Merge branch 'freqtrade:develop' into develop
This commit is contained in:
farmage
GitHub
commit
d75ba31016
4
.github/workflows/ci.yml
vendored
4
.github/workflows/ci.yml
vendored
@ -351,7 +351,7 @@ jobs:
|
||||
python setup.py sdist bdist_wheel
|
||||
|
||||
- name: Publish to PyPI (Test)
|
||||
uses: pypa/gh-action-pypi-publish@master
|
||||
uses: pypa/gh-action-pypi-publish@v1.5.0
|
||||
if: (github.event_name == 'release')
|
||||
with:
|
||||
user: __token__
|
||||
@ -359,7 +359,7 @@ jobs:
|
||||
repository_url: https://test.pypi.org/legacy/
|
||||
|
||||
- name: Publish to PyPI
|
||||
uses: pypa/gh-action-pypi-publish@master
|
||||
uses: pypa/gh-action-pypi-publish@v1.5.0
|
||||
if: (github.event_name == 'release')
|
||||
with:
|
||||
user: __token__
|
||||
|
||||
2
.gitignore
vendored
2
.gitignore
vendored
@ -80,6 +80,8 @@ instance/
|
||||
|
||||
# Sphinx documentation
|
||||
docs/_build/
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||||
# Mkdocs documentation
|
||||
site/
|
||||
|
||||
# PyBuilder
|
||||
target/
|
||||
|
||||
@ -15,7 +15,7 @@ repos:
|
||||
additional_dependencies:
|
||||
- types-cachetools==5.2.1
|
||||
- types-filelock==3.2.7
|
||||
- types-requests==2.28.0
|
||||
- types-requests==2.28.1
|
||||
- types-tabulate==0.8.11
|
||||
- types-python-dateutil==2.8.18
|
||||
# stages: [push]
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||||
|
||||
@ -155,7 +155,8 @@
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||||
"entry_cancel": "on",
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||||
"exit_cancel": "on",
|
||||
"protection_trigger": "off",
|
||||
"protection_trigger_global": "on"
|
||||
"protection_trigger_global": "on",
|
||||
"show_candle": "off"
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||||
},
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||||
"reload": true,
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||||
"balance_dust_level": 0.01
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||||
|
||||
@ -334,7 +334,7 @@ lev_tiers = exchange.fetch_leverage_tiers()
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||||
# Assumes this is running in the root of the repository.
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||||
file = Path('freqtrade/exchange/binance_leverage_tiers.json')
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||||
json.dump(lev_tiers, file.open('w'), indent=2)
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||||
json.dump(dict(sorted(lev_tiers.items())), file.open('w'), indent=2)
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||||
|
||||
```
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||||
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||||
|
||||
@ -272,6 +272,7 @@ The last one we call `trigger` and use it to decide which buy trigger we want to
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||||
!!! Note "Parameter space assignment"
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||||
Parameters must either be assigned to a variable named `buy_*` or `sell_*` - or contain `space='buy'` | `space='sell'` to be assigned to a space correctly.
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||||
If no parameter is available for a space, you'll receive the error that no space was found when running hyperopt.
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||||
Parameters with unclear space (e.g. `adx_period = IntParameter(4, 24, default=14)` - no explicit nor implicit space) will not be detected and will therefore be ignored.
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||||
|
||||
So let's write the buy strategy using these values:
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|
||||
@ -334,6 +335,7 @@ There are four parameter types each suited for different purposes.
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||||
## Optimizing an indicator parameter
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||||
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||||
Assuming you have a simple strategy in mind - a EMA cross strategy (2 Moving averages crossing) - and you'd like to find the ideal parameters for this strategy.
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By default, we assume a stoploss of 5% - and a take-profit (`minimal_roi`) of 10% - which means freqtrade will sell the trade once 10% profit has been reached.
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|
||||
``` python
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from pandas import DataFrame
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@ -348,6 +350,9 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
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||||
class MyAwesomeStrategy(IStrategy):
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||||
stoploss = -0.05
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||||
timeframe = '15m'
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||||
minimal_roi = {
|
||||
"0": 0.10
|
||||
},
|
||||
# Define the parameter spaces
|
||||
buy_ema_short = IntParameter(3, 50, default=5)
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||||
buy_ema_long = IntParameter(15, 200, default=50)
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||||
@ -403,7 +408,7 @@ Using `self.buy_ema_short.range` will return a range object containing all entri
|
||||
In this case (`IntParameter(3, 50, default=5)`), the loop would run for all numbers between 3 and 50 (`[3, 4, 5, ... 49, 50]`).
|
||||
By using this in a loop, hyperopt will generate 48 new columns (`['buy_ema_3', 'buy_ema_4', ... , 'buy_ema_50']`).
|
||||
|
||||
Hyperopt itself will then use the selected value to create the buy and sell signals
|
||||
Hyperopt itself will then use the selected value to create the buy and sell signals.
|
||||
|
||||
While this strategy is most likely too simple to provide consistent profit, it should serve as an example how optimize indicator parameters.
|
||||
|
||||
@ -867,6 +872,22 @@ To combat these, you have multiple options:
|
||||
* reduce the number of parallel processes (`-j <n>`)
|
||||
* Increase the memory of your machine
|
||||
|
||||
## The objective has been evaluated at this point before.
|
||||
|
||||
If you see `The objective has been evaluated at this point before.` - then this is a sign that your space has been exhausted, or is close to that.
|
||||
Basically all points in your space have been hit (or a local minima has been hit) - and hyperopt does no longer find points in the multi-dimensional space it did not try yet.
|
||||
Freqtrade tries to counter the "local minima" problem by using new, randomized points in this case.
|
||||
|
||||
Example:
|
||||
|
||||
``` python
|
||||
buy_ema_short = IntParameter(5, 20, default=10, space="buy", optimize=True)
|
||||
# This is the only parameter in the buy space
|
||||
```
|
||||
|
||||
The `buy_ema_short` space has 15 possible values (`5, 6, ... 19, 20`). If you now run hyperopt for the buy space, hyperopt will only have 15 values to try before running out of options.
|
||||
Your epochs should therefore be aligned to the possible values - or you should be ready to interrupt a run if you norice a lot of `The objective has been evaluated at this point before.` warnings.
|
||||
|
||||
## Show details of Hyperopt results
|
||||
|
||||
After you run Hyperopt for the desired amount of epochs, you can later list all results for analysis, select only best or profitable once, and show the details for any of the epochs previously evaluated. This can be done with the `hyperopt-list` and `hyperopt-show` sub-commands. The usage of these sub-commands is described in the [Utils](utils.md#list-hyperopt-results) chapter.
|
||||
|
||||
@ -1,5 +1,6 @@
|
||||
markdown==3.4.1
|
||||
mkdocs==1.3.0
|
||||
mkdocs-material==8.3.8
|
||||
mdx_truly_sane_lists==1.2
|
||||
mkdocs-material==8.3.9
|
||||
mdx_truly_sane_lists==1.3
|
||||
pymdown-extensions==9.5
|
||||
jinja2==3.1.2
|
||||
|
||||
@ -224,3 +224,5 @@ for val in self.buy_ema_short.range:
|
||||
# Append columns to existing dataframe
|
||||
merged_frame = pd.concat(frames, axis=1)
|
||||
```
|
||||
|
||||
Freqtrade does however also counter this by running `dataframe.copy()` on the dataframe right after the `populate_indicators()` method - so performance implications of this should be low to non-existant.
|
||||
|
||||
@ -82,8 +82,9 @@ Called before entering a trade, makes it possible to manage your position size w
|
||||
```python
|
||||
class AwesomeStrategy(IStrategy):
|
||||
def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
|
||||
proposed_stake: float, min_stake: float, max_stake: float,
|
||||
entry_tag: Optional[str], side: str, **kwargs) -> float:
|
||||
proposed_stake: float, min_stake: Optional[float], max_stake: float,
|
||||
leverage: float, entry_tag: Optional[str], side: str,
|
||||
**kwargs) -> float:
|
||||
|
||||
dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe)
|
||||
current_candle = dataframe.iloc[-1].squeeze()
|
||||
@ -673,9 +674,10 @@ class DigDeeperStrategy(IStrategy):
|
||||
max_dca_multiplier = 5.5
|
||||
|
||||
# This is called when placing the initial order (opening trade)
|
||||
def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
|
||||
def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
|
||||
proposed_stake: float, min_stake: Optional[float], max_stake: float,
|
||||
entry_tag: Optional[str], side: str, **kwargs) -> float:
|
||||
leverage: float, entry_tag: Optional[str], side: str,
|
||||
**kwargs) -> float:
|
||||
|
||||
# We need to leave most of the funds for possible further DCA orders
|
||||
# This also applies to fixed stakes
|
||||
|
||||
@ -31,11 +31,13 @@ pair = "BTC/USDT"
|
||||
```python
|
||||
# Load data using values set above
|
||||
from freqtrade.data.history import load_pair_history
|
||||
from freqtrade.enums import CandleType
|
||||
|
||||
candles = load_pair_history(datadir=data_location,
|
||||
timeframe=config["timeframe"],
|
||||
pair=pair,
|
||||
data_format = "hdf5",
|
||||
candle_type=CandleType.SPOT,
|
||||
)
|
||||
|
||||
# Confirm success
|
||||
|
||||
@ -97,7 +97,8 @@ Example configuration showing the different settings:
|
||||
"entry_fill": "off",
|
||||
"exit_fill": "off",
|
||||
"protection_trigger": "off",
|
||||
"protection_trigger_global": "on"
|
||||
"protection_trigger_global": "on",
|
||||
"show_candle": "off"
|
||||
},
|
||||
"reload": true,
|
||||
"balance_dust_level": 0.01
|
||||
@ -108,7 +109,7 @@ Example configuration showing the different settings:
|
||||
`exit` notifications are sent when the order is placed, while `exit_fill` notifications are sent when the order is filled on the exchange.
|
||||
`*_fill` notifications are off by default and must be explicitly enabled.
|
||||
`protection_trigger` notifications are sent when a protection triggers and `protection_trigger_global` notifications trigger when global protections are triggered.
