Merge branch 'develop' into align_userdata

docs/developer.md

@@ -12,8 +12,8 @@ Special fields for the documentation (like Note boxes, ...) can be found [here](
 
 ## Developer setup
 
-To configure a development environment, use best use the `setup.sh` script and answer "y" when asked "Do you want to install dependencies for dev [y/N]? ".
+To configure a development environment, best use the `setup.sh` script and answer "y" when asked "Do you want to install dependencies for dev [y/N]? ".
-Alternatively (if your system is not supported by the setup.sh script), follow the manual installation process and run `pip3 install -r requirements-dev.txt`.
+Alternatively (if your system is not supported by the setup.sh script), follow the manual installation process and run `pip3 install -e .[all]`.
 
 This will install all required tools for development, including `pytest`, `flake8`, `mypy`, and `coveralls`.
 
@@ -156,6 +156,8 @@ git log --oneline --no-decorate --no-merges master..develop
 
 ### Create github release / tag
 
+Once the PR against master is merged (best right after merging):
+
 * Use the button "Draft a new release" in the Github UI (subsection releases)
 * Use the version-number specified as tag. 
 * Use "master" as reference (this step comes after the above PR is merged).

freqtrade/__init__.py

@@ -1,5 +1,5 @@
 """ FreqTrade bot """
-__version__ = '2019.6-dev'
+__version__ = '2019.7-dev'
 
 
 class DependencyException(Exception):

freqtrade/data/btanalysis.py

@@ -67,7 +67,6 @@ def evaluate_result_multi(results: pd.DataFrame, freq: str, max_open_trades: int
     dates = pd.Series(pd.concat(dates).values, name='date')
     df2 = pd.DataFrame(np.repeat(results.values, deltas, axis=0), columns=results.columns)
 
-    df2 = df2.astype(dtype={"open_time": "datetime64", "close_time": "datetime64"})
     df2 = pd.concat([dates, df2], axis=1)
     df2 = df2.set_index('date')
     df_final = df2.resample(freq)[['pair']].count()

freqtrade/optimize/hyperopt.py

@@ -51,7 +51,8 @@ class Hyperopt(Backtesting):
                             'hyperopt_results' / 'hyperopt_results.pickle')
         self.tickerdata_pickle = (self.config['user_data_dir'] /
                                   'hyperopt_results' / 'hyperopt_tickerdata.pkl')
-        self.total_tries = config.get('epochs', 0)
+        self.total_epochs = config.get('epochs', 0)
+
         self.current_best_loss = 100
 
         if not self.config.get('hyperopt_continue'):
@@ -128,13 +129,12 @@ class Hyperopt(Backtesting):
         """
         results = sorted(self.trials, key=itemgetter('loss'))
         best_result = results[0]
-        logger.info(
+
-            'Best result:\n%s\nwith values:\n',
+        log_str = self.format_results_logstring(best_result)
-            best_result['result']
+        print(f"\nBest result:\n{log_str}\nwith values:")
-        )
         pprint(best_result['params'], indent=4)
         if 'roi_t1' in best_result['params']:
-            logger.info('ROI table:')
+            print("ROI table:")
             pprint(self.custom_hyperopt.generate_roi_table(best_result['params']), indent=4)
 
     def log_results(self, results) -> None:
@@ -143,22 +143,26 @@ class Hyperopt(Backtesting):
         """
         print_all = self.config.get('print_all', False)
         if print_all or results['loss'] < self.current_best_loss:
-            # Output human-friendly index here (starting from 1)
+            log_str = self.format_results_logstring(results)
-            current = results['current_tries'] + 1
-            total = results['total_tries']
-            res = results['result']
-            loss = results['loss']
-            self.current_best_loss = results['loss']
-            log_msg = f'{current:5d}/{total}: {res} Objective: {loss:.5f}'
-            log_msg = f'*{log_msg}' if results['initial_point'] else f' {log_msg}'
             if print_all:
-                print(log_msg)
+                print(log_str)
             else:
-                print('\n' + log_msg)
+                print('\n' + log_str)
         else:
             print('.', end='')
             sys.stdout.flush()
 
