Merge pull request #4004 from freqtrade/new_release

New release 2020.11
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Matthias 2020-11-27 17:11:29 +01:00 committed by GitHub
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@ -7,8 +7,8 @@ services:
dockerfile: ".devcontainer/Dockerfile" dockerfile: ".devcontainer/Dockerfile"
volumes: volumes:
# Allow git usage within container # Allow git usage within container
- "/home/${USER}/.ssh:/home/ftuser/.ssh:ro" - "${HOME}/.ssh:/home/ftuser/.ssh:ro"
- "/home/${USER}/.gitconfig:/home/ftuser/.gitconfig:ro" - "${HOME}/.gitconfig:/home/ftuser/.gitconfig:ro"
- ..:/freqtrade:cached - ..:/freqtrade:cached
# Persist bash-history # Persist bash-history
- freqtrade-vscode-server:/home/ftuser/.vscode-server - freqtrade-vscode-server:/home/ftuser/.vscode-server

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@ -12,8 +12,7 @@ Few pointers for contributions:
- New features need to contain unit tests, must conform to PEP8 (max-line-length = 100) and should be documented with the introduction PR. - New features need to contain unit tests, must conform to PEP8 (max-line-length = 100) and should be documented with the introduction PR.
- PR's can be declared as `[WIP]` - which signify Work in Progress Pull Requests (which are not finished). - PR's can be declared as `[WIP]` - which signify Work in Progress Pull Requests (which are not finished).
If you are unsure, discuss the feature on our [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE) If you are unsure, discuss the feature on our [discord server](https://discord.gg/MA9v74M), on [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/zt-jaut7r4m-Y17k4x5mcQES9a9swKuxbg) or in a [issue](https://github.com/freqtrade/freqtrade/issues) before a PR.
or in a [issue](https://github.com/freqtrade/freqtrade/issues) before a PR.
## Getting started ## Getting started

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@ -132,15 +132,13 @@ The project is currently setup in two main branches:
## Support ## Support
### Help / Slack / Discord ### Help / Discord / Slack
For any questions not covered by the documentation or for further information about the bot, we encourage you to join our slack channel. For any questions not covered by the documentation or for further information about the bot, or to simply engage with like-minded individuals, we encourage you to join our slack channel.
- [Click here to join Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE). Please check out our [discord server](https://discord.gg/MA9v74M).
Alternatively, check out the newly created [discord server](https://discord.gg/MA9v74M). You can also join our [Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/zt-jaut7r4m-Y17k4x5mcQES9a9swKuxbg).
*Note*: Since the discord server is relatively new, answers to questions might be slightly delayed as currently the user base quite small.
### [Bugs / Issues](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue) ### [Bugs / Issues](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue)
@ -171,7 +169,7 @@ to understand the requirements before sending your pull-requests.
Coding is not a necessity to contribute - maybe start with improving our documentation? Coding is not a necessity to contribute - maybe start with improving our documentation?
Issues labeled [good first issue](https://github.com/freqtrade/freqtrade/labels/good%20first%20issue) can be good first contributions, and will help get you familiar with the codebase. Issues labeled [good first issue](https://github.com/freqtrade/freqtrade/labels/good%20first%20issue) can be good first contributions, and will help get you familiar with the codebase.
**Note** before starting any major new feature work, *please open an issue describing what you are planning to do* or talk to us on [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE). This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it. **Note** before starting any major new feature work, *please open an issue describing what you are planning to do* or talk to us on [discord](https://discord.gg/MA9v74M) or [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/zt-jaut7r4m-Y17k4x5mcQES9a9swKuxbg). This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it.
**Important:** Always create your PR against the `develop` branch, not `stable`. **Important:** Always create your PR against the `develop` branch, not `stable`.

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@ -67,7 +67,13 @@
{"method": "AgeFilter", "min_days_listed": 10}, {"method": "AgeFilter", "min_days_listed": 10},
{"method": "PrecisionFilter"}, {"method": "PrecisionFilter"},
{"method": "PriceFilter", "low_price_ratio": 0.01, "min_price": 0.00000010}, {"method": "PriceFilter", "low_price_ratio": 0.01, "min_price": 0.00000010},
{"method": "SpreadFilter", "max_spread_ratio": 0.005} {"method": "SpreadFilter", "max_spread_ratio": 0.005},
{
"method": "RangeStabilityFilter",
"lookback_days": 10,
"min_rate_of_change": 0.01,
"refresh_period": 1440
}
], ],
"exchange": { "exchange": {
"name": "bittrex", "name": "bittrex",

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@ -162,6 +162,8 @@ A backtesting result will look like that:
|-----------------------+---------------------| |-----------------------+---------------------|
| Backtesting from | 2019-01-01 00:00:00 | | Backtesting from | 2019-01-01 00:00:00 |
| Backtesting to | 2019-05-01 00:00:00 | | Backtesting to | 2019-05-01 00:00:00 |
| Max open trades | 3 |
| | |
| Total trades | 429 | | Total trades | 429 |
| First trade | 2019-01-01 18:30:00 | | First trade | 2019-01-01 18:30:00 |
| First trade Pair | EOS/USDT | | First trade Pair | EOS/USDT |
@ -233,6 +235,8 @@ It contains some useful key metrics about performance of your strategy on backte
|-----------------------+---------------------| |-----------------------+---------------------|
| Backtesting from | 2019-01-01 00:00:00 | | Backtesting from | 2019-01-01 00:00:00 |
| Backtesting to | 2019-05-01 00:00:00 | | Backtesting to | 2019-05-01 00:00:00 |
| Max open trades | 3 |
| | |
| Total trades | 429 | | Total trades | 429 |
| First trade | 2019-01-01 18:30:00 | | First trade | 2019-01-01 18:30:00 |
| First trade Pair | EOS/USDT | | First trade Pair | EOS/USDT |
@ -251,16 +255,17 @@ It contains some useful key metrics about performance of your strategy on backte
``` ```
- `Backtesting from` / `Backtesting to`: Backtesting range (usually defined with the `--timerange` option).
- `Max open trades`: Setting of `max_open_trades` (or `--max-open-trades`) - to clearly see settings for this.
- `Total trades`: Identical to the total trades of the backtest output table. - `Total trades`: Identical to the total trades of the backtest output table.
- `First trade`: First trade entered. - `First trade`: First trade entered.
- `First trade pair`: Which pair was part of the first trade. - `First trade pair`: Which pair was part of the first trade.
- `Backtesting from` / `Backtesting to`: Backtesting range (usually defined with the `--timerange` option).
- `Total Profit %`: Total profit per stake amount. Aligned to the TOTAL column of the first table. - `Total Profit %`: Total profit per stake amount. Aligned to the TOTAL column of the first table.
- `Trades per day`: Total trades divided by the backtesting duration in days (this will give you information about how many trades to expect from the strategy). - `Trades per day`: Total trades divided by the backtesting duration in days (this will give you information about how many trades to expect from the strategy).
- `Best day` / `Worst day`: Best and worst day based on daily profit. - `Best day` / `Worst day`: Best and worst day based on daily profit.
- `Avg. Duration Winners` / `Avg. Duration Loser`: Average durations for winning and losing trades. - `Avg. Duration Winners` / `Avg. Duration Loser`: Average durations for winning and losing trades.
- `Max Drawdown`: Maximum drawdown experienced. For example, the value of 50% means that from highest to subsequent lowest point, a 50% drop was experienced). - `Max Drawdown`: Maximum drawdown experienced. For example, the value of 50% means that from highest to subsequent lowest point, a 50% drop was experienced).
- `Drawdown Start` / `Drawdown End`: Start and end datetimes for this largest drawdown (can also be visualized via the `plot-dataframe` sub-command). - `Drawdown Start` / `Drawdown End`: Start and end datetime for this largest drawdown (can also be visualized via the `plot-dataframe` sub-command).
- `Market change`: Change of the market during the backtest period. Calculated as average of all pairs changes from the first to the last candle using the "close" column. - `Market change`: Change of the market during the backtest period. Calculated as average of all pairs changes from the first to the last candle using the "close" column.
### Assumptions made by backtesting ### Assumptions made by backtesting

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@ -87,6 +87,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `exchange.ccxt_sync_config` | Additional CCXT parameters passed to the regular (sync) 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) <br> **Datatype:** Dict | `exchange.ccxt_sync_config` | Additional CCXT parameters passed to the regular (sync) 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) <br> **Datatype:** Dict
| `exchange.ccxt_async_config` | 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) <br> **Datatype:** Dict | `exchange.ccxt_async_config` | 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) <br> **Datatype:** Dict
| `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. <br>*Defaults to `60` minutes.* <br> **Datatype:** Positive Integer | `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. <br>*Defaults to `60` minutes.* <br> **Datatype:** Positive Integer
| `exchange.skip_pair_validation` | Skip pairlist validation on startup.<br>*Defaults to `false`<br> **Datatype:** Boolean
| `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation. | `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation.
| `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. <br>*Defaults to `true`.* <br> **Datatype:** Boolean | `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. <br>*Defaults to `true`.* <br> **Datatype:** Boolean
| `pairlists` | Define one or more pairlists to be used. [More information below](#pairlists-and-pairlist-handlers). <br>*Defaults to `StaticPairList`.* <br> **Datatype:** List of Dicts | `pairlists` | Define one or more pairlists to be used. [More information below](#pairlists-and-pairlist-handlers). <br>*Defaults to `StaticPairList`.* <br> **Datatype:** List of Dicts
@ -176,7 +177,7 @@ In the example above this would mean:
This option only applies with [Static stake amount](#static-stake-amount) - since [Dynamic stake amount](#dynamic-stake-amount) divides the balances evenly. This option only applies with [Static stake amount](#static-stake-amount) - since [Dynamic stake amount](#dynamic-stake-amount) divides the balances evenly.
!!! Note !!! Note
The minimum last stake amount can be configured using `amend_last_stake_amount` - which defaults to 0.5 (50%). This means that the minimum stake amount that's ever used is `stake_amount * 0.5`. This avoids very low stake amounts, that are close to the minimum tradable amount for the pair and can be refused by the exchange. The minimum last stake amount can be configured using `last_stake_amount_min_ratio` - which defaults to 0.5 (50%). This means that the minimum stake amount that's ever used is `stake_amount * 0.5`. This avoids very low stake amounts, that are close to the minimum tradable amount for the pair and can be refused by the exchange.
#### Static stake amount #### Static stake amount
@ -313,22 +314,21 @@ Configuration:
} }
``` ```
!!! Note !!! Note "Market order support"
Not all exchanges support "market" orders. Not all exchanges support "market" orders.
The following message will be shown if your exchange does not support market orders: The following message will be shown if your exchange does not support market orders:
`"Exchange <yourexchange> does not support market orders."` `"Exchange <yourexchange> does not support market orders."` and the bot will refuse to start.
!!! Note !!! Warning "Using market orders"
Stoploss on exchange interval is not mandatory. Do not change its value if you are Please carefully read the section [Market order pricing](#market-order-pricing) section when using market orders.
!!! Note "Stoploss on exchange"
`stoploss_on_exchange_interval` is not mandatory. Do not change its value if you are
unsure of what you are doing. For more information about how stoploss works please unsure of what you are doing. For more information about how stoploss works please
refer to [the stoploss documentation](stoploss.md). refer to [the stoploss documentation](stoploss.md).
!!! Note
If `stoploss_on_exchange` is enabled and the stoploss is cancelled manually on the exchange, then the bot will create a new stoploss order. If `stoploss_on_exchange` is enabled and the stoploss is cancelled manually on the exchange, then the bot will create a new stoploss order.
!!! Warning "Using market orders"
Please read the section [Market order pricing](#market-order-pricing) section when using market orders.
!!! Warning "Warning: stoploss_on_exchange failures" !!! Warning "Warning: stoploss_on_exchange failures"
If stoploss on exchange creation fails for some reason, then an "emergency sell" is initiated. By default, this will sell the asset using a market order. The order-type for the emergency-sell can be changed by setting the `emergencysell` value in the `order_types` dictionary - however this is not advised. If stoploss on exchange creation fails for some reason, then an "emergency sell" is initiated. By default, this will sell the asset using a market order. The order-type for the emergency-sell can be changed by setting the `emergencysell` value in the `order_types` dictionary - however this is not advised.

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@ -2,7 +2,7 @@
This page is intended for developers of Freqtrade, people who want to contribute to the Freqtrade codebase or documentation, or people who want to understand the source code of the application they're running. This page is intended for developers of Freqtrade, people who want to contribute to the Freqtrade codebase or documentation, or people who want to understand the source code of the application they're running.
All contributions, bug reports, bug fixes, documentation improvements, enhancements and ideas are welcome. We [track issues](https://github.com/freqtrade/freqtrade/issues) on [GitHub](https://github.com) and also have a dev channel in [slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE) where you can ask questions. All contributions, bug reports, bug fixes, documentation improvements, enhancements and ideas are welcome. We [track issues](https://github.com/freqtrade/freqtrade/issues) on [GitHub](https://github.com) and also have a dev channel on [discord](https://discord.gg/MA9v74M) or [slack](https://join.slack.com/t/highfrequencybot/shared_invite/zt-jaut7r4m-Y17k4x5mcQES9a9swKuxbg) where you can ask questions.
## Documentation ## Documentation

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@ -23,7 +23,8 @@ Binance has been split into 3, and users must use the correct ccxt exchange ID f
## Kraken ## Kraken
!!! Tip "Stoploss on Exchange" !!! Tip "Stoploss on Exchange"
Kraken supports `stoploss_on_exchange` and uses stop-loss-market orders. It provides great advantages, so we recommend to benefit from it, however since the resulting order is a stoploss-market order, sell-rates are not guaranteed, which makes this feature less secure than on other exchanges. This limitation is based on kraken's policy [source](https://blog.kraken.com/post/1234/announcement-delisting-pairs-and-temporary-suspension-of-advanced-order-types/) and [source2](https://blog.kraken.com/post/1494/kraken-enables-advanced-orders-and-adds-10-currency-pairs/) - which has stoploss-limit orders disabled. Kraken supports `stoploss_on_exchange` and can use both stop-loss-market and stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide which type to use.
### Historic Kraken data ### Historic Kraken data
@ -75,8 +76,7 @@ print(res)
!!! Tip "Stoploss on Exchange" !!! Tip "Stoploss on Exchange"
FTX supports `stoploss_on_exchange` and can use both stop-loss-market and stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it. FTX supports `stoploss_on_exchange` and can use both stop-loss-market and stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide. You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide which type of stoploss shall be used.
### Using subaccounts ### Using subaccounts
@ -99,10 +99,10 @@ To use subaccounts with FTX, you need to edit the configuration and add the foll
Should you experience constant errors with Nonce (like `InvalidNonce`), it is best to regenerate the API keys. Resetting Nonce is difficult and it's usually easier to regenerate the API keys. Should you experience constant errors with Nonce (like `InvalidNonce`), it is best to regenerate the API keys. Resetting Nonce is difficult and it's usually easier to regenerate the API keys.
## Random notes for other exchanges ## Random notes for other exchanges
* The Ocean (exchange id: `theocean`) exchange uses Web3 functionality and requires `web3` python package to be installed: * The Ocean (exchange id: `theocean`) exchange uses Web3 functionality and requires `web3` python package to be installed:
```shell ```shell
$ pip3 install web3 $ pip3 install web3
``` ```

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@ -145,7 +145,7 @@ freqtrade hyperopt --hyperop SampleHyperopt --hyperopt-loss SharpeHyperOptLossDa
### Why does it take a long time to run hyperopt? ### Why does it take a long time to run hyperopt?
* Discovering a great strategy with Hyperopt takes time. Study www.freqtrade.io, the Freqtrade Documentation page, join the Freqtrade [Slack community](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE) - or the Freqtrade [discord community](https://discord.gg/X89cVG). While you patiently wait for the most advanced, free crypto bot in the world, to hand you a possible golden strategy specially designed just for you. * Discovering a great strategy with Hyperopt takes time. Study www.freqtrade.io, the Freqtrade Documentation page, join the Freqtrade [Slack community](https://join.slack.com/t/highfrequencybot/shared_invite/zt-jaut7r4m-Y17k4x5mcQES9a9swKuxbg) - or the Freqtrade [discord community](https://discord.gg/X89cVG). While you patiently wait for the most advanced, free crypto bot in the world, to hand you a possible golden strategy specially designed just for you.
* If you wonder why it can take from 20 minutes to days to do 1000 epochs here are some answers: * If you wonder why it can take from 20 minutes to days to do 1000 epochs here are some answers:

