Enable flake8 E226 rule

freqtrade/configuration/PeriodicCache.py

@@ -16,4 +16,4 @@ class PeriodicCache(TTLCache):
             return ts - offset
 
         # Init with smlight offset
-        super().__init__(maxsize=maxsize, ttl=ttl-1e-5, timer=local_timer, getsizeof=getsizeof)
+        super().__init__(maxsize=maxsize, ttl=ttl - 1e-5, timer=local_timer, getsizeof=getsizeof)

freqtrade/configuration/load_config.py

@@ -31,7 +31,7 @@ def log_config_error_range(path: str, errmsg: str) -> str:
             offset = int(offsetlist[0])
             text = Path(path).read_text()
             # Fetch an offset of 80 characters around the error line
-            subtext = text[offset-min(80, offset):offset+80]
+            subtext = text[offset - min(80, offset):offset + 80]
             segments = subtext.split('\n')
             if len(segments) > 3:
                 # Remove first and last lines, to avoid odd truncations

freqtrade/exchange/exchange.py

@@ -2177,7 +2177,7 @@ class Exchange:
                 lev = tier['lev']
 
                 if tier_index < len(pair_tiers) - 1:
-                    next_tier = pair_tiers[tier_index+1]
+                    next_tier = pair_tiers[tier_index + 1]
                     next_floor = next_tier['min'] / next_tier['lev']
                     if next_floor > stake_amount:  # Next tier min too high for stake amount
                         return min((tier['max'] / stake_amount), lev)

freqtrade/leverage/interest.py

@@ -31,13 +31,13 @@ def interest(
     """
     exchange_name = exchange_name.lower()
     if exchange_name == "binance":
-        return borrowed * rate * ceil(hours)/twenty_four
+        return borrowed * rate * ceil(hours) / twenty_four
     elif exchange_name == "kraken":
         # Rounded based on https://kraken-fees-calculator.github.io/
-        return borrowed * rate * (one+ceil(hours/four))
+        return borrowed * rate * (one + ceil(hours / four))
     elif exchange_name == "ftx":
         # As Explained under #Interest rates section in
         # https://help.ftx.com/hc/en-us/articles/360053007671-Spot-Margin-Trading-Explainer
-        return borrowed * rate * ceil(hours)/twenty_four
+        return borrowed * rate * ceil(hours) / twenty_four
     else:
         raise OperationalException(f"Leverage not available on {exchange_name} with freqtrade")

freqtrade/misc.py

@@ -126,7 +126,7 @@ def format_ms_time(date: int) -> str:
     convert MS date to readable format.
     : epoch-string in ms
     """
-    return datetime.fromtimestamp(date/1000.0).strftime('%Y-%m-%dT%H:%M:%S')
+    return datetime.fromtimestamp(date / 1000.0).strftime('%Y-%m-%dT%H:%M:%S')
 
 
 def deep_merge_dicts(source, destination, allow_null_overrides: bool = True):

freqtrade/optimize/hyperopt_tools.py

@@ -390,8 +390,8 @@ class HyperoptTools():
             lambda x: '{} {}'.format(
                 round_coin_value(x['Total profit'], stake_currency, keep_trailing_zeros=True),
                 f"({x['Profit']:,.2%})".rjust(10, ' ')
-            ).rjust(25+len(stake_currency))
+            ).rjust(25 + len(stake_currency))
-            if x['Total profit'] != 0.0 else '--'.rjust(25+len(stake_currency)),
+            if x['Total profit'] != 0.0 else '--'.rjust(25 + len(stake_currency)),
             axis=1
         )
         trials = trials.drop(columns=['Total profit'])
@@ -399,11 +399,11 @@ class HyperoptTools():
         if print_colorized:
             for i in range(len(trials)):
                 if trials.loc[i]['is_profit']:
-                    for j in range(len(trials.loc[i])-3):
+                    for j in range(len(trials.loc[i]) - 3):
                         trials.iat[i, j] = "{}{}{}".format(Fore.GREEN,
                                                            str(trials.loc[i][j]), Fore.RESET)
                 if trials.loc[i]['is_best'] and highlight_best:
-                    for j in range(len(trials.loc[i])-3):
+                    for j in range(len(trials.loc[i]) - 3):
                         trials.iat[i, j] = "{}{}{}".format(Style.BRIGHT,
                                                            str(trials.loc[i][j]), Style.RESET_ALL)
 
