Matthias
GitHub
commit
de57da3249
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@ -44,11 +44,11 @@ optional arguments:
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### How to use a different config file?
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The bot allows you to select which config file you want to use. Per
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The bot allows you to select which config file you want to use. Per
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default, the bot will load the file `./config.json`
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```bash
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python3 ./freqtrade/main.py -c path/far/far/away/config.json
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python3 ./freqtrade/main.py -c path/far/far/away/config.json
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```
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### How to use --strategy?
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@ -61,7 +61,7 @@ The bot will search your strategy file within `user_data/strategies` and `freqtr
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To load a strategy, simply pass the class name (e.g.: `CustomStrategy`) in this parameter.
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**Example:**
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**Example:**
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In `user_data/strategies` you have a file `my_awesome_strategy.py` which has
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a strategy class called `AwesomeStrategy` to load it:
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@ -69,7 +69,7 @@ a strategy class called `AwesomeStrategy` to load it:
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python3 ./freqtrade/main.py --strategy AwesomeStrategy
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```
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If the bot does not find your strategy file, it will display in an error
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If the bot does not find your strategy file, it will display in an error
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message the reason (File not found, or errors in your code).
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Learn more about strategy file in [optimize your bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md).
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@ -84,37 +84,37 @@ python3 ./freqtrade/main.py --strategy AwesomeStrategy --strategy-path /some/fol
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#### How to install a strategy?
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This is very simple. Copy paste your strategy file into the folder
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This is very simple. Copy paste your strategy file into the folder
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`user_data/strategies` or use `--strategy-path`. And voila, the bot is ready to use it.
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### How to use --dynamic-whitelist?
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Per default `--dynamic-whitelist` will retrieve the 20 currencies based
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Per default `--dynamic-whitelist` will retrieve the 20 currencies based
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on BaseVolume. This value can be changed when you run the script.
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**By Default**
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Get the 20 currencies based on BaseVolume.
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**By Default**
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Get the 20 currencies based on BaseVolume.
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```bash
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python3 ./freqtrade/main.py --dynamic-whitelist
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```
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**Customize the number of currencies to retrieve**
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Get the 30 currencies based on BaseVolume.
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**Customize the number of currencies to retrieve**
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Get the 30 currencies based on BaseVolume.
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```bash
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python3 ./freqtrade/main.py --dynamic-whitelist 30
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```
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**Exception**
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**Exception**
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`--dynamic-whitelist` must be greater than 0. If you enter 0 or a
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negative value (e.g -2), `--dynamic-whitelist` will use the default
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value (20).
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### How to use --db-url?
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When you run the bot in Dry-run mode, per default no transactions are
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stored in a database. If you want to store your bot actions in a DB
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When you run the bot in Dry-run mode, per default no transactions are
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stored in a database. If you want to store your bot actions in a DB
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using `--db-url`. This can also be used to specify a custom database
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in production mode. Example command:
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@ -170,15 +170,15 @@ optional arguments:
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### How to use --refresh-pairs-cached parameter?
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The first time your run Backtesting, it will take the pairs you have
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set in your config file and download data from Bittrex.
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The first time your run Backtesting, it will take the pairs you have
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set in your config file and download data from Bittrex.
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If for any reason you want to update your data set, you use
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`--refresh-pairs-cached` to force Backtesting to update the data it has.
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If for any reason you want to update your data set, you use
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`--refresh-pairs-cached` to force Backtesting to update the data it has.
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**Use it only if you want to update your data set. You will not be able
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to come back to the previous version.**
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To test your strategy with latest data, we recommend continuing using
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To test your strategy with latest data, we recommend continuing using
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the parameter `-l` or `--live`.
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## Hyperopt commands
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@ -211,6 +211,31 @@ optional arguments:
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```
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## Edge commands
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To know your trade expectacny and winrate against historical data, you can use Edge.
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```
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usage: main.py edge [-h] [-i TICKER_INTERVAL] [--timerange TIMERANGE] [-r]
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[--stoplosses STOPLOSS_RANGE]
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optional arguments:
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-h, --help show this help message and exit
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-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
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specify ticker interval (1m, 5m, 30m, 1h, 1d)
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--timerange TIMERANGE
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specify what timerange of data to use.
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-r, --refresh-pairs-cached
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refresh the pairs files in tests/testdata with the
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latest data from the exchange. Use it if you want to
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run your edge with up-to-date data.
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--stoplosses STOPLOSS_RANGE
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defines a range of stoploss against which edge will
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assess the strategythe format is "min,max,step"
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(without any space).example:
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--stoplosses=-0.01,-0.1,-0.001
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```
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## A parameter missing in the configuration?
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All parameters for `main.py`, `backtesting`, `hyperopt` are referenced
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@ -218,5 +243,5 @@ in [misc.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/misc.
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## Next step
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The optimal strategy of the bot will change with time depending of the market trends. The next step is to
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The optimal strategy of the bot will change with time depending of the market trends. The next step is to
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[optimize your bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md).
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56
docs/edge.md
56
docs/edge.md
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@ -3,12 +3,14 @@
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This page explains how to use Edge Positioning module in your bot in order to enter into a trade only if the trade has a reasonable win rate and risk reward ratio, and consequently adjust your position size and stoploss.
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**NOTICE:** Edge positioning is not compatible with dynamic whitelist. it overrides dynamic whitelist.
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**NOTICE2:** Edge won't consider anything else than buy/sell/stoploss signals. So trailing stoploss, ROI, and everything else will be ignored in its calculation.
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## Table of Contents
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- [Introduction](#introduction)
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- [How does it work?](#how-does-it-work?)
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- [Configurations](#configurations)
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- [Running Edge independently](#running-edge-independently)
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## Introduction
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Trading is all about probability. No one can claim that he has a strategy working all the time. You have to assume that sometimes you lose.<br/><br/>
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@ -149,3 +151,57 @@ Edge will filter out trades with long duration. If a trade is profitable after 1
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#### remove_pumps
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Edge will remove sudden pumps in a given market while going through historical data. However, given that pumps happen very often in crypto markets, we recommend you keep this off.<br/>
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(default to false)
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## Running Edge independently
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You can run Edge independently in order to see in details the result. Here is an example:
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```bash
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python3 ./freqtrade/main.py edge
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```
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An example of its output:
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| pair | stoploss | win rate | risk reward ratio | required risk reward | expectancy | total number of trades | average duration (min) |
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|:----------|-----------:|-----------:|--------------------:|-----------------------:|-------------:|-------------------------:|-------------------------:|
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| AGI/BTC | -0.02 | 0.64 | 5.86 | 0.56 | 3.41 | 14 | 54 |
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| NXS/BTC | -0.03 | 0.64 | 2.99 | 0.57 | 1.54 | 11 | 26 |
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| LEND/BTC | -0.02 | 0.82 | 2.05 | 0.22 | 1.50 | 11 | 36 |
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| VIA/BTC | -0.01 | 0.55 | 3.01 | 0.83 | 1.19 | 11 | 48 |
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| MTH/BTC | -0.09 | 0.56 | 2.82 | 0.80 | 1.12 | 18 | 52 |
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| ARDR/BTC | -0.04 | 0.42 | 3.14 | 1.40 | 0.73 | 12 | 42 |
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| BCPT/BTC | -0.01 | 0.71 | 1.34 | 0.40 | 0.67 | 14 | 30 |
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| WINGS/BTC | -0.02 | 0.56 | 1.97 | 0.80 | 0.65 | 27 | 42 |
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| VIBE/BTC | -0.02 | 0.83 | 0.91 | 0.20 | 0.59 | 12 | 35 |
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| MCO/BTC | -0.02 | 0.79 | 0.97 | 0.27 | 0.55 | 14 | 31 |
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| GNT/BTC | -0.02 | 0.50 | 2.06 | 1.00 | 0.53 | 18 | 24 |
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| HOT/BTC | -0.01 | 0.17 | 7.72 | 4.81 | 0.50 | 209 | 7 |
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| SNM/BTC | -0.03 | 0.71 | 1.06 | 0.42 | 0.45 | 17 | 38 |
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| APPC/BTC | -0.02 | 0.44 | 2.28 | 1.27 | 0.44 | 25 | 43 |
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| NEBL/BTC | -0.03 | 0.63 | 1.29 | 0.58 | 0.44 | 19 | 59 |
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### Update cached pairs with the latest data
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```bash
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python3 ./freqtrade/main.py edge --refresh-pairs-cached
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```
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### Precising stoploss range
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```bash
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python3 ./freqtrade/main.py edge --stoplosses=-0.01,-0.1,-0.001 #min,max,step
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```
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### Advanced use of timerange
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```bash
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python3 ./freqtrade/main.py edge --timerange=20181110-20181113
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```
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Doing --timerange=-200 will get the last 200 timeframes from your inputdata. You can also specify specific dates, or a range span indexed by start and stop.
