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230
.github/workflows/ci.yml vendored Normal file
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@ -0,0 +1,230 @@
name: Freqtrade CI
on:
push:
branches:
- master
- develop
- github_actions_tests
tags:
pull_request:
schedule:
- cron: '0 5 * * 4'
jobs:
build:
runs-on: ${{ matrix.os }}
strategy:
matrix:
os: [ ubuntu-18.04, macos-latest ]
python-version: [3.7]
steps:
- uses: actions/checkout@v1
- name: Set up Python
uses: actions/setup-python@v1
with:
python-version: ${{ matrix.python-version }}
- name: Cache_dependencies
uses: actions/cache@v1
id: cache
with:
path: ~/dependencies/
key: ${{ runner.os }}-dependencies
- name: pip cache (linux)
uses: actions/cache@preview
if: startsWith(matrix.os, 'ubuntu')
with:
path: ~/.cache/pip
key: test-${{ matrix.os }}-${{ matrix.python-version }}-pip
- name: pip cache (macOS)
uses: actions/cache@preview
if: startsWith(matrix.os, 'macOS')
with:
path: ~/Library/Caches/pip
key: test-${{ matrix.os }}-${{ matrix.python-version }}-pip
- name: TA binary *nix
if: steps.cache.outputs.cache-hit != 'true'
run: |
cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies/; cd ..
- name: Installation - *nix
run: |
python -m pip install --upgrade pip
export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
export TA_LIBRARY_PATH=${HOME}/dependencies/lib
export TA_INCLUDE_PATH=${HOME}/dependencies/include
pip install -r requirements-dev.txt
pip install -e .
- name: Tests
env:
COVERALLS_REPO_TOKEN: ${{ secrets.COVERALLS_REPO_TOKEN }}
COVERALLS_SERVICE_NAME: travis-ci
TRAVIS: "true"
run: |
pytest --random-order --cov=freqtrade --cov-config=.coveragerc
# Allow failure for coveralls
# Fake travis environment to get coveralls working correctly
export TRAVIS_PULL_REQUEST="https://github.com/${GITHUB_REPOSITORY}/pull/$(cat $GITHUB_EVENT_PATH | jq -r .number)"
export CI_BRANCH=${GITHUB_REF#"ref/heads"}
echo "${CI_BRANCH}"
coveralls || true
- name: Backtesting
run: |
cp config.json.example config.json
freqtrade backtesting --datadir tests/testdata --strategy DefaultStrategy
- name: Hyperopt
run: |
cp config.json.example config.json
freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt
- name: Flake8
run: |
flake8
- name: Mypy
run: |
mypy freqtrade scripts
- name: Slack Notification
uses: homoluctus/slatify@v1.8.0
if: always() && github.repository.fork == true
with:
type: ${{ job.status }}
job_name: '*Freqtrade CI ${{ matrix.os }}*'
mention: 'here'
mention_if: 'failure'
channel: '#notifications'
url: ${{ secrets.SLACK_WEBHOOK }}
build_windows:
runs-on: ${{ matrix.os }}
strategy:
matrix:
os: [ windows-latest ]
python-version: [3.7]
steps:
- uses: actions/checkout@v1
- name: Set up Python
uses: actions/setup-python@v1
with:
python-version: ${{ matrix.python-version }}
- name: Pip cache (Windows)
uses: actions/cache@preview
if: startsWith(runner.os, 'Windows')
with:
path: ~\AppData\Local\pip\Cache
key: ${{ runner.os }}-pip
restore-keys: ${{ runner.os }}-pip
- name: Installation
run: |
./build_helpers/install_windows.ps1
- name: Tests
run: |
pytest --random-order --cov=freqtrade --cov-config=.coveragerc
- name: Backtesting
run: |
cp config.json.example config.json
freqtrade backtesting --datadir tests/testdata --strategy DefaultStrategy
- name: Hyperopt
run: |
cp config.json.example config.json
freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt
- name: Flake8
run: |
flake8
- name: Mypy
run: |
mypy freqtrade scripts
- name: Slack Notification
uses: homoluctus/slatify@v1.8.0
if: always() && github.repository.fork == true
with:
type: ${{ job.status }}
job_name: '*Freqtrade CI windows*'
mention: 'here'
mention_if: 'failure'
channel: '#notifications'
url: ${{ secrets.SLACK_WEBHOOK }}
docs_check:
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v1
- name: Documentation syntax
run: |
./tests/test_docs.sh
- name: Slack Notification
uses: homoluctus/slatify@v1.8.0
if: failure() && github.repository.fork == true
with:
type: ${{ job.status }}
job_name: '*Freqtrade Docs*'
channel: '#notifications'
url: ${{ secrets.SLACK_WEBHOOK }}
deploy:
needs: [ build, build_windows, docs_check ]
runs-on: ubuntu-18.04
if: (github.event_name == 'push' || github.event_name == 'schedule') && github.repository == 'freqtrade/freqtrade'
steps:
- uses: actions/checkout@v1
- name: Extract branch name
shell: bash
run: echo "##[set-output name=branch;]$(echo ${GITHUB_REF#refs/heads/})"
id: extract_branch
- name: Build and test and push docker image
env:
IMAGE_NAME: freqtradeorg/freqtrade
DOCKER_USERNAME: ${{ secrets.DOCKER_USERNAME }}
DOCKER_PASSWORD: ${{ secrets.DOCKER_PASSWORD }}
BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}
run: |
build_helpers/publish_docker.sh
- name: Build raspberry image for ${{ steps.extract_branch.outputs.branch }}_pi
uses: elgohr/Publish-Docker-Github-Action@2.7
with:
name: freqtradeorg/freqtrade:${{ steps.extract_branch.outputs.branch }}_pi
username: ${{ secrets.DOCKER_USERNAME }}
password: ${{ secrets.DOCKER_PASSWORD }}
dockerfile: Dockerfile.pi
# cache: true
cache: ${{ github.event_name != 'schedule' }}
tag_names: true
- name: Slack Notification
uses: homoluctus/slatify@v1.8.0
if: always() && github.repository.fork == true
with:
type: ${{ job.status }}
job_name: '*Freqtrade CI Deploy*'
mention: 'here'
mention_if: 'failure'
channel: '#notifications'
url: ${{ secrets.SLACK_WEBHOOK }}

18
.github/workflows/docker_update_readme.yml vendored Normal file
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@ -0,0 +1,18 @@
name: Update Docker Hub Description
on:
push:
branches:
- master
jobs:
dockerHubDescription:
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v1
- name: Docker Hub Description
uses: peter-evans/dockerhub-description@v2.1.0
env:
DOCKERHUB_USERNAME: ${{ secrets.DOCKER_USERNAME }}
DOCKERHUB_PASSWORD: ${{ secrets.DOCKER_PASSWORD }}
DOCKERHUB_REPOSITORY: freqtradeorg/freqtrade

16
.travis.yml
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@ -24,15 +24,15 @@ jobs:
script:
- pytest --random-order --cov=freqtrade --cov-config=.coveragerc
# Allow failure for coveralls
- coveralls || true
# - coveralls || true
name: pytest
- script:
- cp config.json.example config.json
- freqtrade --datadir tests/testdata backtesting
- freqtrade backtesting --datadir tests/testdata --strategy DefaultStrategy
name: backtest
- script:
- cp config.json.example config.json
- freqtrade --datadir tests/testdata --strategy SampleStrategy hyperopt --customhyperopt SampleHyperOpts -e 5
- freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt
name: hyperopt
- script: flake8
name: flake8
@ -45,11 +45,11 @@ jobs:
- script: mypy freqtrade scripts
name: mypy
- stage: docker
if: branch in (master, develop, feat/improve_travis) AND (type in (push, cron))
script:
- build_helpers/publish_docker.sh
name: "Build and test and push docker image"
# - stage: docker
# if: branch in (master, develop, feat/improve_travis) AND (type in (push, cron))
# script:
# - build_helpers/publish_docker.sh
# name: "Build and test and push docker image"
notifications:
slack:

2
Dockerfile
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@ -24,3 +24,5 @@ RUN pip install numpy --no-cache-dir \
COPY . /freqtrade/
RUN pip install -e . --no-cache-dir
ENTRYPOINT ["freqtrade"]
# Default to trade mode
CMD [ "trade" ]

1
Dockerfile.pi
View File

@ -38,3 +38,4 @@ RUN ~/berryconda3/bin/pip install -e . --no-cache-dir
RUN [ "cross-build-end" ]
ENTRYPOINT ["/root/berryconda3/bin/python","./freqtrade/main.py"]
CMD [ "trade" ]

8
README.md
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@ -62,7 +62,6 @@ git checkout develop
For any other type of installation please refer to [Installation doc](https://www.freqtrade.io/en/latest/installation/).
## Basic Usage
### Bot commands
@ -106,7 +105,7 @@ optional arguments:
### Telegram RPC commands
Telegram is not mandatory. However, this is a great way to control your bot. More details on our [documentation](https://www.freqtrade.io/en/latest/telegram-usage/)
Telegram is not mandatory. However, this is a great way to control your bot. More details and the full command list on our [documentation](https://www.freqtrade.io/en/latest/telegram-usage/)
- `/start`: Starts the trader
- `/stop`: Stops the trader
@ -129,11 +128,6 @@ The project is currently setup in two main branches:
- `master` - This branch contains the latest stable release. The bot 'should' be stable on this branch, and is generally well tested.
- `feat/*` - These are feature branches, which are being worked on heavily. Please don't use these unless you want to test a specific feature.
## A note on Binance
For Binance, please add `"BNB/<STAKE>"` to your blacklist to avoid issues.
Accounts having BNB accounts use this to pay for fees - if your first trade happens to be on `BNB`, further trades will consume this position and make the initial BNB order unsellable as the expected amount is not there anymore.
## Support
### Help / Slack

BIN
build_helpers/TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl Normal file
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build_helpers/install_windows.ps1 Normal file
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@ -0,0 +1,8 @@
# Downloads don't work automatically, since the URL is regenerated via javascript.
# Downloaded from https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib
# Invoke-WebRequest -Uri "https://download.lfd.uci.edu/pythonlibs/xxxxxxx/TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl" -OutFile "TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl"
pip install build_helpers\TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl
pip install -r requirements-dev.txt
pip install -e .

20
build_helpers/publish_docker.sh
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@ -1,17 +1,17 @@
#!/bin/sh
# - export TAG=`if [ "$TRAVIS_BRANCH" == "develop" ]; then echo "latest"; else echo $TRAVIS_BRANCH ; fi`
# Replace / with _ to create a valid tag
TAG=$(echo "${TRAVIS_BRANCH}" | sed -e "s/\//_/")
# Replace / with _ to create a valid tag
TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
echo "Running for ${TAG}"
# Add commit and commit_message to docker container
echo "${TRAVIS_COMMIT} ${TRAVIS_COMMIT_MESSAGE}" > freqtrade_commit
echo "${GITHUB_SHA}" > freqtrade_commit
if [ "${TRAVIS_EVENT_TYPE}" = "cron" ]; then
echo "event ${TRAVIS_EVENT_TYPE}: full rebuild - skipping cache"
if [ "${GITHUB_EVENT_NAME}" = "schedule" ]; then
echo "event ${GITHUB_EVENT_NAME}: full rebuild - skipping cache"
docker build -t freqtrade:${TAG} .
else
echo "event ${TRAVIS_EVENT_TYPE}: building with cache"
echo "event ${GITHUB_EVENT_NAME}: building with cache"
# Pull last build to avoid rebuilding the whole image
docker pull ${IMAGE_NAME}:${TAG}
docker build --cache-from ${IMAGE_NAME}:${TAG} -t freqtrade:${TAG} .
@ -23,7 +23,7 @@ if [ $? -ne 0 ]; then
fi
# Run backtest
docker run --rm -it -v $(pwd)/config.json.example:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} --datadir /tests/testdata backtesting
docker run --rm -v $(pwd)/config.json.example:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy DefaultStrategy
if [ $? -ne 0 ]; then
echo "failed running backtest"
@ -38,12 +38,12 @@ if [ $? -ne 0 ]; then
fi
# Tag as latest for develop builds
if [ "${TRAVIS_BRANCH}" = "develop" ]; then
if [ "${GITHUB_REF}" = "develop" ]; then
docker tag freqtrade:$TAG ${IMAGE_NAME}:latest
fi
# Login
echo "$DOCKER_PASS" | docker login -u $DOCKER_USER --password-stdin
docker login -u $DOCKER_USERNAME -p $DOCKER_PASSWORD
if [ $? -ne 0 ]; then
echo "failed login"

5
config.json.example
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@ -52,6 +52,9 @@
"DOGE/BTC"
]
},
"pairlists": [
{"method": "StaticPairList"}
],
"edge": {
"enabled": false,
"process_throttle_secs": 3600,
@ -68,7 +71,7 @@
"remove_pumps": false
},
"telegram": {
"enabled": true,
"enabled": false,
"token": "your_telegram_token",
"chat_id": "your_telegram_chat_id"
},

3
config_binance.json.example
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@ -54,6 +54,9 @@
"BNB/BTC"
]
},
"pairlists": [
{"method": "StaticPairList"}
],
"edge": {
"enabled": false,
"process_throttle_secs": 3600,

14
config_full.json.example
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@ -50,14 +50,18 @@
"buy": "gtc",
"sell": "gtc"
},
"pairlist": {
"method": "VolumePairList",
"config": {
"pairlists": [
{"method": "StaticPairList"},
{
"method": "VolumePairList",
"number_assets": 20,
"sort_key": "quoteVolume",
"precision_filter": false
"refresh_period": 1800
},
{"method": "PrecisionFilter"},
{"method": "PriceFilter", "low_price_ratio": 0.01
}
},
],
"exchange": {
"name": "bittrex",
"sandbox": false,

3
config_kraken.json.example
View File

@ -46,6 +46,9 @@
]
},
"pairlists": [
{"method": "StaticPairList"}
],
"edge": {
"enabled": false,
"process_throttle_secs": 3600,

3
docs/advanced-setup.md
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@ -8,6 +8,9 @@ If you do not know what things mentioned here mean, you probably do not need it.
Copy the `freqtrade.service` file to your systemd user directory (usually `~/.config/systemd/user`) and update `WorkingDirectory` and `ExecStart` to match your setup.
!!! Note
Certain systems (like Raspbian) don't load service unit files from the user directory. In this case, copy `freqtrade.service` into `/etc/systemd/user/` (requires superuser permissions).
After that you can start the daemon with:
```bash

2
docs/backtesting.md
View File

@ -45,7 +45,7 @@ freqtrade --datadir user_data/data/bittrex-20180101 backtesting
#### With a (custom) strategy file
```bash
freqtrade -s SampleStrategy backtesting
freqtrade backtesting -s SampleStrategy
```
Where `-s SampleStrategy` refers to the class name within the strategy file `sample_strategy.py` found in the `freqtrade/user_data/strategies` directory.

154
docs/bot-usage.md
View File

@ -5,20 +5,18 @@ This page explains the different parameters of the bot and how to run it.
!!! Note
If you've used `setup.sh`, don't forget to activate your virtual environment (`source .env/bin/activate`) before running freqtrade commands.
## Bot commands
```
usage: freqtrade [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
[--userdir PATH] [-s NAME] [--strategy-path PATH]
[--db-url PATH] [--sd-notify]
{backtesting,edge,hyperopt,create-userdir,list-exchanges,list-timeframes,download-data,plot-dataframe,plot-profit}
usage: freqtrade [-h] [-V]
{trade,backtesting,edge,hyperopt,create-userdir,list-exchanges,list-timeframes,download-data,plot-dataframe,plot-profit}
...
Free, open source crypto trading bot
positional arguments:
{backtesting,edge,hyperopt,create-userdir,list-exchanges,list-timeframes,download-data,plot-dataframe,plot-profit}
{trade,backtesting,edge,hyperopt,create-userdir,list-exchanges,list-timeframes,download-data,plot-dataframe,plot-profit}
trade Trade module.
backtesting Backtesting module.
edge Edge module.
hyperopt Hyperopt module.
@ -32,6 +30,27 @@ positional arguments:
optional arguments:
-h, --help show this help message and exit
-V, --version show program's version number and exit
```
### Bot trading commands
```
usage: freqtrade trade [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
[--userdir PATH] [-s NAME] [--strategy-path PATH]
[--db-url PATH] [--sd-notify] [--dry-run]
optional arguments:
-h, --help show this help message and exit
--db-url PATH Override trades database URL, this is useful in custom
deployments (default: `sqlite:///tradesv3.sqlite` for
Live Run mode, `sqlite://` for Dry Run).
--sd-notify Notify systemd service manager.
--dry-run Enforce dry-run for trading (removes Exchange secrets
and simulates trades).
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified.
-V, --version show program's version number and exit
@ -43,15 +62,12 @@ optional arguments:
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
-s NAME, --strategy NAME
Specify strategy class name (default:
`DefaultStrategy`).
--strategy-path PATH Specify additional strategy lookup path.
--db-url PATH Override trades database URL, this is useful in custom
deployments (default: `sqlite:///tradesv3.sqlite` for
Live Run mode, `sqlite://` for Dry Run).
--sd-notify Notify systemd service manager.
Strategy arguments:
-s NAME, --strategy NAME
Specify strategy class name which will be used by the
bot.
--strategy-path PATH Specify additional strategy lookup path.
```
### How to specify which configuration file be used?
@ -60,7 +76,7 @@ The bot allows you to select which configuration file you want to use by means o
the `-c/--config` command line option:
```bash
freqtrade -c path/far/far/away/config.json
freqtrade trade -c path/far/far/away/config.json
```
Per default, the bot loads the `config.json` configuration file from the current
@ -79,13 +95,13 @@ empty key and secrete values while running in the Dry Mode (which does not actua
require them):
```bash
freqtrade -c ./config.json
freqtrade trade -c ./config.json
```
and specify both configuration files when running in the normal Live Trade Mode:
```bash
freqtrade -c ./config.json -c path/to/secrets/keys.config.json
freqtrade trade -c ./config.json -c path/to/secrets/keys.config.json
```
This could help you hide your private Exchange key and Exchange secrete on you local machine
@ -134,7 +150,7 @@ In `user_data/strategies` you have a file `my_awesome_strategy.py` which has
a strategy class called `AwesomeStrategy` to load it:
```bash
freqtrade --strategy AwesomeStrategy
freqtrade trade --strategy AwesomeStrategy
```
If the bot does not find your strategy file, it will display in an error
@ -149,7 +165,7 @@ This parameter allows you to add an additional strategy lookup path, which gets
checked before the default locations (The passed path must be a directory!):
```bash
freqtrade --strategy AwesomeStrategy --strategy-path /some/directory
freqtrade trade --strategy AwesomeStrategy --strategy-path /some/directory
```
#### How to install a strategy?
@ -165,7 +181,7 @@ using `--db-url`. This can also be used to specify a custom database
in production mode. Example command:
```bash
freqtrade -c config.json --db-url sqlite:///tradesv3.dry_run.sqlite
freqtrade trade -c config.json --db-url sqlite:///tradesv3.dry_run.sqlite
```
## Backtesting commands
@ -173,8 +189,10 @@ freqtrade -c config.json --db-url sqlite:///tradesv3.dry_run.sqlite
Backtesting also uses the config specified via `-c/--config`.
```
usage: freqtrade backtesting [-h] [-i TICKER_INTERVAL] [--timerange TIMERANGE]
[--max_open_trades INT]
usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [-s NAME]
[--strategy-path PATH] [-i TICKER_INTERVAL]
[--timerange TIMERANGE] [--max_open_trades INT]
[--stake_amount STAKE_AMOUNT] [--fee FLOAT]
[--eps] [--dmmp]
[--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
@ -211,11 +229,29 @@ optional arguments:
--export EXPORT Export backtest results, argument are: trades.
Example: `--export=trades`
--export-filename PATH
Save backtest results to the file with this filename
(default: `user_data/backtest_results/backtest-
result.json`). Requires `--export` to be set as well.
Example: `--export-filename=user_data/backtest_results
/backtest_today.json`
Save backtest results to the file with this filename.
Requires `--export` to be set as well. Example:
`--export-filename=user_data/backtest_results/backtest
_today.json`
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default: `config.json`).
Multiple --config options may be used. Can be set to
`-` to read config from stdin.
-d PATH, --datadir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
Strategy arguments:
-s NAME, --strategy NAME
Specify strategy class name which will be used by the
bot.
--strategy-path PATH Specify additional strategy lookup path.
```
@ -223,7 +259,7 @@ optional arguments:
The first time your run Backtesting, you will need to download some historic data first.
This can be accomplished by using `freqtrade download-data`.
Check the corresponding [help page section](backtesting.md#Getting-data-for-backtesting-and-hyperopt) for more details
Check the corresponding [Data Downloading](data-download.md) section for more details
## Hyperopt commands
@ -231,12 +267,14 @@ To optimize your strategy, you can use hyperopt parameter hyperoptimization
to find optimal parameter values for your stategy.
```
usage: freqtrade hyperopt [-h] [-i TICKER_INTERVAL] [--timerange TIMERANGE]
usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
[--userdir PATH] [-s NAME] [--strategy-path PATH]
[-i TICKER_INTERVAL] [--timerange TIMERANGE]
[--max_open_trades INT]
[--stake_amount STAKE_AMOUNT] [--fee FLOAT]
[--customhyperopt NAME] [--hyperopt-path PATH]
[--eps] [-e INT]
[-s {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]]
[--hyperopt NAME] [--hyperopt-path PATH] [--eps]
[-e INT]
[--spaces {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]]
[--dmmp] [--print-all] [--no-color] [--print-json]
[-j JOBS] [--random-state INT] [--min-trades INT]
[--continue] [--hyperopt-loss NAME]
@ -254,16 +292,15 @@ optional arguments:
Specify stake_amount.
--fee FLOAT Specify fee ratio. Will be applied twice (on trade
entry and exit).
--customhyperopt NAME
Specify hyperopt class name (default:
`DefaultHyperOpt`).
--hyperopt-path PATH Specify additional lookup path for Hyperopts and
--hyperopt NAME Specify hyperopt class name which will be used by the
bot.
--hyperopt-path PATH Specify additional lookup path for Hyperopt and
Hyperopt Loss functions.
--eps, --enable-position-stacking
Allow buying the same pair multiple times (position
stacking).
-e INT, --epochs INT Specify number of epochs (default: 100).
-s {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...], --spaces {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]
--spaces {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]
Specify which parameters to hyperopt. Space-separated
list. Default: `all`.
--dmmp, --disable-max-market-positions
@ -292,8 +329,27 @@ optional arguments:
generate completely different results, since the
target for optimization is different. Built-in
Hyperopt-loss-functions are: DefaultHyperOptLoss,
OnlyProfitHyperOptLoss, SharpeHyperOptLoss.(default:
OnlyProfitHyperOptLoss, SharpeHyperOptLoss (default:
`DefaultHyperOptLoss`).
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default: `config.json`).
Multiple --config options may be used. Can be set to
`-` to read config from stdin.
-d PATH, --datadir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
Strategy arguments:
-s NAME, --strategy NAME
Specify strategy class name which will be used by the
bot.
--strategy-path PATH Specify additional strategy lookup path.
```
## Edge commands
@ -301,7 +357,9 @@ optional arguments:
To know your trade expectancy and winrate against historical data, you can use Edge.
```
usage: freqtrade edge [-h] [-i TICKER_INTERVAL] [--timerange TIMERANGE]
usage: freqtrade edge [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
[--userdir PATH] [-s NAME] [--strategy-path PATH]
[-i TICKER_INTERVAL] [--timerange TIMERANGE]
[--max_open_trades INT] [--stake_amount STAKE_AMOUNT]
[--fee FLOAT] [--stoplosses STOPLOSS_RANGE]
@ -324,6 +382,24 @@ optional arguments:
(without any space). Example:
`--stoplosses=-0.01,-0.1,-0.001`
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default: `config.json`).
Multiple --config options may be used. Can be set to
`-` to read config from stdin.
-d PATH, --datadir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
Strategy arguments:
-s NAME, --strategy NAME
Specify strategy class name which will be used by the
bot.
--strategy-path PATH Specify additional strategy lookup path.
```
To understand edge and how to read the results, please read the [edge documentation](edge.md).

144
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@ -82,8 +82,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `exchange.markets_refresh_interval` | 60 | The interval in minutes in which markets are reloaded.
| `edge` | false | Please refer to [edge configuration document](edge.md) for detailed explanation.
| `experimental.block_bad_exchanges` | true | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now.
| `pairlist.method` | StaticPairList | Use static or dynamic volume-based pairlist. [More information below](#dynamic-pairlists).
| `pairlist.config` | None | Additional configuration for dynamic pairlists. [More information below](#dynamic-pairlists).
| `pairlists` | StaticPairList | Define one or more pairlists to be used. [More information below](#dynamic-pairlists).
| `telegram.enabled` | true | **Required.** Enable or not the usage of Telegram.
| `telegram.token` | token | Your Telegram bot token. Only required if `telegram.enabled` is `true`. ***Keep it in secrete, do not disclose publicly.***
| `telegram.chat_id` | chat_id | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. ***Keep it in secrete, do not disclose publicly.***
@ -95,7 +94,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `db_url` | `sqlite:///tradesv3.sqlite`| Declares database URL to use. NOTE: This defaults to `sqlite://` if `dry_run` is `True`.
| `initial_state` | running | Defines the initial application state. More information below.
| `forcebuy_enable` | false | Enables the RPC Commands to force a buy. More information below.
| `strategy` | DefaultStrategy | Defines Strategy class to use.
| `strategy` | None | **Required** Defines Strategy class to use. Recommended to set via `--strategy NAME`.
| `strategy_path` | null | Adds an additional strategy lookup path (must be a directory).
| `internals.process_throttle_secs` | 5 | **Required.** Set the process throttle. Value in second.
| `internals.heartbeat_interval` | 60 | Print heartbeat message every X seconds. Set to 0 to disable heartbeat messages.
@ -357,13 +356,6 @@ For example, to test the order type `FOK` with Kraken, and modify candle_limit t
!!! Warning
Please make sure to fully understand the impacts of these settings before modifying them.
#### Random notes for other exchanges
* The Ocean (ccxt id: 'theocean') exchange uses Web3 functionality and requires web3 package to be installed:
```shell
$ pip3 install web3
```
### What values can be used for fiat_display_currency?
The `fiat_display_currency` configuration parameter sets the base currency to use for the
@ -383,6 +375,88 @@ The valid values are:
"BTC", "ETH", "XRP", "LTC", "BCH", "USDT"
```
## Pairlists
Pairlists define the list of pairs that the bot should trade.
There are [`StaticPairList`](#static-pair-list) and dynamic Whitelists available.
[`PrecisionFilter`](#precision-filter) and [`PriceFilter`](#price-pair-filter) act as filters, removing low-value pairs.
All pairlists can be chained, and a combination of all pairlists will become your new whitelist. Pairlists are executed in the sequence they are configured. You should always configure either `StaticPairList` or `DynamicPairList` as starting pairlists.
Inactive markets and blacklisted pairs are always removed from the resulting `pair_whitelist`.
### Available Pairlists
* [`StaticPairList`](#static-pair-list) (default, if not configured differently)
* [`VolumePairList`](#volume-pair-list)
* [`PrecisionFilter`](#precision-filter)
* [`PriceFilter`](#price-pair-filter)
#### Static Pair List
By default, the `StaticPairList` method is used, which uses a statically defined pair whitelist from the configuration.
It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklist`.
```json
"pairlists": [
{"method": "StaticPairList"}
],
```
#### Volume Pair List
`VolumePairList` selects `number_assets` top pairs based on `sort_key`, which can be one of `askVolume`, `bidVolume` and `quoteVolume` and defaults to `quoteVolume`.
`VolumePairList` considers outputs of previous pairlists unless it's the first configured pairlist, it does not consider `pair_whitelist`, but selects the top assets from all available markets (with matching stake-currency) on the exchange.
`refresh_period` allows setting the period (in seconds), at which the pairlist will be refreshed. Defaults to 1800s (30 minutes).
```json
"pairlists": [{
"method": "VolumePairList",
"number_assets": 20,
"sort_key": "quoteVolume",
"refresh_period": 1800,
],
```
#### Precision Filter
Filters low-value coins which would not allow setting a stoploss.
#### Price Pair Filter
The `PriceFilter` allows filtering of pairs by price.
Currently, only `low_price_ratio` is implemented, where a raise of 1 price unit (pip) is below the `low_price_ratio` ratio.
This option is disabled by default, and will only apply if set to <> 0.
Calculation example:
Min price precision is 8 decimals. If price is 0.00000011 - one step would be 0.00000012 - which is almost 10% higher than the previous value.
These pairs are dangerous since it may be impossible to place the desired stoploss - and often result in high losses.
### Full Pairlist example
The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting by `quoteVolume` and applies both [`PrecisionFilter`](#precision-filter) and [`PriceFilter`](#price-pair-filter), filtering all assets where 1 priceunit is > 1%.
```json
"exchange": {
"pair_whitelist": [],
"pair_blacklist": ["BNB/BTC"]
},
"pairlists": [
{
"method": "VolumePairList",
"number_assets": 20,
"sort_key": "quoteVolume",
},
{"method": "PrecisionFilter"},
{"method": "PriceFilter", "low_price_ratio": 0.01}
],
```
## Switch to Dry-run mode
We recommend starting the bot in the Dry-run mode to see how your bot will
@ -412,45 +486,6 @@ creating trades on the exchange.
Once you will be happy with your bot performance running in the Dry-run mode,
you can switch it to production mode.
### Dynamic Pairlists
Dynamic pairlists select pairs for you based on the logic configured.
The bot runs against all pairs (with that stake) on the exchange, and a number of assets
(`number_assets`) is selected based on the selected criteria.
By default, the `StaticPairList` method is used.
The Pairlist method is configured as `pair_whitelist` parameter under the `exchange`
section of the configuration.
**Available Pairlist methods:**
* `StaticPairList`
* It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklist`.
* `VolumePairList`
* It selects `number_assets` top pairs based on `sort_key`, which can be one of
`askVolume`, `bidVolume` and `quoteVolume`, defaults to `quoteVolume`.
* There is a possibility to filter low-value coins that would not allow setting a stop loss
(set `precision_filter` parameter to `true` for this).
* `VolumePairList` does not consider `pair_whitelist`, but builds this automatically based the pairlist configuration.
* Pairs in `pair_blacklist` are not considered for VolumePairList, even if all other filters would match.
Example:
```json
"exchange": {
"pair_whitelist": [],
"pair_blacklist": ["BNB/BTC"]
},
"pairlist": {
"method": "VolumePairList",
"config": {
"number_assets": 20,
"sort_key": "quoteVolume",
"precision_filter": false
}
},
```
## Switch to production mode
In production mode, the bot will engage your money. Be careful, since a wrong
@ -476,12 +511,14 @@ you run it in production mode.
"secret": "08a9dc6db3d7b53e1acebd9275677f4b0a04f1a5",
...
}
```
!!! Note
If you have an exchange API key yet, [see our tutorial](/pre-requisite).
### Using proxy with FreqTrade
You should also make sure to read the [Exchanges](exchanges.md) section of the documentation to be aware of potential configuration details specific to your exchange.
### Using proxy with Freqtrade
To use a proxy with freqtrade, add the kwarg `"aiohttp_trust_env"=true` to the `"ccxt_async_kwargs"` dict in the exchange section of the configuration.
@ -501,14 +538,13 @@ export HTTPS_PROXY="http://addr:port"
freqtrade
```
### Embedding Strategies
## Embedding Strategies
FreqTrade provides you with with an easy way to embed the strategy into your configuration file.
This is done by utilizing BASE64 encoding and providing this string at the strategy configuration field,
in your chosen config file.
#### Encoding a string as BASE64
### Encoding a string as BASE64
This is a quick example, how to generate the BASE64 string in python

6
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View File

@ -78,10 +78,8 @@ freqtrade download-data --exchange binance --pairs XRP/ETH ETH/BTC --days 20 --d
!!! Warning
The historic trades are not available during Freqtrade dry-run and live trade modes because all exchanges tested provide this data with a delay of few 100 candles, so it's not suitable for real-time trading.
### Historic Kraken data
The Kraken API does only provide 720 historic candles, which is sufficient for FreqTrade dry-run and live trade modes, but is a problem for backtesting.
To download data for the Kraken exchange, using `--dl-trades` is mandatory, otherwise the bot will download the same 720 candles over and over, and you'll not have enough backtest data.
!!! Note "Kraken user"
Kraken users should read [this](exchanges.md#historic-kraken-data) before starting to download data.
## Next step

51
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View File

@ -46,15 +46,18 @@ def test_method_to_test(caplog):
The fastest and easiest way to start up is to use docker-compose.develop which gives developers the ability to start the bot up with all the required dependencies, *without* needing to install any freqtrade specific dependencies on your local machine.
#### Install
* [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
* [docker](https://docs.docker.com/install/)
* [docker-compose](https://docs.docker.com/compose/install/)
#### Starting the bot
##### Use the develop dockerfile
``` bash
rm docker-compose.yml && mv docker-compose.develop.yml docker-compose.yml
```
#### Docker Compose
##### Starting
@ -62,9 +65,11 @@ rm docker-compose.yml && mv docker-compose.develop.yml docker-compose.yml
``` bash
docker-compose up
```
![Docker compose up](https://user-images.githubusercontent.com/419355/65456322-47f63a80-de06-11e9-90c6-3c74d1bad0b8.png)
##### Rebuilding
``` bash
docker-compose build
```
@ -77,8 +82,8 @@ that can be effected by `docker-compose up` or `docker-compose run freqtrade_dev
``` bash
docker-compose exec freqtrade_develop /bin/bash
```
![image](https://user-images.githubusercontent.com/419355/65456522-ba671a80-de06-11e9-9598-df9ca0d8dcac.png)
![image](https://user-images.githubusercontent.com/419355/65456522-ba671a80-de06-11e9-9598-df9ca0d8dcac.png)
## Modules
@ -95,22 +100,22 @@ This is a simple provider, which however serves as a good example on how to star
Next, modify the classname of the provider (ideally align this with the Filename).
The base-class provides the an instance of the bot (`self._freqtrade`), as well as the configuration (`self._config`), and initiates both `_blacklist` and `_whitelist`.
The base-class provides an instance of the exchange (`self._exchange`) the pairlist manager (`self._pairlistmanager`), as well as the main configuration (`self._config`), the pairlist dedicated configuration (`self._pairlistconfig`) and the absolute position within the list of pairlists.
```python
self._freqtrade = freqtrade
self._exchange = exchange
self._pairlistmanager = pairlistmanager
self._config = config
self._whitelist = self._config['exchange']['pair_whitelist']
self._blacklist = self._config['exchange'].get('pair_blacklist', [])
self._pairlistconfig = pairlistconfig
self._pairlist_pos = pairlist_pos
```
Now, let's step through the methods which require actions:
#### configuration
#### Pairlist configuration
Configuration for PairListProvider is done in the bot configuration file in the element `"pairlist"`.
This Pairlist-object may contain a `"config"` dict with additional configurations for the configured pairlist.
This Pairlist-object may contain configurations with additional configurations for the configured pairlist.
By convention, `"number_assets"` is used to specify the maximum number of pairs to keep in the whitelist. Please follow this to ensure a consistent user experience.
Additional elements can be configured as needed. `VolumePairList` uses `"sort_key"` to specify the sorting value - however feel free to specify whatever is necessary for your great algorithm to be successfull and dynamic.
@ -120,29 +125,30 @@ Additional elements can be configured as needed. `VolumePairList` uses `"sort_ke
Returns a description used for Telegram messages.
This should contain the name of the Provider, as well as a short description containing the number of assets. Please follow the format `"PairlistName - top/bottom X pairs"`.
#### refresh_pairlist
#### filter_pairlist
Override this method and run all calculations needed in this method.
This is called with each iteration of the bot - so consider implementing caching for compute/network heavy calculations.
Assign the resulting whiteslist to `self._whitelist` and `self._blacklist` respectively. These will then be used to run the bot in this iteration. Pairs with open trades will be added to the whitelist to have the sell-methods run correctly.
It get's passed a pairlist (which can be the result of previous pairlists) as well as `tickers`, a pre-fetched version of `get_tickers()`.
Please also run `self._validate_whitelist(pairs)` and to check and remove pairs with inactive markets. This function is available in the Parent class (`StaticPairList`) and should ideally not be overwritten.
It must return the resulting pairlist (which may then be passed into the next pairlist filter).
Validations are optional, the parent class exposes a `_verify_blacklist(pairlist)` and `_whitelist_for_active_markets(pairlist)` to do default filters. Use this if you limit your result to a certain number of pairs - so the endresult is not shorter than expected.
##### sample
``` python
def refresh_pairlist(self) -> None:
def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
# Generate dynamic whitelist
pairs = self._gen_pair_whitelist(self._config['stake_currency'], self._sort_key)
# Validate whitelist to only have active market pairs
self._whitelist = self._validate_whitelist(pairs)[:self._number_pairs]
pairs = self._calculate_pairlist(pairlist, tickers)
return pairs
```
#### _gen_pair_whitelist
This is a simple method used by `VolumePairList` - however serves as a good example.
It implements caching (`@cached(TTLCache(maxsize=1, ttl=1800))`) as well as a configuration option to allow different (but similar) strategies to work with the same PairListProvider.
In VolumePairList, this implements different methods of sorting, does early validation so only the expected number of pairs is returned.
## Implement a new Exchange (WIP)
@ -198,6 +204,19 @@ jupyter nbconvert --ClearOutputPreprocessor.enabled=True --inplace user_data/not
jupyter nbconvert --ClearOutputPreprocessor.enabled=True --to markdown user_data/notebooks/strategy_analysis_example.ipynb --stdout > docs/strategy_analysis_example.md
```
## Continuous integration
This documents some decisions taken for the CI Pipeline.
* CI runs on all OS variants, Linux (ubuntu), macOS and Windows.
* Docker images are build for the branches `master` and `develop`.
* Raspberry PI Docker images are postfixed with `_pi` - so tags will be `:master_pi` and `develop_pi`.
* Docker images contain a file, `/freqtrade/freqtrade_commit` containing the commit this image is based of.
* Full docker image rebuilds are run once a week via schedule.
* Deployments run on ubuntu.
* ta-lib binaries are contained in the build_helpers directory to avoid fails related to external unavailability.
* All tests must pass for a PR to be merged to `master` or `develop`.
## Creating a release
This part of the documentation is aimed at maintainers, and shows how to create a release.

4
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@ -160,7 +160,7 @@ docker run -d \
-v ~/.freqtrade/config.json:/freqtrade/config.json \
-v ~/.freqtrade/user_data/:/freqtrade/user_data \
-v ~/.freqtrade/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \
freqtrade --db-url sqlite:///tradesv3.sqlite --strategy MyAwesomeStrategy
freqtrade trade --db-url sqlite:///tradesv3.sqlite --strategy MyAwesomeStrategy
```
!!! Note
@ -202,7 +202,7 @@ docker run -d \
-v ~/.freqtrade/config.json:/freqtrade/config.json \
-v ~/.freqtrade/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \
-v ~/.freqtrade/user_data/:/freqtrade/user_data/ \
freqtrade --strategy AwsomelyProfitableStrategy backtesting
freqtrade backtesting --strategy AwsomelyProfitableStrategy
```
Head over to the [Backtesting Documentation](backtesting.md) for more details.

2
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View File

@ -235,7 +235,7 @@ An example of its output:
### Update cached pairs with the latest data
Edge requires historic data the same way as backtesting does.
Please refer to the [download section](backtesting.md#Getting-data-for-backtesting-and-hyperopt) of the documentation for details.
Please refer to the [Data Downloading](data-download.md) section of the documentation for details.
### Precising stoploss range

63
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View File

@ -0,0 +1,63 @@
# Exchange-specific Notes
This page combines common gotchas and informations which are exchange-specific and most likely don't apply to other exchanges.
## Binance
!!! Tip "Stoploss on Exchange"
Binance is currently the only exchange supporting `stoploss_on_exchange`. It provides great advantages, so we recommend to benefit from it.
### Blacklists
For Binance, please add `"BNB/<STAKE>"` to your blacklist to avoid issues.
Accounts having BNB accounts use this to pay for fees - if your first trade happens to be on `BNB`, further trades will consume this position and make the initial BNB order unsellable as the expected amount is not there anymore.
### Binance sites
Binance has been split into 3, and users must use the correct ccxt exchange ID for their exchange, otherwise API keys are not recognized.
* [binance.com](https://www.binance.com/) - International users. Use exchange id: `binance`.
* [binance.us](https://www.binance.us/) - US based users. Use exchange id: `binanceus`.
* [binance.je](https://www.binance.je/) - Binance Jersey, trading fiat currencies. Use exchange id: `binanceje`.
## Kraken
### Historic Kraken data
The Kraken API does only provide 720 historic candles, which is sufficient for Freqtrade dry-run and live trade modes, but is a problem for backtesting.
To download data for the Kraken exchange, using `--dl-trades` is mandatory, otherwise the bot will download the same 720 candles over and over, and you'll not have enough backtest data.
## Bittrex
### Restricted markets
Bittrex split its exchange into US and International versions.
The International version has more pairs available, however the API always returns all pairs, so there is currently no automated way to detect if you're affected by the restriction.
If you have restricted pairs in your whitelist, you'll get a warning message in the log on Freqtrade startup for each restricted pair.
The warning message will look similar to the following:
``` output
[...] Message: bittrex {"success":false,"message":"RESTRICTED_MARKET","result":null,"explanation":null}"
```
If you're an "International" customer on the Bittrex exchange, then this warning will probably not impact you.
If you're a US customer, the bot will fail to create orders for these pairs, and you should remove them from your whitelist.
You can get a list of restricted markets by using the following snippet:
``` python
import ccxt
ct = ccxt.bittrex()
_ = ct.load_markets()
res = [ f"{x['MarketCurrency']}/{x['BaseCurrency']}" for x in ct.publicGetMarkets()['result'] if x['IsRestricted']]
print(res)
```
## Random notes for other exchanges
* The Ocean (exchange id: `theocean`) exchange uses Web3 functionality and requires `web3` python package to be installed:
```shell
$ pip3 install web3
```

8
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@ -4,7 +4,7 @@
### The bot does not start
Running the bot with `freqtrade --config config.json` does show the output `freqtrade: command not found`.
Running the bot with `freqtrade trade --config config.json` does show the output `freqtrade: command not found`.
This could have the following reasons:
@ -48,12 +48,8 @@ You can use the `/forcesell all` command from Telegram.
### I get the message "RESTRICTED_MARKET"
Currently known to happen for US Bittrex users.
Bittrex split its exchange into US and International versions.
The International version has more pairs available, however the API always returns all pairs, so there is currently no automated way to detect if you're affected by the restriction.
If you have restricted pairs in your whitelist, you'll get a warning message in the log on FreqTrade startup for each restricted pair.
If you're an "International" Customer on the Bittrex exchange, then this warning will probably not impact you.
If you're a US customer, the bot will fail to create orders for these pairs, and you should remove them from your Whitelist.
Read [the Bittrex section about restricted markets](exchanges.md#restricted-markets) for more information.
### How do I search the bot logs for something?

4
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View File

@ -245,7 +245,7 @@ Because hyperopt tries a lot of combinations to find the best parameters it will
We strongly recommend to use `screen` or `tmux` to prevent any connection loss.
```bash
freqtrade -c config.json hyperopt --customhyperopt <hyperoptname> -e 5000 --spaces all
freqtrade hyperopt --config config.json --hyperopt <hyperoptname> -e 5000 --spaces all
```
Use `<hyperoptname>` as the name of the custom hyperopt used.
@ -281,7 +281,7 @@ freqtrade hyperopt --timerange 20180401-20180501
Hyperopt can reuse `populate_indicators`, `populate_buy_trend`, `populate_sell_trend` from your strategy, assuming these methods are **not** in your custom hyperopt file, and a strategy is provided.
```bash
freqtrade --strategy SampleStrategy hyperopt --customhyperopt SampleHyperopt
freqtrade hyperopt --strategy SampleStrategy --customhyperopt SampleHyperopt
```
### Running Hyperopt with Smaller Search Space

46
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@ -26,24 +26,32 @@ You will need to create API Keys (Usually you get `key` and `secret`) from the E
## Quick start
Freqtrade provides a Linux/MacOS script to install all dependencies and help you to configure the bot.
!!! Note
Python3.6 or higher and the corresponding pip are assumed to be available. The install-script will warn and stop if that's not the case.
```bash
git clone git@github.com:freqtrade/freqtrade.git
cd freqtrade
git checkout develop
./setup.sh --install
```
Freqtrade provides the Linux/MacOS Easy Installation script to install all dependencies and help you configure the bot.
!!! Note
Windows installation is explained [here](#windows).
## Easy Installation - Linux Script
The easiest way to install and run Freqtrade is to clone the bot GitHub repository and then run the Easy Installation script, if it's available for your platform.
If you are on Debian, Ubuntu or MacOS freqtrade provides a script to Install, Update, Configure, and Reset your bot.
!!! Note "Version considerations"
When cloning the repository the default working branch has the name `develop`. This branch contains all last features (can be considered as relatively stable, thanks to automated tests). The `master` branch contains the code of the last release (done usually once per month on an approximately one week old snapshot of the `develop` branch to prevent packaging bugs, so potentially it's more stable).
!!! Note
Python3.6 or higher and the corresponding `pip` are assumed to be available. The install-script will warn you and stop if that's not the case. `git` is also needed to clone the Freqtrade repository.
This can be achieved with the following commands:
```bash
git clone git@github.com:freqtrade/freqtrade.git
cd freqtrade
git checkout master # Optional, see (1)
./setup.sh --install
```
(1) This command switches the cloned repository to the use of the `master` branch. It's not needed if you wish to stay on the `develop` branch. You may later switch between branches at any time with the `git checkout master`/`git checkout develop` commands.
## Easy Installation Script (Linux/MacOS)
If you are on Debian, Ubuntu or MacOS Freqtrade provides the script to install, update, configure and reset the codebase of your bot.
```bash
$ ./setup.sh
@ -56,25 +64,25 @@ usage:
** --install **
This script will install everything you need to run the bot:
With this option, the script will install everything you need to run the bot:
* Mandatory software as: `ta-lib`
* Setup your virtualenv
* Configure your `config.json` file
This script is a combination of `install script` `--reset`, `--config`
This option is a combination of installation tasks, `--reset` and `--config`.
** --update **
Update parameter will pull the last version of your current branch and update your virtualenv.
This option will pull the last version of your current branch and update your virtualenv. Run the script with this option periodically to update your bot.
** --reset **
Reset parameter will hard reset your branch (only if you are on `master` or `develop`) and recreate your virtualenv.
This option will hard reset your branch (only if you are on either `master` or `develop`) and recreate your virtualenv.
** --config **
Config parameter is a `config.json` configurator. This script will ask you questions to setup your bot and create your `config.json`.
Use this option to configure the `config.json` configuration file. The script will interactively ask you questions to setup your bot and create your `config.json`.
------
@ -184,7 +192,7 @@ python3 -m pip install -e .
If this is the first time you run the bot, ensure you are running it in Dry-run `"dry_run": true,` otherwise it will start to buy and sell coins.
```bash
freqtrade -c config.json
freqtrade trade -c config.json
```
*Note*: If you run the bot on a server, you should consider using [Docker](docker.md) or a terminal multiplexer like `screen` or [`tmux`](https://en.wikipedia.org/wiki/Tmux) to avoid that the bot is stopped on logout.

59
docs/plotting.md
View File

@ -23,13 +23,15 @@ The `freqtrade plot-dataframe` subcommand shows an interactive graph with three
Possible arguments:
```
usage: freqtrade plot-dataframe [-h] [-p PAIRS [PAIRS ...]]
usage: freqtrade plot-dataframe [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [-s NAME]
[--strategy-path PATH] [-p PAIRS [PAIRS ...]]
[--indicators1 INDICATORS1 [INDICATORS1 ...]]
[--indicators2 INDICATORS2 [INDICATORS2 ...]]
[--plot-limit INT] [--db-url PATH]
[--trade-source {DB,file}] [--export EXPORT]
[--export-filename PATH]
[--timerange TIMERANGE]
[--timerange TIMERANGE] [-i TICKER_INTERVAL]
optional arguments:
-h, --help show this help message and exit
@ -62,6 +64,28 @@ optional arguments:
/backtest_today.json`
--timerange TIMERANGE
Specify what timerange of data to use.
-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
`1d`).
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default: `config.json`).
Multiple --config options may be used. Can be set to
`-` to read config from stdin.
-d PATH, --datadir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
Strategy arguments:
-s NAME, --strategy NAME
Specify strategy class name (default:
`DefaultStrategy`).
--strategy-path PATH Specify additional strategy lookup path.
```
@ -83,7 +107,7 @@ Use `--indicators1` for the main plot and `--indicators2` for the subplot below
You will almost certainly want to specify a custom strategy! This can be done by adding `-s Classname` / `--strategy ClassName` to the command.
``` bash
freqtrade --strategy AwesomeStrategy plot-dataframe -p BTC/ETH --indicators1 sma ema --indicators2 macd
freqtrade plot-dataframe --strategy AwesomeStrategy -p BTC/ETH --indicators1 sma ema --indicators2 macd
```
### Further usage examples
@ -91,25 +115,25 @@ freqtrade --strategy AwesomeStrategy plot-dataframe -p BTC/ETH --indicators1 sma
To plot multiple pairs, separate them with a space:
``` bash
freqtrade --strategy AwesomeStrategy plot-dataframe -p BTC/ETH XRP/ETH
freqtrade plot-dataframe --strategy AwesomeStrategy -p BTC/ETH XRP/ETH
```
To plot a timerange (to zoom in)
``` bash
freqtrade --strategy AwesomeStrategy plot-dataframe -p BTC/ETH --timerange=20180801-20180805
freqtrade plot-dataframe --strategy AwesomeStrategy -p BTC/ETH --timerange=20180801-20180805
```
To plot trades stored in a database use `--db-url` in combination with `--trade-source DB`:
``` bash
freqtrade --strategy AwesomeStrategy plot-dataframe --db-url sqlite:///tradesv3.dry_run.sqlite -p BTC/ETH --trade-source DB
freqtrade plot-dataframe --strategy AwesomeStrategy --db-url sqlite:///tradesv3.dry_run.sqlite -p BTC/ETH --trade-source DB
```
To plot trades from a backtesting result, use `--export-filename <filename>`
``` bash
freqtrade --strategy AwesomeStrategy plot-dataframe --export-filename user_data/backtest_results/backtest-result.json -p BTC/ETH
freqtrade plot-dataframe --strategy AwesomeStrategy --export-filename user_data/backtest_results/backtest-result.json -p BTC/ETH
```
## Plot profit
@ -133,10 +157,11 @@ The third graph can be useful to spot outliers, events in pairs that cause profi
Possible options for the `freqtrade plot-profit` subcommand:
```
usage: freqtrade plot-profit [-h] [-p PAIRS [PAIRS ...]]
usage: freqtrade plot-profit [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [-p PAIRS [PAIRS ...]]
[--timerange TIMERANGE] [--export EXPORT]
[--export-filename PATH] [--db-url PATH]
[--trade-source {DB,file}]
[--trade-source {DB,file}] [-i TICKER_INTERVAL]
optional arguments:
-h, --help show this help message and exit
@ -159,6 +184,22 @@ optional arguments:
--trade-source {DB,file}
Specify the source for trades (Can be DB or file
(backtest file)) Default: file
-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
`1d`).
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default: `config.json`).
Multiple --config options may be used. Can be set to
`-` to read config from stdin.
-d PATH, --datadir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```

2
docs/requirements-docs.txt
View File

@ -1,2 +1,2 @@
mkdocs-material==4.4.3
mkdocs-material==4.5.0
mdx_truly_sane_lists==1.2

16
docs/rest-api.md
View File

@ -22,7 +22,14 @@ Sample configuration:
!!! Danger "Password selection"
Please make sure to select a very strong, unique password to protect your bot from unauthorized access.
You can then access the API by going to `http://127.0.0.1:8080/api/v1/version` to check if the API is running correctly.
You can then access the API by going to `http://127.0.0.1:8080/api/v1/ping` in a browser to check if the API is running correctly.
This should return the response:
``` output
{"status":"pong"}
```
All other endpoints return sensitive info and require authentication, so are not available through a web browser.
To generate a secure password, either use a password manager, or use the below code snipped.
@ -58,7 +65,7 @@ docker run -d \
-v ~/.freqtrade/user_data/:/freqtrade/user_data \
-v ~/.freqtrade/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \
-p 127.0.0.1:8080:8080 \
freqtrade --db-url sqlite:///tradesv3.sqlite --strategy MyAwesomeStrategy
freqtrade trade --db-url sqlite:///tradesv3.sqlite --strategy MyAwesomeStrategy
```
!!! Danger "Security warning"
@ -99,6 +106,7 @@ python3 scripts/rest_client.py --config rest_config.json <command> [optional par
| `stop` | | Stops the trader
| `stopbuy` | | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
| `reload_conf` | | Reloads the configuration file
| `show_config` | | Shows part of the current configuration with relevant settings to operation
| `status` | | Lists all open trades
| `count` | | Displays number of trades used and available
| `profit` | | Display a summary of your profit/loss from close trades and some stats about your performance
@ -165,6 +173,10 @@ reload_conf
Reload configuration
:returns: json object
show_config
Returns part of the configuration, relevant for trading operations.
:return: json object containing the version
start
Start the bot if it's in stopped state.
:returns: json object

