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Merge branch 'develop' into feat/short

This commit is contained in:
Matthias 2022-03-22 20:28:38 +01:00
parent 31253196ea e7418cdcdb
commit b1e3ead88b
32 changed files with 127 additions and 229 deletions
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4
docs/backtesting.md
View File

@ -26,7 +26,7 @@ usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
optional arguments:
-h, --help show this help message and exit
-i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
-i TIMEFRAME, --timeframe TIMEFRAME
Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
--timerange TIMERANGE
Specify what timerange of data to use.
@ -63,7 +63,7 @@ optional arguments:
`30m`, `1h`, `1d`).
--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
Provide a space-separated list of strategies to
backtest. Please note that ticker-interval needs to be
backtest. Please note that timeframe needs to be
set either in config or via command line. When using
this together with `--export trades`, the strategy-
name is injected into the filename (so `backtest-

4
docs/deprecated.md
View File

@ -24,6 +24,10 @@ Please refer to [pairlists](plugins.md#pairlists-and-pairlist-handlers) instead.
Did only download the latest 500 candles, so was ineffective in getting good backtest data.
Removed in 2019-7-dev (develop branch) and in freqtrade 2019.8.
### `ticker_interval` (now `timeframe`)
Support for `ticker_interval` terminology was deprecated in 2020.6 in favor of `timeframe` - and compatibility code was removed in 2022.3.
### Allow running multiple pairlists in sequence
The former `"pairlist"` section in the configuration has been removed, and is replaced by `"pairlists"` - being a list to specify a sequence of pairlists.

2
docs/edge.md
View File

@ -222,7 +222,7 @@ usage: freqtrade edge [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
optional arguments:
-h, --help show this help message and exit
-i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
-i TIMEFRAME, --timeframe TIMEFRAME
Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
--timerange TIMERANGE
Specify what timerange of data to use.

2
docs/hyperopt.md
View File

@ -55,7 +55,7 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
optional arguments:
-h, --help show this help message and exit
-i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
-i TIMEFRAME, --timeframe TIMEFRAME
Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
--timerange TIMERANGE
Specify what timerange of data to use.

4
docs/plotting.md
View File

@ -65,7 +65,7 @@ optional arguments:
_today.json`
--timerange TIMERANGE
Specify what timerange of data to use.
-i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
-i TIMEFRAME, --timeframe TIMEFRAME
Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
--no-trades Skip using trades from backtesting file and DB.
@ -334,7 +334,7 @@ optional arguments:
--trade-source {DB,file}
Specify the source for trades (Can be DB or file
(backtest file)) Default: file
-i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
-i TIMEFRAME, --timeframe TIMEFRAME
Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
--auto-open Automatically open generated plot.

2
docs/requirements-docs.txt
View File

@ -1,4 +1,4 @@
mkdocs==1.2.3
mkdocs-material==8.2.5
mdx_truly_sane_lists==1.2
pymdown-extensions==9.2
pymdown-extensions==9.3

17
docs/strategy-advanced.md
View File

@ -146,7 +146,7 @@ def version(self) -> str:
The strategies can be derived from other strategies. This avoids duplication of your custom strategy code. You can use this technique to override small parts of your main strategy, leaving the rest untouched:
``` python
``` python title="user_data/strategies/myawesomestrategy.py"
class MyAwesomeStrategy(IStrategy):
...
stoploss = 0.13
@ -155,6 +155,10 @@ class MyAwesomeStrategy(IStrategy):
# should be in any custom strategy...
...
```
``` python title="user_data/strategies/MyAwesomeStrategy2.py"
from myawesomestrategy import MyAwesomeStrategy
class MyAwesomeStrategy2(MyAwesomeStrategy):
# Override something
stoploss = 0.08
@ -163,16 +167,7 @@ class MyAwesomeStrategy2(MyAwesomeStrategy):
Both attributes and methods may be overridden, altering behavior of the original strategy in a way you need.
!!! Note "Parent-strategy in different files"
If you have the parent-strategy in a different file, you'll need to add the following to the top of your "child"-file to ensure proper loading, otherwise freqtrade may not be able to load the parent strategy correctly.
``` python
import sys
from pathlib import Path
sys.path.append(str(Path(__file__).parent))
from myawesomestrategy import MyAwesomeStrategy
```
While keeping the subclass in the same file is technically possible, it can lead to some problems with hyperopt parameter files, we therefore recommend to use separate strategy files, and import the parent strategy as shown above.
## Embedding Strategies

5
docs/telegram-usage.md
View File

@ -274,15 +274,16 @@ Starting capital is either taken from the `available_capital` setting, or calcul
### /forcesell <trade_id>
> **BITTREX:** Selling BTC/LTC with limit `0.01650000 (profit: ~-4.07%, -0.00008168)`
> **BINANCE:** Selling BTC/LTC with limit `0.01650000 (profit: ~-4.07%, -0.00008168)`
### /forcelong <pair> [rate] | /forceshort <pair> [rate]
`/forcebuy <pair> [rate]` is also supported for longs but should be considered deprecated.
> **BITTREX:** Long ETH/BTC with limit `0.03400000` (`1.000000 ETH`, `225.290 USD`)
> **BINANCE:** Long ETH/BTC with limit `0.03400000` (`1.000000 ETH`, `225.290 USD`)
Omitting the pair will open a query asking for the pair to trade (based on the current whitelist).
Trades crated through `/forceentry` will have the buy-tag of `forceentry`.
![Telegram force-buy screenshot](assets/telegram_forcebuy.png)

17
freqtrade/__init__.py
View File

@ -1,27 +1,14 @@
""" Freqtrade bot """
__version__ = 'develop'
if __version__ == 'develop':
if 'dev' in __version__:
try:
import subprocess
__version__ = 'develop-' + subprocess.check_output(
__version__ = __version__ + '-' + subprocess.check_output(
['git', 'log', '--format="%h"', '-n 1'],
stderr=subprocess.DEVNULL).decode("utf-8").rstrip().strip('"')
# from datetime import datetime
# last_release = subprocess.check_output(
# ['git', 'tag']
# ).decode('utf-8').split()[-1].split(".")
# # Releases are in the format "2020.1" - we increment the latest version for dev.
# prefix = f"{last_release[0]}.{int(last_release[1]) + 1}"
# dev_version = int(datetime.now().timestamp() // 1000)
# __version__ = f"{prefix}.dev{dev_version}"
# subprocess.check_output(
# ['git', 'log', '--format="%h"', '-n 1'],
# stderr=subprocess.DEVNULL).decode("utf-8").rstrip().strip('"')
except Exception: # pragma: no cover
# git not available, ignore
try:

4
freqtrade/commands/cli_options.py
View File

@ -118,7 +118,7 @@ AVAILABLE_CLI_OPTIONS = {
),
# Optimize common
"timeframe": Arg(
'-i', '--timeframe', '--ticker-interval',
'-i', '--timeframe',
help='Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).',
),
"timerange": Arg(
@ -170,7 +170,7 @@ AVAILABLE_CLI_OPTIONS = {
"strategy_list": Arg(
'--strategy-list',
help='Provide a space-separated list of strategies to backtest. '
'Please note that ticker-interval needs to be set either in config '
'Please note that timeframe needs to be set either in config '
'or via command line. When using this together with `--export trades`, '
'the strategy-name is injected into the filename '
'(so `backtest-data.json` becomes `backtest-data-SampleStrategy.json`',

11
freqtrade/configuration/deprecated_settings.py
View File

@ -101,16 +101,11 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
"from the edge configuration."
)
if 'ticker_interval' in config:
logger.warning(
"DEPRECATED: "
raise OperationalException(
"DEPRECATED: 'ticker_interval' detected. "
"Please use 'timeframe' instead of 'ticker_interval."
)
if 'timeframe' in config:
raise OperationalException(
"Both 'timeframe' and 'ticker_interval' detected."
"Please remove 'ticker_interval' from your configuration to continue operating."
)
config['timeframe'] = config['ticker_interval']
if 'protections' in config:
logger.warning("DEPRECATED: Setting 'protections' in the configuration is deprecated.")

15
freqtrade/freqtradebot.py
View File

@ -1641,14 +1641,14 @@ class FreqtradeBot(LoggingMixin):
def handle_order_fee(self, trade: Trade, order_obj: Order, order: Dict[str, Any]) -> None:
# Try update amount (binance-fix)
try:
new_amount = self.get_real_amount(trade, order)
new_amount = self.get_real_amount(trade, order, order_obj)
if not isclose(safe_value_fallback(order, 'filled', 'amount'), new_amount,
abs_tol=constants.MATH_CLOSE_PREC):
order_obj.ft_fee_base = trade.amount - new_amount
except DependencyException as exception:
logger.warning("Could not update trade amount: %s", exception)
def get_real_amount(self, trade: Trade, order: Dict) -> float:
def get_real_amount(self, trade: Trade, order: Dict, order_obj: Order) -> float:
"""
Detect and update trade fee.
Calls trade.update_fee() upon correct detection.
@ -1666,7 +1666,7 @@ class FreqtradeBot(LoggingMixin):
# use fee from order-dict if possible
if self.exchange.order_has_fee(order):
fee_cost, fee_currency, fee_rate = self.exchange.extract_cost_curr_rate(order)
logger.info(f"Fee for Trade {trade} [{order.get('side')}]: "
logger.info(f"Fee for Trade {trade} [{order_obj.ft_order_side}]: "
f"{fee_cost:.8g} {fee_currency} - rate: {fee_rate}")
if fee_rate is None or fee_rate < 0.02:
# Reject all fees that report as > 2%.
@ -1678,17 +1678,18 @@ class FreqtradeBot(LoggingMixin):
return self.apply_fee_conditional(trade, trade_base_currency,
amount=order_amount, fee_abs=fee_cost)
return order_amount
return self.fee_detection_from_trades(trade, order, order_amount, order.get('trades', []))
return self.fee_detection_from_trades(
trade, order, order_obj, order_amount, order.get('trades', []))
def fee_detection_from_trades(self, trade: Trade, order: Dict, order_amount: float,
trades: List) -> float:
def fee_detection_from_trades(self, trade: Trade, order: Dict, order_obj: Order,
order_amount: float, trades: List) -> float:
"""
fee-detection fallback to Trades.
Either uses provided trades list or the result of fetch_my_trades to get correct fee.
"""
if not trades:
trades = self.exchange.get_trades_for_order(
self.exchange.get_order_id_conditional(order), trade.pair, trade.open_date)
self.exchange.get_order_id_conditional(order), trade.pair, order_obj.order_date)
if len(trades) == 0:
logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade)

2
freqtrade/optimize/backtesting.py
View File

@ -90,7 +90,7 @@ class Backtesting:
validate_config_consistency(self.config)
if "timeframe" not in self.config:
raise OperationalException("Timeframe (ticker interval) needs to be set in either "
raise OperationalException("Timeframe needs to be set in either "
"configuration or as cli argument `--timeframe 5m`")
self.timeframe = str(self.config.get('timeframe'))
self.timeframe_min = timeframe_to_minutes(self.timeframe)

7
freqtrade/optimize/hyperopt_interface.py
View File

@ -29,15 +29,13 @@ class IHyperOpt(ABC):
Class attributes you can use:
timeframe -> int: value of the timeframe to use for the strategy
"""
ticker_interval: str # DEPRECATED
timeframe: str
strategy: IStrategy
def __init__(self, config: dict) -> None:
self.config = config
# Assign ticker_interval to be used in hyperopt
IHyperOpt.ticker_interval = str(config['timeframe']) # DEPRECATED
# Assign timeframe to be used in hyperopt
IHyperOpt.timeframe = str(config['timeframe'])
def generate_estimator(self, dimensions: List[Dimension], **kwargs) -> EstimatorType:
@ -192,7 +190,7 @@ class IHyperOpt(ABC):
Categorical([True, False], name='trailing_only_offset_is_reached'),
]
# This is needed for proper unpickling the class attribute ticker_interval
# This is needed for proper unpickling the class attribute timeframe
# which is set to the actual value by the resolver.
# Why do I still need such shamanic mantras in modern python?
def __getstate__(self):
@ -202,5 +200,4 @@ class IHyperOpt(ABC):
def __setstate__(self, state):
self.__dict__.update(state)
IHyperOpt.ticker_interval = state['timeframe']
IHyperOpt.timeframe = state['timeframe']

1
freqtrade/resolvers/hyperopt_resolver.py
View File

@ -44,7 +44,6 @@ class HyperOptLossResolver(IResolver):
extra_dir=config.get('hyperopt_path'))
# Assign timeframe to be used in hyperopt
hyperoptloss.__class__.ticker_interval = str(config['timeframe'])
hyperoptloss.__class__.timeframe = str(config['timeframe'])
return hyperoptloss

60
freqtrade/resolvers/iresolver.py
View File

@ -6,6 +6,7 @@ This module load custom objects
import importlib.util
import inspect
import logging
import sys
from pathlib import Path
from typing import Any, Dict, Iterator, List, Optional, Tuple, Type, Union
@ -15,6 +16,22 @@ from freqtrade.exceptions import OperationalException
logger = logging.getLogger(__name__)
class PathModifier:
def __init__(self, path: Path):
self.path = path
def __enter__(self):
"""Inject path to allow importing with relative imports."""
sys.path.insert(0, str(self.path))
return self
def __exit__(self, exc_type, exc_val, exc_tb):
"""Undo insertion of local path."""
str_path = str(self.path)
if str_path in sys.path:
sys.path.remove(str_path)
class IResolver:
"""
This class contains all the logic to load custom classes
@ -57,27 +74,32 @@ class IResolver:
# Generate spec based on absolute path
# Pass object_name as first argument to have logging print a reasonable name.
spec = importlib.util.spec_from_file_location(object_name or "", str(module_path))
if not spec:
return iter([None])
module = importlib.util.module_from_spec(spec)
try:
spec.loader.exec_module(module) # type: ignore # importlib does not use typehints
except (ModuleNotFoundError, SyntaxError, ImportError, NameError) as err:
# Catch errors in case a specific module is not installed
logger.warning(f"Could not import {module_path} due to '{err}'")
if enum_failed:
with PathModifier(module_path.parent):
module_name = module_path.stem or ""
spec = importlib.util.spec_from_file_location(module_name, str(module_path))
if not spec:
return iter([None])
valid_objects_gen = (
(obj, inspect.getsource(module)) for
name, obj in inspect.getmembers(
module, inspect.isclass) if ((object_name is None or object_name == name)
and issubclass(obj, cls.object_type)
and obj is not cls.object_type)
)
return valid_objects_gen
module = importlib.util.module_from_spec(spec)
try:
spec.loader.exec_module(module) # type: ignore # importlib does not use typehints
except (ModuleNotFoundError, SyntaxError, ImportError, NameError) as err:
# Catch errors in case a specific module is not installed
logger.warning(f"Could not import {module_path} due to '{err}'")
if enum_failed:
return iter([None])
valid_objects_gen = (
(obj, inspect.getsource(module)) for
name, obj in inspect.getmembers(
module, inspect.isclass) if ((object_name is None or object_name == name)
and issubclass(obj, cls.object_type)
and obj is not cls.object_type
and obj.__module__ == module_name
)
)
# The __module__ check ensures we only use strategies that are defined in this folder.
return valid_objects_gen
@classmethod
def _search_object(cls, directory: Path, *, object_name: str, add_source: bool = False

12
freqtrade/resolvers/strategy_resolver.py
View File

@ -47,14 +47,6 @@ class StrategyResolver(IResolver):
strategy_name, config=config,
extra_dir=config.get('strategy_path'))
if hasattr(strategy, 'ticker_interval') and not hasattr(strategy, 'timeframe'):
# Assign ticker_interval to timeframe to keep compatibility
if 'timeframe' not in config:
logger.warning(
"DEPRECATED: Please migrate to using 'timeframe' instead of 'ticker_interval'."
)
strategy.timeframe = strategy.ticker_interval
if strategy._ft_params_from_file:
# Set parameters from Hyperopt results file
params = strategy._ft_params_from_file
@ -147,10 +139,6 @@ class StrategyResolver(IResolver):
"""
Normalize attributes to have the correct type.
"""
# Assign deprecated variable - to not break users code relying on this.
if hasattr(strategy, 'timeframe'):
strategy.ticker_interval = strategy.timeframe
# Sort and apply type conversions
if hasattr(strategy, 'minimal_roi'):
strategy.minimal_roi = dict(sorted(

2
freqtrade/rpc/api_server/api_v1.py
View File

@ -141,7 +141,7 @@ def show_config(rpc: Optional[RPC] = Depends(get_rpc_optional), config=Depends(g
def forceentry(payload: ForceEnterPayload, rpc: RPC = Depends(get_rpc)):
ordertype = payload.ordertype.value if payload.ordertype else None
stake_amount = payload.stakeamount if payload.stakeamount else None
entry_tag = payload.entry_tag if payload.entry_tag else None
entry_tag = payload.entry_tag if payload.entry_tag else 'forceentry'
trade = rpc._rpc_force_entry(payload.pair, payload.price, order_side=payload.side,
order_type=ordertype, stake_amount=stake_amount,

2
freqtrade/rpc/rpc.py
View File

@ -747,7 +747,7 @@ class RPC:
order_type: Optional[str] = None,
order_side: SignalDirection = SignalDirection.LONG,
stake_amount: Optional[float] = None,
enter_tag: Optional[str] = None) -> Optional[Trade]:
enter_tag: Optional[str] = 'forceentry') -> Optional[Trade]:
"""
Handler for forcebuy <asset> <price>
Buys a pair trade at the given or current price

3
freqtrade/strategy/interface.py
View File

@ -56,7 +56,7 @@ class IStrategy(ABC, HyperStrategyMixin):
Attributes you can use:
minimal_roi -> Dict: Minimal ROI designed for the strategy
stoploss -> float: optimal stoploss designed for the strategy
timeframe -> str: value of the timeframe (ticker interval) to use with the strategy
timeframe -> str: value of the timeframe to use with the strategy
"""
# Strategy interface version
# Default to version 2
@ -86,7 +86,6 @@ class IStrategy(ABC, HyperStrategyMixin):
can_short: bool = False
# associated timeframe
ticker_interval: str # DEPRECATED
timeframe: str
# Optional order types

10
requirements-dev.txt
View File

@ -6,8 +6,8 @@
coveralls==3.3.1
flake8==4.0.1
flake8-tidy-imports==4.6.0
mypy==0.940
pytest==7.1.0
mypy==0.941
pytest==7.1.1
pytest-asyncio==0.18.2
pytest-cov==3.0.0
pytest-mock==3.7.0
@ -22,8 +22,8 @@ nbconvert==6.4.4
# mypy types
types-cachetools==5.0.0
types-filelock==3.2.5
types-requests==2.27.12
types-tabulate==0.8.5
types-requests==2.27.14
types-tabulate==0.8.6
# Extensions to datetime library
types-python-dateutil==2.8.9
types-python-dateutil==2.8.10

6
requirements.txt
View File

@ -2,16 +2,16 @@ numpy==1.22.3
pandas==1.4.1
pandas-ta==0.3.14b
ccxt==1.76.5
ccxt==1.76.65
# Pin cryptography for now due to rust build errors with piwheels
cryptography==36.0.1
cryptography==36.0.2
aiohttp==3.8.1
SQLAlchemy==1.4.32
python-telegram-bot==13.11
arrow==1.2.2
cachetools==4.2.2
requests==2.27.1
urllib3==1.26.8
urllib3==1.26.9
jsonschema==4.4.0
TA-Lib==0.4.24
technical==1.3.0

10
tests/optimize/test_backtesting.py
View File

@ -318,17 +318,15 @@ def test_backtesting_init_no_timeframe(mocker, default_conf, caplog) -> None:
patch_exchange(mocker)
del default_conf['timeframe']
default_conf['strategy_list'] = [CURRENT_TEST_STRATEGY,
'SampleStrategy']
# TODO: This refers to the sampleStrategy in user_data if it exists...
'HyperoptableStrategy']
mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5))
with pytest.raises(OperationalException):
with pytest.raises(OperationalException,
match=r"Timeframe needs to be set in either configuration"):
Backtesting(default_conf)
log_has("Ticker-interval needs to be set in either configuration "
"or as cli argument `--ticker-interval 5m`", caplog)
def test_data_with_fee(default_conf, mocker, testdatadir) -> None:
def test_data_with_fee(default_conf, mocker) -> None:
patch_exchange(mocker)
default_conf['fee'] = 0.1234

3
tests/optimize/test_edge_cli.py
View File

@ -6,7 +6,7 @@ from unittest.mock import MagicMock
from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_edge
from freqtrade.enums import RunMode
from freqtrade.optimize.edge_cli import EdgeCli
from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, log_has, log_has_re, patch_exchange,
from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, log_has, patch_exchange,
patched_configuration_load_config_file)
@ -30,7 +30,6 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
assert 'datadir' in config
assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
assert 'timeframe' in config
assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog)
assert 'timerange' not in config
assert 'stoploss_range' not in config

1
tests/optimize/test_hyperopt.py
View File

@ -63,7 +63,6 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca
assert 'datadir' in config
assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
assert 'timeframe' in config
assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog)
assert 'position_stacking' not in config
assert not log_has('Parameter --enable-position-stacking detected ...', caplog)

1
tests/rpc/test_rpc.py
View File

@ -1219,6 +1219,7 @@ def test_rpc_forceentry(mocker, default_conf, ticker, fee, limit_buy_order_open)
pair = 'LTC/BTC'
trade = rpc._rpc_force_entry(pair, 0.0001, order_type='limit', stake_amount=0.05)
assert trade.stake_amount == 0.05
assert trade.buy_tag == 'forceentry'
# Test not buying
pair = 'XRP/BTC'

88
tests/strategy/strats/hyperoptable_strategy.py
View File

@ -1,14 +1,13 @@
# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
import talib.abstract as ta
from pandas import DataFrame
from strategy_test_v2 import StrategyTestV2
import freqtrade.vendor.qtpylib.indicators as qtpylib
from freqtrade.strategy import (BooleanParameter, DecimalParameter, IntParameter, IStrategy,
RealParameter)
from freqtrade.strategy import BooleanParameter, DecimalParameter, IntParameter, RealParameter
class HyperoptableStrategy(IStrategy):
class HyperoptableStrategy(StrategyTestV2):
"""
Default Strategy provided by freqtrade bot.
Please do not modify this strategy, it's intended for internal use only.
@ -16,38 +15,6 @@ class HyperoptableStrategy(IStrategy):
or strategy repository https://github.com/freqtrade/freqtrade-strategies
for samples and inspiration.
"""
INTERFACE_VERSION = 2
# Minimal ROI designed for the strategy
minimal_roi = {
"40": 0.0,
"30": 0.01,
"20": 0.02,
"0": 0.04
}
# Optimal stoploss designed for the strategy
stoploss = -0.10
# Optimal ticker interval for the strategy
timeframe = '5m'
# Optional order type mapping
order_types = {
'entry': 'limit',
'exit': 'limit',
'stoploss': 'limit',
'stoploss_on_exchange': False
}
# Number of candles the strategy requires before producing valid signals
startup_candle_count: int = 20
# Optional time in force for orders
order_time_in_force = {
'entry': 'gtc',
'exit': 'gtc',
}
buy_params = {
'buy_rsi': 35,
@ -91,55 +58,6 @@ class HyperoptableStrategy(IStrategy):
"""
return []
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Adds several different TA indicators to the given DataFrame
Performance Note: For the best performance be frugal on the number of indicators
you are using. Let uncomment only the indicator you are using in your strategies
or your hyperopt configuration, otherwise you will waste your memory and CPU usage.
:param dataframe: Dataframe with data from the exchange
:param metadata: Additional information, like the currently traded pair
:return: a Dataframe with all mandatory indicators for the strategies
"""
# Momentum Indicator
# ------------------------------------
# ADX
dataframe['adx'] = ta.ADX(dataframe)
# MACD
macd = ta.MACD(dataframe)
dataframe['macd'] = macd['macd']
dataframe['macdsignal'] = macd['macdsignal']
dataframe['macdhist'] = macd['macdhist']
# Minus Directional Indicator / Movement
dataframe['minus_di'] = ta.MINUS_DI(dataframe)
# Plus Directional Indicator / Movement
dataframe['plus_di'] = ta.PLUS_DI(dataframe)
# RSI
dataframe['rsi'] = ta.RSI(dataframe)
# Stoch fast
stoch_fast = ta.STOCHF(dataframe)
dataframe['fastd'] = stoch_fast['fastd']
dataframe['fastk'] = stoch_fast['fastk']
# Bollinger bands
bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
dataframe['bb_lowerband'] = bollinger['lower']
dataframe['bb_middleband'] = bollinger['mid']
dataframe['bb_upperband'] = bollinger['upper']
# EMA - Exponential Moving Average
dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
return dataframe
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Based on TA indicators, populates the buy signal for the given dataframe

4
tests/strategy/strats/legacy_strategy_v1.py
View File

@ -31,9 +31,7 @@ class TestStrategyLegacyV1(IStrategy):
# This attribute will be overridden if the config file contains "stoploss"
stoploss = -0.10
# Optimal timeframe for the strategy
# Keep the legacy value here to test compatibility
ticker_interval = '5m'
timeframe = '5m'
def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
"""

5
tests/strategy/test_strategy_loading.py
View File

@ -113,7 +113,6 @@ def test_strategy_pre_v3(result, default_conf, strategy_name):
assert default_conf['stoploss'] == -0.10
assert strategy.timeframe == '5m'
assert strategy.ticker_interval == '5m'
assert default_conf['timeframe'] == '5m'
df_indicators = strategy.advise_indicators(result, metadata=metadata)
@ -440,7 +439,6 @@ def test_call_deprecated_function(result, default_conf, caplog):
assert strategy._sell_fun_len == 2
assert strategy.INTERFACE_VERSION == 1
assert strategy.timeframe == '5m'
assert strategy.ticker_interval == '5m'
indicator_df = strategy.advise_indicators(result, metadata=metadata)
assert isinstance(indicator_df, DataFrame)
@ -454,9 +452,6 @@ def test_call_deprecated_function(result, default_conf, caplog):
assert isinstance(exitdf, DataFrame)
assert 'exit_long' in exitdf
assert log_has("DEPRECATED: Please migrate to using 'timeframe' instead of 'ticker_interval'.",
caplog)
def test_strategy_interface_versioning(result, default_conf):
default_conf.update({'strategy': 'StrategyTestV2'})

6
tests/test_arguments.py
View File

@ -112,17 +112,17 @@ def test_parse_args_strategy_path_invalid() -> None:
def test_parse_args_backtesting_invalid() -> None:
with pytest.raises(SystemExit, match=r'2'):
Arguments(['backtesting --ticker-interval']).get_parsed_arg()
Arguments(['backtesting --timeframe']).get_parsed_arg()
with pytest.raises(SystemExit, match=r'2'):
Arguments(['backtesting --ticker-interval', 'abc']).get_parsed_arg()
Arguments(['backtesting --timeframe', 'abc']).get_parsed_arg()
def test_parse_args_backtesting_custom() -> None:
args = [
'backtesting',
'-c', 'test_conf.json',
'--ticker-interval', '1m',
'--timeframe', '1m',
'--strategy-list',
CURRENT_TEST_STRATEGY,
'SampleStrategy'

16
tests/test_configuration.py
View File

@ -444,7 +444,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
'--strategy', CURRENT_TEST_STRATEGY,
'--datadir', '/foo/bar',
'--userdir', "/tmp/freqtrade",
'--ticker-interval', '1m',
'--timeframe', '1m',
'--enable-position-stacking',
'--disable-max-market-positions',
'--timerange', ':100',
@ -495,7 +495,7 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non
arglist = [
'backtesting',
'--config', 'config.json',
'--ticker-interval', '1m',
'--timeframe', '1m',
'--export', 'trades',
'--strategy-list',
CURRENT_TEST_STRATEGY,
@ -1381,22 +1381,14 @@ def test_process_removed_setting(mocker, default_conf, caplog):
def test_process_deprecated_ticker_interval(default_conf, caplog):
message = "DEPRECATED: Please use 'timeframe' instead of 'ticker_interval."
config = deepcopy(default_conf)
process_temporary_deprecated_settings(config)
assert not log_has(message, caplog)
del config['timeframe']
config['ticker_interval'] = '15m'
process_temporary_deprecated_settings(config)
assert log_has(message, caplog)
assert config['ticker_interval'] == '15m'
config = deepcopy(default_conf)
# Have both timeframe and ticker interval in config
# Can also happen when using ticker_interval in configuration, and --timeframe as cli argument
config['timeframe'] = '5m'
config['ticker_interval'] = '4h'
with pytest.raises(OperationalException,
match=r"Both 'timeframe' and 'ticker_interval' detected."):
match=r"DEPRECATED: 'ticker_interval' detected. Please use.*"):
process_temporary_deprecated_settings(config)

30
tests/test_freqtradebot.py
View File

@ -4107,8 +4107,9 @@ def test_get_real_amount_quote(default_conf_usdt, trades_for_order, buy_order_fe
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
caplog.clear()
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001)
assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == amount - (amount * 0.001)
assert log_has(
'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, is_short=False,'
' leverage=1.0, open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).',
@ -4134,8 +4135,9 @@ def test_get_real_amount_quote_dust(default_conf_usdt, trades_for_order, buy_ord
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
walletmock.reset_mock()
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount is kept as is
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == amount
assert walletmock.call_count == 1
assert log_has_re(r'Fee amount for Trade.* was in base currency '
'- Eating Fee 0.008 into dust', caplog)
@ -4156,8 +4158,9 @@ def test_get_real_amount_no_trade(default_conf_usdt, buy_order_fee, caplog, mock
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == amount
assert log_has(
'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
'is_short=False, leverage=1.0, open_rate=0.24544100, open_since=closed) failed: '
@ -4213,7 +4216,8 @@ def test_get_real_amount(
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', side_effect=ExchangeError)
caplog.clear()
assert freqtrade.get_real_amount(trade, buy_order) == amount - fee_reduction_amount
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
assert freqtrade.get_real_amount(trade, buy_order, order_obj) == amount - fee_reduction_amount
if expected_log:
assert log_has(expected_log, caplog)
@ -4260,7 +4264,8 @@ def test_get_real_amount_multi(
# Amount is reduced by "fee"
expected_amount = amount - (amount * fee_reduction_amount)
assert freqtrade.get_real_amount(trade, buy_order_fee) == expected_amount
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == expected_amount
assert log_has(
(
'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
@ -4296,8 +4301,9 @@ def test_get_real_amount_invalid_order(default_conf_usdt, trades_for_order, buy_
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount does not change
assert freqtrade.get_real_amount(trade, limit_buy_order_usdt) == amount
assert freqtrade.get_real_amount(trade, limit_buy_order_usdt, order_obj) == amount
def test_get_real_amount_fees_order(default_conf_usdt, market_buy_order_usdt_doublefee,
@ -4319,7 +4325,8 @@ def test_get_real_amount_fees_order(default_conf_usdt, market_buy_order_usdt_dou
# Amount does not change
assert trade.fee_open == 0.0025
assert freqtrade.get_real_amount(trade, market_buy_order_usdt_doublefee) == 30.0
order_obj = Order.parse_from_ccxt_object(market_buy_order_usdt_doublefee, 'LTC/ETH', 'buy')
assert freqtrade.get_real_amount(trade, market_buy_order_usdt_doublefee, order_obj) == 30.0
assert tfo_mock.call_count == 0
# Fetch fees from trades dict if available to get "proper" values
assert round(trade.fee_open, 4) == 0.001
@ -4343,9 +4350,10 @@ def test_get_real_amount_wrong_amount(default_conf_usdt, trades_for_order, buy_o
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount does not change
with pytest.raises(DependencyException, match=r"Half bought\? Amounts don't match"):
freqtrade.get_real_amount(trade, limit_buy_order_usdt)
freqtrade.get_real_amount(trade, limit_buy_order_usdt, order_obj)
def test_get_real_amount_wrong_amount_rounding(default_conf_usdt, trades_for_order, buy_order_fee,
@ -4367,9 +4375,10 @@ def test_get_real_amount_wrong_amount_rounding(default_conf_usdt, trades_for_ord
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount changes by fee amount.
assert isclose(
freqtrade.get_real_amount(trade, limit_buy_order_usdt),
freqtrade.get_real_amount(trade, limit_buy_order_usdt, order_obj),
amount - (amount * 0.001),
abs_tol=MATH_CLOSE_PREC,
)
@ -4393,7 +4402,8 @@ def test_get_real_amount_open_trade_usdt(default_conf_usdt, fee, mocker):
'side': 'buy',
}
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
assert freqtrade.get_real_amount(trade, order) == amount
order_obj = Order.parse_from_ccxt_object(order, 'LTC/ETH', 'buy')
assert freqtrade.get_real_amount(trade, order, order_obj) == amount
@pytest.mark.parametrize('amount,fee_abs,wallet,amount_exp', [