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

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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
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20
docs/backtesting.md
View File

@ -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
```

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.
> **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 <trade_id>
@ -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

2
freqtrade/analyze.py
View File

@ -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
"""

3
freqtrade/optimize/__init__.py
View File

@ -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'

4
freqtrade/rpc/rpc.py
View File

@ -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(

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
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))

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

@ -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())

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

@ -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)

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
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)

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 = [
'*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'

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
"""
if symbol == 'USDT_BTC':
if symbol == 'BTC/USDT':
return {
'bid': 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
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))

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()}])
)
)
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

4
freqtrade/tests/test_arguments.py
View File

@ -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:

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
"""
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',

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.strategy.strategy import Strategy
_pairs = ['BTC_ETH']
_pairs = ['ETH/BTC']
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())
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:

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(
pair='BTC_ETH',
pair='ETH/BTC',
stake_amount=0.001,
fee=0.0025,
exchange='bittrex',

3
freqtrade/tests/testdata/download_backtest_data.py vendored
View File

@ -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)

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

@ -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"
]

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:: ["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:

20
user_data/hyperopt_conf.py
View File

@ -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"
]
}
}