14
docs/strategy-customization.md
View File

@ -13,7 +13,7 @@ Let assume you have a class called `AwesomeStrategy` in the file `awesome-strate
2. Start the bot with the param `--strategy AwesomeStrategy` (the parameter is the class name)
```bash
freqtrade --strategy AwesomeStrategy
freqtrade trade --strategy AwesomeStrategy
```
## Change your strategy
@ -45,7 +45,7 @@ The current version is 2 - which is also the default when it's not set explicitl
Future versions will require this to be set.
```bash
freqtrade --strategy AwesomeStrategy
freqtrade trade --strategy AwesomeStrategy
```
**For the following section we will use the [user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/sample_strategy.py)
@ -314,9 +314,9 @@ Please always check the mode of operation to select the correct method to get da
#### Possible options for DataProvider
- `available_pairs` - Property with tuples listing cached pairs with their intervals (pair, interval).
- `ohlcv(pair, ticker_interval)` - Currently cached ticker data for the pair, returns DataFrame or empty DataFrame.
- `historic_ohlcv(pair, ticker_interval)` - Returns historical data stored on disk.
- `get_pair_dataframe(pair, ticker_interval)` - This is a universal method, which returns either historical data (for backtesting) or cached live data (for the Dry-Run and Live-Run modes).
- `ohlcv(pair, timeframe)` - Currently cached ticker data for the pair, returns DataFrame or empty DataFrame.
- `historic_ohlcv(pair, timeframe)` - Returns historical data stored on disk.
- `get_pair_dataframe(pair, timeframe)` - This is a universal method, which returns either historical data (for backtesting) or cached live data (for the Dry-Run and Live-Run modes).
- `orderbook(pair, maximum)` - Returns latest orderbook data for the pair, a dict with bids/asks with a total of `maximum` entries.
- `market(pair)` - Returns market data for the pair: fees, limits, precisions, activity flag, etc. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#markets) for more details on Market data structure.
- `runmode` - Property containing the current runmode.
@ -327,7 +327,7 @@ Please always check the mode of operation to select the correct method to get da
if self.dp:
inf_pair, inf_timeframe = self.informative_pairs()[0]
informative = self.dp.get_pair_dataframe(pair=inf_pair,
ticker_interval=inf_timeframe)
timeframe=inf_timeframe)
```
!!! Warning "Warning about backtesting"
@ -485,7 +485,7 @@ The strategy template is located in the file
If you want to use a strategy from a different directory you can pass `--strategy-path`
```bash
freqtrade --strategy AwesomeStrategy --strategy-path /some/directory
freqtrade trade --strategy AwesomeStrategy --strategy-path /some/directory
```
### Common mistakes when developing strategies

4
docs/strategy_analysis_example.md
View File

@ -10,7 +10,7 @@ from pathlib import Path
# Customize these according to your needs.
# Define some constants
ticker_interval = "5m"
timeframe = "5m"
# Name of the strategy class
strategy_name = 'SampleStrategy'
# Path to user data
@ -29,7 +29,7 @@ pair = "BTC_USDT"
from freqtrade.data.history import load_pair_history
candles = load_pair_history(datadir=data_location,
ticker_interval=ticker_interval,
timeframe=timeframe,
pair=pair)
# Confirm success

1
docs/telegram-usage.md
View File

@ -53,6 +53,7 @@ official commands. You can ask at any moment for help with `/help`.
| `/stop` | | Stops the trader
| `/stopbuy` | | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
| `/reload_conf` | | Reloads the configuration file
| `/show_config` | | Shows part of the current configuration with relevant settings to operation
| `/status` | | Lists all open trades
| `/status table` | | List all open trades in a table format
| `/count` | | Displays number of trades used and available

2
freqtrade.service
View File

@ -6,7 +6,7 @@ After=network.target
# Set WorkingDirectory and ExecStart to your file paths accordingly
# NOTE: %h will be resolved to /home/<username>
WorkingDirectory=%h/freqtrade
ExecStart=/usr/bin/freqtrade
ExecStart=/usr/bin/freqtrade trade
Restart=on-failure
[Install]

2
freqtrade.service.watchdog
View File

@ -6,7 +6,7 @@ After=network.target
# Set WorkingDirectory and ExecStart to your file paths accordingly
# NOTE: %h will be resolved to /home/<username>
WorkingDirectory=%h/freqtrade
ExecStart=/usr/bin/freqtrade --sd-notify
ExecStart=/usr/bin/freqtrade trade --sd-notify
Restart=always
#Restart=on-failure

92
freqtrade/configuration/arguments.py
View File

@ -13,7 +13,7 @@ ARGS_COMMON = ["verbosity", "logfile", "version", "config", "datadir", "user_dat
ARGS_STRATEGY = ["strategy", "strategy_path"]
ARGS_MAIN = ARGS_COMMON + ARGS_STRATEGY + ["db_url", "sd_notify"]
ARGS_TRADE = ["db_url", "sd_notify", "dry_run"]
ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange",
"max_open_trades", "stake_amount", "fee"]
@ -42,8 +42,9 @@ ARGS_CREATE_USERDIR = ["user_data_dir"]
ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchange",
"timeframes", "erase"]
ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit", "db_url",
"trade_source", "export", "exportfilename", "timerange", "ticker_interval"]
ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
"db_url", "trade_source", "export", "exportfilename",
"timerange", "ticker_interval"]
ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
"trade_source", "ticker_interval"]
@ -61,11 +62,6 @@ class Arguments:
def __init__(self, args: Optional[List[str]]) -> None:
self.args = args
self._parsed_arg: Optional[argparse.Namespace] = None
self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot')
def _load_args(self) -> None:
self._build_args(optionlist=ARGS_MAIN)
self._build_subcommands()
def get_parsed_arg(self) -> Dict[str, Any]:
"""
@ -73,7 +69,7 @@ class Arguments:
:return: List[str] List of arguments
"""
if self._parsed_arg is None:
self._load_args()
self._build_subcommands()
self._parsed_arg = self._parse_args()
return vars(self._parsed_arg)
@ -84,22 +80,17 @@ class Arguments:
"""
parsed_arg = self.parser.parse_args(self.args)
# When no config is provided, but a config exists, use that configuration!
subparser = parsed_arg.subparser if 'subparser' in parsed_arg else None
# Workaround issue in argparse with action='append' and default value
# (see https://bugs.python.org/issue16399)
# Allow no-config for certain commands (like downloading / plotting)
if (parsed_arg.config is None
and subparser not in NO_CONF_ALLOWED
and ((Path.cwd() / constants.DEFAULT_CONFIG).is_file()
or (subparser not in NO_CONF_REQURIED))):
if ('config' in parsed_arg and parsed_arg.config is None and
((Path.cwd() / constants.DEFAULT_CONFIG).is_file() or
not ('command' in parsed_arg and parsed_arg.command in NO_CONF_REQURIED))):
parsed_arg.config = [constants.DEFAULT_CONFIG]
return parsed_arg
def _build_args(self, optionlist, parser=None):
parser = parser or self.parser
def _build_args(self, optionlist, parser):
for val in optionlist:
opt = AVAILABLE_CLI_OPTIONS[val]
@ -110,38 +101,68 @@ class Arguments:
Builds and attaches all subcommands.
:return: None
"""
# Build shared arguments (as group Common Options)
_common_parser = argparse.ArgumentParser(add_help=False)
group = _common_parser.add_argument_group("Common arguments")
self._build_args(optionlist=ARGS_COMMON, parser=group)
_strategy_parser = argparse.ArgumentParser(add_help=False)
strategy_group = _strategy_parser.add_argument_group("Strategy arguments")
self._build_args(optionlist=ARGS_STRATEGY, parser=strategy_group)
# Build main command
self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot')
self._build_args(optionlist=['version'], parser=self.parser)
from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge
from freqtrade.utils import (start_create_userdir, start_download_data,
start_list_exchanges, start_list_timeframes,
start_list_markets)
start_list_exchanges, start_list_markets,
start_list_timeframes, start_trading)
from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit
subparsers = self.parser.add_subparsers(dest='subparser')
subparsers = self.parser.add_subparsers(dest='command',
# Use custom message when no subhandler is added
# shown from `main.py`
# required=True
)
# Add trade subcommand
trade_cmd = subparsers.add_parser('trade', help='Trade module.',
parents=[_common_parser, _strategy_parser])
trade_cmd.set_defaults(func=start_trading)
self._build_args(optionlist=ARGS_TRADE, parser=trade_cmd)
# Add backtesting subcommand
backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.')
backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.',
parents=[_common_parser, _strategy_parser])
backtesting_cmd.set_defaults(func=start_backtesting)
self._build_args(optionlist=ARGS_BACKTEST, parser=backtesting_cmd)
# Add edge subcommand
edge_cmd = subparsers.add_parser('edge', help='Edge module.')
edge_cmd = subparsers.add_parser('edge', help='Edge module.',
parents=[_common_parser, _strategy_parser])
edge_cmd.set_defaults(func=start_edge)
self._build_args(optionlist=ARGS_EDGE, parser=edge_cmd)
# Add hyperopt subcommand
hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.')
hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.',
parents=[_common_parser, _strategy_parser],
)
hyperopt_cmd.set_defaults(func=start_hyperopt)
self._build_args(optionlist=ARGS_HYPEROPT, parser=hyperopt_cmd)
# add create-userdir subcommand
create_userdir_cmd = subparsers.add_parser('create-userdir',
help="Create user-data directory.")
help="Create user-data directory.",
)
create_userdir_cmd.set_defaults(func=start_create_userdir)
self._build_args(optionlist=ARGS_CREATE_USERDIR, parser=create_userdir_cmd)
# Add list-exchanges subcommand
list_exchanges_cmd = subparsers.add_parser(
'list-exchanges',
help='Print available exchanges.'
help='Print available exchanges.',
parents=[_common_parser],
)
list_exchanges_cmd.set_defaults(func=start_list_exchanges)
self._build_args(optionlist=ARGS_LIST_EXCHANGES, parser=list_exchanges_cmd)
@ -149,7 +170,8 @@ class Arguments:
# Add list-timeframes subcommand
list_timeframes_cmd = subparsers.add_parser(
'list-timeframes',
help='Print available ticker intervals (timeframes) for the exchange.'
help='Print available ticker intervals (timeframes) for the exchange.',
parents=[_common_parser],
)
list_timeframes_cmd.set_defaults(func=start_list_timeframes)
self._build_args(optionlist=ARGS_LIST_TIMEFRAMES, parser=list_timeframes_cmd)
@ -157,7 +179,8 @@ class Arguments:
# Add list-markets subcommand
list_markets_cmd = subparsers.add_parser(
'list-markets',
help='Print markets on exchange.'
help='Print markets on exchange.',
parents=[_common_parser],
)
list_markets_cmd.set_defaults(func=partial(start_list_markets, pairs_only=False))
self._build_args(optionlist=ARGS_LIST_PAIRS, parser=list_markets_cmd)
@ -165,7 +188,8 @@ class Arguments:
# Add list-pairs subcommand
list_pairs_cmd = subparsers.add_parser(
'list-pairs',
help='Print pairs on exchange.'
help='Print pairs on exchange.',
parents=[_common_parser],
)
list_pairs_cmd.set_defaults(func=partial(start_list_markets, pairs_only=True))
self._build_args(optionlist=ARGS_LIST_PAIRS, parser=list_pairs_cmd)
@ -173,16 +197,17 @@ class Arguments:
# Add download-data subcommand
download_data_cmd = subparsers.add_parser(
'download-data',
help='Download backtesting data.'
help='Download backtesting data.',
parents=[_common_parser],
)
download_data_cmd.set_defaults(func=start_download_data)
self._build_args(optionlist=ARGS_DOWNLOAD_DATA, parser=download_data_cmd)
# Add Plotting subcommand
from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit
plot_dataframe_cmd = subparsers.add_parser(
'plot-dataframe',
help='Plot candles with indicators.'
help='Plot candles with indicators.',
parents=[_common_parser, _strategy_parser],
)
plot_dataframe_cmd.set_defaults(func=start_plot_dataframe)
self._build_args(optionlist=ARGS_PLOT_DATAFRAME, parser=plot_dataframe_cmd)
@ -190,7 +215,8 @@ class Arguments:
# Plot profit
plot_profit_cmd = subparsers.add_parser(
'plot-profit',
help='Generate plot showing profits.'
help='Generate plot showing profits.',
parents=[_common_parser],
)
plot_profit_cmd.set_defaults(func=start_plot_profit)
self._build_args(optionlist=ARGS_PLOT_PROFIT, parser=plot_profit_cmd)

17
freqtrade/configuration/cli_options.py
View File

@ -65,9 +65,8 @@ AVAILABLE_CLI_OPTIONS = {
# Main options
"strategy": Arg(
'-s', '--strategy',
help='Specify strategy class name (default: `%(default)s`).',
help='Specify strategy class name which will be used by the bot.',
metavar='NAME',
default='DefaultStrategy',
),
"strategy_path": Arg(
'--strategy-path',
@ -86,6 +85,11 @@ AVAILABLE_CLI_OPTIONS = {
help='Notify systemd service manager.',
action='store_true',
),
"dry_run": Arg(
'--dry-run',
help='Enforce dry-run for trading (removes Exchange secrets and simulates trades).',
action='store_true',
),
# Optimize common
"ticker_interval": Arg(
'-i', '--ticker-interval',
@ -136,7 +140,7 @@ AVAILABLE_CLI_OPTIONS = {
),
"exportfilename": Arg(
'--export-filename',
help='Save backtest results to the file with this filename (default: `%(default)s`). '
help='Save backtest results to the file with this filename. '
'Requires `--export` to be set as well. '
'Example: `--export-filename=user_data/backtest_results/backtest_today.json`',
metavar='PATH',
@ -156,14 +160,13 @@ AVAILABLE_CLI_OPTIONS = {
),
# Hyperopt
"hyperopt": Arg(
'--customhyperopt',
help='Specify hyperopt class name (default: `%(default)s`).',
'--hyperopt',
help='Specify hyperopt class name which will be used by the bot.',
metavar='NAME',
default=constants.DEFAULT_HYPEROPT,
),
"hyperopt_path": Arg(
'--hyperopt-path',
help='Specify additional lookup path for Hyperopts and Hyperopt Loss functions.',
help='Specify additional lookup path for Hyperopt and Hyperopt Loss functions.',
metavar='PATH',
),
"epochs": Arg(

7
freqtrade/configuration/config_validation.py
View File

@ -122,6 +122,7 @@ def _validate_whitelist(conf: Dict[str, Any]) -> None:
RunMode.UTIL_NO_EXCHANGE, RunMode.UTIL_EXCHANGE]:
return
if (conf.get('pairlist', {}).get('method', 'StaticPairList') == 'StaticPairList'
and not conf.get('exchange', {}).get('pair_whitelist')):
raise OperationalException("StaticPairList requires pair_whitelist to be set.")
for pl in conf.get('pairlists', [{'method': 'StaticPairList'}]):
if (pl.get('method') == 'StaticPairList'
and not conf.get('exchange', {}).get('pair_whitelist')):
raise OperationalException("StaticPairList requires pair_whitelist to be set.")

11
freqtrade/configuration/configuration.py
View File

@ -81,6 +81,9 @@ class Configuration:
if 'ask_strategy' not in config:
config['ask_strategy'] = {}
if 'pairlists' not in config:
config['pairlists'] = []
# validate configuration before returning
logger.info('Validating configuration ...')
validate_config_schema(config)
@ -93,7 +96,7 @@ class Configuration:
:return: Configuration dictionary
"""
# Load all configs
config: Dict[str, Any] = self.load_from_files(self.args["config"])
config: Dict[str, Any] = self.load_from_files(self.args.get("config", []))
# Keep a copy of the original configuration file
config['original_config'] = deepcopy(config)
@ -153,7 +156,7 @@ class Configuration:
self._process_logging_options(config)
# Set strategy if not specified in config and or if it's non default
if self.args.get("strategy") != constants.DEFAULT_STRATEGY or not config.get('strategy'):
if self.args.get("strategy") or not config.get('strategy'):
config.update({'strategy': self.args.get("strategy")})
self._args_to_config(config, argname='strategy_path',
@ -171,6 +174,10 @@ class Configuration:
if 'sd_notify' in self.args and self.args["sd_notify"]:
config['internals'].update({'sd_notify': True})
self._args_to_config(config, argname='dry_run',
logstring='Parameter --dry-run detected, '
'overriding dry_run to: {} ...')
def _process_datadir_options(self, config: Dict[str, Any]) -> None:
"""
Extract information for sys.argv and load directory configurations

16
freqtrade/configuration/deprecated_settings.py
View File

@ -57,3 +57,19 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
'experimental', 'sell_profit_only')
process_deprecated_setting(config, 'ask_strategy', 'ignore_roi_if_buy_signal',
'experimental', 'ignore_roi_if_buy_signal')
if config.get('pairlist', {}).get("method") == 'VolumePairList':
logger.warning(
"DEPRECATED: "
f"Using VolumePairList in pairlist is deprecated and must be moved to pairlists. "
"Please refer to the docs on configuration details")
pl = {'method': 'VolumePairList'}
pl.update(config.get('pairlist', {}).get('config'))
config['pairlists'].append(pl)
if config.get('pairlist', {}).get('config', {}).get('precision_filter'):
logger.warning(
"DEPRECATED: "
f"Using precision_filter setting is deprecated and has been replaced by"
"PrecisionFilter. Please refer to the docs on configuration details")
config['pairlists'].append({'method': 'PrecisionFilter'})

6
freqtrade/configuration/timerange.py
View File

@ -39,12 +39,12 @@ class TimeRange:
if self.startts:
self.startts = self.startts - seconds
def adjust_start_if_necessary(self, ticker_interval_secs: int, startup_candles: int,
def adjust_start_if_necessary(self, timeframe_secs: int, startup_candles: int,
min_date: arrow.Arrow) -> None:
"""
Adjust startts by <startup_candles> candles.
Applies only if no startup-candles have been available.
:param ticker_interval_secs: Ticker interval in seconds e.g. `timeframe_to_seconds('5m')`
:param timeframe_secs: Ticker timeframe in seconds e.g. `timeframe_to_seconds('5m')`
:param startup_candles: Number of candles to move start-date forward
:param min_date: Minimum data date loaded. Key kriterium to decide if start-time
has to be moved
@ -55,7 +55,7 @@ class TimeRange:
# If no startts was defined, or backtest-data starts at the defined backtest-date
logger.warning("Moving start-date by %s candles to account for startup time.",
startup_candles)
self.startts = (min_date.timestamp + ticker_interval_secs * startup_candles)
self.startts = (min_date.timestamp + timeframe_secs * startup_candles)
self.starttype = 'date'
@staticmethod

25
freqtrade/constants.py
View File

@ -9,8 +9,6 @@ PROCESS_THROTTLE_SECS = 5 # sec
DEFAULT_TICKER_INTERVAL = 5 # min
HYPEROPT_EPOCH = 100 # epochs
RETRY_TIMEOUT = 30 # sec
DEFAULT_STRATEGY = 'DefaultStrategy'
DEFAULT_HYPEROPT = 'DefaultHyperOpt'
DEFAULT_HYPEROPT_LOSS = 'DefaultHyperOptLoss'
DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite'
DEFAULT_DB_DRYRUN_URL = 'sqlite://'
@ -20,11 +18,11 @@ REQUIRED_ORDERTIF = ['buy', 'sell']
REQUIRED_ORDERTYPES = ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']
ORDERTYPE_POSSIBILITIES = ['limit', 'market']
ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList']
AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'PrecisionFilter', 'PriceFilter']
DRY_RUN_WALLET = 999.9
MATH_CLOSE_PREC = 1e-14 # Precision used for float comparisons
TICKER_INTERVALS = [
TIMEFRAMES = [
'1m', '3m', '5m', '15m', '30m',
'1h', '2h', '4h', '6h', '8h', '12h',
'1d', '3d', '1w',
@ -57,7 +55,7 @@ CONF_SCHEMA = {
'type': 'object',
'properties': {
'max_open_trades': {'type': 'integer', 'minimum': -1},
'ticker_interval': {'type': 'string', 'enum': TICKER_INTERVALS},
'ticker_interval': {'type': 'string', 'enum': TIMEFRAMES},
'stake_currency': {'type': 'string', 'enum': ['BTC', 'XBT', 'ETH', 'USDT', 'EUR', 'USD']},
'stake_amount': {
"type": ["number", "string"],
@ -151,13 +149,16 @@ CONF_SCHEMA = {
'block_bad_exchanges': {'type': 'boolean'}
}
},
'pairlist': {
'type': 'object',
'properties': {
'method': {'type': 'string', 'enum': AVAILABLE_PAIRLISTS},
'config': {'type': 'object'}
},
'required': ['method']
'pairlists': {
'type': 'array',
'items': {
'type': 'object',
'properties': {
'method': {'type': 'string', 'enum': AVAILABLE_PAIRLISTS},
'config': {'type': 'object'}
},
'required': ['method'],
}
},
'telegram': {
'type': 'object',

12
freqtrade/data/btanalysis.py
View File

@ -7,7 +7,7 @@ from typing import Dict
import numpy as np
import pandas as pd
import pytz
from datetime import timezone
from freqtrade import persistence
from freqtrade.misc import json_load
@ -106,8 +106,8 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
"stop_loss", "initial_stop_loss", "strategy", "ticker_interval"]
trades = pd.DataFrame([(t.pair,
t.open_date.replace(tzinfo=pytz.UTC),
t.close_date.replace(tzinfo=pytz.UTC) if t.close_date else None,
t.open_date.replace(tzinfo=timezone.utc),
t.close_date.replace(tzinfo=timezone.utc) if t.close_date else None,
t.calc_profit(), t.calc_profit_percent(),
t.open_rate, t.close_rate, t.amount,
(round((t.close_date.timestamp() - t.open_date.timestamp()) / 60, 2)
@ -178,9 +178,9 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
:return: Returns df with one additional column, col_name, containing the cumulative profit.
"""
from freqtrade.exchange import timeframe_to_minutes
ticker_minutes = timeframe_to_minutes(timeframe)
# Resample to ticker_interval to make sure trades match candles
_trades_sum = trades.resample(f'{ticker_minutes}min', on='close_time')[['profitperc']].sum()
timeframe_minutes = timeframe_to_minutes(timeframe)
# Resample to timeframe to make sure trades match candles
_trades_sum = trades.resample(f'{timeframe_minutes}min', on='close_time')[['profitperc']].sum()
df.loc[:, col_name] = _trades_sum.cumsum()
# Set first value to 0
df.loc[df.iloc[0].name, col_name] = 0

10
freqtrade/data/converter.py
View File

@ -10,13 +10,13 @@ from pandas import DataFrame, to_datetime
logger = logging.getLogger(__name__)
def parse_ticker_dataframe(ticker: list, ticker_interval: str, pair: str, *,
def parse_ticker_dataframe(ticker: list, timeframe: str, pair: str, *,
fill_missing: bool = True,
drop_incomplete: bool = True) -> DataFrame:
"""
Converts a ticker-list (format ccxt.fetch_ohlcv) to a Dataframe
:param ticker: ticker list, as returned by exchange.async_get_candle_history
:param ticker_interval: ticker_interval (e.g. 5m). Used to fill up eventual missing data
:param timeframe: timeframe (e.g. 5m). Used to fill up eventual missing data
:param pair: Pair this data is for (used to warn if fillup was necessary)
:param fill_missing: fill up missing candles with 0 candles
(see ohlcv_fill_up_missing_data for details)
@ -52,12 +52,12 @@ def parse_ticker_dataframe(ticker: list, ticker_interval: str, pair: str, *,
logger.debug('Dropping last candle')
if fill_missing:
return ohlcv_fill_up_missing_data(frame, ticker_interval, pair)
return ohlcv_fill_up_missing_data(frame, timeframe, pair)
else:
return frame
def ohlcv_fill_up_missing_data(dataframe: DataFrame, ticker_interval: str, pair: str) -> DataFrame:
def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str) -> DataFrame:
"""
Fills up missing data with 0 volume rows,
using the previous close as price for "open", "high" "low" and "close", volume is set to 0
@ -72,7 +72,7 @@ def ohlcv_fill_up_missing_data(dataframe: DataFrame, ticker_interval: str, pair:
'close': 'last',
'volume': 'sum'
}
ticker_minutes = timeframe_to_minutes(ticker_interval)
ticker_minutes = timeframe_to_minutes(timeframe)
# Resample to create "NAN" values
df = dataframe.resample(f'{ticker_minutes}min', on='date').agg(ohlc_dict)

25
freqtrade/data/dataprovider.py
View File

@ -37,52 +37,53 @@ class DataProvider:
@property
def available_pairs(self) -> List[Tuple[str, str]]:
"""
Return a list of tuples containing pair, ticker_interval for which data is currently cached.
Return a list of tuples containing (pair, timeframe) for which data is currently cached.
Should be whitelist + open trades.
"""
return list(self._exchange._klines.keys())
def ohlcv(self, pair: str, ticker_interval: str = None, copy: bool = True) -> DataFrame:
def ohlcv(self, pair: str, timeframe: str = None, copy: bool = True) -> DataFrame:
"""
Get ohlcv data for the given pair as DataFrame
Please use the `available_pairs` method to verify which pairs are currently cached.
:param pair: pair to get the data for
:param ticker_interval: ticker interval to get data for
:param timeframe: Ticker timeframe to get data for
:param copy: copy dataframe before returning if True.
Use False only for read-only operations (where the dataframe is not modified)
"""
if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
return self._exchange.klines((pair, ticker_interval or self._config['ticker_interval']),
return self._exchange.klines((pair, timeframe or self._config['ticker_interval']),
copy=copy)
else:
return DataFrame()
def historic_ohlcv(self, pair: str, ticker_interval: str = None) -> DataFrame:
def historic_ohlcv(self, pair: str, timeframe: str = None) -> DataFrame:
"""
Get stored historic ohlcv data
:param pair: pair to get the data for
:param ticker_interval: ticker interval to get data for
:param timeframe: timeframe to get data for
"""
return load_pair_history(pair=pair,
ticker_interval=ticker_interval or self._config['ticker_interval'],
timeframe=timeframe or self._config['ticker_interval'],
datadir=Path(self._config['datadir'])
)
def get_pair_dataframe(self, pair: str, ticker_interval: str = None) -> DataFrame:
def get_pair_dataframe(self, pair: str, timeframe: str = None) -> DataFrame:
"""
Return pair ohlcv data, either live or cached historical -- depending
on the runmode.
:param pair: pair to get the data for
:param ticker_interval: ticker interval to get data for
:param timeframe: timeframe to get data for
:return: Dataframe for this pair
"""
if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
# Get live ohlcv data.
data = self.ohlcv(pair=pair, ticker_interval=ticker_interval)
data = self.ohlcv(pair=pair, timeframe=timeframe)
else:
# Get historic ohlcv data (cached on disk).
data = self.historic_ohlcv(pair=pair, ticker_interval=ticker_interval)
data = self.historic_ohlcv(pair=pair, timeframe=timeframe)
if len(data) == 0:
logger.warning(f"No data found for ({pair}, {ticker_interval}).")
logger.warning(f"No data found for ({pair}, {timeframe}).")
return data
def market(self, pair: str) -> Optional[Dict[str, Any]]:

91
freqtrade/data/history.py
View File

@ -9,12 +9,11 @@ Includes:
import logging
import operator
from copy import deepcopy
from datetime import datetime
from datetime import datetime, timezone
from pathlib import Path
from typing import Any, Dict, List, Optional, Tuple
import arrow
import pytz
from pandas import DataFrame
from freqtrade import OperationalException, misc
@ -51,26 +50,30 @@ def trim_tickerlist(tickerlist: List[Dict], timerange: TimeRange) -> List[Dict]:
return tickerlist[start_index:stop_index]
def trim_dataframe(df: DataFrame, timerange: TimeRange) -> DataFrame:
def trim_dataframe(df: DataFrame, timerange: TimeRange, df_date_col: str = 'date') -> DataFrame:
"""
Trim dataframe based on given timerange
:param df: Dataframe to trim
:param timerange: timerange (use start and end date if available)
:param: df_date_col: Column in the dataframe to use as Date column
:return: trimmed dataframe
"""
if timerange.starttype == 'date':
start = datetime.fromtimestamp(timerange.startts, tz=pytz.utc)
df = df.loc[df['date'] >= start, :]
start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
df = df.loc[df[df_date_col] >= start, :]
if timerange.stoptype == 'date':
stop = datetime.fromtimestamp(timerange.stopts, tz=pytz.utc)
df = df.loc[df['date'] <= stop, :]
stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
df = df.loc[df[df_date_col] <= stop, :]
return df
def load_tickerdata_file(datadir: Path, pair: str, ticker_interval: str,
def load_tickerdata_file(datadir: Path, pair: str, timeframe: str,
timerange: Optional[TimeRange] = None) -> Optional[list]:
"""
Load a pair from file, either .json.gz or .json
:return: tickerlist or None if unsuccessful
"""
filename = pair_data_filename(datadir, pair, ticker_interval)
filename = pair_data_filename(datadir, pair, timeframe)
pairdata = misc.file_load_json(filename)
if not pairdata:
return []
@ -81,11 +84,11 @@ def load_tickerdata_file(datadir: Path, pair: str, ticker_interval: str,
def store_tickerdata_file(datadir: Path, pair: str,
ticker_interval: str, data: list, is_zip: bool = False):
timeframe: str, data: list, is_zip: bool = False):
"""
Stores tickerdata to file
"""
filename = pair_data_filename(datadir, pair, ticker_interval)
filename = pair_data_filename(datadir, pair, timeframe)
misc.file_dump_json(filename, data, is_zip=is_zip)
@ -122,7 +125,7 @@ def _validate_pairdata(pair, pairdata, timerange: TimeRange):
def load_pair_history(pair: str,
ticker_interval: str,
timeframe: str,
datadir: Path,
timerange: Optional[TimeRange] = None,
refresh_pairs: bool = False,
@ -134,7 +137,7 @@ def load_pair_history(pair: str,
"""
Loads cached ticker history for the given pair.
:param pair: Pair to load data for
:param ticker_interval: Ticker-interval (e.g. "5m")
:param timeframe: Ticker timeframe (e.g. "5m")
:param datadir: Path to the data storage location.
:param timerange: Limit data to be loaded to this timerange
:param refresh_pairs: Refresh pairs from exchange.
@ -148,34 +151,34 @@ def load_pair_history(pair: str,
timerange_startup = deepcopy(timerange)
if startup_candles > 0 and timerange_startup:
timerange_startup.subtract_start(timeframe_to_seconds(ticker_interval) * startup_candles)
timerange_startup.subtract_start(timeframe_to_seconds(timeframe) * startup_candles)
# The user forced the refresh of pairs
if refresh_pairs:
download_pair_history(datadir=datadir,
exchange=exchange,
pair=pair,
ticker_interval=ticker_interval,
timeframe=timeframe,
timerange=timerange)
pairdata = load_tickerdata_file(datadir, pair, ticker_interval, timerange=timerange_startup)
pairdata = load_tickerdata_file(datadir, pair, timeframe, timerange=timerange_startup)
if pairdata:
if timerange_startup:
_validate_pairdata(pair, pairdata, timerange_startup)
return parse_ticker_dataframe(pairdata, ticker_interval, pair=pair,
return parse_ticker_dataframe(pairdata, timeframe, pair=pair,
fill_missing=fill_up_missing,
drop_incomplete=drop_incomplete)
else:
logger.warning(
f'No history data for pair: "{pair}", interval: {ticker_interval}. '
f'No history data for pair: "{pair}", timeframe: {timeframe}. '
'Use `freqtrade download-data` to download the data'
)
return None
def load_data(datadir: Path,
ticker_interval: str,
timeframe: str,
pairs: List[str],
refresh_pairs: bool = False,
exchange: Optional[Exchange] = None,
@ -187,7 +190,7 @@ def load_data(datadir: Path,
"""
Loads ticker history data for a list of pairs
:param datadir: Path to the data storage location.
:param ticker_interval: Ticker-interval (e.g. "5m")
:param timeframe: Ticker Timeframe (e.g. "5m")
:param pairs: List of pairs to load
:param refresh_pairs: Refresh pairs from exchange.
(Note: Requires exchange to be passed as well.)
@ -207,7 +210,7 @@ def load_data(datadir: Path,
logger.info(f'Using indicator startup period: {startup_candles} ...')
for pair in pairs:
hist = load_pair_history(pair=pair, ticker_interval=ticker_interval,
hist = load_pair_history(pair=pair, timeframe=timeframe,
datadir=datadir, timerange=timerange,
refresh_pairs=refresh_pairs,
exchange=exchange,
@ -221,9 +224,9 @@ def load_data(datadir: Path,
return result
def pair_data_filename(datadir: Path, pair: str, ticker_interval: str) -> Path:
def pair_data_filename(datadir: Path, pair: str, timeframe: str) -> Path:
pair_s = pair.replace("/", "_")
filename = datadir.joinpath(f'{pair_s}-{ticker_interval}.json')
filename = datadir.joinpath(f'{pair_s}-{timeframe}.json')
return filename
@ -233,7 +236,7 @@ def pair_trades_filename(datadir: Path, pair: str) -> Path:
return filename
def _load_cached_data_for_updating(datadir: Path, pair: str, ticker_interval: str,
def _load_cached_data_for_updating(datadir: Path, pair: str, timeframe: str,
timerange: Optional[TimeRange]) -> Tuple[List[Any],
Optional[int]]:
"""
@ -251,12 +254,12 @@ def _load_cached_data_for_updating(datadir: Path, pair: str, ticker_interval: st
if timerange.starttype == 'date':
since_ms = timerange.startts * 1000
elif timerange.stoptype == 'line':
num_minutes = timerange.stopts * timeframe_to_minutes(ticker_interval)
num_minutes = timerange.stopts * timeframe_to_minutes(timeframe)
since_ms = arrow.utcnow().shift(minutes=num_minutes).timestamp * 1000
# read the cached file
# Intentionally don't pass timerange in - since we need to load the full dataset.
data = load_tickerdata_file(datadir, pair, ticker_interval)
data = load_tickerdata_file(datadir, pair, timeframe)
# remove the last item, could be incomplete candle
if data:
data.pop()
@ -277,18 +280,18 @@ def _load_cached_data_for_updating(datadir: Path, pair: str, ticker_interval: st
def download_pair_history(datadir: Path,
exchange: Optional[Exchange],
pair: str,
ticker_interval: str = '5m',
timeframe: str = '5m',
timerange: Optional[TimeRange] = None) -> bool:
"""
Download the latest ticker intervals from the exchange for the pair passed in parameters
The data is downloaded starting from the last correct ticker interval data that
Download latest candles from the exchange for the pair and timeframe passed in parameters
The data is downloaded starting from the last correct data that
exists in a cache. If timerange starts earlier than the data in the cache,
the full data will be redownloaded
Based on @Rybolov work: https://github.com/rybolov/freqtrade-data
:param pair: pair to download
:param ticker_interval: ticker interval
:param timeframe: Ticker Timeframe (e.g 5m)
:param timerange: range of time to download
:return: bool with success state
"""
@ -299,17 +302,17 @@ def download_pair_history(datadir: Path,
try:
logger.info(
f'Download history data for pair: "{pair}", interval: {ticker_interval} '
f'Download history data for pair: "{pair}", timeframe: {timeframe} '
f'and store in {datadir}.'
)
data, since_ms = _load_cached_data_for_updating(datadir, pair, ticker_interval, timerange)
data, since_ms = _load_cached_data_for_updating(datadir, pair, timeframe, timerange)
logger.debug("Current Start: %s", misc.format_ms_time(data[1][0]) if data else 'None')
logger.debug("Current End: %s", misc.format_ms_time(data[-1][0]) if data else 'None')
# Default since_ms to 30 days if nothing is given
new_data = exchange.get_historic_ohlcv(pair=pair, ticker_interval=ticker_interval,
new_data = exchange.get_historic_ohlcv(pair=pair, timeframe=timeframe,
since_ms=since_ms if since_ms
else
int(arrow.utcnow().shift(
@ -319,12 +322,12 @@ def download_pair_history(datadir: Path,
logger.debug("New Start: %s", misc.format_ms_time(data[0][0]))
logger.debug("New End: %s", misc.format_ms_time(data[-1][0]))
store_tickerdata_file(datadir, pair, ticker_interval, data=data)
store_tickerdata_file(datadir, pair, timeframe, data=data)
return True
except Exception as e:
logger.error(
f'Failed to download history data for pair: "{pair}", interval: {ticker_interval}. '
f'Failed to download history data for pair: "{pair}", timeframe: {timeframe}. '
f'Error: {e}'
)
return False
@ -344,17 +347,17 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
pairs_not_available.append(pair)
logger.info(f"Skipping pair {pair}...")
continue
for ticker_interval in timeframes:
for timeframe in timeframes:
dl_file = pair_data_filename(dl_path, pair, ticker_interval)
dl_file = pair_data_filename(dl_path, pair, timeframe)
if erase and dl_file.exists():
logger.info(
f'Deleting existing data for pair {pair}, interval {ticker_interval}.')
f'Deleting existing data for pair {pair}, interval {timeframe}.')
dl_file.unlink()
logger.info(f'Downloading pair {pair}, interval {ticker_interval}.')
logger.info(f'Downloading pair {pair}, interval {timeframe}.')
download_pair_history(datadir=dl_path, exchange=exchange,
pair=pair, ticker_interval=str(ticker_interval),
pair=pair, timeframe=str(timeframe),
timerange=timerange)
return pairs_not_available
@ -460,7 +463,7 @@ def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]
def validate_backtest_data(data: DataFrame, pair: str, min_date: datetime,
max_date: datetime, ticker_interval_mins: int) -> bool:
max_date: datetime, timeframe_mins: int) -> bool:
"""
Validates preprocessed backtesting data for missing values and shows warnings about it that.
@ -468,10 +471,10 @@ def validate_backtest_data(data: DataFrame, pair: str, min_date: datetime,
:param pair: pair used for log output.
:param min_date: start-date of the data
:param max_date: end-date of the data
:param ticker_interval_mins: ticker interval in minutes
:param timeframe_mins: ticker Timeframe in minutes
"""
# total difference in minutes / interval-minutes
expected_frames = int((max_date - min_date).total_seconds() // 60 // ticker_interval_mins)
# total difference in minutes / timeframe-minutes
expected_frames = int((max_date - min_date).total_seconds() // 60 // timeframe_mins)
found_missing = False
dflen = len(data)
if dflen < expected_frames:

2
freqtrade/edge/__init__.py
View File

@ -97,7 +97,7 @@ class Edge:
data = history.load_data(
datadir=Path(self.config['datadir']),
pairs=pairs,
ticker_interval=self.strategy.ticker_interval,
timeframe=self.strategy.ticker_interval,
refresh_pairs=self._refresh_pairs,
exchange=self.exchange,
timerange=self._timerange,

1
freqtrade/exchange/__init__.py
View File

@ -15,3 +15,4 @@ from freqtrade.exchange.exchange import (market_is_active, # noqa: F401
symbol_is_pair)
from freqtrade.exchange.kraken import Kraken # noqa: F401
from freqtrade.exchange.binance import Binance # noqa: F401
from freqtrade.exchange.bibox import Bibox # noqa: F401

22
freqtrade/exchange/bibox.py Normal file
View File

@ -0,0 +1,22 @@
""" Bibox exchange subclass """
import logging
from typing import Dict
from freqtrade.exchange import Exchange
logger = logging.getLogger(__name__)
class Bibox(Exchange):
"""
Bibox exchange class. Contains adjustments needed for Freqtrade to work
with this exchange.
Please note that this exchange is not included in the list of exchanges
officially supported by the Freqtrade development team. So some features
may still not work as expected.
"""
# fetchCurrencies API point requires authentication for Bibox,
# so switch it off for Freqtrade load_markets()
_ccxt_config: Dict = {"has": {"fetchCurrencies": False}}

100
freqtrade/exchange/exchange.py
View File

@ -30,6 +30,9 @@ class Exchange:
_config: Dict = {}
# Parameters to add directly to ccxt sync/async initialization.
_ccxt_config: Dict = {}
# Parameters to add directly to buy/sell calls (like agreeing to trading agreement)
_params: Dict = {}
@ -91,10 +94,17 @@ class Exchange:
self._trades_pagination_arg = self._ft_has['trades_pagination_arg']
# Initialize ccxt objects
ccxt_config = self._ccxt_config.copy()
ccxt_config = deep_merge_dicts(exchange_config.get('ccxt_config', {}),
ccxt_config)
self._api = self._init_ccxt(
exchange_config, ccxt_kwargs=exchange_config.get('ccxt_config'))
exchange_config, ccxt_kwargs=ccxt_config)
ccxt_async_config = self._ccxt_config.copy()
ccxt_async_config = deep_merge_dicts(exchange_config.get('ccxt_async_config', {}),
ccxt_async_config)
self._api_async = self._init_ccxt(
exchange_config, ccxt_async, ccxt_kwargs=exchange_config.get('ccxt_async_config'))
exchange_config, ccxt_async, ccxt_kwargs=ccxt_async_config)
logger.info('Using Exchange "%s"', self.name)
@ -536,40 +546,40 @@ class Exchange:
logger.info("returning cached ticker-data for %s", pair)
return self._cached_ticker[pair]
def get_historic_ohlcv(self, pair: str, ticker_interval: str,
def get_historic_ohlcv(self, pair: str, timeframe: str,
since_ms: int) -> List:
"""
Gets candle history using asyncio and returns the list of candles.
Handles all async doing.
Async over one pair, assuming we get `_ohlcv_candle_limit` candles per call.
:param pair: Pair to download
:param ticker_interval: Interval to get
:param timeframe: Ticker Timeframe to get
:param since_ms: Timestamp in milliseconds to get history from
:returns List of tickers
"""
return asyncio.get_event_loop().run_until_complete(
self._async_get_historic_ohlcv(pair=pair, ticker_interval=ticker_interval,
self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe,
since_ms=since_ms))
async def _async_get_historic_ohlcv(self, pair: str,
ticker_interval: str,
timeframe: str,
since_ms: int) -> List:
one_call = timeframe_to_msecs(ticker_interval) * self._ohlcv_candle_limit
one_call = timeframe_to_msecs(timeframe) * self._ohlcv_candle_limit
logger.debug(
"one_call: %s msecs (%s)",
one_call,
arrow.utcnow().shift(seconds=one_call // 1000).humanize(only_distance=True)
)
input_coroutines = [self._async_get_candle_history(
pair, ticker_interval, since) for since in
pair, timeframe, since) for since in
range(since_ms, arrow.utcnow().timestamp * 1000, one_call)]
tickers = await asyncio.gather(*input_coroutines, return_exceptions=True)
# Combine tickers
data: List = []
for p, ticker_interval, ticker in tickers:
for p, timeframe, ticker in tickers:
if p == pair:
data.extend(ticker)
# Sort data again after extending the result - above calls return in "async order"
@ -589,14 +599,14 @@ class Exchange:
input_coroutines = []
# Gather coroutines to run
for pair, ticker_interval in set(pair_list):
if (not ((pair, ticker_interval) in self._klines)
or self._now_is_time_to_refresh(pair, ticker_interval)):
input_coroutines.append(self._async_get_candle_history(pair, ticker_interval))
for pair, timeframe in set(pair_list):
if (not ((pair, timeframe) in self._klines)
or self._now_is_time_to_refresh(pair, timeframe)):
input_coroutines.append(self._async_get_candle_history(pair, timeframe))
else:
logger.debug(
"Using cached ohlcv data for pair %s, interval %s ...",
pair, ticker_interval
"Using cached ohlcv data for pair %s, timeframe %s ...",
pair, timeframe
)
tickers = asyncio.get_event_loop().run_until_complete(
@ -608,40 +618,40 @@ class Exchange:
logger.warning("Async code raised an exception: %s", res.__class__.__name__)
continue
pair = res[0]
ticker_interval = res[1]
timeframe = res[1]
ticks = res[2]
# keeping last candle time as last refreshed time of the pair
if ticks:
self._pairs_last_refresh_time[(pair, ticker_interval)] = ticks[-1][0] // 1000
self._pairs_last_refresh_time[(pair, timeframe)] = ticks[-1][0] // 1000
# keeping parsed dataframe in cache
self._klines[(pair, ticker_interval)] = parse_ticker_dataframe(
ticks, ticker_interval, pair=pair, fill_missing=True,
self._klines[(pair, timeframe)] = parse_ticker_dataframe(
ticks, timeframe, pair=pair, fill_missing=True,
drop_incomplete=self._ohlcv_partial_candle)
return tickers
def _now_is_time_to_refresh(self, pair: str, ticker_interval: str) -> bool:
def _now_is_time_to_refresh(self, pair: str, timeframe: str) -> bool:
# Calculating ticker interval in seconds
interval_in_sec = timeframe_to_seconds(ticker_interval)
interval_in_sec = timeframe_to_seconds(timeframe)
return not ((self._pairs_last_refresh_time.get((pair, ticker_interval), 0)
return not ((self._pairs_last_refresh_time.get((pair, timeframe), 0)
+ interval_in_sec) >= arrow.utcnow().timestamp)
@retrier_async
async def _async_get_candle_history(self, pair: str, ticker_interval: str,
async def _async_get_candle_history(self, pair: str, timeframe: str,
since_ms: Optional[int] = None) -> Tuple[str, str, List]:
"""
Asynchronously gets candle histories using fetch_ohlcv
returns tuple: (pair, ticker_interval, ohlcv_list)
returns tuple: (pair, timeframe, ohlcv_list)
"""
try:
# fetch ohlcv asynchronously
s = '(' + arrow.get(since_ms // 1000).isoformat() + ') ' if since_ms is not None else ''
logger.debug(
"Fetching pair %s, interval %s, since %s %s...",
pair, ticker_interval, since_ms, s
pair, timeframe, since_ms, s
)
data = await self._api_async.fetch_ohlcv(pair, timeframe=ticker_interval,
data = await self._api_async.fetch_ohlcv(pair, timeframe=timeframe,
since=since_ms)
# Because some exchange sort Tickers ASC and other DESC.
@ -653,9 +663,9 @@ class Exchange:
data = sorted(data, key=lambda x: x[0])
except IndexError:
logger.exception("Error loading %s. Result was %s.", pair, data)
return pair, ticker_interval, []
logger.debug("Done fetching pair %s, interval %s ...", pair, ticker_interval)
return pair, ticker_interval, data
return pair, timeframe, []
logger.debug("Done fetching pair %s, interval %s ...", pair, timeframe)
return pair, timeframe, data
except ccxt.NotSupported as e:
raise OperationalException(
@ -802,7 +812,6 @@ class Exchange:
Handles all async doing.
Async over one pair, assuming we get `_ohlcv_candle_limit` candles per call.
:param pair: Pair to download
:param ticker_interval: Interval to get
:param since: Timestamp in milliseconds to get history from
:param until: Timestamp in milliseconds. Defaults to current timestamp if not defined.
:param from_id: Download data starting with ID (if id is known)
@ -875,6 +884,22 @@ class Exchange:
@retrier
def get_trades_for_order(self, order_id: str, pair: str, since: datetime) -> List:
"""
Fetch Orders using the "fetch_my_trades" endpoint and filter them by order-id.
The "since" argument passed in is coming from the database and is in UTC,
as timezone-native datetime object.
From the python documentation:
> Naive datetime instances are assumed to represent local time
Therefore, calling "since.timestamp()" will get the UTC timestamp, after applying the
transformation from local timezone to UTC.
This works for timezones UTC+ since then the result will contain trades from a few hours
instead of from the last 5 seconds, however fails for UTC- timezones,
since we're then asking for trades with a "since" argument in the future.
:param order_id order_id: Order-id as given when creating the order
:param pair: Pair the order is for
:param since: datetime object of the order creation time. Assumes object is in UTC.
"""
if self._config['dry_run']:
return []
if not self.exchange_has('fetchMyTrades'):
@ -882,7 +907,8 @@ class Exchange:
try:
# Allow 5s offset to catch slight time offsets (discovered in #1185)
# since needs to be int in milliseconds
my_trades = self._api.fetch_my_trades(pair, int((since.timestamp() - 5) * 1000))
my_trades = self._api.fetch_my_trades(
pair, int((since.replace(tzinfo=timezone.utc).timestamp() - 5) * 1000))
matched_trades = [trade for trade in my_trades if trade['order'] == order_id]
return matched_trades
@ -941,27 +967,27 @@ def available_exchanges(ccxt_module=None) -> List[str]:
return [x for x in exchanges if not is_exchange_bad(x)]
def timeframe_to_seconds(ticker_interval: str) -> int:
def timeframe_to_seconds(timeframe: str) -> int:
"""
Translates the timeframe interval value written in the human readable
form ('1m', '5m', '1h', '1d', '1w', etc.) to the number
of seconds for one timeframe interval.
"""
return ccxt.Exchange.parse_timeframe(ticker_interval)
return ccxt.Exchange.parse_timeframe(timeframe)
def timeframe_to_minutes(ticker_interval: str) -> int:
def timeframe_to_minutes(timeframe: str) -> int:
"""
Same as timeframe_to_seconds, but returns minutes.
"""
return ccxt.Exchange.parse_timeframe(ticker_interval) // 60
return ccxt.Exchange.parse_timeframe(timeframe) // 60
def timeframe_to_msecs(ticker_interval: str) -> int:
def timeframe_to_msecs(timeframe: str) -> int:
"""
Same as timeframe_to_seconds, but returns milliseconds.
"""
return ccxt.Exchange.parse_timeframe(ticker_interval) * 1000
return ccxt.Exchange.parse_timeframe(timeframe) * 1000
def timeframe_to_prev_date(timeframe: str, date: datetime = None) -> datetime:

57
freqtrade/freqtradebot.py
View File

@ -20,9 +20,9 @@ from freqtrade.data.dataprovider import DataProvider
from freqtrade.edge import Edge
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date
from freqtrade.persistence import Trade
from freqtrade.resolvers import (ExchangeResolver, PairListResolver,
StrategyResolver)
from freqtrade.resolvers import ExchangeResolver, StrategyResolver
from freqtrade.rpc import RPCManager, RPCMessageType
from freqtrade.pairlist.pairlistmanager import PairListManager
from freqtrade.state import State
from freqtrade.strategy.interface import IStrategy, SellType
from freqtrade.wallets import Wallets
@ -70,8 +70,7 @@ class FreqtradeBot:
# Attach Wallets to Strategy baseclass
IStrategy.wallets = self.wallets
pairlistname = self.config.get('pairlist', {}).get('method', 'StaticPairList')
self.pairlists = PairListResolver(pairlistname, self, self.config).pairlist
self.pairlists = PairListManager(self.exchange, self.config)
# Initializing Edge only if enabled
self.edge = Edge(self.config, self.exchange, self.strategy) if \
@ -139,10 +138,9 @@ class FreqtradeBot:
if len(trades) < self.config['max_open_trades']:
self.process_maybe_execute_buys()
if 'unfilledtimeout' in self.config:
# Check and handle any timed out open orders
self.check_handle_timedout()
Trade.session.flush()
# Check and handle any timed out open orders
self.check_handle_timedout()
Trade.session.flush()
if (self.heartbeat_interval
and (arrow.utcnow().timestamp - self._heartbeat_msg > self.heartbeat_interval)):
@ -756,23 +754,28 @@ class FreqtradeBot:
return True
return False
def _check_timed_out(self, side: str, order: dict) -> bool:
"""
Check if timeout is active, and if the order is still open and timed out
"""
timeout = self.config.get('unfilledtimeout', {}).get(side)
ordertime = arrow.get(order['datetime']).datetime
if timeout is not None:
timeout_threshold = arrow.utcnow().shift(minutes=-timeout).datetime
return (order['status'] == 'open' and order['side'] == side
and ordertime < timeout_threshold)
return False
def check_handle_timedout(self) -> None:
"""
Check if any orders are timed out and cancel if neccessary
:param timeoutvalue: Number of minutes until order is considered timed out
:return: None
"""
buy_timeout = self.config['unfilledtimeout']['buy']
sell_timeout = self.config['unfilledtimeout']['sell']
buy_timeout_threshold = arrow.utcnow().shift(minutes=-buy_timeout).datetime
sell_timeout_threshold = arrow.utcnow().shift(minutes=-sell_timeout).datetime
for trade in Trade.get_open_order_trades():
try:
# FIXME: Somehow the query above returns results
# where the open_order_id is in fact None.
# This is probably because the record got
# updated via /forcesell in a different thread.
if not trade.open_order_id:
continue
order = self.exchange.get_order(trade.open_order_id, trade.pair)
@ -782,23 +785,20 @@ class FreqtradeBot:
trade,
traceback.format_exc())
continue
ordertime = arrow.get(order['datetime']).datetime
# Check if trade is still actually open
if float(order['remaining']) == 0.0:
if float(order.get('remaining', 0.0)) == 0.0:
self.wallets.update()
continue
if ((order['side'] == 'buy' and order['status'] == 'canceled')
or (order['status'] == 'open'
and order['side'] == 'buy' and ordertime < buy_timeout_threshold)):
or (self._check_timed_out('buy', order))):
self.handle_timedout_limit_buy(trade, order)
self.wallets.update()
elif ((order['side'] == 'sell' and order['status'] == 'canceled')
or (order['status'] == 'open'
and order['side'] == 'sell' and ordertime < sell_timeout_threshold)):
or (self._check_timed_out('sell', order))):
self.handle_timedout_limit_sell(trade, order)
self.wallets.update()
@ -813,7 +813,8 @@ class FreqtradeBot:
})
def handle_timedout_limit_buy(self, trade: Trade, order: Dict) -> bool:
"""Buy timeout - cancel order
"""
Buy timeout - cancel order
:return: True if order was fully cancelled
"""
reason = "cancelled due to timeout"
@ -824,18 +825,22 @@ class FreqtradeBot:
corder = order
reason = "canceled on Exchange"
if corder['remaining'] == corder['amount']:
if corder.get('remaining', order['remaining']) == order['amount']:
# if trade is not partially completed, just delete the trade
self.handle_buy_order_full_cancel(trade, reason)
return True
# if trade is partially complete, edit the stake details for the trade
# and close the order
trade.amount = corder['amount'] - corder['remaining']
# cancel_order may not contain the full order dict, so we need to fallback
# to the order dict aquired before cancelling.
# we need to fall back to the values from order if corder does not contain these keys.
trade.amount = order['amount'] - corder.get('remaining', order['remaining'])
trade.stake_amount = trade.amount * trade.open_rate
# verify if fees were taken from amount to avoid problems during selling
try:
new_amount = self.get_real_amount(trade, corder, trade.amount)
new_amount = self.get_real_amount(trade, corder if 'fee' in corder else order,
trade.amount)
if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC):
trade.amount = new_amount
# Fee was applied, so set to 0

23
freqtrade/main.py
View File

@ -15,7 +15,6 @@ from typing import Any, List
from freqtrade import OperationalException
from freqtrade.configuration import Arguments
from freqtrade.worker import Worker
logger = logging.getLogger('freqtrade')
@ -28,21 +27,23 @@ def main(sysargv: List[str] = None) -> None:
"""
return_code: Any = 1
worker = None
try:
arguments = Arguments(sysargv)
args = arguments.get_parsed_arg()
# A subcommand has been issued.
# Means if Backtesting or Hyperopt have been called we exit the bot
# Call subcommand.
if 'func' in args:
args['func'](args)
# TODO: fetch return_code as returned by the command function here
return_code = 0
return_code = args['func'](args)
else:
# Load and run worker
worker = Worker(args)
worker.run()
# No subcommand was issued.
raise OperationalException(
"Usage of Freqtrade requires a subcommand to be specified.\n"
"To have the previous behavior (bot executing trades in live/dry-run modes, "
"depending on the value of the `dry_run` setting in the config), run freqtrade "
"as `freqtrade trade [options...]`.\n"
"To see the full list of options available, please use "
"`freqtrade --help` or `freqtrade <command> --help`."
)
except SystemExit as e:
return_code = e
@ -55,8 +56,6 @@ def main(sysargv: List[str] = None) -> None:
except Exception:
logger.exception('Fatal exception!')
finally:
if worker:
worker.exit()
sys.exit(return_code)

2
freqtrade/optimize/__init__.py
View File

@ -78,7 +78,7 @@ def start_hyperopt(args: Dict[str, Any]) -> None:
except Timeout:
logger.info("Another running instance of freqtrade Hyperopt detected.")
logger.info("Simultaneous execution of multiple Hyperopt commands is not supported. "
"Hyperopt module is resource hungry. Please run your Hyperopts sequentially "
"Hyperopt module is resource hungry. Please run your Hyperopt sequentially "
"or on separate machines.")
logger.info("Quitting now.")
# TODO: return False here in order to help freqtrade to exit

12
freqtrade/optimize/backtesting.py
View File

@ -83,8 +83,8 @@ class Backtesting:
if "ticker_interval" not in self.config:
raise OperationalException("Ticker-interval needs to be set in either configuration "
"or as cli argument `--ticker-interval 5m`")
self.ticker_interval = str(self.config.get('ticker_interval'))
self.ticker_interval_mins = timeframe_to_minutes(self.ticker_interval)
self.timeframe = str(self.config.get('ticker_interval'))
self.timeframe_mins = timeframe_to_minutes(self.timeframe)
# Get maximum required startup period
self.required_startup = max([strat.startup_candle_count for strat in self.strategylist])
@ -108,7 +108,7 @@ class Backtesting:
data = history.load_data(
datadir=Path(self.config['datadir']),
pairs=self.config['exchange']['pair_whitelist'],
ticker_interval=self.ticker_interval,
timeframe=self.timeframe,
timerange=timerange,
startup_candles=self.required_startup,
fail_without_data=True,
@ -121,7 +121,7 @@ class Backtesting:
min_date.isoformat(), max_date.isoformat(), (max_date - min_date).days
)
# Adjust startts forward if not enough data is available
timerange.adjust_start_if_necessary(timeframe_to_seconds(self.ticker_interval),
timerange.adjust_start_if_necessary(timeframe_to_seconds(self.timeframe),
self.required_startup, min_date)
return data, timerange
@ -375,7 +375,7 @@ class Backtesting:
lock_pair_until: Dict = {}
# Indexes per pair, so some pairs are allowed to have a missing start.
indexes: Dict = {}
tmp = start_date + timedelta(minutes=self.ticker_interval_mins)
tmp = start_date + timedelta(minutes=self.timeframe_mins)
# Loop timerange and get candle for each pair at that point in time
while tmp < end_date:
@ -427,7 +427,7 @@ class Backtesting:
lock_pair_until[pair] = end_date.datetime
# Move time one configured time_interval ahead.
tmp += timedelta(minutes=self.ticker_interval_mins)
tmp += timedelta(minutes=self.timeframe_mins)
return DataFrame.from_records(trades, columns=BacktestResult._fields)
def start(self) -> None:

14
freqtrade/optimize/hyperopt_interface.py
View File

@ -1,6 +1,6 @@
"""
IHyperOpt interface
This module defines the interface to apply for hyperopts
This module defines the interface to apply for hyperopt
"""
import logging
import math
@ -27,8 +27,8 @@ def _format_exception_message(method: str, space: str) -> str:
class IHyperOpt(ABC):
"""
Interface for freqtrade hyperopts
Defines the mandatory structure must follow any custom hyperopts
Interface for freqtrade hyperopt
Defines the mandatory structure must follow any custom hyperopt
Class attributes you can use:
ticker_interval -> int: value of the ticker interval to use for the strategy
@ -106,10 +106,10 @@ class IHyperOpt(ABC):
roi_t_alpha = 1.0
roi_p_alpha = 1.0
ticker_interval_mins = timeframe_to_minutes(IHyperOpt.ticker_interval)
timeframe_mins = timeframe_to_minutes(IHyperOpt.ticker_interval)
# We define here limits for the ROI space parameters automagically adapted to the
# ticker_interval used by the bot:
# timeframe used by the bot:
#
# * 'roi_t' (limits for the time intervals in the ROI tables) components
# are scaled linearly.
@ -117,8 +117,8 @@ class IHyperOpt(ABC):
#
# The scaling is designed so that it maps exactly to the legacy Freqtrade roi_space()
# method for the 5m ticker interval.
roi_t_scale = ticker_interval_mins / 5
roi_p_scale = math.log1p(ticker_interval_mins) / math.log1p(5)
roi_t_scale = timeframe_mins / 5
roi_p_scale = math.log1p(timeframe_mins) / math.log1p(5)
roi_limits = {
'roi_t1_min': int(10 * roi_t_scale * roi_t_alpha),
'roi_t1_max': int(120 * roi_t_scale * roi_t_alpha),

4
freqtrade/optimize/hyperopt_loss_interface.py
View File

@ -1,6 +1,6 @@
"""
IHyperOptLoss interface
This module defines the interface for the loss-function for hyperopts
This module defines the interface for the loss-function for hyperopt
"""
from abc import ABC, abstractmethod
@ -11,7 +11,7 @@ from pandas import DataFrame
class IHyperOptLoss(ABC):
"""
Interface for freqtrade hyperopts Loss functions.
Interface for freqtrade hyperopt Loss functions.
Defines the custom loss function (`hyperopt_loss_function()` which is evaluated every epoch.)
"""
ticker_interval: str

93
freqtrade/pairlist/IPairList.py
View File

@ -5,22 +5,31 @@ Provides lists as configured in config.json
"""
import logging
from abc import ABC, abstractmethod
from typing import List
from abc import ABC, abstractmethod, abstractproperty
from copy import deepcopy
from typing import Dict, List
from freqtrade.exchange import market_is_active
logger = logging.getLogger(__name__)
class IPairList(ABC):
def __init__(self, freqtrade, config: dict) -> None:
self._freqtrade = freqtrade
def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict,
pairlist_pos: int) -> None:
"""
:param exchange: Exchange instance
:param pairlistmanager: Instanciating Pairlist manager
:param config: Global bot configuration
:param pairlistconfig: Configuration for this pairlist - can be empty.
:param pairlist_pos: Position of the filter in the pairlist-filter-list
"""
self._exchange = exchange
self._pairlistmanager = pairlistmanager
self._config = config
self._whitelist = self._config['exchange']['pair_whitelist']
self._blacklist = self._config['exchange'].get('pair_blacklist', [])
self._pairlistconfig = pairlistconfig
self._pairlist_pos = pairlist_pos
@property
def name(self) -> str:
@ -30,21 +39,13 @@ class IPairList(ABC):
"""
return self.__class__.__name__
@property
def whitelist(self) -> List[str]:
@abstractproperty
def needstickers(self) -> bool:
"""
Has the current whitelist
-> no need to overwrite in subclasses
Boolean property defining if tickers are necessary.
If no Pairlist requries tickers, an empty List is passed
as tickers argument to filter_pairlist
"""
return self._whitelist
@property
def blacklist(self) -> List[str]:
"""
Has the current blacklist
-> no need to overwrite in subclasses
"""
return self._blacklist
@abstractmethod
def short_desc(self) -> str:
@ -54,36 +55,62 @@ class IPairList(ABC):
"""
@abstractmethod
def refresh_pairlist(self) -> None:
def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
"""
Refreshes pairlists and assigns them to self._whitelist and self._blacklist respectively
Filters and sorts pairlist and returns the whitelist again.
Called on each bot iteration - please use internal caching if necessary
-> Please overwrite in subclasses
:param pairlist: pairlist to filter or sort
:param tickers: Tickers (from exchange.get_tickers()). May be cached.
:return: new whitelist
"""
def _validate_whitelist(self, whitelist: List[str]) -> List[str]:
@staticmethod
def verify_blacklist(pairlist: List[str], blacklist: List[str]) -> List[str]:
"""
Verify and remove items from pairlist - returning a filtered pairlist.
"""
for pair in deepcopy(pairlist):
if pair in blacklist:
logger.warning(f"Pair {pair} in your blacklist. Removing it from whitelist...")
pairlist.remove(pair)
return pairlist
def _verify_blacklist(self, pairlist: List[str]) -> List[str]:
"""
Proxy method to verify_blacklist for easy access for child classes.
"""
return IPairList.verify_blacklist(pairlist, self._pairlistmanager.blacklist)
def _whitelist_for_active_markets(self, pairlist: List[str]) -> List[str]:
"""
Check available markets and remove pair from whitelist if necessary
:param whitelist: the sorted list of pairs the user might want to trade
:return: the list of pairs the user wants to trade without those unavailable or
black_listed
"""
markets = self._freqtrade.exchange.markets
markets = self._exchange.markets
sanitized_whitelist = set()
for pair in whitelist:
# pair is not in the generated dynamic market, or in the blacklist ... ignore it
if (pair in self.blacklist or pair not in markets
or not pair.endswith(self._config['stake_currency'])):
sanitized_whitelist: List[str] = []
for pair in pairlist:
# pair is not in the generated dynamic market or has the wrong stake currency
if pair not in markets:
logger.warning(f"Pair {pair} is not compatible with exchange "
f"{self._freqtrade.exchange.name} or contained in "
f"your blacklist. Removing it from whitelist..")
f"{self._exchange.name}. Removing it from whitelist..")
continue
if not pair.endswith(self._config['stake_currency']):
logger.warning(f"Pair {pair} is not compatible with your stake currency "
f"{self._config['stake_currency']}. Removing it from whitelist..")
continue
# Check if market is active
market = markets[pair]
if not market_is_active(market):
logger.info(f"Ignoring {pair} from whitelist. Market is not active.")
continue
sanitized_whitelist.add(pair)
if pair not in sanitized_whitelist:
sanitized_whitelist.append(pair)
sanitized_whitelist = self._verify_blacklist(sanitized_whitelist)
# We need to remove pairs that are unknown
return list(sanitized_whitelist)
return sanitized_whitelist

62
freqtrade/pairlist/PrecisionFilter.py Normal file
View File

@ -0,0 +1,62 @@
import logging
from copy import deepcopy
from typing import Dict, List
from freqtrade.pairlist.IPairList import IPairList
logger = logging.getLogger(__name__)
class PrecisionFilter(IPairList):
@property
def needstickers(self) -> bool:
"""
Boolean property defining if tickers are necessary.
If no Pairlist requries tickers, an empty List is passed
as tickers argument to filter_pairlist
"""
return True
def short_desc(self) -> str:
"""
Short whitelist method description - used for startup-messages
"""
return f"{self.name} - Filtering untradable pairs."
def _validate_precision_filter(self, ticker: dict, stoploss: float) -> bool:
"""
Check if pair has enough room to add a stoploss to avoid "unsellable" buys of very
low value pairs.
:param ticker: ticker dict as returned from ccxt.load_markets()
:param stoploss: stoploss value as set in the configuration
(already cleaned to be 1 - stoploss)
:return: True if the pair can stay, false if it should be removed
"""
stop_price = ticker['ask'] * stoploss
# Adjust stop-prices to precision
sp = self._exchange.symbol_price_prec(ticker["symbol"], stop_price)
stop_gap_price = self._exchange.symbol_price_prec(ticker["symbol"], stop_price * 0.99)
logger.debug(f"{ticker['symbol']} - {sp} : {stop_gap_price}")
if sp <= stop_gap_price:
logger.info(f"Removed {ticker['symbol']} from whitelist, "
f"because stop price {sp} would be <= stop limit {stop_gap_price}")
return False
return True
def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
"""
Filters and sorts pairlists and assigns and returns them again.
"""
if self._config.get('stoploss') is not None:
# Precalculate sanitized stoploss value to avoid recalculation for every pair
stoploss = 1 - abs(self._config.get('stoploss'))
# Copy list since we're modifying this list
for p in deepcopy(pairlist):
ticker = tickers.get(p)
# Filter out assets which would not allow setting a stoploss
if not ticker or (stoploss and not self._validate_precision_filter(ticker, stoploss)):
pairlist.remove(p)
continue
return pairlist

69
freqtrade/pairlist/PriceFilter.py Normal file
View File

@ -0,0 +1,69 @@
import logging
from copy import deepcopy
from typing import Dict, List
from freqtrade.pairlist.IPairList import IPairList
logger = logging.getLogger(__name__)
class PriceFilter(IPairList):
def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict,
pairlist_pos: int) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
self._low_price_ratio = pairlistconfig.get('low_price_ratio', 0)
@property
def needstickers(self) -> bool:
"""
Boolean property defining if tickers are necessary.
If no Pairlist requries tickers, an empty List is passed
as tickers argument to filter_pairlist
"""
return True
def short_desc(self) -> str:
"""
Short whitelist method description - used for startup-messages
"""
return f"{self.name} - Filtering pairs priced below {self._low_price_ratio * 100}%."
def _validate_ticker_lowprice(self, ticker) -> bool:
"""
Check if if one price-step (pip) is > than a certain barrier.
:param ticker: ticker dict as returned from ccxt.load_markets()
:param precision: Precision
:return: True if the pair can stay, false if it should be removed
"""
precision = self._exchange.markets[ticker['symbol']]['precision']['price']
compare = ticker['last'] + 1 / pow(10, precision)
changeperc = (compare - ticker['last']) / ticker['last']
if changeperc > self._low_price_ratio:
logger.info(f"Removed {ticker['symbol']} from whitelist, "
f"because 1 unit is {changeperc * 100:.3f}%")
return False
return True
def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
"""
Filters and sorts pairlist and returns the whitelist again.
Called on each bot iteration - please use internal caching if necessary
:param pairlist: pairlist to filter or sort
:param tickers: Tickers (from exchange.get_tickers()). May be cached.
:return: new whitelist
"""
# Copy list since we're modifying this list
for p in deepcopy(pairlist):
ticker = tickers.get(p)
if not ticker:
pairlist.remove(p)
# Filter out assets which would not allow setting a stoploss
if self._low_price_ratio and not self._validate_ticker_lowprice(ticker):
pairlist.remove(p)
return pairlist

23
freqtrade/pairlist/StaticPairList.py
View File

@ -5,6 +5,7 @@ Provides lists as configured in config.json
"""
import logging
from typing import Dict, List
from freqtrade.pairlist.IPairList import IPairList
@ -13,18 +14,28 @@ logger = logging.getLogger(__name__)
class StaticPairList(IPairList):
def __init__(self, freqtrade, config: dict) -> None:
super().__init__(freqtrade, config)
@property
def needstickers(self) -> bool:
"""
Boolean property defining if tickers are necessary.
If no Pairlist requries tickers, an empty List is passed
as tickers argument to filter_pairlist
"""
return False
def short_desc(self) -> str:
"""
Short whitelist method description - used for startup-messages
-> Please overwrite in subclasses
"""
return f"{self.name}: {self.whitelist}"
return f"{self.name}"
def refresh_pairlist(self) -> None:
def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
"""
Refreshes pairlists and assigns them to self._whitelist and self._blacklist respectively
Filters and sorts pairlist and returns the whitelist again.
Called on each bot iteration - please use internal caching if necessary
:param pairlist: pairlist to filter or sort
:param tickers: Tickers (from exchange.get_tickers()). May be cached.
:return: new whitelist
"""
self._whitelist = self._validate_whitelist(self._config['exchange']['pair_whitelist'])
return self._whitelist_for_active_markets(self._config['exchange']['pair_whitelist'])

104
freqtrade/pairlist/VolumePairList.py
View File

@ -5,11 +5,12 @@ Provides lists as configured in config.json
"""
import logging
from typing import List
from cachetools import TTLCache, cached
from datetime import datetime
from typing import Dict, List
from freqtrade.pairlist.IPairList import IPairList
from freqtrade import OperationalException
from freqtrade.pairlist.IPairList import IPairList
logger = logging.getLogger(__name__)
SORT_VALUES = ['askVolume', 'bidVolume', 'quoteVolume']
@ -17,18 +18,19 @@ SORT_VALUES = ['askVolume', 'bidVolume', 'quoteVolume']
class VolumePairList(IPairList):
def __init__(self, freqtrade, config: dict) -> None:
super().__init__(freqtrade, config)
self._whitelistconf = self._config.get('pairlist', {}).get('config')
if 'number_assets' not in self._whitelistconf:
def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict,
pairlist_pos: int) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
if 'number_assets' not in self._pairlistconfig:
raise OperationalException(
f'`number_assets` not specified. Please check your configuration '
'for "pairlist.config.number_assets"')
self._number_pairs = self._whitelistconf['number_assets']
self._sort_key = self._whitelistconf.get('sort_key', 'quoteVolume')
self._precision_filter = self._whitelistconf.get('precision_filter', False)
self._number_pairs = self._pairlistconfig['number_assets']
self._sort_key = self._pairlistconfig.get('sort_key', 'quoteVolume')
self.refresh_period = self._pairlistconfig.get('refresh_period', 1800)
if not self._freqtrade.exchange.exchange_has('fetchTickers'):
if not self._exchange.exchange_has('fetchTickers'):
raise OperationalException(
'Exchange does not support dynamic whitelist.'
'Please edit your config and restart the bot'
@ -36,6 +38,16 @@ class VolumePairList(IPairList):
if not self._validate_keys(self._sort_key):
raise OperationalException(
f'key {self._sort_key} not in {SORT_VALUES}')
self._last_refresh = 0
@property
def needstickers(self) -> bool:
"""
Boolean property defining if tickers are necessary.
If no Pairlist requries tickers, an empty List is passed
as tickers argument to filter_pairlist
"""
return True
def _validate_keys(self, key):
return key in SORT_VALUES
@ -43,54 +55,54 @@ class VolumePairList(IPairList):
def short_desc(self) -> str:
"""
Short whitelist method description - used for startup-messages
-> Please overwrite in subclasses
"""
return f"{self.name} - top {self._whitelistconf['number_assets']} volume pairs."
return f"{self.name} - top {self._pairlistconfig['number_assets']} volume pairs."
def refresh_pairlist(self) -> None:
def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
"""
Refreshes pairlists and assigns them to self._whitelist and self._blacklist respectively
-> Please overwrite in subclasses
Filters and sorts pairlist and returns the whitelist again.
Called on each bot iteration - please use internal caching if necessary
:param pairlist: pairlist to filter or sort
:param tickers: Tickers (from exchange.get_tickers()). May be cached.
:return: new whitelist
"""
# Generate dynamic whitelist
self._whitelist = self._gen_pair_whitelist(
self._config['stake_currency'], self._sort_key)
if self._last_refresh + self.refresh_period < datetime.now().timestamp():
self._last_refresh = int(datetime.now().timestamp())
return self._gen_pair_whitelist(pairlist,
tickers,
self._config['stake_currency'],
self._sort_key,
)
else:
return pairlist
@cached(TTLCache(maxsize=1, ttl=1800))
def _gen_pair_whitelist(self, base_currency: str, key: str) -> List[str]:
def _gen_pair_whitelist(self, pairlist, tickers, base_currency: str, key: str) -> List[str]:
"""
Updates the whitelist with with a dynamically generated list
:param base_currency: base currency as str
:param key: sort key (defaults to 'quoteVolume')
:param tickers: Tickers (from exchange.get_tickers()).
:return: List of pairs
"""
tickers = self._freqtrade.exchange.get_tickers()
# check length so that we make sure that '/' is actually in the string
tickers = [v for k, v in tickers.items()
if (len(k.split('/')) == 2 and k.split('/')[1] == base_currency
and v[key] is not None)]
sorted_tickers = sorted(tickers, reverse=True, key=lambda t: t[key])
if self._pairlist_pos == 0:
# If VolumePairList is the first in the list, use fresh pairlist
# check length so that we make sure that '/' is actually in the string
filtered_tickers = [v for k, v in tickers.items()
if (len(k.split('/')) == 2 and k.split('/')[1] == base_currency
and v[key] is not None)]
else:
# If other pairlist is in front, use the incomming pairlist.
filtered_tickers = [v for k, v in tickers.items() if k in pairlist]
sorted_tickers = sorted(filtered_tickers, reverse=True, key=lambda t: t[key])
# Validate whitelist to only have active market pairs
valid_pairs = self._validate_whitelist([s['symbol'] for s in sorted_tickers])
valid_tickers = [t for t in sorted_tickers if t["symbol"] in valid_pairs]
if self._freqtrade.strategy.stoploss is not None and self._precision_filter:
stop_prices = [self._freqtrade.get_target_bid(t["symbol"], t)
* (1 - abs(self._freqtrade.strategy.stoploss)) for t in valid_tickers]
rates = [sp * 0.99 for sp in stop_prices]
logger.debug("\n".join([f"{sp} : {r}" for sp, r in zip(stop_prices[:10], rates[:10])]))
for i, t in enumerate(valid_tickers):
sp = self._freqtrade.exchange.symbol_price_prec(t["symbol"], stop_prices[i])
r = self._freqtrade.exchange.symbol_price_prec(t["symbol"], rates[i])
logger.debug(f"{t['symbol']} - {sp} : {r}")
if sp <= r:
logger.info(f"Removed {t['symbol']} from whitelist, "
f"because stop price {sp} would be <= stop limit {r}")
valid_tickers.remove(t)
pairs = [s['symbol'] for s in valid_tickers]
logger.info(f"Searching pairs: {pairs[:self._number_pairs]}")
pairs = self._whitelist_for_active_markets([s['symbol'] for s in sorted_tickers])
pairs = self._verify_blacklist(pairs)
# Limit to X number of pairs
pairs = pairs[:self._number_pairs]
logger.info(f"Searching {self._number_pairs} pairs: {pairs}")
return pairs

95
freqtrade/pairlist/pairlistmanager.py Normal file
View File

@ -0,0 +1,95 @@
"""
Static List provider
Provides lists as configured in config.json
"""
from cachetools import TTLCache, cached
import logging
from typing import Dict, List
from freqtrade import OperationalException
from freqtrade.pairlist.IPairList import IPairList
from freqtrade.resolvers import PairListResolver
logger = logging.getLogger(__name__)
class PairListManager():
def __init__(self, exchange, config: dict) -> None:
self._exchange = exchange
self._config = config
self._whitelist = self._config['exchange'].get('pair_whitelist')
self._blacklist = self._config['exchange'].get('pair_blacklist', [])
self._pairlists: List[IPairList] = []
self._tickers_needed = False
for pl in self._config.get('pairlists', None):
if 'method' not in pl:
logger.warning(f"No method in {pl}")
continue
pairl = PairListResolver(pl.get('method'),
exchange=exchange,
pairlistmanager=self,
config=config,
pairlistconfig=pl,
pairlist_pos=len(self._pairlists)
).pairlist
self._tickers_needed = pairl.needstickers or self._tickers_needed
self._pairlists.append(pairl)
if not self._pairlists:
raise OperationalException("No Pairlist defined!")
@property
def whitelist(self) -> List[str]:
"""
Has the current whitelist
"""
return self._whitelist
@property
def blacklist(self) -> List[str]:
"""
Has the current blacklist
-> no need to overwrite in subclasses
"""
return self._blacklist
@property
def name_list(self) -> List[str]:
"""
Get list of loaded pairlists names
"""
return [p.name for p in self._pairlists]
def short_desc(self) -> List[Dict]:
"""
List of short_desc for each pairlist
"""
return [{p.name: p.short_desc()} for p in self._pairlists]
@cached(TTLCache(maxsize=1, ttl=1800))
def _get_cached_tickers(self):
return self._exchange.get_tickers()
def refresh_pairlist(self) -> None:
"""
Run pairlist through all configured pairlists.
"""
pairlist = self._whitelist.copy()
# tickers should be cached to avoid calling the exchange on each call.
tickers: Dict = {}
if self._tickers_needed:
tickers = self._get_cached_tickers()
# Process all pairlists in chain
for pl in self._pairlists:
pairlist = pl.filter_pairlist(pairlist, tickers)
# Validation against blacklist happens after the pairlists to ensure blacklist is respected.
pairlist = IPairList.verify_blacklist(pairlist, self.blacklist)
self._whitelist = pairlist

27
freqtrade/plot/plotting.py
View File

@ -39,7 +39,7 @@ def init_plotscript(config):
tickers = history.load_data(
datadir=Path(str(config.get("datadir"))),
pairs=pairs,
ticker_interval=config.get('ticker_interval', '5m'),
timeframe=config.get('ticker_interval', '5m'),
timerange=timerange,
)
@ -47,7 +47,7 @@ def init_plotscript(config):
db_url=config.get('db_url'),
exportfilename=config.get('exportfilename'),
)
trades = history.trim_dataframe(trades, timerange, 'open_time')
return {"tickers": tickers,
"trades": trades,
"pairs": pairs,
@ -300,12 +300,12 @@ def generate_profit_graph(pairs: str, tickers: Dict[str, pd.DataFrame],
return fig
def generate_plot_filename(pair, ticker_interval) -> str:
def generate_plot_filename(pair, timeframe) -> str:
"""
Generate filenames per pair/ticker_interval to be used for storing plots
Generate filenames per pair/timeframe to be used for storing plots
"""
pair_name = pair.replace("/", "_")
file_name = 'freqtrade-plot-' + pair_name + '-' + ticker_interval + '.html'
file_name = 'freqtrade-plot-' + pair_name + '-' + timeframe + '.html'
logger.info('Generate plot file for %s', pair)
@ -316,8 +316,9 @@ def store_plot_file(fig, filename: str, directory: Path, auto_open: bool = False
"""
Generate a plot html file from pre populated fig plotly object
:param fig: Plotly Figure to plot
:param pair: Pair to plot (used as filename and Plot title)
:param ticker_interval: Used as part of the filename
:param filename: Name to store the file as
:param directory: Directory to store the file in
:param auto_open: Automatically open files saved
:return: None
"""
directory.mkdir(parents=True, exist_ok=True)
@ -376,12 +377,14 @@ def plot_profit(config: Dict[str, Any]) -> None:
in helping out to find a good algorithm.
"""
plot_elements = init_plotscript(config)
trades = load_trades(config['trade_source'],
db_url=str(config.get('db_url')),
exportfilename=str(config.get('exportfilename')),
)
trades = plot_elements['trades']
# Filter trades to relevant pairs
trades = trades[trades['pair'].isin(plot_elements["pairs"])]
# Remove open pairs - we don't know the profit yet so can't calculate profit for these.
# Also, If only one open pair is left, then the profit-generation would fail.
trades = trades[(trades['pair'].isin(plot_elements["pairs"]))
& (~trades['close_time'].isnull())
]
# Create an average close price of all the pairs that were involved.
# this could be useful to gauge the overall market trend
fig = generate_profit_graph(plot_elements["pairs"], plot_elements["tickers"],

29
freqtrade/resolvers/hyperopt_resolver.py
View File

@ -1,14 +1,14 @@
# pragma pylint: disable=attribute-defined-outside-init
"""
This module load custom hyperopts
This module load custom hyperopt
"""
import logging
from pathlib import Path
from typing import Optional, Dict
from freqtrade import OperationalException
from freqtrade.constants import DEFAULT_HYPEROPT, DEFAULT_HYPEROPT_LOSS
from freqtrade.constants import DEFAULT_HYPEROPT_LOSS
from freqtrade.optimize.hyperopt_interface import IHyperOpt
from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss
from freqtrade.resolvers import IResolver
@ -20,7 +20,6 @@ class HyperOptResolver(IResolver):
"""
This class contains all the logic to load custom hyperopt class
"""
__slots__ = ['hyperopt']
def __init__(self, config: Dict) -> None:
@ -28,9 +27,12 @@ class HyperOptResolver(IResolver):
Load the custom class from config parameter
:param config: configuration dictionary
"""
if not config.get('hyperopt'):
raise OperationalException("No Hyperopt set. Please use `--hyperopt` to specify "
"the Hyperopt class to use.")
hyperopt_name = config['hyperopt']
# Verify the hyperopt is in the configuration, otherwise fallback to the default hyperopt
hyperopt_name = config.get('hyperopt') or DEFAULT_HYPEROPT
self.hyperopt = self._load_hyperopt(hyperopt_name, config,
extra_dir=config.get('hyperopt_path'))
@ -72,27 +74,28 @@ class HyperOptLossResolver(IResolver):
"""
This class contains all the logic to load custom hyperopt loss class
"""
__slots__ = ['hyperoptloss']
def __init__(self, config: Dict = None) -> None:
def __init__(self, config: Dict) -> None:
"""
Load the custom class from config parameter
:param config: configuration dictionary or None
:param config: configuration dictionary
"""
config = config or {}
# Verify the hyperopt is in the configuration, otherwise fallback to the default hyperopt
hyperopt_name = config.get('hyperopt_loss') or DEFAULT_HYPEROPT_LOSS
# Verify the hyperopt_loss is in the configuration, otherwise fallback to the
# default hyperopt loss
hyperoptloss_name = config.get('hyperopt_loss') or DEFAULT_HYPEROPT_LOSS
self.hyperoptloss = self._load_hyperoptloss(
hyperopt_name, config, extra_dir=config.get('hyperopt_path'))
hyperoptloss_name, config, extra_dir=config.get('hyperopt_path'))
# Assign ticker_interval to be used in hyperopt
self.hyperoptloss.__class__.ticker_interval = str(config['ticker_interval'])
if not hasattr(self.hyperoptloss, 'hyperopt_loss_function'):
raise OperationalException(
f"Found hyperopt {hyperopt_name} does not implement `hyperopt_loss_function`.")
f"Found HyperoptLoss class {hyperoptloss_name} does not "
"implement `hyperopt_loss_function`.")
def _load_hyperoptloss(
self, hyper_loss_name: str, config: Dict,

10
freqtrade/resolvers/iresolver.py
View File

@ -17,13 +17,13 @@ class IResolver:
This class contains all the logic to load custom classes
"""
def build_search_paths(self, config, current_path: Path, user_subdir: str,
def build_search_paths(self, config, current_path: Path, user_subdir: Optional[str] = None,
extra_dir: Optional[str] = None) -> List[Path]:
abs_paths = [
config['user_data_dir'].joinpath(user_subdir),
current_path,
]
abs_paths: List[Path] = [current_path]
if user_subdir:
abs_paths.insert(0, config['user_data_dir'].joinpath(user_subdir))
if extra_dir:
# Add extra directory to the top of the search paths

13
freqtrade/resolvers/pairlist_resolver.py
View File

@ -20,13 +20,18 @@ class PairListResolver(IResolver):
__slots__ = ['pairlist']
def __init__(self, pairlist_name: str, freqtrade, config: dict) -> None:
def __init__(self, pairlist_name: str, exchange, pairlistmanager,
config: dict, pairlistconfig: dict, pairlist_pos: int) -> None:
"""
Load the custom class from config parameter
:param config: configuration dictionary or None
"""
self.pairlist = self._load_pairlist(pairlist_name, config, kwargs={'freqtrade': freqtrade,
'config': config})
self.pairlist = self._load_pairlist(pairlist_name, config,
kwargs={'exchange': exchange,
'pairlistmanager': pairlistmanager,
'config': config,
'pairlistconfig': pairlistconfig,
'pairlist_pos': pairlist_pos})
def _load_pairlist(
self, pairlist_name: str, config: dict, kwargs: dict) -> IPairList:
@ -40,7 +45,7 @@ class PairListResolver(IResolver):
current_path = Path(__file__).parent.parent.joinpath('pairlist').resolve()
abs_paths = self.build_search_paths(config, current_path=current_path,
user_subdir='pairlist', extra_dir=None)
user_subdir=None, extra_dir=None)
pairlist = self._load_object(paths=abs_paths, object_type=IPairList,
object_name=pairlist_name, kwargs=kwargs)

7
freqtrade/resolvers/strategy_resolver.py
View File

@ -32,8 +32,11 @@ class StrategyResolver(IResolver):
"""
config = config or {}
# Verify the strategy is in the configuration, otherwise fallback to the default strategy
strategy_name = config.get('strategy') or constants.DEFAULT_STRATEGY
if not config.get('strategy'):
raise OperationalException("No strategy set. Please use `--strategy` to specify "
"the strategy class to use.")
strategy_name = config['strategy']
self.strategy: IStrategy = self._load_strategy(strategy_name,
config=config,
extra_dir=config.get('strategy_path'))

28
freqtrade/rpc/api_server.py
View File

@ -169,6 +169,10 @@ class ApiServer(RPC):
view_func=self._status, methods=['GET'])
self.app.add_url_rule(f'{BASE_URI}/version', 'version',
view_func=self._version, methods=['GET'])
self.app.add_url_rule(f'{BASE_URI}/show_config', 'show_config',
view_func=self._show_config, methods=['GET'])
self.app.add_url_rule(f'{BASE_URI}/ping', 'ping',
view_func=self._ping, methods=['GET'])
# Combined actions and infos
self.app.add_url_rule(f'{BASE_URI}/blacklist', 'blacklist', view_func=self._blacklist,
@ -224,6 +228,13 @@ class ApiServer(RPC):
msg = self._rpc_stopbuy()
return self.rest_dump(msg)
@rpc_catch_errors
def _ping(self):
"""
simple poing version
"""
return self.rest_dump({"status": "pong"})
@require_login
@rpc_catch_errors
def _version(self):
@ -232,6 +243,14 @@ class ApiServer(RPC):
"""
return self.rest_dump({"version": __version__})
@require_login
@rpc_catch_errors
def _show_config(self):
"""
Prints the bot's version
"""
return self.rest_dump(self._rpc_show_config())
@require_login
@rpc_catch_errors
def _reload_conf(self):
@ -265,7 +284,7 @@ class ApiServer(RPC):
stats = self._rpc_daily_profit(timescale,
self._config['stake_currency'],
self._config['fiat_display_currency']
self._config.get('fiat_display_currency', '')
)
return self.rest_dump(stats)
@ -321,8 +340,11 @@ class ApiServer(RPC):
Returns the current status of the trades in json format
"""
results = self._rpc_trade_status()
return self.rest_dump(results)
try:
results = self._rpc_trade_status()
return self.rest_dump(results)
except RPCException:
return self.rest_dump([])
@require_login
@rpc_catch_errors

63
freqtrade/rpc/rpc.py
View File

@ -3,16 +3,15 @@ This module contains class to define a RPC communications
"""
import logging
from abc import abstractmethod
from datetime import timedelta, datetime, date
from decimal import Decimal
from datetime import date, datetime, timedelta
from enum import Enum
from typing import Dict, Any, List, Optional
from math import isnan
from typing import Any, Dict, List, Optional, Tuple
import arrow
from numpy import mean, NAN
from pandas import DataFrame
from numpy import NAN, mean
from freqtrade import TemporaryError, DependencyException
from freqtrade import DependencyException, TemporaryError
from freqtrade.misc import shorten_date
from freqtrade.persistence import Trade
from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
@ -81,6 +80,29 @@ class RPC:
def send_msg(self, msg: Dict[str, str]) -> None:
""" Sends a message to all registered rpc modules """
def _rpc_show_config(self) -> Dict[str, Any]:
"""
Return a dict of config options.
Explicitly does NOT return the full config to avoid leakage of sensitive
information via rpc.
"""
config = self._freqtrade.config
val = {
'dry_run': config.get('dry_run', False),
'stake_currency': config['stake_currency'],
'stake_amount': config['stake_amount'],
'minimal_roi': config['minimal_roi'].copy(),
'stoploss': config['stoploss'],
'trailing_stop': config['trailing_stop'],
'trailing_stop_positive': config.get('trailing_stop_positive'),
'trailing_stop_positive_offset': config.get('trailing_stop_positive_offset'),
'trailing_only_offset_is_reached': config.get('trailing_only_offset_is_reached'),
'ticker_interval': config['ticker_interval'],
'exchange': config['exchange']['name'],
'strategy': config['strategy'],
}
return val
def _rpc_trade_status(self) -> List[Dict[str, Any]]:
"""
Below follows the RPC backend it is prefixed with rpc_ to raise awareness that it is
@ -117,7 +139,7 @@ class RPC:
results.append(trade_dict)
return results
def _rpc_status_table(self) -> DataFrame:
def _rpc_status_table(self, stake_currency, fiat_display_currency: str) -> Tuple[List, List]:
trades = Trade.get_open_trades()
if not trades:
raise RPCException('no active order')
@ -130,17 +152,28 @@ class RPC:
except DependencyException:
current_rate = NAN
trade_perc = (100 * trade.calc_profit_percent(current_rate))
trade_profit = trade.calc_profit(current_rate)
profit_str = f'{trade_perc:.2f}%'
if self._fiat_converter:
fiat_profit = self._fiat_converter.convert_amount(
trade_profit,
stake_currency,
fiat_display_currency
)
if fiat_profit and not isnan(fiat_profit):
profit_str += f" ({fiat_profit:.2f})"
trades_list.append([
trade.id,
trade.pair,
shorten_date(arrow.get(trade.open_date).humanize(only_distance=True)),
f'{trade_perc:.2f}%'
profit_str
])
profitcol = "Profit"
if self._fiat_converter:
profitcol += " (" + fiat_display_currency + ")"
columns = ['ID', 'Pair', 'Since', 'Profit']
df_statuses = DataFrame.from_records(trades_list, columns=columns)
df_statuses = df_statuses.set_index(columns[0])
return df_statuses
columns = ['ID', 'Pair', 'Since', profitcol]
return trades_list, columns
def _rpc_daily_profit(
self, timescale: int,
@ -219,7 +252,7 @@ class RPC:
profit_percent = trade.calc_profit_percent(rate=current_rate)
profit_all_coin.append(
trade.calc_profit(rate=Decimal(trade.close_rate or current_rate))
trade.calc_profit(rate=trade.close_rate or current_rate)
)
profit_all_perc.append(profit_percent)
@ -452,7 +485,7 @@ class RPC:
def _rpc_whitelist(self) -> Dict:
""" Returns the currently active whitelist"""
res = {'method': self._freqtrade.pairlists.name,
res = {'method': self._freqtrade.pairlists.name_list,
'length': len(self._freqtrade.active_pair_whitelist),
'whitelist': self._freqtrade.active_pair_whitelist
}
@ -467,7 +500,7 @@ class RPC:
and pair not in self._freqtrade.pairlists.blacklist):
self._freqtrade.pairlists.blacklist.append(pair)
res = {'method': self._freqtrade.pairlists.name,
res = {'method': self._freqtrade.pairlists.name_list,
'length': len(self._freqtrade.pairlists.blacklist),
'blacklist': self._freqtrade.pairlists.blacklist,
}

27
freqtrade/rpc/telegram.py
View File

@ -95,6 +95,7 @@ class Telegram(RPC):
CommandHandler('daily', self._daily),
CommandHandler('count', self._count),
CommandHandler('reload_conf', self._reload_conf),
CommandHandler('show_config', self._show_config),
CommandHandler('stopbuy', self._stopbuy),
CommandHandler('whitelist', self._whitelist),
CommandHandler('blacklist', self._blacklist),
@ -234,8 +235,9 @@ class Telegram(RPC):
:return: None
"""
try:
df_statuses = self._rpc_status_table()
message = tabulate(df_statuses, headers='keys', tablefmt='simple')
statlist, head = self._rpc_status_table(self._config['stake_currency'],
self._config.get('fiat_display_currency', ''))
message = tabulate(statlist, headers=head, tablefmt='simple')
self._send_msg(f"<pre>{message}</pre>", parse_mode=ParseMode.HTML)
except RPCException as e:
self._send_msg(str(e))
@ -549,6 +551,7 @@ class Telegram(RPC):
"*/balance:* `Show account balance per currency`\n" \
"*/stopbuy:* `Stops buying, but handles open trades gracefully` \n" \
"*/reload_conf:* `Reload configuration file` \n" \
"*/show_config:* `Show running configuration` \n" \
"*/whitelist:* `Show current whitelist` \n" \
"*/blacklist [pair]:* `Show current blacklist, or adds one or more pairs " \
"to the blacklist.` \n" \
@ -569,6 +572,26 @@ class Telegram(RPC):
"""
self._send_msg('*Version:* `{}`'.format(__version__))
@authorized_only
def _show_config(self, update: Update, context: CallbackContext) -> None:
"""
Handler for /show_config.
Show config information information
:param bot: telegram bot
:param update: message update
:return: None
"""
val = self._rpc_show_config()
self._send_msg(
f"*Mode:* `{'Dry-run' if val['dry_run'] else 'Live'}`\n"
f"*Exchange:* `{val['exchange']}`\n"
f"*Stake per trade:* `{val['stake_amount']} {val['stake_currency']}`\n"
f"*Minimum ROI:* `{val['minimal_roi']}`\n"
f"*{'Trailing ' if val['trailing_stop'] else ''}Stoploss:* `{val['stoploss']}`\n"
f"*Ticker Interval:* `{val['ticker_interval']}`\n"
f"*Strategy:* `{val['strategy']}`'"
)
def _send_msg(self, msg: str, parse_mode: ParseMode = ParseMode.MARKDOWN) -> None:
"""
Send given markdown message

4
freqtrade/strategy/interface.py
View File

@ -109,8 +109,8 @@ class IStrategy(ABC):
# Class level variables (intentional) containing
# the dataprovider (dp) (access to other candles, historic data, ...)
# and wallets - access to the current balance.
dp: DataProvider
wallets: Wallets
dp: Optional[DataProvider] = None
wallets: Optional[Wallets] = None
def __init__(self, config: dict) -> None:
self.config = config

21
freqtrade/utils.py
View File

@ -39,6 +39,25 @@ def setup_utils_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str
return config
def start_trading(args: Dict[str, Any]) -> int:
"""
Main entry point for trading mode
"""
from freqtrade.worker import Worker
# Load and run worker
worker = None
try:
worker = Worker(args)
worker.run()
except KeyboardInterrupt:
logger.info('SIGINT received, aborting ...')
finally:
if worker:
logger.info("worker found ... calling exit")
worker.exit()
return 0
def start_list_exchanges(args: Dict[str, Any]) -> None:
"""
Print available exchanges
@ -57,7 +76,7 @@ def start_list_exchanges(args: Dict[str, Any]) -> None:
def start_create_userdir(args: Dict[str, Any]) -> None:
"""
Create "user_data" directory to contain user data strategies, hyperopts, ...)
Create "user_data" directory to contain user data strategies, hyperopt, ...)
:param args: Cli args from Arguments()
:return: None
"""

1
mkdocs.yml
View File

@ -16,6 +16,7 @@ nav:
- Hyperopt: hyperopt.md
- Edge Positioning: edge.md
- Utility Subcommands: utils.md
- Exchange-specific Notes: exchanges.md
- FAQ: faq.md
- Data Analysis:
- Jupyter Notebooks: data-analysis.md

10
requirements-common.txt
View File

@ -1,23 +1,23 @@
# requirements without requirements installable via conda
# mainly used for Raspberry pi installs
ccxt==1.19.14
SQLAlchemy==1.3.10
ccxt==1.19.54
SQLAlchemy==1.3.11
python-telegram-bot==12.2.0
arrow==0.15.4
cachetools==3.1.1
requests==2.22.0
urllib3==1.25.6
urllib3==1.25.7
wrapt==1.11.2
jsonschema==3.1.1
TA-Lib==0.4.17
tabulate==0.8.5
tabulate==0.8.6
coinmarketcap==5.0.3
# find first, C search in arrays
py_find_1st==1.1.4
# Load ticker files 30% faster
python-rapidjson==0.8.0
python-rapidjson==0.9.1
# Notify systemd
sdnotify==0.3.2

4
requirements-dev.txt
View File

@ -6,9 +6,9 @@
coveralls==1.8.2
flake8==3.7.9
flake8-type-annotations==0.1.0
flake8-tidy-imports==3.0.0
flake8-tidy-imports==3.1.0
mypy==0.740
pytest==5.2.2
pytest==5.2.4
pytest-asyncio==0.10.0
pytest-cov==2.8.1
pytest-mock==1.11.2

2
requirements-hyperopt.txt
View File

@ -2,7 +2,7 @@
-r requirements.txt
# Required for hyperopt
scipy==1.3.1
scipy==1.3.2
scikit-learn==0.21.3
scikit-optimize==0.5.2
filelock==3.0.12

2
requirements-plot.txt
View File

@ -1,5 +1,5 @@
# Include all requirements to run the bot.
-r requirements.txt
plotly==4.2.1
plotly==4.3.0

2
requirements.txt
View File

@ -1,5 +1,5 @@
# Load common requirements
-r requirements-common.txt
numpy==1.17.3
numpy==1.17.4
pandas==0.25.3

100
scripts/rest_client.py
View File

@ -8,12 +8,15 @@ so it can be used as a standalone script.
"""
import argparse
import json
import logging
import inspect
from urllib.parse import urlencode, urlparse, urlunparse
import json
import re
import logging
import sys
from pathlib import Path
from urllib.parse import urlencode, urlparse, urlunparse
import rapidjson
import requests
from requests.exceptions import ConnectionError
@ -63,100 +66,106 @@ class FtRestClient():
return self._call("POST", apipath, params=params, data=data)
def start(self):
"""
Start the bot if it's in stopped state.
"""Start the bot if it's in the stopped state.
:return: json object
"""
return self._post("start")
def stop(self):
"""
Stop the bot. Use start to restart
"""Stop the bot. Use `start` to restart.
:return: json object
"""
return self._post("stop")
def stopbuy(self):
"""
Stop buying (but handle sells gracefully).
use reload_conf to reset
"""Stop buying (but handle sells gracefully). Use `reload_conf` to reset.
:return: json object
"""
return self._post("stopbuy")
def reload_conf(self):
"""
Reload configuration
"""Reload configuration.
:return: json object
"""
return self._post("reload_conf")
def balance(self):
"""
Get the account balance
"""Get the account balance.
:return: json object
"""
return self._get("balance")
def count(self):
"""
Returns the amount of open trades
"""Return the amount of open trades.
:return: json object
"""
return self._get("count")
def daily(self, days=None):
"""
Returns the amount of open trades
"""Return the amount of open trades.
:return: json object
"""
return self._get("daily", params={"timescale": days} if days else None)
def edge(self):
"""
Returns information about edge
"""Return information about edge.
:return: json object
"""
return self._get("edge")
def profit(self):
"""
Returns the profit summary
"""Return the profit summary.
:return: json object
"""
return self._get("profit")
def performance(self):
"""
Returns the performance of the different coins
"""Return the performance of the different coins.
:return: json object
"""
return self._get("performance")
def status(self):
"""
Get the status of open trades
"""Get the status of open trades.
:return: json object
"""
return self._get("status")
def version(self):
"""
Returns the version of the bot
"""Return the version of the bot.
:return: json object containing the version
"""
return self._get("version")
def whitelist(self):
def show_config(self):
"""
Show the current whitelist
Returns part of the configuration, relevant for trading operations.
:return: json object containing the version
"""
return self._get("show_config")
def whitelist(self):
"""Show the current whitelist.
:return: json object
"""
return self._get("whitelist")
def blacklist(self, *args):
"""
Show the current blacklist
"""Show the current blacklist.
:param add: List of coins to add (example: "BNB/BTC")
:return: json object
"""
@ -166,8 +175,8 @@ class FtRestClient():
return self._post("blacklist", data={"blacklist": args})
def forcebuy(self, pair, price=None):
"""
Buy an asset
"""Buy an asset.
:param pair: Pair to buy (ETH/BTC)
:param price: Optional - price to buy
:return: json object of the trade
@ -178,8 +187,8 @@ class FtRestClient():
return self._post("forcebuy", data=data)
def forcesell(self, tradeid):
"""
Force-sell a trade
"""Force-sell a trade.
:param tradeid: Id of the trade (can be received via status command)
:return: json object
"""
@ -190,7 +199,9 @@ class FtRestClient():
def add_arguments():
parser = argparse.ArgumentParser()
parser.add_argument("command",
help="Positional argument defining the command to execute.")
help="Positional argument defining the command to execute.",
nargs="?"
)
parser.add_argument('--show',
help='Show possible methods with this client',
@ -221,24 +232,29 @@ def load_config(configfile):
file = Path(configfile)
if file.is_file():
with file.open("r") as f:
config = json.load(f)
config = rapidjson.load(f, parse_mode=rapidjson.PM_COMMENTS |
rapidjson.PM_TRAILING_COMMAS)
return config
return {}
else:
logger.warning(f"Could not load config file {file}.")
sys.exit(1)
def print_commands():
# Print dynamic help for the different commands using the commands doc-strings
client = FtRestClient(None)
print("Possible commands:")
print("Possible commands:\n")
for x, y in inspect.getmembers(client):
if not x.startswith('_'):
print(f"{x} {getattr(client, x).__doc__}")
doc = re.sub(':return:.*', '', getattr(client, x).__doc__, flags=re.MULTILINE).rstrip()
print(f"{x}\n\t{doc}\n")
def main(args):
if args.get("help"):
if args.get("show"):
print_commands()
sys.exit()
config = load_config(args["config"])
url = config.get("api_server", {}).get("server_url", "127.0.0.1")

114
tests/conftest.py
View File

@ -242,6 +242,9 @@ def default_conf(testdatadir):
"HOT/BTC",
]
},
"pairlists": [
{"method": "StaticPairList"}
],
"telegram": {
"enabled": True,
"token": "token",
@ -252,6 +255,7 @@ def default_conf(testdatadir):
"db_url": "sqlite://",
"user_data_dir": Path("user_data"),
"verbosity": 3,
"strategy": "DefaultStrategy"
}
return configuration
@ -572,6 +576,72 @@ def get_markets():
}
@pytest.fixture
def shitcoinmarkets(markets):
"""
Fixture with shitcoin markets - used to test filters in pairlists
"""
shitmarkets = deepcopy(markets)
shitmarkets.update({'HOT/BTC': {
'id': 'HOTBTC',
'symbol': 'HOT/BTC',
'base': 'HOT',
'quote': 'BTC',
'active': True,
'precision': {
'base': 8,
'quote': 8,
'amount': 0,
'price': 8
},
'limits': {
'amount': {
'min': 1.0,
'max': 90000000.0
},
'price': {
'min': None,
'max': None
},
'cost': {
'min': 0.001,
'max': None
}
},
'info': {},
},
'FUEL/BTC': {
'id': 'FUELBTC',
'symbol': 'FUEL/BTC',
'base': 'FUEL',
'quote': 'BTC',
'active': True,
'precision': {
'base': 8,
'quote': 8,
'amount': 0,
'price': 8
},
'limits': {
'amount': {
'min': 1.0,
'max': 90000000.0
},
'price': {
'min': 1e-08,
'max': 1000.0
},
'cost': {
'min': 0.001,
'max': None
}
},
'info': {},
},
})
return shitmarkets
@pytest.fixture
def markets_empty():
return MagicMock(return_value=[])
@ -866,6 +936,50 @@ def tickers():
'quoteVolume': 1215.14489611,
'info': {}
},
'HOT/BTC': {
'symbol': 'HOT/BTC',
'timestamp': 1572273518661,
'datetime': '2019-10-28T14:38:38.661Z',
'high': 0.00000011,
'low': 0.00000009,
'bid': 0.0000001,
'bidVolume': 1476027288.0,
'ask': 0.00000011,
'askVolume': 820153831.0,
'vwap': 0.0000001,
'open': 0.00000009,
'close': 0.00000011,
'last': 0.00000011,
'previousClose': 0.00000009,
'change': 0.00000002,
'percentage': 22.222,
'average': None,
'baseVolume': 1442290324.0,
'quoteVolume': 143.78311994,
'info': {}
},
'FUEL/BTC': {
'symbol': 'FUEL/BTC',
'timestamp': 1572340250771,
'datetime': '2019-10-29T09:10:50.771Z',
'high': 0.00000040,
'low': 0.00000035,
'bid': 0.00000036,
'bidVolume': 8932318.0,
'ask': 0.00000037,
'askVolume': 10140774.0,
'vwap': 0.00000037,
'open': 0.00000039,
'close': 0.00000037,
'last': 0.00000037,
'previousClose': 0.00000038,
'change': -0.00000002,
'percentage': -5.128,
'average': None,
'baseVolume': 168927742.0,
'quoteVolume': 62.68220262,
'info': {}
},
'ETH/USDT': {
'symbol': 'ETH/USDT',
'timestamp': 1522014804118,

8
tests/data/test_btanalysis.py
View File

@ -56,7 +56,7 @@ def test_extract_trades_of_period(testdatadir):
# 2018-11-14 06:07:00
timerange = TimeRange('date', None, 1510639620, 0)
data = load_pair_history(pair=pair, ticker_interval='1m',
data = load_pair_history(pair=pair, timeframe='1m',
datadir=testdatadir, timerange=timerange)
trades = DataFrame(
@ -122,7 +122,7 @@ def test_combine_tickers_with_mean(testdatadir):
pairs = ["ETH/BTC", "ADA/BTC"]
tickers = load_data(datadir=testdatadir,
pairs=pairs,
ticker_interval='5m'
timeframe='5m'
)
df = combine_tickers_with_mean(tickers)
assert isinstance(df, DataFrame)
@ -136,7 +136,7 @@ def test_create_cum_profit(testdatadir):
bt_data = load_backtest_data(filename)
timerange = TimeRange.parse_timerange("20180110-20180112")
df = load_pair_history(pair="TRX/BTC", ticker_interval='5m',
df = load_pair_history(pair="TRX/BTC", timeframe='5m',
datadir=testdatadir, timerange=timerange)
cum_profits = create_cum_profit(df.set_index('date'),
@ -154,7 +154,7 @@ def test_create_cum_profit1(testdatadir):
bt_data.loc[:, 'close_time'] = bt_data.loc[:, 'close_time'] + DateOffset(seconds=20)
timerange = TimeRange.parse_timerange("20180110-20180112")
df = load_pair_history(pair="TRX/BTC", ticker_interval='5m',
df = load_pair_history(pair="TRX/BTC", timeframe='5m',
datadir=testdatadir, timerange=timerange)
cum_profits = create_cum_profit(df.set_index('date'),

14
tests/data/test_converter.py
View File

@ -23,7 +23,7 @@ def test_parse_ticker_dataframe(ticker_history_list, caplog):
def test_ohlcv_fill_up_missing_data(testdatadir, caplog):
data = load_pair_history(datadir=testdatadir,
ticker_interval='1m',
timeframe='1m',
pair='UNITTEST/BTC',
fill_up_missing=False)
caplog.set_level(logging.DEBUG)
@ -42,7 +42,7 @@ def test_ohlcv_fill_up_missing_data(testdatadir, caplog):
def test_ohlcv_fill_up_missing_data2(caplog):
ticker_interval = '5m'
timeframe = '5m'
ticks = [[
1511686200000, # 8:50:00
8.794e-05, # open
@ -78,10 +78,10 @@ def test_ohlcv_fill_up_missing_data2(caplog):
]
# Generate test-data without filling missing
data = parse_ticker_dataframe(ticks, ticker_interval, pair="UNITTEST/BTC", fill_missing=False)
data = parse_ticker_dataframe(ticks, timeframe, pair="UNITTEST/BTC", fill_missing=False)
assert len(data) == 3
caplog.set_level(logging.DEBUG)
data2 = ohlcv_fill_up_missing_data(data, ticker_interval, "UNITTEST/BTC")
data2 = ohlcv_fill_up_missing_data(data, timeframe, "UNITTEST/BTC")
assert len(data2) == 4
# 3rd candle has been filled
row = data2.loc[2, :]
@ -99,7 +99,7 @@ def test_ohlcv_fill_up_missing_data2(caplog):
def test_ohlcv_drop_incomplete(caplog):
ticker_interval = '1d'
timeframe = '1d'
ticks = [[
1559750400000, # 2019-06-04
8.794e-05, # open
@ -134,13 +134,13 @@ def test_ohlcv_drop_incomplete(caplog):
]
]
caplog.set_level(logging.DEBUG)
data = parse_ticker_dataframe(ticks, ticker_interval, pair="UNITTEST/BTC",
data = parse_ticker_dataframe(ticks, timeframe, pair="UNITTEST/BTC",
fill_missing=False, drop_incomplete=False)
assert len(data) == 4
assert not log_has("Dropping last candle", caplog)
# Drop last candle
data = parse_ticker_dataframe(ticks, ticker_interval, pair="UNITTEST/BTC",
data = parse_ticker_dataframe(ticks, timeframe, pair="UNITTEST/BTC",
fill_missing=False, drop_incomplete=True)
assert len(data) == 3

26
tests/data/test_dataprovider.py
View File

@ -9,32 +9,32 @@ from tests.conftest import get_patched_exchange
def test_ohlcv(mocker, default_conf, ticker_history):
default_conf["runmode"] = RunMode.DRY_RUN
ticker_interval = default_conf["ticker_interval"]
timeframe = default_conf["ticker_interval"]
exchange = get_patched_exchange(mocker, default_conf)
exchange._klines[("XRP/BTC", ticker_interval)] = ticker_history
exchange._klines[("UNITTEST/BTC", ticker_interval)] = ticker_history
exchange._klines[("XRP/BTC", timeframe)] = ticker_history
exchange._klines[("UNITTEST/BTC", timeframe)] = ticker_history
dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.DRY_RUN
assert ticker_history.equals(dp.ohlcv("UNITTEST/BTC", ticker_interval))
assert isinstance(dp.ohlcv("UNITTEST/BTC", ticker_interval), DataFrame)
assert dp.ohlcv("UNITTEST/BTC", ticker_interval) is not ticker_history
assert dp.ohlcv("UNITTEST/BTC", ticker_interval, copy=False) is ticker_history
assert not dp.ohlcv("UNITTEST/BTC", ticker_interval).empty
assert dp.ohlcv("NONESENSE/AAA", ticker_interval).empty
assert ticker_history.equals(dp.ohlcv("UNITTEST/BTC", timeframe))
assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe), DataFrame)
assert dp.ohlcv("UNITTEST/BTC", timeframe) is not ticker_history
assert dp.ohlcv("UNITTEST/BTC", timeframe, copy=False) is ticker_history
assert not dp.ohlcv("UNITTEST/BTC", timeframe).empty
assert dp.ohlcv("NONESENSE/AAA", timeframe).empty
# Test with and without parameter
assert dp.ohlcv("UNITTEST/BTC", ticker_interval).equals(dp.ohlcv("UNITTEST/BTC"))
assert dp.ohlcv("UNITTEST/BTC", timeframe).equals(dp.ohlcv("UNITTEST/BTC"))
default_conf["runmode"] = RunMode.LIVE
dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.LIVE
assert isinstance(dp.ohlcv("UNITTEST/BTC", ticker_interval), DataFrame)
assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe), DataFrame)
default_conf["runmode"] = RunMode.BACKTEST
dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.BACKTEST
assert dp.ohlcv("UNITTEST/BTC", ticker_interval).empty
assert dp.ohlcv("UNITTEST/BTC", timeframe).empty
def test_historic_ohlcv(mocker, default_conf, ticker_history):
@ -45,7 +45,7 @@ def test_historic_ohlcv(mocker, default_conf, ticker_history):
data = dp.historic_ohlcv("UNITTEST/BTC", "5m")
assert isinstance(data, DataFrame)
assert historymock.call_count == 1
assert historymock.call_args_list[0][1]["ticker_interval"] == "5m"
assert historymock.call_args_list[0][1]["timeframe"] == "5m"
def test_get_pair_dataframe(mocker, default_conf, ticker_history):

58
tests/data/test_history.py
View File

@ -64,20 +64,20 @@ def _clean_test_file(file: Path) -> None:
def test_load_data_30min_ticker(mocker, caplog, default_conf, testdatadir) -> None:
ld = history.load_pair_history(pair='UNITTEST/BTC', ticker_interval='30m', datadir=testdatadir)
ld = history.load_pair_history(pair='UNITTEST/BTC', timeframe='30m', datadir=testdatadir)
assert isinstance(ld, DataFrame)
assert not log_has(
'Download history data for pair: "UNITTEST/BTC", interval: 30m '
'Download history data for pair: "UNITTEST/BTC", timeframe: 30m '
'and store in None.', caplog
)
def test_load_data_7min_ticker(mocker, caplog, default_conf, testdatadir) -> None:
ld = history.load_pair_history(pair='UNITTEST/BTC', ticker_interval='7m', datadir=testdatadir)
ld = history.load_pair_history(pair='UNITTEST/BTC', timeframe='7m', datadir=testdatadir)
assert not isinstance(ld, DataFrame)
assert ld is None
assert log_has(
'No history data for pair: "UNITTEST/BTC", interval: 7m. '
'No history data for pair: "UNITTEST/BTC", timeframe: 7m. '
'Use `freqtrade download-data` to download the data', caplog
)
@ -86,7 +86,7 @@ def test_load_data_1min_ticker(ticker_history, mocker, caplog, testdatadir) -> N
mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ticker_history)
file = testdatadir / 'UNITTEST_BTC-1m.json'
_backup_file(file, copy_file=True)
history.load_data(datadir=testdatadir, ticker_interval='1m', pairs=['UNITTEST/BTC'])
history.load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'])
assert file.is_file()
assert not log_has(
'Download history data for pair: "UNITTEST/BTC", interval: 1m '
@ -99,7 +99,7 @@ def test_load_data_startup_candles(mocker, caplog, default_conf, testdatadir) ->
ltfmock = mocker.patch('freqtrade.data.history.load_tickerdata_file',
MagicMock(return_value=None))
timerange = TimeRange('date', None, 1510639620, 0)
history.load_pair_history(pair='UNITTEST/BTC', ticker_interval='1m',
history.load_pair_history(pair='UNITTEST/BTC', timeframe='1m',
datadir=testdatadir, timerange=timerange,
startup_candles=20,
)
@ -122,28 +122,28 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog,
_backup_file(file)
# do not download a new pair if refresh_pairs isn't set
history.load_pair_history(datadir=testdatadir,
ticker_interval='1m',
timeframe='1m',
pair='MEME/BTC')
assert not file.is_file()
assert log_has(
'No history data for pair: "MEME/BTC", interval: 1m. '
'No history data for pair: "MEME/BTC", timeframe: 1m. '
'Use `freqtrade download-data` to download the data', caplog
)
# download a new pair if refresh_pairs is set
history.load_pair_history(datadir=testdatadir,
ticker_interval='1m',
timeframe='1m',
refresh_pairs=True,
exchange=exchange,
pair='MEME/BTC')
assert file.is_file()
assert log_has_re(
'Download history data for pair: "MEME/BTC", interval: 1m '
'Download history data for pair: "MEME/BTC", timeframe: 1m '
'and store in .*', caplog
)
with pytest.raises(OperationalException, match=r'Exchange needs to be initialized when.*'):
history.load_pair_history(datadir=testdatadir,
ticker_interval='1m',
timeframe='1m',
refresh_pairs=True,
exchange=None,
pair='MEME/BTC')
@ -269,10 +269,10 @@ def test_download_pair_history(ticker_history_list, mocker, default_conf, testda
assert download_pair_history(datadir=testdatadir, exchange=exchange,
pair='MEME/BTC',
ticker_interval='1m')
timeframe='1m')
assert download_pair_history(datadir=testdatadir, exchange=exchange,
pair='CFI/BTC',
ticker_interval='1m')
timeframe='1m')
assert not exchange._pairs_last_refresh_time
assert file1_1.is_file()
assert file2_1.is_file()
@ -286,10 +286,10 @@ def test_download_pair_history(ticker_history_list, mocker, default_conf, testda
assert download_pair_history(datadir=testdatadir, exchange=exchange,
pair='MEME/BTC',
ticker_interval='5m')
timeframe='5m')
assert download_pair_history(datadir=testdatadir, exchange=exchange,
pair='CFI/BTC',
ticker_interval='5m')
timeframe='5m')
assert not exchange._pairs_last_refresh_time
assert file1_5.is_file()
assert file2_5.is_file()
@ -307,8 +307,8 @@ def test_download_pair_history2(mocker, default_conf, testdatadir) -> None:
json_dump_mock = mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=tick)
exchange = get_patched_exchange(mocker, default_conf)
download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", ticker_interval='1m')
download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", ticker_interval='3m')
download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", timeframe='1m')
download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", timeframe='3m')
assert json_dump_mock.call_count == 2
@ -326,12 +326,12 @@ def test_download_backtesting_data_exception(ticker_history, mocker, caplog,
assert not download_pair_history(datadir=testdatadir, exchange=exchange,
pair='MEME/BTC',
ticker_interval='1m')
timeframe='1m')
# clean files freshly downloaded
_clean_test_file(file1_1)
_clean_test_file(file1_5)
assert log_has(
'Failed to download history data for pair: "MEME/BTC", interval: 1m. '
'Failed to download history data for pair: "MEME/BTC", timeframe: 1m. '
'Error: File Error', caplog
)
@ -369,7 +369,7 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
caplog.clear()
start = arrow.get('2018-01-10T00:00:00')
end = arrow.get('2018-02-20T00:00:00')
tickerdata = history.load_data(datadir=testdatadir, ticker_interval='5m',
tickerdata = history.load_data(datadir=testdatadir, timeframe='5m',
pairs=['UNITTEST/BTC'],
timerange=TimeRange('date', 'date',
start.timestamp, end.timestamp))
@ -390,7 +390,7 @@ def test_init(default_conf, mocker) -> None:
exchange=exchange,
pairs=[],
refresh_pairs=True,
ticker_interval=default_conf['ticker_interval']
timeframe=default_conf['ticker_interval']
)
@ -449,7 +449,7 @@ def test_trim_tickerlist(testdatadir) -> None:
def test_trim_dataframe(testdatadir) -> None:
data = history.load_data(
datadir=testdatadir,
ticker_interval='1m',
timeframe='1m',
pairs=['UNITTEST/BTC']
)['UNITTEST/BTC']
min_date = int(data.iloc[0]['date'].timestamp())
@ -517,7 +517,7 @@ def test_get_timeframe(default_conf, mocker, testdatadir) -> None:
data = strategy.tickerdata_to_dataframe(
history.load_data(
datadir=testdatadir,
ticker_interval='1m',
timeframe='1m',
pairs=['UNITTEST/BTC']
)
)
@ -533,7 +533,7 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir)
data = strategy.tickerdata_to_dataframe(
history.load_data(
datadir=testdatadir,
ticker_interval='1m',
timeframe='1m',
pairs=['UNITTEST/BTC'],
fill_up_missing=False
)
@ -556,7 +556,7 @@ def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> No
data = strategy.tickerdata_to_dataframe(
history.load_data(
datadir=testdatadir,
ticker_interval='5m',
timeframe='5m',
pairs=['UNITTEST/BTC'],
timerange=timerange
)
@ -669,10 +669,10 @@ def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog):
file5 = testdatadir / 'XRP_ETH-5m.json'
# Compare downloaded dataset with converted dataset
dfbak_1m = history.load_pair_history(datadir=testdatadir,
ticker_interval="1m",
timeframe="1m",
pair=pair)
dfbak_5m = history.load_pair_history(datadir=testdatadir,
ticker_interval="5m",
timeframe="5m",
pair=pair)
_backup_file(file1, copy_file=True)
@ -686,10 +686,10 @@ def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog):
assert log_has("Deleting existing data for pair XRP/ETH, interval 1m.", caplog)
# Load new data
df_1m = history.load_pair_history(datadir=testdatadir,
ticker_interval="1m",
timeframe="1m",
pair=pair)
df_5m = history.load_pair_history(datadir=testdatadir,
ticker_interval="5m",
timeframe="5m",
pair=pair)
assert df_1m.equals(dfbak_1m)

2
tests/edge/test_edge.py
View File

@ -255,7 +255,7 @@ def test_edge_heartbeat_calculate(mocker, edge_conf):
assert edge.calculate() is False
def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False,