|
||||
|
||||
`show_candle` - show candle values as part of entry/exit messages. Only possible value is "ohlc".
|
||||
|
||||
`balance_dust_level` will define what the `/balance` command takes as "dust" - Currencies with a balance below this will be shown.
|
||||
`reload` allows you to disable reload-buttons on selected messages.
|
||||
|
||||
@ -314,6 +314,10 @@ CONF_SCHEMA = {
|
||||
'type': 'string',
|
||||
'enum': TELEGRAM_SETTING_OPTIONS,
|
||||
},
|
||||
'show_candle': {
|
||||
'type': 'string',
|
||||
'enum': ['off', 'ohlc'],
|
||||
},
|
||||
}
|
||||
},
|
||||
'reload': {'type': 'boolean'},
|
||||
@ -539,3 +543,4 @@ TradeList = List[List]
|
||||
LongShort = Literal['long', 'short']
|
||||
EntryExit = Literal['entry', 'exit']
|
||||
BuySell = Literal['buy', 'sell']
|
||||
MakerTaker = Literal['maker', 'taker']
|
||||
|
||||
File diff suppressed because it is too large
Load Diff
@ -46,6 +46,7 @@ MAP_EXCHANGE_CHILDCLASS = {
|
||||
'binanceje': 'binance',
|
||||
'binanceusdm': 'binance',
|
||||
'okex': 'okx',
|
||||
'gate': 'gateio',
|
||||
}
|
||||
|
||||
SUPPORTED_EXCHANGES = [
|
||||
@ -63,17 +64,16 @@ EXCHANGE_HAS_REQUIRED = [
|
||||
'fetchOrder',
|
||||
'cancelOrder',
|
||||
'createOrder',
|
||||
# 'createLimitOrder', 'createMarketOrder',
|
||||
'fetchBalance',
|
||||
|
||||
# Public endpoints
|
||||
'loadMarkets',
|
||||
'fetchOHLCV',
|
||||
]
|
||||
|
||||
EXCHANGE_HAS_OPTIONAL = [
|
||||
# Private
|
||||
'fetchMyTrades', # Trades for order - fee detection
|
||||
'createLimitOrder', 'createMarketOrder', # Either OR for orders
|
||||
# 'setLeverage', # Margin/Futures trading
|
||||
# 'setMarginMode', # Margin/Futures trading
|
||||
# 'fetchFundingHistory', # Futures trading
|
||||
|
||||
@ -20,7 +20,7 @@ from ccxt import ROUND_DOWN, ROUND_UP, TICK_SIZE, TRUNCATE, Precise, decimal_to_
|
||||
from pandas import DataFrame
|
||||
|
||||
from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES, BuySell,
|
||||
EntryExit, ListPairsWithTimeframes, PairWithTimeframe)
|
||||
EntryExit, ListPairsWithTimeframes, MakerTaker, PairWithTimeframe)
|
||||
from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
|
||||
from freqtrade.enums import OPTIMIZE_MODES, CandleType, MarginMode, TradingMode
|
||||
from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFundsError,
|
||||
@ -77,7 +77,9 @@ class Exchange:
|
||||
"mark_ohlcv_price": "mark",
|
||||
"mark_ohlcv_timeframe": "8h",
|
||||
"ccxt_futures_name": "swap",
|
||||
"fee_cost_in_contracts": False, # Fee cost needs contract conversion
|
||||
"needs_trading_fees": False, # use fetch_trading_fees to cache fees
|
||||
"order_props_in_contracts": ['amount', 'cost', 'filled', 'remaining'],
|
||||
}
|
||||
_ft_has: Dict = {}
|
||||
_ft_has_futures: Dict = {}
|
||||
@ -174,23 +176,11 @@ class Exchange:
|
||||
logger.info(f'Using Exchange "{self.name}"')
|
||||
|
||||
if validate:
|
||||
# Check if timeframe is available
|
||||
self.validate_timeframes(config.get('timeframe'))
|
||||
|
||||
# Initial markets load
|
||||
self._load_markets()
|
||||
|
||||
# Check if all pairs are available
|
||||
self.validate_stakecurrency(config['stake_currency'])
|
||||
if not exchange_config.get('skip_pair_validation'):
|
||||
self.validate_pairs(config['exchange']['pair_whitelist'])
|
||||
self.validate_ordertypes(config.get('order_types', {}))
|
||||
self.validate_order_time_in_force(config.get('order_time_in_force', {}))
|
||||
self.validate_config(config)
|
||||
self.required_candle_call_count = self.validate_required_startup_candles(
|
||||
config.get('startup_candle_count', 0), config.get('timeframe', ''))
|
||||
self.validate_trading_mode_and_margin_mode(self.trading_mode, self.margin_mode)
|
||||
self.validate_pricing(config['exit_pricing'])
|
||||
self.validate_pricing(config['entry_pricing'])
|
||||
|
||||
# Converts the interval provided in minutes in config to seconds
|
||||
self.markets_refresh_interval: int = exchange_config.get(
|
||||
@ -213,6 +203,20 @@ class Exchange:
|
||||
logger.info("Closing async ccxt session.")
|
||||
self.loop.run_until_complete(self._api_async.close())
|
||||
|
||||
def validate_config(self, config):
|
||||
# Check if timeframe is available
|
||||
self.validate_timeframes(config.get('timeframe'))
|
||||
|
||||
# Check if all pairs are available
|
||||
self.validate_stakecurrency(config['stake_currency'])
|
||||
if not config['exchange'].get('skip_pair_validation'):
|
||||
self.validate_pairs(config['exchange']['pair_whitelist'])
|
||||
self.validate_ordertypes(config.get('order_types', {}))
|
||||
self.validate_order_time_in_force(config.get('order_time_in_force', {}))
|
||||
self.validate_trading_mode_and_margin_mode(self.trading_mode, self.margin_mode)
|
||||
self.validate_pricing(config['exit_pricing'])
|
||||
self.validate_pricing(config['entry_pricing'])
|
||||
|
||||
def _init_ccxt(self, exchange_config: Dict[str, Any], ccxt_module: CcxtModuleType = ccxt,
|
||||
ccxt_kwargs: Dict = {}) -> ccxt.Exchange:
|
||||
"""
|
||||
@ -422,7 +426,7 @@ class Exchange:
|
||||
if 'symbol' in order and order['symbol'] is not None:
|
||||
contract_size = self._get_contract_size(order['symbol'])
|
||||
if contract_size != 1:
|
||||
for prop in ['amount', 'cost', 'filled', 'remaining']:
|
||||
for prop in self._ft_has.get('order_props_in_contracts', []):
|
||||
if prop in order and order[prop] is not None:
|
||||
order[prop] = order[prop] * contract_size
|
||||
return order
|
||||
@ -820,7 +824,7 @@ class Exchange:
|
||||
'price': rate,
|
||||
'average': rate,
|
||||
'amount': _amount,
|
||||
'cost': _amount * rate / leverage,
|
||||
'cost': _amount * rate,
|
||||
'type': ordertype,
|
||||
'side': side,
|
||||
'filled': 0,
|
||||
@ -846,20 +850,27 @@ class Exchange:
|
||||
'filled': _amount,
|
||||
'cost': (dry_order['amount'] * average) / leverage
|
||||
})
|
||||
dry_order = self.add_dry_order_fee(pair, dry_order)
|
||||
# market orders will always incurr taker fees
|
||||
dry_order = self.add_dry_order_fee(pair, dry_order, 'taker')
|
||||
|
||||
dry_order = self.check_dry_limit_order_filled(dry_order)
|
||||
dry_order = self.check_dry_limit_order_filled(dry_order, immediate=True)
|
||||
|
||||
self._dry_run_open_orders[dry_order["id"]] = dry_order
|
||||
# Copy order and close it - so the returned order is open unless it's a market order
|
||||
return dry_order
|
||||
|
||||
def add_dry_order_fee(self, pair: str, dry_order: Dict[str, Any]) -> Dict[str, Any]:
|
||||
def add_dry_order_fee(
|
||||
self,
|
||||
pair: str,
|
||||
dry_order: Dict[str, Any],
|
||||
taker_or_maker: MakerTaker,
|
||||
) -> Dict[str, Any]:
|
||||
fee = self.get_fee(pair, taker_or_maker=taker_or_maker)
|
||||
dry_order.update({
|
||||
'fee': {
|
||||
'currency': self.get_pair_quote_currency(pair),
|
||||
'cost': dry_order['cost'] * self.get_fee(pair),
|
||||
'rate': self.get_fee(pair)
|
||||
'cost': dry_order['cost'] * fee,
|
||||
'rate': fee
|
||||
}
|
||||
})
|
||||
return dry_order
|
||||
@ -925,7 +936,8 @@ class Exchange:
|
||||
pass
|
||||
return False
|
||||
|
||||
def check_dry_limit_order_filled(self, order: Dict[str, Any]) -> Dict[str, Any]:
|
||||
def check_dry_limit_order_filled(
|
||||
self, order: Dict[str, Any], immediate: bool = False) -> Dict[str, Any]:
|
||||
"""
|
||||
Check dry-run limit order fill and update fee (if it filled).
|
||||
"""
|
||||
@ -939,7 +951,12 @@ class Exchange:
|
||||
'filled': order['amount'],
|
||||
'remaining': 0,
|
||||
})
|
||||
self.add_dry_order_fee(pair, order)
|
||||
|
||||
self.add_dry_order_fee(
|
||||
pair,
|
||||
order,
|
||||
'taker' if immediate else 'maker',
|
||||
)
|
||||
|
||||
return order
|
||||
|
||||
@ -1597,7 +1614,7 @@ class Exchange:
|
||||
|
||||
@retrier
|
||||
def get_fee(self, symbol: str, type: str = '', side: str = '', amount: float = 1,
|
||||
price: float = 1, taker_or_maker: str = 'maker') -> float:
|
||||
price: float = 1, taker_or_maker: MakerTaker = 'maker') -> float:
|
||||
try:
|
||||
if self._config['dry_run'] and self._config.get('fee', None) is not None:
|
||||
return self._config['fee']
|
||||
@ -1631,27 +1648,35 @@ class Exchange:
|
||||
and order['fee']['cost'] is not None
|
||||
)
|
||||
|
||||
def calculate_fee_rate(self, order: Dict) -> Optional[float]:
|
||||
def calculate_fee_rate(
|
||||
self, fee: Dict, symbol: str, cost: float, amount: float) -> Optional[float]:
|
||||
"""
|
||||
Calculate fee rate if it's not given by the exchange.
|
||||
:param order: Order or trade (one trade) dict
|
||||
:param fee: ccxt Fee dict - must contain cost / currency / rate
|
||||
:param symbol: Symbol of the order
|
||||
:param cost: Total cost of the order
|
||||
:param amount: Amount of the order
|
||||
"""
|
||||
if order['fee'].get('rate') is not None:
|
||||
return order['fee'].get('rate')
|
||||
fee_curr = order['fee']['currency']
|
||||
if fee.get('rate') is not None:
|
||||
return fee.get('rate')
|
||||
fee_curr = fee.get('currency')
|
||||
if fee_curr is None:
|
||||
return None
|
||||
fee_cost = float(fee['cost'])
|
||||
if self._ft_has['fee_cost_in_contracts']:
|
||||
# Convert cost via "contracts" conversion
|
||||
fee_cost = self._contracts_to_amount(symbol, fee['cost'])
|
||||
|
||||
# Calculate fee based on order details
|
||||
if fee_curr in self.get_pair_base_currency(order['symbol']):
|
||||
if fee_curr == self.get_pair_base_currency(symbol):
|
||||
# Base currency - divide by amount
|
||||
return round(
|
||||
order['fee']['cost'] / safe_value_fallback2(order, order, 'filled', 'amount'), 8)
|
||||
elif fee_curr in self.get_pair_quote_currency(order['symbol']):
|
||||
return round(fee_cost / amount, 8)
|
||||
elif fee_curr == self.get_pair_quote_currency(symbol):
|
||||
# Quote currency - divide by cost
|
||||
return round(self._contracts_to_amount(
|
||||
order['symbol'], order['fee']['cost']) / order['cost'],
|
||||
8) if order['cost'] else None
|
||||
return round(fee_cost / cost, 8) if cost else None
|
||||
else:
|
||||
# If Fee currency is a different currency
|
||||
if not order['cost']:
|
||||
if not cost:
|
||||
# If cost is None or 0.0 -> falsy, return None
|
||||
return None
|
||||
try:
|
||||
@ -1663,19 +1688,28 @@ class Exchange:
|
||||
fee_to_quote_rate = self._config['exchange'].get('unknown_fee_rate', None)
|
||||
if not fee_to_quote_rate:
|
||||
return None
|
||||
return round((self._contracts_to_amount(
|
||||
order['symbol'], order['fee']['cost']) * fee_to_quote_rate) / order['cost'], 8)
|
||||
return round((fee_cost * fee_to_quote_rate) / cost, 8)
|
||||
|
||||
def extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, Optional[float]]:
|
||||
def extract_cost_curr_rate(self, fee: Dict, symbol: str, cost: float,
|
||||
amount: float) -> Tuple[float, str, Optional[float]]:
|
||||
"""
|
||||
Extract tuple of cost, currency, rate.
|
||||
Requires order_has_fee to run first!
|
||||
:param order: Order or trade (one trade) dict
|
||||
:param fee: ccxt Fee dict - must contain cost / currency / rate
|
||||
:param symbol: Symbol of the order
|
||||
:param cost: Total cost of the order
|
||||
:param amount: Amount of the order
|
||||
:return: Tuple with cost, currency, rate of the given fee dict
|
||||
"""
|
||||
return (order['fee']['cost'],
|
||||
order['fee']['currency'],
|
||||
self.calculate_fee_rate(order))
|
||||
return (float(fee['cost']),
|
||||
fee['currency'],
|
||||
self.calculate_fee_rate(
|
||||
fee,
|
||||
symbol,
|
||||
cost,
|
||||
amount
|
||||
)
|
||||
)
|
||||
|
||||
# Historic data
|
||||
|
||||
|
||||
@ -1,12 +1,13 @@
|
||||
""" Gate.io exchange subclass """
|
||||
import logging
|
||||
from datetime import datetime
|
||||
from typing import Dict, List, Optional, Tuple
|
||||
from typing import Any, Dict, List, Optional, Tuple
|
||||
|
||||
from freqtrade.constants import BuySell
|
||||
from freqtrade.enums import MarginMode, TradingMode
|
||||
from freqtrade.exceptions import OperationalException
|
||||
from freqtrade.exchange import Exchange
|
||||
from freqtrade.misc import safe_value_fallback2
|
||||
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
@ -32,7 +33,9 @@ class Gateio(Exchange):
|
||||
}
|
||||
|
||||
_ft_has_futures: Dict = {
|
||||
"needs_trading_fees": True
|
||||
"needs_trading_fees": True,
|
||||
"fee_cost_in_contracts": False, # Set explicitly to false for clarity
|
||||
"order_props_in_contracts": ['amount', 'filled', 'remaining'],
|
||||
}
|
||||
|
||||
_supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [
|
||||
@ -95,12 +98,29 @@ class Gateio(Exchange):
|
||||
}
|
||||
return trades
|
||||
|
||||
def get_order_id_conditional(self, order: Dict[str, Any]) -> str:
|
||||
if self.trading_mode == TradingMode.FUTURES:
|
||||
return safe_value_fallback2(order, order, 'id_stop', 'id')
|
||||
return order['id']
|
||||
|
||||
def fetch_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
|
||||
return self.fetch_order(
|
||||
order = self.fetch_order(
|
||||
order_id=order_id,
|
||||
pair=pair,
|
||||
params={'stop': True}
|
||||
)
|
||||
if self.trading_mode == TradingMode.FUTURES:
|
||||
if order['status'] == 'closed':
|
||||
# Places a real order - which we need to fetch explicitly.
|
||||
new_orderid = order.get('info', {}).get('trade_id')
|
||||
if new_orderid:
|
||||
order1 = self.fetch_order(order_id=new_orderid, pair=pair, params=params)
|
||||
order1['id_stop'] = order1['id']
|
||||
order1['id'] = order_id
|
||||
order1['stopPrice'] = order.get('stopPrice')
|
||||
|
||||
return order1
|
||||
return order
|
||||
|
||||
def cancel_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
|
||||
return self.cancel_order(
|
||||
|
||||
@ -28,6 +28,7 @@ class Okx(Exchange):
|
||||
}
|
||||
_ft_has_futures: Dict = {
|
||||
"tickers_have_quoteVolume": False,
|
||||
"fee_cost_in_contracts": True,
|
||||
}
|
||||
|
||||
_supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [
|
||||
|
||||
@ -332,6 +332,8 @@ class FreqtradeBot(LoggingMixin):
|
||||
if not trade.is_open and not trade.fee_updated(trade.exit_side):
|
||||
# Get sell fee
|
||||
order = trade.select_order(trade.exit_side, False)
|
||||
if not order:
|
||||
order = trade.select_order('stoploss', False)
|
||||
if order:
|
||||
logger.info(
|
||||
f"Updating {trade.exit_side}-fee on trade {trade}"
|
||||
@ -814,7 +816,7 @@ class FreqtradeBot(LoggingMixin):
|
||||
pair=pair, current_time=datetime.now(timezone.utc),
|
||||
current_rate=enter_limit_requested, proposed_stake=stake_amount,
|
||||
min_stake=min_stake_amount, max_stake=min(max_stake_amount, stake_available),
|
||||
entry_tag=entry_tag, side=trade_side
|
||||
leverage=leverage, entry_tag=entry_tag, side=trade_side
|
||||
)
|
||||
|
||||
stake_amount = self.wallets.validate_stake_amount(
|
||||
@ -1742,7 +1744,8 @@ class FreqtradeBot(LoggingMixin):
|
||||
trade_base_currency = self.exchange.get_pair_base_currency(trade.pair)
|
||||
# use fee from order-dict if possible
|
||||
if self.exchange.order_has_fee(order):
|
||||
fee_cost, fee_currency, fee_rate = self.exchange.extract_cost_curr_rate(order)
|
||||
fee_cost, fee_currency, fee_rate = self.exchange.extract_cost_curr_rate(
|
||||
order['fee'], order['symbol'], order['cost'], order_obj.safe_filled)
|
||||
logger.info(f"Fee for Trade {trade} [{order_obj.ft_order_side}]: "
|
||||
f"{fee_cost:.8g} {fee_currency} - rate: {fee_rate}")
|
||||
if fee_rate is None or fee_rate < 0.02:
|
||||
@ -1780,7 +1783,15 @@ class FreqtradeBot(LoggingMixin):
|
||||
for exectrade in trades:
|
||||
amount += exectrade['amount']
|
||||
if self.exchange.order_has_fee(exectrade):
|
||||
fee_cost_, fee_currency, fee_rate_ = self.exchange.extract_cost_curr_rate(exectrade)
|
||||
# Prefer singular fee
|
||||
fees = [exectrade['fee']]
|
||||
else:
|
||||
fees = exectrade.get('fees', [])
|
||||
for fee in fees:
|
||||
|
||||
fee_cost_, fee_currency, fee_rate_ = self.exchange.extract_cost_curr_rate(
|
||||
fee, exectrade['symbol'], exectrade['cost'], exectrade['amount']
|
||||
)
|
||||
fee_cost += fee_cost_
|
||||
if fee_rate_ is not None:
|
||||
fee_rate_array.append(fee_rate_)
|
||||
|
||||
@ -722,7 +722,7 @@ class Backtesting:
|
||||
pair=pair, current_time=current_time, current_rate=propose_rate,
|
||||
proposed_stake=stake_amount, min_stake=min_stake_amount,
|
||||
max_stake=min(stake_available, max_stake_amount),
|
||||
entry_tag=entry_tag, side=direction)
|
||||
leverage=leverage, entry_tag=entry_tag, side=direction)
|
||||
|
||||
stake_amount_val = self.wallets.validate_stake_amount(
|
||||
pair=pair,
|
||||
|
||||
@ -6,6 +6,7 @@ This module contains the hyperopt logic
|
||||
|
||||
import logging
|
||||
import random
|
||||
import sys
|
||||
import warnings
|
||||
from datetime import datetime, timezone
|
||||
from math import ceil
|
||||
@ -17,6 +18,7 @@ import rapidjson
|
||||
from colorama import Fore, Style
|
||||
from colorama import init as colorama_init
|
||||
from joblib import Parallel, cpu_count, delayed, dump, load, wrap_non_picklable_objects
|
||||
from joblib.externals import cloudpickle
|
||||
from pandas import DataFrame
|
||||
|
||||
from freqtrade.constants import DATETIME_PRINT_FORMAT, FTHYPT_FILEVERSION, LAST_BT_RESULT_FN
|
||||
@ -87,6 +89,7 @@ class Hyperopt:
|
||||
self.backtesting._set_strategy(self.backtesting.strategylist[0])
|
||||
self.custom_hyperopt.strategy = self.backtesting.strategy
|
||||
|
||||
self.hyperopt_pickle_magic(self.backtesting.strategy.__class__.__bases__)
|
||||
self.custom_hyperoptloss: IHyperOptLoss = HyperOptLossResolver.load_hyperoptloss(
|
||||
self.config)
|
||||
self.calculate_loss = self.custom_hyperoptloss.hyperopt_loss_function
|
||||
@ -137,6 +140,17 @@ class Hyperopt:
|
||||
logger.info(f"Removing `{p}`.")
|
||||
p.unlink()
|
||||
|
||||
def hyperopt_pickle_magic(self, bases) -> None:
|
||||
"""
|
||||
Hyperopt magic to allow strategy inheritance across files.
|
||||
For this to properly work, we need to register the module of the imported class
|
||||
to pickle as value.
|
||||
"""
|
||||
for modules in bases:
|
||||
if modules.__name__ != 'IStrategy':
|
||||
cloudpickle.register_pickle_by_value(sys.modules[modules.__module__])
|
||||
self.hyperopt_pickle_magic(modules.__bases__)
|
||||
|
||||
def _get_params_dict(self, dimensions: List[Dimension], raw_params: List[Any]) -> Dict:
|
||||
|
||||
# Ensure the number of dimensions match
|
||||
|
||||
@ -821,7 +821,7 @@ class LocalTrade():
|
||||
self.open_rate = total_stake / total_amount
|
||||
self.stake_amount = total_stake / (self.leverage or 1.0)
|
||||
self.amount = total_amount
|
||||
self.fee_open_cost = self.fee_open * self.stake_amount
|
||||
self.fee_open_cost = self.fee_open * total_stake
|
||||
self.recalc_open_trade_value()
|
||||
if self.stop_loss_pct is not None and self.open_rate is not None:
|
||||
self.adjust_stop_loss(self.open_rate, self.stop_loss_pct)
|
||||
|
||||
@ -255,18 +255,18 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
|
||||
"""
|
||||
# Trades can be empty
|
||||
if trades is not None and len(trades) > 0:
|
||||
# Create description for sell summarizing the trade
|
||||
# Create description for exit summarizing the trade
|
||||
trades['desc'] = trades.apply(
|
||||
lambda row: f"{row['profit_ratio']:.2%}, " +
|
||||
(f"{row['enter_tag']}, " if row['enter_tag'] is not None else "") +
|
||||
f"{row['exit_reason']}, " +
|
||||
f"{row['trade_duration']} min",
|
||||
axis=1)
|
||||
trade_buys = go.Scatter(
|
||||
trade_entries = go.Scatter(
|
||||
x=trades["open_date"],
|
||||
y=trades["open_rate"],
|
||||
mode='markers',
|
||||
name='Trade buy',
|
||||
name='Trade entry',
|
||||
text=trades["desc"],
|
||||
marker=dict(
|
||||
symbol='circle-open',
|
||||
@ -277,12 +277,12 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
|
||||
)
|
||||
)
|
||||
|
||||
trade_sells = go.Scatter(
|
||||
trade_exits = go.Scatter(
|
||||
x=trades.loc[trades['profit_ratio'] > 0, "close_date"],
|
||||
y=trades.loc[trades['profit_ratio'] > 0, "close_rate"],
|
||||
text=trades.loc[trades['profit_ratio'] > 0, "desc"],
|
||||
mode='markers',
|
||||
name='Sell - Profit',
|
||||
name='Exit - Profit',
|
||||
marker=dict(
|
||||
symbol='square-open',
|
||||
size=11,
|
||||
@ -290,12 +290,12 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
|
||||
color='green'
|
||||
)
|
||||
)
|
||||
trade_sells_loss = go.Scatter(
|
||||
trade_exits_loss = go.Scatter(
|
||||
x=trades.loc[trades['profit_ratio'] <= 0, "close_date"],
|
||||
y=trades.loc[trades['profit_ratio'] <= 0, "close_rate"],
|
||||
text=trades.loc[trades['profit_ratio'] <= 0, "desc"],
|
||||
mode='markers',
|
||||
name='Sell - Loss',
|
||||
name='Exit - Loss',
|
||||
marker=dict(
|
||||
symbol='square-open',
|
||||
size=11,
|
||||
@ -303,9 +303,9 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
|
||||
color='red'
|
||||
)
|
||||
)
|
||||
fig.add_trace(trade_buys, 1, 1)
|
||||
fig.add_trace(trade_sells, 1, 1)
|
||||
fig.add_trace(trade_sells_loss, 1, 1)
|
||||
fig.add_trace(trade_entries, 1, 1)
|
||||
fig.add_trace(trade_exits, 1, 1)
|
||||
fig.add_trace(trade_exits_loss, 1, 1)
|
||||
else:
|
||||
logger.warning("No trades found.")
|
||||
return fig
|
||||
@ -444,7 +444,7 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
|
||||
Generate the graph from the data generated by Backtesting or from DB
|
||||
Volume will always be ploted in row2, so Row 1 and 3 are to our disposal for custom indicators
|
||||
:param pair: Pair to Display on the graph
|
||||
:param data: OHLCV DataFrame containing indicators and buy/sell signals
|
||||
:param data: OHLCV DataFrame containing indicators and entry/exit signals
|
||||
:param trades: All trades created
|
||||
:param indicators1: List containing Main plot indicators
|
||||
:param indicators2: List containing Sub plot indicators
|
||||
|
||||
@ -243,6 +243,22 @@ class Telegram(RPCHandler):
|
||||
"""
|
||||
return f"{msg['exchange']}{' (dry)' if self._config['dry_run'] else ''}"
|
||||
|
||||
def _add_analyzed_candle(self, pair: str) -> str:
|
||||
candle_val = self._config['telegram'].get(
|
||||
'notification_settings', {}).get('show_candle', 'off')
|
||||
if candle_val != 'off':
|
||||
if candle_val == 'ohlc':
|
||||
analyzed_df, _ = self._rpc._freqtrade.dataprovider.get_analyzed_dataframe(
|
||||
pair, self._config['timeframe'])
|
||||
candle = analyzed_df.iloc[-1].squeeze() if len(analyzed_df) > 0 else None
|
||||
if candle is not None:
|
||||
return (
|
||||
f"*Candle OHLC*: `{candle['open']}, {candle['high']}, "
|
||||
f"{candle['low']}, {candle['close']}`\n"
|
||||
)
|
||||
|
||||
return ''
|
||||
|
||||
def _format_entry_msg(self, msg: Dict[str, Any]) -> str:
|
||||
if self._rpc._fiat_converter:
|
||||
msg['stake_amount_fiat'] = self._rpc._fiat_converter.convert_amount(
|
||||
@ -259,6 +275,7 @@ class Telegram(RPCHandler):
|
||||
f" {entry_side['entered'] if is_fill else entry_side['enter']} {msg['pair']}"
|
||||
f" (#{msg['trade_id']})\n"
|
||||
)
|
||||
message += self._add_analyzed_candle(msg['pair'])
|
||||
message += f"*Enter Tag:* `{msg['enter_tag']}`\n" if msg.get('enter_tag') else ""
|
||||
message += f"*Amount:* `{msg['amount']:.8f}`\n"
|
||||
if msg.get('leverage') and msg.get('leverage', 1.0) != 1.0:
|
||||
@ -306,6 +323,7 @@ class Telegram(RPCHandler):
|
||||
message = (
|
||||
f"{msg['emoji']} *{self._exchange_from_msg(msg)}:* "
|
||||
f"{'Exited' if is_fill else 'Exiting'} {msg['pair']} (#{msg['trade_id']})\n"
|
||||
f"{self._add_analyzed_candle(msg['pair'])}"
|
||||
f"*{'Profit' if is_fill else 'Unrealized Profit'}:* "
|
||||
f"`{msg['profit_ratio']:.2%}{msg['profit_extra']}`\n"
|
||||
f"*Enter Tag:* `{msg['enter_tag']}`\n"
|
||||
|
||||
@ -191,6 +191,7 @@ def detect_parameters(
|
||||
and attr.category is not None and attr.category != category):
|
||||
raise OperationalException(
|
||||
f'Inconclusive parameter name {attr_name}, category: {attr.category}.')
|
||||
|
||||
if (category == attr.category or
|
||||
(attr_name.startswith(category + '_') and attr.category is None)):
|
||||
yield attr_name, attr
|
||||
|
||||
@ -442,7 +442,8 @@ class IStrategy(ABC, HyperStrategyMixin):
|
||||
|
||||
def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
|
||||
proposed_stake: float, min_stake: Optional[float], max_stake: float,
|
||||
entry_tag: Optional[str], side: str, **kwargs) -> float:
|
||||
leverage: float, entry_tag: Optional[str], side: str,
|
||||
**kwargs) -> float:
|
||||
"""
|
||||
Customize stake size for each new trade.
|
||||
|
||||
@ -452,6 +453,7 @@ class IStrategy(ABC, HyperStrategyMixin):
|
||||
:param proposed_stake: A stake amount proposed by the bot.