@@ -459,7 +459,7 @@ class HyperoptTools():
                         'loss', 'is_initial_point', 'is_best']
         perc_multi = 100
 
-        param_metrics = [("params_dict."+param) for param in results[0]['params_dict'].keys()]
+        param_metrics = [("params_dict." + param) for param in results[0]['params_dict'].keys()]
         trials = trials[base_metrics + param_metrics]
 
         base_columns = ['Best', 'Epoch', 'Trades', 'Avg profit', 'Median profit', 'Total profit',

freqtrade/persistence/models.py

@@ -360,7 +360,7 @@ class LocalTrade():
         if self.has_no_leverage:
             return 0.0
         elif not self.is_short:
-            return (self.amount * self.open_rate) * ((self.leverage-1)/self.leverage)
+            return (self.amount * self.open_rate) * ((self.leverage - 1) / self.leverage)
         else:
             return self.amount
 
@@ -747,7 +747,7 @@ class LocalTrade():
         now = (self.close_date or datetime.now(timezone.utc)).replace(tzinfo=None)
         sec_per_hour = Decimal(3600)
         total_seconds = Decimal((now - open_date).total_seconds())
-        hours = total_seconds/sec_per_hour or zero
+        hours = total_seconds / sec_per_hour or zero
 
         rate = Decimal(interest_rate or self.interest_rate)
         borrowed = Decimal(self.borrowed)
@@ -861,9 +861,9 @@ class LocalTrade():
             return 0.0
         else:
             if self.is_short:
-                profit_ratio = (1 - (close_trade_value/self.open_trade_value)) * leverage
+                profit_ratio = (1 - (close_trade_value / self.open_trade_value)) * leverage
             else:
-                profit_ratio = ((close_trade_value/self.open_trade_value) - 1) * leverage
+                profit_ratio = ((close_trade_value / self.open_trade_value) - 1) * leverage
 
         return float(f"{profit_ratio:.8f}")
 

freqtrade/plugins/pairlist/VolatilityFilter.py

@@ -107,7 +107,7 @@ class VolatilityFilter(IPairList):
             returns = (np.log(daily_candles.close / daily_candles.close.shift(-1)))
             returns.fillna(0, inplace=True)
 
-            volatility_series = returns.rolling(window=self._days).std()*np.sqrt(self._days)
+            volatility_series = returns.rolling(window=self._days).std() * np.sqrt(self._days)
             volatility_avg = volatility_series.mean()
 
             if self._min_volatility <= volatility_avg <= self._max_volatility:

freqtrade/rpc/telegram.py

@@ -419,7 +419,8 @@ class Telegram(RPCHandler):
                 if prev_avg_price:
                     minus_on_entry = (cur_entry_average - prev_avg_price) / prev_avg_price
 
-                dur_entry = cur_entry_datetime - arrow.get(filled_orders[x-1]["order_filled_date"])
+                dur_entry = cur_entry_datetime - arrow.get(
+                    filled_orders[x - 1]["order_filled_date"])
                 days = dur_entry.days
                 hours, remainder = divmod(dur_entry.seconds, 3600)
                 minutes, seconds = divmod(remainder, 60)

freqtrade/strategy/strategy_helper.py

@@ -93,9 +93,9 @@ def stoploss_from_open(
         return 1
 
     if is_short is True:
-        stoploss = -1+((1-open_relative_stop)/(1-current_profit))
+        stoploss = -1 + ((1 - open_relative_stop) / (1 - current_profit))
     else:
-        stoploss = 1-((1+open_relative_stop)/(1+current_profit))
+        stoploss = 1 - ((1 + open_relative_stop) / (1 + current_profit))
 
     # negative stoploss values indicate the requested stop price is higher/lower
     # (long/short) than the current price

setup.cfg

@@ -39,7 +39,9 @@ console_scripts =
     freqtrade = freqtrade.main:main
 
 [flake8]
-#ignore =
+# Default from https://flake8.pycqa.org/en/latest/user/options.html#cmdoption-flake8-ignore
+# minus E226
+ignore = E121,E123,E126,E24,E704,W503,W504
 max-line-length = 100
 max-complexity = 12
 exclude =

tests/exchange/test_exchange.py

@@ -382,11 +382,11 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
     )
     # min
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
-    expected_result = 2 * (1+0.05) / (1-abs(stoploss))
+    expected_result = 2 * (1 + 0.05) / (1 - abs(stoploss))
     assert isclose(result, expected_result)
     # With Leverage
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss, 3.0)
-    assert isclose(result, expected_result/3)
+    assert isclose(result, expected_result / 3)
     # max
     result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
     assert result == 10000
@@ -401,11 +401,11 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
         PropertyMock(return_value=markets)
     )
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
-    expected_result = 2 * 2 * (1+0.05) / (1-abs(stoploss))
+    expected_result = 2 * 2 * (1 + 0.05) / (1 - abs(stoploss))
     assert isclose(result, expected_result)
     # With Leverage
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 5.0)
-    assert isclose(result, expected_result/5)
+    assert isclose(result, expected_result / 5)
     # max
     result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
     assert result == 20000
@@ -420,11 +420,11 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
         PropertyMock(return_value=markets)
     )
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
-    expected_result = max(2, 2 * 2) * (1+0.05) / (1-abs(stoploss))
+    expected_result = max(2, 2 * 2) * (1 + 0.05) / (1 - abs(stoploss))
     assert isclose(result, expected_result)
     # With Leverage
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 10)
-    assert isclose(result, expected_result/10)
+    assert isclose(result, expected_result / 10)
 
     # min amount and cost are set (amount is minial)
     markets["ETH/BTC"]["limits"] = {
@@ -436,11 +436,11 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
         PropertyMock(return_value=markets)
     )
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
-    expected_result = max(8, 2 * 2) * (1+0.05) / (1-abs(stoploss))
+    expected_result = max(8, 2 * 2) * (1 + 0.05) / (1 - abs(stoploss))
     assert isclose(result, expected_result)
     # With Leverage
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 7.0)
-    assert isclose(result, expected_result/7.0)
+    assert isclose(result, expected_result / 7.0)
     # Max
     result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
     assert result == 1000
@@ -450,7 +450,7 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
     assert isclose(result, expected_result)
     # With Leverage
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -0.4, 8.0)
-    assert isclose(result, expected_result/8.0)
+    assert isclose(result, expected_result / 8.0)
     # Max
     result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
     assert result == 1000
@@ -461,7 +461,7 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
     assert isclose(result, expected_result)
     # With Leverage
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1, 12.0)
-    assert isclose(result, expected_result/12)
+    assert isclose(result, expected_result / 12)
     # Max
     result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
     assert result == 1000
@@ -489,7 +489,7 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
     )
     # With Leverage, Contract size 10
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1, 12.0)
-    assert isclose(result, (expected_result/12) * 10.0)
+    assert isclose(result, (expected_result / 12) * 10.0)
     # Max
     result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
     assert result == 10000
@@ -510,7 +510,7 @@ def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
         PropertyMock(return_value=markets)
     )
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss)
-    expected_result = max(0.0001, 0.001 * 0.020405) * (1+0.05) / (1-abs(stoploss))
+    expected_result = max(0.0001, 0.001 * 0.020405) * (1 + 0.05) / (1 - abs(stoploss))
     assert round(result, 8) == round(expected_result, 8)
     # Max
     result = exchange.get_max_pair_stake_amount('ETH/BTC', 2.0)
@@ -518,12 +518,12 @@ def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
 
     # Leverage
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss, 3.0)
-    assert round(result, 8) == round(expected_result/3, 8)
+    assert round(result, 8) == round(expected_result / 3, 8)
 
     # Contract_size
     markets["ETH/BTC"]["contractSize"] = 0.1
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss, 3.0)
-    assert round(result, 8) == round((expected_result/3), 8)
+    assert round(result, 8) == round((expected_result / 3), 8)
 
     # Max
     result = exchange.get_max_pair_stake_amount('ETH/BTC', 12.0)
@@ -2691,9 +2691,10 @@ async def test__async_get_trade_history_time(default_conf, mocker, caplog, excha
     # Monkey-patch async function
     exchange._api_async.fetch_trades = MagicMock(side_effect=mock_get_trade_hist)
     pair = 'ETH/BTC'
-    ret = await exchange._async_get_trade_history_time(pair,
+    ret = await exchange._async_get_trade_history_time(
+        pair,
         since=fetch_trades_result[0]['timestamp'],
-                                                       until=fetch_trades_result[-1]['timestamp']-1)
+        until=fetch_trades_result[-1]['timestamp'] - 1)
     assert type(ret) is tuple
     assert ret[0] == pair
     assert type(ret[1]) is list
@@ -2729,7 +2730,7 @@ async def test__async_get_trade_history_time_empty(default_conf, mocker, caplog,
     exchange._async_fetch_trades = MagicMock(side_effect=mock_get_trade_hist)
     pair = 'ETH/BTC'
     ret = await exchange._async_get_trade_history_time(pair, since=trades_history[0][0],
-                                                       until=trades_history[-1][0]-1)
+                                                       until=trades_history[-1][0] - 1)
     assert type(ret) is tuple
     assert ret[0] == pair
     assert type(ret[1]) is list

tests/leverage/test_interest.py

@@ -6,7 +6,7 @@ import pytest
 from freqtrade.leverage import interest
 
 
-ten_mins = Decimal(1/6)
+ten_mins = Decimal(1 / 6)
 five_hours = Decimal(5.0)
 twentyfive_hours = Decimal(25.0)
 

tests/optimize/test_optimize_reports.py

@@ -190,7 +190,7 @@ def test_store_backtest_stats(testdatadir, mocker):
 
     assert dump_mock.call_count == 3
     assert isinstance(dump_mock.call_args_list[0][0][0], Path)
-    assert str(dump_mock.call_args_list[0][0][0]).startswith(str(testdatadir/'backtest-result'))
+    assert str(dump_mock.call_args_list[0][0][0]).startswith(str(testdatadir / 'backtest-result'))
 
     dump_mock.reset_mock()
     filename = testdatadir / 'testresult.json'

tests/strategy/test_strategy_helpers.py

@@ -164,7 +164,7 @@ def test_stoploss_from_absolute():
 
     assert pytest.approx(stoploss_from_absolute(90, 100, True)) == 0
     assert pytest.approx(stoploss_from_absolute(100, 100, True)) == 0
-    assert pytest.approx(stoploss_from_absolute(110, 100, True)) == -(1 - (110/100))
+    assert pytest.approx(stoploss_from_absolute(110, 100, True)) == -(1 - (110 / 100))
     assert pytest.approx(stoploss_from_absolute(110, 100, True)) == 0.1
     assert pytest.approx(stoploss_from_absolute(105, 100, True)) == 0.05
     assert pytest.approx(stoploss_from_absolute(100, 0, True)) == 1

tests/test_persistence.py

@@ -119,7 +119,7 @@ def test_set_stop_loss_isolated_liq(fee):
     assert trade.stop_loss is None
     assert trade.initial_stop_loss is None
 
-    trade._set_stop_loss(0.1, (1.0/9.0))
+    trade._set_stop_loss(0.1, (1.0 / 9.0))
     assert trade.liquidation_price == 0.09
     assert trade.stop_loss == 0.1
     assert trade.initial_stop_loss == 0.1
@@ -160,7 +160,7 @@ def test_set_stop_loss_isolated_liq(fee):
     assert trade.stop_loss is None
     assert trade.initial_stop_loss is None
 
-    trade._set_stop_loss(0.08, (1.0/9.0))
+    trade._set_stop_loss(0.08, (1.0 / 9.0))
     assert trade.liquidation_price == 0.09
     assert trade.stop_loss == 0.08
     assert trade.initial_stop_loss == 0.08
@@ -171,13 +171,13 @@ def test_set_stop_loss_isolated_liq(fee):
     assert trade.initial_stop_loss == 0.08
 
     trade.set_isolated_liq(0.07)
-    trade._set_stop_loss(0.1, (1.0/8.0))
+    trade._set_stop_loss(0.1, (1.0 / 8.0))
     assert trade.liquidation_price == 0.07
     assert trade.stop_loss == 0.07
     assert trade.initial_stop_loss == 0.08
 
     # Stop doesn't move stop higher
-    trade._set_stop_loss(0.1, (1.0/9.0))
+    trade._set_stop_loss(0.1, (1.0 / 9.0))
     assert trade.liquidation_price == 0.07
     assert trade.stop_loss == 0.07
     assert trade.initial_stop_loss == 0.08