def mocked_load_data(datadir, pairs=[], timeframe='0m', refresh_pairs=False,
timerange=None, exchange=None, *args, **kwargs):
hz = 0.1
base = 0.001

14
tests/exchange/test_exchange.py
View File

@ -1047,8 +1047,8 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
]
pair = 'ETH/BTC'
async def mock_candle_hist(pair, ticker_interval, since_ms):
return pair, ticker_interval, tick
async def mock_candle_hist(pair, timeframe, since_ms):
return pair, timeframe, tick
exchange._async_get_candle_history = Mock(wraps=mock_candle_hist)
# one_call calculation * 1.8 should do 2 calls
@ -1107,7 +1107,7 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m')])
assert exchange._api_async.fetch_ohlcv.call_count == 2
assert log_has(f"Using cached ohlcv data for pair {pairs[0][0]}, interval {pairs[0][1]} ...",
assert log_has(f"Using cached ohlcv data for pair {pairs[0][0]}, timeframe {pairs[0][1]} ...",
caplog)
@ -1143,7 +1143,7 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
# exchange = Exchange(default_conf)
await async_ccxt_exception(mocker, default_conf, MagicMock(),
"_async_get_candle_history", "fetch_ohlcv",
pair='ABCD/BTC', ticker_interval=default_conf['ticker_interval'])
pair='ABCD/BTC', timeframe=default_conf['ticker_interval'])
api_mock = MagicMock()
with pytest.raises(OperationalException, match=r'Could not fetch ticker data*'):
@ -1586,8 +1586,9 @@ def test_name(default_conf, mocker, exchange_name):
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_trades_for_order(default_conf, mocker, exchange_name):
order_id = 'ABCD-ABCD'
since = datetime(2018, 5, 5, tzinfo=timezone.utc)
since = datetime(2018, 5, 5, 0, 0, 0)
default_conf["dry_run"] = False
mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True)
api_mock = MagicMock()
@ -1623,7 +1624,8 @@ def test_get_trades_for_order(default_conf, mocker, exchange_name):
assert api_mock.fetch_my_trades.call_args[0][0] == 'LTC/BTC'
# Same test twice, hardcoded number and doing the same calculation
assert api_mock.fetch_my_trades.call_args[0][1] == 1525478395000
assert api_mock.fetch_my_trades.call_args[0][1] == int(since.timestamp() - 5) * 1000
assert api_mock.fetch_my_trades.call_args[0][1] == int(since.replace(
tzinfo=timezone.utc).timestamp() - 5) * 1000
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
'get_trades_for_order', 'fetch_my_trades',

4
tests/optimize/__init__.py
View File

@ -7,7 +7,7 @@ from freqtrade.exchange import timeframe_to_minutes
from freqtrade.strategy.interface import SellType
ticker_start_time = arrow.get(2018, 10, 3)
tests_ticker_interval = '1h'
tests_timeframe = '1h'
class BTrade(NamedTuple):
@ -36,7 +36,7 @@ class BTContainer(NamedTuple):
def _get_frame_time_from_offset(offset):
return ticker_start_time.shift(minutes=(offset * timeframe_to_minutes(tests_ticker_interval))
return ticker_start_time.shift(minutes=(offset * timeframe_to_minutes(tests_timeframe))
).datetime

4
tests/optimize/test_backtest_detail.py
View File

@ -9,7 +9,7 @@ from freqtrade.optimize.backtesting import Backtesting
from freqtrade.strategy.interface import SellType
from tests.conftest import patch_exchange
from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
_get_frame_time_from_offset, tests_ticker_interval)
_get_frame_time_from_offset, tests_timeframe)
# Test 0: Sell with signal sell in candle 3
# Test with Stop-loss at 1%
@ -293,7 +293,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
"""
default_conf["stoploss"] = data.stop_loss
default_conf["minimal_roi"] = data.roi
default_conf["ticker_interval"] = tests_ticker_interval
default_conf["ticker_interval"] = tests_timeframe
default_conf["trailing_stop"] = data.trailing_stop
default_conf["trailing_only_offset_is_reached"] = data.trailing_only_offset_is_reached
# Only add this to configuration If it's necessary

30
tests/optimize/test_backtesting.py
View File

@ -50,7 +50,7 @@ def trim_dictlist(dict_list, num):
def load_data_test(what, testdatadir):
timerange = TimeRange.parse_timerange('1510694220-1510700340')
pair = history.load_tickerdata_file(testdatadir, ticker_interval='1m',
pair = history.load_tickerdata_file(testdatadir, timeframe='1m',
pair='UNITTEST/BTC', timerange=timerange)
datalen = len(pair)
@ -116,7 +116,7 @@ def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None:
assert len(results) == num_results
def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False,
def mocked_load_data(datadir, pairs=[], timeframe='0m', refresh_pairs=False,
timerange=None, exchange=None, live=False, *args, **kwargs):
tickerdata = history.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange)
pairdata = {'UNITTEST/BTC': parse_ticker_dataframe(tickerdata, '1m', pair="UNITTEST/BTC",
@ -126,14 +126,14 @@ def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=Fals
# use for mock ccxt.fetch_ohlvc'
def _load_pair_as_ticks(pair, tickfreq):
ticks = history.load_tickerdata_file(None, ticker_interval=tickfreq, pair=pair)
ticks = history.load_tickerdata_file(None, timeframe=tickfreq, pair=pair)
ticks = ticks[-201:]
return ticks
# FIX: fixturize this?
def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC', record=None):
data = history.load_data(datadir=datadir, ticker_interval='1m', pairs=[pair])
data = history.load_data(datadir=datadir, timeframe='1m', pairs=[pair])
data = trim_dictlist(data, -201)
patch_exchange(mocker)
backtesting = Backtesting(conf)
@ -184,9 +184,9 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
patched_configuration_load_config_file(mocker, default_conf)
args = [
'backtesting',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'backtesting'
]
config = setup_configuration(get_args(args), RunMode.BACKTEST)
@ -217,10 +217,10 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
)
args = [
'backtesting',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'--datadir', '/foo/bar',
'backtesting',
'--ticker-interval', '1m',
'--enable-position-stacking',
'--disable-max-market-positions',
@ -269,9 +269,9 @@ def test_setup_configuration_unlimited_stake_amount(mocker, default_conf, caplog
patched_configuration_load_config_file(mocker, default_conf)
args = [
'backtesting',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'backtesting'
]
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
@ -286,9 +286,9 @@ def test_start(mocker, fee, default_conf, caplog) -> None:
patched_configuration_load_config_file(mocker, default_conf)
args = [
'backtesting',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'backtesting'
]
args = get_args(args)
start_backtesting(args)
@ -307,7 +307,7 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
get_fee = mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5))
backtesting = Backtesting(default_conf)
assert backtesting.config == default_conf
assert backtesting.ticker_interval == '5m'
assert backtesting.timeframe == '5m'
assert callable(backtesting.strategy.tickerdata_to_dataframe)
assert callable(backtesting.strategy.advise_buy)
assert callable(backtesting.strategy.advise_sell)
@ -522,7 +522,7 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
backtesting = Backtesting(default_conf)
pair = 'UNITTEST/BTC'
timerange = TimeRange('date', None, 1517227800, 0)
data = history.load_data(datadir=testdatadir, ticker_interval='5m', pairs=['UNITTEST/BTC'],
data = history.load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'],
timerange=timerange)
data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
min_date, max_date = get_timeframe(data_processed)
@ -576,9 +576,9 @@ def test_backtest_1min_ticker_interval(default_conf, fee, mocker, testdatadir) -
patch_exchange(mocker)
backtesting = Backtesting(default_conf)
# Run a backtesting for an exiting 1min ticker_interval
# Run a backtesting for an exiting 1min timeframe
timerange = TimeRange.parse_timerange('1510688220-1510700340')
data = history.load_data(datadir=testdatadir, ticker_interval='1m', pairs=['UNITTEST/BTC'],
data = history.load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'],
timerange=timerange)
processed = backtesting.strategy.tickerdata_to_dataframe(data)
min_date, max_date = get_timeframe(processed)
@ -688,7 +688,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
patch_exchange(mocker)
pairs = ['ADA/BTC', 'DASH/BTC', 'ETH/BTC', 'LTC/BTC', 'NXT/BTC']
data = history.load_data(datadir=testdatadir, ticker_interval='5m', pairs=pairs)
data = history.load_data(datadir=testdatadir, timeframe='5m', pairs=pairs)
# Only use 500 lines to increase performance
data = trim_dictlist(data, -500)
@ -817,10 +817,10 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
patched_configuration_load_config_file(mocker, default_conf)
args = [
'backtesting',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'--datadir', str(testdatadir),
'backtesting',
'--ticker-interval', '1m',
'--timerange', '1510694220-1510700340',
'--enable-position-stacking',
@ -866,9 +866,9 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
patched_configuration_load_config_file(mocker, default_conf)
args = [
'backtesting',
'--config', 'config.json',
'--datadir', str(testdatadir),
'backtesting',
'--ticker-interval', '1m',
'--timerange', '1510694220-1510700340',
'--enable-position-stacking',

6
tests/optimize/test_edge_cli.py
View File

@ -15,9 +15,9 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
patched_configuration_load_config_file(mocker, default_conf)
args = [
'edge',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'edge'
]
config = setup_configuration(get_args(args), RunMode.EDGE)
@ -45,10 +45,10 @@ def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> N
)
args = [
'edge',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'--datadir', '/foo/bar',
'edge',
'--ticker-interval', '1m',
'--timerange', ':100',
'--stoplosses=-0.01,-0.10,-0.001'
@ -79,9 +79,9 @@ def test_start(mocker, fee, edge_conf, caplog) -> None:
patched_configuration_load_config_file(mocker, edge_conf)
args = [
'edge',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'edge'
]
args = get_args(args)
start_edge(args)

62
tests/optimize/test_hyperopt.py
View File

@ -26,7 +26,10 @@ from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
@pytest.fixture(scope='function')
def hyperopt(default_conf, mocker):
default_conf.update({'spaces': ['default']})
default_conf.update({
'spaces': ['default'],
'hyperopt': 'DefaultHyperOpt',
})
patch_exchange(mocker)
return Hyperopt(default_conf)
@ -69,8 +72,9 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca
patched_configuration_load_config_file(mocker, default_conf)
args = [
'hyperopt',
'--config', 'config.json',
'hyperopt'
'--hyperopt', 'DefaultHyperOpt',
]
config = setup_configuration(get_args(args), RunMode.HYPEROPT)
@ -100,9 +104,10 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
)
args = [
'--config', 'config.json',
'--datadir', '/foo/bar',
'hyperopt',
'--config', 'config.json',
'--hyperopt', 'DefaultHyperOpt',
'--datadir', '/foo/bar',
'--ticker-interval', '1m',
'--timerange', ':100',
'--enable-position-stacking',
@ -157,7 +162,8 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
'freqtrade.resolvers.hyperopt_resolver.HyperOptResolver._load_hyperopt',
MagicMock(return_value=hyperopt(default_conf))
)
x = HyperOptResolver(default_conf, ).hyperopt
default_conf.update({'hyperopt': 'DefaultHyperOpt'})
x = HyperOptResolver(default_conf).hyperopt
assert not hasattr(x, 'populate_indicators')
assert not hasattr(x, 'populate_buy_trend')
assert not hasattr(x, 'populate_sell_trend')
@ -174,7 +180,15 @@ def test_hyperoptresolver_wrongname(mocker, default_conf, caplog) -> None:
default_conf.update({'hyperopt': "NonExistingHyperoptClass"})
with pytest.raises(OperationalException, match=r'Impossible to load Hyperopt.*'):
HyperOptResolver(default_conf, ).hyperopt
HyperOptResolver(default_conf).hyperopt
def test_hyperoptresolver_noname(default_conf):
default_conf['hyperopt'] = ''
with pytest.raises(OperationalException,
match="No Hyperopt set. Please use `--hyperopt` to specify "
"the Hyperopt class to use."):
HyperOptResolver(default_conf)
def test_hyperoptlossresolver(mocker, default_conf, caplog) -> None:
@ -184,7 +198,7 @@ def test_hyperoptlossresolver(mocker, default_conf, caplog) -> None:
'freqtrade.resolvers.hyperopt_resolver.HyperOptLossResolver._load_hyperoptloss',
MagicMock(return_value=hl)
)
x = HyperOptLossResolver(default_conf, ).hyperoptloss
x = HyperOptLossResolver(default_conf).hyperoptloss
assert hasattr(x, "hyperopt_loss_function")
@ -192,7 +206,7 @@ def test_hyperoptlossresolver_wrongname(mocker, default_conf, caplog) -> None:
default_conf.update({'hyperopt_loss': "NonExistingLossClass"})
with pytest.raises(OperationalException, match=r'Impossible to load HyperoptLoss.*'):
HyperOptLossResolver(default_conf, ).hyperopt
HyperOptLossResolver(default_conf).hyperopt
def test_start_not_installed(mocker, default_conf, caplog, import_fails) -> None:
@ -203,8 +217,9 @@ def test_start_not_installed(mocker, default_conf, caplog, import_fails) -> None
patch_exchange(mocker)
args = [
'--config', 'config.json',
'hyperopt',
'--config', 'config.json',
'--hyperopt', 'DefaultHyperOpt',
'--epochs', '5'
]
args = get_args(args)
@ -220,8 +235,9 @@ def test_start(mocker, default_conf, caplog) -> None:
patch_exchange(mocker)
args = [
'--config', 'config.json',
'hyperopt',
'--config', 'config.json',
'--hyperopt', 'DefaultHyperOpt',
'--epochs', '5'
]
args = get_args(args)
@ -242,8 +258,9 @@ def test_start_no_data(mocker, default_conf, caplog) -> None:
patch_exchange(mocker)
args = [
'--config', 'config.json',
'hyperopt',
'--config', 'config.json',
'--hyperopt', 'DefaultHyperOpt',
'--epochs', '5'
]
args = get_args(args)
@ -258,8 +275,9 @@ def test_start_filelock(mocker, default_conf, caplog) -> None:
patch_exchange(mocker)
args = [
'--config', 'config.json',
'hyperopt',
'--config', 'config.json',
'--hyperopt', 'DefaultHyperOpt',
'--epochs', '5'
]
args = get_args(args)
@ -412,6 +430,7 @@ def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None:
patch_exchange(mocker)
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpt',
'epochs': 1,
'timerange': None,
'spaces': 'default',
@ -539,10 +558,12 @@ def test_buy_strategy_generator(hyperopt, testdatadir) -> None:
def test_generate_optimizer(mocker, default_conf) -> None:
default_conf.update({'config': 'config.json.example'})
default_conf.update({'timerange': None})
default_conf.update({'spaces': 'all'})
default_conf.update({'hyperopt_min_trades': 1})
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpt',
'timerange': None,
'spaces': 'all',
'hyperopt_min_trades': 1,
})
trades = [
('TRX/BTC', 0.023117, 0.000233, 100)
@ -610,6 +631,7 @@ def test_generate_optimizer(mocker, default_conf) -> None:
def test_clean_hyperopt(mocker, default_conf, caplog):
patch_exchange(mocker)
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpt',
'epochs': 1,
'timerange': None,
'spaces': 'default',
@ -626,6 +648,7 @@ def test_clean_hyperopt(mocker, default_conf, caplog):
def test_continue_hyperopt(mocker, default_conf, caplog):
patch_exchange(mocker)
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpt',
'epochs': 1,
'timerange': None,
'spaces': 'default',
@ -656,6 +679,7 @@ def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:
patch_exchange(mocker)
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpt',
'epochs': 1,
'timerange': None,
'spaces': 'all',
@ -732,6 +756,7 @@ def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) ->
patch_exchange(mocker)
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpt',
'epochs': 1,
'timerange': None,
'spaces': 'roi stoploss',
@ -771,6 +796,7 @@ def test_simplified_interface_roi_stoploss(mocker, default_conf, caplog, capsys)
patch_exchange(mocker)
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpt',
'epochs': 1,
'timerange': None,
'spaces': 'roi stoploss',
@ -813,6 +839,7 @@ def test_simplified_interface_all_failed(mocker, default_conf, caplog, capsys) -
patch_exchange(mocker)
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpt',
'epochs': 1,
'timerange': None,
'spaces': 'all',
@ -847,6 +874,7 @@ def test_simplified_interface_buy(mocker, default_conf, caplog, capsys) -> None:
patch_exchange(mocker)
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpt',
'epochs': 1,
'timerange': None,
'spaces': 'buy',
@ -893,6 +921,7 @@ def test_simplified_interface_sell(mocker, default_conf, caplog, capsys) -> None
patch_exchange(mocker)
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpt',
'epochs': 1,
'timerange': None,
'spaces': 'sell',
@ -941,6 +970,7 @@ def test_simplified_interface_failed(mocker, default_conf, caplog, capsys, metho
patch_exchange(mocker)
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpt',
'epochs': 1,
'timerange': None,
'spaces': space,

257
tests/pairlist/test_pairlist.py
View File

@ -2,11 +2,13 @@
from unittest.mock import MagicMock, PropertyMock
import pytest
from freqtrade import OperationalException
from freqtrade.constants import AVAILABLE_PAIRLISTS
from freqtrade.resolvers import PairListResolver
from tests.conftest import get_patched_freqtradebot
import pytest
from freqtrade.pairlist.pairlistmanager import PairListManager
from tests.conftest import get_patched_freqtradebot, log_has_re
# whitelist, blacklist
@ -24,25 +26,39 @@ def whitelist_conf(default_conf):
default_conf['exchange']['pair_blacklist'] = [
'BLK/BTC'
]
default_conf['pairlist'] = {'method': 'StaticPairList',
'config': {'number_assets': 3}
}
default_conf['pairlists'] = [
{
"method": "VolumePairList",
"number_assets": 5,
"sort_key": "quoteVolume",
},
]
return default_conf
@pytest.fixture(scope="function")
def static_pl_conf(whitelist_conf):
whitelist_conf['pairlists'] = [
{
"method": "StaticPairList",
},
]
return whitelist_conf
def test_load_pairlist_noexist(mocker, markets, default_conf):
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
bot = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
plm = PairListManager(bot.exchange, default_conf)
with pytest.raises(OperationalException,
match=r"Impossible to load Pairlist 'NonexistingPairList'. "
r"This class does not exist or contains Python code errors."):
PairListResolver('NonexistingPairList', freqtradebot, default_conf).pairlist
PairListResolver('NonexistingPairList', bot.exchange, plm, default_conf, {}, 1)
def test_refresh_market_pair_not_in_whitelist(mocker, markets, whitelist_conf):
def test_refresh_market_pair_not_in_whitelist(mocker, markets, static_pl_conf):
freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
freqtradebot = get_patched_freqtradebot(mocker, static_pl_conf)
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
freqtradebot.pairlists.refresh_pairlist()
@ -51,50 +67,60 @@ def test_refresh_market_pair_not_in_whitelist(mocker, markets, whitelist_conf):
# Ensure all except those in whitelist are removed
assert set(whitelist) == set(freqtradebot.pairlists.whitelist)
# Ensure config dict hasn't been changed
assert (whitelist_conf['exchange']['pair_whitelist'] ==
assert (static_pl_conf['exchange']['pair_whitelist'] ==
freqtradebot.config['exchange']['pair_whitelist'])
def test_refresh_pairlists(mocker, markets, whitelist_conf):
freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
def test_refresh_static_pairlist(mocker, markets, static_pl_conf):
freqtradebot = get_patched_freqtradebot(mocker, static_pl_conf)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
exchange_has=MagicMock(return_value=True),
markets=PropertyMock(return_value=markets),
)
freqtradebot.pairlists.refresh_pairlist()
# List ordered by BaseVolume
whitelist = ['ETH/BTC', 'TKN/BTC']
# Ensure all except those in whitelist are removed
assert set(whitelist) == set(freqtradebot.pairlists.whitelist)
assert whitelist_conf['exchange']['pair_blacklist'] == freqtradebot.pairlists.blacklist
assert static_pl_conf['exchange']['pair_blacklist'] == freqtradebot.pairlists.blacklist
def test_refresh_pairlist_dynamic(mocker, markets, tickers, whitelist_conf):
whitelist_conf['pairlist'] = {'method': 'VolumePairList',
'config': {'number_assets': 5}
}
def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_conf):
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=markets),
get_tickers=tickers,
exchange_has=MagicMock(return_value=True)
exchange_has=MagicMock(return_value=True),
)
freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
bot = get_patched_freqtradebot(mocker, whitelist_conf)
# Remock markets with shitcoinmarkets since get_patched_freqtradebot uses the markets fixture
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=shitcoinmarkets),
)
# argument: use the whitelist dynamically by exchange-volume
whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']
freqtradebot.pairlists.refresh_pairlist()
whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']
bot.pairlists.refresh_pairlist()
assert whitelist == freqtradebot.pairlists.whitelist
assert whitelist == bot.pairlists.whitelist
whitelist_conf['pairlists'] = [{'method': 'VolumePairList',
'config': {}
}
]
whitelist_conf['pairlist'] = {'method': 'VolumePairList',
'config': {}
}
with pytest.raises(OperationalException,
match=r'`number_assets` not specified. Please check your configuration '
r'for "pairlist.config.number_assets"'):
PairListResolver('VolumePairList', freqtradebot, whitelist_conf).pairlist
PairListManager(bot.exchange, whitelist_conf)
def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
exchange_has=MagicMock(return_value=True),
)
freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets_empty))
@ -107,35 +133,75 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
assert set(whitelist) == set(pairslist)
@pytest.mark.parametrize("precision_filter,base_currency,key,whitelist_result", [
(False, "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']),
(False, "BTC", "bidVolume", ['LTC/BTC', 'TKN/BTC', 'ETH/BTC']),
(False, "USDT", "quoteVolume", ['ETH/USDT']),
(False, "ETH", "quoteVolume", []), # this replaces tests that were removed from test_exchange
(True, "BTC", "quoteVolume", ["LTC/BTC", "ETH/BTC", "TKN/BTC"]),
(True, "BTC", "bidVolume", ["LTC/BTC", "TKN/BTC", "ETH/BTC"])
@pytest.mark.parametrize("pairlists,base_currency,whitelist_result", [
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
"BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']),
# Different sorting depending on quote or bid volume
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"}],
"BTC", ['HOT/BTC', 'FUEL/BTC', 'LTC/BTC', 'TKN/BTC', 'ETH/BTC']),
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
"USDT", ['ETH/USDT']),
# No pair for ETH ...
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}],
"ETH", []),
# Precisionfilter and quote volume
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "PrecisionFilter"}], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'FUEL/BTC']),
# Precisionfilter bid
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"},
{"method": "PrecisionFilter"}], "BTC", ['FUEL/BTC', 'LTC/BTC', 'TKN/BTC', 'ETH/BTC']),
# PriceFilter and VolumePairList
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "PriceFilter", "low_price_ratio": 0.03}],
"BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'FUEL/BTC']),
# Hot is removed by precision_filter, Fuel by low_price_filter.
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "PrecisionFilter"},
{"method": "PriceFilter", "low_price_ratio": 0.02}
], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']),
# StaticPairlist Only
([{"method": "StaticPairList"},
], "BTC", ['ETH/BTC', 'TKN/BTC']),
# Static Pairlist before VolumePairList - sorting changes
([{"method": "StaticPairList"},
{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"},
], "BTC", ['TKN/BTC', 'ETH/BTC']),
])
def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, markets, tickers, base_currency, key,
whitelist_result, precision_filter) -> None:
whitelist_conf['pairlist']['method'] = 'VolumePairList'
def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
pairlists, base_currency, whitelist_result,
caplog) -> None:
whitelist_conf['pairlists'] = pairlists
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, p, r: round(r, 8))
freqtrade.pairlists._precision_filter = precision_filter
mocker.patch.multiple('freqtrade.exchange.Exchange',
get_tickers=tickers,
markets=PropertyMock(return_value=shitcoinmarkets),
)
freqtrade.config['stake_currency'] = base_currency
whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency=base_currency, key=key)
assert sorted(whitelist) == sorted(whitelist_result)
freqtrade.pairlists.refresh_pairlist()
whitelist = freqtrade.pairlists.whitelist
assert whitelist == whitelist_result
for pairlist in pairlists:
if pairlist['method'] == 'PrecisionFilter':
assert log_has_re(r'^Removed .* from whitelist, because stop price .* '
r'would be <= stop limit.*', caplog)
if pairlist['method'] == 'PriceFilter':
assert log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog)
def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None:
default_conf['pairlist'] = {'method': 'VolumePairList',
'config': {'number_assets': 10}
}
mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers)
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=False))
default_conf['pairlists'] = [{'method': 'VolumePairList',
'config': {'number_assets': 10}
}]
mocker.patch.multiple('freqtrade.exchange.Exchange',
get_tickers=tickers,
exchange_has=MagicMock(return_value=False),
)
with pytest.raises(OperationalException):
get_patched_freqtradebot(mocker, default_conf)
@ -143,13 +209,15 @@ def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None
@pytest.mark.parametrize("pairlist", AVAILABLE_PAIRLISTS)
def test_pairlist_class(mocker, whitelist_conf, markets, pairlist):
whitelist_conf['pairlist']['method'] = pairlist
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
whitelist_conf['pairlists'][0]['method'] = pairlist
mocker.patch.multiple('freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=markets),
exchange_has=MagicMock(return_value=True)
)
freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
assert freqtrade.pairlists.name == pairlist
assert pairlist in freqtrade.pairlists.short_desc()
assert freqtrade.pairlists.name_list == [pairlist]
assert pairlist in str(freqtrade.pairlists.short_desc())
assert isinstance(freqtrade.pairlists.whitelist, list)
assert isinstance(freqtrade.pairlists.blacklist, list)
@ -157,20 +225,75 @@ def test_pairlist_class(mocker, whitelist_conf, markets, pairlist):
@pytest.mark.parametrize("pairlist", AVAILABLE_PAIRLISTS)
@pytest.mark.parametrize("whitelist,log_message", [
(['ETH/BTC', 'TKN/BTC'], ""),
(['ETH/BTC', 'TKN/BTC', 'TRX/ETH'], "is not compatible with exchange"), # TRX/ETH wrong stake
(['ETH/BTC', 'TKN/BTC', 'BCH/BTC'], "is not compatible with exchange"), # BCH/BTC not available
(['ETH/BTC', 'TKN/BTC', 'BLK/BTC'], "is not compatible with exchange"), # BLK/BTC in blacklist
(['ETH/BTC', 'TKN/BTC', 'BTT/BTC'], "Market is not active") # BTT/BTC is inactive
# TRX/ETH not in markets
(['ETH/BTC', 'TKN/BTC', 'TRX/ETH'], "is not compatible with exchange"),
# wrong stake
(['ETH/BTC', 'TKN/BTC', 'ETH/USDT'], "is not compatible with your stake currency"),
# BCH/BTC not available
(['ETH/BTC', 'TKN/BTC', 'BCH/BTC'], "is not compatible with exchange"),
# BLK/BTC in blacklist
(['ETH/BTC', 'TKN/BTC', 'BLK/BTC'], "in your blacklist. Removing "),
# BTT/BTC is inactive
(['ETH/BTC', 'TKN/BTC', 'BTT/BTC'], "Market is not active")
])
def test_validate_whitelist(mocker, whitelist_conf, markets, pairlist, whitelist, caplog,
log_message):
whitelist_conf['pairlist']['method'] = pairlist
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
def test__whitelist_for_active_markets(mocker, whitelist_conf, markets, pairlist, whitelist, caplog,
log_message, tickers):
whitelist_conf['pairlists'][0]['method'] = pairlist
mocker.patch.multiple('freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=markets),
exchange_has=MagicMock(return_value=True),
get_tickers=tickers
)
freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
caplog.clear()
new_whitelist = freqtrade.pairlists._validate_whitelist(whitelist)
# Assign starting whitelist
new_whitelist = freqtrade.pairlists._pairlists[0]._whitelist_for_active_markets(whitelist)
assert set(new_whitelist) == set(['ETH/BTC', 'TKN/BTC'])
assert log_message in caplog.text
def test_volumepairlist_invalid_sortvalue(mocker, markets, whitelist_conf):
whitelist_conf['pairlists'][0].update({"sort_key": "asdf"})
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
with pytest.raises(OperationalException,
match=r"key asdf not in .*"):
get_patched_freqtradebot(mocker, whitelist_conf)
def test_volumepairlist_caching(mocker, markets, whitelist_conf, tickers):
mocker.patch.multiple('freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=markets),
exchange_has=MagicMock(return_value=True),
get_tickers=tickers
)
bot = get_patched_freqtradebot(mocker, whitelist_conf)
assert bot.pairlists._pairlists[0]._last_refresh == 0
assert tickers.call_count == 0
bot.pairlists.refresh_pairlist()
assert tickers.call_count == 1
assert bot.pairlists._pairlists[0]._last_refresh != 0
lrf = bot.pairlists._pairlists[0]._last_refresh
bot.pairlists.refresh_pairlist()