|
||||
:param min_stake: Minimal stake size allowed by exchange.
|
||||
:param max_stake: Balance available for trading.
|
||||
:param leverage: Leverage selected for this trade.
|
||||
:param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
|
||||
:param side: 'long' or 'short' - indicating the direction of the proposed trade
|
||||
:return: A stake size, which is between min_stake and max_stake.
|
||||
|
||||
@ -51,11 +51,13 @@
|
||||
"source": [
|
||||
"# Load data using values set above\n",
|
||||
"from freqtrade.data.history import load_pair_history\n",
|
||||
"from freqtrade.enums import CandleType\n",
|
||||
"\n",
|
||||
"candles = load_pair_history(datadir=data_location,\n",
|
||||
" timeframe=config[\"timeframe\"],\n",
|
||||
" pair=pair,\n",
|
||||
" data_format = \"hdf5\",\n",
|
||||
" candle_type=CandleType.SPOT,\n",
|
||||
" )\n",
|
||||
"\n",
|
||||
"# Confirm success\n",
|
||||
|
||||
@ -79,9 +79,10 @@ def custom_exit_price(self, pair: str, trade: 'Trade',
|
||||
"""
|
||||
return proposed_rate
|
||||
|
||||
def custom_stake_amount(self, pair: str, current_time: 'datetime', current_rate: float,
|
||||
def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
|
||||
proposed_stake: float, min_stake: Optional[float], max_stake: float,
|
||||
entry_tag: 'Optional[str]', side: str, **kwargs) -> float:
|
||||
leverage: float, entry_tag: Optional[str], side: str,
|
||||
**kwargs) -> float:
|
||||
"""
|
||||
Customize stake size for each new trade.
|
||||
|
||||
@ -91,6 +92,7 @@ def custom_stake_amount(self, pair: str, current_time: 'datetime', current_rate:
|
||||
:param proposed_stake: A stake amount proposed by the bot.
|
||||
:param min_stake: Minimal stake size allowed by exchange.
|
||||
:param max_stake: Balance available for trading.
|
||||
:param leverage: Leverage selected for this trade.
|
||||
:param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
|
||||
:param side: 'long' or 'short' - indicating the direction of the proposed trade
|
||||
:return: A stake size, which is between min_stake and max_stake.
|
||||
|
||||
@ -8,11 +8,11 @@ coveralls==3.3.1
|
||||
flake8==4.0.1
|
||||
flake8-tidy-imports==4.8.0
|
||||
mypy==0.961
|
||||
pre-commit==2.19.0
|
||||
pre-commit==2.20.0
|
||||
pytest==7.1.2
|
||||
pytest-asyncio==0.18.3
|
||||
pytest-asyncio==0.19.0
|
||||
pytest-cov==3.0.0
|
||||
pytest-mock==3.8.1
|
||||
pytest-mock==3.8.2
|
||||
pytest-random-order==1.0.4
|
||||
isort==5.10.1
|
||||
# For datetime mocking
|
||||
@ -24,6 +24,6 @@ nbconvert==6.5.0
|
||||
# mypy types
|
||||
types-cachetools==5.2.1
|
||||
types-filelock==3.2.7
|
||||
types-requests==2.28.0
|
||||
types-requests==2.28.1
|
||||
types-tabulate==0.8.11
|
||||
types-python-dateutil==2.8.18
|
||||
|
||||
@ -1,18 +1,18 @@
|
||||
numpy==1.23.0
|
||||
numpy==1.23.1
|
||||
pandas==1.4.3
|
||||
pandas-ta==0.3.14b
|
||||
|
||||
ccxt==1.89.96
|
||||
ccxt==1.90.89
|
||||
# Pin cryptography for now due to rust build errors with piwheels
|
||||
cryptography==37.0.2
|
||||
cryptography==37.0.4
|
||||
aiohttp==3.8.1
|
||||
SQLAlchemy==1.4.39
|
||||
python-telegram-bot==13.13
|
||||
arrow==1.2.2
|
||||
cachetools==4.2.2
|
||||
requests==2.28.1
|
||||
urllib3==1.26.9
|
||||
jsonschema==4.6.1
|
||||
urllib3==1.26.10
|
||||
jsonschema==4.7.2
|
||||
TA-Lib==0.4.24
|
||||
technical==1.3.0
|
||||
tabulate==0.8.10
|
||||
@ -26,15 +26,15 @@ joblib==1.1.0
|
||||
py_find_1st==1.1.5
|
||||
|
||||
# Load ticker files 30% faster
|
||||
python-rapidjson==1.6
|
||||
python-rapidjson==1.8
|
||||
# Properly format api responses
|
||||
orjson==3.7.6
|
||||
orjson==3.7.7
|
||||
|
||||
# Notify systemd
|
||||
sdnotify==0.3.2
|
||||
|
||||
# API Server
|
||||
fastapi==0.78.0
|
||||
fastapi==0.79.0
|
||||
uvicorn==0.18.2
|
||||
pyjwt==2.4.0
|
||||
aiofiles==0.8.0
|
||||
|
||||
@ -112,11 +112,8 @@ def patch_exchange(
|
||||
mock_supported_modes=True
|
||||
) -> None:
|
||||
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock(return_value={}))
|
||||
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
|
||||
mocker.patch('freqtrade.exchange.Exchange.validate_config', MagicMock())
|
||||
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
|
||||
mocker.patch('freqtrade.exchange.Exchange.validate_ordertypes', MagicMock())
|
||||
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency', MagicMock())
|
||||
mocker.patch('freqtrade.exchange.Exchange.validate_pricing')
|
||||
mocker.patch('freqtrade.exchange.Exchange.id', PropertyMock(return_value=id))
|
||||
mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value=id.title()))
|
||||
mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=2))
|
||||
@ -1694,6 +1691,7 @@ def limit_buy_order_old_partial():
|
||||
'price': 0.00001099,
|
||||
'amount': 90.99181073,
|
||||
'filled': 23.0,
|
||||
'cost': 90.99181073 * 23.0,
|
||||
'remaining': 67.99181073,
|
||||
'status': 'open'
|
||||
}
|
||||
@ -3165,60 +3163,46 @@ def leverage_tiers():
|
||||
"AAVE/USDT": [
|
||||
{
|
||||
'min': 0,
|
||||
'max': 50000,
|
||||
'max': 5000,
|
||||
'mmr': 0.01,
|
||||
'lev': 50,
|
||||
'maintAmt': 0.0
|
||||
},
|
||||
{
|
||||
'min': 50000,
|
||||
'max': 250000,
|
||||
'min': 5000,
|
||||
'max': 25000,
|
||||
'mmr': 0.02,
|
||||
'lev': 25,
|
||||
'maintAmt': 500.0
|
||||
'maintAmt': 75.0
|
||||
},
|
||||
{
|
||||
'min': 25000,
|
||||
'max': 100000,
|
||||
'mmr': 0.05,
|
||||
'lev': 10,
|
||||
'maintAmt': 700.0
|
||||
},
|
||||
{
|
||||
'min': 100000,
|
||||
'max': 250000,
|
||||
'mmr': 0.1,
|
||||
'lev': 5,
|
||||
'maintAmt': 5700.0
|
||||
},
|
||||
{
|
||||
'min': 250000,
|
||||
'max': 1000000,
|
||||
'mmr': 0.05,
|
||||
'lev': 10,
|
||||
'maintAmt': 8000.0
|
||||
},
|
||||
{
|
||||
'min': 1000000,
|
||||
'max': 2000000,
|
||||
'mmr': 0.1,
|
||||
'lev': 5,
|
||||
'maintAmt': 58000.0
|
||||
},
|
||||
{
|
||||
'min': 2000000,
|
||||
'max': 5000000,
|
||||
'mmr': 0.125,
|
||||
'lev': 4,
|
||||
'maintAmt': 108000.0
|
||||
},
|
||||
{
|
||||
'min': 5000000,
|
||||
'max': 10000000,
|
||||
'mmr': 0.1665,
|
||||
'lev': 3,
|
||||
'maintAmt': 315500.0
|
||||
'lev': 2,
|
||||
'maintAmt': 11950.0
|
||||
},
|
||||
{
|
||||
'min': 10000000,
|
||||
'max': 20000000,
|
||||
'mmr': 0.25,
|
||||
'lev': 2,
|
||||
'maintAmt': 1150500.0
|
||||
'max': 50000000,
|
||||
'mmr': 0.5,
|
||||
'lev': 1,
|
||||
'maintAmt': 386950.0
|
||||
},
|
||||
{
|
||||
"min": 20000000,
|
||||
"max": 50000000,
|
||||
"mmr": 0.5,
|
||||
"lev": 1,
|
||||
"maintAmt": 6150500.0
|
||||
}
|
||||
],
|
||||
"ADA/BUSD": [
|
||||
{
|
||||
|
||||
@ -153,6 +153,25 @@ class TestCCXTExchange():
|
||||
assert isinstance(markets[pair], dict)
|
