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Merge branch 'develop' into align_userdata

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Matthias 2019-08-01 19:33:45 +02:00
commit bcccdda7c0
13 changed files with 160 additions and 116 deletions
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6
docs/developer.md
View File

@ -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]? ".
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`.
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 -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).

2
freqtrade/__init__.py
View File

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

1
freqtrade/data/btanalysis.py
View File

@ -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()

66
freqtrade/optimize/hyperopt.py
View File

@ -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',
best_result['result']
)
log_str = self.format_results_logstring(best_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)
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}'
log_str = self.format_results_logstring(results)
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])
self.trials += f_val
opt.tell(asked, [v['loss'] for v in f_val])
for j in range(jobs):
current = i * jobs + j
self.log_results({
'loss': f_val[j]['loss'],
'current_tries': current,
'initial_point': current < INITIAL_POINTS,
'total_tries': self.total_tries,
'result': f_val[j]['result'],
})
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]}")
val = f_val[j]
val['current_epoch'] = current
val['is_initial_point'] = current < INITIAL_POINTS
self.log_results(val)
self.trials.append(val)
logger.debug(f"Optimizer epoch evaluated: {val}")
except KeyboardInterrupt:
print('User interrupted..')

36
freqtrade/plot/plotting.py
View File

@ -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.append_trace(trade_sells, 1, 1)
fig.add_trace(trade_buys, 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.append_trace(bb_upper, 1, 1)
fig.add_trace(bb_lower, 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:

54
freqtrade/tests/exchange/test_exchange.py
View File

@ -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)

40
freqtrade/tests/optimize/test_hyperopt.py
View File

@ -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
assert hasattr(x, "populate_indicators")
assert hasattr(x, "ticker_interval")
x = HyperOptLossResolver(default_conf, ).hyperoptloss
assert hasattr(x, "hyperopt_loss_function")
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,
'total_tries': 2,
'result': 'foo.',
'initial_point': False
'current_epoch': 1,
'results_explanation': 'foo.',
'is_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
@ -588,7 +604,7 @@ 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.',
'params': optimizer_param
}

6
freqtrade/tests/test_plotting.py
View File

@ -3,8 +3,8 @@ from copy import deepcopy
from pathlib import Path
from unittest.mock import MagicMock
import plotly.graph_objs as go
from plotly import tools
import plotly.graph_objects as go
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,

8
requirements-common.txt
View File

@ -1,9 +1,9 @@
# requirements without requirements installable via conda
# mainly used for Raspberry pi installs
ccxt==1.18.860
SQLAlchemy==1.3.5
ccxt==1.18.992
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

10
requirements-dev.txt
View File

@ -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
pytest-mock==1.10.4
mypy==0.720
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

2
requirements-plot.txt
View File

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

4
requirements.txt
View File

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

39
setup.py
View File

@ -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={