Merge with develop
This commit is contained in:
Anton
commit
b4138f29c8
2
.github/ISSUE_TEMPLATE.md
vendored
2
.github/ISSUE_TEMPLATE.md
vendored
@ -1,6 +1,6 @@
|
||||
## Step 1: Have you search for this issue before posting it?
|
||||
|
||||
If you have discovered a bug in the bot, please [search our issue tracker](https://github.com/gcarq/freqtrade/issues?q=is%3Aissue).
|
||||
If you have discovered a bug in the bot, please [search our issue tracker](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue).
|
||||
If it hasn't been reported, please create a new issue.
|
||||
|
||||
## Step 2: Describe your environment
|
||||
|
||||
2
.github/PULL_REQUEST_TEMPLATE.md
vendored
2
.github/PULL_REQUEST_TEMPLATE.md
vendored
@ -1,5 +1,5 @@
|
||||
Thank you for sending your pull request. But first, have you included
|
||||
unit tests, and is your code PEP8 conformant? [More details](https://github.com/gcarq/freqtrade/blob/develop/CONTRIBUTING.md)
|
||||
unit tests, and is your code PEP8 conformant? [More details](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md)
|
||||
|
||||
## Summary
|
||||
Explain in one sentence the goal of this PR
|
||||
|
||||
1
.gitignore
vendored
1
.gitignore
vendored
@ -8,6 +8,7 @@ logfile.txt
|
||||
hyperopt_trials.pickle
|
||||
user_data/
|
||||
freqtrade-plot.html
|
||||
freqtrade-profit-plot.html
|
||||
|
||||
# Byte-compiled / optimized / DLL files
|
||||
__pycache__/
|
||||
|
||||
4
.pyup.yml
Normal file
4
.pyup.yml
Normal file
@ -0,0 +1,4 @@
|
||||
# autogenerated pyup.io config file
|
||||
# see https://pyup.io/docs/configuration/ for all available options
|
||||
|
||||
schedule: every day
|
||||
@ -21,10 +21,10 @@ jobs:
|
||||
- script: pytest --cov=freqtrade --cov-config=.coveragerc freqtrade/tests/
|
||||
- script:
|
||||
- cp config.json.example config.json
|
||||
- python freqtrade/main.py backtesting
|
||||
- python freqtrade/main.py --datadir freqtrade/tests/testdata backtesting
|
||||
- script:
|
||||
- cp config.json.example config.json
|
||||
- python freqtrade/main.py hyperopt -e 5
|
||||
- python freqtrade/main.py --datadir freqtrade/tests/testdata hyperopt -e 5
|
||||
- script: flake8 freqtrade
|
||||
- script: mypy freqtrade
|
||||
after_success:
|
||||
|
||||
@ -7,7 +7,7 @@ Feel like our bot is missing a feature? We welcome your pull requests! Few point
|
||||
conformant (max-line-length = 100).
|
||||
|
||||
If you are unsure, discuss the feature on our [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE)
|
||||
or in a [issue](https://github.com/gcarq/freqtrade/issues) before a PR.
|
||||
or in a [issue](https://github.com/freqtrade/freqtrade/issues) before a PR.
|
||||
|
||||
|
||||
**Before sending the PR:**
|
||||
|
||||
48
README.md
48
README.md
@ -1,14 +1,14 @@
|
||||
# freqtrade
|
||||
|
||||
[](https://travis-ci.org/gcarq/freqtrade)
|
||||
[](https://coveralls.io/github/gcarq/freqtrade?branch=develop)
|
||||
[](https://codeclimate.com/github/gcarq/freqtrade/maintainability)
|
||||
[](https://travis-ci.org/freqtrade/freqtrade)
|
||||
[](https://coveralls.io/github/freqtrade/freqtrade?branch=develop)
|
||||
[](https://codeclimate.com/github/freqtrade/freqtrade/maintainability)
|
||||
|
||||
|
||||
Simple High frequency trading bot for crypto currencies designed to
|
||||
support multi exchanges and be controlled via Telegram.
|
||||
|
||||
|
||||
|
||||
|
||||
## Disclaimer
|
||||
This software is for educational purposes only. Do not risk money which
|
||||
@ -25,12 +25,12 @@ 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/gcarq/freqtrade/blob/develop/docs/index.md)
|
||||
- [Installation](https://github.com/gcarq/freqtrade/blob/develop/docs/installation.md)
|
||||
- [Configuration](https://github.com/gcarq/freqtrade/blob/develop/docs/configuration.md)
|
||||
- [Strategy Optimization](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md)
|
||||
- [Backtesting](https://github.com/gcarq/freqtrade/blob/develop/docs/backtesting.md)
|
||||
- [Hyperopt](https://github.com/gcarq/freqtrade/blob/develop/docs/hyperopt.md)
|
||||
- [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)
|
||||
@ -73,7 +73,7 @@ strategy parameters with real exchange data.
|
||||
## 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/gcarq/freqtrade/blob/develop/docs/index.md)
|
||||
[bot documentation](https://github.com/freqtrade/freqtrade/blob/develop/docs/index.md)
|
||||
to ensure you understand how the bot is working.
|
||||
|
||||
### Easy installation
|
||||
@ -87,7 +87,7 @@ The following steps are made for Linux/MacOS environment
|
||||
|
||||
**1. Clone the repo**
|
||||
```bash
|
||||
git clone git@github.com:gcarq/freqtrade.git
|
||||
git clone git@github.com:freqtrade/freqtrade.git
|
||||
git checkout develop
|
||||
cd freqtrade
|
||||
```
|
||||
@ -109,26 +109,26 @@ 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/gcarq/freqtrade/issues?q=is%3Aissue)
|
||||
### [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/gcarq/freqtrade/issues?q=is%3Aissue)
|
||||
[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/gcarq/freqtrade/issues/new) and
|
||||
[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/gcarq/freqtrade/labels/enhancement)
|
||||
### [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/gcarq/freqtrade/labels/enhancement).
|
||||
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/gcarq/freqtrade/issues/new)
|
||||
[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/gcarq/freqtrade/pulls)
|
||||
### [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/gcarq/freqtrade/blob/develop/CONTRIBUTING.md)
|
||||
[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
|
||||
@ -171,14 +171,14 @@ optional arguments:
|
||||
only if dry_run is enabled.
|
||||
```
|
||||
More details on:
|
||||
- [How to run the bot](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#bot-commands)
|
||||
- [How to use Backtesting](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#backtesting-commands)
|
||||
- [How to use Hyperopt](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#hyperopt-commands)
|
||||
- [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
|
||||
[documentation](https://github.com/gcarq/freqtrade/blob/develop/docs/index.md)
|
||||
[documentation](https://github.com/freqtrade/freqtrade/blob/develop/docs/index.md)
|
||||
|
||||
- `/start`: Starts the trader
|
||||
- `/stop`: Stops the trader
|
||||
|
||||
@ -45,6 +45,7 @@
|
||||
"token": "your_telegram_token",
|
||||
"chat_id": "your_telegram_chat_id"
|
||||
},
|
||||
"db_url": "sqlite:///tradesv3.sqlite",
|
||||
"initial_state": "running",
|
||||
"internals": {
|
||||
"process_throttle_secs": 5
|
||||
|
||||
@ -14,7 +14,7 @@ real data. This is what we call
|
||||
|
||||
Backtesting will use the crypto-currencies (pair) from your config file
|
||||
and load static tickers located in
|
||||
[/freqtrade/tests/testdata](https://github.com/gcarq/freqtrade/tree/develop/freqtrade/tests/testdata).
|
||||
[/freqtrade/tests/testdata](https://github.com/freqtrade/freqtrade/tree/develop/freqtrade/tests/testdata).
|
||||
If the 5 min and 1 min ticker for the crypto-currencies to test is not
|
||||
already in the `testdata` folder, backtesting will download them
|
||||
automatically. Testdata files will not be updated until you specify it.
|
||||
@ -62,6 +62,12 @@ Where `-s TestStrategy` refers to the class name within the strategy file `test_
|
||||
python3 ./freqtrade/main.py backtesting --export trades
|
||||
```
|
||||
|
||||
**Exporting trades to file specifying a custom filename**
|
||||
```bash
|
||||
python3 ./freqtrade/main.py backtesting --export trades --export-filename=backtest_teststrategy.json
|
||||
```
|
||||
|
||||
|
||||
**Running backtest with smaller testset**
|
||||
Use the `--timerange` argument to change how much of the testset
|
||||
you want to use. The last N ticks/timeframes will be used.
|
||||
@ -87,22 +93,31 @@ The full timerange specification:
|
||||
`--timerange=1527595200-1527618600`
|
||||
|
||||
|
||||
**Update testdata directory**
|
||||
To update your testdata directory, or download into another testdata directory:
|
||||
```bash
|
||||
mkdir -p user_data/data/testdata-20180113
|
||||
cp freqtrade/tests/testdata/pairs.json user_data/data-20180113
|
||||
cd user_data/data-20180113
|
||||
```
|
||||
**Downloading new set of ticker data**
|
||||
To download new set of backtesting ticker data, you can use a download script.
|
||||
|
||||
Possibly edit pairs.json file to include/exclude pairs
|
||||
If you are using Binance for example:
|
||||
- create a folder `user_data/data/binance` and copy `pairs.json` in that folder.
|
||||
- update the `pairs.json` to contain the currency pairs you are interested in.
|
||||
|
||||
```bash
|
||||
python3 freqtrade/tests/testdata/download_backtest_data.py -p pairs.json
|
||||
mkdir -p user_data/data/binance
|
||||
cp freqtrade/tests/testdata/pairs.json user_data/data/binance
|
||||
```
|
||||
|
||||
The script will read your pairs.json file, and download ticker data
|
||||
into the current working directory.
|
||||
Then run:
|
||||
|
||||
```bash
|
||||
python scripts/download_backtest_data --exchange binance
|
||||
```
|
||||
|
||||
This will download ticker data for all the currency pairs you defined in `pairs.json`.
|
||||
|
||||
- To use a different folder than the exchange specific default, use `--export user_data/data/some_directory`.
|
||||
- To change the exchange used to download the tickers, use `--exchange`. Default is `bittrex`.
|
||||
- To use `pairs.json` from some other folder, use `--pairs-file some_other_dir/pairs.json`.
|
||||
- To download ticker data for only 10 days, use `--days 10`.
|
||||
- Use `--timeframes` to specify which tickers to download. Default is `--timeframes 1m 5m` which will download 1-minute and 5-minute tickers.
|
||||
|
||||
|
||||
For help about backtesting usage, please refer to
|
||||
@ -160,4 +175,4 @@ strategies, your configuration, and the crypto-currency you have set up.
|
||||
## Next step
|
||||
Great, your strategy is profitable. What if the bot can give your the
|
||||
optimal parameters to use for your strategy?
|
||||
Your next step is to learn [how to find optimal parameters with Hyperopt](https://github.com/gcarq/freqtrade/blob/develop/docs/hyperopt.md)
|
||||
Your next step is to learn [how to find optimal parameters with Hyperopt](https://github.com/freqtrade/freqtrade/blob/develop/docs/hyperopt.md)
|
||||
|
||||
@ -49,7 +49,7 @@ If you want to use a strategy from a different folder you can pass `--strategy-p
|
||||
python3 ./freqtrade/main.py --strategy AwesomeStrategy --strategy-path /some/folder
|
||||
```
|
||||
|
||||
**For the following section we will use the [user_data/strategies/test_strategy.py](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py)
|
||||
**For the following section we will use the [user_data/strategies/test_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py)
|
||||
file as reference.**
|
||||
|
||||
### Buy strategy
|
||||
@ -138,15 +138,15 @@ def populate_indicators(dataframe: DataFrame) -> DataFrame:
|
||||
```
|
||||
|
||||
**Want more indicators example?**
|
||||
Look into the [user_data/strategies/test_strategy.py](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py).
|
||||
Look into the [user_data/strategies/test_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py).
|
||||
Then uncomment indicators you need.
|
||||
|
||||
|
||||
### Where is the default strategy?
|
||||
The default buy strategy is located in the file
|
||||
[freqtrade/default_strategy.py](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/strategy/default_strategy.py).
|
||||
[freqtrade/default_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/strategy/default_strategy.py).
|
||||
|
||||
|
||||
## Next step
|
||||
Now you have a perfect strategy you probably want to backtesting it.
|
||||
Your next step is to learn [How to use the Backtesting](https://github.com/gcarq/freqtrade/blob/develop/docs/backtesting.md).
|
||||
Your next step is to learn [How to use the Backtesting](https://github.com/freqtrade/freqtrade/blob/develop/docs/backtesting.md).
|
||||
|
||||
@ -9,10 +9,10 @@ it.
|
||||
|
||||
## Bot commands
|
||||
```
|
||||
usage: main.py [-h] [-v] [--version] [-c PATH] [-d PATH] [-s NAME]
|
||||
[--strategy-path PATH] [--dynamic-whitelist [INT]]
|
||||
[--dry-run-db]
|
||||
{backtesting,hyperopt} ...
|
||||
usage: freqtrade [-h] [-v] [--version] [-c PATH] [-d PATH] [-s NAME]
|
||||
[--strategy-path PATH] [--dynamic-whitelist [INT]]
|
||||
[--db-url PATH]
|
||||
{backtesting,hyperopt} ...
|
||||
|
||||
Simple High Frequency Trading Bot for crypto currencies
|
||||
|
||||
@ -28,17 +28,16 @@ optional arguments:
|
||||
-c PATH, --config PATH
|
||||
specify configuration file (default: config.json)
|
||||
-d PATH, --datadir PATH
|
||||
path to backtest data (default:
|
||||
freqtrade/tests/testdata
|
||||
path to backtest data
|
||||
-s NAME, --strategy NAME
|
||||
specify strategy class name (default: DefaultStrategy)
|
||||
--strategy-path PATH specify additional strategy lookup path
|
||||
--dynamic-whitelist [INT]
|
||||
dynamically generate and update whitelist based on 24h
|
||||
BaseVolume (Default 20 currencies)
|
||||
--dry-run-db Force dry run to use a local DB
|
||||
"tradesv3.dry_run.sqlite" instead of memory DB. Work
|
||||
only if dry_run is enabled.
|
||||
BaseVolume (default: 20)
|
||||
--db-url PATH Override trades database URL, this is useful if
|
||||
dry_run is enabled or in custom deployments (default:
|
||||
sqlite:///tradesv3.sqlite)
|
||||
```
|
||||
|
||||
### How to use a different config file?
|
||||
@ -68,7 +67,7 @@ python3 ./freqtrade/main.py --strategy AwesomeStrategy
|
||||
If the bot does not find your strategy file, it will display in an error
|
||||
message the reason (File not found, or errors in your code).
|
||||
|
||||
Learn more about strategy file in [optimize your bot](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md).
|
||||
Learn more about strategy file in [optimize your bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md).
|
||||
|
||||
### How to use --strategy-path?
|
||||
This parameter allows you to add an additional strategy lookup path, which gets
|
||||
@ -102,14 +101,14 @@ python3 ./freqtrade/main.py --dynamic-whitelist 30
|
||||
negative value (e.g -2), `--dynamic-whitelist` will use the default
|
||||
value (20).
|
||||
|
||||
### How to use --dry-run-db?
|
||||
### How to use --db-url?
|
||||
When you run the bot in Dry-run mode, per default no transactions are
|
||||
stored in a database. If you want to store your bot actions in a DB
|
||||
using `--dry-run-db`. This command will use a separate database file
|
||||
`tradesv3.dry_run.sqlite`
|
||||
using `--db-url`. This can also be used to specify a custom database
|
||||
in production mode. Example command:
|
||||
|
||||
```bash
|
||||
python3 ./freqtrade/main.py -c config.json --dry-run-db
|
||||
python3 ./freqtrade/main.py -c config.json --db-url sqlite:///tradesv3.dry_run.sqlite
|
||||
```
|
||||
|
||||
|
||||
@ -120,6 +119,8 @@ Backtesting also uses the config specified via `-c/--config`.
|
||||
```
|
||||
usage: main.py backtesting [-h] [-i TICKER_INTERVAL] [--realistic-simulation]
|
||||
[--timerange TIMERANGE] [-l] [-r] [--export EXPORT]
|
||||
[--export-filename EXPORTFILENAME]
|
||||
|
||||
|
||||
optional arguments:
|
||||
-h, --help show this help message and exit
|
||||
@ -137,6 +138,11 @@ optional arguments:
|
||||
run your backtesting with up-to-date data.
|
||||
--export EXPORT export backtest results, argument are: trades Example
|
||||
--export=trades
|
||||
--export-filename EXPORTFILENAME
|
||||
Save backtest results to this filename requires
|
||||
--export to be set as well Example --export-
|
||||
filename=backtest_today.json (default: backtest-
|
||||
result.json
|
||||
```
|
||||
|
||||
### How to use --refresh-pairs-cached parameter?
|
||||
@ -182,9 +188,9 @@ optional arguments:
|
||||
|
||||
## A parameter missing in the configuration?
|
||||
All parameters for `main.py`, `backtesting`, `hyperopt` are referenced
|
||||
in [misc.py](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/misc.py#L84)
|
||||
in [misc.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/misc.py#L84)
|
||||
|
||||
## Next step
|
||||
The optimal strategy of the bot will change with time depending of the
|
||||
market trends. The next step is to
|
||||
[optimize your bot](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md).
|
||||
[optimize your bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md).
|
||||
|
||||
@ -34,13 +34,14 @@ The table below will list all configuration parameters.
|
||||
| `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`.
|
||||
| `db_url` | `sqlite:///tradesv3.sqlite` | No | Declares database URL to use. NOTE: This defaults to `sqlite://` if `dry_run` is `True`.
|
||||
| `initial_state` | running | No | Defines the initial application state. More information below.
|
||||
| `strategy` | DefaultStrategy | No | Defines Strategy class to use.
|
||||
| `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/gcarq/freqtrade/blob/develop/freqtrade/misc.py#L205).
|
||||
[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.
|
||||
@ -80,6 +81,12 @@ value. This parameter is optional. If you use it, it will take over the
|
||||
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
|
||||
@ -99,8 +106,10 @@ The bot was tested with the following exchanges:
|
||||
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 fiat to use for the conversion form coin to fiat in Telegram.
|
||||
The valid value 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".
|
||||
`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
|
||||
@ -110,9 +119,10 @@ creating trades.
|
||||
|
||||
### To switch your bot in Dry-run mode:
|
||||
1. Edit your `config.json` file
|
||||
2. Switch dry-run to true
|
||||
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)
|
||||
@ -136,7 +146,7 @@ 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
|
||||
2. Switch dry-run to false and don't forget to adapt your database URL if set
|
||||
```json
|
||||
"dry_run": false,
|
||||
```
|
||||
@ -151,9 +161,8 @@ you run it in production mode.
|
||||
}
|
||||
```
|
||||
If you have not your Bittrex API key yet,
|
||||
[see our tutorial](https://github.com/gcarq/freqtrade/blob/develop/docs/pre-requisite.md).
|
||||
|
||||
[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/gcarq/freqtrade/blob/develop/docs/bot-usage.md).
|
||||
[start your bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md).
|
||||
|
||||
@ -27,7 +27,7 @@ like pauses. You can stop your bot, adjust settings and start it again.
|
||||
#### I want to improve the bot with a new strategy
|
||||
|
||||
That's great. We have a nice backtesting and hyperoptimizing setup. See
|
||||
the tutorial [here|Testing-new-strategies-with-Hyperopt](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#hyperopt-commands).
|
||||
the tutorial [here|Testing-new-strategies-with-Hyperopt](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#hyperopt-commands).
|
||||
|
||||
#### Is there a setting to only SELL the coins being held and not
|
||||
perform anymore BUYS?
|
||||
|
||||
@ -14,13 +14,13 @@ parameters with Hyperopt.
|
||||
|
||||
## Prepare Hyperopt
|
||||
Before we start digging in Hyperopt, we recommend you to take a look at
|
||||
your strategy file located into [user_data/strategies/](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py)
|
||||
your strategy file located into [user_data/strategies/](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py)
|
||||
|
||||
### 1. Configure your Guards and Triggers
|
||||
There are two places you need to change in your strategy file to add a
|
||||
new buy strategy for testing:
|
||||
- Inside [populate_buy_trend()](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py#L278-L294).
|
||||
- Inside [hyperopt_space()](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py#L244-L297) known as `SPACE`.
|
||||
- Inside [populate_buy_trend()](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py#L278-L294).
|
||||
- Inside [hyperopt_space()](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py#L244-L297) known as `SPACE`.
|
||||
|
||||
There you have two different type of indicators: 1. `guards` and 2.
|
||||
`triggers`.
|
||||
@ -110,13 +110,13 @@ cannot use your config file. It is also made on purpose to allow you
|
||||
testing your strategy with different configurations.
|
||||
|
||||
The Hyperopt configuration is located in
|
||||
[user_data/hyperopt_conf.py](https://github.com/gcarq/freqtrade/blob/develop/user_data/hyperopt_conf.py).
|
||||
[user_data/hyperopt_conf.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopt_conf.py).
|
||||
|
||||
|
||||
## Advanced notions
|
||||
### Understand the Guards and Triggers
|
||||
When you need to add the new guards and triggers to be hyperopt
|
||||
parameters, you do this by adding them into the [hyperopt_space()](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py#L244-L297).
|
||||
parameters, you do this by adding them into the [hyperopt_space()](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py#L244-L297).
|
||||
|
||||
If it's a trigger, you add one line to the 'trigger' choice group and that's it.
|
||||
|
||||
@ -312,4 +312,4 @@ def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
|
||||
|
||||
## Next step
|
||||
Now you have a perfect bot and want to control it from Telegram. Your
|
||||
next step is to learn the [Telegram usage](https://github.com/gcarq/freqtrade/blob/develop/docs/telegram-usage.md).
|
||||
next step is to learn the [Telegram usage](https://github.com/freqtrade/freqtrade/blob/develop/docs/telegram-usage.md).
|
||||
|
||||
@ -6,27 +6,27 @@ 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/gcarq/freqtrade/blob/develop/docs/pre-requisite.md)
|
||||
- [Setup your Bittrex account](https://github.com/gcarq/freqtrade/blob/develop/docs/pre-requisite.md#setup-your-bittrex-account)
|
||||
- [Setup your Telegram bot](https://github.com/gcarq/freqtrade/blob/develop/docs/pre-requisite.md#setup-your-telegram-bot)
|
||||
- [Bot Installation](https://github.com/gcarq/freqtrade/blob/develop/docs/installation.md)
|
||||
- [Install with Docker (all platforms)](https://github.com/gcarq/freqtrade/blob/develop/docs/installation.md#docker)
|
||||
- [Install on Linux Ubuntu](https://github.com/gcarq/freqtrade/blob/develop/docs/installation.md#21-linux---ubuntu-1604)
|
||||
- [Install on MacOS](https://github.com/gcarq/freqtrade/blob/develop/docs/installation.md#23-macos-installation)
|
||||
- [Install on Windows](https://github.com/gcarq/freqtrade/blob/develop/docs/installation.md#windows)
|
||||
- [Bot Configuration](https://github.com/gcarq/freqtrade/blob/develop/docs/configuration.md)
|
||||
- [Bot usage (Start your bot)](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md)
|
||||
- [Bot commands](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#bot-commands)
|
||||
- [Backtesting commands](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#backtesting-commands)
|
||||
- [Hyperopt commands](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#hyperopt-commands)
|
||||
- [Bot Optimization](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md)
|
||||
- [Change your strategy](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md#change-your-strategy)
|
||||
- [Add more Indicator](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md#add-more-indicator)
|
||||
- [Test your strategy with Backtesting](https://github.com/gcarq/freqtrade/blob/develop/docs/backtesting.md)
|
||||
- [Find optimal parameters with Hyperopt](https://github.com/gcarq/freqtrade/blob/develop/docs/hyperopt.md)
|
||||
- [Control the bot with telegram](https://github.com/gcarq/freqtrade/blob/develop/docs/telegram-usage.md)
|
||||
- [Contribute to the project](https://github.com/gcarq/freqtrade/blob/develop/CONTRIBUTING.md)
|
||||
- [How to contribute](https://github.com/gcarq/freqtrade/blob/develop/CONTRIBUTING.md)
|
||||
- [Run tests & Check PEP8 compliance](https://github.com/gcarq/freqtrade/blob/develop/CONTRIBUTING.md)
|
||||
- [FAQ](https://github.com/gcarq/freqtrade/blob/develop/docs/faq.md)
|
||||
- [SQL cheatsheet](https://github.com/gcarq/freqtrade/blob/develop/docs/sql_cheatsheet.md)
|
||||
- [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)
|
||||
- [Bot Installation](https://github.com/freqtrade/freqtrade/blob/develop/docs/installation.md)
|
||||
- [Install with Docker (all platforms)](https://github.com/freqtrade/freqtrade/blob/develop/docs/installation.md#docker)
|
||||
- [Install on Linux Ubuntu](https://github.com/freqtrade/freqtrade/blob/develop/docs/installation.md#21-linux---ubuntu-1604)
|
||||
- [Install on MacOS](https://github.com/freqtrade/freqtrade/blob/develop/docs/installation.md#23-macos-installation)
|
||||
- [Install on Windows](https://github.com/freqtrade/freqtrade/blob/develop/docs/installation.md#windows)
|
||||
- [Bot Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md)
|
||||
- [Bot usage (Start your bot)](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md)
|
||||
- [Bot commands](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#bot-commands)
|
||||
- [Backtesting commands](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#backtesting-commands)
|
||||
- [Hyperopt commands](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#hyperopt-commands)
|
||||
- [Bot Optimization](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md)
|
||||
- [Change your strategy](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md#change-your-strategy)
|
||||
- [Add more Indicator](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md#add-more-indicator)
|
||||
- [Test your strategy with Backtesting](https://github.com/freqtrade/freqtrade/blob/develop/docs/backtesting.md)
|
||||
- [Find optimal parameters with Hyperopt](https://github.com/freqtrade/freqtrade/blob/develop/docs/hyperopt.md)
|
||||
- [Control the bot with telegram](https://github.com/freqtrade/freqtrade/blob/develop/docs/telegram-usage.md)
|
||||
- [Contribute to the project](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md)
|
||||
- [How to contribute](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md)
|
||||
- [Run tests & Check PEP8 compliance](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md)
|
||||
- [FAQ](https://github.com/freqtrade/freqtrade/blob/develop/docs/faq.md)
|
||||
- [SQL cheatsheet](https://github.com/freqtrade/freqtrade/blob/develop/docs/sql_cheatsheet.md)
|
||||
|
||||
@ -2,7 +2,7 @@
|
||||
|
||||
This page explains how to prepare your environment for running the bot.
|
||||
|
||||
To understand how to set up the bot please read the [Bot Configuration](https://github.com/gcarq/freqtrade/blob/develop/docs/configuration.md) page.
|
||||
To understand how to set up the bot please read the [Bot Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md) page.
|
||||
|
||||
## Table of Contents
|
||||
|
||||
@ -69,7 +69,7 @@ Once you have Docker installed, simply create the config file (e.g. `config.json
|
||||
#### 1.1. Clone the git repository
|
||||
|
||||
```bash
|
||||
git clone https://github.com/gcarq/freqtrade.git
|
||||
git clone https://github.com/freqtrade/freqtrade.git
|
||||
```
|
||||
|
||||
#### 1.2. (Optional) Checkout the develop branch
|
||||
@ -90,7 +90,7 @@ cd freqtrade
|
||||
cp -n config.json.example config.json
|
||||
```
|
||||
|
||||
> To edit the config please refer to the [Bot Configuration](https://github.com/gcarq/freqtrade/blob/develop/docs/configuration.md) page.
|
||||
> To edit the config please refer to the [Bot Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md) page.
|
||||
|
||||
#### 1.5. Create your database file *(optional - the bot will create it if it is missing)*
|
||||
|
||||
@ -162,10 +162,10 @@ docker run -d \
|
||||
-v /etc/localtime:/etc/localtime:ro \
|
||||
-v ~/.freqtrade/config.json:/freqtrade/config.json \
|
||||
-v ~/.freqtrade/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \
|
||||
freqtrade
|
||||
freqtrade --db-url sqlite:///tradesv3.sqlite
|
||||
```
|
||||
|
||||
If you are using `dry_run=True` it's not necessary to mount `tradesv3.sqlite`, but you can mount `tradesv3.dryrun.sqlite` if you plan to use the dry run mode with the param `--dry-run-db`.
|
||||
NOTE: db-url defaults to `sqlite:///tradesv3.sqlite` but it defaults to `sqlite://` if `dry_run=True` is being used.
|
||||
To override this behaviour use a custom db-url value: i.e.: `--db-url sqlite:///tradesv3.dryrun.sqlite`
|
||||
|
||||
### 6. Monitor your Docker instance
|
||||
|
||||
@ -237,7 +237,7 @@ sudo apt-get install mongodb-org
|
||||
Clone the git repository:
|
||||
|
||||
```bash
|
||||
git clone https://github.com/gcarq/freqtrade.git
|
||||
git clone https://github.com/freqtrade/freqtrade.git
|
||||
```
|
||||
|
||||
Optionally checkout the develop branch:
|
||||
@ -287,7 +287,7 @@ export PATH=<path_freqtrade>/env/mongodb/bin:$PATH
|
||||
Clone the git repository:
|
||||
|
||||
```bash
|
||||
git clone https://github.com/gcarq/freqtrade.git
|
||||
git clone https://github.com/freqtrade/freqtrade.git
|
||||
```
|
||||
|
||||
Optionally checkout the develop branch:
|
||||
@ -306,7 +306,7 @@ cd freqtrade
|
||||
cp config.json.example config.json
|
||||
```
|
||||
|
||||
> *To edit the config please refer to [Bot Configuration](https://github.com/gcarq/freqtrade/blob/develop/docs/configuration.md).*
|
||||
> *To edit the config please refer to [Bot Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md).*
|
||||
|
||||
|
||||
#### 2. Setup your Python virtual environment (virtualenv)
|
||||
@ -350,8 +350,8 @@ copy paste `config.json` to ``\path\freqtrade-develop\freqtrade`
|
||||
>python main.py
|
||||
```
|
||||
|
||||
> Thanks [Owdr](https://github.com/Owdr) for the commands. Source: [Issue #222](https://github.com/gcarq/freqtrade/issues/222)
|
||||
> Thanks [Owdr](https://github.com/Owdr) for the commands. Source: [Issue #222](https://github.com/freqtrade/freqtrade/issues/222)
|
||||
|
||||
|
||||
Now you have an environment ready, the next step is
|
||||
[Bot Configuration](https://github.com/gcarq/freqtrade/blob/develop/docs/configuration.md)...
|
||||
[Bot Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md)...
|
||||
|
||||
@ -48,6 +48,12 @@ To plot trades stored in a database use `--db-url` argument:
|
||||
python scripts/plot_dataframe.py --db-url tradesv3.dry_run.sqlite -p BTC_ETH
|
||||
```
|
||||
|
||||
To plot a test strategy the strategy should have first be backtested.
|
||||
The results may then be plotted with the -s argument:
|
||||
```
|
||||
python scripts/plot_dataframe.py -s Strategy_Name -p BTC/ETH --datadir user_data/data/<exchange_name>/
|
||||
```
|
||||
|
||||
## Plot profit
|
||||
|
||||
The profit plotter show a picture with three plots:
|
||||
|
||||
@ -85,7 +85,7 @@ INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close, open_rate, sta
|
||||
|
||||
## Fix wrong fees in the table
|
||||
If your DB was created before
|
||||
[PR#200](https://github.com/gcarq/freqtrade/pull/200) was merged
|
||||
[PR#200](https://github.com/freqtrade/freqtrade/pull/200) was merged
|
||||
(before 12/23/17).
|
||||
|
||||
```sql
|
||||
|
||||
@ -4,7 +4,7 @@ This page explains how to command your bot with Telegram.
|
||||
|
||||
## Pre-requisite
|
||||
To control your bot with Telegram, you need first to
|
||||
[set up a Telegram bot](https://github.com/gcarq/freqtrade/blob/develop/docs/pre-requisite.md)
|
||||
[set up a Telegram bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/pre-requisite.md)
|
||||
and add your Telegram API keys into your config file.
|
||||
|
||||
## Telegram commands
|
||||
|
||||
@ -12,7 +12,8 @@ class DependencyException(BaseException):
|
||||
class OperationalException(BaseException):
|
||||
"""
|
||||
Requires manual intervention.
|
||||
This happens when an exchange returns an unexpected error during runtime.
|
||||
This happens when an exchange returns an unexpected error during runtime
|
||||
or given configuration is invalid.
|
||||
"""
|
||||
|
||||
|
||||
|
||||
@ -2,16 +2,28 @@
|
||||
This module contains the argument manager class
|
||||
"""
|
||||
|
||||
import os
|
||||
import argparse
|
||||
import logging
|
||||
import os
|
||||
import re
|
||||
import arrow
|
||||
from typing import List, Tuple, Optional
|
||||
from typing import List, Optional, NamedTuple
|
||||
|
||||
from freqtrade import __version__, constants
|
||||
|
||||
|
||||
class TimeRange(NamedTuple):
|
||||
"""
|
||||
NamedTuple Defining timerange inputs.
|
||||
[start/stop]type defines if [start/stop]ts shall be used.
|
||||
if *type is none, don't use corresponding startvalue.
|
||||
"""
|
||||
starttype: Optional[str] = None
|
||||
stoptype: Optional[str] = None
|
||||
startts: int = 0
|
||||
stopts: int = 0
|
||||
|
||||
|
||||
class Arguments(object):
|
||||
"""
|
||||
Arguments Class. Manage the arguments received by the cli
|
||||
@ -72,9 +84,9 @@ class Arguments(object):
|
||||
)
|
||||
self.parser.add_argument(
|
||||
'-d', '--datadir',
|
||||
help='path to backtest data (default: %(default)s',
|
||||
help='path to backtest data',
|
||||
dest='datadir',
|
||||
default=os.path.join('freqtrade', 'tests', 'testdata'),
|
||||
default=None,
|
||||
type=str,
|
||||
metavar='PATH',
|
||||
)
|
||||
@ -95,8 +107,8 @@ class Arguments(object):
|
||||
)
|
||||
self.parser.add_argument(
|
||||
'--dynamic-whitelist',
|
||||
help='dynamically generate and update whitelist \
|
||||
based on 24h BaseVolume (Default 20 currencies)', # noqa
|
||||
help='dynamically generate and update whitelist'
|
||||
' based on 24h BaseVolume (default: %(const)s)',
|
||||
dest='dynamic_whitelist',
|
||||
const=constants.DYNAMIC_WHITELIST,
|
||||
type=int,
|
||||
@ -104,11 +116,13 @@ class Arguments(object):
|
||||
nargs='?',
|
||||
)
|
||||
self.parser.add_argument(
|
||||
'--dry-run-db',
|
||||
help='Force dry run to use a local DB "tradesv3.dry_run.sqlite" \
|
||||
instead of memory DB. Work only if dry_run is enabled.',
|
||||
action='store_true',
|
||||
dest='dry_run_db',
|
||||
'--db-url',
|
||||
help='Override trades database URL, this is useful if dry_run is enabled'
|
||||
' or in custom deployments (default: %(default)s)',
|
||||
dest='db_url',
|
||||
default=constants.DEFAULT_DB_PROD_URL,
|
||||
type=str,
|
||||
metavar='PATH',
|
||||
)
|
||||
|
||||
@staticmethod
|
||||
@ -124,8 +138,8 @@ class Arguments(object):
|
||||
)
|
||||
parser.add_argument(
|
||||
'-r', '--refresh-pairs-cached',
|
||||
help='refresh the pairs files in tests/testdata with the latest data from the exchange. \
|
||||
Use it if you want to run your backtesting with up-to-date data.',
|
||||
help='refresh the pairs files in tests/testdata with the latest data from the '
|
||||
'exchange. Use it if you want to run your backtesting with up-to-date data.',
|
||||
action='store_true',
|
||||
dest='refresh_pairs',
|
||||
)
|
||||
@ -137,6 +151,17 @@ class Arguments(object):
|
||||
default=None,
|
||||
dest='export',
|
||||
)
|
||||
parser.add_argument(
|
||||
'--export-filename',
|
||||
help='Save backtest results to this filename \
|
||||
requires --export to be set as well\
|
||||
Example --export-filename=user_data/backtest_data/backtest_today.json\
|
||||
(default: %(default)s)',
|
||||
type=str,
|
||||
default=os.path.join('user_data', 'backtest_data', 'backtest-result.json'),
|
||||
dest='exportfilename',
|
||||
metavar='PATH',
|
||||
)
|
||||
|
||||
@staticmethod
|
||||
def optimizer_shared_options(parser: argparse.ArgumentParser) -> None:
|
||||
@ -211,15 +236,14 @@ class Arguments(object):
|
||||
self.hyperopt_options(hyperopt_cmd)
|
||||
|
||||
@staticmethod
|
||||
def parse_timerange(text: Optional[str]) -> Optional[Tuple[Tuple,
|
||||
Optional[int], Optional[int]]]:
|
||||
def parse_timerange(text: Optional[str]) -> TimeRange:
|
||||
"""
|
||||
Parse the value of the argument --timerange to determine what is the range desired
|
||||
:param text: value from --timerange
|
||||
:return: Start and End range period
|
||||
"""
|
||||
if text is None:
|
||||
return None
|
||||
return TimeRange()
|
||||
syntax = [(r'^-(\d{8})$', (None, 'date')),
|
||||
(r'^(\d{8})-$', ('date', None)),
|
||||
(r'^(\d{8})-(\d{8})$', ('date', 'date')),
|
||||
@ -235,8 +259,8 @@ class Arguments(object):
|
||||
if match: # Regex has matched
|
||||
rvals = match.groups()
|
||||
index = 0
|
||||
start: Optional[int] = None
|
||||
stop: Optional[int] = None
|
||||
start: int = 0
|
||||
stop: int = 0
|
||||
if stype[0]:
|
||||
starts = rvals[index]
|
||||
if stype[0] == 'date' and len(starts) == 8:
|
||||
@ -250,7 +274,7 @@ class Arguments(object):
|
||||
stop = arrow.get(stops, 'YYYYMMDD').timestamp
|
||||
else:
|
||||
stop = int(stops)
|
||||
return stype, start, stop
|
||||
return TimeRange(stype[0], stype[1], start, stop)
|
||||
raise Exception('Incorrect syntax for timerange "%s"' % text)
|
||||
|
||||
def scripts_options(self) -> None:
|
||||
@ -264,13 +288,6 @@ class Arguments(object):
|
||||
default=None
|
||||
)
|
||||
|
||||
self.parser.add_argument(
|
||||
'-db', '--db-url',
|
||||
help='Show trades stored in database.',
|
||||
dest='db_url',
|
||||
default=None
|
||||
)
|
||||
|
||||
def testdata_dl_options(self) -> None:
|
||||
"""
|
||||
Parses given arguments for testdata download
|
||||
@ -297,7 +314,18 @@ class Arguments(object):
|
||||
|
||||
self.parser.add_argument(
|
||||
'--exchange',
|
||||
help='Exchange name',
|
||||
help='Exchange name (default: %(default)s)',
|
||||
dest='exchange',
|
||||
type=str,
|
||||
default='bittrex')
|
||||
|
||||
self.parser.add_argument(
|
||||
'-t', '--timeframes',
|
||||
help='Specify which tickers to download. Space separated list. \
|
||||
Default: %(default)s',
|
||||
choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h',
|
||||
'6h', '8h', '12h', '1d', '3d', '1w'],
|
||||
default=['1m', '5m'],
|
||||
nargs='+',
|
||||
dest='timeframes',
|
||||
)
|
||||
|
||||
@ -1,7 +1,7 @@
|
||||
"""
|
||||
This module contains the configuration class
|
||||
"""
|
||||
|
||||
import os
|
||||
import json
|
||||
import logging
|
||||
from argparse import Namespace
|
||||
@ -97,22 +97,35 @@ class Configuration(object):
|
||||
'(not applicable with Backtesting and Hyperopt)'
|
||||
)
|
||||
|
||||
# Add dry_run_db if found and the bot in dry run
|
||||
if self.args.dry_run_db and config.get('dry_run', False):
|
||||
config.update({'dry_run_db': True})
|
||||
logger.info('Parameter --dry-run-db detected ...')
|
||||
if self.args.db_url != constants.DEFAULT_DB_PROD_URL:
|
||||
config.update({'db_url': self.args.db_url})
|
||||
logger.info('Parameter --db-url detected ...')
|
||||
|
||||
if config.get('dry_run_db', False):
|
||||
if config.get('dry_run', False):
|
||||
logger.info('Dry_run will use the DB file: "tradesv3.dry_run.sqlite"')
|
||||
else:
|
||||
logger.info('Dry run is disabled. (--dry_run_db ignored)')
|
||||
if config.get('dry_run', False):
|
||||
logger.info('Dry run is enabled')
|
||||
if config.get('db_url') in [None, constants.DEFAULT_DB_PROD_URL]:
|
||||
# Default to in-memory db for dry_run if not specified
|
||||
config['db_url'] = constants.DEFAULT_DB_DRYRUN_URL
|
||||
else:
|
||||
if not config.get('db_url', None):
|
||||
config['db_url'] = constants.DEFAULT_DB_PROD_URL
|
||||
logger.info('Dry run is disabled')
|
||||
|
||||
logger.info('Using DB: "{}"'.format(config['db_url']))
|
||||
|
||||
# Check if the exchange set by the user is supported
|
||||
self.check_exchange(config)
|
||||
|
||||
return config
|
||||
|
||||
def _create_default_datadir(self, config: Dict[str, Any]) -> str:
|
||||
exchange_name = config.get('exchange', {}).get('name').lower()
|
||||
default_path = os.path.join('user_data', 'data', exchange_name)
|
||||
if not os.path.isdir(default_path):
|
||||
os.makedirs(default_path)
|
||||
logger.info(f'Created data directory: {default_path}')
|
||||
return default_path
|
||||
|
||||
def _load_backtesting_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
|
||||
"""
|
||||
Extract information for sys.argv and load Backtesting configuration
|
||||
@ -145,7 +158,9 @@ class Configuration(object):
|
||||
# If --datadir is used we add it to the configuration
|
||||
if 'datadir' in self.args and self.args.datadir:
|
||||
config.update({'datadir': self.args.datadir})
|
||||
logger.info('Using data folder: %s ...', self.args.datadir)
|
||||
else:
|
||||
config.update({'datadir': self._create_default_datadir(config)})
|
||||
logger.info('Using data folder: %s ...', config.get('datadir'))
|
||||
|
||||
# If -r/--refresh-pairs-cached is used we add it to the configuration
|
||||
if 'refresh_pairs' in self.args and self.args.refresh_pairs:
|
||||
@ -157,6 +172,11 @@ class Configuration(object):
|
||||
config.update({'export': self.args.export})
|
||||
logger.info('Parameter --export detected: %s ...', self.args.export)
|
||||
|
||||
# If --export-filename is used we add it to the configuration
|
||||
if 'export' in config and 'exportfilename' in self.args and self.args.exportfilename:
|
||||
config.update({'exportfilename': self.args.exportfilename})
|
||||
logger.info('Storing backtest results to %s ...', self.args.exportfilename)
|
||||
|
||||
return config
|
||||
|
||||
def _load_hyperopt_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
|
||||
|
||||
@ -9,10 +9,14 @@ TICKER_INTERVAL = 5 # min
|
||||
HYPEROPT_EPOCH = 100 # epochs
|
||||
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,
|
||||
'3m': 3,
|
||||
'5m': 5,
|
||||
'15m': 15,
|
||||
'30m': 30,
|
||||
@ -20,8 +24,10 @@ TICKER_INTERVAL_MINUTES = {
|
||||
'2h': 120,
|
||||
'4h': 240,
|
||||
'6h': 360,
|
||||
'8h': 480,
|
||||
'12h': 720,
|
||||
'1d': 1440,
|
||||
'3d': 4320,
|
||||
'1w': 10080,
|
||||
}
|
||||
|
||||
@ -29,7 +35,8 @@ SUPPORTED_FIAT = [
|
||||
"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"
|
||||
"RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD",
|
||||
"BTC", "ETH", "XRP", "LTC", "BCH", "USDT"
|
||||
]
|
||||
|
||||
# Required json-schema for user specified config
|
||||
@ -84,6 +91,7 @@ CONF_SCHEMA = {
|
||||
},
|
||||
'required': ['enabled', 'token', 'chat_id']
|
||||
},
|
||||
'db_url': {'type': 'string'},
|
||||
'initial_state': {'type': 'string', 'enum': ['running', 'stopped']},
|
||||
'internals': {
|
||||
'type': 'object',
|
||||
|
||||
@ -18,6 +18,8 @@ _API: ccxt.Exchange = None
|
||||
_CONF: Dict = {}
|
||||
API_RETRY_COUNT = 4
|
||||
|
||||
_CACHED_TICKER: Dict[str, Any] = {}
|
||||
|
||||
# Holds all open sell orders for dry_run
|
||||
_DRY_RUN_OPEN_ORDERS: Dict[str, Any] = {}
|
||||
|
||||
@ -264,17 +266,29 @@ def get_tickers() -> Dict:
|
||||
raise OperationalException(e)
|
||||
|
||||
|
||||
# TODO: remove refresh argument, keeping it to keep track of where it was intended to be used
|
||||
@retrier
|
||||
def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict:
|
||||
try:
|
||||
return _API.fetch_ticker(pair)
|
||||
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
||||
raise TemporaryError(
|
||||
'Could not load ticker history due to {}. Message: {}'.format(
|
||||
e.__class__.__name__, e))
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e)
|
||||
global _CACHED_TICKER
|
||||
if refresh or pair not in _CACHED_TICKER.keys():
|
||||
try:
|
||||
data = _API.fetch_ticker(pair)
|
||||
try:
|
||||
_CACHED_TICKER[pair] = {
|
||||
'bid': float(data['bid']),
|
||||
'ask': float(data['ask']),
|
||||
}
|
||||
except KeyError as e:
|
||||
logger.debug("Could not cache ticker data for %s", pair)
|
||||
return data
|
||||
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
||||
raise TemporaryError(
|
||||
'Could not load ticker history due to {}. Message: {}'.format(
|
||||
e.__class__.__name__, e))
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e)
|
||||
else:
|
||||
logger.info("returning cached ticker-data for %s", pair)
|
||||
return _CACHED_TICKER[pair]
|
||||
|
||||
|
||||
@retrier
|
||||
|
||||
@ -33,12 +33,11 @@ class FreqtradeBot(object):
|
||||
This is from here the bot start its logic.
|
||||
"""
|
||||
|
||||
def __init__(self, config: Dict[str, Any], db_url: Optional[str] = None)-> None:
|
||||
def __init__(self, config: Dict[str, Any])-> None:
|
||||
"""
|
||||
Init all variables and object the bot need to work
|
||||
:param config: configuration dict, you can use the Configuration.get_config()
|
||||
method to get the config dict.
|
||||
:param db_url: database connector string for sqlalchemy (Optional)
|
||||
"""
|
||||
|
||||
logger.info(
|
||||
@ -57,17 +56,16 @@ class FreqtradeBot(object):
|
||||
self.persistence = None
|
||||
self.exchange = None
|
||||
|
||||
self._init_modules(db_url=db_url)
|
||||
self._init_modules()
|
||||
|
||||
def _init_modules(self, db_url: Optional[str] = None) -> None:
|
||||
def _init_modules(self) -> None:
|
||||
"""
|
||||
Initializes all modules and updates the config
|
||||
:param db_url: database connector string for sqlalchemy (Optional)
|
||||
:return: None
|
||||
"""
|
||||
# Initialize all modules
|
||||
|
||||
persistence.init(self.config, db_url)
|
||||
persistence.init(self.config)
|
||||
exchange.init(self.config)
|
||||
|
||||
# Set initial application state
|
||||
|
||||
@ -7,6 +7,7 @@ import logging
|
||||
import sys
|
||||
from typing import List
|
||||
|
||||
from freqtrade import OperationalException
|
||||
from freqtrade.arguments import Arguments
|
||||
from freqtrade.configuration import Configuration
|
||||
from freqtrade.freqtradebot import FreqtradeBot
|
||||
@ -47,6 +48,9 @@ def main(sysargv: List[str]) -> None:
|
||||
except KeyboardInterrupt:
|
||||
logger.info('SIGINT received, aborting ...')
|
||||
return_code = 0
|
||||
except OperationalException as e:
|
||||
logger.error(str(e))
|
||||
return_code = 2
|
||||
except BaseException:
|
||||
logger.exception('Fatal exception!')
|
||||
finally:
|
||||
|
||||
@ -9,39 +9,40 @@ import arrow
|
||||
|
||||
from freqtrade import misc, constants
|
||||
from freqtrade.exchange import get_ticker_history
|
||||
from freqtrade.arguments import TimeRange
|
||||
|
||||
from user_data.hyperopt_conf import hyperopt_optimize_conf
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
def trim_tickerlist(tickerlist: List[Dict], timerange: Tuple[Tuple, int, int]) -> List[Dict]:
|
||||
def trim_tickerlist(tickerlist: List[Dict], timerange: TimeRange) -> List[Dict]:
|
||||
if not tickerlist:
|
||||
return tickerlist
|
||||
|
||||
stype, start, stop = timerange
|
||||
|
||||
start_index = 0
|
||||
stop_index = len(tickerlist)
|
||||
|
||||
if stype[0] == 'line':
|
||||
stop_index = start
|
||||
if stype[0] == 'index':
|
||||
start_index = start
|
||||
elif stype[0] == 'date':
|
||||
while start_index < len(tickerlist) and tickerlist[start_index][0] < start * 1000:
|
||||
if timerange.starttype == 'line':
|
||||
stop_index = timerange.startts
|
||||
if timerange.starttype == 'index':
|
||||
start_index = timerange.startts
|
||||
elif timerange.starttype == 'date':
|
||||
while (start_index < len(tickerlist) and
|
||||
tickerlist[start_index][0] < timerange.startts * 1000):
|
||||
start_index += 1
|
||||
|
||||
if stype[1] == 'line':
|
||||
start_index = len(tickerlist) + stop
|
||||
if stype[1] == 'index':
|
||||
stop_index = stop
|
||||
elif stype[1] == 'date':
|
||||
while stop_index > 0 and tickerlist[stop_index-1][0] > stop * 1000:
|
||||
if timerange.stoptype == 'line':
|
||||
start_index = len(tickerlist) + timerange.stopts
|
||||
if timerange.stoptype == 'index':
|
||||
stop_index = timerange.stopts
|
||||
elif timerange.stoptype == 'date':
|
||||
while (stop_index > 0 and
|
||||
tickerlist[stop_index-1][0] > timerange.stopts * 1000):
|
||||
stop_index -= 1
|
||||
|
||||
if start_index > stop_index:
|
||||
raise ValueError(f'The timerange [{start},{stop}] is incorrect')
|
||||
raise ValueError(f'The timerange [{timerange.startts},{timerange.stopts}] is incorrect')
|
||||
|
||||
return tickerlist[start_index:stop_index]
|
||||
|
||||
@ -49,7 +50,7 @@ def trim_tickerlist(tickerlist: List[Dict], timerange: Tuple[Tuple, int, int]) -
|
||||
def load_tickerdata_file(
|
||||
datadir: str, pair: str,
|
||||
ticker_interval: str,
|
||||
timerange: Optional[Tuple[Tuple, int, int]] = None) -> Optional[List[Dict]]:
|
||||
timerange: Optional[TimeRange] = None) -> Optional[List[Dict]]:
|
||||
"""
|
||||
Load a pair from file,
|
||||
:return dict OR empty if unsuccesful
|
||||
@ -84,7 +85,7 @@ def load_data(datadir: str,
|
||||
ticker_interval: str,
|
||||
pairs: Optional[List[str]] = None,
|
||||
refresh_pairs: Optional[bool] = False,
|
||||
timerange: Optional[Tuple[Tuple, int, int]] = None) -> Dict[str, List]:
|
||||
timerange: TimeRange = TimeRange()) -> Dict[str, List]:
|
||||
"""
|
||||
Loads ticker history data for the given parameters
|
||||
:return: dict
|
||||
@ -124,7 +125,7 @@ def make_testdata_path(datadir: str) -> str:
|
||||
|
||||
def download_pairs(datadir, pairs: List[str],
|
||||
ticker_interval: str,
|
||||
timerange: Optional[Tuple[Tuple, int, int]] = None) -> bool:
|
||||
timerange: TimeRange = TimeRange()) -> bool:
|
||||
"""For each pairs passed in parameters, download the ticker intervals"""
|
||||
for pair in pairs:
|
||||
try:
|
||||
@ -144,7 +145,7 @@ def download_pairs(datadir, pairs: List[str],
|
||||
|
||||
def load_cached_data_for_updating(filename: str,
|
||||
tick_interval: str,
|
||||
timerange: Optional[Tuple[Tuple, int, int]]) -> Tuple[
|
||||
timerange: Optional[TimeRange]) -> Tuple[
|
||||
List[Any],
|
||||
Optional[int]]:
|
||||
"""
|
||||
@ -155,10 +156,10 @@ def load_cached_data_for_updating(filename: str,
|
||||
|
||||
# user sets timerange, so find the start time
|
||||
if timerange:
|
||||
if timerange[0][0] == 'date':
|
||||
since_ms = timerange[1] * 1000
|
||||
elif timerange[0][1] == 'line':
|
||||
num_minutes = timerange[2] * constants.TICKER_INTERVAL_MINUTES[tick_interval]
|
||||
if timerange.starttype == 'date':
|
||||
since_ms = timerange.startts * 1000
|
||||
elif timerange.stoptype == 'line':
|
||||
num_minutes = timerange.stopts * constants.TICKER_INTERVAL_MINUTES[tick_interval]
|
||||
since_ms = arrow.utcnow().shift(minutes=num_minutes).timestamp * 1000
|
||||
|
||||
# read the cached file
|
||||
@ -188,7 +189,7 @@ def load_cached_data_for_updating(filename: str,
|
||||
def download_backtesting_testdata(datadir: str,
|
||||
pair: str,
|
||||
tick_interval: str = '5m',
|
||||
timerange: Optional[Tuple[Tuple, int, int]] = None) -> None:
|
||||
timerange: Optional[TimeRange] = None) -> None:
|
||||
|
||||
"""
|
||||
Download the latest ticker intervals from the exchange for the pairs passed in parameters
|
||||
|
||||
@ -154,13 +154,22 @@ class Backtesting(object):
|
||||
max_open_trades = args.get('max_open_trades', 0)
|
||||
realistic = args.get('realistic', False)
|
||||
record = args.get('record', None)
|
||||
recordfilename = args.get('recordfn', 'backtest-result.json')
|
||||
records = []
|
||||
trades = []
|
||||
trade_count_lock: Dict = {}
|
||||
for pair, pair_data in processed.items():
|
||||
pair_data['buy'], pair_data['sell'] = 0, 0 # cleanup from previous run
|
||||
|
||||
ticker_data = self.populate_sell_trend(self.populate_buy_trend(pair_data))[headers]
|
||||
ticker_data = self.populate_sell_trend(
|
||||
self.populate_buy_trend(pair_data))[headers].copy()
|
||||
|
||||
# to avoid using data from future, we buy/sell with signal from previous candle
|
||||
ticker_data.loc[:, 'buy'] = ticker_data['buy'].shift(1)
|
||||
ticker_data.loc[:, 'sell'] = ticker_data['sell'].shift(1)
|
||||
|
||||
ticker_data.drop(ticker_data.head(1).index, inplace=True)
|
||||
|
||||
ticker = [x for x in ticker_data.itertuples()]
|
||||
|
||||
lock_pair_until = None
|
||||
@ -196,8 +205,8 @@ class Backtesting(object):
|
||||
# For now export inside backtest(), maybe change so that backtest()
|
||||
# returns a tuple like: (dataframe, records, logs, etc)
|
||||
if record and record.find('trades') >= 0:
|
||||
logger.info('Dumping backtest results')
|
||||
file_dump_json('backtest-result.json', records)
|
||||
logger.info('Dumping backtest results to %s', recordfilename)
|
||||
file_dump_json(recordfilename, records)
|
||||
labels = ['currency', 'profit_percent', 'profit_BTC', 'duration']
|
||||
return DataFrame.from_records(trades, columns=labels)
|
||||
|
||||
@ -220,7 +229,7 @@ class Backtesting(object):
|
||||
|
||||
timerange = Arguments.parse_timerange(None if self.config.get(
|
||||
'timerange') is None else str(self.config.get('timerange')))
|
||||
data = optimize.load_data( # type: ignore # timerange will be refactored
|
||||
data = optimize.load_data(
|
||||
self.config['datadir'],
|
||||
pairs=pairs,
|
||||
ticker_interval=self.ticker_interval,
|
||||
@ -257,7 +266,8 @@ class Backtesting(object):
|
||||
'realistic': self.config.get('realistic_simulation', False),
|
||||
'sell_profit_only': sell_profit_only,
|
||||
'use_sell_signal': use_sell_signal,
|
||||
'record': self.config.get('export')
|
||||
'record': self.config.get('export'),
|
||||
'recordfn': self.config.get('exportfilename'),
|
||||
}
|
||||
)
|
||||
logger.info(
|
||||
|
||||
@ -497,7 +497,7 @@ class Hyperopt(Backtesting):
|
||||
def start(self) -> None:
|
||||
timerange = Arguments.parse_timerange(None if self.config.get(
|
||||
'timerange') is None else str(self.config.get('timerange')))
|
||||
data = load_data( # type: ignore # timerange will be refactored
|
||||
data = load_data(
|
||||
datadir=str(self.config.get('datadir')),
|
||||
pairs=self.config['exchange']['pair_whitelist'],
|
||||
ticker_interval=self.ticker_interval,
|
||||
|
||||
@ -10,13 +10,14 @@ from typing import Dict, Optional, Any
|
||||
import arrow
|
||||
from sqlalchemy import (Boolean, Column, DateTime, Float, Integer, String,
|
||||
create_engine)
|
||||
from sqlalchemy.engine import Engine
|
||||
from sqlalchemy import inspect
|
||||
from sqlalchemy.exc import NoSuchModuleError
|
||||
from sqlalchemy.ext.declarative import declarative_base
|
||||
from sqlalchemy.orm.scoping import scoped_session
|
||||
from sqlalchemy.orm.session import sessionmaker
|
||||
from sqlalchemy.pool import StaticPool
|
||||
from sqlalchemy import inspect
|
||||
|
||||
from freqtrade import OperationalException
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
@ -24,29 +25,34 @@ _CONF = {}
|
||||
_DECL_BASE: Any = declarative_base()
|
||||
|
||||
|
||||
def init(config: dict, engine: Optional[Engine] = None) -> None:
|
||||
def init(config: Dict) -> None:
|
||||
"""
|
||||
Initializes this module with the given config,
|
||||
registers all known command handlers
|
||||
and starts polling for message updates
|
||||
:param config: config to use
|
||||
:param engine: database engine for sqlalchemy (Optional)
|
||||
:return: None
|
||||
"""
|
||||
_CONF.update(config)
|
||||
if not engine:
|
||||
if _CONF.get('dry_run', False):
|
||||
# the user wants dry run to use a DB
|
||||
if _CONF.get('dry_run_db', False):
|
||||
engine = create_engine('sqlite:///tradesv3.dry_run.sqlite')
|
||||
# Otherwise dry run will store in memory
|
||||
else:
|
||||
engine = create_engine('sqlite://',
|
||||
connect_args={'check_same_thread': False},
|
||||
poolclass=StaticPool,
|
||||
echo=False)
|
||||
else:
|
||||
engine = create_engine('sqlite:///tradesv3.sqlite')
|
||||
|
||||
db_url = _CONF.get('db_url', None)
|
||||
kwargs = {}
|
||||
|
||||
# Take care of thread ownership if in-memory db
|
||||
if db_url == 'sqlite://':
|
||||
kwargs.update({
|
||||
'connect_args': {'check_same_thread': False},
|
||||
'poolclass': StaticPool,
|
||||
'echo': False,
|
||||
})
|
||||
|
||||
try:
|
||||
engine = create_engine(db_url, **kwargs)
|
||||
except NoSuchModuleError:
|
||||
error = 'Given value for db_url: \'{}\' is no valid database URL! (See {}).'.format(
|
||||
db_url, 'http://docs.sqlalchemy.org/en/latest/core/engines.html#database-urls'
|
||||
)
|
||||
raise OperationalException(error)
|
||||
|
||||
session = scoped_session(sessionmaker(bind=engine, autoflush=True, autocommit=True))
|
||||
Trade.session = session()
|
||||
@ -54,8 +60,8 @@ def init(config: dict, engine: Optional[Engine] = None) -> None:
|
||||
_DECL_BASE.metadata.create_all(engine)
|
||||
check_migrate(engine)
|
||||
|
||||
# Clean dry_run DB
|
||||
if _CONF.get('dry_run', False) and _CONF.get('dry_run_db', False):
|
||||
# Clean dry_run DB if the db is not in-memory
|
||||
if _CONF.get('dry_run', False) and db_url != 'sqlite://':
|
||||
clean_dry_run_db()
|
||||
|
||||
|
||||
|
||||
@ -9,6 +9,7 @@ from typing import Dict, Tuple, Any
|
||||
import arrow
|
||||
import sqlalchemy as sql
|
||||
from pandas import DataFrame
|
||||
from numpy import mean, nan_to_num
|
||||
|
||||
from freqtrade import exchange
|
||||
from freqtrade.misc import shorten_date
|
||||
@ -209,14 +210,14 @@ class RPC(object):
|
||||
fiat = self.freqtrade.fiat_converter
|
||||
# Prepare data to display
|
||||
profit_closed_coin = round(sum(profit_closed_coin), 8)
|
||||
profit_closed_percent = round(sum(profit_closed_percent) * 100, 2)
|
||||
profit_closed_percent = round(nan_to_num(mean(profit_closed_percent)) * 100, 2)
|
||||
profit_closed_fiat = fiat.convert_amount(
|
||||
profit_closed_coin,
|
||||
stake_currency,
|
||||
fiat_display_currency
|
||||
)
|
||||
profit_all_coin = round(sum(profit_all_coin), 8)
|
||||
profit_all_percent = round(sum(profit_all_percent) * 100, 2)
|
||||
profit_all_percent = round(nan_to_num(mean(profit_all_percent)) * 100, 2)
|
||||
profit_all_fiat = fiat.convert_amount(
|
||||
profit_all_coin,
|
||||
stake_currency,
|
||||
|
||||
@ -9,7 +9,6 @@ from unittest.mock import MagicMock
|
||||
import arrow
|
||||
import pytest
|
||||
from jsonschema import validate
|
||||
from sqlalchemy import create_engine
|
||||
from telegram import Chat, Message, Update
|
||||
|
||||
from freqtrade.analyze import Analyze
|
||||
@ -45,7 +44,7 @@ def get_patched_freqtradebot(mocker, config) -> FreqtradeBot:
|
||||
mocker.patch('freqtrade.freqtradebot.RPCManager.send_msg', MagicMock())
|
||||
mocker.patch('freqtrade.freqtradebot.Analyze.get_signal', MagicMock())
|
||||
|
||||
return FreqtradeBot(config, create_engine('sqlite://'))
|
||||
return FreqtradeBot(config)
|
||||
|
||||
|
||||
def patch_coinmarketcap(mocker, value: Optional[Dict[str, float]] = None) -> None:
|
||||
@ -108,7 +107,8 @@ def default_conf():
|
||||
"chat_id": "0"
|
||||
},
|
||||
"initial_state": "running",
|
||||
"loglevel": logging.DEBUG
|
||||
"db_url": "sqlite://",
|
||||
"loglevel": logging.DEBUG,
|
||||
}
|
||||
validate(configuration, constants.CONF_SCHEMA)
|
||||
return configuration
|
||||
|
||||
@ -310,9 +310,19 @@ def test_get_ticker(default_conf, mocker):
|
||||
# if not fetching a new result we should get the cached ticker
|
||||
ticker = get_ticker(pair='ETH/BTC')
|
||||
|
||||
assert api_mock.fetch_ticker.call_count == 1
|
||||
assert ticker['bid'] == 0.5
|
||||
assert ticker['ask'] == 1
|
||||
|
||||
assert 'ETH/BTC' in exchange._CACHED_TICKER
|
||||
assert exchange._CACHED_TICKER['ETH/BTC']['bid'] == 0.5
|
||||
assert exchange._CACHED_TICKER['ETH/BTC']['ask'] == 1
|
||||
|
||||
# Test caching
|
||||
api_mock.fetch_ticker = MagicMock()
|
||||
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)
|
||||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
@ -323,6 +333,10 @@ def test_get_ticker(default_conf, mocker):
|
||||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
get_ticker(pair='ETH/BTC', refresh=True)
|
||||
|
||||
api_mock.fetch_ticker = MagicMock(return_value={})
|
||||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
get_ticker(pair='ETH/BTC', refresh=True)
|
||||
|
||||
|
||||
def make_fetch_ohlcv_mock(data):
|
||||
def fetch_ohlcv_mock(pair, timeframe, since):
|
||||
|
||||
@ -14,7 +14,7 @@ from arrow import Arrow
|
||||
|
||||
from freqtrade import optimize, constants, DependencyException
|
||||
from freqtrade.analyze import Analyze
|
||||
from freqtrade.arguments import Arguments
|
||||
from freqtrade.arguments import Arguments, TimeRange
|
||||
from freqtrade.optimize.backtesting import Backtesting, start, setup_configuration
|
||||
from freqtrade.tests.conftest import log_has
|
||||
|
||||
@ -31,7 +31,7 @@ def trim_dictlist(dict_list, num):
|
||||
|
||||
|
||||
def load_data_test(what):
|
||||
timerange = ((None, 'line'), None, -100)
|
||||
timerange = TimeRange(None, 'line', 0, -101)
|
||||
data = optimize.load_data(None, ticker_interval='1m',
|
||||
pairs=['UNITTEST/BTC'], timerange=timerange)
|
||||
pair = data['UNITTEST/BTC']
|
||||
@ -111,14 +111,14 @@ def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=Fals
|
||||
# use for mock freqtrade.exchange.get_ticker_history'
|
||||
def _load_pair_as_ticks(pair, tickfreq):
|
||||
ticks = optimize.load_data(None, ticker_interval=tickfreq, pairs=[pair])
|
||||
ticks = trim_dictlist(ticks, -200)
|
||||
ticks = trim_dictlist(ticks, -201)
|
||||
return ticks[pair]
|
||||
|
||||
|
||||
# FIX: fixturize this?
|
||||
def _make_backtest_conf(mocker, conf=None, pair='UNITTEST/BTC', record=None):
|
||||
data = optimize.load_data(None, ticker_interval='8m', pairs=[pair])
|
||||
data = trim_dictlist(data, -200)
|
||||
data = trim_dictlist(data, -201)
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
backtesting = Backtesting(conf)
|
||||
return {
|
||||
@ -219,7 +219,8 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
|
||||
'--realistic-simulation',
|
||||
'--refresh-pairs-cached',
|
||||
'--timerange', ':100',
|
||||
'--export', '/bar/foo'
|
||||
'--export', '/bar/foo',
|
||||
'--export-filename', 'foo_bar.json'
|
||||
]
|
||||
|
||||
config = setup_configuration(get_args(args))
|
||||
@ -260,6 +261,11 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
|
||||
'Parameter --export detected: {} ...'.format(config['export']),
|
||||
caplog.record_tuples
|
||||
)
|
||||
assert 'exportfilename' in config
|
||||
assert log_has(
|
||||
'Storing backtest results to {} ...'.format(config['exportfilename']),
|
||||
caplog.record_tuples
|
||||
)
|
||||
|
||||
|
||||
def test_setup_configuration_unlimited_stake_amount(mocker, default_conf, caplog) -> None:
|
||||
@ -328,7 +334,7 @@ def test_tickerdata_to_dataframe(default_conf, mocker) -> None:
|
||||
Test Backtesting.tickerdata_to_dataframe() method
|
||||
"""
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
timerange = ((None, 'line'), None, -100)
|
||||
timerange = TimeRange(None, 'line', 0, -100)
|
||||
tick = optimize.load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
|
||||
tickerlist = {'UNITTEST/BTC': tick}
|
||||
|
||||
|
||||
@ -11,6 +11,7 @@ from freqtrade.misc import file_dump_json
|
||||
from freqtrade.optimize.__init__ import make_testdata_path, download_pairs, \
|
||||
download_backtesting_testdata, load_tickerdata_file, trim_tickerlist, \
|
||||
load_cached_data_for_updating
|
||||
from freqtrade.arguments import TimeRange
|
||||
from freqtrade.tests.conftest import log_has
|
||||
|
||||
# Change this if modifying UNITTEST/BTC testdatafile
|
||||
@ -176,7 +177,7 @@ def test_load_cached_data_for_updating(mocker) -> None:
|
||||
|
||||
# timeframe starts earlier than the cached data
|
||||
# should fully update data
|
||||
timerange = (('date', None), test_data[0][0] / 1000 - 1, None)
|
||||
timerange = TimeRange('date', None, test_data[0][0] / 1000 - 1, 0)
|
||||
data, start_ts = load_cached_data_for_updating(test_filename,
|
||||
'1m',
|
||||
timerange)
|
||||
@ -187,13 +188,13 @@ def test_load_cached_data_for_updating(mocker) -> None:
|
||||
num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 120
|
||||
data, start_ts = load_cached_data_for_updating(test_filename,
|
||||
'1m',
|
||||
((None, 'line'), None, -num_lines))
|
||||
TimeRange(None, 'line', 0, -num_lines))
|
||||
assert data == []
|
||||
assert start_ts < test_data[0][0] - 1
|
||||
|
||||
# timeframe starts in the center of the cached data
|
||||
# should return the chached data w/o the last item
|
||||
timerange = (('date', None), test_data[0][0] / 1000 + 1, None)
|
||||
timerange = TimeRange('date', None, test_data[0][0] / 1000 + 1, 0)
|
||||
data, start_ts = load_cached_data_for_updating(test_filename,
|
||||
'1m',
|
||||
timerange)
|
||||
@ -202,7 +203,7 @@ def test_load_cached_data_for_updating(mocker) -> None:
|
||||
|
||||
# same with 'line' timeframe
|
||||
num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 30
|
||||
timerange = ((None, 'line'), None, -num_lines)
|
||||
timerange = TimeRange(None, 'line', 0, -num_lines)
|
||||
data, start_ts = load_cached_data_for_updating(test_filename,
|
||||
'1m',
|
||||
timerange)
|
||||
@ -211,7 +212,7 @@ def test_load_cached_data_for_updating(mocker) -> None:
|
||||
|
||||
# timeframe starts after the chached data
|
||||
# should return the chached data w/o the last item
|
||||
timerange = (('date', None), test_data[-1][0] / 1000 + 1, None)
|
||||
timerange = TimeRange('date', None, test_data[-1][0] / 1000 + 1, 0)
|
||||
data, start_ts = load_cached_data_for_updating(test_filename,
|
||||
'1m',
|
||||
timerange)
|
||||
@ -220,7 +221,7 @@ def test_load_cached_data_for_updating(mocker) -> None:
|
||||
|
||||
# same with 'line' timeframe
|
||||
num_lines = 30
|
||||
timerange = ((None, 'line'), None, -num_lines)
|
||||
timerange = TimeRange(None, 'line', 0, -num_lines)
|
||||
data, start_ts = load_cached_data_for_updating(test_filename,
|
||||
'1m',
|
||||
timerange)
|
||||
@ -230,7 +231,7 @@ def test_load_cached_data_for_updating(mocker) -> None:
|
||||
# no timeframe is set
|
||||
# should return the chached data w/o the last item
|
||||
num_lines = 30
|
||||
timerange = ((None, 'line'), None, -num_lines)
|
||||
timerange = TimeRange(None, 'line', 0, -num_lines)
|
||||
data, start_ts = load_cached_data_for_updating(test_filename,
|
||||
'1m',
|
||||
timerange)
|
||||
@ -239,7 +240,7 @@ def test_load_cached_data_for_updating(mocker) -> None:
|
||||
|
||||
# no datafile exist
|
||||
# should return timestamp start time
|
||||
timerange = (('date', None), now_ts - 10000, None)
|
||||
timerange = TimeRange('date', None, now_ts - 10000, 0)
|
||||
data, start_ts = load_cached_data_for_updating(test_filename + 'unexist',
|
||||
'1m',
|
||||
timerange)
|
||||
@ -248,7 +249,7 @@ def test_load_cached_data_for_updating(mocker) -> None:
|
||||
|
||||
# same with 'line' timeframe
|
||||
num_lines = 30
|
||||
timerange = ((None, 'line'), None, -num_lines)
|
||||
timerange = TimeRange(None, 'line', 0, -num_lines)
|
||||
data, start_ts = load_cached_data_for_updating(test_filename + 'unexist',
|
||||
'1m',
|
||||
timerange)
|
||||
@ -343,7 +344,7 @@ def test_trim_tickerlist() -> None:
|
||||
|
||||
# Test the pattern ^(-\d+)$
|
||||
# This pattern uses the latest N elements
|
||||
timerange = ((None, 'line'), None, -5)
|
||||
timerange = TimeRange(None, 'line', 0, -5)
|
||||
ticker = trim_tickerlist(ticker_list, timerange)
|
||||
ticker_len = len(ticker)
|
||||
|
||||
@ -353,7 +354,7 @@ def test_trim_tickerlist() -> None:
|
||||
|
||||
# Test the pattern ^(\d+)-$
|
||||
# This pattern keep X element from the end
|
||||
timerange = (('line', None), 5, None)
|
||||
timerange = TimeRange('line', None, 5, 0)
|
||||
ticker = trim_tickerlist(ticker_list, timerange)
|
||||
ticker_len = len(ticker)
|
||||
|
||||
@ -363,7 +364,7 @@ def test_trim_tickerlist() -> None:
|
||||
|
||||
# Test the pattern ^(\d+)-(\d+)$
|
||||
# This pattern extract a window
|
||||
timerange = (('index', 'index'), 5, 10)
|
||||
timerange = TimeRange('index', 'index', 5, 10)
|
||||
ticker = trim_tickerlist(ticker_list, timerange)
|
||||
ticker_len = len(ticker)
|
||||
|
||||
@ -374,7 +375,7 @@ def test_trim_tickerlist() -> None:
|
||||
|
||||
# Test the pattern ^(\d{8})-(\d{8})$
|
||||
# This pattern extract a window between the dates
|
||||
timerange = (('date', 'date'), ticker_list[5][0] / 1000, ticker_list[10][0] / 1000 - 1)
|
||||
timerange = TimeRange('date', 'date', ticker_list[5][0] / 1000, ticker_list[10][0] / 1000 - 1)
|
||||
ticker = trim_tickerlist(ticker_list, timerange)
|
||||
ticker_len = len(ticker)
|
||||
|
||||
@ -385,7 +386,7 @@ def test_trim_tickerlist() -> None:
|
||||
|
||||
# Test the pattern ^-(\d{8})$
|
||||
# This pattern extracts elements from the start to the date
|
||||
timerange = ((None, 'date'), None, ticker_list[10][0] / 1000 - 1)
|
||||
timerange = TimeRange(None, 'date', 0, ticker_list[10][0] / 1000 - 1)
|
||||
ticker = trim_tickerlist(ticker_list, timerange)
|
||||
ticker_len = len(ticker)
|
||||
|
||||
@ -395,7 +396,7 @@ def test_trim_tickerlist() -> None:
|
||||
|
||||
# Test the pattern ^(\d{8})-$
|
||||
# This pattern extracts elements from the date to now
|
||||
timerange = (('date', None), ticker_list[10][0] / 1000 - 1, None)
|
||||
timerange = TimeRange('date', None, ticker_list[10][0] / 1000 - 1, None)
|
||||
ticker = trim_tickerlist(ticker_list, timerange)
|
||||
ticker_len = len(ticker)
|
||||
|
||||
@ -405,7 +406,7 @@ def test_trim_tickerlist() -> None:
|
||||
|
||||
# Test a wrong pattern
|
||||
# This pattern must return the list unchanged
|
||||
timerange = ((None, None), None, 5)
|
||||
timerange = TimeRange(None, None, None, 5)
|
||||
ticker = trim_tickerlist(ticker_list, timerange)
|
||||
ticker_len = len(ticker)
|
||||
|
||||
|
||||
@ -7,8 +7,6 @@ Unit test file for rpc/rpc.py
|
||||
from datetime import datetime
|
||||
from unittest.mock import MagicMock
|
||||
|
||||
from sqlalchemy import create_engine
|
||||
|
||||
from freqtrade.freqtradebot import FreqtradeBot
|
||||
from freqtrade.persistence import Trade
|
||||
from freqtrade.rpc.rpc import RPC
|
||||
@ -39,7 +37,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
|
||||
get_fee=fee
|
||||
)
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
rpc = RPC(freqtradebot)
|
||||
|
||||
freqtradebot.state = State.STOPPED
|
||||
@ -88,7 +86,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
|
||||
get_fee=fee
|
||||
)
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
rpc = RPC(freqtradebot)
|
||||
|
||||
freqtradebot.state = State.STOPPED
|
||||
@ -123,7 +121,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
|
||||
get_fee=fee
|
||||
)
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
stake_currency = default_conf['stake_currency']
|
||||
fiat_display_currency = default_conf['fiat_display_currency']
|
||||
|
||||
@ -180,7 +178,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
|
||||
get_fee=fee
|
||||
)
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
stake_currency = default_conf['stake_currency']
|
||||
fiat_display_currency = default_conf['fiat_display_currency']
|
||||
|
||||
@ -206,15 +204,30 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
|
||||
trade.close_date = datetime.utcnow()
|
||||
trade.is_open = False
|
||||
|
||||
freqtradebot.create_trade()
|
||||
trade = Trade.query.first()
|
||||
# Simulate fulfilled LIMIT_BUY order for trade
|
||||
trade.update(limit_buy_order)
|
||||
|
||||
# Update the ticker with a market going up
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.freqtradebot.exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker_sell_up
|
||||
)
|
||||
trade.update(limit_sell_order)
|
||||
trade.close_date = datetime.utcnow()
|
||||
trade.is_open = False
|
||||
|
||||
(error, stats) = rpc.rpc_trade_statistics(stake_currency, fiat_display_currency)
|
||||
assert not error
|
||||
assert prec_satoshi(stats['profit_closed_coin'], 6.217e-05)
|
||||
assert prec_satoshi(stats['profit_closed_percent'], 6.2)
|
||||
assert prec_satoshi(stats['profit_closed_fiat'], 0.93255)
|
||||
assert prec_satoshi(stats['profit_all_coin'], 6.217e-05)
|
||||
assert prec_satoshi(stats['profit_all_percent'], 6.2)
|
||||
assert prec_satoshi(stats['profit_all_fiat'], 0.93255)
|
||||
assert stats['trade_count'] == 1
|
||||
assert prec_satoshi(stats['profit_all_coin'], 5.632e-05)
|
||||
assert prec_satoshi(stats['profit_all_percent'], 2.81)
|
||||
assert prec_satoshi(stats['profit_all_fiat'], 0.8448)
|
||||
assert stats['trade_count'] == 2
|
||||
assert stats['first_trade_date'] == 'just now'
|
||||
assert stats['latest_trade_date'] == 'just now'
|
||||
assert stats['avg_duration'] == '0:00:00'
|
||||
@ -243,7 +256,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
|
||||
get_fee=fee
|
||||
)
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
stake_currency = default_conf['stake_currency']
|
||||
fiat_display_currency = default_conf['fiat_display_currency']
|
||||
|
||||
@ -314,7 +327,7 @@ def test_rpc_balance_handle(default_conf, mocker):
|
||||
get_balances=MagicMock(return_value=mock_balance)
|
||||
)
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
rpc = RPC(freqtradebot)
|
||||
|
||||
(error, res) = rpc.rpc_balance(default_conf['fiat_display_currency'])
|
||||
@ -344,7 +357,7 @@ def test_rpc_start(mocker, default_conf) -> None:
|
||||
get_ticker=MagicMock()
|
||||
)
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
rpc = RPC(freqtradebot)
|
||||
freqtradebot.state = State.STOPPED
|
||||
|
||||
@ -372,7 +385,7 @@ def test_rpc_stop(mocker, default_conf) -> None:
|
||||
get_ticker=MagicMock()
|
||||
)
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
rpc = RPC(freqtradebot)
|
||||
freqtradebot.state = State.RUNNING
|
||||
|
||||
@ -411,7 +424,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
|
||||
get_fee=fee,
|
||||
)
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
rpc = RPC(freqtradebot)
|
||||
|
||||
freqtradebot.state = State.STOPPED
|
||||
@ -521,7 +534,7 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
|
||||
get_fee=fee
|
||||
)
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
rpc = RPC(freqtradebot)
|
||||
|
||||
# Create some test data
|
||||
@ -560,7 +573,7 @@ def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
|
||||
get_fee=fee,
|
||||
)
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
rpc = RPC(freqtradebot)
|
||||
|
||||
(error, trades) = rpc.rpc_count()
|
||||
|
||||
@ -11,7 +11,6 @@ from datetime import datetime
|
||||
from random import randint
|
||||
from unittest.mock import MagicMock
|
||||
|
||||
from sqlalchemy import create_engine
|
||||
from telegram import Update, Message, Chat
|
||||
from telegram.error import NetworkError
|
||||
|
||||
@ -156,7 +155,7 @@ def test_authorized_only(default_conf, mocker, caplog) -> None:
|
||||
|
||||
conf = deepcopy(default_conf)
|
||||
conf['telegram']['enabled'] = False
|
||||
dummy = DummyCls(FreqtradeBot(conf, create_engine('sqlite://')))
|
||||
dummy = DummyCls(FreqtradeBot(conf))
|
||||
dummy.dummy_handler(bot=MagicMock(), update=update)
|
||||
assert dummy.state['called'] is True
|
||||
assert log_has(
|
||||
@ -187,7 +186,7 @@ def test_authorized_only_unauthorized(default_conf, mocker, caplog) -> None:
|
||||
|
||||
conf = deepcopy(default_conf)
|
||||
conf['telegram']['enabled'] = False
|
||||
dummy = DummyCls(FreqtradeBot(conf, create_engine('sqlite://')))
|
||||
dummy = DummyCls(FreqtradeBot(conf))
|
||||
dummy.dummy_handler(bot=MagicMock(), update=update)
|
||||
assert dummy.state['called'] is False
|
||||
assert not log_has(
|
||||
@ -217,7 +216,7 @@ def test_authorized_only_exception(default_conf, mocker, caplog) -> None:
|
||||
|
||||
conf = deepcopy(default_conf)
|
||||
conf['telegram']['enabled'] = False
|
||||
dummy = DummyCls(FreqtradeBot(conf, create_engine('sqlite://')))
|
||||
dummy = DummyCls(FreqtradeBot(conf))
|
||||
dummy.dummy_exception(bot=MagicMock(), update=update)
|
||||
assert dummy.state['called'] is False
|
||||
assert not log_has(
|
||||
@ -263,7 +262,7 @@ def test_status(default_conf, update, mocker, fee, ticker) -> None:
|
||||
)
|
||||
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
|
||||
|
||||
freqtradebot = FreqtradeBot(conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(conf)
|
||||
telegram = Telegram(freqtradebot)
|
||||
|
||||
# Create some test data
|
||||
@ -301,7 +300,7 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
|
||||
)
|
||||
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
telegram = Telegram(freqtradebot)
|
||||
|
||||
freqtradebot.state = State.STOPPED
|
||||
@ -348,7 +347,7 @@ def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
|
||||
|
||||
conf = deepcopy(default_conf)
|
||||
conf['stake_amount'] = 15.0
|
||||
freqtradebot = FreqtradeBot(conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(conf)
|
||||
telegram = Telegram(freqtradebot)
|
||||
|
||||
freqtradebot.state = State.STOPPED
|
||||
@ -402,7 +401,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
|
||||
)
|
||||
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
telegram = Telegram(freqtradebot)
|
||||
|
||||
# Create some test data
|
||||
@ -470,7 +469,7 @@ def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None:
|
||||
)
|
||||
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
telegram = Telegram(freqtradebot)
|
||||
|
||||
# Try invalid data
|
||||
@ -511,7 +510,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
|
||||
)
|
||||
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
telegram = Telegram(freqtradebot)
|
||||
|
||||
telegram._profit(bot=MagicMock(), update=update)
|
||||
@ -608,7 +607,7 @@ def test_telegram_balance_handle(default_conf, update, mocker) -> None:
|
||||
send_msg=msg_mock
|
||||
)
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
telegram = Telegram(freqtradebot)
|
||||
|
||||
telegram._balance(bot=MagicMock(), update=update)
|
||||
@ -638,7 +637,7 @@ def test_zero_balance_handle(default_conf, update, mocker) -> None:
|
||||
send_msg=msg_mock
|
||||
)
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
telegram = Telegram(freqtradebot)
|
||||
|
||||
telegram._balance(bot=MagicMock(), update=update)
|
||||
@ -661,7 +660,7 @@ def test_start_handle(default_conf, update, mocker) -> None:
|
||||
)
|
||||
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
telegram = Telegram(freqtradebot)
|
||||
|
||||
freqtradebot.state = State.STOPPED
|
||||
@ -685,7 +684,7 @@ def test_start_handle_already_running(default_conf, update, mocker) -> None:
|
||||
)
|
||||
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
telegram = Telegram(freqtradebot)
|
||||
|
||||
freqtradebot.state = State.RUNNING
|
||||
@ -710,7 +709,7 @@ def test_stop_handle(default_conf, update, mocker) -> None:
|
||||
)
|
||||
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
telegram = Telegram(freqtradebot)
|
||||
|
||||
freqtradebot.state = State.RUNNING
|
||||
@ -735,7 +734,7 @@ def test_stop_handle_already_stopped(default_conf, update, mocker) -> None:
|
||||
)
|
||||
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
telegram = Telegram(freqtradebot)
|
||||
|
||||
freqtradebot.state = State.STOPPED
|
||||
@ -762,7 +761,7 @@ def test_forcesell_handle(default_conf, update, ticker, fee, ticker_sell_up, moc
|
||||
get_fee=fee
|
||||
)
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
telegram = Telegram(freqtradebot)
|
||||
|
||||
# Create some test data
|
||||
@ -802,7 +801,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee, ticker_sell_do
|
||||
get_fee=fee
|
||||
)
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
telegram = Telegram(freqtradebot)
|
||||
|
||||
# Create some test data
|
||||
@ -847,7 +846,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
|
||||
get_fee=fee
|
||||
)
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
telegram = Telegram(freqtradebot)
|
||||
|
||||
# Create some test data
|
||||
@ -880,7 +879,7 @@ def test_forcesell_handle_invalid(default_conf, update, mocker) -> None:
|
||||
)
|
||||
mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock())
|
||||
|
||||
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
telegram = Telegram(freqtradebot)
|
||||
|
||||
# Trader is not running
|
||||
@ -927,7 +926,7 @@ def test_performance_handle(default_conf, update, ticker, fee,
|
||||
get_fee=fee
|
||||
)
|
||||
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
|
||||
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
telegram = Telegram(freqtradebot)
|
||||
|
||||
# Create some test data
|
||||
@ -962,7 +961,7 @@ def test_performance_handle_invalid(default_conf, update, mocker) -> None:
|
||||
send_msg=msg_mock
|
||||
)
|
||||
mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock())
|
||||
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
telegram = Telegram(freqtradebot)
|
||||
|
||||
# Trader is not running
|
||||
@ -991,7 +990,7 @@ def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
|
||||
buy=MagicMock(return_value={'id': 'mocked_order_id'})
|
||||
)
|
||||
mocker.patch('freqtrade.optimize.backtesting.exchange.get_fee', fee)
|
||||
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
telegram = Telegram(freqtradebot)
|
||||
|
||||
freqtradebot.state = State.STOPPED
|
||||
@ -1027,7 +1026,7 @@ def test_help_handle(default_conf, update, mocker) -> None:
|
||||
_init=MagicMock(),
|
||||
send_msg=msg_mock
|
||||
)
|
||||
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
telegram = Telegram(freqtradebot)
|
||||
|
||||
telegram._help(bot=MagicMock(), update=update)
|
||||
@ -1047,7 +1046,7 @@ def test_version_handle(default_conf, update, mocker) -> None:
|
||||
_init=MagicMock(),
|
||||
send_msg=msg_mock
|
||||
)
|
||||
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(default_conf)
|
||||
telegram = Telegram(freqtradebot)
|
||||
|
||||
telegram._version(bot=MagicMock(), update=update)
|
||||
@ -1064,7 +1063,7 @@ def test_send_msg(default_conf, mocker) -> None:
|
||||
mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
|
||||
conf = deepcopy(default_conf)
|
||||
bot = MagicMock()
|
||||
freqtradebot = FreqtradeBot(conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(conf)
|
||||
telegram = Telegram(freqtradebot)
|
||||
|
||||
telegram._config['telegram']['enabled'] = False
|
||||
@ -1087,7 +1086,7 @@ def test_send_msg_network_error(default_conf, mocker, caplog) -> None:
|
||||
conf = deepcopy(default_conf)
|
||||
bot = MagicMock()
|
||||
bot.send_message = MagicMock(side_effect=NetworkError('Oh snap'))
|
||||
freqtradebot = FreqtradeBot(conf, create_engine('sqlite://'))
|
||||
freqtradebot = FreqtradeBot(conf)
|
||||
telegram = Telegram(freqtradebot)
|
||||
|
||||
telegram._config['telegram']['enabled'] = True
|
||||
|
||||
@ -13,6 +13,7 @@ from pandas import DataFrame
|
||||
|
||||
from freqtrade.analyze import Analyze, SignalType
|
||||
from freqtrade.optimize.__init__ import load_tickerdata_file
|
||||
from freqtrade.arguments import TimeRange
|
||||
from freqtrade.tests.conftest import log_has
|
||||
|
||||
# Avoid to reinit the same object again and again
|
||||
@ -183,7 +184,7 @@ def test_tickerdata_to_dataframe(default_conf) -> None:
|
||||
"""
|
||||
analyze = Analyze(default_conf)
|
||||
|
||||
timerange = ((None, 'line'), None, -100)
|
||||
timerange = TimeRange(None, 'line', 0, -100)
|
||||
tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
|
||||
tickerlist = {'UNITTEST/BTC': tick}
|
||||
data = analyze.tickerdata_to_dataframe(tickerlist)
|
||||
|
||||
@ -9,7 +9,7 @@ import logging
|
||||
|
||||
import pytest
|
||||
|
||||
from freqtrade.arguments import Arguments
|
||||
from freqtrade.arguments import Arguments, TimeRange
|
||||
|
||||
|
||||
def test_arguments_object() -> None:
|
||||
@ -46,6 +46,11 @@ def test_parse_args_config() -> None:
|
||||
assert args.config == '/dev/null'
|
||||
|
||||
|
||||
def test_parse_args_db_url() -> None:
|
||||
args = Arguments(['--db-url', 'sqlite:///test.sqlite'], '').get_parsed_arg()
|
||||
assert args.db_url == 'sqlite:///test.sqlite'
|
||||
|
||||
|
||||
def test_parse_args_verbose() -> None:
|
||||
args = Arguments(['-v'], '').get_parsed_arg()
|
||||
assert args.loglevel == logging.DEBUG
|
||||
@ -107,20 +112,24 @@ def test_parse_args_dynamic_whitelist_invalid_values() -> None:
|
||||
|
||||
|
||||
def test_parse_timerange_incorrect() -> None:
|
||||
assert ((None, 'line'), None, -200) == Arguments.parse_timerange('-200')
|
||||
assert (('line', None), 200, None) == Arguments.parse_timerange('200-')
|
||||
assert (('index', 'index'), 200, 500) == Arguments.parse_timerange('200-500')
|
||||
assert TimeRange(None, 'line', 0, -200) == Arguments.parse_timerange('-200')
|
||||
assert TimeRange('line', None, 200, 0) == Arguments.parse_timerange('200-')
|
||||
assert TimeRange('index', 'index', 200, 500) == Arguments.parse_timerange('200-500')
|
||||
|
||||
assert (('date', None), 1274486400, None) == Arguments.parse_timerange('20100522-')
|
||||
assert ((None, 'date'), None, 1274486400) == Arguments.parse_timerange('-20100522')
|
||||
assert TimeRange('date', None, 1274486400, 0) == Arguments.parse_timerange('20100522-')
|
||||
assert TimeRange(None, 'date', 0, 1274486400) == Arguments.parse_timerange('-20100522')
|
||||
timerange = Arguments.parse_timerange('20100522-20150730')
|
||||
assert timerange == (('date', 'date'), 1274486400, 1438214400)
|
||||
assert timerange == TimeRange('date', 'date', 1274486400, 1438214400)
|
||||
|
||||
# Added test for unix timestamp - BTC genesis date
|
||||
assert (('date', None), 1231006505, None) == Arguments.parse_timerange('1231006505-')
|
||||
assert ((None, 'date'), None, 1233360000) == Arguments.parse_timerange('-1233360000')
|
||||
assert TimeRange('date', None, 1231006505, 0) == Arguments.parse_timerange('1231006505-')
|
||||
assert TimeRange(None, 'date', 0, 1233360000) == Arguments.parse_timerange('-1233360000')
|
||||
timerange = Arguments.parse_timerange('1231006505-1233360000')
|
||||
assert timerange == (('date', 'date'), 1231006505, 1233360000)
|
||||
assert TimeRange('date', 'date', 1231006505, 1233360000) == timerange
|
||||
|
||||
# TODO: Find solution for the following case (passing timestamp in ms)
|
||||
timerange = Arguments.parse_timerange('1231006505000-1233360000000')
|
||||
assert TimeRange('date', 'date', 1231006505, 1233360000) != timerange
|
||||
|
||||
with pytest.raises(Exception, match=r'Incorrect syntax.*'):
|
||||
Arguments.parse_timerange('-')
|
||||
|
||||
@ -130,7 +130,6 @@ def test_load_config(default_conf, mocker) -> None:
|
||||
assert validated_conf.get('strategy') == 'DefaultStrategy'
|
||||
assert validated_conf.get('strategy_path') is None
|
||||
assert 'dynamic_whitelist' not in validated_conf
|
||||
assert 'dry_run_db' not in validated_conf
|
||||
|
||||
|
||||
def test_load_config_with_params(default_conf, mocker) -> None:
|
||||
@ -145,7 +144,7 @@ def test_load_config_with_params(default_conf, mocker) -> None:
|
||||
'--dynamic-whitelist', '10',
|
||||
'--strategy', 'TestStrategy',
|
||||
'--strategy-path', '/some/path',
|
||||
'--dry-run-db',
|
||||
'--db-url', 'sqlite:///someurl',
|
||||
]
|
||||
args = Arguments(arglist, '').get_parsed_arg()
|
||||
|
||||
@ -155,7 +154,7 @@ def test_load_config_with_params(default_conf, mocker) -> None:
|
||||
assert validated_conf.get('dynamic_whitelist') == 10
|
||||
assert validated_conf.get('strategy') == 'TestStrategy'
|
||||
assert validated_conf.get('strategy_path') == '/some/path'
|
||||
assert validated_conf.get('dry_run_db') is True
|
||||
assert validated_conf.get('db_url') == 'sqlite:///someurl'
|
||||
|
||||
|
||||
def test_load_custom_strategy(default_conf, mocker) -> None:
|
||||
@ -190,7 +189,7 @@ def test_show_info(default_conf, mocker, caplog) -> None:
|
||||
arglist = [
|
||||
'--dynamic-whitelist', '10',
|
||||
'--strategy', 'TestStrategy',
|
||||
'--dry-run-db'
|
||||
'--db-url', 'sqlite:///tmp/testdb',
|
||||
]
|
||||
args = Arguments(arglist, '').get_parsed_arg()
|
||||
|
||||
@ -204,23 +203,8 @@ def test_show_info(default_conf, mocker, caplog) -> None:
|
||||
caplog.record_tuples
|
||||
)
|
||||
|
||||
assert log_has(
|
||||
'Parameter --dry-run-db detected ...',
|
||||
caplog.record_tuples
|
||||
)
|
||||
|
||||
assert log_has(
|
||||
'Dry_run will use the DB file: "tradesv3.dry_run.sqlite"',
|
||||
caplog.record_tuples
|
||||
)
|
||||
|
||||
# Test the Dry run condition
|
||||
configuration.config.update({'dry_run': False}) # type: ignore
|
||||
configuration._load_common_config(configuration.config) # type: ignore
|
||||
assert log_has(
|
||||
'Dry run is disabled. (--dry_run_db ignored)',
|
||||
caplog.record_tuples
|
||||
)
|
||||
assert log_has('Using DB: "sqlite:///tmp/testdb"', caplog.record_tuples)
|
||||
assert log_has('Dry run is enabled', caplog.record_tuples)
|
||||
|
||||
|
||||
def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> None:
|
||||
|
||||
@ -13,7 +13,6 @@ from unittest.mock import MagicMock
|
||||
import arrow
|
||||
import pytest
|
||||
import requests
|
||||
from sqlalchemy import create_engine
|
||||
|
||||
from freqtrade import constants, DependencyException, OperationalException, TemporaryError
|
||||
from freqtrade.freqtradebot import FreqtradeBot
|
||||
@ -36,7 +35,7 @@ def get_patched_freqtradebot(mocker, config) -> FreqtradeBot:
|
||||
mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock())
|
||||
patch_coinmarketcap(mocker)
|
||||
|
||||
return FreqtradeBot(config, create_engine('sqlite://'))
|
||||
return FreqtradeBot(config)
|
||||
|
||||
|
||||
def patch_get_signal(mocker, value=(True, False)) -> None:
|
||||
@ -346,7 +345,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, fee, mocker) -> Non
|
||||
|
||||
# Save state of current whitelist
|
||||
whitelist = deepcopy(default_conf['exchange']['pair_whitelist'])
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
freqtrade.create_trade()
|
||||
|
||||
trade = Trade.query.first()
|
||||
@ -383,13 +382,34 @@ def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order, fee,
|
||||
|
||||
conf = deepcopy(default_conf)
|
||||
conf['stake_amount'] = 0.0005
|
||||
freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
|
||||
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:
|
||||
"""
|
||||
Test create_trade() method
|
||||
"""
|
||||
patch_get_signal(mocker)
|
||||
patch_RPCManager(mocker)
|
||||
patch_coinmarketcap(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.freqtradebot.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'] * 0.5),
|
||||
get_fee=fee,
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
|
||||
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
|
||||
freqtrade.create_trade()
|
||||
|
||||
|
||||
def test_create_trade_no_pairs(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
|
||||
"""
|
||||
Test create_trade() method
|
||||
@ -408,7 +428,7 @@ def test_create_trade_no_pairs(default_conf, ticker, limit_buy_order, fee, mocke
|
||||
conf = deepcopy(default_conf)
|
||||
conf['exchange']['pair_whitelist'] = ["ETH/BTC"]
|
||||
conf['exchange']['pair_blacklist'] = ["ETH/BTC"]
|
||||
freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(conf)
|
||||
|
||||
freqtrade.create_trade()
|
||||
|
||||
@ -435,7 +455,7 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker,
|
||||
conf = deepcopy(default_conf)
|
||||
conf['exchange']['pair_whitelist'] = ["ETH/BTC"]
|
||||
conf['exchange']['pair_blacklist'] = ["ETH/BTC"]
|
||||
freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(conf)
|
||||
|
||||
freqtrade.create_trade()
|
||||
|
||||
@ -463,7 +483,7 @@ def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
|
||||
|
||||
conf = deepcopy(default_conf)
|
||||
conf['stake_amount'] = 10
|
||||
freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(conf)
|
||||
|
||||
Trade.query = MagicMock()
|
||||
Trade.query.filter = MagicMock()
|
||||
@ -487,7 +507,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order,
|
||||
get_order=MagicMock(return_value=limit_buy_order),
|
||||
get_fee=fee,
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
|
||||
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
||||
assert not trades
|
||||
@ -528,7 +548,7 @@ def test_process_exchange_failures(default_conf, ticker, markets, mocker) -> Non
|
||||
)
|
||||
sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
|
||||
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
result = freqtrade._process()
|
||||
assert result is False
|
||||
assert sleep_mock.has_calls()
|
||||
@ -548,7 +568,7 @@ def test_process_operational_exception(default_conf, ticker, markets, mocker) ->
|
||||
get_markets=markets,
|
||||
buy=MagicMock(side_effect=OperationalException)
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
assert freqtrade.state == State.RUNNING
|
||||
|
||||
result = freqtrade._process()
|
||||
@ -574,7 +594,7 @@ def test_process_trade_handling(
|
||||
get_order=MagicMock(return_value=limit_buy_order),
|
||||
get_fee=fee,
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
|
||||
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
||||
assert not trades
|
||||
@ -691,7 +711,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, fee, mock
|
||||
)
|
||||
patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
|
||||
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
|
||||
freqtrade.create_trade()
|
||||
|
||||
@ -734,7 +754,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, fee,
|
||||
get_fee=fee,
|
||||
)
|
||||
|
||||
freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(conf)
|
||||
|
||||
freqtrade.create_trade()
|
||||
|
||||
@ -793,7 +813,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order, fee, mocker, ca
|
||||
)
|
||||
|
||||
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=True)
|
||||
freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(conf)
|
||||
freqtrade.create_trade()
|
||||
|
||||
trade = Trade.query.first()
|
||||
@ -830,7 +850,7 @@ def test_handle_trade_experimental(
|
||||
)
|
||||
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
|
||||
|
||||
freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(conf)
|
||||
freqtrade.create_trade()
|
||||
|
||||
trade = Trade.query.first()
|
||||
@ -858,7 +878,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, fe
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_fee=fee,
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
|
||||
# Create trade and sell it
|
||||
freqtrade.create_trade()
|
||||
@ -889,7 +909,7 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, fe
|
||||
cancel_order=cancel_order_mock,
|
||||
get_fee=fee
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
|
||||
trade_buy = Trade(
|
||||
pair='ETH/BTC',
|
||||
@ -929,7 +949,7 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
|
||||
get_order=MagicMock(return_value=limit_sell_order_old),
|
||||
cancel_order=cancel_order_mock
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
|
||||
trade_sell = Trade(
|
||||
pair='ETH/BTC',
|
||||
@ -969,7 +989,7 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
|
||||
get_order=MagicMock(return_value=limit_buy_order_old_partial),
|
||||
cancel_order=cancel_order_mock
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
|
||||
trade_buy = Trade(
|
||||
pair='ETH/BTC',
|
||||
@ -1017,7 +1037,7 @@ def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) -
|
||||
get_order=MagicMock(side_effect=requests.exceptions.RequestException('Oh snap')),
|
||||
cancel_order=cancel_order_mock
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
|
||||
trade_buy = Trade(
|
||||
pair='ETH/BTC',
|
||||
@ -1056,7 +1076,7 @@ def test_handle_timedout_limit_buy(mocker, default_conf) -> None:
|
||||
cancel_order=cancel_order_mock
|
||||
)
|
||||
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
|
||||
Trade.session = MagicMock()
|
||||
trade = MagicMock()
|
||||
@ -1082,7 +1102,7 @@ def test_handle_timedout_limit_sell(mocker, default_conf) -> None:
|
||||
cancel_order=cancel_order_mock
|
||||
)
|
||||
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
|
||||
trade = MagicMock()
|
||||
order = {'remaining': 1,
|
||||
@ -1109,7 +1129,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
|
||||
get_fee=fee
|
||||
)
|
||||
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
|
||||
# Create some test data
|
||||
freqtrade.create_trade()
|
||||
@ -1150,7 +1170,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
|
||||
get_ticker=ticker,
|
||||
get_fee=fee
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
|
||||
# Create some test data
|
||||
freqtrade.create_trade()
|
||||
@ -1190,7 +1210,7 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee,
|
||||
get_ticker=ticker,
|
||||
get_fee=fee
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
|
||||
# Create some test data
|
||||
freqtrade.create_trade()
|
||||
@ -1231,7 +1251,7 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee,
|
||||
get_ticker=ticker,
|
||||
get_fee=fee
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
|
||||
# Create some test data
|
||||
freqtrade.create_trade()
|
||||
@ -1280,7 +1300,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, fee, mock
|
||||
'use_sell_signal': True,
|
||||
'sell_profit_only': True,
|
||||
}
|
||||
freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(conf)
|
||||
freqtrade.create_trade()
|
||||
|
||||
trade = Trade.query.first()
|
||||
@ -1313,7 +1333,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, fee, moc
|
||||
'use_sell_signal': True,
|
||||
'sell_profit_only': False,
|
||||
}
|
||||
freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(conf)
|
||||
freqtrade.create_trade()
|
||||
|
||||
trade = Trade.query.first()
|
||||
@ -1346,7 +1366,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, mocker
|
||||
'use_sell_signal': True,
|
||||
'sell_profit_only': True,
|
||||
}
|
||||
freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(conf)
|
||||
freqtrade.create_trade()
|
||||
|
||||
trade = Trade.query.first()
|
||||
@ -1381,7 +1401,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, mocke
|
||||
'sell_profit_only': False,
|
||||
}
|
||||
|
||||
freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(conf)
|
||||
freqtrade.create_trade()
|
||||
|
||||
trade = Trade.query.first()
|
||||
@ -1409,7 +1429,7 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, ca
|
||||
open_rate=0.245441,
|
||||
open_order_id="123456"
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
# Amount is reduced by "fee"
|
||||
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001)
|
||||
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
|
||||
@ -1436,7 +1456,7 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker):
|
||||
open_rate=0.245441,
|
||||
open_order_id="123456"
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
# Amount is reduced by "fee"
|
||||
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
|
||||
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
|
||||
@ -1463,7 +1483,7 @@ def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, ca
|
||||
open_rate=0.245441,
|
||||
open_order_id="123456"
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
# Amount does not change
|
||||
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
|
||||
|
||||
@ -1489,7 +1509,7 @@ def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, mock
|
||||
open_rate=0.245441,
|
||||
open_order_id="123456"
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
# Amount does not change
|
||||
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
|
||||
|
||||
@ -1512,7 +1532,7 @@ def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, c
|
||||
open_rate=0.245441,
|
||||
open_order_id="123456"
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
# Amount is reduced by "fee"
|
||||
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001)
|
||||
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
|
||||
@ -1540,7 +1560,7 @@ def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee
|
||||
open_rate=0.245441,
|
||||
open_order_id="123456"
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
# Amount is reduced by "fee"
|
||||
assert freqtrade.get_real_amount(trade, limit_buy_order) == amount - 0.004
|
||||
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
|
||||
@ -1568,7 +1588,7 @@ def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order
|
||||
open_rate=0.245441,
|
||||
open_order_id="123456"
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
# Amount does not change
|
||||
assert freqtrade.get_real_amount(trade, limit_buy_order) == amount
|
||||
|
||||
@ -1593,6 +1613,6 @@ def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee,
|
||||
open_rate=0.245441,
|
||||
open_order_id="123456"
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
# Amount does not change
|
||||
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
|
||||
|
||||
@ -1,9 +1,11 @@
|
||||
# pragma pylint: disable=missing-docstring, C0103
|
||||
import os
|
||||
from copy import deepcopy
|
||||
from unittest.mock import MagicMock
|
||||
|
||||
import pytest
|
||||
from sqlalchemy import create_engine
|
||||
|
||||
from freqtrade import constants, OperationalException
|
||||
from freqtrade.persistence import Trade, init, clean_dry_run_db
|
||||
|
||||
|
||||
@ -21,77 +23,54 @@ def test_init_create_session(default_conf, mocker):
|
||||
assert 'Session' in type(Trade.session).__name__
|
||||
|
||||
|
||||
def test_init_dry_run_db(default_conf, mocker):
|
||||
default_conf.update({'dry_run_db': True})
|
||||
mocker.patch.dict('freqtrade.persistence._CONF', default_conf)
|
||||
def test_init_custom_db_url(default_conf, mocker):
|
||||
conf = deepcopy(default_conf)
|
||||
|
||||
# First, protect the existing 'tradesv3.dry_run.sqlite' (Do not delete user data)
|
||||
dry_run_db = 'tradesv3.dry_run.sqlite'
|
||||
dry_run_db_swp = dry_run_db + '.swp'
|
||||
# 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)
|
||||
|
||||
if os.path.isfile(dry_run_db):
|
||||
os.rename(dry_run_db, dry_run_db_swp)
|
||||
|
||||
# Check if the new tradesv3.dry_run.sqlite was created
|
||||
init(default_conf)
|
||||
assert os.path.isfile(dry_run_db) is True
|
||||
|
||||
# Delete the file made for this unitest and rollback to the previous
|
||||
# tradesv3.dry_run.sqlite file
|
||||
|
||||
# 1. Delete file from the test
|
||||
if os.path.isfile(dry_run_db):
|
||||
os.remove(dry_run_db)
|
||||
|
||||
# 2. Rollback to the initial file
|
||||
if os.path.isfile(dry_run_db_swp):
|
||||
os.rename(dry_run_db_swp, dry_run_db)
|
||||
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_dry_run_without_db(default_conf, mocker):
|
||||
default_conf.update({'dry_run_db': False})
|
||||
mocker.patch.dict('freqtrade.persistence._CONF', default_conf)
|
||||
def test_init_invalid_db_url(default_conf, mocker):
|
||||
conf = deepcopy(default_conf)
|
||||
|
||||
# First, protect the existing 'tradesv3.dry_run.sqlite' (Do not delete user data)
|
||||
dry_run_db = 'tradesv3.dry_run.sqlite'
|
||||
dry_run_db_swp = dry_run_db + '.swp'
|
||||
# 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)
|
||||
|
||||
if os.path.isfile(dry_run_db):
|
||||
os.rename(dry_run_db, dry_run_db_swp)
|
||||
|
||||
# Check if the new tradesv3.dry_run.sqlite was created
|
||||
init(default_conf)
|
||||
assert os.path.isfile(dry_run_db) is False
|
||||
|
||||
# Rollback to the initial 'tradesv3.dry_run.sqlite' file
|
||||
if os.path.isfile(dry_run_db_swp):
|
||||
os.rename(dry_run_db_swp, dry_run_db)
|
||||
with pytest.raises(OperationalException, match=r'.*no valid database URL*'):
|
||||
init(conf)
|
||||
|
||||
|
||||
def test_init_prod_db(default_conf, mocker):
|
||||
default_conf.update({'dry_run': False})
|
||||
mocker.patch.dict('freqtrade.persistence._CONF', default_conf)
|
||||
conf = deepcopy(default_conf)
|
||||
conf.update({'dry_run': False})
|
||||
conf.update({'db_url': constants.DEFAULT_DB_PROD_URL})
|
||||
|
||||
# First, protect the existing 'tradesv3.sqlite' (Do not delete user data)
|
||||
prod_db = 'tradesv3.sqlite'
|
||||
prod_db_swp = prod_db + '.swp'
|
||||
create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock())
|
||||
mocker.patch.dict('freqtrade.persistence._CONF', conf)
|
||||
|
||||
if os.path.isfile(prod_db):
|
||||
os.rename(prod_db, prod_db_swp)
|
||||
init(conf)
|
||||
assert create_engine_mock.call_count == 1
|
||||
assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tradesv3.sqlite'
|
||||
|
||||
# Check if the new tradesv3.sqlite was created
|
||||
init(default_conf)
|
||||
assert os.path.isfile(prod_db) is True
|
||||
|
||||
# Delete the file made for this unitest and rollback to the previous tradesv3.sqlite file
|
||||
def test_init_dryrun_db(default_conf, mocker):
|
||||
conf = deepcopy(default_conf)
|
||||
conf.update({'dry_run': True})
|
||||
conf.update({'db_url': constants.DEFAULT_DB_DRYRUN_URL})
|
||||
|
||||
# 1. Delete file from the test
|
||||
if os.path.isfile(prod_db):
|
||||
os.remove(prod_db)
|
||||
create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock())
|
||||
mocker.patch.dict('freqtrade.persistence._CONF', conf)
|
||||
|
||||
# Rollback to the initial 'tradesv3.sqlite' file
|
||||
if os.path.isfile(prod_db_swp):
|
||||
os.rename(prod_db_swp, prod_db)
|
||||
init(conf)
|
||||
assert create_engine_mock.call_count == 1
|
||||
assert create_engine_mock.mock_calls[0][1][0] == 'sqlite://'
|
||||
|
||||
|
||||
@pytest.mark.usefixtures("init_persistence")
|
||||
@ -328,7 +307,7 @@ def test_calc_profit_percent(limit_buy_order, limit_sell_order, fee):
|
||||
|
||||
|
||||
def test_clean_dry_run_db(default_conf, fee):
|
||||
init(default_conf, create_engine('sqlite://'))
|
||||
init(default_conf)
|
||||
|
||||
# Simulate dry_run entries
|
||||
trade = Trade(
|
||||
@ -377,7 +356,7 @@ def test_clean_dry_run_db(default_conf, fee):
|
||||
assert len(Trade.query.filter(Trade.open_order_id.isnot(None)).all()) == 1
|
||||
|
||||
|
||||
def test_migrate_old(default_conf, fee):
|
||||
def test_migrate_old(mocker, default_conf, fee):
|
||||
"""
|
||||
Test Database migration(starting with old pairformat)
|
||||
"""
|
||||
@ -409,11 +388,13 @@ def test_migrate_old(default_conf, fee):
|
||||
amount=amount
|
||||
)
|
||||
engine = create_engine('sqlite://')
|
||||
mocker.patch('freqtrade.persistence.create_engine', lambda *args, **kwargs: engine)
|
||||
|
||||
# Create table using the old format
|
||||
engine.execute(create_table_old)
|
||||
engine.execute(insert_table_old)
|
||||
# Run init to test migration
|
||||
init(default_conf, engine)
|
||||
init(default_conf)
|
||||
|
||||
assert len(Trade.query.filter(Trade.id == 1).all()) == 1
|
||||
trade = Trade.query.filter(Trade.id == 1).first()
|
||||
@ -428,7 +409,7 @@ def test_migrate_old(default_conf, fee):
|
||||
assert trade.exchange == "bittrex"
|
||||
|
||||
|
||||
def test_migrate_new(default_conf, fee):
|
||||
def test_migrate_new(mocker, default_conf, fee):
|
||||
"""
|
||||
Test Database migration (starting with new pairformat)
|
||||
"""
|
||||
@ -460,11 +441,13 @@ def test_migrate_new(default_conf, fee):
|
||||
amount=amount
|
||||
)
|
||||
engine = create_engine('sqlite://')
|
||||
mocker.patch('freqtrade.persistence.create_engine', lambda *args, **kwargs: engine)
|
||||
|
||||
# Create table using the old format
|
||||
engine.execute(create_table_old)
|
||||
engine.execute(insert_table_old)
|
||||
# Run init to test migration
|
||||
init(default_conf, engine)
|
||||
init(default_conf)
|
||||
|
||||
assert len(Trade.query.filter(Trade.id == 1).all()) == 1
|
||||
trade = Trade.query.filter(Trade.id == 1).first()
|
||||
|
||||
@ -1,4 +1,4 @@
|
||||
ccxt==1.14.121
|
||||
ccxt==1.14.155
|
||||
SQLAlchemy==1.2.8
|
||||
python-telegram-bot==10.1.0
|
||||
arrow==0.12.1
|
||||
@ -10,14 +10,14 @@ pandas==0.23.0
|
||||
scikit-learn==0.19.1
|
||||
scipy==1.1.0
|
||||
jsonschema==2.6.0
|
||||
numpy==1.14.3
|
||||
numpy==1.14.4
|
||||
TA-Lib==0.4.17
|
||||
pytest==3.6.0
|
||||
pytest==3.6.1
|
||||
pytest-mock==1.10.0
|
||||
pytest-cov==2.5.1
|
||||
hyperopt==0.1
|
||||
# do not upgrade networkx before this is fixed https://github.com/hyperopt/hyperopt/issues/325
|
||||
networkx==1.11
|
||||
networkx==1.11 # pyup: ignore
|
||||
tabulate==0.8.2
|
||||
coinmarketcap==5.0.3
|
||||
|
||||
|
||||
@ -8,24 +8,28 @@ import arrow
|
||||
|
||||
from freqtrade import (exchange, arguments, misc)
|
||||
|
||||
DEFAULT_DL_PATH = 'freqtrade/tests/testdata'
|
||||
DEFAULT_DL_PATH = 'user_data/data'
|
||||
|
||||
arguments = arguments.Arguments(sys.argv[1:], 'download utility')
|
||||
arguments.testdata_dl_options()
|
||||
args = arguments.parse_args()
|
||||
|
||||
TICKER_INTERVALS = ['1m', '5m']
|
||||
PAIRS = []
|
||||
timeframes = args.timeframes
|
||||
|
||||
if args.pairs_file:
|
||||
with open(args.pairs_file) as file:
|
||||
PAIRS = json.load(file)
|
||||
PAIRS = list(set(PAIRS))
|
||||
|
||||
dl_path = DEFAULT_DL_PATH
|
||||
if args.export and os.path.exists(args.export):
|
||||
dl_path = os.path.join(DEFAULT_DL_PATH, args.exchange)
|
||||
if args.export:
|
||||
dl_path = args.export
|
||||
|
||||
if not os.path.isdir(dl_path):
|
||||
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):
|
||||
sys.exit(f'No pairs file found with path {pairs_file}.')
|
||||
|
||||
with open(pairs_file) as file:
|
||||
PAIRS = list(set(json.load(file)))
|
||||
|
||||
since_time = None
|
||||
if args.days:
|
||||
since_time = arrow.utcnow().shift(days=-args.days).timestamp * 1000
|
||||
@ -40,7 +44,7 @@ exchange._API = exchange.init_ccxt({'key': '',
|
||||
|
||||
|
||||
for pair in PAIRS:
|
||||
for tick_interval in TICKER_INTERVALS:
|
||||
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)
|
||||
|
||||
@ -5,47 +5,75 @@ Script to display when the bot will buy a specific pair
|
||||
Mandatory Cli parameters:
|
||||
-p / --pair: pair to examine
|
||||
|
||||
Optional Cli parameters
|
||||
Option but recommended
|
||||
-s / --strategy: strategy to use
|
||||
|
||||
|
||||
Optional Cli parameters
|
||||
-d / --datadir: path to pair backtest data
|
||||
--timerange: specify what timerange of data to use.
|
||||
-l / --live: Live, to download the latest ticker for the pair
|
||||
-db / --db-url: Show trades stored in database
|
||||
|
||||
|
||||
Indicators recommended
|
||||
Row 1: sma, ema3, ema5, ema10, ema50
|
||||
Row 3: macd, rsi, fisher_rsi, mfi, slowd, slowk, fastd, fastk
|
||||
|
||||
Example of usage:
|
||||
> python3 scripts/plot_dataframe.py --pair BTC/EUR -d user_data/data/ --indicators1 sma,ema3
|
||||
--indicators2 fastk,fastd
|
||||
"""
|
||||
import logging
|
||||
import os
|
||||
import sys
|
||||
from argparse import Namespace
|
||||
from typing import Dict, List, Any
|
||||
|
||||
from typing import List
|
||||
|
||||
import plotly.graph_objs as go
|
||||
from plotly import tools
|
||||
from plotly.offline import plot
|
||||
import plotly.graph_objs as go
|
||||
|
||||
from typing import Dict, List, Any
|
||||
from sqlalchemy import create_engine
|
||||
|
||||
from freqtrade.arguments import Arguments
|
||||
from freqtrade.analyze import Analyze
|
||||
from freqtrade import exchange
|
||||
import freqtrade.optimize as optimize
|
||||
from freqtrade import exchange
|
||||
from freqtrade import persistence
|
||||
from freqtrade.analyze import Analyze
|
||||
from freqtrade.arguments import Arguments
|
||||
from freqtrade.optimize.backtesting import setup_configuration
|
||||
from freqtrade.persistence import Trade
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
_CONF: Dict[str, Any] = {}
|
||||
|
||||
|
||||
def plot_analyzed_dataframe(args: Namespace) -> None:
|
||||
"""
|
||||
Calls analyze() and plots the returned dataframe
|
||||
:return: None
|
||||
"""
|
||||
pair = args.pair.replace('-', '_')
|
||||
global _CONF
|
||||
|
||||
# Load the configuration
|
||||
_CONF.update(setup_configuration(args))
|
||||
|
||||
# Set the pair to audit
|
||||
pair = args.pair
|
||||
|
||||
if pair is None:
|
||||
logger.critical('Parameter --pair mandatory;. E.g --pair ETH/BTC')
|
||||
exit()
|
||||
|
||||
if '/' not in pair:
|
||||
logger.critical('--pair format must be XXX/YYY')
|
||||
exit()
|
||||
|
||||
# Set timerange to use
|
||||
timerange = Arguments.parse_timerange(args.timerange)
|
||||
|
||||
# Init strategy
|
||||
# Load the strategy
|
||||
try:
|
||||
analyze = Analyze({'strategy': args.strategy})
|
||||
analyze = Analyze(_CONF)
|
||||
exchange.init(_CONF)
|
||||
except AttributeError:
|
||||
logger.critical(
|
||||
'Impossible to load the strategy. Please check the file "user_data/strategies/%s.py"',
|
||||
@ -53,37 +81,75 @@ def plot_analyzed_dataframe(args: Namespace) -> None:
|
||||
)
|
||||
exit()
|
||||
|
||||
tick_interval = analyze.strategy.ticker_interval
|
||||
# Set the ticker to use
|
||||
tick_interval = analyze.get_ticker_interval()
|
||||
|
||||
# Load pair tickers
|
||||
tickers = {}
|
||||
if args.live:
|
||||
logger.info('Downloading pair.')
|
||||
# Init Bittrex to use public API
|
||||
exchange.init({'key': '', 'secret': ''})
|
||||
tickers[pair] = exchange.get_ticker_history(pair, tick_interval)
|
||||
else:
|
||||
tickers = optimize.load_data(
|
||||
datadir=args.datadir,
|
||||
pairs=[pair],
|
||||
ticker_interval=tick_interval,
|
||||
refresh_pairs=False,
|
||||
refresh_pairs=_CONF.get('refresh_pairs', False),
|
||||
timerange=timerange
|
||||
)
|
||||
|
||||
# No ticker found, or impossible to download
|
||||
if tickers == {}:
|
||||
exit()
|
||||
|
||||
# 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()
|
||||
|
||||
dataframes = analyze.tickerdata_to_dataframe(tickers)
|
||||
dataframe = dataframes[pair]
|
||||
dataframe = analyze.populate_buy_trend(dataframe)
|
||||
dataframe = analyze.populate_sell_trend(dataframe)
|
||||
|
||||
trades = []
|
||||
if args.db_url:
|
||||
engine = create_engine('sqlite:///' + args.db_url)
|
||||
persistence.init(_CONF, engine)
|
||||
trades = Trade.query.filter(Trade.pair.is_(pair)).all()
|
||||
|
||||
if len(dataframe.index) > 750:
|
||||
logger.warning('Ticker contained more than 750 candles, clipping.')
|
||||
data = dataframe.tail(750)
|
||||
|
||||
fig = generate_graph(
|
||||
pair=pair,
|
||||
trades=trades,
|
||||
data=dataframe.tail(750),
|
||||
args=args
|
||||
)
|
||||
|
||||
plot(fig, filename=os.path.join('user_data', 'freqtrade-plot.html'))
|
||||
|
||||
|
||||
def generate_graph(pair, trades, data, args) -> tools.make_subplots:
|
||||
"""
|
||||
Generate the graph from the data generated by Backtesting or from DB
|
||||
:param pair: Pair to Display on the graph
|
||||
:param trades: All trades created
|
||||
:param data: Dataframe
|
||||
:param args: sys.argv that contrains the two params indicators1, and indicators2
|
||||
:return: None
|
||||
"""
|
||||
|
||||
# Define the graph
|
||||
fig = tools.make_subplots(
|
||||
rows=3,
|
||||
cols=1,
|
||||
shared_xaxes=True,
|
||||
row_width=[1, 1, 4],
|
||||
vertical_spacing=0.0001,
|
||||
)
|
||||
fig['layout'].update(title=pair)
|
||||
fig['layout']['yaxis1'].update(title='Price')
|
||||
fig['layout']['yaxis2'].update(title='Volume')
|
||||
fig['layout']['yaxis3'].update(title='Other')
|
||||
|
||||
# Common information
|
||||
candles = go.Candlestick(
|
||||
x=data.date,
|
||||
open=data.open,
|
||||
@ -145,49 +211,67 @@ def plot_analyzed_dataframe(args: Namespace) -> None:
|
||||
)
|
||||
)
|
||||
|
||||
bb_lower = go.Scatter(
|
||||
x=data.date,
|
||||
y=data.bb_lowerband,
|
||||
name='BB lower',
|
||||
line={'color': "transparent"},
|
||||
)
|
||||
bb_upper = go.Scatter(
|
||||
x=data.date,
|
||||
y=data.bb_upperband,
|
||||
name='BB upper',
|
||||
fill="tonexty",
|
||||
fillcolor="rgba(0,176,246,0.2)",
|
||||
line={'color': "transparent"},
|
||||
)
|
||||
macd = go.Scattergl(x=data['date'], y=data['macd'], name='MACD')
|
||||
macdsignal = go.Scattergl(x=data['date'], y=data['macdsignal'], name='MACD signal')
|
||||
volume = go.Bar(x=data['date'], y=data['volume'], name='Volume')
|
||||
|
||||
fig = tools.make_subplots(
|
||||
rows=3,
|
||||
cols=1,
|
||||
shared_xaxes=True,
|
||||
row_width=[1, 1, 4],
|
||||
vertical_spacing=0.0001,
|
||||
)
|
||||
|
||||
# Row 1
|
||||
fig.append_trace(candles, 1, 1)
|
||||
fig.append_trace(bb_lower, 1, 1)
|
||||
fig.append_trace(bb_upper, 1, 1)
|
||||
|
||||
if 'bb_lowerband' in data and 'bb_upperband' in data:
|
||||
bb_lower = go.Scatter(
|
||||
x=data.date,
|
||||
y=data.bb_lowerband,
|
||||
name='BB lower',
|
||||
line={'color': "transparent"},
|
||||
)
|
||||
bb_upper = go.Scatter(
|
||||
x=data.date,
|
||||
y=data.bb_upperband,
|
||||
name='BB upper',
|
||||
fill="tonexty",
|
||||
fillcolor="rgba(0,176,246,0.2)",
|
||||
line={'color': "transparent"},
|
||||
)
|
||||
fig.append_trace(bb_lower, 1, 1)
|
||||
fig.append_trace(bb_upper, 1, 1)
|
||||
|
||||
fig = generate_row(fig=fig, row=1, raw_indicators=args.indicators1, data=data)
|
||||
fig.append_trace(buys, 1, 1)
|
||||
fig.append_trace(sells, 1, 1)
|
||||
fig.append_trace(volume, 2, 1)
|
||||
fig.append_trace(macd, 3, 1)
|
||||
fig.append_trace(macdsignal, 3, 1)
|
||||
fig.append_trace(trade_buys, 1, 1)
|
||||
fig.append_trace(trade_sells, 1, 1)
|
||||
|
||||
fig['layout'].update(title=args.pair)
|
||||
fig['layout']['yaxis1'].update(title='Price')
|
||||
fig['layout']['yaxis2'].update(title='Volume')
|
||||
fig['layout']['yaxis3'].update(title='MACD')
|
||||
# Row 2
|
||||
volume = go.Bar(
|
||||
x=data['date'],
|
||||
y=data['volume'],
|
||||
name='Volume'
|
||||
)
|
||||
fig.append_trace(volume, 2, 1)
|
||||
|
||||
plot(fig, filename='freqtrade-plot.html')
|
||||
# Row 3
|
||||
fig = generate_row(fig=fig, row=3, raw_indicators=args.indicators2, data=data)
|
||||
|
||||
return fig
|
||||
|
||||
|
||||
def generate_row(fig, row, raw_indicators, data) -> tools.make_subplots:
|
||||
"""
|
||||
Generator all the indicator selected by the user for a specific row
|
||||
"""
|
||||
for indicator in raw_indicators.split(','):
|
||||
if indicator in data:
|
||||
scattergl = go.Scattergl(
|
||||
x=data['date'],
|
||||
y=data[indicator],
|
||||
name=indicator
|
||||
)
|
||||
fig.append_trace(scattergl, row, 1)
|
||||
else:
|
||||
logger.info(
|
||||
'Indicator "%s" ignored. Reason: This indicator is not found '
|
||||
'in your strategy.',
|
||||
indicator
|
||||
)
|
||||
|
||||
return fig
|
||||
|
||||
|
||||
def plot_parse_args(args: List[str]) -> Namespace:
|
||||
@ -198,6 +282,24 @@ def plot_parse_args(args: List[str]) -> Namespace:
|
||||
"""
|
||||
arguments = Arguments(args, 'Graph dataframe')
|
||||
arguments.scripts_options()
|
||||
arguments.parser.add_argument(
|
||||
'--indicators1',
|
||||
help='Set indicators from your strategy you want in the first row of the graph. Separate '
|
||||
'them with a coma. E.g: ema3,ema5 (default: %(default)s)',
|
||||
type=str,
|
||||
default='sma,ema3,ema5',
|
||||
dest='indicators1',
|
||||
)
|
||||
|
||||
arguments.parser.add_argument(
|
||||
'--indicators2',
|
||||
help='Set indicators from your strategy you want in the third row of the graph. Separate '
|
||||
'them with a coma. E.g: fastd,fastk (default: %(default)s)',
|
||||
type=str,
|
||||
default='macd',
|
||||
dest='indicators2',
|
||||
)
|
||||
|
||||
arguments.common_args_parser()
|
||||
arguments.optimizer_shared_options(arguments.parser)
|
||||
arguments.backtesting_options(arguments.parser)
|
||||
|
||||
@ -8,9 +8,12 @@ Mandatory Cli parameters:
|
||||
Optional Cli parameters
|
||||
-c / --config: specify configuration file
|
||||
-s / --strategy: strategy to use
|
||||
--timerange: specify what timerange of data to use.
|
||||
-d / --datadir: path to pair backtest data
|
||||
--timerange: specify what timerange of data to use
|
||||
--export-filename: Specify where the backtest export is located.
|
||||
"""
|
||||
import logging
|
||||
import os
|
||||
import sys
|
||||
import json
|
||||
from argparse import Namespace
|
||||
@ -90,7 +93,18 @@ def plot_profit(args: Namespace) -> None:
|
||||
'Impossible to load the strategy. Please check the file "user_data/strategies/%s.py"',
|
||||
config.get('strategy')
|
||||
)
|
||||
exit()
|
||||
exit(0)
|
||||
|
||||
# Load the profits results
|
||||
try:
|
||||
filename = args.exportfilename
|
||||
with open(filename) as file:
|
||||
data = json.load(file)
|
||||
except FileNotFoundError:
|
||||
logger.critical(
|
||||
'File "backtest-result.json" not found. This script require backtesting '
|
||||
'results to run.\nPlease run a backtesting with the parameter --export.')
|
||||
exit(0)
|
||||
|
||||
# Take pairs from the cli otherwise switch to the pair in the config file
|
||||
if args.pair:
|
||||
@ -140,18 +154,7 @@ def plot_profit(args: Namespace) -> None:
|
||||
num += 1
|
||||
avgclose /= num
|
||||
|
||||
# Load the profits results
|
||||
# And make an profits-growth array
|
||||
|
||||
try:
|
||||
filename = 'backtest-result.json'
|
||||
with open(filename) as file:
|
||||
data = json.load(file)
|
||||
except FileNotFoundError:
|
||||
logger.critical('File "backtest-result.json" not found. This script require backtesting '
|
||||
'results to run.\nPlease run a backtesting with the parameter --export.')
|
||||
exit(0)
|
||||
|
||||
# make an profits-growth array
|
||||
pg = make_profit_array(data, num_iterations, min_date, tick_interval, filter_pairs)
|
||||
|
||||
#
|
||||
@ -184,7 +187,7 @@ def plot_profit(args: Namespace) -> None:
|
||||
)
|
||||
fig.append_trace(pair_profit, 3, 1)
|
||||
|
||||
plot(fig, filename='freqtrade-profit-plot.html')
|
||||
plot(fig, filename=os.path.join('user_data', 'freqtrade-profit-plot.html'))
|
||||
|
||||
|
||||
def define_index(min_date: int, max_date: int, interval: str) -> int:
|
||||
|
||||
2
setup.py
2
setup.py
@ -12,7 +12,7 @@ from freqtrade import __version__
|
||||
setup(name='freqtrade',
|
||||
version=__version__,
|
||||
description='Simple High Frequency Trading Bot for crypto currencies',
|
||||
url='https://github.com/gcarq/freqtrade',
|
||||
url='https://github.com/freqtrade/freqtrade',
|
||||
author='gcarq and contributors',
|
||||
author_email='michael.egger@tsn.at',
|
||||
license='GPLv3',
|
||||
|
||||
@ -14,7 +14,7 @@ import numpy # noqa
|
||||
class TestStrategy(IStrategy):
|
||||
"""
|
||||
This is a test strategy to inspire you.
|
||||
More information in https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md
|
||||
More information in https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md
|
||||
|
||||
You can:
|
||||
- Rename the class name (Do not forget to update class_name)
|
||||
|
||||
Loading…
Reference in New Issue
Block a user