+    def format_results_logstring(self, results) -> str:
+        # Output human-friendly index here (starting from 1)
+        current = results['current_epoch'] + 1
+        total = self.total_epochs
+        res = results['results_explanation']
+        loss = results['loss']
+        self.current_best_loss = results['loss']
+        log_str = f'{current:5d}/{total}: {res} Objective: {loss:.5f}'
+        log_str = f'*{log_str}' if results['is_initial_point'] else f' {log_str}'
+        return log_str
+
     def has_space(self, space: str) -> bool:
         """
         Tell if a space value is contained in the configuration
@@ -218,7 +222,7 @@ class Hyperopt(Backtesting):
                 'end_date': max_date,
             }
         )
-        result_explanation = self.format_results(results)
+        results_explanation = self.format_results(results)
 
         trade_count = len(results.index)
 
@@ -230,7 +234,7 @@ class Hyperopt(Backtesting):
             return {
                 'loss': MAX_LOSS,
                 'params': params,
-                'result': result_explanation,
+                'results_explanation': results_explanation,
             }
 
         loss = self.calculate_loss(results=results, trade_count=trade_count,
@@ -239,12 +243,12 @@ class Hyperopt(Backtesting):
         return {
             'loss': loss,
             'params': params,
-            'result': result_explanation,
+            'results_explanation': results_explanation,
         }
 
     def format_results(self, results: DataFrame) -> str:
         """
-        Return the format result in a string
+        Return the formatted results explanation in a string
         """
         trades = len(results.index)
         avg_profit = results.profit_percent.mean() * 100.0
@@ -327,25 +331,19 @@ class Hyperopt(Backtesting):
             with Parallel(n_jobs=config_jobs) as parallel:
                 jobs = parallel._effective_n_jobs()
                 logger.info(f'Effective number of parallel workers used: {jobs}')
-                EVALS = max(self.total_tries // jobs, 1)
+                EVALS = max(self.total_epochs // jobs, 1)
                 for i in range(EVALS):
                     asked = opt.ask(n_points=jobs)
                     f_val = self.run_optimizer_parallel(parallel, asked)
-                    opt.tell(asked, [i['loss'] for i in f_val])
+                    opt.tell(asked, [v['loss'] for v in f_val])
-
-                    self.trials += f_val
                     for j in range(jobs):
                         current = i * jobs + j
-                        self.log_results({
+                        val = f_val[j]
-                            'loss': f_val[j]['loss'],
+                        val['current_epoch'] = current
-                            'current_tries': current,
+                        val['is_initial_point'] = current < INITIAL_POINTS
-                            'initial_point': current < INITIAL_POINTS,
+                        self.log_results(val)
-                            'total_tries': self.total_tries,
+                        self.trials.append(val)
-                            'result': f_val[j]['result'],
+                        logger.debug(f"Optimizer epoch evaluated: {val}")
-                        })
-                        logger.debug(f"Optimizer params: {f_val[j]['params']}")
-                    for j in range(jobs):
-                        logger.debug(f"Optimizer state: Xi: {opt.Xi[-j-1]}, yi: {opt.yi[-j-1]}")
         except KeyboardInterrupt:
             print('User interrupted..')
 

freqtrade/plot/plotting.py

@@ -15,9 +15,9 @@ logger = logging.getLogger(__name__)
 
 
 try:
-    from plotly import tools
+    from plotly.subplots import make_subplots
     from plotly.offline import plot
-    import plotly.graph_objs as go
+    import plotly.graph_objects as go
 except ImportError:
     logger.exception("Module plotly not found \n Please install using `pip install plotly`")
     exit(1)
@@ -62,7 +62,7 @@ def init_plotscript(config):
             }
 
