Merge branch 'develop' into feat/short

This commit is contained in:
Matthias 2022-01-01 19:16:24 +01:00
commit ddfbe55e7c
75 changed files with 593 additions and 314 deletions

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@ -5,9 +5,17 @@ updates:
schedule: schedule:
interval: daily interval: daily
open-pull-requests-limit: 10 open-pull-requests-limit: 10
- package-ecosystem: pip - package-ecosystem: pip
directory: "/" directory: "/"
schedule: schedule:
interval: weekly interval: weekly
open-pull-requests-limit: 10 open-pull-requests-limit: 10
target-branch: develop target-branch: develop
- package-ecosystem: "github-actions"
directory: "/"
schedule:
interval: "weekly"
open-pull-requests-limit: 10
target-branch: develop

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@ -3,7 +3,6 @@ name: Freqtrade CI
on: on:
push: push:
branches: branches:
- master
- stable - stable
- develop - develop
tags: tags:
@ -20,7 +19,7 @@ jobs:
strategy: strategy:
matrix: matrix:
os: [ ubuntu-18.04, ubuntu-20.04 ] os: [ ubuntu-18.04, ubuntu-20.04 ]
python-version: [3.7, 3.8, 3.9] python-version: ["3.7", "3.8", "3.9", "3.10"]
steps: steps:
- uses: actions/checkout@v2 - uses: actions/checkout@v2
@ -39,7 +38,7 @@ jobs:
- name: pip cache (linux) - name: pip cache (linux)
uses: actions/cache@v2 uses: actions/cache@v2
if: startsWith(matrix.os, 'ubuntu') if: runner.os == 'Linux'
with: with:
path: ~/.cache/pip path: ~/.cache/pip
key: test-${{ matrix.os }}-${{ matrix.python-version }}-pip key: test-${{ matrix.os }}-${{ matrix.python-version }}-pip
@ -50,8 +49,9 @@ jobs:
cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies/; cd .. cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies/; cd ..
- name: Installation - *nix - name: Installation - *nix
if: runner.os == 'Linux'
run: | run: |
python -m pip install --upgrade pip python -m pip install --upgrade pip wheel
export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
export TA_LIBRARY_PATH=${HOME}/dependencies/lib export TA_LIBRARY_PATH=${HOME}/dependencies/lib
export TA_INCLUDE_PATH=${HOME}/dependencies/include export TA_INCLUDE_PATH=${HOME}/dependencies/include
@ -69,7 +69,7 @@ jobs:
if: matrix.python-version == '3.9' if: matrix.python-version == '3.9'
- name: Coveralls - name: Coveralls
if: (startsWith(matrix.os, 'ubuntu-20') && matrix.python-version == '3.8') if: (runner.os == 'Linux' && matrix.python-version == '3.8')
env: env:
# Coveralls token. Not used as secret due to github not providing secrets to forked repositories # Coveralls token. Not used as secret due to github not providing secrets to forked repositories
COVERALLS_REPO_TOKEN: 6D1m0xupS3FgutfuGao8keFf9Hc0FpIXu COVERALLS_REPO_TOKEN: 6D1m0xupS3FgutfuGao8keFf9Hc0FpIXu
@ -101,23 +101,20 @@ jobs:
run: | run: |
mypy freqtrade scripts mypy freqtrade scripts
- name: Slack Notification - name: Discord notification
uses: lazy-actions/slatify@v3.0.0 uses: rjstone/discord-webhook-notify@v1
if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false) if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
with: with:
type: ${{ job.status }} severity: error
job_name: '*Freqtrade CI ${{ matrix.os }}*' details: Freqtrade CI failed on ${{ matrix.os }}
mention: 'here' webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
mention_if: 'failure'
channel: '#notifications'
url: ${{ secrets.SLACK_WEBHOOK }}
build_macos: build_macos:
runs-on: ${{ matrix.os }} runs-on: ${{ matrix.os }}
strategy: strategy:
matrix: matrix:
os: [ macos-latest ] os: [ macos-latest ]
python-version: [3.7, 3.8, 3.9] python-version: ["3.7", "3.8", "3.9", "3.10"]
steps: steps:
- uses: actions/checkout@v2 - uses: actions/checkout@v2
@ -136,7 +133,7 @@ jobs:
- name: pip cache (macOS) - name: pip cache (macOS)
uses: actions/cache@v2 uses: actions/cache@v2
if: startsWith(matrix.os, 'macOS') if: runner.os == 'macOS'
with: with:
path: ~/Library/Caches/pip path: ~/Library/Caches/pip
key: test-${{ matrix.os }}-${{ matrix.python-version }}-pip key: test-${{ matrix.os }}-${{ matrix.python-version }}-pip
@ -147,10 +144,11 @@ jobs:
cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies/; cd .. cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies/; cd ..
- name: Installation - macOS - name: Installation - macOS
if: runner.os == 'macOS'
run: | run: |
brew update brew update
brew install hdf5 c-blosc brew install hdf5 c-blosc
python -m pip install --upgrade pip python -m pip install --upgrade pip wheel
export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
export TA_LIBRARY_PATH=${HOME}/dependencies/lib export TA_LIBRARY_PATH=${HOME}/dependencies/lib
export TA_INCLUDE_PATH=${HOME}/dependencies/include export TA_INCLUDE_PATH=${HOME}/dependencies/include
@ -162,7 +160,7 @@ jobs:
pytest --random-order --cov=freqtrade --cov-config=.coveragerc pytest --random-order --cov=freqtrade --cov-config=.coveragerc
- name: Coveralls - name: Coveralls
if: (startsWith(matrix.os, 'ubuntu-20') && matrix.python-version == '3.8') if: (runner.os == 'Linux' && matrix.python-version == '3.8')
env: env:
# Coveralls token. Not used as secret due to github not providing secrets to forked repositories # Coveralls token. Not used as secret due to github not providing secrets to forked repositories
COVERALLS_REPO_TOKEN: 6D1m0xupS3FgutfuGao8keFf9Hc0FpIXu COVERALLS_REPO_TOKEN: 6D1m0xupS3FgutfuGao8keFf9Hc0FpIXu
@ -194,17 +192,13 @@ jobs:
run: | run: |
mypy freqtrade scripts mypy freqtrade scripts
- name: Slack Notification - name: Discord notification
uses: lazy-actions/slatify@v3.0.0 uses: rjstone/discord-webhook-notify@v1
if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false) if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
with: with:
type: ${{ job.status }} severity: error
job_name: '*Freqtrade CI ${{ matrix.os }}*' details: Test Succeeded!
mention: 'here' webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
mention_if: 'failure'
channel: '#notifications'
url: ${{ secrets.SLACK_WEBHOOK }}
build_windows: build_windows:
@ -212,7 +206,7 @@ jobs:
strategy: strategy:
matrix: matrix:
os: [ windows-latest ] os: [ windows-latest ]
python-version: [3.7, 3.8] python-version: ["3.7", "3.8", "3.9", "3.10"]
steps: steps:
- uses: actions/checkout@v2 - uses: actions/checkout@v2
@ -224,7 +218,6 @@ jobs:
- name: Pip cache (Windows) - name: Pip cache (Windows)
uses: actions/cache@preview uses: actions/cache@preview
if: startsWith(runner.os, 'Windows')
with: with:
path: ~\AppData\Local\pip\Cache path: ~\AppData\Local\pip\Cache
key: ${{ matrix.os }}-${{ matrix.python-version }}-pip key: ${{ matrix.os }}-${{ matrix.python-version }}-pip
@ -257,16 +250,13 @@ jobs:
run: | run: |
mypy freqtrade scripts mypy freqtrade scripts
- name: Slack Notification - name: Discord notification
uses: lazy-actions/slatify@v3.0.0 uses: rjstone/discord-webhook-notify@v1
if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false) if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
with: with:
type: ${{ job.status }} severity: error
job_name: '*Freqtrade CI windows*' details: Test Failed
mention: 'here' webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
mention_if: 'failure'
channel: '#notifications'
url: ${{ secrets.SLACK_WEBHOOK }}
docs_check: docs_check:
runs-on: ubuntu-20.04 runs-on: ubuntu-20.04
@ -288,14 +278,13 @@ jobs:
pip install mkdocs pip install mkdocs
mkdocs build mkdocs build
- name: Slack Notification - name: Discord notification
uses: lazy-actions/slatify@v3.0.0 uses: rjstone/discord-webhook-notify@v1
if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false) if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
with: with:
type: ${{ job.status }} severity: error
job_name: '*Freqtrade Docs*' details: Freqtrade doc test failed!
channel: '#notifications' webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
url: ${{ secrets.SLACK_WEBHOOK }}
cleanup-prior-runs: cleanup-prior-runs:
runs-on: ubuntu-20.04 runs-on: ubuntu-20.04
@ -306,7 +295,7 @@ jobs:
env: env:
GITHUB_TOKEN: "${{ secrets.GITHUB_TOKEN }}" GITHUB_TOKEN: "${{ secrets.GITHUB_TOKEN }}"
# Notify on slack only once - when CI completes (and after deploy) in case it's successfull # Notify only once - when CI completes (and after deploy) in case it's successfull
notify-complete: notify-complete:
needs: [ build_linux, build_macos, build_windows, docs_check ] needs: [ build_linux, build_macos, build_windows, docs_check ]
runs-on: ubuntu-20.04 runs-on: ubuntu-20.04
@ -320,14 +309,13 @@ jobs:
env: env:
GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }} GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
- name: Slack Notification - name: Discord notification
uses: lazy-actions/slatify@v3.0.0 uses: rjstone/discord-webhook-notify@v1
if: always() && steps.check.outputs.has-permission && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false) if: always() && steps.check.outputs.has-permission && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
with: with:
type: ${{ job.status }} severity: info
job_name: '*Freqtrade CI*' details: Test Completed!
channel: '#notifications' webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
url: ${{ secrets.SLACK_WEBHOOK }}
deploy: deploy:
needs: [ build_linux, build_macos, build_windows, docs_check ] needs: [ build_linux, build_macos, build_windows, docs_check ]
@ -385,7 +373,7 @@ jobs:
- name: Set up Docker Buildx - name: Set up Docker Buildx
id: buildx id: buildx
uses: crazy-max/ghaction-docker-buildx@v1 uses: crazy-max/ghaction-docker-buildx@v3.3.1
with: with:
buildx-version: latest buildx-version: latest
qemu-version: latest qemu-version: latest
@ -400,17 +388,13 @@ jobs:
run: | run: |
build_helpers/publish_docker_multi.sh build_helpers/publish_docker_multi.sh
- name: Discord notification
- name: Slack Notification uses: rjstone/discord-webhook-notify@v1
uses: lazy-actions/slatify@v3.0.0
if: always() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false) if: always() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
with: with:
type: ${{ job.status }} severity: info
job_name: '*Freqtrade CI Deploy*' details: Deploy Succeeded!
mention: 'here' webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
mention_if: 'failure'
channel: '#notifications'
url: ${{ secrets.SLACK_WEBHOOK }}
deploy_arm: deploy_arm:

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@ -10,7 +10,7 @@ jobs:
steps: steps:
- uses: actions/checkout@v1 - uses: actions/checkout@v1
- name: Docker Hub Description - name: Docker Hub Description
uses: peter-evans/dockerhub-description@v2.1.0 uses: peter-evans/dockerhub-description@v2.4.3
env: env:
DOCKERHUB_USERNAME: ${{ secrets.DOCKER_USERNAME }} DOCKERHUB_USERNAME: ${{ secrets.DOCKER_USERNAME }}
DOCKERHUB_PASSWORD: ${{ secrets.DOCKER_PASSWORD }} DOCKERHUB_PASSWORD: ${{ secrets.DOCKER_PASSWORD }}

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@ -1,55 +0,0 @@
os:
- linux
dist: bionic
language: python
python:
- 3.8
services:
- docker
env:
global:
- IMAGE_NAME=freqtradeorg/freqtrade
install:
- cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies; cd ..
- export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
- export TA_LIBRARY_PATH=${HOME}/dependencies/lib
- export TA_INCLUDE_PATH=${HOME}/dependencies/include
- pip install -r requirements-dev.txt
- pip install -e .
jobs:
include:
- stage: tests
script:
- pytest --random-order --cov=freqtrade --cov-config=.coveragerc
# Allow failure for coveralls
# - coveralls || true
name: pytest
- script:
- cp config_examples/config_bittrex.example.json config.json
- freqtrade create-userdir --userdir user_data
- freqtrade backtesting --datadir tests/testdata --strategy SampleStrategy
name: backtest
- script:
- cp config_examples/config_bittrex.example.json config.json
- freqtrade create-userdir --userdir user_data
- freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily
name: hyperopt
- script: flake8
name: flake8
- script:
# Test Documentation boxes -
# !!! <TYPE>: is not allowed!
# !!! <TYPE> "title" - Title needs to be quoted!
- grep -Er '^!{3}\s\S+:|^!{3}\s\S+\s[^"]' docs/*; test $? -ne 0
name: doc syntax
- script: mypy freqtrade scripts
name: mypy
notifications:
slack:
secure: 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
cache:
pip: True
directories:
- $HOME/dependencies

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@ -1,4 +1,4 @@
FROM python:3.9.9-slim-bullseye as base FROM python:3.10.0-slim-bullseye as base
# Setup env # Setup env
ENV LANG C.UTF-8 ENV LANG C.UTF-8

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@ -197,7 +197,7 @@ To run this bot we recommend you a cloud instance with a minimum of:
### Software requirements ### Software requirements
- [Python 3.7.x](http://docs.python-guide.org/en/latest/starting/installation/) - [Python >= 3.7](http://docs.python-guide.org/en/latest/starting/installation/)
- [pip](https://pip.pypa.io/en/stable/installing/) - [pip](https://pip.pypa.io/en/stable/installing/)
- [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git) - [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
- [TA-Lib](https://mrjbq7.github.io/ta-lib/install.html) - [TA-Lib](https://mrjbq7.github.io/ta-lib/install.html)

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@ -1,19 +1,21 @@
# Downloads don't work automatically, since the URL is regenerated via javascript. # Downloads don't work automatically, since the URL is regenerated via javascript.
# Downloaded from https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib # Downloaded from https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib
python -m pip install --upgrade pip python -m pip install --upgrade pip wheel
$pyv = python -c "import sys; print(f'{sys.version_info.major}.{sys.version_info.minor}')" $pyv = python -c "import sys; print(f'{sys.version_info.major}.{sys.version_info.minor}')"
if ($pyv -eq '3.7') { if ($pyv -eq '3.7') {
pip install build_helpers\TA_Lib-0.4.21-cp37-cp37m-win_amd64.whl pip install build_helpers\TA_Lib-0.4.22-cp37-cp37m-win_amd64.whl
} }
if ($pyv -eq '3.8') { if ($pyv -eq '3.8') {
pip install build_helpers\TA_Lib-0.4.21-cp38-cp38-win_amd64.whl pip install build_helpers\TA_Lib-0.4.22-cp38-cp38-win_amd64.whl
} }
if ($pyv -eq '3.9') { if ($pyv -eq '3.9') {
pip install build_helpers\TA_Lib-0.4.21-cp39-cp39-win_amd64.whl pip install build_helpers\TA_Lib-0.4.22-cp39-cp39-win_amd64.whl
}
if ($pyv -eq '3.10') {
pip install build_helpers\TA_Lib-0.4.22-cp310-cp310-win_amd64.whl
} }
pip install -r requirements-dev.txt pip install -r requirements-dev.txt
pip install -e . pip install -e .

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@ -13,7 +13,7 @@ A sample of this can be found below, which is identical to the Default Hyperopt
``` python ``` python
from datetime import datetime from datetime import datetime
from typing import Dict from typing import Any, Dict
from pandas import DataFrame from pandas import DataFrame

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@ -176,12 +176,15 @@ Log messages are send to `syslog` with the `user` facility. So you can see them
On many systems `syslog` (`rsyslog`) fetches data from `journald` (and vice versa), so both `--logfile syslog` or `--logfile journald` can be used and the messages be viewed with both `journalctl` and a syslog viewer utility. You can combine this in any way which suites you better. On many systems `syslog` (`rsyslog`) fetches data from `journald` (and vice versa), so both `--logfile syslog` or `--logfile journald` can be used and the messages be viewed with both `journalctl` and a syslog viewer utility. You can combine this in any way which suites you better.
For `rsyslog` the messages from the bot can be redirected into a separate dedicated log file. To achieve this, add For `rsyslog` the messages from the bot can be redirected into a separate dedicated log file. To achieve this, add
``` ```
if $programname startswith "freqtrade" then -/var/log/freqtrade.log if $programname startswith "freqtrade" then -/var/log/freqtrade.log
``` ```
to one of the rsyslog configuration files, for example at the end of the `/etc/rsyslog.d/50-default.conf`. to one of the rsyslog configuration files, for example at the end of the `/etc/rsyslog.d/50-default.conf`.
For `syslog` (`rsyslog`), the reduction mode can be switched on. This will reduce the number of repeating messages. For instance, multiple bot Heartbeat messages will be reduced to a single message when nothing else happens with the bot. To achieve this, set in `/etc/rsyslog.conf`: For `syslog` (`rsyslog`), the reduction mode can be switched on. This will reduce the number of repeating messages. For instance, multiple bot Heartbeat messages will be reduced to a single message when nothing else happens with the bot. To achieve this, set in `/etc/rsyslog.conf`:
``` ```
# Filter duplicated messages # Filter duplicated messages
$RepeatedMsgReduction on $RepeatedMsgReduction on

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@ -493,8 +493,8 @@ Since backtesting lacks some detailed information about what happens within a ca
- ROI applies before trailing-stop, ensuring profits are "top-capped" at ROI if both ROI and trailing stop applies - ROI applies before trailing-stop, ensuring profits are "top-capped" at ROI if both ROI and trailing stop applies
- Sell-reason does not explain if a trade was positive or negative, just what triggered the sell (this can look odd if negative ROI values are used) - Sell-reason does not explain if a trade was positive or negative, just what triggered the sell (this can look odd if negative ROI values are used)
- Evaluation sequence (if multiple signals happen on the same candle) - Evaluation sequence (if multiple signals happen on the same candle)
- ROI (if not stoploss)
- Sell-signal - Sell-signal
- ROI (if not stoploss)
- Stoploss - Stoploss
Taking these assumptions, backtesting tries to mirror real trading as closely as possible. However, backtesting will **never** replace running a strategy in dry-run mode. Taking these assumptions, backtesting tries to mirror real trading as closely as possible. However, backtesting will **never** replace running a strategy in dry-run mode.

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@ -137,6 +137,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. <br>*Defaults to `60` minutes.* <br> **Datatype:** Positive Integer | `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. <br>*Defaults to `60` minutes.* <br> **Datatype:** Positive Integer
| `exchange.skip_pair_validation` | Skip pairlist validation on startup.<br>*Defaults to `false`<br> **Datatype:** Boolean | `exchange.skip_pair_validation` | Skip pairlist validation on startup.<br>*Defaults to `false`<br> **Datatype:** Boolean
| `exchange.skip_open_order_update` | Skips open order updates on startup should the exchange cause problems. Only relevant in live conditions.<br>*Defaults to `false`<br> **Datatype:** Boolean | `exchange.skip_open_order_update` | Skips open order updates on startup should the exchange cause problems. Only relevant in live conditions.<br>*Defaults to `false`<br> **Datatype:** Boolean
| `exchange.unknown_fee_rate` | Fallback value to use when calculating trading fees. This can be useful for exchanges which have fees in non-tradable currencies. The value provided here will be multiplied with the "fee cost".<br>*Defaults to `None`<br> **Datatype:** float
| `exchange.log_responses` | Log relevant exchange responses. For debug mode only - use with care.<br>*Defaults to `false`<br> **Datatype:** Boolean | `exchange.log_responses` | Log relevant exchange responses. For debug mode only - use with care.<br>*Defaults to `false`<br> **Datatype:** Boolean
| `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation. | `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation.
| `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. <br>*Defaults to `true`.* <br> **Datatype:** Boolean | `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. <br>*Defaults to `true`.* <br> **Datatype:** Boolean

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@ -324,9 +324,8 @@ jupyter nbconvert --ClearOutputPreprocessor.enabled=True --to markdown freqtrade
This documents some decisions taken for the CI Pipeline. This documents some decisions taken for the CI Pipeline.
* CI runs on all OS variants, Linux (ubuntu), macOS and Windows. * CI runs on all OS variants, Linux (ubuntu), macOS and Windows.
* Docker images are build for the branches `stable` and `develop`. * Docker images are build for the branches `stable` and `develop`, and are built as multiarch builds, supporting multiple platforms via the same tag.
* Docker images containing Plot dependencies are also available as `stable_plot` and `develop_plot`. * Docker images containing Plot dependencies are also available as `stable_plot` and `develop_plot`.
* Raspberry PI Docker images are postfixed with `_pi` - so tags will be `:stable_pi` and `develop_pi`.
* Docker images contain a file, `/freqtrade/freqtrade_commit` containing the commit this image is based of. * Docker images contain a file, `/freqtrade/freqtrade_commit` containing the commit this image is based of.
* Full docker image rebuilds are run once a week via schedule. * Full docker image rebuilds are run once a week via schedule.
* Deployments run on ubuntu. * Deployments run on ubuntu.

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@ -199,6 +199,11 @@ OKEX requires a passphrase for each api key, you will therefore need to add this
!!! Warning !!! Warning
OKEX only provides 100 candles per api call. Therefore, the strategy will only have a pretty low amount of data available in backtesting mode. OKEX only provides 100 candles per api call. Therefore, the strategy will only have a pretty low amount of data available in backtesting mode.
## Gate.io
Gate.io allows the use of `POINT` to pay for fees. As this is not a tradable currency (no regular market available), automatic fee calculations will fail (and default to a fee of 0).
The configuration parameter `exchange.unknown_fee_rate` can be used to specify the exchange rate between Point and the stake currency. Obviously, changing the stake-currency will also require changes to this value.
## All exchanges ## All exchanges
Should you experience constant errors with Nonce (like `InvalidNonce`), it is best to regenerate the API keys. Resetting Nonce is difficult and it's usually easier to regenerate the API keys. Should you experience constant errors with Nonce (like `InvalidNonce`), it is best to regenerate the API keys. Resetting Nonce is difficult and it's usually easier to regenerate the API keys.

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@ -196,7 +196,7 @@ Trade count is used as a tie breaker.
You can use the `minutes` parameter to only consider performance of the past X minutes (rolling window). You can use the `minutes` parameter to only consider performance of the past X minutes (rolling window).
Not defining this parameter (or setting it to 0) will use all-time performance. Not defining this parameter (or setting it to 0) will use all-time performance.
The optional `min_profit` parameter defines the minimum profit a pair must have to be considered. The optional `min_profit` (as ratio -> a setting of `0.01` corresponds to 1%) parameter defines the minimum profit a pair must have to be considered.
Pairs below this level will be filtered out. Pairs below this level will be filtered out.
Using this parameter without `minutes` is highly discouraged, as it can lead to an empty pairlist without a way to recover. Using this parameter without `minutes` is highly discouraged, as it can lead to an empty pairlist without a way to recover.
@ -206,7 +206,7 @@ Using this parameter without `minutes` is highly discouraged, as it can lead to
{ {
"method": "PerformanceFilter", "method": "PerformanceFilter",
"minutes": 1440, // rolling 24h "minutes": 1440, // rolling 24h
"min_profit": 0.01 "min_profit": 0.01 // minimal profit 1%
} }
], ],
``` ```

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@ -420,16 +420,3 @@ open /Library/Developer/CommandLineTools/Packages/macOS_SDK_headers_for_macOS_10
``` ```
If this file is inexistent, then you're probably on a different version of MacOS, so you may need to consult the internet for specific resolution details. If this file is inexistent, then you're probably on a different version of MacOS, so you may need to consult the internet for specific resolution details.
### MacOS installation error with python 3.9
When using python 3.9 on macOS, it's currently necessary to install some os-level modules to allow dependencies to compile.
The errors you'll see happen during installation and are related to the installation of `tables` or `blosc`.
You can install the necessary libraries with the following command:
```bash
brew install hdf5 c-blosc
```
After this, please run the installation (script) again.

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@ -1,4 +1,4 @@
mkdocs==1.2.3 mkdocs==1.2.3
mkdocs-material==8.0.4 mkdocs-material==8.1.3
mdx_truly_sane_lists==1.2 mdx_truly_sane_lists==1.2
pymdown-extensions==9.1 pymdown-extensions==9.1

View File

@ -112,6 +112,7 @@ Possible parameters are:
* `open_date` * `open_date`
* `stake_amount` * `stake_amount`
* `stake_currency` * `stake_currency`
* `base_currency`
* `fiat_currency` * `fiat_currency`
* `order_type` * `order_type`
* `current_rate` * `current_rate`
@ -132,6 +133,7 @@ Possible parameters are:
* `open_date` * `open_date`
* `stake_amount` * `stake_amount`
* `stake_currency` * `stake_currency`
* `base_currency`
* `fiat_currency` * `fiat_currency`
* `order_type` * `order_type`
* `current_rate` * `current_rate`
@ -152,6 +154,7 @@ Possible parameters are:
* `open_date` * `open_date`
* `stake_amount` * `stake_amount`
* `stake_currency` * `stake_currency`
* `base_currency`
* `fiat_currency` * `fiat_currency`
* `order_type` * `order_type`
* `current_rate` * `current_rate`
@ -173,6 +176,7 @@ Possible parameters are:
* `profit_amount` * `profit_amount`
* `profit_ratio` * `profit_ratio`
* `stake_currency` * `stake_currency`
* `base_currency`
* `fiat_currency` * `fiat_currency`
* `sell_reason` * `sell_reason`
* `order_type` * `order_type`
@ -197,6 +201,7 @@ Possible parameters are:
* `profit_amount` * `profit_amount`
* `profit_ratio` * `profit_ratio`
* `stake_currency` * `stake_currency`
* `base_currency`
* `fiat_currency` * `fiat_currency`
* `sell_reason` * `sell_reason`
* `order_type` * `order_type`
@ -221,6 +226,7 @@ Possible parameters are:
* `profit_amount` * `profit_amount`
* `profit_ratio` * `profit_ratio`
* `stake_currency` * `stake_currency`
* `base_currency`
* `fiat_currency` * `fiat_currency`
* `sell_reason` * `sell_reason`
* `order_type` * `order_type`

View File

@ -23,9 +23,9 @@ git clone https://github.com/freqtrade/freqtrade.git
Install ta-lib according to the [ta-lib documentation](https://github.com/mrjbq7/ta-lib#windows). Install ta-lib according to the [ta-lib documentation](https://github.com/mrjbq7/ta-lib#windows).
As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of unofficial pre-compiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which need to be downloaded and installed using `pip install TA_Lib-0.4.21-cp38-cp38-win_amd64.whl` (make sure to use the version matching your python version). As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of unofficial pre-compiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which need to be downloaded and installed using `pip install TA_Lib0.4.22cp38cp38win_amd64.whl` (make sure to use the version matching your python version).
Freqtrade provides these dependencies for the latest 2 Python versions (3.7 and 3.8) and for 64bit Windows. Freqtrade provides these dependencies for the latest 3 Python versions (3.7, 3.8, 3.9 and 3.10) and for 64bit Windows.
Other versions must be downloaded from the above link. Other versions must be downloaded from the above link.
``` powershell ``` powershell

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@ -1,6 +1,6 @@
from datetime import datetime, timezone from datetime import datetime, timezone
from cachetools.ttl import TTLCache from cachetools import TTLCache
class PeriodicCache(TTLCache): class PeriodicCache(TTLCache):

View File

@ -401,6 +401,7 @@ CONF_SCHEMA = {
}, },
'uniqueItems': True 'uniqueItems': True
}, },
'unknown_fee_rate': {'type': 'number'},
'outdated_offset': {'type': 'integer', 'minimum': 1}, 'outdated_offset': {'type': 'integer', 'minimum': 1},
'markets_refresh_interval': {'type': 'integer'}, 'markets_refresh_interval': {'type': 'integer'},
'ccxt_config': {'type': 'object'}, 'ccxt_config': {'type': 'object'},

View File

@ -328,6 +328,7 @@ def combine_dataframes_with_mean(data: Dict[str, pd.DataFrame],
:param column: Column in the original dataframes to use :param column: Column in the original dataframes to use
:return: DataFrame with the column renamed to the dict key, and a column :return: DataFrame with the column renamed to the dict key, and a column
named mean, containing the mean of all pairs. named mean, containing the mean of all pairs.
:raise: ValueError if no data is provided.
""" """
df_comb = pd.concat([data[pair].set_index('date').rename( df_comb = pd.concat([data[pair].set_index('date').rename(
{column: pair}, axis=1)[pair] for pair in data], axis=1) {column: pair}, axis=1)[pair] for pair in data], axis=1)

View File

@ -254,7 +254,7 @@ class IDataHandler(ABC):
enddate = pairdf.iloc[-1]['date'] enddate = pairdf.iloc[-1]['date']
if timerange_startup: if timerange_startup:
self._validate_pairdata(pair, pairdf, timerange_startup) self._validate_pairdata(pair, pairdf, timeframe, timerange_startup)
pairdf = trim_dataframe(pairdf, timerange_startup) pairdf = trim_dataframe(pairdf, timerange_startup)
if self._check_empty_df(pairdf, pair, timeframe, warn_no_data): if self._check_empty_df(pairdf, pair, timeframe, warn_no_data):
return pairdf return pairdf
@ -281,7 +281,7 @@ class IDataHandler(ABC):
return True return True
return False return False
def _validate_pairdata(self, pair, pairdata: DataFrame, timerange: TimeRange): def _validate_pairdata(self, pair, pairdata: DataFrame, timeframe: str, timerange: TimeRange):
""" """
Validates pairdata for missing data at start end end and logs warnings. Validates pairdata for missing data at start end end and logs warnings.
:param pairdata: Dataframe to validate :param pairdata: Dataframe to validate
@ -291,12 +291,12 @@ class IDataHandler(ABC):
if timerange.starttype == 'date': if timerange.starttype == 'date':
start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc) start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
if pairdata.iloc[0]['date'] > start: if pairdata.iloc[0]['date'] > start:
logger.warning(f"Missing data at start for pair {pair}, " logger.warning(f"Missing data at start for pair {pair} at {timeframe}, "
f"data starts at {pairdata.iloc[0]['date']:%Y-%m-%d %H:%M:%S}") f"data starts at {pairdata.iloc[0]['date']:%Y-%m-%d %H:%M:%S}")
if timerange.stoptype == 'date': if timerange.stoptype == 'date':
stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc) stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
if pairdata.iloc[-1]['date'] < stop: if pairdata.iloc[-1]['date'] < stop:
logger.warning(f"Missing data at end for pair {pair}, " logger.warning(f"Missing data at end for pair {pair} at {timeframe}, "
f"data ends at {pairdata.iloc[-1]['date']:%Y-%m-%d %H:%M:%S}") f"data ends at {pairdata.iloc[-1]['date']:%Y-%m-%d %H:%M:%S}")

View File

@ -5,6 +5,7 @@ from freqtrade.exchange.exchange import Exchange
# isort: on # isort: on
from freqtrade.exchange.bibox import Bibox from freqtrade.exchange.bibox import Bibox
from freqtrade.exchange.binance import Binance from freqtrade.exchange.binance import Binance
from freqtrade.exchange.bitpanda import Bitpanda
from freqtrade.exchange.bittrex import Bittrex from freqtrade.exchange.bittrex import Bittrex
from freqtrade.exchange.bybit import Bybit from freqtrade.exchange.bybit import Bybit
from freqtrade.exchange.coinbasepro import Coinbasepro from freqtrade.exchange.coinbasepro import Coinbasepro

View File

@ -0,0 +1,37 @@
""" Bitpanda exchange subclass """
import logging
from datetime import datetime, timezone
from typing import Dict, List, Optional
from freqtrade.exchange import Exchange
logger = logging.getLogger(__name__)
class Bitpanda(Exchange):
"""
Bitpanda exchange class. Contains adjustments needed for Freqtrade to work
with this exchange.
"""
def get_trades_for_order(self, order_id: str, pair: str, since: datetime,
params: Optional[Dict] = None) -> List:
"""
Fetch Orders using the "fetch_my_trades" endpoint and filter them by order-id.
The "since" argument passed in is coming from the database and is in UTC,
as timezone-native datetime object.
From the python documentation:
> Naive datetime instances are assumed to represent local time
Therefore, calling "since.timestamp()" will get the UTC timestamp, after applying the
transformation from local timezone to UTC.
This works for timezones UTC+ since then the result will contain trades from a few hours
instead of from the last 5 seconds, however fails for UTC- timezones,
since we're then asking for trades with a "since" argument in the future.
:param order_id order_id: Order-id as given when creating the order
:param pair: Pair the order is for
:param since: datetime object of the order creation time. Assumes object is in UTC.
"""
params = {'to': int(datetime.now(timezone.utc).timestamp() * 1000)}
return super().get_trades_for_order(order_id, pair, since, params)

View File

@ -4,9 +4,20 @@ import time
from functools import wraps from functools import wraps
from freqtrade.exceptions import DDosProtection, RetryableOrderError, TemporaryError from freqtrade.exceptions import DDosProtection, RetryableOrderError, TemporaryError
from freqtrade.mixins import LoggingMixin
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
__logging_mixin = None
def _get_logging_mixin():
# Logging-mixin to cache kucoin responses
# Only to be used in retrier
global __logging_mixin
if not __logging_mixin:
__logging_mixin = LoggingMixin(logger)
return __logging_mixin
# Maximum default retry count. # Maximum default retry count.
@ -77,28 +88,33 @@ def calculate_backoff(retrycount, max_retries):
def retrier_async(f): def retrier_async(f):
async def wrapper(*args, **kwargs): async def wrapper(*args, **kwargs):
count = kwargs.pop('count', API_RETRY_COUNT) count = kwargs.pop('count', API_RETRY_COUNT)
kucoin = args[0].name == "Kucoin" # Check if the exchange is KuCoin.
try: try:
return await f(*args, **kwargs) return await f(*args, **kwargs)
except TemporaryError as ex: except TemporaryError as ex:
logger.warning('%s() returned exception: "%s"', f.__name__, ex) msg = f'{f.__name__}() returned exception: "{ex}". '
if count > 0: if count > 0:
logger.warning('retrying %s() still for %s times', f.__name__, count) msg += f'Retrying still for {count} times.'
count -= 1 count -= 1
kwargs.update({'count': count}) kwargs['count'] = count
if isinstance(ex, DDosProtection): if isinstance(ex, DDosProtection):
if "kucoin" in str(ex) and "429000" in str(ex): if kucoin and "429000" in str(ex):
# Temporary fix for 429000 error on kucoin # Temporary fix for 429000 error on kucoin
# see https://github.com/freqtrade/freqtrade/issues/5700 for details. # see https://github.com/freqtrade/freqtrade/issues/5700 for details.
logger.warning( _get_logging_mixin().log_once(
f"Kucoin 429 error, avoid triggering DDosProtection backoff delay. " f"Kucoin 429 error, avoid triggering DDosProtection backoff delay. "
f"{count} tries left before giving up") f"{count} tries left before giving up", logmethod=logger.warning)
# Reset msg to avoid logging too many times.
msg = ''
else: else:
backoff_delay = calculate_backoff(count + 1, API_RETRY_COUNT) backoff_delay = calculate_backoff(count + 1, API_RETRY_COUNT)
logger.info(f"Applying DDosProtection backoff delay: {backoff_delay}") logger.info(f"Applying DDosProtection backoff delay: {backoff_delay}")
await asyncio.sleep(backoff_delay) await asyncio.sleep(backoff_delay)
if msg:
logger.warning(msg)
return await wrapper(*args, **kwargs) return await wrapper(*args, **kwargs)
else: else:
logger.warning('Giving up retrying: %s()', f.__name__) logger.warning(msg + 'Giving up.')
raise ex raise ex
return wrapper return wrapper
@ -111,9 +127,9 @@ def retrier(_func=None, retries=API_RETRY_COUNT):
try: try:
return f(*args, **kwargs) return f(*args, **kwargs)
except (TemporaryError, RetryableOrderError) as ex: except (TemporaryError, RetryableOrderError) as ex:
logger.warning('%s() returned exception: "%s"', f.__name__, ex) msg = f'{f.__name__}() returned exception: "{ex}". '
if count > 0: if count > 0:
logger.warning('retrying %s() still for %s times', f.__name__, count) logger.warning(msg + f'Retrying still for {count} times.')
count -= 1 count -= 1
kwargs.update({'count': count}) kwargs.update({'count': count})
if isinstance(ex, (DDosProtection, RetryableOrderError)): if isinstance(ex, (DDosProtection, RetryableOrderError)):
@ -123,7 +139,7 @@ def retrier(_func=None, retries=API_RETRY_COUNT):
time.sleep(backoff_delay) time.sleep(backoff_delay)
return wrapper(*args, **kwargs) return wrapper(*args, **kwargs)
else: else:
logger.warning('Giving up retrying: %s()', f.__name__) logger.warning(msg + 'Giving up.')
raise ex raise ex
return wrapper return wrapper
# Support both @retrier and @retrier(retries=2) syntax # Support both @retrier and @retrier(retries=2) syntax

View File

@ -89,6 +89,8 @@ class Exchange:
self._api_async: ccxt_async.Exchange = None self._api_async: ccxt_async.Exchange = None
self._markets: Dict = {} self._markets: Dict = {}
self._leverage_brackets: Dict = {} self._leverage_brackets: Dict = {}
self.loop = asyncio.new_event_loop()
asyncio.set_event_loop(self.loop)
self._config.update(config) self._config.update(config)
@ -188,8 +190,10 @@ class Exchange:
def close(self): def close(self):
logger.debug("Exchange object destroyed, closing async loop") logger.debug("Exchange object destroyed, closing async loop")
if self._api_async and inspect.iscoroutinefunction(self._api_async.close): if (self._api_async and inspect.iscoroutinefunction(self._api_async.close)
asyncio.get_event_loop().run_until_complete(self._api_async.close()) and self._api_async.session):
logger.info("Closing async ccxt session.")
self.loop.run_until_complete(self._api_async.close())
def _init_ccxt(self, exchange_config: Dict[str, Any], ccxt_module: CcxtModuleType = ccxt, def _init_ccxt(self, exchange_config: Dict[str, Any], ccxt_module: CcxtModuleType = ccxt,
ccxt_kwargs: Dict = {}) -> ccxt.Exchange: ccxt_kwargs: Dict = {}) -> ccxt.Exchange:
@ -379,7 +383,7 @@ class Exchange:
def _load_async_markets(self, reload: bool = False) -> None: def _load_async_markets(self, reload: bool = False) -> None:
try: try:
if self._api_async: if self._api_async:
asyncio.get_event_loop().run_until_complete( self.loop.run_until_complete(
self._api_async.load_markets(reload=reload)) self._api_async.load_markets(reload=reload))
except (asyncio.TimeoutError, ccxt.BaseError) as e: except (asyncio.TimeoutError, ccxt.BaseError) as e:
@ -1194,7 +1198,8 @@ class Exchange:
# Fee handling # Fee handling
@retrier @retrier
def get_trades_for_order(self, order_id: str, pair: str, since: datetime) -> List: def get_trades_for_order(self, order_id: str, pair: str, since: datetime,
params: Optional[Dict] = None) -> List:
""" """
Fetch Orders using the "fetch_my_trades" endpoint and filter them by order-id. Fetch Orders using the "fetch_my_trades" endpoint and filter them by order-id.
The "since" argument passed in is coming from the database and is in UTC, The "since" argument passed in is coming from the database and is in UTC,
@ -1218,8 +1223,10 @@ class Exchange:
try: try:
# Allow 5s offset to catch slight time offsets (discovered in #1185) # Allow 5s offset to catch slight time offsets (discovered in #1185)
# since needs to be int in milliseconds # since needs to be int in milliseconds
_params = params if params else {}
my_trades = self._api.fetch_my_trades( my_trades = self._api.fetch_my_trades(
pair, int((since.replace(tzinfo=timezone.utc).timestamp() - 5) * 1000)) pair, int((since.replace(tzinfo=timezone.utc).timestamp() - 5) * 1000),
params=_params)
matched_trades = [trade for trade in my_trades if trade['order'] == order_id] matched_trades = [trade for trade in my_trades if trade['order'] == order_id]
self._log_exchange_response('get_trades_for_order', matched_trades) self._log_exchange_response('get_trades_for_order', matched_trades)
@ -1297,9 +1304,11 @@ class Exchange:
tick = self.fetch_ticker(comb) tick = self.fetch_ticker(comb)
fee_to_quote_rate = safe_value_fallback2(tick, tick, 'last', 'ask') fee_to_quote_rate = safe_value_fallback2(tick, tick, 'last', 'ask')
return round((order['fee']['cost'] * fee_to_quote_rate) / order['cost'], 8)
except ExchangeError: except ExchangeError:
fee_to_quote_rate = self._config['exchange'].get('unknown_fee_rate', None)
if not fee_to_quote_rate:
return None return None
return round((order['fee']['cost'] * fee_to_quote_rate) / order['cost'], 8)
def extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, Optional[float]]: def extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, Optional[float]]:
""" """
@ -1327,7 +1336,7 @@ class Exchange:
:param candle_type: '', mark, index, premiumIndex, or funding_rate :param candle_type: '', mark, index, premiumIndex, or funding_rate
:return: List with candle (OHLCV) data :return: List with candle (OHLCV) data
""" """
pair, _, _, data = asyncio.get_event_loop().run_until_complete( pair, _, _, data = self.loop.run_until_complete(
self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe, self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe,
since_ms=since_ms, is_new_pair=is_new_pair, since_ms=since_ms, is_new_pair=is_new_pair,
candle_type=candle_type)) candle_type=candle_type))
@ -1436,8 +1445,10 @@ class Exchange:
results_df = {} results_df = {}
# Chunk requests into batches of 100 to avoid overwelming ccxt Throttling # Chunk requests into batches of 100 to avoid overwelming ccxt Throttling
for input_coro in chunks(input_coroutines, 100): for input_coro in chunks(input_coroutines, 100):
results = asyncio.get_event_loop().run_until_complete( async def gather_stuff():
asyncio.gather(*input_coro, return_exceptions=True)) return await asyncio.gather(*input_coro, return_exceptions=True)
results = self.loop.run_until_complete(gather_stuff())
for res in results: for res in results:
if isinstance(res, Exception): if isinstance(res, Exception):
@ -1692,7 +1703,7 @@ class Exchange:
if not self.exchange_has("fetchTrades"): if not self.exchange_has("fetchTrades"):
raise OperationalException("This exchange does not support downloading Trades.") raise OperationalException("This exchange does not support downloading Trades.")
return asyncio.get_event_loop().run_until_complete( return self.loop.run_until_complete(
self._async_get_trade_history(pair=pair, since=since, self._async_get_trade_history(pair=pair, since=since,
until=until, from_id=from_id)) until=until, from_id=from_id))

View File

@ -150,6 +150,7 @@ class FreqtradeBot(LoggingMixin):
self.rpc.cleanup() self.rpc.cleanup()
cleanup_db() cleanup_db()
self.exchange.close()
def startup(self) -> None: def startup(self) -> None:
""" """
@ -841,7 +842,7 @@ class FreqtradeBot(LoggingMixin):
trades_closed += 1 trades_closed += 1
except DependencyException as exception: except DependencyException as exception:
logger.warning('Unable to exit trade %s: %s', trade.pair, exception) logger.warning(f'Unable to exit trade {trade.pair}: {exception}')
# Updating wallets if any trade occurred # Updating wallets if any trade occurred
if trades_closed: if trades_closed:
@ -1099,9 +1100,13 @@ class FreqtradeBot(LoggingMixin):
if max_timeouts > 0 and canceled_count >= max_timeouts: if max_timeouts > 0 and canceled_count >= max_timeouts:
logger.warning(f'Emergencyselling trade {trade}, as the sell order ' logger.warning(f'Emergencyselling trade {trade}, as the sell order '
f'timed out {max_timeouts} times.') f'timed out {max_timeouts} times.')
try:
self.execute_trade_exit( self.execute_trade_exit(
trade, order.get('price'), trade, order.get('price'),
sell_reason=SellCheckTuple(sell_type=SellType.EMERGENCY_SELL)) sell_reason=SellCheckTuple(sell_type=SellType.EMERGENCY_SELL))
except DependencyException as exception:
logger.warning(
f'Unable to emergency sell trade {trade.pair}: {exception}')
def cancel_all_open_orders(self) -> None: def cancel_all_open_orders(self) -> None:
""" """

View File

@ -258,6 +258,9 @@ class Backtesting:
Helper function to convert a processed dataframes into lists for performance reasons. Helper function to convert a processed dataframes into lists for performance reasons.
Used by backtest() - so keep this optimized for performance. Used by backtest() - so keep this optimized for performance.
:param processed: a processed dictionary with format {pair, data}, which gets cleared to
optimize memory usage!
""" """
# Every change to this headers list must evaluate further usages of the resulting tuple # Every change to this headers list must evaluate further usages of the resulting tuple
# and eventually change the constants for indexes at the top # and eventually change the constants for indexes at the top
@ -267,7 +270,8 @@ class Backtesting:
self.progress.init_step(BacktestState.CONVERT, len(processed)) self.progress.init_step(BacktestState.CONVERT, len(processed))
# Create dict with data # Create dict with data
for pair, pair_data in processed.items(): for pair in processed.keys():
pair_data = processed[pair]
self.check_abort() self.check_abort()
self.progress.increment() self.progress.increment()
@ -299,6 +303,9 @@ class Backtesting:
# Convert from Pandas to list for performance reasons # Convert from Pandas to list for performance reasons
# (Looping Pandas is slow.) # (Looping Pandas is slow.)
data[pair] = df_analyzed[headers].values.tolist() data[pair] = df_analyzed[headers].values.tolist()
# Do not hold on to old data to reduce memory usage
processed[pair] = pair_data = None
return data return data
def _get_close_rate(self, sell_row: Tuple, trade: LocalTrade, sell: SellCheckTuple, def _get_close_rate(self, sell_row: Tuple, trade: LocalTrade, sell: SellCheckTuple,
@ -577,7 +584,8 @@ class Backtesting:
Of course try to not have ugly code. By some accessor are sometime slower than functions. Of course try to not have ugly code. By some accessor are sometime slower than functions.
Avoid extensive logging in this method and functions it calls. Avoid extensive logging in this method and functions it calls.
:param processed: a processed dictionary with format {pair, data} :param processed: a processed dictionary with format {pair, data}, which gets cleared to
optimize memory usage!
:param start_date: backtesting timerange start datetime :param start_date: backtesting timerange start datetime
:param end_date: backtesting timerange end datetime :param end_date: backtesting timerange end datetime
:param max_open_trades: maximum number of concurrent trades, <= 0 means unlimited :param max_open_trades: maximum number of concurrent trades, <= 0 means unlimited

View File

@ -422,6 +422,7 @@ class Hyperopt:
self.backtesting.exchange.close() self.backtesting.exchange.close()
self.backtesting.exchange._api = None # type: ignore self.backtesting.exchange._api = None # type: ignore
self.backtesting.exchange._api_async = None # type: ignore self.backtesting.exchange._api_async = None # type: ignore
self.backtesting.exchange.loop = None # type: ignore
# self.backtesting.exchange = None # type: ignore # self.backtesting.exchange = None # type: ignore
self.backtesting.pairlists = None # type: ignore self.backtesting.pairlists = None # type: ignore

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@ -461,7 +461,12 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame], def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame],
trades: pd.DataFrame, timeframe: str, stake_currency: str) -> go.Figure: trades: pd.DataFrame, timeframe: str, stake_currency: str) -> go.Figure:
# Combine close-values for all pairs, rename columns to "pair" # Combine close-values for all pairs, rename columns to "pair"
try:
df_comb = combine_dataframes_with_mean(data, "close") df_comb = combine_dataframes_with_mean(data, "close")
except ValueError:
raise OperationalException(
"No data found. Please make sure that data is available for "
"the timerange and pairs selected.")
# Trim trades to available OHLCV data # Trim trades to available OHLCV data
trades = extract_trades_of_period(df_comb, trades, date_index=True) trades = extract_trades_of_period(df_comb, trades, date_index=True)

View File

@ -68,14 +68,14 @@ class PerformanceFilter(IPairList):
# - then pair name alphametically # - then pair name alphametically
sorted_df = list_df.merge(performance, on='pair', how='left')\ sorted_df = list_df.merge(performance, on='pair', how='left')\
.fillna(0).sort_values(by=['count', 'pair'], ascending=True)\ .fillna(0).sort_values(by=['count', 'pair'], ascending=True)\
.sort_values(by=['profit'], ascending=False) .sort_values(by=['profit_ratio'], ascending=False)
if self._min_profit is not None: if self._min_profit is not None:
removed = sorted_df[sorted_df['profit'] < self._min_profit] removed = sorted_df[sorted_df['profit_ratio'] < self._min_profit]
for _, row in removed.iterrows(): for _, row in removed.iterrows():
self.log_once( self.log_once(
f"Removing pair {row['pair']} since {row['profit']} is " f"Removing pair {row['pair']} since {row['profit_ratio']} is "
f"below {self._min_profit}", logger.info) f"below {self._min_profit}", logger.info)
sorted_df = sorted_df[sorted_df['profit'] >= self._min_profit] sorted_df = sorted_df[sorted_df['profit_ratio'] >= self._min_profit]
pairlist = sorted_df['pair'].tolist() pairlist = sorted_df['pair'].tolist()

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@ -8,7 +8,7 @@ from typing import Any, Dict, List, Optional
import arrow import arrow
import numpy as np import numpy as np
from cachetools.ttl import TTLCache from cachetools import TTLCache
from pandas import DataFrame from pandas import DataFrame
from freqtrade.constants import ListPairsWithTimeframes from freqtrade.constants import ListPairsWithTimeframes

View File

@ -8,7 +8,7 @@ from functools import partial
from typing import Any, Dict, List from typing import Any, Dict, List
import arrow import arrow
from cachetools.ttl import TTLCache from cachetools import TTLCache
from freqtrade.constants import ListPairsWithTimeframes from freqtrade.constants import ListPairsWithTimeframes
from freqtrade.exceptions import OperationalException from freqtrade.exceptions import OperationalException

View File

@ -6,7 +6,7 @@ from copy import deepcopy
from typing import Any, Dict, List, Optional from typing import Any, Dict, List, Optional
import arrow import arrow
from cachetools.ttl import TTLCache from cachetools import TTLCache
from pandas import DataFrame from pandas import DataFrame
from freqtrade.constants import ListPairsWithTimeframes from freqtrade.constants import ListPairsWithTimeframes

View File

@ -2,7 +2,7 @@
PairList manager class PairList manager class
""" """
import logging import logging
from copy import deepcopy from functools import partial
from typing import Dict, List from typing import Dict, List
from cachetools import TTLCache, cached from cachetools import TTLCache, cached
@ -10,6 +10,7 @@ from cachetools import TTLCache, cached
from freqtrade.constants import ListPairsWithTimeframes from freqtrade.constants import ListPairsWithTimeframes
from freqtrade.enums import CandleType from freqtrade.enums import CandleType
from freqtrade.exceptions import OperationalException from freqtrade.exceptions import OperationalException
from freqtrade.mixins import LoggingMixin
from freqtrade.plugins.pairlist.IPairList import IPairList from freqtrade.plugins.pairlist.IPairList import IPairList
from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
from freqtrade.resolvers import PairListResolver from freqtrade.resolvers import PairListResolver
@ -18,7 +19,7 @@ from freqtrade.resolvers import PairListResolver
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
class PairListManager(): class PairListManager(LoggingMixin):
def __init__(self, exchange, config: dict) -> None: def __init__(self, exchange, config: dict) -> None:
self._exchange = exchange self._exchange = exchange
@ -42,6 +43,9 @@ class PairListManager():
if not self._pairlist_handlers: if not self._pairlist_handlers:
raise OperationalException("No Pairlist Handlers defined") raise OperationalException("No Pairlist Handlers defined")
refresh_period = config.get('pairlist_refresh_period', 3600)
LoggingMixin.__init__(self, logger, refresh_period)
@property @property
def whitelist(self) -> List[str]: def whitelist(self) -> List[str]:
