From c1c6ed6ed75a3d607132a2791b0d3cf51f5d2f77 Mon Sep 17 00:00:00 2001 From: enenn Date: Sat, 3 Feb 2018 17:15:40 +0100 Subject: [PATCH] Replace 'BTC_XXX' with 'XXX/BTC' for pairs and 'XXX_BTC' for files --- docs/backtesting.md | 20 +++--- docs/telegram-usage.md | 18 ++--- freqtrade/analyze.py | 2 +- freqtrade/optimize/__init__.py | 3 +- freqtrade/rpc/rpc.py | 4 +- freqtrade/tests/conftest.py | 4 +- freqtrade/tests/optimize/test_backtesting.py | 50 +++++++------- freqtrade/tests/optimize/test_hyperopt.py | 20 +++--- freqtrade/tests/optimize/test_optimize.py | 68 +++++++++---------- freqtrade/tests/rpc/test_rpc.py | 2 +- freqtrade/tests/rpc/test_rpc_telegram.py | 2 +- .../tests/strategy/test_default_strategy.py | 2 +- freqtrade/tests/test_analyze.py | 16 ++--- freqtrade/tests/test_arguments.py | 4 +- freqtrade/tests/test_configuration.py | 4 +- freqtrade/tests/test_dataframe.py | 2 +- freqtrade/tests/test_misc.py | 10 +-- freqtrade/tests/test_persistence.py | 2 +- .../tests/testdata/download_backtest_data.py | 11 +-- freqtrade/tests/testdata/pairs.json | 46 ++++++------- scripts/plot_profit.py | 2 +- user_data/hyperopt_conf.py | 20 +++--- 22 files changed, 157 insertions(+), 155 deletions(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index b8da09226..b8e4b5108 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -117,16 +117,16 @@ A backtesting result will look like that: ====================== BACKTESTING REPORT ================================ pair buy count avg profit % total profit BTC avg duration -------- ----------- -------------- ------------------ -------------- -BTC_ETH 56 -0.67 -0.00075455 62.3 -BTC_LTC 38 -0.48 -0.00036315 57.9 -BTC_ETC 42 -1.15 -0.00096469 67.0 -BTC_DASH 72 -0.62 -0.00089368 39.9 -BTC_ZEC 45 -0.46 -0.00041387 63.2 -BTC_XLM 24 -0.88 -0.00041846 47.7 -BTC_NXT 24 0.68 0.00031833 40.2 -BTC_POWR 35 0.98 0.00064887 45.3 -BTC_ADA 43 -0.39 -0.00032292 55.0 -BTC_XMR 40 -0.40 -0.00032181 47.4 +ETH/BTC 56 -0.67 -0.00075455 62.3 +LTC/BTC 38 -0.48 -0.00036315 57.9 +ETC/BTC 42 -1.15 -0.00096469 67.0 +DASH/BTC 72 -0.62 -0.00089368 39.9 +ZEC/BTC 45 -0.46 -0.00041387 63.2 +XLM/BTC 24 -0.88 -0.00041846 47.7 +NXT/BTC 24 0.68 0.00031833 40.2 +POWR/BTC 35 0.98 0.00064887 45.3 +ADA/BTC 43 -0.39 -0.00032292 55.0 +XMR/BTC 40 -0.40 -0.00032181 47.4 TOTAL 419 -0.41 -0.00348593 52.9 ``` diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md index 7de9809ec..9e83f004e 100644 --- a/docs/telegram-usage.md +++ b/docs/telegram-usage.md @@ -42,7 +42,7 @@ Below, example of Telegram message you will receive for each command. For each open trade, the bot will send you the following message. > **Trade ID:** `123` -> **Current Pair:** BTC_CVC +> **Current Pair:** CVC/BTC > **Open Since:** `1 days ago` > **Amount:** `26.64180098` > **Open Rate:** `0.00007489` @@ -57,8 +57,8 @@ Return the status of all open trades in a table format. ``` ID Pair Since Profit ---- -------- ------- -------- - 67 BTC_SC 1 d 13.33% - 123 BTC_CVC 1 h 12.95% + 67 SC/BTC 1 d 13.33% + 123 CVC/BTC 1 h 12.95% ``` ## /count @@ -83,7 +83,7 @@ Return a summary of your profit/loss and performance. > **First Trade opened:** `3 days ago` > **Latest Trade opened:** `2 minutes ago` > **Avg. Duration:** `2:33:45` -> **Best Performing:** `BTC_PAY: 50.23%` +> **Best Performing:** `PAY/BTC: 50.23%` ## /forcesell @@ -92,11 +92,11 @@ Return a summary of your profit/loss and performance. ## /performance Return the performance of each crypto-currency the bot has sold. > Performance: -> 1. `BTC_RCN 57.77%` -> 2. `BTC_PAY 56.91%` -> 3. `BTC_VIB 47.07%` -> 4. `BTC_SALT 30.24%` -> 5. `BTC_STORJ 27.24%` +> 1. `RCN/BTC 57.77%` +> 2. `PAY/BTC 56.91%` +> 3. `VIB/BTC 47.07%` +> 4. `SALT/BTC 30.24%` +> 5. `STORJ/BTC 27.24%` > ... ## /balance diff --git a/freqtrade/analyze.py b/freqtrade/analyze.py index e6e8023f0..e6f723dd9 100644 --- a/freqtrade/analyze.py +++ b/freqtrade/analyze.py @@ -103,7 +103,7 @@ class Analyze(object): def get_signal(self, pair: str, interval: int) -> Tuple[bool, bool]: """ Calculates current signal based several technical analysis indicators - :param pair: pair in format BTC_ANT or BTC-ANT + :param pair: pair in format ANT/BTC :param interval: Interval to use (in min) :return: (Buy, Sell) A bool-tuple indicating buy/sell signal """ diff --git a/freqtrade/optimize/__init__.py b/freqtrade/optimize/__init__.py index 30be5dc33..eb75d7c70 100644 --- a/freqtrade/optimize/__init__.py +++ b/freqtrade/optimize/__init__.py @@ -34,8 +34,9 @@ def load_tickerdata_file( :return dict OR empty if unsuccesful """ path = make_testdata_path(datadir) + pair_file_string = pair.replace('/', '_') file = os.path.join(path, '{pair}-{ticker_interval}.json'.format( - pair=pair.replace('/', '_'), + pair=pair_file_string, ticker_interval=ticker_interval, )) gzipfile = file + '.gz' diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index db6ff69d1..b00baa747 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -262,9 +262,9 @@ class RPC(object): currency["Rate"] = 1.0 else: if coin == 'USDT': - currency["Rate"] = 1.0 / exchange.get_ticker('USDT_BTC', False)['bid'] + currency["Rate"] = 1.0 / exchange.get_ticker('BTC/USDT', False)['bid'] else: - currency["Rate"] = exchange.get_ticker('BTC_' + coin, False)['bid'] + currency["Rate"] = exchange.get_ticker(coin + '/BTC', False)['bid'] currency['BTC'] = currency["Rate"] * currency["Balance"] total = total + currency['BTC'] output.append( diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py index 3f14ef87b..a86d55838 100644 --- a/freqtrade/tests/conftest.py +++ b/freqtrade/tests/conftest.py @@ -323,10 +323,10 @@ def ticker_history_without_bv(): ] -# FIX: Perhaps change result fixture to use BTC_UNITEST instead? +# FIX: Perhaps change result fixture to use UNITTEST/BTC instead? @pytest.fixture def result(): - with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file: + with open('freqtrade/tests/testdata/ETH_BTC-1.json') as data_file: return Analyze.parse_ticker_dataframe(json.load(data_file)) diff --git a/freqtrade/tests/optimize/test_backtesting.py b/freqtrade/tests/optimize/test_backtesting.py index 021474d5c..01b14d291 100644 --- a/freqtrade/tests/optimize/test_backtesting.py +++ b/freqtrade/tests/optimize/test_backtesting.py @@ -34,8 +34,8 @@ def trim_dictlist(dict_list, num): def load_data_test(what): timerange = ((None, 'line'), None, -100) - data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'], timerange=timerange) - pair = data['BTC_UNITEST'] + data = optimize.load_data(None, ticker_interval=1, pairs=['UNITTEST/BTC'], timerange=timerange) + pair = data['UNITTEST/BTC'] datalen = len(pair) # Depending on the what parameter we now adjust the # loaded data looks: @@ -44,7 +44,7 @@ def load_data_test(what): # 'T': '2017-11-04T23:02:00', 'BV': 0.123}] base = 0.001 if what == 'raise': - return {'BTC_UNITEST': + return {'UNITTEST/BTC': [{'T': pair[x]['T'], # Keep old dates 'V': pair[x]['V'], # Keep old volume 'BV': pair[x]['BV'], # keep too @@ -53,7 +53,7 @@ def load_data_test(what): 'L': x * base - 0.0001, 'C': x * base} for x in range(0, datalen)]} if what == 'lower': - return {'BTC_UNITEST': + return {'UNITTEST/BTC': [{'T': pair[x]['T'], # Keep old dates 'V': pair[x]['V'], # Keep old volume 'BV': pair[x]['BV'], # keep too @@ -63,7 +63,7 @@ def load_data_test(what): 'C': 1 - x * base} for x in range(0, datalen)]} if what == 'sine': hz = 0.1 # frequency - return {'BTC_UNITEST': + return {'UNITTEST/BTC': [{'T': pair[x]['T'], # Keep old dates 'V': pair[x]['V'], # Keep old volume 'BV': pair[x]['BV'], # keep too @@ -94,8 +94,8 @@ def simple_backtest(config, contour, num_results) -> None: def mocked_load_data(datadir, pairs=[], ticker_interval=0, refresh_pairs=False, timerange=None): - tickerdata = optimize.load_tickerdata_file(datadir, 'BTC_UNITEST', 1, timerange=timerange) - pairdata = {'BTC_UNITEST': tickerdata} + tickerdata = optimize.load_tickerdata_file(datadir, 'UNITTEST/BTC', 1, timerange=timerange) + pairdata = {'UNITTEST/BTC': tickerdata} return pairdata @@ -107,7 +107,7 @@ def _load_pair_as_ticks(pair, tickfreq): # FIX: fixturize this? -def _make_backtest_conf(conf=None, pair='BTC_UNITEST', record=None): +def _make_backtest_conf(conf=None, pair='UNITTEST/BTC', record=None): data = optimize.load_data(None, ticker_interval=8, pairs=[pair]) data = trim_dictlist(data, -200) return { @@ -325,17 +325,17 @@ def test_tickerdata_to_dataframe(default_conf) -> None: """ timerange = ((None, 'line'), None, -100) - tick = optimize.load_tickerdata_file(None, 'BTC_UNITEST', 1, timerange=timerange) - tickerlist = {'BTC_UNITEST': tick} + tick = optimize.load_tickerdata_file(None, 'UNITTEST/BTC', 1, timerange=timerange) + tickerlist = {'UNITTEST/BTC': tick} backtesting = _BACKTESTING data = backtesting.tickerdata_to_dataframe(tickerlist) - assert len(data['BTC_UNITEST']) == 100 + assert len(data['UNITTEST/BTC']) == 100 # Load Analyze to compare the result between Backtesting function and Analyze are the same analyze = Analyze(default_conf) data2 = analyze.tickerdata_to_dataframe(tickerlist) - assert data['BTC_UNITEST'].equals(data2['BTC_UNITEST']) + assert data['UNITTEST/BTC'].equals(data2['UNITTEST/BTC']) def test_get_timeframe() -> None: @@ -348,7 +348,7 @@ def test_get_timeframe() -> None: optimize.load_data( None, ticker_interval=1, - pairs=['BTC_UNITEST'] + pairs=['UNITTEST/BTC'] ) ) min_date, max_date = backtesting.get_timeframe(data) @@ -364,7 +364,7 @@ def test_generate_text_table(): results = pd.DataFrame( { - 'currency': ['BTC_ETH', 'BTC_ETH'], + 'currency': ['ETH/BTC', 'ETH/BTC'], 'profit_percent': [0.1, 0.2], 'profit_BTC': [0.2, 0.4], 'duration': [10, 30], @@ -378,13 +378,13 @@ def test_generate_text_table(): 'total profit BTC avg duration profit loss\n' '------- ----------- -------------- ' '------------------ -------------- -------- ------\n' - 'BTC_ETH 2 15.00 ' + 'ETH/BTC 2 15.00 ' '0.60000000 20.0 2 0\n' 'TOTAL 2 15.00 ' '0.60000000 20.0 2 0' ) - assert backtesting._generate_text_table(data={'BTC_ETH': {}}, results=results) == result_str + assert backtesting._generate_text_table(data={'ETH/BTC': {}}, results=results) == result_str def test_backtesting_start(default_conf, mocker, caplog) -> None: @@ -405,7 +405,7 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None: ) conf = deepcopy(default_conf) - conf['exchange']['pair_whitelist'] = ['BTC_UNITEST'] + conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC'] conf['ticker_interval'] = 1 conf['live'] = False conf['datadir'] = None @@ -432,7 +432,7 @@ def test_backtest(default_conf) -> None: """ backtesting = _BACKTESTING - data = optimize.load_data(None, ticker_interval=5, pairs=['BTC_ETH']) + data = optimize.load_data(None, ticker_interval=5, pairs=['ETH/BTC']) data = trim_dictlist(data, -200) results = backtesting.backtest( { @@ -452,7 +452,7 @@ def test_backtest_1min_ticker_interval(default_conf) -> None: backtesting = _BACKTESTING # Run a backtesting for an exiting 5min ticker_interval - data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST']) + data = optimize.load_data(None, ticker_interval=1, pairs=['UNITTEST/BTC']) data = trim_dictlist(data, -200) results = backtesting.backtest( { @@ -473,7 +473,7 @@ def test_processed() -> None: dict_of_tickerrows = load_data_test('raise') dataframes = backtesting.tickerdata_to_dataframe(dict_of_tickerrows) - dataframe = dataframes['BTC_UNITEST'] + dataframe = dataframes['UNITTEST/BTC'] cols = dataframe.columns # assert the dataframe got some of the indicator columns for col in ['close', 'high', 'low', 'open', 'date', @@ -522,7 +522,7 @@ def test_backtest_only_sell(default_conf): def test_backtest_alternate_buy_sell(default_conf): - backtest_conf = _make_backtest_conf(conf=default_conf, pair='BTC_UNITEST') + backtest_conf = _make_backtest_conf(conf=default_conf, pair='UNITTEST/BTC') results = _run_backtest_1(_trend_alternate, backtest_conf) assert len(results) == 3 @@ -536,7 +536,7 @@ def test_backtest_record(default_conf, mocker): ) backtest_conf = _make_backtest_conf( conf=default_conf, - pair='BTC_UNITEST', + pair='UNITTEST/BTC', record="trades" ) results = _run_backtest_1(_trend_alternate, backtest_conf) @@ -546,11 +546,11 @@ def test_backtest_record(default_conf, mocker): records = records[0] # Ensure records are of correct type assert len(records) == 3 - # ('BTC_UNITEST', 0.00331158, '1510684320', '1510691700', 0, 117) + # ('UNITTEST/BTC', 0.00331158, '1510684320', '1510691700', 0, 117) # Below follows just a typecheck of the schema/type of trade-records oix = None for (pair, profit, date_buy, date_sell, buy_index, dur) in records: - assert pair == 'BTC_UNITEST' + assert pair == 'UNITTEST/BTC' isinstance(profit, float) # FIX: buy/sell should be converted to ints isinstance(date_buy, str) @@ -563,7 +563,7 @@ def test_backtest_record(default_conf, mocker): def test_backtest_start_live(default_conf, mocker, caplog): - default_conf['exchange']['pair_whitelist'] = ['BTC_UNITEST'] + default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC'] mocker.patch('freqtrade.exchange.get_ticker_history', new=lambda n, i: _load_pair_as_ticks(n, i)) mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock()) diff --git a/freqtrade/tests/optimize/test_hyperopt.py b/freqtrade/tests/optimize/test_hyperopt.py index 6d376471a..dd700883f 100644 --- a/freqtrade/tests/optimize/test_hyperopt.py +++ b/freqtrade/tests/optimize/test_hyperopt.py @@ -375,9 +375,9 @@ def test_format_results(): Test Hyperopt.format_results() """ trades = [ - ('BTC_ETH', 2, 2, 123), - ('BTC_LTC', 1, 1, 123), - ('BTC_XRP', -1, -2, -246) + ('ETH/BTC', 2, 2, 123), + ('LTC/BTC', 1, 1, 123), + ('XPR/BTC', -1, -2, -246) ] labels = ['currency', 'profit_percent', 'profit_BTC', 'duration'] df = pd.DataFrame.from_records(trades, columns=labels) @@ -416,10 +416,10 @@ def test_populate_indicators() -> None: """ Test Hyperopt.populate_indicators() """ - tick = load_tickerdata_file(None, 'BTC_UNITEST', 1) - tickerlist = {'BTC_UNITEST': tick} + tick = load_tickerdata_file(None, 'UNITTEST/BTC', 1) + tickerlist = {'UNITTEST/BTC': tick} dataframes = _HYPEROPT.tickerdata_to_dataframe(tickerlist) - dataframe = _HYPEROPT.populate_indicators(dataframes['BTC_UNITEST']) + dataframe = _HYPEROPT.populate_indicators(dataframes['UNITTEST/BTC']) # Check if some indicators are generated. We will not test all of them assert 'adx' in dataframe @@ -431,10 +431,10 @@ def test_buy_strategy_generator() -> None: """ Test Hyperopt.buy_strategy_generator() """ - tick = load_tickerdata_file(None, 'BTC_UNITEST', 1) - tickerlist = {'BTC_UNITEST': tick} + tick = load_tickerdata_file(None, 'UNITTEST/BTC', 1) + tickerlist = {'UNITTEST/BTC': tick} dataframes = _HYPEROPT.tickerdata_to_dataframe(tickerlist) - dataframe = _HYPEROPT.populate_indicators(dataframes['BTC_UNITEST']) + dataframe = _HYPEROPT.populate_indicators(dataframes['UNITTEST/BTC']) populate_buy_trend = _HYPEROPT.buy_strategy_generator( { @@ -494,7 +494,7 @@ def test_generate_optimizer(mocker, default_conf) -> None: conf.update({'spaces': 'all'}) trades = [ - ('BTC_POWR', 0.023117, 0.000233, 100) + ('POWR/BTC', 0.023117, 0.000233, 100) ] labels = ['currency', 'profit_percent', 'profit_BTC', 'duration'] backtest_result = pd.DataFrame.from_records(trades, columns=labels) diff --git a/freqtrade/tests/optimize/test_optimize.py b/freqtrade/tests/optimize/test_optimize.py index e26d30534..45a5f4e2a 100644 --- a/freqtrade/tests/optimize/test_optimize.py +++ b/freqtrade/tests/optimize/test_optimize.py @@ -11,7 +11,7 @@ from freqtrade.optimize.__init__ import make_testdata_path, download_pairs, \ download_backtesting_testdata, load_tickerdata_file, trim_tickerlist from freqtrade.tests.conftest import log_has -# Change this if modifying BTC_UNITEST testdatafile +# Change this if modifying UNITTEST/BTC testdatafile _BTC_UNITTEST_LENGTH = 13681 @@ -52,11 +52,11 @@ def test_load_data_30min_ticker(ticker_history, mocker, caplog) -> None: """ mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history) - file = 'freqtrade/tests/testdata/BTC_UNITTEST-30.json' + file = 'freqtrade/tests/testdata/UNITTEST_BTC-30m.json' _backup_file(file, copy_file=True) - optimize.load_data(None, pairs=['BTC_UNITTEST'], ticker_interval=30) + optimize.load_data(None, pairs=['UNITTEST/BTC'], ticker_interval='30m') assert os.path.isfile(file) is True - assert not log_has('Download the pair: "BTC_ETH", Interval: 30 min', caplog.record_tuples) + assert not log_has('Download the pair: "ETH/BTC", Interval: 30 min', caplog.record_tuples) _clean_test_file(file) @@ -66,11 +66,11 @@ def test_load_data_5min_ticker(ticker_history, mocker, caplog) -> None: """ mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history) - file = 