 
-def add_indicators(fig, row, indicators: List[str], data: pd.DataFrame) -> tools.make_subplots:
+def add_indicators(fig, row, indicators: List[str], data: pd.DataFrame) -> make_subplots:
     """
     Generator all the indicator selected by the user for a specific row
     :param fig: Plot figure to append to
@@ -79,7 +79,7 @@ def add_indicators(fig, row, indicators: List[str], data: pd.DataFrame) -> tools
                 mode='lines',
                 name=indicator
             )
-            fig.append_trace(scattergl, row, 1)
+            fig.add_trace(scattergl, row, 1)
         else:
             logger.info(
                 'Indicator "%s" ignored. Reason: This indicator is not found '
@@ -90,7 +90,7 @@ def add_indicators(fig, row, indicators: List[str], data: pd.DataFrame) -> tools
     return fig
 
 
-def add_profit(fig, row, data: pd.DataFrame, column: str, name: str) -> tools.make_subplots:
+def add_profit(fig, row, data: pd.DataFrame, column: str, name: str) -> make_subplots:
     """
     Add profit-plot
     :param fig: Plot figure to append to
@@ -105,12 +105,12 @@ def add_profit(fig, row, data: pd.DataFrame, column: str, name: str) -> tools.ma
         y=data[column],
         name=name,
     )
-    fig.append_trace(profit, row, 1)
+    fig.add_trace(profit, row, 1)
 
     return fig
 
 
-def plot_trades(fig, trades: pd.DataFrame) -> tools.make_subplots:
+def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
     """
     Add trades to "fig"
     """
@@ -145,8 +145,8 @@ def plot_trades(fig, trades: pd.DataFrame) -> tools.make_subplots:
                 color='red'
             )
         )
-        fig.append_trace(trade_buys, 1, 1)
+        fig.add_trace(trade_buys, 1, 1)
-        fig.append_trace(trade_sells, 1, 1)
+        fig.add_trace(trade_sells, 1, 1)
     else:
         logger.warning("No trades found.")
     return fig
@@ -167,7 +167,7 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
     """
 
     # Define the graph
-    fig = tools.make_subplots(
+    fig = make_subplots(
         rows=3,
         cols=1,
         shared_xaxes=True,
@@ -189,7 +189,7 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
         close=data.close,
         name='Price'
     )
-    fig.append_trace(candles, 1, 1)
+    fig.add_trace(candles, 1, 1)
 
     if 'buy' in data.columns:
         df_buy = data[data['buy'] == 1]
@@ -206,7 +206,7 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
                     color='green',
                 )
             )
-            fig.append_trace(buys, 1, 1)
+            fig.add_trace(buys, 1, 1)
         else:
             logger.warning("No buy-signals found.")
 
@@ -225,7 +225,7 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
                     color='red',
                 )
             )
-            fig.append_trace(sells, 1, 1)
+            fig.add_trace(sells, 1, 1)
         else:
             logger.warning("No sell-signals found.")
 
@@ -244,8 +244,8 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
             fillcolor="rgba(0,176,246,0.2)",
             line={'color': 'rgba(255,255,255,0)'},
         )
-        fig.append_trace(bb_lower, 1, 1)
+        fig.add_trace(bb_lower, 1, 1)
-        fig.append_trace(bb_upper, 1, 1)
+        fig.add_trace(bb_upper, 1, 1)
 
     # Add indicators to main plot
     fig = add_indicators(fig=fig, row=1, indicators=indicators1, data=data)
@@ -258,7 +258,7 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
         y=data['volume'],
         name='Volume'
     )
-    fig.append_trace(volume, 2, 1)
+    fig.add_trace(volume, 2, 1)
 
     # Add indicators to seperate row
     fig = add_indicators(fig=fig, row=3, indicators=indicators2, data=data)
@@ -281,10 +281,10 @@ def generate_profit_graph(pairs: str, tickers: Dict[str, pd.DataFrame],
         name='Avg close price',
     )
 
