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Merge branch 'develop' into feat/new_args_system

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3
config_full.json.example
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@ -119,7 +119,8 @@
"initial_state": "running", "initial_state": "running",
"forcebuy_enable": false, "forcebuy_enable": false,
"internals": { "internals": {
"process_throttle_secs": 5 "process_throttle_secs": 5,
"heartbeat_interval": 60
}, },
"strategy": "DefaultStrategy", "strategy": "DefaultStrategy",
"strategy_path": "user_data/strategies/" "strategy_path": "user_data/strategies/"

33
docs/advanced-setup.md Normal file
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@ -0,0 +1,33 @@
# Advanced Post-installation Tasks
This page explains some advanced tasks and configuration options that can be performed after the bot installation and may be uselful in some environments.
If you do not know what things mentioned here mean, you probably do not need it.
## Configure the bot running as a systemd service
Copy the `freqtrade.service` file to your systemd user directory (usually `~/.config/systemd/user`) and update `WorkingDirectory` and `ExecStart` to match your setup.
After that you can start the daemon with:
```bash
systemctl --user start freqtrade
```
For this to be persistent (run when user is logged out) you'll need to enable `linger` for your freqtrade user.
```bash
sudo loginctl enable-linger "$USER"
```
If you run the bot as a service, you can use systemd service manager as a software watchdog monitoring freqtrade bot
state and restarting it in the case of failures. If the `internals.sd_notify` parameter is set to true in the
configuration or the `--sd-notify` command line option is used, the bot will send keep-alive ping messages to systemd
using the sd_notify (systemd notifications) protocol and will also tell systemd its current state (Running or Stopped)
when it changes.
The `freqtrade.service.watchdog` file contains an example of the service unit configuration file which uses systemd
as the watchdog.
!!! Note
The sd_notify communication between the bot and the systemd service manager will not work if the bot runs in a Docker container.

2
docs/backtesting.md
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@ -72,6 +72,8 @@ The exported trades can be used for [further analysis](#further-backtest-result-
freqtrade backtesting --export trades --export-filename=backtest_samplestrategy.json freqtrade backtesting --export trades --export-filename=backtest_samplestrategy.json
``` ```
Please also read about the [strategy startup period](strategy-customization.md#strategy-startup-period).
#### Supplying custom fee value #### Supplying custom fee value
Sometimes your account has certain fee rebates (fee reductions starting with a certain account size or monthly volume), which are not visible to ccxt. Sometimes your account has certain fee rebates (fee reductions starting with a certain account size or monthly volume), which are not visible to ccxt.

22
docs/configuration.md
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@ -75,8 +75,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `exchange.key` | '' | API key to use for the exchange. Only required when you are in production mode. ***Keep it in secrete, do not disclose publicly.*** | `exchange.key` | '' | API key to use for the exchange. Only required when you are in production mode. ***Keep it in secrete, do not disclose publicly.***
| `exchange.secret` | '' | API secret to use for the exchange. Only required when you are in production mode. ***Keep it in secrete, do not disclose publicly.*** | `exchange.secret` | '' | API secret to use for the exchange. Only required when you are in production mode. ***Keep it in secrete, do not disclose publicly.***
| `exchange.password` | '' | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests. ***Keep it in secrete, do not disclose publicly.*** | `exchange.password` | '' | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests. ***Keep it in secrete, do not disclose publicly.***
| `exchange.pair_whitelist` | [] | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Can be overriden by dynamic pairlists (see [below](#dynamic-pairlists)). | `exchange.pair_whitelist` | [] | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used by VolumePairList (see [below](#dynamic-pairlists)).
| `exchange.pair_blacklist` | [] | List of pairs the bot must absolutely avoid for trading and backtesting. Can be overriden by dynamic pairlists (see [below](#dynamic-pairlists)). | `exchange.pair_blacklist` | [] | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#dynamic-pairlists)).
| `exchange.ccxt_config` | None | Additional CCXT parameters passed to the regular ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) | `exchange.ccxt_config` | None | Additional CCXT parameters passed to the regular ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
| `exchange.ccxt_async_config` | None | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) | `exchange.ccxt_async_config` | None | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
| `exchange.markets_refresh_interval` | 60 | The interval in minutes in which markets are reloaded. | `exchange.markets_refresh_interval` | 60 | The interval in minutes in which markets are reloaded.
@ -98,6 +98,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `strategy` | None | **Required** Defines Strategy class to use. Recommended to set via `--strategy NAME`. | `strategy` | None | **Required** Defines Strategy class to use. Recommended to set via `--strategy NAME`.
| `strategy_path` | null | Adds an additional strategy lookup path (must be a directory). | `strategy_path` | null | Adds an additional strategy lookup path (must be a directory).
| `internals.process_throttle_secs` | 5 | **Required.** Set the process throttle. Value in second. | `internals.process_throttle_secs` | 5 | **Required.** Set the process throttle. Value in second.
| `internals.heartbeat_interval` | 60 | Print heartbeat message every X seconds. Set to 0 to disable heartbeat messages.
| `internals.sd_notify` | false | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details. | `internals.sd_notify` | false | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details.
| `logfile` | | Specify Logfile. Uses a rolling strategy of 10 files, with 1Mb per file. | `logfile` | | Specify Logfile. Uses a rolling strategy of 10 files, with 1Mb per file.
| `user_data_dir` | cwd()/user_data | Directory containing user data. Defaults to `./user_data/`. | `user_data_dir` | cwd()/user_data | Directory containing user data. Defaults to `./user_data/`.
@ -134,7 +135,7 @@ To allow the bot to trade all the available `stake_currency` in your account set
In this case a trade amount is calclulated as: In this case a trade amount is calclulated as:
```python ```python
currency_balanse / (max_open_trades - current_open_trades) currency_balance / (max_open_trades - current_open_trades)
``` ```
### Understand minimal_roi ### Understand minimal_roi
@ -330,7 +331,7 @@ This configuration enables binance, as well as rate limiting to avoid bans from
Optimal settings for rate limiting depend on the exchange and the size of the whitelist, so an ideal parameter will vary on many other settings. Optimal settings for rate limiting depend on the exchange and the size of the whitelist, so an ideal parameter will vary on many other settings.
We try to provide sensible defaults per exchange where possible, if you encounter bans please make sure that `"enableRateLimit"` is enabled and increase the `"rateLimit"` parameter step by step. We try to provide sensible defaults per exchange where possible, if you encounter bans please make sure that `"enableRateLimit"` is enabled and increase the `"rateLimit"` parameter step by step.
#### Advanced FreqTrade Exchange configuration #### Advanced Freqtrade Exchange configuration
Advanced options can be configured using the `_ft_has_params` setting, which will override Defaults and exchange-specific behaviours. Advanced options can be configured using the `_ft_has_params` setting, which will override Defaults and exchange-specific behaviours.
@ -350,6 +351,13 @@ For example, to test the order type `FOK` with Kraken, and modify candle_limit t
!!! Warning !!! Warning
Please make sure to fully understand the impacts of these settings before modifying them. Please make sure to fully understand the impacts of these settings before modifying them.
#### Random notes for other exchanges
* The Ocean (ccxt id: 'theocean') exchange uses Web3 functionality and requires web3 package to be installed:
```shell
$ pip3 install web3
```
### What values can be used for fiat_display_currency? ### What values can be used for fiat_display_currency?
The `fiat_display_currency` configuration parameter sets the base currency to use for the The `fiat_display_currency` configuration parameter sets the base currency to use for the
@ -417,10 +425,16 @@ section of the configuration.
`askVolume`, `bidVolume` and `quoteVolume`, defaults to `quoteVolume`. `askVolume`, `bidVolume` and `quoteVolume`, defaults to `quoteVolume`.
* There is a possibility to filter low-value coins that would not allow setting a stop loss * There is a possibility to filter low-value coins that would not allow setting a stop loss
(set `precision_filter` parameter to `true` for this). (set `precision_filter` parameter to `true` for this).
* `VolumePairList` does not consider `pair_whitelist`, but builds this automatically based the pairlist configuration.
* Pairs in `pair_blacklist` are not considered for VolumePairList, even if all other filters would match.
Example: Example:
```json ```json
"exchange": {
"pair_whitelist": [],
"pair_blacklist": ["BNB/BTC"]
},
"pairlist": { "pairlist": {
"method": "VolumePairList", "method": "VolumePairList",
"config": { "config": {

36
docs/installation.md
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@ -151,7 +151,7 @@ python3 -m venv .env
source .env/bin/activate source .env/bin/activate
``` ```
#### 3. Install FreqTrade #### 3. Install Freqtrade
Clone the git repository: Clone the git repository:
@ -192,33 +192,9 @@ freqtrade trade -c config.json
*Note*: If you run the bot on a server, you should consider using [Docker](docker.md) or a terminal multiplexer like `screen` or [`tmux`](https://en.wikipedia.org/wiki/Tmux) to avoid that the bot is stopped on logout. *Note*: If you run the bot on a server, you should consider using [Docker](docker.md) or a terminal multiplexer like `screen` or [`tmux`](https://en.wikipedia.org/wiki/Tmux) to avoid that the bot is stopped on logout.
#### 7. [Optional] Configure `freqtrade` as a `systemd` service #### 7. (Optional) Post-installation Tasks
From the freqtrade repo... copy `freqtrade.service` to your systemd user directory (usually `~/.config/systemd/user`) and update `WorkingDirectory` and `ExecStart` to match your setup. On Linux, as an optional post-installation task, you can setup the bot to run as a `systemd` service. See [Advanced Post-installation Tasks](advanced-setup.md) for details.
After that you can start the daemon with:
```bash
systemctl --user start freqtrade
```
For this to be persistent (run when user is logged out) you'll need to enable `linger` for your freqtrade user.
```bash
sudo loginctl enable-linger "$USER"
```
If you run the bot as a service, you can use systemd service manager as a software watchdog monitoring freqtrade bot
state and restarting it in the case of failures. If the `internals.sd_notify` parameter is set to true in the
configuration or the `--sd-notify` command line option is used, the bot will send keep-alive ping messages to systemd
using the sd_notify (systemd notifications) protocol and will also tell systemd its current state (Running or Stopped)
when it changes.
The `freqtrade.service.watchdog` file contains an example of the service unit configuration file which uses systemd
as the watchdog.
!!! Note
The sd_notify communication between the bot and the systemd service manager will not work if the bot runs in a Docker container.
------ ------
@ -242,6 +218,12 @@ If that is not available on your system, feel free to try the instructions below
### Install freqtrade manually ### Install freqtrade manually
!!! Note
Make sure to use 64bit Windows and 64bit Python to avoid problems with backtesting or hyperopt due to the memory constraints 32bit applications have under Windows.
!!! Hint
Using the [Anaconda Distribution](https://www.anaconda.com/distribution/) under Windows can greatly help with installation problems. Check out the [Conda section](#using-conda) in this document.
#### Clone the git repository #### Clone the git repository
```bash ```bash

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docs/stoploss.md
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@ -3,74 +3,101 @@
The `stoploss` configuration parameter is loss in percentage that should trigger a sale. The `stoploss` configuration parameter is loss in percentage that should trigger a sale.
For example, value `-0.10` will cause immediate sell if the profit dips below -10% for a given trade. This parameter is optional. For example, value `-0.10` will cause immediate sell if the profit dips below -10% for a given trade. This parameter is optional.
Most of the strategy files already include the optimal `stoploss` Most of the strategy files already include the optimal `stoploss` value.
value. This parameter is optional. If you use it in the configuration file, it will take over the
`stoploss` value from the strategy file.
## Stop Loss support !!! Info
All stoploss properties mentioned in this file can be set in the Strategy, or in the configuration. Configuration values will override the strategy values.
## Stop Loss Types
At this stage the bot contains the following stoploss support modes: At this stage the bot contains the following stoploss support modes:
1. static stop loss, defined in either the strategy or configuration. 1. Static stop loss.
2. trailing stop loss, defined in the configuration. 2. Trailing stop loss.
3. trailing stop loss, custom positive loss, defined in configuration. 3. Trailing stop loss, custom positive loss.
4. Trailing stop loss only once the trade has reached a certain offset.
!!! Note Those stoploss modes can be *on exchange* or *off exchange*. If the stoploss is *on exchange* it means a stoploss limit order is placed on the exchange immediately after buy order happens successfully. This will protect you against sudden crashes in market as the order will be in the queue immediately and if market goes down then the order has more chance of being fulfilled.
All stoploss properties can be configured in either Strategy or configuration. Configuration values override strategy values.
Those stoploss modes can be *on exchange* or *off exchange*. If the stoploss is *on exchange* it means a stoploss limit order is placed on the exchange immediately after buy order happens successfuly. This will protect you against sudden crashes in market as the order will be in the queue immediately and if market goes down then the order has more chance of being fulfilled. In case of stoploss on exchange there is another parameter called `stoploss_on_exchange_interval`. This configures the interval in seconds at which the bot will check the stoploss and update it if necessary.
In case of stoploss on exchange there is another parameter called `stoploss_on_exchange_interval`. This configures the interval in seconds at which the bot will check the stoploss and update it if necessary. As an example in case of trailing stoploss if the order is on the exchange and the market is going up then the bot automatically cancels the previous stoploss order and put a new one with a stop value higher than previous one. It is clear that the bot cannot do it every 5 seconds otherwise it gets banned. So this parameter will tell the bot how often it should update the stoploss order. The default value is 60 (1 minute). For example, assuming the stoploss is on exchange, and trailing stoploss is enabled, and the market is going up, then the bot automatically cancels the previous stoploss order and puts a new one with a stop value higher than the previous stoploss order.
The bot cannot do this every 5 seconds (at each iteration), otherwise it would get banned by the exchange.
So this parameter will tell the bot how often it should update the stoploss order. The default value is 60 (1 minute).
This same logic will reapply a stoploss order on the exchange should you cancel it accidentally.
!!! Note !!! Note
Stoploss on exchange is only supported for Binance as of now. Stoploss on exchange is only supported for Binance as of now.
## Static Stop Loss ## Static Stop Loss
This is very simple, basically you define a stop loss of x in your strategy file or alternative in the configuration, which This is very simple, you define a stop loss of x (as a ratio of price, i.e. x * 100% of price). This will try to sell the asset once the loss exceeds the defined loss.
will overwrite the strategy definition. This will basically try to sell your asset, the second the loss exceeds the defined loss.
## Trailing Stop Loss ## Trailing Stop Loss
The initial value for this stop loss, is defined in your strategy or configuration. Just as you would define your Stop Loss normally. The initial value for this is `stoploss`, just as you would define your static Stop loss.
To enable this Feauture all you have to do is to define the configuration element: To enable trailing stoploss:
``` json ``` python
"trailing_stop" : True trailing_stop = True
``` ```
This will now activate an algorithm, which automatically moves your stop loss up every time the price of your asset increases. This will now activate an algorithm, which automatically moves the stop loss up every time the price of your asset increases.
For example, simplified math, For example, simplified math:
* you buy an asset at a price of 100$ * the bot buys an asset at a price of 100$
* your stop loss is defined at 2% * the stop loss is defined at 2%
* which means your stop loss, gets triggered once your asset dropped below 98$ * the stop loss would get triggered once the asset dropps below 98$
* assuming your asset now increases to 102$ * assuming the asset now increases to 102$
* your stop loss, will now be 2% of 102$ or 99.96$ * the stop loss will now be 2% of 102$ or 99.96$
* now your asset drops in value to 101$, your stop loss, will still be 99.96$ * now the asset drops in value to 101$, the stop loss will still be 99.96$ and would trigger at 99.96$.
basically what this means is that your stop loss will be adjusted to be always be 2% of the highest observed price In summary: The stoploss will be adjusted to be always be 2% of the highest observed price.
### Custom positive loss ### Custom positive stoploss
Due to demand, it is possible to have a default stop loss, when you are in the red with your buy, but once your profit surpasses a certain percentage, It is also possible to have a default stop loss, when you are in the red with your buy, but once your profit surpasses a certain percentage, the system will utilize a new stop loss, which can have a different value.
the system will utilize a new stop loss, which can be a different value. For example your default stop loss is 5%, but once you have 1.1% profit, For example your default stop loss is 5%, but once you have 1.1% profit, it will be changed to be only a 1% stop loss, which trails the green candles until it goes below them.
it will be changed to be only a 1% stop loss, which trails the green candles until it goes below them.
Both values can be configured in the main configuration file and requires `"trailing_stop": true` to be set to true. Both values require `trailing_stop` to be set to true.
``` json ``` python
"trailing_stop_positive": 0.01, trailing_stop_positive = 0.01
"trailing_stop_positive_offset": 0.011, trailing_stop_positive_offset = 0.011
"trailing_only_offset_is_reached": false
``` ```
The 0.01 would translate to a 1% stop loss, once you hit 1.1% profit. The 0.01 would translate to a 1% stop loss, once you hit 1.1% profit.
Before this, `stoploss` is used for the trailing stoploss.
You should also make sure to have this value (`trailing_stop_positive_offset`) lower than your minimal ROI, otherwise minimal ROI will apply first and sell your trade. Read the [next section](#trailing-only-once-offset-is-reached) to keep stoploss at 5% of the entry point.
If `"trailing_only_offset_is_reached": true` then the trailing stoploss is only activated once the offset is reached. Until then, the stoploss remains at the configured`stoploss`. !!! Tip
Make sure to have this value (`trailing_stop_positive_offset`) lower than minimal ROI, otherwise minimal ROI will apply first and sell the trade.
### Trailing only once offset is reached
It is also possible to use a static stoploss until the offset is reached, and then trail the trade to take profits once the market turns.
If `"trailing_only_offset_is_reached": true` then the trailing stoploss is only activated once the offset is reached. Until then, the stoploss remains at the configured `stoploss`.
This option can be used with or without `trailing_stop_positive`, but uses `trailing_stop_positive_offset` as offset.
``` python
trailing_stop_positive_offset = 0.011
trailing_only_offset_is_reached = true
```
Simplified example:
``` python
stoploss = 0.05
trailing_stop_positive_offset = 0.03
trailing_only_offset_is_reached = True
```
* the bot buys an asset at a price of 100$
* the stop loss is defined at 5%
* the stop loss will remain at 95% until profit reaches +3%
## Changing stoploss on open trades ## Changing stoploss on open trades

35
docs/strategy-customization.md
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@ -117,6 +117,37 @@ def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame
Look into the [user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/sample_strategy.py). Look into the [user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/sample_strategy.py).
