Merge pull request #1075 from freqtrade/extract_get_history

Extract get history from get_signal call

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,
+            ticker = self.exchange.get_ticker_history(trade.pair, self.strategy.ticker_interval)
-                                                   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:

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

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)
+    assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'],
-    mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=None)
+                                                  None)
-    exchange = get_patched_exchange(mocker, default_conf)
-    assert (False, False) == _STRATEGY.get_signal(exchange, 'foo', default_conf['ticker_interval'])
     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

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: