More lint fixes (#198)
* autopep fixes * remove unused imports * fix plot_dataframe.py lint warnings * make pep8 error fails the build * two more line breakings * matplotlib.use() must be called before pyplot import
This commit is contained in:
parent
1a556198b2
commit
c8fb6c4661
@ -25,8 +25,9 @@ jobs:
|
|||||||
- script:
|
- script:
|
||||||
- cp config.json.example config.json
|
- cp config.json.example config.json
|
||||||
- python freqtrade/main.py hyperopt -e 5
|
- python freqtrade/main.py hyperopt -e 5
|
||||||
|
- script: flake8 freqtrade
|
||||||
after_success:
|
after_success:
|
||||||
- flake8 freqtrade && coveralls
|
- coveralls
|
||||||
notifications:
|
notifications:
|
||||||
slack:
|
slack:
|
||||||
secure: bKLXmOrx8e2aPZl7W8DA5BdPAXWGpI5UzST33oc1G/thegXcDVmHBTJrBs4sZak6bgAclQQrdZIsRd2eFYzHLalJEaw6pk7hoAw8SvLnZO0ZurWboz7qg2+aZZXfK4eKl/VUe4sM9M4e/qxjkK+yWG7Marg69c4v1ypF7ezUi1fPYILYw8u0paaiX0N5UX8XNlXy+PBlga2MxDjUY70MuajSZhPsY2pDUvYnMY1D/7XN3cFW0g+3O8zXjF0IF4q1Z/1ASQe+eYjKwPQacE+O8KDD+ZJYoTOFBAPllrtpO1jnOPFjNGf3JIbVMZw4bFjIL0mSQaiSUaUErbU3sFZ5Or79rF93XZ81V7uEZ55vD8KMfR2CB1cQJcZcj0v50BxLo0InkFqa0Y8Nra3sbpV4fV5Oe8pDmomPJrNFJnX6ULQhQ1gTCe0M5beKgVms5SITEpt4/Y0CmLUr6iHDT0CUiyMIRWAXdIgbGh1jfaWOMksybeRevlgDsIsNBjXmYI1Sw2ZZR2Eo2u4R6zyfyjOMLwYJ3vgq9IrACv2w5nmf0+oguMWHf6iWi2hiOqhlAN1W74+3HsYQcqnuM3LGOmuCnPprV1oGBqkPXjIFGpy21gNx4vHfO1noLUyJnMnlu2L7SSuN1CdLsnjJ1hVjpJjPfqB4nn8g12x87TqM1bOm+3Q=
|
secure: bKLXmOrx8e2aPZl7W8DA5BdPAXWGpI5UzST33oc1G/thegXcDVmHBTJrBs4sZak6bgAclQQrdZIsRd2eFYzHLalJEaw6pk7hoAw8SvLnZO0ZurWboz7qg2+aZZXfK4eKl/VUe4sM9M4e/qxjkK+yWG7Marg69c4v1ypF7ezUi1fPYILYw8u0paaiX0N5UX8XNlXy+PBlga2MxDjUY70MuajSZhPsY2pDUvYnMY1D/7XN3cFW0g+3O8zXjF0IF4q1Z/1ASQe+eYjKwPQacE+O8KDD+ZJYoTOFBAPllrtpO1jnOPFjNGf3JIbVMZw4bFjIL0mSQaiSUaUErbU3sFZ5Or79rF93XZ81V7uEZ55vD8KMfR2CB1cQJcZcj0v50BxLo0InkFqa0Y8Nra3sbpV4fV5Oe8pDmomPJrNFJnX6ULQhQ1gTCe0M5beKgVms5SITEpt4/Y0CmLUr6iHDT0CUiyMIRWAXdIgbGh1jfaWOMksybeRevlgDsIsNBjXmYI1Sw2ZZR2Eo2u4R6zyfyjOMLwYJ3vgq9IrACv2w5nmf0+oguMWHf6iWi2hiOqhlAN1W74+3HsYQcqnuM3LGOmuCnPprV1oGBqkPXjIFGpy21gNx4vHfO1noLUyJnMnlu2L7SSuN1CdLsnjJ1hVjpJjPfqB4nn8g12x87TqM1bOm+3Q=
|
||||||
|
@ -168,8 +168,8 @@ def build_subcommands(parser: argparse.ArgumentParser) -> None:
|
|||||||
)
|
)
|
||||||
backtesting_cmd.add_argument(
|
backtesting_cmd.add_argument(
|
||||||
'-r', '--refresh-pairs-cached',
|
'-r', '--refresh-pairs-cached',
|
||||||
help='refresh the pairs files in tests/testdata with the latest data from Bittrex. Use it if you want to \
|
help='refresh the pairs files in tests/testdata with the latest data from Bittrex. \
|
||||||
run your backtesting with up-to-date data.',
|
Use it if you want to run your backtesting with up-to-date data.',
|
||||||
action='store_true',
|
action='store_true',
|
||||||
dest='refresh_pairs',
|
dest='refresh_pairs',
|
||||||
)
|
)
|
||||||
|
@ -13,7 +13,8 @@ from freqtrade.analyze import populate_indicators, parse_ticker_dataframe
|
|||||||
logger = logging.getLogger(__name__)
|
logger = logging.getLogger(__name__)
|
||||||
|
|
||||||
|
|
||||||
def load_data(pairs: List[str], ticker_interval: int = 5, refresh_pairs: Optional[bool] = False) -> Dict[str, List]:
|
def load_data(pairs: List[str], ticker_interval: int = 5,
|
||||||
|
refresh_pairs: Optional[bool] = False) -> Dict[str, List]:
|
||||||
"""
|
"""
|
||||||
Loads ticker history data for the given parameters
|
Loads ticker history data for the given parameters
|
||||||
:param ticker_interval: ticker interval in minutes
|
:param ticker_interval: ticker interval in minutes
|
||||||
@ -61,10 +62,10 @@ def download_pairs(pairs: List[str]) -> bool:
|
|||||||
"""For each pairs passed in parameters, download 1 and 5 ticker intervals"""
|
"""For each pairs passed in parameters, download 1 and 5 ticker intervals"""
|
||||||
for pair in pairs:
|
for pair in pairs:
|
||||||
try:
|
try:
|
||||||
for interval in [1,5]:
|
for interval in [1, 5]:
|
||||||
download_backtesting_testdata(pair=pair, interval=interval)
|
download_backtesting_testdata(pair=pair, interval=interval)
|
||||||
except BaseException:
|
except BaseException:
|
||||||
logger.info('Impossible to download the pair: "{pair}", Interval: {interval} min'.format(
|
logger.info('Failed to download the pair: "{pair}", Interval: {interval} min'.format(
|
||||||
pair=pair,
|
pair=pair,
|
||||||
interval=interval,
|
interval=interval,
|
||||||
))
|
))
|
||||||
@ -103,7 +104,7 @@ def download_backtesting_testdata(pair: str, interval: int = 5) -> bool:
|
|||||||
logger.debug("Current Start: None")
|
logger.debug("Current Start: None")
|
||||||
logger.debug("Current End: None")
|
logger.debug("Current End: None")
|
||||||
|
|
||||||
new_data = get_ticker_history(pair = pair, tick_interval = int(interval))
|
new_data = get_ticker_history(pair=pair, tick_interval=int(interval))
|
||||||
for row in new_data:
|
for row in new_data:
|
||||||
if row not in data:
|
if row not in data:
|
||||||
data.append(row)
|
data.append(row)
|
||||||
|
@ -140,7 +140,8 @@ def start(args):
|
|||||||
data[pair] = exchange.get_ticker_history(pair, args.ticker_interval)
|
data[pair] = exchange.get_ticker_history(pair, args.ticker_interval)
|
||||||
else:
|
else:
|
||||||
logger.info('Using local backtesting data (using whitelist in given config) ...')
|
logger.info('Using local backtesting data (using whitelist in given config) ...')
|
||||||
data = load_data(pairs=pairs, ticker_interval=args.ticker_interval, refresh_pairs=args.refresh_pairs)
|
data = load_data(pairs=pairs, ticker_interval=args.ticker_interval,
|
||||||
|
refresh_pairs=args.refresh_pairs)
|
||||||
|
|
||||||
logger.info('Using stake_currency: %s ...', config['stake_currency'])
|
logger.info('Using stake_currency: %s ...', config['stake_currency'])
|
||||||
logger.info('Using stake_amount: %s ...', config['stake_amount'])
|
logger.info('Using stake_amount: %s ...', config['stake_amount'])
|
||||||
|
@ -150,7 +150,7 @@ def optimizer(params):
|
|||||||
'total_tries': TOTAL_TRIES,
|
'total_tries': TOTAL_TRIES,
|
||||||
'result': result,
|
'result': result,
|
||||||
'results': results
|
'results': results
|
||||||
}
|
}
|
||||||
|
|
||||||
# logger.info('{:5d}/{}: {}'.format(_CURRENT_TRIES, TOTAL_TRIES, result))
|
# logger.info('{:5d}/{}: {}'.format(_CURRENT_TRIES, TOTAL_TRIES, result))
|
||||||
log_results(result_data)
|
log_results(result_data)
|
||||||
@ -169,7 +169,7 @@ def format_results(results: DataFrame):
|
|||||||
results.profit.mean() * 100.0,
|
results.profit.mean() * 100.0,
|
||||||
results.profit.sum(),
|
results.profit.sum(),
|
||||||
results.duration.mean() * 5,
|
results.duration.mean() * 5,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
def buy_strategy_generator(params):
|
def buy_strategy_generator(params):
|
||||||
@ -232,7 +232,8 @@ def start(args):
|
|||||||
logger.info('Using config: %s ...', args.config)
|
logger.info('Using config: %s ...', args.config)
|
||||||
config = load_config(args.config)
|
config = load_config(args.config)
|
||||||
pairs = config['exchange']['pair_whitelist']
|
pairs = config['exchange']['pair_whitelist']
|
||||||
PROCESSED = optimize.preprocess(optimize.load_data(pairs=pairs, ticker_interval=args.ticker_interval))
|
PROCESSED = optimize.preprocess(optimize.load_data(
|
||||||
|
pairs=pairs, ticker_interval=args.ticker_interval))
|
||||||
|
|
||||||
if args.mongodb:
|
if args.mongodb:
|
||||||
logger.info('Using mongodb ...')
|
logger.info('Using mongodb ...')
|
||||||
|
@ -232,11 +232,11 @@ def _daily(bot: Bot, update: Update) -> None:
|
|||||||
|
|
||||||
for day in range(0, timescale):
|
for day in range(0, timescale):
|
||||||
# need to query between day+1 and day-1
|
# need to query between day+1 and day-1
|
||||||
nextdate = date.fromordinal(today-day+1)
|
nextdate = date.fromordinal(today - day + 1)
|
||||||
prevdate = date.fromordinal(today-day-1)
|
prevdate = date.fromordinal(today - day - 1)
|
||||||
trades = Trade.query.filter(between(Trade.close_date, prevdate, nextdate)).all()
|
trades = Trade.query.filter(between(Trade.close_date, prevdate, nextdate)).all()
|
||||||
curdayprofit = sum(trade.close_profit * trade.stake_amount for trade in trades)
|
curdayprofit = sum(trade.close_profit * trade.stake_amount for trade in trades)
|
||||||
profit_days[date.fromordinal(today-day)] = format(curdayprofit, '.8f')
|
profit_days[date.fromordinal(today - day)] = format(curdayprofit, '.8f')
|
||||||
|
|
||||||
stats = [[key, str(value) + ' BTC'] for key, value in profit_days.items()]
|
stats = [[key, str(value) + ' BTC'] for key, value in profit_days.items()]
|
||||||
stats = tabulate(stats, headers=['Day', 'Profit'], tablefmt='simple')
|
stats = tabulate(stats, headers=['Day', 'Profit'], tablefmt='simple')
|
||||||
|
@ -128,7 +128,7 @@ def limit_sell_order():
|
|||||||
@pytest.fixture
|
@pytest.fixture
|
||||||
def ticker_history():
|
def ticker_history():
|
||||||
return [
|
return [
|
||||||
{
|
{
|
||||||
"O": 8.794e-05,
|
"O": 8.794e-05,
|
||||||
"H": 8.948e-05,
|
"H": 8.948e-05,
|
||||||
"L": 8.794e-05,
|
"L": 8.794e-05,
|
||||||
@ -137,7 +137,7 @@ def ticker_history():
|
|||||||
"T": "2017-11-26T08:50:00",
|
"T": "2017-11-26T08:50:00",
|
||||||
"BV": 0.0877869
|
"BV": 0.0877869
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"O": 8.88e-05,
|
"O": 8.88e-05,
|
||||||
"H": 8.942e-05,
|
"H": 8.942e-05,
|
||||||
"L": 8.88e-05,
|
"L": 8.88e-05,
|
||||||
@ -146,7 +146,7 @@ def ticker_history():
|
|||||||
"T": "2017-11-26T08:55:00",
|
"T": "2017-11-26T08:55:00",
|
||||||
"BV": 0.05874751
|
"BV": 0.05874751
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"O": 8.891e-05,
|
"O": 8.891e-05,
|
||||||
"H": 8.893e-05,
|
"H": 8.893e-05,
|
||||||
"L": 8.875e-05,
|
"L": 8.875e-05,
|
||||||
@ -155,4 +155,4 @@ def ticker_history():
|
|||||||
"T": "2017-11-26T09:00:00",
|
"T": "2017-11-26T09:00:00",
|
||||||
"BV": 0.7039405
|
"BV": 0.7039405
|
||||||
}
|
}
|
||||||
]
|
]
|
||||||
|
@ -1,15 +1,11 @@
|
|||||||
# pragma pylint: disable=missing-docstring,W0212
|
# pragma pylint: disable=missing-docstring,W0212
|
||||||
|
|
||||||
from unittest.mock import MagicMock
|
|
||||||
|
|
||||||
from freqtrade import exchange, optimize
|
from freqtrade import exchange, optimize
|
||||||
from freqtrade.exchange import Bittrex
|
from freqtrade.exchange import Bittrex
|
||||||
from freqtrade.optimize.backtesting import backtest
|
from freqtrade.optimize.backtesting import backtest
|
||||||
from freqtrade.optimize.__init__ import testdata_path, download_pairs, download_backtesting_testdata
|
from freqtrade.optimize.__init__ import testdata_path, download_pairs, download_backtesting_testdata
|
||||||
import os
|
import os
|
||||||
|
|
||||||
import pytest
|
|
||||||
|
|
||||||
|
|
||||||
def test_backtest(default_conf, mocker):
|
def test_backtest(default_conf, mocker):
|
||||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||||
@ -30,6 +26,7 @@ def test_1min_ticker_interval(default_conf, mocker):
|
|||||||
results = backtest(default_conf, optimize.preprocess(data), 1, True)
|
results = backtest(default_conf, optimize.preprocess(data), 1, True)
|
||||||
assert len(results) > 0
|
assert len(results) > 0
|
||||||
|
|
||||||
|
|
||||||
def test_backtest_with_new_pair(default_conf, ticker_history, mocker):
|
def test_backtest_with_new_pair(default_conf, ticker_history, mocker):
|
||||||
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
|
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
|
||||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||||
@ -59,7 +56,7 @@ def test_download_pairs(default_conf, ticker_history, mocker):
|
|||||||
file2_1 = 'freqtrade/tests/testdata/BTC_CFI-1.json'
|
file2_1 = 'freqtrade/tests/testdata/BTC_CFI-1.json'
|
||||||
file2_5 = 'freqtrade/tests/testdata/BTC_CFI-5.json'
|
file2_5 = 'freqtrade/tests/testdata/BTC_CFI-5.json'
|
||||||
|
|
||||||
assert download_pairs(pairs = ['BTC-MEME', 'BTC-CFI']) is True
|
assert download_pairs(pairs=['BTC-MEME', 'BTC-CFI']) is True
|
||||||
|
|
||||||
assert os.path.isfile(file1_1) is True
|
assert os.path.isfile(file1_1) is True
|
||||||
assert os.path.isfile(file1_5) is True
|
assert os.path.isfile(file1_5) is True
|
||||||
@ -87,7 +84,7 @@ def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
|
|||||||
|
|
||||||
# Download a 1 min ticker file
|
# Download a 1 min ticker file
|
||||||
file1 = 'freqtrade/tests/testdata/BTC_XEL-1.json'
|
file1 = 'freqtrade/tests/testdata/BTC_XEL-1.json'
|
||||||
download_backtesting_testdata(pair = "BTC-XEL", interval = 1)
|
download_backtesting_testdata(pair="BTC-XEL", interval=1)
|
||||||
assert os.path.isfile(file1) is True
|
assert os.path.isfile(file1) is True
|
||||||
|
|
||||||
if os.path.isfile(file1):
|
if os.path.isfile(file1):
|
||||||
@ -95,7 +92,7 @@ def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
|
|||||||
|
|
||||||
# Download a 5 min ticker file
|
# Download a 5 min ticker file
|
||||||
file2 = 'freqtrade/tests/testdata/BTC_STORJ-5.json'
|
file2 = 'freqtrade/tests/testdata/BTC_STORJ-5.json'
|
||||||
download_backtesting_testdata(pair = "BTC-STORJ", interval = 5)
|
download_backtesting_testdata(pair="BTC-STORJ", interval=5)
|
||||||
assert os.path.isfile(file2) is True
|
assert os.path.isfile(file2) is True
|
||||||
|
|
||||||
if os.path.isfile(file2):
|
if os.path.isfile(file2):
|
||||||
|
@ -3,7 +3,6 @@
|
|||||||
import matplotlib # Install PYQT5 manually if you want to test this helper function
|
import matplotlib # Install PYQT5 manually if you want to test this helper function
|
||||||
matplotlib.use("Qt5Agg")
|
matplotlib.use("Qt5Agg")
|
||||||
import matplotlib.pyplot as plt
|
import matplotlib.pyplot as plt
|
||||||
|
|
||||||
from freqtrade import exchange, analyze
|
from freqtrade import exchange, analyze
|
||||||
|
|
||||||
|
|
||||||
@ -52,4 +51,3 @@ def plot_analyzed_dataframe(pair: str) -> None:
|
|||||||
|
|
||||||
if __name__ == '__main__':
|
if __name__ == '__main__':
|
||||||
plot_analyzed_dataframe('BTC_ETH')
|
plot_analyzed_dataframe('BTC_ETH')
|
||||||
|
|
||||||
|
Loading…
Reference in New Issue
Block a user