Then uncomment indicators you need. Then uncomment indicators you need.
### Strategy startup period
Most indicators have an instable startup period, in which they are either not available, or the calculation is incorrect. This can lead to inconsistencies, since Freqtrade does not know how long this instable period should be.
To account for this, the strategy can be assigned the `startup_candle_count` attribute.
This should be set to the maximum number of candles that the strategy requires to calculate stable indicators.
In this example strategy, this should be set to 100 (`startup_candle_count = 100`), since the longest needed history is 100 candles.
``` python
dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100)
```
By letting the bot know how much history is needed, backtest trades can start at the specified timerange during backtesting and hyperopt.
!!! Warning
`startup_candle_count` should be below `ohlcv_candle_limit` (which is 500 for most exchanges) - since only this amount of candles will be available during Dry-Run/Live Trade operations.
#### Example
Let's try to backtest 1 month (January 2019) of 5m candles using the an example strategy with EMA100, as above.
``` bash
freqtrade backtesting --timerange 20190101-20190201 --ticker-interval 5m
```
Assuming `startup_candle_count` is set to 100, backtesting knows it needs 100 candles to generate valid buy signals. It will load data from `20190101 - (100 * 5m)` - which is ~2019-12-31 15:30:00.
If this data is available, indicators will be calculated with this extended timerange. The instable startup period (up to 2019-01-01 00:00:00) will then be removed before starting backtesting.
!!! Note
If data for the startup period is not available, then the timerange will be adjusted to account for this startup period - so Backtesting would start at 2019-01-01 08:30:00.
### Buy signal rules ### Buy signal rules
Edit the method `populate_buy_trend()` in your strategy file to update your buy strategy. Edit the method `populate_buy_trend()` in your strategy file to update your buy strategy.
@ -267,10 +298,10 @@ class Awesomestrategy(IStrategy):
``` ```
!!! Warning !!! Warning
The data is not persisted after a bot-restart (or config-reload). Also, the amount of data should be kept smallish (no DataFrames and such), otherwise the bot will start to consume a lot of memory and eventually run out of memory and crash. The data is not persisted after a bot-restart (or config-reload). Also, the amount of data should be kept smallish (no DataFrames and such), otherwise the bot will start to consume a lot of memory and eventually run out of memory and crash.
!!! Note !!! Note
If the data is pair-specific, make sure to use pair as one of the keys in the dictionary. If the data is pair-specific, make sure to use pair as one of the keys in the dictionary.
### Additional data (DataProvider) ### Additional data (DataProvider)

15
freqtrade/configuration/config_validation.py
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@ -5,7 +5,7 @@ from jsonschema import Draft4Validator, validators
from jsonschema.exceptions import ValidationError, best_match from jsonschema.exceptions import ValidationError, best_match
from freqtrade import constants, OperationalException from freqtrade import constants, OperationalException
from freqtrade.state import RunMode
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -64,6 +64,7 @@ def validate_config_consistency(conf: Dict[str, Any]) -> None:
# validating trailing stoploss # validating trailing stoploss
_validate_trailing_stoploss(conf) _validate_trailing_stoploss(conf)
_validate_edge(conf) _validate_edge(conf)
_validate_whitelist(conf)
def _validate_trailing_stoploss(conf: Dict[str, Any]) -> None: def _validate_trailing_stoploss(conf: Dict[str, Any]) -> None:
@ -111,3 +112,15 @@ def _validate_edge(conf: Dict[str, Any]) -> None:
"Edge and VolumePairList are incompatible, " "Edge and VolumePairList are incompatible, "
"Edge will override whatever pairs VolumePairlist selects." "Edge will override whatever pairs VolumePairlist selects."
) )
def _validate_whitelist(conf: Dict[str, Any]) -> None:
"""
Dynamic whitelist does not require pair_whitelist to be set - however StaticWhitelist does.
"""
if conf.get('runmode', RunMode.OTHER) in [RunMode.OTHER, RunMode.PLOT]:
return
if (conf.get('pairlist', {}).get('method', 'StaticPairList') == 'StaticPairList'
and not conf.get('exchange', {}).get('pair_whitelist')):
raise OperationalException("StaticPairList requires pair_whitelist to be set.")

3
freqtrade/configuration/configuration.py
View File

@ -183,6 +183,9 @@ class Configuration:
config['exchange']['name'] = self.args["exchange"] config['exchange']['name'] = self.args["exchange"]
logger.info(f"Using exchange {config['exchange']['name']}") logger.info(f"Using exchange {config['exchange']['name']}")
if 'pair_whitelist' not in config['exchange']:
config['exchange']['pair_whitelist'] = []
if 'user_data_dir' in self.args and self.args["user_data_dir"]: if 'user_data_dir' in self.args and self.args["user_data_dir"]:
config.update({'user_data_dir': self.args["user_data_dir"]}) config.update({'user_data_dir': self.args["user_data_dir"]})
elif 'user_data_dir' not in config: elif 'user_data_dir' not in config:

31
freqtrade/configuration/timerange.py
View File

@ -1,11 +1,14 @@
""" """
This module contains the argument manager class This module contains the argument manager class
""" """
import logging
import re import re
from typing import Optional from typing import Optional
import arrow import arrow
logger = logging.getLogger(__name__)
class TimeRange: class TimeRange:
""" """
@ -27,6 +30,34 @@ class TimeRange:
return (self.starttype == other.starttype and self.stoptype == other.stoptype return (self.starttype == other.starttype and self.stoptype == other.stoptype
and self.startts == other.startts and self.stopts == other.stopts) and self.startts == other.startts and self.stopts == other.stopts)
def subtract_start(self, seconds) -> None:
"""
Subtracts <seconds> from startts if startts is set.
:param seconds: Seconds to subtract from starttime
:return: None (Modifies the object in place)
"""
if self.startts:
self.startts = self.startts - seconds
def adjust_start_if_necessary(self, ticker_interval_secs: int, startup_candles: int,
min_date: arrow.Arrow) -> None:
"""
Adjust startts by <startup_candles> candles.
Applies only if no startup-candles have been available.
:param ticker_interval_secs: Ticker interval in seconds e.g. `timeframe_to_seconds('5m')`
:param startup_candles: Number of candles to move start-date forward
:param min_date: Minimum data date loaded. Key kriterium to decide if start-time
has to be moved
:return: None (Modifies the object in place)
"""
if (not self.starttype or (startup_candles
and min_date.timestamp >= self.startts)):
# If no startts was defined, or backtest-data starts at the defined backtest-date
logger.warning("Moving start-date by %s candles to account for startup time.",
startup_candles)
self.startts = (min_date.timestamp + ticker_interval_secs * startup_candles)
self.starttype = 'date'
@staticmethod @staticmethod
def parse_timerange(text: Optional[str]): def parse_timerange(text: Optional[str]):
""" """

2
freqtrade/constants.py
View File

@ -233,7 +233,7 @@ CONF_SCHEMA = {
'ccxt_config': {'type': 'object'}, 'ccxt_config': {'type': 'object'},
'ccxt_async_config': {'type': 'object'} 'ccxt_async_config': {'type': 'object'}
}, },
'required': ['name', 'pair_whitelist'] 'required': ['name']
}, },
'edge': { 'edge': {
'type': 'object', 'type': 'object',

12
freqtrade/data/btanalysis.py
View File

@ -150,15 +150,21 @@ def combine_tickers_with_mean(tickers: Dict[str, pd.DataFrame], column: str = "c
return df_comb return df_comb
def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str) -> pd.DataFrame: def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
timeframe: str) -> pd.DataFrame:
""" """
Adds a column `col_name` with the cumulative profit for the given trades array. Adds a column `col_name` with the cumulative profit for the given trades array.
:param df: DataFrame with date index :param df: DataFrame with date index
:param trades: DataFrame containing trades (requires columns close_time and profitperc) :param trades: DataFrame containing trades (requires columns close_time and profitperc)
:param col_name: Column name that will be assigned the results
:param timeframe: Timeframe used during the operations
:return: Returns df with one additional column, col_name, containing the cumulative profit. :return: Returns df with one additional column, col_name, containing the cumulative profit.
""" """
# Use groupby/sum().cumsum() to avoid errors when multiple trades sold at the same candle. from freqtrade.exchange import timeframe_to_minutes
df[col_name] = trades.groupby('close_time')['profitperc'].sum().cumsum() ticker_minutes = timeframe_to_minutes(timeframe)
# Resample to ticker_interval to make sure trades match candles
_trades_sum = trades.resample(f'{ticker_minutes}min', on='close_time')[['profitperc']].sum()
df.loc[:, col_name] = _trades_sum.cumsum()
# Set first value to 0 # Set first value to 0
df.loc[df.iloc[0].name, col_name] = 0 df.loc[df.iloc[0].name, col_name] = 0
# FFill to get continuous # FFill to get continuous

52
freqtrade/data/history.py
View File

@ -8,17 +8,19 @@ Includes:
import logging import logging
import operator import operator
from copy import deepcopy
from datetime import datetime from datetime import datetime
from pathlib import Path from pathlib import Path
from typing import Any, Dict, List, Optional, Tuple from typing import Any, Dict, List, Optional, Tuple
import arrow import arrow
import pytz
from pandas import DataFrame from pandas import DataFrame
from freqtrade import OperationalException, misc from freqtrade import OperationalException, misc
from freqtrade.configuration import TimeRange from freqtrade.configuration import TimeRange
from freqtrade.data.converter import parse_ticker_dataframe, trades_to_ohlcv from freqtrade.data.converter import parse_ticker_dataframe, trades_to_ohlcv
from freqtrade.exchange import Exchange, timeframe_to_minutes from freqtrade.exchange import Exchange, timeframe_to_minutes, timeframe_to_seconds
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -49,6 +51,19 @@ def trim_tickerlist(tickerlist: List[Dict], timerange: TimeRange) -> List[Dict]:
return tickerlist[start_index:stop_index] return tickerlist[start_index:stop_index]
def trim_dataframe(df: DataFrame, timerange: TimeRange) -> DataFrame:
"""
Trim dataframe based on given timerange
"""
if timerange.starttype == 'date':
start = datetime.fromtimestamp(timerange.startts, tz=pytz.utc)
df = df.loc[df['date'] >= start, :]
if timerange.stoptype == 'date':
stop = datetime.fromtimestamp(timerange.stopts, tz=pytz.utc)
df = df.loc[df['date'] <= stop, :]
return df
def load_tickerdata_file(datadir: Path, pair: str, ticker_interval: str, def load_tickerdata_file(datadir: Path, pair: str, ticker_interval: str,
timerange: Optional[TimeRange] = None) -> Optional[list]: timerange: Optional[TimeRange] = None) -> Optional[list]:
""" """
@ -113,7 +128,8 @@ def load_pair_history(pair: str,
refresh_pairs: bool = False, refresh_pairs: bool = False,
exchange: Optional[Exchange] = None, exchange: Optional[Exchange] = None,
fill_up_missing: bool = True, fill_up_missing: bool = True,
drop_incomplete: bool = True drop_incomplete: bool = True,
startup_candles: int = 0,
) -> DataFrame: ) -> DataFrame:
""" """
Loads cached ticker history for the given pair. Loads cached ticker history for the given pair.
@ -126,9 +142,15 @@ def load_pair_history(pair: str,
:param exchange: Exchange object (needed when using "refresh_pairs") :param exchange: Exchange object (needed when using "refresh_pairs")
:param fill_up_missing: Fill missing values with "No action"-candles :param fill_up_missing: Fill missing values with "No action"-candles
:param drop_incomplete: Drop last candle assuming it may be incomplete. :param drop_incomplete: Drop last candle assuming it may be incomplete.
:param startup_candles: Additional candles to load at the start of the period
:return: DataFrame with ohlcv data :return: DataFrame with ohlcv data
""" """
timerange_startup = deepcopy(timerange)
if startup_candles > 0 and timerange_startup:
logger.info('Using indicator startup period: %s ...', startup_candles)
timerange_startup.subtract_start(timeframe_to_seconds(ticker_interval) * startup_candles)
# The user forced the refresh of pairs # The user forced the refresh of pairs
if refresh_pairs: if refresh_pairs:
download_pair_history(datadir=datadir, download_pair_history(datadir=datadir,
@ -137,11 +159,11 @@ def load_pair_history(pair: str,
ticker_interval=ticker_interval, ticker_interval=ticker_interval,
timerange=timerange) timerange=timerange)
pairdata = load_tickerdata_file(datadir, pair, ticker_interval, timerange=timerange) pairdata = load_tickerdata_file(datadir, pair, ticker_interval, timerange=timerange_startup)
if pairdata: if pairdata:
if timerange: if timerange_startup:
_validate_pairdata(pair, pairdata, timerange) _validate_pairdata(pair, pairdata, timerange_startup)
return parse_ticker_dataframe(pairdata, ticker_interval, pair=pair, return parse_ticker_dataframe(pairdata, ticker_interval, pair=pair,
fill_missing=fill_up_missing, fill_missing=fill_up_missing,
drop_incomplete=drop_incomplete) drop_incomplete=drop_incomplete)
@ -160,10 +182,22 @@ def load_data(datadir: Path,
exchange: Optional[Exchange] = None, exchange: Optional[Exchange] = None,
timerange: Optional[TimeRange] = None, timerange: Optional[TimeRange] = None,
fill_up_missing: bool = True, fill_up_missing: bool = True,
startup_candles: int = 0,
fail_without_data: bool = False
) -> Dict[str, DataFrame]: ) -> Dict[str, DataFrame]:
""" """
Loads ticker history data for a list of pairs Loads ticker history data for a list of pairs
:return: dict(<pair>:<tickerlist>) :param datadir: Path to the data storage location.
:param ticker_interval: Ticker-interval (e.g. "5m")
:param pairs: List of pairs to load
:param refresh_pairs: Refresh pairs from exchange.
(Note: Requires exchange to be passed as well.)
:param exchange: Exchange object (needed when using "refresh_pairs")
:param timerange: Limit data to be loaded to this timerange
:param fill_up_missing: Fill missing values with "No action"-candles
:param startup_candles: Additional candles to load at the start of the period
:param fail_without_data: Raise OperationalException if no data is found.
:return: dict(<pair>:<Dataframe>)
TODO: refresh_pairs is still used by edge to keep the data uptodate. TODO: refresh_pairs is still used by edge to keep the data uptodate.
This should be replaced in the future. Instead, writing the current candles to disk This should be replaced in the future. Instead, writing the current candles to disk
from dataprovider should be implemented, as this would avoid loading ohlcv data twice. from dataprovider should be implemented, as this would avoid loading ohlcv data twice.
@ -176,9 +210,13 @@ def load_data(datadir: Path,
datadir=datadir, timerange=timerange, datadir=datadir, timerange=timerange,
refresh_pairs=refresh_pairs, refresh_pairs=refresh_pairs,
exchange=exchange, exchange=exchange,
fill_up_missing=fill_up_missing) fill_up_missing=fill_up_missing,
startup_candles=startup_candles)
if hist is not None: if hist is not None:
result[pair] = hist result[pair] = hist
if fail_without_data and not result:
raise OperationalException("No data found. Terminating.")
return result return result

3
freqtrade/edge/__init__.py
View File

@ -100,7 +100,8 @@ class Edge:
ticker_interval=self.strategy.ticker_interval, ticker_interval=self.strategy.ticker_interval,
refresh_pairs=self._refresh_pairs, refresh_pairs=self._refresh_pairs,
exchange=self.exchange, exchange=self.exchange,
timerange=self._timerange timerange=self._timerange,
startup_candles=self.strategy.startup_candle_count,
) )
if not data: if not data:

11
freqtrade/exchange/exchange.py
View File

@ -228,6 +228,7 @@ class Exchange:
self.validate_pairs(config['exchange']['pair_whitelist']) self.validate_pairs(config['exchange']['pair_whitelist'])
self.validate_ordertypes(config.get('order_types', {})) self.validate_ordertypes(config.get('order_types', {}))
self.validate_order_time_in_force(config.get('order_time_in_force', {})) self.validate_order_time_in_force(config.get('order_time_in_force', {}))
self.validate_required_startup_candles(config.get('startup_candle_count', 0))
# Converts the interval provided in minutes in config to seconds # Converts the interval provided in minutes in config to seconds
self.markets_refresh_interval: int = exchange_config.get( self.markets_refresh_interval: int = exchange_config.get(
@ -443,6 +444,16 @@ class Exchange:
raise OperationalException( raise OperationalException(
f'Time in force policies are not supported for {self.name} yet.') f'Time in force policies are not supported for {self.name} yet.')
def validate_required_startup_candles(self, startup_candles) -> None:
"""
Checks if required startup_candles is more than ohlcv_candle_limit.
Requires a grace-period of 5 candles - so a startup-period up to 494 is allowed by default.
"""
if startup_candles + 5 > self._ft_has['ohlcv_candle_limit']:
raise OperationalException(
f"This strategy requires {startup_candles} candles to start. "
f"{self.name} only provides {self._ft_has['ohlcv_candle_limit']}.")
def exchange_has(self, endpoint: str) -> bool: def exchange_has(self, endpoint: str) -> bool:
""" """
Checks if exchange implements a specific API endpoint. Checks if exchange implements a specific API endpoint.