'freqtrade/tests/testdata/BTC_ETH-5.json' + file = 'freqtrade/tests/testdata/ETH_BTC-5m.json' _backup_file(file, copy_file=True) - optimize.load_data(None, pairs=['BTC_ETH'], ticker_interval=5) + optimize.load_data(None, pairs=['ETH/BTC'], ticker_interval='5m') assert os.path.isfile(file) is True - assert not log_has('Download the pair: "BTC_ETH", Interval: 5 min', caplog.record_tuples) + assert not log_has('Download the pair: "ETH/BTC", Interval: 5 min', caplog.record_tuples) _clean_test_file(file) @@ -80,11 +80,11 @@ def test_load_data_1min_ticker(ticker_history, mocker, caplog) -> None: """ mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history) - file = 'freqtrade/tests/testdata/BTC_ETH-1.json' + file = 'freqtrade/tests/testdata/ETH_BTC-1m.json' _backup_file(file, copy_file=True) - optimize.load_data(None, ticker_interval=1, pairs=['BTC_ETH']) + optimize.load_data(None, ticker_interval='1m', pairs=['ETH/BTC']) assert os.path.isfile(file) is True - assert not log_has('Download the pair: "BTC_ETH", Interval: 1 min', caplog.record_tuples) + assert not log_has('Download the pair: "ETH/BTC", Interval: 1 min', caplog.record_tuples) _clean_test_file(file) @@ -94,11 +94,11 @@ def test_load_data_with_new_pair_1min(ticker_history, mocker, caplog) -> None: """ mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history) - file = 'freqtrade/tests/testdata/BTC_MEME-1.json' + file = 'freqtrade/tests/testdata/MEME_BTC-1m.json' _backup_file(file) - optimize.load_data(None, ticker_interval=1, pairs=['BTC_MEME']) + optimize.load_data(None, ticker_interval='1m', pairs=['MEME/BTC']) assert os.path.isfile(file) is True - assert log_has('Download the pair: "BTC_MEME", Interval: 1 min', caplog.record_tuples) + assert log_has('Download the pair: "MEME/BTC", Interval: 1 min', caplog.record_tuples) _clean_test_file(file) @@ -109,10 +109,10 @@ def test_testdata_path() -> None: def test_download_pairs(ticker_history, mocker) -> None: mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history) - file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json' - file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json' - file2_1 = 'freqtrade/tests/testdata/BTC_CFI-1.json' - file2_5 = 'freqtrade/tests/testdata/BTC_CFI-5.json' + file1_1 = 'freqtrade/tests/testdata/MEME_BTC-1m.json' + file1_5 = 'freqtrade/tests/testdata/MEME_BTC-5m.json' + file2_1 = 'freqtrade/tests/testdata/CFI_BTC-1m.json' + file2_5 = 'freqtrade/tests/testdata/CFI_BTC-5m.json' _backup_file(file1_1) _backup_file(file1_5) @@ -122,7 +122,7 @@ def test_download_pairs(ticker_history, mocker) -> None: assert os.path.isfile(file1_1) is False assert os.path.isfile(file2_1) is False - assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI'], ticker_interval=1) is True + assert download_pairs(None, pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval='1m') is True assert os.path.isfile(file1_1) is True assert os.path.isfile(file2_1) is True @@ -134,7 +134,7 @@ def test_download_pairs(ticker_history, mocker) -> None: assert os.path.isfile(file1_5) is False assert os.path.isfile(file2_5) is False - assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI'], ticker_interval=5) is True + assert download_pairs(None, pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval='5m') is True assert os.path.isfile(file1_5) is True assert os.path.isfile(file2_5) is True @@ -149,33 +149,33 @@ def test_download_pairs_exception(ticker_history, mocker, caplog) -> None: mocker.patch('freqtrade.optimize.__init__.download_backtesting_testdata', side_effect=BaseException('File Error')) - file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json' - file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json' + file1_1 = 'freqtrade/tests/testdata/MEME_BTC-1m.json' + file1_5 = 'freqtrade/tests/testdata/MEME_BTC-5m.json' _backup_file(file1_1) _backup_file(file1_5) - download_pairs(None, pairs=['BTC-MEME'], ticker_interval=1) + download_pairs(None, pairs=['MEME/BTC'], ticker_interval='1m') # clean files freshly downloaded _clean_test_file(file1_1) _clean_test_file(file1_5) - assert log_has('Failed to download the pair: "BTC-MEME", Interval: 1 min', caplog.record_tuples) + assert log_has('Failed to download the pair: "MEME/BTC", Interval: 1 min', caplog.record_tuples) def test_download_backtesting_testdata(ticker_history, mocker) -> None: mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history) # Download a 1 min ticker file - file1 = 'freqtrade/tests/testdata/BTC_XEL-1.json' + file1 = 'freqtrade/tests/testdata/XEL_BTC-1m.json' _backup_file(file1) - download_backtesting_testdata(None, pair="BTC-XEL", interval=1) + download_backtesting_testdata(None, pair="XEL/BTC", interval=1) assert os.path.isfile(file1) is True _clean_test_file(file1) # Download a 5 min ticker file - file2 = 'freqtrade/tests/testdata/BTC_STORJ-5.json' + file2 = 'freqtrade/tests/testdata/STORJ_BTC-5m.json' _backup_file(file2) - download_backtesting_testdata(None, pair="BTC-STORJ", interval=5) + download_backtesting_testdata(None, pair="STORJ/BTC", interval=5) assert os.path.isfile(file2) is True _clean_test_file(file2) @@ -184,18 +184,18 @@ def test_download_backtesting_testdata2(mocker) -> None: tick = [{'T': 'bar'}, {'T': 'foo'}] mocker.patch('freqtrade.misc.file_dump_json', return_value=None) mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=tick) - assert download_backtesting_testdata(None, pair="BTC-UNITEST", interval=1) - assert download_backtesting_testdata(None, pair="BTC-UNITEST", interval=3) + assert download_backtesting_testdata(None, pair="UNITTEST/BTC", interval=1) + assert download_backtesting_testdata(None, pair="UNITTEST/BTC", interval=3) def test_load_tickerdata_file() -> None: # 7 does not exist in either format. - assert not load_tickerdata_file(None, 'BTC_UNITEST', 7) + assert not load_tickerdata_file(None, 'UNITTEST/BTC', '7m') # 1 exists only as a .json - tickerdata = load_tickerdata_file(None, 'BTC_UNITEST', 1) + tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', '1m') assert _BTC_UNITTEST_LENGTH == len(tickerdata) # 8 .json is empty and will fail if it's loaded. .json.gz is a copy of 1.json - tickerdata = load_tickerdata_file(None, 'BTC_UNITEST', 8) + tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', '8m') assert _BTC_UNITTEST_LENGTH == len(tickerdata) @@ -206,12 +206,12 @@ def test_init(default_conf, mocker) -> None: '', pairs=[], refresh_pairs=True, - ticker_interval=int(default_conf['ticker_interval']) + ticker_interval=default_conf['ticker_interval'] ) def test_trim_tickerlist() -> None: - with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file: + with open('freqtrade/tests/testdata/ETH_BTC-1m.json') as data_file: ticker_list = json.load(data_file) ticker_list_len = len(ticker_list) diff --git a/freqtrade/tests/rpc/test_rpc.py b/freqtrade/tests/rpc/test_rpc.py index bbaa2385f..10000c21c 100644 --- a/freqtrade/tests/rpc/test_rpc.py +++ b/freqtrade/tests/rpc/test_rpc.py @@ -59,7 +59,7 @@ def test_rpc_trade_status(default_conf, ticker, mocker) -> None: result_message = [ '*Trade ID:* `1`\n' '*Current Pair:* ' - '[ETH/BTC](https://bittrex.com/Market/Index?MarketName=BTC-ETH)\n' + '[BTC_ETH](https://www.bittrex.com/Market/Index?MarketName=BTC-ETH)\n' '*Open Since:* `just now`\n' '*Amount:* `90.99181074`\n' '*Open Rate:* `0.00001099`\n' diff --git a/freqtrade/tests/rpc/test_rpc_telegram.py b/freqtrade/tests/rpc/test_rpc_telegram.py index 6dbe6c710..eccfb890b 100644 --- a/freqtrade/tests/rpc/test_rpc_telegram.py +++ b/freqtrade/tests/rpc/test_rpc_telegram.py @@ -585,7 +585,7 @@ def test_telegram_balance_handle(default_conf, update, mocker) -> None: """ Mock Bittrex.get_ticker() response """ - if symbol == 'USDT_BTC': + if symbol == 'BTC/USDT': return { 'bid': 10000.00, 'ask': 10000.00, diff --git a/freqtrade/tests/strategy/test_default_strategy.py b/freqtrade/tests/strategy/test_default_strategy.py index 2b91fbec5..f9ce36639 100644 --- a/freqtrade/tests/strategy/test_default_strategy.py +++ b/freqtrade/tests/strategy/test_default_strategy.py @@ -9,7 +9,7 @@ from freqtrade.strategy.default_strategy import DefaultStrategy, class_name @pytest.fixture def result(): - with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file: + with open('freqtrade/tests/testdata/ETH_BTC-1.json') as data_file: return Analyze.parse_ticker_dataframe(json.load(data_file)) diff --git a/freqtrade/tests/test_analyze.py b/freqtrade/tests/test_analyze.py index 558ea7ee5..f76d19896 100644 --- a/freqtrade/tests/test_analyze.py +++ b/freqtrade/tests/test_analyze.py @@ -74,7 +74,7 @@ def test_returns_latest_buy_signal(mocker): return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}]) ) ) - assert _ANALYZE.get_signal('BTC-ETH', 5) == (True, False) + assert _ANALYZE.get_signal('ETH/BTC', 5) == (True, False) mocker.patch.multiple( 'freqtrade.analyze.Analyze', @@ -82,7 +82,7 @@ def test_returns_latest_buy_signal(mocker): return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}]) ) ) - assert _ANALYZE.get_signal('BTC-ETH', 5) == (False, True) + assert _ANALYZE.get_signal('ETH/BTC', 5) == (False, True) def test_returns_latest_sell_signal(mocker): @@ -94,7 +94,7 @@ def test_returns_latest_sell_signal(mocker): ) ) - assert _ANALYZE.get_signal('BTC-ETH', 5) == (False, True) + assert _ANALYZE.get_signal('ETH/BTC', 5) == (False, True) mocker.patch.multiple( 'freqtrade.analyze.Analyze', @@ -102,7 +102,7 @@ def test_returns_latest_sell_signal(mocker): return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}]) ) ) - assert _ANALYZE.get_signal('BTC-ETH', 5) == (True, False) + assert _ANALYZE.get_signal('ETH/BTC', 5) == (True, False) def test_get_signal_empty(default_conf, mocker, caplog): @@ -166,7 +166,7 @@ def test_get_signal_handles_exceptions(mocker): ) ) - assert _ANALYZE.get_signal('BTC-ETH', 5) == (False, False) + assert _ANALYZE.get_signal('ETH/BTC', 5) == (False, False) def test_parse_ticker_dataframe(ticker_history, ticker_history_without_bv): @@ -188,7 +188,7 @@ def test_tickerdata_to_dataframe(default_conf) -> None: analyze = Analyze(default_conf) timerange = ((None, 'line'), None, -100) - tick = load_tickerdata_file(None, 'BTC_UNITEST', 1, timerange=timerange) - tickerlist = {'BTC_UNITEST': tick} + tick = load_tickerdata_file(None, 'UNITTEST/BTC', 1, timerange=timerange) + tickerlist = {'UNITTEST/BTC': tick} data = analyze.tickerdata_to_dataframe(tickerlist) - assert len(data['BTC_UNITEST']) == 100 + assert len(data['UNITTEST/BTC']) == 100 diff --git a/freqtrade/tests/test_arguments.py b/freqtrade/tests/test_arguments.py index 3e0639304..3d0a59537 100644 --- a/freqtrade/tests/test_arguments.py +++ b/freqtrade/tests/test_arguments.py @@ -55,10 +55,10 @@ def test_parse_args_verbose() -> None: def test_scripts_options() -> None: - arguments = Arguments(['-p', 'BTC_ETH'], '') + arguments = Arguments(['-p', 'ETH/BTC'], '') arguments.scripts_options() args = arguments.get_parsed_arg() - assert args.pair == 'BTC_ETH' + assert args.pair == 'ETH/BTC' def test_parse_args_version() -> None: diff --git a/freqtrade/tests/test_configuration.py b/freqtrade/tests/test_configuration.py index aee329d6b..a74bc9d42 100644 --- a/freqtrade/tests/test_configuration.py +++ b/freqtrade/tests/test_configuration.py @@ -34,7 +34,7 @@ def test_load_config_invalid_pair(default_conf) -> None: Test the configuration validator with an invalid PAIR format """ conf = deepcopy(default_conf) - conf['exchange']['pair_whitelist'].append('BTC-ETH') + conf['exchange']['pair_whitelist'].append('ETH-BTC') with pytest.raises(ValidationError, match=r'.*does not match.*'): configuration = Configuration([]) @@ -232,7 +232,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non '--strategy', 'default_strategy', '--datadir', '/foo/bar', 'backtesting', - '--ticker-interval', '1', + '--ticker-interval', '1m', '--live', '--realistic-simulation', '--refresh-pairs-cached', diff --git a/freqtrade/tests/test_dataframe.py b/freqtrade/tests/test_dataframe.py index 1f69a7d32..48f483fce 100644 --- a/freqtrade/tests/test_dataframe.py +++ b/freqtrade/tests/test_dataframe.py @@ -6,7 +6,7 @@ from freqtrade.analyze import Analyze from freqtrade.optimize import load_data from freqtrade.strategy.strategy import Strategy -_pairs = ['BTC_ETH'] +_pairs = ['ETH/BTC'] def load_dataframe_pair(pairs): diff --git a/freqtrade/tests/test_misc.py b/freqtrade/tests/test_misc.py index 91c34b620..5585a087d 100644 --- a/freqtrade/tests/test_misc.py +++ b/freqtrade/tests/test_misc.py @@ -50,15 +50,15 @@ def test_common_datearray(default_conf, mocker) -> None: mocker.patch('freqtrade.strategy.strategy.Strategy', MagicMock()) analyze = Analyze(default_conf) - tick = load_tickerdata_file(None, 'BTC_UNITEST', 1) - tickerlist = {'BTC_UNITEST': tick} + tick = load_tickerdata_file(None, 'UNITTEST/BTC', 1) + tickerlist = {'UNITTEST/BTC': tick} dataframes = analyze.tickerdata_to_dataframe(tickerlist) dates = common_datearray(dataframes) - assert dates.size == dataframes['BTC_UNITEST']['date'].size - assert dates[0] == dataframes['BTC_UNITEST']['date'][0] - assert dates[-1] == dataframes['BTC_UNITEST']['date'][-1] + assert dates.size == dataframes['UNITTEST/BTC']['date'].size + assert dates[0] == dataframes['UNITTEST/BTC']['date'][0] + assert dates[-1] == dataframes['UNITTEST/BTC']['date'][-1] def test_file_dump_json(mocker) -> None: diff --git a/freqtrade/tests/test_persistence.py b/freqtrade/tests/test_persistence.py index 5e80c632b..59ea2cd48 100644 --- a/freqtrade/tests/test_persistence.py +++ b/freqtrade/tests/test_persistence.py @@ -118,7 +118,7 @@ def test_update_with_bittrex(limit_buy_order, limit_sell_order): """ trade = Trade( - pair='BTC_ETH', + pair='ETH/BTC', stake_amount=0.001, fee=0.0025, exchange='bittrex', diff --git a/freqtrade/tests/testdata/download_backtest_data.py b/freqtrade/tests/testdata/download_backtest_data.py index 46efe4511..ddbc4af76 100755 --- a/freqtrade/tests/testdata/download_backtest_data.py +++ b/freqtrade/tests/testdata/download_backtest_data.py @@ -10,10 +10,10 @@ from freqtrade.exchange import ccxt parser = misc.common_args_parser('download utility') parser.add_argument( - '-p', '--pair', - help='JSON file containing pairs to download', - dest='pair', - default=None + '-p', '--pair', + help='JSON file containing pairs to download', + dest='pair', + default=None ) args = parser.parse_args(sys.argv[1:]) @@ -34,5 +34,6 @@ for pair in PAIRS: for tick_interval in TICKER_INTERVALS: print('downloading pair %s, interval %s' % (pair, tick_interval)) data = exchange.get_ticker_history(pair, tick_interval) - filename = '{}-{}.json'.format(pair, tick_interval) + pair_print = pair.replace('/', '_') + filename = '{}-{}.json'.format(pair_print, tick_interval) misc.file_dump_json(filename, data) diff --git a/freqtrade/tests/testdata/pairs.json b/freqtrade/tests/testdata/pairs.json index 5eb7b0205..f4bab6dc5 100644 --- a/freqtrade/tests/testdata/pairs.json +++ b/freqtrade/tests/testdata/pairs.json @@ -1,26 +1,26 @@ [ - "BTC_ADA", - "BTC_BAT", - "BTC_DASH", - "BTC_ETC", - "BTC_ETH", - "BTC_GBYTE", - "BTC_LSK", - "BTC_LTC", - "BTC_NEO", - "BTC_NXT", - "BTC_POWR", - "BTC_STORJ", - "BTC_QTUM", - "BTC_WAVES", - "BTC_VTC", - "BTC_XLM", - "BTC_XMR", - "BTC_XVG", - "BTC_XRP", - "BTC_ZEC", - "USDT_BTC", - "USDT_LTC", - "USDT_ETH" + "ADA/BTC", + "BAT/BTC", + "DASH/BTC", + "ETC/BTC", + "ETH/BTC", + "GBYTE/BTC", + "LSK/BTC", + "LTC/BTC", + "NEO/BTC", + "NXT/BTC", + "POWR/BTC", + "STORJ/BTC", + "QTUM/BTC", + "WAVES/BTC", + "VTC/BTC", + "XLM/BTC", + "XMR/BTC", + "XVG/BTC", + "XRP/BTC", + "ZEC/BTC", + "BTC/USDT", + "LTC/USDT", + "ETH/USDT" ] diff --git a/scripts/plot_profit.py b/scripts/plot_profit.py index 022bbf33c..3cbf147b0 100755 --- a/scripts/plot_profit.py +++ b/scripts/plot_profit.py @@ -34,7 +34,7 @@ logger = Logger(name="Graph profits").get_logger() # data:: [ pair, profit-%, enter, exit, time, duration] -# data:: ["BTC_ETH", 0.0023975, "1515598200", "1515602100", "2018-01-10 07:30:00+00:00", 65] +# data:: ["ETH/BTC", 0.0023975, "1515598200", "1515602100", "2018-01-10 07:30:00+00:00", 65] def make_profit_array( data: List, px: int, min_date: int, interval: int, filter_pairs: Optional[List] = None) -> np.ndarray: diff --git a/user_data/hyperopt_conf.py b/user_data/hyperopt_conf.py index 8e044e549..1e9ab88a4 100644 --- a/user_data/hyperopt_conf.py +++ b/user_data/hyperopt_conf.py @@ -26,16 +26,16 @@ def hyperopt_optimize_conf() -> dict: }, "exchange": { "pair_whitelist": [ - "BTC_ETH", - "BTC_LTC", - "BTC_ETC", - "BTC_DASH", - "BTC_ZEC", - "BTC_XLM", - "BTC_NXT", - "BTC_POWR", - "BTC_ADA", - "BTC_XMR" + "ETH/BTC", + "LTC/BTC", + "ETC/BTC", + "DASH/BTC", + "ZEC/BTC", + "XLM/BTC", + "NXT/BTC", + "POWR/BTC", + "ADA/BTC", + "XMR/BTC" ] } }