Merge pull request #391 from jblestang/support_multiple_ticker

Support multiple tickers
This commit is contained in:
Gérald LONLAS
2018-01-20 11:02:42 -08:00
committed by GitHub
16 changed files with 165 additions and 87 deletions

View File

@@ -18,6 +18,7 @@ def default_conf():
"stake_currency": "BTC",
"stake_amount": 0.001,
"fiat_display_currency": "USD",
"ticker_interval": "5",
"dry_run": True,
"minimal_roi": {
"40": 0.0,

View File

@@ -43,6 +43,23 @@ def _clean_test_file(file: str) -> None:
os.rename(file_swp, file)
def test_load_data_30min_ticker(default_conf, ticker_history, mocker, caplog):
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
file = 'freqtrade/tests/testdata/BTC_UNITTEST-30.json'
_backup_file(file, copy_file=True)
optimize.load_data(None, pairs=['BTC_UNITTEST'], ticker_interval=30)
assert os.path.isfile(file) is True
assert ('freqtrade.optimize',
logging.INFO,
'Download the pair: "BTC_ETH", Interval: 30 min'
) not in caplog.record_tuples
_clean_test_file(file)
def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog):
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
mocker.patch.dict('freqtrade.main._CONF', default_conf)
@@ -51,7 +68,7 @@ def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog):
file = 'freqtrade/tests/testdata/BTC_ETH-5.json'
_backup_file(file, copy_file=True)
optimize.load_data(None, pairs=['BTC_ETH'])
optimize.load_data(None, pairs=['BTC_ETH'], ticker_interval=5)
assert os.path.isfile(file) is True
assert ('freqtrade.optimize',
logging.INFO,
@@ -113,17 +130,28 @@ def test_download_pairs(default_conf, ticker_history, mocker):
_backup_file(file2_1)
_backup_file(file2_5)
assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI']) is True
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 os.path.isfile(file1_1) is True
assert os.path.isfile(file1_5) is True
assert os.path.isfile(file2_1) is True
assert os.path.isfile(file2_5) is True
# clean files freshly downloaded
_clean_test_file(file1_1)
_clean_test_file(file1_5)
_clean_test_file(file2_1)
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 os.path.isfile(file1_5) is True
assert os.path.isfile(file2_5) is True
# clean files freshly downloaded
_clean_test_file(file1_5)
_clean_test_file(file2_5)
@@ -139,7 +167,7 @@ def test_download_pairs_exception(default_conf, ticker_history, mocker, caplog):
_backup_file(file1_1)
_backup_file(file1_5)
download_pairs(None, pairs=['BTC-MEME'])
download_pairs(None, pairs=['BTC-MEME'], ticker_interval=1)
# clean files freshly downloaded
_clean_test_file(file1_1)
_clean_test_file(file1_5)

View File

@@ -102,7 +102,7 @@ def test_status_handle(default_conf, update, ticker, mocker):
msg_mock.reset_mock()
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
# Trigger status while we have a fulfilled order for the open trade
_status(bot=MagicMock(), update=update)
@@ -138,7 +138,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker):
msg_mock.reset_mock()
# Create some test data
create_trade(15.0)
create_trade(15.0, int(default_conf['ticker_interval']))
_status_table(bot=MagicMock(), update=update)
@@ -176,7 +176,7 @@ def test_profit_handle(
msg_mock.reset_mock()
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
@@ -225,7 +225,7 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker):
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
@@ -262,7 +262,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, m
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
# Decrease the price and sell it
mocker.patch.multiple('freqtrade.main.exchange',
@@ -324,7 +324,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker):
# Create some test data
for _ in range(4):
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
rpc_mock.reset_mock()
update.message.text = '/forcesell all'
@@ -389,7 +389,7 @@ def test_performance_handle(
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
@@ -427,7 +427,7 @@ def test_daily_handle(
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
@@ -454,8 +454,8 @@ def test_daily_handle(
# Reset msg_mock
msg_mock.reset_mock()
# Add two other trades
create_trade(0.001)
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
create_trade(0.001, int(default_conf['ticker_interval']))
trades = Trade.query.all()
for trade in trades:
@@ -502,7 +502,7 @@ def test_count_handle(default_conf, update, ticker, mocker):
update_state(State.RUNNING)
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
msg_mock.reset_mock()
_count(bot=MagicMock(), update=update)

View File

@@ -42,13 +42,13 @@ def test_returns_latest_buy_signal(mocker):
'freqtrade.analyze.analyze_ticker',
return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
)
assert get_signal('BTC-ETH') == (True, False)
assert get_signal('BTC-ETH', 5) == (True, False)
mocker.patch(
'freqtrade.analyze.analyze_ticker',
return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
)
assert get_signal('BTC-ETH') == (False, True)
assert get_signal('BTC-ETH', 5) == (False, True)
def test_returns_latest_sell_signal(mocker):
@@ -57,13 +57,13 @@ def test_returns_latest_sell_signal(mocker):
'freqtrade.analyze.analyze_ticker',
return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
)
assert get_signal('BTC-ETH') == (False, True)
assert get_signal('BTC-ETH', 5) == (False, True)
mocker.patch(
'freqtrade.analyze.analyze_ticker',
return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
)
assert get_signal('BTC-ETH') == (True, False)
assert get_signal('BTC-ETH', 5) == (True, False)
def test_get_signal_handles_exceptions(mocker):
@@ -71,4 +71,4 @@ def test_get_signal_handles_exceptions(mocker):
mocker.patch('freqtrade.analyze.analyze_ticker',
side_effect=Exception('invalid ticker history '))
assert get_signal('BTC-ETH') == (False, False)
assert get_signal('BTC-ETH', 5) == (False, False)

View File

@@ -63,7 +63,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, m
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert not trades
result = _process()
result = _process(interval=int(default_conf['ticker_interval']))
assert result is True
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
@@ -89,7 +89,7 @@ def test_process_exchange_failures(default_conf, ticker, health, mocker):
get_wallet_health=health,
buy=MagicMock(side_effect=requests.exceptions.RequestException))
init(default_conf, create_engine('sqlite://'))
result = _process()
result = _process(interval=int(default_conf['ticker_interval']))
assert result is False
assert sleep_mock.has_calls()
@@ -107,7 +107,7 @@ def test_process_operational_exception(default_conf, ticker, health, mocker):
init(default_conf, create_engine('sqlite://'))
assert get_state() == State.RUNNING
result = _process()
result = _process(interval=int(default_conf['ticker_interval']))
assert result is False
assert get_state() == State.STOPPED
assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]
@@ -127,12 +127,12 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, m
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert not trades
result = _process()
result = _process(interval=int(default_conf['ticker_interval']))
assert result is True
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert len(trades) == 1
result = _process()
result = _process(interval=int(default_conf['ticker_interval']))
assert result is False
@@ -148,7 +148,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
whitelist = copy.deepcopy(default_conf['exchange']['pair_whitelist'])
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade is not None
@@ -178,7 +178,7 @@ def test_create_trade_minimal_amount(default_conf, ticker, mocker):
get_ticker=ticker)
init(default_conf, create_engine('sqlite://'))
min_stake_amount = 0.0005
create_trade(min_stake_amount)
create_trade(min_stake_amount, int(default_conf['ticker_interval']))
rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2]
assert rate * amount >= min_stake_amount
@@ -193,7 +193,7 @@ def test_create_trade_no_stake_amount(default_conf, ticker, mocker):
buy=MagicMock(return_value='mocked_limit_buy'),
get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5))
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
create_trade(default_conf['stake_amount'])
create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval']))
def test_create_trade_no_pairs(default_conf, ticker, mocker):
@@ -209,7 +209,7 @@ def test_create_trade_no_pairs(default_conf, ticker, mocker):
conf = copy.deepcopy(default_conf)
conf['exchange']['pair_whitelist'] = []
mocker.patch.dict('freqtrade.main._CONF', conf)
create_trade(default_conf['stake_amount'])
create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval']))
def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker):
@@ -226,7 +226,7 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker):
conf['exchange']['pair_whitelist'] = ["BTC_ETH"]
conf['exchange']['pair_blacklist'] = ["BTC_ETH"]
mocker.patch.dict('freqtrade.main._CONF', conf)
create_trade(default_conf['stake_amount'])
create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval']))
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
@@ -246,7 +246,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
ticker=MagicMock(return_value={'price_usd': 15000.0}),
_cache_symbols=MagicMock(return_value={'BTC': 1}))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
@@ -255,7 +255,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
assert trade.is_open is True
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
handle_trade(trade)
assert handle_trade(trade, int(default_conf['ticker_interval'])) is True
assert trade.open_order_id == 'mocked_limit_sell'
# Simulate fulfilled LIMIT_SELL order for trade
@@ -280,7 +280,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker, caplog):
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
# Buy and Sell triggering, so doing nothing ...
trades = Trade.query.all()
@@ -288,21 +288,21 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker, caplog):
# Buy is triggering, so buying ...
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trades = Trade.query.all()
assert len(trades) == 1
assert trades[0].is_open is True
# Buy and Sell are not triggering, so doing nothing ...
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, False))
assert handle_trade(trades[0]) is False
assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is False
trades = Trade.query.all()
assert len(trades) == 1
assert trades[0].is_open is True
# Buy and Sell are triggering, so doing nothing ...
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, True))
assert handle_trade(trades[0]) is False
assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is False
trades = Trade.query.all()
assert len(trades) == 1
assert trades[0].is_open is True
@@ -310,7 +310,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker, caplog):
# Sell is triggering, guess what : we are Selling!
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
trades = Trade.query.all()
assert handle_trade(trades[0]) is True
assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is True
def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
@@ -326,7 +326,7 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
mocker.patch('freqtrade.main.min_roi_reached', return_value=True)
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
trade.is_open = True
@@ -337,11 +337,11 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
# executing
# if ROI is reached we must sell
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade)
assert handle_trade(trade, interval=int(default_conf['ticker_interval']))
assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
# if ROI is reached we must sell even if sell-signal is not signalled
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade)
assert handle_trade(trade, interval=int(default_conf['ticker_interval']))
assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
@@ -358,16 +358,16 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog):
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
trade.is_open = True
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, False))
value_returned = handle_trade(trade)
value_returned = handle_trade(trade, int(default_conf['ticker_interval']))
assert value_returned is False
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade)
assert handle_trade(trade, int(default_conf['ticker_interval']))
s = 'Executing sell due to sell signal ...'
assert ('freqtrade', logging.DEBUG, s) in caplog.record_tuples
@@ -383,7 +383,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo
# Create trade and sell it
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
@@ -393,7 +393,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo
assert trade.is_open is False
with pytest.raises(ValueError, match=r'.*closed trade.*'):
handle_trade(trade)
handle_trade(trade, int(default_conf['ticker_interval']))
def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mocker):
@@ -531,7 +531,7 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker):
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
@@ -568,7 +568,7 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker):
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
@@ -587,7 +587,7 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker):
assert '-0.824 USD' in rpc_mock.call_args_list[-1][0][0]
def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker):
def test_execute_sell_without_conf_sell_down(default_conf, ticker, ticker_sell_down, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch('freqtrade.rpc.init', MagicMock())
@@ -598,7 +598,39 @@ def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker)
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
# Decrease the price and sell it
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker_sell_down)
mocker.patch('freqtrade.main._CONF', {})
execute_sell(trade=trade, limit=ticker_sell_down()['bid'])
print(rpc_mock.call_args_list[-1][0][0])
assert rpc_mock.call_count == 2
assert 'Selling [BTC/ETH]' in rpc_mock.call_args_list[-1][0][0]
assert '0.00001044' in rpc_mock.call_args_list[-1][0][0]
assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0]
def test_execute_sell_without_conf_sell_up(default_conf, ticker, ticker_sell_up, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker)
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
@@ -638,12 +670,12 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker):
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
trade.update(limit_buy_order)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade) is True
assert handle_trade(trade, int(default_conf['ticker_interval'])) is True
def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
@@ -666,12 +698,12 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
trade.update(limit_buy_order)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade) is True
assert handle_trade(trade, int(default_conf['ticker_interval'])) is True
def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
@@ -694,12 +726,12 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
trade.update(limit_buy_order)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade) is False
assert handle_trade(trade, int(default_conf['ticker_interval'])) is False
def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
@@ -722,10 +754,9 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
trade.update(limit_buy_order)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade) is True
assert handle_trade(trade, int(default_conf['ticker_interval'])) is True

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