assert tickers.call_count == 1
# Time should not be updated.
assert bot.pairlists._pairlists[0]._last_refresh == lrf
def test_pairlistmanager_no_pairlist(mocker, markets, whitelist_conf, caplog):
del whitelist_conf['pairlists'][0]['method']
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
with pytest.raises(OperationalException,
match=r"No Pairlist defined!"):
get_patched_freqtradebot(mocker, whitelist_conf)
assert log_has_re("No method in .*", caplog)
whitelist_conf['pairlists'] = []
with pytest.raises(OperationalException,
match=r"No Pairlist defined!"):
get_patched_freqtradebot(mocker, whitelist_conf)

52
tests/rpc/test_rpc.py
View File

@ -96,6 +96,11 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
mocker.patch.multiple(
'freqtrade.rpc.fiat_convert.Market',
ticker=MagicMock(return_value={'price_usd': 15000.0}),
)
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@ -109,22 +114,34 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
freqtradebot.state = State.RUNNING
with pytest.raises(RPCException, match=r'.*no active order*'):
rpc._rpc_status_table()
rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
freqtradebot.create_trades()
result = rpc._rpc_status_table()
assert 'instantly' in result['Since'].all()
assert 'ETH/BTC' in result['Pair'].all()
assert '-0.59%' in result['Profit'].all()
result, headers = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
assert "Since" in headers
assert "Pair" in headers
assert 'instantly' == result[0][2]
assert 'ETH/BTC' == result[0][1]
assert '-0.59%' == result[0][3]
# Test with fiatconvert
rpc._fiat_converter = CryptoToFiatConverter()
result, headers = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
assert "Since" in headers
assert "Pair" in headers
assert 'instantly' == result[0][2]
assert 'ETH/BTC' == result[0][1]
assert '-0.59% (-0.09)' == result[0][3]
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
# invalidate ticker cache
rpc._freqtrade.exchange._cached_ticker = {}
result = rpc._rpc_status_table()
assert 'instantly' in result['Since'].all()
assert 'ETH/BTC' in result['Pair'].all()
assert 'nan%' in result['Profit'].all()
result, headers = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
assert 'instantly' == result[0][2]
assert 'ETH/BTC' == result[0][1]
assert 'nan%' == result[0][3]
def test_rpc_daily_profit(default_conf, update, ticker, fee,
@ -719,21 +736,23 @@ def test_rpc_whitelist(mocker, default_conf) -> None:
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
rpc = RPC(freqtradebot)
ret = rpc._rpc_whitelist()
assert ret['method'] == 'StaticPairList'
assert len(ret['method']) == 1
assert 'StaticPairList' in ret['method']
assert ret['whitelist'] == default_conf['exchange']['pair_whitelist']
def test_rpc_whitelist_dynamic(mocker, default_conf) -> None:
default_conf['pairlist'] = {'method': 'VolumePairList',
'config': {'number_assets': 4}
}
default_conf['pairlists'] = [{'method': 'VolumePairList',
'number_assets': 4,
}]
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
rpc = RPC(freqtradebot)
ret = rpc._rpc_whitelist()
assert ret['method'] == 'VolumePairList'
assert len(ret['method']) == 1
assert 'VolumePairList' in ret['method']
assert ret['length'] == 4
assert ret['whitelist'] == default_conf['exchange']['pair_whitelist']
@ -744,13 +763,14 @@ def test_rpc_blacklist(mocker, default_conf) -> None:
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
rpc = RPC(freqtradebot)
ret = rpc._rpc_blacklist(None)
assert ret['method'] == 'StaticPairList'
assert len(ret['method']) == 1
assert 'StaticPairList' in ret['method']
assert len(ret['blacklist']) == 2
assert ret['blacklist'] == default_conf['exchange']['pair_blacklist']
assert ret['blacklist'] == ['DOGE/BTC', 'HOT/BTC']
ret = rpc._rpc_blacklist(["ETH/BTC"])
assert ret['method'] == 'StaticPairList'
assert 'StaticPairList' in ret['method']
assert len(ret['blacklist']) == 3
assert ret['blacklist'] == default_conf['exchange']['pair_blacklist']
assert ret['blacklist'] == ['DOGE/BTC', 'HOT/BTC', 'ETH/BTC']

26
tests/rpc/test_rpc_apiserver.py
View File

@ -64,6 +64,10 @@ def test_api_not_found(botclient):
def test_api_unauthorized(botclient):
ftbot, client = botclient
rc = client.get(f"{BASE_URI}/ping")
assert_response(rc)
assert rc.json == {'status': 'pong'}
# Don't send user/pass information
rc = client.get(f"{BASE_URI}/version")
assert_response(rc, 401)
@ -280,6 +284,18 @@ def test_api_count(botclient, mocker, ticker, fee, markets):
assert rc.json["max"] == 1.0
def test_api_show_config(botclient, mocker):
ftbot, client = botclient
patch_get_signal(ftbot, (True, False))
rc = client_get(client, f"{BASE_URI}/show_config")
assert_response(rc)
assert 'dry_run' in rc.json
assert rc.json['exchange'] == 'bittrex'
assert rc.json['ticker_interval'] == '5m'
assert not rc.json['trailing_stop']
def test_api_daily(botclient, mocker, ticker, fee, markets):
ftbot, client = botclient
patch_get_signal(ftbot, (True, False))
@ -413,8 +429,8 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
)
rc = client_get(client, f"{BASE_URI}/status")
assert_response(rc, 502)
assert rc.json == {'error': 'Error querying _status: no active trade'}
assert_response(rc, 200)
assert rc.json == []
ftbot.create_trades()
rc = client_get(client, f"{BASE_URI}/status")
@ -456,7 +472,7 @@ def test_api_blacklist(botclient, mocker):
assert_response(rc)
assert rc.json == {"blacklist": ["DOGE/BTC", "HOT/BTC"],
"length": 2,
"method": "StaticPairList"}
"method": ["StaticPairList"]}
# Add ETH/BTC to blacklist
rc = client_post(client, f"{BASE_URI}/blacklist",
@ -464,7 +480,7 @@ def test_api_blacklist(botclient, mocker):
assert_response(rc)
assert rc.json == {"blacklist": ["DOGE/BTC", "HOT/BTC", "ETH/BTC"],
"length": 3,
"method": "StaticPairList"}
"method": ["StaticPairList"]}
def test_api_whitelist(botclient):
@ -474,7 +490,7 @@ def test_api_whitelist(botclient):
assert_response(rc)
assert rc.json == {"whitelist": ['ETH/BTC', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC'],
"length": 4,
"method": "StaticPairList"}
"method": ["StaticPairList"]}
def test_api_forcebuy(botclient, mocker, fee):

4
tests/rpc/test_rpc_manager.py
View File

@ -1,5 +1,5 @@
# pragma pylint: disable=missing-docstring, C0103
import time
import logging
from unittest.mock import MagicMock
@ -176,6 +176,8 @@ def test_init_apiserver_enabled(mocker, default_conf, caplog) -> None:
"listen_port": "8080"}
rpc_manager = RPCManager(get_patched_freqtradebot(mocker, default_conf))
# Sleep to allow the thread to start
time.sleep(0.5)
assert log_has('Enabling rpc.api_server', caplog)
assert len(rpc_manager.registered_modules) == 1
assert 'apiserver' in [mod.name for mod in rpc_manager.registered_modules]

33
tests/rpc/test_rpc_telegram.py
View File

@ -73,7 +73,7 @@ def test_init(default_conf, mocker, caplog) -> None:
message_str = "rpc.telegram is listening for following commands: [['status'], ['profit'], " \
"['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], " \
"['performance'], ['daily'], ['count'], ['reload_conf'], " \
"['performance'], ['daily'], ['count'], ['reload_conf'], ['show_config'], " \
"['stopbuy'], ['whitelist'], ['blacklist'], ['edge'], ['help'], ['version']]"
assert log_has(message_str, caplog)
@ -1050,8 +1050,8 @@ def test_whitelist_static(default_conf, update, mocker) -> None:
telegram._whitelist(update=update, context=MagicMock())
assert msg_mock.call_count == 1
assert ('Using whitelist `StaticPairList` with 4 pairs\n`ETH/BTC, LTC/BTC, XRP/BTC, NEO/BTC`'
in msg_mock.call_args_list[0][0][0])
assert ("Using whitelist `['StaticPairList']` with 4 pairs\n"
"`ETH/BTC, LTC/BTC, XRP/BTC, NEO/BTC`" in msg_mock.call_args_list[0][0][0])
def test_whitelist_dynamic(default_conf, update, mocker) -> None:
@ -1062,17 +1062,17 @@ def test_whitelist_dynamic(default_conf, update, mocker) -> None:
_send_msg=msg_mock
)
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
default_conf['pairlist'] = {'method': 'VolumePairList',
'config': {'number_assets': 4}
}
default_conf['pairlists'] = [{'method': 'VolumePairList',
'number_assets': 4
}]
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
telegram = Telegram(freqtradebot)
telegram._whitelist(update=update, context=MagicMock())
assert msg_mock.call_count == 1
assert ('Using whitelist `VolumePairList` with 4 pairs\n`ETH/BTC, LTC/BTC, XRP/BTC, NEO/BTC`'
in msg_mock.call_args_list[0][0][0])
assert ("Using whitelist `['VolumePairList']` with 4 pairs\n"
"`ETH/BTC, LTC/BTC, XRP/BTC, NEO/BTC`" in msg_mock.call_args_list[0][0][0])
def test_blacklist_static(default_conf, update, mocker) -> None:
@ -1174,6 +1174,23 @@ def test_version_handle(default_conf, update, mocker) -> None:
assert '*Version:* `{}`'.format(__version__) in msg_mock.call_args_list[0][0][0]
def test_show_config_handle(default_conf, update, mocker) -> None:
msg_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(),
_send_msg=msg_mock
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
telegram = Telegram(freqtradebot)
telegram._show_config(update=update, context=MagicMock())
assert msg_mock.call_count == 1
assert '*Mode:* `{}`'.format('Dry-run') in msg_mock.call_args_list[0][0][0]
assert '*Exchange:* `bittrex`' in msg_mock.call_args_list[0][0][0]
assert '*Strategy:* `DefaultStrategy`' in msg_mock.call_args_list[0][0][0]
def test_send_msg_buy_notification(default_conf, mocker) -> None:
msg_mock = MagicMock()
mocker.patch.multiple(

15
tests/strategy/test_strategy.py
View File

@ -54,21 +54,30 @@ def test_load_strategy_base64(result, caplog, default_conf):
def test_load_strategy_invalid_directory(result, caplog, default_conf):
default_conf['strategy'] = 'SampleStrategy'
resolver = StrategyResolver(default_conf)
extra_dir = Path.cwd() / 'some/path'
resolver._load_strategy('SampleStrategy', config=default_conf, extra_dir=extra_dir)
assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog)
assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
def test_load_not_found_strategy(default_conf):
strategy = StrategyResolver(default_conf)
default_conf['strategy'] = 'NotFoundStrategy'
with pytest.raises(OperationalException,
match=r"Impossible to load Strategy 'NotFoundStrategy'. "
r"This class does not exist or contains Python code errors."):
strategy._load_strategy(strategy_name='NotFoundStrategy', config=default_conf)
StrategyResolver(default_conf)
def test_load_strategy_noname(default_conf):
default_conf['strategy'] = ''
with pytest.raises(OperationalException,
match="No strategy set. Please use `--strategy` to specify "
"the strategy class to use."):
StrategyResolver(default_conf)
def test_strategy(result, default_conf):

36
tests/test_arguments.py
View File

@ -11,7 +11,7 @@ from freqtrade.configuration.cli_options import check_int_positive
# Parse common command-line-arguments. Used for all tools
def test_parse_args_none() -> None:
arguments = Arguments([])
arguments = Arguments(['trade'])
assert isinstance(arguments, Arguments)
x = arguments.get_parsed_arg()
assert isinstance(x, dict)
@ -19,7 +19,7 @@ def test_parse_args_none() -> None:
def test_parse_args_defaults() -> None:
args = Arguments([]).get_parsed_arg()
args = Arguments(['trade']).get_parsed_arg()
assert args["config"] == ['config.json']
assert args["strategy_path"] is None
assert args["datadir"] is None
@ -27,27 +27,27 @@ def test_parse_args_defaults() -> None:
def test_parse_args_config() -> None:
args = Arguments(['-c', '/dev/null']).get_parsed_arg()
args = Arguments(['trade', '-c', '/dev/null']).get_parsed_arg()
assert args["config"] == ['/dev/null']
args = Arguments(['--config', '/dev/null']).get_parsed_arg()
args = Arguments(['trade', '--config', '/dev/null']).get_parsed_arg()
assert args["config"] == ['/dev/null']
args = Arguments(['--config', '/dev/null',
args = Arguments(['trade', '--config', '/dev/null',
'--config', '/dev/zero'],).get_parsed_arg()
assert args["config"] == ['/dev/null', '/dev/zero']
def test_parse_args_db_url() -> None:
args = Arguments(['--db-url', 'sqlite:///test.sqlite']).get_parsed_arg()
args = Arguments(['trade', '--db-url', 'sqlite:///test.sqlite']).get_parsed_arg()
assert args["db_url"] == 'sqlite:///test.sqlite'
def test_parse_args_verbose() -> None:
args = Arguments(['-v']).get_parsed_arg()
args = Arguments(['trade', '-v']).get_parsed_arg()
assert args["verbosity"] == 1
args = Arguments(['--verbose']).get_parsed_arg()
args = Arguments(['trade', '--verbose']).get_parsed_arg()
assert args["verbosity"] == 1
@ -69,7 +69,7 @@ def test_parse_args_invalid() -> None:
def test_parse_args_strategy() -> None:
args = Arguments(['--strategy', 'SomeStrategy']).get_parsed_arg()
args = Arguments(['trade', '--strategy', 'SomeStrategy']).get_parsed_arg()
assert args["strategy"] == 'SomeStrategy'
@ -79,7 +79,7 @@ def test_parse_args_strategy_invalid() -> None:
def test_parse_args_strategy_path() -> None:
args = Arguments(['--strategy-path', '/some/path']).get_parsed_arg()
args = Arguments(['trade', '--strategy-path', '/some/path']).get_parsed_arg()
assert args["strategy_path"] == '/some/path'
@ -98,8 +98,8 @@ def test_parse_args_backtesting_invalid() -> None:
def test_parse_args_backtesting_custom() -> None:
args = [
'-c', 'test_conf.json',
'backtesting',
'-c', 'test_conf.json',
'--ticker-interval', '1m',
'--strategy-list',
'DefaultStrategy',
@ -108,7 +108,7 @@ def test_parse_args_backtesting_custom() -> None:
call_args = Arguments(args).get_parsed_arg()
assert call_args["config"] == ['test_conf.json']
assert call_args["verbosity"] == 0
assert call_args["subparser"] == 'backtesting'
assert call_args["command"] == 'backtesting'
assert call_args["func"] is not None
assert call_args["ticker_interval"] == '1m'
assert type(call_args["strategy_list"]) is list
@ -117,8 +117,8 @@ def test_parse_args_backtesting_custom() -> None:
def test_parse_args_hyperopt_custom() -> None:
args = [
'-c', 'test_conf.json',
'hyperopt',
'-c', 'test_conf.json',
'--epochs', '20',
'--spaces', 'buy'
]
@ -126,7 +126,7 @@ def test_parse_args_hyperopt_custom() -> None:
assert call_args["config"] == ['test_conf.json']
assert call_args["epochs"] == 20
assert call_args["verbosity"] == 0
assert call_args["subparser"] == 'hyperopt'
assert call_args["command"] == 'hyperopt'
assert call_args["spaces"] == ['buy']
assert call_args["func"] is not None
assert callable(call_args["func"])
@ -134,8 +134,8 @@ def test_parse_args_hyperopt_custom() -> None:
def test_download_data_options() -> None:
args = [
'--datadir', 'datadir/directory',
'download-data',
'--datadir', 'datadir/directory',
'--pairs-file', 'file_with_pairs',
'--days', '30',
'--exchange', 'binance'
@ -150,8 +150,8 @@ def test_download_data_options() -> None:
def test_plot_dataframe_options() -> None:
args = [
'-c', 'config.json.example',
'plot-dataframe',
'-c', 'config.json.example',
'--indicators1', 'sma10', 'sma100',
'--indicators2', 'macd', 'fastd', 'fastk',
'--plot-limit', '30',
@ -186,7 +186,7 @@ def test_config_notallowed(mocker) -> None:
]
pargs = Arguments(args).get_parsed_arg()
assert pargs["config"] is None
assert "config" not in pargs
# When file exists:
mocker.patch.object(Path, "is_file", MagicMock(return_value=True))
@ -195,7 +195,7 @@ def test_config_notallowed(mocker) -> None:
]
pargs = Arguments(args).get_parsed_arg()
# config is not added even if it exists, since create-userdir is in the notallowed list
assert pargs["config"] is None
assert "config" not in pargs
def test_config_notrequired(mocker) -> None:

72
tests/test_configuration.py
View File

@ -68,7 +68,7 @@ def test_load_config_file(default_conf, mocker, caplog) -> None:
def test__args_to_config(caplog):
arg_list = ['--strategy-path', 'TestTest']
arg_list = ['trade', '--strategy-path', 'TestTest']
args = Arguments(arg_list).get_parsed_arg()
configuration = Configuration(args)
config = {}
@ -96,7 +96,7 @@ def test_load_config_max_open_trades_zero(default_conf, mocker, caplog) -> None:
default_conf['max_open_trades'] = 0
patched_configuration_load_config_file(mocker, default_conf)
args = Arguments([]).get_parsed_arg()
args = Arguments(['trade']).get_parsed_arg()
configuration = Configuration(args)
validated_conf = configuration.load_config()
@ -121,7 +121,7 @@ def test_load_config_combine_dicts(default_conf, mocker, caplog) -> None:
configsmock
)
arg_list = ['-c', 'test_conf.json', '--config', 'test2_conf.json', ]
arg_list = ['trade', '-c', 'test_conf.json', '--config', 'test2_conf.json', ]
args = Arguments(arg_list).get_parsed_arg()
configuration = Configuration(args)
validated_conf = configuration.load_config()
@ -187,7 +187,7 @@ def test_load_config_max_open_trades_minus_one(default_conf, mocker, caplog) ->
default_conf['max_open_trades'] = -1
patched_configuration_load_config_file(mocker, default_conf)
args = Arguments([]).get_parsed_arg()
args = Arguments(['trade']).get_parsed_arg()
configuration = Configuration(args)
validated_conf = configuration.load_config()
@ -211,11 +211,10 @@ def test_load_config_file_exception(mocker) -> None:
def test_load_config(default_conf, mocker) -> None:
patched_configuration_load_config_file(mocker, default_conf)
args = Arguments([]).get_parsed_arg()
args = Arguments(['trade']).get_parsed_arg()
configuration = Configuration(args)
validated_conf = configuration.load_config()
assert validated_conf.get('strategy') == 'DefaultStrategy'
assert validated_conf.get('strategy_path') is None
assert 'edge' not in validated_conf
@ -224,6 +223,7 @@ def test_load_config_with_params(default_conf, mocker) -> None:
patched_configuration_load_config_file(mocker, default_conf)
arglist = [
'trade',
'--strategy', 'TestStrategy',
'--strategy-path', '/some/path',
'--db-url', 'sqlite:///someurl',
@ -243,6 +243,7 @@ def test_load_config_with_params(default_conf, mocker) -> None:
patched_configuration_load_config_file(mocker, conf)
arglist = [
'trade',
'--strategy', 'TestStrategy',
'--strategy-path', '/some/path'
]
@ -259,6 +260,7 @@ def test_load_config_with_params(default_conf, mocker) -> None:
patched_configuration_load_config_file(mocker, conf)
arglist = [
'trade',
'--strategy', 'TestStrategy',
'--strategy-path', '/some/path'
]
@ -275,6 +277,7 @@ def test_load_config_with_params(default_conf, mocker) -> None:
patched_configuration_load_config_file(mocker, conf)
arglist = [
'trade',
'--strategy', 'TestStrategy',
'--strategy-path', '/some/path'
]
@ -293,6 +296,7 @@ def test_load_config_with_params(default_conf, mocker) -> None:
patched_configuration_load_config_file(mocker, conf)
arglist = [
'trade',
'--strategy', 'TestStrategy',
'--strategy-path', '/some/path'
]
@ -303,6 +307,23 @@ def test_load_config_with_params(default_conf, mocker) -> None:
assert validated_conf.get('db_url') == DEFAULT_DB_DRYRUN_URL
@pytest.mark.parametrize("config_value,expected,arglist", [
(True, True, ['trade', '--dry-run']), # Leave config untouched
(False, True, ['trade', '--dry-run']), # Override config untouched
(False, False, ['trade']), # Leave config untouched
(True, True, ['trade']), # Leave config untouched
])
def test_load_dry_run(default_conf, mocker, config_value, expected, arglist) -> None:
default_conf['dry_run'] = config_value
patched_configuration_load_config_file(mocker, default_conf)
configuration = Configuration(Arguments(arglist).get_parsed_arg())
validated_conf = configuration.load_config()
assert validated_conf.get('dry_run') is expected
def test_load_custom_strategy(default_conf, mocker) -> None:
default_conf.update({
'strategy': 'CustomStrategy',
@ -310,7 +331,7 @@ def test_load_custom_strategy(default_conf, mocker) -> None:
})
patched_configuration_load_config_file(mocker, default_conf)
args = Arguments([]).get_parsed_arg()
args = Arguments(['trade']).get_parsed_arg()
configuration = Configuration(args)
validated_conf = configuration.load_config()
@ -322,6 +343,7 @@ def test_show_info(default_conf, mocker, caplog) -> None:
patched_configuration_load_config_file(mocker, default_conf)
arglist = [
'trade',
'--strategy', 'TestStrategy',
'--db-url', 'sqlite:///tmp/testdb',
]
@ -338,9 +360,9 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
patched_configuration_load_config_file(mocker, default_conf)
arglist = [
'backtesting',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'backtesting'
]
args = Arguments(arglist).get_parsed_arg()
@ -376,11 +398,11 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
lambda x, *args, **kwargs: Path(x)
)
arglist = [
'backtesting',
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'--datadir', '/foo/bar',
'--userdir', "/tmp/freqtrade",
'backtesting',
'--ticker-interval', '1m',
'--enable-position-stacking',
'--disable-max-market-positions',
@ -427,8 +449,8 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non
patched_configuration_load_config_file(mocker, default_conf)
arglist = [
'--config', 'config.json',
'backtesting',
'--config', 'config.json',
'--ticker-interval', '1m',
'--export', '/bar/foo',
'--strategy-list',
@ -568,7 +590,7 @@ def test_cli_verbose_with_params(default_conf, mocker, caplog) -> None:
# Prevent setting loggers
mocker.patch('freqtrade.loggers._set_loggers', MagicMock)
arglist = ['-vvv']
arglist = ['trade', '-vvv']
args = Arguments(arglist).get_parsed_arg()
configuration = Configuration(args)
@ -620,7 +642,7 @@ def test_set_logfile(default_conf, mocker):
patched_configuration_load_config_file(mocker, default_conf)
arglist = [
'--logfile', 'test_file.log',
'trade', '--logfile', 'test_file.log',
]
args = Arguments(arglist).get_parsed_arg()
configuration = Configuration(args)
@ -636,7 +658,7 @@ def test_load_config_warn_forcebuy(default_conf, mocker, caplog) -> None:
default_conf['forcebuy_enable'] = True
patched_configuration_load_config_file(mocker, default_conf)
args = Arguments([]).get_parsed_arg()
args = Arguments(['trade']).get_parsed_arg()
configuration = Configuration(args)
validated_conf = configuration.load_config()
@ -755,9 +777,9 @@ def test_validate_whitelist(default_conf):
conf = deepcopy(default_conf)
conf.update({"pairlist": {
conf.update({"pairlists": [{
"method": "VolumePairList",
}})
}]})
# Dynamic whitelist should not care about pair_whitelist
validate_config_consistency(conf)
del conf['exchange']['pair_whitelist']
@ -847,8 +869,8 @@ def test_pairlist_resolving():
def test_pairlist_resolving_with_config(mocker, default_conf):
patched_configuration_load_config_file(mocker, default_conf)
arglist = [
'--config', 'config.json',
'download-data',
'--config', 'config.json',
]
args = Arguments(arglist).get_parsed_arg()
@ -861,8 +883,8 @@ def test_pairlist_resolving_with_config(mocker, default_conf):
# Override pairs
arglist = [
'--config', 'config.json',
'download-data',
'--config', 'config.json',
'--pairs', 'ETH/BTC', 'XRP/BTC',
]
@ -883,8 +905,8 @@ def test_pairlist_resolving_with_config_pl(mocker, default_conf):
mocker.patch.object(Path, "open", MagicMock(return_value=MagicMock()))
arglist = [
'--config', 'config.json',
'download-data',
'--config', 'config.json',
'--pairs-file', 'pairs.json',
]
@ -905,8 +927,8 @@ def test_pairlist_resolving_with_config_pl_not_exists(mocker, default_conf):
mocker.patch.object(Path, "exists", MagicMock(return_value=False))
arglist = [
'--config', 'config.json',
'download-data',
'--config', 'config.json',
'--pairs-file', 'pairs.json',
]
@ -975,6 +997,18 @@ def test_process_temporary_deprecated_settings(mocker, default_conf, setting, ca
assert default_conf[setting[0]][setting[1]] == setting[5]
def test_process_deprecated_setting_pairlists(mocker, default_conf, caplog):
patched_configuration_load_config_file(mocker, default_conf)
default_conf.update({'pairlist': {
'method': 'VolumePairList',
'config': {'precision_filter': True}
}})
process_temporary_deprecated_settings(default_conf)
assert log_has_re(r'DEPRECATED.*precision_filter.*', caplog)
assert log_has_re(r'DEPRECATED.*in pairlist is deprecated and must be moved*', caplog)
def test_check_conflicting_settings(mocker, default_conf, caplog):
patched_configuration_load_config_file(mocker, default_conf)

12
tests/test_docs.sh Executable file
View File

@ -0,0 +1,12 @@
#!/bin/bash
# Test Documentation boxes -
# !!! <TYPE>: is not allowed!
# !!! <TYPE> "title" - Title needs to be quoted!
grep -Er '^!{3}\s\S+:|^!{3}\s\S+\s[^"]' docs/*
if [ $? -ne 0 ]; then
echo "Docs test success."
exit 0
fi
echo "Docs test failed."
exit 1

25
tests/test_freqtradebot.py
View File

@ -1804,7 +1804,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order,
def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, open_trade,
fee, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock()
cancel_order_mock = MagicMock(return_value=limit_buy_order_old)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@ -2089,6 +2089,29 @@ def test_handle_timedout_limit_buy(mocker, default_conf, limit_buy_order) -> Non
assert cancel_order_mock.call_count == 1
def test_handle_timedout_limit_buy_corder_empty(mocker, default_conf, limit_buy_order) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
cancel_order_mock = MagicMock(return_value={})
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
cancel_order=cancel_order_mock
)
freqtrade = FreqtradeBot(default_conf)
Trade.session = MagicMock()
trade = MagicMock()
limit_buy_order['remaining'] = limit_buy_order['amount']
assert freqtrade.handle_timedout_limit_buy(trade, limit_buy_order)
assert cancel_order_mock.call_count == 1
cancel_order_mock.reset_mock()
limit_buy_order['amount'] = 2
assert not freqtrade.handle_timedout_limit_buy(trade, limit_buy_order)
assert cancel_order_mock.call_count == 1
def test_handle_timedout_limit_sell(mocker, default_conf) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)

26
tests/test_main.py
View File

@ -11,10 +11,16 @@ from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.main import main
from freqtrade.state import State
from freqtrade.worker import Worker
from tests.conftest import (log_has, patch_exchange,
from tests.conftest import (log_has, log_has_re, patch_exchange,
patched_configuration_load_config_file)
def test_parse_args_None(caplog) -> None:
with pytest.raises(SystemExit):
main([])
assert log_has_re(r"Usage of Freqtrade requires a subcommand.*", caplog)
def test_parse_args_backtesting(mocker) -> None:
"""
Test that main() can start backtesting and also ensure we can pass some specific arguments
@ -29,7 +35,7 @@ def test_parse_args_backtesting(mocker) -> None:
call_args = backtesting_mock.call_args[0][0]
assert call_args["config"] == ['config.json']
assert call_args["verbosity"] == 0
assert call_args["subparser"] == 'backtesting'
assert call_args["command"] == 'backtesting'
assert call_args["func"] is not None
assert callable(call_args["func"])
assert call_args["ticker_interval"] is None
@ -45,7 +51,7 @@ def test_main_start_hyperopt(mocker) -> None:
call_args = hyperopt_mock.call_args[0][0]
assert call_args["config"] == ['config.json']
assert call_args["verbosity"] == 0
assert call_args["subparser"] == 'hyperopt'
assert call_args["command"] == 'hyperopt'
assert call_args["func"] is not None
assert callable(call_args["func"])
@ -58,7 +64,7 @@ def test_main_fatal_exception(mocker, default_conf, caplog) -> None:
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
args = ['-c', 'config.json.example']
args = ['trade', '-c', 'config.json.example']
# Test Main + the KeyboardInterrupt exception
with pytest.raises(SystemExit):
@ -75,7 +81,7 @@ def test_main_keyboard_interrupt(mocker, default_conf, caplog) -> None:
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
args = ['-c', 'config.json.example']
args = ['trade', '-c', 'config.json.example']
# Test Main + the KeyboardInterrupt exception
with pytest.raises(SystemExit):
@ -95,7 +101,7 @@ def test_main_operational_exception(mocker, default_conf, caplog) -> None:
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
args = ['-c', 'config.json.example']
args = ['trade', '-c', 'config.json.example']
# Test Main + the KeyboardInterrupt exception
with pytest.raises(SystemExit):
@ -114,15 +120,15 @@ def test_main_reload_conf(mocker, default_conf, caplog) -> None:
OperationalException("Oh snap!")])
mocker.patch('freqtrade.worker.Worker._worker', worker_mock)
patched_configuration_load_config_file(mocker, default_conf)
reconfigure_mock = mocker.patch('freqtrade.main.Worker._reconfigure', MagicMock())
reconfigure_mock = mocker.patch('freqtrade.worker.Worker._reconfigure', MagicMock())
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
args = Arguments(['-c', 'config.json.example']).get_parsed_arg()
args = Arguments(['trade', '-c', 'config.json.example']).get_parsed_arg()
worker = Worker(args=args, config=default_conf)
with pytest.raises(SystemExit):
main(['-c', 'config.json.example'])
main(['trade', '-c', 'config.json.example'])
assert log_has('Using config: config.json.example ...', caplog)
assert worker_mock.call_count == 4
@ -141,7 +147,7 @@ def test_reconfigure(mocker, default_conf) -> None:
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
args = Arguments(['-c', 'config.json.example']).get_parsed_arg()
args = Arguments(['trade', '-c', 'config.json.example']).get_parsed_arg()
worker = Worker(args=args, config=default_conf)
freqtrade = worker.freqtrade

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