adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Replace 'BTC_XXX' with 'XXX/BTC' for pairs and 'XXX_BTC' for files

Browse Source
This commit is contained in:
enenn 2018-02-03 17:15:40 +01:00
parent 1f75636e56
commit c1c6ed6ed7
22 changed files with 157 additions and 155 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

20
docs/backtesting.md
View File

@ -117,16 +117,16 @@ A backtesting result will look like that:
====================== BACKTESTING REPORT ================================ ====================== BACKTESTING REPORT ================================
pair buy count avg profit % total profit BTC avg duration pair buy count avg profit % total profit BTC avg duration
-------- ----------- -------------- ------------------ -------------- -------- ----------- -------------- ------------------ --------------
BTC_ETH 56 -0.67 -0.00075455 62.3 ETH/BTC 56 -0.67 -0.00075455 62.3
BTC_LTC 38 -0.48 -0.00036315 57.9 LTC/BTC 38 -0.48 -0.00036315 57.9
BTC_ETC 42 -1.15 -0.00096469 67.0 ETC/BTC 42 -1.15 -0.00096469 67.0
BTC_DASH 72 -0.62 -0.00089368 39.9 DASH/BTC 72 -0.62 -0.00089368 39.9
BTC_ZEC 45 -0.46 -0.00041387 63.2 ZEC/BTC 45 -0.46 -0.00041387 63.2
BTC_XLM 24 -0.88 -0.00041846 47.7 XLM/BTC 24 -0.88 -0.00041846 47.7
BTC_NXT 24 0.68 0.00031833 40.2 NXT/BTC 24 0.68 0.00031833 40.2
BTC_POWR 35 0.98 0.00064887 45.3 POWR/BTC 35 0.98 0.00064887 45.3
BTC_ADA 43 -0.39 -0.00032292 55.0 ADA/BTC 43 -0.39 -0.00032292 55.0
BTC_XMR 40 -0.40 -0.00032181 47.4 XMR/BTC 40 -0.40 -0.00032181 47.4
TOTAL 419 -0.41 -0.00348593 52.9 TOTAL 419 -0.41 -0.00348593 52.9
``` ```

18
docs/telegram-usage.md
View File

@ -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. For each open trade, the bot will send you the following message.
> **Trade ID:** `123` > **Trade ID:** `123`
> **Current Pair:** BTC_CVC > **Current Pair:** CVC/BTC
> **Open Since:** `1 days ago` > **Open Since:** `1 days ago`
> **Amount:** `26.64180098` > **Amount:** `26.64180098`
> **Open Rate:** `0.00007489` > **Open Rate:** `0.00007489`
@ -57,8 +57,8 @@ Return the status of all open trades in a table format.
``` ```
ID Pair Since Profit ID Pair Since Profit
---- -------- ------- -------- ---- -------- ------- --------
67 BTC_SC 1 d 13.33% 67 SC/BTC 1 d 13.33%
123 BTC_CVC 1 h 12.95% 123 CVC/BTC 1 h 12.95%
``` ```
## /count ## /count
@ -83,7 +83,7 @@ Return a summary of your profit/loss and performance.
> **First Trade opened:** `3 days ago` > **First Trade opened:** `3 days ago`
> **Latest Trade opened:** `2 minutes ago` > **Latest Trade opened:** `2 minutes ago`
> **Avg. Duration:** `2:33:45` > **Avg. Duration:** `2:33:45`
> **Best Performing:** `BTC_PAY: 50.23%` > **Best Performing:** `PAY/BTC: 50.23%`
## /forcesell <trade_id> ## /forcesell <trade_id>
@ -92,11 +92,11 @@ Return a summary of your profit/loss and performance.
## /performance ## /performance
Return the performance of each crypto-currency the bot has sold. Return the performance of each crypto-currency the bot has sold.