67
freqtrade/freqtradebot.py
View File

@ -6,26 +6,27 @@ import logging
import traceback import traceback
from datetime import datetime from datetime import datetime
from math import isclose from math import isclose
from os import getpid
from typing import Any, Dict, List, Optional, Tuple from typing import Any, Dict, List, Optional, Tuple
import arrow import arrow
from requests.exceptions import RequestException from requests.exceptions import RequestException
from freqtrade import (DependencyException, InvalidOrderException, from freqtrade import (DependencyException, InvalidOrderException, __version__,
__version__, constants, persistence) constants, persistence)
from freqtrade.configuration import validate_config_consistency
from freqtrade.data.converter import order_book_to_dataframe from freqtrade.data.converter import order_book_to_dataframe
from freqtrade.data.dataprovider import DataProvider from freqtrade.data.dataprovider import DataProvider
from freqtrade.edge import Edge from freqtrade.edge import Edge
from freqtrade.configuration import validate_config_consistency
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
from freqtrade.resolvers import (ExchangeResolver, PairListResolver,
StrategyResolver)
from freqtrade.rpc import RPCManager, RPCMessageType from freqtrade.rpc import RPCManager, RPCMessageType
from freqtrade.resolvers import ExchangeResolver, StrategyResolver, PairListResolver
from freqtrade.state import State from freqtrade.state import State
from freqtrade.strategy.interface import SellType, IStrategy from freqtrade.strategy.interface import IStrategy, SellType
from freqtrade.wallets import Wallets from freqtrade.wallets import Wallets
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -50,13 +51,15 @@ class FreqtradeBot:
# Init objects # Init objects
self.config = config self.config = config
self._heartbeat_msg = 0
self.heartbeat_interval = self.config.get('internals', {}).get('heartbeat_interval', 60)
self.strategy: IStrategy = StrategyResolver(self.config).strategy self.strategy: IStrategy = StrategyResolver(self.config).strategy
# Check config consistency here since strategies can set certain options # Check config consistency here since strategies can set certain options
validate_config_consistency(config) validate_config_consistency(config)
self.rpc: RPCManager = RPCManager(self)
self.exchange = ExchangeResolver(self.config['exchange']['name'], self.config).exchange self.exchange = ExchangeResolver(self.config['exchange']['name'], self.config).exchange
self.wallets = Wallets(self.config, self.exchange) self.wallets = Wallets(self.config, self.exchange)
@ -74,7 +77,7 @@ class FreqtradeBot:
self.edge = Edge(self.config, self.exchange, self.strategy) if \ self.edge = Edge(self.config, self.exchange, self.strategy) if \
self.config.get('edge', {}).get('enabled', False) else None self.config.get('edge', {}).get('enabled', False) else None
self.active_pair_whitelist: List[str] = self.config['exchange']['pair_whitelist'] self.active_pair_whitelist = self._refresh_whitelist()
persistence.init(self.config.get('db_url', None), persistence.init(self.config.get('db_url', None),
clean_open_orders=self.config.get('dry_run', False)) clean_open_orders=self.config.get('dry_run', False))
@ -83,6 +86,13 @@ class FreqtradeBot:
initial_state = self.config.get('initial_state') initial_state = self.config.get('initial_state')
self.state = State[initial_state.upper()] if initial_state else State.STOPPED self.state = State[initial_state.upper()] if initial_state else State.STOPPED
# RPC runs in separate threads, can start handling external commands just after
# initialization, even before Freqtradebot has a chance to start its throttling,
# so anything in the Freqtradebot instance should be ready (initialized), including
# the initial state of the bot.
# Keep this at the end of this initialization method.
self.rpc: RPCManager = RPCManager(self)
def cleanup(self) -> None: def cleanup(self) -> None:
""" """
Cleanup pending resources on an already stopped bot Cleanup pending resources on an already stopped bot
@ -113,21 +123,10 @@ class FreqtradeBot:
# Check whether markets have to be reloaded # Check whether markets have to be reloaded
self.exchange._reload_markets() self.exchange._reload_markets()
# Refresh whitelist
self.pairlists.refresh_pairlist()
self.active_pair_whitelist = self.pairlists.whitelist
# Calculating Edge positioning
if self.edge:
self.edge.calculate()
self.active_pair_whitelist = self.edge.adjust(self.active_pair_whitelist)
# Query trades from persistence layer # Query trades from persistence layer
trades = Trade.get_open_trades() trades = Trade.get_open_trades()
# Extend active-pair whitelist with pairs from open trades self.active_pair_whitelist = self._refresh_whitelist(trades)
# It ensures that tickers are downloaded for open trades
self._extend_whitelist_with_trades(self.active_pair_whitelist, trades)
# Refreshing candles # Refreshing candles
self.dataprovider.refresh(self._create_pair_whitelist(self.active_pair_whitelist), self.dataprovider.refresh(self._create_pair_whitelist(self.active_pair_whitelist),
@ -145,11 +144,29 @@ class FreqtradeBot:
self.check_handle_timedout() self.check_handle_timedout()
Trade.session.flush() Trade.session.flush()
def _extend_whitelist_with_trades(self, whitelist: List[str], trades: List[Any]): if (self.heartbeat_interval
and (arrow.utcnow().timestamp - self._heartbeat_msg > self.heartbeat_interval)):
logger.info(f"Bot heartbeat. PID={getpid()}")
self._heartbeat_msg = arrow.utcnow().timestamp
def _refresh_whitelist(self, trades: List[Trade] = []) -> List[str]:
""" """
Extend whitelist with pairs from open trades Refresh whitelist from pairlist or edge and extend it with trades.
""" """
whitelist.extend([trade.pair for trade in trades if trade.pair not in whitelist]) # Refresh whitelist
self.pairlists.refresh_pairlist()
_whitelist = self.pairlists.whitelist
# Calculating Edge positioning
if self.edge:
self.edge.calculate()
_whitelist = self.edge.adjust(_whitelist)
if trades:
# Extend active-pair whitelist with pairs from open trades
# It ensures that tickers are downloaded for open trades
_whitelist.extend([trade.pair for trade in trades if trade.pair not in _whitelist])
return _whitelist
def _create_pair_whitelist(self, pairs: List[str]) -> List[Tuple[str, str]]: def _create_pair_whitelist(self, pairs: List[str]) -> List[Tuple[str, str]]:
""" """
@ -438,7 +455,7 @@ class FreqtradeBot:
try: try:
# Create entity and execute trade # Create entity and execute trade
if not self.create_trades(): if not self.create_trades():
logger.info('Found no buy signals for whitelisted currencies. Trying again...') logger.debug('Found no buy signals for whitelisted currencies. Trying again...')
except DependencyException as exception: except DependencyException as exception:
logger.warning('Unable to create trade: %s', exception) logger.warning('Unable to create trade: %s', exception)

65
freqtrade/optimize/backtesting.py
View File

@ -15,7 +15,7 @@ from freqtrade import OperationalException
from freqtrade.configuration import TimeRange from freqtrade.configuration import TimeRange
from freqtrade.data import history from freqtrade.data import history
from freqtrade.data.dataprovider import DataProvider from freqtrade.data.dataprovider import DataProvider
from freqtrade.exchange import timeframe_to_minutes from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
from freqtrade.misc import file_dump_json from freqtrade.misc import file_dump_json
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
from freqtrade.resolvers import ExchangeResolver, StrategyResolver from freqtrade.resolvers import ExchangeResolver, StrategyResolver
@ -90,6 +90,8 @@ class Backtesting:
self.ticker_interval = str(self.config.get('ticker_interval')) self.ticker_interval = str(self.config.get('ticker_interval'))
self.ticker_interval_mins = timeframe_to_minutes(self.ticker_interval) self.ticker_interval_mins = timeframe_to_minutes(self.ticker_interval)
# Get maximum required startup period
self.required_startup = max([strat.startup_candle_count for strat in self.strategylist])
# Load one (first) strategy # Load one (first) strategy
self._set_strategy(self.strategylist[0]) self._set_strategy(self.strategylist[0])
@ -103,6 +105,31 @@ class Backtesting:
# And the regular "stoploss" function would not apply to that case # And the regular "stoploss" function would not apply to that case
self.strategy.order_types['stoploss_on_exchange'] = False self.strategy.order_types['stoploss_on_exchange'] = False
def load_bt_data(self):
timerange = TimeRange.parse_timerange(None if self.config.get(
'timerange') is None else str(self.config.get('timerange')))
data = history.load_data(
datadir=Path(self.config['datadir']),
pairs=self.config['exchange']['pair_whitelist'],
ticker_interval=self.ticker_interval,
timerange=timerange,
startup_candles=self.required_startup,
fail_without_data=True,
)
min_date, max_date = history.get_timeframe(data)
logger.info(
'Loading data from %s up to %s (%s days)..',
min_date.isoformat(), max_date.isoformat(), (max_date - min_date).days
)
# Adjust startts forward if not enough data is available
timerange.adjust_start_if_necessary(timeframe_to_seconds(self.ticker_interval),
self.required_startup, min_date)
return data, timerange
def _generate_text_table(self, data: Dict[str, Dict], results: DataFrame, def _generate_text_table(self, data: Dict[str, Dict], results: DataFrame,
skip_nan: bool = False) -> str: skip_nan: bool = False) -> str:
""" """
@ -412,39 +439,18 @@ class Backtesting:
:return: None :return: None
""" """
data: Dict[str, Any] = {} data: Dict[str, Any] = {}
pairs = self.config['exchange']['pair_whitelist']
logger.info('Using stake_currency: %s ...', self.config['stake_currency']) logger.info('Using stake_currency: %s ...', self.config['stake_currency'])
logger.info('Using stake_amount: %s ...', self.config['stake_amount']) logger.info('Using stake_amount: %s ...', self.config['stake_amount'])
timerange = TimeRange.parse_timerange(None if self.config.get(
'timerange') is None else str(self.config.get('timerange')))
data = history.load_data(
datadir=Path(self.config['datadir']),
pairs=pairs,
ticker_interval=self.ticker_interval,
timerange=timerange,
)
if not data:
logger.critical("No data found. Terminating.")
return
# Use max_open_trades in backtesting, except --disable-max-market-positions is set # Use max_open_trades in backtesting, except --disable-max-market-positions is set
if self.config.get('use_max_market_positions', True): if self.config.get('use_max_market_positions', True):
max_open_trades = self.config['max_open_trades'] max_open_trades = self.config['max_open_trades']
else: else:
logger.info('Ignoring max_open_trades (--disable-max-market-positions was used) ...') logger.info('Ignoring max_open_trades (--disable-max-market-positions was used) ...')
max_open_trades = 0 max_open_trades = 0
data, timerange = self.load_bt_data()
all_results = {} all_results = {}
min_date, max_date = history.get_timeframe(data)
logger.info(
'Backtesting with data from %s up to %s (%s days)..',
min_date.isoformat(),
max_date.isoformat(),
(max_date - min_date).days
)
for strat in self.strategylist: for strat in self.strategylist:
logger.info("Running backtesting for Strategy %s", strat.get_strategy_name()) logger.info("Running backtesting for Strategy %s", strat.get_strategy_name())
self._set_strategy(strat) self._set_strategy(strat)
@ -452,6 +458,15 @@ class Backtesting:
# need to reprocess data every time to populate signals # need to reprocess data every time to populate signals
preprocessed = self.strategy.tickerdata_to_dataframe(data) preprocessed = self.strategy.tickerdata_to_dataframe(data)
# Trim startup period from analyzed dataframe
for pair, df in preprocessed.items():
preprocessed[pair] = history.trim_dataframe(df, timerange)
min_date, max_date = history.get_timeframe(preprocessed)
logger.info(
'Backtesting with data from %s up to %s (%s days)..',
min_date.isoformat(), max_date.isoformat(), (max_date - min_date).days
)
# Execute backtest and print results # Execute backtest and print results
all_results[self.strategy.get_strategy_name()] = self.backtest( all_results[self.strategy.get_strategy_name()] = self.backtest(
{ {

26
freqtrade/optimize/hyperopt.py
View File

@ -22,8 +22,7 @@ from pandas import DataFrame
from skopt import Optimizer from skopt import Optimizer
from skopt.space import Dimension from skopt.space import Dimension
from freqtrade.configuration import TimeRange from freqtrade.data.history import get_timeframe, trim_dataframe
from freqtrade.data.history import load_data, get_timeframe
from freqtrade.misc import round_dict from freqtrade.misc import round_dict
from freqtrade.optimize.backtesting import Backtesting from freqtrade.optimize.backtesting import Backtesting
# Import IHyperOpt and IHyperOptLoss to allow unpickling classes from these modules # Import IHyperOpt and IHyperOptLoss to allow unpickling classes from these modules
@ -379,30 +378,19 @@ class Hyperopt:
) )
def start(self) -> None: def start(self) -> None:
timerange = TimeRange.parse_timerange(None if self.config.get( data, timerange = self.backtesting.load_bt_data()
'timerange') is None else str(self.config.get('timerange')))
data = load_data(
datadir=Path(self.config['datadir']),
pairs=self.config['exchange']['pair_whitelist'],
ticker_interval=self.backtesting.ticker_interval,
timerange=timerange
)
if not data: preprocessed = self.backtesting.strategy.tickerdata_to_dataframe(data)
logger.critical("No data found. Terminating.")
return
# Trim startup period from analyzed dataframe
for pair, df in preprocessed.items():
preprocessed[pair] = trim_dataframe(df, timerange)
min_date, max_date = get_timeframe(data) min_date, max_date = get_timeframe(data)
logger.info( logger.info(
'Hyperopting with data from %s up to %s (%s days)..', 'Hyperopting with data from %s up to %s (%s days)..',
min_date.isoformat(), min_date.isoformat(), max_date.isoformat(), (max_date - min_date).days
max_date.isoformat(),
(max_date - min_date).days
) )
preprocessed = self.backtesting.strategy.tickerdata_to_dataframe(data)
dump(preprocessed, self.tickerdata_pickle) dump(preprocessed, self.tickerdata_pickle)
# We don't need exchange instance anymore while running hyperopt # We don't need exchange instance anymore while running hyperopt

4
freqtrade/pairlist/VolumePairList.py
View File

@ -54,7 +54,7 @@ class VolumePairList(IPairList):
""" """
# Generate dynamic whitelist # Generate dynamic whitelist
self._whitelist = self._gen_pair_whitelist( self._whitelist = self._gen_pair_whitelist(
self._config['stake_currency'], self._sort_key)[:self._number_pairs] self._config['stake_currency'], self._sort_key)
@cached(TTLCache(maxsize=1, ttl=1800)) @cached(TTLCache(maxsize=1, ttl=1800))
def _gen_pair_whitelist(self, base_currency: str, key: str) -> List[str]: def _gen_pair_whitelist(self, base_currency: str, key: str) -> List[str]:
@ -91,6 +91,6 @@ class VolumePairList(IPairList):
valid_tickers.remove(t) valid_tickers.remove(t)
pairs = [s['symbol'] for s in valid_tickers] pairs = [s['symbol'] for s in valid_tickers]
logger.info(f"Searching pairs: {self._whitelist}") logger.info(f"Searching pairs: {pairs[:self._number_pairs]}")
return pairs return pairs

10
freqtrade/plot/plotting.py
View File

@ -264,12 +264,12 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
def generate_profit_graph(pairs: str, tickers: Dict[str, pd.DataFrame], def generate_profit_graph(pairs: str, tickers: Dict[str, pd.DataFrame],
trades: pd.DataFrame) -> go.Figure: trades: pd.DataFrame, timeframe: str) -> go.Figure:
# Combine close-values for all pairs, rename columns to "pair" # Combine close-values for all pairs, rename columns to "pair"
df_comb = combine_tickers_with_mean(tickers, "close") df_comb = combine_tickers_with_mean(tickers, "close")
# Add combined cumulative profit # Add combined cumulative profit
df_comb = create_cum_profit(df_comb, trades, 'cum_profit') df_comb = create_cum_profit(df_comb, trades, 'cum_profit', timeframe)
# Plot the pairs average close prices, and total profit growth # Plot the pairs average close prices, and total profit growth
avgclose = go.Scatter( avgclose = go.Scatter(
@ -293,7 +293,7 @@ def generate_profit_graph(pairs: str, tickers: Dict[str, pd.DataFrame],
for pair in pairs: for pair in pairs:
profit_col = f'cum_profit_{pair}' profit_col = f'cum_profit_{pair}'
df_comb = create_cum_profit(df_comb, trades[trades['pair'] == pair], profit_col) df_comb = create_cum_profit(df_comb, trades[trades['pair'] == pair], profit_col, timeframe)
fig = add_profit(fig, 3, df_comb, profit_col, f"Profit {pair}") fig = add_profit(fig, 3, df_comb, profit_col, f"Profit {pair}")
@ -382,9 +382,9 @@ def plot_profit(config: Dict[str, Any]) -> None:
) )
# Filter trades to relevant pairs # Filter trades to relevant pairs
trades = trades[trades['pair'].isin(plot_elements["pairs"])] trades = trades[trades['pair'].isin(plot_elements["pairs"])]
# Create an average close price of all the pairs that were involved. # Create an average close price of all the pairs that were involved.
# this could be useful to gauge the overall market trend # this could be useful to gauge the overall market trend
fig = generate_profit_graph(plot_elements["pairs"], plot_elements["tickers"], trades) fig = generate_profit_graph(plot_elements["pairs"], plot_elements["tickers"],
trades, config.get('ticker_interval', '5m'))
store_plot_file(fig, filename='freqtrade-profit-plot.html', store_plot_file(fig, filename='freqtrade-profit-plot.html',
directory=config['user_data_dir'] / "plot", auto_open=True) directory=config['user_data_dir'] / "plot", auto_open=True)

1
freqtrade/resolvers/strategy_resolver.py
View File

@ -60,6 +60,7 @@ class StrategyResolver(IResolver):
("order_time_in_force", None, False), ("order_time_in_force", None, False),
("stake_currency", None, False), ("stake_currency", None, False),
("stake_amount", None, False), ("stake_amount", None, False),
("startup_candle_count", None, False),
("use_sell_signal", True, True), ("use_sell_signal", True, True),
("sell_profit_only", False, True), ("sell_profit_only", False, True),
("ignore_roi_if_buy_signal", False, True), ("ignore_roi_if_buy_signal", False, True),

6
freqtrade/strategy/default_strategy.py
View File

@ -39,6 +39,9 @@ class DefaultStrategy(IStrategy):
'stoploss_on_exchange': False 'stoploss_on_exchange': False
} }
# Number of candles the strategy requires before producing valid signals
startup_candle_count: int = 20
# Optional time in force for orders # Optional time in force for orders
order_time_in_force = { order_time_in_force = {
'buy': 'gtc', 'buy': 'gtc',
@ -105,9 +108,6 @@ class DefaultStrategy(IStrategy):
# EMA - Exponential Moving Average # EMA - Exponential Moving Average
dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10) dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
# SMA - Simple Moving Average
dataframe['sma'] = ta.SMA(dataframe, timeperiod=40)
return dataframe return dataframe
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:

4
freqtrade/strategy/interface.py
View File

@ -103,6 +103,9 @@ class IStrategy(ABC):
# run "populate_indicators" only for new candle # run "populate_indicators" only for new candle
process_only_new_candles: bool = False process_only_new_candles: bool = False
# Count of candles the strategy requires before producing valid signals
startup_candle_count: int = 0
# Class level variables (intentional) containing # Class level variables (intentional) containing
# the dataprovider (dp) (access to other candles, historic data, ...) # the dataprovider (dp) (access to other candles, historic data, ...)
# and wallets - access to the current balance. # and wallets - access to the current balance.
@ -421,6 +424,7 @@ class IStrategy(ABC):
def tickerdata_to_dataframe(self, tickerdata: Dict[str, List]) -> Dict[str, DataFrame]: def tickerdata_to_dataframe(self, tickerdata: Dict[str, List]) -> Dict[str, DataFrame]:
""" """
Creates a dataframe and populates indicators for given ticker data Creates a dataframe and populates indicators for given ticker data
Used by optimize operations only, not during dry / live runs.
""" """
return {pair: self.advise_indicators(pair_data, {'pair': pair}) return {pair: self.advise_indicators(pair_data, {'pair': pair})
for pair, pair_data in tickerdata.items()} for pair, pair_data in tickerdata.items()}

10
freqtrade/utils.py
View File

@ -103,9 +103,9 @@ def start_download_data(args: Dict[str, Any]) -> None:
pairs_not_available: List[str] = [] pairs_not_available: List[str] = []
# Init exchange
exchange = ExchangeResolver(config['exchange']['name'], config).exchange
try: try:
# Init exchange
exchange = ExchangeResolver(config['exchange']['name'], config).exchange
if config.get('download_trades'): if config.get('download_trades'):
pairs_not_available = refresh_backtest_trades_data( pairs_not_available = refresh_backtest_trades_data(
@ -127,7 +127,7 @@ def start_download_data(args: Dict[str, Any]) -> None:
finally: finally:
if pairs_not_available: if pairs_not_available:
logger.info(f"Pairs [{','.join(pairs_not_available)}] not available " logger.info(f"Pairs [{','.join(pairs_not_available)}] not available "
f"on exchange {config['exchange']['name']}.") f"on exchange {exchange.name}.")
def start_list_timeframes(args: Dict[str, Any]) -> None: def start_list_timeframes(args: Dict[str, Any]) -> None:
@ -144,8 +144,8 @@ def start_list_timeframes(args: Dict[str, Any]) -> None:
if args['print_one_column']: if args['print_one_column']:
print('\n'.join(exchange.timeframes)) print('\n'.join(exchange.timeframes))
else: else:
print(f"Timeframes available for the exchange `{config['exchange']['name']}`: " print(f"Timeframes available for the exchange `{exchange.name}`: "
f"{', '.join(exchange.timeframes)}.") f"{', '.join(exchange.timeframes)}")
def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None: def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:

1
mkdocs.yml
View File

@ -22,6 +22,7 @@ nav:
- Strategy analysis: strategy_analysis_example.md - Strategy analysis: strategy_analysis_example.md
- Plotting: plotting.md - Plotting: plotting.md
- SQL Cheatsheet: sql_cheatsheet.md - SQL Cheatsheet: sql_cheatsheet.md
- Advanced Post-installation Tasks: advanced-setup.md
- Sandbox Testing: sandbox-testing.md - Sandbox Testing: sandbox-testing.md
- Deprecated Features: deprecated.md - Deprecated Features: deprecated.md
- Contributors Guide: developer.md - Contributors Guide: developer.md

2
requirements-common.txt
View File

@ -1,6 +1,6 @@
# requirements without requirements installable via conda # requirements without requirements installable via conda
# mainly used for Raspberry pi installs # mainly used for Raspberry pi installs
ccxt==1.18.1306 ccxt==1.18.1346
SQLAlchemy==1.3.10 SQLAlchemy==1.3.10
python-telegram-bot==12.2.0 python-telegram-bot==12.2.0
arrow==0.15.2 arrow==0.15.2

6
requirements-dev.txt
View File

@ -8,11 +8,11 @@ flake8==3.7.8
flake8-type-annotations==0.1.0 flake8-type-annotations==0.1.0
flake8-tidy-imports==3.0.0 flake8-tidy-imports==3.0.0
mypy==0.740 mypy==0.740
pytest==5.2.1 pytest==5.2.2
pytest-asyncio==0.10.0 pytest-asyncio==0.10.0
pytest-cov==2.8.1 pytest-cov==2.8.1
pytest-mock==1.11.1 pytest-mock==1.11.2
pytest-random-order==1.0.4 pytest-random-order==1.0.4
# Convert jupyter notebooks to markdown documents # Convert jupyter notebooks to markdown documents
nbconvert==5.6.0 nbconvert==5.6.1

11
scripts/download_backtest_data.py
View File

@ -1,11 +0,0 @@
#!/usr/bin/env python3
import sys
print("This script has been integrated into freqtrade "
"and its functionality is available by calling `freqtrade download-data`.")
print("Please check the documentation on https://www.freqtrade.io/en/latest/backtesting/ "
"for details.")
sys.exit(1)

103
scripts/get_market_pairs.py
View File

@ -1,103 +0,0 @@
"""
This script was adapted from ccxt here:
https://github.com/ccxt/ccxt/blob/master/examples/py/arbitrage-pairs.py
"""
import os
import sys
import traceback
root = os.path.dirname(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
sys.path.append(root + '/python')
import ccxt # noqa: E402
def style(s, style):
return style + s + '\033[0m'
def green(s):
return style(s, '\033[92m')
def blue(s):
return style(s, '\033[94m')
def yellow(s):
return style(s, '\033[93m')
def red(s):
return style(s, '\033[91m')
def pink(s):
return style(s, '\033[95m')
def bold(s):
return style(s, '\033[1m')
def underline(s):
return style(s, '\033[4m')
def dump(*args):
print(' '.join([str(arg) for arg in args]))
def print_supported_exchanges():
dump('Supported exchanges:', green(', '.join(ccxt.exchanges)))
try:
if len(sys.argv) < 2:
dump("Usage: python " + sys.argv[0], green('id'))
print_supported_exchanges()
sys.exit(1)
id = sys.argv[1] # get exchange id from command line arguments
# check if the exchange is supported by ccxt
exchange_found = id in ccxt.exchanges
if exchange_found:
dump('Instantiating', green(id), 'exchange')
# instantiate the exchange by id
exchange = getattr(ccxt, id)({
# 'proxy':'https://cors-anywhere.herokuapp.com/',
})
# load all markets from the exchange
markets = exchange.load_markets()
# output a list of all market symbols
dump(green(id), 'has', len(exchange.symbols), 'symbols:', exchange.symbols)
tuples = list(ccxt.Exchange.keysort(markets).items())
# debug
for (k, v) in tuples:
print(v)
# output a table of all markets
dump(pink('{:<15} {:<15} {:<15} {:<15}'.format('id', 'symbol', 'base', 'quote')))
for (k, v) in tuples:
dump('{:<15} {:<15} {:<15} {:<15}'.format(v['id'], v['symbol'], v['base'], v['quote']))
else:
dump('Exchange ' + red(id) + ' not found')
print_supported_exchanges()
except Exception as e:
dump('[' + type(e).__name__ + ']', str(e))
dump(traceback.format_exc())
dump("Usage: python " + sys.argv[0], green('id'))
print_supported_exchanges()
sys.exit(1)

11
scripts/plot_dataframe.py
View File

@ -1,11 +0,0 @@
#!/usr/bin/env python3
import sys
print("This script has been integrated into freqtrade "
"and its functionality is available by calling `freqtrade plot-dataframe`.")
print("Please check the documentation on https://www.freqtrade.io/en/latest/plotting/ "
"for details.")
sys.exit(1)

11
scripts/plot_profit.py
View File

@ -1,11 +0,0 @@
#!/usr/bin/env python3
import sys
print("This script has been integrated into freqtrade "
"and its functionality is available by calling `freqtrade plot-profit`.")
print("Please check the documentation on https://www.freqtrade.io/en/latest/plotting/ "
"for details.")
sys.exit(1)

30
tests/conftest.py
View File

@ -55,13 +55,16 @@ def patched_configuration_load_config_file(mocker, config) -> None:
) )
def patch_exchange(mocker, api_mock=None, id='bittrex') -> None: def patch_exchange(mocker, api_mock=None, id='bittrex', mock_markets=True) -> None:
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={})) mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock()) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_ordertypes', MagicMock()) mocker.patch('freqtrade.exchange.Exchange.validate_ordertypes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.id', PropertyMock(return_value=id)) mocker.patch('freqtrade.exchange.Exchange.id', PropertyMock(return_value=id))
mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value=id.title())) mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value=id.title()))
if mock_markets:
mocker.patch('freqtrade.exchange.Exchange.markets',
PropertyMock(return_value=get_markets()))
if api_mock: if api_mock:
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
@ -69,8 +72,9 @@ def patch_exchange(mocker, api_mock=None, id='bittrex') -> None:
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock()) mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock())
def get_patched_exchange(mocker, config, api_mock=None, id='bittrex') -> Exchange: def get_patched_exchange(mocker, config, api_mock=None, id='bittrex',
patch_exchange(mocker, api_mock, id) mock_markets=True) -> Exchange:
patch_exchange(mocker, api_mock, id, mock_markets)
config["exchange"]["name"] = id config["exchange"]["name"] = id
try: try:
exchange = ExchangeResolver(id, config).exchange exchange = ExchangeResolver(id, config).exchange
@ -85,6 +89,11 @@ def patch_wallet(mocker, free=999.9) -> None:
)) ))
def patch_whitelist(mocker, conf) -> None:
mocker.patch('freqtrade.freqtradebot.FreqtradeBot._refresh_whitelist',
MagicMock(return_value=conf['exchange']['pair_whitelist']))
def patch_edge(mocker) -> None: def patch_edge(mocker) -> None:
# "ETH/BTC", # "ETH/BTC",
# "LTC/BTC", # "LTC/BTC",
@ -120,6 +129,7 @@ def patch_freqtradebot(mocker, config) -> None:
patch_exchange(mocker) patch_exchange(mocker)
mocker.patch('freqtrade.freqtradebot.RPCManager._init', MagicMock()) mocker.patch('freqtrade.freqtradebot.RPCManager._init', MagicMock())
mocker.patch('freqtrade.freqtradebot.RPCManager.send_msg', MagicMock()) mocker.patch('freqtrade.freqtradebot.RPCManager.send_msg', MagicMock())
patch_whitelist(mocker, config)
def get_patched_freqtradebot(mocker, config) -> FreqtradeBot: def get_patched_freqtradebot(mocker, config) -> FreqtradeBot:
@ -288,6 +298,10 @@ def ticker_sell_down():
@pytest.fixture @pytest.fixture
def markets(): def markets():
return get_markets()
def get_markets():
return { return {
'ETH/BTC': { 'ETH/BTC': {
'id': 'ethbtc', 'id': 'ethbtc',
@ -370,7 +384,7 @@ def markets():
'symbol': 'LTC/BTC', 'symbol': 'LTC/BTC',
'base': 'LTC', 'base': 'LTC',
'quote': 'BTC', 'quote': 'BTC',
'active': False, 'active': True,
'precision': { 'precision': {
'price': 8, 'price': 8,
'amount': 8, 'amount': 8,
@ -395,7 +409,7 @@ def markets():
'symbol': 'XRP/BTC', 'symbol': 'XRP/BTC',
'base': 'XRP', 'base': 'XRP',
'quote': 'BTC', 'quote': 'BTC',
'active': False, 'active': True,
'precision': { 'precision': {
'price': 8, 'price': 8,
'amount': 8, 'amount': 8,
@ -420,7 +434,7 @@ def markets():
'symbol': 'NEO/BTC', 'symbol': 'NEO/BTC',
'base': 'NEO', 'base': 'NEO',
'quote': 'BTC', 'quote': 'BTC',
'active': False, 'active': True,
'precision': { 'precision': {
'price': 8, 'price': 8,
'amount': 8, 'amount': 8,
@ -445,7 +459,7 @@ def markets():
'symbol': 'BTT/BTC', 'symbol': 'BTT/BTC',
'base': 'BTT', 'base': 'BTT',
'quote': 'BTC', 'quote': 'BTC',
'active': True, 'active': False,
'precision': { 'precision': {
'base': 8, 'base': 8,
'quote': 8, 'quote': 8,
@ -495,7 +509,7 @@ def markets():
'symbol': 'LTC/USDT', 'symbol': 'LTC/USDT',
'base': 'LTC', 'base': 'LTC',
'quote': 'USDT', 'quote': 'USDT',
'active': True, 'active': False,
'precision': { 'precision': {
'amount': 8, 'amount': 8,
'price': 8 'price': 8

22
tests/data/test_btanalysis.py
View File

@ -2,7 +2,7 @@ from unittest.mock import MagicMock
import pytest import pytest
from arrow import Arrow from arrow import Arrow
from pandas import DataFrame, to_datetime from pandas import DataFrame, DateOffset, to_datetime
from freqtrade.configuration import TimeRange from freqtrade.configuration import TimeRange
from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, from freqtrade.data.btanalysis import (BT_DATA_COLUMNS,
@ -130,7 +130,25 @@ def test_create_cum_profit(testdatadir):
cum_profits = create_cum_profit(df.set_index('date'), cum_profits = create_cum_profit(df.set_index('date'),
bt_data[bt_data["pair"] == 'POWR/BTC'], bt_data[bt_data["pair"] == 'POWR/BTC'],
"cum_profits") "cum_profits", timeframe="5m")
assert "cum_profits" in cum_profits.columns
assert cum_profits.iloc[0]['cum_profits'] == 0
assert cum_profits.iloc[-1]['cum_profits'] == 0.0798005
def test_create_cum_profit1(testdatadir):
filename = testdatadir / "backtest-result_test.json"
bt_data = load_backtest_data(filename)
# Move close-time to "off" the candle, to make sure the logic still works
bt_data.loc[:, 'close_time'] = bt_data.loc[:, 'close_time'] + DateOffset(seconds=20)
timerange = TimeRange.parse_timerange("20180110-20180112")
df = load_pair_history(pair="POWR/BTC", ticker_interval='5m',
datadir=testdatadir, timerange=timerange)
cum_profits = create_cum_profit(df.set_index('date'),
bt_data[bt_data["pair"] == 'POWR/BTC'],
"cum_profits", timeframe="5m")
assert "cum_profits" in cum_profits.columns assert "cum_profits" in cum_profits.columns
assert cum_profits.iloc[0]['cum_profits'] == 0 assert cum_profits.iloc[0]['cum_profits'] == 0
assert cum_profits.iloc[-1]['cum_profits'] == 0.0798005 assert cum_profits.iloc[-1]['cum_profits'] == 0.0798005

68
tests/data/test_history.py
View File

@ -95,6 +95,23 @@ def test_load_data_1min_ticker(ticker_history, mocker, caplog, testdatadir) -> N
_clean_test_file(file) _clean_test_file(file)
def test_load_data_startup_candles(mocker, caplog, default_conf, testdatadir) -> None:
ltfmock = mocker.patch('freqtrade.data.history.load_tickerdata_file',
MagicMock(return_value=None))
timerange = TimeRange('date', None, 1510639620, 0)
history.load_pair_history(pair='UNITTEST/BTC', ticker_interval='1m',
datadir=testdatadir, timerange=timerange,
startup_candles=20,
)
assert log_has(
'Using indicator startup period: 20 ...', caplog
)
assert ltfmock.call_count == 1
assert ltfmock.call_args_list[0][1]['timerange'] != timerange
# startts is 20 minutes earlier
assert ltfmock.call_args_list[0][1]['timerange'].startts == timerange.startts - 20 * 60
def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog, def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog,
default_conf, testdatadir) -> None: default_conf, testdatadir) -> None:
""" """
@ -427,6 +444,46 @@ def test_trim_tickerlist(testdatadir) -> None:
assert not ticker assert not ticker
def test_trim_dataframe(testdatadir) -> None:
data = history.load_data(
datadir=testdatadir,
ticker_interval='1m',
pairs=['UNITTEST/BTC']
)['UNITTEST/BTC']
min_date = int(data.iloc[0]['date'].timestamp())
max_date = int(data.iloc[-1]['date'].timestamp())
data_modify = data.copy()
# Remove first 30 minutes (1800 s)
tr = TimeRange('date', None, min_date + 1800, 0)
data_modify = history.trim_dataframe(data_modify, tr)
assert not data_modify.equals(data)
assert len(data_modify) < len(data)
assert len(data_modify) == len(data) - 30
assert all(data_modify.iloc[-1] == data.iloc[-1])
assert all(data_modify.iloc[0] == data.iloc[30])
data_modify = data.copy()
# Remove last 30 minutes (1800 s)
tr = TimeRange(None, 'date', 0, max_date - 1800)
data_modify = history.trim_dataframe(data_modify, tr)
assert not data_modify.equals(data)
assert len(data_modify) < len(data)
assert len(data_modify) == len(data) - 30
assert all(data_modify.iloc[0] == data.iloc[0])
assert all(data_modify.iloc[-1] == data.iloc[-31])
data_modify = data.copy()
# Remove first 25 and last 30 minutes (1800 s)
tr = TimeRange('date', 'date', min_date + 1500, max_date - 1800)
data_modify = history.trim_dataframe(data_modify, tr)
assert not data_modify.equals(data)
assert len(data_modify) < len(data)
assert len(data_modify) == len(data) - 55
# first row matches 25th original row
assert all(data_modify.iloc[0] == data.iloc[25])
def test_file_dump_json_tofile(testdatadir) -> None: def test_file_dump_json_tofile(testdatadir) -> None:
file = testdatadir / 'test_{id}.json'.format(id=str(uuid.uuid4())) file = testdatadir / 'test_{id}.json'.format(id=str(uuid.uuid4()))
data = {'bar': 'foo'} data = {'bar': 'foo'}
@ -533,21 +590,22 @@ def test_refresh_backtest_ohlcv_data(mocker, default_conf, markets, caplog, test
def test_download_data_no_markets(mocker, default_conf, caplog, testdatadir): def test_download_data_no_markets(mocker, default_conf, caplog, testdatadir):
dl_mock = mocker.patch('freqtrade.data.history.download_pair_history', MagicMock()) dl_mock = mocker.patch('freqtrade.data.history.download_pair_history', MagicMock())
ex = get_patched_exchange(mocker, default_conf)
mocker.patch( mocker.patch(
'freqtrade.exchange.Exchange.markets', PropertyMock(return_value={}) 'freqtrade.exchange.Exchange.markets', PropertyMock(return_value={})
) )
ex = get_patched_exchange(mocker, default_conf)
timerange = TimeRange.parse_timerange("20190101-20190102") timerange = TimeRange.parse_timerange("20190101-20190102")
unav_pairs = refresh_backtest_ohlcv_data(exchange=ex, pairs=["ETH/BTC", "XRP/BTC"], unav_pairs = refresh_backtest_ohlcv_data(exchange=ex, pairs=["BTT/BTC", "LTC/USDT"],
timeframes=["1m", "5m"], timeframes=["1m", "5m"],
dl_path=testdatadir, dl_path=testdatadir,
timerange=timerange, erase=False timerange=timerange, erase=False
) )
assert dl_mock.call_count == 0 assert dl_mock.call_count == 0
assert "ETH/BTC" in unav_pairs assert "BTT/BTC" in unav_pairs
assert "XRP/BTC" in unav_pairs assert "LTC/USDT" in unav_pairs
assert log_has("Skipping pair ETH/BTC...", caplog) assert log_has("Skipping pair BTT/BTC...", caplog)
def test_refresh_backtest_trades_data(mocker, default_conf, markets, caplog, testdatadir): def test_refresh_backtest_trades_data(mocker, default_conf, markets, caplog, testdatadir):

2
tests/edge/test_edge.py
View File

@ -256,7 +256,7 @@ def test_edge_heartbeat_calculate(mocker, edge_conf):
def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False, def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False,
timerange=None, exchange=None): timerange=None, exchange=None, *args, **kwargs):
hz = 0.1 hz = 0.1
base = 0.001 base = 0.001

49
tests/exchange/test_exchange.py
View File

@ -177,16 +177,11 @@ def test_symbol_amount_prec(default_conf, mocker):
''' '''
Test rounds down to 4 Decimal places Test rounds down to 4 Decimal places
''' '''
api_mock = MagicMock()
api_mock.load_markets = MagicMock(return_value={
'ETH/BTC': '', 'LTC/BTC': '', 'XRP/BTC': '', 'NEO/BTC': ''
})
mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='binance'))
markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'amount': 4}}}) markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'amount': 4}}})
type(api_mock).markets = markets
exchange = get_patched_exchange(mocker, default_conf, api_mock) exchange = get_patched_exchange(mocker, default_conf, id="binance")
mocker.patch('freqtrade.exchange.Exchange.markets', markets)
amount = 2.34559 amount = 2.34559
pair = 'ETH/BTC' pair = 'ETH/BTC'
@ -198,16 +193,10 @@ def test_symbol_price_prec(default_conf, mocker):
''' '''
Test rounds up to 4 decimal places Test rounds up to 4 decimal places
''' '''
api_mock = MagicMock()
api_mock.load_markets = MagicMock(return_value={