"""The current whitelist""" """The current whitelist"""
@ -109,9 +113,10 @@ class PairListManager():
except ValueError as err: except ValueError as err:
logger.error(f"Pair blacklist contains an invalid Wildcard: {err}") logger.error(f"Pair blacklist contains an invalid Wildcard: {err}")
return [] return []
for pair in deepcopy(pairlist): log_once = partial(self.log_once, logmethod=logmethod)
for pair in pairlist.copy():
if pair in blacklist: if pair in blacklist:
logmethod(f"Pair {pair} in your blacklist. Removing it from whitelist...") log_once(f"Pair {pair} in your blacklist. Removing it from whitelist...")
pairlist.remove(pair) pairlist.remove(pair)
return pairlist return pairlist

View File

@ -33,6 +33,9 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
if settings[setting] is not None: if settings[setting] is not None:
btconfig[setting] = settings[setting] btconfig[setting] = settings[setting]
# Force dry-run for backtesting
btconfig['dry_run'] = True
# Start backtesting # Start backtesting
# Initialize backtesting object # Initialize backtesting object
def run_backtest(): def run_backtest():

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@ -162,7 +162,7 @@ class ShowConfig(BaseModel):
trailing_stop_positive_offset: Optional[float] trailing_stop_positive_offset: Optional[float]
trailing_only_offset_is_reached: Optional[bool] trailing_only_offset_is_reached: Optional[bool]
unfilledtimeout: UnfilledTimeout unfilledtimeout: UnfilledTimeout
order_types: OrderTypes order_types: Optional[OrderTypes]
use_custom_stoploss: Optional[bool] use_custom_stoploss: Optional[bool]
timeframe: Optional[str] timeframe: Optional[str]
timeframe_ms: int timeframe_ms: int

View File

@ -3,7 +3,7 @@ from copy import deepcopy
from pathlib import Path from pathlib import Path
from typing import List, Optional from typing import List, Optional
from fastapi import APIRouter, Depends from fastapi import APIRouter, Depends, Query
from fastapi.exceptions import HTTPException from fastapi.exceptions import HTTPException
from freqtrade import __version__ from freqtrade import __version__
@ -31,7 +31,8 @@ logger = logging.getLogger(__name__)
# Pre-1.1, no version was provided # Pre-1.1, no version was provided
# Version increments should happen in "small" steps (1.1, 1.12, ...) unless big changes happen. # Version increments should happen in "small" steps (1.1, 1.12, ...) unless big changes happen.
# 1.11: forcebuy and forcesell accept ordertype # 1.11: forcebuy and forcesell accept ordertype
API_VERSION = 1.11 # 1.12: add blacklist delete endpoint
API_VERSION = 1.12
# Public API, requires no auth. # Public API, requires no auth.
router_public = APIRouter() router_public = APIRouter()
@ -158,6 +159,13 @@ def blacklist_post(payload: BlacklistPayload, rpc: RPC = Depends(get_rpc)):
return rpc._rpc_blacklist(payload.blacklist) return rpc._rpc_blacklist(payload.blacklist)
@router.delete('/blacklist', response_model=BlacklistResponse, tags=['info', 'pairlist'])
def blacklist_delete(pairs_to_delete: List[str] = Query([]), rpc: RPC = Depends(get_rpc)):
"""Provide a list of pairs to delete from the blacklist"""
return rpc._rpc_blacklist_delete(pairs_to_delete)
@router.get('/whitelist', response_model=WhitelistResponse, tags=['info', 'pairlist']) @router.get('/whitelist', response_model=WhitelistResponse, tags=['info', 'pairlist'])
def whitelist(rpc: RPC = Depends(get_rpc)): def whitelist(rpc: RPC = Depends(get_rpc)):
return rpc._rpc_whitelist() return rpc._rpc_whitelist()

View File

@ -47,7 +47,7 @@ class UvicornServer(uvicorn.Server):
else: else:
asyncio.set_event_loop(uvloop.new_event_loop()) asyncio.set_event_loop(uvloop.new_event_loop())
try: try:
loop = asyncio.get_event_loop() loop = asyncio.get_running_loop()
except RuntimeError: except RuntimeError:
# When running in a thread, we'll not have an eventloop yet. # When running in a thread, we'll not have an eventloop yet.
loop = asyncio.new_event_loop() loop = asyncio.new_event_loop()

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@ -7,7 +7,7 @@ import datetime
import logging import logging
from typing import Dict, List from typing import Dict, List
from cachetools.ttl import TTLCache from cachetools import TTLCache
from pycoingecko import CoinGeckoAPI from pycoingecko import CoinGeckoAPI
from requests.exceptions import RequestException from requests.exceptions import RequestException

View File

@ -863,6 +863,20 @@ class RPC:
} }
return res return res
def _rpc_blacklist_delete(self, delete: List[str]) -> Dict:
""" Removes pairs from currently active blacklist """
errors = {}
for pair in delete:
if pair in self._freqtrade.pairlists.blacklist:
self._freqtrade.pairlists.blacklist.remove(pair)
else:
errors[pair] = {
'error_msg': f"Pair {pair} is not in the current blacklist."
}
resp = self._rpc_blacklist()
resp['errors'] = errors
return resp
def _rpc_blacklist(self, add: List[str] = None) -> Dict: def _rpc_blacklist(self, add: List[str] = None) -> Dict:
""" Returns the currently active blacklist""" """ Returns the currently active blacklist"""
errors = {} errors = {}

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@ -60,6 +60,10 @@ class RPCManager:
} }
""" """
logger.info('Sending rpc message: %s', msg) logger.info('Sending rpc message: %s', msg)
if 'pair' in msg:
msg.update({
'base_currency': self._rpc._freqtrade.exchange.get_pair_base_currency(msg['pair'])
})
for mod in self.registered_modules: for mod in self.registered_modules:
logger.debug('Forwarding message to rpc.%s', mod.name) logger.debug('Forwarding message to rpc.%s', mod.name)
try: try:

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@ -111,9 +111,9 @@ class Telegram(RPCHandler):
r'/daily$', r'/daily \d+$', r'/profit$', r'/profit \d+', r'/daily$', r'/daily \d+$', r'/profit$', r'/profit \d+',
r'/stats$', r'/count$', r'/locks$', r'/balance$', r'/stats$', r'/count$', r'/locks$', r'/balance$',
r'/stopbuy$', r'/reload_config$', r'/show_config$', r'/stopbuy$', r'/reload_config$', r'/show_config$',
r'/logs$', r'/whitelist$', r'/blacklist$', r'/edge$', r'/logs$', r'/whitelist$', r'/blacklist$', r'/bl_delete$',
r'/weekly$', r'/weekly \d+$', r'/monthly$', r'/monthly \d+$', r'/weekly$', r'/weekly \d+$', r'/monthly$', r'/monthly \d+$',
r'/forcebuy$', r'/help$', r'/version$'] r'/forcebuy$', r'/edge$', r'/help$', r'/version$']
# Create keys for generation # Create keys for generation
valid_keys_print = [k.replace('$', '') for k in valid_keys] valid_keys_print = [k.replace('$', '') for k in valid_keys]
@ -170,6 +170,7 @@ class Telegram(RPCHandler):
CommandHandler('stopbuy', self._stopbuy), CommandHandler('stopbuy', self._stopbuy),
CommandHandler('whitelist', self._whitelist), CommandHandler('whitelist', self._whitelist),
CommandHandler('blacklist', self._blacklist), CommandHandler('blacklist', self._blacklist),
CommandHandler(['blacklist_delete', 'bl_delete'], self._blacklist_delete),
CommandHandler('logs', self._logs), CommandHandler('logs', self._logs),
CommandHandler('edge', self._edge), CommandHandler('edge', self._edge),
CommandHandler('help', self._help), CommandHandler('help', self._help),
@ -199,8 +200,8 @@ class Telegram(RPCHandler):
self._updater.start_polling( self._updater.start_polling(
bootstrap_retries=-1, bootstrap_retries=-1,
timeout=30, timeout=20,
read_latency=60, read_latency=60, # Assumed transmission latency
drop_pending_updates=True, drop_pending_updates=True,
) )
logger.info( logger.info(
@ -213,6 +214,7 @@ class Telegram(RPCHandler):
Stops all running telegram threads. Stops all running telegram threads.
:return: None :return: None
""" """
# This can take up to `timeout` from the call to `start_polling`.
self._updater.stop() self._updater.stop()
def _format_buy_msg(self, msg: Dict[str, Any]) -> str: def _format_buy_msg(self, msg: Dict[str, Any]) -> str:
@ -1178,9 +1180,9 @@ class Telegram(RPCHandler):
Handler for /blacklist Handler for /blacklist
Shows the currently active blacklist Shows the currently active blacklist
""" """
try: self.send_blacklist_msg(self._rpc._rpc_blacklist(context.args))
blacklist = self._rpc._rpc_blacklist(context.args) def send_blacklist_msg(self, blacklist: Dict):
errmsgs = [] errmsgs = []
for pair, error in blacklist['errors'].items(): for pair, error in blacklist['errors'].items():
errmsgs.append(f"Error adding `{pair}` to blacklist: `{error['error_msg']}`") errmsgs.append(f"Error adding `{pair}` to blacklist: `{error['error_msg']}`")
@ -1192,8 +1194,14 @@ class Telegram(RPCHandler):
logger.debug(message) logger.debug(message)
self._send_msg(message) self._send_msg(message)
except RPCException as e:
self._send_msg(str(e)) @authorized_only
def _blacklist_delete(self, update: Update, context: CallbackContext) -> None:
"""
Handler for /bl_delete
Deletes pair(s) from current blacklist
"""
self.send_blacklist_msg(self._rpc._rpc_blacklist_delete(context.args or []))
@authorized_only @authorized_only
def _logs(self, update: Update, context: CallbackContext) -> None: def _logs(self, update: Update, context: CallbackContext) -> None:
@ -1274,6 +1282,8 @@ class Telegram(RPCHandler):
"*/whitelist:* `Show current whitelist` \n" "*/whitelist:* `Show current whitelist` \n"
"*/blacklist [pair]:* `Show current blacklist, or adds one or more pairs " "*/blacklist [pair]:* `Show current blacklist, or adds one or more pairs "
"to the blacklist.` \n" "to the blacklist.` \n"
"*/blacklist_delete [pairs]| /bl_delete [pairs]:* "
"`Delete pair / pattern from blacklist. Will reset on reload_conf.` \n"
"*/reload_config:* `Reload configuration file` \n" "*/reload_config:* `Reload configuration file` \n"
"*/unlock <pair|id>:* `Unlock this Pair (or this lock id if it's numeric)`\n" "*/unlock <pair|id>:* `Unlock this Pair (or this lock id if it's numeric)`\n"

View File

@ -811,23 +811,20 @@ class IStrategy(ABC, HyperStrategyMixin):
custom_reason = custom_reason[:CUSTOM_SELL_MAX_LENGTH] custom_reason = custom_reason[:CUSTOM_SELL_MAX_LENGTH]
else: else:
custom_reason = None custom_reason = None
# TODO: return here if exit-signal should be favored over ROI if sell_signal in (SellType.CUSTOM_SELL, SellType.SELL_SIGNAL):
# Start evaluations
# Sequence:
# ROI (if not stoploss)
# Exit-signal
# Stoploss
if roi_reached and stoplossflag.sell_type != SellType.STOP_LOSS:
logger.debug(f"{trade.pair} - Required profit reached. sell_type=SellType.ROI")
return SellCheckTuple(sell_type=SellType.ROI)
if sell_signal != SellType.NONE:
logger.debug(f"{trade.pair} - Sell signal received. " logger.debug(f"{trade.pair} - Sell signal received. "
f"sell_type=SellType.{sell_signal.name}" + f"sell_type=SellType.{sell_signal.name}" +
(f", custom_reason={custom_reason}" if custom_reason else "")) (f", custom_reason={custom_reason}" if custom_reason else ""))
return SellCheckTuple(sell_type=sell_signal, sell_reason=custom_reason) return SellCheckTuple(sell_type=sell_signal, sell_reason=custom_reason)
# Sequence:
# Exit-signal
# ROI (if not stoploss)
# Stoploss
if roi_reached and stoplossflag.sell_type != SellType.STOP_LOSS:
logger.debug(f"{trade.pair} - Required profit reached. sell_type=SellType.ROI")
return SellCheckTuple(sell_type=SellType.ROI)
if stoplossflag.sell_flag: if stoplossflag.sell_flag:
logger.debug(f"{trade.pair} - Stoploss hit. sell_type={stoplossflag.sell_type}") logger.debug(f"{trade.pair} - Stoploss hit. sell_type={stoplossflag.sell_type}")

View File

@ -260,8 +260,8 @@ class Wallets:
if self._log: if self._log:
logger.info( logger.info(
f"Adjusted stake amount for pair {pair} is more than 30% bigger than " f"Adjusted stake amount for pair {pair} is more than 30% bigger than "
f"the desired stake ({stake_amount} * 1.3 > {max_stake_amount}), " f"the desired stake amount of ({stake_amount:.8f} * 1.3 = "
f"ignoring trade." f"{stake_amount * 1.3:.8f}) < {min_stake_amount}), ignoring trade."
) )
return 0 return 0
stake_amount = min_stake_amount stake_amount = min_stake_amount

View File

@ -85,9 +85,12 @@ class Worker:
# Log state transition # Log state transition
if state != old_state: if state != old_state:
if old_state != State.RELOAD_CONFIG:
self.freqtrade.notify_status(f'{state.name.lower()}') self.freqtrade.notify_status(f'{state.name.lower()}')
logger.info(f"Changing state to: {state.name}") logger.info(
f"Changing state{f' from {old_state.name}' if old_state else ''} to: {state.name}")
if state == State.RUNNING: if state == State.RUNNING:
self.freqtrade.startup() self.freqtrade.startup()

View File

@ -23,6 +23,7 @@ exclude = '''
line_length = 100 line_length = 100
multi_line_output=0 multi_line_output=0
lines_after_imports=2 lines_after_imports=2
skip_glob = ["**/.env*", "**/env/*", "**/.venv/*", "**/docs/*"]
[build-system] [build-system]
requires = ["setuptools >= 46.4.0", "wheel"] requires = ["setuptools >= 46.4.0", "wheel"]

View File

@ -6,7 +6,7 @@
coveralls==3.3.1 coveralls==3.3.1
flake8==4.0.1 flake8==4.0.1
flake8-tidy-imports==4.5.0 flake8-tidy-imports==4.5.0
mypy==0.910 mypy==0.930
pytest==6.2.5 pytest==6.2.5
pytest-asyncio==0.16.0 pytest-asyncio==0.16.0
pytest-cov==3.0.0 pytest-cov==3.0.0
@ -14,7 +14,7 @@ pytest-mock==3.6.1
pytest-random-order==1.0.4 pytest-random-order==1.0.4
isort==5.10.1 isort==5.10.1
# For datetime mocking # For datetime mocking
time-machine==2.4.1 time-machine==2.5.0
# Convert jupyter notebooks to markdown documents # Convert jupyter notebooks to markdown documents
nbconvert==6.3.0 nbconvert==6.3.0
@ -22,8 +22,8 @@ nbconvert==6.3.0
# mypy types # mypy types
types-cachetools==4.2.6 types-cachetools==4.2.6
types-filelock==3.2.1 types-filelock==3.2.1
types-requests==2.26.1 types-requests==2.26.2
types-tabulate==0.8.3 types-tabulate==0.8.3
# Extensions to datetime library # Extensions to datetime library
types-python-dateutil==2.8.3 types-python-dateutil==2.8.4

View File

@ -3,9 +3,9 @@
# Required for hyperopt # Required for hyperopt
scipy==1.7.3 scipy==1.7.3
scikit-learn==1.0.1 scikit-learn==1.0.2
scikit-optimize==0.9.0 scikit-optimize==0.9.0
filelock==3.4.0 filelock==3.4.2
joblib==1.1.0 joblib==1.1.0
psutil==5.8.0 psutil==5.8.0
progressbar2==3.55.0 progressbar2==3.55.0

View File

@ -1,5 +1,5 @@
# Include all requirements to run the bot. # Include all requirements to run the bot.
-r requirements.txt -r requirements.txt
plotly==5.4.0 plotly==5.5.0

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@ -1,24 +1,25 @@
numpy==1.21.4 numpy==1.21.5; python_version <= '3.7'
pandas==1.3.4 numpy==1.22.0; python_version > '3.7'
pandas==1.3.5
pandas-ta==0.3.14b pandas-ta==0.3.14b
ccxt==1.63.1 ccxt==1.65.25
# Pin cryptography for now due to rust build errors with piwheels # Pin cryptography for now due to rust build errors with piwheels
cryptography==36.0.0 cryptography==36.0.1
aiohttp==3.8.1 aiohttp==3.8.1
SQLAlchemy==1.4.27 SQLAlchemy==1.4.29
python-telegram-bot==13.8.1 python-telegram-bot==13.9
arrow==1.2.1 arrow==1.2.1
cachetools==4.2.2 cachetools==4.2.2
requests==2.26.0 requests==2.26.0
urllib3==1.26.7 urllib3==1.26.7
jsonschema==4.2.1 jsonschema==4.3.2
TA-Lib==0.4.21 TA-Lib==0.4.22
technical==1.3.0 technical==1.3.0
tabulate==0.8.9 tabulate==0.8.9
pycoingecko==2.2.0 pycoingecko==2.2.0
jinja2==3.0.3 jinja2==3.0.3
tables==3.6.1 tables==3.7.0
blosc==1.10.6 blosc==1.10.6
# find first, C search in arrays # find first, C search in arrays
@ -31,8 +32,8 @@ python-rapidjson==1.5
sdnotify==0.3.2 sdnotify==0.3.2
# API Server # API Server
fastapi==0.70.0 fastapi==0.70.1
uvicorn==0.15.0 uvicorn==0.16.0
pyjwt==2.3.0 pyjwt==2.3.0
aiofiles==0.8.0 aiofiles==0.8.0
psutil==5.8.0 psutil==5.8.0
@ -41,7 +42,7 @@ psutil==5.8.0
colorama==0.4.4 colorama==0.4.4
# Building config files interactively # Building config files interactively
questionary==1.10.0 questionary==1.10.0
prompt-toolkit==3.0.23 prompt-toolkit==3.0.24
# Extensions to datetime library # Extensions to datetime library
python-dateutil==2.8.2 python-dateutil==2.8.2

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@ -17,6 +17,7 @@ classifiers =
Programming Language :: Python :: 3.7 Programming Language :: Python :: 3.7
Programming Language :: Python :: 3.8 Programming Language :: Python :: 3.8
Programming Language :: Python :: 3.9 Programming Language :: Python :: 3.9
Programming Language :: Python :: 3.10
Operating System :: MacOS Operating System :: MacOS
Operating System :: Unix Operating System :: Unix
Topic :: Office/Business :: Financial :: Investment Topic :: Office/Business :: Financial :: Investment

View File

@ -25,7 +25,7 @@ function check_installed_python() {
exit 2 exit 2
fi fi
for v in 9 8 7 for v in 9 10 8 7
do do
PYTHON="python3.${v}" PYTHON="python3.${v}"
which $PYTHON which $PYTHON
@ -36,7 +36,7 @@ function check_installed_python() {
fi fi
done done
echo "No usable python found. Please make sure to have python3.7 or newer installed" echo "No usable python found. Please make sure to have python3.7 or newer installed."
exit 1 exit 1
} }
@ -219,7 +219,7 @@ function install() {
install_redhat install_redhat
else else
echo "This script does not support your OS." echo "This script does not support your OS."
echo "If you have Python version 3.7 - 3.9, pip, virtualenv, ta-lib you can continue." echo "If you have Python version 3.7 - 3.10, pip, virtualenv, ta-lib you can continue."
echo "Wait 10 seconds to continue the next install steps or use ctrl+c to interrupt this shell." echo "Wait 10 seconds to continue the next install steps or use ctrl+c to interrupt this shell."
sleep 10 sleep 10
fi fi

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@ -4,7 +4,6 @@ import logging
import re import re
from copy import deepcopy from copy import deepcopy
from datetime import datetime, timedelta from datetime import datetime, timedelta
from functools import reduce
from pathlib import Path from pathlib import Path
from typing import Optional, Tuple from typing import Optional, Tuple
from unittest.mock import MagicMock, Mock, PropertyMock from unittest.mock import MagicMock, Mock, PropertyMock
@ -54,17 +53,23 @@ def pytest_configure(config):
def log_has(line, logs): def log_has(line, logs):
# caplog mocker returns log as a tuple: ('freqtrade.something', logging.WARNING, 'foobar') """Check if line is found on some caplog's message."""
# and we want to match line against foobar in the tuple return any(line == message for message in logs.messages)
return reduce(lambda a, b: a or b,
filter(lambda x: x[2] == line, logs.record_tuples),
False)
def log_has_re(line, logs): def log_has_re(line, logs):
return reduce(lambda a, b: a or b, """Check if line matches some caplog's message."""
filter(lambda x: re.match(line, x[2]), logs.record_tuples), return any(re.match(line, message) for message in logs.messages)
False)
def num_log_has(line, logs):
"""Check how many times line is found in caplog's messages."""
return sum(line == message for message in logs.messages)
def num_log_has_re(line, logs):
"""Check how many times line matches caplog's messages."""
return sum(bool(re.match(line, message)) for message in logs.messages)
def get_args(args): def get_args(args):

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@ -235,6 +235,13 @@ def test_combine_dataframes_with_mean(testdatadir):
assert "mean" in df.columns assert "mean" in df.columns
def test_combine_dataframes_with_mean_no_data(testdatadir):
pairs = ["ETH/BTC", "ADA/BTC"]
data = load_data(datadir=testdatadir, pairs=pairs, timeframe='6m')
with pytest.raises(ValueError, match=r"No objects to concatenate"):
combine_dataframes_with_mean(data)
def test_create_cum_profit(testdatadir): def test_create_cum_profit(testdatadir):
filename = testdatadir / "backtest-result_test.json" filename = testdatadir / "backtest-result_test.json"
bt_data = load_backtest_data(filename) bt_data = load_backtest_data(filename)

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@ -356,7 +356,7 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
assert td != len(data['UNITTEST/BTC']) assert td != len(data['UNITTEST/BTC'])
start_real = data['UNITTEST/BTC'].iloc[0, 0] start_real = data['UNITTEST/BTC'].iloc[0, 0]
assert log_has(f'Missing data at start for pair ' assert log_has(f'Missing data at start for pair '
f'UNITTEST/BTC, data starts at {start_real.strftime("%Y-%m-%d %H:%M:%S")}', f'UNITTEST/BTC at 5m, data starts at {start_real.strftime("%Y-%m-%d %H:%M:%S")}',
caplog) caplog)
# Make sure we start fresh - test missing data at end # Make sure we start fresh - test missing data at end
caplog.clear() caplog.clear()
@ -371,7 +371,7 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
# Shift endtime with +5 - as last candle is dropped (partial candle) # Shift endtime with +5 - as last candle is dropped (partial candle)
end_real = arrow.get(data['UNITTEST/BTC'].iloc[-1, 0]).shift(minutes=5) end_real = arrow.get(data['UNITTEST/BTC'].iloc[-1, 0]).shift(minutes=5)
assert log_has(f'Missing data at end for pair ' assert log_has(f'Missing data at end for pair '
f'UNITTEST/BTC, data ends at {end_real.strftime("%Y-%m-%d %H:%M:%S")}', f'UNITTEST/BTC at 5m, data ends at {end_real.strftime("%Y-%m-%d %H:%M:%S")}',
caplog) caplog)

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@ -0,0 +1,47 @@
from datetime import datetime
from unittest.mock import MagicMock
from tests.conftest import get_patched_exchange
def test_get_trades_for_order(default_conf, mocker):
exchange_name = 'bitpanda'
order_id = 'ABCD-ABCD'
since = datetime(2018, 5, 5, 0, 0, 0)
default_conf["dry_run"] = False
mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True)
api_mock = MagicMock()
api_mock.fetch_my_trades = MagicMock(return_value=[{'id': 'TTR67E-3PFBD-76IISV',
'order': 'ABCD-ABCD',
'info': {'pair': 'XLTCZBTC',
'time': 1519860024.4388,
'type': 'buy',
'ordertype': 'limit',
'price': '20.00000',
'cost': '38.62000',
'fee': '0.06179',
'vol': '5',
'id': 'ABCD-ABCD'},
'timestamp': 1519860024438,
'datetime': '2018-02-28T23:20:24.438Z',
'symbol': 'LTC/BTC',
'type': 'limit',
'side': 'buy',
'price': 165.0,
'amount': 0.2340606,
'fee': {'cost': 0.06179, 'currency': 'BTC'}
}])
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
orders = exchange.get_trades_for_order(order_id, 'LTC/BTC', since)
assert len(orders) == 1
assert orders[0]['price'] == 165
assert api_mock.fetch_my_trades.call_count == 1
# since argument should be
assert isinstance(api_mock.fetch_my_trades.call_args[0][1], int)
assert api_mock.fetch_my_trades.call_args[0][0] == 'LTC/BTC'
# Same test twice, hardcoded number and doing the same calculation
assert api_mock.fetch_my_trades.call_args[0][1] == 1525478395000
# bitpanda requires "to" argument.
assert 'to' in api_mock.fetch_my_trades.call_args[1]['params']

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@ -21,7 +21,7 @@ from freqtrade.exchange.exchange import (market_is_active, timeframe_to_minutes,
timeframe_to_next_date, timeframe_to_prev_date, timeframe_to_next_date, timeframe_to_prev_date,
timeframe_to_seconds) timeframe_to_seconds)
from freqtrade.resolvers.exchange_resolver import ExchangeResolver from freqtrade.resolvers.exchange_resolver import ExchangeResolver
from tests.conftest import get_mock_coro, get_patched_exchange, log_has, log_has_re from tests.conftest import get_mock_coro, get_patched_exchange, log_has, log_has_re, num_log_has_re
# Make sure to always keep one exchange here which is NOT subclassed!! # Make sure to always keep one exchange here which is NOT subclassed!!
@ -1824,6 +1824,44 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
(arrow.utcnow().int_timestamp - 2000) * 1000) (arrow.utcnow().int_timestamp - 2000) * 1000)
@pytest.mark.asyncio
async def test__async_kucoin_get_candle_history(default_conf, mocker, caplog):
caplog.set_level(logging.INFO)
api_mock = MagicMock()
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.DDoSProtection(
"kucoin GET https://openapi-v2.kucoin.com/api/v1/market/candles?"
"symbol=ETH-BTC&type=5min&startAt=1640268735&endAt=1640418735"
"429 Too Many Requests" '{"code":"429000","msg":"Too Many Requests"}'))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kucoin")
msg = "Kucoin 429 error, avoid triggering DDosProtection backoff delay"
assert not num_log_has_re(msg, caplog)
for _ in range(3):
with pytest.raises(DDosProtection, match=r'429 Too Many Requests'):
await exchange._async_get_candle_history(
"ETH/BTC", "5m", (arrow.utcnow().int_timestamp - 2000) * 1000, count=3)
assert num_log_has_re(msg, caplog) == 3
caplog.clear()
# Test regular non-kucoin message
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.DDoSProtection(
"kucoin GET https://openapi-v2.kucoin.com/api/v1/market/candles?"
"symbol=ETH-BTC&type=5min&startAt=1640268735&endAt=1640418735"
"429 Too Many Requests" '{"code":"2222222","msg":"Too Many Requests"}'))
msg = r'_async_get_candle_history\(\) returned exception: .*'
msg2 = r'Applying DDosProtection backoff delay: .*'
with patch('freqtrade.exchange.common.asyncio.sleep', get_mock_coro(None)):
for _ in range(3):
with pytest.raises(DDosProtection, match=r'429 Too Many Requests'):
await exchange._async_get_candle_history(
"ETH/BTC", "5m", (arrow.utcnow().int_timestamp - 2000) * 1000, count=3)
# Expect the "returned exception" message 12 times (4 retries * 3 (loop))
assert num_log_has_re(msg, caplog) == 12
assert num_log_has_re(msg2, caplog) == 9
@pytest.mark.asyncio @pytest.mark.asyncio
async def test__async_get_candle_history_empty(default_conf, mocker, caplog): async def test__async_get_candle_history_empty(default_conf, mocker, caplog):
""" Test empty exchange result """ """ Test empty exchange result """
@ -3088,39 +3126,49 @@ def test_extract_cost_curr_rate(mocker, default_conf, order, expected) -> None:
assert ex.extract_cost_curr_rate(order) == expected assert ex.extract_cost_curr_rate(order) == expected
@pytest.mark.parametrize("order,expected", [ @pytest.mark.parametrize("order,unknown_fee_rate,expected", [
# Using base-currency # Using base-currency
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05, ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
'fee': {'currency': 'ETH', 'cost': 0.004, 'rate': None}}, 0.1), 'fee': {'currency': 'ETH', 'cost': 0.004, 'rate': None}}, None, 0.1),
({'symbol': 'ETH/BTC', 'amount': 0.05, 'cost': 0.05, ({'symbol': 'ETH/BTC', 'amount': 0.05, 'cost': 0.05,
'fee': {'currency': 'ETH', 'cost': 0.004, 'rate': None}}, 0.08), 'fee': {'currency': 'ETH', 'cost': 0.004, 'rate': None}}, None, 0.08),
# Using quote currency # Using quote currency
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05, ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
'fee': {'currency': 'BTC', 'cost': 0.005}}, 0.1), 'fee': {'currency': 'BTC', 'cost': 0.005}}, None, 0.1),
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05, ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
'fee': {'currency': 'BTC', 'cost': 0.002, 'rate': None}}, 0.04), 'fee': {'currency': 'BTC', 'cost': 0.002, 'rate': None}}, None, 0.04),
# Using foreign currency # Using foreign currency
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05, ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
'fee': {'currency': 'NEO', 'cost': 0.0012}}, 0.001944), 'fee': {'currency': 'NEO', 'cost': 0.0012}}, None, 0.001944),
({'symbol': 'ETH/BTC', 'amount': 2.21, 'cost': 0.02992561, ({'symbol': 'ETH/BTC', 'amount': 2.21, 'cost': 0.02992561,
'fee': {'currency': 'NEO', 'cost': 0.00027452}}, 0.00074305), 'fee': {'currency': 'NEO', 'cost': 0.00027452}}, None, 0.00074305),
# Rate included in return - return as is # Rate included in return - return as is
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05, ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.01}}, 0.01), 'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.01}}, None, 0.01),
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05, ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.005}}, 0.005), 'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.005}}, None, 0.005),
# 0.1% filled - no costs (kraken - #3431) # 0.1% filled - no costs (kraken - #3431)
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.0, ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.0,
'fee': {'currency': 'BTC', 'cost': 0.0, 'rate': None}}, None), 'fee': {'currency': 'BTC', 'cost': 0.0, 'rate': None}}, None, None),
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.0, ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.0,
'fee': {'currency': 'ETH', 'cost': 0.0, 'rate': None}}, 0.0), 'fee': {'currency': 'ETH', 'cost': 0.0, 'rate': None}}, None, 0.0),
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.0, ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.0,
'fee': {'currency': 'NEO', 'cost': 0.0, 'rate': None}}, None), 'fee': {'currency': 'NEO', 'cost': 0.0, 'rate': None}}, None, None),
# Invalid pair combination - POINT/BTC is not a pair
({'symbol': 'POINT/BTC', 'amount': 0.04, 'cost': 0.5,
'fee': {'currency': 'POINT', 'cost': 2.0, 'rate': None}}, None, None),
({'symbol': 'POINT/BTC', 'amount': 0.04, 'cost': 0.5,
'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),
]) ])
def test_calculate_fee_rate(mocker, default_conf, order, expected) -> 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}) mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'last': 0.081})
if unknown_fee_rate:
default_conf['exchange']['unknown_fee_rate'] = unknown_fee_rate
ex = get_patched_exchange(mocker, default_conf) ex = get_patched_exchange(mocker, default_conf)
assert ex.calculate_fee_rate(order) == expected assert ex.calculate_fee_rate(order) == expected

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@ -426,8 +426,6 @@ tc26 = BTContainer(data=[
# Test 27: Sell with signal sell in candle 3 (ROI at signal candle) # Test 27: Sell with signal sell in candle 3 (ROI at signal candle)
# Stoploss at 10% (irrelevant), ROI at 5% (will trigger) - Wins over Sell-signal # Stoploss at 10% (irrelevant), ROI at 5% (will trigger) - Wins over Sell-signal
# TODO: figure out if sell-signal should win over ROI
# Sell-signal wins over stoploss
tc27 = BTContainer(data=[ tc27 = BTContainer(data=[
# D O H L C V B S # D O H L C V B S
[0, 5000, 5025, 4975, 4987, 6172, 1, 0], [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
@ -436,8 +434,8 @@ tc27 = BTContainer(data=[
[3, 5010, 5012, 4986, 5010, 6172, 0, 1], # sell-signal [3, 5010, 5012, 4986, 5010, 6172, 0, 1], # sell-signal
[4, 5010, 5251, 4855, 4995, 6172, 0, 0], # Triggers ROI, sell-signal acted on [4, 5010, 5251, 4855, 4995, 6172, 0, 0], # Triggers ROI, sell-signal acted on
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]], [5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_sell_signal=True, stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.002, use_sell_signal=True,
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=4)] trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
) )
# Test 28: trailing_stop should raise so candle 3 causes a stoploss # Test 28: trailing_stop should raise so candle 3 causes a stoploss

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@ -1,6 +1,7 @@
# pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, unused-argument # pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, unused-argument
import random import random
from copy import deepcopy
from datetime import datetime, timedelta, timezone from datetime import datetime, timedelta, timezone
from pathlib import Path from pathlib import Path
from unittest.mock import MagicMock, PropertyMock from unittest.mock import MagicMock, PropertyMock
@ -666,7 +667,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
processed = backtesting.strategy.advise_all_indicators(data) processed = backtesting.strategy.advise_all_indicators(data)
min_date, max_date = get_timerange(processed) min_date, max_date = get_timerange(processed)
result = backtesting.backtest( result = backtesting.backtest(
processed=processed, processed=deepcopy(processed),
start_date=min_date, start_date=min_date,
end_date=max_date, end_date=max_date,
max_open_trades=10, max_open_trades=10,
@ -908,7 +909,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
processed = backtesting.strategy.advise_all_indicators(data) processed = backtesting.strategy.advise_all_indicators(data)
min_date, max_date = get_timerange(processed) min_date, max_date = get_timerange(processed)
backtest_conf = { backtest_conf = {
'processed': processed, 'processed': deepcopy(processed),
'start_date': min_date, 'start_date': min_date,
'end_date': max_date, 'end_date': max_date,
'max_open_trades': 3, 'max_open_trades': 3,
@ -931,7 +932,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
) == len(data['NXT/BTC']) - 1 - backtesting.strategy.startup_candle_count ) == len(data['NXT/BTC']) - 1 - backtesting.strategy.startup_candle_count
backtest_conf = { backtest_conf = {
'processed': processed, 'processed': deepcopy(processed),
'start_date': min_date, 'start_date': min_date,
'end_date': max_date, 'end_date': max_date,
'max_open_trades': 1, 'max_open_trades': 1,

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@ -172,6 +172,7 @@ def test_start_no_hyperopt_allowed(mocker, hyperopt_conf, caplog) -> None:
def test_start_no_data(mocker, hyperopt_conf) -> None: def test_start_no_data(mocker, hyperopt_conf) -> None:
hyperopt_conf['user_data_dir'] = Path("tests")
patched_configuration_load_config_file(mocker, hyperopt_conf) patched_configuration_load_config_file(mocker, hyperopt_conf)
mocker.patch('freqtrade.data.history.load_pair_history', MagicMock(return_value=pd.DataFrame)) mocker.patch('freqtrade.data.history.load_pair_history', MagicMock(return_value=pd.DataFrame))
mocker.patch( mocker.patch(
@ -192,6 +193,12 @@ def test_start_no_data(mocker, hyperopt_conf) -> None:
with pytest.raises(OperationalException, match='No data found. Terminating.'): with pytest.raises(OperationalException, match='No data found. Terminating.'):
start_hyperopt(pargs) start_hyperopt(pargs)
# Cleanup since that failed hyperopt start leaves a lockfile.
try:
Path(Hyperopt.get_lock_filename(hyperopt_conf)).unlink()
except Exception:
pass
def test_start_filelock(mocker, hyperopt_conf, caplog) -> None: def test_start_filelock(mocker, hyperopt_conf, caplog) -> None:
hyperopt_mock = MagicMock(side_effect=Timeout(Hyperopt.get_lock_filename(hyperopt_conf))) hyperopt_mock = MagicMock(side_effect=Timeout(Hyperopt.get_lock_filename(hyperopt_conf)))

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@ -1,5 +1,6 @@
# pragma pylint: disable=missing-docstring,C0103,protected-access # pragma pylint: disable=missing-docstring,C0103,protected-access
import logging
import time import time
from unittest.mock import MagicMock, PropertyMock from unittest.mock import MagicMock, PropertyMock
@ -14,7 +15,7 @@ from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
from freqtrade.plugins.pairlistmanager import PairListManager from freqtrade.plugins.pairlistmanager import PairListManager
from freqtrade.resolvers import PairListResolver from freqtrade.resolvers import PairListResolver
from tests.conftest import (create_mock_trades, get_patched_exchange, get_patched_freqtradebot, from tests.conftest import (create_mock_trades, get_patched_exchange, get_patched_freqtradebot,
log_has, log_has_re) log_has, log_has_re, num_log_has)
@pytest.fixture(scope="function") @pytest.fixture(scope="function")
@ -217,6 +218,34 @@ def test_invalid_blacklist(mocker, markets, static_pl_conf, caplog):
log_has_re(r"Pair blacklist contains an invalid Wildcard.*", caplog) log_has_re(r"Pair blacklist contains an invalid Wildcard.*", caplog)
def test_remove_logs_for_pairs_already_in_blacklist(mocker, markets, static_pl_conf, caplog):
logger = logging.getLogger(__name__)
freqtrade = get_patched_freqtradebot(mocker, static_pl_conf)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
exchange_has=MagicMock(return_value=True),
markets=PropertyMock(return_value=markets),
)
freqtrade.pairlists.refresh_pairlist()
whitelist = ['ETH/BTC', 'TKN/BTC']
caplog.clear()
caplog.set_level(logging.INFO)
# Ensure all except those in whitelist are removed.
assert set(whitelist) == set(freqtrade.pairlists.whitelist)
assert static_pl_conf['exchange']['pair_blacklist'] == freqtrade.pairlists.blacklist
# Ensure that log message wasn't generated.
assert not log_has('Pair BLK/BTC in your blacklist. Removing it from whitelist...', caplog)
for _ in range(3):
new_whitelist = freqtrade.pairlists.verify_blacklist(
whitelist + ['BLK/BTC'], logger.warning)
# Ensure that the pair is removed from the white list, and properly logged.
assert set(whitelist) == set(new_whitelist)
assert num_log_has('Pair BLK/BTC in your blacklist. Removing it from whitelist...',
caplog) == 1
def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_conf): def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_conf):
mocker.patch.multiple( mocker.patch.multiple(
@ -1106,33 +1135,34 @@ def test_pairlistmanager_no_pairlist(mocker, whitelist_conf):
# Happy path: Descending order, all values filled # Happy path: Descending order, all values filled
([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}], ([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}],
['ETH/BTC', 'TKN/BTC'], ['ETH/BTC', 'TKN/BTC'],
[{'pair': 'TKN/BTC', 'profit': 5, 'count': 3}, {'pair': 'ETH/BTC', 'profit': 4, 'count': 2}], [{'pair': 'TKN/BTC', 'profit_ratio': 0.05, 'count': 3},
{'pair': 'ETH/BTC', 'profit_ratio': 0.04, 'count': 2}],
['TKN/BTC', 'ETH/BTC']), ['TKN/BTC', 'ETH/BTC']),
# Performance data outside allow list ignored # Performance data outside allow list ignored
([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}], ([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}],
['ETH/BTC', 'TKN/BTC'], ['ETH/BTC', 'TKN/BTC'],
[{'pair': 'OTHER/BTC', 'profit': 5, 'count': 3}, [{'pair': 'OTHER/BTC', 'profit_ratio': 0.05, 'count': 3},
{'pair': 'ETH/BTC', 'profit': 4, 'count': 2}], {'pair': 'ETH/BTC', 'profit_ratio': 0.04, 'count': 2}],
['ETH/BTC', 'TKN/BTC']), ['ETH/BTC', 'TKN/BTC']),
# Partial performance data missing and sorted between positive and negative profit # Partial performance data missing and sorted between positive and negative profit
([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}], ([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}],
['ETH/BTC', 'TKN/BTC', 'LTC/BTC'], ['ETH/BTC', 'TKN/BTC', 'LTC/BTC'],
[{'pair': 'ETH/BTC', 'profit': -5, 'count': 100}, [{'pair': 'ETH/BTC', 'profit_ratio': -0.05, 'count': 100},
{'pair': 'TKN/BTC', 'profit': 4, 'count': 2}], {'pair': 'TKN/BTC', 'profit_ratio': 0.04, 'count': 2}],
['TKN/BTC', 'LTC/BTC', 'ETH/BTC']), ['TKN/BTC', 'LTC/BTC', 'ETH/BTC']),
# Tie in performance data broken by count (ascending) # Tie in performance data broken by count (ascending)
([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}], ([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}],
['ETH/BTC', 'TKN/BTC', 'LTC/BTC'], ['ETH/BTC', 'TKN/BTC', 'LTC/BTC'],
[{'pair': 'LTC/BTC', 'profit': -5.01, 'count': 101}, [{'pair': 'LTC/BTC', 'profit_ratio': -0.0501, 'count': 101},
{'pair': 'TKN/BTC', 'profit': -5.01, 'count': 2}, {'pair': 'TKN/BTC', 'profit_ratio': -0.0501, 'count': 2},
{'pair': 'ETH/BTC', 'profit': -5.01, 'count': 100}], {'pair': 'ETH/BTC', 'profit_ratio': -0.0501, 'count': 100}],
['TKN/BTC', 'ETH/BTC', 'LTC/BTC']), ['TKN/BTC', 'ETH/BTC', 'LTC/BTC']),
# Tie in performance and count, broken by alphabetical sort # Tie in performance and count, broken by alphabetical sort
([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}], ([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}],