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@ -19,6 +19,7 @@ Inactive markets are always removed from the resulting pairlist. Explicitly blac
* [`PriceFilter`](#pricefilter) * [`PriceFilter`](#pricefilter)
* [`ShuffleFilter`](#shufflefilter) * [`ShuffleFilter`](#shufflefilter)
* [`SpreadFilter`](#spreadfilter) * [`SpreadFilter`](#spreadfilter)
* [`RangeStabilityFilter`](#rangestabilityfilter)
!!! Tip "Testing pairlists" !!! Tip "Testing pairlists"
Pairlist configurations can be quite tricky to get right. Best use the [`test-pairlist`](utils.md#test-pairlist) utility sub-command to test your configuration quickly. Pairlist configurations can be quite tricky to get right. Best use the [`test-pairlist`](utils.md#test-pairlist) utility sub-command to test your configuration quickly.
@ -35,6 +36,11 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis
], ],
``` ```
By default, only currently enabled pairs are allowed.
To skip pair validation against active markets, set `"allow_inactive": true` within the `StaticPairList` configuration.
This can be useful for backtesting expired pairs (like quarterly spot-markets).
This option must be configured along with `exchange.skip_pair_validation` in the exchange configuration.
#### Volume Pair List #### Volume Pair List
`VolumePairList` employs sorting/filtering of pairs by their trading volume. It selects `number_assets` top pairs with sorting based on the `sort_key` (which can only be `quoteVolume`). `VolumePairList` employs sorting/filtering of pairs by their trading volume. It selects `number_assets` top pairs with sorting based on the `sort_key` (which can only be `quoteVolume`).
@ -54,7 +60,7 @@ The `refresh_period` setting allows to define the period (in seconds), at which
"method": "VolumePairList", "method": "VolumePairList",
"number_assets": 20, "number_assets": 20,
"sort_key": "quoteVolume", "sort_key": "quoteVolume",
"refresh_period": 1800, "refresh_period": 1800
}], }],
``` ```
@ -113,6 +119,27 @@ Example:
If `DOGE/BTC` maximum bid is 0.00000026 and minimum ask is 0.00000027, the ratio is calculated as: `1 - bid/ask ~= 0.037` which is `> 0.005` and this pair will be filtered out. If `DOGE/BTC` maximum bid is 0.00000026 and minimum ask is 0.00000027, the ratio is calculated as: `1 - bid/ask ~= 0.037` which is `> 0.005` and this pair will be filtered out.
#### RangeStabilityFilter
Removes pairs where the difference between lowest low and highest high over `lookback_days` days is below `min_rate_of_change`. Since this is a filter that requires additional data, the results are cached for `refresh_period`.
In the below example:
If the trading range over the last 10 days is <1%, remove the pair from the whitelist.
```json
"pairlists": [
{
"method": "RangeStabilityFilter",
"lookback_days": 10,
"min_rate_of_change": 0.01,
"refresh_period": 1440
}
]
```
!!! Tip
This Filter can be used to automatically remove stable coin pairs, which have a very low trading range, and are therefore extremely difficult to trade with profit.
### Full example of Pairlist Handlers ### Full example of Pairlist Handlers
The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting pairs by `quoteVolume` and applies both [`PrecisionFilter`](#precisionfilter) and [`PriceFilter`](#price-filter), filtering all assets where 1 price unit is > 1%. Then the `SpreadFilter` is applied and pairs are finally shuffled with the random seed set to some predefined value. The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting pairs by `quoteVolume` and applies both [`PrecisionFilter`](#precisionfilter) and [`PriceFilter`](#price-filter), filtering all assets where 1 price unit is > 1%. Then the `SpreadFilter` is applied and pairs are finally shuffled with the random seed set to some predefined value.
@ -132,6 +159,12 @@ The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets,
{"method": "PrecisionFilter"}, {"method": "PrecisionFilter"},
{"method": "PriceFilter", "low_price_ratio": 0.01}, {"method": "PriceFilter", "low_price_ratio": 0.01},
{"method": "SpreadFilter", "max_spread_ratio": 0.005}, {"method": "SpreadFilter", "max_spread_ratio": 0.005},
{
"method": "RangeStabilityFilter",
"lookback_days": 10,
"min_rate_of_change": 0.01,
"refresh_period": 1440
},
{"method": "ShuffleFilter", "seed": 42} {"method": "ShuffleFilter", "seed": 42}
], ],
``` ```

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@ -59,17 +59,14 @@ Alternatively
## Support ## Support
### Help / Slack / Discord ### Help / Discord / Slack
For any questions not covered by the documentation or for further information about the bot, we encourage you to join our passionate Slack community. For any questions not covered by the documentation or for further information about the bot, or to simply engage with like-minded individuals, we encourage you to join our slack channel.
Click [here](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE) to join the Freqtrade Slack channel. Please check out our [discord server](https://discord.gg/MA9v74M).
Alternatively, check out the newly created [discord server](https://discord.gg/MA9v74M). You can also join our [Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/zt-jaut7r4m-Y17k4x5mcQES9a9swKuxbg).
!!! Note
Since the discord server is relatively new, answers to questions might be slightly delayed as currently the user base quite small.
## Ready to try? ## Ready to try?
Begin by reading our installation guide [for docker](docker.md) (recommended), or for [installation without docker](installation.md). Begin by reading our installation guide [for docker](docker_quickstart.md) (recommended), or for [installation without docker](installation.md).

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@ -1,3 +1,3 @@
mkdocs-material==6.1.0 mkdocs-material==6.1.6
mdx_truly_sane_lists==1.2 mdx_truly_sane_lists==1.2
pymdown-extensions==8.0.1 pymdown-extensions==8.0.1

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@ -23,11 +23,12 @@ These modes can be configured with these values:
``` ```
!!! Note !!! Note
Stoploss on exchange is only supported for Binance (stop-loss-limit), Kraken (stop-loss-market) and FTX (stop limit and stop-market) as of now. Stoploss on exchange is only supported for Binance (stop-loss-limit), Kraken (stop-loss-market, stop-loss-limit) and FTX (stop limit and stop-market) as of now.
<ins>Do not set too low stoploss value if using stop loss on exchange!</ins> <ins>Do not set too low/tight stoploss value if using stop loss on exchange!</ins>
If set to low/tight then you have greater risk of missing fill on the order and stoploss will not work If set to low/tight then you have greater risk of missing fill on the order and stoploss will not work.
### stoploss_on_exchange and stoploss_on_exchange_limit_ratio ### stoploss_on_exchange and stoploss_on_exchange_limit_ratio
Enable or Disable stop loss on exchange. Enable or Disable stop loss on 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. 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.
@ -35,18 +36,23 @@ If `stoploss_on_exchange` uses limit orders, the exchange needs 2 prices, the st
`stoploss` defines the stop-price where the limit order is placed - and limit should be slightly below this. `stoploss` defines the stop-price where the limit order is placed - and limit should be slightly below this.
If an exchange supports both limit and market stoploss orders, then the value of `stoploss` will be used to determine the stoploss type. If an exchange supports both limit and market stoploss orders, then the value of `stoploss` will be used to determine the stoploss type.
Calculation example: we bought the asset at 100$. Calculation example: we bought the asset at 100\$.
Stop-price is 95$, then limit would be `95 * 0.99 = 94.05$` - so the limit order fill can happen between 95$ and 94.05$. Stop-price is 95\$, then limit would be `95 * 0.99 = 94.05$` - so the limit order fill can happen between 95$ and 94.05$.
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. 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.
!!! Note
If `stoploss_on_exchange` is enabled and the stoploss is cancelled manually on the exchange, then the bot will create a new stoploss order.
### stoploss_on_exchange_interval ### stoploss_on_exchange_interval
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.
The bot cannot do these every 5 seconds (at each iteration), otherwise it would get banned by the exchange. The bot cannot do these 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). 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. This same logic will reapply a stoploss order on the exchange should you cancel it accidentally.
### emergencysell ### emergencysell
`emergencysell` is an optional value, which defaults to `market` and is used when creating stop loss on exchange orders fails. `emergencysell` is an optional value, which defaults to `market` and is used when creating stop loss on exchange orders fails.
The below is the default which is used if not changed in strategy or configuration file. The below is the default which is used if not changed in strategy or configuration file.
@ -84,6 +90,7 @@ Example of stop loss:
``` ```
For example, simplified math: For example, simplified math:
* the bot buys an asset at a price of 100$ * the bot buys an asset at a price of 100$
* the stop loss is defined at -10% * the stop loss is defined at -10%
* the stop loss would get triggered once the asset drops below 90$ * the stop loss would get triggered once the asset drops below 90$
@ -107,7 +114,7 @@ For example, simplified math:
* the stop loss would get triggered once the asset drops below 90$ * the stop loss would get triggered once the asset drops below 90$
* assuming the asset now increases to 102$ * assuming the asset now increases to 102$
* the stop loss will now be -10% of 102$ = 91.8$ * the stop loss will now be -10% of 102$ = 91.8$
* now the asset drops in value to 101$, the stop loss will still be 91.8$ and would trigger at 91.8$. * now the asset drops in value to 101\$, the stop loss will still be 91.8$ and would trigger at 91.8$.
In summary: The stoploss will be adjusted to be always be -10% of the highest observed price. In summary: The stoploss will be adjusted to be always be -10% of the highest observed price.
@ -133,8 +140,8 @@ For example, simplified math:
* the stop loss is defined at -10% * the stop loss is defined at -10%
* the stop loss would get triggered once the asset drops below 90$ * the stop loss would get triggered once the asset drops below 90$
* assuming the asset now increases to 102$ * assuming the asset now increases to 102$
* the stop loss will now be -2% of 102$ = 99.96$ (99.96$ stop loss will be locked in and will follow asset price increasements with -2%) * the stop loss will now be -2% of 102$ = 99.96$ (99.96$ stop loss will be locked in and will follow asset price increments with -2%)
* now the asset drops in value to 101$, the stop loss will still be 99.96$ and would trigger at 99.96$ * now the asset drops in value to 101\$, the stop loss will still be 99.96$ and would trigger at 99.96$
The 0.02 would translate to a -2% stop loss. The 0.02 would translate to a -2% stop loss.
Before this, `stoploss` is used for the trailing stoploss. Before this, `stoploss` is used for the trailing stoploss.
@ -151,7 +158,7 @@ This option can be used with or without `trailing_stop_positive`, but uses `trai
trailing_only_offset_is_reached = True trailing_only_offset_is_reached = True
``` ```
Configuration (offset is buyprice + 3%): Configuration (offset is buy-price + 3%):
``` python ``` python
stoploss = -0.10 stoploss = -0.10
@ -169,7 +176,7 @@ For example, simplified math:
* stoploss will remain at 90$ unless asset increases to or above our configured offset * stoploss will remain at 90$ unless asset increases to or above our configured offset
* assuming the asset now increases to 103$ (where we have the offset configured) * assuming the asset now increases to 103$ (where we have the offset configured)
* the stop loss will now be -2% of 103$ = 100.94$ * the stop loss will now be -2% of 103$ = 100.94$
* now the asset drops in value to 101$, the stop loss will still be 100.94$ and would trigger at 100.94$ * now the asset drops in value to 101\$, the stop loss will still be 100.94$ and would trigger at 100.94$
!!! Tip !!! 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. Make sure to have this value (`trailing_stop_positive_offset`) lower than minimal ROI, otherwise minimal ROI will apply first and sell the trade.

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@ -770,8 +770,6 @@ To get additional Ideas for strategies, head over to our [strategy repository](h
Feel free to use any of them as inspiration for your own strategies. Feel free to use any of them as inspiration for your own strategies.
We're happy to accept Pull Requests containing new Strategies to that repo. We're happy to accept Pull Requests containing new Strategies to that repo.
We also got a *strategy-sharing* channel in our [Slack community](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE) which is a great place to get and/or share ideas.
## Next step ## Next step
Now you have a perfect strategy you probably want to backtest it. Now you have a perfect strategy you probably want to backtest it.

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@ -35,12 +35,30 @@ Copy the API Token (`22222222:APITOKEN` in the above example) and keep use it fo
Don't forget to start the conversation with your bot, by clicking `/START` button Don't forget to start the conversation with your bot, by clicking `/START` button
### 2. Get your user id ### 2. Telegram user_id
#### Get your user id
Talk to the [userinfobot](https://telegram.me/userinfobot) Talk to the [userinfobot](https://telegram.me/userinfobot)
Get your "Id", you will use it for the config parameter `chat_id`. Get your "Id", you will use it for the config parameter `chat_id`.
#### Use Group id
You can use bots in telegram groups by just adding them to the group. You can find the group id by first adding a [RawDataBot](https://telegram.me/rawdatabot) to your group. The Group id is shown as id in the `"chat"` section, which the RawDataBot will send to you:
``` json
"chat":{
"id":-1001332619709
}
```
For the Freqtrade configuration, you can then use the the full value (including `-` if it's there) as string:
```json
"chat_id": "-1001332619709"
```
## Control telegram noise ## Control telegram noise
Freqtrade provides means to control the verbosity of your telegram bot. Freqtrade provides means to control the verbosity of your telegram bot.

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@ -32,7 +32,7 @@ python -m venv .env
.env\Scripts\activate.ps1 .env\Scripts\activate.ps1
# optionally install ta-lib from wheel # optionally install ta-lib from wheel
# Eventually adjust the below filename to match the downloaded wheel # Eventually adjust the below filename to match the downloaded wheel
pip install build_helpes/TA_Lib0.4.19cp38cp38win_amd64.whl pip install build_helpers/TA_Lib-0.4.19-cp38-cp38-win_amd64.whl
pip install -r requirements.txt pip install -r requirements.txt
pip install -e . pip install -e .
freqtrade freqtrade
@ -50,8 +50,8 @@ freqtrade
error: Microsoft Visual C++ 14.0 is required. Get it with "Microsoft Visual C++ Build Tools": http://landinghub.visualstudio.com/visual-cpp-build-tools error: Microsoft Visual C++ 14.0 is required. Get it with "Microsoft Visual C++ Build Tools": http://landinghub.visualstudio.com/visual-cpp-build-tools
``` ```
Unfortunately, many packages requiring compilation don't provide a pre-build wheel. It is therefore mandatory to have a C/C++ compiler installed and available for your python environment to use. Unfortunately, many packages requiring compilation don't provide a pre-built wheel. It is therefore mandatory to have a C/C++ compiler installed and available for your python environment to use.
The easiest way is to download install Microsoft Visual Studio Community [here](https://visualstudio.microsoft.com/downloads/) and make sure to install "Common Tools for Visual C++" to enable building c code on Windows. Unfortunately, this is a heavy download / dependency (~4Gb) so you might want to consider WSL or [docker](docker.md) first. The easiest way is to download install Microsoft Visual Studio Community [here](https://visualstudio.microsoft.com/downloads/) and make sure to install "Common Tools for Visual C++" to enable building C code on Windows. Unfortunately, this is a heavy download / dependency (~4Gb) so you might want to consider WSL or [docker](docker.md) first.
--- ---

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@ -1,5 +1,5 @@
""" Freqtrade bot """ """ Freqtrade bot """
__version__ = '2020.10' __version__ = '2020.11'
if __version__ == 'develop': if __version__ == 'develop':

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@ -354,13 +354,11 @@ AVAILABLE_CLI_OPTIONS = {
'--data-format-ohlcv', '--data-format-ohlcv',
help='Storage format for downloaded candle (OHLCV) data. (default: `%(default)s`).', help='Storage format for downloaded candle (OHLCV) data. (default: `%(default)s`).',
choices=constants.AVAILABLE_DATAHANDLERS, choices=constants.AVAILABLE_DATAHANDLERS,
default='json'
), ),
"dataformat_trades": Arg( "dataformat_trades": Arg(
'--data-format-trades', '--data-format-trades',
help='Storage format for downloaded trades data. (default: `%(default)s`).', help='Storage format for downloaded trades data. (default: `%(default)s`).',
choices=constants.AVAILABLE_DATAHANDLERS, choices=constants.AVAILABLE_DATAHANDLERS,
default='jsongz'
), ),
"exchange": Arg( "exchange": Arg(
'--exchange', '--exchange',

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@ -1,10 +1,9 @@
import logging import logging
import sys import sys
from collections import defaultdict from collections import defaultdict
from datetime import datetime, timedelta
from typing import Any, Dict, List from typing import Any, Dict, List
import arrow
from freqtrade.configuration import TimeRange, setup_utils_configuration from freqtrade.configuration import TimeRange, setup_utils_configuration
from freqtrade.data.converter import convert_ohlcv_format, convert_trades_format from freqtrade.data.converter import convert_ohlcv_format, convert_trades_format
from freqtrade.data.history import (convert_trades_to_ohlcv, refresh_backtest_ohlcv_data, from freqtrade.data.history import (convert_trades_to_ohlcv, refresh_backtest_ohlcv_data,
@ -29,7 +28,7 @@ def start_download_data(args: Dict[str, Any]) -> None:
"You can only specify one or the other.") "You can only specify one or the other.")
timerange = TimeRange() timerange = TimeRange()
if 'days' in config: if 'days' in config:
time_since = arrow.utcnow().shift(days=-config['days']).strftime("%Y%m%d") time_since = (datetime.now() - timedelta(days=config['days'])).strftime("%Y%m%d")
timerange = TimeRange.parse_timerange(f'{time_since}-') timerange = TimeRange.parse_timerange(f'{time_since}-')
if 'timerange' in config: if 'timerange' in config:

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@ -137,6 +137,10 @@ 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."
) )
if not conf.get('ask_strategy', {}).get('use_sell_signal', True):
raise OperationalException(
"Edge requires `use_sell_signal` to be True, otherwise no sells will happen."
)
def _validate_whitelist(conf: Dict[str, Any]) -> None: def _validate_whitelist(conf: Dict[str, Any]) -> None:

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@ -52,11 +52,11 @@ class TimeRange:
:return: None (Modifies the object in place) :return: None (Modifies the object in place)
""" """
if (not self.starttype or (startup_candles if (not self.starttype or (startup_candles
and min_date.timestamp >= self.startts)): and min_date.int_timestamp >= self.startts)):
# If no startts was defined, or backtest-data starts at the defined backtest-date # 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.", logger.warning("Moving start-date by %s candles to account for startup time.",
startup_candles) startup_candles)
self.startts = (min_date.timestamp + timeframe_secs * startup_candles) self.startts = (min_date.int_timestamp + timeframe_secs * startup_candles)
self.starttype = 'date' self.starttype = 'date'
@staticmethod @staticmethod
@ -89,7 +89,7 @@ class TimeRange:
if stype[0]: if stype[0]:
starts = rvals[index] starts = rvals[index]
if stype[0] == 'date' and len(starts) == 8: if stype[0] == 'date' and len(starts) == 8:
start = arrow.get(starts, 'YYYYMMDD').timestamp start = arrow.get(starts, 'YYYYMMDD').int_timestamp
elif len(starts) == 13: elif len(starts) == 13:
start = int(starts) // 1000 start = int(starts) // 1000
else: else:
@ -98,7 +98,7 @@ class TimeRange:
if stype[1]: if stype[1]:
stops = rvals[index] stops = rvals[index]
if stype[1] == 'date' and len(stops) == 8: if stype[1] == 'date' and len(stops) == 8:
stop = arrow.get(stops, 'YYYYMMDD').timestamp stop = arrow.get(stops, 'YYYYMMDD').int_timestamp
elif len(stops) == 13: elif len(stops) == 13:
stop = int(stops) // 1000 stop = int(stops) // 1000
else: else:

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@ -25,7 +25,7 @@ HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
'SortinoHyperOptLoss', 'SortinoHyperOptLossDaily'] 'SortinoHyperOptLoss', 'SortinoHyperOptLossDaily']
AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
'AgeFilter', 'PrecisionFilter', 'PriceFilter', 'AgeFilter', 'PrecisionFilter', 'PriceFilter',
'ShuffleFilter', 'SpreadFilter'] 'RangeStabilityFilter', 'ShuffleFilter', 'SpreadFilter']
AVAILABLE_DATAHANDLERS = ['json', 'jsongz', 'hdf5'] AVAILABLE_DATAHANDLERS = ['json', 'jsongz', 'hdf5']
DRY_RUN_WALLET = 1000 DRY_RUN_WALLET = 1000
DATETIME_PRINT_FORMAT = '%Y-%m-%d %H:%M:%S' DATETIME_PRINT_FORMAT = '%Y-%m-%d %H:%M:%S'
@ -365,3 +365,6 @@ CANCEL_REASON = {
# List of pairs with their timeframes # List of pairs with their timeframes
PairWithTimeframe = Tuple[str, str] PairWithTimeframe = Tuple[str, str]
ListPairsWithTimeframes = List[PairWithTimeframe] ListPairsWithTimeframes = List[PairWithTimeframe]
# Type for trades list
TradeList = List[List]

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@ -10,7 +10,7 @@ from typing import Any, Dict, List
import pandas as pd import pandas as pd
from pandas import DataFrame, to_datetime from pandas import DataFrame, to_datetime
from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS, TradeList
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -168,7 +168,7 @@ def trades_remove_duplicates(trades: List[List]) -> List[List]:
return [i for i, _ in itertools.groupby(sorted(trades, key=itemgetter(0)))] return [i for i, _ in itertools.groupby(sorted(trades, key=itemgetter(0)))]
def trades_dict_to_list(trades: List[Dict]) -> List[List]: def trades_dict_to_list(trades: List[Dict]) -> TradeList:
""" """
Convert fetch_trades result into a List (to be more memory efficient). Convert fetch_trades result into a List (to be more memory efficient).
:param trades: List of trades, as returned by ccxt.fetch_trades. :param trades: List of trades, as returned by ccxt.fetch_trades.
@ -177,16 +177,18 @@ def trades_dict_to_list(trades: List[Dict]) -> List[List]:
return [[t[col] for col in DEFAULT_TRADES_COLUMNS] for t in trades] return [[t[col] for col in DEFAULT_TRADES_COLUMNS] for t in trades]
def trades_to_ohlcv(trades: List, timeframe: str) -> DataFrame: def trades_to_ohlcv(trades: TradeList, timeframe: str) -> DataFrame:
""" """
Converts trades list to OHLCV list Converts trades list to OHLCV list
TODO: This should get a dedicated test
:param trades: List of trades, as returned by ccxt.fetch_trades. :param trades: List of trades, as returned by ccxt.fetch_trades.
:param timeframe: Timeframe to resample data to :param timeframe: Timeframe to resample data to
:return: OHLCV Dataframe. :return: OHLCV Dataframe.
:raises: ValueError if no trades are provided
""" """
from freqtrade.exchange import timeframe_to_minutes from freqtrade.exchange import timeframe_to_minutes
timeframe_minutes = timeframe_to_minutes(timeframe) timeframe_minutes = timeframe_to_minutes(timeframe)
if not trades:
raise ValueError('Trade-list empty.')
df = pd.DataFrame(trades, columns=DEFAULT_TRADES_COLUMNS) df = pd.DataFrame(trades, columns=DEFAULT_TRADES_COLUMNS)
df['timestamp'] = pd.to_datetime(df['timestamp'], unit='ms', df['timestamp'] = pd.to_datetime(df['timestamp'], unit='ms',
utc=True,) utc=True,)

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@ -8,7 +8,6 @@ import logging
from datetime import datetime, timezone from datetime import datetime, timezone
from typing import Any, Dict, List, Optional, Tuple from typing import Any, Dict, List, Optional, Tuple
from arrow import Arrow
from pandas import DataFrame from pandas import DataFrame
from freqtrade.constants import ListPairsWithTimeframes, PairWithTimeframe from freqtrade.constants import ListPairsWithTimeframes, PairWithTimeframe
@ -38,7 +37,7 @@ class DataProvider:
:param timeframe: Timeframe to get data for :param timeframe: Timeframe to get data for
:param dataframe: analyzed dataframe :param dataframe: analyzed dataframe
""" """
self.__cached_pairs[(pair, timeframe)] = (dataframe, Arrow.utcnow().datetime) self.__cached_pairs[(pair, timeframe)] = (dataframe, datetime.now(timezone.utc))
def add_pairlisthandler(self, pairlists) -> None: def add_pairlisthandler(self, pairlists) -> None:
""" """
@ -88,7 +87,8 @@ class DataProvider:
""" """
return load_pair_history(pair=pair, return load_pair_history(pair=pair,
timeframe=timeframe or self._config['timeframe'], timeframe=timeframe or self._config['timeframe'],
datadir=self._config['datadir'] datadir=self._config['datadir'],
data_format=self._config.get('dataformat_ohlcv', 'json')
) )
def get_pair_dataframe(self, pair: str, timeframe: str = None) -> DataFrame: def get_pair_dataframe(self, pair: str, timeframe: str = None) -> DataFrame:

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@ -3,14 +3,15 @@ import re
from pathlib import Path from pathlib import Path
from typing import List, Optional from typing import List, Optional
import numpy as np
import pandas as pd import pandas as pd
from freqtrade import misc from freqtrade import misc
from freqtrade.configuration import TimeRange from freqtrade.configuration import TimeRange
from freqtrade.constants import (DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS, from freqtrade.constants import (DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS,
ListPairsWithTimeframes) ListPairsWithTimeframes, TradeList)
from .idatahandler import IDataHandler, TradeList from .idatahandler import IDataHandler
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -175,7 +176,8 @@ class HDF5DataHandler(IDataHandler):
if timerange.stoptype == 'date': if timerange.stoptype == 'date':
where.append(f"timestamp < {timerange.stopts * 1e3}") where.append(f"timestamp < {timerange.stopts * 1e3}")
trades = pd.read_hdf(filename, key=key, mode="r", where=where) trades: pd.DataFrame = pd.read_hdf(filename, key=key, mode="r", where=where)
trades[['id', 'type']] = trades[['id', 'type']].replace({np.nan: None})
return trades.values.tolist() return trades.values.tolist()
def trades_purge(self, pair: str) -> bool: def trades_purge(self, pair: str) -> bool:

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@ -214,10 +214,9 @@ def _download_pair_history(datadir: Path,
data_handler.ohlcv_store(pair, timeframe, data=data) data_handler.ohlcv_store(pair, timeframe, data=data)
return True return True
except Exception as e: except Exception:
logger.error( logger.exception(
f'Failed to download history data for pair: "{pair}", timeframe: {timeframe}. ' f'Failed to download history data for pair: "{pair}", timeframe: {timeframe}.'
f'Error: {e}'
) )
return False return False
@ -304,10 +303,9 @@ def _download_trades_history(exchange: Exchange,
logger.info(f"New Amount of trades: {len(trades)}") logger.info(f"New Amount of trades: {len(trades)}")
return True return True
except Exception as e: except Exception:
logger.error( logger.exception(
f'Failed to download historic trades for pair: "{pair}". ' f'Failed to download historic trades for pair: "{pair}". '
f'Error: {e}'
) )
return False return False
@ -356,9 +354,12 @@ def convert_trades_to_ohlcv(pairs: List[str], timeframes: List[str],
if erase: if erase:
if data_handler_ohlcv.ohlcv_purge(pair, timeframe): if data_handler_ohlcv.ohlcv_purge(pair, timeframe):
logger.info(f'Deleting existing data for pair {pair}, interval {timeframe}.') logger.info(f'Deleting existing data for pair {pair}, interval {timeframe}.')
ohlcv = trades_to_ohlcv(trades, timeframe) try:
# Store ohlcv ohlcv = trades_to_ohlcv(trades, timeframe)
data_handler_ohlcv.ohlcv_store(pair, timeframe, data=ohlcv) # Store ohlcv
data_handler_ohlcv.ohlcv_store(pair, timeframe, data=ohlcv)
except ValueError:
logger.exception(f'Could not convert {pair} to OHLCV.')
def get_timerange(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]: def get_timerange(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]:

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@ -13,16 +13,13 @@ from typing import List, Optional, Type
from pandas import DataFrame from pandas import DataFrame
from freqtrade.configuration import TimeRange from freqtrade.configuration import TimeRange
from freqtrade.constants import ListPairsWithTimeframes from freqtrade.constants import ListPairsWithTimeframes, TradeList
from freqtrade.data.converter import clean_ohlcv_dataframe, trades_remove_duplicates, trim_dataframe from freqtrade.data.converter import clean_ohlcv_dataframe, trades_remove_duplicates, trim_dataframe
from freqtrade.exchange import timeframe_to_seconds from freqtrade.exchange import timeframe_to_seconds
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
# Type for trades list
TradeList = List[List]
class IDataHandler(ABC): class IDataHandler(ABC):

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@ -8,10 +8,10 @@ from pandas import DataFrame, read_json, to_datetime
from freqtrade import misc from freqtrade import misc
from freqtrade.configuration import TimeRange from freqtrade.configuration import TimeRange
from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, ListPairsWithTimeframes from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, ListPairsWithTimeframes, TradeList
from freqtrade.data.converter import trades_dict_to_list from freqtrade.data.converter import trades_dict_to_list
from .idatahandler import IDataHandler, TradeList from .idatahandler import IDataHandler
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)

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@ -87,7 +87,7 @@ class Edge:
heartbeat = self.edge_config.get('process_throttle_secs') heartbeat = self.edge_config.get('process_throttle_secs')
if (self._last_updated > 0) and ( if (self._last_updated > 0) and (
self._last_updated + heartbeat > arrow.utcnow().timestamp): self._last_updated + heartbeat > arrow.utcnow().int_timestamp):
return False return False
data: Dict[str, Any] = {} data: Dict[str, Any] = {}
@ -146,7 +146,7 @@ class Edge:
# Fill missing, calculable columns, profit, duration , abs etc. # Fill missing, calculable columns, profit, duration , abs etc.
trades_df = self._fill_calculable_fields(DataFrame(trades)) trades_df = self._fill_calculable_fields(DataFrame(trades))
self._cached_pairs = self._process_expectancy(trades_df) self._cached_pairs = self._process_expectancy(trades_df)
self._last_updated = arrow.utcnow().timestamp self._last_updated = arrow.utcnow().int_timestamp
return True return True

View File

@ -124,7 +124,8 @@ class Exchange:
# Check if all pairs are available # Check if all pairs are available
self.validate_stakecurrency(config['stake_currency']) self.validate_stakecurrency(config['stake_currency'])
self.validate_pairs(config['exchange']['pair_whitelist']) if not exchange_config.get('skip_pair_validation'):
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)) self.validate_required_startup_candles(config.get('startup_candle_count', 0))
@ -282,7 +283,7 @@ class Exchange:
asyncio.get_event_loop().run_until_complete( asyncio.get_event_loop().run_until_complete(
self._api_async.load_markets(reload=reload)) self._api_async.load_markets(reload=reload))
except ccxt.BaseError as e: except (asyncio.TimeoutError, ccxt.BaseError) as e:
logger.warning('Could not load async markets. Reason: %s', e) logger.warning('Could not load async markets. Reason: %s', e)
return return
@ -291,7 +292,7 @@ class Exchange:
try: try:
self._api.load_markets() self._api.load_markets()
self._load_async_markets() self._load_async_markets()
self._last_markets_refresh = arrow.utcnow().timestamp self._last_markets_refresh = arrow.utcnow().int_timestamp
except ccxt.BaseError as e: except ccxt.BaseError as e:
logger.warning('Unable to initialize markets. Reason: %s', e) logger.warning('Unable to initialize markets. Reason: %s', e)
@ -300,14 +301,14 @@ class Exchange:
# Check whether markets have to be reloaded # Check whether markets have to be reloaded
if (self._last_markets_refresh > 0) and ( if (self._last_markets_refresh > 0) and (
self._last_markets_refresh + self.markets_refresh_interval self._last_markets_refresh + self.markets_refresh_interval
> arrow.utcnow().timestamp): > arrow.utcnow().int_timestamp):
return None return None
logger.debug("Performing scheduled market reload..") logger.debug("Performing scheduled market reload..")
try: try:
self._api.load_markets(reload=True) self._api.load_markets(reload=True)
# Also reload async markets to avoid issues with newly listed pairs # Also reload async markets to avoid issues with newly listed pairs
self._load_async_markets(reload=True) self._load_async_markets(reload=True)
self._last_markets_refresh = arrow.utcnow().timestamp self._last_markets_refresh = arrow.utcnow().int_timestamp
except ccxt.BaseError: except ccxt.BaseError:
logger.exception("Could not reload markets.") logger.exception("Could not reload markets.")
@ -501,7 +502,7 @@ class Exchange:
'side': side, 'side': side,
'remaining': _amount, 'remaining': _amount,
'datetime': arrow.utcnow().isoformat(), 'datetime': arrow.utcnow().isoformat(),
'timestamp': int(arrow.utcnow().timestamp * 1000), 'timestamp': int(arrow.utcnow().int_timestamp * 1000),
'status': "closed" if ordertype == "market" else "open", 'status': "closed" if ordertype == "market" else "open",
'fee': None, 'fee': None,
'info': {} 'info': {}
@ -523,7 +524,7 @@ class Exchange:
'rate': self.get_fee(pair) 'rate': self.get_fee(pair)
} }
}) })
if closed_order["type"] in ["stop_loss_limit"]: if closed_order["type"] in ["stop_loss_limit", "stop-loss-limit"]:
closed_order["info"].update({"stopPrice": closed_order["price"]}) closed_order["info"].update({"stopPrice": closed_order["price"]})
self._dry_run_open_orders[closed_order["id"]] = closed_order self._dry_run_open_orders[closed_order["id"]] = closed_order
@ -678,12 +679,25 @@ class Exchange:
:param pair: Pair to download :param pair: Pair to download
:param timeframe: Timeframe to get data for :param timeframe: Timeframe to get data for
:param since_ms: Timestamp in milliseconds to get history from :param since_ms: Timestamp in milliseconds to get history from
:returns List with candle (OHLCV) data :return: List with candle (OHLCV) data
""" """
return asyncio.get_event_loop().run_until_complete( return asyncio.get_event_loop().run_until_complete(
self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe, self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe,
since_ms=since_ms)) since_ms=since_ms))
def get_historic_ohlcv_as_df(self, pair: str, timeframe: str,
since_ms: int) -> DataFrame:
"""
Minimal wrapper around get_historic_ohlcv - converting the result into a dataframe
:param pair: Pair to download
:param timeframe: Timeframe to get data for
:param since_ms: Timestamp in milliseconds to get history from
:return: OHLCV DataFrame
"""
ticks = self.get_historic_ohlcv(pair, timeframe, since_ms=since_ms)
return ohlcv_to_dataframe(ticks, timeframe, pair=pair, fill_missing=True,
drop_incomplete=self._ohlcv_partial_candle)
async def _async_get_historic_ohlcv(self, pair: str, async def _async_get_historic_ohlcv(self, pair: str,
timeframe: str, timeframe: str,
since_ms: int) -> List: since_ms: int) -> List:
@ -699,7 +713,7 @@ class Exchange:
) )
input_coroutines = [self._async_get_candle_history( input_coroutines = [self._async_get_candle_history(
pair, timeframe, since) for since in pair, timeframe, since) for since in
range(since_ms, arrow.utcnow().timestamp * 1000, one_call)] range(since_ms, arrow.utcnow().int_timestamp * 1000, one_call)]
results = await asyncio.gather(*input_coroutines, return_exceptions=True) results = await asyncio.gather(*input_coroutines, return_exceptions=True)
@ -766,7 +780,7 @@ class Exchange:
interval_in_sec = timeframe_to_seconds(timeframe) interval_in_sec = timeframe_to_seconds(timeframe)
return not ((self._pairs_last_refresh_time.get((pair, timeframe), 0) return not ((self._pairs_last_refresh_time.get((pair, timeframe), 0)
+ interval_in_sec) >= arrow.utcnow().timestamp) + interval_in_sec) >= arrow.utcnow().int_timestamp)
@retrier_async @retrier_async
async def _async_get_candle_history(self, pair: str, timeframe: str, async def _async_get_candle_history(self, pair: str, timeframe: str,

View File

@ -69,7 +69,8 @@ class Kraken(Exchange):
Verify stop_loss against stoploss-order value (limit or price) Verify stop_loss against stoploss-order value (limit or price)
Returns True if adjustment is necessary. Returns True if adjustment is necessary.
""" """
return order['type'] == 'stop-loss' and stop_loss > float(order['price']) return (order['type'] in ('stop-loss', 'stop-loss-limit')
and stop_loss > float(order['price']))
@retrier(retries=0) @retrier(retries=0)
def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict: def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
@ -77,8 +78,15 @@ class Kraken(Exchange):
Creates a stoploss market order. Creates a stoploss market order.
Stoploss market orders is the only stoploss type supported by kraken. Stoploss market orders is the only stoploss type supported by kraken.
""" """
params = self._params.copy()
ordertype = "stop-loss" if order_types.get('stoploss', 'market') == 'limit':
ordertype = "stop-loss-limit"
limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
limit_rate = stop_price * limit_price_pct
params['price2'] = self.price_to_precision(pair, limit_rate)
else:
ordertype = "stop-loss"
stop_price = self.price_to_precision(pair, stop_price) stop_price = self.price_to_precision(pair, stop_price)
@ -88,8 +96,6 @@ class Kraken(Exchange):
return dry_order return dry_order
try: try:
params = self._params.copy()
amount = self.amount_to_precision(pair, amount) amount = self.amount_to_precision(pair, amount)
order = self._api.create_order(symbol=pair, type=ordertype, side='sell', order = self._api.create_order(symbol=pair, type=ordertype, side='sell',

