Merge branch 'develop' into edge_position

This commit is contained in:
misagh 2018-11-30 17:50:06 +01:00
commit abd88767f8
14 changed files with 232 additions and 23 deletions

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@ -1,9 +1,15 @@
sudo: true
os:
- linux
dist: trusty
language: python
python:
- 3.6
services:
- docker
env:
global:
- IMAGE_NAME=freqtradeorg/freqtrade
addons:
apt:
packages:
@ -11,24 +17,38 @@ addons:
- libdw-dev
- binutils-dev
install:
- ./install_ta-lib.sh
- ./build_helpers/install_ta-lib.sh
- export LD_LIBRARY_PATH=/usr/local/lib:$LD_LIBRARY_PATH
- pip install --upgrade flake8 coveralls pytest-random-order pytest-asyncio mypy
- pip install -r requirements.txt
- pip install -e .
jobs:
include:
- script:
- stage: tests
script:
- pytest --cov=freqtrade --cov-config=.coveragerc freqtrade/tests/
- coveralls
name: pytest
- script:
- cp config.json.example config.json
- python freqtrade/main.py --datadir freqtrade/tests/testdata backtesting
name: backtest
- script:
- cp config.json.example config.json
- python freqtrade/main.py --datadir freqtrade/tests/testdata hyperopt -e 5
name: hyperopt
- script: flake8 freqtrade
name: flake8
- script: mypy freqtrade
name: mypy
- stage: docker
if: branch in (master, develop, feat/improve_travis) AND (type in (push, cron))
script:
- build_helpers/publish_docker.sh
name: "Build and test and push docker image"
notifications:
slack:
secure: 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@ -1,19 +1,20 @@
FROM python:3.7.0-slim-stretch
# Install TA-lib
RUN apt-get update && apt-get -y install curl build-essential && apt-get clean
RUN curl -L http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz | \
tar xzvf - && \
cd ta-lib && \
sed -i "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h && \
./configure && make && make install && \
cd .. && rm -rf ta-lib
ENV LD_LIBRARY_PATH /usr/local/lib
RUN apt-get update \
&& apt-get -y install curl build-essential \
&& apt-get clean \
&& pip install --upgrade pip
# Prepare environment
RUN mkdir /freqtrade
WORKDIR /freqtrade
# Install TA-lib
COPY build_helpers/* /tmp/
RUN cd /tmp && /tmp/install_ta-lib.sh && rm -r /tmp/*ta-lib*
ENV LD_LIBRARY_PATH /usr/local/lib
# Install dependencies
COPY requirements.txt /freqtrade/
RUN pip install numpy --no-cache-dir \

6
Dockerfile.technical Normal file
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@ -0,0 +1,6 @@
FROM freqtradeorg/freqtrade:develop
RUN apt-get update \
&& apt-get -y install git \
&& apt-get clean \
&& pip install git+https://github.com/berlinguyinca/technical

13
build_helpers/install_ta-lib.sh Executable file
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@ -0,0 +1,13 @@
if [ ! -f "ta-lib/CHANGELOG.TXT" ]; then
tar zxvf ta-lib-0.4.0-src.tar.gz
cd ta-lib \
&& sed -i.bak "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h \
&& ./configure \
&& make \
&& which sudo && sudo make install || make install \
&& cd ..
else
echo "TA-lib already installed, skipping download and build."
cd ta-lib && sudo make install && cd ..
fi

57
build_helpers/publish_docker.sh Executable file
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@ -0,0 +1,57 @@
#!/bin/sh
# - export TAG=`if [ "$TRAVIS_BRANCH" == "develop" ]; then echo "latest"; else echo $TRAVIS_BRANCH ; fi`
# Replace / with _ to create a valid tag
TAG=$(echo "${TRAVIS_BRANCH}" | sed -e "s/\//_/")
if [ "${TRAVIS_EVENT_TYPE}" = "cron" ]; then
echo "event ${TRAVIS_EVENT_TYPE}: full rebuild - skipping cache"
docker build -t freqtrade:${TAG} .
else
echo "event ${TRAVIS_EVENT_TYPE}: building with cache"
# Pull last build to avoid rebuilding the whole image
docker pull ${REPO}:${TAG}
docker build --cache-from ${IMAGE_NAME}:${TAG} -t freqtrade:${TAG} .
fi
if [ $? -ne 0 ]; then
echo "failed building image"
return 1
fi
# Run backtest
docker run --rm -it -v $(pwd)/config.json.example:/freqtrade/config.json:ro freqtrade:${TAG} --datadir freqtrade/tests/testdata backtesting
if [ $? -ne 0 ]; then
echo "failed running backtest"
return 1
fi
# Tag image for upload
docker tag freqtrade:$TAG ${IMAGE_NAME}:$TAG
if [ $? -ne 0 ]; then
echo "failed tagging image"
return 1
fi
# Tag as latest for develop builds
if [ "${TRAVIS_BRANCH}" = "develop" ]; then
docker tag freqtrade:$TAG ${IMAGE_NAME}:latest
fi
# Login
echo "$DOCKER_PASS" | docker login -u $DOCKER_USER --password-stdin
if [ $? -ne 0 ]; then
echo "failed login"
return 1
fi
# Show all available images
docker images
docker push ${IMAGE_NAME}
if [ $? -ne 0 ]; then
echo "failed pushing repo"
return 1
fi

