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Merge branch 'develop' into pr/thopd88/3611

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Matthias 2020-08-04 07:00:54 +02:00
commit c0083c4244
34 changed files with 272 additions and 75 deletions
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2
Dockerfile
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@ -1,4 +1,4 @@
FROM python:3.8.4-slim-buster
FROM python:3.8.5-slim-buster
RUN apt-get update \
&& apt-get -y install curl build-essential libssl-dev sqlite3 \

2
docs/requirements-docs.txt
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@ -1,2 +1,2 @@
mkdocs-material==5.4.0
mkdocs-material==5.5.1
mdx_truly_sane_lists==1.2

2
docs/sql_cheatsheet.md
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@ -123,7 +123,7 @@ SET is_open=0,
close_date='2020-06-20 03:08:45.103418',
close_rate=0.19638016,
close_profit=0.0496,
close_profit_abs = (amount * 0.19638016 * (1 - fee_close) - (amount * open_rate * (1 - fee_open)))
close_profit_abs = (amount * 0.19638016 * (1 - fee_close) - (amount * open_rate * (1 - fee_open))),
sell_reason='force_sell'
WHERE id=31;
```

2
docs/stoploss.md
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@ -84,7 +84,7 @@ This option can be used with or without `trailing_stop_positive`, but uses `trai
``` python
trailing_stop_positive_offset = 0.011
trailing_only_offset_is_reached = true
trailing_only_offset_is_reached = True
```
Simplified example:

43
docs/strategy-customization.md
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@ -392,9 +392,9 @@ Imagine you've developed a strategy that trades the `5m` timeframe using signals
The strategy might look something like this:
*Scan through the top 10 pairs by volume using the `VolumePairList` every 5 minutes and use a 14 day ATR to buy and sell.*
*Scan through the top 10 pairs by volume using the `VolumePairList` every 5 minutes and use a 14 day RSI to buy and sell.*
Due to the limited available data, it's very difficult to resample our `5m` candles into daily candles for use in a 14 day ATR. Most exchanges limit us to just 500 candles which effectively gives us around 1.74 daily candles. We need 14 days at least!
Due to the limited available data, it's very difficult to resample our `5m` candles into daily candles for use in a 14 day RSI. Most exchanges limit us to just 500 candles which effectively gives us around 1.74 daily candles. We need 14 days at least!
Since we can't resample our data we will have to use an informative pair; and since our whitelist will be dynamic we don't know which pair(s) to use.
@ -416,12 +416,43 @@ class SampleStrategy(IStrategy):
informative_pairs = [(pair, '1d') for pair in pairs]
return informative_pairs
def populate_indicators(self, dataframe, metadata):
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
inf_tf = '1d'
# Get the informative pair
informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe='1d')
# Get the 14 day ATR.
atr = ta.ATR(informative, timeperiod=14)
# Get the 14 day rsi
informative['rsi'] = ta.RSI(informative, timeperiod=14)
# Rename columns to be unique
informative.columns = [f"{col}_{inf_tf}" for col in informative.columns]
# Assuming inf_tf = '1d' - then the columns will now be:
# date_1d, open_1d, high_1d, low_1d, close_1d, rsi_1d
# Combine the 2 dataframes
# all indicators on the informative sample MUST be calculated before this point
dataframe = pd.merge(dataframe, informative, left_on='date', right_on=f'date_{inf_tf}', how='left')
# FFill to have the 1d value available in every row throughout the day.
# Without this, comparisons would only work once per day.
dataframe = dataframe.ffill()
# Calculate rsi of the original dataframe (5m timeframe)
dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
# Do other stuff
# ...
return dataframe
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(qtpylib.crossed_above(dataframe['rsi'], 30)) & # Signal: RSI crosses above 30
(dataframe['rsi_1d'] < 30) & # Ensure daily RSI is < 30
(dataframe['volume'] > 0) # Ensure this candle had volume (important for backtesting)
),
'buy'] = 1
```
#### *get_pair_dataframe(pair, timeframe)*
@ -493,6 +524,7 @@ if self.dp:
data returned from the exchange and add appropriate error handling / defaults.
***
### Additional data (Wallets)
The strategy provides access to the `Wallets` object. This contains the current balances on the exchange.
@ -516,6 +548,7 @@ if self.wallets:
- `get_total(asset)` - total available balance - sum of the 2 above
***
### Additional data (Trades)
A history of Trades can be retrieved in the strategy by querying the database.

1
docs/telegram-usage.md
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@ -56,6 +56,7 @@ official commands. You can ask at any moment for help with `/help`.
| `/show_config` | | Shows part of the current configuration with relevant settings to operation
| `/status` | | Lists all open trades
| `/status table` | | List all open trades in a table format. Pending buy orders are marked with an asterisk (*) Pending sell orders are marked with a double asterisk (**)
| `/trades [limit]` | | List all recently closed trades in a table format.
| `/count` | | Displays number of trades used and available
| `/profit` | | Display a summary of your profit/loss from close trades and some stats about your performance
| `/forcesell <trade_id>` | | Instantly sells the given trade (Ignoring `minimum_roi`).

4
docs/webhook-config.md
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@ -47,6 +47,7 @@ Different payloads can be configured for different events. Not all fields are ne
The fields in `webhook.webhookbuy` are filled when the bot executes a buy. Parameters are filled using string.format.
Possible parameters are:
* `trade_id`
* `exchange`
* `pair`
* `limit`
@ -63,6 +64,7 @@ Possible parameters are:
The fields in `webhook.webhookbuycancel` are filled when the bot cancels a buy order. Parameters are filled using string.format.
Possible parameters are:
* `trade_id`
* `exchange`
* `pair`
* `limit`
@ -79,6 +81,7 @@ Possible parameters are:
The fields in `webhook.webhooksell` are filled when the bot sells a trade. Parameters are filled using string.format.
Possible parameters are:
* `trade_id`
* `exchange`
* `pair`
* `gain`
@ -100,6 +103,7 @@ Possible parameters are:
The fields in `webhook.webhooksellcancel` are filled when the bot cancels a sell order. Parameters are filled using string.format.
Possible parameters are:
* `trade_id`
* `exchange`
* `pair`
* `gain`

4
freqtrade/constants.py
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@ -156,7 +156,9 @@ CONF_SCHEMA = {
'emergencysell': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
'stoploss': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
'stoploss_on_exchange': {'type': 'boolean'},
'stoploss_on_exchange_interval': {'type': 'number'}
'stoploss_on_exchange_interval': {'type': 'number'},
'stoploss_on_exchange_limit_ratio': {'type': 'number', 'minimum': 0.0,
'maximum': 1.0}
},
'required': ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']
},

2
freqtrade/exchange/binance.py
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@ -81,7 +81,7 @@ class Binance(Exchange):
return order
except ccxt.InsufficientFunds as e:
raise ExchangeError(
f'Insufficient funds to create {ordertype} sell order on market {pair}.'
f'Insufficient funds to create {ordertype} sell order on market {pair}. '
f'Tried to sell amount {amount} at rate {rate}. '
f'Message: {e}') from e
except ccxt.InvalidOrder as e:

10
freqtrade/exchange/exchange.py
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@ -258,8 +258,8 @@ class Exchange:
api.urls['api'] = api.urls['test']
logger.info("Enabled Sandbox API on %s", name)
else:
logger.warning(name, "No Sandbox URL in CCXT, exiting. "
"Please check your config.json")
logger.warning(
f"No Sandbox URL in CCXT for {name}, exiting. Please check your config.json")
raise OperationalException(f'Exchange {name} does not provide a sandbox api')
def _load_async_markets(self, reload: bool = False) -> None:
@ -525,13 +525,13 @@ class Exchange:
except ccxt.InsufficientFunds as e:
raise ExchangeError(
f'Insufficient funds to create {ordertype} {side} order on market {pair}.'
f'Insufficient funds to create {ordertype} {side} order on market {pair}. '
f'Tried to {side} amount {amount} at rate {rate}.'
f'Message: {e}') from e
except ccxt.InvalidOrder as e:
raise ExchangeError(
f'Could not create {ordertype} {side} order on market {pair}.'
f'Tried to {side} amount {amount} at rate {rate}.'
f'Could not create {ordertype} {side} order on market {pair}. '
f'Tried to {side} amount {amount} at rate {rate}. '
f'Message: {e}') from e
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e