||||
assert exchange.market_is_spot(markets[pair])
|
||||
|
||||
def test_has_validations(self, exchange):
|
||||
|
||||
exchange, exchangename = exchange
|
||||
|
||||
exchange.validate_ordertypes({
|
||||
'entry': 'limit',
|
||||
'exit': 'limit',
|
||||
'stoploss': 'limit',
|
||||
})
|
||||
|
||||
if exchangename == 'gateio':
|
||||
# gateio doesn't have market orders on spot
|
||||
return
|
||||
exchange.validate_ordertypes({
|
||||
'entry': 'market',
|
||||
'exit': 'market',
|
||||
'stoploss': 'market',
|
||||
})
|
||||
|
||||
def test_load_markets_futures(self, exchange_futures):
|
||||
exchange, exchangename = exchange_futures
|
||||
if not exchange:
|
||||
|
||||
@ -1135,7 +1135,58 @@ def test_create_dry_run_order(default_conf, mocker, side, exchange_name, leverag
|
||||
assert order["symbol"] == "ETH/BTC"
|
||||
assert order["amount"] == 1
|
||||
assert order["leverage"] == leverage
|
||||
assert order["cost"] == 1 * 200 / leverage
|
||||
assert order["cost"] == 1 * 200
|
||||
|
||||
|
||||
@pytest.mark.parametrize('side,is_short,order_reason', [
|
||||
("buy", False, "entry"),
|
||||
("sell", False, "exit"),
|
||||
("buy", True, "exit"),
|
||||
("sell", True, "entry"),
|
||||
])
|
||||
@pytest.mark.parametrize("order_type,price_side,fee", [
|
||||
("limit", "same", 1.0),
|
||||
("limit", "other", 2.0),
|
||||
("market", "same", 2.0),
|
||||
("market", "other", 2.0),
|
||||
])
|
||||
def test_create_dry_run_order_fees(
|
||||
default_conf,
|
||||
mocker,
|
||||
side,
|
||||
order_type,
|
||||
is_short,
|
||||
order_reason,
|
||||
price_side,
|
||||
fee,
|
||||
):
|
||||
mocker.patch(
|
||||
'freqtrade.exchange.Exchange.get_fee',
|
||||
side_effect=lambda symbol, taker_or_maker: 2.0 if taker_or_maker == 'taker' else 1.0
|
||||
)
|
||||
mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled',
|
||||
return_value=price_side == 'other')
|
||||
exchange = get_patched_exchange(mocker, default_conf)
|
||||
|
||||
order = exchange.create_dry_run_order(
|
||||
pair='LTC/USDT',
|
||||
ordertype=order_type,
|
||||
side=side,
|
||||
amount=10,
|
||||
rate=2.0,
|
||||
leverage=1.0
|
||||
)
|
||||
if price_side == 'other' or order_type == 'market':
|
||||
assert order['fee']['rate'] == fee
|
||||
return
|
||||
else:
|
||||
assert order['fee'] is None
|
||||
|
||||
mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled',
|
||||
return_value=price_side != 'other')
|
||||
|
||||
order1 = exchange.fetch_dry_run_order(order['id'])
|
||||
assert order1['fee']['rate'] == fee
|
||||
|
||||
|
||||
@pytest.mark.parametrize("side,startprice,endprice", [
|
||||
@ -3544,7 +3595,7 @@ def test_order_has_fee(order, expected) -> None:
|
||||
def test_extract_cost_curr_rate(mocker, default_conf, order, expected) -> None:
|
||||
mocker.patch('freqtrade.exchange.Exchange.calculate_fee_rate', MagicMock(return_value=0.01))
|
||||
ex = get_patched_exchange(mocker, default_conf)
|
||||
assert ex.extract_cost_curr_rate(order) == expected
|
||||
assert ex.extract_cost_curr_rate(order['fee'], order['symbol'], cost=20, amount=1) == expected
|
||||
|
||||
|
||||
@pytest.mark.parametrize("order,unknown_fee_rate,expected", [
|
||||
@ -3582,6 +3633,9 @@ def test_extract_cost_curr_rate(mocker, default_conf, order, expected) -> None:
|
||||
'fee': {'currency': 'POINT', 'cost': 2.0, 'rate': None}}, 1, 4.0),
|
||||
({'symbol': 'POINT/BTC', 'amount': 0.04, 'cost': 0.5,
|
||||
'fee': {'currency': 'POINT', 'cost': 2.0, 'rate': None}}, 2, 8.0),
|
||||
# Missing currency
|
||||
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
|
||||
'fee': {'currency': None, 'cost': 0.005}}, None, None),
|
||||
])
|
||||
def test_calculate_fee_rate(mocker, default_conf, order, expected, unknown_fee_rate) -> None:
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'last': 0.081})
|
||||
@ -3590,7 +3644,8 @@ def test_calculate_fee_rate(mocker, default_conf, order, expected, unknown_fee_r
|
||||
|
||||
ex = get_patched_exchange(mocker, default_conf)
|
||||
|
||||
assert ex.calculate_fee_rate(order) == expected
|
||||
assert ex.calculate_fee_rate(order['fee'], order['symbol'],
|
||||
cost=order['cost'], amount=order['amount']) == expected
|
||||
|
||||
|
||||
@pytest.mark.parametrize('retrycount,max_retries,expected', [
|
||||
|
||||
@ -53,6 +53,25 @@ def test_fetch_stoploss_order_gateio(default_conf, mocker):
|
||||
assert fetch_order_mock.call_args_list[0][1]['pair'] == 'ETH/BTC'
|
||||
assert fetch_order_mock.call_args_list[0][1]['params'] == {'stop': True}
|
||||
|
||||
default_conf['trading_mode'] = 'futures'
|
||||
default_conf['margin_mode'] = 'isolated'
|
||||
|
||||
exchange = get_patched_exchange(mocker, default_conf, id='gateio')
|
||||
|
||||
exchange.fetch_order = MagicMock(return_value={
|
||||
'status': 'closed',
|
||||
'id': '1234',
|
||||
'stopPrice': 5.62,
|
||||
'info': {
|
||||
'trade_id': '222555'
|
||||
}
|
||||
})
|
||||
|
||||
exchange.fetch_stoploss_order('1234', 'ETH/BTC')
|
||||
assert exchange.fetch_order.call_count == 2
|
||||
assert exchange.fetch_order.call_args_list[0][1]['order_id'] == '1234'
|
||||
assert exchange.fetch_order.call_args_list[1][1]['order_id'] == '222555'
|
||||
|
||||
|
||||
def test_cancel_stoploss_order_gateio(default_conf, mocker):
|
||||
exchange = get_patched_exchange(mocker, default_conf, id='gateio')
|
||||
|
||||
@ -90,28 +90,6 @@ def load_data_test(what, testdatadir):
|
||||
fill_missing=True)}
|
||||
|
||||
|
||||
def simple_backtest(config, contour, mocker, testdatadir) -> None:
|
||||
patch_exchange(mocker)
|
||||
config['timeframe'] = '1m'
|
||||
backtesting = Backtesting(config)
|
||||
backtesting._set_strategy(backtesting.strategylist[0])
|
||||
|
||||
data = load_data_test(contour, testdatadir)
|
||||
processed = backtesting.strategy.advise_all_indicators(data)
|
||||
min_date, max_date = get_timerange(processed)
|
||||
assert isinstance(processed, dict)
|
||||
results = backtesting.backtest(
|
||||
processed=processed,
|
||||
start_date=min_date,
|
||||
end_date=max_date,
|
||||
max_open_trades=1,
|
||||
position_stacking=False,
|
||||
enable_protections=config.get('enable_protections', False),
|
||||
)
|
||||
# results :: <class 'pandas.core.frame.DataFrame'>
|
||||
return results
|
||||
|
||||
|
||||
# FIX: fixturize this?
|
||||
def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC'):
|
||||
data = history.load_data(datadir=datadir, timeframe='1m', pairs=[pair])
|
||||
@ -942,6 +920,7 @@ def test_backtest_dataprovider_analyzed_df(default_conf, fee, mocker, testdatadi
|
||||
def test_backtest_pricecontours_protections(default_conf, fee, mocker, testdatadir) -> None:
|
||||
# While this test IS a copy of test_backtest_pricecontours, it's needed to ensure
|
||||
# results do not carry-over to the next run, which is not given by using parametrize.
|
||||
patch_exchange(mocker)
|
||||
default_conf['protections'] = [
|
||||
{
|
||||
"method": "CooldownPeriod",
|
||||
@ -949,6 +928,7 @@ def test_backtest_pricecontours_protections(default_conf, fee, mocker, testdatad
|
||||
}]
|
||||
|
||||
default_conf['enable_protections'] = True
|
||||
default_conf['timeframe'] = '1m'
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
|
||||
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
|
||||
mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
|
||||
@ -959,12 +939,27 @@ def test_backtest_pricecontours_protections(default_conf, fee, mocker, testdatad
|
||||
['sine', 9],
|
||||
['raise', 10],
|
||||
]
|
||||
backtesting = Backtesting(default_conf)
|
||||
backtesting._set_strategy(backtesting.strategylist[0])
|
||||
|
||||
# While entry-signals are unrealistic, running backtesting
|
||||
# over and over again should not cause different results
|
||||
for [contour, numres] in tests:
|
||||
# Debug output for random test failure
|
||||
print(f"{contour}, {numres}")
|
||||
assert len(simple_backtest(default_conf, contour, mocker, testdatadir)['results']) == numres
|
||||
data = load_data_test(contour, testdatadir)
|
||||
processed = backtesting.strategy.advise_all_indicators(data)
|
||||
min_date, max_date = get_timerange(processed)
|
||||
assert isinstance(processed, dict)
|
||||
results = backtesting.backtest(
|
||||
processed=processed,
|
||||
start_date=min_date,
|
||||
end_date=max_date,
|
||||
max_open_trades=1,
|
||||
position_stacking=False,
|
||||
enable_protections=default_conf.get('enable_protections', False),
|
||||
)
|
||||
assert len(results['results']) == numres
|
||||
|
||||
|
||||
@pytest.mark.parametrize('protections,contour,expected', [
|
||||
@ -990,7 +985,25 @@ def test_backtest_pricecontours(default_conf, fee, mocker, testdatadir,
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
|
||||
# While entry-signals are unrealistic, running backtesting
|
||||
# over and over again should not cause different results
|
||||
assert len(simple_backtest(default_conf, contour, mocker, testdatadir)['results']) == expected
|
||||
|
||||
patch_exchange(mocker)
|
||||
default_conf['timeframe'] = '1m'
|
||||
backtesting = Backtesting(default_conf)
|
||||
backtesting._set_strategy(backtesting.strategylist[0])
|
||||
|
||||
data = load_data_test(contour, testdatadir)
|
||||
processed = backtesting.strategy.advise_all_indicators(data)
|
||||
min_date, max_date = get_timerange(processed)
|
||||
assert isinstance(processed, dict)
|
||||
results = backtesting.backtest(
|
||||
processed=processed,
|
||||
start_date=min_date,
|
||||
end_date=max_date,
|
||||
max_open_trades=1,
|
||||
position_stacking=False,
|
||||
enable_protections=default_conf.get('enable_protections', False),
|
||||
)
|
||||
assert len(results['results']) == expected
|
||||
|
||||
|
||||
def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):
|
||||
|
||||
@ -1,7 +1,7 @@
|
||||
# pragma pylint: disable=missing-docstring,W0212,C0103
|
||||
from datetime import datetime, timedelta
|
||||
from pathlib import Path
|
||||
from unittest.mock import ANY, MagicMock
|
||||
from unittest.mock import ANY, MagicMock, PropertyMock
|
||||
|
||||
import pandas as pd
|
||||
import pytest
|
||||
@ -18,8 +18,8 @@ from freqtrade.optimize.hyperopt_tools import HyperoptTools
|
||||
from freqtrade.optimize.optimize_reports import generate_strategy_stats
|
||||
from freqtrade.optimize.space import SKDecimal
|
||||
from freqtrade.strategy import IntParameter
|
||||
from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, log_has, log_has_re, patch_exchange,
|
||||
patched_configuration_load_config_file)
|
||||
from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, get_markets, log_has, log_has_re,
|
||||
patch_exchange, patched_configuration_load_config_file)
|
||||
|
||||
|
||||
def generate_result_metrics():
|
||||
@ -855,7 +855,7 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
|
||||
'strategy': 'HyperoptableStrategy',
|
||||
'user_data_dir': Path(tmpdir),
|
||||
'hyperopt_random_state': 42,
|
||||
'spaces': ['all']
|
||||
'spaces': ['all'],
|
||||
})
|
||||
hyperopt = Hyperopt(hyperopt_conf)
|
||||
hyperopt.backtesting.exchange.get_max_leverage = MagicMock(return_value=1.0)
|
||||
@ -883,6 +883,45 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
|
||||
hyperopt.get_optimizer([], 2)
|
||||
|
||||
|
||||
def test_in_strategy_auto_hyperopt_with_parallel(mocker, hyperopt_conf, tmpdir, fee) -> None:
|
||||
mocker.patch('freqtrade.exchange.Exchange.validate_config', MagicMock())
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
|
||||
mocker.patch('freqtrade.exchange.Exchange._load_markets')
|
||||
mocker.patch('freqtrade.exchange.Exchange.markets',
|
||||
PropertyMock(return_value=get_markets()))
|
||||
(Path(tmpdir) / 'hyperopt_results').mkdir(parents=True)
|
||||
# No hyperopt needed
|
||||
hyperopt_conf.update({
|
||||
'strategy': 'HyperoptableStrategy',
|
||||
'user_data_dir': Path(tmpdir),
|
||||
'hyperopt_random_state': 42,
|
||||
'spaces': ['all'],
|
||||
# Enforce parallelity
|
||||
'epochs': 2,
|
||||
'hyperopt_jobs': 2,
|
||||
'fee': fee.return_value,
|
||||
})
|
||||
hyperopt = Hyperopt(hyperopt_conf)
|
||||
hyperopt.backtesting.exchange.get_max_leverage = lambda *x, **xx: 1.0
|
||||
hyperopt.backtesting.exchange.get_min_pair_stake_amount = lambda *x, **xx: 1.0
|
||||
hyperopt.backtesting.exchange.get_max_pair_stake_amount = lambda *x, **xx: 100.0
|
||||
|
||||
assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
|
||||
assert isinstance(hyperopt.backtesting.strategy.buy_rsi, IntParameter)
|
||||
assert hyperopt.backtesting.strategy.bot_loop_started is True
|
||||
|
||||
assert hyperopt.backtesting.strategy.buy_rsi.in_space is True
|
||||
assert hyperopt.backtesting.strategy.buy_rsi.value == 35
|
||||
assert hyperopt.backtesting.strategy.sell_rsi.value == 74
|
||||
assert hyperopt.backtesting.strategy.protection_cooldown_lookback.value == 30
|
||||
buy_rsi_range = hyperopt.backtesting.strategy.buy_rsi.range
|
||||
assert isinstance(buy_rsi_range, range)
|
||||
# Range from 0 - 50 (inclusive)
|
||||
assert len(list(buy_rsi_range)) == 51
|
||||
|
||||
hyperopt.start()
|
||||
|
||||
|
||||
def test_SKDecimal():
|
||||
space = SKDecimal(1, 2, decimals=2)
|
||||
assert 1.5 in space
|
||||
|
||||
@ -1398,6 +1398,7 @@ def test_api_strategies(botclient):
|
||||
|
||||
assert rc.json() == {'strategies': [
|
||||
'HyperoptableStrategy',
|
||||
'HyperoptableStrategyV2',
|
||||
'InformativeDecoratorTest',
|
||||
'StrategyTestV2',
|
||||
'StrategyTestV3',
|
||||
|
||||
@ -12,6 +12,7 @@ from unittest.mock import ANY, MagicMock
|
||||
|
||||
import arrow
|
||||
import pytest
|
||||
from pandas import DataFrame
|
||||
from telegram import Chat, Message, ReplyKeyboardMarkup, Update
|
||||
from telegram.error import BadRequest, NetworkError, TelegramError
|
||||
|
||||
@ -1655,8 +1656,17 @@ def test_show_config_handle(default_conf, update, mocker) -> None:
|
||||
(RPCMessageType.ENTRY, 'Long', 'long_signal_01', 1.0),
|
||||
(RPCMessageType.ENTRY, 'Long', 'long_signal_01', 5.0),
|
||||
(RPCMessageType.ENTRY, 'Short', 'short_signal_01', 2.0)])
|
||||
def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type,
|
||||
def test_send_msg_enter_notification(default_conf, mocker, caplog, message_type,
|
||||
enter, enter_signal, leverage) -> None:
|
||||
default_conf['telegram']['notification_settings']['show_candle'] = 'ohlc'
|
||||
df = DataFrame({
|
||||
'open': [1.1],
|
||||
'high': [2.2],
|
||||
'low': [1.0],
|
||||
'close': [1.5],
|
||||
})
|
||||
mocker.patch('freqtrade.data.dataprovider.DataProvider.get_analyzed_dataframe',
|
||||
return_value=(df, 1))
|
||||
|
||||
msg = {
|
||||
'type': message_type,
|
||||
@ -1674,6 +1684,7 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type,
|
||||
'fiat_currency': 'USD',
|
||||
'current_rate': 1.099e-05,
|
||||
'amount': 1333.3333333333335,
|
||||
'analyzed_candle': {'open': 1.1, 'high': 2.2, 'low': 1.0, 'close': 1.5},
|
||||
'open_date': arrow.utcnow().shift(hours=-1)
|
||||
}
|
||||
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
|
||||
@ -1683,6 +1694,7 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type,
|
||||
|
||||
assert msg_mock.call_args[0][0] == (
|
||||
f'\N{LARGE BLUE CIRCLE} *Binance (dry):* {enter} ETH/BTC (#1)\n'
|
||||
'*Candle OHLC*: `1.1, 2.2, 1.0, 1.5`\n'
|
||||
f'*Enter Tag:* `{enter_signal}`\n'
|
||||
'*Amount:* `1333.33333333`\n'
|
||||
f'{leverage_text}'
|
||||
@ -1710,7 +1722,8 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type,
|
||||
@pytest.mark.parametrize('message_type,enter_signal', [
|
||||
(RPCMessageType.ENTRY_CANCEL, 'long_signal_01'),
|
||||
(RPCMessageType.ENTRY_CANCEL, 'short_signal_01')])
|
||||
def test_send_msg_buy_cancel_notification(default_conf, mocker, message_type, enter_signal) -> None:
|
||||
def test_send_msg_enter_cancel_notification(
|
||||
default_conf, mocker, message_type, enter_signal) -> None:
|
||||
|
||||
telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
|
||||
|
||||
|
||||
@ -1,13 +1,13 @@
|
||||
# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
|
||||
|
||||
from pandas import DataFrame
|
||||
from strategy_test_v2 import StrategyTestV2
|
||||
from strategy_test_v3 import StrategyTestV3
|
||||
|
||||
import freqtrade.vendor.qtpylib.indicators as qtpylib
|
||||
from freqtrade.strategy import BooleanParameter, DecimalParameter, IntParameter, RealParameter
|
||||
|
||||
|
||||
class HyperoptableStrategy(StrategyTestV2):
|
||||
class HyperoptableStrategy(StrategyTestV3):
|
||||
"""
|
||||
Default Strategy provided by freqtrade bot.
|
||||
Please do not modify this strategy, it's intended for internal use only.
|
||||
|
||||
54
tests/strategy/strats/hyperoptable_strategy_v2.py
Normal file
54
tests/strategy/strats/hyperoptable_strategy_v2.py
Normal file
@ -0,0 +1,54 @@
|
||||
# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
|
||||
|
||||
from strategy_test_v2 import StrategyTestV2
|
||||
|
||||
from freqtrade.strategy import BooleanParameter, DecimalParameter, IntParameter, RealParameter
|
||||
|
||||
|
||||
class HyperoptableStrategyV2(StrategyTestV2):
|
||||
"""
|
||||
Default Strategy provided by freqtrade bot.
|
||||
Please do not modify this strategy, it's intended for internal use only.
|
||||
Please look at the SampleStrategy in the user_data/strategy directory
|
||||
or strategy repository https://github.com/freqtrade/freqtrade-strategies
|
||||
for samples and inspiration.
|
||||
"""
|
||||
|
||||
buy_params = {
|
||||
'buy_rsi': 35,
|
||||
# Intentionally not specified, so "default" is tested
|
||||
# 'buy_plusdi': 0.4
|
||||
}
|
||||
|
||||
sell_params = {
|
||||
'sell_rsi': 74,
|
||||
'sell_minusdi': 0.4
|
||||
}
|
||||
|
||||
buy_plusdi = RealParameter(low=0, high=1, default=0.5, space='buy')
|
||||
sell_rsi = IntParameter(low=50, high=100, default=70, space='sell')
|
||||
sell_minusdi = DecimalParameter(low=0, high=1, default=0.5001, decimals=3, space='sell',
|
||||
load=False)
|
||||
protection_enabled = BooleanParameter(default=True)
|
||||
protection_cooldown_lookback = IntParameter([0, 50], default=30)
|
||||
|
||||
@property
|
||||
def protections(self):
|
||||
prot = []
|
||||
if self.protection_enabled.value:
|
||||
prot.append({
|
||||
"method": "CooldownPeriod",
|
||||
"stop_duration_candles": self.protection_cooldown_lookback.value
|
||||
})
|
||||
return prot
|
||||
|
||||
bot_loop_started = False
|
||||
|
||||
def bot_loop_start(self):
|
||||
self.bot_loop_started = True
|
||||
|
||||
def bot_start(self, **kwargs) -> None:
|
||||
"""
|
||||
Parameters can also be defined here ...
|
||||
"""
|
||||
self.buy_rsi = IntParameter([0, 50], default=30, space='buy')
|
||||
@ -916,7 +916,7 @@ def test_hyperopt_parameters():
|
||||
|
||||
|
||||
def test_auto_hyperopt_interface(default_conf):
|
||||
default_conf.update({'strategy': 'HyperoptableStrategy'})
|
||||
default_conf.update({'strategy': 'HyperoptableStrategyV2'})
|
||||
PairLocks.timeframe = default_conf['timeframe']
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
strategy.ft_bot_start()
|
||||
|
||||
@ -34,7 +34,7 @@ def test_search_all_strategies_no_failed():
|
||||
directory = Path(__file__).parent / "strats"
|
||||
strategies = StrategyResolver.search_all_objects(directory, enum_failed=False)
|
||||
assert isinstance(strategies, list)
|
||||
assert len(strategies) == 6
|
||||
assert len(strategies) == 7
|
||||
assert isinstance(strategies[0], dict)
|
||||
|
||||
|
||||
@ -42,10 +42,10 @@ def test_search_all_strategies_with_failed():
|
||||
directory = Path(__file__).parent / "strats"
|
||||
strategies = StrategyResolver.search_all_objects(directory, enum_failed=True)
|
||||
assert isinstance(strategies, list)
|
||||
assert len(strategies) == 7
|
||||
assert len(strategies) == 8
|
||||
# with enum_failed=True search_all_objects() shall find 2 good strategies
|
||||
# and 1 which fails to load
|
||||
assert len([x for x in strategies if x['class'] is not None]) == 6
|
||||
assert len([x for x in strategies if x['class'] is not None]) == 7
|
||||
assert len([x for x in strategies if x['class'] is None]) == 1
|
||||
|
||||
|
||||
|
||||
@ -2060,8 +2060,9 @@ def test_update_trade_state_orderexception(mocker, default_conf_usdt, caplog) ->
|
||||
|
||||
@pytest.mark.parametrize("is_short", [False, True])
|
||||
def test_update_trade_state_sell(
|
||||
default_conf_usdt, trades_for_order, limit_order_open, limit_order, is_short, mocker,
|
||||
default_conf_usdt, trades_for_order, limit_order_open, limit_order, is_short, mocker
|
||||
):
|
||||
buy_order = limit_order[entry_side(is_short)]
|
||||
open_order = limit_order_open[exit_side(is_short)]
|
||||
l_order = limit_order[exit_side(is_short)]
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
|
||||
@ -2088,6 +2089,9 @@ def test_update_trade_state_sell(
|
||||
leverage=1,
|
||||
is_short=is_short,
|
||||
)
|
||||
order = Order.parse_from_ccxt_object(buy_order, 'LTC/ETH', entry_side(is_short))
|
||||
trade.orders.append(order)
|
||||
|
||||
order = Order.parse_from_ccxt_object(open_order, 'LTC/ETH', exit_side(is_short))
|
||||
trade.orders.append(order)
|
||||
assert order.status == 'open'
|
||||
@ -2787,6 +2791,7 @@ def test_manage_open_orders_partial(
|
||||
rpc_mock = patch_RPCManager(mocker)
|
||||
open_trade.is_short = is_short
|
||||
open_trade.leverage = leverage
|
||||
open_trade.orders[0].ft_order_side = 'sell' if is_short else 'buy'
|
||||
limit_buy_order_old_partial['id'] = open_trade.open_order_id
|
||||
limit_buy_order_old_partial['side'] = 'sell' if is_short else 'buy'
|
||||
limit_buy_canceled = deepcopy(limit_buy_order_old_partial)
|
||||
@ -2872,6 +2877,7 @@ def test_manage_open_orders_partial_except(
|
||||
limit_buy_order_old_partial_canceled, mocker
|
||||
) -> None:
|
||||
open_trade.is_short = is_short
|
||||
open_trade.orders[0].ft_order_side = 'sell' if is_short else 'buy'
|
||||
rpc_mock = patch_RPCManager(mocker)
|
||||
limit_buy_order_old_partial_canceled['id'] = open_trade.open_order_id
|
||||
limit_buy_order_old_partial['id'] = open_trade.open_order_id
|
||||
@ -3626,7 +3632,7 @@ def test_execute_trade_exit_market_order(
|
||||
'freqtrade.exchange.Exchange',
|
||||
fetch_ticker=ticker_usdt,
|
||||
get_fee=fee,
|
||||
_is_dry_limit_order_filled=MagicMock(return_value=False),
|
||||
_is_dry_limit_order_filled=MagicMock(return_value=True),
|
||||
)
|
||||
patch_whitelist(mocker, default_conf_usdt)
|
||||
freqtrade = FreqtradeBot(default_conf_usdt)
|
||||
@ -3642,7 +3648,8 @@ def test_execute_trade_exit_market_order(
|
||||
# Increase the price and sell it
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
fetch_ticker=ticker_usdt_sell_up
|
||||
fetch_ticker=ticker_usdt_sell_up,
|
||||
_is_dry_limit_order_filled=MagicMock(return_value=False),
|
||||
)
|
||||
freqtrade.config['order_types']['exit'] = 'market'
|
||||
|
||||
@ -3655,7 +3662,7 @@ def test_execute_trade_exit_market_order(
|
||||
assert not trade.is_open
|
||||
assert trade.close_profit == profit_ratio
|
||||
|
||||
assert rpc_mock.call_count == 3
|
||||
assert rpc_mock.call_count == 4
|
||||
last_msg = rpc_mock.call_args_list[-2][0][0]
|
||||
assert {
|
||||
'type': RPCMessageType.EXIT,
|
||||
|
||||
@ -72,7 +72,7 @@ def test_add_indicators(default_conf, testdatadir, caplog):
|
||||
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
# Generate buy/sell signals and indicators
|
||||
# Generate entry/exit signals and indicators
|
||||
data = strategy.analyze_ticker(data, {'pair': pair})
|
||||
fig = generate_empty_figure()
|
||||
|
||||
@ -113,7 +113,7 @@ def test_add_areas(default_conf, testdatadir, caplog):
|
||||
ind_plain = {"macd": {"fill_to": "macdhist"}}
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
# Generate buy/sell signals and indicators
|
||||
# Generate entry/exit signals and indicators
|
||||
data = strategy.analyze_ticker(data, {'pair': pair})
|
||||
fig = generate_empty_figure()
|
||||
|
||||
@ -165,24 +165,24 @@ def test_plot_trades(testdatadir, caplog):
|
||||
fig = plot_trades(fig, trades)
|
||||
figure = fig1.layout.figure
|
||||
|
||||
# Check buys - color, should be in first graph, ...
|
||||
trade_buy = find_trace_in_fig_data(figure.data, 'Trade buy')
|
||||
assert isinstance(trade_buy, go.Scatter)
|
||||
assert trade_buy.yaxis == 'y'
|
||||
assert len(trades) == len(trade_buy.x)
|
||||
assert trade_buy.marker.color == 'cyan'
|
||||
assert trade_buy.marker.symbol == 'circle-open'
|
||||
assert trade_buy.text[0] == '3.99%, buy_tag, roi, 15 min'
|
||||
# Check entry - color, should be in first graph, ...
|
||||
trade_entries = find_trace_in_fig_data(figure.data, 'Trade entry')
|
||||
assert isinstance(trade_entries, go.Scatter)
|
||||
assert trade_entries.yaxis == 'y'
|
||||
assert len(trades) == len(trade_entries.x)
|
||||
assert trade_entries.marker.color == 'cyan'
|
||||
assert trade_entries.marker.symbol == 'circle-open'
|
||||
assert trade_entries.text[0] == '3.99%, buy_tag, roi, 15 min'
|
||||
|
||||
trade_sell = find_trace_in_fig_data(figure.data, 'Sell - Profit')
|
||||
assert isinstance(trade_sell, go.Scatter)
|
||||
assert trade_sell.yaxis == 'y'
|
||||
assert len(trades.loc[trades['profit_ratio'] > 0]) == len(trade_sell.x)
|
||||
assert trade_sell.marker.color == 'green'
|
||||
assert trade_sell.marker.symbol == 'square-open'
|
||||
assert trade_sell.text[0] == '3.99%, buy_tag, roi, 15 min'
|
||||
trade_exit = find_trace_in_fig_data(figure.data, 'Exit - Profit')
|
||||
assert isinstance(trade_exit, go.Scatter)
|
||||
assert trade_exit.yaxis == 'y'
|
||||
assert len(trades.loc[trades['profit_ratio'] > 0]) == len(trade_exit.x)
|
||||
assert trade_exit.marker.color == 'green'
|
||||
assert trade_exit.marker.symbol == 'square-open'
|
||||
assert trade_exit.text[0] == '3.99%, buy_tag, roi, 15 min'
|
||||
|
||||
trade_sell_loss = find_trace_in_fig_data(figure.data, 'Sell - Loss')
|
||||
trade_sell_loss = find_trace_in_fig_data(figure.data, 'Exit - Loss')
|
||||
assert isinstance(trade_sell_loss, go.Scatter)
|
||||
assert trade_sell_loss.yaxis == 'y'
|
||||
assert len(trades.loc[trades['profit_ratio'] <= 0]) == len(trade_sell_loss.x)
|
||||
|
||||
Loading…
Reference in New Issue
Block a user