diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 3527fba81..46fbb3a38 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -330,7 +330,9 @@ class FreqtradeBot(object): # Pick pair based on buy signals for _pair in whitelist: - (buy, sell) = self.strategy.get_signal(self.exchange, _pair, interval) + thistory = self.exchange.get_ticker_history(_pair, interval) + (buy, sell) = self.strategy.get_signal(_pair, interval, thistory) + if buy and not sell: return self.execute_buy(_pair, stake_amount) return False @@ -495,8 +497,9 @@ class FreqtradeBot(object): (buy, sell) = (False, False) experimental = self.config.get('experimental', {}) if experimental.get('use_sell_signal') or experimental.get('ignore_roi_if_buy_signal'): - (buy, sell) = self.strategy.get_signal(self.exchange, - trade.pair, self.strategy.ticker_interval) + ticker = self.exchange.get_ticker_history(trade.pair, self.strategy.ticker_interval) + (buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.ticker_interval, + ticker) should_sell = self.strategy.should_sell(trade, current_rate, datetime.utcnow(), buy, sell) if should_sell.sell_flag: diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 9120d3e04..a5145aabb 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -13,7 +13,6 @@ from pandas import DataFrame from freqtrade import constants from freqtrade.exchange.exchange_helpers import parse_ticker_dataframe -from freqtrade.exchange import Exchange from freqtrade.persistence import Trade logger = logging.getLogger(__name__) @@ -107,14 +106,13 @@ class IStrategy(ABC): dataframe = self.populate_sell_trend(dataframe) return dataframe - def get_signal(self, exchange: Exchange, pair: str, interval: str) -> Tuple[bool, bool]: + def get_signal(self, pair: str, interval: str, ticker_hist: List[Dict]) -> Tuple[bool, bool]: """ Calculates current signal based several technical analysis indicators :param pair: pair in format ANT/BTC :param interval: Interval to use (in min) :return: (Buy, Sell) A bool-tuple indicating buy/sell signal """ - ticker_hist = exchange.get_ticker_history(pair, interval) if not ticker_hist: logger.warning('Empty ticker history for pair %s', pair) return False, False diff --git a/freqtrade/tests/strategy/test_interface.py b/freqtrade/tests/strategy/test_interface.py index a016b7f96..de11a9d2c 100644 --- a/freqtrade/tests/strategy/test_interface.py +++ b/freqtrade/tests/strategy/test_interface.py @@ -20,74 +20,62 @@ _STRATEGY = DefaultStrategy(config={}) def test_returns_latest_buy_signal(mocker, default_conf): - mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock()) - exchange = get_patched_exchange(mocker, default_conf) mocker.patch.object( _STRATEGY, 'analyze_ticker', return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}]) ) - assert _STRATEGY.get_signal(exchange, 'ETH/BTC', '5m') == (True, False) + assert _STRATEGY.get_signal('ETH/BTC', '5m', MagicMock()) == (True, False) mocker.patch.object( _STRATEGY, 'analyze_ticker', return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}]) ) - assert _STRATEGY.get_signal(exchange, 'ETH/BTC', '5m') == (False, True) + assert _STRATEGY.get_signal('ETH/BTC', '5m', MagicMock()) == (False, True) def test_returns_latest_sell_signal(mocker, default_conf): - mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock()) - exchange = get_patched_exchange(mocker, default_conf) mocker.patch.object( _STRATEGY, 'analyze_ticker', return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}]) ) - assert _STRATEGY.get_signal(exchange, 'ETH/BTC', '5m') == (False, True) + assert _STRATEGY.get_signal('ETH/BTC', '5m', MagicMock()) == (False, True) mocker.patch.object( _STRATEGY, 'analyze_ticker', return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}]) ) - assert _STRATEGY.get_signal(exchange, 'ETH/BTC', '5m') == (True, False) + assert _STRATEGY.get_signal('ETH/BTC', '5m', MagicMock()) == (True, False) def test_get_signal_empty(default_conf, mocker, caplog): - caplog.set_level(logging.INFO) - mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=None) - exchange = get_patched_exchange(mocker, default_conf) - assert (False, False) == _STRATEGY.get_signal(exchange, 'foo', default_conf['ticker_interval']) + assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'], + None) assert log_has('Empty ticker history for pair foo', caplog.record_tuples) def test_get_signal_exception_valueerror(default_conf, mocker, caplog): caplog.set_level(logging.INFO) - mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=1) - exchange = get_patched_exchange(mocker, default_conf) mocker.patch.object( _STRATEGY, 'analyze_ticker', side_effect=ValueError('xyz') ) - assert (False, False) == _STRATEGY.get_signal(exchange, 'foo', default_conf['ticker_interval']) + assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'], 1) assert log_has('Unable to analyze ticker for pair foo: xyz', caplog.record_tuples) def test_get_signal_empty_dataframe(default_conf, mocker, caplog): caplog.set_level(logging.INFO) - mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=1) - exchange = get_patched_exchange(mocker, default_conf) mocker.patch.object( _STRATEGY, 'analyze_ticker', return_value=DataFrame([]) ) - assert (False, False) == _STRATEGY.get_signal(exchange, 'xyz', default_conf['ticker_interval']) + assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'], 1) assert log_has('Empty dataframe for pair xyz', caplog.record_tuples) def test_get_signal_old_dataframe(default_conf, mocker, caplog): caplog.set_level(logging.INFO) - mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=1) - exchange = get_patched_exchange(mocker, default_conf) # default_conf defines a 5m interval. we check interval * 2 + 5m # this is necessary as the last candle is removed (partial candles) by default oldtime = arrow.utcnow().shift(minutes=-16) @@ -96,7 +84,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog): _STRATEGY, 'analyze_ticker', return_value=DataFrame(ticks) ) - assert (False, False) == _STRATEGY.get_signal(exchange, 'xyz', default_conf['ticker_interval']) + assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'], 1) assert log_has( 'Outdated history for pair xyz. Last tick is 16 minutes old', caplog.record_tuples diff --git a/freqtrade/tests/test_freqtradebot.py b/freqtrade/tests/test_freqtradebot.py index 72f11abf9..fb6687a2c 100644 --- a/freqtrade/tests/test_freqtradebot.py +++ b/freqtrade/tests/test_freqtradebot.py @@ -47,6 +47,7 @@ def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None: :return: None """ freqtrade.strategy.get_signal = lambda e, s, t: value + freqtrade.exchange.get_ticker_history = lambda p, i: None def patch_RPCManager(mocker) -> MagicMock: