Merge with develop

This commit is contained in:
Anton
2018-06-11 16:25:05 +03:00
30 changed files with 538 additions and 247 deletions

View File

@@ -62,6 +62,7 @@ class Analyze(object):
'close': 'last',
'volume': 'max',
})
frame.drop(frame.tail(1).index, inplace=True) # eliminate partial candle
return frame
def populate_indicators(self, dataframe: DataFrame) -> DataFrame:

View File

@@ -72,7 +72,7 @@ class Arguments(object):
self.parser.add_argument(
'--version',
action='version',
version='%(prog)s {}'.format(__version__),
version=f'%(prog)s {__version__}'
)
self.parser.add_argument(
'-c', '--config',
@@ -165,6 +165,11 @@ class Arguments(object):
@staticmethod
def optimizer_shared_options(parser: argparse.ArgumentParser) -> None:
"""
Parses given common arguments for Backtesting and Hyperopt scripts.
:param parser:
:return:
"""
parser.add_argument(
'-i', '--ticker-interval',
help='specify ticker interval (1m, 5m, 30m, 1h, 1d)',
@@ -243,7 +248,7 @@ class Arguments(object):
:return: Start and End range period
"""
if text is None:
return TimeRange()
return TimeRange(None, None, 0, 0)
syntax = [(r'^-(\d{8})$', (None, 'date')),
(r'^(\d{8})-$', ('date', None)),
(r'^(\d{8})-(\d{8})$', ('date', 'date')),
@@ -296,28 +301,34 @@ class Arguments(object):
'--pairs-file',
help='File containing a list of pairs to download',
dest='pairs_file',
default=None
default=None,
metavar='PATH',
)
self.parser.add_argument(
'--export',
help='Export files to given dir',
dest='export',
default=None)
default=None,
metavar='PATH',
)
self.parser.add_argument(
'--days',
help='Download data for number of days',
dest='days',
type=int,
default=None)
metavar='INT',
default=None
)
self.parser.add_argument(
'--exchange',
help='Exchange name (default: %(default)s)',
dest='exchange',
type=str,
default='bittrex')
default='bittrex'
)
self.parser.add_argument(
'-t', '--timeframes',

View File

@@ -61,11 +61,9 @@ class Configuration(object):
with open(path) as file:
conf = json.load(file)
except FileNotFoundError:
logger.critical(
'Config file "%s" not found. Please create your config file',
path
)
exit(0)
raise OperationalException(
'Config file "{}" not found!'
' Please create a config file or check whether it exists.'.format(path))
if 'internals' not in conf:
conf['internals'] = {}
@@ -238,9 +236,8 @@ class Configuration(object):
exchange = config.get('exchange', {}).get('name').lower()
if exchange not in ccxt.exchanges:
exception_msg = 'Exchange "{}" not supported.\n' \
'The following exchanges are supported: {}'\
.format(exchange, ', '.join(ccxt.exchanges))
exception_msg = f'Exchange "{exchange}" not supported.\n' \
f'The following exchanges are supported: {", ".join(ccxt.exchanges)}'
logger.critical(exception_msg)
raise OperationalException(

View File

@@ -59,7 +59,7 @@ def init_ccxt(exchange_config: dict) -> ccxt.Exchange:
name = exchange_config['name']
if name not in ccxt.exchanges:
raise OperationalException('Exchange {} is not supported'.format(name))
raise OperationalException(f'Exchange {name} is not supported')
try:
api = getattr(ccxt, name.lower())({
'apiKey': exchange_config.get('key'),
@@ -69,7 +69,7 @@ def init_ccxt(exchange_config: dict) -> ccxt.Exchange:
'enableRateLimit': True,
})
except (KeyError, AttributeError):
raise OperationalException('Exchange {} is not supported'.format(name))
raise OperationalException(f'Exchange {name} is not supported')
return api
@@ -118,11 +118,10 @@ def validate_pairs(pairs: List[str]) -> None:
# TODO: add a support for having coins in BTC/USDT format
if not pair.endswith(stake_cur):
raise OperationalException(
'Pair {} not compatible with stake_currency: {}'.format(pair, stake_cur)
)
f'Pair {pair} not compatible with stake_currency: {stake_cur}')
if pair not in markets:
raise OperationalException(
'Pair {} is not available at {}'.format(pair, get_name()))
f'Pair {pair} is not available at {get_name()}')
def exchange_has(endpoint: str) -> bool:
@@ -138,7 +137,7 @@ def exchange_has(endpoint: str) -> bool:
def buy(pair: str, rate: float, amount: float) -> Dict:
if _CONF['dry_run']:
global _DRY_RUN_OPEN_ORDERS
order_id = 'dry_run_buy_{}'.format(randint(0, 10**6))
order_id = f'dry_run_buy_{randint(0, 10**6)}'
_DRY_RUN_OPEN_ORDERS[order_id] = {
'pair': pair,
'price': rate,
@@ -156,20 +155,17 @@ def buy(pair: str, rate: float, amount: float) -> Dict:
return _API.create_limit_buy_order(pair, amount, rate)
except ccxt.InsufficientFunds as e:
raise DependencyException(
'Insufficient funds to create limit buy order on market {}.'
'Tried to buy amount {} at rate {} (total {}).'
'Message: {}'.format(pair, amount, rate, rate*amount, e)
)
f'Insufficient funds to create limit buy order on market {pair}.'
f'Tried to buy amount {amount} at rate {rate} (total {rate*amount}).'
f'Message: {e}')
except ccxt.InvalidOrder as e:
raise DependencyException(
'Could not create limit buy order on market {}.'
'Tried to buy amount {} at rate {} (total {}).'
'Message: {}'.format(pair, amount, rate, rate*amount, e)
)
f'Could not create limit buy order on market {pair}.'
f'Tried to buy amount {amount} at rate {rate} (total {rate*amount}).'
f'Message: {e}')
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
'Could not place buy order due to {}. Message: {}'.format(
e.__class__.__name__, e))
f'Could not place buy order due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
@@ -177,7 +173,7 @@ def buy(pair: str, rate: float, amount: float) -> Dict:
def sell(pair: str, rate: float, amount: float) -> Dict:
if _CONF['dry_run']:
global _DRY_RUN_OPEN_ORDERS
order_id = 'dry_run_sell_{}'.format(randint(0, 10**6))
order_id = f'dry_run_sell_{randint(0, 10**6)}'
_DRY_RUN_OPEN_ORDERS[order_id] = {
'pair': pair,
'price': rate,
@@ -194,20 +190,17 @@ def sell(pair: str, rate: float, amount: float) -> Dict:
return _API.create_limit_sell_order(pair, amount, rate)
except ccxt.InsufficientFunds as e:
raise DependencyException(
'Insufficient funds to create limit sell order on market {}.'
'Tried to sell amount {} at rate {} (total {}).'
'Message: {}'.format(pair, amount, rate, rate*amount, e)
)
f'Insufficient funds to create limit sell order on market {pair}.'
f'Tried to sell amount {amount} at rate {rate} (total {rate*amount}).'
f'Message: {e}')
except ccxt.InvalidOrder as e:
raise DependencyException(
'Could not create limit sell order on market {}.'
'Tried to sell amount {} at rate {} (total {}).'
'Message: {}'.format(pair, amount, rate, rate*amount, e)
)
f'Could not create limit sell order on market {pair}.'
f'Tried to sell amount {amount} at rate {rate} (total {rate*amount}).'
f'Message: {e}')
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
'Could not place sell order due to {}. Message: {}'.format(
e.__class__.__name__, e))
f'Could not place sell order due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
@@ -222,8 +215,7 @@ def get_balance(currency: str) -> float:
balance = balances.get(currency)
if balance is None:
raise TemporaryError(
'Could not get {} balance due to malformed exchange response: {}'.format(
currency, balances))
f'Could not get {currency} balance due to malformed exchange response: {balances}')
return balance['free']
@@ -243,8 +235,7 @@ def get_balances() -> dict:
return balances
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
'Could not get balance due to {}. Message: {}'.format(
e.__class__.__name__, e))
f'Could not get balance due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
@@ -255,13 +246,11 @@ def get_tickers() -> Dict:
return _API.fetch_tickers()
except ccxt.NotSupported as e:
raise OperationalException(
'Exchange {} does not support fetching tickers in batch.'
'Message: {}'.format(_API.name, e)
)
f'Exchange {_API.name} does not support fetching tickers in batch.'
f'Message: {e}')
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
'Could not load tickers due to {}. Message: {}'.format(
e.__class__.__name__, e))
f'Could not load tickers due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
@@ -277,13 +266,12 @@ def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict:
'bid': float(data['bid']),
'ask': float(data['ask']),
}
except KeyError as e:
except KeyError:
logger.debug("Could not cache ticker data for %s", pair)
return data
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
'Could not load ticker history due to {}. Message: {}'.format(
e.__class__.__name__, e))
f'Could not load ticker history due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
else:
@@ -327,15 +315,13 @@ def get_ticker_history(pair: str, tick_interval: str, since_ms: Optional[int] =
return data
except ccxt.NotSupported as e:
raise OperationalException(
'Exchange {} does not support fetching historical candlestick data.'
'Message: {}'.format(_API.name, e)
)
f'Exchange {_API.name} does not support fetching historical candlestick data.'
f'Message: {e}')
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
'Could not load ticker history due to {}. Message: {}'.format(
e.__class__.__name__, e))
f'Could not load ticker history due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException('Could not fetch ticker data. Msg: {}'.format(e))
raise OperationalException(f'Could not fetch ticker data. Msg: {e}')
@retrier
@@ -347,12 +333,10 @@ def cancel_order(order_id: str, pair: str) -> None:
return _API.cancel_order(order_id, pair)
except ccxt.InvalidOrder as e:
raise DependencyException(
'Could not cancel order. Message: {}'.format(e)
)
f'Could not cancel order. Message: {e}')
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
'Could not cancel order due to {}. Message: {}'.format(
e.__class__.__name__, e))
f'Could not cancel order due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
@@ -369,12 +353,10 @@ def get_order(order_id: str, pair: str) -> Dict:
return _API.fetch_order(order_id, pair)
except ccxt.InvalidOrder as e:
raise DependencyException(
'Could not get order. Message: {}'.format(e)
)
f'Could not get order. Message: {e}')
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
'Could not get order due to {}. Message: {}'.format(
e.__class__.__name__, e))
f'Could not get order due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
@@ -393,8 +375,7 @@ def get_trades_for_order(order_id: str, pair: str, since: datetime) -> List:
except ccxt.NetworkError as e:
raise TemporaryError(
'Could not get trades due to networking error. Message: {}'.format(e)
)
f'Could not get trades due to networking error. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
@@ -416,8 +397,7 @@ def get_markets() -> List[dict]:
return _API.fetch_markets()
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
'Could not load markets due to {}. Message: {}'.format(
e.__class__.__name__, e))
f'Could not load markets due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
@@ -442,8 +422,7 @@ def get_fee(symbol='ETH/BTC', type='', side='', amount=1,
price=price, takerOrMaker=taker_or_maker)['rate']
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
'Could not get fee info due to {}. Message: {}'.format(
e.__class__.__name__, e))
f'Could not get fee info due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)

View File

@@ -119,7 +119,7 @@ class CryptoToFiatConverter(object):
# Check if the fiat convertion you want is supported
if not self._is_supported_fiat(fiat=fiat_symbol):
raise ValueError('The fiat {} is not supported.'.format(fiat_symbol))
raise ValueError(f'The fiat {fiat_symbol} is not supported.')
# Get the pair that interest us and return the price in fiat
for pair in self._pairs:
@@ -182,7 +182,7 @@ class CryptoToFiatConverter(object):
"""
# Check if the fiat convertion you want is supported
if not self._is_supported_fiat(fiat=fiat_symbol):
raise ValueError('The fiat {} is not supported.'.format(fiat_symbol))
raise ValueError(f'The fiat {fiat_symbol} is not supported.')
# No need to convert if both crypto and fiat are the same
if crypto_symbol == fiat_symbol:
@@ -192,6 +192,7 @@ class CryptoToFiatConverter(object):
# return 0 for unsupported stake currencies (fiat-convert should not break the bot)
logger.warning("unsupported crypto-symbol %s - returning 0.0", crypto_symbol)
return 0.0
try:
return float(
self._coinmarketcap.ticker(

View File

@@ -76,17 +76,14 @@ class FreqtradeBot(object):
else:
self.state = State.STOPPED
def clean(self) -> bool:
def cleanup(self) -> None:
"""
Cleanup the application state und finish all pending tasks
Cleanup pending resources on an already stopped bot
:return: None
"""
self.rpc.send_msg('*Status:* `Stopping trader...`')
logger.info('Stopping trader and cleaning up modules...')
self.state = State.STOPPED
logger.info('Cleaning up modules ...')
self.rpc.cleanup()
persistence.cleanup()
return True
def worker(self, old_state: State = None) -> State:
"""
@@ -97,7 +94,7 @@ class FreqtradeBot(object):
# Log state transition
state = self.state
if state != old_state:
self.rpc.send_msg('*Status:* `{}`'.format(state.name.lower()))
self.rpc.send_msg(f'*Status:* `{state.name.lower()}`')
logger.info('Changing state to: %s', state.name)
if state == State.STOPPED:
@@ -171,12 +168,10 @@ class FreqtradeBot(object):
logger.warning('%s, retrying in 30 seconds...', error)
time.sleep(constants.RETRY_TIMEOUT)
except OperationalException:
tb = traceback.format_exc()
hint = 'Issue `/start` if you think it is safe to restart.'
self.rpc.send_msg(
'*Status:* OperationalException:\n```\n{traceback}```{hint}'
.format(
traceback=traceback.format_exc(),
hint='Issue `/start` if you think it is safe to restart.'
)
f'*Status:* OperationalException:\n```\n{tb}```{hint}'
)
logger.exception('OperationalException. Stopping trader ...')
self.state = State.STOPPED
@@ -275,8 +270,6 @@ class FreqtradeBot(object):
"""
Checks the implemented trading indicator(s) for a randomly picked pair,
if one pair triggers the buy_signal a new trade record gets created
:param stake_amount: amount of btc to spend
:param interval: Ticker interval used for Analyze
:return: True if a trade object has been created and persisted, False otherwise
"""
interval = self.analyze.get_ticker_interval()
@@ -284,6 +277,9 @@ class FreqtradeBot(object):
if not stake_amount:
return False
stake_currency = self.config['stake_currency']
fiat_currency = self.config['fiat_display_currency']
exc_name = exchange.get_name()
logger.info(
'Checking buy signals to create a new trade with stake_amount: %f ...',
@@ -308,7 +304,8 @@ class FreqtradeBot(object):
break
else:
return False
pair_s = pair.replace('_', '/')
pair_url = exchange.get_pair_detail_url(pair)
# Calculate amount
buy_limit = self.get_target_bid(exchange.get_ticker(pair))
amount = stake_amount / buy_limit
@@ -317,23 +314,15 @@ class FreqtradeBot(object):
stake_amount_fiat = self.fiat_converter.convert_amount(
stake_amount,
self.config['stake_currency'],
self.config['fiat_display_currency']
stake_currency,
fiat_currency
)
# Create trade entity and return
self.rpc.send_msg(
'*{}:* Buying [{}]({}) with limit `{:.8f} ({:.6f} {}, {:.3f} {})` '
.format(
exchange.get_name(),
pair.replace('_', '/'),
exchange.get_pair_detail_url(pair),
buy_limit,
stake_amount,
self.config['stake_currency'],
stake_amount_fiat,
self.config['fiat_display_currency']
)
f"""*{exc_name}:* Buying [{pair_s}]({pair_url}) \
with limit `{buy_limit:.8f} ({stake_amount:.6f} \
{stake_currency}, {stake_amount_fiat:.3f} {fiat_currency})`"""
)
# Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
fee = exchange.get_fee(symbol=pair, taker_or_maker='maker')
@@ -434,12 +423,12 @@ class FreqtradeBot(object):
fee_abs += exectrade['fee']['cost']
if amount != order_amount:
logger.warning("amount {} does not match amount {}".format(amount, trade.amount))
logger.warning(f"amount {amount} does not match amount {trade.amount}")
raise OperationalException("Half bought? Amounts don't match")
real_amount = amount - fee_abs
if fee_abs != 0:
logger.info("Applying fee on amount for {} (from {} to {}) from Trades".format(
trade, order['amount'], real_amount))
logger.info(f"""Applying fee on amount for {trade} \
(from {order_amount} to {real_amount}) from Trades""")
return real_amount
def handle_trade(self, trade: Trade) -> bool:
@@ -448,7 +437,7 @@ class FreqtradeBot(object):
:return: True if trade has been sold, False otherwise
"""
if not trade.is_open:
raise ValueError('attempt to handle closed trade: {}'.format(trade))
raise ValueError(f'attempt to handle closed trade: {trade}')
logger.debug('Handling %s ...', trade)
current_rate = exchange.get_ticker(trade.pair)['bid']
@@ -474,6 +463,12 @@ class FreqtradeBot(object):
for trade in Trade.query.filter(Trade.open_order_id.isnot(None)).all():
try:
# FIXME: Somehow the query above returns results
# where the open_order_id is in fact None.
# This is probably because the record got
# updated via /forcesell in a different thread.
if not trade.open_order_id:
continue
order = exchange.get_order(trade.open_order_id, trade.pair)
except requests.exceptions.RequestException:
logger.info(
@@ -499,16 +494,14 @@ class FreqtradeBot(object):
"""Buy timeout - cancel order
:return: True if order was fully cancelled
"""
pair_s = trade.pair.replace('_', '/')
exchange.cancel_order(trade.open_order_id, trade.pair)
if order['remaining'] == order['amount']:
# if trade is not partially completed, just delete the trade
Trade.session.delete(trade)
# FIX? do we really need to flush, caller of
# check_handle_timedout will flush afterwards
Trade.session.flush()
logger.info('Buy order timeout for %s.', trade)
self.rpc.send_msg('*Timeout:* Unfilled buy order for {} cancelled'.format(
trade.pair.replace('_', '/')))
self.rpc.send_msg(f'*Timeout:* Unfilled buy order for {pair_s} cancelled')
return True
# if trade is partially complete, edit the stake details for the trade
@@ -517,8 +510,7 @@ class FreqtradeBot(object):
trade.stake_amount = trade.amount * trade.open_rate
trade.open_order_id = None
logger.info('Partial buy order timeout for %s.', trade)
self.rpc.send_msg('*Timeout:* Remaining buy order for {} cancelled'.format(
trade.pair.replace('_', '/')))
self.rpc.send_msg(f'*Timeout:* Remaining buy order for {pair_s} cancelled')
return False
# FIX: 20180110, should cancel_order() be cond. or unconditionally called?
@@ -527,6 +519,7 @@ class FreqtradeBot(object):
Sell timeout - cancel order and update trade
:return: True if order was fully cancelled
"""
pair_s = trade.pair.replace('_', '/')
if order['remaining'] == order['amount']:
# if trade is not partially completed, just cancel the trade
exchange.cancel_order(trade.open_order_id, trade.pair)
@@ -535,8 +528,7 @@ class FreqtradeBot(object):
trade.close_date = None
trade.is_open = True
trade.open_order_id = None
self.rpc.send_msg('*Timeout:* Unfilled sell order for {} cancelled'.format(
trade.pair.replace('_', '/')))
self.rpc.send_msg(f'*Timeout:* Unfilled sell order for {pair_s} cancelled')
logger.info('Sell order timeout for %s.', trade)
return True
@@ -550,6 +542,8 @@ class FreqtradeBot(object):
:param limit: limit rate for the sell order
:return: None
"""
exc = trade.exchange
pair = trade.pair
# Execute sell and update trade record
order_id = exchange.sell(str(trade.pair), limit, trade.amount)['id']
trade.open_order_id = order_id
@@ -559,43 +553,31 @@ class FreqtradeBot(object):
profit_trade = trade.calc_profit(rate=limit)
current_rate = exchange.get_ticker(trade.pair)['bid']
profit = trade.calc_profit_percent(limit)
pair_url = exchange.get_pair_detail_url(trade.pair)
gain = "profit" if fmt_exp_profit > 0 else "loss"
message = "*{exchange}:* Selling\n" \
"*Current Pair:* [{pair}]({pair_url})\n" \
"*Limit:* `{limit}`\n" \
"*Amount:* `{amount}`\n" \
"*Open Rate:* `{open_rate:.8f}`\n" \
"*Current Rate:* `{current_rate:.8f}`\n" \
"*Profit:* `{profit:.2f}%`" \
"".format(
exchange=trade.exchange,
pair=trade.pair,
pair_url=exchange.get_pair_detail_url(trade.pair),
limit=limit,
open_rate=trade.open_rate,
current_rate=current_rate,
amount=round(trade.amount, 8),
profit=round(profit * 100, 2),
)
message = f"*{exc}:* Selling\n" \
f"*Current Pair:* [{pair}]({pair_url})\n" \
f"*Limit:* `{limit}`\n" \
f"*Amount:* `{round(trade.amount, 8)}`\n" \
f"*Open Rate:* `{trade.open_rate:.8f}`\n" \
f"*Current Rate:* `{current_rate:.8f}`\n" \
f"*Profit:* `{round(profit * 100, 2):.2f}%`" \
""
# For regular case, when the configuration exists
if 'stake_currency' in self.config and 'fiat_display_currency' in self.config:
stake = self.config['stake_currency']
fiat = self.config['fiat_display_currency']
fiat_converter = CryptoToFiatConverter()
profit_fiat = fiat_converter.convert_amount(
profit_trade,
self.config['stake_currency'],
self.config['fiat_display_currency']
stake,
fiat
)
message += '` ({gain}: {profit_percent:.2f}%, {profit_coin:.8f} {coin}`' \
'` / {profit_fiat:.3f} {fiat})`' \
''.format(
gain="profit" if fmt_exp_profit > 0 else "loss",
profit_percent=fmt_exp_profit,
profit_coin=profit_trade,
coin=self.config['stake_currency'],
profit_fiat=profit_fiat,
fiat=self.config['fiat_display_currency'],
)
message += f'` ({gain}: {fmt_exp_profit:.2f}%, {profit_trade:.8f} {stake}`' \
f'` / {profit_fiat:.3f} {fiat})`'\
''
# Because telegram._forcesell does not have the configuration
# Ignore the FIAT value and does not show the stake_currency as well
else:

View File

@@ -5,12 +5,14 @@ Read the documentation to know what cli arguments you need.
"""
import logging
import sys
from argparse import Namespace
from typing import List
from freqtrade import OperationalException
from freqtrade.arguments import Arguments
from freqtrade.configuration import Configuration
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.state import State
logger = logging.getLogger('freqtrade')
@@ -44,6 +46,8 @@ def main(sysargv: List[str]) -> None:
state = None
while 1:
state = freqtrade.worker(old_state=state)
if state == State.RELOAD_CONF:
freqtrade = reconfigure(freqtrade, args)
except KeyboardInterrupt:
logger.info('SIGINT received, aborting ...')
@@ -55,10 +59,28 @@ def main(sysargv: List[str]) -> None:
logger.exception('Fatal exception!')
finally:
if freqtrade:
freqtrade.clean()
freqtrade.rpc.send_msg('*Status:* `Process died ...`')
freqtrade.cleanup()
sys.exit(return_code)
def reconfigure(freqtrade: FreqtradeBot, args: Namespace) -> FreqtradeBot:
"""
Cleans up current instance, reloads the configuration and returns the new instance
"""
# Clean up current modules
freqtrade.cleanup()
# Create new instance
freqtrade = FreqtradeBot(Configuration(args).get_config())
freqtrade.rpc.send_msg(
'*Status:* `Config reloaded ...`'.format(
freqtrade.state.name.lower()
)
)
return freqtrade
def set_loggers() -> None:
"""
Set the logger level for Third party libs

View File

@@ -85,7 +85,7 @@ def load_data(datadir: str,
ticker_interval: str,
pairs: Optional[List[str]] = None,
refresh_pairs: Optional[bool] = False,
timerange: TimeRange = TimeRange()) -> Dict[str, List]:
timerange: TimeRange = TimeRange(None, None, 0, 0)) -> Dict[str, List]:
"""
Loads ticker history data for the given parameters
:return: dict
@@ -125,7 +125,7 @@ def make_testdata_path(datadir: str) -> str:
def download_pairs(datadir, pairs: List[str],
ticker_interval: str,
timerange: TimeRange = TimeRange()) -> bool:
timerange: TimeRange = TimeRange(None, None, 0, 0)) -> bool:
"""For each pairs passed in parameters, download the ticker intervals"""
for pair in pairs:
try:

View File

@@ -299,6 +299,11 @@ class RPC(object):
return True, '*Status:* `already stopped`'
def rpc_reload_conf(self) -> str:
""" Handler for reload_conf. """
self.freqtrade.state = State.RELOAD_CONF
return '*Status:* `Reloading config ...`'
# FIX: no test for this!!!!
def rpc_forcesell(self, trade_id) -> Tuple[bool, Any]:
"""
@@ -354,6 +359,7 @@ class RPC(object):
return True, 'Invalid argument.'
_exec_forcesell(trade)
Trade.session.flush()
return False, ''
def rpc_performance(self) -> Tuple[bool, Any]:

View File

@@ -93,6 +93,7 @@ class Telegram(RPC):
CommandHandler('performance', self._performance),
CommandHandler('daily', self._daily),
CommandHandler('count', self._count),
CommandHandler('reload_conf', self._reload_conf),
CommandHandler('help', self._help),
CommandHandler('version', self._version),
]
@@ -300,6 +301,18 @@ class Telegram(RPC):
(error, msg) = self.rpc_stop()
self.send_msg(msg, bot=bot)
@authorized_only
def _reload_conf(self, bot: Bot, update: Update) -> None:
"""
Handler for /reload_conf.
Triggers a config file reload
:param bot: telegram bot
:param update: message update
:return: None
"""
msg = self.rpc_reload_conf()
self.send_msg(msg, bot=bot)
@authorized_only
def _forcesell(self, bot: Bot, update: Update) -> None:
"""

View File

@@ -8,7 +8,8 @@ import enum
class State(enum.Enum):
"""
Bot running states
Bot application states
"""
RUNNING = 0
STOPPED = 1
RELOAD_CONF = 2

View File

@@ -340,7 +340,7 @@ def test_tickerdata_to_dataframe(default_conf, mocker) -> None:
backtesting = Backtesting(default_conf)
data = backtesting.tickerdata_to_dataframe(tickerlist)
assert len(data['UNITTEST/BTC']) == 100
assert len(data['UNITTEST/BTC']) == 99
# Load Analyze to compare the result between Backtesting function and Analyze are the same
analyze = Analyze(default_conf)
@@ -364,7 +364,7 @@ def test_get_timeframe(default_conf, mocker) -> None:
)
min_date, max_date = backtesting.get_timeframe(data)
assert min_date.isoformat() == '2017-11-04T23:02:00+00:00'
assert max_date.isoformat() == '2017-11-14T22:59:00+00:00'
assert max_date.isoformat() == '2017-11-14T22:58:00+00:00'
def test_generate_text_table(default_conf, mocker):
@@ -501,7 +501,7 @@ def test_processed(default_conf, mocker) -> None:
def test_backtest_pricecontours(default_conf, fee, mocker) -> None:
mocker.patch('freqtrade.optimize.backtesting.exchange.get_fee', fee)
tests = [['raise', 17], ['lower', 0], ['sine', 17]]
tests = [['raise', 17], ['lower', 0], ['sine', 16]]
for [contour, numres] in tests:
simple_backtest(default_conf, contour, numres, mocker)
@@ -629,10 +629,12 @@ def test_backtest_start_live(default_conf, mocker, caplog):
args = [
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'--datadir', 'freqtrade/tests/testdata',
'backtesting',
'--ticker-interval', '1m',
'--live',
'--timerange', '-100'
'--timerange', '-100',
'--realistic-simulation'
]
args = get_args(args)
start(args)
@@ -642,13 +644,14 @@ def test_backtest_start_live(default_conf, mocker, caplog):
'Using ticker_interval: 1m ...',
'Parameter -l/--live detected ...',
'Using max_open_trades: 1 ...',
'Parameter --timerange detected: -100 ..',
'Parameter --timerange detected: -100 ...',
'Using data folder: freqtrade/tests/testdata ...',
'Using stake_currency: BTC ...',
'Using stake_amount: 0.001 ...',
'Downloading data for all pairs in whitelist ...',
'Measuring data from 2017-11-14T19:32:00+00:00 up to 2017-11-14T22:59:00+00:00 (0 days)..'
'Measuring data from 2017-11-14T19:31:00+00:00 up to 2017-11-14T22:58:00+00:00 (0 days)..',
'Parameter --realistic-simulation detected ...'
]
for line in exists:
log_has(line, caplog.record_tuples)
assert log_has(line, caplog.record_tuples)