2
freqtrade/exchange/kraken.py
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@ -89,7 +89,7 @@ class Kraken(Exchange):
return order
except ccxt.InsufficientFunds as e:
raise ExchangeError(
f'Insufficient funds to create {ordertype} sell order on market {pair}.'
f'Insufficient funds to create {ordertype} sell order on market {pair}. '
f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
f'Message: {e}') from e
except ccxt.InvalidOrder as e:

8
freqtrade/freqtradebot.py
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@ -598,6 +598,7 @@ class FreqtradeBot:
Sends rpc notification when a buy occured.
"""
msg = {
'trade_id': trade.id,
'type': RPCMessageType.BUY_NOTIFICATION,
'exchange': self.exchange.name.capitalize(),
'pair': trade.pair,
@ -621,6 +622,7 @@ class FreqtradeBot:
current_rate = self.get_buy_rate(trade.pair, False)
msg = {
'trade_id': trade.id,
'type': RPCMessageType.BUY_CANCEL_NOTIFICATION,
'exchange': self.exchange.name.capitalize(),
'pair': trade.pair,
@ -825,10 +827,8 @@ class FreqtradeBot:
return False
# If buy order is fulfilled but there is no stoploss, we add a stoploss on exchange
if (not stoploss_order):
if not stoploss_order:
stoploss = self.edge.stoploss(pair=trade.pair) if self.edge else self.strategy.stoploss
stop_price = trade.open_rate * (1 + stoploss)
if self.create_stoploss_order(trade=trade, stop_price=stop_price, rate=stop_price):
@ -1151,6 +1151,7 @@ class FreqtradeBot:
msg = {
'type': RPCMessageType.SELL_NOTIFICATION,
'trade_id': trade.id,
'exchange': trade.exchange.capitalize(),
'pair': trade.pair,
'gain': gain,
@ -1193,6 +1194,7 @@ class FreqtradeBot:
msg = {
'type': RPCMessageType.SELL_CANCEL_NOTIFICATION,
'trade_id': trade.id,
'exchange': trade.exchange.capitalize(),
'pair': trade.pair,
'gain': gain,

2
freqtrade/pairlist/PriceFilter.py
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@ -56,7 +56,7 @@ class PriceFilter(IPairList):
:param ticker: ticker dict as returned from ccxt.load_markets()
:return: True if the pair can stay, false if it should be removed
"""
if ticker['last'] is None:
if ticker['last'] is None or ticker['last'] == 0:
self.log_on_refresh(logger.info,
f"Removed {ticker['symbol']} from whitelist, because "
"ticker['last'] is empty (Usually no trade in the last 24h).")

6
freqtrade/plot/plotting.py
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@ -10,11 +10,13 @@ from freqtrade.data.btanalysis import (calculate_max_drawdown,
create_cum_profit,
extract_trades_of_period, load_trades)
from freqtrade.data.converter import trim_dataframe
from freqtrade.data.dataprovider import DataProvider
from freqtrade.data.history import load_data
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import timeframe_to_prev_date
from freqtrade.misc import pair_to_filename
from freqtrade.resolvers import StrategyResolver
from freqtrade.resolvers import ExchangeResolver, StrategyResolver
from freqtrade.strategy import IStrategy
logger = logging.getLogger(__name__)
@ -467,6 +469,8 @@ def load_and_plot_trades(config: Dict[str, Any]):
"""
strategy = StrategyResolver.load_strategy(config)
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config)
IStrategy.dp = DataProvider(config, exchange)
plot_elements = init_plotscript(config)
trades = plot_elements['trades']
pair_counter = 0

