Adding 30 minutes, 1 hour, 1 day tickers

This commit is contained in:
Jean-Baptiste LE STANG 2018-01-12 17:02:35 +01:00
parent 5a82d99482
commit e2e2005567
12 changed files with 160 additions and 95 deletions

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@ -4,6 +4,7 @@
"stake_amount": 0.05,
"fiat_display_currency": "USD",
"dry_run": false,
"ticker_interval": 5,
"minimal_roi": {
"40": 0.0,
"30": 0.01,

View File

@ -280,13 +280,13 @@ def analyze_ticker(ticker_history: List[Dict]) -> DataFrame:
return dataframe
def get_signal(pair: str, signal: SignalType) -> bool:
def get_signal(pair: str, signal: SignalType, interval: int) -> bool:
"""
Calculates current signal based several technical analysis indicators
:param pair: pair in format BTC_ANT or BTC-ANT
:return: True if pair is good for buying, False otherwise
"""
ticker_hist = get_ticker_history(pair)
ticker_hist = get_ticker_history(pair, interval)
if not ticker_hist:
logger.warning('Empty ticker history for pair %s', pair)
return False

View File

@ -141,6 +141,12 @@ class Bittrex(Exchange):
interval = 'oneMin'
elif tick_interval == 5:
interval = 'fiveMin'
elif tick_interval == 30:
interval = 'thirtyMin'
elif tick_interval == 60:
interval = 'hour'
elif tick_interval == 1440:
interval = 'day'
else:
raise ValueError('Cannot parse tick_interval: {}'.format(tick_interval))

View File

@ -54,7 +54,7 @@ def refresh_whitelist(whitelist: List[str]) -> List[str]:
return final_list
def _process(nb_assets: Optional[int] = 0) -> bool:
def _process(interval: int, nb_assets: Optional[int] = 0) -> bool:
"""
Queries the persistence layer for open trades and handles them,
otherwise a new trade is created.
@ -79,7 +79,7 @@ def _process(nb_assets: Optional[int] = 0) -> bool:
if len(trades) < _CONF['max_open_trades']:
try:
# Create entity and execute trade
state_changed = create_trade(float(_CONF['stake_amount']))
state_changed = create_trade(float(_CONF['stake_amount']), interval)
if not state_changed:
logger.info(
'Checked all whitelisted currencies. '
@ -97,7 +97,7 @@ def _process(nb_assets: Optional[int] = 0) -> bool:
if trade.is_open and trade.open_order_id is None:
# Check if we can sell our current pair
state_changed = handle_trade(trade) or state_changed
state_changed = handle_trade(trade, interval) or state_changed
if 'unfilledtimeout' in _CONF:
# Check and handle any timed out open orders
@ -236,7 +236,7 @@ def min_roi_reached(trade: Trade, current_rate: float, current_time: datetime) -
return False
def handle_trade(trade: Trade) -> bool:
def handle_trade(trade: Trade, interval: int) -> bool:
"""
Sells the current pair if the threshold is reached and updates the trade record.
:return: True if trade has been sold, False otherwise
@ -261,7 +261,7 @@ def handle_trade(trade: Trade) -> bool:
if trade.calc_profit(rate=current_rate) <= 0:
return False
logger.debug('Checking sell_signal ...')
if get_signal(trade.pair, SignalType.SELL):
if get_signal(trade.pair, SignalType.SELL, interval):
logger.debug('Executing sell due to sell signal ...')
execute_sell(trade, current_rate)
return True
@ -277,7 +277,7 @@ def get_target_bid(ticker: Dict[str, float]) -> float:
return ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
def create_trade(stake_amount: float) -> bool:
def create_trade(stake_amount: float, interval: int) -> bool:
"""
Checks the implemented trading indicator(s) for a randomly picked pair,
if one pair triggers the buy_signal a new trade record gets created
@ -305,7 +305,7 @@ def create_trade(stake_amount: float) -> bool:
# Pick pair based on StochRSI buy signals
for _pair in whitelist:
if get_signal(_pair, SignalType.BUY):
if get_signal(_pair, SignalType.BUY, interval):
pair = _pair
break
else:
@ -458,6 +458,7 @@ def main(sysargv=sys.argv[1:]) -> None:
_process,
min_secs=_CONF['internals'].get('process_throttle_secs', 10),
nb_assets=args.dynamic_whitelist,
interval=_CONF.get('ticker_interval', 5)
)
old_state = new_state
except KeyboardInterrupt:

View File

@ -223,6 +223,7 @@ CONF_SCHEMA = {
'type': 'object',
'properties': {
'max_open_trades': {'type': 'integer', 'minimum': 1},
'ticker_interval': {'type': 'integer', 'minimum':1, 'maximum':1440},
'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT']},
'stake_amount': {'type': 'number', 'minimum': 0.0005},
'fiat_display_currency': {'type': 'string', 'enum': ['AUD', 'BRL', 'CAD', 'CHF',
@ -276,7 +277,8 @@ CONF_SCHEMA = {
'internals': {
'type': 'object',
'properties': {
'process_throttle_secs': {'type': 'number'}
'process_throttle_secs': {'type': 'number'},
'interval': {'type': 'integer'}
}
}
},
@ -312,6 +314,7 @@ CONF_SCHEMA = {
],
'required': [
'max_open_trades',
'ticker_interval',
'stake_currency',
'stake_amount',
'fiat_display_currency',

View File

@ -33,7 +33,7 @@ def load_tickerdata_file(datadir, pair, ticker_interval):
return pairdata
def load_data(datadir: str, ticker_interval: int = 5, pairs: Optional[List[str]] = None,
def load_data(datadir: str, ticker_interval: int, pairs: Optional[List[str]] = None,
refresh_pairs: Optional[bool] = False) -> Dict[str, List]:
"""
Loads ticker history data for the given parameters
@ -77,7 +77,7 @@ def download_pairs(datadir, pairs: List[str]) -> bool:
"""For each pairs passed in parameters, download 1 and 5 ticker intervals"""
for pair in pairs:
try:
for interval in [1, 5]:
for interval in [1, 5, 30, 60, 1440]:
download_backtesting_testdata(datadir, pair=pair, interval=interval)
except BaseException:
logger.info('Failed to download the pair: "{pair}", Interval: {interval} min'.format(

View File

@ -18,6 +18,7 @@ def default_conf():
"stake_currency": "BTC",
"stake_amount": 0.001,
"fiat_display_currency": "USD",
"ticker_interval": 5,
"dry_run": True,
"minimal_roi": {
"40": 0.0,

View File

@ -42,6 +42,22 @@ def _clean_test_file(file: str) -> None:
if os.path.isfile(file_swp):
os.rename(file_swp, file)
def test_load_data_30min_ticker(default_conf, ticker_history, mocker, caplog):
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
file = 'freqtrade/tests/testdata/BTC_ETH-30.json'
_backup_file(file, copy_file=True)
optimize.load_data(None, pairs=['BTC_ETH'], ticker_interval=30)
assert os.path.isfile(file) is True
assert ('freqtrade.optimize',
logging.INFO,
'Download the pair: "BTC_ETH", Interval: 30 min'
) not in caplog.record_tuples
_clean_test_file(file)
def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog):
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
@ -51,7 +67,7 @@ def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog):
file = 'freqtrade/tests/testdata/BTC_ETH-5.json'
_backup_file(file, copy_file=True)
optimize.load_data(None, pairs=['BTC_ETH'])
optimize.load_data(None, pairs=['BTC_ETH'], ticker_interval=5)
assert os.path.isfile(file) is True
assert ('freqtrade.optimize',
logging.INFO,

View File

@ -77,7 +77,7 @@ def test_authorized_only_exception(default_conf, mocker):
def test_status_handle(default_conf, update, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
msg_mock = MagicMock()
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
@ -102,7 +102,7 @@ def test_status_handle(default_conf, update, ticker, mocker):
msg_mock.reset_mock()
# Create some test data
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
# Trigger status while we have a fulfilled order for the open trade
_status(bot=MagicMock(), update=update)
@ -112,7 +112,7 @@ def test_status_handle(default_conf, update, ticker, mocker):
def test_status_table_handle(default_conf, update, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
msg_mock = MagicMock()
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple(
@ -138,7 +138,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker):
msg_mock.reset_mock()
# Create some test data
create_trade(15.0)
create_trade(15.0, default_conf['ticker_interval'])
_status_table(bot=MagicMock(), update=update)
@ -154,7 +154,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker):
def test_profit_handle(
default_conf, update, ticker, ticker_sell_up, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
msg_mock = MagicMock()
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
@ -176,7 +176,7 @@ def test_profit_handle(
msg_mock.reset_mock()
# Create some test data
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
@ -210,7 +210,7 @@ def test_profit_handle(
def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,
@ -225,7 +225,7 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker):
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
assert trade
@ -247,7 +247,7 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker):
def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,
@ -262,7 +262,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, m
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
# Decrease the price and sell it
mocker.patch.multiple('freqtrade.main.exchange',
@ -308,7 +308,7 @@ def test_exec_forcesell_open_orders(default_conf, ticker, mocker):
def test_forcesell_all_handle(default_conf, update, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,
@ -324,7 +324,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker):
# Create some test data
for _ in range(4):
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
rpc_mock.reset_mock()
update.message.text = '/forcesell all'
@ -339,7 +339,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker):
def test_forcesell_handle_invalid(default_conf, update, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
msg_mock = MagicMock()
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,
@ -376,7 +376,7 @@ def test_forcesell_handle_invalid(default_conf, update, mocker):
def test_performance_handle(
default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
msg_mock = MagicMock()
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
@ -389,7 +389,7 @@ def test_performance_handle(
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
assert trade
@ -410,7 +410,7 @@ def test_performance_handle(
def test_daily_handle(
default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
msg_mock = MagicMock()
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
@ -427,7 +427,7 @@ def test_daily_handle(
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
assert trade
@ -460,7 +460,7 @@ def test_daily_handle(
def test_count_handle(default_conf, update, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
msg_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.rpc.telegram',
@ -480,7 +480,7 @@ def test_count_handle(default_conf, update, ticker, mocker):
update_state(State.RUNNING)
# Create some test data
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
msg_mock.reset_mock()
_count(bot=MagicMock(), update=update)
@ -492,7 +492,7 @@ def test_count_handle(default_conf, update, ticker, mocker):
def test_performance_handle_invalid(default_conf, update, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
msg_mock = MagicMock()
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,

View File

@ -42,13 +42,13 @@ def test_returns_latest_buy_signal(mocker):
'freqtrade.analyze.analyze_ticker',
return_value=DataFrame([{'buy': 1, 'date': arrow.utcnow()}])
)
assert get_signal('BTC-ETH', SignalType.BUY)
assert get_signal('BTC-ETH', SignalType.BUY, 5)
mocker.patch(
'freqtrade.analyze.analyze_ticker',
return_value=DataFrame([{'buy': 0, 'date': arrow.utcnow()}])
)
assert not get_signal('BTC-ETH', SignalType.BUY)
assert not get_signal('BTC-ETH', SignalType.BUY, 5)
def test_returns_latest_sell_signal(mocker):
@ -57,13 +57,13 @@ def test_returns_latest_sell_signal(mocker):
'freqtrade.analyze.analyze_ticker',
return_value=DataFrame([{'sell': 1, 'date': arrow.utcnow()}])
)
assert get_signal('BTC-ETH', SignalType.SELL)
assert get_signal('BTC-ETH', SignalType.SELL, 5)
mocker.patch(
'freqtrade.analyze.analyze_ticker',
return_value=DataFrame([{'sell': 0, 'date': arrow.utcnow()}])
)
assert not get_signal('BTC-ETH', SignalType.SELL)
assert not get_signal('BTC-ETH', SignalType.SELL, 5)
def test_get_signal_handles_exceptions(mocker):
@ -71,4 +71,4 @@ def test_get_signal_handles_exceptions(mocker):
mocker.patch('freqtrade.analyze.analyze_ticker',
side_effect=Exception('invalid ticker history '))
assert not get_signal('BTC-ETH', SignalType.BUY)
assert not get_signal('BTC-ETH', SignalType.BUY, 5)

View File

@ -52,7 +52,7 @@ def test_main_start_hyperopt(mocker):
def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
@ -64,7 +64,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, m
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert not trades
result = _process()
result = _process(interval=default_conf['ticker_interval'])
assert result is True
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
@ -82,7 +82,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, m
def test_process_exchange_failures(default_conf, ticker, health, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@ -90,7 +90,7 @@ def test_process_exchange_failures(default_conf, ticker, health, mocker):
get_wallet_health=health,
buy=MagicMock(side_effect=requests.exceptions.RequestException))
init(default_conf, create_engine('sqlite://'))
result = _process()
result = _process(interval=default_conf['ticker_interval'])
assert result is False
assert sleep_mock.has_calls()
@ -99,7 +99,7 @@ def test_process_operational_exception(default_conf, ticker, health, mocker):
msg_mock = MagicMock()
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=msg_mock)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
@ -108,7 +108,7 @@ def test_process_operational_exception(default_conf, ticker, health, mocker):
init(default_conf, create_engine('sqlite://'))
assert get_state() == State.RUNNING
result = _process()
result = _process(interval=default_conf['ticker_interval'])
assert result is False
assert get_state() == State.STOPPED
assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]
@ -129,18 +129,18 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, m
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert not trades
result = _process()
result = _process(interval=default_conf['ticker_interval'])
assert result is True
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert len(trades) == 1
result = _process()
result = _process(interval=default_conf['ticker_interval'])
assert result is False
def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@ -150,7 +150,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
whitelist = copy.deepcopy(default_conf['exchange']['pair_whitelist'])
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
assert trade is not None
@ -171,7 +171,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
def test_create_trade_minimal_amount(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
buy_mock = mocker.patch(
'freqtrade.main.exchange.buy', MagicMock(return_value='mocked_limit_buy')
)
@ -180,14 +180,14 @@ def test_create_trade_minimal_amount(default_conf, ticker, mocker):
get_ticker=ticker)
init(default_conf, create_engine('sqlite://'))
min_stake_amount = 0.0005
create_trade(min_stake_amount)
create_trade(min_stake_amount, default_conf['ticker_interval'])
rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2]
assert rate * amount >= min_stake_amount
def test_create_trade_no_stake_amount(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@ -195,12 +195,12 @@ def test_create_trade_no_stake_amount(default_conf, ticker, mocker):
buy=MagicMock(return_value='mocked_limit_buy'),
get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5))
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
create_trade(default_conf['stake_amount'])
create_trade(default_conf['stake_amount'], default_conf['ticker_interval'])
def test_create_trade_no_pairs(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@ -211,12 +211,12 @@ def test_create_trade_no_pairs(default_conf, ticker, mocker):
conf = copy.deepcopy(default_conf)
conf['exchange']['pair_whitelist'] = []
mocker.patch.dict('freqtrade.main._CONF', conf)
create_trade(default_conf['stake_amount'])
create_trade(default_conf['stake_amount'], default_conf['ticker_interval'])
def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@ -228,12 +228,12 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker):
conf['exchange']['pair_whitelist'] = ["BTC_ETH"]
conf['exchange']['pair_blacklist'] = ["BTC_ETH"]
mocker.patch.dict('freqtrade.main._CONF', conf)
create_trade(default_conf['stake_amount'])
create_trade(default_conf['stake_amount'], default_conf['ticker_interval'])
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@ -248,7 +248,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
ticker=MagicMock(return_value={'price_usd': 15000.0}),
_cache_symbols=MagicMock(return_value={'BTC': 1}))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
assert trade
@ -256,7 +256,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
trade.update(limit_buy_order)
assert trade.is_open is True
handle_trade(trade)
assert handle_trade(trade, default_conf['ticker_interval']) is True
assert trade.open_order_id == 'mocked_limit_sell'
# Simulate fulfilled LIMIT_SELL order for trade
@ -272,7 +272,7 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
default_conf.update({'experimental': {'use_sell_signal': True}})
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@ -281,7 +281,7 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
mocker.patch('freqtrade.main.min_roi_reached', return_value=True)
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
trade.is_open = True
@ -291,12 +291,13 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
# we might just want to check if we are in a sell condition without
# executing
# if ROI is reached we must sell
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: False)
assert handle_trade(trade)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: False)
assert handle_trade(trade, interval=default_conf['ticker_interval'])
assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
# if ROI is reached we must sell even if sell-signal is not signalled
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
assert handle_trade(trade)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
assert handle_trade(trade, interval=default_conf['ticker_interval'])
assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
@ -304,7 +305,7 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog):
default_conf.update({'experimental': {'use_sell_signal': True}})
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@ -313,24 +314,24 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog):
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
trade.is_open = True
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: False)
value_returned = handle_trade(trade)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: False)
value_returned = handle_trade(trade, default_conf['ticker_interval'])
assert ('freqtrade', logging.DEBUG, 'Checking sell_signal ...') in caplog.record_tuples
assert value_returned is False
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
assert handle_trade(trade)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
assert handle_trade(trade, default_conf['ticker_interval'])
s = 'Executing sell due to sell signal ...'
assert ('freqtrade', logging.DEBUG, s) in caplog.record_tuples
def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@ -339,7 +340,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo
# Create trade and sell it
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
assert trade
@ -349,7 +350,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo
assert trade.is_open is False
with pytest.raises(ValueError, match=r'.*closed trade.*'):
handle_trade(trade)
handle_trade(trade, default_conf['ticker_interval'])
def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mocker):
@ -469,7 +470,7 @@ def test_balance_bigger_last_ask(mocker):
def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
@ -481,7 +482,7 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker):
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
assert trade
@ -502,7 +503,7 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker):
def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
@ -518,7 +519,7 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker):
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
assert trade
@ -539,7 +540,7 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker):
def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
@ -548,7 +549,37 @@ def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker)
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
assert trade
# Decrease the price and sell it
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker_sell_down)
execute_sell(trade=trade, limit=ticker_sell_down()['bid'])
assert rpc_mock.call_count == 2
assert 'Selling [BTC/ETH]' in rpc_mock.call_args_list[-1][0][0]
assert '0.00001044' in rpc_mock.call_args_list[-1][0][0]
assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0]
assert '-0.824 USD' in rpc_mock.call_args_list[-1][0][0]
def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker)
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
assert trade
@ -576,7 +607,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@ -588,11 +619,11 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker):
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
trade.update(limit_buy_order)
assert handle_trade(trade) is True
assert handle_trade(trade, default_conf['ticker_interval']) is True
def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
@ -603,7 +634,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@ -615,11 +646,11 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
trade.update(limit_buy_order)
assert handle_trade(trade) is True
assert handle_trade(trade, default_conf['ticker_interval']) is True
def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
@ -630,7 +661,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@ -642,11 +673,11 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
trade.update(limit_buy_order)
assert handle_trade(trade) is False
assert handle_trade(trade, default_conf['ticker_interval']) is False
def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
@ -657,7 +688,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@ -669,8 +700,8 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
trade.update(limit_buy_order)
assert handle_trade(trade) is True
assert handle_trade(trade, default_conf['ticker_interval']) is True

View File

@ -18,6 +18,13 @@ def plot_parse_args(args ):
default = 'BTC_ETH',
type = str,
)
parser.add_argument(
'-i', '--interval',
help = 'what interval to use',
dest = 'interval',
default = '5',
type = int,
)
return parser.parse_args(args)
@ -27,11 +34,10 @@ def plot_analyzed_dataframe(args) -> None:
:param pair: pair as str
:return: None
"""
pair = args.pair
# Init Bittrex to use public API
exchange._API = exchange.Bittrex({'key': '', 'secret': ''})
ticker = exchange.get_ticker_history(pair)
ticker = exchange.get_ticker_history(args.pair,args.interval)
dataframe = analyze.analyze_ticker(ticker)
dataframe.loc[dataframe['buy'] == 1, 'buy_price'] = dataframe['close']
@ -39,7 +45,7 @@ def plot_analyzed_dataframe(args) -> None:
# Two subplots sharing x axis
fig, (ax1, ax2, ax3) = plt.subplots(3, sharex=True)
fig.suptitle(pair, fontsize=14, fontweight='bold')
fig.suptitle(args.pair + " " + str(args.interval), fontsize=14, fontweight='bold')
ax1.plot(dataframe.index.values, dataframe['close'], label='close')
# ax1.plot(dataframe.index.values, dataframe['sell'], 'ro', label='sell')
ax1.plot(dataframe.index.values, dataframe['sma'], '--', label='SMA')