View File

@@ -70,12 +70,12 @@ def test_init(default_conf, mocker, caplog) -> None:
assert start_polling.call_count == 0
# number of handles registered
assert start_polling.dispatcher.add_handler.call_count == 11
assert start_polling.dispatcher.add_handler.call_count > 0
assert start_polling.start_polling.call_count == 1
message_str = "rpc.telegram is listening for following commands: [['status'], ['profit'], " \
"['balance'], ['start'], ['stop'], ['forcesell'], ['performance'], ['daily'], " \
"['count'], ['help'], ['version']]"
"['count'], ['reload_conf'], ['help'], ['version']]"
assert log_has(message_str, caplog.record_tuples)
@@ -745,6 +745,29 @@ def test_stop_handle_already_stopped(default_conf, update, mocker) -> None:
assert 'already stopped' in msg_mock.call_args_list[0][0][0]
def test_reload_conf_handle(default_conf, update, mocker) -> None:
""" Test _reload_conf() method """
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock())
msg_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(),
send_msg=msg_mock
)
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
freqtradebot = FreqtradeBot(default_conf)
telegram = Telegram(freqtradebot)
freqtradebot.state = State.RUNNING
assert freqtradebot.state == State.RUNNING
telegram._reload_conf(bot=MagicMock(), update=update)
assert freqtradebot.state == State.RELOAD_CONF
assert msg_mock.call_count == 1
assert 'Reloading config' in msg_mock.call_args_list[0][0][0]
def test_forcesell_handle(default_conf, update, ticker, fee, ticker_sell_up, mocker) -> None:
"""
Test _forcesell() method

View File

@@ -46,7 +46,7 @@ def test_analyze_object() -> None:
def test_dataframe_correct_length(result):
dataframe = Analyze.parse_ticker_dataframe(result)
assert len(result.index) == len(dataframe.index)
assert len(result.index) - 1 == len(dataframe.index) # last partial candle removed
def test_dataframe_correct_columns(result):
@@ -188,4 +188,4 @@ def test_tickerdata_to_dataframe(default_conf) -> None:
tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
tickerlist = {'UNITTEST/BTC': tick}
data = analyze.tickerdata_to_dataframe(tickerlist)
assert len(data['UNITTEST/BTC']) == 100
assert len(data['UNITTEST/BTC']) == 99 # partial candle was removed

View File

@@ -174,3 +174,19 @@ def test_parse_args_hyperopt_custom() -> None:
assert call_args.subparser == 'hyperopt'
assert call_args.spaces == ['buy']
assert call_args.func is not None
def test_testdata_dl_options() -> None:
args = [
'--pairs-file', 'file_with_pairs',
'--export', 'export/folder',
'--days', '30',
'--exchange', 'binance'
]
arguments = Arguments(args, '')
arguments.testdata_dl_options()
args = arguments.parse_args()
assert args.pairs_file == 'file_with_pairs'
assert args.export == 'export/folder'
assert args.days == 30
assert args.exchange == 'binance'

View File

@@ -97,7 +97,7 @@ def test_load_config_max_open_trades_zero(default_conf, mocker, caplog) -> None:
assert log_has('Validating configuration ...', caplog.record_tuples)
def test_load_config_file_exception(mocker, caplog) -> None:
def test_load_config_file_exception(mocker) -> None:
"""
Test Configuration._load_config_file() method
"""
@@ -107,12 +107,8 @@ def test_load_config_file_exception(mocker, caplog) -> None:
)
configuration = Configuration(Namespace())
with pytest.raises(SystemExit):
with pytest.raises(OperationalException, match=r'.*Config file "somefile" not found!*'):
configuration._load_config_file('somefile')
assert log_has(
'Config file "somefile" not found. Please create your config file',
caplog.record_tuples
)
def test_load_config(default_conf, mocker) -> None:

View File

@@ -9,7 +9,7 @@ import pytest
from requests.exceptions import RequestException
from freqtrade.fiat_convert import CryptoFiat, CryptoToFiatConverter
from freqtrade.tests.conftest import patch_coinmarketcap
from freqtrade.tests.conftest import log_has, patch_coinmarketcap
def test_pair_convertion_object():
@@ -90,6 +90,13 @@ def test_fiat_convert_find_price(mocker):
assert fiat_convert.get_price(crypto_symbol='BTC', fiat_symbol='EUR') == 13000.2
def test_fiat_convert_unsupported_crypto(mocker, caplog):
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._cryptomap', return_value=[])
fiat_convert = CryptoToFiatConverter()
assert fiat_convert._find_price(crypto_symbol='CRYPTO_123', fiat_symbol='EUR') == 0.0
assert log_has('unsupported crypto-symbol CRYPTO_123 - returning 0.0', caplog.record_tuples)
def test_fiat_convert_get_price(mocker):
api_mock = MagicMock(return_value={
'price_usd': 28000.0,
@@ -161,7 +168,8 @@ def test_fiat_init_network_exception(mocker):
fiat_convert._cryptomap = {}
fiat_convert._load_cryptomap()
assert len(fiat_convert._cryptomap) == 0
length_cryptomap = len(fiat_convert._cryptomap)
assert length_cryptomap == 0
def test_fiat_convert_without_network():
@@ -175,3 +183,22 @@ def test_fiat_convert_without_network():
assert fiat_convert._coinmarketcap is None
assert fiat_convert._find_price(crypto_symbol='BTC', fiat_symbol='USD') == 0.0
CryptoToFiatConverter._coinmarketcap = cmc_temp
def test_convert_amount(mocker):
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter.get_price', return_value=12345.0)
fiat_convert = CryptoToFiatConverter()
result = fiat_convert.convert_amount(
crypto_amount=1.23,
crypto_symbol="BTC",
fiat_symbol="USD"
)
assert result == 15184.35
result = fiat_convert.convert_amount(
crypto_amount=1.23,
crypto_symbol="BTC",
fiat_symbol="BTC"
)
assert result == 1.23

View File

@@ -68,7 +68,7 @@ def test_freqtradebot_object() -> None:
Test the FreqtradeBot object has the mandatory public methods
"""
assert hasattr(FreqtradeBot, 'worker')
assert hasattr(FreqtradeBot, 'clean')
assert hasattr(FreqtradeBot, 'cleanup')
assert hasattr(FreqtradeBot, 'create_trade')
assert hasattr(FreqtradeBot, 'get_target_bid')
assert hasattr(FreqtradeBot, 'process_maybe_execute_buy')
@@ -93,7 +93,7 @@ def test_freqtradebot(mocker, default_conf) -> None:
assert freqtrade.state is State.STOPPED
def test_clean(mocker, default_conf, caplog) -> None:
def test_cleanup(mocker, default_conf, caplog) -> None:
"""
Test clean() method
"""
@@ -101,11 +101,8 @@ def test_clean(mocker, default_conf, caplog) -> None:
mocker.patch('freqtrade.persistence.cleanup', mock_cleanup)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
assert freqtrade.state == State.RUNNING
assert freqtrade.clean()
assert freqtrade.state == State.STOPPED
assert log_has('Stopping trader and cleaning up modules...', caplog.record_tuples)
freqtrade.cleanup()
assert log_has('Cleaning up modules ...', caplog.record_tuples)
assert mock_cleanup.call_count == 1
@@ -682,8 +679,10 @@ def test_process_maybe_execute_sell(mocker, default_conf, limit_buy_order, caplo
trade.open_fee = 0.001
assert not freqtrade.process_maybe_execute_sell(trade)
# Test amount not modified by fee-logic
assert not log_has('Applying fee to amount for Trade {} from 90.99181073 to 90.81'.format(
trade), caplog.record_tuples)
assert not log_has(
'Applying fee to amount for Trade {} from 90.99181073 to 90.81'.format(trade),
caplog.record_tuples
)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81)
# test amount modified by fee-logic
@@ -694,6 +693,38 @@ def test_process_maybe_execute_sell(mocker, default_conf, limit_buy_order, caplo
# Assert we call handle_trade() if trade is feasible for execution
assert freqtrade.process_maybe_execute_sell(trade)
regexp = re.compile('Found open order for.*')
assert filter(regexp.match, caplog.record_tuples)
def test_process_maybe_execute_sell_exception(mocker, default_conf,
limit_buy_order, caplog) -> None:
"""
Test the exceptions in process_maybe_execute_sell()
"""
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.freqtradebot.exchange.get_order', return_value=limit_buy_order)
trade = MagicMock()
trade.open_order_id = '123'
trade.open_fee = 0.001
# Test raise of OperationalException exception
mocker.patch(
'freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
side_effect=OperationalException()
)
freqtrade.process_maybe_execute_sell(trade)
assert log_has('could not update trade amount: ', caplog.record_tuples)
# Test raise of DependencyException exception
mocker.patch(
'freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
side_effect=DependencyException()
)
freqtrade.process_maybe_execute_sell(trade)
assert log_has('Unable to sell trade: ', caplog.record_tuples)
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, fee, mocker) -> None:
"""
@@ -1468,7 +1499,7 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker):
caplog.record_tuples)
def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, caplog, mocker):
def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, mocker):
"""
Test get_real_amount - fees in Stake currency
"""
@@ -1620,3 +1651,28 @@ def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee,
freqtrade = FreqtradeBot(default_conf)
# Amount does not change
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
def test_get_real_amount_open_trade(default_conf, mocker):
"""
Test get_real_amount condition trade.fee_open == 0 or order['status'] == 'open'
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
amount = 12345
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
open_order_id="123456"
)
order = {
'id': 'mocked_order',
'amount': amount,
'status': 'open',
}
freqtrade = FreqtradeBot(default_conf)
assert freqtrade.get_real_amount(trade, order) == amount

