Merge branch 'develop' into skopt

This commit is contained in:
Janne Sinivirta 2018-07-02 11:27:27 +03:00
commit aec3f582e1
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171
README.md
View File

@ -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

View File

@ -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,

View File

@ -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,

View File

@ -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

View File

@ -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).

View File

@ -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)

View File

@ -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
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@ -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.

View File

@ -1,5 +1,5 @@
""" FreqTrade bot """
__version__ = '0.17.0'
__version__ = '0.17.1'
class DependencyException(BaseException):

View File

@ -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

View File

@ -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'
)

View File

@ -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': {

View File

@ -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

View File

@ -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

View File

@ -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.

View File

@ -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"

View File

@ -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': '',
}

View File

@ -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):

View File

@ -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

View File

@ -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)

View File

@ -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)

View File

@ -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)

View File

@ -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):

View File

@ -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

View File

@ -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

View File

@ -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

View File

@ -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

View File

@ -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:

View File

@ -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()