Merge branch 'develop' into skopt
This commit is contained in:
commit
aec3f582e1
171
README.md
171
README.md
@ -22,33 +22,10 @@ expect.
|
||||
We strongly recommend you to have coding and Python knowledge. Do not
|
||||
hesitate to read the source code and understand the mechanism of this bot.
|
||||
|
||||
## Table of Contents
|
||||
- [Features](#features)
|
||||
- [Quick start](#quick-start)
|
||||
- [Documentations](https://github.com/freqtrade/freqtrade/blob/develop/docs/index.md)
|
||||
- [Installation](https://github.com/freqtrade/freqtrade/blob/develop/docs/installation.md)
|
||||
- [Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md)
|
||||
- [Strategy Optimization](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md)
|
||||
- [Backtesting](https://github.com/freqtrade/freqtrade/blob/develop/docs/backtesting.md)
|
||||
- [Hyperopt](https://github.com/freqtrade/freqtrade/blob/develop/docs/hyperopt.md)
|
||||
- [Support](#support)
|
||||
- [Help](#help--slack)
|
||||
- [Bugs](#bugs--issues)
|
||||
- [Feature Requests](#feature-requests)
|
||||
- [Pull Requests](#pull-requests)
|
||||
- [Basic Usage](#basic-usage)
|
||||
- [Bot commands](#bot-commands)
|
||||
- [Telegram RPC commands](#telegram-rpc-commands)
|
||||
- [Requirements](#requirements)
|
||||
- [Min hardware required](#min-hardware-required)
|
||||
- [Software requirements](#software-requirements)
|
||||
|
||||
## Branches
|
||||
The project is currently setup in two main branches:
|
||||
- `develop` - This branch has often new features, but might also cause
|
||||
breaking changes.
|
||||
- `master` - This branch contains the latest stable release. The bot
|
||||
'should' be stable on this branch, and is generally well tested.
|
||||
## Exchange marketplaces supported
|
||||
- [X] [Bittrex](https://bittrex.com/)
|
||||
- [X] [Binance](https://www.binance.com/)
|
||||
- [ ] [113 others to tests](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
|
||||
|
||||
## Features
|
||||
- [x] **Based on Python 3.6+**: For botting on any operating system -
|
||||
@ -65,74 +42,50 @@ strategy parameters with real exchange data.
|
||||
- [x] **Daily summary of profit/loss**: Provide a daily summary of your profit/loss.
|
||||
- [x] **Performance status report**: Provide a performance status of your current trades.
|
||||
|
||||
### Exchange marketplaces supported
|
||||
- [X] [Bittrex](https://bittrex.com/)
|
||||
- [X] [Binance](https://www.binance.com/)
|
||||
- [ ] [113 others to tests](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
|
||||
## Table of Contents
|
||||
- [Quick start](#quick-start)
|
||||
- [Documentations](https://github.com/freqtrade/freqtrade/blob/develop/docs/index.md)
|
||||
- [Installation](https://github.com/freqtrade/freqtrade/blob/develop/docs/installation.md)
|
||||
- [Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md)
|
||||
- [Strategy Optimization](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md)
|
||||
- [Backtesting](https://github.com/freqtrade/freqtrade/blob/develop/docs/backtesting.md)
|
||||
- [Hyperopt](https://github.com/freqtrade/freqtrade/blob/develop/docs/hyperopt.md)
|
||||
- [Basic Usage](#basic-usage)
|
||||
- [Bot commands](#bot-commands)
|
||||
- [Telegram RPC commands](#telegram-rpc-commands)
|
||||
- [Support](#support)
|
||||
- [Help](#help--slack)
|
||||
- [Bugs](#bugs--issues)
|
||||
- [Feature Requests](#feature-requests)
|
||||
- [Pull Requests](#pull-requests)
|
||||
- [Requirements](#requirements)
|
||||
- [Min hardware required](#min-hardware-required)
|
||||
- [Software requirements](#software-requirements)
|
||||
|
||||
## Quick start
|
||||
This quick start section is a very short explanation on how to test the
|
||||
bot in dry-run. We invite you to read the
|
||||
[bot documentation](https://github.com/freqtrade/freqtrade/blob/develop/docs/index.md)
|
||||
to ensure you understand how the bot is working.
|
||||
|
||||
### Easy installation
|
||||
The script below will install all dependencies and help you to configure the bot.
|
||||
```bash
|
||||
./setup.sh --install
|
||||
```
|
||||
|
||||
### Manual installation
|
||||
The following steps are made for Linux/MacOS environment
|
||||
|
||||
**1. Clone the repo**
|
||||
Freqtrade provides a Linux/macOS script to install all dependencies and help you to configure the bot.
|
||||
```bash
|
||||
git clone git@github.com:freqtrade/freqtrade.git
|
||||
git checkout develop
|
||||
cd freqtrade
|
||||
./setup.sh --install
|
||||
```
|
||||
**2. Create the config file**
|
||||
Switch `"dry_run": true,`
|
||||
```bash
|
||||
cp config.json.example config.json
|
||||
vi config.json
|
||||
```
|
||||
**3. Build your docker image and run it**
|
||||
```bash
|
||||
docker build -t freqtrade .
|
||||
docker run --rm -v /etc/localtime:/etc/localtime:ro -v `pwd`/config.json:/freqtrade/config.json -it freqtrade
|
||||
```
|
||||
_Windows installation is explained in [Installation doc](https://github.com/freqtrade/freqtrade/blob/develop/docs/installation.md)_
|
||||
|
||||
|
||||
### Help / Slack
|
||||
For any questions not covered by the documentation or for further
|
||||
information about the bot, we encourage you to join our slack channel.
|
||||
- [Click here to join Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE).
|
||||
## Documentation
|
||||
We invite you to read the bot documentation to ensure you understand how the bot is working.
|
||||
- [Index](https://github.com/freqtrade/freqtrade/blob/develop/docs/index.md)
|
||||
- [Installation](https://github.com/freqtrade/freqtrade/blob/develop/docs/installation.md)
|
||||
- [Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md)
|
||||
- [Bot usage](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md)
|
||||
- [How to run the bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#bot-commands)
|
||||
- [How to use Backtesting](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#backtesting-commands)
|
||||
- [How to use Hyperopt](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#hyperopt-commands)
|
||||
- [Strategy Optimization](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md)
|
||||
- [Backtesting](https://github.com/freqtrade/freqtrade/blob/develop/docs/backtesting.md)
|
||||
- [Hyperopt](https://github.com/freqtrade/freqtrade/blob/develop/docs/hyperopt.md)
|
||||
|
||||
### [Bugs / Issues](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue)
|
||||
If you discover a bug in the bot, please
|
||||
[search our issue tracker](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue)
|
||||
first. If it hasn't been reported, please
|
||||
[create a new issue](https://github.com/freqtrade/freqtrade/issues/new) and
|
||||
ensure you follow the template guide so that our team can assist you as
|
||||
quickly as possible.
|
||||
|
||||
### [Feature Requests](https://github.com/freqtrade/freqtrade/labels/enhancement)
|
||||
Have you a great idea to improve the bot you want to share? Please,
|
||||
first search if this feature was not [already discussed](https://github.com/freqtrade/freqtrade/labels/enhancement).
|
||||
If it hasn't been requested, please
|
||||
[create a new request](https://github.com/freqtrade/freqtrade/issues/new)
|
||||
and ensure you follow the template guide so that it does not get lost
|
||||
in the bug reports.
|
||||
|
||||
### [Pull Requests](https://github.com/freqtrade/freqtrade/pulls)
|
||||
Feel like our bot is missing a feature? We welcome your pull requests!
|
||||
Please read our
|
||||
[Contributing document](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md)
|
||||
to understand the requirements before sending your pull-requests.
|
||||
|
||||
**Important:** Always create your PR against the `develop` branch, not
|
||||
`master`.
|
||||
|
||||
## Basic Usage
|
||||
|
||||
@ -170,11 +123,7 @@ optional arguments:
|
||||
"tradesv3.dry_run.sqlite" instead of memory DB. Work
|
||||
only if dry_run is enabled.
|
||||
```
|
||||
More details on:
|
||||
- [How to run the bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#bot-commands)
|
||||
- [How to use Backtesting](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#backtesting-commands)
|
||||
- [How to use Hyperopt](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#hyperopt-commands)
|
||||
|
||||
|
||||
### Telegram RPC commands
|
||||
Telegram is not mandatory. However, this is a great way to control your
|
||||
bot. More details on our
|
||||
@ -193,6 +142,48 @@ bot. More details on our
|
||||
- `/help`: Show help message
|
||||
- `/version`: Show version
|
||||
|
||||
|
||||
## Development branches
|
||||
The project is currently setup in two main branches:
|
||||
- `develop` - This branch has often new features, but might also cause
|
||||
breaking changes.
|
||||
- `master` - This branch contains the latest stable release. The bot
|
||||
'should' be stable on this branch, and is generally well tested.
|
||||
|
||||
|
||||
## Support
|
||||
### Help / Slack
|
||||
For any questions not covered by the documentation or for further
|
||||
information about the bot, we encourage you to join our slack channel.
|
||||
- [Click here to join Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE).
|
||||
|
||||
### [Bugs / Issues](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue)
|
||||
If you discover a bug in the bot, please
|
||||
[search our issue tracker](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue)
|
||||
first. If it hasn't been reported, please
|
||||
[create a new issue](https://github.com/freqtrade/freqtrade/issues/new) and
|
||||
ensure you follow the template guide so that our team can assist you as
|
||||
quickly as possible.
|
||||
|
||||
### [Feature Requests](https://github.com/freqtrade/freqtrade/labels/enhancement)
|
||||
Have you a great idea to improve the bot you want to share? Please,
|
||||
first search if this feature was not [already discussed](https://github.com/freqtrade/freqtrade/labels/enhancement).
|
||||
If it hasn't been requested, please
|
||||
[create a new request](https://github.com/freqtrade/freqtrade/issues/new)
|
||||
and ensure you follow the template guide so that it does not get lost
|
||||
in the bug reports.
|
||||
|
||||
### [Pull Requests](https://github.com/freqtrade/freqtrade/pulls)
|
||||
Feel like our bot is missing a feature? We welcome your pull requests!
|
||||
Please read our
|
||||
[Contributing document](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md)
|
||||
to understand the requirements before sending your pull-requests.
|
||||
|
||||
**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/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE). 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
|
||||
`master`.
|
||||
|
||||
## Requirements
|
||||
|
||||
### Min hardware required
|
||||
|
@ -5,7 +5,11 @@
|
||||
"fiat_display_currency": "USD",
|
||||
"ticker_interval" : "5m",
|
||||
"dry_run": false,
|
||||
"unfilledtimeout": 600,
|
||||
"trailing_stop": false,
|
||||
"unfilledtimeout": {
|
||||
"buy": 10,
|
||||
"sell": 30
|
||||
},
|
||||
"bid_strategy": {
|
||||
"ask_last_balance": 0.0
|
||||
},
|
||||
@ -31,7 +35,8 @@
|
||||
},
|
||||
"experimental": {
|
||||
"use_sell_signal": false,
|
||||
"sell_profit_only": false
|
||||
"sell_profit_only": false,
|
||||
"ignore_roi_if_buy_signal": false
|
||||
},
|
||||
"telegram": {
|
||||
"enabled": true,
|
||||
|
@ -5,6 +5,8 @@
|
||||
"fiat_display_currency": "USD",
|
||||
"dry_run": false,
|
||||
"ticker_interval": "5m",
|
||||
"trailing_stop": false,
|
||||
"trailing_stop_positive": 0.005,
|
||||
"minimal_roi": {
|
||||
"40": 0.0,
|
||||
"30": 0.01,
|
||||
@ -12,7 +14,10 @@
|
||||
"0": 0.04
|
||||
},
|
||||
"stoploss": -0.10,
|
||||
"unfilledtimeout": 600,
|
||||
"unfilledtimeout": {
|
||||
"buy": 10,
|
||||
"sell": 30
|
||||
},
|
||||
"bid_strategy": {
|
||||
"ask_last_balance": 0.0
|
||||
},
|
||||
@ -38,7 +43,8 @@
|
||||
},
|
||||
"experimental": {
|
||||
"use_sell_signal": false,
|
||||
"sell_profit_only": false
|
||||
"sell_profit_only": false,
|
||||
"ignore_roi_if_buy_signal": false
|
||||
},
|
||||
"telegram": {
|
||||
"enabled": true,
|
||||
|
@ -70,6 +70,34 @@ Where `-s TestStrategy` refers to the class name within the strategy file `test_
|
||||
python3 ./freqtrade/main.py backtesting --export trades
|
||||
```
|
||||
|
||||
The exported trades can be read using the following code for manual analysis, or can be used by the plotting script `plot_dataframe.py` in the scripts folder.
|
||||
|
||||
``` python
|
||||
import json
|
||||
from pathlib import Path
|
||||
import pandas as pd
|
||||
|
||||
filename=Path('user_data/backtest_data/backtest-result.json')
|
||||
|
||||
with filename.open() as file:
|
||||
data = json.load(file)
|
||||
|
||||
columns = ["pair", "profit", "opents", "closets", "index", "duration",
|
||||
"open_rate", "close_rate", "open_at_end"]
|
||||
df = pd.DataFrame(data, columns=columns)
|
||||
|
||||
df['opents'] = pd.to_datetime(df['opents'],
|
||||
unit='s',
|
||||
utc=True,
|
||||
infer_datetime_format=True
|
||||
)
|
||||
df['closets'] = pd.to_datetime(df['closets'],
|
||||
unit='s',
|
||||
utc=True,
|
||||
infer_datetime_format=True
|
||||
)
|
||||
```
|
||||
|
||||
#### Exporting trades to file specifying a custom filename
|
||||
|
||||
```bash
|
||||
|
@ -1,12 +1,15 @@
|
||||
# Configure the bot
|
||||
|
||||
This page explains how to configure your `config.json` file.
|
||||
|
||||
## Table of Contents
|
||||
|
||||
- [Bot commands](#bot-commands)
|
||||
- [Backtesting commands](#backtesting-commands)
|
||||
- [Hyperopt commands](#hyperopt-commands)
|
||||
|
||||
## Setup config.json
|
||||
|
||||
We recommend to copy and use the `config.json.example` as a template
|
||||
for your bot configuration.
|
||||
|
||||
@ -16,13 +19,16 @@ The table below will list all configuration parameters.
|
||||
|----------|---------|----------|-------------|
|
||||
| `max_open_trades` | 3 | Yes | Number of trades open your bot will have.
|
||||
| `stake_currency` | BTC | Yes | Crypto-currency used for trading.
|
||||
| `stake_amount` | 0.05 | Yes | Amount of crypto-currency your bot will use for each trade. Per default, the bot will use (0.05 BTC x 3) = 0.15 BTC in total will be always engaged.
|
||||
| `stake_amount` | 0.05 | Yes | Amount of crypto-currency your bot will use for each trade. Per default, the bot will use (0.05 BTC x 3) = 0.15 BTC in total will be always engaged. Set it to 'unlimited' to allow the bot to use all avaliable balance.
|
||||
| `ticker_interval` | [1m, 5m, 30m, 1h, 1d] | No | The ticker interval to use (1min, 5 min, 30 min, 1 hour or 1 day). Default is 5 minutes
|
||||
| `fiat_display_currency` | USD | Yes | Fiat currency used to show your profits. More information below.
|
||||
| `dry_run` | true | Yes | Define if the bot must be in Dry-run or production mode.
|
||||
| `minimal_roi` | See below | No | Set the threshold in percent the bot will use to sell a trade. More information below. If set, this parameter will override `minimal_roi` from your strategy file.
|
||||
| `stoploss` | -0.10 | No | Value of the stoploss in percent used by the bot. More information below. If set, this parameter will override `stoploss` from your strategy file.
|
||||
| `unfilledtimeout` | 0 | No | How long (in minutes) the bot will wait for an unfilled order to complete, after which the order will be cancelled.
|
||||
| `trailing_stoploss` | false | No | Enables trailing stop-loss (based on `stoploss` in either configuration or strategy file).
|
||||
| `trailing_stoploss_positve` | 0 | No | Changes stop-loss once profit has been reached.
|
||||
| `unfilledtimeout.buy` | 10 | Yes | How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled.
|
||||
| `unfilledtimeout.sell` | 10 | Yes | How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled.
|
||||
| `bid_strategy.ask_last_balance` | 0.0 | Yes | Set the bidding price. More information below.
|
||||
| `exchange.name` | bittrex | Yes | Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename).
|
||||
| `exchange.key` | key | No | API key to use for the exchange. Only required when you are in production mode.
|
||||
@ -31,6 +37,7 @@ The table below will list all configuration parameters.
|
||||
| `exchange.pair_blacklist` | [] | No | List of currency the bot must avoid. Useful when using `--dynamic-whitelist` param.
|
||||
| `experimental.use_sell_signal` | false | No | Use your sell strategy in addition of the `minimal_roi`.
|
||||
| `experimental.sell_profit_only` | false | No | waits until you have made a positive profit before taking a sell decision.
|
||||
| `experimental.ignore_roi_if_buy_signal` | false | No | Does not sell if the buy-signal is still active. Takes preference over `minimal_roi` and `use_sell_signal`
|
||||
| `telegram.enabled` | true | Yes | Enable or not the usage of Telegram.
|
||||
| `telegram.token` | token | No | Your Telegram bot token. Only required if `telegram.enabled` is `true`.
|
||||
| `telegram.chat_id` | chat_id | No | Your personal Telegram account id. Only required if `telegram.enabled` is `true`.
|
||||
@ -40,13 +47,22 @@ The table below will list all configuration parameters.
|
||||
| `strategy_path` | null | No | Adds an additional strategy lookup path (must be a folder).
|
||||
| `internals.process_throttle_secs` | 5 | Yes | Set the process throttle. Value in second.
|
||||
|
||||
The definition of each config parameters is in
|
||||
[misc.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/misc.py#L205).
|
||||
The definition of each config parameters is in [misc.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/misc.py#L205).
|
||||
|
||||
### Understand stake_amount
|
||||
|
||||
`stake_amount` is an amount of crypto-currency your bot will use for each trade.
|
||||
The minimal value is 0.0005. If there is not enough crypto-currency in
|
||||
the account an exception is generated.
|
||||
To allow the bot to trade all the avaliable `stake_currency` in your account set `stake_amount` = `unlimited`.
|
||||
In this case a trade amount is calclulated as `currency_balanse / (max_open_trades - current_open_trades)`.
|
||||
|
||||
### Understand minimal_roi
|
||||
|
||||
`minimal_roi` is a JSON object where the key is a duration
|
||||
in minutes and the value is the minimum ROI in percent.
|
||||
See the example below:
|
||||
|
||||
```
|
||||
"minimal_roi": {
|
||||
"40": 0.0, # Sell after 40 minutes if the profit is not negative
|
||||
@ -61,6 +77,7 @@ value. This parameter is optional. If you use it, it will take over the
|
||||
`minimal_roi` value from the strategy file.
|
||||
|
||||
### Understand stoploss
|
||||
|
||||
`stoploss` is loss in percentage that should trigger a sale.
|
||||
For example value `-0.10` will cause immediate sell if the
|
||||
profit dips below -10% for a given trade. This parameter is optional.
|
||||
@ -69,82 +86,100 @@ Most of the strategy files already include the optimal `stoploss`
|
||||
value. This parameter is optional. If you use it, it will take over the
|
||||
`stoploss` value from the strategy file.
|
||||
|
||||
### Understand trailing stoploss
|
||||
|
||||
Go to the [trailing stoploss Documentation](stoploss.md) for details on trailing stoploss.
|
||||
|
||||
### Understand initial_state
|
||||
|
||||
`initial_state` is an optional field that defines the initial application state.
|
||||
Possible values are `running` or `stopped`. (default=`running`)
|
||||
If the value is `stopped` the bot has to be started with `/start` first.
|
||||
|
||||
### Understand process_throttle_secs
|
||||
|
||||
`process_throttle_secs` is an optional field that defines in seconds how long the bot should wait
|
||||
before asking the strategy if we should buy or a sell an asset. After each wait period, the strategy is asked again for
|
||||
every opened trade wether or not we should sell, and for all the remaining pairs (either the dynamic list of pairs or
|
||||
the static list of pairs) if we should buy.
|
||||
|
||||
### Understand ask_last_balance
|
||||
|
||||
`ask_last_balance` sets the bidding price. Value `0.0` will use `ask` price, `1.0` will
|
||||
use the `last` price and values between those interpolate between ask and last
|
||||
price. Using `ask` price will guarantee quick success in bid, but bot will also
|
||||
end up paying more then would probably have been necessary.
|
||||
|
||||
### What values for exchange.name?
|
||||
|
||||
Freqtrade is based on [CCXT library](https://github.com/ccxt/ccxt) that supports 115 cryptocurrency
|
||||
exchange markets and trading APIs. The complete up-to-date list can be found in the
|
||||
[CCXT repo homepage](https://github.com/ccxt/ccxt/tree/master/python). However, the bot was tested
|
||||
with only Bittrex and Binance.
|
||||
|
||||
The bot was tested with the following exchanges:
|
||||
|
||||
- [Bittrex](https://bittrex.com/): "bittrex"
|
||||
- [Binance](https://www.binance.com/): "binance"
|
||||
|
||||
Feel free to test other exchanges and submit your PR to improve the bot.
|
||||
|
||||
### What values for fiat_display_currency?
|
||||
|
||||
`fiat_display_currency` set the base currency to use for the conversion from coin to fiat in Telegram.
|
||||
The valid values are: "AUD", "BRL", "CAD", "CHF", "CLP", "CNY", "CZK", "DKK", "EUR", "GBP", "HKD", "HUF", "IDR", "ILS", "INR", "JPY", "KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN", "RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD".
|
||||
In addition to central bank currencies, a range of cryto currencies are supported.
|
||||
The valid values are: "BTC", "ETH", "XRP", "LTC", "BCH", "USDT".
|
||||
|
||||
## Switch to dry-run mode
|
||||
|
||||
We recommend starting the bot in dry-run mode to see how your bot will
|
||||
behave and how is the performance of your strategy. In Dry-run mode the
|
||||
bot does not engage your money. It only runs a live simulation without
|
||||
creating trades.
|
||||
|
||||
### To switch your bot in Dry-run mode:
|
||||
|
||||
1. Edit your `config.json` file
|
||||
2. Switch dry-run to true and specify db_url for a persistent db
|
||||
|
||||
```json
|
||||
"dry_run": true,
|
||||
"db_url": "sqlite///tradesv3.dryrun.sqlite",
|
||||
```
|
||||
|
||||
3. Remove your Exchange API key (change them by fake api credentials)
|
||||
|
||||
```json
|
||||
"exchange": {
|
||||
"name": "bittrex",
|
||||
"key": "key",
|
||||
"secret": "secret",
|
||||
...
|
||||
}
|
||||
}
|
||||
```
|
||||
|
||||
Once you will be happy with your bot performance, you can switch it to
|
||||
production mode.
|
||||
|
||||
## Switch to production mode
|
||||
|
||||
In production mode, the bot will engage your money. Be careful a wrong
|
||||
strategy can lose all your money. Be aware of what you are doing when
|
||||
you run it in production mode.
|
||||
|
||||
### To switch your bot in production mode:
|
||||
|
||||
1. Edit your `config.json` file
|
||||
|
||||
2. Switch dry-run to false and don't forget to adapt your database URL if set
|
||||
|
||||
```json
|
||||
"dry_run": false,
|
||||
```
|
||||
|
||||
3. Insert your Exchange API key (change them by fake api keys)
|
||||
|
||||
```json
|
||||
"exchange": {
|
||||
"name": "bittrex",
|
||||
@ -152,10 +187,10 @@ you run it in production mode.
|
||||
"secret": "08a9dc6db3d7b53e1acebd9275677f4b0a04f1a5",
|
||||
...
|
||||
}
|
||||
|
||||
```
|
||||
If you have not your Bittrex API key yet,
|
||||
[see our tutorial](https://github.com/freqtrade/freqtrade/blob/develop/docs/pre-requisite.md).
|
||||
If you have not your Bittrex API key yet, [see our tutorial](https://github.com/freqtrade/freqtrade/blob/develop/docs/pre-requisite.md).
|
||||
|
||||
## Next step
|
||||
Now you have configured your config.json, the next step is to
|
||||
[start your bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md).
|
||||
|
||||
Now you have configured your config.json, the next step is to [start your bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md).
|
||||
|
@ -1,4 +1,5 @@
|
||||
# freqtrade documentation
|
||||
|
||||
Welcome to freqtrade documentation. Please feel free to contribute to
|
||||
this documentation if you see it became outdated by sending us a
|
||||
Pull-request. Do not hesitate to reach us on
|
||||
@ -6,6 +7,7 @@ Pull-request. Do not hesitate to reach us on
|
||||
if you do not find the answer to your questions.
|
||||
|
||||
## Table of Contents
|
||||
|
||||
- [Pre-requisite](https://github.com/freqtrade/freqtrade/blob/develop/docs/pre-requisite.md)
|
||||
- [Setup your Bittrex account](https://github.com/freqtrade/freqtrade/blob/develop/docs/pre-requisite.md#setup-your-bittrex-account)
|
||||
- [Setup your Telegram bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/pre-requisite.md#setup-your-telegram-bot)
|
||||
|
@ -8,6 +8,7 @@ To understand how to set up the bot please read the [Bot Configuration](https://
|
||||
|
||||
* [Table of Contents](#table-of-contents)
|
||||
* [Easy Installation - Linux Script](#easy-installation---linux-script)
|
||||
* [Manual installation](#manual-installation)
|
||||
* [Automatic Installation - Docker](#automatic-installation---docker)
|
||||
* [Custom Linux MacOS Installation](#custom-installation)
|
||||
- [Requirements](#requirements)
|
||||
@ -55,6 +56,28 @@ Reset parameter will hard reset your branch (only if you are on `master` or `dev
|
||||
|
||||
Config parameter is a `config.json` configurator. This script will ask you questions to setup your bot and create your `config.json`.
|
||||
|
||||
|
||||
## Manual installation - Linux/MacOS
|
||||
The following steps are made for Linux/MacOS environment
|
||||
|
||||
**1. Clone the repo**
|
||||
```bash
|
||||
git clone git@github.com:freqtrade/freqtrade.git
|
||||
git checkout develop
|
||||
cd freqtrade
|
||||
```
|
||||
**2. Create the config file**
|
||||
Switch `"dry_run": true,`
|
||||
```bash
|
||||
cp config.json.example config.json
|
||||
vi config.json
|
||||
```
|
||||
**3. Build your docker image and run it**
|
||||
```bash
|
||||
docker build -t freqtrade .
|
||||
docker run --rm -v /etc/localtime:/etc/localtime:ro -v `pwd`/config.json:/freqtrade/config.json -it freqtrade
|
||||
```
|
||||
|
||||
------
|
||||
|
||||
## Automatic Installation - Docker
|
||||
|
48
docs/stoploss.md
Normal file
48
docs/stoploss.md
Normal file
@ -0,0 +1,48 @@
|
||||
# Stop Loss support
|
||||
|
||||
At this stage the bot contains the following stoploss support modes:
|
||||
|
||||
1. static stop loss, defined in either the strategy or configuration
|
||||
2. trailing stop loss, defined in the configuration
|
||||
3. trailing stop loss, custom positive loss, defined in configuration
|
||||
|
||||
## Static Stop Loss
|
||||
|
||||
This is very simple, basically you define a stop loss of x in your strategy file or alternative in the configuration, which
|
||||
will overwrite the strategy definition. This will basically try to sell your asset, the second the loss exceeds the defined loss.
|
||||
|
||||
## Trail Stop Loss
|
||||
|
||||
The initial value for this stop loss, is defined in your strategy or configuration. Just as you would define your Stop Loss normally.
|
||||
To enable this Feauture all you have to do is to define the configuration element:
|
||||
|
||||
``` json
|
||||
"trailing_stop" : True
|
||||
```
|
||||
|
||||
This will now activate an algorithm, which automatically moves your stop loss up every time the price of your asset increases.
|
||||
|
||||
For example, simplified math,
|
||||
|
||||
* you buy an asset at a price of 100$
|
||||
* your stop loss is defined at 2%
|
||||
* which means your stop loss, gets triggered once your asset dropped below 98$
|
||||
* assuming your asset now increases to 102$
|
||||
* your stop loss, will now be 2% of 102$ or 99.96$
|
||||
* now your asset drops in value to 101$, your stop loss, will still be 99.96$
|
||||
|
||||
basically what this means is that your stop loss will be adjusted to be always be 2% of the highest observed price
|
||||
|
||||
### Custom positive loss
|
||||
|
||||
Due to demand, it is possible to have a default stop loss, when you are in the red with your buy, but once your buy turns positive,
|
||||
the system will utilize a new stop loss, which can be a different value. For example your default stop loss is 5%, but once you are in the
|
||||
black, it will be changed to be only a 1% stop loss
|
||||
|
||||
This can be configured in the main configuration file and requires `"trailing_stop": true` to be set to true.
|
||||
|
||||
``` json
|
||||
"trailing_stop_positive": 0.01,
|
||||
```
|
||||
|
||||
The 0.01 would translate to a 1% stop loss, once you hit profit.
|
@ -1,5 +1,5 @@
|
||||
""" FreqTrade bot """
|
||||
__version__ = '0.17.0'
|
||||
__version__ = '0.17.1'
|
||||
|
||||
|
||||
class DependencyException(BaseException):
|
||||
|
@ -98,6 +98,13 @@ class Analyze(object):
|
||||
"""
|
||||
return self.strategy.ticker_interval
|
||||
|
||||
def get_stoploss(self) -> float:
|
||||
"""
|
||||
Return stoploss to use
|
||||
:return: Strategy stoploss value to use
|
||||
"""
|
||||
return self.strategy.stoploss
|
||||
|
||||
def analyze_ticker(self, ticker_history: List[Dict]) -> DataFrame:
|
||||
"""
|
||||
Parses the given ticker history and returns a populated DataFrame
|
||||
@ -172,33 +179,79 @@ class Analyze(object):
|
||||
if the threshold is reached and updates the trade record.
|
||||
:return: True if trade should be sold, False otherwise
|
||||
"""
|
||||
current_profit = trade.calc_profit_percent(rate)
|
||||
if self.stop_loss_reached(current_rate=rate, trade=trade, current_time=date):
|
||||
return True
|
||||
|
||||
experimental = self.config.get('experimental', {})
|
||||
|
||||
if buy and experimental.get('ignore_roi_if_buy_signal', False):
|
||||
logger.debug('Buy signal still active - not selling.')
|
||||
return False
|
||||
|
||||
# Check if minimal roi has been reached and no longer in buy conditions (avoiding a fee)
|
||||
if self.min_roi_reached(trade=trade, current_rate=rate, current_time=date):
|
||||
if self.min_roi_reached(trade=trade, current_profit=current_profit, current_time=date):
|
||||
logger.debug('Required profit reached. Selling..')
|
||||
return True
|
||||
|
||||
# Experimental: Check if the trade is profitable before selling it (avoid selling at loss)
|
||||
if self.config.get('experimental', {}).get('sell_profit_only', False):
|
||||
if experimental.get('sell_profit_only', False):
|
||||
logger.debug('Checking if trade is profitable..')
|
||||
if trade.calc_profit(rate=rate) <= 0:
|
||||
return False
|
||||
|
||||
if sell and not buy and self.config.get('experimental', {}).get('use_sell_signal', False):
|
||||
if sell and not buy and experimental.get('use_sell_signal', False):
|
||||
logger.debug('Sell signal received. Selling..')
|
||||
return True
|
||||
|
||||
return False
|
||||
|
||||
def min_roi_reached(self, trade: Trade, current_rate: float, current_time: datetime) -> bool:
|
||||
def stop_loss_reached(self, current_rate: float, trade: Trade, current_time: datetime) -> bool:
|
||||
"""
|
||||
Based on current profit of the trade and configured (trailing) stoploss,
|
||||
decides to sell or not
|
||||
"""
|
||||
|
||||
current_profit = trade.calc_profit_percent(current_rate)
|
||||
trailing_stop = self.config.get('trailing_stop', False)
|
||||
|
||||
trade.adjust_stop_loss(trade.open_rate, self.strategy.stoploss, initial=True)
|
||||
|
||||
# evaluate if the stoploss was hit
|
||||
if self.strategy.stoploss is not None and trade.stop_loss >= current_rate:
|
||||
|
||||
if trailing_stop:
|
||||
logger.debug(
|
||||
f"HIT STOP: current price at {current_rate:.6f}, "
|
||||
f"stop loss is {trade.stop_loss:.6f}, "
|
||||
f"initial stop loss was at {trade.initial_stop_loss:.6f}, "
|
||||
f"trade opened at {trade.open_rate:.6f}")
|
||||
logger.debug(f"trailing stop saved {trade.stop_loss - trade.initial_stop_loss:.6f}")
|
||||
|
||||
logger.debug('Stop loss hit.')
|
||||
return True
|
||||
|
||||
# update the stop loss afterwards, after all by definition it's supposed to be hanging
|
||||
if trailing_stop:
|
||||
|
||||
# check if we have a special stop loss for positive condition
|
||||
# and if profit is positive
|
||||
stop_loss_value = self.strategy.stoploss
|
||||
if 'trailing_stop_positive' in self.config and current_profit > 0:
|
||||
|
||||
# Ignore mypy error check in configuration that this is a float
|
||||
stop_loss_value = self.config.get('trailing_stop_positive') # type: ignore
|
||||
logger.debug(f"using positive stop loss mode: {stop_loss_value} "
|
||||
f"since we have profit {current_profit}")
|
||||
|
||||
trade.adjust_stop_loss(current_rate, stop_loss_value)
|
||||
|
||||
return False
|
||||
|
||||
def min_roi_reached(self, trade: Trade, current_profit: float, current_time: datetime) -> bool:
|
||||
"""
|
||||
Based an earlier trade and current price and ROI configuration, decides whether bot should
|
||||
sell
|
||||
:return True if bot should sell at current rate
|
||||
"""
|
||||
current_profit = trade.calc_profit_percent(current_rate)
|
||||
if self.strategy.stoploss is not None and current_profit < self.strategy.stoploss:
|
||||
logger.debug('Stop loss hit.')
|
||||
return True
|
||||
|
||||
# Check if time matches and current rate is above threshold
|
||||
time_diff = (current_time.timestamp() - trade.open_date.timestamp()) / 60
|
||||
|
@ -262,17 +262,15 @@ class Arguments(object):
|
||||
stop: int = 0
|
||||
if stype[0]:
|
||||
starts = rvals[index]
|
||||
if stype[0] == 'date':
|
||||
start = int(starts) if len(starts) == 10 \
|
||||
else arrow.get(starts, 'YYYYMMDD').timestamp
|
||||
if stype[0] == 'date' and len(starts) == 8:
|
||||
start = arrow.get(starts, 'YYYYMMDD').timestamp
|
||||
else:
|
||||
start = int(starts)
|
||||
index += 1
|
||||
if stype[1]:
|
||||
stops = rvals[index]
|
||||
if stype[1] == 'date':
|
||||
stop = int(stops) if len(stops) == 10 \
|
||||
else arrow.get(stops, 'YYYYMMDD').timestamp
|
||||
if stype[1] == 'date' and len(stops) == 8:
|
||||
stop = arrow.get(stops, 'YYYYMMDD').timestamp
|
||||
else:
|
||||
stop = int(stops)
|
||||
return TimeRange(stype[0], stype[1], start, stop)
|
||||
@ -336,3 +334,10 @@ class Arguments(object):
|
||||
nargs='+',
|
||||
dest='timeframes',
|
||||
)
|
||||
|
||||
self.parser.add_argument(
|
||||
'--erase',
|
||||
help='Clean all existing data for the selected exchange/pairs/timeframes',
|
||||
dest='erase',
|
||||
action='store_true'
|
||||
)
|
||||
|
@ -11,6 +11,8 @@ RETRY_TIMEOUT = 30 # sec
|
||||
DEFAULT_STRATEGY = 'DefaultStrategy'
|
||||
DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite'
|
||||
DEFAULT_DB_DRYRUN_URL = 'sqlite://'
|
||||
UNLIMITED_STAKE_AMOUNT = 'unlimited'
|
||||
|
||||
|
||||
TICKER_INTERVAL_MINUTES = {
|
||||
'1m': 1,
|
||||
@ -44,7 +46,11 @@ CONF_SCHEMA = {
|
||||
'max_open_trades': {'type': 'integer', 'minimum': 0},
|
||||
'ticker_interval': {'type': 'string', 'enum': list(TICKER_INTERVAL_MINUTES.keys())},
|
||||
'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT', 'EUR', 'USD']},
|
||||
'stake_amount': {'type': 'number', 'minimum': 0.0005},
|
||||
'stake_amount': {
|
||||
"type": ["number", "string"],
|
||||
"minimum": 0.0005,
|
||||
"pattern": UNLIMITED_STAKE_AMOUNT
|
||||
},
|
||||
'fiat_display_currency': {'type': 'string', 'enum': SUPPORTED_FIAT},
|
||||
'dry_run': {'type': 'boolean'},
|
||||
'minimal_roi': {
|
||||
@ -55,7 +61,15 @@ CONF_SCHEMA = {
|
||||
'minProperties': 1
|
||||
},
|
||||
'stoploss': {'type': 'number', 'maximum': 0, 'exclusiveMaximum': True},
|
||||
'unfilledtimeout': {'type': 'integer', 'minimum': 0},
|
||||
'trailing_stop': {'type': 'boolean'},
|
||||
'trailing_stop_positive': {'type': 'number', 'minimum': 0, 'maximum': 1},
|
||||
'unfilledtimeout': {
|
||||
'type': 'object',
|
||||
'properties': {
|
||||
'buy': {'type': 'number', 'minimum': 3},
|
||||
'sell': {'type': 'number', 'minimum': 10}
|
||||
}
|
||||
},
|
||||
'bid_strategy': {
|
||||
'type': 'object',
|
||||
'properties': {
|
||||
@ -73,7 +87,8 @@ CONF_SCHEMA = {
|
||||
'type': 'object',
|
||||
'properties': {
|
||||
'use_sell_signal': {'type': 'boolean'},
|
||||
'sell_profit_only': {'type': 'boolean'}
|
||||
'sell_profit_only': {'type': 'boolean'},
|
||||
"ignore_roi_if_buy_signal_true": {'type': 'boolean'}
|
||||
}
|
||||
},
|
||||
'telegram': {
|
||||
|
@ -160,7 +160,7 @@ class FreqtradeBot(object):
|
||||
|
||||
if 'unfilledtimeout' in self.config:
|
||||
# Check and handle any timed out open orders
|
||||
self.check_handle_timedout(self.config['unfilledtimeout'])
|
||||
self.check_handle_timedout()
|
||||
Trade.session.flush()
|
||||
|
||||
except TemporaryError as error:
|
||||
@ -244,14 +244,69 @@ class FreqtradeBot(object):
|
||||
balance = self.config['bid_strategy']['ask_last_balance']
|
||||
return ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
|
||||
|
||||
def _get_trade_stake_amount(self) -> Optional[float]:
|
||||
stake_amount = self.config['stake_amount']
|
||||
avaliable_amount = self.exchange.get_balance(self.config['stake_currency'])
|
||||
|
||||
if stake_amount == constants.UNLIMITED_STAKE_AMOUNT:
|
||||
open_trades = len(Trade.query.filter(Trade.is_open.is_(True)).all())
|
||||
if open_trades >= self.config['max_open_trades']:
|
||||
logger.warning('Can\'t open a new trade: max number of trades is reached')
|
||||
return None
|
||||
return avaliable_amount / (self.config['max_open_trades'] - open_trades)
|
||||
|
||||
# Check if stake_amount is fulfilled
|
||||
if avaliable_amount < stake_amount:
|
||||
raise DependencyException(
|
||||
'Available balance(%f %s) is lower than stake amount(%f %s)' % (
|
||||
avaliable_amount, self.config['stake_currency'],
|
||||
stake_amount, self.config['stake_currency'])
|
||||
)
|
||||
|
||||
return stake_amount
|
||||
|
||||
def _get_min_pair_stake_amount(self, pair: str, price: float) -> Optional[float]:
|
||||
markets = self.exchange.get_markets()
|
||||
markets = [m for m in markets if m['symbol'] == pair]
|
||||
if not markets:
|
||||
raise ValueError(f'Can\'t get market information for symbol {pair}')
|
||||
|
||||
market = markets[0]
|
||||
|
||||
if 'limits' not in market:
|
||||
return None
|
||||
|
||||
min_stake_amounts = []
|
||||
limits = market['limits']
|
||||
if ('cost' in limits and 'min' in limits['cost']
|
||||
and limits['cost']['min'] is not None):
|
||||
min_stake_amounts.append(limits['cost']['min'])
|
||||
|
||||
if ('amount' in limits and 'min' in limits['amount']
|
||||
and limits['amount']['min'] is not None):
|
||||
min_stake_amounts.append(limits['amount']['min'] * price)
|
||||
|
||||
if not min_stake_amounts:
|
||||
return None
|
||||
|
||||
amount_reserve_percent = 1 - 0.05 # reserve 5% + stoploss
|
||||
if self.analyze.get_stoploss() is not None:
|
||||
amount_reserve_percent += self.analyze.get_stoploss()
|
||||
# it should not be more than 50%
|
||||
amount_reserve_percent = max(amount_reserve_percent, 0.5)
|
||||
return min(min_stake_amounts)/amount_reserve_percent
|
||||
|
||||
def create_trade(self) -> bool:
|
||||
"""
|
||||
Checks the implemented trading indicator(s) for a randomly picked pair,
|
||||
if one pair triggers the buy_signal a new trade record gets created
|
||||
:return: True if a trade object has been created and persisted, False otherwise
|
||||
"""
|
||||
stake_amount = self.config['stake_amount']
|
||||
interval = self.analyze.get_ticker_interval()
|
||||
stake_amount = self._get_trade_stake_amount()
|
||||
|
||||
if not stake_amount:
|
||||
return False
|
||||
stake_currency = self.config['stake_currency']
|
||||
fiat_currency = self.config['fiat_display_currency']
|
||||
exc_name = self.exchange.name
|
||||
@ -261,10 +316,6 @@ class FreqtradeBot(object):
|
||||
stake_amount
|
||||
)
|
||||
whitelist = copy.deepcopy(self.config['exchange']['pair_whitelist'])
|
||||
# Check if stake_amount is fulfilled
|
||||
if self.exchange.get_balance(stake_currency) < stake_amount:
|
||||
raise DependencyException(
|
||||
f'stake amount is not fulfilled (currency={stake_currency})')
|
||||
|
||||
# Remove currently opened and latest pairs from whitelist
|
||||
for trade in Trade.query.filter(Trade.is_open.is_(True)).all():
|
||||
@ -285,8 +336,18 @@ class FreqtradeBot(object):
|
||||
return False
|
||||
pair_s = pair.replace('_', '/')
|
||||
pair_url = self.exchange.get_pair_detail_url(pair)
|
||||
|
||||
# Calculate amount
|
||||
buy_limit = self.get_target_bid(self.exchange.get_ticker(pair))
|
||||
|
||||
min_stake_amount = self._get_min_pair_stake_amount(pair_s, buy_limit)
|
||||
if min_stake_amount is not None and min_stake_amount > stake_amount:
|
||||
logger.warning(
|
||||
f'Can\'t open a new trade for {pair_s}: stake amount'
|
||||
f' is too small ({stake_amount} < {min_stake_amount})'
|
||||
)
|
||||
return False
|
||||
|
||||
amount = stake_amount / buy_limit
|
||||
|
||||
order_id = self.exchange.buy(pair, buy_limit, amount)['id']
|
||||
@ -423,8 +484,8 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
|
||||
current_rate = self.exchange.get_ticker(trade.pair)['bid']
|
||||
|
||||
(buy, sell) = (False, False)
|
||||
|
||||
if self.config.get('experimental', {}).get('use_sell_signal'):
|
||||
experimental = self.config.get('experimental', {})
|
||||
if experimental.get('use_sell_signal') or experimental.get('ignore_roi_if_buy_signal'):
|
||||
(buy, sell) = self.analyze.get_signal(self.exchange,
|
||||
trade.pair, self.analyze.get_ticker_interval())
|
||||
|
||||
@ -434,13 +495,16 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
|
||||
logger.info('Found no sell signals for whitelisted currencies. Trying again..')
|
||||
return False
|
||||
|
||||
def check_handle_timedout(self, timeoutvalue: int) -> None:
|
||||
def check_handle_timedout(self) -> None:
|
||||
"""
|
||||
Check if any orders are timed out and cancel if neccessary
|
||||
:param timeoutvalue: Number of minutes until order is considered timed out
|
||||
:return: None
|
||||
"""
|
||||
timeoutthreashold = arrow.utcnow().shift(minutes=-timeoutvalue).datetime
|
||||
buy_timeout = self.config['unfilledtimeout']['buy']
|
||||
sell_timeout = self.config['unfilledtimeout']['sell']
|
||||
buy_timeoutthreashold = arrow.utcnow().shift(minutes=-buy_timeout).datetime
|
||||
sell_timeoutthreashold = arrow.utcnow().shift(minutes=-sell_timeout).datetime
|
||||
|
||||
for trade in Trade.query.filter(Trade.open_order_id.isnot(None)).all():
|
||||
try:
|
||||
@ -463,10 +527,12 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
|
||||
if int(order['remaining']) == 0:
|
||||
continue
|
||||
|
||||
if order['side'] == 'buy' and ordertime < timeoutthreashold:
|
||||
self.handle_timedout_limit_buy(trade, order)
|
||||
elif order['side'] == 'sell' and ordertime < timeoutthreashold:
|
||||
self.handle_timedout_limit_sell(trade, order)
|
||||
# Check if trade is still actually open
|
||||
if order['status'] == 'open':
|
||||
if order['side'] == 'buy' and ordertime < buy_timeoutthreashold:
|
||||
self.handle_timedout_limit_buy(trade, order)
|
||||
elif order['side'] == 'sell' and ordertime < sell_timeoutthreashold:
|
||||
self.handle_timedout_limit_sell(trade, order)
|
||||
|
||||
# FIX: 20180110, why is cancel.order unconditionally here, whereas
|
||||
# it is conditionally called in the
|
||||
|
@ -14,6 +14,7 @@ from pandas import DataFrame
|
||||
from tabulate import tabulate
|
||||
|
||||
import freqtrade.optimize as optimize
|
||||
from freqtrade import constants, DependencyException
|
||||
from freqtrade.exchange import Exchange
|
||||
from freqtrade.analyze import Analyze
|
||||
from freqtrade.arguments import Arguments
|
||||
@ -37,6 +38,8 @@ class BacktestResult(NamedTuple):
|
||||
close_index: int
|
||||
trade_duration: float
|
||||
open_at_end: bool
|
||||
open_rate: float
|
||||
close_rate: float
|
||||
|
||||
|
||||
class Backtesting(object):
|
||||
@ -115,11 +118,10 @@ class Backtesting(object):
|
||||
|
||||
def _store_backtest_result(self, recordfilename: Optional[str], results: DataFrame) -> None:
|
||||
|
||||
records = [(trade_entry.pair, trade_entry.profit_percent,
|
||||
trade_entry.open_time.timestamp(),
|
||||
trade_entry.close_time.timestamp(),
|
||||
trade_entry.open_index - 1, trade_entry.trade_duration)
|
||||
for index, trade_entry in results.iterrows()]
|
||||
records = [(t.pair, t.profit_percent, t.open_time.timestamp(),
|
||||
t.close_time.timestamp(), t.open_index - 1, t.trade_duration,
|
||||
t.open_rate, t.close_rate, t.open_at_end)
|
||||
for index, t in results.iterrows()]
|
||||
|
||||
if records:
|
||||
logger.info('Dumping backtest results to %s', recordfilename)
|
||||
@ -158,7 +160,9 @@ class Backtesting(object):
|
||||
trade_duration=(sell_row.date - buy_row.date).seconds // 60,
|
||||
open_index=buy_row.Index,
|
||||
close_index=sell_row.Index,
|
||||
open_at_end=False
|
||||
open_at_end=False,
|
||||
open_rate=buy_row.close,
|
||||
close_rate=sell_row.close
|
||||
)
|
||||
if partial_ticker:
|
||||
# no sell condition found - trade stil open at end of backtest period
|
||||
@ -171,7 +175,9 @@ class Backtesting(object):
|
||||
trade_duration=(sell_row.date - buy_row.date).seconds // 60,
|
||||
open_index=buy_row.Index,
|
||||
close_index=sell_row.Index,
|
||||
open_at_end=True
|
||||
open_at_end=True,
|
||||
open_rate=buy_row.close,
|
||||
close_rate=sell_row.close
|
||||
)
|
||||
logger.debug('Force_selling still open trade %s with %s perc - %s', btr.pair,
|
||||
btr.profit_percent, btr.profit_abs)
|
||||
@ -341,6 +347,10 @@ def setup_configuration(args: Namespace) -> Dict[str, Any]:
|
||||
config['exchange']['key'] = ''
|
||||
config['exchange']['secret'] = ''
|
||||
|
||||
if config['stake_amount'] == constants.UNLIMITED_STAKE_AMOUNT:
|
||||
raise DependencyException('stake amount could not be "%s" for backtesting' %
|
||||
constants.UNLIMITED_STAKE_AMOUNT)
|
||||
|
||||
return config
|
||||
|
||||
|
||||
|
@ -21,7 +21,6 @@ from freqtrade import OperationalException
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
_CONF = {}
|
||||
_DECL_BASE: Any = declarative_base()
|
||||
|
||||
|
||||
@ -33,9 +32,7 @@ def init(config: Dict) -> None:
|
||||
:param config: config to use
|
||||
:return: None
|
||||
"""
|
||||
_CONF.update(config)
|
||||
|
||||
db_url = _CONF.get('db_url', None)
|
||||
db_url = config.get('db_url', None)
|
||||
kwargs = {}
|
||||
|
||||
# Take care of thread ownership if in-memory db
|
||||
@ -61,7 +58,7 @@ def init(config: Dict) -> None:
|
||||
check_migrate(engine)
|
||||
|
||||
# Clean dry_run DB if the db is not in-memory
|
||||
if _CONF.get('dry_run', False) and db_url != 'sqlite://':
|
||||
if config.get('dry_run', False) and db_url != 'sqlite://':
|
||||
clean_dry_run_db()
|
||||
|
||||
|
||||
@ -69,6 +66,10 @@ def has_column(columns, searchname: str) -> bool:
|
||||
return len(list(filter(lambda x: x["name"] == searchname, columns))) == 1
|
||||
|
||||
|
||||
def get_column_def(columns, column: str, default: str) -> str:
|
||||
return default if not has_column(columns, column) else column
|
||||
|
||||
|
||||
def check_migrate(engine) -> None:
|
||||
"""
|
||||
Checks if migration is necessary and migrates if necessary
|
||||
@ -76,18 +77,32 @@ def check_migrate(engine) -> None:
|
||||
inspector = inspect(engine)
|
||||
|
||||
cols = inspector.get_columns('trades')
|
||||
tabs = inspector.get_table_names()
|
||||
table_back_name = 'trades_bak'
|
||||
for i, table_back_name in enumerate(tabs):
|
||||
table_back_name = f'trades_bak{i}'
|
||||
logger.info(f'trying {table_back_name}')
|
||||
|
||||
# Check for latest column
|
||||
if not has_column(cols, 'max_rate'):
|
||||
open_rate_requested = get_column_def(cols, 'open_rate_requested', 'null')
|
||||
close_rate_requested = get_column_def(cols, 'close_rate_requested', 'null')
|
||||
stop_loss = get_column_def(cols, 'stop_loss', '0.0')
|
||||
initial_stop_loss = get_column_def(cols, 'initial_stop_loss', '0.0')
|
||||
max_rate = get_column_def(cols, 'max_rate', '0.0')
|
||||
|
||||
if not has_column(cols, 'fee_open'):
|
||||
# Schema migration necessary
|
||||
engine.execute("alter table trades rename to trades_bak")
|
||||
engine.execute(f"alter table trades rename to {table_back_name}")
|
||||
# let SQLAlchemy create the schema as required
|
||||
_DECL_BASE.metadata.create_all(engine)
|
||||
|
||||
# Copy data back - following the correct schema
|
||||
engine.execute("""insert into trades
|
||||
engine.execute(f"""insert into trades
|
||||
(id, exchange, pair, is_open, fee_open, fee_close, open_rate,
|
||||
open_rate_requested, close_rate, close_rate_requested, close_profit,
|
||||
stake_amount, amount, open_date, close_date, open_order_id)
|
||||
stake_amount, amount, open_date, close_date, open_order_id,
|
||||
stop_loss, initial_stop_loss, max_rate
|
||||
)
|
||||
select id, lower(exchange),
|
||||
case
|
||||
when instr(pair, '_') != 0 then
|
||||
@ -97,21 +112,18 @@ def check_migrate(engine) -> None:
|
||||
end
|
||||
pair,
|
||||
is_open, fee fee_open, fee fee_close,
|
||||
open_rate, null open_rate_requested, close_rate,
|
||||
null close_rate_requested, close_profit,
|
||||
stake_amount, amount, open_date, close_date, open_order_id
|
||||
from trades_bak
|
||||
open_rate, {open_rate_requested} open_rate_requested, close_rate,
|
||||
{close_rate_requested} close_rate_requested, close_profit,
|
||||
stake_amount, amount, open_date, close_date, open_order_id,
|
||||
{stop_loss} stop_loss, {initial_stop_loss} initial_stop_loss,
|
||||
{max_rate} max_rate
|
||||
from {table_back_name}
|
||||
""")
|
||||
|
||||
# Reread columns - the above recreated the table!
|
||||
inspector = inspect(engine)
|
||||
cols = inspector.get_columns('trades')
|
||||
|
||||
if not has_column(cols, 'open_rate_requested'):
|
||||
engine.execute("alter table trades add open_rate_requested float")
|
||||
if not has_column(cols, 'close_rate_requested'):
|
||||
engine.execute("alter table trades add close_rate_requested float")
|
||||
|
||||
|
||||
def cleanup() -> None:
|
||||
"""
|
||||
@ -154,6 +166,12 @@ class Trade(_DECL_BASE):
|
||||
open_date = Column(DateTime, nullable=False, default=datetime.utcnow)
|
||||
close_date = Column(DateTime)
|
||||
open_order_id = Column(String)
|
||||
# absolute value of the stop loss
|
||||
stop_loss = Column(Float, nullable=True, default=0.0)
|
||||
# absolute value of the initial stop loss
|
||||
initial_stop_loss = Column(Float, nullable=True, default=0.0)
|
||||
# absolute value of the highest reached price
|
||||
max_rate = Column(Float, nullable=True, default=0.0)
|
||||
|
||||
def __repr__(self):
|
||||
return 'Trade(id={}, pair={}, amount={:.8f}, open_rate={:.8f}, open_since={})'.format(
|
||||
@ -164,6 +182,45 @@ class Trade(_DECL_BASE):
|
||||
arrow.get(self.open_date).humanize() if self.is_open else 'closed'
|
||||
)
|
||||
|
||||
def adjust_stop_loss(self, current_price: float, stoploss: float, initial: bool = False):
|
||||
"""this adjusts the stop loss to it's most recently observed setting"""
|
||||
|
||||
if initial and not (self.stop_loss is None or self.stop_loss == 0):
|
||||
# Don't modify if called with initial and nothing to do
|
||||
return
|
||||
|
||||
new_loss = float(current_price * (1 - abs(stoploss)))
|
||||
|
||||
# keeping track of the highest observed rate for this trade
|
||||
if self.max_rate is None:
|
||||
self.max_rate = current_price
|
||||
else:
|
||||
if current_price > self.max_rate:
|
||||
self.max_rate = current_price
|
||||
|
||||
# no stop loss assigned yet
|
||||
if not self.stop_loss:
|
||||
logger.debug("assigning new stop loss")
|
||||
self.stop_loss = new_loss
|
||||
self.initial_stop_loss = new_loss
|
||||
|
||||
# evaluate if the stop loss needs to be updated
|
||||
else:
|
||||
if new_loss > self.stop_loss: # stop losses only walk up, never down!
|
||||
self.stop_loss = new_loss
|
||||
logger.debug("adjusted stop loss")
|
||||
else:
|
||||
logger.debug("keeping current stop loss")
|
||||
|
||||
logger.debug(
|
||||
f"{self.pair} - current price {current_price:.8f}, "
|
||||
f"bought at {self.open_rate:.8f} and calculated "
|
||||
f"stop loss is at: {self.initial_stop_loss:.8f} initial "
|
||||
f"stop at {self.stop_loss:.8f}. "
|
||||
f"trailing stop loss saved us: "
|
||||
f"{float(self.stop_loss) - float(self.initial_stop_loss):.8f} "
|
||||
f"and max observed rate was {self.max_rate:.8f}")
|
||||
|
||||
def update(self, order: Dict) -> None:
|
||||
"""
|
||||
Updates this entity with amount and actual open/close rates.
|
||||
|
@ -72,7 +72,7 @@ class StrategyResolver(object):
|
||||
"""
|
||||
current_path = os.path.dirname(os.path.realpath(__file__))
|
||||
abs_paths = [
|
||||
os.path.join(current_path, '..', '..', 'user_data', 'strategies'),
|
||||
os.path.join(os.getcwd(), 'user_data', 'strategies'),
|
||||
current_path,
|
||||
]
|
||||
|
||||
@ -81,10 +81,13 @@ class StrategyResolver(object):
|
||||
abs_paths.insert(0, extra_dir)
|
||||
|
||||
for path in abs_paths:
|
||||
strategy = self._search_strategy(path, strategy_name)
|
||||
if strategy:
|
||||
logger.info('Using resolved strategy %s from \'%s\'', strategy_name, path)
|
||||
return import_strategy(strategy)
|
||||
try:
|
||||
strategy = self._search_strategy(path, strategy_name)
|
||||
if strategy:
|
||||
logger.info('Using resolved strategy %s from \'%s\'', strategy_name, path)
|
||||
return import_strategy(strategy)
|
||||
except FileNotFoundError:
|
||||
logger.warning('Path "%s" does not exist', path)
|
||||
|
||||
raise ImportError(
|
||||
"Impossible to load Strategy '{}'. This class does not exist"
|
||||
|
@ -100,7 +100,10 @@ def default_conf():
|
||||
"0": 0.04
|
||||
},
|
||||
"stoploss": -0.10,
|
||||
"unfilledtimeout": 600,
|
||||
"unfilledtimeout": {
|
||||
"buy": 10,
|
||||
"sell": 30
|
||||
},
|
||||
"bid_strategy": {
|
||||
"ask_last_balance": 0.0
|
||||
},
|
||||
@ -189,7 +192,10 @@ def markets():
|
||||
'max': 1000,
|
||||
},
|
||||
'price': 500000,
|
||||
'cost': 500000,
|
||||
'cost': {
|
||||
'min': 1,
|
||||
'max': 500000,
|
||||
},
|
||||
},
|
||||
'info': '',
|
||||
},
|
||||
@ -211,7 +217,10 @@ def markets():
|
||||
'max': 1000,
|
||||
},
|
||||
'price': 500000,
|
||||
'cost': 500000,
|
||||
'cost': {
|
||||
'min': 1,
|
||||
'max': 500000,
|
||||
},
|
||||
},
|
||||
'info': '',
|
||||
},
|
||||
@ -233,7 +242,85 @@ def markets():
|
||||
'max': 1000,
|
||||
},
|
||||
'price': 500000,
|
||||
'cost': 500000,
|
||||
'cost': {
|
||||
'min': 1,
|
||||
'max': 500000,
|
||||
},
|
||||
},
|
||||
'info': '',
|
||||
},
|
||||
{
|
||||
'id': 'ltcbtc',
|
||||
'symbol': 'LTC/BTC',
|
||||
'base': 'LTC',
|
||||
'quote': 'BTC',
|
||||
'active': False,
|
||||
'precision': {
|
||||
'price': 8,
|
||||
'amount': 8,
|
||||
'cost': 8,
|
||||
},
|
||||
'lot': 0.00000001,
|
||||
'limits': {
|
||||
'amount': {
|
||||
'min': 0.01,
|
||||
'max': 1000,
|
||||
},
|
||||
'price': 500000,
|
||||
'cost': {
|
||||
'min': 1,
|
||||
'max': 500000,
|
||||
},
|
||||
},
|
||||
'info': '',
|
||||
},
|
||||
{
|
||||
'id': 'xrpbtc',
|
||||
'symbol': 'XRP/BTC',
|
||||
'base': 'XRP',
|
||||
'quote': 'BTC',
|
||||
'active': False,
|
||||
'precision': {
|
||||
'price': 8,
|
||||
'amount': 8,
|
||||
'cost': 8,
|
||||
},
|
||||
'lot': 0.00000001,
|
||||
'limits': {
|
||||
'amount': {
|
||||
'min': 0.01,
|
||||
'max': 1000,
|
||||
},
|
||||
'price': 500000,
|
||||
'cost': {
|
||||
'min': 1,
|
||||
'max': 500000,
|
||||
},
|
||||
},
|
||||
'info': '',
|
||||
},
|
||||
{
|
||||
'id': 'neobtc',
|
||||
'symbol': 'NEO/BTC',
|
||||
'base': 'NEO',
|
||||
'quote': 'BTC',
|
||||
'active': False,
|
||||
'precision': {
|
||||
'price': 8,
|
||||
'amount': 8,
|
||||
'cost': 8,
|
||||
},
|
||||
'lot': 0.00000001,
|
||||
'limits': {
|
||||
'amount': {
|
||||
'min': 0.01,
|
||||
'max': 1000,
|
||||
},
|
||||
'price': 500000,
|
||||
'cost': {
|
||||
'min': 1,
|
||||
'max': 500000,
|
||||
},
|
||||
},
|
||||
'info': '',
|
||||
}
|
||||
|
@ -14,13 +14,29 @@ from freqtrade.exchange import Exchange, API_RETRY_COUNT
|
||||
from freqtrade.tests.conftest import log_has, get_patched_exchange
|
||||
|
||||
|
||||
def ccxt_exceptionhandlers(mocker, default_conf, api_mock, fun, mock_ccxt_fun, **kwargs):
|
||||
"""Function to test ccxt exception handling """
|
||||
|
||||
with pytest.raises(TemporaryError):
|
||||
api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
getattr(exchange, fun)(**kwargs)
|
||||
assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1
|
||||
|
||||
with pytest.raises(OperationalException):
|
||||
api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
getattr(exchange, fun)(**kwargs)
|
||||
assert api_mock.__dict__[mock_ccxt_fun].call_count == 1
|
||||
|
||||
|
||||
def test_init(default_conf, mocker, caplog):
|
||||
caplog.set_level(logging.INFO)
|
||||
get_patched_exchange(mocker, default_conf)
|
||||
assert log_has('Instance is running with dry_run enabled', caplog.record_tuples)
|
||||
|
||||
|
||||
def test_init_exception(default_conf):
|
||||
def test_init_exception(default_conf, mocker):
|
||||
default_conf['exchange']['name'] = 'wrong_exchange_name'
|
||||
|
||||
with pytest.raises(
|
||||
@ -28,6 +44,13 @@ def test_init_exception(default_conf):
|
||||
match='Exchange {} is not supported'.format(default_conf['exchange']['name'])):
|
||||
Exchange(default_conf)
|
||||
|
||||
default_conf['exchange']['name'] = 'binance'
|
||||
with pytest.raises(
|
||||
OperationalException,
|
||||
match='Exchange {} is not supported'.format(default_conf['exchange']['name'])):
|
||||
mocker.patch("ccxt.binance", MagicMock(side_effect=AttributeError))
|
||||
Exchange(default_conf)
|
||||
|
||||
|
||||
def test_validate_pairs(default_conf, mocker):
|
||||
api_mock = MagicMock()
|
||||
@ -97,6 +120,20 @@ def test_validate_pairs_stake_exception(default_conf, mocker, caplog):
|
||||
Exchange(conf)
|
||||
|
||||
|
||||
def test_exchangehas(default_conf, mocker):
|
||||
exchange = get_patched_exchange(mocker, default_conf)
|
||||
assert not exchange.exchange_has('ASDFASDF')
|
||||
api_mock = MagicMock()
|
||||
|
||||
type(api_mock).has = PropertyMock(return_value={'deadbeef': True})
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
assert exchange.exchange_has("deadbeef")
|
||||
|
||||
type(api_mock).has = PropertyMock(return_value={'deadbeef': False})
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
assert not exchange.exchange_has("deadbeef")
|
||||
|
||||
|
||||
def test_buy_dry_run(default_conf, mocker):
|
||||
default_conf['dry_run'] = True
|
||||
exchange = get_patched_exchange(mocker, default_conf)
|
||||
@ -216,6 +253,11 @@ def test_get_balance_prod(default_conf, mocker):
|
||||
|
||||
exchange.get_balance(currency='BTC')
|
||||
|
||||
with pytest.raises(TemporaryError, match=r'.*balance due to malformed exchange response:.*'):
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_balances', MagicMock(return_value={}))
|
||||
exchange.get_balance(currency='BTC')
|
||||
|
||||
|
||||
def test_get_balances_dry_run(default_conf, mocker):
|
||||
default_conf['dry_run'] = True
|
||||
@ -243,17 +285,8 @@ def test_get_balances_prod(default_conf, mocker):
|
||||
assert exchange.get_balances()['1ST']['total'] == 10.0
|
||||
assert exchange.get_balances()['1ST']['used'] == 0.0
|
||||
|
||||
with pytest.raises(TemporaryError):
|
||||
api_mock.fetch_balance = MagicMock(side_effect=ccxt.NetworkError)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange.get_balances()
|
||||
assert api_mock.fetch_balance.call_count == API_RETRY_COUNT + 1
|
||||
|
||||
with pytest.raises(OperationalException):
|
||||
api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange.get_balances()
|
||||
assert api_mock.fetch_balance.call_count == 1
|
||||
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
|
||||
"get_balances", "fetch_balance")
|
||||
|
||||
|
||||
def test_get_tickers(default_conf, mocker):
|
||||
@ -282,15 +315,8 @@ def test_get_tickers(default_conf, mocker):
|
||||
assert tickers['BCH/BTC']['bid'] == 0.6
|
||||
assert tickers['BCH/BTC']['ask'] == 0.5
|
||||
|
||||
with pytest.raises(TemporaryError): # test retrier
|
||||
api_mock.fetch_tickers = MagicMock(side_effect=ccxt.NetworkError)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange.get_tickers()
|
||||
|
||||
with pytest.raises(OperationalException):
|
||||
api_mock.fetch_tickers = MagicMock(side_effect=ccxt.BaseError)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange.get_tickers()
|
||||
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
|
||||
"get_tickers", "fetch_tickers")
|
||||
|
||||
with pytest.raises(OperationalException):
|
||||
api_mock.fetch_tickers = MagicMock(side_effect=ccxt.NotSupported)
|
||||
@ -345,15 +371,9 @@ def test_get_ticker(default_conf, mocker):
|
||||
exchange.get_ticker(pair='ETH/BTC', refresh=False)
|
||||
assert api_mock.fetch_ticker.call_count == 0
|
||||
|
||||
with pytest.raises(TemporaryError): # test retrier
|
||||
api_mock.fetch_ticker = MagicMock(side_effect=ccxt.NetworkError)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange.get_ticker(pair='ETH/BTC', refresh=True)
|
||||
|
||||
with pytest.raises(OperationalException):
|
||||
api_mock.fetch_ticker = MagicMock(side_effect=ccxt.BaseError)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange.get_ticker(pair='ETH/BTC', refresh=True)
|
||||
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
|
||||
"get_ticker", "fetch_ticker",
|
||||
pair='ETH/BTC', refresh=True)
|
||||
|
||||
api_mock.fetch_ticker = MagicMock(return_value={})
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
@ -416,17 +436,14 @@ def test_get_ticker_history(default_conf, mocker):
|
||||
assert ticks[0][4] == 9
|
||||
assert ticks[0][5] == 10
|
||||
|
||||
with pytest.raises(TemporaryError): # test retrier
|
||||
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NetworkError)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
# new symbol to get around cache
|
||||
exchange.get_ticker_history('ABCD/BTC', default_conf['ticker_interval'])
|
||||
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
|
||||
"get_ticker_history", "fetch_ohlcv",
|
||||
pair='ABCD/BTC', tick_interval=default_conf['ticker_interval'])
|
||||
|
||||
with pytest.raises(OperationalException):
|
||||
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError)
|
||||
with pytest.raises(OperationalException, match=r'Exchange .* does not support.*'):
|
||||
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NotSupported)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
# new symbol to get around cache
|
||||
exchange.get_ticker_history('EFGH/BTC', default_conf['ticker_interval'])
|
||||
exchange.get_ticker_history(pair='ABCD/BTC', tick_interval=default_conf['ticker_interval'])
|
||||
|
||||
|
||||
def test_get_ticker_history_sort(default_conf, mocker):
|
||||
@ -510,30 +527,20 @@ def test_cancel_order_dry_run(default_conf, mocker):
|
||||
# Ensure that if not dry_run, we should call API
|
||||
def test_cancel_order(default_conf, mocker):
|
||||
default_conf['dry_run'] = False
|
||||
# mocker.patch.dict('freqtrade.exchange.._CONF', default_conf)
|
||||
api_mock = MagicMock()
|
||||
api_mock.cancel_order = MagicMock(return_value=123)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
assert exchange.cancel_order(order_id='_', pair='TKN/BTC') == 123
|
||||
|
||||
with pytest.raises(TemporaryError):
|
||||
api_mock.cancel_order = MagicMock(side_effect=ccxt.NetworkError)
|
||||
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange.cancel_order(order_id='_', pair='TKN/BTC')
|
||||
assert api_mock.cancel_order.call_count == API_RETRY_COUNT + 1
|
||||
|
||||
with pytest.raises(DependencyException):
|
||||
api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange.cancel_order(order_id='_', pair='TKN/BTC')
|
||||
assert api_mock.cancel_order.call_count == API_RETRY_COUNT + 1
|
||||
|
||||
with pytest.raises(OperationalException):
|
||||
api_mock.cancel_order = MagicMock(side_effect=ccxt.BaseError)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange.cancel_order(order_id='_', pair='TKN/BTC')
|
||||
assert api_mock.cancel_order.call_count == 1
|
||||
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
|
||||
"cancel_order", "cancel_order",
|
||||
order_id='_', pair='TKN/BTC')
|
||||
|
||||
|
||||
def test_get_order(default_conf, mocker):
|
||||
@ -551,23 +558,15 @@ def test_get_order(default_conf, mocker):
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
assert exchange.get_order('X', 'TKN/BTC') == 456
|
||||
|
||||
with pytest.raises(TemporaryError):
|
||||
api_mock.fetch_order = MagicMock(side_effect=ccxt.NetworkError)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange.get_order(order_id='_', pair='TKN/BTC')
|
||||
assert api_mock.fetch_order.call_count == API_RETRY_COUNT + 1
|
||||
|
||||
with pytest.raises(DependencyException):
|
||||
api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange.get_order(order_id='_', pair='TKN/BTC')
|
||||
assert api_mock.fetch_order.call_count == API_RETRY_COUNT + 1
|
||||
|
||||
with pytest.raises(OperationalException):
|
||||
api_mock.fetch_order = MagicMock(side_effect=ccxt.BaseError)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange.get_order(order_id='_', pair='TKN/BTC')
|
||||
assert api_mock.fetch_order.call_count == 1
|
||||
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
|
||||
'get_order', 'fetch_order',
|
||||
order_id='_', pair='TKN/BTC')
|
||||
|
||||
|
||||
def test_name(default_conf, mocker):
|
||||
@ -652,19 +651,12 @@ def test_get_trades_for_order(default_conf, mocker):
|
||||
assert len(orders) == 1
|
||||
assert orders[0]['price'] == 165
|
||||
|
||||
# test Exceptions
|
||||
with pytest.raises(OperationalException):
|
||||
api_mock = MagicMock()
|
||||
api_mock.fetch_my_trades = MagicMock(side_effect=ccxt.BaseError)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange.get_trades_for_order(order_id, 'LTC/BTC', since)
|
||||
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
|
||||
'get_trades_for_order', 'fetch_my_trades',
|
||||
order_id=order_id, pair='LTC/BTC', since=since)
|
||||
|
||||
with pytest.raises(TemporaryError):
|
||||
api_mock = MagicMock()
|
||||
api_mock.fetch_my_trades = MagicMock(side_effect=ccxt.NetworkError)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange.get_trades_for_order(order_id, 'LTC/BTC', since)
|
||||
assert api_mock.fetch_my_trades.call_count == API_RETRY_COUNT + 1
|
||||
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=False))
|
||||
assert exchange.get_trades_for_order(order_id, 'LTC/BTC', since) == []
|
||||
|
||||
|
||||
def test_get_markets(default_conf, mocker, markets):
|
||||
@ -673,24 +665,13 @@ def test_get_markets(default_conf, mocker, markets):
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
ret = exchange.get_markets()
|
||||
assert isinstance(ret, list)
|
||||
assert len(ret) == 3
|
||||
assert len(ret) == 6
|
||||
|
||||
assert ret[0]["id"] == "ethbtc"
|
||||
assert ret[0]["symbol"] == "ETH/BTC"
|
||||
|
||||
# test Exceptions
|
||||
with pytest.raises(OperationalException):
|
||||
api_mock = MagicMock()
|
||||
api_mock.fetch_markets = MagicMock(side_effect=ccxt.BaseError)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange.get_markets()
|
||||
|
||||
with pytest.raises(TemporaryError):
|
||||
api_mock = MagicMock()
|
||||
api_mock.fetch_markets = MagicMock(side_effect=ccxt.NetworkError)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange.get_markets()
|
||||
assert api_mock.fetch_markets.call_count == API_RETRY_COUNT + 1
|
||||
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
|
||||
'get_markets', 'fetch_markets')
|
||||
|
||||
|
||||
def test_get_fee(default_conf, mocker):
|
||||
@ -705,19 +686,8 @@ def test_get_fee(default_conf, mocker):
|
||||
|
||||
assert exchange.get_fee() == 0.025
|
||||
|
||||
# test Exceptions
|
||||
with pytest.raises(OperationalException):
|
||||
api_mock = MagicMock()
|
||||
api_mock.calculate_fee = MagicMock(side_effect=ccxt.BaseError)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange.get_fee()
|
||||
|
||||
with pytest.raises(TemporaryError):
|
||||
api_mock = MagicMock()
|
||||
api_mock.calculate_fee = MagicMock(side_effect=ccxt.NetworkError)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange.get_fee()
|
||||
assert api_mock.calculate_fee.call_count == API_RETRY_COUNT + 1
|
||||
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
|
||||
'get_fee', 'calculate_fee')
|
||||
|
||||
|
||||
def test_get_amount_lots(default_conf, mocker):
|
||||
|
@ -3,6 +3,7 @@
|
||||
import json
|
||||
import math
|
||||
import random
|
||||
import pytest
|
||||
from copy import deepcopy
|
||||
from typing import List
|
||||
from unittest.mock import MagicMock
|
||||
@ -11,7 +12,7 @@ import numpy as np
|
||||
import pandas as pd
|
||||
from arrow import Arrow
|
||||
|
||||
from freqtrade import optimize
|
||||
from freqtrade import optimize, constants, DependencyException
|
||||
from freqtrade.analyze import Analyze
|
||||
from freqtrade.arguments import Arguments, TimeRange
|
||||
from freqtrade.optimize.backtesting import Backtesting, start, setup_configuration
|
||||
@ -268,6 +269,28 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
|
||||
)
|
||||
|
||||
|
||||
def test_setup_configuration_unlimited_stake_amount(mocker, default_conf, caplog) -> None:
|
||||
"""
|
||||
Test setup_configuration() function
|
||||
"""
|
||||
|
||||
conf = deepcopy(default_conf)
|
||||
conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
|
||||
|
||||
mocker.patch('freqtrade.configuration.open', mocker.mock_open(
|
||||
read_data=json.dumps(conf)
|
||||
))
|
||||
|
||||
args = [
|
||||
'--config', 'config.json',
|
||||
'--strategy', 'DefaultStrategy',
|
||||
'backtesting'
|
||||
]
|
||||
|
||||
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
|
||||
setup_configuration(get_args(args))
|
||||
|
||||
|
||||
def test_start(mocker, fee, default_conf, caplog) -> None:
|
||||
"""
|
||||
Test start() function
|
||||
@ -604,9 +627,13 @@ def test_backtest_record(default_conf, fee, mocker):
|
||||
Arrow(2017, 11, 14, 22, 10, 00).datetime,
|
||||
Arrow(2017, 11, 14, 22, 43, 00).datetime,
|
||||
Arrow(2017, 11, 14, 22, 58, 00).datetime],
|
||||
"open_rate": [0.002543, 0.003003, 0.003089, 0.003214],
|
||||
"close_rate": [0.002546, 0.003014, 0.003103, 0.003217],
|
||||
"open_index": [1, 119, 153, 185],
|
||||
"close_index": [118, 151, 184, 199],
|
||||
"trade_duration": [123, 34, 31, 14]})
|
||||
"trade_duration": [123, 34, 31, 14],
|
||||
"open_at_end": [False, False, False, True]
|
||||
})
|
||||
backtesting._store_backtest_result("backtest-result.json", results)
|
||||
assert len(results) == 4
|
||||
# Assert file_dump_json was only called once
|
||||
@ -617,12 +644,16 @@ def test_backtest_record(default_conf, fee, mocker):
|
||||
# ('UNITTEST/BTC', 0.00331158, '1510684320', '1510691700', 0, 117)
|
||||
# Below follows just a typecheck of the schema/type of trade-records
|
||||
oix = None
|
||||
for (pair, profit, date_buy, date_sell, buy_index, dur) in records:
|
||||
for (pair, profit, date_buy, date_sell, buy_index, dur,
|
||||
openr, closer, open_at_end) in records:
|
||||
assert pair == 'UNITTEST/BTC'
|
||||
isinstance(profit, float)
|
||||
assert isinstance(profit, float)
|
||||
# FIX: buy/sell should be converted to ints
|
||||
isinstance(date_buy, str)
|
||||
isinstance(date_sell, str)
|
||||
assert isinstance(date_buy, float)
|
||||
assert isinstance(date_sell, float)
|
||||
assert isinstance(openr, float)
|
||||
assert isinstance(closer, float)
|
||||
assert isinstance(open_at_end, bool)
|
||||
isinstance(buy_index, pd._libs.tslib.Timestamp)
|
||||
if oix:
|
||||
assert buy_index > oix
|
||||
|
@ -25,7 +25,7 @@ def prec_satoshi(a, b) -> float:
|
||||
|
||||
|
||||
# Unit tests
|
||||
def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
|
||||
def test_rpc_trade_status(default_conf, ticker, fee, markets, mocker) -> None:
|
||||
"""
|
||||
Test rpc_trade_status() method
|
||||
"""
|
||||
@ -36,7 +36,8 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
|
||||
'freqtrade.exchange.Exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
get_fee=fee
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
@ -71,7 +72,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
|
||||
assert trade.find('[ETH/BTC]') >= 0
|
||||
|
||||
|
||||
def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
|
||||
def test_rpc_status_table(default_conf, ticker, fee, markets, mocker) -> None:
|
||||
"""
|
||||
Test rpc_status_table() method
|
||||
"""
|
||||
@ -82,7 +83,8 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
|
||||
'freqtrade.exchange.Exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
get_fee=fee
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
@ -104,7 +106,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
|
||||
|
||||
|
||||
def test_rpc_daily_profit(default_conf, update, ticker, fee,
|
||||
limit_buy_order, limit_sell_order, mocker) -> None:
|
||||
limit_buy_order, limit_sell_order, markets, mocker) -> None:
|
||||
"""
|
||||
Test rpc_daily_profit() method
|
||||
"""
|
||||
@ -115,7 +117,8 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
|
||||
'freqtrade.exchange.Exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
get_fee=fee
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
@ -155,7 +158,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
|
||||
|
||||
|
||||
def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
|
||||
limit_buy_order, limit_sell_order, mocker) -> None:
|
||||
limit_buy_order, limit_sell_order, markets, mocker) -> None:
|
||||
"""
|
||||
Test rpc_trade_statistics() method
|
||||
"""
|
||||
@ -170,7 +173,8 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
|
||||
'freqtrade.exchange.Exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
get_fee=fee
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
@ -230,7 +234,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
|
||||
|
||||
# Test that rpc_trade_statistics can handle trades that lacks
|
||||
# trade.open_rate (it is set to None)
|
||||
def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
|
||||
def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee, markets,
|
||||
ticker_sell_up, limit_buy_order, limit_sell_order):
|
||||
"""
|
||||
Test rpc_trade_statistics() method
|
||||
@ -246,7 +250,8 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
|
||||
'freqtrade.exchange.Exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
get_fee=fee
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
@ -386,7 +391,7 @@ def test_rpc_stop(mocker, default_conf) -> None:
|
||||
assert freqtradebot.state == State.STOPPED
|
||||
|
||||
|
||||
def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
|
||||
def test_rpc_forcesell(default_conf, ticker, fee, mocker, markets) -> None:
|
||||
"""
|
||||
Test rpc_forcesell() method
|
||||
"""
|
||||
@ -408,6 +413,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
|
||||
}
|
||||
),
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
@ -489,7 +495,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
|
||||
|
||||
|
||||
def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
|
||||
limit_sell_order, mocker) -> None:
|
||||
limit_sell_order, markets, mocker) -> None:
|
||||
"""
|
||||
Test rpc_performance() method
|
||||
"""
|
||||
@ -501,7 +507,8 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
|
||||
validate_pairs=MagicMock(),
|
||||
get_balances=MagicMock(return_value=ticker),
|
||||
get_ticker=ticker,
|
||||
get_fee=fee
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
@ -527,7 +534,7 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
|
||||
assert prec_satoshi(res[0]['profit'], 6.2)
|
||||
|
||||
|
||||
def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
|
||||
def test_rpc_count(mocker, default_conf, ticker, fee, markets) -> None:
|
||||
"""
|
||||
Test rpc_count() method
|
||||
"""
|
||||
@ -540,6 +547,7 @@ def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
|
||||
get_balances=MagicMock(return_value=ticker),
|
||||
get_ticker=ticker,
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
|
@ -185,7 +185,7 @@ def test_authorized_only_exception(default_conf, mocker, caplog) -> None:
|
||||
)
|
||||
|
||||
|
||||
def test_status(default_conf, update, mocker, fee, ticker) -> None:
|
||||
def test_status(default_conf, update, mocker, fee, ticker, markets) -> None:
|
||||
"""
|
||||
Test _status() method
|
||||
"""
|
||||
@ -202,6 +202,7 @@ def test_status(default_conf, update, mocker, fee, ticker) -> None:
|
||||
get_ticker=ticker,
|
||||
get_pair_detail_url=MagicMock(),
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
msg_mock = MagicMock()
|
||||
status_table = MagicMock()
|
||||
@ -230,7 +231,7 @@ def test_status(default_conf, update, mocker, fee, ticker) -> None:
|
||||
assert status_table.call_count == 1
|
||||
|
||||
|
||||
def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
|
||||
def test_status_handle(default_conf, update, ticker, fee, markets, mocker) -> None:
|
||||
"""
|
||||
Test _status() method
|
||||
"""
|
||||
@ -241,6 +242,7 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
msg_mock = MagicMock()
|
||||
status_table = MagicMock()
|
||||
@ -276,7 +278,7 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
|
||||
assert '[ETH/BTC]' in msg_mock.call_args_list[0][0][0]
|
||||
|
||||
|
||||
def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
|
||||
def test_status_table_handle(default_conf, update, ticker, fee, markets, mocker) -> None:
|
||||
"""
|
||||
Test _status_table() method
|
||||
"""
|
||||
@ -288,6 +290,7 @@ def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
|
||||
get_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': 'mocked_order_id'}),
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
msg_mock = MagicMock()
|
||||
mocker.patch.multiple(
|
||||
@ -329,7 +332,7 @@ def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
|
||||
|
||||
|
||||
def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
|
||||
limit_sell_order, mocker) -> None:
|
||||
limit_sell_order, markets, mocker) -> None:
|
||||
"""
|
||||
Test _daily() method
|
||||
"""
|
||||
@ -343,7 +346,8 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
|
||||
'freqtrade.exchange.Exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
get_fee=fee
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
msg_mock = MagicMock()
|
||||
mocker.patch.multiple(
|
||||
@ -441,7 +445,7 @@ def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None:
|
||||
|
||||
|
||||
def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
|
||||
limit_buy_order, limit_sell_order, mocker) -> None:
|
||||
limit_buy_order, limit_sell_order, markets, mocker) -> None:
|
||||
"""
|
||||
Test _profit() method
|
||||
"""
|
||||
@ -452,7 +456,8 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
|
||||
'freqtrade.exchange.Exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
get_fee=fee
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
msg_mock = MagicMock()
|
||||
mocker.patch.multiple(
|
||||
@ -705,7 +710,8 @@ def test_reload_conf_handle(default_conf, update, mocker) -> None:
|
||||
assert 'Reloading config' in msg_mock.call_args_list[0][0][0]
|
||||
|
||||
|
||||
def test_forcesell_handle(default_conf, update, ticker, fee, ticker_sell_up, mocker) -> None:
|
||||
def test_forcesell_handle(default_conf, update, ticker, fee,
|
||||
ticker_sell_up, markets, mocker) -> None:
|
||||
"""
|
||||
Test _forcesell() method
|
||||
"""
|
||||
@ -718,7 +724,8 @@ def test_forcesell_handle(default_conf, update, ticker, fee, ticker_sell_up, moc
|
||||
'freqtrade.exchange.Exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
get_fee=fee
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
@ -745,7 +752,8 @@ def test_forcesell_handle(default_conf, update, ticker, fee, ticker_sell_up, moc
|
||||
assert '0.919 USD' in rpc_mock.call_args_list[-1][0][0]
|
||||
|
||||
|
||||
def test_forcesell_down_handle(default_conf, update, ticker, fee, ticker_sell_down, mocker) -> None:
|
||||
def test_forcesell_down_handle(default_conf, update, ticker, fee,
|
||||
ticker_sell_down, markets, mocker) -> None:
|
||||
"""
|
||||
Test _forcesell() method
|
||||
"""
|
||||
@ -758,7 +766,8 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee, ticker_sell_do
|
||||
'freqtrade.exchange.Exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
get_fee=fee
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
@ -789,7 +798,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee, ticker_sell_do
|
||||
assert '-0.824 USD' in rpc_mock.call_args_list[-1][0][0]
|
||||
|
||||
|
||||
def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None:
|
||||
def test_forcesell_all_handle(default_conf, update, ticker, fee, markets, mocker) -> None:
|
||||
"""
|
||||
Test _forcesell() method
|
||||
"""
|
||||
@ -803,7 +812,8 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
|
||||
'freqtrade.exchange.Exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
get_fee=fee
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
@ -867,7 +877,7 @@ def test_forcesell_handle_invalid(default_conf, update, mocker) -> None:
|
||||
|
||||
|
||||
def test_performance_handle(default_conf, update, ticker, fee,
|
||||
limit_buy_order, limit_sell_order, mocker) -> None:
|
||||
limit_buy_order, limit_sell_order, markets, mocker) -> None:
|
||||
"""
|
||||
Test _performance() method
|
||||
"""
|
||||
@ -883,7 +893,8 @@ def test_performance_handle(default_conf, update, ticker, fee,
|
||||
'freqtrade.exchange.Exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
get_fee=fee
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
@ -931,7 +942,7 @@ def test_performance_handle_invalid(default_conf, update, mocker) -> None:
|
||||
assert 'not running' in msg_mock.call_args_list[0][0][0]
|
||||
|
||||
|
||||
def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
|
||||
def test_count_handle(default_conf, update, ticker, fee, markets, mocker) -> None:
|
||||
"""
|
||||
Test _count() method
|
||||
"""
|
||||
@ -947,7 +958,8 @@ def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
|
||||
'freqtrade.exchange.Exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': 'mocked_order_id'})
|
||||
buy=MagicMock(return_value={'id': 'mocked_order_id'}),
|
||||
get_markets=markets
|
||||
)
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
|
@ -50,13 +50,16 @@ def test_load_strategy(result):
|
||||
assert 'adx' in resolver.strategy.populate_indicators(result)
|
||||
|
||||
|
||||
def test_load_strategy_custom_directory(result):
|
||||
def test_load_strategy_invalid_directory(result, caplog):
|
||||
resolver = StrategyResolver()
|
||||
extra_dir = os.path.join('some', 'path')
|
||||
with pytest.raises(
|
||||
FileNotFoundError,
|
||||
match=r".*No such file or directory: '{}'".format(extra_dir)):
|
||||
resolver._load_strategy('TestStrategy', extra_dir)
|
||||
resolver._load_strategy('TestStrategy', extra_dir)
|
||||
|
||||
assert (
|
||||
'freqtrade.strategy.resolver',
|
||||
logging.WARNING,
|
||||
'Path "{}" does not exist'.format(extra_dir),
|
||||
) in caplog.record_tuples
|
||||
|
||||
assert hasattr(resolver.strategy, 'populate_indicators')
|
||||
assert 'adx' in resolver.strategy.populate_indicators(result)
|
||||
|
@ -42,6 +42,7 @@ def test_analyze_object() -> None:
|
||||
assert hasattr(Analyze, 'get_signal')
|
||||
assert hasattr(Analyze, 'should_sell')
|
||||
assert hasattr(Analyze, 'min_roi_reached')
|
||||
assert hasattr(Analyze, 'stop_loss_reached')
|
||||
|
||||
|
||||
def test_dataframe_correct_length(result):
|
||||
|
@ -55,6 +55,18 @@ def test_load_config_missing_attributes(default_conf) -> None:
|
||||
configuration._validate_config(conf)
|
||||
|
||||
|
||||
def test_load_config_incorrect_stake_amount(default_conf) -> None:
|
||||
"""
|
||||
Test the configuration validator with a missing attribute
|
||||
"""
|
||||
conf = deepcopy(default_conf)
|
||||
conf['stake_amount'] = 'fake'
|
||||
|
||||
with pytest.raises(ValidationError, match=r'.*\'fake\' does not match \'unlimited\'.*'):
|
||||
configuration = Configuration(Namespace())
|
||||
configuration._validate_config(conf)
|
||||
|
||||
|
||||
def test_load_config_file(default_conf, mocker, caplog) -> None:
|
||||
"""
|
||||
Test Configuration._load_config_file() method
|
||||
|
@ -14,7 +14,7 @@ import arrow
|
||||
import pytest
|
||||
import requests
|
||||
|
||||
from freqtrade import DependencyException, OperationalException, TemporaryError
|
||||
from freqtrade import constants, DependencyException, OperationalException, TemporaryError
|
||||
from freqtrade.freqtradebot import FreqtradeBot
|
||||
from freqtrade.persistence import Trade
|
||||
from freqtrade.state import State
|
||||
@ -216,7 +216,238 @@ def test_refresh_whitelist() -> None:
|
||||
pass
|
||||
|
||||
|
||||
def test_create_trade(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
|
||||
def test_get_trade_stake_amount(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
|
||||
"""
|
||||
Test get_trade_stake_amount() method
|
||||
"""
|
||||
|
||||
patch_RPCManager(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_balance=MagicMock(return_value=default_conf['stake_amount'] * 2)
|
||||
)
|
||||
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
|
||||
result = freqtrade._get_trade_stake_amount()
|
||||
assert(result == default_conf['stake_amount'])
|
||||
|
||||
|
||||
def test_get_trade_stake_amount_no_stake_amount(default_conf,
|
||||
ticker,
|
||||
limit_buy_order,
|
||||
fee,
|
||||
mocker) -> None:
|
||||
"""
|
||||
Test get_trade_stake_amount() method
|
||||
"""
|
||||
patch_RPCManager(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5)
|
||||
)
|
||||
|
||||
# test defined stake amount
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
|
||||
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
|
||||
freqtrade._get_trade_stake_amount()
|
||||
|
||||
|
||||
def test_get_trade_stake_amount_unlimited_amount(default_conf,
|
||||
ticker,
|
||||
limit_buy_order,
|
||||
fee,
|
||||
markets,
|
||||
mocker) -> None:
|
||||
"""
|
||||
Test get_trade_stake_amount() method
|
||||
"""
|
||||
patch_get_signal(mocker)
|
||||
patch_RPCManager(mocker)
|
||||
patch_coinmarketcap(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_balance=MagicMock(return_value=default_conf['stake_amount']),
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
|
||||
conf = deepcopy(default_conf)
|
||||
conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
|
||||
conf['max_open_trades'] = 2
|
||||
|
||||
freqtrade = FreqtradeBot(conf)
|
||||
|
||||
# no open trades, order amount should be 'balance / max_open_trades'
|
||||
result = freqtrade._get_trade_stake_amount()
|
||||
assert result == default_conf['stake_amount'] / conf['max_open_trades']
|
||||
|
||||
# create one trade, order amount should be 'balance / (max_open_trades - num_open_trades)'
|
||||
freqtrade.create_trade()
|
||||
|
||||
result = freqtrade._get_trade_stake_amount()
|
||||
assert result == default_conf['stake_amount'] / (conf['max_open_trades'] - 1)
|
||||
|
||||
# create 2 trades, order amount should be None
|
||||
freqtrade.create_trade()
|
||||
|
||||
result = freqtrade._get_trade_stake_amount()
|
||||
assert result is None
|
||||
|
||||
# set max_open_trades = None, so do not trade
|
||||
conf['max_open_trades'] = 0
|
||||
freqtrade = FreqtradeBot(conf)
|
||||
result = freqtrade._get_trade_stake_amount()
|
||||
assert result is None
|
||||
|
||||
|
||||
def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
|
||||
"""
|
||||
Test get_trade_stake_amount() method
|
||||
"""
|
||||
|
||||
patch_RPCManager(mocker)
|
||||
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
|
||||
mocker.patch('freqtrade.freqtradebot.Analyze.get_stoploss', MagicMock(return_value=-0.05))
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
|
||||
# no pair found
|
||||
mocker.patch(
|
||||
'freqtrade.exchange.Exchange.get_markets',
|
||||
MagicMock(return_value=[{
|
||||
'symbol': 'ETH/BTC'
|
||||
}])
|
||||
)
|
||||
with pytest.raises(ValueError, match=r'.*get market information.*'):
|
||||
freqtrade._get_min_pair_stake_amount('BNB/BTC', 1)
|
||||
|
||||
# no 'limits' section
|
||||
mocker.patch(
|
||||
'freqtrade.exchange.Exchange.get_markets',
|
||||
MagicMock(return_value=[{
|
||||
'symbol': 'ETH/BTC'
|
||||
}])
|
||||
)
|
||||
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
|
||||
assert result is None
|
||||
|
||||
# empty 'limits' section
|
||||
mocker.patch(
|
||||
'freqtrade.exchange.Exchange.get_markets',
|
||||
MagicMock(return_value=[{
|
||||
'symbol': 'ETH/BTC',
|
||||
'limits': {}
|
||||
}])
|
||||
)
|
||||
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
|
||||
assert result is None
|
||||
|
||||
# no cost Min
|
||||
mocker.patch(
|
||||
'freqtrade.exchange.Exchange.get_markets',
|
||||
MagicMock(return_value=[{
|
||||
'symbol': 'ETH/BTC',
|
||||
'limits': {
|
||||
'cost': {"min": None},
|
||||
'amount': {}
|
||||
}
|
||||
}])
|
||||
)
|
||||
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
|
||||
assert result is None
|
||||
|
||||
# no amount Min
|
||||
mocker.patch(
|
||||
'freqtrade.exchange.Exchange.get_markets',
|
||||
MagicMock(return_value=[{
|
||||
'symbol': 'ETH/BTC',
|
||||
'limits': {
|
||||
'cost': {},
|
||||
'amount': {"min": None}
|
||||
}
|
||||
}])
|
||||
)
|
||||
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
|
||||
assert result is None
|
||||
|
||||
# empty 'cost'/'amount' section
|
||||
mocker.patch(
|
||||
'freqtrade.exchange.Exchange.get_markets',
|
||||
MagicMock(return_value=[{
|
||||
'symbol': 'ETH/BTC',
|
||||
'limits': {
|
||||
'cost': {},
|
||||
'amount': {}
|
||||
}
|
||||
}])
|
||||
)
|
||||
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
|
||||
assert result is None
|
||||
|
||||
# min cost is set
|
||||
mocker.patch(
|
||||
'freqtrade.exchange.Exchange.get_markets',
|
||||
MagicMock(return_value=[{
|
||||
'symbol': 'ETH/BTC',
|
||||
'limits': {
|
||||
'cost': {'min': 2},
|
||||
'amount': {}
|
||||
}
|
||||
}])
|
||||
)
|
||||
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
|
||||
assert result == 2 / 0.9
|
||||
|
||||
# min amount is set
|
||||
mocker.patch(
|
||||
'freqtrade.exchange.Exchange.get_markets',
|
||||
MagicMock(return_value=[{
|
||||
'symbol': 'ETH/BTC',
|
||||
'limits': {
|
||||
'cost': {},
|
||||
'amount': {'min': 2}
|
||||
}
|
||||
}])
|
||||
)
|
||||
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 2)
|
||||
assert result == 2 * 2 / 0.9
|
||||
|
||||
# min amount and cost are set (cost is minimal)
|
||||
mocker.patch(
|
||||
'freqtrade.exchange.Exchange.get_markets',
|
||||
MagicMock(return_value=[{
|
||||
'symbol': 'ETH/BTC',
|
||||
'limits': {
|
||||
'cost': {'min': 2},
|
||||
'amount': {'min': 2}
|
||||
}
|
||||
}])
|
||||
)
|
||||
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 2)
|
||||
assert result == min(2, 2 * 2) / 0.9
|
||||
|
||||
# min amount and cost are set (amount is minial)
|
||||
mocker.patch(
|
||||
'freqtrade.exchange.Exchange.get_markets',
|
||||
MagicMock(return_value=[{
|
||||
'symbol': 'ETH/BTC',
|
||||
'limits': {
|
||||
'cost': {'min': 8},
|
||||
'amount': {'min': 2}
|
||||
}
|
||||
}])
|
||||
)
|
||||
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 2)
|
||||
assert result == min(8, 2 * 2) / 0.9
|
||||
|
||||
|
||||
def test_create_trade(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None:
|
||||
"""
|
||||
Test create_trade() method
|
||||
"""
|
||||
@ -229,6 +460,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, fee, mocker) -> Non
|
||||
get_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
|
||||
# Save state of current whitelist
|
||||
@ -252,32 +484,8 @@ def test_create_trade(default_conf, ticker, limit_buy_order, fee, mocker) -> Non
|
||||
assert whitelist == default_conf['exchange']['pair_whitelist']
|
||||
|
||||
|
||||
def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
|
||||
"""
|
||||
Test create_trade() method
|
||||
"""
|
||||
patch_get_signal(mocker)
|
||||
patch_RPCManager(mocker)
|
||||
patch_coinmarketcap(mocker)
|
||||
buy_mock = MagicMock(return_value={'id': limit_buy_order['id']})
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
buy=buy_mock,
|
||||
get_fee=fee,
|
||||
)
|
||||
|
||||
conf = deepcopy(default_conf)
|
||||
conf['stake_amount'] = 0.0005
|
||||
freqtrade = FreqtradeBot(conf)
|
||||
|
||||
freqtrade.create_trade()
|
||||
rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2]
|
||||
assert rate * amount >= conf['stake_amount']
|
||||
|
||||
|
||||
def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
|
||||
def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order,
|
||||
fee, markets, mocker) -> None:
|
||||
"""
|
||||
Test create_trade() method
|
||||
"""
|
||||
@ -291,6 +499,7 @@ def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order, fee
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5),
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
|
||||
@ -298,7 +507,87 @@ def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order, fee
|
||||
freqtrade.create_trade()
|
||||
|
||||
|
||||
def test_create_trade_no_pairs(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
|
||||
def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order,
|
||||
fee, markets, mocker) -> None:
|
||||
"""
|
||||
Test create_trade() method
|
||||
"""
|
||||
patch_get_signal(mocker)
|
||||
patch_RPCManager(mocker)
|
||||
patch_coinmarketcap(mocker)
|
||||
buy_mock = MagicMock(return_value={'id': limit_buy_order['id']})
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
buy=buy_mock,
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
|
||||
conf = deepcopy(default_conf)
|
||||
conf['stake_amount'] = 0.0005
|
||||
freqtrade = FreqtradeBot(conf)
|
||||
|
||||
freqtrade.create_trade()
|
||||
rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2]
|
||||
assert rate * amount >= conf['stake_amount']
|
||||
|
||||
|
||||
def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_order,
|
||||
fee, markets, mocker) -> None:
|
||||
"""
|
||||
Test create_trade() method
|
||||
"""
|
||||
patch_get_signal(mocker)
|
||||
patch_RPCManager(mocker)
|
||||
patch_coinmarketcap(mocker)
|
||||
buy_mock = MagicMock(return_value={'id': limit_buy_order['id']})
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
buy=buy_mock,
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
|
||||
conf = deepcopy(default_conf)
|
||||
conf['stake_amount'] = 0.000000005
|
||||
freqtrade = FreqtradeBot(conf)
|
||||
|
||||
result = freqtrade.create_trade()
|
||||
assert result is False
|
||||
|
||||
|
||||
def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order,
|
||||
fee, markets, mocker) -> None:
|
||||
"""
|
||||
Test create_trade() method
|
||||
"""
|
||||
patch_get_signal(mocker)
|
||||
patch_RPCManager(mocker)
|
||||
patch_coinmarketcap(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_balance=MagicMock(return_value=default_conf['stake_amount']),
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
conf = deepcopy(default_conf)
|
||||
conf['max_open_trades'] = 0
|
||||
conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
|
||||
|
||||
freqtrade = FreqtradeBot(conf)
|
||||
|
||||
assert freqtrade.create_trade() is False
|
||||
assert freqtrade._get_trade_stake_amount() is None
|
||||
|
||||
|
||||
def test_create_trade_no_pairs(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None:
|
||||
"""
|
||||
Test create_trade() method
|
||||
"""
|
||||
@ -311,6 +600,7 @@ def test_create_trade_no_pairs(default_conf, ticker, limit_buy_order, fee, mocke
|
||||
get_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
|
||||
conf = deepcopy(default_conf)
|
||||
@ -325,7 +615,7 @@ def test_create_trade_no_pairs(default_conf, ticker, limit_buy_order, fee, mocke
|
||||
|
||||
|
||||
def test_create_trade_no_pairs_after_blacklist(default_conf, ticker,
|
||||
limit_buy_order, fee, mocker) -> None:
|
||||
limit_buy_order, fee, markets, mocker) -> None:
|
||||
"""
|
||||
Test create_trade() method
|
||||
"""
|
||||
@ -338,6 +628,7 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker,
|
||||
get_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
|
||||
conf = deepcopy(default_conf)
|
||||
@ -616,7 +907,8 @@ def test_process_maybe_execute_sell_exception(mocker, default_conf,
|
||||
assert log_has('Unable to sell trade: ', caplog.record_tuples)
|
||||
|
||||
|
||||
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, fee, mocker) -> None:
|
||||
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order,
|
||||
fee, markets, mocker) -> None:
|
||||
"""
|
||||
Test check_handle() method
|
||||
"""
|
||||
@ -632,7 +924,8 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, fee, mock
|
||||
}),
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
sell=MagicMock(return_value={'id': limit_sell_order['id']}),
|
||||
get_fee=fee
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
|
||||
|
||||
@ -660,7 +953,8 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, fee, mock
|
||||
assert trade.close_date is not None
|
||||
|
||||
|
||||
def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
|
||||
def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order,
|
||||
fee, markets, mocker) -> None:
|
||||
"""
|
||||
Test check_handle() method
|
||||
"""
|
||||
@ -677,6 +971,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, fee,
|
||||
get_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
|
||||
freqtrade = FreqtradeBot(conf)
|
||||
@ -718,7 +1013,8 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, fee,
|
||||
assert freqtrade.handle_trade(trades[0]) is True
|
||||
|
||||
|
||||
def test_handle_trade_roi(default_conf, ticker, limit_buy_order, fee, mocker, caplog) -> None:
|
||||
def test_handle_trade_roi(default_conf, ticker, limit_buy_order,
|
||||
fee, mocker, markets, caplog) -> None:
|
||||
"""
|
||||
Test check_handle() method
|
||||
"""
|
||||
@ -735,6 +1031,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order, fee, mocker, ca
|
||||
get_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
|
||||
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=True)
|
||||
@ -755,7 +1052,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order, fee, mocker, ca
|
||||
|
||||
|
||||
def test_handle_trade_experimental(
|
||||
default_conf, ticker, limit_buy_order, fee, mocker, caplog) -> None:
|
||||
default_conf, ticker, limit_buy_order, fee, mocker, markets, caplog) -> None:
|
||||
"""
|
||||
Test check_handle() method
|
||||
"""
|
||||
@ -772,6 +1069,7 @@ def test_handle_trade_experimental(
|
||||
get_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
|
||||
|
||||
@ -789,7 +1087,8 @@ def test_handle_trade_experimental(
|
||||
assert log_has('Sell signal received. Selling..', caplog.record_tuples)
|
||||
|
||||
|
||||
def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, fee, mocker) -> None:
|
||||
def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order,
|
||||
fee, markets, mocker) -> None:
|
||||
"""
|
||||
Test check_handle() method
|
||||
"""
|
||||
@ -802,6 +1101,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, fe
|
||||
get_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
|
||||
@ -852,7 +1152,7 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, fe
|
||||
Trade.session.add(trade_buy)
|
||||
|
||||
# check it does cancel buy orders over the time limit
|
||||
freqtrade.check_handle_timedout(600)
|
||||
freqtrade.check_handle_timedout()
|
||||
assert cancel_order_mock.call_count == 1
|
||||
assert rpc_mock.call_count == 1
|
||||
trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
|
||||
@ -893,7 +1193,7 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
|
||||
Trade.session.add(trade_sell)
|
||||
|
||||
# check it does cancel sell orders over the time limit
|
||||
freqtrade.check_handle_timedout(600)
|
||||
freqtrade.check_handle_timedout()
|
||||
assert cancel_order_mock.call_count == 1
|
||||
assert rpc_mock.call_count == 1
|
||||
assert trade_sell.is_open is True
|
||||
@ -933,7 +1233,7 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
|
||||
|
||||
# check it does cancel buy orders over the time limit
|
||||
# note this is for a partially-complete buy order
|
||||
freqtrade.check_handle_timedout(600)
|
||||
freqtrade.check_handle_timedout()
|
||||
assert cancel_order_mock.call_count == 1
|
||||
assert rpc_mock.call_count == 1
|
||||
trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
|
||||
@ -984,7 +1284,7 @@ def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) -
|
||||
'recent call last):\n.*'
|
||||
)
|
||||
|
||||
freqtrade.check_handle_timedout(600)
|
||||
freqtrade.check_handle_timedout()
|
||||
assert filter(regexp.match, caplog.record_tuples)
|
||||
|
||||
|
||||
@ -1040,7 +1340,7 @@ def test_handle_timedout_limit_sell(mocker, default_conf) -> None:
|
||||
assert cancel_order_mock.call_count == 1
|
||||
|
||||
|
||||
def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> None:
|
||||
def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, markets, mocker) -> None:
|
||||
"""
|
||||
Test execute_sell() method with a ticker going UP
|
||||
"""
|
||||
@ -1051,7 +1351,8 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
|
||||
'freqtrade.exchange.Exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
get_fee=fee
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
@ -1081,7 +1382,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
|
||||
assert '0.919 USD' in rpc_mock.call_args_list[-1][0][0]
|
||||
|
||||
|
||||
def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker) -> None:
|
||||
def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, markets, mocker) -> None:
|
||||
"""
|
||||
Test execute_sell() method with a ticker going DOWN
|
||||
"""
|
||||
@ -1093,7 +1394,8 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
|
||||
'freqtrade.exchange.Exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
get_fee=fee
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
|
||||
@ -1122,7 +1424,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
|
||||
|
||||
|
||||
def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee,
|
||||
ticker_sell_up, mocker) -> None:
|
||||
ticker_sell_up, markets, mocker) -> None:
|
||||
"""
|
||||
Test execute_sell() method with a ticker going DOWN and with a bot config empty
|
||||
"""
|
||||
@ -1133,7 +1435,8 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee,
|
||||
'freqtrade.exchange.Exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
get_fee=fee
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
|
||||
@ -1163,7 +1466,7 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee,
|
||||
|
||||
|
||||
def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee,
|
||||
ticker_sell_down, mocker) -> None:
|
||||
ticker_sell_down, markets, mocker) -> None:
|
||||
"""
|
||||
Test execute_sell() method with a ticker going DOWN and with a bot config empty
|
||||
"""
|
||||
@ -1174,7 +1477,8 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee,
|
||||
'freqtrade.exchange.Exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
get_fee=fee
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
|
||||
@ -1201,7 +1505,8 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee,
|
||||
assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0]
|
||||
|
||||
|
||||
def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, fee, mocker) -> None:
|
||||
def test_sell_profit_only_enable_profit(default_conf, limit_buy_order,
|
||||
fee, markets, mocker) -> None:
|
||||
"""
|
||||
Test sell_profit_only feature when enabled
|
||||
"""
|
||||
@ -1219,6 +1524,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, fee, mock
|
||||
}),
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
conf = deepcopy(default_conf)
|
||||
conf['experimental'] = {
|
||||
@ -1234,7 +1540,8 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, fee, mock
|
||||
assert freqtrade.handle_trade(trade) is True
|
||||
|
||||
|
||||
def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, fee, mocker) -> None:
|
||||
def test_sell_profit_only_disable_profit(default_conf, limit_buy_order,
|
||||
fee, markets, mocker) -> None:
|
||||
"""
|
||||
Test sell_profit_only feature when disabled
|
||||
"""
|
||||
@ -1252,6 +1559,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, fee, moc
|
||||
}),
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
conf = deepcopy(default_conf)
|
||||
conf['experimental'] = {
|
||||
@ -1267,14 +1575,14 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, fee, moc
|
||||
assert freqtrade.handle_trade(trade) is True
|
||||
|
||||
|
||||
def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, mocker) -> None:
|
||||
def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, markets, mocker) -> None:
|
||||
"""
|
||||
Test sell_profit_only feature when enabled and we have a loss
|
||||
"""
|
||||
patch_get_signal(mocker)
|
||||
patch_RPCManager(mocker)
|
||||
patch_coinmarketcap(mocker)
|
||||
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
|
||||
mocker.patch('freqtrade.freqtradebot.Analyze.stop_loss_reached', return_value=False)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
@ -1285,6 +1593,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, mocker
|
||||
}),
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
conf = deepcopy(default_conf)
|
||||
conf['experimental'] = {
|
||||
@ -1300,7 +1609,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, mocker
|
||||
assert freqtrade.handle_trade(trade) is False
|
||||
|
||||
|
||||
def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, mocker) -> None:
|
||||
def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, markets, mocker) -> None:
|
||||
"""
|
||||
Test sell_profit_only feature when enabled and we have a loss
|
||||
"""
|
||||
@ -1312,12 +1621,13 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, mocke
|
||||
'freqtrade.exchange.Exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=MagicMock(return_value={
|
||||
'bid': 0.00000172,
|
||||
'ask': 0.00000173,
|
||||
'last': 0.00000172
|
||||
'bid': 0.0000172,
|
||||
'ask': 0.0000173,
|
||||
'last': 0.0000172
|
||||
}),
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
|
||||
conf = deepcopy(default_conf)
|
||||
@ -1335,6 +1645,183 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, mocke
|
||||
assert freqtrade.handle_trade(trade) is True
|
||||
|
||||
|
||||
def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, markets, mocker) -> None:
|
||||
"""
|
||||
Test sell_profit_only feature when enabled and we have a loss
|
||||
"""
|
||||
patch_get_signal(mocker)
|
||||
patch_RPCManager(mocker)
|
||||
patch_coinmarketcap(mocker)
|
||||
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=True)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=MagicMock(return_value={
|
||||
'bid': 0.0000172,
|
||||
'ask': 0.0000173,
|
||||
'last': 0.0000172
|
||||
}),
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
|
||||
conf = deepcopy(default_conf)
|
||||
conf['experimental'] = {
|
||||
'ignore_roi_if_buy_signal': True
|
||||
}
|
||||
|
||||
freqtrade = FreqtradeBot(conf)
|
||||
freqtrade.create_trade()
|
||||
|
||||
trade = Trade.query.first()
|
||||
trade.update(limit_buy_order)
|
||||
patch_get_signal(mocker, value=(True, True))
|
||||
assert freqtrade.handle_trade(trade) is False
|
||||
|
||||
# Test if buy-signal is absent (should sell due to roi = true)
|
||||
patch_get_signal(mocker, value=(False, True))
|
||||
assert freqtrade.handle_trade(trade) is True
|
||||
|
||||
|
||||
def test_trailing_stop_loss(default_conf, limit_buy_order, fee, caplog, mocker) -> None:
|
||||
"""
|
||||
Test sell_profit_only feature when enabled and we have a loss
|
||||
"""
|
||||
patch_get_signal(mocker)
|
||||
patch_RPCManager(mocker)
|
||||
patch_coinmarketcap(mocker)
|
||||
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=MagicMock(return_value={
|
||||
'bid': 0.00000102,
|
||||
'ask': 0.00000103,
|
||||
'last': 0.00000102
|
||||
}),
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_fee=fee,
|
||||
)
|
||||
|
||||
conf = deepcopy(default_conf)
|
||||
conf['trailing_stop'] = True
|
||||
print(limit_buy_order)
|
||||
freqtrade = FreqtradeBot(conf)
|
||||
freqtrade.create_trade()
|
||||
|
||||
trade = Trade.query.first()
|
||||
trade.update(limit_buy_order)
|
||||
caplog.set_level(logging.DEBUG)
|
||||
# Sell as trailing-stop is reached
|
||||
assert freqtrade.handle_trade(trade) is True
|
||||
assert log_has(
|
||||
f'HIT STOP: current price at 0.000001, stop loss is {trade.stop_loss:.6f}, '
|
||||
f'initial stop loss was at 0.000010, trade opened at 0.000011', caplog.record_tuples)
|
||||
|
||||
|
||||
def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee, caplog, mocker) -> None:
|
||||
"""
|
||||
Test sell_profit_only feature when enabled and we have a loss
|
||||
"""
|
||||
buy_price = limit_buy_order['price']
|
||||
patch_get_signal(mocker)
|
||||
patch_RPCManager(mocker)
|
||||
patch_coinmarketcap(mocker)
|
||||
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=MagicMock(return_value={
|
||||
'bid': buy_price - 0.000001,
|
||||
'ask': buy_price - 0.000001,
|
||||
'last': buy_price - 0.000001
|
||||
}),
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_fee=fee,
|
||||
)
|
||||
|
||||
conf = deepcopy(default_conf)
|
||||
conf['trailing_stop'] = True
|
||||
conf['trailing_stop_positive'] = 0.01
|
||||
freqtrade = FreqtradeBot(conf)
|
||||
freqtrade.create_trade()
|
||||
|
||||
trade = Trade.query.first()
|
||||
trade.update(limit_buy_order)
|
||||
caplog.set_level(logging.DEBUG)
|
||||
# stop-loss not reached
|
||||
assert freqtrade.handle_trade(trade) is False
|
||||
|
||||
# Raise ticker above buy price
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
|
||||
MagicMock(return_value={
|
||||
'bid': buy_price + 0.000003,
|
||||
'ask': buy_price + 0.000003,
|
||||
'last': buy_price + 0.000003
|
||||
}))
|
||||
# stop-loss not reached, adjusted stoploss
|
||||
assert freqtrade.handle_trade(trade) is False
|
||||
assert log_has(f'using positive stop loss mode: 0.01 since we have profit 0.26662643',
|
||||
caplog.record_tuples)
|
||||
assert log_has(f'adjusted stop loss', caplog.record_tuples)
|
||||
assert trade.stop_loss == 0.0000138501
|
||||
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
|
||||
MagicMock(return_value={
|
||||
'bid': buy_price + 0.000002,
|
||||
'ask': buy_price + 0.000002,
|
||||
'last': buy_price + 0.000002
|
||||
}))
|
||||
# Lower price again (but still positive)
|
||||
assert freqtrade.handle_trade(trade) is True
|
||||
assert log_has(
|
||||
f'HIT STOP: current price at {buy_price + 0.000002:.6f}, '
|
||||
f'stop loss is {trade.stop_loss:.6f}, '
|
||||
f'initial stop loss was at 0.000010, trade opened at 0.000011', caplog.record_tuples)
|
||||
|
||||
|
||||
def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order,
|
||||
fee, markets, mocker) -> None:
|
||||
"""
|
||||
Test sell_profit_only feature when enabled and we have a loss
|
||||
"""
|
||||
patch_get_signal(mocker)
|
||||
patch_RPCManager(mocker)
|
||||
patch_coinmarketcap(mocker)
|
||||
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=True)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=MagicMock(return_value={
|
||||
'bid': 0.00000172,
|
||||
'ask': 0.00000173,
|
||||
'last': 0.00000172
|
||||
}),
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_fee=fee,
|
||||
get_markets=markets
|
||||
)
|
||||
|
||||
conf = deepcopy(default_conf)
|
||||
conf['experimental'] = {
|
||||
'ignore_roi_if_buy_signal': False
|
||||
}
|
||||
|
||||
freqtrade = FreqtradeBot(conf)
|
||||
freqtrade.create_trade()
|
||||
|
||||
trade = Trade.query.first()
|
||||
trade.update(limit_buy_order)
|
||||
# Sell due to min_roi_reached
|
||||
patch_get_signal(mocker, value=(True, True))
|
||||
assert freqtrade.handle_trade(trade) is True
|
||||
|
||||
# Test if buy-signal is absent
|
||||
patch_get_signal(mocker, value=(False, True))
|
||||
assert freqtrade.handle_trade(trade) is True
|
||||
|
||||
|
||||
def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, caplog, mocker):
|
||||
"""
|
||||
Test get_real_amount - fee in quote currency
|
||||
|
@ -7,6 +7,7 @@ from sqlalchemy import create_engine
|
||||
|
||||
from freqtrade import constants, OperationalException
|
||||
from freqtrade.persistence import Trade, init, clean_dry_run_db
|
||||
from freqtrade.tests.conftest import log_has
|
||||
|
||||
|
||||
@pytest.fixture(scope='function')
|
||||
@ -14,9 +15,7 @@ def init_persistence(default_conf):
|
||||
init(default_conf)
|
||||
|
||||
|
||||
def test_init_create_session(default_conf, mocker):
|
||||
mocker.patch.dict('freqtrade.persistence._CONF', default_conf)
|
||||
|
||||
def test_init_create_session(default_conf):
|
||||
# Check if init create a session
|
||||
init(default_conf)
|
||||
assert hasattr(Trade, 'session')
|
||||
@ -29,20 +28,17 @@ def test_init_custom_db_url(default_conf, mocker):
|
||||
# Update path to a value other than default, but still in-memory
|
||||
conf.update({'db_url': 'sqlite:///tmp/freqtrade2_test.sqlite'})
|
||||
create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock())
|
||||
mocker.patch.dict('freqtrade.persistence._CONF', conf)
|
||||
|
||||
init(conf)
|
||||
assert create_engine_mock.call_count == 1
|
||||
assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tmp/freqtrade2_test.sqlite'
|
||||
|
||||
|
||||
def test_init_invalid_db_url(default_conf, mocker):
|
||||
def test_init_invalid_db_url(default_conf):
|
||||
conf = deepcopy(default_conf)
|
||||
|
||||
# Update path to a value other than default, but still in-memory
|
||||
conf.update({'db_url': 'unknown:///some.url'})
|
||||
mocker.patch.dict('freqtrade.persistence._CONF', conf)
|
||||
|
||||
with pytest.raises(OperationalException, match=r'.*no valid database URL*'):
|
||||
init(conf)
|
||||
|
||||
@ -53,7 +49,6 @@ def test_init_prod_db(default_conf, mocker):
|
||||
conf.update({'db_url': constants.DEFAULT_DB_PROD_URL})
|
||||
|
||||
create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock())
|
||||
mocker.patch.dict('freqtrade.persistence._CONF', conf)
|
||||
|
||||
init(conf)
|
||||
assert create_engine_mock.call_count == 1
|
||||
@ -66,7 +61,6 @@ def test_init_dryrun_db(default_conf, mocker):
|
||||
conf.update({'db_url': constants.DEFAULT_DB_DRYRUN_URL})
|
||||
|
||||
create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock())
|
||||
mocker.patch.dict('freqtrade.persistence._CONF', conf)
|
||||
|
||||
init(conf)
|
||||
assert create_engine_mock.call_count == 1
|
||||
@ -407,9 +401,12 @@ def test_migrate_old(mocker, default_conf, fee):
|
||||
assert trade.stake_amount == default_conf.get("stake_amount")
|
||||
assert trade.pair == "ETC/BTC"
|
||||
assert trade.exchange == "bittrex"
|
||||
assert trade.max_rate == 0.0
|
||||
assert trade.stop_loss == 0.0
|
||||
assert trade.initial_stop_loss == 0.0
|
||||
|
||||
|
||||
def test_migrate_new(mocker, default_conf, fee):
|
||||
def test_migrate_new(mocker, default_conf, fee, caplog):
|
||||
"""
|
||||
Test Database migration (starting with new pairformat)
|
||||
"""
|
||||
@ -446,6 +443,11 @@ def test_migrate_new(mocker, default_conf, fee):
|
||||
# Create table using the old format
|
||||
engine.execute(create_table_old)
|
||||
engine.execute(insert_table_old)
|
||||
|
||||
# fake previous backup
|
||||
engine.execute("create table trades_bak as select * from trades")
|
||||
|
||||
engine.execute("create table trades_bak1 as select * from trades")
|
||||
# Run init to test migration
|
||||
init(default_conf)
|
||||
|
||||
@ -460,3 +462,54 @@ def test_migrate_new(mocker, default_conf, fee):
|
||||
assert trade.stake_amount == default_conf.get("stake_amount")
|
||||
assert trade.pair == "ETC/BTC"
|
||||
assert trade.exchange == "binance"
|
||||
assert trade.max_rate == 0.0
|
||||
assert trade.stop_loss == 0.0
|
||||
assert trade.initial_stop_loss == 0.0
|
||||
assert log_has("trying trades_bak1", caplog.record_tuples)
|
||||
assert log_has("trying trades_bak2", caplog.record_tuples)
|
||||
|
||||
|
||||
def test_adjust_stop_loss(limit_buy_order, limit_sell_order, fee):
|
||||
trade = Trade(
|
||||
pair='ETH/BTC',
|
||||
stake_amount=0.001,
|
||||
fee_open=fee.return_value,
|
||||
fee_close=fee.return_value,
|
||||
exchange='bittrex',
|
||||
open_rate=1,
|
||||
)
|
||||
|
||||
trade.adjust_stop_loss(trade.open_rate, 0.05, True)
|
||||
assert trade.stop_loss == 0.95
|
||||
assert trade.max_rate == 1
|
||||
assert trade.initial_stop_loss == 0.95
|
||||
|
||||
# Get percent of profit with a lowre rate
|
||||
trade.adjust_stop_loss(0.96, 0.05)
|
||||
assert trade.stop_loss == 0.95
|
||||
assert trade.max_rate == 1
|
||||
assert trade.initial_stop_loss == 0.95
|
||||
|
||||
# Get percent of profit with a custom rate (Higher than open rate)
|
||||
trade.adjust_stop_loss(1.3, -0.1)
|
||||
assert round(trade.stop_loss, 8) == 1.17
|
||||
assert trade.max_rate == 1.3
|
||||
assert trade.initial_stop_loss == 0.95
|
||||
|
||||
# current rate lower again ... should not change
|
||||
trade.adjust_stop_loss(1.2, 0.1)
|
||||
assert round(trade.stop_loss, 8) == 1.17
|
||||
assert trade.max_rate == 1.3
|
||||
assert trade.initial_stop_loss == 0.95
|
||||
|
||||
# current rate higher... should raise stoploss
|
||||
trade.adjust_stop_loss(1.4, 0.1)
|
||||
assert round(trade.stop_loss, 8) == 1.26
|
||||
assert trade.max_rate == 1.4
|
||||
assert trade.initial_stop_loss == 0.95
|
||||
|
||||
# Initial is true but stop_loss set - so doesn't do anything
|
||||
trade.adjust_stop_loss(1.7, 0.1, True)
|
||||
assert round(trade.stop_loss, 8) == 1.26
|
||||
assert trade.max_rate == 1.4
|
||||
assert trade.initial_stop_loss == 0.95
|
||||
|
@ -1,5 +1,5 @@
|
||||
ccxt==1.14.253
|
||||
SQLAlchemy==1.2.8
|
||||
ccxt==1.14.301
|
||||
SQLAlchemy==1.2.9
|
||||
python-telegram-bot==10.1.0
|
||||
arrow==0.12.1
|
||||
cachetools==2.1.0
|
||||
|
@ -3,11 +3,14 @@
|
||||
"""This script generate json data from bittrex"""
|
||||
import json
|
||||
import sys
|
||||
import os
|
||||
from pathlib import Path
|
||||
import arrow
|
||||
|
||||
from freqtrade import (arguments, misc)
|
||||
from freqtrade import arguments
|
||||
from freqtrade.arguments import TimeRange
|
||||
from freqtrade.exchange import Exchange
|
||||
from freqtrade.optimize import download_backtesting_testdata
|
||||
|
||||
|
||||
DEFAULT_DL_PATH = 'user_data/data'
|
||||
|
||||
@ -17,25 +20,27 @@ args = arguments.parse_args()
|
||||
|
||||
timeframes = args.timeframes
|
||||
|
||||
dl_path = os.path.join(DEFAULT_DL_PATH, args.exchange)
|
||||
dl_path = Path(DEFAULT_DL_PATH).joinpath(args.exchange)
|
||||
if args.export:
|
||||
dl_path = args.export
|
||||
dl_path = Path(args.export)
|
||||
|
||||
if not os.path.isdir(dl_path):
|
||||
if not dl_path.is_dir():
|
||||
sys.exit(f'Directory {dl_path} does not exist.')
|
||||
|
||||
pairs_file = args.pairs_file if args.pairs_file else os.path.join(dl_path, 'pairs.json')
|
||||
if not os.path.isfile(pairs_file):
|
||||
pairs_file = Path(args.pairs_file) if args.pairs_file else dl_path.joinpath('pairs.json')
|
||||
if not pairs_file.exists():
|
||||
sys.exit(f'No pairs file found with path {pairs_file}.')
|
||||
|
||||
with open(pairs_file) as file:
|
||||
with pairs_file.open() as file:
|
||||
PAIRS = list(set(json.load(file)))
|
||||
|
||||
PAIRS.sort()
|
||||
|
||||
since_time = None
|
||||
|
||||
timerange = TimeRange()
|
||||
if args.days:
|
||||
since_time = arrow.utcnow().shift(days=-args.days).timestamp * 1000
|
||||
time_since = arrow.utcnow().shift(days=-args.days).strftime("%Y%m%d")
|
||||
timerange = arguments.parse_timerange(f'{time_since}-')
|
||||
|
||||
|
||||
print(f'About to download pairs: {PAIRS} to {dl_path}')
|
||||
@ -59,21 +64,18 @@ for pair in PAIRS:
|
||||
print(f"skipping pair {pair}")
|
||||
continue
|
||||
for tick_interval in timeframes:
|
||||
print(f'downloading pair {pair}, interval {tick_interval}')
|
||||
|
||||
data = exchange.get_ticker_history(pair, tick_interval, since_ms=since_time)
|
||||
if not data:
|
||||
print('\tNo data was downloaded')
|
||||
break
|
||||
|
||||
print('\tData was downloaded for period %s - %s' % (
|
||||
arrow.get(data[0][0] / 1000).format(),
|
||||
arrow.get(data[-1][0] / 1000).format()))
|
||||
|
||||
# save data
|
||||
pair_print = pair.replace('/', '_')
|
||||
filename = f'{pair_print}-{tick_interval}.json'
|
||||
misc.file_dump_json(os.path.join(dl_path, filename), data)
|
||||
dl_file = dl_path.joinpath(filename)
|
||||
if args.erase and dl_file.exists():
|
||||
print(f'Deleting existing data for pair {pair}, interval {tick_interval}')
|
||||
dl_file.unlink()
|
||||
|
||||
print(f'downloading pair {pair}, interval {tick_interval}')
|
||||
download_backtesting_testdata(str(dl_path), exchange=exchange,
|
||||
pair=pair,
|
||||
tick_interval=tick_interval,
|
||||
timerange=timerange)
|
||||
|
||||
|
||||
if pairs_not_available:
|
||||
|
@ -25,11 +25,13 @@ Example of usage:
|
||||
--indicators2 fastk,fastd
|
||||
"""
|
||||
import logging
|
||||
import os
|
||||
import sys
|
||||
import json
|
||||
from pathlib import Path
|
||||
from argparse import Namespace
|
||||
from typing import Dict, List, Any
|
||||
|
||||
import pandas as pd
|
||||
import plotly.graph_objs as go
|
||||
from plotly import tools
|
||||
from plotly.offline import plot
|
||||
@ -37,7 +39,7 @@ from plotly.offline import plot
|
||||
import freqtrade.optimize as optimize
|
||||
from freqtrade import persistence
|
||||
from freqtrade.analyze import Analyze
|
||||
from freqtrade.arguments import Arguments
|
||||
from freqtrade.arguments import Arguments, TimeRange
|
||||
from freqtrade.exchange import Exchange
|
||||
from freqtrade.optimize.backtesting import setup_configuration
|
||||
from freqtrade.persistence import Trade
|
||||
@ -46,6 +48,45 @@ logger = logging.getLogger(__name__)
|
||||
_CONF: Dict[str, Any] = {}
|
||||
|
||||
|
||||
def load_trades(args: Namespace, pair: str, timerange: TimeRange) -> pd.DataFrame:
|
||||
trades: pd.DataFrame = pd.DataFrame()
|
||||
if args.db_url:
|
||||
persistence.init(_CONF)
|
||||
columns = ["pair", "profit", "opents", "closets", "open_rate", "close_rate", "duration"]
|
||||
|
||||
trades = pd.DataFrame([(t.pair, t.calc_profit(),
|
||||
t.open_date, t.close_date,
|
||||
t.open_rate, t.close_rate,
|
||||
t.close_date.timestamp() - t.open_date.timestamp())
|
||||
for t in Trade.query.filter(Trade.pair.is_(pair)).all()],
|
||||
columns=columns)
|
||||
|
||||
if args.exportfilename:
|
||||
file = Path(args.exportfilename)
|
||||
# must align with columns in backtest.py
|
||||
columns = ["pair", "profit", "opents", "closets", "index", "duration",
|
||||
"open_rate", "close_rate", "open_at_end"]
|
||||
with file.open() as f:
|
||||
data = json.load(f)
|
||||
trades = pd.DataFrame(data, columns=columns)
|
||||
trades = trades.loc[trades["pair"] == pair]
|
||||
if timerange:
|
||||
if timerange.starttype == 'date':
|
||||
trades = trades.loc[trades["opents"] >= timerange.startts]
|
||||
if timerange.stoptype == 'date':
|
||||
trades = trades.loc[trades["opents"] <= timerange.stopts]
|
||||
|
||||
trades['opents'] = pd.to_datetime(trades['opents'],
|
||||
unit='s',
|
||||
utc=True,
|
||||
infer_datetime_format=True)
|
||||
trades['closets'] = pd.to_datetime(trades['closets'],
|
||||
unit='s',
|
||||
utc=True,
|
||||
infer_datetime_format=True)
|
||||
return trades
|
||||
|
||||
|
||||
def plot_analyzed_dataframe(args: Namespace) -> None:
|
||||
"""
|
||||
Calls analyze() and plots the returned dataframe
|
||||
@ -102,31 +143,32 @@ def plot_analyzed_dataframe(args: Namespace) -> None:
|
||||
if tickers == {}:
|
||||
exit()
|
||||
|
||||
if args.db_url and args.exportfilename:
|
||||
logger.critical("Can only specify --db-url or --export-filename")
|
||||
# Get trades already made from the DB
|
||||
trades: List[Trade] = []
|
||||
if args.db_url:
|
||||
persistence.init(_CONF)
|
||||
trades = Trade.query.filter(Trade.pair.is_(pair)).all()
|
||||
trades = load_trades(args, pair, timerange)
|
||||
|
||||
dataframes = analyze.tickerdata_to_dataframe(tickers)
|
||||
dataframe = dataframes[pair]
|
||||
dataframe = analyze.populate_buy_trend(dataframe)
|
||||
dataframe = analyze.populate_sell_trend(dataframe)
|
||||
|
||||
if len(dataframe.index) > 750:
|
||||
logger.warning('Ticker contained more than 750 candles, clipping.')
|
||||
|
||||
if len(dataframe.index) > args.plot_limit:
|
||||
logger.warning('Ticker contained more than %s candles as defined '
|
||||
'with --plot-limit, clipping.', args.plot_limit)
|
||||
dataframe = dataframe.tail(args.plot_limit)
|
||||
trades = trades.loc[trades['opents'] >= dataframe.iloc[0]['date']]
|
||||
fig = generate_graph(
|
||||
pair=pair,
|
||||
trades=trades,
|
||||
data=dataframe.tail(750),
|
||||
data=dataframe,
|
||||
args=args
|
||||
)
|
||||
|
||||
plot(fig, filename=os.path.join('user_data', 'freqtrade-plot.html'))
|
||||
plot(fig, filename=str(Path('user_data').joinpath('freqtrade-plot.html')))
|
||||
|
||||
|
||||
def generate_graph(pair, trades, data, args) -> tools.make_subplots:
|
||||
def generate_graph(pair, trades: pd.DataFrame, data: pd.DataFrame, args) -> tools.make_subplots:
|
||||
"""
|
||||
Generate the graph from the data generated by Backtesting or from DB
|
||||
:param pair: Pair to Display on the graph
|
||||
@ -187,8 +229,8 @@ def generate_graph(pair, trades, data, args) -> tools.make_subplots:
|
||||
)
|
||||
|
||||
trade_buys = go.Scattergl(
|
||||
x=[t.open_date.isoformat() for t in trades],
|
||||
y=[t.open_rate for t in trades],
|
||||
x=trades["opents"],
|
||||
y=trades["open_rate"],
|
||||
mode='markers',
|
||||
name='trade_buy',
|
||||
marker=dict(
|
||||
@ -199,8 +241,8 @@ def generate_graph(pair, trades, data, args) -> tools.make_subplots:
|
||||
)
|
||||
)
|
||||
trade_sells = go.Scattergl(
|
||||
x=[t.close_date.isoformat() for t in trades],
|
||||
y=[t.close_rate for t in trades],
|
||||
x=trades["closets"],
|
||||
y=trades["close_rate"],
|
||||
mode='markers',
|
||||
name='trade_sell',
|
||||
marker=dict(
|
||||
@ -299,11 +341,17 @@ def plot_parse_args(args: List[str]) -> Namespace:
|
||||
default='macd',
|
||||
dest='indicators2',
|
||||
)
|
||||
|
||||
arguments.parser.add_argument(
|
||||
'--plot-limit',
|
||||
help='Specify tick limit for plotting - too high values cause huge files - '
|
||||
'Default: %(default)s',
|
||||
dest='plot_limit',
|
||||
default=750,
|
||||
type=int,
|
||||
)
|
||||
arguments.common_args_parser()
|
||||
arguments.optimizer_shared_options(arguments.parser)
|
||||
arguments.backtesting_options(arguments.parser)
|
||||
|
||||
return arguments.parse_args()
|
||||
|
||||
|
||||
|
Loading…
Reference in New Issue
Block a user