View File

@@ -3,11 +3,16 @@ Unit test file for main.py
"""
import logging
from copy import deepcopy
from unittest.mock import MagicMock
import pytest
from freqtrade.main import main, set_loggers
from freqtrade import OperationalException
from freqtrade.arguments import Arguments
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.main import main, set_loggers, reconfigure
from freqtrade.state import State
from freqtrade.tests.conftest import log_has
@@ -60,7 +65,7 @@ def test_set_loggers() -> None:
assert value2 is logging.INFO
def test_main(mocker, caplog) -> None:
def test_main_fatal_exception(mocker, default_conf, caplog) -> None:
"""
Test main() function
In this test we are skipping the while True loop by throwing an exception.
@@ -68,26 +73,140 @@ def test_main(mocker, caplog) -> None:
mocker.patch.multiple(
'freqtrade.freqtradebot.FreqtradeBot',
_init_modules=MagicMock(),
worker=MagicMock(
side_effect=KeyboardInterrupt
),
clean=MagicMock(),
worker=MagicMock(side_effect=Exception),
cleanup=MagicMock(),
)
mocker.patch(
'freqtrade.configuration.Configuration._load_config_file',
lambda *args, **kwargs: default_conf
)
mocker.patch('freqtrade.freqtradebot.CryptoToFiatConverter', MagicMock())
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
args = ['-c', 'config.json.example']
# Test Main + the KeyboardInterrupt exception
with pytest.raises(SystemExit) as pytest_wrapped_e:
main(args)
log_has('Starting freqtrade', caplog.record_tuples)
log_has('Got SIGINT, aborting ...', caplog.record_tuples)
assert pytest_wrapped_e.type == SystemExit
assert pytest_wrapped_e.value.code == 42
# Test the BaseException case
mocker.patch(
'freqtrade.freqtradebot.FreqtradeBot.worker',
MagicMock(side_effect=BaseException)
)
with pytest.raises(SystemExit):
main(args)
log_has('Got fatal exception!', caplog.record_tuples)
assert log_has('Using config: config.json.example ...', caplog.record_tuples)
assert log_has('Fatal exception!', caplog.record_tuples)
def test_main_keyboard_interrupt(mocker, default_conf, caplog) -> None:
"""
Test main() function
In this test we are skipping the while True loop by throwing an exception.
"""
mocker.patch.multiple(
'freqtrade.freqtradebot.FreqtradeBot',
_init_modules=MagicMock(),
worker=MagicMock(side_effect=KeyboardInterrupt),
cleanup=MagicMock(),
)
mocker.patch(
'freqtrade.configuration.Configuration._load_config_file',
lambda *args, **kwargs: default_conf
)
mocker.patch('freqtrade.freqtradebot.CryptoToFiatConverter', MagicMock())
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
args = ['-c', 'config.json.example']
# Test Main + the KeyboardInterrupt exception
with pytest.raises(SystemExit):
main(args)
assert log_has('Using config: config.json.example ...', caplog.record_tuples)
assert log_has('SIGINT received, aborting ...', caplog.record_tuples)
def test_main_operational_exception(mocker, default_conf, caplog) -> None:
"""
Test main() function
In this test we are skipping the while True loop by throwing an exception.
"""
mocker.patch.multiple(
'freqtrade.freqtradebot.FreqtradeBot',
_init_modules=MagicMock(),
worker=MagicMock(side_effect=OperationalException('Oh snap!')),
cleanup=MagicMock(),
)
mocker.patch(
'freqtrade.configuration.Configuration._load_config_file',
lambda *args, **kwargs: default_conf
)
mocker.patch('freqtrade.freqtradebot.CryptoToFiatConverter', MagicMock())
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
args = ['-c', 'config.json.example']
# Test Main + the KeyboardInterrupt exception
with pytest.raises(SystemExit):
main(args)
assert log_has('Using config: config.json.example ...', caplog.record_tuples)
assert log_has('Oh snap!', caplog.record_tuples)
def test_main_reload_conf(mocker, default_conf, caplog) -> None:
"""
Test main() function
In this test we are skipping the while True loop by throwing an exception.
"""
mocker.patch.multiple(
'freqtrade.freqtradebot.FreqtradeBot',
_init_modules=MagicMock(),
worker=MagicMock(return_value=State.RELOAD_CONF),
cleanup=MagicMock(),
)
mocker.patch(
'freqtrade.configuration.Configuration._load_config_file',
lambda *args, **kwargs: default_conf
)
mocker.patch('freqtrade.freqtradebot.CryptoToFiatConverter', MagicMock())
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
# Raise exception as side effect to avoid endless loop
reconfigure_mock = mocker.patch(
'freqtrade.main.reconfigure', MagicMock(side_effect=Exception)
)
with pytest.raises(SystemExit):
main(['-c', 'config.json.example'])
assert reconfigure_mock.call_count == 1
assert log_has('Using config: config.json.example ...', caplog.record_tuples)
def test_reconfigure(mocker, default_conf) -> None:
""" Test recreate() function """
mocker.patch.multiple(
'freqtrade.freqtradebot.FreqtradeBot',
_init_modules=MagicMock(),
worker=MagicMock(side_effect=OperationalException('Oh snap!')),
cleanup=MagicMock(),
)
mocker.patch(
'freqtrade.configuration.Configuration._load_config_file',
lambda *args, **kwargs: default_conf
)
mocker.patch('freqtrade.freqtradebot.CryptoToFiatConverter', MagicMock())
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
freqtrade = FreqtradeBot(default_conf)
# Renew mock to return modified data
conf = deepcopy(default_conf)
conf['stake_amount'] += 1
mocker.patch(
'freqtrade.configuration.Configuration._load_config_file',
lambda *args, **kwargs: conf
)
# reconfigure should return a new instance
freqtrade2 = reconfigure(
freqtrade,
Arguments(['-c', 'config.json.example'], '').get_parsed_arg()
)
# Verify we have a new instance with the new config
assert freqtrade is not freqtrade2
assert freqtrade.config['stake_amount'] + 1 == freqtrade2.config['stake_amount']

View File

@@ -39,7 +39,7 @@ def test_datesarray_to_datetimearray(ticker_history):
assert dates[0].minute == 50
date_len = len(dates)
assert date_len == 3
assert date_len == 2
def test_common_datearray(default_conf) -> None: