Merge branch 'develop' into feat_readjust_entry

tests/commands/test_commands.py

@@ -1429,7 +1429,7 @@ def test_backtesting_show(mocker, testdatadir, capsys):
     args = [
         "backtesting-show",
         "--export-filename",
-        f"{testdatadir / 'backtest-result_new.json'}",
+        f"{testdatadir / 'backtest_results/backtest-result_new.json'}",
         "--show-pair-list"
     ]
     pargs = get_args(args)

tests/data/test_btanalysis.py

@@ -27,18 +27,19 @@ def test_get_latest_backtest_filename(testdatadir, mocker):
 
     with pytest.raises(ValueError,
                        match=r"Directory .* does not seem to contain .*"):
-        get_latest_backtest_filename(testdatadir.parent)
+        get_latest_backtest_filename(testdatadir)
 
-    res = get_latest_backtest_filename(testdatadir)
+    testdir_bt = testdatadir / "backtest_results"
+    res = get_latest_backtest_filename(testdir_bt)
     assert res == 'backtest-result_new.json'
 
-    res = get_latest_backtest_filename(str(testdatadir))
+    res = get_latest_backtest_filename(str(testdir_bt))
     assert res == 'backtest-result_new.json'
 
     mocker.patch("freqtrade.data.btanalysis.json_load", return_value={})
 
     with pytest.raises(ValueError, match=r"Invalid '.last_result.json' format."):
-        get_latest_backtest_filename(testdatadir)
+        get_latest_backtest_filename(testdir_bt)
 
 
 def test_get_latest_hyperopt_file(testdatadir):
@@ -81,7 +82,7 @@ def test_load_backtest_data_old_format(testdatadir, mocker):
 
 def test_load_backtest_data_new_format(testdatadir):
 
-    filename = testdatadir / "backtest-result_new.json"
+    filename = testdatadir / "backtest_results/backtest-result_new.json"
     bt_data = load_backtest_data(filename)
     assert isinstance(bt_data, DataFrame)
     assert set(bt_data.columns) == set(BT_DATA_COLUMNS + ['close_timestamp', 'open_timestamp'])
@@ -92,19 +93,19 @@ def test_load_backtest_data_new_format(testdatadir):
     assert bt_data.equals(bt_data2)
 
     # Test loading from folder (must yield same result)
-    bt_data3 = load_backtest_data(testdatadir)
+    bt_data3 = load_backtest_data(testdatadir / "backtest_results")
     assert bt_data.equals(bt_data3)
 
     with pytest.raises(ValueError, match=r"File .* does not exist\."):
         load_backtest_data(str("filename") + "nofile")
 
     with pytest.raises(ValueError, match=r"Unknown dataformat."):
-        load_backtest_data(testdatadir / LAST_BT_RESULT_FN)
+        load_backtest_data(testdatadir / "backtest_results" / LAST_BT_RESULT_FN)
 
 
 def test_load_backtest_data_multi(testdatadir):
 
-    filename = testdatadir / "backtest-result_multistrat.json"
+    filename = testdatadir / "backtest_results/backtest-result_multistrat.json"
     for strategy in ('StrategyTestV2', 'TestStrategy'):
         bt_data = load_backtest_data(filename, strategy=strategy)
         assert isinstance(bt_data, DataFrame)
@@ -182,7 +183,7 @@ def test_extract_trades_of_period(testdatadir):
 
 
 def test_analyze_trade_parallelism(testdatadir):
-    filename = testdatadir / "backtest-result_new.json"
+    filename = testdatadir / "backtest_results/backtest-result_new.json"
     bt_data = load_backtest_data(filename)
 
     res = analyze_trade_parallelism(bt_data, "5m")
@@ -256,7 +257,7 @@ def test_combine_dataframes_with_mean_no_data(testdatadir):
 
 
 def test_create_cum_profit(testdatadir):
-    filename = testdatadir / "backtest-result_new.json"
+    filename = testdatadir / "backtest_results/backtest-result_new.json"
     bt_data = load_backtest_data(filename)
     timerange = TimeRange.parse_timerange("20180110-20180112")
 
@@ -272,7 +273,7 @@ def test_create_cum_profit(testdatadir):
 
 
 def test_create_cum_profit1(testdatadir):
-    filename = testdatadir / "backtest-result_new.json"
+    filename = testdatadir / "backtest_results/backtest-result_new.json"
     bt_data = load_backtest_data(filename)
     # Move close-time to "off" the candle, to make sure the logic still works
     bt_data.loc[:, 'close_date'] = bt_data.loc[:, 'close_date'] + DateOffset(seconds=20)
@@ -294,7 +295,7 @@ def test_create_cum_profit1(testdatadir):
 
 
 def test_calculate_max_drawdown(testdatadir):
-    filename = testdatadir / "backtest-result_new.json"
+    filename = testdatadir / "backtest_results/backtest-result_new.json"
     bt_data = load_backtest_data(filename)
     _, hdate, lowdate, hval, lval, drawdown = calculate_max_drawdown(
         bt_data, value_col="profit_abs")
@@ -318,7 +319,7 @@ def test_calculate_max_drawdown(testdatadir):
 
 
 def test_calculate_csum(testdatadir):
-    filename = testdatadir / "backtest-result_new.json"
+    filename = testdatadir / "backtest_results/backtest-result_new.json"
     bt_data = load_backtest_data(filename)
     csum_min, csum_max = calculate_csum(bt_data)
 

tests/exchange/test_exchange.py

@@ -231,6 +231,10 @@ def test_validate_order_time_in_force(default_conf, mocker, caplog):
     (2.34559, 2, 3, 1, 2.345, 'spot'),
     (2.9999, 2, 3, 1, 2.999, 'spot'),
     (2.9909, 2, 3, 1, 2.990, 'spot'),
+    (2.9909, 2, 0, 1, 2, 'spot'),
+    (29991.5555, 2, 0, 1, 29991, 'spot'),
+    (29991.5555, 2, -1, 1, 29990, 'spot'),
+    (29991.5555, 2, -2, 1, 29900, 'spot'),
     # Tests for Tick-size
     (2.34559, 4, 0.0001, 1, 2.3455, 'spot'),
     (2.34559, 4, 0.00001, 1, 2.34559, 'spot'),
@@ -382,11 +386,11 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
     )
     # min
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
-    expected_result = 2 * (1+0.05) / (1-abs(stoploss))
+    expected_result = 2 * (1 + 0.05) / (1 - abs(stoploss))
     assert isclose(result, expected_result)
     # With Leverage
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss, 3.0)
-    assert isclose(result, expected_result/3)
+    assert isclose(result, expected_result / 3)
     # max
     result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
     assert result == 10000
@@ -401,11 +405,11 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
         PropertyMock(return_value=markets)
     )
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
-    expected_result = 2 * 2 * (1+0.05) / (1-abs(stoploss))
+    expected_result = 2 * 2 * (1 + 0.05) / (1 - abs(stoploss))
     assert isclose(result, expected_result)
     # With Leverage
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 5.0)
-    assert isclose(result, expected_result/5)
+    assert isclose(result, expected_result / 5)
     # max
     result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
     assert result == 20000
@@ -420,11 +424,11 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
         PropertyMock(return_value=markets)
     )
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
-    expected_result = max(2, 2 * 2) * (1+0.05) / (1-abs(stoploss))
+    expected_result = max(2, 2 * 2) * (1 + 0.05) / (1 - abs(stoploss))
     assert isclose(result, expected_result)
     # With Leverage
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 10)
-    assert isclose(result, expected_result/10)
+    assert isclose(result, expected_result / 10)
 
     # min amount and cost are set (amount is minial)
     markets["ETH/BTC"]["limits"] = {
@@ -436,11 +440,11 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
         PropertyMock(return_value=markets)
     )
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
-    expected_result = max(8, 2 * 2) * (1+0.05) / (1-abs(stoploss))
+    expected_result = max(8, 2 * 2) * (1 + 0.05) / (1 - abs(stoploss))
     assert isclose(result, expected_result)
     # With Leverage
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 7.0)
-    assert isclose(result, expected_result/7.0)
+    assert isclose(result, expected_result / 7.0)
     # Max
     result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
     assert result == 1000
@@ -450,7 +454,7 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
     assert isclose(result, expected_result)
     # With Leverage
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -0.4, 8.0)
-    assert isclose(result, expected_result/8.0)
+    assert isclose(result, expected_result / 8.0)
     # Max
     result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
     assert result == 1000
@@ -461,7 +465,7 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
     assert isclose(result, expected_result)
     # With Leverage
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1, 12.0)
-    assert isclose(result, expected_result/12)
+    assert isclose(result, expected_result / 12)
     # Max
     result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
     assert result == 1000
@@ -489,7 +493,7 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
     )
     # With Leverage, Contract size 10
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1, 12.0)
-    assert isclose(result, (expected_result/12) * 10.0)
+    assert isclose(result, (expected_result / 12) * 10.0)
     # Max
     result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
     assert result == 10000
@@ -510,7 +514,7 @@ def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
         PropertyMock(return_value=markets)
     )
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss)
-    expected_result = max(0.0001, 0.001 * 0.020405) * (1+0.05) / (1-abs(stoploss))
+    expected_result = max(0.0001, 0.001 * 0.020405) * (1 + 0.05) / (1 - abs(stoploss))
     assert round(result, 8) == round(expected_result, 8)
     # Max
     result = exchange.get_max_pair_stake_amount('ETH/BTC', 2.0)
@@ -518,12 +522,12 @@ def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
 
     # Leverage
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss, 3.0)
-    assert round(result, 8) == round(expected_result/3, 8)
+    assert round(result, 8) == round(expected_result / 3, 8)
 
     # Contract_size
     markets["ETH/BTC"]["contractSize"] = 0.1
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss, 3.0)
-    assert round(result, 8) == round((expected_result/3), 8)
+    assert round(result, 8) == round((expected_result / 3), 8)
 
     # Max
     result = exchange.get_max_pair_stake_amount('ETH/BTC', 12.0)
@@ -2691,9 +2695,10 @@ async def test__async_get_trade_history_time(default_conf, mocker, caplog, excha
     # Monkey-patch async function
     exchange._api_async.fetch_trades = MagicMock(side_effect=mock_get_trade_hist)
     pair = 'ETH/BTC'
-    ret = await exchange._async_get_trade_history_time(pair,
-                                                       since=fetch_trades_result[0]['timestamp'],
-                                                       until=fetch_trades_result[-1]['timestamp']-1)
+    ret = await exchange._async_get_trade_history_time(
+        pair,
+        since=fetch_trades_result[0]['timestamp'],
+        until=fetch_trades_result[-1]['timestamp'] - 1)
     assert type(ret) is tuple
     assert ret[0] == pair
     assert type(ret[1]) is list
@@ -2729,7 +2734,7 @@ async def test__async_get_trade_history_time_empty(default_conf, mocker, caplog,
     exchange._async_fetch_trades = MagicMock(side_effect=mock_get_trade_hist)
     pair = 'ETH/BTC'
     ret = await exchange._async_get_trade_history_time(pair, since=trades_history[0][0],
-                                                       until=trades_history[-1][0]-1)
+                                                       until=trades_history[-1][0] - 1)
     assert type(ret) is tuple
     assert ret[0] == pair
     assert type(ret[1]) is list

tests/leverage/test_interest.py

@@ -6,7 +6,7 @@ import pytest
 from freqtrade.leverage import interest
 
 
-ten_mins = Decimal(1/6)
+ten_mins = Decimal(1 / 6)
 five_hours = Decimal(5.0)
 twentyfive_hours = Decimal(25.0)
 

tests/optimize/test_optimize_reports.py

@@ -190,7 +190,7 @@ def test_store_backtest_stats(testdatadir, mocker):
 
     assert dump_mock.call_count == 3
     assert isinstance(dump_mock.call_args_list[0][0][0], Path)
-    assert str(dump_mock.call_args_list[0][0][0]).startswith(str(testdatadir/'backtest-result'))
+    assert str(dump_mock.call_args_list[0][0][0]).startswith(str(testdatadir / 'backtest-result'))
 
     dump_mock.reset_mock()
     filename = testdatadir / 'testresult.json'
@@ -228,7 +228,7 @@ def test_generate_pair_metrics():
 
 def test_generate_daily_stats(testdatadir):
 
-    filename = testdatadir / "backtest-result_new.json"
+    filename = testdatadir / "backtest_results/backtest-result_new.json"
     bt_data = load_backtest_data(filename)
     res = generate_daily_stats(bt_data)
     assert isinstance(res, dict)
@@ -248,7 +248,7 @@ def test_generate_daily_stats(testdatadir):
 
 
 def test_generate_trading_stats(testdatadir):
-    filename = testdatadir / "backtest-result_new.json"
+    filename = testdatadir / "backtest_results/backtest-result_new.json"
     bt_data = load_backtest_data(filename)
     res = generate_trading_stats(bt_data)
     assert isinstance(res, dict)
@@ -332,7 +332,7 @@ def test_generate_sell_reason_stats():
 
 
 def test_text_table_strategy(testdatadir):
-    filename = testdatadir / "backtest-result_multistrat.json"
+    filename = testdatadir / "backtest_results/backtest-result_multistrat.json"
     bt_res_data = load_backtest_stats(filename)
 
     bt_res_data_comparison = bt_res_data.pop('strategy_comparison')
@@ -364,7 +364,7 @@ def test_generate_edge_table():
 
 
 def test_generate_periodic_breakdown_stats(testdatadir):
-    filename = testdatadir / "backtest-result_new.json"
+    filename = testdatadir / "backtest_results/backtest-result_new.json"
     bt_data = load_backtest_data(filename).to_dict(orient='records')
 
     res = generate_periodic_breakdown_stats(bt_data, 'day')
@@ -392,7 +392,7 @@ def test__get_resample_from_period():
 
 
 def test_show_sorted_pairlist(testdatadir, default_conf, capsys):
-    filename = testdatadir / "backtest-result_new.json"
+    filename = testdatadir / "backtest_results/backtest-result_new.json"
     bt_data = load_backtest_stats(filename)
     default_conf['backtest_show_pair_list'] = True
 

tests/rpc/test_rpc_apiserver.py

@@ -1581,6 +1581,38 @@ def test_api_backtesting(botclient, mocker, fee, caplog, tmpdir):
     assert result['status_msg'] == 'Backtest reset'
 
 
+def test_api_backtest_history(botclient, mocker, testdatadir):
+    ftbot, client = botclient
+    mocker.patch('freqtrade.data.btanalysis._get_backtest_files',
+                 return_value=[
+                     testdatadir / 'backtest_results/backtest-result_multistrat.json',
+                     testdatadir / 'backtest_results/backtest-result_new.json'
+                     ])
+
+    rc = client_get(client, f"{BASE_URI}/backtest/history")
+    assert_response(rc, 502)
+    ftbot.config['user_data_dir'] = testdatadir
+    ftbot.config['runmode'] = RunMode.WEBSERVER
+
+    rc = client_get(client, f"{BASE_URI}/backtest/history")
+    assert_response(rc)
+    result = rc.json()
+    assert len(result) == 3
+    fn = result[0]['filename']
+    assert fn == "backtest-result_multistrat.json"
+    strategy = result[0]['strategy']
+    rc = client_get(client, f"{BASE_URI}/backtest/history/result?filename={fn}&strategy={strategy}")
+    assert_response(rc)
+    result2 = rc.json()
+    assert result2
+    assert result2['status'] == 'ended'
+    assert not result2['running']
+    assert result2['progress'] == 1
+    # Only one strategy loaded - even though we use multiresult
+    assert len(result2['backtest_result']['strategy']) == 1
+    assert result2['backtest_result']['strategy'][strategy]
+
+
 def test_health(botclient):
     ftbot, client = botclient
 

tests/strategy/test_strategy_helpers.py

@@ -164,7 +164,7 @@ def test_stoploss_from_absolute():
 
     assert pytest.approx(stoploss_from_absolute(90, 100, True)) == 0
     assert pytest.approx(stoploss_from_absolute(100, 100, True)) == 0
-    assert pytest.approx(stoploss_from_absolute(110, 100, True)) == -(1 - (110/100))
+    assert pytest.approx(stoploss_from_absolute(110, 100, True)) == -(1 - (110 / 100))
     assert pytest.approx(stoploss_from_absolute(110, 100, True)) == 0.1
     assert pytest.approx(stoploss_from_absolute(105, 100, True)) == 0.05
     assert pytest.approx(stoploss_from_absolute(100, 0, True)) == 1

tests/test_persistence.py

@@ -119,7 +119,7 @@ def test_set_stop_loss_isolated_liq(fee):
     assert trade.stop_loss is None
     assert trade.initial_stop_loss is None
 
-    trade._set_stop_loss(0.1, (1.0/9.0))
+    trade._set_stop_loss(0.1, (1.0 / 9.0))
     assert trade.liquidation_price == 0.09
     assert trade.stop_loss == 0.1
     assert trade.initial_stop_loss == 0.1
@@ -160,7 +160,7 @@ def test_set_stop_loss_isolated_liq(fee):
     assert trade.stop_loss is None
     assert trade.initial_stop_loss is None
 
-    trade._set_stop_loss(0.08, (1.0/9.0))
+    trade._set_stop_loss(0.08, (1.0 / 9.0))
     assert trade.liquidation_price == 0.09
     assert trade.stop_loss == 0.08
     assert trade.initial_stop_loss == 0.08
@@ -171,13 +171,13 @@ def test_set_stop_loss_isolated_liq(fee):
     assert trade.initial_stop_loss == 0.08
 
     trade.set_isolated_liq(0.07)
-    trade._set_stop_loss(0.1, (1.0/8.0))
+    trade._set_stop_loss(0.1, (1.0 / 8.0))
     assert trade.liquidation_price == 0.07
     assert trade.stop_loss == 0.07
     assert trade.initial_stop_loss == 0.08
 
     # Stop doesn't move stop higher
-    trade._set_stop_loss(0.1, (1.0/9.0))
+    trade._set_stop_loss(0.1, (1.0 / 9.0))
     assert trade.liquidation_price == 0.07
     assert trade.stop_loss == 0.07
     assert trade.initial_stop_loss == 0.08

tests/test_plotting.py

@@ -157,7 +157,7 @@ def test_plot_trades(testdatadir, caplog):
     assert fig == fig1
     assert log_has("No trades found.", caplog)
     pair = "ADA/BTC"
-    filename = testdatadir / "backtest-result_new.json"
+    filename = testdatadir / "backtest_results/backtest-result_new.json"
     trades = load_backtest_data(filename)
     trades = trades.loc[trades['pair'] == pair]
 
@@ -298,7 +298,7 @@ def test_generate_plot_file(mocker, caplog):
 
 
 def test_add_profit(testdatadir):
-    filename = testdatadir / "backtest-result_new.json"
+    filename = testdatadir / "backtest_results/backtest-result_new.json"
     bt_data = load_backtest_data(filename)
     timerange = TimeRange.parse_timerange("20180110-20180112")
 
@@ -318,7 +318,7 @@ def test_add_profit(testdatadir):
 
 
 def test_generate_profit_graph(testdatadir):
-    filename = testdatadir / "backtest-result_new.json"
+    filename = testdatadir / "backtest_results/backtest-result_new.json"
     trades = load_backtest_data(filename)
     timerange = TimeRange.parse_timerange("20180110-20180112")
     pairs = ["TRX/BTC", "XLM/BTC"]
@@ -456,7 +456,7 @@ def test_plot_profit(default_conf, mocker, testdatadir):
                        match=r"No trades found, cannot generate Profit-plot.*"):
         plot_profit(default_conf)
 
-    default_conf['exportfilename'] = testdatadir / "backtest-result_new.json"
+    default_conf['exportfilename'] = testdatadir / "backtest_results/backtest-result_new.json"
 
     plot_profit(default_conf)
 

tests/testdata/backtest_results/backtest-result_multistrat.meta.json

@@ -0,0 +1,10 @@
+{
+    "StrategyTestV2": {
+        "run_id": "430d0271075ef327edbb23088f4db4ebe51a3dbf",
+        "backtest_start_time": 1648904006
+    },
+    "TestStrategy": {
+        "run_id": "110d0271075ef327edbb23085102b4ebe51a3d55",
+        "backtest_start_time": 1648904006
+    }
+}

tests/testdata/backtest_results/backtest-result_new.meta.json

@@ -0,0 +1,6 @@
+{
+    "StrategyTestV3": {
+        "run_id": "430d0271075ef327edbb23088f4db4ebe51a3dbf",
+        "backtest_start_time": 1648904006
+    }
+}