['ETH/BTC', 'TKN/BTC', 'LTC/BTC'], ['ETH/BTC', 'TKN/BTC', 'LTC/BTC'],
[{'pair': 'LTC/BTC', 'profit': -5.01, 'count': 1}, [{'pair': 'LTC/BTC', 'profit_ratio': -0.0501, 'count': 1},
{'pair': 'TKN/BTC', 'profit': -5.01, 'count': 1}, {'pair': 'TKN/BTC', 'profit_ratio': -0.0501, 'count': 1},
{'pair': 'ETH/BTC', 'profit': -5.01, 'count': 1}], {'pair': 'ETH/BTC', 'profit_ratio': -0.0501, 'count': 1}],
['ETH/BTC', 'LTC/BTC', 'TKN/BTC']), ['ETH/BTC', 'LTC/BTC', 'TKN/BTC']),
]) ])
def test_performance_filter(mocker, whitelist_conf, pairlists, pair_allowlist, overall_performance, def test_performance_filter(mocker, whitelist_conf, pairlists, pair_allowlist, overall_performance,

View File

@ -440,7 +440,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
assert stats['trade_count'] == 2 assert stats['trade_count'] == 2
assert stats['first_trade_date'] == 'just now' assert stats['first_trade_date'] == 'just now'
assert stats['latest_trade_date'] == 'just now' assert stats['latest_trade_date'] == 'just now'
assert stats['avg_duration'] in ('0:00:00', '0:00:01') assert stats['avg_duration'] in ('0:00:00', '0:00:01', '0:00:02')
assert stats['best_pair'] == 'ETH/BTC' assert stats['best_pair'] == 'ETH/BTC'
assert prec_satoshi(stats['best_rate'], 6.2) assert prec_satoshi(stats['best_rate'], 6.2)
@ -451,7 +451,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
assert stats['trade_count'] == 2 assert stats['trade_count'] == 2
assert stats['first_trade_date'] == 'just now' assert stats['first_trade_date'] == 'just now'
assert stats['latest_trade_date'] == 'just now' assert stats['latest_trade_date'] == 'just now'
assert stats['avg_duration'] in ('0:00:00', '0:00:01') assert stats['avg_duration'] in ('0:00:00', '0:00:01', '0:00:02')
assert stats['best_pair'] == 'ETH/BTC' assert stats['best_pair'] == 'ETH/BTC'
assert prec_satoshi(stats['best_rate'], 6.2) assert prec_satoshi(stats['best_rate'], 6.2)
assert isnan(stats['profit_all_coin']) assert isnan(stats['profit_all_coin'])
@ -1241,6 +1241,16 @@ def test_rpc_blacklist(mocker, default_conf) -> None:
assert 'errors' in ret assert 'errors' in ret
assert isinstance(ret['errors'], dict) assert isinstance(ret['errors'], dict)
ret = rpc._rpc_blacklist_delete(["DOGE/BTC", 'HOT/BTC'])
assert 'StaticPairList' in ret['method']
assert len(ret['blacklist']) == 2
assert ret['blacklist'] == default_conf['exchange']['pair_blacklist']
assert ret['blacklist'] == ['ETH/BTC', 'XRP/.*']
assert ret['blacklist_expanded'] == ['ETH/BTC', 'XRP/BTC', 'XRP/USDT']
assert 'errors' in ret
assert isinstance(ret['errors'], dict)
def test_rpc_edge_disabled(mocker, default_conf) -> None: def test_rpc_edge_disabled(mocker, default_conf) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())

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@ -1016,6 +1016,38 @@ def test_api_blacklist(botclient, mocker):
"errors": {}, "errors": {},
} }
rc = client_delete(client, f"{BASE_URI}/blacklist?pairs_to_delete=DOGE/BTC")
assert_response(rc)
assert rc.json() == {"blacklist": ["HOT/BTC", "ETH/BTC", "XRP/.*"],
"blacklist_expanded": ["ETH/BTC", "XRP/BTC", "XRP/USDT"],
"length": 3,
"method": ["StaticPairList"],
"errors": {},
}
rc = client_delete(client, f"{BASE_URI}/blacklist?pairs_to_delete=NOTHING/BTC")
assert_response(rc)
assert rc.json() == {"blacklist": ["HOT/BTC", "ETH/BTC", "XRP/.*"],
"blacklist_expanded": ["ETH/BTC", "XRP/BTC", "XRP/USDT"],
"length": 3,
"method": ["StaticPairList"],
"errors": {
"NOTHING/BTC": {
"error_msg": "Pair NOTHING/BTC is not in the current blacklist."
}
},
}
rc = client_delete(
client,
f"{BASE_URI}/blacklist?pairs_to_delete=HOT/BTC&pairs_to_delete=ETH/BTC")
assert_response(rc)
assert rc.json() == {"blacklist": ["XRP/.*"],
"blacklist_expanded": ["XRP/BTC", "XRP/USDT"],
"length": 1,
"method": ["StaticPairList"],
"errors": {},
}
def test_api_whitelist(botclient): def test_api_whitelist(botclient):
ftbot, client = botclient ftbot, client = botclient

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@ -98,7 +98,7 @@ def test_telegram_init(default_conf, mocker, caplog) -> None:
"['stats'], ['daily'], ['weekly'], ['monthly'], " "['stats'], ['daily'], ['weekly'], ['monthly'], "
"['count'], ['locks'], ['unlock', 'delete_locks'], " "['count'], ['locks'], ['unlock', 'delete_locks'], "
"['reload_config', 'reload_conf'], ['show_config', 'show_conf'], " "['reload_config', 'reload_conf'], ['show_config', 'show_conf'], "
"['stopbuy'], ['whitelist'], ['blacklist'], " "['stopbuy'], ['whitelist'], ['blacklist'], ['blacklist_delete', 'bl_delete'], "
"['logs'], ['edge'], ['help'], ['version']" "['logs'], ['edge'], ['help'], ['version']"
"]") "]")
@ -587,7 +587,7 @@ def test_monthly_handle(default_conf, update, ticker, limit_buy_order, fee,
assert 'Monthly Profit over the last 2 months</b>:' in msg_mock.call_args_list[0][0][0] assert 'Monthly Profit over the last 2 months</b>:' in msg_mock.call_args_list[0][0][0]
assert 'Month ' in msg_mock.call_args_list[0][0][0] assert 'Month ' in msg_mock.call_args_list[0][0][0]
today = datetime.utcnow().date() today = datetime.utcnow().date()
current_month = f"{today.year}-{today.month} " current_month = f"{today.year}-{today.month:02} "
assert current_month in msg_mock.call_args_list[0][0][0] assert current_month in msg_mock.call_args_list[0][0][0]
assert str(' 0.00006217 BTC') in msg_mock.call_args_list[0][0][0] assert str(' 0.00006217 BTC') in msg_mock.call_args_list[0][0][0]
assert str(' 0.933 USD') in msg_mock.call_args_list[0][0][0] assert str(' 0.933 USD') in msg_mock.call_args_list[0][0][0]
@ -958,6 +958,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
'profit_amount': 6.314e-05, 'profit_amount': 6.314e-05,
'profit_ratio': 0.0629778, 'profit_ratio': 0.0629778,
'stake_currency': 'BTC', 'stake_currency': 'BTC',
'base_currency': 'ETH',
'fiat_currency': 'USD', 'fiat_currency': 'USD',
'buy_tag': ANY, 'buy_tag': ANY,
'enter_tag': ANY, 'enter_tag': ANY,
@ -1025,6 +1026,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
'profit_amount': -5.497e-05, 'profit_amount': -5.497e-05,
'profit_ratio': -0.05482878, 'profit_ratio': -0.05482878,
'stake_currency': 'BTC', 'stake_currency': 'BTC',
'base_currency': 'ETH',
'fiat_currency': 'USD', 'fiat_currency': 'USD',
'buy_tag': ANY, 'buy_tag': ANY,
'enter_tag': ANY, 'enter_tag': ANY,
@ -1082,6 +1084,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
'profit_amount': -4.09e-06, 'profit_amount': -4.09e-06,
'profit_ratio': -0.00408133, 'profit_ratio': -0.00408133,
'stake_currency': 'BTC', 'stake_currency': 'BTC',
'base_currency': 'ETH',
'fiat_currency': 'USD', 'fiat_currency': 'USD',
'buy_tag': ANY, 'buy_tag': ANY,
'enter_tag': ANY, 'enter_tag': ANY,
@ -1483,6 +1486,13 @@ def test_blacklist_static(default_conf, update, mocker) -> None:
in msg_mock.call_args_list[0][0][0]) in msg_mock.call_args_list[0][0][0])
assert freqtradebot.pairlists.blacklist == ["DOGE/BTC", "HOT/BTC", "ETH/BTC", "XRP/.*"] assert freqtradebot.pairlists.blacklist == ["DOGE/BTC", "HOT/BTC", "ETH/BTC", "XRP/.*"]
msg_mock.reset_mock()
context.args = ["DOGE/BTC"]
telegram._blacklist_delete(update=update, context=context)
assert msg_mock.call_count == 1
assert ("Blacklist contains 3 pairs\n`HOT/BTC, ETH/BTC, XRP/.*`"
in msg_mock.call_args_list[0][0][0])
def test_telegram_logs(default_conf, update, mocker) -> None: def test_telegram_logs(default_conf, update, mocker) -> None:
mocker.patch.multiple( mocker.patch.multiple(

View File

@ -2091,7 +2091,7 @@ def test_handle_trade_roi(default_conf_usdt, ticker_usdt, limit_order_open, fee,
# executing # executing
# if ROI is reached we must sell # if ROI is reached we must sell
caplog.clear() caplog.clear()
patch_get_signal(freqtrade, enter_long=False, exit_long=not is_short, exit_short=is_short) patch_get_signal(freqtrade)
assert freqtrade.handle_trade(trade) assert freqtrade.handle_trade(trade)
assert log_has("ETH/USDT - Required profit reached. sell_type=SellType.ROI", assert log_has("ETH/USDT - Required profit reached. sell_type=SellType.ROI",
caplog) caplog)
@ -2416,10 +2416,20 @@ def test_check_handle_timedout_sell_usercustom(
assert open_trade_usdt.is_open is True assert open_trade_usdt.is_open is True
assert freqtrade.strategy.check_sell_timeout.call_count == 1 assert freqtrade.strategy.check_sell_timeout.call_count == 1
# 2nd canceled trade ... # 2nd canceled trade - Fail execute sell
caplog.clear() caplog.clear()
open_trade_usdt.open_order_id = 'order_id_2' open_trade_usdt.open_order_id = 'order_id_2'
mocker.patch('freqtrade.persistence.Trade.get_exit_order_count', return_value=1) mocker.patch('freqtrade.persistence.Trade.get_exit_order_count', return_value=1)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.execute_trade_exit',
side_effect=DependencyException)
freqtrade.check_handle_timedout()
assert log_has_re('Unable to emergency sell .*', caplog)
et_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.execute_trade_exit')
caplog.clear()
# 2nd canceled trade ...
open_trade_usdt.open_order_id = 'order_id_2'
freqtrade.check_handle_timedout() freqtrade.check_handle_timedout()
assert log_has_re('Emergencyselling trade.*', caplog) assert log_has_re('Emergencyselling trade.*', caplog)
assert et_mock.call_count == 1 assert et_mock.call_count == 1
@ -3602,9 +3612,9 @@ def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_order_op
# Test if buy-signal is absent (should sell due to roi = true) # Test if buy-signal is absent (should sell due to roi = true)
if is_short: if is_short:
patch_get_signal(freqtrade, enter_long=False, exit_short=True) patch_get_signal(freqtrade, enter_long=False, exit_short=False)
else: else:
patch_get_signal(freqtrade, enter_long=False, exit_long=True) patch_get_signal(freqtrade, enter_long=False, exit_long=False)
assert freqtrade.handle_trade(trade) is True assert freqtrade.handle_trade(trade) is True
assert trade.sell_reason == SellType.ROI.value assert trade.sell_reason == SellType.ROI.value
@ -3808,12 +3818,11 @@ def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_
trade.is_short = is_short trade.is_short = is_short
trade.update(limit_order[enter_side(is_short)]) trade.update(limit_order[enter_side(is_short)])
# Sell due to min_roi_reached # Sell due to min_roi_reached
patch_get_signal(freqtrade, enter_long=not is_short, exit_long=not is_short, patch_get_signal(freqtrade, enter_long=not is_short, enter_short=is_short, exit_short=is_short)
enter_short=is_short, exit_short=is_short)
assert freqtrade.handle_trade(trade) is True assert freqtrade.handle_trade(trade) is True
# Test if buy-signal is absent # Test if buy-signal is absent
patch_get_signal(freqtrade, enter_long=False, exit_long=not is_short, exit_short=is_short) patch_get_signal(freqtrade)
assert freqtrade.handle_trade(trade) is True assert freqtrade.handle_trade(trade) is True
assert trade.sell_reason == SellType.ROI.value assert trade.sell_reason == SellType.ROI.value

View File

@ -185,16 +185,18 @@ def test_render_template_fallback(mocker):
assert 'if self.dp' in val assert 'if self.dp' in val
def test_parse_db_uri_for_logging() -> None: @pytest.mark.parametrize('conn_url,expected', [
postgresql_conn_uri = "postgresql+psycopg2://scott123:scott123@host/dbname" ("postgresql+psycopg2://scott123:scott123@host:1245/dbname",
mariadb_conn_uri = "mariadb+mariadbconnector://app_user:Password123!@127.0.0.1:3306/company" "postgresql+psycopg2://scott123:*****@host:1245/dbname"),
mysql_conn_uri = "mysql+pymysql://user:pass@some_mariadb/dbname?charset=utf8mb4" ("postgresql+psycopg2://scott123:scott123@host.name.com/dbname",
sqlite_conn_uri = "sqlite:////freqtrade/user_data/tradesv3.sqlite" "postgresql+psycopg2://scott123:*****@host.name.com/dbname"),
censored_pwd = "*****" ("mariadb+mariadbconnector://app_user:Password123!@127.0.0.1:3306/company",
"mariadb+mariadbconnector://app_user:*****@127.0.0.1:3306/company"),
("mysql+pymysql://user:pass@some_mariadb/dbname?charset=utf8mb4",
"mysql+pymysql://user:*****@some_mariadb/dbname?charset=utf8mb4"),
("sqlite:////freqtrade/user_data/tradesv3.sqlite",
"sqlite:////freqtrade/user_data/tradesv3.sqlite"),
])
def test_parse_db_uri_for_logging(conn_url, expected) -> None:
def get_pwd(x): return x.split(':')[2].split('@')[0] assert parse_db_uri_for_logging(conn_url) == expected
assert get_pwd(parse_db_uri_for_logging(postgresql_conn_uri)) == censored_pwd
assert get_pwd(parse_db_uri_for_logging(mariadb_conn_uri)) == censored_pwd
assert get_pwd(parse_db_uri_for_logging(mysql_conn_uri)) == censored_pwd
assert sqlite_conn_uri == parse_db_uri_for_logging(sqlite_conn_uri)

View File

@ -43,7 +43,7 @@ def test_worker_stopped(mocker, default_conf, caplog) -> None:
worker.freqtrade.state = State.STOPPED worker.freqtrade.state = State.STOPPED
state = worker._worker(old_state=State.RUNNING) state = worker._worker(old_state=State.RUNNING)
assert state is State.STOPPED assert state is State.STOPPED
assert log_has('Changing state to: STOPPED', caplog) assert log_has('Changing state from RUNNING to: STOPPED', caplog)
assert mock_throttle.call_count == 1 assert mock_throttle.call_count == 1