Merge branch 'develop' into stoploss_market

build_helpers/install_windows.ps1

@@ -2,6 +2,7 @@
 # Downloaded from https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib
 # Invoke-WebRequest -Uri "https://download.lfd.uci.edu/pythonlibs/xxxxxxx/TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl" -OutFile "TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl"
 
+python -m pip install --upgrade pip
 pip install build_helpers\TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl
 
 pip install -r requirements-dev.txt

freqtrade/freqtradebot.py

@@ -63,8 +63,7 @@ class FreqtradeBot:
 
         self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
 
-        persistence.init(self.config.get('db_url', None),
+        persistence.init(self.config.get('db_url', None), clean_open_orders=self.config['dry_run'])
-                         clean_open_orders=self.config.get('dry_run', False))
 
         self.wallets = Wallets(self.config, self.exchange)
 
@@ -219,7 +218,7 @@ class FreqtradeBot:
 
         return trades_created
 
-    def get_target_bid(self, pair: str, tick: Dict = None) -> float:
+    def get_buy_rate(self, pair: str, tick: Dict = None) -> float:
         """
         Calculates bid target between current ask price and last price
         :return: float: Price
@@ -436,7 +435,7 @@ class FreqtradeBot:
             buy_limit_requested = price
         else:
             # Calculate price
-            buy_limit_requested = self.get_target_bid(pair)
+            buy_limit_requested = self.get_buy_rate(pair)
 
         min_stake_amount = self._get_min_pair_stake_amount(pair, buy_limit_requested)
         if min_stake_amount is not None and min_stake_amount > stake_amount:
@@ -926,7 +925,7 @@ class FreqtradeBot:
 
         # if stoploss is on exchange and we are on dry_run mode,
         # we consider the sell price stop price
-        if self.config.get('dry_run', False) and sell_type == 'stoploss' \
+        if self.config['dry_run'] and sell_type == 'stoploss' \
            and self.strategy.order_types['stoploss_on_exchange']:
             limit = trade.stop_loss
 

freqtrade/optimize/optimize_reports.py

@@ -70,7 +70,7 @@ def generate_text_table_sell_reason(data: Dict[str, Dict], results: DataFrame) -
     for reason, count in results['sell_reason'].value_counts().iteritems():
         result = results.loc[results['sell_reason'] == reason]
         profit = len(result[result['profit_abs'] >= 0])
-        loss = len(result[results['profit_abs'] < 0])
+        loss = len(result[result['profit_abs'] < 0])
         profit_mean = round(result['profit_percent'].mean() * 100.0, 2)
         tabular_data.append([reason.value, count, profit, loss, profit_mean])
     return tabulate(tabular_data, headers=headers, tablefmt="pipe")

freqtrade/rpc/rpc.py

@@ -88,7 +88,7 @@ class RPC:
         """
         config = self._freqtrade.config
         val = {
-            'dry_run': config.get('dry_run', False),
+            'dry_run': config['dry_run'],
             'stake_currency': config['stake_currency'],
             'stake_amount': config['stake_amount'],
             'minimal_roi': config['minimal_roi'].copy(),
@@ -337,7 +337,7 @@ class RPC:
                 'stake': stake_currency,
             })
         if total == 0.0:
-            if self._freqtrade.config.get('dry_run', False):
+            if self._freqtrade.config['dry_run']:
                 raise RPCException('Running in Dry Run, balances are not available.')
             else:
                 raise RPCException('All balances are zero.')
@@ -351,7 +351,7 @@ class RPC:
             'symbol': symbol,
             'value': value,
             'stake': stake_currency,
-            'note': 'Simulated balances' if self._freqtrade.config.get('dry_run', False) else ''
+            'note': 'Simulated balances' if self._freqtrade.config['dry_run'] else ''
         }
 
     def _rpc_start(self) -> Dict[str, str]:

freqtrade/rpc/rpc_manager.py

@@ -62,7 +62,7 @@ class RPCManager:
                 logger.error(f"Message type {msg['type']} not implemented by handler {mod.name}.")
 
     def startup_messages(self, config, pairlist) -> None:
-        if config.get('dry_run', False):
+        if config['dry_run']:
             self.send_msg({
                 'type': RPCMessageType.WARNING_NOTIFICATION,
                 'status': 'Dry run is enabled. All trades are simulated.'

freqtrade/strategy/interface.py

@@ -389,9 +389,11 @@ class IStrategy(ABC):
                 trade.adjust_stop_loss(high or current_rate, stop_loss_value)
 
         # evaluate if the stoploss was hit if stoploss is not on exchange
+        # in Dry-Run, this handles stoploss logic as well, as the logic will not be different to
+        # regular stoploss handling.
         if ((self.stoploss is not None) and
             (trade.stop_loss >= current_rate) and
-                (not self.order_types.get('stoploss_on_exchange'))):
+                (not self.order_types.get('stoploss_on_exchange') or self.config['dry_run'])):
 
             sell_type = SellType.STOP_LOSS
 

freqtrade/templates/sample_hyperopt_loss.py

@@ -27,7 +27,8 @@ class SampleHyperOptLoss(IHyperOptLoss):
     Defines the default loss function for hyperopt
     This is intended to give you some inspiration for your own loss function.
 
