Merge branch 'freqtrade:develop' into develop

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hippocritical 2023-04-10 08:26:51 +02:00 committed by GitHub
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25 changed files with 98 additions and 73 deletions

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@ -425,7 +425,7 @@ jobs:
python setup.py sdist bdist_wheel python setup.py sdist bdist_wheel
- name: Publish to PyPI (Test) - name: Publish to PyPI (Test)
uses: pypa/gh-action-pypi-publish@v1.8.4 uses: pypa/gh-action-pypi-publish@v1.8.5
if: (github.event_name == 'release') if: (github.event_name == 'release')
with: with:
user: __token__ user: __token__
@ -433,7 +433,7 @@ jobs:
repository_url: https://test.pypi.org/legacy/ repository_url: https://test.pypi.org/legacy/
- name: Publish to PyPI - name: Publish to PyPI
uses: pypa/gh-action-pypi-publish@v1.8.4 uses: pypa/gh-action-pypi-publish@v1.8.5
if: (github.event_name == 'release') if: (github.event_name == 'release')
with: with:
user: __token__ user: __token__

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@ -1,4 +1,4 @@
FROM python:3.10.10-slim-bullseye as base FROM python:3.10.11-slim-bullseye as base
# Setup env # Setup env
ENV LANG C.UTF-8 ENV LANG C.UTF-8

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@ -274,19 +274,20 @@ A backtesting result will look like that:
| XRP/BTC | 35 | 0.66 | 22.96 | 0.00114897 | 11.48 | 3:49:00 | 12 0 23 34.3 | | XRP/BTC | 35 | 0.66 | 22.96 | 0.00114897 | 11.48 | 3:49:00 | 12 0 23 34.3 |
| ZEC/BTC | 22 | -0.46 | -10.18 | -0.00050971 | -5.09 | 2:22:00 | 7 0 15 31.8 | | ZEC/BTC | 22 | -0.46 | -10.18 | -0.00050971 | -5.09 | 2:22:00 | 7 0 15 31.8 |
| TOTAL | 429 | 0.36 | 152.41 | 0.00762792 | 76.20 | 4:12:00 | 186 0 243 43.4 | | TOTAL | 429 | 0.36 | 152.41 | 0.00762792 | 76.20 | 4:12:00 | 186 0 243 43.4 |
========================================================= EXIT REASON STATS ==========================================================
| Exit Reason | Exits | Wins | Draws | Losses |
|:-------------------|--------:|------:|-------:|--------:|
| trailing_stop_loss | 205 | 150 | 0 | 55 |
| stop_loss | 166 | 0 | 0 | 166 |
| exit_signal | 56 | 36 | 0 | 20 |
| force_exit | 2 | 0 | 0 | 2 |
====================================================== LEFT OPEN TRADES REPORT ====================================================== ====================================================== LEFT OPEN TRADES REPORT ======================================================
| Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Win Draw Loss Win% | | Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Win Draw Loss Win% |
|:---------|---------:|---------------:|---------------:|-----------------:|---------------:|:---------------|--------------------:| |:---------|---------:|---------------:|---------------:|-----------------:|---------------:|:---------------|--------------------:|
| ADA/BTC | 1 | 0.89 | 0.89 | 0.00004434 | 0.44 | 6:00:00 | 1 0 0 100 | | ADA/BTC | 1 | 0.89 | 0.89 | 0.00004434 | 0.44 | 6:00:00 | 1 0 0 100 |
| LTC/BTC | 1 | 0.68 | 0.68 | 0.00003421 | 0.34 | 2:00:00 | 1 0 0 100 | | LTC/BTC | 1 | 0.68 | 0.68 | 0.00003421 | 0.34 | 2:00:00 | 1 0 0 100 |
| TOTAL | 2 | 0.78 | 1.57 | 0.00007855 | 0.78 | 4:00:00 | 2 0 0 100 | | TOTAL | 2 | 0.78 | 1.57 | 0.00007855 | 0.78 | 4:00:00 | 2 0 0 100 |
==================== EXIT REASON STATS ====================
| Exit Reason | Exits | Wins | Draws | Losses |
|:-------------------|--------:|------:|-------:|--------:|
| trailing_stop_loss | 205 | 150 | 0 | 55 |
| stop_loss | 166 | 0 | 0 | 166 |
| exit_signal | 56 | 36 | 0 | 20 |
| force_exit | 2 | 0 | 0 | 2 |
================== SUMMARY METRICS ================== ================== SUMMARY METRICS ==================
| Metric | Value | | Metric | Value |
|-----------------------------+---------------------| |-----------------------------+---------------------|

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@ -180,7 +180,7 @@ As you begin to modify the strategy and the prediction model, you will quickly r
# you can use feature values from dataframe # you can use feature values from dataframe
# Assumes the shifted RSI indicator has been generated in the strategy. # Assumes the shifted RSI indicator has been generated in the strategy.
rsi_now = self.raw_features[f"%-rsi-period-10_shift-1_{pair}_" rsi_now = self.raw_features[f"%-rsi-period_10_shift-1_{pair}_"
f"{self.config['timeframe']}"].iloc[self._current_tick] f"{self.config['timeframe']}"].iloc[self._current_tick]
# reward agent for entering trades # reward agent for entering trades

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@ -2,5 +2,5 @@ markdown==3.3.7
mkdocs==1.4.2 mkdocs==1.4.2
mkdocs-material==9.1.5 mkdocs-material==9.1.5
mdx_truly_sane_lists==1.3 mdx_truly_sane_lists==1.3
pymdown-extensions==9.10 pymdown-extensions==9.11
jinja2==3.1.2 jinja2==3.1.2

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@ -9,9 +9,6 @@ This same command can also be used to update freqUI, should there be a new relea
Once the bot is started in trade / dry-run mode (with `freqtrade trade`) - the UI will be available under the configured port below (usually `http://127.0.0.1:8080`). Once the bot is started in trade / dry-run mode (with `freqtrade trade`) - the UI will be available under the configured port below (usually `http://127.0.0.1:8080`).
!!! info "Alpha release"
FreqUI is still considered an alpha release - if you encounter bugs or inconsistencies please open a [FreqUI issue](https://github.com/freqtrade/frequi/issues/new/choose).
!!! Note "developers" !!! Note "developers"
Developers should not use this method, but instead use the method described in the [freqUI repository](https://github.com/freqtrade/frequi) to get the source-code of freqUI. Developers should not use this method, but instead use the method described in the [freqUI repository](https://github.com/freqtrade/frequi) to get the source-code of freqUI.

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@ -60,6 +60,7 @@ class Exchange:
# or by specifying them in the configuration. # or by specifying them in the configuration.
_ft_has_default: Dict = { _ft_has_default: Dict = {
"stoploss_on_exchange": False, "stoploss_on_exchange": False,
"stop_price_param": "stopPrice",
"order_time_in_force": ["GTC"], "order_time_in_force": ["GTC"],
"ohlcv_params": {}, "ohlcv_params": {},
"ohlcv_candle_limit": 500, "ohlcv_candle_limit": 500,
@ -1115,11 +1116,11 @@ class Exchange:
""" """
if not self._ft_has.get('stoploss_on_exchange'): if not self._ft_has.get('stoploss_on_exchange'):
raise OperationalException(f"stoploss is not implemented for {self.name}.") raise OperationalException(f"stoploss is not implemented for {self.name}.")
price_param = self._ft_has['stop_price_param']
return ( return (
order.get('stopPrice', None) is None order.get(price_param, None) is None
or ((side == "sell" and stop_loss > float(order['stopPrice'])) or or ((side == "sell" and stop_loss > float(order[price_param])) or
(side == "buy" and stop_loss < float(order['stopPrice']))) (side == "buy" and stop_loss < float(order[price_param])))
) )
def _get_stop_order_type(self, user_order_type) -> Tuple[str, str]: def _get_stop_order_type(self, user_order_type) -> Tuple[str, str]:
@ -1159,8 +1160,8 @@ class Exchange:
def _get_stop_params(self, side: BuySell, ordertype: str, stop_price: float) -> Dict: def _get_stop_params(self, side: BuySell, ordertype: str, stop_price: float) -> Dict:
params = self._params.copy() params = self._params.copy()
# Verify if stopPrice works for your exchange! # Verify if stopPrice works for your exchange, else configure stop_price_param
params.update({'stopPrice': stop_price}) params.update({self._ft_has['stop_price_param']: stop_price})
return params return params
@retrier(retries=0) @retrier(retries=0)

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@ -28,6 +28,7 @@ class Okx(Exchange):
"funding_fee_timeframe": "8h", "funding_fee_timeframe": "8h",
"stoploss_order_types": {"limit": "limit"}, "stoploss_order_types": {"limit": "limit"},
"stoploss_on_exchange": True, "stoploss_on_exchange": True,
"stop_price_param": "stopLossPrice",
} }
_ft_has_futures: Dict = { _ft_has_futures: Dict = {
"tickers_have_quoteVolume": False, "tickers_have_quoteVolume": False,
@ -162,29 +163,12 @@ class Okx(Exchange):
return pair_tiers[-1]['maxNotional'] / leverage return pair_tiers[-1]['maxNotional'] / leverage
def _get_stop_params(self, side: BuySell, ordertype: str, stop_price: float) -> Dict: def _get_stop_params(self, side: BuySell, ordertype: str, stop_price: float) -> Dict:
params = super()._get_stop_params(side, ordertype, stop_price)
params = self._params.copy()
# Verify if stopPrice works for your exchange!
params.update({'stopLossPrice': stop_price})
if self.trading_mode == TradingMode.FUTURES and self.margin_mode: if self.trading_mode == TradingMode.FUTURES and self.margin_mode:
params['tdMode'] = self.margin_mode.value params['tdMode'] = self.margin_mode.value
params['posSide'] = self._get_posSide(side, True) params['posSide'] = self._get_posSide(side, True)
return params return params
def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
"""
OKX uses non-default stoploss price naming.
"""
if not self._ft_has.get('stoploss_on_exchange'):
raise OperationalException(f"stoploss is not implemented for {self.name}.")
return (
order.get('stopLossPrice', None) is None
or ((side == "sell" and stop_loss > float(order['stopLossPrice'])) or
(side == "buy" and stop_loss < float(order['stopLossPrice'])))
)
def fetch_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict: def fetch_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
if self._config['dry_run']: if self._config['dry_run']:
return self.fetch_dry_run_order(order_id) return self.fetch_dry_run_order(order_id)

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@ -1291,7 +1291,7 @@ class FreqaiDataKitchen:
return dataframe return dataframe
def use_strategy_to_populate_indicators( def use_strategy_to_populate_indicators( # noqa: C901
self, self,
strategy: IStrategy, strategy: IStrategy,
corr_dataframes: dict = {}, corr_dataframes: dict = {},
@ -1362,12 +1362,12 @@ class FreqaiDataKitchen:
dataframe = self.populate_features(dataframe.copy(), corr_pair, strategy, dataframe = self.populate_features(dataframe.copy(), corr_pair, strategy,
corr_dataframes, base_dataframes, True) corr_dataframes, base_dataframes, True)
if self.live:
dataframe = strategy.set_freqai_targets(dataframe.copy(), metadata=metadata) dataframe = strategy.set_freqai_targets(dataframe.copy(), metadata=metadata)
dataframe = self.remove_special_chars_from_feature_names(dataframe)
self.get_unique_classes_from_labels(dataframe) self.get_unique_classes_from_labels(dataframe)
dataframe = self.remove_special_chars_from_feature_names(dataframe)
if self.config.get('reduce_df_footprint', False): if self.config.get('reduce_df_footprint', False):
dataframe = reduce_dataframe_footprint(dataframe) dataframe = reduce_dataframe_footprint(dataframe)

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@ -306,7 +306,7 @@ class IFreqaiModel(ABC):
if check_features: if check_features:
self.dd.load_metadata(dk) self.dd.load_metadata(dk)
dataframe_dummy_features = self.dk.use_strategy_to_populate_indicators( dataframe_dummy_features = self.dk.use_strategy_to_populate_indicators(
strategy, prediction_dataframe=dataframe.tail(1), pair=metadata["pair"] strategy, prediction_dataframe=dataframe.tail(1), pair=pair
) )
dk.find_features(dataframe_dummy_features) dk.find_features(dataframe_dummy_features)
self.check_if_feature_list_matches_strategy(dk) self.check_if_feature_list_matches_strategy(dk)
@ -316,7 +316,7 @@ class IFreqaiModel(ABC):
else: else:
if populate_indicators: if populate_indicators:
dataframe = self.dk.use_strategy_to_populate_indicators( dataframe = self.dk.use_strategy_to_populate_indicators(
strategy, prediction_dataframe=dataframe, pair=metadata["pair"] strategy, prediction_dataframe=dataframe, pair=pair
) )
populate_indicators = False populate_indicators = False
@ -332,6 +332,10 @@ class IFreqaiModel(ABC):
dataframe_train = dk.slice_dataframe(tr_train, dataframe_base_train) dataframe_train = dk.slice_dataframe(tr_train, dataframe_base_train)
dataframe_backtest = dk.slice_dataframe(tr_backtest, dataframe_base_backtest) dataframe_backtest = dk.slice_dataframe(tr_backtest, dataframe_base_backtest)
dataframe_train = dk.remove_special_chars_from_feature_names(dataframe_train)
dataframe_backtest = dk.remove_special_chars_from_feature_names(dataframe_backtest)
dk.get_unique_classes_from_labels(dataframe_train)
if not self.model_exists(dk): if not self.model_exists(dk):
dk.find_features(dataframe_train) dk.find_features(dataframe_train)
dk.find_labels(dataframe_train) dk.find_labels(dataframe_train)

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@ -1483,8 +1483,8 @@ class FreqtradeBot(LoggingMixin):
return False return False
try: try:
order = self.exchange.cancel_order_with_result(order['id'], trade.pair, order = self.exchange.cancel_order_with_result(
trade.amount) order['id'], trade.pair, trade.amount)
except InvalidOrderException: except InvalidOrderException:
logger.exception( logger.exception(
f"Could not cancel {trade.exit_side} order {trade.open_order_id}") f"Could not cancel {trade.exit_side} order {trade.open_order_id}")
@ -1496,17 +1496,18 @@ class FreqtradeBot(LoggingMixin):
# Order might be filled above in odd timing issues. # Order might be filled above in odd timing issues.
if order.get('status') in ('canceled', 'cancelled'): if order.get('status') in ('canceled', 'cancelled'):
trade.exit_reason = None trade.exit_reason = None
trade.open_order_id = None
else: else:
trade.exit_reason = exit_reason_prev trade.exit_reason = exit_reason_prev
cancelled = True cancelled = True
else: else:
reason = constants.CANCEL_REASON['CANCELLED_ON_EXCHANGE'] reason = constants.CANCEL_REASON['CANCELLED_ON_EXCHANGE']
trade.exit_reason = None trade.exit_reason = None
trade.open_order_id = None
self.update_trade_state(trade, trade.open_order_id, order) self.update_trade_state(trade, trade.open_order_id, order)
logger.info(f'{trade.exit_side.capitalize()} order {reason} for {trade}.') logger.info(f'{trade.exit_side.capitalize()} order {reason} for {trade}.')
trade.open_order_id = None
trade.close_rate = None trade.close_rate = None
trade.close_rate_requested = None trade.close_rate_requested = None
@ -1786,9 +1787,8 @@ class FreqtradeBot(LoggingMixin):
if not stoploss_order: if not stoploss_order:
logger.info(f'Found open order for {trade}') logger.info(f'Found open order for {trade}')
try: try:
order = action_order or self.exchange.fetch_order_or_stoploss_order(order_id, order = action_order or self.exchange.fetch_order_or_stoploss_order(
trade.pair, order_id, trade.pair, stoploss_order)
stoploss_order)
except InvalidOrderException as exception: except InvalidOrderException as exception:
logger.warning('Unable to fetch order %s: %s', order_id, exception) logger.warning('Unable to fetch order %s: %s', order_id, exception)
return False return False

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@ -23,6 +23,8 @@ logger = logging.getLogger(__name__)
NON_OPT_PARAM_APPENDIX = " # value loaded from strategy" NON_OPT_PARAM_APPENDIX = " # value loaded from strategy"
HYPER_PARAMS_FILE_FORMAT = rapidjson.NM_NATIVE | rapidjson.NM_NAN
def hyperopt_serializer(x): def hyperopt_serializer(x):
if isinstance(x, np.integer): if isinstance(x, np.integer):
@ -76,9 +78,18 @@ class HyperoptTools():
with filename.open('w') as f: with filename.open('w') as f:
rapidjson.dump(final_params, f, indent=2, rapidjson.dump(final_params, f, indent=2,
default=hyperopt_serializer, default=hyperopt_serializer,
number_mode=rapidjson.NM_NATIVE | rapidjson.NM_NAN number_mode=HYPER_PARAMS_FILE_FORMAT
) )
@staticmethod
def load_params(filename: Path) -> Dict:
"""
Load parameters from file
"""
with filename.open('r') as f:
params = rapidjson.load(f, number_mode=HYPER_PARAMS_FILE_FORMAT)
return params
@staticmethod @staticmethod
def try_export_params(config: Config, strategy_name: str, params: Dict): def try_export_params(config: Config, strategy_name: str, params: Dict):
if params.get(FTHYPT_FILEVERSION, 1) >= 2 and not config.get('disableparamexport', False): if params.get(FTHYPT_FILEVERSION, 1) >= 2 and not config.get('disableparamexport', False):
@ -189,7 +200,7 @@ class HyperoptTools():
for s in ['buy', 'sell', 'protection', for s in ['buy', 'sell', 'protection',
'roi', 'stoploss', 'trailing', 'max_open_trades']: 'roi', 'stoploss', 'trailing', 'max_open_trades']:
HyperoptTools._params_update_for_json(result_dict, params, non_optimized, s) HyperoptTools._params_update_for_json(result_dict, params, non_optimized, s)
print(rapidjson.dumps(result_dict, default=str, number_mode=rapidjson.NM_NATIVE)) print(rapidjson.dumps(result_dict, default=str, number_mode=HYPER_PARAMS_FILE_FORMAT))
else: else:
HyperoptTools._params_pretty_print(params, 'buy', "Buy hyperspace params:", HyperoptTools._params_pretty_print(params, 'buy', "Buy hyperspace params:",

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@ -865,6 +865,11 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '=')) print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
print(table) print(table)
table = text_table_bt_results(results['left_open_trades'], stake_currency=stake_currency)
if isinstance(table, str) and len(table) > 0:
print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
print(table)
if (results.get('results_per_enter_tag') is not None if (results.get('results_per_enter_tag') is not None
or results.get('results_per_buy_tag') is not None): or results.get('results_per_buy_tag') is not None):
# results_per_buy_tag is deprecated and should be removed 2 versions after short golive. # results_per_buy_tag is deprecated and should be removed 2 versions after short golive.
@ -884,11 +889,6 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
print(' EXIT REASON STATS '.center(len(table.splitlines()[0]), '=')) print(' EXIT REASON STATS '.center(len(table.splitlines()[0]), '='))
print(table) print(table)
table = text_table_bt_results(results['left_open_trades'], stake_currency=stake_currency)
if isinstance(table, str) and len(table) > 0:
print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
print(table)
for period in backtest_breakdown: for period in backtest_breakdown:
days_breakdown_stats = generate_periodic_breakdown_stats( days_breakdown_stats = generate_periodic_breakdown_stats(
trade_list=results['trades'], period=period) trade_list=results['trades'], period=period)
@ -917,11 +917,11 @@ def show_backtest_results(config: Config, backtest_stats: Dict):
strategy, results, stake_currency, strategy, results, stake_currency,
config.get('backtest_breakdown', [])) config.get('backtest_breakdown', []))
if len(backtest_stats['strategy']) > 1: if len(backtest_stats['strategy']) > 0:
# Print Strategy summary table # Print Strategy summary table
table = text_table_strategy(backtest_stats['strategy_comparison'], stake_currency) table = text_table_strategy(backtest_stats['strategy_comparison'], stake_currency)
print(f"{results['backtest_start']} -> {results['backtest_end']} |" print(f"Backtested {results['backtest_start']} -> {results['backtest_end']} |"
f" Max open trades : {results['max_open_trades']}") f" Max open trades : {results['max_open_trades']}")
print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '=')) print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '='))
print(table) print(table)

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@ -55,7 +55,7 @@ class UvicornServer(uvicorn.Server):
@contextlib.contextmanager @contextlib.contextmanager
def run_in_thread(self): def run_in_thread(self):
self.thread = threading.Thread(target=self.run) self.thread = threading.Thread(target=self.run, name='FTUvicorn')
self.thread.start() self.thread.start()
while not self.started: while not self.started:
time.sleep(1e-3) time.sleep(1e-3)

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@ -8,7 +8,7 @@ from typing import Any, Dict, Iterator, List, Optional, Tuple, Type, Union
from freqtrade.constants import Config from freqtrade.constants import Config
from freqtrade.exceptions import OperationalException from freqtrade.exceptions import OperationalException
from freqtrade.misc import deep_merge_dicts, json_load from freqtrade.misc import deep_merge_dicts
from freqtrade.optimize.hyperopt_tools import HyperoptTools from freqtrade.optimize.hyperopt_tools import HyperoptTools
from freqtrade.strategy.parameters import BaseParameter from freqtrade.strategy.parameters import BaseParameter
@ -124,8 +124,7 @@ class HyperStrategyMixin:
if filename.is_file(): if filename.is_file():
logger.info(f"Loading parameters from file {filename}") logger.info(f"Loading parameters from file {filename}")
try: try:
with filename.open('r') as f: params = HyperoptTools.load_params(filename)
params = json_load(f)
if params.get('strategy_name') != self.__class__.__name__: if params.get('strategy_name') != self.__class__.__name__:
raise OperationalException('Invalid parameter file provided.') raise OperationalException('Invalid parameter file provided.')
return params return params

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@ -10,7 +10,7 @@ coveralls==3.3.1
ruff==0.0.260 ruff==0.0.260
mypy==1.1.1 mypy==1.1.1
pre-commit==3.2.1 pre-commit==3.2.1
pytest==7.2.2 pytest==7.3.0
pytest-asyncio==0.21.0 pytest-asyncio==0.21.0
pytest-cov==4.0.0 pytest-cov==4.0.0
pytest-mock==3.10.0 pytest-mock==3.10.0

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@ -5,5 +5,5 @@
scipy==1.10.1 scipy==1.10.1
scikit-learn==1.1.3 scikit-learn==1.1.3
scikit-optimize==0.9.0 scikit-optimize==0.9.0
filelock==3.10.6 filelock==3.11.0
progressbar2==4.2.0 progressbar2==4.2.0

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@ -2,7 +2,7 @@ numpy==1.24.2
pandas==1.5.3 pandas==1.5.3
pandas-ta==0.3.14b pandas-ta==0.3.14b
ccxt==3.0.50 ccxt==3.0.58
cryptography==40.0.1 cryptography==40.0.1
aiohttp==3.8.4 aiohttp==3.8.4
SQLAlchemy==2.0.8 SQLAlchemy==2.0.8

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@ -59,7 +59,7 @@ setup(
install_requires=[ install_requires=[
# from requirements.txt # from requirements.txt
'ccxt>=2.6.26', 'ccxt>=2.6.26',
'SQLAlchemy', 'SQLAlchemy>=2.0.6',
'python-telegram-bot>=13.4', 'python-telegram-bot>=13.4',
'arrow>=0.17.0', 'arrow>=0.17.0',
'cachetools', 'cachetools',

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@ -119,6 +119,7 @@ def make_unfiltered_dataframe(mocker, freqai_conf):
freqai = strategy.freqai freqai = strategy.freqai
freqai.live = True freqai.live = True
freqai.dk = FreqaiDataKitchen(freqai_conf) freqai.dk = FreqaiDataKitchen(freqai_conf)
freqai.dk.live = True
freqai.dk.pair = "ADA/BTC" freqai.dk.pair = "ADA/BTC"
data_load_timerange = TimeRange.parse_timerange("20180110-20180130") data_load_timerange = TimeRange.parse_timerange("20180110-20180130")
freqai.dd.load_all_pair_histories(data_load_timerange, freqai.dk) freqai.dd.load_all_pair_histories(data_load_timerange, freqai.dk)
@ -152,6 +153,7 @@ def make_data_dictionary(mocker, freqai_conf):
freqai = strategy.freqai freqai = strategy.freqai
freqai.live = True freqai.live = True
freqai.dk = FreqaiDataKitchen(freqai_conf) freqai.dk = FreqaiDataKitchen(freqai_conf)
freqai.dk.live = True
freqai.dk.pair = "ADA/BTC" freqai.dk.pair = "ADA/BTC"
data_load_timerange = TimeRange.parse_timerange("20180110-20180130") data_load_timerange = TimeRange.parse_timerange("20180110-20180130")
freqai.dd.load_all_pair_histories(data_load_timerange, freqai.dk) freqai.dd.load_all_pair_histories(data_load_timerange, freqai.dk)

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@ -19,6 +19,7 @@ def test_update_historic_data(mocker, freqai_conf):
freqai = strategy.freqai freqai = strategy.freqai
freqai.live = True freqai.live = True
freqai.dk = FreqaiDataKitchen(freqai_conf) freqai.dk = FreqaiDataKitchen(freqai_conf)
freqai.dk.live = True
timerange = TimeRange.parse_timerange("20180110-20180114") timerange = TimeRange.parse_timerange("20180110-20180114")
freqai.dd.load_all_pair_histories(timerange, freqai.dk) freqai.dd.load_all_pair_histories(timerange, freqai.dk)
@ -41,6 +42,7 @@ def test_load_all_pairs_histories(mocker, freqai_conf):
freqai = strategy.freqai freqai = strategy.freqai
freqai.live = True freqai.live = True
freqai.dk = FreqaiDataKitchen(freqai_conf) freqai.dk = FreqaiDataKitchen(freqai_conf)
freqai.dk.live = True
timerange = TimeRange.parse_timerange("20180110-20180114") timerange = TimeRange.parse_timerange("20180110-20180114")
freqai.dd.load_all_pair_histories(timerange, freqai.dk) freqai.dd.load_all_pair_histories(timerange, freqai.dk)
@ -60,6 +62,7 @@ def test_get_base_and_corr_dataframes(mocker, freqai_conf):
freqai = strategy.freqai freqai = strategy.freqai
freqai.live = True freqai.live = True
freqai.dk = FreqaiDataKitchen(freqai_conf) freqai.dk = FreqaiDataKitchen(freqai_conf)
freqai.dk.live = True
timerange = TimeRange.parse_timerange("20180110-20180114") timerange = TimeRange.parse_timerange("20180110-20180114")
freqai.dd.load_all_pair_histories(timerange, freqai.dk) freqai.dd.load_all_pair_histories(timerange, freqai.dk)
sub_timerange = TimeRange.parse_timerange("20180111-20180114") sub_timerange = TimeRange.parse_timerange("20180111-20180114")
@ -87,6 +90,7 @@ def test_use_strategy_to_populate_indicators(mocker, freqai_conf):
freqai = strategy.freqai freqai = strategy.freqai
freqai.live = True freqai.live = True
freqai.dk = FreqaiDataKitchen(freqai_conf) freqai.dk = FreqaiDataKitchen(freqai_conf)
freqai.dk.live = True
timerange = TimeRange.parse_timerange("20180110-20180114") timerange = TimeRange.parse_timerange("20180110-20180114")
freqai.dd.load_all_pair_histories(timerange, freqai.dk) freqai.dd.load_all_pair_histories(timerange, freqai.dk)
sub_timerange = TimeRange.parse_timerange("20180111-20180114") sub_timerange = TimeRange.parse_timerange("20180111-20180114")
@ -103,8 +107,9 @@ def test_get_timerange_from_live_historic_predictions(mocker, freqai_conf):
exchange = get_patched_exchange(mocker, freqai_conf) exchange = get_patched_exchange(mocker, freqai_conf)
strategy.dp = DataProvider(freqai_conf, exchange) strategy.dp = DataProvider(freqai_conf, exchange)
freqai = strategy.freqai freqai = strategy.freqai
freqai.live = True freqai.live = False
freqai.dk = FreqaiDataKitchen(freqai_conf) freqai.dk = FreqaiDataKitchen(freqai_conf)
freqai.dk.live = False
timerange = TimeRange.parse_timerange("20180126-20180130") timerange = TimeRange.parse_timerange("20180126-20180130")
freqai.dd.load_all_pair_histories(timerange, freqai.dk) freqai.dd.load_all_pair_histories(timerange, freqai.dk)
sub_timerange = TimeRange.parse_timerange("20180128-20180130") sub_timerange = TimeRange.parse_timerange("20180128-20180130")

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@ -180,6 +180,7 @@ def test_get_full_model_path(mocker, freqai_conf, model):
freqai = strategy.freqai freqai = strategy.freqai
freqai.live = True freqai.live = True
freqai.dk = FreqaiDataKitchen(freqai_conf) freqai.dk = FreqaiDataKitchen(freqai_conf)
freqai.dk.live = True
timerange = TimeRange.parse_timerange("20180110-20180130") timerange = TimeRange.parse_timerange("20180110-20180130")
freqai.dd.load_all_pair_histories(timerange, freqai.dk) freqai.dd.load_all_pair_histories(timerange, freqai.dk)

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@ -87,6 +87,7 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
freqai.live = True freqai.live = True
freqai.can_short = can_short freqai.can_short = can_short
freqai.dk = FreqaiDataKitchen(freqai_conf) freqai.dk = FreqaiDataKitchen(freqai_conf)
freqai.dk.live = True
freqai.dk.set_paths('ADA/BTC', 10000) freqai.dk.set_paths('ADA/BTC', 10000)
timerange = TimeRange.parse_timerange("20180110-20180130") timerange = TimeRange.parse_timerange("20180110-20180130")
freqai.dd.load_all_pair_histories(timerange, freqai.dk) freqai.dd.load_all_pair_histories(timerange, freqai.dk)
@ -135,6 +136,7 @@ def test_extract_data_and_train_model_MultiTargets(mocker, freqai_conf, model, s
freqai = strategy.freqai freqai = strategy.freqai
freqai.live = True freqai.live = True
freqai.dk = FreqaiDataKitchen(freqai_conf) freqai.dk = FreqaiDataKitchen(freqai_conf)
freqai.dk.live = True
timerange = TimeRange.parse_timerange("20180110-20180130") timerange = TimeRange.parse_timerange("20180110-20180130")
freqai.dd.load_all_pair_histories(timerange, freqai.dk) freqai.dd.load_all_pair_histories(timerange, freqai.dk)
@ -178,6 +180,7 @@ def test_extract_data_and_train_model_Classifiers(mocker, freqai_conf, model):
freqai = strategy.freqai freqai = strategy.freqai
freqai.live = True freqai.live = True
freqai.dk = FreqaiDataKitchen(freqai_conf) freqai.dk = FreqaiDataKitchen(freqai_conf)
freqai.dk.live = True
timerange = TimeRange.parse_timerange("20180110-20180130") timerange = TimeRange.parse_timerange("20180110-20180130")
freqai.dd.load_all_pair_histories(timerange, freqai.dk) freqai.dd.load_all_pair_histories(timerange, freqai.dk)
@ -371,6 +374,9 @@ def test_backtesting_fit_live_predictions(mocker, freqai_conf, caplog):
sub_timerange = TimeRange.parse_timerange("20180129-20180130") sub_timerange = TimeRange.parse_timerange("20180129-20180130")
corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk) corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk)
df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, "LTC/BTC") df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, "LTC/BTC")
df = strategy.set_freqai_targets(df.copy(), metadata={"pair": "LTC/BTC"})
df = freqai.dk.remove_special_chars_from_feature_names(df)
freqai.dk.get_unique_classes_from_labels(df)
freqai.dk.pair = "ADA/BTC" freqai.dk.pair = "ADA/BTC"
freqai.dk.full_df = df.fillna(0) freqai.dk.full_df = df.fillna(0)
freqai.dk.full_df freqai.dk.full_df
@ -394,6 +400,7 @@ def test_principal_component_analysis(mocker, freqai_conf):
freqai = strategy.freqai freqai = strategy.freqai
freqai.live = True freqai.live = True
freqai.dk = FreqaiDataKitchen(freqai_conf) freqai.dk = FreqaiDataKitchen(freqai_conf)
freqai.dk.live = True
timerange = TimeRange.parse_timerange("20180110-20180130") timerange = TimeRange.parse_timerange("20180110-20180130")
freqai.dd.load_all_pair_histories(timerange, freqai.dk) freqai.dd.load_all_pair_histories(timerange, freqai.dk)
@ -425,10 +432,12 @@ def test_plot_feature_importance(mocker, freqai_conf):
freqai = strategy.freqai freqai = strategy.freqai
freqai.live = True freqai.live = True
freqai.dk = FreqaiDataKitchen(freqai_conf) freqai.dk = FreqaiDataKitchen(freqai_conf)
freqai.dk.live = True
timerange = TimeRange.parse_timerange("20180110-20180130") timerange = TimeRange.parse_timerange("20180110-20180130")
freqai.dd.load_all_pair_histories(timerange, freqai.dk) freqai.dd.load_all_pair_histories(timerange, freqai.dk)
freqai.dd.pair_dict = MagicMock() freqai.dd.pair_dict = {"ADA/BTC": {"model_filename": "fake_name",
"trained_timestamp": 1, "data_path": "", "extras": {}}}
data_load_timerange = TimeRange.parse_timerange("20180110-20180130") data_load_timerange = TimeRange.parse_timerange("20180110-20180130")
new_timerange = TimeRange.parse_timerange("20180120-20180130") new_timerange = TimeRange.parse_timerange("20180120-20180130")

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@ -986,7 +986,8 @@ def test_auto_hyperopt_interface_loadparams(default_conf, mocker, caplog):
} }
} }
} }
mocker.patch('freqtrade.strategy.hyper.json_load', return_value=expected_result) mocker.patch('freqtrade.strategy.hyper.HyperoptTools.load_params',
return_value=expected_result)
PairLocks.timeframe = default_conf['timeframe'] PairLocks.timeframe = default_conf['timeframe']
strategy = StrategyResolver.load_strategy(default_conf) strategy = StrategyResolver.load_strategy(default_conf)
assert strategy.stoploss == -0.05 assert strategy.stoploss == -0.05
@ -1005,11 +1006,13 @@ def test_auto_hyperopt_interface_loadparams(default_conf, mocker, caplog):
} }
} }
mocker.patch('freqtrade.strategy.hyper.json_load', return_value=expected_result) mocker.patch('freqtrade.strategy.hyper.HyperoptTools.load_params',
return_value=expected_result)
with pytest.raises(OperationalException, match="Invalid parameter file provided."): with pytest.raises(OperationalException, match="Invalid parameter file provided."):
StrategyResolver.load_strategy(default_conf) StrategyResolver.load_strategy(default_conf)
mocker.patch('freqtrade.strategy.hyper.json_load', MagicMock(side_effect=ValueError())) mocker.patch('freqtrade.strategy.hyper.HyperoptTools.load_params',
MagicMock(side_effect=ValueError()))
StrategyResolver.load_strategy(default_conf) StrategyResolver.load_strategy(default_conf)
assert log_has("Invalid parameter file format.", caplog) assert log_has("Invalid parameter file format.", caplog)

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@ -2955,6 +2955,9 @@ def test_manage_open_orders_exit_usercustom(
assert rpc_mock.call_count == 2 assert rpc_mock.call_count == 2
assert freqtrade.strategy.check_exit_timeout.call_count == 1 assert freqtrade.strategy.check_exit_timeout.call_count == 1
assert freqtrade.strategy.check_entry_timeout.call_count == 0 assert freqtrade.strategy.check_entry_timeout.call_count == 0
trade = Trade.session.scalars(select(Trade)).first()
# cancelling didn't succeed - order-id remains open.
assert trade.open_order_id is not None
# 2nd canceled trade - Fail execute exit # 2nd canceled trade - Fail execute exit
caplog.clear() caplog.clear()
@ -3465,6 +3468,7 @@ def test_handle_cancel_exit_cancel_exception(mocker, default_conf_usdt) -> None:
# TODO: should not be magicmock # TODO: should not be magicmock
trade = MagicMock() trade = MagicMock()
trade.open_order_id = '125'
reason = CANCEL_REASON['TIMEOUT'] reason = CANCEL_REASON['TIMEOUT']
order = {'remaining': 1, order = {'remaining': 1,
'id': '125', 'id': '125',
@ -3472,6 +3476,10 @@ def test_handle_cancel_exit_cancel_exception(mocker, default_conf_usdt) -> None:
'status': "open"} 'status': "open"}
assert not freqtrade.handle_cancel_exit(trade, order, reason) assert not freqtrade.handle_cancel_exit(trade, order, reason)
# mocker.patch(f'{EXMS}.cancel_order_with_result', return_value=order)
# assert not freqtrade.handle_cancel_exit(trade, order, reason)
# assert trade.open_order_id == '125'
@pytest.mark.parametrize("is_short, open_rate, amt", [ @pytest.mark.parametrize("is_short, open_rate, amt", [
(False, 2.0, 30.0), (False, 2.0, 30.0),