'ETH/BTC': '', 'LTC/BTC': '', 'XRP/BTC': '', 'NEO/BTC': ''
})
mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='binance'))
markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'price': 4}}}) markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'price': 4}}})
type(api_mock).markets = markets
exchange = get_patched_exchange(mocker, default_conf, api_mock) exchange = get_patched_exchange(mocker, default_conf, id="binance")
mocker.patch('freqtrade.exchange.Exchange.markets', markets)
price = 2.34559 price = 2.34559
pair = 'ETH/BTC' pair = 'ETH/BTC'
@ -279,7 +268,7 @@ def test__load_markets(default_conf, mocker, caplog):
api_mock.load_markets = MagicMock(return_value=expected_return) api_mock.load_markets = MagicMock(return_value=expected_return)
type(api_mock).markets = expected_return type(api_mock).markets = expected_return
default_conf['exchange']['pair_whitelist'] = ['ETH/BTC'] default_conf['exchange']['pair_whitelist'] = ['ETH/BTC']
ex = get_patched_exchange(mocker, default_conf, api_mock, id="binance") ex = get_patched_exchange(mocker, default_conf, api_mock, id="binance", mock_markets=False)
assert ex.markets == expected_return assert ex.markets == expected_return
@ -294,7 +283,8 @@ def test__reload_markets(default_conf, mocker, caplog):
api_mock.load_markets = load_markets api_mock.load_markets = load_markets
type(api_mock).markets = initial_markets type(api_mock).markets = initial_markets
default_conf['exchange']['markets_refresh_interval'] = 10 default_conf['exchange']['markets_refresh_interval'] = 10
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance") exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance",
mock_markets=False)
exchange._last_markets_refresh = arrow.utcnow().timestamp exchange._last_markets_refresh = arrow.utcnow().timestamp
updated_markets = {'ETH/BTC': {}, "LTC/BTC": {}} updated_markets = {'ETH/BTC': {}, "LTC/BTC": {}}
@ -533,6 +523,24 @@ def test_validate_order_types_not_in_config(default_conf, mocker):
Exchange(conf) Exchange(conf)
def test_validate_required_startup_candles(default_conf, mocker, caplog):
api_mock = MagicMock()
mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='Binance'))
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock)
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
default_conf['startup_candle_count'] = 20
ex = Exchange(default_conf)
assert ex
default_conf['startup_candle_count'] = 600
with pytest.raises(OperationalException, match=r'This strategy requires 600.*'):
Exchange(default_conf)
def test_exchange_has(default_conf, mocker): def test_exchange_has(default_conf, mocker):
exchange = get_patched_exchange(mocker, default_conf) exchange = get_patched_exchange(mocker, default_conf)
assert not exchange.exchange_has('ASDFASDF') assert not exchange.exchange_has('ASDFASDF')
@ -1715,15 +1723,16 @@ def test_get_valid_pair_combination(default_conf, mocker, markets):
'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XLTCUSDT', 'XRP/BTC']), 'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XLTCUSDT', 'XRP/BTC']),
# active markets # active markets
([], [], False, True, ([], [], False, True,
['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/USD', 'LTC/USDT', ['BLK/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD', 'NEO/BTC',
'TKN/BTC', 'XLTCUSDT']), 'TKN/BTC', 'XLTCUSDT', 'XRP/BTC']),
# all pairs # all pairs
([], [], True, False, ([], [], True, False,
['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD', ['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD',
'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XRP/BTC']), 'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XRP/BTC']),
# active pairs # active pairs
([], [], True, True, ([], [], True, True,
['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/USD', 'LTC/USDT', 'TKN/BTC']), ['BLK/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD', 'NEO/BTC',
'TKN/BTC', 'XRP/BTC']),
# all markets, base=ETH, LTC # all markets, base=ETH, LTC
(['ETH', 'LTC'], [], False, False, (['ETH', 'LTC'], [], False, False,
['ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']), ['ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),

14
tests/optimize/test_backtesting.py
View File

@ -117,7 +117,7 @@ def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None:
def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False, def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False,
timerange=None, exchange=None, live=False): timerange=None, exchange=None, live=False, *args, **kwargs):
tickerdata = history.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange) tickerdata = history.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange)
pairdata = {'UNITTEST/BTC': parse_ticker_dataframe(tickerdata, '1m', pair="UNITTEST/BTC", pairdata = {'UNITTEST/BTC': parse_ticker_dataframe(tickerdata, '1m', pair="UNITTEST/BTC",
fill_missing=True)} fill_missing=True)}
@ -494,7 +494,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) ->
def get_timeframe(input1): def get_timeframe(input1):
return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59) return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
mocker.patch('freqtrade.data.history.load_data', MagicMock(return_value={})) mocker.patch('freqtrade.data.history.load_pair_history', MagicMock(return_value=None))
mocker.patch('freqtrade.data.history.get_timeframe', get_timeframe) mocker.patch('freqtrade.data.history.get_timeframe', get_timeframe)
mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', MagicMock()) mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', MagicMock())
patch_exchange(mocker) patch_exchange(mocker)
@ -511,10 +511,8 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) ->
default_conf['timerange'] = '20180101-20180102' default_conf['timerange'] = '20180101-20180102'
backtesting = Backtesting(default_conf) backtesting = Backtesting(default_conf)
backtesting.start() with pytest.raises(OperationalException, match='No data found. Terminating.'):
# check the logs, that will contain the backtest result backtesting.start()
assert log_has('No data found. Terminating.', caplog)
def test_backtest(default_conf, fee, mocker, testdatadir) -> None: def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
@ -838,6 +836,8 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
f'Using data directory: {testdatadir} ...', f'Using data directory: {testdatadir} ...',
'Using stake_currency: BTC ...', 'Using stake_currency: BTC ...',
'Using stake_amount: 0.001 ...', 'Using stake_amount: 0.001 ...',
'Loading data from 2017-11-14T20:57:00+00:00 '
'up to 2017-11-14T22:58:00+00:00 (0 days)..',
'Backtesting with data from 2017-11-14T21:17:00+00:00 ' 'Backtesting with data from 2017-11-14T21:17:00+00:00 '
'up to 2017-11-14T22:58:00+00:00 (0 days)..', 'up to 2017-11-14T22:58:00+00:00 (0 days)..',
'Parameter --enable-position-stacking detected ...' 'Parameter --enable-position-stacking detected ...'
@ -892,6 +892,8 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
f'Using data directory: {testdatadir} ...', f'Using data directory: {testdatadir} ...',
'Using stake_currency: BTC ...', 'Using stake_currency: BTC ...',
'Using stake_amount: 0.001 ...', 'Using stake_amount: 0.001 ...',
'Loading data from 2017-11-14T20:57:00+00:00 '
'up to 2017-11-14T22:58:00+00:00 (0 days)..',
'Backtesting with data from 2017-11-14T21:17:00+00:00 ' 'Backtesting with data from 2017-11-14T21:17:00+00:00 '
'up to 2017-11-14T22:58:00+00:00 (0 days)..', 'up to 2017-11-14T22:58:00+00:00 (0 days)..',
'Parameter --enable-position-stacking detected ...', 'Parameter --enable-position-stacking detected ...',

31
tests/optimize/test_hyperopt.py
View File

@ -244,7 +244,7 @@ def test_start(mocker, default_conf, caplog) -> None:
def test_start_no_data(mocker, default_conf, caplog) -> None: def test_start_no_data(mocker, default_conf, caplog) -> None:
patched_configuration_load_config_file(mocker, default_conf) patched_configuration_load_config_file(mocker, default_conf)
mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock(return_value={})) mocker.patch('freqtrade.data.history.load_pair_history', MagicMock(return_value=None))
mocker.patch( mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe', 'freqtrade.optimize.hyperopt.get_timeframe',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))) MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
@ -259,9 +259,8 @@ def test_start_no_data(mocker, default_conf, caplog) -> None:
'--epochs', '5' '--epochs', '5'
] ]
args = get_args(args) args = get_args(args)
start_hyperopt(args) with pytest.raises(OperationalException, match='No data found. Terminating.'):
start_hyperopt(args)
assert log_has('No data found. Terminating.', caplog)
def test_start_filelock(mocker, default_conf, caplog) -> None: def test_start_filelock(mocker, default_conf, caplog) -> None:
@ -411,7 +410,8 @@ def test_roi_table_generation(hyperopt) -> None:
def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None: def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None:
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch( mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe', 'freqtrade.optimize.hyperopt.get_timeframe',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))) MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
@ -631,7 +631,8 @@ def test_continue_hyperopt(mocker, default_conf, caplog):
def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None: def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch( mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe', 'freqtrade.optimize.hyperopt.get_timeframe',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))) MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
@ -669,7 +670,8 @@ def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:
def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) -> None: def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) -> None:
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch( mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe', 'freqtrade.optimize.hyperopt.get_timeframe',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))) MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
@ -707,7 +709,8 @@ def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) ->
def test_simplified_interface_roi_stoploss(mocker, default_conf, caplog, capsys) -> None: def test_simplified_interface_roi_stoploss(mocker, default_conf, caplog, capsys) -> None:
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch( mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe', 'freqtrade.optimize.hyperopt.get_timeframe',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))) MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
@ -754,7 +757,8 @@ def test_simplified_interface_roi_stoploss(mocker, default_conf, caplog, capsys)
def test_simplified_interface_all_failed(mocker, default_conf, caplog, capsys) -> None: def test_simplified_interface_all_failed(mocker, default_conf, caplog, capsys) -> None:
mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch( mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe', 'freqtrade.optimize.hyperopt.get_timeframe',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))) MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
@ -784,7 +788,8 @@ def test_simplified_interface_all_failed(mocker, default_conf, caplog, capsys) -
def test_simplified_interface_buy(mocker, default_conf, caplog, capsys) -> None: def test_simplified_interface_buy(mocker, default_conf, caplog, capsys) -> None:
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch( mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe', 'freqtrade.optimize.hyperopt.get_timeframe',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))) MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
@ -830,7 +835,8 @@ def test_simplified_interface_buy(mocker, default_conf, caplog, capsys) -> None:
def test_simplified_interface_sell(mocker, default_conf, caplog, capsys) -> None: def test_simplified_interface_sell(mocker, default_conf, caplog, capsys) -> None:
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch( mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe', 'freqtrade.optimize.hyperopt.get_timeframe',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))) MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
@ -882,7 +888,8 @@ def test_simplified_interface_sell(mocker, default_conf, caplog, capsys) -> None
]) ])
def test_simplified_interface_failed(mocker, default_conf, caplog, capsys, method, space) -> None: def test_simplified_interface_failed(mocker, default_conf, caplog, capsys, method, space) -> None:
mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock()) mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch( mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe', 'freqtrade.optimize.hyperopt.get_timeframe',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))) MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))

16
tests/pairlist/test_pairlist.py
View File

@ -80,7 +80,7 @@ def test_refresh_pairlist_dynamic(mocker, markets, tickers, whitelist_conf):
freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf) freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
# argument: use the whitelist dynamically by exchange-volume # argument: use the whitelist dynamically by exchange-volume
whitelist = ['ETH/BTC', 'TKN/BTC', 'BTT/BTC'] whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']
freqtradebot.pairlists.refresh_pairlist() freqtradebot.pairlists.refresh_pairlist()
assert whitelist == freqtradebot.pairlists.whitelist assert whitelist == freqtradebot.pairlists.whitelist
@ -108,12 +108,12 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
@pytest.mark.parametrize("precision_filter,base_currency,key,whitelist_result", [ @pytest.mark.parametrize("precision_filter,base_currency,key,whitelist_result", [
(False, "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'BTT/BTC']), (False, "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']),
(False, "BTC", "bidVolume", ['BTT/BTC', 'TKN/BTC', 'ETH/BTC']), (False, "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC']),
(False, "USDT", "quoteVolume", ['ETH/USDT', 'LTC/USDT']), (False, "USDT", "quoteVolume", ['ETH/USDT']),
(False, "ETH", "quoteVolume", []), # this replaces tests that were removed from test_exchange (False, "ETH", "quoteVolume", []), # this replaces tests that were removed from test_exchange
(True, "BTC", "quoteVolume", ["ETH/BTC", "TKN/BTC"]), (True, "BTC", "quoteVolume", ["LTC/BTC", "ETH/BTC", "TKN/BTC"]),
(True, "BTC", "bidVolume", ["TKN/BTC", "ETH/BTC"]) (True, "BTC", "bidVolume", ["LTC/BTC", "TKN/BTC", "ETH/BTC"])
]) ])
def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, markets, tickers, base_currency, key, def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, markets, tickers, base_currency, key,
whitelist_result, precision_filter) -> None: whitelist_result, precision_filter) -> None:
@ -127,7 +127,7 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, markets, tickers,
freqtrade.pairlists._precision_filter = precision_filter freqtrade.pairlists._precision_filter = precision_filter
freqtrade.config['stake_currency'] = base_currency freqtrade.config['stake_currency'] = base_currency
whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency=base_currency, key=key) whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency=base_currency, key=key)
assert whitelist == whitelist_result assert sorted(whitelist) == sorted(whitelist_result)
def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None: def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None:
@ -160,7 +160,7 @@ def test_pairlist_class(mocker, whitelist_conf, markets, pairlist):
(['ETH/BTC', 'TKN/BTC', 'TRX/ETH'], "is not compatible with exchange"), # TRX/ETH wrong stake (['ETH/BTC', 'TKN/BTC', 'TRX/ETH'], "is not compatible with exchange"), # TRX/ETH wrong stake
(['ETH/BTC', 'TKN/BTC', 'BCH/BTC'], "is not compatible with exchange"), # BCH/BTC not available (['ETH/BTC', 'TKN/BTC', 'BCH/BTC'], "is not compatible with exchange"), # BCH/BTC not available
(['ETH/BTC', 'TKN/BTC', 'BLK/BTC'], "is not compatible with exchange"), # BLK/BTC in blacklist (['ETH/BTC', 'TKN/BTC', 'BLK/BTC'], "is not compatible with exchange"), # BLK/BTC in blacklist
(['ETH/BTC', 'TKN/BTC', 'LTC/BTC'], "Market is not active") # LTC/BTC is inactive (['ETH/BTC', 'TKN/BTC', 'BTT/BTC'], "Market is not active") # BTT/BTC is inactive
]) ])
def test_validate_whitelist(mocker, whitelist_conf, markets, pairlist, whitelist, caplog, def test_validate_whitelist(mocker, whitelist_conf, markets, pairlist, whitelist, caplog,
log_message): log_message):

0
scripts/pytest.sh → tests/pytest.sh
View File

92
tests/rpc/test_rpc.py
View File

@ -9,12 +9,11 @@ from numpy import isnan
from freqtrade import DependencyException, TemporaryError from freqtrade import DependencyException, TemporaryError
from freqtrade.edge import PairInfo from freqtrade.edge import PairInfo
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
from freqtrade.rpc import RPC, RPCException from freqtrade.rpc import RPC, RPCException
from freqtrade.rpc.fiat_convert import CryptoToFiatConverter from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
from freqtrade.state import State from freqtrade.state import State
from tests.conftest import patch_exchange, patch_get_signal from tests.conftest import patch_get_signal, get_patched_freqtradebot
# Functions for recurrent object patching # Functions for recurrent object patching
@ -26,17 +25,15 @@ def prec_satoshi(a, b) -> float:
# Unit tests # Unit tests
def test_rpc_trade_status(default_conf, ticker, fee, markets, mocker) -> None: def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
patch_exchange(mocker)
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
get_ticker=ticker, get_ticker=ticker,
get_fee=fee, get_fee=fee,
markets=PropertyMock(return_value=markets)
) )
freqtradebot = FreqtradeBot(default_conf) freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False)) patch_get_signal(freqtradebot, (True, False))
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
@ -98,17 +95,15 @@ def test_rpc_trade_status(default_conf, ticker, fee, markets, mocker) -> None:
} == results[0] } == results[0]
def test_rpc_status_table(default_conf, ticker, fee, markets, mocker) -> None: def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
get_ticker=ticker, get_ticker=ticker,
get_fee=fee, get_fee=fee,
markets=PropertyMock(return_value=markets)
) )
freqtradebot = FreqtradeBot(default_conf) freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False)) patch_get_signal(freqtradebot, (True, False))
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
@ -134,7 +129,6 @@ def test_rpc_status_table(default_conf, ticker, fee, markets, mocker) -> None:
def test_rpc_daily_profit(default_conf, update, ticker, fee, def test_rpc_daily_profit(default_conf, update, ticker, fee,
limit_buy_order, limit_sell_order, markets, mocker) -> None: limit_buy_order, limit_sell_order, markets, mocker) -> None:
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
@ -143,7 +137,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
markets=PropertyMock(return_value=markets) markets=PropertyMock(return_value=markets)
) )
freqtradebot = FreqtradeBot(default_conf) freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False)) patch_get_signal(freqtradebot, (True, False))
stake_currency = default_conf['stake_currency'] stake_currency = default_conf['stake_currency']
fiat_display_currency = default_conf['fiat_display_currency'] fiat_display_currency = default_conf['fiat_display_currency']
@ -181,22 +175,20 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee, def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
limit_buy_order, limit_sell_order, markets, mocker) -> None: limit_buy_order, limit_sell_order, mocker) -> None:
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.rpc.fiat_convert.Market', 'freqtrade.rpc.fiat_convert.Market',
ticker=MagicMock(return_value={'price_usd': 15000.0}), ticker=MagicMock(return_value={'price_usd': 15000.0}),
) )
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0) mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
get_ticker=ticker, get_ticker=ticker,
get_fee=fee, get_fee=fee,
markets=PropertyMock(return_value=markets)
) )
freqtradebot = FreqtradeBot(default_conf) freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False)) patch_get_signal(freqtradebot, (True, False))
stake_currency = default_conf['stake_currency'] stake_currency = default_conf['stake_currency']
fiat_display_currency = default_conf['fiat_display_currency'] fiat_display_currency = default_conf['fiat_display_currency']
@ -267,9 +259,8 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
# Test that rpc_trade_statistics can handle trades that lacks # Test that rpc_trade_statistics can handle trades that lacks
# trade.open_rate (it is set to None) # trade.open_rate (it is set to None)
def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee, markets, def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
ticker_sell_up, limit_buy_order, limit_sell_order): ticker_sell_up, limit_buy_order, limit_sell_order):
patch_exchange(mocker)
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.rpc.fiat_convert.Market', 'freqtrade.rpc.fiat_convert.Market',
ticker=MagicMock(return_value={'price_usd': 15000.0}), ticker=MagicMock(return_value={'price_usd': 15000.0}),
@ -281,10 +272,9 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee, markets,
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
get_ticker=ticker, get_ticker=ticker,
get_fee=fee, get_fee=fee,
markets=PropertyMock(return_value=markets)
) )
freqtradebot = FreqtradeBot(default_conf) freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False)) patch_get_signal(freqtradebot, (True, False))
stake_currency = default_conf['stake_currency'] stake_currency = default_conf['stake_currency']
fiat_display_currency = default_conf['fiat_display_currency'] fiat_display_currency = default_conf['fiat_display_currency']
@ -343,7 +333,6 @@ def test_rpc_balance_handle_error(default_conf, mocker):
'freqtrade.rpc.fiat_convert.Market', 'freqtrade.rpc.fiat_convert.Market',
ticker=MagicMock(return_value={'price_usd': 15000.0}), ticker=MagicMock(return_value={'price_usd': 15000.0}),
) )
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0) mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple( mocker.patch.multiple(
@ -352,7 +341,7 @@ def test_rpc_balance_handle_error(default_conf, mocker):
get_ticker=MagicMock(side_effect=TemporaryError('Could not load ticker due to xxx')) get_ticker=MagicMock(side_effect=TemporaryError('Could not load ticker due to xxx'))
) )
freqtradebot = FreqtradeBot(default_conf) freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False)) patch_get_signal(freqtradebot, (True, False))
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
rpc._fiat_converter = CryptoToFiatConverter() rpc._fiat_converter = CryptoToFiatConverter()
@ -394,7 +383,6 @@ def test_rpc_balance_handle(default_conf, mocker):
'freqtrade.rpc.fiat_convert.Market', 'freqtrade.rpc.fiat_convert.Market',
ticker=MagicMock(return_value={'price_usd': 15000.0}), ticker=MagicMock(return_value={'price_usd': 15000.0}),
) )
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0) mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple( mocker.patch.multiple(
@ -406,7 +394,7 @@ def test_rpc_balance_handle(default_conf, mocker):
side_effect=lambda a, b: f"{b}/{a}" if a == "PAX" else f"{a}/{b}") side_effect=lambda a, b: f"{b}/{a}" if a == "PAX" else f"{a}/{b}")
) )
freqtradebot = FreqtradeBot(default_conf) freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False)) patch_get_signal(freqtradebot, (True, False))
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
rpc._fiat_converter = CryptoToFiatConverter() rpc._fiat_converter = CryptoToFiatConverter()
@ -438,14 +426,13 @@ def test_rpc_balance_handle(default_conf, mocker):
def test_rpc_start(mocker, default_conf) -> None: def test_rpc_start(mocker, default_conf) -> None:
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
get_ticker=MagicMock() get_ticker=MagicMock()
) )
freqtradebot = FreqtradeBot(default_conf) freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False)) patch_get_signal(freqtradebot, (True, False))
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
freqtradebot.state = State.STOPPED freqtradebot.state = State.STOPPED
@ -460,14 +447,13 @@ def test_rpc_start(mocker, default_conf) -> None:
def test_rpc_stop(mocker, default_conf) -> None: def test_rpc_stop(mocker, default_conf) -> None:
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
get_ticker=MagicMock() get_ticker=MagicMock()
) )
freqtradebot = FreqtradeBot(default_conf) freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False)) patch_get_signal(freqtradebot, (True, False))
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
freqtradebot.state = State.RUNNING freqtradebot.state = State.RUNNING
@ -483,14 +469,13 @@ def test_rpc_stop(mocker, default_conf) -> None:
def test_rpc_stopbuy(mocker, default_conf) -> None: def test_rpc_stopbuy(mocker, default_conf) -> None:
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
get_ticker=MagicMock() get_ticker=MagicMock()
) )
freqtradebot = FreqtradeBot(default_conf) freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False)) patch_get_signal(freqtradebot, (True, False))
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
freqtradebot.state = State.RUNNING freqtradebot.state = State.RUNNING
@ -501,8 +486,7 @@ def test_rpc_stopbuy(mocker, default_conf) -> None:
assert freqtradebot.config['max_open_trades'] == 0 assert freqtradebot.config['max_open_trades'] == 0
def test_rpc_forcesell(default_conf, ticker, fee, mocker, markets) -> None: def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
cancel_order_mock = MagicMock() cancel_order_mock = MagicMock()
@ -518,10 +502,9 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker, markets) -> None:
} }
), ),
get_fee=fee, get_fee=fee,
markets=PropertyMock(return_value=markets)
) )
freqtradebot = FreqtradeBot(default_conf) freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False)) patch_get_signal(freqtradebot, (True, False))
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
@ -606,18 +589,16 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker, markets) -> None:
def test_performance_handle(default_conf, ticker, limit_buy_order, fee, def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
limit_sell_order, markets, mocker) -> None: limit_sell_order, mocker) -> None:
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker), get_balances=MagicMock(return_value=ticker),
get_ticker=ticker, get_ticker=ticker,
get_fee=fee, get_fee=fee,
markets=PropertyMock(return_value=markets)
) )
freqtradebot = FreqtradeBot(default_conf) freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False)) patch_get_signal(freqtradebot, (True, False))
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
@ -641,18 +622,16 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
assert prec_satoshi(res[0]['profit'], 6.2) assert prec_satoshi(res[0]['profit'], 6.2)
def test_rpc_count(mocker, default_conf, ticker, fee, markets) -> None: def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker), get_balances=MagicMock(return_value=ticker),
get_ticker=ticker, get_ticker=ticker,
get_fee=fee, get_fee=fee,
markets=PropertyMock(return_value=markets)
) )
freqtradebot = FreqtradeBot(default_conf) freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False)) patch_get_signal(freqtradebot, (True, False))
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
@ -665,9 +644,8 @@ def test_rpc_count(mocker, default_conf, ticker, fee, markets) -> None:
assert counts["current"] == 1 assert counts["current"] == 1
def test_rpcforcebuy(mocker, default_conf, ticker, fee, markets, limit_buy_order) -> None: def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order) -> None:
default_conf['forcebuy_enable'] = True default_conf['forcebuy_enable'] = True
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
buy_mm = MagicMock(return_value={'id': limit_buy_order['id']}) buy_mm = MagicMock(return_value={'id': limit_buy_order['id']})
mocker.patch.multiple( mocker.patch.multiple(
@ -675,11 +653,10 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, markets, limit_buy_order
get_balances=MagicMock(return_value=ticker), get_balances=MagicMock(return_value=ticker),
get_ticker=ticker, get_ticker=ticker,
get_fee=fee, get_fee=fee,
markets=PropertyMock(return_value=markets),
buy=buy_mm buy=buy_mm
) )
freqtradebot = FreqtradeBot(default_conf) freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False)) patch_get_signal(freqtradebot, (True, False))
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
pair = 'ETH/BTC' pair = 'ETH/BTC'
@ -704,7 +681,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, markets, limit_buy_order
# Test not buying # Test not buying
default_conf['stake_amount'] = 0.0000001 default_conf['stake_amount'] = 0.0000001
freqtradebot = FreqtradeBot(default_conf) freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False)) patch_get_signal(freqtradebot, (True, False))
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
pair = 'TKN/BTC' pair = 'TKN/BTC'
@ -715,10 +692,9 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, markets, limit_buy_order
def test_rpcforcebuy_stopped(mocker, default_conf) -> None: def test_rpcforcebuy_stopped(mocker, default_conf) -> None:
default_conf['forcebuy_enable'] = True default_conf['forcebuy_enable'] = True
default_conf['initial_state'] = 'stopped' default_conf['initial_state'] = 'stopped'
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
freqtradebot = FreqtradeBot(default_conf) freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False)) patch_get_signal(freqtradebot, (True, False))
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
pair = 'ETH/BTC' pair = 'ETH/BTC'
@ -727,10 +703,9 @@ def test_rpcforcebuy_stopped(mocker, default_conf) -> None:
def test_rpcforcebuy_disabled(mocker, default_conf) -> None: def test_rpcforcebuy_disabled(mocker, default_conf) -> None:
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
freqtradebot = FreqtradeBot(default_conf) freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False)) patch_get_signal(freqtradebot, (True, False))
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
pair = 'ETH/BTC' pair = 'ETH/BTC'
@ -739,10 +714,9 @@ def test_rpcforcebuy_disabled(mocker, default_conf) -> None:
def test_rpc_whitelist(mocker, default_conf) -> None: def test_rpc_whitelist(mocker, default_conf) -> None:
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
freqtradebot = FreqtradeBot(default_conf) freqtradebot = get_patched_freqtradebot(mocker, default_conf)
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
ret = rpc._rpc_whitelist() ret = rpc._rpc_whitelist()
assert ret['method'] == 'StaticPairList' assert ret['method'] == 'StaticPairList'
@ -750,14 +724,13 @@ def test_rpc_whitelist(mocker, default_conf) -> None:
def test_rpc_whitelist_dynamic(mocker, default_conf) -> None: def test_rpc_whitelist_dynamic(mocker, default_conf) -> None:
patch_exchange(mocker)
default_conf['pairlist'] = {'method': 'VolumePairList', default_conf['pairlist'] = {'method': 'VolumePairList',
'config': {'number_assets': 4} 'config': {'number_assets': 4}
} }
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
freqtradebot = FreqtradeBot(default_conf) freqtradebot = get_patched_freqtradebot(mocker, default_conf)
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
ret = rpc._rpc_whitelist() ret = rpc._rpc_whitelist()
assert ret['method'] == 'VolumePairList' assert ret['method'] == 'VolumePairList'
@ -766,10 +739,9 @@ def test_rpc_whitelist_dynamic(mocker, default_conf) -> None:
def test_rpc_blacklist(mocker, default_conf) -> None: def test_rpc_blacklist(mocker, default_conf) -> None:
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
freqtradebot = FreqtradeBot(default_conf) freqtradebot = get_patched_freqtradebot(mocker, default_conf)
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
ret = rpc._rpc_blacklist(None) ret = rpc._rpc_blacklist(None)
assert ret['method'] == 'StaticPairList' assert ret['method'] == 'StaticPairList'
@ -785,23 +757,21 @@ def test_rpc_blacklist(mocker, default_conf) -> None:
def test_rpc_edge_disabled(mocker, default_conf) -> None: def test_rpc_edge_disabled(mocker, default_conf) -> None:
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
freqtradebot = FreqtradeBot(default_conf) freqtradebot = get_patched_freqtradebot(mocker, default_conf)
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
with pytest.raises(RPCException, match=r'Edge is not enabled.'): with pytest.raises(RPCException, match=r'Edge is not enabled.'):
rpc._rpc_edge() rpc._rpc_edge()
def test_rpc_edge_enabled(mocker, edge_conf) -> None: def test_rpc_edge_enabled(mocker, edge_conf) -> None:
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock( mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
return_value={ return_value={
'E/F': PairInfo(-0.02, 0.66, 3.71, 0.50, 1.71, 10, 60), 'E/F': PairInfo(-0.02, 0.66, 3.71, 0.50, 1.71, 10, 60),
} }
)) ))
freqtradebot = FreqtradeBot(edge_conf) freqtradebot = get_patched_freqtradebot(mocker, edge_conf)
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
ret = rpc._rpc_edge() ret = rpc._rpc_edge()

73
tests/rpc/test_rpc_telegram.py
View File

@ -22,7 +22,7 @@ from freqtrade.rpc.telegram import Telegram, authorized_only
from freqtrade.state import State from freqtrade.state import State
from freqtrade.strategy.interface import SellType from freqtrade.strategy.interface import SellType
from tests.conftest import (get_patched_freqtradebot, log_has, patch_exchange, from tests.conftest import (get_patched_freqtradebot, log_has, patch_exchange,
patch_get_signal) patch_get_signal, patch_whitelist)
class DummyCls(Telegram): class DummyCls(Telegram):
@ -143,17 +143,15 @@ def test_authorized_only_exception(default_conf, mocker, caplog) -> None:
assert log_has('Exception occurred within Telegram module', caplog) assert log_has('Exception occurred within Telegram module', caplog)
def test_status(default_conf, update, mocker, fee, ticker, markets) -> None: def test_status(default_conf, update, mocker, fee, ticker,) -> None:
update.message.chat.id = 123 update.message.chat.id = 123
default_conf['telegram']['enabled'] = False default_conf['telegram']['enabled'] = False
default_conf['telegram']['chat_id'] = 123 default_conf['telegram']['chat_id'] = 123
patch_exchange(mocker)
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
get_ticker=ticker, get_ticker=ticker,
get_fee=fee, get_fee=fee,
markets=PropertyMock(markets)
) )
msg_mock = MagicMock() msg_mock = MagicMock()
status_table = MagicMock() status_table = MagicMock()
@ -184,9 +182,8 @@ def test_status(default_conf, update, mocker, fee, ticker, markets) -> None:
_status_table=status_table, _status_table=status_table,
_send_msg=msg_mock _send_msg=msg_mock
) )
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
freqtradebot = FreqtradeBot(default_conf) freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False)) patch_get_signal(freqtradebot, (True, False))
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
@ -204,13 +201,11 @@ def test_status(default_conf, update, mocker, fee, ticker, markets) -> None:
assert status_table.call_count == 1 assert status_table.call_count == 1
def test_status_handle(default_conf, update, ticker, fee, markets, mocker) -> None: def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
patch_exchange(mocker)
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
get_ticker=ticker, get_ticker=ticker,
get_fee=fee, get_fee=fee,
markets=PropertyMock(markets)
) )
msg_mock = MagicMock() msg_mock = MagicMock()
status_table = MagicMock() status_table = MagicMock()
@ -220,9 +215,9 @@ def test_status_handle(default_conf, update, ticker, fee, markets, mocker) -> No
_status_table=status_table, _status_table=status_table,
_send_msg=msg_mock _send_msg=msg_mock
) )
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
freqtradebot = FreqtradeBot(default_conf) freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False)) patch_get_signal(freqtradebot, (True, False))
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
@ -256,14 +251,12 @@ def test_status_handle(default_conf, update, ticker, fee, markets, mocker) -> No
assert 'ETH/BTC' in msg_mock.call_args_list[0][0][0] assert 'ETH/BTC' in msg_mock.call_args_list[0][0][0]
def test_status_table_handle(default_conf, update, ticker, fee, markets, mocker) -> None: def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
patch_exchange(mocker)
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
get_ticker=ticker, get_ticker=ticker,
buy=MagicMock(return_value={'id': 'mocked_order_id'}), buy=MagicMock(return_value={'id': 'mocked_order_id'}),
get_fee=fee, get_fee=fee,
markets=PropertyMock(markets)
) )
msg_mock = MagicMock() msg_mock = MagicMock()
mocker.patch.multiple( mocker.patch.multiple(
@ -271,10 +264,9 @@ def test_status_table_handle(default_conf, update, ticker, fee, markets, mocker)