-    fig = tools.make_subplots(rows=3, cols=1, shared_xaxes=True, row_width=[1, 1, 1])
+    fig = make_subplots(rows=3, cols=1, shared_xaxes=True, row_width=[1, 1, 1])
     fig['layout'].update(title="Profit plot")
 
-    fig.append_trace(avgclose, 1, 1)
+    fig.add_trace(avgclose, 1, 1)
     fig = add_profit(fig, 2, df_comb, 'cum_profit', 'Profit')
 
     for pair in pairs:

freqtrade/tests/exchange/test_exchange.py

@@ -33,13 +33,13 @@ def get_mock_coro(return_value):
 def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
                            fun, mock_ccxt_fun, **kwargs):
     with pytest.raises(TemporaryError):
-        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError)
+        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeaDBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         getattr(exchange, fun)(**kwargs)
     assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1
 
     with pytest.raises(OperationalException):
-        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError)
+        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         getattr(exchange, fun)(**kwargs)
     assert api_mock.__dict__[mock_ccxt_fun].call_count == 1
@@ -47,13 +47,13 @@ def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
 
 async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fun, **kwargs):
     with pytest.raises(TemporaryError):
-        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError)
+        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock)
         await getattr(exchange, fun)(**kwargs)
     assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1
 
     with pytest.raises(OperationalException):
-        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError)
+        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock)
         await getattr(exchange, fun)(**kwargs)
     assert api_mock.__dict__[mock_ccxt_fun].call_count == 1
@@ -256,13 +256,13 @@ def test__load_async_markets(default_conf, mocker, caplog):
 def test__load_markets(default_conf, mocker, caplog):
     caplog.set_level(logging.INFO)
     api_mock = MagicMock()
-    api_mock.load_markets = MagicMock(side_effect=ccxt.BaseError())
+    api_mock.load_markets = MagicMock(side_effect=ccxt.BaseError("SomeError"))
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
     mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
     mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
     mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
     Exchange(default_conf)
-    assert log_has('Unable to initialize markets. Reason: ', caplog.record_tuples)
+    assert log_has('Unable to initialize markets. Reason: SomeError', caplog.record_tuples)
 
     expected_return = {'ETH/BTC': 'available'}
     api_mock = MagicMock()
@@ -305,7 +305,7 @@ def test__reload_markets_exception(default_conf, mocker, caplog):
     caplog.set_level(logging.DEBUG)
 
     api_mock = MagicMock()
-    api_mock.load_markets = MagicMock(side_effect=ccxt.NetworkError)
+    api_mock.load_markets = MagicMock(side_effect=ccxt.NetworkError("LoadError"))
     default_conf['exchange']['markets_refresh_interval'] = 10
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
 
@@ -634,25 +634,25 @@ def test_buy_prod(default_conf, mocker, exchange_name):
 
     # test exception handling
     with pytest.raises(DependencyException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds)
+        api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("Not enough funds"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.buy(pair='ETH/BTC', ordertype=order_type,
                      amount=1, rate=200, time_in_force=time_in_force)
 
     with pytest.raises(DependencyException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder)
+        api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.buy(pair='ETH/BTC', ordertype=order_type,
                      amount=1, rate=200, time_in_force=time_in_force)
 
     with pytest.raises(TemporaryError):
-        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError)
+        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("Network disconnect"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.buy(pair='ETH/BTC', ordertype=order_type,
                      amount=1, rate=200, time_in_force=time_in_force)
 
     with pytest.raises(OperationalException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError)
+        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.buy(pair='ETH/BTC', ordertype=order_type,
                      amount=1, rate=200, time_in_force=time_in_force)
@@ -758,22 +758,22 @@ def test_sell_prod(default_conf, mocker, exchange_name):
 
     # test exception handling
     with pytest.raises(DependencyException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds)
+        api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
 
     with pytest.raises(DependencyException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder)
+        api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
 
     with pytest.raises(TemporaryError):
-        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError)
+        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No Connection"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
 
     with pytest.raises(OperationalException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError)
+        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
 
@@ -846,7 +846,7 @@ def test_get_balance_prod(default_conf, mocker, exchange_name):
     assert exchange.get_balance(currency='BTC') == 123.4
 
     with pytest.raises(OperationalException):
-        api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError)
+        api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
 
         exchange.get_balance(currency='BTC')
@@ -919,7 +919,7 @@ def test_get_tickers(default_conf, mocker, exchange_name):
                            "get_tickers", "fetch_tickers")
 
     with pytest.raises(OperationalException):
-        api_mock.fetch_tickers = MagicMock(side_effect=ccxt.NotSupported)
+        api_mock.fetch_tickers = MagicMock(side_effect=ccxt.NotSupported("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.get_tickers()
 
@@ -1101,7 +1101,7 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
 
     api_mock = MagicMock()
     with pytest.raises(OperationalException, match=r'Could not fetch ticker data*'):
-        api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError)
+        api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         await exchange._async_get_candle_history(pair, "5m",
                                                  (arrow.utcnow().timestamp - 2000) * 1000)
@@ -1173,15 +1173,15 @@ def test_get_order_book(default_conf, mocker, order_book_l2, exchange_name):
 def test_get_order_book_exception(default_conf, mocker, exchange_name):
     api_mock = MagicMock()
     with pytest.raises(OperationalException):
-        api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NotSupported)
+        api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NotSupported("Not supported"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.get_order_book(pair='ETH/BTC', limit=50)
     with pytest.raises(TemporaryError):
-        api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NetworkError)
+        api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NetworkError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.get_order_book(pair='ETH/BTC', limit=50)
     with pytest.raises(OperationalException):
-        api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.BaseError)
+        api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.get_order_book(pair='ETH/BTC', limit=50)
 
@@ -1294,7 +1294,7 @@ def test_cancel_order(default_conf, mocker, exchange_name):
     assert exchange.cancel_order(order_id='_', pair='TKN/BTC') == 123
 
     with pytest.raises(InvalidOrderException):
-        api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder)
+        api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder("Did not find order"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.cancel_order(order_id='_', pair='TKN/BTC')
     assert api_mock.cancel_order.call_count == 1
@@ -1321,7 +1321,7 @@ def test_get_order(default_conf, mocker, exchange_name):
     assert exchange.get_order('X', 'TKN/BTC') == 456
 
     with pytest.raises(InvalidOrderException):
-        api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder)
+        api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.get_order(order_id='_', pair='TKN/BTC')
     assert api_mock.fetch_order.call_count == 1
@@ -1437,22 +1437,22 @@ def test_stoploss_limit_order(default_conf, mocker):
 
     # test exception handling
     with pytest.raises(DependencyException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds)
+        api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock)
         exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
 
     with pytest.raises(DependencyException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder)
+        api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock)
         exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
 
     with pytest.raises(TemporaryError):
-        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError)
+        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No connection"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock)
         exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
 
     with pytest.raises(OperationalException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError)
+        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock)
         exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
 

freqtrade/tests/optimize/test_hyperopt.py

@@ -9,7 +9,7 @@ from arrow import Arrow
 from filelock import Timeout
 from pathlib import Path
 
-from freqtrade import DependencyException
+from freqtrade import DependencyException, OperationalException
 from freqtrade.data.converter import parse_ticker_dataframe
 from freqtrade.data.history import load_tickerdata_file
 from freqtrade.optimize import setup_configuration, start_hyperopt
@@ -189,6 +189,13 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
     assert hasattr(x, "ticker_interval")
 
 
+def test_hyperoptresolver_wrongname(mocker, default_conf, caplog) -> None:
+    default_conf.update({'hyperopt': "NonExistingHyperoptClass"})
+
+    with pytest.raises(OperationalException, match=r'Impossible to load Hyperopt.*'):
+        HyperOptResolver(default_conf, ).hyperopt
+
+
 def test_hyperoptlossresolver(mocker, default_conf, caplog) -> None:
 
     hl = DefaultHyperOptLoss
@@ -196,9 +203,15 @@ def test_hyperoptlossresolver(mocker, default_conf, caplog) -> None:
         'freqtrade.resolvers.hyperopt_resolver.HyperOptLossResolver._load_hyperoptloss',
         MagicMock(return_value=hl)
     )
-    x = HyperOptResolver(default_conf, ).hyperopt
+    x = HyperOptLossResolver(default_conf, ).hyperoptloss
-    assert hasattr(x, "populate_indicators")
+    assert hasattr(x, "hyperopt_loss_function")
-    assert hasattr(x, "ticker_interval")
+
+
+def test_hyperoptlossresolver_wrongname(mocker, default_conf, caplog) -> None:
+    default_conf.update({'hyperopt_loss': "NonExistingLossClass"})
+
+    with pytest.raises(OperationalException, match=r'Impossible to load HyperoptLoss.*'):
+        HyperOptLossResolver(default_conf, ).hyperopt
 
 
 def test_start(mocker, default_conf, caplog) -> None:
@@ -360,13 +373,13 @@ def test_onlyprofit_loss_prefers_higher_profits(default_conf, hyperopt_results)
 
 def test_log_results_if_loss_improves(hyperopt, capsys) -> None:
     hyperopt.current_best_loss = 2
+    hyperopt.total_epochs = 2
     hyperopt.log_results(
         {
             'loss': 1,
-            'current_tries': 1,
+            'current_epoch': 1,
-            'total_tries': 2,
+            'results_explanation': 'foo.',
-            'result': 'foo.',
+            'is_initial_point': False
-            'initial_point': False
         }
     )
     out, err = capsys.readouterr()
@@ -423,7 +436,7 @@ def test_roi_table_generation(hyperopt) -> None:
     assert hyperopt.custom_hyperopt.generate_roi_table(params) == {0: 6, 15: 3, 25: 1, 30: 0}
 
 
-def test_start_calls_optimizer(mocker, default_conf, caplog) -> None:
+def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None:
     dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
     mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock())
     mocker.patch(
@@ -433,7 +446,7 @@ def test_start_calls_optimizer(mocker, default_conf, caplog) -> None:
 
     parallel = mocker.patch(
         'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
-        MagicMock(return_value=[{'loss': 1, 'result': 'foo result', 'params': {}}])
+        MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {}}])
     )
     patch_exchange(mocker)
 
@@ -447,8 +460,11 @@ def test_start_calls_optimizer(mocker, default_conf, caplog) -> None:
     hyperopt.strategy.tickerdata_to_dataframe = MagicMock()
 
     hyperopt.start()
+
     parallel.assert_called_once()
-    assert log_has('Best result:\nfoo result\nwith values:\n', caplog.record_tuples)
+
+    out, err = capsys.readouterr()
+    assert 'Best result:\n*    1/1: foo result Objective: 1.00000\nwith values:\n' in out
     assert dumper.called
     # Should be called twice, once for tickerdata, once to save evaluations
     assert dumper.call_count == 2
@@ -588,8 +604,8 @@ def test_generate_optimizer(mocker, default_conf) -> None:
     }
     response_expected = {
         'loss': 1.9840569076926293,
-        'result': '     1 trades. Avg profit  2.31%. Total profit  0.00023300 BTC '
+        'results_explanation': '     1 trades. Avg profit  2.31%. Total profit  0.00023300 BTC '
-                  '(   2.31Σ%). Avg duration 100.0 mins.',
+                               '(   2.31Σ%). Avg duration 100.0 mins.',
         'params': optimizer_param
     }
 

freqtrade/tests/test_plotting.py

@@ -3,8 +3,8 @@ from copy import deepcopy
 from pathlib import Path
 from unittest.mock import MagicMock
 