> Performance: > Performance:
> 1. `BTC_RCN 57.77%` > 1. `RCN/BTC 57.77%`
> 2. `BTC_PAY 56.91%` > 2. `PAY/BTC 56.91%`
> 3. `BTC_VIB 47.07%` > 3. `VIB/BTC 47.07%`
> 4. `BTC_SALT 30.24%` > 4. `SALT/BTC 30.24%`
> 5. `BTC_STORJ 27.24%` > 5. `STORJ/BTC 27.24%`
> ... > ...
## /balance ## /balance

2
freqtrade/analyze.py
View File

@ -103,7 +103,7 @@ class Analyze(object):
def get_signal(self, pair: str, interval: int) -> Tuple[bool, bool]: def get_signal(self, pair: str, interval: int) -> Tuple[bool, bool]:
""" """
Calculates current signal based several technical analysis indicators 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) :param interval: Interval to use (in min)
:return: (Buy, Sell) A bool-tuple indicating buy/sell signal :return: (Buy, Sell) A bool-tuple indicating buy/sell signal
""" """

3
freqtrade/optimize/__init__.py
View File

@ -34,8 +34,9 @@ def load_tickerdata_file(
:return dict OR empty if unsuccesful :return dict OR empty if unsuccesful
""" """
path = make_testdata_path(datadir) path = make_testdata_path(datadir)
pair_file_string = pair.replace('/', '_')
file = os.path.join(path, '{pair}-{ticker_interval}.json'.format( file = os.path.join(path, '{pair}-{ticker_interval}.json'.format(
pair=pair.replace('/', '_'), pair=pair_file_string,
ticker_interval=ticker_interval, ticker_interval=ticker_interval,
)) ))
gzipfile = file + '.gz' gzipfile = file + '.gz'

4
freqtrade/rpc/rpc.py
View File

@ -262,9 +262,9 @@ class RPC(object):
currency["Rate"] = 1.0 currency["Rate"] = 1.0
else: else:
if coin == 'USDT': 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: 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"] currency['BTC'] = currency["Rate"] * currency["Balance"]
total = total + currency['BTC'] total = total + currency['BTC']
output.append( output.append(

4
freqtrade/tests/conftest.py
View File

@ -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 @pytest.fixture
def result(): 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)) return Analyze.parse_ticker_dataframe(json.load(data_file))

50
freqtrade/tests/optimize/test_backtesting.py
View File

@ -34,8 +34,8 @@ def trim_dictlist(dict_list, num):
def load_data_test(what): def load_data_test(what):
timerange = ((None, 'line'), None, -100) timerange = ((None, 'line'), None, -100)
data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'], timerange=timerange) data = optimize.load_data(None, ticker_interval=1, pairs=['UNITTEST/BTC'], timerange=timerange)
pair = data['BTC_UNITEST'] pair = data['UNITTEST/BTC']
datalen = len(pair) datalen = len(pair)
# Depending on the what parameter we now adjust the # Depending on the what parameter we now adjust the
# loaded data looks: # loaded data looks:
@ -44,7 +44,7 @@ def load_data_test(what):
# 'T': '2017-11-04T23:02:00', 'BV': 0.123}] # 'T': '2017-11-04T23:02:00', 'BV': 0.123}]
base = 0.001 base = 0.001
if what == 'raise': if what == 'raise':
return {'BTC_UNITEST': return {'UNITTEST/BTC':
[{'T': pair[x]['T'], # Keep old dates [{'T': pair[x]['T'], # Keep old dates
'V': pair[x]['V'], # Keep old volume 'V': pair[x]['V'], # Keep old volume
'BV': pair[x]['BV'], # keep too 'BV': pair[x]['BV'], # keep too
@ -53,7 +53,7 @@ def load_data_test(what):
'L': x * base - 0.0001, 'L': x * base - 0.0001,
'C': x * base} for x in range(0, datalen)]} 'C': x * base} for x in range(0, datalen)]}
if what == 'lower': if what == 'lower':
return {'BTC_UNITEST': return {'UNITTEST/BTC':
[{'T': pair[x]['T'], # Keep old dates [{'T': pair[x]['T'], # Keep old dates
'V': pair[x]['V'], # Keep old volume 'V': pair[x]['V'], # Keep old volume