_init=MagicMock(), _init=MagicMock(),
_send_msg=msg_mock _send_msg=msg_mock
) )
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
default_conf['stake_amount'] = 15.0 default_conf['stake_amount'] = 15.0
freqtradebot = FreqtradeBot(default_conf) freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False)) patch_get_signal(freqtradebot, (True, False))
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
@ -307,8 +299,7 @@ def test_status_table_handle(default_conf, update, ticker, fee, markets, mocker)
def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee, def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
limit_sell_order, markets, mocker) -> None: limit_sell_order, mocker) -> None:
patch_exchange(mocker)
default_conf['max_open_trades'] = 1 default_conf['max_open_trades'] = 1
mocker.patch( mocker.patch(
'freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', 'freqtrade.rpc.rpc.CryptoToFiatConverter._find_price',
@ -318,7 +309,6 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
get_ticker=ticker, get_ticker=ticker,
get_fee=fee, get_fee=fee,
markets=PropertyMock(markets)
) )
msg_mock = MagicMock() msg_mock = MagicMock()
mocker.patch.multiple( mocker.patch.multiple(
@ -326,9 +316,8 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
_init=MagicMock(), _init=MagicMock(),
_send_msg=msg_mock _send_msg=msg_mock
) )
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
freqtradebot = FreqtradeBot(default_conf) freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False)) patch_get_signal(freqtradebot, (True, False))
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
@ -382,7 +371,6 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None: def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None:
patch_exchange(mocker)
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
get_ticker=ticker get_ticker=ticker
@ -393,9 +381,8 @@ def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None:
_init=MagicMock(), _init=MagicMock(),
_send_msg=msg_mock _send_msg=msg_mock
) )
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
freqtradebot = FreqtradeBot(default_conf) freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False)) patch_get_signal(freqtradebot, (True, False))
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
@ -420,14 +407,12 @@ def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None:
def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee, def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
limit_buy_order, limit_sell_order, markets, mocker) -> None: limit_buy_order, limit_sell_order, mocker) -> None:
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0) mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
get_ticker=ticker, get_ticker=ticker,
get_fee=fee, get_fee=fee,
markets=PropertyMock(markets)
) )
msg_mock = MagicMock() msg_mock = MagicMock()
mocker.patch.multiple( mocker.patch.multiple(
@ -435,9 +420,8 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
_init=MagicMock(), _init=MagicMock(),
_send_msg=msg_mock _send_msg=msg_mock
) )
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
freqtradebot = FreqtradeBot(default_conf) freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False)) patch_get_signal(freqtradebot, (True, False))
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
@ -724,16 +708,16 @@ def test_reload_conf_handle(default_conf, update, mocker) -> None:
def test_forcesell_handle(default_conf, update, ticker, fee, def test_forcesell_handle(default_conf, update, ticker, fee,
ticker_sell_up, markets, mocker) -> None: ticker_sell_up, mocker) -> None:
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0) mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
rpc_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock()) rpc_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock())
mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
patch_exchange(mocker) patch_exchange(mocker)
patch_whitelist(mocker, default_conf)
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
get_ticker=ticker, get_ticker=ticker,
get_fee=fee, get_fee=fee,
markets=PropertyMock(return_value=markets),
) )
freqtradebot = FreqtradeBot(default_conf) freqtradebot = FreqtradeBot(default_conf)
@ -775,17 +759,18 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
def test_forcesell_down_handle(default_conf, update, ticker, fee, def test_forcesell_down_handle(default_conf, update, ticker, fee,
ticker_sell_down, markets, mocker) -> None: ticker_sell_down, mocker) -> None:
mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price', mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price',
return_value=15000.0) return_value=15000.0)
rpc_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock()) rpc_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock())
mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
patch_exchange(mocker) patch_exchange(mocker)
patch_whitelist(mocker, default_conf)
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
get_ticker=ticker, get_ticker=ticker,
get_fee=fee, get_fee=fee,
markets=PropertyMock(return_value=markets),
) )
freqtradebot = FreqtradeBot(default_conf) freqtradebot = FreqtradeBot(default_conf)
@ -830,17 +815,17 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
} == last_msg } == last_msg
def test_forcesell_all_handle(default_conf, update, ticker, fee, markets, mocker) -> None: def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None:
patch_exchange(mocker) patch_exchange(mocker)
mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price', mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price',
return_value=15000.0) return_value=15000.0)
rpc_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock()) rpc_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock())
mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
patch_whitelist(mocker, default_conf)
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
get_ticker=ticker, get_ticker=ticker,
get_fee=fee, get_fee=fee,
markets=PropertyMock(return_value=markets),
) )
default_conf['max_open_trades'] = 4 default_conf['max_open_trades'] = 4
freqtradebot = FreqtradeBot(default_conf) freqtradebot = FreqtradeBot(default_conf)
@ -885,9 +870,8 @@ def test_forcesell_handle_invalid(default_conf, update, mocker) -> None:
_init=MagicMock(), _init=MagicMock(),
_send_msg=msg_mock _send_msg=msg_mock
) )
patch_exchange(mocker)
freqtradebot = FreqtradeBot(default_conf) freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot, (True, False)) patch_get_signal(freqtradebot, (True, False))
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
@ -980,8 +964,7 @@ def test_forcebuy_handle_exception(default_conf, update, markets, mocker) -> Non
def test_performance_handle(default_conf, update, ticker, fee, def test_performance_handle(default_conf, update, ticker, fee,
limit_buy_order, limit_sell_order, markets, mocker) -> None: limit_buy_order, limit_sell_order, mocker) -> None:
patch_exchange(mocker)
msg_mock = MagicMock() msg_mock = MagicMock()
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram', 'freqtrade.rpc.telegram.Telegram',
@ -992,10 +975,8 @@ def test_performance_handle(default_conf, update, ticker, fee,
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
get_ticker=ticker, get_ticker=ticker,
get_fee=fee, get_fee=fee,
markets=PropertyMock(markets),
) )
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) freqtradebot = get_patched_freqtradebot(mocker, default_conf)
freqtradebot = FreqtradeBot(default_conf)
patch_get_signal(freqtradebot, (True, False)) patch_get_signal(freqtradebot, (True, False))
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
@ -1018,8 +999,7 @@ def test_performance_handle(default_conf, update, ticker, fee,
assert '<code>ETH/BTC\t6.20% (1)</code>' in msg_mock.call_args_list[0][0][0] assert '<code>ETH/BTC\t6.20% (1)</code>' in msg_mock.call_args_list[0][0][0]
def test_count_handle(default_conf, update, ticker, fee, markets, mocker) -> None: def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
patch_exchange(mocker)
msg_mock = MagicMock() msg_mock = MagicMock()
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram', 'freqtrade.rpc.telegram.Telegram',
@ -1030,10 +1010,9 @@ def test_count_handle(default_conf, update, ticker, fee, markets, mocker) -> Non
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
get_ticker=ticker, get_ticker=ticker,
buy=MagicMock(return_value={'id': 'mocked_order_id'}), buy=MagicMock(return_value={'id': 'mocked_order_id'}),
markets=PropertyMock(markets) get_fee=fee,
) )
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) freqtradebot = get_patched_freqtradebot(mocker, default_conf)
freqtradebot = FreqtradeBot(default_conf)
patch_get_signal(freqtradebot, (True, False)) patch_get_signal(freqtradebot, (True, False))
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)

28
tests/test_configuration.py
View File

@ -751,6 +751,30 @@ def test_validate_edge(edge_conf):
validate_config_consistency(edge_conf) validate_config_consistency(edge_conf)
def test_validate_whitelist(default_conf):
default_conf['runmode'] = RunMode.DRY_RUN
# Test regular case - has whitelist and uses StaticPairlist
validate_config_consistency(default_conf)
conf = deepcopy(default_conf)
del conf['exchange']['pair_whitelist']
# Test error case
with pytest.raises(OperationalException,
match="StaticPairList requires pair_whitelist to be set."):
validate_config_consistency(conf)
conf = deepcopy(default_conf)
conf.update({"pairlist": {
"method": "VolumePairList",
}})
# Dynamic whitelist should not care about pair_whitelist
validate_config_consistency(conf)
del conf['exchange']['pair_whitelist']
validate_config_consistency(conf)
def test_load_config_test_comments() -> None: def test_load_config_test_comments() -> None:
""" """
Load config with comments Load config with comments
@ -823,7 +847,7 @@ def test_pairlist_resolving():
args = Arguments(arglist).get_parsed_arg() args = Arguments(arglist).get_parsed_arg()
configuration = Configuration(args) configuration = Configuration(args, RunMode.OTHER)
config = configuration.get_config() config = configuration.get_config()
assert config['pairs'] == ['ETH/BTC', 'XRP/BTC'] assert config['pairs'] == ['ETH/BTC', 'XRP/BTC']
@ -917,7 +941,7 @@ def test_pairlist_resolving_fallback(mocker):
# Fix flaky tests if config.json exists # Fix flaky tests if config.json exists
args["config"] = None args["config"] = None
configuration = Configuration(args) configuration = Configuration(args, RunMode.OTHER)
config = configuration.get_config() config = configuration.get_config()
assert config['pairs'] == ['ETH/BTC', 'XRP/BTC'] assert config['pairs'] == ['ETH/BTC', 'XRP/BTC']

74
tests/test_freqtradebot.py
View File

@ -23,7 +23,7 @@ from freqtrade.strategy.interface import SellCheckTuple, SellType
from freqtrade.worker import Worker from freqtrade.worker import Worker
from tests.conftest import (get_patched_freqtradebot, get_patched_worker, from tests.conftest import (get_patched_freqtradebot, get_patched_worker,
log_has, log_has_re, patch_edge, patch_exchange, log_has, log_has_re, patch_edge, patch_exchange,
patch_get_signal, patch_wallet) patch_get_signal, patch_wallet, patch_whitelist)
def patch_RPCManager(mocker) -> MagicMock: def patch_RPCManager(mocker) -> MagicMock:
@ -1247,11 +1247,10 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog, def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
markets, limit_buy_order, limit_sell_order) -> None: limit_buy_order, limit_sell_order) -> None:
# When trailing stoploss is set # When trailing stoploss is set
stoploss_limit = MagicMock(return_value={'id': 13434334}) stoploss_limit = MagicMock(return_value={'id': 13434334})
patch_RPCManager(mocker) patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={ get_ticker=MagicMock(return_value={
@ -1262,7 +1261,6 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
buy=MagicMock(return_value={'id': limit_buy_order['id']}), buy=MagicMock(return_value={'id': limit_buy_order['id']}),
sell=MagicMock(return_value={'id': limit_sell_order['id']}), sell=MagicMock(return_value={'id': limit_sell_order['id']}),
get_fee=fee, get_fee=fee,
markets=PropertyMock(return_value=markets),
stoploss_limit=stoploss_limit stoploss_limit=stoploss_limit
) )
@ -1272,7 +1270,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
# disabling ROI # disabling ROI
default_conf['minimal_roi']['0'] = 999999999 default_conf['minimal_roi']['0'] = 999999999
freqtrade = FreqtradeBot(default_conf) freqtrade = get_patched_freqtradebot(mocker, default_conf)
# enabling stoploss on exchange # enabling stoploss on exchange
freqtrade.strategy.order_types['stoploss_on_exchange'] = True freqtrade.strategy.order_types['stoploss_on_exchange'] = True
@ -1521,6 +1519,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
def test_process_maybe_execute_buys(mocker, default_conf, caplog) -> None: def test_process_maybe_execute_buys(mocker, default_conf, caplog) -> None:
caplog.set_level(logging.DEBUG)
freqtrade = get_patched_freqtradebot(mocker, default_conf) freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trades', MagicMock(return_value=False)) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trades', MagicMock(return_value=False))
@ -1824,20 +1823,18 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order,
def test_handle_trade_roi(default_conf, ticker, limit_buy_order, def test_handle_trade_roi(default_conf, ticker, limit_buy_order,
fee, mocker, markets, caplog) -> None: fee, mocker, caplog) -> None:
caplog.set_level(logging.DEBUG) caplog.set_level(logging.DEBUG)
patch_RPCManager(mocker) patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
get_ticker=ticker, get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}), buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee, get_fee=fee,
markets=PropertyMock(return_value=markets)
) )
freqtrade = FreqtradeBot(default_conf) freqtrade = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtrade, value=(True, False)) patch_get_signal(freqtrade, value=(True, False))
freqtrade.strategy.min_roi_reached = MagicMock(return_value=True) freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
@ -1858,20 +1855,18 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order,
def test_handle_trade_use_sell_signal( def test_handle_trade_use_sell_signal(
default_conf, ticker, limit_buy_order, fee, mocker, markets, caplog) -> None: default_conf, ticker, limit_buy_order, fee, mocker, caplog) -> None:
# use_sell_signal is True buy default # use_sell_signal is True buy default
caplog.set_level(logging.DEBUG) caplog.set_level(logging.DEBUG)
patch_RPCManager(mocker) patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
get_ticker=ticker, get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}), buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee, get_fee=fee,
markets=PropertyMock(return_value=markets)
) )
freqtrade = FreqtradeBot(default_conf) freqtrade = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtrade) patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.create_trades() freqtrade.create_trades()
@ -2236,6 +2231,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, markets, moc
get_fee=fee, get_fee=fee,
markets=PropertyMock(return_value=markets) markets=PropertyMock(return_value=markets)
) )
patch_whitelist(mocker, default_conf)
freqtrade = FreqtradeBot(default_conf) freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade) patch_get_signal(freqtrade)
@ -2282,6 +2278,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, markets,
get_fee=fee, get_fee=fee,
markets=PropertyMock(return_value=markets) markets=PropertyMock(return_value=markets)
) )
patch_whitelist(mocker, default_conf)
freqtrade = FreqtradeBot(default_conf) freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade) patch_get_signal(freqtrade)
@ -2331,6 +2328,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
get_fee=fee, get_fee=fee,
markets=PropertyMock(return_value=markets) markets=PropertyMock(return_value=markets)
) )
patch_whitelist(mocker, default_conf)
freqtrade = FreqtradeBot(default_conf) freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade) patch_get_signal(freqtrade)
@ -2647,6 +2645,7 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
get_fee=fee, get_fee=fee,
markets=PropertyMock(return_value=markets) markets=PropertyMock(return_value=markets)
) )
patch_whitelist(mocker, default_conf)
freqtrade = FreqtradeBot(default_conf) freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade) patch_get_signal(freqtrade)
@ -2814,14 +2813,13 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, marke
assert trade.sell_reason == SellType.SELL_SIGNAL.value assert trade.sell_reason == SellType.SELL_SIGNAL.value
def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, markets, mocker, caplog) -> None: def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplog) -> None:
patch_RPCManager(mocker) patch_RPCManager(mocker)
patch_exchange(mocker) patch_exchange(mocker)
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
get_ticker=ticker, get_ticker=ticker,
get_fee=fee, get_fee=fee,
markets=PropertyMock(return_value=markets)
) )
freqtrade = FreqtradeBot(default_conf) freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade) patch_get_signal(freqtrade)
@ -2851,7 +2849,7 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, markets, mock
assert log_has(f"Pair {trade.pair} is currently locked.", caplog) assert log_has(f"Pair {trade.pair} is currently locked.", caplog)
def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, markets, mocker) -> None: def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, mocker) -> None:
patch_RPCManager(mocker) patch_RPCManager(mocker)
patch_exchange(mocker) patch_exchange(mocker)
mocker.patch.multiple( mocker.patch.multiple(
@ -2863,7 +2861,6 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, markets, m
}), }),
buy=MagicMock(return_value={'id': limit_buy_order['id']}), buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee, get_fee=fee,
markets=PropertyMock(return_value=markets)
) )
default_conf['ask_strategy'] = { default_conf['ask_strategy'] = {
'ignore_roi_if_buy_signal': True 'ignore_roi_if_buy_signal': True
@ -2885,7 +2882,7 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, markets, m
assert trade.sell_reason == SellType.ROI.value assert trade.sell_reason == SellType.ROI.value
def test_trailing_stop_loss(default_conf, limit_buy_order, fee, markets, caplog, mocker) -> None: def test_trailing_stop_loss(default_conf, limit_buy_order, fee, caplog, mocker) -> None:
patch_RPCManager(mocker) patch_RPCManager(mocker)
patch_exchange(mocker) patch_exchange(mocker)
mocker.patch.multiple( mocker.patch.multiple(
@ -2897,9 +2894,9 @@ def test_trailing_stop_loss(default_conf, limit_buy_order, fee, markets, caplog,
}), }),
buy=MagicMock(return_value={'id': limit_buy_order['id']}), buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee, get_fee=fee,
markets=PropertyMock(return_value=markets),
) )
default_conf['trailing_stop'] = True default_conf['trailing_stop'] = True
patch_whitelist(mocker, default_conf)
freqtrade = FreqtradeBot(default_conf) freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade) patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
@ -2937,7 +2934,7 @@ def test_trailing_stop_loss(default_conf, limit_buy_order, fee, markets, caplog,
assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee, markets, def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee,
caplog, mocker) -> None: caplog, mocker) -> None:
buy_price = limit_buy_order['price'] buy_price = limit_buy_order['price']
patch_RPCManager(mocker) patch_RPCManager(mocker)
@ -2951,10 +2948,11 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee, markets
}), }),
buy=MagicMock(return_value={'id': limit_buy_order['id']}), buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee, get_fee=fee,
markets=PropertyMock(return_value=markets),
) )
default_conf['trailing_stop'] = True default_conf['trailing_stop'] = True
default_conf['trailing_stop_positive'] = 0.01 default_conf['trailing_stop_positive'] = 0.01
patch_whitelist(mocker, default_conf)
freqtrade = FreqtradeBot(default_conf) freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade) patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
@ -2994,7 +2992,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee, markets
def test_trailing_stop_loss_offset(default_conf, limit_buy_order, fee, def test_trailing_stop_loss_offset(default_conf, limit_buy_order, fee,
caplog, mocker, markets) -> None: caplog, mocker) -> None:
buy_price = limit_buy_order['price'] buy_price = limit_buy_order['price']
patch_RPCManager(mocker) patch_RPCManager(mocker)
patch_exchange(mocker) patch_exchange(mocker)
@ -3007,9 +3005,8 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, fee,
}), }),
buy=MagicMock(return_value={'id': limit_buy_order['id']}), buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee, get_fee=fee,
markets=PropertyMock(return_value=markets),
) )
patch_whitelist(mocker, default_conf)
default_conf['trailing_stop'] = True default_conf['trailing_stop'] = True
default_conf['trailing_stop_positive'] = 0.01 default_conf['trailing_stop_positive'] = 0.01
default_conf['trailing_stop_positive_offset'] = 0.011 default_conf['trailing_stop_positive_offset'] = 0.011
@ -3054,7 +3051,7 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, fee,
def test_tsl_only_offset_reached(default_conf, limit_buy_order, fee, def test_tsl_only_offset_reached(default_conf, limit_buy_order, fee,
caplog, mocker, markets) -> None: caplog, mocker) -> None:
buy_price = limit_buy_order['price'] buy_price = limit_buy_order['price']
# buy_price: 0.00001099 # buy_price: 0.00001099
@ -3069,9 +3066,8 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, fee,
}), }),
buy=MagicMock(return_value={'id': limit_buy_order['id']}), buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee, get_fee=fee,
markets=PropertyMock(return_value=markets),
) )
patch_whitelist(mocker, default_conf)
default_conf['trailing_stop'] = True default_conf['trailing_stop'] = True
default_conf['trailing_stop_positive'] = 0.05 default_conf['trailing_stop_positive'] = 0.05
default_conf['trailing_stop_positive_offset'] = 0.055 default_conf['trailing_stop_positive_offset'] = 0.055
@ -3647,3 +3643,27 @@ def test_startup_trade_reinit(default_conf, edge_conf, mocker):
ftbot = get_patched_freqtradebot(mocker, edge_conf) ftbot = get_patched_freqtradebot(mocker, edge_conf)
ftbot.startup() ftbot.startup()
assert reinit_mock.call_count == 0 assert reinit_mock.call_count == 0
def test_process_i_am_alive(default_conf, mocker, caplog):
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
ftbot = get_patched_freqtradebot(mocker, default_conf)
message = r"Bot heartbeat\. PID=.*"
ftbot.process()
assert log_has_re(message, caplog)
assert ftbot._heartbeat_msg != 0
caplog.clear()
# Message is not shown before interval is up
ftbot.process()
assert not log_has_re(message, caplog)
caplog.clear()
# Set clock - 70 seconds
ftbot._heartbeat_msg -= 70
ftbot.process()
assert log_has_re(message, caplog)

4
tests/test_plotting.py
View File

@ -234,7 +234,7 @@ def test_add_profit(testdatadir):
cum_profits = create_cum_profit(df.set_index('date'), cum_profits = create_cum_profit(df.set_index('date'),
bt_data[bt_data["pair"] == 'POWR/BTC'], bt_data[bt_data["pair"] == 'POWR/BTC'],
"cum_profits") "cum_profits", timeframe="5m")
fig1 = add_profit(fig, row=2, data=cum_profits, column='cum_profits', name='Profits') fig1 = add_profit(fig, row=2, data=cum_profits, column='cum_profits', name='Profits')
figure = fig1.layout.figure figure = fig1.layout.figure
@ -256,7 +256,7 @@ def test_generate_profit_graph(testdatadir):
) )
trades = trades[trades['pair'].isin(pairs)] trades = trades[trades['pair'].isin(pairs)]
fig = generate_profit_graph(pairs, tickers, trades) fig = generate_profit_graph(pairs, tickers, trades, timeframe="5m")
assert isinstance(fig, go.Figure) assert isinstance(fig, go.Figure)
assert fig.layout.title.text == "Freqtrade Profit plot" assert fig.layout.title.text == "Freqtrade Profit plot"

37
tests/test_timerange.py
View File

@ -1,10 +1,11 @@
# pragma pylint: disable=missing-docstring, C0103 # pragma pylint: disable=missing-docstring, C0103
import arrow
import pytest import pytest
from freqtrade.configuration import TimeRange from freqtrade.configuration import TimeRange
def test_parse_timerange_incorrect() -> None: def test_parse_timerange_incorrect():
assert TimeRange('date', None, 1274486400, 0) == TimeRange.parse_timerange('20100522-') assert TimeRange('date', None, 1274486400, 0) == TimeRange.parse_timerange('20100522-')
assert TimeRange(None, 'date', 0, 1274486400) == TimeRange.parse_timerange('-20100522') assert TimeRange(None, 'date', 0, 1274486400) == TimeRange.parse_timerange('-20100522')
@ -28,3 +29,37 @@ def test_parse_timerange_incorrect() -> None:
with pytest.raises(Exception, match=r'Incorrect syntax.*'): with pytest.raises(Exception, match=r'Incorrect syntax.*'):
TimeRange.parse_timerange('-') TimeRange.parse_timerange('-')
def test_subtract_start():
x = TimeRange('date', 'date', 1274486400, 1438214400)
x.subtract_start(300)
assert x.startts == 1274486400 - 300
# Do nothing if no startdate exists
x = TimeRange(None, 'date', 0, 1438214400)
x.subtract_start(300)
assert not x.startts
x = TimeRange('date', None, 1274486400, 0)
x.subtract_start(300)
assert x.startts == 1274486400 - 300
def test_adjust_start_if_necessary():
min_date = arrow.Arrow(2017, 11, 14, 21, 15, 00)
x = TimeRange('date', 'date', 1510694100, 1510780500)
# Adjust by 20 candles - min_date == startts
x.adjust_start_if_necessary(300, 20, min_date)
assert x.startts == 1510694100 + (20 * 300)
x = TimeRange('date', 'date', 1510700100, 1510780500)
# Do nothing, startup is set and different min_date
x.adjust_start_if_necessary(300, 20, min_date)
assert x.startts == 1510694100 + (20 * 300)
x = TimeRange(None, 'date', 0, 1510780500)
# Adjust by 20 candles = 20 * 5m
x.adjust_start_if_necessary(300, 20, min_date)
assert x.startts == 1510694100 + (20 * 300)

55
tests/test_utils.py
View File

@ -100,7 +100,7 @@ def test_list_timeframes(mocker, capsys):
] ]
start_list_timeframes(get_args(args)) start_list_timeframes(get_args(args))
captured = capsys.readouterr() captured = capsys.readouterr()
assert re.match("Timeframes available for the exchange `bittrex`: " assert re.match("Timeframes available for the exchange `Bittrex`: "
"1m, 5m, 30m, 1h, 1d", "1m, 5m, 30m, 1h, 1d",
captured.out) captured.out)
@ -111,7 +111,7 @@ def test_list_timeframes(mocker, capsys):
] ]
start_list_timeframes(get_args(args)) start_list_timeframes(get_args(args))
captured = capsys.readouterr() captured = capsys.readouterr()
assert re.match("Timeframes available for the exchange `bittrex`: " assert re.match("Timeframes available for the exchange `Bittrex`: "
"1m, 5m, 30m, 1h, 1d", "1m, 5m, 30m, 1h, 1d",
captured.out) captured.out)
@ -125,7 +125,7 @@ def test_list_timeframes(mocker, capsys):
'1d': '1d', '1d': '1d',
'3d': '3d', '3d': '3d',
} }
patch_exchange(mocker, api_mock=api_mock) patch_exchange(mocker, api_mock=api_mock, id='binance')
# Test with --exchange binance # Test with --exchange binance
args = [ args = [
"list-timeframes", "list-timeframes",
@ -133,7 +133,7 @@ def test_list_timeframes(mocker, capsys):
] ]
start_list_timeframes(get_args(args)) start_list_timeframes(get_args(args))
captured = capsys.readouterr() captured = capsys.readouterr()
assert re.match("Timeframes available for the exchange `binance`: " assert re.match("Timeframes available for the exchange `Binance`: "
"1m, 5m, 15m, 30m, 1h, 6h, 12h, 1d, 3d", "1m, 5m, 15m, 30m, 1h, 6h, 12h, 1d, 3d",
captured.out) captured.out)
@ -188,8 +188,8 @@ def test_list_markets(mocker, markets, capsys):
] ]
start_list_markets(get_args(args), False) start_list_markets(get_args(args), False)
captured = capsys.readouterr() captured = capsys.readouterr()
assert ("Exchange Bittrex has 8 active markets: " assert ("Exchange Bittrex has 9 active markets: "
"BLK/BTC, BTT/BTC, ETH/BTC, ETH/USDT, LTC/USD, LTC/USDT, TKN/BTC, XLTCUSDT.\n" "BLK/BTC, ETH/BTC, ETH/USDT, LTC/BTC, LTC/USD, NEO/BTC, TKN/BTC, XLTCUSDT, XRP/BTC.\n"
in captured.out) in captured.out)
patch_exchange(mocker, api_mock=api_mock, id="binance") patch_exchange(mocker, api_mock=api_mock, id="binance")
@ -202,7 +202,7 @@ def test_list_markets(mocker, markets, capsys):
pargs['config'] = None pargs['config'] = None
start_list_markets(pargs, False) start_list_markets(pargs, False)
captured = capsys.readouterr() captured = capsys.readouterr()
assert re.match("\nExchange Binance has 8 active markets:\n", assert re.match("\nExchange Binance has 9 active markets:\n",
captured.out) captured.out)
patch_exchange(mocker, api_mock=api_mock, id="bittrex") patch_exchange(mocker, api_mock=api_mock, id="bittrex")
@ -227,8 +227,8 @@ def test_list_markets(mocker, markets, capsys):
] ]
start_list_markets(get_args(args), True) start_list_markets(get_args(args), True)
captured = capsys.readouterr() captured = capsys.readouterr()
assert ("Exchange Bittrex has 7 active pairs: " assert ("Exchange Bittrex has 8 active pairs: "
"BLK/BTC, BTT/BTC, ETH/BTC, ETH/USDT, LTC/USD, LTC/USDT, TKN/BTC.\n" "BLK/BTC, ETH/BTC, ETH/USDT, LTC/BTC, LTC/USD, NEO/BTC, TKN/BTC, XRP/BTC.\n"
in captured.out) in captured.out)
# Test list-pairs subcommand with --all: all pairs # Test list-pairs subcommand with --all: all pairs
@ -254,7 +254,7 @@ def test_list_markets(mocker, markets, capsys):
start_list_markets(get_args(args), False) start_list_markets(get_args(args), False)
captured = capsys.readouterr() captured = capsys.readouterr()
assert ("Exchange Bittrex has 5 active markets with ETH, LTC as base currencies: " assert ("Exchange Bittrex has 5 active markets with ETH, LTC as base currencies: "
"ETH/BTC, ETH/USDT, LTC/USD, LTC/USDT, XLTCUSDT.\n" "ETH/BTC, ETH/USDT, LTC/BTC, LTC/USD, XLTCUSDT.\n"
in captured.out) in captured.out)
# active markets, base=LTC # active markets, base=LTC
@ -267,7 +267,7 @@ def test_list_markets(mocker, markets, capsys):
start_list_markets(get_args(args), False) start_list_markets(get_args(args), False)
captured = capsys.readouterr() captured = capsys.readouterr()
assert ("Exchange Bittrex has 3 active markets with LTC as base currency: " assert ("Exchange Bittrex has 3 active markets with LTC as base currency: "
"LTC/USD, LTC/USDT, XLTCUSDT.\n" "LTC/BTC, LTC/USD, XLTCUSDT.\n"
in captured.out) in captured.out)
# active markets, quote=USDT, USD # active markets, quote=USDT, USD
@ -279,8 +279,8 @@ def test_list_markets(mocker, markets, capsys):
] ]
start_list_markets(get_args(args), False) start_list_markets(get_args(args), False)
captured = capsys.readouterr() captured = capsys.readouterr()
assert ("Exchange Bittrex has 4 active markets with USDT, USD as quote currencies: " assert ("Exchange Bittrex has 3 active markets with USDT, USD as quote currencies: "
"ETH/USDT, LTC/USD, LTC/USDT, XLTCUSDT.\n" "ETH/USDT, LTC/USD, XLTCUSDT.\n"
in captured.out) in captured.out)
# active markets, quote=USDT # active markets, quote=USDT
@ -292,8 +292,8 @@ def test_list_markets(mocker, markets, capsys):
] ]
start_list_markets(get_args(args), False) start_list_markets(get_args(args), False)
captured = capsys.readouterr() captured = capsys.readouterr()
assert ("Exchange Bittrex has 3 active markets with USDT as quote currency: " assert ("Exchange Bittrex has 2 active markets with USDT as quote currency: "
"ETH/USDT, LTC/USDT, XLTCUSDT.\n" "ETH/USDT, XLTCUSDT.\n"
in captured.out) in captured.out)
# active markets, base=LTC, quote=USDT # active markets, base=LTC, quote=USDT
@ -305,21 +305,21 @@ def test_list_markets(mocker, markets, capsys):
] ]
start_list_markets(get_args(args), False) start_list_markets(get_args(args), False)
captured = capsys.readouterr() captured = capsys.readouterr()
assert ("Exchange Bittrex has 2 active markets with LTC as base currency and " assert ("Exchange Bittrex has 1 active market with LTC as base currency and "
"with USDT as quote currency: LTC/USDT, XLTCUSDT.\n" "with USDT as quote currency: XLTCUSDT.\n"
in captured.out) in captured.out)
# active pairs, base=LTC, quote=USDT # active pairs, base=LTC, quote=USDT
args = [ args = [
"list-pairs", "list-pairs",
'--config', 'config.json.example', '--config', 'config.json.example',
"--base", "LTC", "--quote", "USDT", "--base", "LTC", "--quote", "USD",
"--print-list", "--print-list",
] ]
start_list_markets(get_args(args), True) start_list_markets(get_args(args), True)
captured = capsys.readouterr() captured = capsys.readouterr()
assert ("Exchange Bittrex has 1 active pair with LTC as base currency and " assert ("Exchange Bittrex has 1 active pair with LTC as base currency and "
"with USDT as quote currency: LTC/USDT.\n" "with USD as quote currency: LTC/USD.\n"
in captured.out) in captured.out)
# active markets, base=LTC, quote=USDT, NONEXISTENT # active markets, base=LTC, quote=USDT, NONEXISTENT
@ -331,8 +331,8 @@ def test_list_markets(mocker, markets, capsys):
] ]
start_list_markets(get_args(args), False) start_list_markets(get_args(args), False)
captured = capsys.readouterr() captured = capsys.readouterr()
assert ("Exchange Bittrex has 2 active markets with LTC as base currency and " assert ("Exchange Bittrex has 1 active market with LTC as base currency and "
"with USDT, NONEXISTENT as quote currencies: LTC/USDT, XLTCUSDT.\n" "with USDT, NONEXISTENT as quote currencies: XLTCUSDT.\n"
in captured.out) in captured.out)
# active markets, base=LTC, quote=NONEXISTENT # active markets, base=LTC, quote=NONEXISTENT
@ -355,7 +355,7 @@ def test_list_markets(mocker, markets, capsys):
] ]
start_list_markets(get_args(args), False) start_list_markets(get_args(args), False)
captured = capsys.readouterr() captured = capsys.readouterr()
assert ("Exchange Bittrex has 8 active markets:\n" assert ("Exchange Bittrex has 9 active markets:\n"
in captured.out) in captured.out)
# Test tabular output, no markets found # Test tabular output, no markets found
@ -378,7 +378,8 @@ def test_list_markets(mocker, markets, capsys):
] ]
start_list_markets(get_args(args), False) start_list_markets(get_args(args), False)
captured = capsys.readouterr() captured = capsys.readouterr()
assert ('["BLK/BTC","BTT/BTC","ETH/BTC","ETH/USDT","LTC/USD","LTC/USDT","TKN/BTC","XLTCUSDT"]' assert ('["BLK/BTC","ETH/BTC","ETH/USDT","LTC/BTC","LTC/USD","NEO/BTC",'
'"TKN/BTC","XLTCUSDT","XRP/BTC"]'
in captured.out) in captured.out)
# Test --print-csv # Test --print-csv
@ -391,7 +392,7 @@ def test_list_markets(mocker, markets, capsys):
captured = capsys.readouterr() captured = capsys.readouterr()
assert ("Id,Symbol,Base,Quote,Active,Is pair" in captured.out) assert ("Id,Symbol,Base,Quote,Active,Is pair" in captured.out)
assert ("blkbtc,BLK/BTC,BLK,BTC,True,True" in captured.out) assert ("blkbtc,BLK/BTC,BLK,BTC,True,True" in captured.out)
assert ("BTTBTC,BTT/BTC,BTT,BTC,True,True" in captured.out) assert ("USD-LTC,LTC/USD,LTC,USD,True,True" in captured.out)
# Test --one-column # Test --one-column
args = [ args = [
@ -402,7 +403,7 @@ def test_list_markets(mocker, markets, capsys):
start_list_markets(get_args(args), False) start_list_markets(get_args(args), False)
captured = capsys.readouterr() captured = capsys.readouterr()
assert re.search(r"^BLK/BTC$", captured.out, re.MULTILINE) assert re.search(r"^BLK/BTC$", captured.out, re.MULTILINE)
assert re.search(r"^BTT/BTC$", captured.out, re.MULTILINE) assert re.search(r"^LTC/USD$", captured.out, re.MULTILINE)
def test_create_datadir_failed(caplog): def test_create_datadir_failed(caplog):
@ -449,7 +450,7 @@ def test_download_data_keyboardInterrupt(mocker, caplog, markets):
def test_download_data_no_markets(mocker, caplog): def test_download_data_no_markets(mocker, caplog):
dl_mock = mocker.patch('freqtrade.utils.refresh_backtest_ohlcv_data', dl_mock = mocker.patch('freqtrade.utils.refresh_backtest_ohlcv_data',
MagicMock(return_value=["ETH/BTC", "XRP/BTC"])) MagicMock(return_value=["ETH/BTC", "XRP/BTC"]))
patch_exchange(mocker) patch_exchange(mocker, id='binance')
mocker.patch( mocker.patch(
'freqtrade.exchange.Exchange.markets', PropertyMock(return_value={}) 'freqtrade.exchange.Exchange.markets', PropertyMock(return_value={})
) )
@ -461,7 +462,7 @@ def test_download_data_no_markets(mocker, caplog):
] ]
start_download_data(get_args(args)) start_download_data(get_args(args))
assert dl_mock.call_args[1]['timerange'].starttype == "date" assert dl_mock.call_args[1]['timerange'].starttype == "date"
assert log_has("Pairs [ETH/BTC,XRP/BTC] not available on exchange binance.", caplog) assert log_has("Pairs [ETH/BTC,XRP/BTC] not available on exchange Binance.", caplog)
def test_download_data_no_exchange(mocker, caplog): def test_download_data_no_exchange(mocker, caplog):

3
user_data/strategies/sample_strategy.py
View File

@ -59,6 +59,9 @@ class SampleStrategy(IStrategy):
sell_profit_only = False sell_profit_only = False
ignore_roi_if_buy_signal = False ignore_roi_if_buy_signal = False
# Number of candles the strategy requires before producing valid signals
startup_candle_count: int = 20
# Optional order type mapping. # Optional order type mapping.
order_types = { order_types = {
'buy': 'limit', 'buy': 'limit',