-import plotly.graph_objs as go
+import plotly.graph_objects as go
-from plotly import tools
+from plotly.subplots import make_subplots
 
 from freqtrade.configuration import Arguments, TimeRange
 from freqtrade.data import history
@@ -29,7 +29,7 @@ def find_trace_in_fig_data(data, search_string: str):
 
 
 def generage_empty_figure():
-    return tools.make_subplots(
+    return make_subplots(
         rows=3,
         cols=1,
         shared_xaxes=True,

requirements-common.txt

@@ -1,9 +1,9 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.18.860
+ccxt==1.18.992
-SQLAlchemy==1.3.5
+SQLAlchemy==1.3.6
 python-telegram-bot==11.1.0
-arrow==0.14.2
+arrow==0.14.3
 cachetools==3.1.1
 requests==2.22.0
 urllib3==1.24.2  # pyup: ignore
@@ -29,4 +29,4 @@ python-rapidjson==0.7.2
 sdnotify==0.3.2
 
 # Api server
-flask==1.0.3
+flask==1.1.1

requirements-dev.txt

@@ -2,13 +2,13 @@
 -r requirements.txt
 -r requirements-plot.txt
 
-flake8==3.7.7
+coveralls==1.8.1
+flake8==3.7.8
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==2.0.0
-pytest==5.0.0
+mypy==0.720
-pytest-mock==1.10.4
+pytest==5.0.1
 pytest-asyncio==0.10.0
 pytest-cov==2.7.1
+pytest-mock==1.10.4
 pytest-random-order==1.0.4
-coveralls==1.8.1
-mypy==0.711

requirements-plot.txt

@@ -1,5 +1,5 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==3.10.0
+plotly==4.0.0
 

requirements.txt

@@ -1,6 +1,6 @@
 # Load common requirements
 -r requirements-common.txt
 
-numpy==1.16.4
+numpy==1.17.0
-pandas==0.24.2
+pandas==0.25.0
 scipy==1.3.0

setup.py

@@ -8,6 +8,24 @@ if version_info.major == 3 and version_info.minor < 6 or \
 
 from freqtrade import __version__
 
+# Requirements used for submodules
+api = ['flask']
+plot = ['plotly>=4.0']
+
+develop = [
+    'coveralls',
+    'flake8',
+    'flake8-type-annotations',
+    'flake8-tidy-imports',
+    'mypy',
+    'pytest',
+    'pytest-asyncio',
+    'pytest-cov',
+    'pytest-mock',
+    'pytest-random-order',
+]
+
+all_extra = api + plot + develop
 
 setup(name='freqtrade',
       version=__version__,
@@ -20,26 +38,37 @@ setup(name='freqtrade',
       setup_requires=['pytest-runner', 'numpy'],
       tests_require=['pytest', 'pytest-mock', 'pytest-cov'],
       install_requires=[
-          'ccxt',
+          # from requirements-common.txt
+          'ccxt>=1.18',
           'SQLAlchemy',
           'python-telegram-bot',
           'arrow',
+          'cachetools',
           'requests',
           'urllib3',
           'wrapt',
-          'pandas',
           'scikit-learn',
-          'scipy',
           'joblib',
           'jsonschema',
           'TA-Lib',
           'tabulate',
-          'cachetools',
           'coinmarketcap',
           'scikit-optimize',
+          'filelock',
+          'py_find_1st',
           'python-rapidjson',
-          'py_find_1st'
+          'sdnotify',
+          # from requirements.txt
+          'numpy',
+          'pandas',
+          'scipy',
       ],
+      extras_require={
+          'api': api,
+          'dev': all_extra,
+          'plot': plot,
+          'all': all_extra,
+      },
       include_package_data=True,
       zip_safe=False,
       entry_points={