View File

@ -37,6 +37,13 @@ def _set_loggers(verbosity: int = 0, api_verbosity: str = 'info') -> None:
) )
def get_existing_handlers(handlertype):
"""
Returns Existing handler or None (if the handler has not yet been added to the root handlers).
"""
return next((h for h in logging.root.handlers if isinstance(h, handlertype)), None)
def setup_logging_pre() -> None: def setup_logging_pre() -> None:
""" """
Early setup for logging. Early setup for logging.
@ -71,18 +78,24 @@ def setup_logging(config: Dict[str, Any]) -> None:
# config['logfilename']), which defaults to '/dev/log', applicable for most # config['logfilename']), which defaults to '/dev/log', applicable for most
# of the systems. # of the systems.
address = (s[1], int(s[2])) if len(s) > 2 else s[1] if len(s) > 1 else '/dev/log' address = (s[1], int(s[2])) if len(s) > 2 else s[1] if len(s) > 1 else '/dev/log'
handler = SysLogHandler(address=address) handler_sl = get_existing_handlers(SysLogHandler)
if handler_sl:
logging.root.removeHandler(handler_sl)
handler_sl = SysLogHandler(address=address)
# No datetime field for logging into syslog, to allow syslog # No datetime field for logging into syslog, to allow syslog
# to perform reduction of repeating messages if this is set in the # to perform reduction of repeating messages if this is set in the
# syslog config. The messages should be equal for this. # syslog config. The messages should be equal for this.
handler.setFormatter(Formatter('%(name)s - %(levelname)s - %(message)s')) handler_sl.setFormatter(Formatter('%(name)s - %(levelname)s - %(message)s'))
logging.root.addHandler(handler) logging.root.addHandler(handler_sl)
elif s[0] == 'journald': elif s[0] == 'journald':
try: try:
from systemd.journal import JournaldLogHandler from systemd.journal import JournaldLogHandler
except ImportError: except ImportError:
raise OperationalException("You need the systemd python package be installed in " raise OperationalException("You need the systemd python package be installed in "
"order to use logging to journald.") "order to use logging to journald.")
handler_jd = get_existing_handlers(JournaldLogHandler)
if handler_jd:
logging.root.removeHandler(handler_jd)
handler_jd = JournaldLogHandler() handler_jd = JournaldLogHandler()
# No datetime field for logging into journald, to allow syslog # No datetime field for logging into journald, to allow syslog
# to perform reduction of repeating messages if this is set in the # to perform reduction of repeating messages if this is set in the
@ -90,6 +103,9 @@ def setup_logging(config: Dict[str, Any]) -> None:
handler_jd.setFormatter(Formatter('%(name)s - %(levelname)s - %(message)s')) handler_jd.setFormatter(Formatter('%(name)s - %(levelname)s - %(message)s'))
logging.root.addHandler(handler_jd) logging.root.addHandler(handler_jd)
else: else:
handler_rf = get_existing_handlers(RotatingFileHandler)
if handler_rf:
logging.root.removeHandler(handler_rf)
handler_rf = RotatingFileHandler(logfile, handler_rf = RotatingFileHandler(logfile,
maxBytes=1024 * 1024 * 10, # 10Mb maxBytes=1024 * 1024 * 10, # 10Mb
backupCount=10) backupCount=10)

View File

@ -340,7 +340,7 @@ class Backtesting:
# max_open_trades must be respected # max_open_trades must be respected
# don't open on the last row # don't open on the last row
if ((position_stacking or len(open_trades[pair]) == 0) if ((position_stacking or len(open_trades[pair]) == 0)
and max_open_trades > 0 and open_trade_count_start < max_open_trades and (max_open_trades <= 0 or open_trade_count_start < max_open_trades)
and tmp != end_date and tmp != end_date
and row[BUY_IDX] == 1 and row[SELL_IDX] != 1): and row[BUY_IDX] == 1 and row[SELL_IDX] != 1):
# Enter trade # Enter trade

View File

@ -268,9 +268,9 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
'profit_total': results['profit_percent'].sum(), 'profit_total': results['profit_percent'].sum(),
'profit_total_abs': results['profit_abs'].sum(), 'profit_total_abs': results['profit_abs'].sum(),
'backtest_start': min_date.datetime, 'backtest_start': min_date.datetime,
'backtest_start_ts': min_date.timestamp * 1000, 'backtest_start_ts': min_date.int_timestamp * 1000,
'backtest_end': max_date.datetime, 'backtest_end': max_date.datetime,
'backtest_end_ts': max_date.timestamp * 1000, 'backtest_end_ts': max_date.int_timestamp * 1000,
'backtest_days': backtest_days, 'backtest_days': backtest_days,
'trades_per_day': round(len(results) / backtest_days, 2) if backtest_days > 0 else 0, 'trades_per_day': round(len(results) / backtest_days, 2) if backtest_days > 0 else 0,
@ -396,6 +396,8 @@ def text_table_add_metrics(strat_results: Dict) -> str:
metrics = [ metrics = [
('Backtesting from', strat_results['backtest_start'].strftime(DATETIME_PRINT_FORMAT)), ('Backtesting from', strat_results['backtest_start'].strftime(DATETIME_PRINT_FORMAT)),
('Backtesting to', strat_results['backtest_end'].strftime(DATETIME_PRINT_FORMAT)), ('Backtesting to', strat_results['backtest_end'].strftime(DATETIME_PRINT_FORMAT)),
('Max open trades', strat_results['max_open_trades']),
('', ''), # Empty line to improve readability
('Total trades', strat_results['total_trades']), ('Total trades', strat_results['total_trades']),
('First trade', min_trade['open_date'].strftime(DATETIME_PRINT_FORMAT)), ('First trade', min_trade['open_date'].strftime(DATETIME_PRINT_FORMAT)),
('First trade Pair', min_trade['pair']), ('First trade Pair', min_trade['pair']),

View File

@ -37,7 +37,7 @@ class AgeFilter(IPairList):
def needstickers(self) -> bool: def needstickers(self) -> bool:
""" """
Boolean property defining if tickers are necessary. Boolean property defining if tickers are necessary.
If no Pairlist requires tickers, an empty List is passed If no Pairlist requires tickers, an empty Dict is passed
as tickers argument to filter_pairlist as tickers argument to filter_pairlist
""" """
return True return True
@ -49,7 +49,7 @@ class AgeFilter(IPairList):
return (f"{self.name} - Filtering pairs with age less than " return (f"{self.name} - Filtering pairs with age less than "
f"{self._min_days_listed} {plural(self._min_days_listed, 'day')}.") f"{self._min_days_listed} {plural(self._min_days_listed, 'day')}.")
def _validate_pair(self, ticker: dict) -> bool: def _validate_pair(self, ticker: Dict) -> bool:
""" """
Validate age for the ticker Validate age for the ticker
:param ticker: ticker dict as returned from ccxt.load_markets() :param ticker: ticker dict as returned from ccxt.load_markets()

View File

@ -68,7 +68,7 @@ class IPairList(ABC):
def needstickers(self) -> bool: def needstickers(self) -> bool:
""" """
Boolean property defining if tickers are necessary. Boolean property defining if tickers are necessary.
If no Pairlist requires tickers, an empty List is passed If no Pairlist requires tickers, an empty Dict is passed
as tickers argument to filter_pairlist as tickers argument to filter_pairlist
""" """

View File

@ -32,7 +32,7 @@ class PrecisionFilter(IPairList):
def needstickers(self) -> bool: def needstickers(self) -> bool:
""" """
Boolean property defining if tickers are necessary. Boolean property defining if tickers are necessary.
If no Pairlist requires tickers, an empty List is passed If no Pairlist requires tickers, an empty Dict is passed
as tickers argument to filter_pairlist as tickers argument to filter_pairlist
""" """
return True return True

View File

@ -35,7 +35,7 @@ class PriceFilter(IPairList):
def needstickers(self) -> bool: def needstickers(self) -> bool:
""" """
Boolean property defining if tickers are necessary. Boolean property defining if tickers are necessary.
If no Pairlist requires tickers, an empty List is passed If no Pairlist requires tickers, an empty Dict is passed
as tickers argument to filter_pairlist as tickers argument to filter_pairlist
""" """
return True return True

View File

@ -25,7 +25,7 @@ class ShuffleFilter(IPairList):
def needstickers(self) -> bool: def needstickers(self) -> bool:
""" """
Boolean property defining if tickers are necessary. Boolean property defining if tickers are necessary.
If no Pairlist requires tickers, an empty List is passed If no Pairlist requires tickers, an empty Dict is passed
as tickers argument to filter_pairlist as tickers argument to filter_pairlist
""" """
return False return False

View File

@ -24,7 +24,7 @@ class SpreadFilter(IPairList):
def needstickers(self) -> bool: def needstickers(self) -> bool:
""" """
Boolean property defining if tickers are necessary. Boolean property defining if tickers are necessary.
If no Pairlist requires tickers, an empty List is passed If no Pairlist requires tickers, an empty Dict is passed
as tickers argument to filter_pairlist as tickers argument to filter_pairlist
""" """
return True return True

View File

@ -24,11 +24,13 @@ class StaticPairList(IPairList):
raise OperationalException(f"{self.name} can only be used in the first position " raise OperationalException(f"{self.name} can only be used in the first position "
"in the list of Pairlist Handlers.") "in the list of Pairlist Handlers.")
self._allow_inactive = self._pairlistconfig.get('allow_inactive', False)
@property @property
def needstickers(self) -> bool: def needstickers(self) -> bool:
""" """
Boolean property defining if tickers are necessary. Boolean property defining if tickers are necessary.
If no Pairlist requires tickers, an empty List is passed If no Pairlist requires tickers, an empty Dict is passed
as tickers argument to filter_pairlist as tickers argument to filter_pairlist
""" """
return False return False
@ -47,7 +49,10 @@ class StaticPairList(IPairList):
:param tickers: Tickers (from exchange.get_tickers()). :param tickers: Tickers (from exchange.get_tickers()).
:return: List of pairs :return: List of pairs
""" """
return self._whitelist_for_active_markets(self._config['exchange']['pair_whitelist']) if self._allow_inactive:
return self._config['exchange']['pair_whitelist']
else:
return self._whitelist_for_active_markets(self._config['exchange']['pair_whitelist'])
def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]: def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
""" """

View File

@ -49,7 +49,7 @@ class VolumePairList(IPairList):
def needstickers(self) -> bool: def needstickers(self) -> bool:
""" """
Boolean property defining if tickers are necessary. Boolean property defining if tickers are necessary.
If no Pairlist requires tickers, an empty List is passed If no Pairlist requires tickers, an empty Dict is passed
as tickers argument to filter_pairlist as tickers argument to filter_pairlist
""" """
return True return True

View File

@ -0,0 +1,89 @@
"""
Rate of change pairlist filter
"""
import logging
from typing import Any, Dict
import arrow
from cachetools.ttl import TTLCache
from freqtrade.exceptions import OperationalException
from freqtrade.misc import plural
from freqtrade.pairlist.IPairList import IPairList
logger = logging.getLogger(__name__)
class RangeStabilityFilter(IPairList):
def __init__(self, exchange, pairlistmanager,
config: Dict[str, Any], pairlistconfig: Dict[str, Any],
pairlist_pos: int) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
self._days = pairlistconfig.get('lookback_days', 10)
self._min_rate_of_change = pairlistconfig.get('min_rate_of_change', 0.01)
self._refresh_period = pairlistconfig.get('refresh_period', 1440)
self._pair_cache: TTLCache = TTLCache(maxsize=100, ttl=self._refresh_period)
if self._days < 1:
raise OperationalException("RangeStabilityFilter requires lookback_days to be >= 1")
if self._days > exchange.ohlcv_candle_limit:
raise OperationalException("RangeStabilityFilter requires lookback_days to not "
"exceed exchange max request size "
f"({exchange.ohlcv_candle_limit})")
@property
def needstickers(self) -> bool:
"""
Boolean property defining if tickers are necessary.
If no Pairlist requires tickers, an empty List is passed
as tickers argument to filter_pairlist
"""
return True
def short_desc(self) -> str:
"""
Short whitelist method description - used for startup-messages
"""
return (f"{self.name} - Filtering pairs with rate of change below "
f"{self._min_rate_of_change} over the last {plural(self._days, 'day')}.")
def _validate_pair(self, ticker: Dict) -> bool:
"""
Validate trading range
:param ticker: ticker dict as returned from ccxt.load_markets()
:return: True if the pair can stay, False if it should be removed
"""
pair = ticker['symbol']
# Check symbol in cache
if pair in self._pair_cache:
return self._pair_cache[pair]
since_ms = int(arrow.utcnow()
.floor('day')
.shift(days=-self._days)
.float_timestamp) * 1000
daily_candles = self._exchange.get_historic_ohlcv_as_df(pair=pair,
timeframe='1d',
since_ms=since_ms)
result = False
if daily_candles is not None and not daily_candles.empty:
highest_high = daily_candles['high'].max()
lowest_low = daily_candles['low'].min()
pct_change = ((highest_high - lowest_low) / lowest_low) if lowest_low > 0 else 0
if pct_change >= self._min_rate_of_change:
result = True
else:
self.log_on_refresh(logger.info,
f"Removed {pair} from whitelist, "
f"because rate of change over {plural(self._days, 'day')} is "
f"{pct_change:.3f}, which is below the "
f"threshold of {self._min_rate_of_change}.")
result = False
self._pair_cache[pair] = result
return result

View File

@ -270,7 +270,6 @@ class Trade(_DECL_BASE):
'amount_requested': round(self.amount_requested, 8) if self.amount_requested else None, 'amount_requested': round(self.amount_requested, 8) if self.amount_requested else None,
'stake_amount': round(self.stake_amount, 8), 'stake_amount': round(self.stake_amount, 8),
'strategy': self.strategy, 'strategy': self.strategy,
'ticker_interval': self.timeframe, # DEPRECATED
'timeframe': self.timeframe, 'timeframe': self.timeframe,
'fee_open': self.fee_open, 'fee_open': self.fee_open,
@ -295,12 +294,16 @@ class Trade(_DECL_BASE):
tzinfo=timezone.utc).timestamp() * 1000) if self.close_date else None, tzinfo=timezone.utc).timestamp() * 1000) if self.close_date else None,
'close_rate': self.close_rate, 'close_rate': self.close_rate,
'close_rate_requested': self.close_rate_requested, 'close_rate_requested': self.close_rate_requested,
'close_profit': self.close_profit, 'close_profit': self.close_profit, # Deprecated
'close_profit_abs': self.close_profit_abs, 'close_profit_pct': round(self.close_profit * 100, 2) if self.close_profit else None,
'close_profit_abs': self.close_profit_abs, # Deprecated
'profit_ratio': self.close_profit,
'profit_pct': round(self.close_profit * 100, 2) if self.close_profit else None,
'profit_abs': self.close_profit_abs,
'sell_reason': self.sell_reason, 'sell_reason': self.sell_reason,
'sell_order_status': self.sell_order_status, 'sell_order_status': self.sell_order_status,
'stop_loss': self.stop_loss, # Deprecated - should not be used
'stop_loss_abs': self.stop_loss, 'stop_loss_abs': self.stop_loss,
'stop_loss_ratio': self.stop_loss_pct if self.stop_loss_pct else None, 'stop_loss_ratio': self.stop_loss_pct if self.stop_loss_pct else None,
'stop_loss_pct': (self.stop_loss_pct * 100) if self.stop_loss_pct else None, 'stop_loss_pct': (self.stop_loss_pct * 100) if self.stop_loss_pct else None,
@ -309,7 +312,6 @@ class Trade(_DECL_BASE):
if self.stoploss_last_update else None), if self.stoploss_last_update else None),
'stoploss_last_update_timestamp': int(self.stoploss_last_update.replace( 'stoploss_last_update_timestamp': int(self.stoploss_last_update.replace(
tzinfo=timezone.utc).timestamp() * 1000) if self.stoploss_last_update else None, tzinfo=timezone.utc).timestamp() * 1000) if self.stoploss_last_update else None,
'initial_stop_loss': self.initial_stop_loss, # Deprecated - should not be used
'initial_stop_loss_abs': self.initial_stop_loss, 'initial_stop_loss_abs': self.initial_stop_loss,
'initial_stop_loss_ratio': (self.initial_stop_loss_pct 'initial_stop_loss_ratio': (self.initial_stop_loss_pct
if self.initial_stop_loss_pct else None), if self.initial_stop_loss_pct else None),
@ -395,7 +397,7 @@ class Trade(_DECL_BASE):
if self.is_open: if self.is_open:
logger.info(f'{order_type.upper()}_SELL has been fulfilled for {self}.') logger.info(f'{order_type.upper()}_SELL has been fulfilled for {self}.')
self.close(safe_value_fallback(order, 'average', 'price')) self.close(safe_value_fallback(order, 'average', 'price'))
elif order_type in ('stop_loss_limit', 'stop-loss', 'stop'): elif order_type in ('stop_loss_limit', 'stop-loss', 'stop-loss-limit', 'stop'):
self.stoploss_order_id = None self.stoploss_order_id = None
self.close_rate_requested = self.stop_loss self.close_rate_requested = self.stop_loss
if self.is_open: if self.is_open:

View File

@ -9,9 +9,9 @@ from freqtrade.data.btanalysis import (calculate_max_drawdown, combine_dataframe
create_cum_profit, extract_trades_of_period, load_trades) create_cum_profit, extract_trades_of_period, load_trades)
from freqtrade.data.converter import trim_dataframe from freqtrade.data.converter import trim_dataframe
from freqtrade.data.dataprovider import DataProvider from freqtrade.data.dataprovider import DataProvider
from freqtrade.data.history import load_data from freqtrade.data.history import get_timerange, load_data
from freqtrade.exceptions import OperationalException from freqtrade.exceptions import OperationalException
from freqtrade.exchange import timeframe_to_prev_date from freqtrade.exchange import timeframe_to_prev_date, timeframe_to_seconds
from freqtrade.misc import pair_to_filename from freqtrade.misc import pair_to_filename
from freqtrade.resolvers import ExchangeResolver, StrategyResolver from freqtrade.resolvers import ExchangeResolver, StrategyResolver
from freqtrade.strategy import IStrategy from freqtrade.strategy import IStrategy
@ -29,7 +29,7 @@ except ImportError:
exit(1) exit(1)
def init_plotscript(config): def init_plotscript(config, startup_candles: int = 0):
""" """
Initialize objects needed for plotting Initialize objects needed for plotting
:return: Dict with candle (OHLCV) data, trades and pairs :return: Dict with candle (OHLCV) data, trades and pairs
@ -48,9 +48,16 @@ def init_plotscript(config):
pairs=pairs, pairs=pairs,
timeframe=config.get('timeframe', '5m'), timeframe=config.get('timeframe', '5m'),
timerange=timerange, timerange=timerange,
startup_candles=startup_candles,
data_format=config.get('dataformat_ohlcv', 'json'), data_format=config.get('dataformat_ohlcv', 'json'),
) )
if startup_candles:
min_date, max_date = get_timerange(data)
logger.info(f"Loading data from {min_date} to {max_date}")
timerange.adjust_start_if_necessary(timeframe_to_seconds(config.get('timeframe', '5m')),
startup_candles, min_date)
no_trades = False no_trades = False
filename = config.get('exportfilename') filename = config.get('exportfilename')
if config.get('no_trades', False): if config.get('no_trades', False):
@ -72,6 +79,7 @@ def init_plotscript(config):
return {"ohlcv": data, return {"ohlcv": data,
"trades": trades, "trades": trades,
"pairs": pairs, "pairs": pairs,
"timerange": timerange,
} }
@ -474,7 +482,8 @@ def load_and_plot_trades(config: Dict[str, Any]):
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config) exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config)
IStrategy.dp = DataProvider(config, exchange) IStrategy.dp = DataProvider(config, exchange)
plot_elements = init_plotscript(config) plot_elements = init_plotscript(config, strategy.startup_candle_count)
timerange = plot_elements['timerange']
trades = plot_elements['trades'] trades = plot_elements['trades']
pair_counter = 0 pair_counter = 0
for pair, data in plot_elements["ohlcv"].items(): for pair, data in plot_elements["ohlcv"].items():
@ -482,6 +491,7 @@ def load_and_plot_trades(config: Dict[str, Any]):
logger.info("analyse pair %s", pair) logger.info("analyse pair %s", pair)
df_analyzed = strategy.analyze_ticker(data, {'pair': pair}) df_analyzed = strategy.analyze_ticker(data, {'pair': pair})
df_analyzed = trim_dataframe(df_analyzed, timerange)
trades_pair = trades.loc[trades['pair'] == pair] trades_pair = trades.loc[trades['pair'] == pair]
trades_pair = extract_trades_of_period(df_analyzed, trades_pair) trades_pair = extract_trades_of_period(df_analyzed, trades_pair)

View File

@ -329,7 +329,7 @@ class ApiServer(RPC):
""" """
Prints the bot's version Prints the bot's version
""" """
return jsonify(self._rpc_show_config(self._config)) return jsonify(RPC._rpc_show_config(self._config, self._freqtrade.state))
@require_login @require_login
@rpc_catch_errors @rpc_catch_errors
@ -508,6 +508,8 @@ class ApiServer(RPC):
""" """
asset = request.json.get("pair") asset = request.json.get("pair")
price = request.json.get("price", None) price = request.json.get("price", None)
price = float(price) if price is not None else price
trade = self._rpc_forcebuy(asset, price) trade = self._rpc_forcebuy(asset, price)
if trade: if trade:
return jsonify(trade.to_json()) return jsonify(trade.to_json())

View File

@ -93,7 +93,8 @@ class RPC:
def send_msg(self, msg: Dict[str, str]) -> None: def send_msg(self, msg: Dict[str, str]) -> None:
""" Sends a message to all registered rpc modules """ """ Sends a message to all registered rpc modules """
def _rpc_show_config(self, config) -> Dict[str, Any]: @staticmethod
def _rpc_show_config(config, botstate: State) -> Dict[str, Any]:
""" """
Return a dict of config options. Return a dict of config options.
Explicitly does NOT return the full config to avoid leakage of sensitive Explicitly does NOT return the full config to avoid leakage of sensitive
@ -104,22 +105,24 @@ class RPC:
'stake_currency': config['stake_currency'], 'stake_currency': config['stake_currency'],
'stake_amount': config['stake_amount'], 'stake_amount': config['stake_amount'],
'max_open_trades': config['max_open_trades'], 'max_open_trades': config['max_open_trades'],
'minimal_roi': config['minimal_roi'].copy(), 'minimal_roi': config['minimal_roi'].copy() if 'minimal_roi' in config else {},
'stoploss': config['stoploss'], 'stoploss': config.get('stoploss'),
'trailing_stop': config['trailing_stop'], 'trailing_stop': config.get('trailing_stop'),
'trailing_stop_positive': config.get('trailing_stop_positive'), 'trailing_stop_positive': config.get('trailing_stop_positive'),
'trailing_stop_positive_offset': config.get('trailing_stop_positive_offset'), 'trailing_stop_positive_offset': config.get('trailing_stop_positive_offset'),
'trailing_only_offset_is_reached': config.get('trailing_only_offset_is_reached'), 'trailing_only_offset_is_reached': config.get('trailing_only_offset_is_reached'),
'ticker_interval': config['timeframe'], # DEPRECATED 'timeframe': config.get('timeframe'),
'timeframe': config['timeframe'], 'timeframe_ms': timeframe_to_msecs(config['timeframe']
'timeframe_ms': timeframe_to_msecs(config['timeframe']), ) if 'timeframe' in config else '',
'timeframe_min': timeframe_to_minutes(config['timeframe']), 'timeframe_min': timeframe_to_minutes(config['timeframe']
) if 'timeframe' in config else '',
'exchange': config['exchange']['name'], 'exchange': config['exchange']['name'],
'strategy': config['strategy'], 'strategy': config['strategy'],
'forcebuy_enabled': config.get('forcebuy_enable', False), 'forcebuy_enabled': config.get('forcebuy_enable', False),
'ask_strategy': config.get('ask_strategy', {}), 'ask_strategy': config.get('ask_strategy', {}),
'bid_strategy': config.get('bid_strategy', {}), 'bid_strategy': config.get('bid_strategy', {}),
'state': str(self._freqtrade.state) if self._freqtrade else '', 'state': str(botstate),
'runmode': config['runmode'].value
} }
return val return val
@ -152,17 +155,18 @@ class RPC:
stoploss_current_dist = trade.stop_loss - current_rate stoploss_current_dist = trade.stop_loss - current_rate
stoploss_current_dist_ratio = stoploss_current_dist / current_rate stoploss_current_dist_ratio = stoploss_current_dist / current_rate
fmt_close_profit = (f'{round(trade.close_profit * 100, 2):.2f}%'
if trade.close_profit is not None else None)
trade_dict = trade.to_json() trade_dict = trade.to_json()
trade_dict.update(dict( trade_dict.update(dict(
base_currency=self._freqtrade.config['stake_currency'], base_currency=self._freqtrade.config['stake_currency'],
close_profit=trade.close_profit if trade.close_profit is not None else None, close_profit=trade.close_profit if trade.close_profit is not None else None,
close_profit_pct=fmt_close_profit,
current_rate=current_rate, current_rate=current_rate,
current_profit=current_profit, current_profit=current_profit, # Deprectated
current_profit_pct=round(current_profit * 100, 2), current_profit_pct=round(current_profit * 100, 2), # Deprectated
current_profit_abs=current_profit_abs, current_profit_abs=current_profit_abs, # Deprectated
profit_ratio=current_profit,
profit_pct=round(current_profit * 100, 2),
profit_abs=current_profit_abs,
stoploss_current_dist=stoploss_current_dist, stoploss_current_dist=stoploss_current_dist,
stoploss_current_dist_ratio=round(stoploss_current_dist_ratio, 8), stoploss_current_dist_ratio=round(stoploss_current_dist_ratio, 8),
stoploss_current_dist_pct=round(stoploss_current_dist_ratio * 100, 2), stoploss_current_dist_pct=round(stoploss_current_dist_ratio * 100, 2),
@ -520,7 +524,7 @@ class RPC:
stake_currency = self._freqtrade.config.get('stake_currency') stake_currency = self._freqtrade.config.get('stake_currency')
if not self._freqtrade.exchange.get_pair_quote_currency(pair) == stake_currency: if not self._freqtrade.exchange.get_pair_quote_currency(pair) == stake_currency:
raise RPCException( raise RPCException(
f'Wrong pair selected. Please pairs with stake {stake_currency} pairs only') f'Wrong pair selected. Only pairs with stake-currency {stake_currency} allowed.')
# check if valid pair # check if valid pair
# check if pair already has an open pair # check if pair already has an open pair
@ -601,8 +605,6 @@ class RPC:
def _rpc_locks(self) -> Dict[str, Any]: def _rpc_locks(self) -> Dict[str, Any]:
""" Returns the current locks""" """ Returns the current locks"""
if self._freqtrade.state != State.RUNNING:
raise RPCException('trader is not running')
locks = PairLocks.get_pair_locks(None) locks = PairLocks.get_pair_locks(None)
return { return {

View File

@ -247,18 +247,17 @@ class Telegram(RPC):
"*Open Rate:* `{open_rate:.8f}`", "*Open Rate:* `{open_rate:.8f}`",
"*Close Rate:* `{close_rate}`" if r['close_rate'] else "", "*Close Rate:* `{close_rate}`" if r['close_rate'] else "",
"*Current Rate:* `{current_rate:.8f}`", "*Current Rate:* `{current_rate:.8f}`",
("*Close Profit:* `{close_profit_pct}`" ("*Current Profit:* " if r['is_open'] else "*Close Profit: *")
if r['close_profit_pct'] is not None else ""), + "`{profit_pct:.2f}%`",
"*Current Profit:* `{current_profit_pct:.2f}%`",
] ]
if (r['stop_loss'] != r['initial_stop_loss'] if (r['stop_loss_abs'] != r['initial_stop_loss_abs']
and r['initial_stop_loss_pct'] is not None): and r['initial_stop_loss_pct'] is not None):
# Adding initial stoploss only if it is different from stoploss # Adding initial stoploss only if it is different from stoploss
lines.append("*Initial Stoploss:* `{initial_stop_loss:.8f}` " lines.append("*Initial Stoploss:* `{initial_stop_loss_abs:.8f}` "
"`({initial_stop_loss_pct:.2f}%)`") "`({initial_stop_loss_pct:.2f}%)`")
# Adding stoploss and stoploss percentage only if it is not None # Adding stoploss and stoploss percentage only if it is not None
lines.append("*Stoploss:* `{stop_loss:.8f}` " + lines.append("*Stoploss:* `{stop_loss_abs:.8f}` " +
("`({stop_loss_pct:.2f}%)`" if r['stop_loss_pct'] else "")) ("`({stop_loss_pct:.2f}%)`" if r['stop_loss_pct'] else ""))
lines.append("*Stoploss distance:* `{stoploss_current_dist:.8f}` " lines.append("*Stoploss distance:* `{stoploss_current_dist:.8f}` "
"`({stoploss_current_dist_pct:.2f}%)`") "`({stoploss_current_dist_pct:.2f}%)`")
@ -776,7 +775,8 @@ class Telegram(RPC):
:param update: message update :param update: message update
:return: None :return: None
""" """
val = self._rpc_show_config(self._freqtrade.config) val = RPC._rpc_show_config(self._freqtrade.config, self._freqtrade.state)
if val['trailing_stop']: if val['trailing_stop']:
sl_info = ( sl_info = (
f"*Initial Stoploss:* `{val['stoploss']}`\n" f"*Initial Stoploss:* `{val['stoploss']}`\n"

View File

@ -63,7 +63,7 @@ class {{ strategy }}(IStrategy):
ignore_roi_if_buy_signal = False ignore_roi_if_buy_signal = False
# Number of candles the strategy requires before producing valid signals # Number of candles the strategy requires before producing valid signals
startup_candle_count: int = 20 startup_candle_count: int = 30
# Optional order type mapping. # Optional order type mapping.
order_types = { order_types = {

View File

@ -64,7 +64,7 @@ class SampleStrategy(IStrategy):
ignore_roi_if_buy_signal = False ignore_roi_if_buy_signal = False
# Number of candles the strategy requires before producing valid signals # Number of candles the strategy requires before producing valid signals
startup_candle_count: int = 20 startup_candle_count: int = 30
# Optional order type mapping. # Optional order type mapping.
order_types = { order_types = {
@ -184,6 +184,8 @@ class SampleStrategy(IStrategy):
dataframe['fastk'] = stoch_fast['fastk'] dataframe['fastk'] = stoch_fast['fastk']
# # Stochastic RSI # # Stochastic RSI
# Please read https://github.com/freqtrade/freqtrade/issues/2961 before using this.
# STOCHRSI is NOT aligned with tradingview, which may result in non-expected results.
# stoch_rsi = ta.STOCHRSI(dataframe) # stoch_rsi = ta.STOCHRSI(dataframe)
# dataframe['fastd_rsi'] = stoch_rsi['fastd'] # dataframe['fastd_rsi'] = stoch_rsi['fastd']
# dataframe['fastk_rsi'] = stoch_rsi['fastk'] # dataframe['fastk_rsi'] = stoch_rsi['fastk']

View File

@ -62,6 +62,8 @@ dataframe['fastd'] = stoch_fast['fastd']
dataframe['fastk'] = stoch_fast['fastk'] dataframe['fastk'] = stoch_fast['fastk']
# # Stochastic RSI # # Stochastic RSI
# Please read https://github.com/freqtrade/freqtrade/issues/2961 before using this.
# STOCHRSI is NOT aligned with tradingview, which may result in non-expected results.
# stoch_rsi = ta.STOCHRSI(dataframe) # stoch_rsi = ta.STOCHRSI(dataframe)
# dataframe['fastd_rsi'] = stoch_rsi['fastd'] # dataframe['fastd_rsi'] = stoch_rsi['fastd']
# dataframe['fastk_rsi'] = stoch_rsi['fastk'] # dataframe['fastk_rsi'] = stoch_rsi['fastk']

View File

@ -108,13 +108,13 @@ class Wallets:
for trading operations, the latest balance is needed. for trading operations, the latest balance is needed.
:param require_update: Allow skipping an update if balances were recently refreshed :param require_update: Allow skipping an update if balances were recently refreshed
""" """
if (require_update or (self._last_wallet_refresh + 3600 < arrow.utcnow().timestamp)): if (require_update or (self._last_wallet_refresh + 3600 < arrow.utcnow().int_timestamp)):
if self._config['dry_run']: if self._config['dry_run']:
self._update_dry() self._update_dry()
else: else:
self._update_live() self._update_live()
logger.info('Wallets synced.') logger.info('Wallets synced.')
self._last_wallet_refresh = arrow.utcnow().timestamp self._last_wallet_refresh = arrow.utcnow().int_timestamp
def get_all_balances(self) -> Dict[str, Any]: def get_all_balances(self) -> Dict[str, Any]:
return self._wallets return self._wallets

View File

@ -20,13 +20,13 @@ nav:
- Hyperopt: hyperopt.md - Hyperopt: hyperopt.md
- Edge Positioning: edge.md - Edge Positioning: edge.md
- Utility Subcommands: utils.md - Utility Subcommands: utils.md
- Exchange-specific Notes: exchanges.md
- FAQ: faq.md - FAQ: faq.md
- Data Analysis: - Data Analysis:
- Jupyter Notebooks: data-analysis.md - Jupyter Notebooks: data-analysis.md
- 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
- Exchange-specific Notes: exchanges.md
- Advanced Post-installation Tasks: advanced-setup.md - Advanced Post-installation Tasks: advanced-setup.md
- Advanced Strategy: strategy-advanced.md - Advanced Strategy: strategy-advanced.md
- Advanced Hyperopt: advanced-hyperopt.md - Advanced Hyperopt: advanced-hyperopt.md

View File

@ -3,12 +3,12 @@
-r requirements-plot.txt -r requirements-plot.txt
-r requirements-hyperopt.txt -r requirements-hyperopt.txt
coveralls==2.1.2 coveralls==2.2.0
flake8==3.8.4 flake8==3.8.4
flake8-type-annotations==0.1.0 flake8-type-annotations==0.1.0
flake8-tidy-imports==4.1.0 flake8-tidy-imports==4.1.0
mypy==0.790 mypy==0.790
pytest==6.1.1 pytest==6.1.2
pytest-asyncio==0.14.0 pytest-asyncio==0.14.0
pytest-cov==2.10.1 pytest-cov==2.10.1
pytest-mock==3.3.1 pytest-mock==3.3.1

View File

@ -2,7 +2,7 @@
-r requirements.txt -r requirements.txt
# Required for hyperopt # Required for hyperopt
scipy==1.5.3 scipy==1.5.4
scikit-learn==0.23.2 scikit-learn==0.23.2
scikit-optimize==0.8.1 scikit-optimize==0.8.1
filelock==3.0.12 filelock==3.0.12

View File

@ -1,14 +1,14 @@
numpy==1.19.2 numpy==1.19.4
pandas==1.1.3 pandas==1.1.4
ccxt==1.36.85 ccxt==1.38.13
aiohttp==3.7.1 aiohttp==3.7.3
SQLAlchemy==1.3.20 SQLAlchemy==1.3.20
python-telegram-bot==13.0 python-telegram-bot==13.0
arrow==0.17.0 arrow==0.17.0
cachetools==4.1.1 cachetools==4.1.1
requests==2.24.0 requests==2.25.0
urllib3==1.25.11 urllib3==1.26.2
wrapt==1.12.1 wrapt==1.12.1
jsonschema==3.2.0 jsonschema==3.2.0
TA-Lib==0.4.19 TA-Lib==0.4.19
@ -22,18 +22,18 @@ blosc==1.9.2
py_find_1st==1.1.4 py_find_1st==1.1.4
# Load ticker files 30% faster # Load ticker files 30% faster
python-rapidjson==0.9.3 python-rapidjson==0.9.4
# Notify systemd # Notify systemd
sdnotify==0.3.2 sdnotify==0.3.2
# Api server # Api server
flask==1.1.2 flask==1.1.2
flask-jwt-extended==3.24.1 flask-jwt-extended==3.25.0
flask-cors==3.0.9 flask-cors==3.0.9
# Support for colorized terminal output # Support for colorized terminal output
colorama==0.4.4 colorama==0.4.4
# Building config files interactively # Building config files interactively
questionary==1.7.0 questionary==1.8.1
prompt-toolkit==3.0.8 prompt-toolkit==3.0.8