-    The Function needs to return a number (float) - which becomes for better backtest results.
+    The Function needs to return a number (float) - which becomes smaller for better backtest
+    results.
     """
 
     @staticmethod

requirements-common.txt

@@ -1,6 +1,6 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.21.56
+ccxt==1.21.76
 SQLAlchemy==1.3.12
 python-telegram-bot==12.3.0
 arrow==0.15.5

requirements-dev.txt

@@ -8,7 +8,7 @@ flake8==3.7.9
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.0.0
 mypy==0.761
-pytest==5.3.2
+pytest==5.3.3
 pytest-asyncio==0.10.0
 pytest-cov==2.8.1
 pytest-mock==2.0.0

tests/test_configuration.py

@@ -323,7 +323,7 @@ def test_load_dry_run(default_conf, mocker, config_value, expected, arglist) ->
     configuration = Configuration(Arguments(arglist).get_parsed_arg())
     validated_conf = configuration.load_config()
 
-    assert validated_conf.get('dry_run') is expected
+    assert validated_conf['dry_run'] is expected
 
 
 def test_load_custom_strategy(default_conf, mocker) -> None:

tests/test_freqtradebot.py

@@ -912,7 +912,7 @@ def test_balance_fully_ask_side(mocker, default_conf) -> None:
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(return_value={'ask': 20, 'last': 10}))
 
-    assert freqtrade.get_target_bid('ETH/BTC') == 20
+    assert freqtrade.get_buy_rate('ETH/BTC') == 20
 
 
 def test_balance_fully_last_side(mocker, default_conf) -> None:
@@ -921,7 +921,7 @@ def test_balance_fully_last_side(mocker, default_conf) -> None:
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(return_value={'ask': 20, 'last': 10}))
 
-    assert freqtrade.get_target_bid('ETH/BTC') == 10
+    assert freqtrade.get_buy_rate('ETH/BTC') == 10
 
 
 def test_balance_bigger_last_ask(mocker, default_conf) -> None:
@@ -929,7 +929,7 @@ def test_balance_bigger_last_ask(mocker, default_conf) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(return_value={'ask': 5, 'last': 10}))
-    assert freqtrade.get_target_bid('ETH/BTC') == 5
+    assert freqtrade.get_buy_rate('ETH/BTC') == 5
 
 
 def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:
@@ -938,10 +938,10 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:
     freqtrade = FreqtradeBot(default_conf)
     stake_amount = 2
     bid = 0.11
-    get_bid = MagicMock(return_value=bid)
+    buy_rate_mock = MagicMock(return_value=bid)
     mocker.patch.multiple(
         'freqtrade.freqtradebot.FreqtradeBot',
-        get_target_bid=get_bid,
+        get_buy_rate=buy_rate_mock,
         _get_min_pair_stake_amount=MagicMock(return_value=1)
     )
     buy_mm = MagicMock(return_value={'id': limit_buy_order['id']})
@@ -958,7 +958,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:
     pair = 'ETH/BTC'
 
     assert freqtrade.execute_buy(pair, stake_amount)
-    assert get_bid.call_count == 1
+    assert buy_rate_mock.call_count == 1
     assert buy_mm.call_count == 1
     call_args = buy_mm.call_args_list[0][1]
     assert call_args['pair'] == pair
@@ -975,8 +975,8 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:
     # Test calling with price
     fix_price = 0.06
     assert freqtrade.execute_buy(pair, stake_amount, fix_price)
-    # Make sure get_target_bid wasn't called again
+    # Make sure get_buy_rate wasn't called again
-    assert get_bid.call_count == 1
+    assert buy_rate_mock.call_count == 1
 
     assert buy_mm.call_count == 2
     call_args = buy_mm.call_args_list[1][1]
@@ -1319,6 +1319,14 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
                                                 order_types=freqtrade.strategy.order_types,
                                                 stop_price=0.00002344 * 0.95)
 
+    # price fell below stoploss, so dry-run sells trade.
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
+        'bid': 0.00002144,
+        'ask': 0.00002146,
+        'last': 0.00002144
+    }))
+    assert freqtrade.handle_trade(trade) is True
+
 
 def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, caplog,
                                                     limit_buy_order, limit_sell_order) -> None:
@@ -3495,7 +3503,7 @@ def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_o
 
 def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2) -> None:
     """
-    test if function get_target_bid will return the order book price
+    test if function get_buy_rate will return the order book price
     instead of the ask rate
     """
     patch_exchange(mocker)
@@ -3513,13 +3521,13 @@ def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2) -> None:
     default_conf['telegram']['enabled'] = False
 
     freqtrade = FreqtradeBot(default_conf)
-    assert freqtrade.get_target_bid('ETH/BTC') == 0.043935
+    assert freqtrade.get_buy_rate('ETH/BTC') == 0.043935
     assert ticker_mock.call_count == 0
 
 
 def test_order_book_bid_strategy2(mocker, default_conf, order_book_l2) -> None:
     """
-    test if function get_target_bid will return the ask rate (since its value is lower)
+    test if function get_buy_rate will return the ask rate (since its value is lower)
     instead of the order book rate (even if enabled)
     """
     patch_exchange(mocker)
@@ -3538,7 +3546,7 @@ def test_order_book_bid_strategy2(mocker, default_conf, order_book_l2) -> None:
 
     freqtrade = FreqtradeBot(default_conf)
     # orderbook shall be used even if tickers would be lower.
-    assert freqtrade.get_target_bid('ETH/BTC') != 0.042
+    assert freqtrade.get_buy_rate('ETH/BTC') != 0.042
     assert ticker_mock.call_count == 0