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The full timerange specification:
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* Use last 123 tickframes of data: --timerange=-123
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* Use first 123 tickframes of data: --timerange=123-
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* Use tickframes from line 123 through 456: --timerange=123-456
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* Use tickframes till 2018/01/31: --timerange=-20180131
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* Use tickframes since 2018/01/31: --timerange=20180131-
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* Use tickframes since 2018/01/31 till 2018/03/01 : --timerange=20180131-20180301
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* Use tickframes between POSIX timestamps 1527595200 1527618600: --timerange=1527595200-1527618600
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@ -21,6 +21,7 @@ Pull-request. Do not hesitate to reach us on
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- [Bot commands](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#bot-commands)
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- [Backtesting commands](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#backtesting-commands)
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- [Hyperopt commands](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#hyperopt-commands)
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- [Edge commands](https://github.com/mishaker/freqtrade/blob/develop/docs/bot-usage.md#edge-commands)
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- [Bot Optimization](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md)
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- [Change your strategy](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md#change-your-strategy)
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- [Add more Indicator](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md#add-more-indicator)
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@ -128,6 +128,22 @@ class Arguments(object):
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"""
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Parses given arguments for Backtesting scripts.
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"""
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parser.add_argument(
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'--eps', '--enable-position-stacking',
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help='Allow buying the same pair multiple times (position stacking)',
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action='store_true',
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dest='position_stacking',
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default=False
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)
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parser.add_argument(
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'--dmmp', '--disable-max-market-positions',
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help='Disable applying `max_open_trades` during backtest '
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'(same as setting `max_open_trades` to a very high number)',
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action='store_false',
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dest='use_max_market_positions',
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default=True
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)
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parser.add_argument(
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'-l', '--live',
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help='using live data',
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@ -171,6 +187,27 @@ class Arguments(object):
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metavar='PATH',
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)
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@staticmethod
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def edge_options(parser: argparse.ArgumentParser) -> None:
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"""
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Parses given arguments for Backtesting scripts.
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"""
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parser.add_argument(
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'-r', '--refresh-pairs-cached',
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help='refresh the pairs files in tests/testdata with the latest data from the '
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'exchange. Use it if you want to run your edge with up-to-date data.',
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action='store_true',
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dest='refresh_pairs',
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)
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parser.add_argument(
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'--stoplosses',
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help='defines a range of stoploss against which edge will assess the strategy '
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'the format is "min,max,step" (without any space).'
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'example: --stoplosses=-0.01,-0.1,-0.001',
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type=str,
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dest='stoploss_range',
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)
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@staticmethod
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def optimizer_shared_options(parser: argparse.ArgumentParser) -> None:
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"""
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@ -184,6 +221,20 @@ class Arguments(object):
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dest='ticker_interval',
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type=str,
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)
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parser.add_argument(
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'--timerange',
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help='specify what timerange of data to use.',
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default=None,
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type=str,
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dest='timerange',
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)
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@staticmethod
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def hyperopt_options(parser: argparse.ArgumentParser) -> None:
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"""
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Parses given arguments for Hyperopt scripts.
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"""
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parser.add_argument(
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'--eps', '--enable-position-stacking',
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help='Allow buying the same pair multiple times (position stacking)',
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@ -200,20 +251,6 @@ class Arguments(object):
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dest='use_max_market_positions',
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default=True
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)
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parser.add_argument(
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'--timerange',
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help='specify what timerange of data to use.',
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default=None,
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type=str,
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dest='timerange',
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)
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@staticmethod
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def hyperopt_options(parser: argparse.ArgumentParser) -> None:
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"""
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Parses given arguments for Hyperopt scripts.
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"""
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parser.add_argument(
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'-e', '--epochs',
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help='specify number of epochs (default: %(default)d)',
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@ -237,7 +274,7 @@ class Arguments(object):
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Builds and attaches all subcommands
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:return: None
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"""
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from freqtrade.optimize import backtesting, hyperopt
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from freqtrade.optimize import backtesting, hyperopt, edge_cli
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subparsers = self.parser.add_subparsers(dest='subparser')
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@ -247,6 +284,12 @@ class Arguments(object):
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self.optimizer_shared_options(backtesting_cmd)
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self.backtesting_options(backtesting_cmd)
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# Add edge subcommand
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edge_cmd = subparsers.add_parser('edge', help='edge module')
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edge_cmd.set_defaults(func=edge_cli.start)
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self.optimizer_shared_options(edge_cmd)
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self.edge_options(edge_cmd)
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# Add hyperopt subcommand
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hyperopt_cmd = subparsers.add_parser('hyperopt', help='hyperopt module')
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hyperopt_cmd.set_defaults(func=hyperopt.start)
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|
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@ -59,6 +59,9 @@ class Configuration(object):
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# Load Backtesting
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config = self._load_backtesting_config(config)
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# Load Edge
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config = self._load_edge_config(config)
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# Load Hyperopt
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config = self._load_hyperopt_config(config)
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@ -218,6 +221,32 @@ class Configuration(object):
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return config
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def _load_edge_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
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"""
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Extract information for sys.argv and load Edge configuration
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:return: configuration as dictionary
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"""
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# If --timerange is used we add it to the configuration
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if 'timerange' in self.args and self.args.timerange:
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config.update({'timerange': self.args.timerange})
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logger.info('Parameter --timerange detected: %s ...', self.args.timerange)
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# If --timerange is used we add it to the configuration
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if 'stoploss_range' in self.args and self.args.stoploss_range:
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txt_range = eval(self.args.stoploss_range)
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config['edge'].update({'stoploss_range_min': txt_range[0]})
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config['edge'].update({'stoploss_range_max': txt_range[1]})
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config['edge'].update({'stoploss_range_step': txt_range[2]})
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logger.info('Parameter --stoplosses detected: %s ...', self.args.stoploss_range)
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# If -r/--refresh-pairs-cached is used we add it to the configuration
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if 'refresh_pairs' in self.args and self.args.refresh_pairs:
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config.update({'refresh_pairs': True})
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logger.info('Parameter -r/--refresh-pairs-cached detected ...')
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return config
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def _load_hyperopt_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
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"""
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Extract information for sys.argv and load Hyperopt configuration
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|
|
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@ -33,7 +33,9 @@ class Edge():
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# pair info data type
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_pair_info = namedtuple(
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'pair_info',
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['stoploss', 'winrate', 'risk_reward_ratio', 'required_risk_reward', 'expectancy'])
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['stoploss', 'winrate', 'risk_reward_ratio', 'required_risk_reward', 'expectancy',
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'nb_trades', 'avg_trade_duration']
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)
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def __init__(self, config: Dict[str, Any], exchange, strategy) -> None:
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@ -53,6 +55,7 @@ class Edge():
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self._allowed_risk: float = self.edge_config.get('allowed_risk')
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self._since_number_of_days: int = self.edge_config.get('calculate_since_number_of_days', 14)
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self._last_updated: int = 0 # Timestamp of pairs last updated time
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self._refresh_pairs = True
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self._stoploss_range_min = float(self.edge_config.get('stoploss_range_min', -0.01))
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self._stoploss_range_max = float(self.edge_config.get('stoploss_range_max', -0.05))
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@ -86,7 +89,7 @@ class Edge():
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self.config['datadir'],
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pairs=pairs,
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ticker_interval=self.ticker_interval,
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refresh_pairs=True,
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refresh_pairs=self._refresh_pairs,
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exchange=self.exchange,
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timerange=self._timerange
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)
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|
|
@ -296,7 +299,9 @@ class Edge():
|
|||
'winrate': x.winrate,
|
||||
'risk_reward_ratio': x.risk_reward_ratio,
|
||||
'required_risk_reward': x.required_risk_reward,
|
||||
'expectancy': x.expectancy
|
||||
'expectancy': x.expectancy,
|
||||
'nb_trades': x.nb_trades,
|
||||
'avg_trade_duration': x.avg_trade_duration
|
||||
}
|
||||
final[x.pair] = self._pair_info(**info)
|
||||
|
||||
|
|
|
|||
|
|
@ -0,0 +1,106 @@
|
|||
# pragma pylint: disable=missing-docstring, W0212, too-many-arguments
|
||||
|
||||
"""
|
||||
This module contains the backtesting logic
|
||||
"""
|
||||
import logging
|
||||
from argparse import Namespace
|
||||
from typing import Dict, Any
|
||||
from tabulate import tabulate
|
||||
from freqtrade.edge import Edge
|
||||
|
||||
from freqtrade.configuration import Configuration
|
||||
from freqtrade.arguments import Arguments
|
||||
from freqtrade.exchange import Exchange
|
||||
from freqtrade.strategy.resolver import StrategyResolver
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
class EdgeCli(object):
|
||||
"""
|
||||
Backtesting class, this class contains all the logic to run a backtest
|
||||
|
||||
To run a backtest:
|
||||
backtesting = Backtesting(config)
|
||||
backtesting.start()
|
||||
"""
|
||||
|
||||
def __init__(self, config: Dict[str, Any]) -> None:
|
||||
self.config = config
|
||||
|
||||
# Reset keys for edge
|
||||
self.config['exchange']['key'] = ''
|
||||
self.config['exchange']['secret'] = ''
|
||||
self.config['exchange']['password'] = ''
|
||||
self.config['exchange']['uid'] = ''
|
||||
self.config['dry_run'] = True
|
||||
self.exchange = Exchange(self.config)
|
||||
self.strategy = StrategyResolver(self.config).strategy
|
||||
|
||||
self.edge = Edge(config, self.exchange, self.strategy)
|
||||
self.edge._refresh_pairs = self.config.get('refresh_pairs', False)
|
||||
|
||||
self.timerange = Arguments.parse_timerange(None if self.config.get(
|
||||
'timerange') is None else str(self.config.get('timerange')))
|
||||
|
||||
self.edge._timerange = self.timerange
|
||||
|
||||
def _generate_edge_table(self, results: dict) -> str:
|
||||
|
||||
floatfmt = ('s', '.10g', '.2f', '.2f', '.2f', '.2f', 'd', '.d')
|
||||
tabular_data = []
|
||||
headers = ['pair', 'stoploss', 'win rate', 'risk reward ratio',
|
||||
'required risk reward', 'expectancy', 'total number of trades',
|
||||
'average duration (min)']
|
||||
|
||||
for result in results.items():
|
||||
if result[1].nb_trades > 0:
|
||||
tabular_data.append([
|
||||
result[0],
|
||||
result[1].stoploss,
|
||||
result[1].winrate,
|
||||
result[1].risk_reward_ratio,
|
||||
result[1].required_risk_reward,
|
||||
result[1].expectancy,
|
||||
result[1].nb_trades,
|
||||
round(result[1].avg_trade_duration)
|
||||
])
|
||||
|
||||
return tabulate(tabular_data, headers=headers, floatfmt=floatfmt, tablefmt="pipe")
|
||||
|
||||
def start(self) -> None:
|
||||
self.edge.calculate()
|
||||
print('') # blank like for readability
|
||||
print(self._generate_edge_table(self.edge._cached_pairs))
|
||||
|
||||
|
||||
def setup_configuration(args: Namespace) -> Dict[str, Any]:
|
||||
"""
|
||||
Prepare the configuration for the backtesting
|
||||
:param args: Cli args from Arguments()
|
||||
:return: Configuration
|
||||
"""
|
||||
configuration = Configuration(args)
|
||||
config = configuration.get_config()
|
||||
|
||||
# Ensure we do not use Exchange credentials
|
||||
config['exchange']['key'] = ''
|
||||
config['exchange']['secret'] = ''
|
||||
|
||||
return config
|
||||
|
||||
|
||||
def start(args: Namespace) -> None:
|
||||
"""
|
||||
Start Edge script
|
||||
:param args: Cli args from Arguments()
|
||||
:return: None
|
||||
"""
|
||||
# Initialize configuration
|
||||
config = setup_configuration(args)
|
||||
logger.info('Starting freqtrade in Edge mode')
|
||||
|
||||
# Initialize Edge object
|
||||
edge_cli = EdgeCli(config)
|
||||
edge_cli.start()
|
||||
|
|
@ -128,9 +128,9 @@ def test_adjust(mocker, default_conf):
|
|||
edge = Edge(default_conf, freqtrade.exchange, freqtrade.strategy)
|
||||
mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
|
||||
return_value={
|
||||
'E/F': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71),
|
||||
'C/D': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71),
|
||||
'N/O': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71)
|
||||
'E/F': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
|
||||
'C/D': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
|
||||
'N/O': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60)
|
||||
}
|
||||
))
|
||||
|
||||
|
|
@ -143,9 +143,9 @@ def test_stoploss(mocker, default_conf):
|
|||
edge = Edge(default_conf, freqtrade.exchange, freqtrade.strategy)
|
||||
mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
|
||||
return_value={
|
||||
'E/F': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71),
|
||||
'C/D': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71),
|
||||
'N/O': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71)
|
||||
'E/F': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
|
||||
'C/D': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
|
||||
'N/O': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60)
|
||||
}
|
||||
))
|
||||
|
||||
|
|
|
|||
|
|
@ -0,0 +1,140 @@
|
|||
# pragma pylint: disable=missing-docstring, C0103, C0330
|
||||
# pragma pylint: disable=protected-access, too-many-lines, invalid-name, too-many-arguments
|
||||
|
||||
from unittest.mock import MagicMock
|
||||
import json
|
||||
from typing import List
|
||||
from freqtrade.edge import Edge
|
||||
from freqtrade.arguments import Arguments
|
||||
from freqtrade.optimize.edge_cli import (EdgeCli, setup_configuration, start)
|
||||
from freqtrade.tests.conftest import log_has, patch_exchange
|
||||
|
||||
|
||||
def get_args(args) -> List[str]:
|
||||
return Arguments(args, '').get_parsed_arg()
|
||||
|
||||
|
||||
def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> None:
|
||||
mocker.patch('freqtrade.configuration.open', mocker.mock_open(
|
||||
read_data=json.dumps(default_conf)
|
||||
))
|
||||
|
||||
args = [
|
||||
'--config', 'config.json',
|
||||
'--strategy', 'DefaultStrategy',
|
||||
'edge'
|
||||
]
|
||||
|
||||
config = setup_configuration(get_args(args))
|
||||
assert 'max_open_trades' in config
|
||||
assert 'stake_currency' in config
|
||||
assert 'stake_amount' in config
|
||||
assert 'exchange' in config
|
||||
assert 'pair_whitelist' in config['exchange']
|
||||
assert 'datadir' in config
|
||||
assert log_has(
|
||||
'Using data folder: {} ...'.format(config['datadir']),
|
||||
caplog.record_tuples
|
||||
)
|
||||
assert 'ticker_interval' in config
|
||||
assert not log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples)
|
||||
|
||||
assert 'refresh_pairs' not in config
|
||||
assert not log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples)
|
||||
|
||||
assert 'timerange' not in config
|
||||
assert 'stoploss_range' not in config
|
||||
|
||||
|
||||
def test_setup_configuration_with_arguments(mocker, edge_conf, caplog) -> None:
|
||||
mocker.patch('freqtrade.configuration.open', mocker.mock_open(
|
||||
read_data=json.dumps(edge_conf)
|
||||
))
|
||||
|
||||
args = [
|
||||
'--config', 'config.json',
|
||||
'--strategy', 'DefaultStrategy',
|
||||
'--datadir', '/foo/bar',
|
||||
'edge',
|
||||
'--ticker-interval', '1m',
|
||||
'--refresh-pairs-cached',
|
||||
'--timerange', ':100',
|
||||
'--stoplosses=-0.01,-0.10,-0.001'
|
||||
]
|
||||
|
||||
config = setup_configuration(get_args(args))
|
||||
assert 'max_open_trades' in config
|
||||
assert 'stake_currency' in config
|
||||
assert 'stake_amount' in config
|
||||
assert 'exchange' in config
|
||||
assert 'pair_whitelist' in config['exchange']
|
||||
assert 'datadir' in config
|
||||
assert log_has(
|
||||
'Using data folder: {} ...'.format(config['datadir']),
|
||||
caplog.record_tuples
|
||||
)
|
||||
assert 'ticker_interval' in config
|
||||
assert log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples)
|
||||
assert log_has(
|
||||
'Using ticker_interval: 1m ...',
|
||||
caplog.record_tuples
|
||||
)
|
||||
|
||||
assert 'refresh_pairs' in config
|
||||
assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples)
|
||||
assert 'timerange' in config
|
||||
assert log_has(
|
||||
'Parameter --timerange detected: {} ...'.format(config['timerange']),
|
||||
caplog.record_tuples
|
||||
)
|
||||
|
||||
|
||||
def test_start(mocker, fee, edge_conf, caplog) -> None:
|
||||
start_mock = MagicMock()
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
|
||||
patch_exchange(mocker)
|
||||
mocker.patch('freqtrade.optimize.edge_cli.EdgeCli.start', start_mock)
|
||||
mocker.patch('freqtrade.configuration.open', mocker.mock_open(
|
||||
read_data=json.dumps(edge_conf)
|
||||
))
|
||||
args = [
|
||||
'--config', 'config.json',
|
||||
'--strategy', 'DefaultStrategy',
|
||||
'edge'
|
||||
]
|
||||
args = get_args(args)
|
||||
start(args)
|
||||
assert log_has(
|
||||
'Starting freqtrade in Edge mode',
|
||||
caplog.record_tuples
|
||||
)
|
||||
assert start_mock.call_count == 1
|
||||
|
||||
|
||||
def test_edge_init(mocker, edge_conf) -> None:
|
||||
patch_exchange(mocker)
|
||||
edge_cli = EdgeCli(edge_conf)
|
||||
assert edge_cli.config == edge_conf
|
||||
assert callable(edge_cli.edge.calculate)
|
||||
|
||||
|
||||
def test_generate_edge_table(edge_conf, mocker):
|
||||
patch_exchange(mocker)
|
||||
edge_cli = EdgeCli(edge_conf)
|
||||
|
||||
results = {}
|
||||
info = {
|
||||
'stoploss': -0.01,
|
||||
'winrate': 0.60,
|
||||
'risk_reward_ratio': 2,
|
||||
'required_risk_reward': 1,
|
||||
'expectancy': 3,
|
||||
'nb_trades': 10,
|
||||
'avg_trade_duration': 60
|
||||
}
|
||||
|
||||
results['ETH/BTC'] = Edge._pair_info(**info)
|
||||
assert edge_cli._generate_edge_table(results).count(':|') == 7
|
||||
assert edge_cli._generate_edge_table(results).count('| ETH/BTC |') == 1
|
||||
assert edge_cli._generate_edge_table(results).count(
|
||||
'| risk reward ratio | required risk reward | expectancy |') == 1
|
||||
Loading…
Reference in New Issue