View File

@ -69,7 +69,7 @@ setup(name='freqtrade',
'ccxt>=1.24.96', 'ccxt>=1.24.96',
'SQLAlchemy', 'SQLAlchemy',
'python-telegram-bot', 'python-telegram-bot',
'arrow', 'arrow>=0.17.0',
'cachetools', 'cachetools',
'requests', 'requests',
'urllib3', 'urllib3',

View File

@ -601,7 +601,7 @@ def test_download_data_timerange(mocker, caplog, markets):
start_download_data(get_args(args)) start_download_data(get_args(args))
assert dl_mock.call_count == 1 assert dl_mock.call_count == 1
# 20days ago # 20days ago
days_ago = arrow.get(arrow.utcnow().shift(days=-20).date()).timestamp days_ago = arrow.get(arrow.utcnow().shift(days=-20).date()).int_timestamp
assert dl_mock.call_args_list[0][1]['timerange'].startts == days_ago assert dl_mock.call_args_list[0][1]['timerange'].startts == days_ago
dl_mock.reset_mock() dl_mock.reset_mock()
@ -614,7 +614,8 @@ def test_download_data_timerange(mocker, caplog, markets):
start_download_data(get_args(args)) start_download_data(get_args(args))
assert dl_mock.call_count == 1 assert dl_mock.call_count == 1
assert dl_mock.call_args_list[0][1]['timerange'].startts == arrow.Arrow(2020, 1, 1).timestamp assert dl_mock.call_args_list[0][1]['timerange'].startts == arrow.Arrow(
2020, 1, 1).int_timestamp
def test_download_data_no_markets(mocker, caplog): def test_download_data_no_markets(mocker, caplog):

View File

@ -792,7 +792,7 @@ def limit_buy_order_open():
'side': 'buy', 'side': 'buy',
'symbol': 'mocked', 'symbol': 'mocked',
'datetime': arrow.utcnow().isoformat(), 'datetime': arrow.utcnow().isoformat(),
'timestamp': arrow.utcnow().timestamp, 'timestamp': arrow.utcnow().int_timestamp,
'price': 0.00001099, 'price': 0.00001099,
'amount': 90.99181073, 'amount': 90.99181073,
'filled': 0.0, 'filled': 0.0,
@ -911,7 +911,7 @@ def limit_buy_order_canceled_empty(request):
'info': {}, 'info': {},
'id': '1234512345', 'id': '1234512345',
'clientOrderId': None, 'clientOrderId': None,
'timestamp': arrow.utcnow().shift(minutes=-601).timestamp, 'timestamp': arrow.utcnow().shift(minutes=-601).int_timestamp,
'datetime': arrow.utcnow().shift(minutes=-601).isoformat(), 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
'lastTradeTimestamp': None, 'lastTradeTimestamp': None,
'symbol': 'LTC/USDT', 'symbol': 'LTC/USDT',
@ -932,7 +932,7 @@ def limit_buy_order_canceled_empty(request):
'info': {}, 'info': {},
'id': 'AZNPFF-4AC4N-7MKTAT', 'id': 'AZNPFF-4AC4N-7MKTAT',
'clientOrderId': None, 'clientOrderId': None,
'timestamp': arrow.utcnow().shift(minutes=-601).timestamp, 'timestamp': arrow.utcnow().shift(minutes=-601).int_timestamp,
'datetime': arrow.utcnow().shift(minutes=-601).isoformat(), 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
'lastTradeTimestamp': None, 'lastTradeTimestamp': None,
'status': 'canceled', 'status': 'canceled',
@ -953,7 +953,7 @@ def limit_buy_order_canceled_empty(request):
'info': {}, 'info': {},
'id': '1234512345', 'id': '1234512345',
'clientOrderId': 'alb1234123', 'clientOrderId': 'alb1234123',
'timestamp': arrow.utcnow().shift(minutes=-601).timestamp, 'timestamp': arrow.utcnow().shift(minutes=-601).int_timestamp,
'datetime': arrow.utcnow().shift(minutes=-601).isoformat(), 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
'lastTradeTimestamp': None, 'lastTradeTimestamp': None,
'symbol': 'LTC/USDT', 'symbol': 'LTC/USDT',
@ -974,7 +974,7 @@ def limit_buy_order_canceled_empty(request):
'info': {}, 'info': {},
'id': '1234512345', 'id': '1234512345',
'clientOrderId': 'alb1234123', 'clientOrderId': 'alb1234123',
'timestamp': arrow.utcnow().shift(minutes=-601).timestamp, 'timestamp': arrow.utcnow().shift(minutes=-601).int_timestamp,
'datetime': arrow.utcnow().shift(minutes=-601).isoformat(), 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
'lastTradeTimestamp': None, 'lastTradeTimestamp': None,
'symbol': 'LTC/USDT', 'symbol': 'LTC/USDT',
@ -1000,7 +1000,7 @@ def limit_sell_order_open():
'side': 'sell', 'side': 'sell',
'pair': 'mocked', 'pair': 'mocked',
'datetime': arrow.utcnow().isoformat(), 'datetime': arrow.utcnow().isoformat(),
'timestamp': arrow.utcnow().timestamp, 'timestamp': arrow.utcnow().int_timestamp,
'price': 0.00001173, 'price': 0.00001173,
'amount': 90.99181073, 'amount': 90.99181073,
'filled': 0.0, 'filled': 0.0,

View File

@ -1,10 +1,13 @@
# pragma pylint: disable=missing-docstring, C0103 # pragma pylint: disable=missing-docstring, C0103
import logging import logging
import pytest
from freqtrade.configuration.timerange import TimeRange from freqtrade.configuration.timerange import TimeRange
from freqtrade.data.converter import (convert_ohlcv_format, convert_trades_format, from freqtrade.data.converter import (convert_ohlcv_format, convert_trades_format,
ohlcv_fill_up_missing_data, ohlcv_to_dataframe, ohlcv_fill_up_missing_data, ohlcv_to_dataframe,
trades_dict_to_list, trades_remove_duplicates, trim_dataframe) trades_dict_to_list, trades_remove_duplicates,
trades_to_ohlcv, trim_dataframe)
from freqtrade.data.history import (get_timerange, load_data, load_pair_history, from freqtrade.data.history import (get_timerange, load_data, load_pair_history,
validate_backtest_data) validate_backtest_data)
from tests.conftest import log_has from tests.conftest import log_has
@ -26,6 +29,28 @@ def test_ohlcv_to_dataframe(ohlcv_history_list, caplog):
assert log_has('Converting candle (OHLCV) data to dataframe for pair UNITTEST/BTC.', caplog) assert log_has('Converting candle (OHLCV) data to dataframe for pair UNITTEST/BTC.', caplog)
def test_trades_to_ohlcv(ohlcv_history_list, caplog):
caplog.set_level(logging.DEBUG)
with pytest.raises(ValueError, match="Trade-list empty."):
trades_to_ohlcv([], '1m')
trades = [
[1570752011620, "13519807", None, "sell", 0.00141342, 23.0, 0.03250866],
[1570752011620, "13519808", None, "sell", 0.00141266, 54.0, 0.07628364],
[1570752017964, "13519809", None, "sell", 0.00141266, 8.0, 0.01130128]]
df = trades_to_ohlcv(trades, '1m')
assert not df.empty
assert len(df) == 1
assert 'open' in df.columns
assert 'high' in df.columns
assert 'low' in df.columns
assert 'close' in df.columns
assert df.loc[:, 'high'][0] == 0.00141342
assert df.loc[:, 'low'][0] == 0.00141266
def test_ohlcv_fill_up_missing_data(testdatadir, caplog): def test_ohlcv_fill_up_missing_data(testdatadir, caplog):
data = load_pair_history(datadir=testdatadir, data = load_pair_history(datadir=testdatadir,
timeframe='1m', timeframe='1m',

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@ -52,6 +52,31 @@ def test_historic_ohlcv(mocker, default_conf, ohlcv_history):
assert historymock.call_args_list[0][1]["timeframe"] == "5m" assert historymock.call_args_list[0][1]["timeframe"] == "5m"
def test_historic_ohlcv_dataformat(mocker, default_conf, ohlcv_history):
hdf5loadmock = MagicMock(return_value=ohlcv_history)
jsonloadmock = MagicMock(return_value=ohlcv_history)
mocker.patch("freqtrade.data.history.hdf5datahandler.HDF5DataHandler._ohlcv_load", hdf5loadmock)
mocker.patch("freqtrade.data.history.jsondatahandler.JsonDataHandler._ohlcv_load", jsonloadmock)
default_conf["runmode"] = RunMode.BACKTEST
exchange = get_patched_exchange(mocker, default_conf)
dp = DataProvider(default_conf, exchange)
data = dp.historic_ohlcv("UNITTEST/BTC", "5m")
assert isinstance(data, DataFrame)
hdf5loadmock.assert_not_called()
jsonloadmock.assert_called_once()
# Swiching to dataformat hdf5
hdf5loadmock.reset_mock()
jsonloadmock.reset_mock()
default_conf["dataformat_ohlcv"] = "hdf5"
dp = DataProvider(default_conf, exchange)
data = dp.historic_ohlcv("UNITTEST/BTC", "5m")
assert isinstance(data, DataFrame)
hdf5loadmock.assert_called_once()
jsonloadmock.assert_not_called()
def test_get_pair_dataframe(mocker, default_conf, ohlcv_history): def test_get_pair_dataframe(mocker, default_conf, ohlcv_history):
default_conf["runmode"] = RunMode.DRY_RUN default_conf["runmode"] = RunMode.DRY_RUN
timeframe = default_conf["timeframe"] timeframe = default_conf["timeframe"]

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@ -312,10 +312,7 @@ def test_download_backtesting_data_exception(ohlcv_history, mocker, caplog,
# clean files freshly downloaded # clean files freshly downloaded
_clean_test_file(file1_1) _clean_test_file(file1_1)
_clean_test_file(file1_5) _clean_test_file(file1_5)
assert log_has( assert log_has('Failed to download history data for pair: "MEME/BTC", timeframe: 1m.', caplog)
'Failed to download history data for pair: "MEME/BTC", timeframe: 1m. '
'Error: File Error', caplog
)
def test_load_partial_missing(testdatadir, caplog) -> None: def test_load_partial_missing(testdatadir, caplog) -> None:
@ -323,7 +320,7 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
start = arrow.get('2018-01-01T00:00:00') start = arrow.get('2018-01-01T00:00:00')
end = arrow.get('2018-01-11T00:00:00') end = arrow.get('2018-01-11T00:00:00')
data = load_data(testdatadir, '5m', ['UNITTEST/BTC'], startup_candles=20, data = load_data(testdatadir, '5m', ['UNITTEST/BTC'], startup_candles=20,
timerange=TimeRange('date', 'date', start.timestamp, end.timestamp)) timerange=TimeRange('date', 'date', start.int_timestamp, end.int_timestamp))
assert log_has( assert log_has(
'Using indicator startup period: 20 ...', caplog 'Using indicator startup period: 20 ...', caplog
) )
@ -339,7 +336,7 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
start = arrow.get('2018-01-10T00:00:00') start = arrow.get('2018-01-10T00:00:00')
end = arrow.get('2018-02-20T00:00:00') end = arrow.get('2018-02-20T00:00:00')
data = load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'], data = load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'],
timerange=TimeRange('date', 'date', start.timestamp, end.timestamp)) timerange=TimeRange('date', 'date', start.int_timestamp, end.int_timestamp))
# timedifference in 5 minutes # timedifference in 5 minutes
td = ((end - start).total_seconds() // 60 // 5) + 1 td = ((end - start).total_seconds() // 60 // 5) + 1
assert td != len(data['UNITTEST/BTC']) assert td != len(data['UNITTEST/BTC'])
@ -620,6 +617,12 @@ def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog):
_clean_test_file(file1) _clean_test_file(file1)
_clean_test_file(file5) _clean_test_file(file5)
assert not log_has('Could not convert NoDatapair to OHLCV.', caplog)
convert_trades_to_ohlcv(['NoDatapair'], timeframes=['1m', '5m'],
datadir=testdatadir, timerange=tr, erase=True)
assert log_has('Could not convert NoDatapair to OHLCV.', caplog)
def test_datahandler_ohlcv_get_pairs(testdatadir): def test_datahandler_ohlcv_get_pairs(testdatadir):
pairs = JsonDataHandler.ohlcv_get_pairs(testdatadir, '5m') pairs = JsonDataHandler.ohlcv_get_pairs(testdatadir, '5m')
@ -724,6 +727,8 @@ def test_hdf5datahandler_trades_load(testdatadir):
trades2 = dh._trades_load('XRP/ETH', timerange) trades2 = dh._trades_load('XRP/ETH', timerange)
assert len(trades) > len(trades2) assert len(trades) > len(trades2)
# Check that ID is None (If it's nan, it's wrong)
assert trades2[0][2] is None
# unfiltered load has trades before starttime # unfiltered load has trades before starttime
assert len([t for t in trades if t[0] < timerange.startts * 1000]) >= 0 assert len([t for t in trades if t[0] < timerange.startts * 1000]) >= 0

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@ -50,7 +50,7 @@ def _build_dataframe(buy_ohlc_sell_matrice):
'date': tests_start_time.shift( 'date': tests_start_time.shift(
minutes=( minutes=(
ohlc[0] * ohlc[0] *
timeframe_in_minute)).timestamp * timeframe_in_minute)).int_timestamp *
1000, 1000,
'buy': ohlc[1], 'buy': ohlc[1],
'open': ohlc[2], 'open': ohlc[2],
@ -71,7 +71,7 @@ def _build_dataframe(buy_ohlc_sell_matrice):
def _time_on_candle(number): def _time_on_candle(number):
return np.datetime64(tests_start_time.shift( return np.datetime64(tests_start_time.shift(
minutes=(number * timeframe_in_minute)).timestamp * 1000, 'ms') minutes=(number * timeframe_in_minute)).int_timestamp * 1000, 'ms')
# End helper functions # End helper functions
@ -251,7 +251,7 @@ def test_edge_heartbeat_calculate(mocker, edge_conf):
heartbeat = edge_conf['edge']['process_throttle_secs'] heartbeat = edge_conf['edge']['process_throttle_secs']
# should not recalculate if heartbeat not reached # should not recalculate if heartbeat not reached
edge._last_updated = arrow.utcnow().timestamp - heartbeat + 1 edge._last_updated = arrow.utcnow().int_timestamp - heartbeat + 1
assert edge.calculate() is False assert edge.calculate() is False
@ -263,7 +263,7 @@ def mocked_load_data(datadir, pairs=[], timeframe='0m',
NEOBTC = [ NEOBTC = [
[ [
tests_start_time.shift(minutes=(x * timeframe_in_minute)).timestamp * 1000, tests_start_time.shift(minutes=(x * timeframe_in_minute)).int_timestamp * 1000,
math.sin(x * hz) / 1000 + base, math.sin(x * hz) / 1000 + base,
math.sin(x * hz) / 1000 + base + 0.0001, math.sin(x * hz) / 1000 + base + 0.0001,
math.sin(x * hz) / 1000 + base - 0.0001, math.sin(x * hz) / 1000 + base - 0.0001,
@ -275,7 +275,7 @@ def mocked_load_data(datadir, pairs=[], timeframe='0m',
base = 0.002 base = 0.002
LTCBTC = [ LTCBTC = [
[ [
tests_start_time.shift(minutes=(x * timeframe_in_minute)).timestamp * 1000, tests_start_time.shift(minutes=(x * timeframe_in_minute)).int_timestamp * 1000,
math.sin(x * hz) / 1000 + base, math.sin(x * hz) / 1000 + base,
math.sin(x * hz) / 1000 + base + 0.0001, math.sin(x * hz) / 1000 + base + 0.0001,
math.sin(x * hz) / 1000 + base - 0.0001, math.sin(x * hz) / 1000 + base - 0.0001,
@ -299,7 +299,7 @@ def test_edge_process_downloaded_data(mocker, edge_conf):
assert edge.calculate() assert edge.calculate()
assert len(edge._cached_pairs) == 2 assert len(edge._cached_pairs) == 2
assert edge._last_updated <= arrow.utcnow().timestamp + 2 assert edge._last_updated <= arrow.utcnow().int_timestamp + 2
def test_edge_process_no_data(mocker, edge_conf, caplog): def test_edge_process_no_data(mocker, edge_conf, caplog):