'BV': pair[x]['BV'], # keep too '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)]} 'C': 1 - x * base} for x in range(0, datalen)]}
if what == 'sine': if what == 'sine':
hz = 0.1 # frequency hz = 0.1 # frequency
return {'BTC_UNITEST': return {'UNITTEST/BTC':
[{'T': pair[x]['T'], # Keep old dates [{'T': pair[x]['T'], # Keep old dates
'V': pair[x]['V'], # Keep old volume 'V': pair[x]['V'], # Keep old volume
'BV': pair[x]['BV'], # keep too '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): 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) tickerdata = optimize.load_tickerdata_file(datadir, 'UNITTEST/BTC', 1, timerange=timerange)
pairdata = {'BTC_UNITEST': tickerdata} pairdata = {'UNITTEST/BTC': tickerdata}
return pairdata return pairdata
@ -107,7 +107,7 @@ def _load_pair_as_ticks(pair, tickfreq):
# FIX: fixturize this? # 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 = optimize.load_data(None, ticker_interval=8, pairs=[pair])
data = trim_dictlist(data, -200) data = trim_dictlist(data, -200)
return { return {
@ -325,17 +325,17 @@ def test_tickerdata_to_dataframe(default_conf) -> None:
""" """
timerange = ((None, 'line'), None, -100) timerange = ((None, 'line'), None, -100)
tick = optimize.load_tickerdata_file(None, 'BTC_UNITEST', 1, timerange=timerange) tick = optimize.load_tickerdata_file(None, 'UNITTEST/BTC', 1, timerange=timerange)
tickerlist = {'BTC_UNITEST': tick} tickerlist = {'UNITTEST/BTC': tick}
backtesting = _BACKTESTING backtesting = _BACKTESTING
data = backtesting.tickerdata_to_dataframe(tickerlist) 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 # Load Analyze to compare the result between Backtesting function and Analyze are the same
analyze = Analyze(default_conf) analyze = Analyze(default_conf)
data2 = analyze.tickerdata_to_dataframe(tickerlist) 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: def test_get_timeframe() -> None:
@ -348,7 +348,7 @@ def test_get_timeframe() -> None:
optimize.load_data( optimize.load_data(
None, None,
ticker_interval=1, ticker_interval=1,
pairs=['BTC_UNITEST'] pairs=['UNITTEST/BTC']
) )
) )
min_date, max_date = backtesting.get_timeframe(data) min_date, max_date = backtesting.get_timeframe(data)
@ -364,7 +364,7 @@ def test_generate_text_table():
results = pd.DataFrame( results = pd.DataFrame(
{ {
'currency': ['BTC_ETH', 'BTC_ETH'], 'currency': ['ETH/BTC', 'ETH/BTC'],
'profit_percent': [0.1, 0.2], 'profit_percent': [0.1, 0.2],
'profit_BTC': [0.2, 0.4], 'profit_BTC': [0.2, 0.4],
'duration': [10, 30], 'duration': [10, 30],
@ -378,13 +378,13 @@ def test_generate_text_table():
'total profit BTC avg duration profit loss\n' 'total profit BTC avg duration profit loss\n'
'------- ----------- -------------- ' '------- ----------- -------------- '
'------------------ -------------- -------- ------\n' '------------------ -------------- -------- ------\n'
'BTC_ETH 2 15.00 ' 'ETH/BTC 2 15.00 '
'0.60000000 20.0 2 0\n' '0.60000000 20.0 2 0\n'
'TOTAL 2 15.00 ' 'TOTAL 2 15.00 '
'0.60000000 20.0 2 0' '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: 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 = deepcopy(default_conf)
conf['exchange']['pair_whitelist'] = ['BTC_UNITEST'] conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
conf['ticker_interval'] = 1 conf['ticker_interval'] = 1
conf['live'] = False conf['live'] = False
conf['datadir'] = None conf['datadir'] = None
@ -432,7 +432,7 @@ def test_backtest(default_conf) -> None:
""" """
backtesting = _BACKTESTING 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) data = trim_dictlist(data, -200)
results = backtesting.backtest( results = backtesting.backtest(
{ {
@ -452,7 +452,7 @@ def test_backtest_1min_ticker_interval(default_conf) -> None:
backtesting = _BACKTESTING backtesting = _BACKTESTING
# Run a backtesting for an exiting 5min ticker_interval # 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) data = trim_dictlist(data, -200)
results = backtesting.backtest( results = backtesting.backtest(
{ {
@ -473,7 +473,7 @@ def test_processed() -> None:
dict_of_tickerrows = load_data_test('raise') dict_of_tickerrows = load_data_test('raise')
dataframes = backtesting.tickerdata_to_dataframe(dict_of_tickerrows) dataframes = backtesting.tickerdata_to_dataframe(dict_of_tickerrows)
dataframe = dataframes['BTC_UNITEST'] dataframe = dataframes['UNITTEST/BTC']
cols = dataframe.columns cols = dataframe.columns
# assert the dataframe got some of the indicator columns # assert the dataframe got some of the indicator columns
for col in ['close', 'high', 'low', 'open', 'date', 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): 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) results = _run_backtest_1(_trend_alternate, backtest_conf)
assert len(results) == 3 assert len(results) == 3
@ -536,7 +536,7 @@ def test_backtest_record(default_conf, mocker):
) )
backtest_conf = _make_backtest_conf( backtest_conf = _make_backtest_conf(
conf=default_conf, conf=default_conf,
pair='BTC_UNITEST', pair='UNITTEST/BTC',
record="trades" record="trades"
) )
results = _run_backtest_1(_trend_alternate, backtest_conf) results = _run_backtest_1(_trend_alternate, backtest_conf)
@ -546,11 +546,11 @@ def test_backtest_record(default_conf, mocker):
records = records[0] records = records[0]
# Ensure records are of correct type # Ensure records are of correct type
assert len(records) == 3 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 # Below follows just a typecheck of the schema/type of trade-records
oix = None oix = None
for (pair, profit, date_buy, date_sell, buy_index, dur) in records: for (pair, profit, date_buy, date_sell, buy_index, dur) in records:
assert pair == 'BTC_UNITEST' assert pair == 'UNITTEST/BTC'
isinstance(profit, float) isinstance(profit, float)
# FIX: buy/sell should be converted to ints # FIX: buy/sell should be converted to ints
isinstance(date_buy, str) isinstance(date_buy, str)
@ -563,7 +563,7 @@ def test_backtest_record(default_conf, mocker):
def test_backtest_start_live(default_conf, mocker, caplog): 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', mocker.patch('freqtrade.exchange.get_ticker_history',
new=lambda n, i: _load_pair_as_ticks(n, i)) new=lambda n, i: _load_pair_as_ticks(n, i))
mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock()) mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock())

20
freqtrade/tests/optimize/test_hyperopt.py
View File

@ -375,9 +375,9 @@ def test_format_results():
Test Hyperopt.format_results() Test Hyperopt.format_results()
""" """
trades = [ trades = [
('BTC_ETH', 2, 2, 123), ('ETH/BTC', 2, 2, 123),
('BTC_LTC', 1, 1, 123), ('LTC/BTC', 1, 1, 123),
('BTC_XRP', -1, -2, -246) ('XPR/BTC', -1, -2, -246)
] ]
labels = ['currency', 'profit_percent', 'profit_BTC', 'duration'] labels = ['currency', 'profit_percent', 'profit_BTC', 'duration']
df = pd.DataFrame.from_records(trades, columns=labels) df = pd.DataFrame.from_records(trades, columns=labels)
@ -416,10 +416,10 @@ def test_populate_indicators() -> None:
""" """
Test Hyperopt.populate_indicators() Test Hyperopt.populate_indicators()
""" """
tick = load_tickerdata_file(None, 'BTC_UNITEST', 1) tick = load_tickerdata_file(None, 'UNITTEST/BTC', 1)
tickerlist = {'BTC_UNITEST': tick} tickerlist = {'UNITTEST/BTC': tick}
dataframes = _HYPEROPT.tickerdata_to_dataframe(tickerlist) 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 # Check if some indicators are generated. We will not test all of them
assert 'adx' in dataframe assert 'adx' in dataframe
@ -431,10 +431,10 @@ def test_buy_strategy_generator() -> None:
""" """
Test Hyperopt.buy_strategy_generator() Test Hyperopt.buy_strategy_generator()
""" """
tick = load_tickerdata_file(None, 'BTC_UNITEST', 1) tick = load_tickerdata_file(None, 'UNITTEST/BTC', 1)
tickerlist = {'BTC_UNITEST': tick} tickerlist = {'UNITTEST/BTC': tick}
dataframes = _HYPEROPT.tickerdata_to_dataframe(tickerlist) 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( populate_buy_trend = _HYPEROPT.buy_strategy_generator(
{ {
@ -494,7 +494,7 @@ def test_generate_optimizer(mocker, default_conf) -> None:
conf.update({'spaces': 'all'}) conf.update({'spaces': 'all'})
trades = [ trades = [
('BTC_POWR', 0.023117, 0.000233, 100) ('POWR/BTC', 0.023117, 0.000233, 100)
] ]
labels = ['currency', 'profit_percent', 'profit_BTC', 'duration'] labels = ['currency', 'profit_percent', 'profit_BTC', 'duration']
backtest_result = pd.DataFrame.from_records(trades, columns=labels) backtest_result = pd.DataFrame.from_records(trades, columns=labels)

68
freqtrade/tests/optimize/test_optimize.py
View File

@ -11,7 +11,7 @@ from freqtrade.optimize.__init__ import make_testdata_path, download_pairs, \
download_backtesting_testdata, load_tickerdata_file, trim_tickerlist download_backtesting_testdata, load_tickerdata_file, trim_tickerlist
from freqtrade.tests.conftest import log_has 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 _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) 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) _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 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) _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) 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) _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 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) _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) 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) _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 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) _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) 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) _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 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) _clean_test_file(file)
@ -109,10 +109,10 @@ def test_testdata_path() -> None:
def test_download_pairs(ticker_history, mocker) -> None: def test_download_pairs(ticker_history, mocker) -> None:
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history) mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json' file1_1 = 'freqtrade/tests/testdata/MEME_BTC-1m.json'
file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json' file1_5 = 'freqtrade/tests/testdata/MEME_BTC-5m.json'
file2_1 = 'freqtrade/tests/testdata/BTC_CFI-1.json' file2_1 = 'freqtrade/tests/testdata/CFI_BTC-1m.json'
file2_5 = 'freqtrade/tests/testdata/BTC_CFI-5.json' file2_5 = 'freqtrade/tests/testdata/CFI_BTC-5m.json'
_backup_file(file1_1) _backup_file(file1_1)
_backup_file(file1_5) _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(file1_1) is False
assert os.path.isfile(file2_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(file1_1) is True
assert os.path.isfile(file2_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(file1_5) is False
assert os.path.isfile(file2_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(file1_5) is True
assert os.path.isfile(file2_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', mocker.patch('freqtrade.optimize.__init__.download_backtesting_testdata',
side_effect=BaseException('File Error')) side_effect=BaseException('File Error'))
file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json' file1_1 = 'freqtrade/tests/testdata/MEME_BTC-1m.json'
file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json' file1_5 = 'freqtrade/tests/testdata/MEME_BTC-5m.json'
_backup_file(file1_1) _backup_file(file1_1)
_backup_file(file1_5) _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 files freshly downloaded
_clean_test_file(file1_1) _clean_test_file(file1_1)
_clean_test_file(file1_5) _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: def test_download_backtesting_testdata(ticker_history, mocker) -> None:
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history) mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
# Download a 1 min ticker file # 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) _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 assert os.path.isfile(file1) is True
_clean_test_file(file1) _clean_test_file(file1)
# Download a 5 min ticker file # 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) _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 assert os.path.isfile(file2) is True
_clean_test_file(file2) _clean_test_file(file2)
@ -184,18 +184,18 @@ def test_download_backtesting_testdata2(mocker) -> None:
tick = [{'T': 'bar'}, {'T': 'foo'}] tick = [{'T': 'bar'}, {'T': 'foo'}]
mocker.patch('freqtrade.misc.file_dump_json', return_value=None) mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=tick) 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="UNITTEST/BTC", interval=1)
assert download_backtesting_testdata(None, pair="BTC-UNITEST", interval=3) assert download_backtesting_testdata(None, pair="UNITTEST/BTC", interval=3)
def test_load_tickerdata_file() -> None: def test_load_tickerdata_file() -> None:
# 7 does not exist in either format. # 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 # 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) 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 # 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) assert _BTC_UNITTEST_LENGTH == len(tickerdata)
@ -206,12 +206,12 @@ def test_init(default_conf, mocker) -> None:
'', '',
pairs=[], pairs=[],
refresh_pairs=True, refresh_pairs=True,
ticker_interval=int(default_conf['ticker_interval']) ticker_interval=default_conf['ticker_interval']
) )
def test_trim_tickerlist() -> None: 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 = json.load(data_file)
ticker_list_len = len(ticker_list) ticker_list_len = len(ticker_list)

2
freqtrade/tests/rpc/test_rpc.py
View File

@ -59,7 +59,7 @@ def test_rpc_trade_status(default_conf, ticker, mocker) -> None:
result_message = [ result_message = [
'*Trade ID:* `1`\n' '*Trade ID:* `1`\n'
'*Current Pair:* ' '*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' '*Open Since:* `just now`\n'
'*Amount:* `90.99181074`\n' '*Amount:* `90.99181074`\n'
'*Open Rate:* `0.00001099`\n' '*Open Rate:* `0.00001099`\n'

2
freqtrade/tests/rpc/test_rpc_telegram.py
View File

@ -585,7 +585,7 @@ def test_telegram_balance_handle(default_conf, update, mocker) -> None:
""" """
Mock Bittrex.get_ticker() response Mock Bittrex.get_ticker() response
""" """
if symbol == 'USDT_BTC': if symbol == 'BTC/USDT':
return { return {
'bid': 10000.00, 'bid': 10000.00,
'ask': 10000.00, 'ask': 10000.00,

2
freqtrade/tests/strategy/test_default_strategy.py
View File

@ -9,7 +9,7 @@ from freqtrade.strategy.default_strategy import DefaultStrategy, class_name
@pytest.fixture @pytest.fixture
def result(): 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)) return Analyze.parse_ticker_dataframe(json.load(data_file))

16
freqtrade/tests/test_analyze.py
View File

@ -74,7 +74,7 @@ def test_returns_latest_buy_signal(mocker):
return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}]) 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( mocker.patch.multiple(
'freqtrade.analyze.Analyze', 'freqtrade.analyze.Analyze',
@ -82,7 +82,7 @@ def test_returns_latest_buy_signal(mocker):
return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}]) 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): 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( mocker.patch.multiple(
'freqtrade.analyze.Analyze', 'freqtrade.analyze.Analyze',
@ -102,7 +102,7 @@ def test_returns_latest_sell_signal(mocker):
return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}]) 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): 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): 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) analyze = Analyze(default_conf)
timerange = ((None, 'line'), None, -100) timerange = ((None, 'line'), None, -100)
tick = load_tickerdata_file(None, 'BTC_UNITEST', 1, timerange=timerange) tick = load_tickerdata_file(None, 'UNITTEST/BTC', 1, timerange=timerange)
tickerlist = {'BTC_UNITEST': tick} tickerlist = {'UNITTEST/BTC': tick}
data = analyze.tickerdata_to_dataframe(tickerlist) data = analyze.tickerdata_to_dataframe(tickerlist)
assert len(data['BTC_UNITEST']) == 100 assert len(data['UNITTEST/BTC']) == 100

4
freqtrade/tests/test_arguments.py
View File

@ -55,10 +55,10 @@ def test_parse_args_verbose() -> None:
def test_scripts_options() -> None: def test_scripts_options() -> None:
arguments = Arguments(['-p', 'BTC_ETH'], '') arguments = Arguments(['-p', 'ETH/BTC'], '')
arguments.scripts_options() arguments.scripts_options()
args = arguments.get_parsed_arg() args = arguments.get_parsed_arg()
assert args.pair == 'BTC_ETH' assert args.pair == 'ETH/BTC'
def test_parse_args_version() -> None: def test_parse_args_version() -> None:

4
freqtrade/tests/test_configuration.py
View File

@ -34,7 +34,7 @@ def test_load_config_invalid_pair(default_conf) -> None:
Test the configuration validator with an invalid PAIR format Test the configuration validator with an invalid PAIR format
""" """
conf = deepcopy(default_conf) 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.*'): with pytest.raises(ValidationError, match=r'.*does not match.*'):
configuration = Configuration([]) configuration = Configuration([])
@ -232,7 +232,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
'--strategy', 'default_strategy', '--strategy', 'default_strategy',
'--datadir', '/foo/bar', '--datadir', '/foo/bar',
'backtesting', 'backtesting',
'--ticker-interval', '1', '--ticker-interval', '1m',
'--live', '--live',
'--realistic-simulation', '--realistic-simulation',
'--refresh-pairs-cached', '--refresh-pairs-cached',

2
freqtrade/tests/test_dataframe.py
View File

@ -6,7 +6,7 @@ from freqtrade.analyze import Analyze
from freqtrade.optimize import load_data from freqtrade.optimize import load_data
from freqtrade.strategy.strategy import Strategy from freqtrade.strategy.strategy import Strategy
_pairs = ['BTC_ETH'] _pairs = ['ETH/BTC']
def load_dataframe_pair(pairs): def load_dataframe_pair(pairs):

10
freqtrade/tests/test_misc.py
View File

@ -50,15 +50,15 @@ def test_common_datearray(default_conf, mocker) -> None:
mocker.patch('freqtrade.strategy.strategy.Strategy', MagicMock()) mocker.patch('freqtrade.strategy.strategy.Strategy', MagicMock())
analyze = Analyze(default_conf) analyze = Analyze(default_conf)
tick = load_tickerdata_file(None, 'BTC_UNITEST', 1) tick = load_tickerdata_file(None, 'UNITTEST/BTC', 1)
tickerlist = {'BTC_UNITEST': tick} tickerlist = {'UNITTEST/BTC': tick}
dataframes = analyze.tickerdata_to_dataframe(tickerlist) dataframes = analyze.tickerdata_to_dataframe(tickerlist)
dates = common_datearray(dataframes) dates = common_datearray(dataframes)
assert dates.size == dataframes['BTC_UNITEST']['date'].size assert dates.size == dataframes['UNITTEST/BTC']['date'].size
assert dates[0] == dataframes['BTC_UNITEST']['date'][0] assert dates[0] == dataframes['UNITTEST/BTC']['date'][0]
assert dates[-1] == dataframes['BTC_UNITEST']['date'][-1] assert dates[-1] == dataframes['UNITTEST/BTC']['date'][-1]
def test_file_dump_json(mocker) -> None: def test_file_dump_json(mocker) -> None:

2
freqtrade/tests/test_persistence.py
View File

@ -118,7 +118,7 @@ def test_update_with_bittrex(limit_buy_order, limit_sell_order):
""" """
trade = Trade( trade = Trade(
pair='BTC_ETH', pair='ETH/BTC',
stake_amount=0.001, stake_amount=0.001,
fee=0.0025, fee=0.0025,
exchange='bittrex', exchange='bittrex',

11
freqtrade/tests/testdata/download_backtest_data.py vendored
View File

@ -10,10 +10,10 @@ from freqtrade.exchange import ccxt
parser = misc.common_args_parser('download utility') parser = misc.common_args_parser('download utility')
parser.add_argument( parser.add_argument(
'-p', '--pair', '-p', '--pair',
help='JSON file containing pairs to download', help='JSON file containing pairs to download',
dest='pair', dest='pair',
default=None default=None
) )
args = parser.parse_args(sys.argv[1:]) args = parser.parse_args(sys.argv[1:])
@ -34,5 +34,6 @@ for pair in PAIRS:
for tick_interval in TICKER_INTERVALS: for tick_interval in TICKER_INTERVALS:
print('downloading pair %s, interval %s' % (pair, tick_interval)) print('downloading pair %s, interval %s' % (pair, tick_interval))
data = exchange.get_ticker_history(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) misc.file_dump_json(filename, data)

46
freqtrade/tests/testdata/pairs.json vendored
View File

@ -1,26 +1,26 @@
[ [
"BTC_ADA", "ADA/BTC",
"BTC_BAT", "BAT/BTC",
"BTC_DASH", "DASH/BTC",
"BTC_ETC", "ETC/BTC",
"BTC_ETH", "ETH/BTC",
"BTC_GBYTE", "GBYTE/BTC",
"BTC_LSK", "LSK/BTC",
"BTC_LTC", "LTC/BTC",
"BTC_NEO", "NEO/BTC",
"BTC_NXT", "NXT/BTC",
"BTC_POWR", "POWR/BTC",
"BTC_STORJ", "STORJ/BTC",
"BTC_QTUM", "QTUM/BTC",
"BTC_WAVES", "WAVES/BTC",
"BTC_VTC", "VTC/BTC",
"BTC_XLM", "XLM/BTC",
"BTC_XMR", "XMR/BTC",
"BTC_XVG", "XVG/BTC",
"BTC_XRP", "XRP/BTC",
"BTC_ZEC", "ZEC/BTC",
"USDT_BTC", "BTC/USDT",
"USDT_LTC", "LTC/USDT",
"USDT_ETH" "ETH/USDT"
] ]

2
scripts/plot_profit.py
View File

@ -34,7 +34,7 @@ logger = Logger(name="Graph profits").get_logger()
# data:: [ pair, profit-%, enter, exit, time, duration] # 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( def make_profit_array(
data: List, px: int, min_date: int, data: List, px: int, min_date: int,
interval: int, filter_pairs: Optional[List] = None) -> np.ndarray: interval: int, filter_pairs: Optional[List] = None) -> np.ndarray:

20
user_data/hyperopt_conf.py
View File

@ -26,16 +26,16 @@ def hyperopt_optimize_conf() -> dict:
}, },
"exchange": { "exchange": {
"pair_whitelist": [ "pair_whitelist": [
"BTC_ETH", "ETH/BTC",
"BTC_LTC", "LTC/BTC",
"BTC_ETC", "ETC/BTC",
"BTC_DASH", "DASH/BTC",
"BTC_ZEC", "ZEC/BTC",
"BTC_XLM", "XLM/BTC",
"BTC_NXT", "NXT/BTC",
"BTC_POWR", "POWR/BTC",
"BTC_ADA", "ADA/BTC",
"BTC_XMR" "XMR/BTC"
] ]
} }
} }