Lint fixes (#236)

* correct docstring

* add type annotation to trade_count_lock

* fix indentations

* allow globals in hyperopt.py

* fix import order

* simplify asserts

* use proper variable name

* simplify condition

* fix path operation that fails on windows

freqtrade/main.py

@@ -78,8 +78,8 @@ def _process(dynamic_whitelist: Optional[int] = 0) -> bool:
                         'Checked all whitelisted currencies. '
                         'Found no suitable entry positions for buying. Will keep looking ...'
                     )
-            except DependencyException as e:
-                logger.warning('Unable to create trade: %s', e)
+            except DependencyException as exception:
+                logger.warning('Unable to create trade: %s', exception)
 
         for trade in trades:
             # Get order details for actual price per unit
@@ -291,8 +291,7 @@ def gen_pair_whitelist(base_currency: str, topn: int = 20, key: str = 'BaseVolum
         reverse=True
     )
 
-    # topn must be greater than 0
-    if not topn > 0:
+    if topn <= 0:
         topn = 20
 
     return [s['MarketName'].replace('-', '_') for s in summaries[:topn]]

freqtrade/optimize/__init__.py

@@ -58,7 +58,7 @@ def preprocess(tickerdata: Dict[str, List]) -> Dict[str, DataFrame]:
 
 def testdata_path() -> str:
     """Return the path where testdata files are stored"""
-    return os.path.abspath(os.path.dirname(__file__)) + '/../tests/testdata'
+    return os.path.abspath(os.path.join(os.path.dirname(__file__), '..', 'tests', 'testdata'))
 
 
 def download_pairs(pairs: List[str]) -> bool:

freqtrade/optimize/backtesting.py

@@ -68,14 +68,14 @@ def backtest(stake_amount: float, processed: Dict[str, DataFrame],
              max_open_trades: int = 0, realistic: bool = True) -> DataFrame:
     """
     Implements backtesting functionality
-    :param config: config to use
+    :param stake_amount: btc amount to use for each trade
     :param processed: a processed dictionary with format {pair, data}
     :param max_open_trades: maximum number of concurrent trades (default: 0, disabled)
     :param realistic: do we try to simulate realistic trades? (default: True)
     :return: DataFrame
     """
     trades = []
-    trade_count_lock = {}
+    trade_count_lock: dict = {}
     exchange._API = Bittrex({'key': '', 'secret': ''})
     for pair, pair_data in processed.items():
         pair_data['buy'], pair_data['sell'] = 0, 0
@@ -120,7 +120,7 @@ def backtest(stake_amount: float, processed: Dict[str, DataFrame],
                             current_profit_percent,
                             current_profit_BTC,
                             row2.Index - row.Index
-                         )
+                        )
                     )
                     break
     labels = ['currency', 'profit_percent', 'profit_BTC', 'duration']

freqtrade/optimize/hyperopt.py

@@ -1,4 +1,4 @@
-# pragma pylint: disable=missing-docstring,W0212
+# pragma pylint: disable=missing-docstring,W0212,W0603
 
 
 import json
@@ -159,7 +159,7 @@ def format_results(results: DataFrame):
                 results.profit_percent.mean() * 100.0,
                 results.profit_BTC.sum(),
                 results.duration.mean() * 5,
-    )
+            )
 
 
 def buy_strategy_generator(params):

freqtrade/tests/test_optimize_backtesting.py

@@ -1,10 +1,10 @@
 # pragma pylint: disable=missing-docstring,W0212
 
+import os
 from freqtrade import exchange, optimize
 from freqtrade.exchange import Bittrex
 from freqtrade.optimize.backtesting import backtest
 from freqtrade.optimize.__init__ import testdata_path, download_pairs, download_backtesting_testdata
-import os
 
 
 def test_backtest(default_conf, mocker):
@@ -13,8 +13,7 @@ def test_backtest(default_conf, mocker):
 
     data = optimize.load_data(ticker_interval=5, pairs=['BTC_ETH'])
     results = backtest(default_conf['stake_amount'], optimize.preprocess(data), 10, True)
-    num_results = len(results)
-    assert num_results > 0
+    assert not results.empty
 
 
 def test_1min_ticker_interval(default_conf, mocker):
@@ -24,7 +23,7 @@ def test_1min_ticker_interval(default_conf, mocker):
     # Run a backtesting for an exiting 5min ticker_interval
     data = optimize.load_data(ticker_interval=1, pairs=['BTC_UNITEST'])
     results = backtest(default_conf['stake_amount'], optimize.preprocess(data), 1, True)
-    assert len(results) > 0
+    assert not results.empty
 
 
 def test_backtest_with_new_pair(default_conf, ticker_history, mocker):
@@ -43,7 +42,7 @@ def test_backtest_with_new_pair(default_conf, ticker_history, mocker):
 
 
 def test_testdata_path():
-    assert str('freqtrade/optimize/../tests/testdata') in testdata_path()
+    assert os.path.join('freqtrade', 'tests', 'testdata') in testdata_path()
 
 
 def test_download_pairs(default_conf, ticker_history, mocker):