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@ -393,7 +393,7 @@ def test_reload_markets(default_conf, mocker, caplog):
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) mock_markets=False)
exchange._load_async_markets = MagicMock() exchange._load_async_markets = MagicMock()
exchange._last_markets_refresh = arrow.utcnow().timestamp exchange._last_markets_refresh = arrow.utcnow().int_timestamp
updated_markets = {'ETH/BTC': {}, "LTC/BTC": {}} updated_markets = {'ETH/BTC': {}, "LTC/BTC": {}}
assert exchange.markets == initial_markets assert exchange.markets == initial_markets
@ -404,7 +404,7 @@ def test_reload_markets(default_conf, mocker, caplog):
assert exchange._load_async_markets.call_count == 0 assert exchange._load_async_markets.call_count == 0
# more than 10 minutes have passed, reload is executed # more than 10 minutes have passed, reload is executed
exchange._last_markets_refresh = arrow.utcnow().timestamp - 15 * 60 exchange._last_markets_refresh = arrow.utcnow().int_timestamp - 15 * 60
exchange.reload_markets() exchange.reload_markets()
assert exchange.markets == updated_markets assert exchange.markets == updated_markets
assert exchange._load_async_markets.call_count == 1 assert exchange._load_async_markets.call_count == 1
@ -1272,7 +1272,7 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
ohlcv = [ ohlcv = [
[ [
arrow.utcnow().timestamp * 1000, # unix timestamp ms arrow.utcnow().int_timestamp * 1000, # unix timestamp ms
1, # open 1, # open
2, # high 2, # high
3, # low 3, # low
@ -1289,7 +1289,8 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
# one_call calculation * 1.8 should do 2 calls # one_call calculation * 1.8 should do 2 calls
since = 5 * 60 * exchange._ft_has['ohlcv_candle_limit'] * 1.8 since = 5 * 60 * exchange._ft_has['ohlcv_candle_limit'] * 1.8
ret = exchange.get_historic_ohlcv(pair, "5m", int((arrow.utcnow().timestamp - since) * 1000)) ret = exchange.get_historic_ohlcv(pair, "5m", int((
arrow.utcnow().int_timestamp - since) * 1000))
assert exchange._async_get_candle_history.call_count == 2 assert exchange._async_get_candle_history.call_count == 2
# Returns twice the above OHLCV data # Returns twice the above OHLCV data
@ -1301,14 +1302,17 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
raise TimeoutError() raise TimeoutError()
exchange._async_get_candle_history = MagicMock(side_effect=mock_get_candle_hist_error) exchange._async_get_candle_history = MagicMock(side_effect=mock_get_candle_hist_error)
ret = exchange.get_historic_ohlcv(pair, "5m", int((arrow.utcnow().timestamp - since) * 1000)) ret = exchange.get_historic_ohlcv(pair, "5m", int(
(arrow.utcnow().int_timestamp - since) * 1000))
assert log_has_re(r"Async code raised an exception: .*", caplog) assert log_has_re(r"Async code raised an exception: .*", caplog)
def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None: @pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_historic_ohlcv_as_df(default_conf, mocker, exchange_name):
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
ohlcv = [ ohlcv = [
[ [
(arrow.utcnow().timestamp - 1) * 1000, # unix timestamp ms arrow.utcnow().int_timestamp * 1000, # unix timestamp ms
1, # open 1, # open
2, # high 2, # high
3, # low 3, # low
@ -1316,7 +1320,56 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
5, # volume (in quote currency) 5, # volume (in quote currency)
], ],
[ [
arrow.utcnow().timestamp * 1000, # unix timestamp ms arrow.utcnow().shift(minutes=5).int_timestamp * 1000, # unix timestamp ms
1, # open
2, # high
3, # low
4, # close
5, # volume (in quote currency)
],
[
arrow.utcnow().shift(minutes=10).int_timestamp * 1000, # unix timestamp ms
1, # open
2, # high
3, # low
4, # close
5, # volume (in quote currency)
]
]
pair = 'ETH/BTC'
async def mock_candle_hist(pair, timeframe, since_ms):
return pair, timeframe, ohlcv
exchange._async_get_candle_history = Mock(wraps=mock_candle_hist)
# one_call calculation * 1.8 should do 2 calls
since = 5 * 60 * exchange._ft_has['ohlcv_candle_limit'] * 1.8
ret = exchange.get_historic_ohlcv_as_df(pair, "5m", int((
arrow.utcnow().int_timestamp - since) * 1000))
assert exchange._async_get_candle_history.call_count == 2
# Returns twice the above OHLCV data
assert len(ret) == 2
assert isinstance(ret, DataFrame)
assert 'date' in ret.columns
assert 'open' in ret.columns
assert 'close' in ret.columns
assert 'high' in ret.columns
def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
ohlcv = [
[
(arrow.utcnow().int_timestamp - 1) * 1000, # unix timestamp ms
1, # open
2, # high
3, # low
4, # close
5, # volume (in quote currency)
],
[
arrow.utcnow().int_timestamp * 1000, # unix timestamp ms
3, # open 3, # open
1, # high 1, # high
4, # low 4, # low
@ -1362,7 +1415,7 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_name): async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_name):
ohlcv = [ ohlcv = [
[ [
arrow.utcnow().timestamp * 1000, # unix timestamp ms arrow.utcnow().int_timestamp * 1000, # unix timestamp ms
1, # open 1, # open
2, # high 2, # high
3, # low 3, # low
@ -1397,14 +1450,14 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError("Unknown error")) api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
await exchange._async_get_candle_history(pair, "5m", await exchange._async_get_candle_history(pair, "5m",
(arrow.utcnow().timestamp - 2000) * 1000) (arrow.utcnow().int_timestamp - 2000) * 1000)
with pytest.raises(OperationalException, match=r'Exchange.* does not support fetching ' with pytest.raises(OperationalException, match=r'Exchange.* does not support fetching '
r'historical candle \(OHLCV\) data\..*'): r'historical candle \(OHLCV\) data\..*'):
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NotSupported("Not supported")) api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NotSupported("Not supported"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
await exchange._async_get_candle_history(pair, "5m", await exchange._async_get_candle_history(pair, "5m",
(arrow.utcnow().timestamp - 2000) * 1000) (arrow.utcnow().int_timestamp - 2000) * 1000)
@pytest.mark.asyncio @pytest.mark.asyncio
@ -1650,13 +1703,13 @@ async def test__async_fetch_trades(default_conf, mocker, caplog, exchange_name,
with pytest.raises(OperationalException, match=r'Could not fetch trade data*'): with pytest.raises(OperationalException, match=r'Could not fetch trade data*'):
api_mock.fetch_trades = MagicMock(side_effect=ccxt.BaseError("Unknown error")) api_mock.fetch_trades = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
await exchange._async_fetch_trades(pair, since=(arrow.utcnow().timestamp - 2000) * 1000) await exchange._async_fetch_trades(pair, since=(arrow.utcnow().int_timestamp - 2000) * 1000)
with pytest.raises(OperationalException, match=r'Exchange.* does not support fetching ' with pytest.raises(OperationalException, match=r'Exchange.* does not support fetching '
r'historical trade data\..*'): r'historical trade data\..*'):
api_mock.fetch_trades = MagicMock(side_effect=ccxt.NotSupported("Not supported")) api_mock.fetch_trades = MagicMock(side_effect=ccxt.NotSupported("Not supported"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
await exchange._async_fetch_trades(pair, since=(arrow.utcnow().timestamp - 2000) * 1000) await exchange._async_fetch_trades(pair, since=(arrow.utcnow().int_timestamp - 2000) * 1000)
@pytest.mark.asyncio @pytest.mark.asyncio

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@ -10,6 +10,7 @@ from tests.exchange.test_exchange import ccxt_exceptionhandlers
STOPLOSS_ORDERTYPE = 'stop-loss' STOPLOSS_ORDERTYPE = 'stop-loss'
STOPLOSS_LIMIT_ORDERTYPE = 'stop-loss-limit'
def test_buy_kraken_trading_agreement(default_conf, mocker): def test_buy_kraken_trading_agreement(default_conf, mocker):
@ -156,7 +157,8 @@ def test_get_balances_prod(default_conf, mocker):
"get_balances", "fetch_balance") "get_balances", "fetch_balance")
def test_stoploss_order_kraken(default_conf, mocker): @pytest.mark.parametrize('ordertype', ['market', 'limit'])
def test_stoploss_order_kraken(default_conf, mocker, ordertype):
api_mock = MagicMock() api_mock = MagicMock()
order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6)) order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
@ -173,24 +175,26 @@ def test_stoploss_order_kraken(default_conf, mocker):
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken') exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
# stoploss_on_exchange_limit_ratio is irrelevant for kraken market orders order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220,
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190, order_types={'stoploss': ordertype,
order_types={'stoploss_on_exchange_limit_ratio': 1.05}) 'stoploss_on_exchange_limit_ratio': 0.99
assert api_mock.create_order.call_count == 1 })
api_mock.create_order.reset_mock()
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
assert 'id' in order assert 'id' in order
assert 'info' in order assert 'info' in order
assert order['id'] == order_id assert order['id'] == order_id
assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC' assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE if ordertype == 'limit':
assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_LIMIT_ORDERTYPE
assert api_mock.create_order.call_args_list[0][1]['params'] == {
'trading_agreement': 'agree', 'price2': 217.8}
else:
assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
assert api_mock.create_order.call_args_list[0][1]['params'] == {
'trading_agreement': 'agree'}
assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell' assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
assert api_mock.create_order.call_args_list[0][1]['amount'] == 1 assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
assert api_mock.create_order.call_args_list[0][1]['price'] == 220 assert api_mock.create_order.call_args_list[0][1]['price'] == 220
assert api_mock.create_order.call_args_list[0][1]['params'] == {'trading_agreement': 'agree'}
# test exception handling # test exception handling
with pytest.raises(DependencyException): with pytest.raises(DependencyException):

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@ -58,7 +58,7 @@ def whitelist_conf_2(default_conf):
@pytest.fixture(scope="function") @pytest.fixture(scope="function")
def whitelist_conf_3(default_conf): def whitelist_conf_agefilter(default_conf):
default_conf['stake_currency'] = 'BTC' default_conf['stake_currency'] = 'BTC'
default_conf['exchange']['pair_whitelist'] = [ default_conf['exchange']['pair_whitelist'] = [
'ETH/BTC', 'TKN/BTC', 'BLK/BTC', 'LTC/BTC', 'ETH/BTC', 'TKN/BTC', 'BLK/BTC', 'LTC/BTC',
@ -340,6 +340,10 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"}, ([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"},
{"method": "PriceFilter", "low_price_ratio": 0.02}], {"method": "PriceFilter", "low_price_ratio": 0.02}],
"USDT", ['ETH/USDT', 'NANO/USDT']), "USDT", ['ETH/USDT', 'NANO/USDT']),
([{"method": "StaticPairList"},
{"method": "RangeStabilityFilter", "lookback_days": 10,
"min_rate_of_change": 0.01, "refresh_period": 1440}],
"BTC", ['ETH/BTC', 'TKN/BTC', 'HOT/BTC']),
]) ])
def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers, def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
ohlcv_history_list, pairlists, base_currency, ohlcv_history_list, pairlists, base_currency,
@ -528,7 +532,7 @@ def test_volumepairlist_caching(mocker, markets, whitelist_conf, tickers):
assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh == lrf assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh == lrf
def test_agefilter_min_days_listed_too_small(mocker, default_conf, markets, tickers, caplog): def test_agefilter_min_days_listed_too_small(mocker, default_conf, markets, tickers):
default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10}, default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
{'method': 'AgeFilter', 'min_days_listed': -1}] {'method': 'AgeFilter', 'min_days_listed': -1}]
@ -543,7 +547,7 @@ def test_agefilter_min_days_listed_too_small(mocker, default_conf, markets, tick
get_patched_freqtradebot(mocker, default_conf) get_patched_freqtradebot(mocker, default_conf)
def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tickers, caplog): def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tickers):
default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10}, default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
{'method': 'AgeFilter', 'min_days_listed': 99999}] {'method': 'AgeFilter', 'min_days_listed': 99999}]
@ -559,7 +563,7 @@ def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tick
get_patched_freqtradebot(mocker, default_conf) get_patched_freqtradebot(mocker, default_conf)
def test_agefilter_caching(mocker, markets, whitelist_conf_3, tickers, ohlcv_history_list): def test_agefilter_caching(mocker, markets, whitelist_conf_agefilter, tickers, ohlcv_history_list):
mocker.patch.multiple('freqtrade.exchange.Exchange', mocker.patch.multiple('freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=markets), markets=PropertyMock(return_value=markets),
@ -571,7 +575,7 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_3, tickers, ohlcv_his
get_historic_ohlcv=MagicMock(return_value=ohlcv_history_list), get_historic_ohlcv=MagicMock(return_value=ohlcv_history_list),
) )
freqtrade = get_patched_freqtradebot(mocker, whitelist_conf_3) freqtrade = get_patched_freqtradebot(mocker, whitelist_conf_agefilter)
assert freqtrade.exchange.get_historic_ohlcv.call_count == 0 assert freqtrade.exchange.get_historic_ohlcv.call_count == 0
freqtrade.pairlists.refresh_pairlist() freqtrade.pairlists.refresh_pairlist()
assert freqtrade.exchange.get_historic_ohlcv.call_count > 0 assert freqtrade.exchange.get_historic_ohlcv.call_count > 0
@ -582,6 +586,62 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_3, tickers, ohlcv_his
assert freqtrade.exchange.get_historic_ohlcv.call_count == previous_call_count assert freqtrade.exchange.get_historic_ohlcv.call_count == previous_call_count
def test_rangestabilityfilter_checks(mocker, default_conf, markets, tickers):
default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
{'method': 'RangeStabilityFilter', 'lookback_days': 99999}]
mocker.patch.multiple('freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=markets),
exchange_has=MagicMock(return_value=True),
get_tickers=tickers
)
with pytest.raises(OperationalException,
match=r'RangeStabilityFilter requires lookback_days to not exceed '
r'exchange max request size \([0-9]+\)'):
get_patched_freqtradebot(mocker, default_conf)
default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
{'method': 'RangeStabilityFilter', 'lookback_days': 0}]
with pytest.raises(OperationalException,
match='RangeStabilityFilter requires lookback_days to be >= 1'):
get_patched_freqtradebot(mocker, default_conf)
@pytest.mark.parametrize('min_rate_of_change,expected_length', [
(0.01, 5),
(0.05, 0), # Setting rate_of_change to 5% removes all pairs from the whitelist.
])
def test_rangestabilityfilter_caching(mocker, markets, default_conf, tickers, ohlcv_history_list,
min_rate_of_change, expected_length):
default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
{'method': 'RangeStabilityFilter', 'lookback_days': 2,
'min_rate_of_change': min_rate_of_change}]
mocker.patch.multiple('freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=markets),
exchange_has=MagicMock(return_value=True),
get_tickers=tickers
)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_historic_ohlcv=MagicMock(return_value=ohlcv_history_list),
)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
assert freqtrade.exchange.get_historic_ohlcv.call_count == 0
freqtrade.pairlists.refresh_pairlist()
assert len(freqtrade.pairlists.whitelist) == expected_length
assert freqtrade.exchange.get_historic_ohlcv.call_count > 0
previous_call_count = freqtrade.exchange.get_historic_ohlcv.call_count
freqtrade.pairlists.refresh_pairlist()
assert len(freqtrade.pairlists.whitelist) == expected_length
# Should not have increased since first call.
assert freqtrade.exchange.get_historic_ohlcv.call_count == previous_call_count
@pytest.mark.parametrize("pairlistconfig,desc_expected,exception_expected", [ @pytest.mark.parametrize("pairlistconfig,desc_expected,exception_expected", [
({"method": "PriceFilter", "low_price_ratio": 0.001, "min_price": 0.00000010, ({"method": "PriceFilter", "low_price_ratio": 0.001, "min_price": 0.00000010,
"max_price": 1.0}, "max_price": 1.0},
@ -617,6 +677,11 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_3, tickers, ohlcv_his
None, None,
"PriceFilter requires max_price to be >= 0" "PriceFilter requires max_price to be >= 0"
), # OperationalException expected ), # OperationalException expected
({"method": "RangeStabilityFilter", "lookback_days": 10, "min_rate_of_change": 0.01},
"[{'RangeStabilityFilter': 'RangeStabilityFilter - Filtering pairs with rate of change below "
"0.01 over the last days.'}]",
None
),
]) ])
def test_pricefilter_desc(mocker, whitelist_conf, markets, pairlistconfig, def test_pricefilter_desc(mocker, whitelist_conf, markets, pairlistconfig,
desc_expected, exception_expected): desc_expected, exception_expected):

View File

@ -69,8 +69,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'min_rate': ANY, 'min_rate': ANY,
'max_rate': ANY, 'max_rate': ANY,
'strategy': ANY, 'strategy': ANY,
'ticker_interval': ANY, 'timeframe': 5,
'timeframe': ANY,
'open_order_id': ANY, 'open_order_id': ANY,
'close_date': None, 'close_date': None,
'close_date_hum': None, 'close_date_hum': None,
@ -87,14 +86,15 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'current_profit': -0.00408133, 'current_profit': -0.00408133,
'current_profit_pct': -0.41, 'current_profit_pct': -0.41,
'current_profit_abs': -4.09e-06, 'current_profit_abs': -4.09e-06,
'stop_loss': 9.882e-06, 'profit_ratio': -0.00408133,
'profit_pct': -0.41,
'profit_abs': -4.09e-06,
'stop_loss_abs': 9.882e-06, 'stop_loss_abs': 9.882e-06,
'stop_loss_pct': -10.0, 'stop_loss_pct': -10.0,
'stop_loss_ratio': -0.1, 'stop_loss_ratio': -0.1,
'stoploss_order_id': None, 'stoploss_order_id': None,
'stoploss_last_update': ANY, 'stoploss_last_update': ANY,
'stoploss_last_update_timestamp': ANY, 'stoploss_last_update_timestamp': ANY,
'initial_stop_loss': 9.882e-06,
'initial_stop_loss_abs': 9.882e-06, 'initial_stop_loss_abs': 9.882e-06,
'initial_stop_loss_pct': -10.0, 'initial_stop_loss_pct': -10.0,
'initial_stop_loss_ratio': -0.1, 'initial_stop_loss_ratio': -0.1,
@ -134,7 +134,6 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'min_rate': ANY, 'min_rate': ANY,
'max_rate': ANY, 'max_rate': ANY,
'strategy': ANY, 'strategy': ANY,
'ticker_interval': ANY,
'timeframe': ANY, 'timeframe': ANY,
'open_order_id': ANY, 'open_order_id': ANY,
'close_date': None, 'close_date': None,
@ -152,14 +151,15 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'current_profit': ANY, 'current_profit': ANY,
'current_profit_pct': ANY, 'current_profit_pct': ANY,
'current_profit_abs': ANY, 'current_profit_abs': ANY,
'stop_loss': 9.882e-06, 'profit_ratio': ANY,
'profit_pct': ANY,
'profit_abs': ANY,
'stop_loss_abs': 9.882e-06, 'stop_loss_abs': 9.882e-06,
'stop_loss_pct': -10.0, 'stop_loss_pct': -10.0,
'stop_loss_ratio': -0.1, 'stop_loss_ratio': -0.1,
'stoploss_order_id': None, 'stoploss_order_id': None,
'stoploss_last_update': ANY, 'stoploss_last_update': ANY,
'stoploss_last_update_timestamp': ANY, 'stoploss_last_update_timestamp': ANY,
'initial_stop_loss': 9.882e-06,
'initial_stop_loss_abs': 9.882e-06, 'initial_stop_loss_abs': 9.882e-06,
'initial_stop_loss_pct': -10.0, 'initial_stop_loss_pct': -10.0,
'initial_stop_loss_ratio': -0.1, 'initial_stop_loss_ratio': -0.1,
@ -868,7 +868,8 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order_open) ->
assert trade.open_rate == 0.0001 assert trade.open_rate == 0.0001
# Test buy pair not with stakes # Test buy pair not with stakes
with pytest.raises(RPCException, match=r'Wrong pair selected. Please pairs with stake.*'): with pytest.raises(RPCException,
match=r'Wrong pair selected. Only pairs with stake-currency.*'):
rpc._rpc_forcebuy('LTC/ETH', 0.0001) rpc._rpc_forcebuy('LTC/ETH', 0.0001)
pair = 'XRP/BTC' pair = 'XRP/BTC'

View File

@ -14,7 +14,7 @@ from freqtrade.__init__ import __version__
from freqtrade.loggers import setup_logging, setup_logging_pre from freqtrade.loggers import setup_logging, setup_logging_pre
from freqtrade.persistence import PairLocks, Trade from freqtrade.persistence import PairLocks, Trade
from freqtrade.rpc.api_server import BASE_URI, ApiServer from freqtrade.rpc.api_server import BASE_URI, ApiServer
from freqtrade.state import State from freqtrade.state import RunMode, State
from tests.conftest import create_mock_trades, get_patched_freqtradebot, log_has, patch_get_signal from tests.conftest import create_mock_trades, get_patched_freqtradebot, log_has, patch_get_signal
@ -26,7 +26,7 @@ _TEST_PASS = "SuperSecurePassword1!"
def botclient(default_conf, mocker): def botclient(default_conf, mocker):
setup_logging_pre() setup_logging_pre()
setup_logging(default_conf) setup_logging(default_conf)
default_conf['runmode'] = RunMode.DRY_RUN
default_conf.update({"api_server": {"enabled": True, default_conf.update({"api_server": {"enabled": True,
"listen_ip_address": "127.0.0.1", "listen_ip_address": "127.0.0.1",
"listen_port": 8080, "listen_port": 8080,
@ -360,7 +360,6 @@ def test_api_show_config(botclient, mocker):
assert_response(rc) assert_response(rc)
assert 'dry_run' in rc.json assert 'dry_run' in rc.json
assert rc.json['exchange'] == 'bittrex' assert rc.json['exchange'] == 'bittrex'
assert rc.json['ticker_interval'] == '5m'
assert rc.json['timeframe'] == '5m' assert rc.json['timeframe'] == '5m'
assert rc.json['timeframe_ms'] == 300000 assert rc.json['timeframe_ms'] == 300000
assert rc.json['timeframe_min'] == 5 assert rc.json['timeframe_min'] == 5
@ -639,6 +638,9 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
'current_profit': -0.00408133, 'current_profit': -0.00408133,
'current_profit_pct': -0.41, 'current_profit_pct': -0.41,
'current_profit_abs': -4.09e-06, 'current_profit_abs': -4.09e-06,
'profit_ratio': -0.00408133,
'profit_pct': -0.41,
'profit_abs': -4.09e-06,
'current_rate': 1.099e-05, 'current_rate': 1.099e-05,
'open_date': ANY, 'open_date': ANY,
'open_date_hum': 'just now', 'open_date_hum': 'just now',
@ -647,14 +649,12 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
'open_rate': 1.098e-05, 'open_rate': 1.098e-05,
'pair': 'ETH/BTC', 'pair': 'ETH/BTC',
'stake_amount': 0.001, 'stake_amount': 0.001,
'stop_loss': 9.882e-06,
'stop_loss_abs': 9.882e-06, 'stop_loss_abs': 9.882e-06,
'stop_loss_pct': -10.0, 'stop_loss_pct': -10.0,
'stop_loss_ratio': -0.1, 'stop_loss_ratio': -0.1,
'stoploss_order_id': None, 'stoploss_order_id': None,
'stoploss_last_update': ANY, 'stoploss_last_update': ANY,
'stoploss_last_update_timestamp': ANY, 'stoploss_last_update_timestamp': ANY,
'initial_stop_loss': 9.882e-06,
'initial_stop_loss_abs': 9.882e-06, 'initial_stop_loss_abs': 9.882e-06,
'initial_stop_loss_pct': -10.0, 'initial_stop_loss_pct': -10.0,
'initial_stop_loss_ratio': -0.1, 'initial_stop_loss_ratio': -0.1,
@ -682,7 +682,6 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
'sell_reason': None, 'sell_reason': None,
'sell_order_status': None, 'sell_order_status': None,
'strategy': 'DefaultStrategy', 'strategy': 'DefaultStrategy',
'ticker_interval': 5,
'timeframe': 5, 'timeframe': 5,
'exchange': 'bittrex', 'exchange': 'bittrex',
}] }]
@ -779,20 +778,22 @@ def test_api_forcebuy(botclient, mocker, fee):
'open_rate': 0.245441, 'open_rate': 0.245441,
'pair': 'ETH/ETH', 'pair': 'ETH/ETH',
'stake_amount': 1, 'stake_amount': 1,
'stop_loss': None,
'stop_loss_abs': None, 'stop_loss_abs': None,
'stop_loss_pct': None, 'stop_loss_pct': None,
'stop_loss_ratio': None, 'stop_loss_ratio': None,
'stoploss_order_id': None, 'stoploss_order_id': None,
'stoploss_last_update': None, 'stoploss_last_update': None,
'stoploss_last_update_timestamp': None, 'stoploss_last_update_timestamp': None,
'initial_stop_loss': None,
'initial_stop_loss_abs': None, 'initial_stop_loss_abs': None,
'initial_stop_loss_pct': None, 'initial_stop_loss_pct': None,
'initial_stop_loss_ratio': None, 'initial_stop_loss_ratio': None,
'close_profit': None, 'close_profit': None,
'close_profit_pct': None,
'close_profit_abs': None, 'close_profit_abs': None,
'close_rate_requested': None, 'close_rate_requested': None,
'profit_ratio': None,
'profit_pct': None,
'profit_abs': None,
'fee_close': 0.0025, 'fee_close': 0.0025,
'fee_close_cost': None, 'fee_close_cost': None,
'fee_close_currency': None, 'fee_close_currency': None,
@ -808,7 +809,6 @@ def test_api_forcebuy(botclient, mocker, fee):
'sell_reason': None, 'sell_reason': None,
'sell_order_status': None, 'sell_order_status': None,
'strategy': None, 'strategy': None,
'ticker_interval': None,
'timeframe': None, 'timeframe': None,
'exchange': 'bittrex', 'exchange': 'bittrex',
} }

View File

@ -21,7 +21,7 @@ from freqtrade.loggers import setup_logging
from freqtrade.persistence import PairLocks, Trade from freqtrade.persistence import PairLocks, Trade
from freqtrade.rpc import RPCMessageType from freqtrade.rpc import RPCMessageType
from freqtrade.rpc.telegram import Telegram, authorized_only from freqtrade.rpc.telegram import Telegram, authorized_only
from freqtrade.state import State from freqtrade.state import RunMode, State
from freqtrade.strategy.interface import SellType from freqtrade.strategy.interface import SellType
from tests.conftest import (create_mock_trades, get_patched_freqtradebot, log_has, patch_exchange, from tests.conftest import (create_mock_trades, get_patched_freqtradebot, log_has, patch_exchange,
patch_get_signal, patch_whitelist) patch_get_signal, patch_whitelist)
@ -163,16 +163,17 @@ def test_telegram_status(default_conf, update, mocker) -> None:
'amount': 90.99181074, 'amount': 90.99181074,
'stake_amount': 90.99181074, 'stake_amount': 90.99181074,
'close_profit_pct': None, 'close_profit_pct': None,
'current_profit': -0.0059, 'profit': -0.0059,
'current_profit_pct': -0.59, 'profit_pct': -0.59,
'initial_stop_loss': 1.098e-05, 'initial_stop_loss_abs': 1.098e-05,
'stop_loss': 1.099e-05, 'stop_loss_abs': 1.099e-05,
'sell_order_status': None, 'sell_order_status': None,
'initial_stop_loss_pct': -0.05, 'initial_stop_loss_pct': -0.05,
'stoploss_current_dist': 1e-08, 'stoploss_current_dist': 1e-08,
'stoploss_current_dist_pct': -0.02, 'stoploss_current_dist_pct': -0.02,
'stop_loss_pct': -0.01, 'stop_loss_pct': -0.01,
'open_order': '(limit buy rem=0.00000000)' 'open_order': '(limit buy rem=0.00000000)',
'is_open': True
}]), }]),
_status_table=status_table, _status_table=status_table,
_send_msg=msg_mock _send_msg=msg_mock
@ -1040,13 +1041,6 @@ def test_telegram_lock_handle(default_conf, update, ticker, fee, mocker) -> None
patch_get_signal(freqtradebot, (True, False)) patch_get_signal(freqtradebot, (True, False))
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
freqtradebot.state = State.STOPPED
telegram._locks(update=update, context=MagicMock())
assert msg_mock.call_count == 1
assert 'not running' in msg_mock.call_args_list[0][0][0]
msg_mock.reset_mock()
freqtradebot.state = State.RUNNING
PairLocks.lock_pair('ETH/BTC', arrow.utcnow().shift(minutes=4).datetime, 'randreason') PairLocks.lock_pair('ETH/BTC', arrow.utcnow().shift(minutes=4).datetime, 'randreason')
PairLocks.lock_pair('XRP/BTC', arrow.utcnow().shift(minutes=20).datetime, 'deadbeef') PairLocks.lock_pair('XRP/BTC', arrow.utcnow().shift(minutes=20).datetime, 'deadbeef')
@ -1308,6 +1302,7 @@ def test_show_config_handle(default_conf, update, mocker) -> None:
_init=MagicMock(), _init=MagicMock(),
_send_msg=msg_mock _send_msg=msg_mock
) )
default_conf['runmode'] = RunMode.DRY_RUN
freqtradebot = get_patched_freqtradebot(mocker, default_conf) freqtradebot = get_patched_freqtradebot(mocker, default_conf)
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)

View File

@ -663,7 +663,7 @@ def test_set_loggers() -> None:
@pytest.mark.skipif(sys.platform == "win32", reason="does not run on windows") @pytest.mark.skipif(sys.platform == "win32", reason="does not run on windows")
def test_set_loggers_syslog(mocker): def test_set_loggers_syslog():
logger = logging.getLogger() logger = logging.getLogger()
orig_handlers = logger.handlers orig_handlers = logger.handlers
logger.handlers = [] logger.handlers = []
@ -678,10 +678,38 @@ def test_set_loggers_syslog(mocker):
assert [x for x in logger.handlers if type(x) == logging.handlers.SysLogHandler] assert [x for x in logger.handlers if type(x) == logging.handlers.SysLogHandler]
assert [x for x in logger.handlers if type(x) == logging.StreamHandler] assert [x for x in logger.handlers if type(x) == logging.StreamHandler]
assert [x for x in logger.handlers if type(x) == logging.handlers.BufferingHandler] assert [x for x in logger.handlers if type(x) == logging.handlers.BufferingHandler]
# setting up logging again should NOT cause the loggers to be added a second time.
setup_logging(config)
assert len(logger.handlers) == 3
# reset handlers to not break pytest # reset handlers to not break pytest
logger.handlers = orig_handlers logger.handlers = orig_handlers
@pytest.mark.skipif(sys.platform == "win32", reason="does not run on windows")
def test_set_loggers_Filehandler(tmpdir):
logger = logging.getLogger()
orig_handlers = logger.handlers
logger.handlers = []
logfile = Path(tmpdir) / 'ft_logfile.log'
config = {'verbosity': 2,
'logfile': str(logfile),
}
setup_logging_pre()
setup_logging(config)
assert len(logger.handlers) == 3
assert [x for x in logger.handlers if type(x) == logging.handlers.RotatingFileHandler]
assert [x for x in logger.handlers if type(x) == logging.StreamHandler]
assert [x for x in logger.handlers if type(x) == logging.handlers.BufferingHandler]
# setting up logging again should NOT cause the loggers to be added a second time.
setup_logging(config)
assert len(logger.handlers) == 3
# reset handlers to not break pytest
if logfile.exists:
logfile.unlink()
logger.handlers = orig_handlers
@pytest.mark.skip(reason="systemd is not installed on every system, so we're not testing this.") @pytest.mark.skip(reason="systemd is not installed on every system, so we're not testing this.")
def test_set_loggers_journald(mocker): def test_set_loggers_journald(mocker):
logger = logging.getLogger() logger = logging.getLogger()
@ -812,6 +840,21 @@ def test_validate_edge(edge_conf):
validate_config_consistency(edge_conf) validate_config_consistency(edge_conf)
def test_validate_edge2(edge_conf):
edge_conf.update({"ask_strategy": {
"use_sell_signal": True,
}})
# Passes test
validate_config_consistency(edge_conf)
edge_conf.update({"ask_strategy": {
"use_sell_signal": False,
}})
with pytest.raises(OperationalException, match="Edge requires `use_sell_signal` to be True, "
"otherwise no sells will happen."):
validate_config_consistency(edge_conf)
def test_validate_whitelist(default_conf): def test_validate_whitelist(default_conf):
default_conf['runmode'] = RunMode.DRY_RUN default_conf['runmode'] = RunMode.DRY_RUN
# Test regular case - has whitelist and uses StaticPairlist # Test regular case - has whitelist and uses StaticPairlist

View File

@ -816,24 +816,25 @@ def test_to_json(default_conf, fee):
'amount_requested': 123.0, 'amount_requested': 123.0,
'stake_amount': 0.001, 'stake_amount': 0.001,
'close_profit': None, 'close_profit': None,
'close_profit_pct': None,
'close_profit_abs': None, 'close_profit_abs': None,
'profit_ratio': None,
'profit_pct': None,
'profit_abs': None,
'sell_reason': None, 'sell_reason': None,
'sell_order_status': None, 'sell_order_status': None,
'stop_loss': None,
'stop_loss_abs': None, 'stop_loss_abs': None,
'stop_loss_ratio': None, 'stop_loss_ratio': None,
'stop_loss_pct': None, 'stop_loss_pct': None,
'stoploss_order_id': None, 'stoploss_order_id': None,
'stoploss_last_update': None, 'stoploss_last_update': None,
'stoploss_last_update_timestamp': None, 'stoploss_last_update_timestamp': None,
'initial_stop_loss': None,
'initial_stop_loss_abs': None, 'initial_stop_loss_abs': None,
'initial_stop_loss_pct': None, 'initial_stop_loss_pct': None,
'initial_stop_loss_ratio': None, 'initial_stop_loss_ratio': None,
'min_rate': None, 'min_rate': None,
'max_rate': None, 'max_rate': None,
'strategy': None, 'strategy': None,
'ticker_interval': None,
'timeframe': None, 'timeframe': None,
'exchange': 'bittrex', 'exchange': 'bittrex',
} }
@ -868,19 +869,21 @@ def test_to_json(default_conf, fee):
'amount': 100.0, 'amount': 100.0,
'amount_requested': 101.0, 'amount_requested': 101.0,
'stake_amount': 0.001, 'stake_amount': 0.001,
'stop_loss': None,
'stop_loss_abs': None, 'stop_loss_abs': None,
'stop_loss_pct': None, 'stop_loss_pct': None,
'stop_loss_ratio': None, 'stop_loss_ratio': None,
'stoploss_order_id': None, 'stoploss_order_id': None,
'stoploss_last_update': None, 'stoploss_last_update': None,
'stoploss_last_update_timestamp': None, 'stoploss_last_update_timestamp': None,
'initial_stop_loss': None,
'initial_stop_loss_abs': None, 'initial_stop_loss_abs': None,
'initial_stop_loss_pct': None, 'initial_stop_loss_pct': None,
'initial_stop_loss_ratio': None, 'initial_stop_loss_ratio': None,
'close_profit': None, 'close_profit': None,
'close_profit_pct': None,
'close_profit_abs': None, 'close_profit_abs': None,
'profit_ratio': None,
'profit_pct': None,
'profit_abs': None,
'close_rate_requested': None, 'close_rate_requested': None,
'fee_close': 0.0025, 'fee_close': 0.0025,
'fee_close_cost': None, 'fee_close_cost': None,
@ -897,7 +900,6 @@ def test_to_json(default_conf, fee):
'sell_reason': None, 'sell_reason': None,
'sell_order_status': None, 'sell_order_status': None,
'strategy': None, 'strategy': None,
'ticker_interval': None,
'timeframe': None, 'timeframe': None,
'exchange': 'bittrex', 'exchange': 'bittrex',
} }

View File

@ -51,9 +51,10 @@ def test_init_plotscript(default_conf, mocker, testdatadir):
assert "ohlcv" in ret assert "ohlcv" in ret
assert "trades" in ret assert "trades" in ret
assert "pairs" in ret assert "pairs" in ret
assert 'timerange' in ret
default_conf['pairs'] = ["TRX/BTC", "ADA/BTC"] default_conf['pairs'] = ["TRX/BTC", "ADA/BTC"]
ret = init_plotscript(default_conf) ret = init_plotscript(default_conf, 20)
assert "ohlcv" in ret assert "ohlcv" in ret
assert "TRX/BTC" in ret["ohlcv"] assert "TRX/BTC" in ret["ohlcv"]
assert "ADA/BTC" in ret["ohlcv"] assert "ADA/BTC" in ret["ohlcv"]