6
freqtrade/resolvers/hyperopt_resolver.py
View File

@ -42,13 +42,13 @@ class HyperOptResolver(IResolver):
extra_dir=config.get('hyperopt_path'))
if not hasattr(hyperopt, 'populate_indicators'):
logger.warning("Hyperopt class does not provide populate_indicators() method. "
logger.info("Hyperopt class does not provide populate_indicators() method. "
"Using populate_indicators from the strategy.")
if not hasattr(hyperopt, 'populate_buy_trend'):
logger.warning("Hyperopt class does not provide populate_buy_trend() method. "
logger.info("Hyperopt class does not provide populate_buy_trend() method. "
"Using populate_buy_trend from the strategy.")
if not hasattr(hyperopt, 'populate_sell_trend'):
logger.warning("Hyperopt class does not provide populate_sell_trend() method. "
logger.info("Hyperopt class does not provide populate_sell_trend() method. "
"Using populate_sell_trend from the strategy.")
return hyperopt

9
freqtrade/rpc/rpc.py
View File

@ -252,9 +252,10 @@ class RPC:
def _rpc_trade_history(self, limit: int) -> Dict:
""" Returns the X last trades """
if limit > 0:
trades = Trade.get_trades().order_by(Trade.id.desc()).limit(limit)
trades = Trade.get_trades([Trade.is_open.is_(False)]).order_by(
Trade.id.desc()).limit(limit)
else:
trades = Trade.get_trades().order_by(Trade.id.desc()).all()
trades = Trade.get_trades([Trade.is_open.is_(False)]).order_by(Trade.id.desc()).all()
output = [trade.to_json() for trade in trades]
@ -523,7 +524,7 @@ class RPC:
# check if valid pair
# check if pair already has an open pair
trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair.is_(pair)]).first()
trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first()
if trade:
raise RPCException(f'position for {pair} already open - id: {trade.id}')
@ -532,7 +533,7 @@ class RPC:
# execute buy
if self._freqtrade.execute_buy(pair, stakeamount, price):
trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair.is_(pair)]).first()
trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first()
return trade
else:
return None

38
freqtrade/rpc/telegram.py
View File

@ -5,6 +5,7 @@ This module manage Telegram communication
"""
import json
import logging
import arrow
from typing import Any, Callable, Dict
from tabulate import tabulate
@ -92,6 +93,7 @@ class Telegram(RPC):
CommandHandler('stop', self._stop),
CommandHandler('forcesell', self._forcesell),
CommandHandler('forcebuy', self._forcebuy),
CommandHandler('trades', self._trades),
CommandHandler('delete', self._delete),
CommandHandler('performance', self._performance),
CommandHandler('daily', self._daily),
@ -497,6 +499,41 @@ class Telegram(RPC):
except RPCException as e:
self._send_msg(str(e))
@authorized_only
def _trades(self, update: Update, context: CallbackContext) -> None:
"""
Handler for /trades <n>
Returns last n recent trades.
:param bot: telegram bot
:param update: message update
:return: None
"""
stake_cur = self._config['stake_currency']
try:
nrecent = int(context.args[0])
except (TypeError, ValueError, IndexError):
nrecent = 10
try:
trades = self._rpc_trade_history(
nrecent
)
trades_tab = tabulate(
[[arrow.get(trade['open_date']).humanize(),
trade['pair'],
f"{(100 * trade['close_profit']):.2f}% ({trade['close_profit_abs']})"]
for trade in trades['trades']],
headers=[
'Open Date',
'Pair',
f'Profit ({stake_cur})',
],
tablefmt='simple')
message = (f"<b>{min(trades['trades_count'], nrecent)} recent trades</b>:\n"
+ (f"<pre>{trades_tab}</pre>" if trades['trades_count'] > 0 else ''))
self._send_msg(message, parse_mode=ParseMode.HTML)
except RPCException as e:
self._send_msg(str(e))
@authorized_only
def _delete(self, update: Update, context: CallbackContext) -> None:
"""
@ -628,6 +665,7 @@ class Telegram(RPC):
" *table :* `will display trades in a table`\n"
" `pending buy orders are marked with an asterisk (*)`\n"
" `pending sell orders are marked with a double asterisk (**)`\n"
"*/trades [limit]:* `Lists last closed trades (limited to 10 by default)`\n"
"*/profit:* `Lists cumulative profit from all finished trades`\n"
"*/forcesell <trade_id>|all:* `Instantly sells the given trade or all trades, "
"regardless of profit`\n"

6
requirements-common.txt
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@ -1,12 +1,12 @@
# requirements without requirements installable via conda
# mainly used for Raspberry pi installs
ccxt==1.31.37
ccxt==1.32.45
SQLAlchemy==1.3.18
python-telegram-bot==12.8
arrow==0.15.7
arrow==0.15.8
cachetools==4.1.1
requests==2.24.0
urllib3==1.25.9
urllib3==1.25.10
wrapt==1.12.1
jsonschema==3.2.0
TA-Lib==0.4.18

2
requirements-dev.txt
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@ -8,7 +8,7 @@ flake8==3.8.3
flake8-type-annotations==0.1.0
flake8-tidy-imports==4.1.0
mypy==0.782
pytest==5.4.3
pytest==6.0.1
pytest-asyncio==0.14.0
pytest-cov==2.10.0
pytest-mock==3.2.0

2
requirements-hyperopt.txt
View File

@ -2,7 +2,7 @@
-r requirements.txt
# Required for hyperopt
scipy==1.5.1
scipy==1.5.2
scikit-learn==0.23.1
scikit-optimize==0.7.4
filelock==3.0.12

2
requirements-plot.txt
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@ -1,5 +1,5 @@
# Include all requirements to run the bot.
-r requirements.txt
plotly==4.8.2
plotly==4.9.0

4
requirements.txt
View File

@ -1,5 +1,5 @@
# Load common requirements
-r requirements-common.txt
numpy==1.19.0
pandas==1.0.5
numpy==1.19.1
pandas==1.1.0

2
tests/commands/test_commands.py
View File

@ -1089,7 +1089,7 @@ def test_show_trades(mocker, fee, capsys, caplog):
pargs = get_args(args)
pargs['config'] = None
start_show_trades(pargs)
assert log_has("Printing 3 Trades: ", caplog)
assert log_has("Printing 4 Trades: ", caplog)
captured = capsys.readouterr()
assert "Trade(id=1" in captured.out
assert "Trade(id=2" in captured.out

64
tests/conftest.py
View File

@ -199,6 +199,20 @@ def create_mock_trades(fee):
)
Trade.session.add(trade)
trade = Trade(
pair='XRP/BTC',
stake_amount=0.001,
amount=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.05,
close_rate=0.06,
close_profit=0.01,
exchange='bittrex',
is_open=False,
)
Trade.session.add(trade)
# Simulate prod entry
trade = Trade(
pair='ETC/BTC',
@ -661,7 +675,8 @@ def shitcoinmarkets(markets):
Fixture with shitcoin markets - used to test filters in pairlists
"""
shitmarkets = deepcopy(markets)
shitmarkets.update({'HOT/BTC': {
shitmarkets.update({
'HOT/BTC': {
'id': 'HOTBTC',
'symbol': 'HOT/BTC',
'base': 'HOT',
@ -767,6 +782,31 @@ def shitcoinmarkets(markets):
"future": False,
"active": True
},
'ADADOUBLE/USDT': {
"percentage": True,
"tierBased": False,
"taker": 0.001,
"maker": 0.001,
"precision": {
"base": 8,
"quote": 8,
"amount": 2,
"price": 4
},
"limits": {
},
"id": "ADADOUBLEUSDT",
"symbol": "ADADOUBLE/USDT",
"base": "ADADOUBLE",
"quote": "USDT",
"baseId": "ADADOUBLE",
"quoteId": "USDT",
"info": {},
"type": "spot",
"spot": True,
"future": False,
"active": True
},
})
return shitmarkets
@ -1388,6 +1428,28 @@ def tickers():
"quoteVolume": 0.0,
"info": {}
},
"ADADOUBLE/USDT": {
"symbol": "ADADOUBLE/USDT",
"timestamp": 1580469388244,
"datetime": "2020-01-31T11:16:28.244Z",
"high": None,
"low": None,
"bid": 0.7305,
"bidVolume": None,
"ask": 0.7342,
"askVolume": None,
"vwap": None,
"open": None,
"close": None,
"last": 0,
"previousClose": None,
"change": None,
"percentage": 2.628,
"average": None,
"baseVolume": 0.0,
"quoteVolume": 0.0,
"info": {}
},
})