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@ -0,0 +1,83 @@
{
"max_open_trades": 3,
"stake_currency": "BTC",
"stake_amount": 0.05,
"fiat_display_currency": "USD",
"ticker_interval" : "5m",
"dry_run": true,
"trailing_stop": false,
"unfilledtimeout": {
"buy": 10,
"sell": 30
},
"bid_strategy": {
"ask_last_balance": 0.0,
"use_order_book": false,
"order_book_top": 1,
"check_depth_of_market": {
"enabled": false,
"bids_to_ask_delta": 1
}
},
"ask_strategy":{
"use_order_book": false,
"order_book_min": 1,
"order_book_max": 9
},
"exchange": {
"name": "binance",
"key": "your_exchange_key",
"secret": "your_exchange_secret",
"ccxt_config": {"enableRateLimit": true},
"ccxt_async_config": {
"enableRateLimit": false
},
"pair_whitelist": [
"AST/BTC",
"ETC/BTC",
"ETH/BTC",
"EOS/BTC",
"IOTA/BTC",
"LTC/BTC",
"MTH/BTC",
"NCASH/BTC",
"TNT/BTC",
"XMR/BTC",
"XLM/BTC",
"XRP/BTC"
],
"pair_blacklist": [
"BNB/BTC"
]
},
"experimental": {
"use_sell_signal": false,
"sell_profit_only": false,
"ignore_roi_if_buy_signal": false
},
"edge": {
"enabled": false,
"process_throttle_secs": 3600,
"calculate_since_number_of_days": 7,
"total_capital_in_stake_currency": 0.5,
"allowed_risk": 0.01,
"stoploss_range_min": -0.01,
"stoploss_range_max": -0.1,
"stoploss_range_step": -0.01,
"minimum_winrate": 0.60,
"minimum_expectancy": 0.20,
"min_trade_number": 10,
"max_trade_duration_minute": 1440,
"remove_pumps": false
},
"telegram": {
"enabled": false,
"token": "your_telegram_token",
"chat_id": "your_telegram_chat_id"
},
"initial_state": "running",
"forcebuy_enable": false,
"internals": {
"process_throttle_secs": 5
}
}

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@ -109,7 +109,25 @@ Dry-Run
touch tradesv3.dryrun.sqlite
```
### 2. Build the Docker image
### 2. Download or build the docker image
Either use the prebuilt image from docker hub - or build the image yourself if you would like more control on which version is used.
Branches / tags available can be checked out on [Dockerhub](https://hub.docker.com/r/freqtradeorg/freqtrade/tags/).
#### 2.1. Download the docker image
Pull the image from docker hub and (optionally) change the name of the image
```bash
docker pull freqtradeorg/freqtrade:develop
# Optionally tag the repository so the run-commands remain shorter
docker tag freqtradeorg/freqtrade:develop freqtrade
```
To update the image, simply run the above commands again and restart your running container.
#### 2.2. Build the Docker image
```bash
cd freqtrade

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@ -181,7 +181,12 @@ class Edge():
return position_size
def stoploss(self, pair: str) -> float:
return self._cached_pairs[pair].stoploss
if pair in self._cached_pairs:
return self._cached_pairs[pair].stoploss
else:
logger.warning('tried to access stoploss of a non-existing pair, '
'strategy stoploss is returned instead.')
return self.strategy.stoploss
def adjust(self, pairs) -> list:
"""

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@ -207,7 +207,8 @@ class Exchange(object):
f'Pair {pair} not compatible with stake_currency: {stake_cur}')
if self.markets and pair not in self.markets:
raise OperationalException(
f'Pair {pair} is not available at {self.name}')
f'Pair {pair} is not available at {self.name}'
f'Please remove {pair} from your whitelist.')
def validate_timeframes(self, timeframe: List[str]) -> None:
"""

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@ -653,7 +653,7 @@ class FreqtradeBot(object):
return True
break
else:
logger.info('checking sell')
logger.debug('checking sell')
if self.check_sell(trade, sell_rate, buy, sell):
return True

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@ -152,6 +152,18 @@ def test_stoploss(mocker, edge_conf):
assert edge.stoploss('E/F') == -0.01
def test_nonexisting_stoploss(mocker, default_conf):
freqtrade = get_patched_freqtradebot(mocker, default_conf)
edge = Edge(default_conf, freqtrade.exchange, freqtrade.strategy)
mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
return_value={
'E/F': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
}
))
assert edge.stoploss('N/O') == -0.1
def _validate_ohlc(buy_ohlc_sell_matrice):
for index, ohlc in enumerate(buy_ohlc_sell_matrice):
# if not high < open < low or not high < close < low

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@ -1,7 +0,0 @@
if [ ! -f "ta-lib/CHANGELOG.TXT" ]; then
tar zxvf ta-lib-0.4.0-src.tar.gz
cd ta-lib && sed -i.bak "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h && ./configure && make && sudo make install && cd ..
else
echo "TA-lib already installed, skipping download and build."
cd ta-lib && sudo make install && cd ..
fi

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@ -1,4 +1,4 @@
ccxt==1.17.539
ccxt==1.17.563
SQLAlchemy==1.2.14
python-telegram-bot==11.1.0
arrow==0.12.1