2
tests/data/test_btanalysis.py
View File

@ -43,7 +43,7 @@ def test_load_trades_from_db(default_conf, fee, mocker):
trades = load_trades_from_db(db_url=default_conf['db_url'])
assert init_mock.call_count == 1
assert len(trades) == 3
assert len(trades) == 4
assert isinstance(trades, DataFrame)
assert "pair" in trades.columns
assert "open_time" in trades.columns

6
tests/exchange/test_exchange.py
View File

@ -714,13 +714,13 @@ def test_validate_order_types(default_conf, mocker):
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
mocker.patch('freqtrade.exchange.Exchange.name', 'Bittrex')
default_conf['order_types'] = {
'buy': 'limit',
'sell': 'limit',
'stoploss': 'market',
'stoploss_on_exchange': False
}
Exchange(default_conf)
type(api_mock).has = PropertyMock(return_value={'createMarketOrder': False})
@ -730,9 +730,8 @@ def test_validate_order_types(default_conf, mocker):
'buy': 'limit',
'sell': 'limit',
'stoploss': 'market',
'stoploss_on_exchange': 'false'
'stoploss_on_exchange': False
}
with pytest.raises(OperationalException,
match=r'Exchange .* does not support market orders.'):
Exchange(default_conf)
@ -743,7 +742,6 @@ def test_validate_order_types(default_conf, mocker):
'stoploss': 'limit',
'stoploss_on_exchange': True
}
with pytest.raises(OperationalException,
match=r'On exchange stoploss is not supported for .*'):
Exchange(default_conf)

9
tests/pairlist/test_pairlist.py
View File

@ -235,7 +235,7 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"}],
"BTC", ['HOT/BTC', 'FUEL/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC']),
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
"USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT']),
"USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT', 'ADADOUBLE/USDT']),
# No pair for ETH, VolumePairList
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
"ETH", []),
@ -303,11 +303,11 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
# ShuffleFilter
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "ShuffleFilter", "seed": 77}],
"USDT", ['ETH/USDT', 'ADAHALF/USDT', 'NANO/USDT']),
"USDT", ['ADADOUBLE/USDT', 'ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT']),
# ShuffleFilter, other seed
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "ShuffleFilter", "seed": 42}],
"USDT", ['NANO/USDT', 'ETH/USDT', 'ADAHALF/USDT']),
"USDT", ['ADAHALF/USDT', 'NANO/USDT', 'ADADOUBLE/USDT', 'ETH/USDT']),
# ShuffleFilter, no seed
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "ShuffleFilter"}],
@ -347,6 +347,9 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"},
{"method": "StaticPairList"}],
"BTC", 'static_in_the_middle'),
([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"},
{"method": "PriceFilter", "low_price_ratio": 0.02}],
"USDT", ['ETH/USDT', 'NANO/USDT']),
])
def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
ohlcv_history_list, pairlists, base_currency,

11
tests/rpc/test_rpc.py
View File

@ -284,12 +284,11 @@ def test_rpc_trade_history(mocker, default_conf, markets, fee):
assert isinstance(trades['trades'][1], dict)
trades = rpc._rpc_trade_history(0)
assert len(trades['trades']) == 3
assert trades['trades_count'] == 3
# The first trade is for ETH ... sorting is descending
assert trades['trades'][-1]['pair'] == 'ETH/BTC'
assert trades['trades'][0]['pair'] == 'ETC/BTC'
assert trades['trades'][1]['pair'] == 'ETC/BTC'
assert len(trades['trades']) == 2
assert trades['trades_count'] == 2
# The first closed trade is for ETC ... sorting is descending
assert trades['trades'][-1]['pair'] == 'ETC/BTC'
assert trades['trades'][0]['pair'] == 'XRP/BTC'
def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,

8
tests/rpc/test_rpc_apiserver.py
View File

@ -368,12 +368,12 @@ def test_api_trades(botclient, mocker, ticker, fee, markets):
rc = client_get(client, f"{BASE_URI}/trades")
assert_response(rc)
assert len(rc.json['trades']) == 3
assert rc.json['trades_count'] == 3
rc = client_get(client, f"{BASE_URI}/trades?limit=2")
assert_response(rc)
assert len(rc.json['trades']) == 2
assert rc.json['trades_count'] == 2
rc = client_get(client, f"{BASE_URI}/trades?limit=1")
assert_response(rc)
assert len(rc.json['trades']) == 1
assert rc.json['trades_count'] == 1
def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):

48
tests/rpc/test_rpc_telegram.py
View File

@ -21,8 +21,9 @@ from freqtrade.rpc import RPCMessageType
from freqtrade.rpc.telegram import Telegram, authorized_only
from freqtrade.state import State
from freqtrade.strategy.interface import SellType
from tests.conftest import (get_patched_freqtradebot, log_has, patch_exchange,
patch_get_signal, patch_whitelist)
from tests.conftest import (create_mock_trades, get_patched_freqtradebot,
log_has, patch_exchange, patch_get_signal,
patch_whitelist)
class DummyCls(Telegram):
@ -60,7 +61,7 @@ def test__init__(default_conf, mocker) -> None:
assert telegram._config == default_conf
def test_init(default_conf, mocker, caplog) -> None:
def test_telegram_init(default_conf, mocker, caplog) -> None:
start_polling = MagicMock()
mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock(return_value=start_polling))
@ -72,10 +73,10 @@ def test_init(default_conf, mocker, caplog) -> None:
assert start_polling.start_polling.call_count == 1
message_str = ("rpc.telegram is listening for following commands: [['status'], ['profit'], "
"['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], "
"['performance'], ['daily'], ['count'], ['reload_config', 'reload_conf'], "
"['show_config', 'show_conf'], ['stopbuy'], ['whitelist'], ['blacklist'], "
"['edge'], ['help'], ['version']]")
"['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], ['trades'], "
"['delete'], ['performance'], ['daily'], ['count'], ['reload_config', "
"'reload_conf'], ['show_config', 'show_conf'], ['stopbuy'], "
"['whitelist'], ['blacklist'], ['edge'], ['help'], ['version']]")
assert log_has(message_str, caplog)
@ -725,6 +726,7 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
last_msg = rpc_mock.call_args_list[-1][0][0]
assert {
'type': RPCMessageType.SELL_NOTIFICATION,
'trade_id': 1,
'exchange': 'Bittrex',
'pair': 'ETH/BTC',
'gain': 'profit',
@ -784,6 +786,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
last_msg = rpc_mock.call_args_list[-1][0][0]
assert {
'type': RPCMessageType.SELL_NOTIFICATION,
'trade_id': 1,
'exchange': 'Bittrex',
'pair': 'ETH/BTC',
'gain': 'loss',
@ -832,6 +835,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
msg = rpc_mock.call_args_list[0][0][0]
assert {
'type': RPCMessageType.SELL_NOTIFICATION,
'trade_id': 1,
'exchange': 'Bittrex',
'pair': 'ETH/BTC',
'gain': 'loss',
@ -1143,6 +1147,36 @@ def test_edge_enabled(edge_conf, update, mocker) -> None:
assert 'Pair Winrate Expectancy Stoploss' in msg_mock.call_args_list[0][0][0]
def test_telegram_trades(mocker, update, default_conf, fee):
msg_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(),
_send_msg=msg_mock
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
telegram = Telegram(freqtradebot)
context = MagicMock()
context.args = []
telegram._trades(update=update, context=context)
assert "<b>0 recent trades</b>:" in msg_mock.call_args_list[0][0][0]
assert "<pre>" not in msg_mock.call_args_list[0][0][0]
msg_mock.reset_mock()
create_mock_trades(fee)
context = MagicMock()
context.args = [5]
telegram._trades(update=update, context=context)
msg_mock.call_count == 1
assert "2 recent trades</b>:" in msg_mock.call_args_list[0][0][0]
assert "Profit (" in msg_mock.call_args_list[0][0][0]
assert "Open Date" in msg_mock.call_args_list[0][0][0]
assert "<pre>" in msg_mock.call_args_list[0][0][0]
def test_help_handle(default_conf, update, mocker) -> None:
msg_mock = MagicMock()
mocker.patch.multiple(

8
tests/test_configuration.py
View File

@ -871,6 +871,14 @@ def test_load_config_default_exchange_name(all_conf) -> None:
validate_config_schema(all_conf)
def test_load_config_stoploss_exchange_limit_ratio(all_conf) -> None:
all_conf['order_types']['stoploss_on_exchange_limit_ratio'] = 1.15
with pytest.raises(ValidationError,
match=r"1.15 is greater than the maximum"):
validate_config_schema(all_conf)
@pytest.mark.parametrize("keys", [("exchange", "sandbox", False),
("exchange", "key", ""),
("exchange", "secret", ""),

8
tests/test_freqtradebot.py
View File

@ -1726,6 +1726,7 @@ def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_
amount=amount,
exchange='binance',
open_rate=0.245441,
open_date=arrow.utcnow().datetime,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_order_id="123456",
@ -1816,6 +1817,7 @@ def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_orde
open_rate=0.245441,
fee_open=0.0025,
fee_close=0.0025,
open_date=arrow.utcnow().datetime,
open_order_id="123456",
is_open=True,
)
@ -2572,6 +2574,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
assert rpc_mock.call_count == 1
last_msg = rpc_mock.call_args_list[-1][0][0]
assert {
'trade_id': 1,
'type': RPCMessageType.SELL_NOTIFICATION,
'exchange': 'Bittrex',
'pair': 'ETH/BTC',
@ -2622,6 +2625,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
last_msg = rpc_mock.call_args_list[-1][0][0]
assert {
'type': RPCMessageType.SELL_NOTIFICATION,
'trade_id': 1,
'exchange': 'Bittrex',
'pair': 'ETH/BTC',
'gain': 'loss',
@ -2678,6 +2682,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
assert {
'type': RPCMessageType.SELL_NOTIFICATION,
'trade_id': 1,
'exchange': 'Bittrex',
'pair': 'ETH/BTC',
'gain': 'loss',
@ -2883,6 +2888,7 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
last_msg = rpc_mock.call_args_list[-1][0][0]
assert {
'type': RPCMessageType.SELL_NOTIFICATION,
'trade_id': 1,
'exchange': 'Bittrex',
'pair': 'ETH/BTC',
'gain': 'profit',
@ -4090,7 +4096,7 @@ def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order, limi
freqtrade = get_patched_freqtradebot(mocker, default_conf)
create_mock_trades(fee)
trades = Trade.query.all()
assert len(trades) == 3
assert len(trades) == 4
freqtrade.cancel_all_open_orders()
assert buy_mock.call_count == 1
assert sell_mock.call_count == 1

6
tests/test_persistence.py
View File

@ -989,7 +989,7 @@ def test_get_overall_performance(fee):
create_mock_trades(fee)
res = Trade.get_overall_performance()
assert len(res) == 1
assert len(res) == 2
assert 'pair' in res[0]
assert 'profit' in res[0]
assert 'count' in res[0]
@ -1004,5 +1004,5 @@ def test_get_best_pair(fee):
create_mock_trades(fee)
res = Trade.get_best_pair()
assert len(res) == 2
assert res[0] == 'ETC/BTC'
assert res[1] == 0.005
assert res[0] == 'XRP/BTC'
assert res[1] == 0.01

4
tests/test_plotting.py
View File

@ -21,7 +21,7 @@ from freqtrade.plot.plotting import (add_indicators, add_profit,
load_and_plot_trades, plot_profit,
plot_trades, store_plot_file)
from freqtrade.resolvers import StrategyResolver
from tests.conftest import get_args, log_has, log_has_re
from tests.conftest import get_args, log_has, log_has_re, patch_exchange
def fig_generating_mock(fig, *args, **kwargs):
@ -316,6 +316,8 @@ def test_start_plot_dataframe(mocker):
def test_load_and_plot_trades(default_conf, mocker, caplog, testdatadir):
patch_exchange(mocker)
default_conf['trade_source'] = 'file'
default_conf["datadir"] = testdatadir
default_conf['exportfilename'] = testdatadir / "backtest-result_test.json"