From 829da096e23072269562da4e57a42e199a292161 Mon Sep 17 00:00:00 2001 From: kryofly Date: Fri, 12 Jan 2018 11:49:50 +0100 Subject: [PATCH 01/29] plotting docs --- docs/plotting.md | 18 ++++++++++++++++++ scripts/plot_dataframe.py | 2 +- 2 files changed, 19 insertions(+), 1 deletion(-) create mode 100644 docs/plotting.md diff --git a/docs/plotting.md b/docs/plotting.md new file mode 100644 index 000000000..56b44400c --- /dev/null +++ b/docs/plotting.md @@ -0,0 +1,18 @@ +# Plotting +This page explains how to plot prices, indicator, profits. + +## Table of Contents +- [Plot price and indicators](#plot-price-and-indicators) + +## Plot price and indicators +Usage for the price plotter: +script/plot_dataframe.py [-h] [-p pair] + +Example +``` +python script/plot_dataframe.py -p BTC_ETH +``` + +The -p pair argument, can be used to specify what +pair you would like to plot. + diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index f07033637..e9bf65f47 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -21,7 +21,7 @@ def plot_parse_args(args ): return parser.parse_args(args) -def plot_analyzed_dataframe(args) -> None: +def plot_analyzed_dataframe(args): """ Calls analyze() and plots the returned dataframe :param pair: pair as str From 98cf98693468c57335ad38fa9e5b6b9ac02ec66f Mon Sep 17 00:00:00 2001 From: kryofly Date: Fri, 12 Jan 2018 10:52:44 +0100 Subject: [PATCH 02/29] misc options parsing split up --- freqtrade/misc.py | 122 ++++++++++++++++++++++++---------------------- 1 file changed, 65 insertions(+), 57 deletions(-) diff --git a/freqtrade/misc.py b/freqtrade/misc.py index 3d70f6b25..92fe39ef2 100644 --- a/freqtrade/misc.py +++ b/freqtrade/misc.py @@ -110,6 +110,14 @@ def common_args_parser(description: str): type=str, metavar='PATH', ) + parser.add_argument( + '-dd', '--datadir', + help='path to backtest data (default freqdata/tests/testdata', + dest='datadir', + default=os.path.join('freqtrade', 'tests', 'testdata'), + type=str, + metavar='PATH', + ) return parser @@ -126,14 +134,6 @@ def parse_args(args: List[str], description: str): action='store_true', dest='dry_run_db', ) - parser.add_argument( - '-dd', '--datadir', - help='path to backtest data (default freqdata/tests/testdata', - dest='datadir', - default=os.path.join('freqtrade', 'tests', 'testdata'), - type=str, - metavar='PATH', - ) parser.add_argument( '--dynamic-whitelist', help='dynamically generate and update whitelist \ @@ -149,6 +149,61 @@ def parse_args(args: List[str], description: str): return parser.parse_args(args) +def backtesting_options(parser: argparse.ArgumentParser) -> None: + parser.add_argument( + '-l', '--live', + action='store_true', + dest='live', + help='using live data', + ) + parser.add_argument( + '-i', '--ticker-interval', + help='specify ticker interval in minutes (default: 5)', + dest='ticker_interval', + default=5, + type=int, + metavar='INT', + ) + parser.add_argument( + '--realistic-simulation', + help='uses max_open_trades from config to simulate real world limitations', + action='store_true', + dest='realistic_simulation', + ) + parser.add_argument( + '-r', '--refresh-pairs-cached', + help='refresh the pairs files in tests/testdata with the latest data from Bittrex. \ + Use it if you want to run your backtesting with up-to-date data.', + action='store_true', + dest='refresh_pairs', + ) + + +def hyperopt_options(parser: argparse.ArgumentParser) -> None: + parser.add_argument( + '-e', '--epochs', + help='specify number of epochs (default: 100)', + dest='epochs', + default=100, + type=int, + metavar='INT', + ) + parser.add_argument( + '--use-mongodb', + help='parallelize evaluations with mongodb (requires mongod in PATH)', + dest='mongodb', + action='store_true', + ) + parser.add_argument( + '-i', '--ticker-interval', + help='specify ticker interval in minutes (default: 5)', + dest='ticker_interval', + default=5, + type=int, + metavar='INT', + ) + + def build_subcommands(parser: argparse.ArgumentParser) -> None: """ Builds and attaches all subcommands """ from freqtrade.optimize import backtesting, hyperopt @@ -158,59 +213,12 @@ def build_subcommands(parser: argparse.ArgumentParser) -> None: # Add backtesting subcommand backtesting_cmd = subparsers.add_parser('backtesting', help='backtesting module') backtesting_cmd.set_defaults(func=backtesting.start) - backtesting_cmd.add_argument( - '-l', '--live', - action='store_true', - dest='live', - help='using live data', - ) - backtesting_cmd.add_argument( - '-i', '--ticker-interval', - help='specify ticker interval in minutes (default: 5)', - dest='ticker_interval', - default=5, - type=int, - metavar='INT', - ) - backtesting_cmd.add_argument( - '--realistic-simulation', - help='uses max_open_trades from config to simulate real world limitations', - action='store_true', - dest='realistic_simulation', - ) - backtesting_cmd.add_argument( - '-r', '--refresh-pairs-cached', - help='refresh the pairs files in tests/testdata with the latest data from Bittrex. \ - Use it if you want to run your backtesting with up-to-date data.', - action='store_true', - dest='refresh_pairs', - ) + backtesting_options(backtesting_cmd) # Add hyperopt subcommand hyperopt_cmd = subparsers.add_parser('hyperopt', help='hyperopt module') hyperopt_cmd.set_defaults(func=hyperopt.start) - hyperopt_cmd.add_argument( - '-e', '--epochs', - help='specify number of epochs (default: 100)', - dest='epochs', - default=100, - type=int, - metavar='INT', - ) - hyperopt_cmd.add_argument( - '--use-mongodb', - help='parallelize evaluations with mongodb (requires mongod in PATH)', - dest='mongodb', - action='store_true', - ) - hyperopt_cmd.add_argument( - '-i', '--ticker-interval', - help='specify ticker interval in minutes (default: 5)', - dest='ticker_interval', - default=5, - type=int, - metavar='INT', - ) + hyperopt_options(hyperopt_cmd) # Required json-schema for user specified config From d8d46890b396a17f51099e9d29860820f7f40af8 Mon Sep 17 00:00:00 2001 From: kryofly Date: Fri, 12 Jan 2018 10:55:49 +0100 Subject: [PATCH 03/29] script: plot profit --- docs/plotting.md | 30 ++++++++ scripts/plot_profit.py | 158 +++++++++++++++++++++++++++++++++++++++++ 2 files changed, 188 insertions(+) create mode 100755 scripts/plot_profit.py diff --git a/docs/plotting.md b/docs/plotting.md index 56b44400c..f0df496ac 100644 --- a/docs/plotting.md +++ b/docs/plotting.md @@ -3,6 +3,7 @@ This page explains how to plot prices, indicator, profits. ## Table of Contents - [Plot price and indicators](#plot-price-and-indicators) +- [Plot profit](#plot-profit) ## Plot price and indicators Usage for the price plotter: @@ -16,3 +17,32 @@ python script/plot_dataframe.py -p BTC_ETH The -p pair argument, can be used to specify what pair you would like to plot. + +## Plot profit + +The profit plotter show a picture with three plots: +1) Average closing price for all pairs +2) The summarized profit made by backtesting. + Note that this is not the real-world profit, but + more of an estimate. +3) Each pair individually profit + +The first graph is good to get a grip of how the overall market +progresses. + +The second graph will show how you algorithm works or doesnt. +Perhaps you want an algorithm that steadily makes small profits, +or one that acts less seldom, but makes big swings. + +The third graph can be useful to spot outliers, events in pairs +that makes profit spikes. + +Usage for the profit plotter: +script/plot_profit.py [-h] [-p pair] [--datadir directory] [--ticker_interval num] + +The -p pair argument, can be used to plot a single pair + +Example +``` +python python scripts/plot_profit.py --datadir ../freqtrade/freqtrade/tests/testdata-20171221/ -p BTC_LTC +``` diff --git a/scripts/plot_profit.py b/scripts/plot_profit.py new file mode 100755 index 000000000..ad8346455 --- /dev/null +++ b/scripts/plot_profit.py @@ -0,0 +1,158 @@ +#!/usr/bin/env python3 + +import sys +import argparse +import json +import matplotlib.pyplot as plt +import numpy as np + +import freqtrade.optimize as optimize +import freqtrade.misc as misc +import freqtrade.exchange as exchange +import freqtrade.analyze as analyze + + +def plot_parse_args(args ): + parser = misc.common_args_parser('Graph utility') + # FIX: perhaps delete those backtesting options that are not feasible + misc.backtesting_options(parser) + # TODO: Make the pair argument take a comma separated list + parser.add_argument( + '-p', '--pair', + help = 'Show profits for only this pair', + dest = 'pair', + default = None + ) + + return parser.parse_args(args) + + +def make_profit_array(data, filter_pair): + xmin = 0 + xmax = 0 + + # pair profit-% time duration + # ['BTC_XMR', 0.00537847, 5057, 1] + for trade in data: + pair = trade[0] + profit = trade[1] + x = trade[2] + dur = trade[3] + xmax = max(xmax, x + dur) + + pg = np.zeros(xmax) + + # Go through the trades + # and make an total profit + # array + for trade in data: + pair = trade[0] + if filter_pair and pair != filter_pair: + continue + profit = trade[1] + tim = trade[2] + dur = trade[3] + pg[tim+dur-1] += profit + + # rewrite the pg array to go from + # total profits at each timeframe + # to accumulated profits + pa = 0 + for x in range(0,len(pg)): + p = pg[x] # Get current total percent + pa += p # Add to the accumulated percent + pg[x] = pa # write back to save memory + + return pg + + +def plot_profit(args) -> None: + """ + Plots the total profit for all pairs. + Note, the profit calculation isn't realistic. + But should be somewhat proportional, and therefor useful + in helping out to find a good algorithm. + """ + + # We need to use the same pairs, same tick_interval + # and same timeperiod as used in backtesting + # to match the tickerdata against the profits-results + + filter_pair = args.pair + + config = misc.load_config(args.config) + pairs = config['exchange']['pair_whitelist'] + if filter_pair: + print('Filtering out pair %s' % filter_pair) + pairs = list(filter(lambda pair: pair == filter_pair, pairs)) + + tickers = optimize.load_data(args.datadir, pairs=pairs, + ticker_interval=args.ticker_interval, + refresh_pairs=False) + dataframes = optimize.preprocess(tickers) + + # Make an average close price of all the pairs that was involved. + # this could be useful to gauge the overall market trend + + # FIX: since the dataframes are of unequal length, + # andor has different dates, we need to merge them + # But we dont have the date information in the + # backtesting results, this is needed to match the dates + # For now, assume the dataframes are aligned. + + # We are essentially saying: + # array <- sum dataframes[*]['close'] / num_items dataframes + # FIX: there should be some onliner numpy/panda for this + + first = True + avgclose = None + num = 0 + for pair, pair_data in dataframes.items(): + close = pair_data['close'] + print('Pair %s has length %s' %(pair, len(close))) + num += 1 + if first: + first = False + avgclose = np.copy(close) + else: + avgclose += close + avgclose /= num + + # Load the profits results + # And make an profits-growth array + + filename = 'backtest-result.json' + with open(filename) as file: + data = json.load(file) + pg = make_profit_array(data, filter_pair) + + # + # Plot the pairs average close prices, and total profit growth + # + + fig, (ax1, ax2, ax3) = plt.subplots(3, sharex=True) + fig.suptitle('total profit') + ax1.plot(avgclose, label='avgclose') + ax2.plot(pg, label='profit') + ax1.legend() + ax2.legend() + + # FIX if we have one line pair in paris + # then skip the plotting of the third graph, + # or change what we plot + # In third graph, we plot each profit separately + for pair in pairs: + pg = make_profit_array(data, pair) + ax3.plot(pg, label=pair) + ax3.legend() + + # Fine-tune figure; make subplots close to each other and hide x ticks for + # all but bottom plot. + fig.subplots_adjust(hspace=0) + plt.setp([a.get_xticklabels() for a in fig.axes[:-1]], visible=False) + plt.show() + + +if __name__ == '__main__': + args = plot_parse_args(sys.argv[1:]) + plot_profit(args) From e99286f8717b17bb668bfcca0cb467d1fe2bff02 Mon Sep 17 00:00:00 2001 From: Jean-Baptiste LE STANG Date: Fri, 12 Jan 2018 17:02:35 +0100 Subject: [PATCH 04/29] Adding 30 minutes, 1 hour, 1 day tickers --- config.json.example | 1 + freqtrade/analyze.py | 4 +- freqtrade/exchange/bittrex.py | 6 + freqtrade/main.py | 15 +-- freqtrade/misc.py | 5 +- freqtrade/optimize/__init__.py | 4 +- freqtrade/tests/conftest.py | 1 + freqtrade/tests/optimize/test_optimize.py | 18 ++- freqtrade/tests/rpc/test_rpc_telegram.py | 40 +++---- freqtrade/tests/test_analyze.py | 10 +- freqtrade/tests/test_main.py | 139 +++++++++++++--------- scripts/plot_dataframe.py | 12 +- 12 files changed, 160 insertions(+), 95 deletions(-) diff --git a/config.json.example b/config.json.example index c68e854e2..37980447d 100644 --- a/config.json.example +++ b/config.json.example @@ -4,6 +4,7 @@ "stake_amount": 0.05, "fiat_display_currency": "USD", "dry_run": false, + "ticker_interval": 5, "minimal_roi": { "40": 0.0, "30": 0.01, diff --git a/freqtrade/analyze.py b/freqtrade/analyze.py index f85c46248..f337887e9 100644 --- a/freqtrade/analyze.py +++ b/freqtrade/analyze.py @@ -280,13 +280,13 @@ def analyze_ticker(ticker_history: List[Dict]) -> DataFrame: return dataframe -def get_signal(pair: str, signal: SignalType) -> bool: +def get_signal(pair: str, signal: SignalType, interval: int) -> bool: """ Calculates current signal based several technical analysis indicators :param pair: pair in format BTC_ANT or BTC-ANT :return: True if pair is good for buying, False otherwise """ - ticker_hist = get_ticker_history(pair) + ticker_hist = get_ticker_history(pair, interval) if not ticker_hist: logger.warning('Empty ticker history for pair %s', pair) return False diff --git a/freqtrade/exchange/bittrex.py b/freqtrade/exchange/bittrex.py index a5fd68016..ffe43ad0b 100644 --- a/freqtrade/exchange/bittrex.py +++ b/freqtrade/exchange/bittrex.py @@ -143,6 +143,12 @@ class Bittrex(Exchange): interval = 'oneMin' elif tick_interval == 5: interval = 'fiveMin' + elif tick_interval == 30: + interval = 'thirtyMin' + elif tick_interval == 60: + interval = 'hour' + elif tick_interval == 1440: + interval = 'day' else: raise ValueError('Cannot parse tick_interval: {}'.format(tick_interval)) diff --git a/freqtrade/main.py b/freqtrade/main.py index c404d6c11..1fe9c90f7 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -54,7 +54,7 @@ def refresh_whitelist(whitelist: List[str]) -> List[str]: return final_list -def _process(nb_assets: Optional[int] = 0) -> bool: +def _process(interval: int, nb_assets: Optional[int] = 0) -> bool: """ Queries the persistence layer for open trades and handles them, otherwise a new trade is created. @@ -79,7 +79,7 @@ def _process(nb_assets: Optional[int] = 0) -> bool: if len(trades) < _CONF['max_open_trades']: try: # Create entity and execute trade - state_changed = create_trade(float(_CONF['stake_amount'])) + state_changed = create_trade(float(_CONF['stake_amount']), interval) if not state_changed: logger.info( 'Checked all whitelisted currencies. ' @@ -97,7 +97,7 @@ def _process(nb_assets: Optional[int] = 0) -> bool: if trade.is_open and trade.open_order_id is None: # Check if we can sell our current pair - state_changed = handle_trade(trade) or state_changed + state_changed = handle_trade(trade, interval) or state_changed if 'unfilledtimeout' in _CONF: # Check and handle any timed out open orders @@ -236,7 +236,7 @@ def min_roi_reached(trade: Trade, current_rate: float, current_time: datetime) - return False -def handle_trade(trade: Trade) -> bool: +def handle_trade(trade: Trade, interval: int) -> bool: """ Sells the current pair if the threshold is reached and updates the trade record. :return: True if trade has been sold, False otherwise @@ -261,7 +261,7 @@ def handle_trade(trade: Trade) -> bool: if trade.calc_profit(rate=current_rate) <= 0: return False logger.debug('Checking sell_signal ...') - if get_signal(trade.pair, SignalType.SELL): + if get_signal(trade.pair, SignalType.SELL, interval): logger.debug('Executing sell due to sell signal ...') execute_sell(trade, current_rate) return True @@ -277,7 +277,7 @@ def get_target_bid(ticker: Dict[str, float]) -> float: return ticker['ask'] + balance * (ticker['last'] - ticker['ask']) -def create_trade(stake_amount: float) -> bool: +def create_trade(stake_amount: float, interval: int) -> bool: """ Checks the implemented trading indicator(s) for a randomly picked pair, if one pair triggers the buy_signal a new trade record gets created @@ -305,7 +305,7 @@ def create_trade(stake_amount: float) -> bool: # Pick pair based on StochRSI buy signals for _pair in whitelist: - if get_signal(_pair, SignalType.BUY): + if get_signal(_pair, SignalType.BUY, interval): pair = _pair break else: @@ -458,6 +458,7 @@ def main(sysargv=sys.argv[1:]) -> None: _process, min_secs=_CONF['internals'].get('process_throttle_secs', 10), nb_assets=args.dynamic_whitelist, + interval=_CONF.get('ticker_interval', 5) ) old_state = new_state except KeyboardInterrupt: diff --git a/freqtrade/misc.py b/freqtrade/misc.py index 3d70f6b25..d3ef7cb87 100644 --- a/freqtrade/misc.py +++ b/freqtrade/misc.py @@ -218,6 +218,7 @@ CONF_SCHEMA = { 'type': 'object', 'properties': { 'max_open_trades': {'type': 'integer', 'minimum': 1}, + 'ticker_interval': {'type': 'integer', 'minimum':1, 'maximum':1440}, 'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT']}, 'stake_amount': {'type': 'number', 'minimum': 0.0005}, 'fiat_display_currency': {'type': 'string', 'enum': ['AUD', 'BRL', 'CAD', 'CHF', @@ -271,7 +272,8 @@ CONF_SCHEMA = { 'internals': { 'type': 'object', 'properties': { - 'process_throttle_secs': {'type': 'number'} + 'process_throttle_secs': {'type': 'number'}, + 'interval': {'type': 'integer'} } } }, @@ -307,6 +309,7 @@ CONF_SCHEMA = { ], 'required': [ 'max_open_trades', + 'ticker_interval', 'stake_currency', 'stake_amount', 'fiat_display_currency', diff --git a/freqtrade/optimize/__init__.py b/freqtrade/optimize/__init__.py index 2d73c3215..2a252a9f6 100644 --- a/freqtrade/optimize/__init__.py +++ b/freqtrade/optimize/__init__.py @@ -33,7 +33,7 @@ def load_tickerdata_file(datadir, pair, ticker_interval): return pairdata -def load_data(datadir: str, ticker_interval: int = 5, pairs: Optional[List[str]] = None, +def load_data(datadir: str, ticker_interval: int, pairs: Optional[List[str]] = None, refresh_pairs: Optional[bool] = False) -> Dict[str, List]: """ Loads ticker history data for the given parameters @@ -77,7 +77,7 @@ def download_pairs(datadir, pairs: List[str]) -> bool: """For each pairs passed in parameters, download 1 and 5 ticker intervals""" for pair in pairs: try: - for interval in [1, 5]: + for interval in [1, 5, 30, 60, 1440]: download_backtesting_testdata(datadir, pair=pair, interval=interval) except BaseException: logger.info('Failed to download the pair: "{pair}", Interval: {interval} min'.format( diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py index c779aa726..188cc0c68 100644 --- a/freqtrade/tests/conftest.py +++ b/freqtrade/tests/conftest.py @@ -18,6 +18,7 @@ def default_conf(): "stake_currency": "BTC", "stake_amount": 0.001, "fiat_display_currency": "USD", + "ticker_interval": 5, "dry_run": True, "minimal_roi": { "40": 0.0, diff --git a/freqtrade/tests/optimize/test_optimize.py b/freqtrade/tests/optimize/test_optimize.py index 57c41c9c6..3772d7957 100644 --- a/freqtrade/tests/optimize/test_optimize.py +++ b/freqtrade/tests/optimize/test_optimize.py @@ -42,6 +42,22 @@ def _clean_test_file(file: str) -> None: if os.path.isfile(file_swp): os.rename(file_swp, file) +def test_load_data_30min_ticker(default_conf, ticker_history, mocker, caplog): + mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history) + mocker.patch.dict('freqtrade.main._CONF', default_conf) + + exchange._API = Bittrex({'key': '', 'secret': ''}) + + file = 'freqtrade/tests/testdata/BTC_ETH-30.json' + _backup_file(file, copy_file=True) + optimize.load_data(None, pairs=['BTC_ETH'], ticker_interval=30) + assert os.path.isfile(file) is True + assert ('freqtrade.optimize', + logging.INFO, + 'Download the pair: "BTC_ETH", Interval: 30 min' + ) not in caplog.record_tuples + _clean_test_file(file) + def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog): mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history) @@ -51,7 +67,7 @@ def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog): file = 'freqtrade/tests/testdata/BTC_ETH-5.json' _backup_file(file, copy_file=True) - optimize.load_data(None, pairs=['BTC_ETH']) + optimize.load_data(None, pairs=['BTC_ETH'], ticker_interval=5) assert os.path.isfile(file) is True assert ('freqtrade.optimize', logging.INFO, diff --git a/freqtrade/tests/rpc/test_rpc_telegram.py b/freqtrade/tests/rpc/test_rpc_telegram.py index 428c544c1..309e8df19 100644 --- a/freqtrade/tests/rpc/test_rpc_telegram.py +++ b/freqtrade/tests/rpc/test_rpc_telegram.py @@ -77,7 +77,7 @@ def test_authorized_only_exception(default_conf, mocker): def test_status_handle(default_conf, update, ticker, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) msg_mock = MagicMock() mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) mocker.patch.multiple('freqtrade.rpc.telegram', @@ -102,7 +102,7 @@ def test_status_handle(default_conf, update, ticker, mocker): msg_mock.reset_mock() # Create some test data - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) # Trigger status while we have a fulfilled order for the open trade _status(bot=MagicMock(), update=update) @@ -112,7 +112,7 @@ def test_status_handle(default_conf, update, ticker, mocker): def test_status_table_handle(default_conf, update, ticker, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) msg_mock = MagicMock() mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) mocker.patch.multiple( @@ -138,7 +138,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker): msg_mock.reset_mock() # Create some test data - create_trade(15.0) + create_trade(15.0, default_conf['ticker_interval']) _status_table(bot=MagicMock(), update=update) @@ -154,7 +154,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker): def test_profit_handle( default_conf, update, ticker, ticker_sell_up, limit_buy_order, limit_sell_order, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) msg_mock = MagicMock() mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) mocker.patch.multiple('freqtrade.rpc.telegram', @@ -176,7 +176,7 @@ def test_profit_handle( msg_mock.reset_mock() # Create some test data - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) trade = Trade.query.first() # Simulate fulfilled LIMIT_BUY order for trade @@ -210,7 +210,7 @@ def test_profit_handle( def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) mocker.patch.multiple('freqtrade.rpc.telegram', _CONF=default_conf, @@ -225,7 +225,7 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker): init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) trade = Trade.query.first() assert trade @@ -247,7 +247,7 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker): def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) mocker.patch.multiple('freqtrade.rpc.telegram', _CONF=default_conf, @@ -262,7 +262,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, m init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) # Decrease the price and sell it mocker.patch.multiple('freqtrade.main.exchange', @@ -308,7 +308,7 @@ def test_exec_forcesell_open_orders(default_conf, ticker, mocker): def test_forcesell_all_handle(default_conf, update, ticker, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) mocker.patch.multiple('freqtrade.rpc.telegram', _CONF=default_conf, @@ -324,7 +324,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker): # Create some test data for _ in range(4): - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) rpc_mock.reset_mock() update.message.text = '/forcesell all' @@ -339,7 +339,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker): def test_forcesell_handle_invalid(default_conf, update, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) msg_mock = MagicMock() mocker.patch.multiple('freqtrade.rpc.telegram', _CONF=default_conf, @@ -376,7 +376,7 @@ def test_forcesell_handle_invalid(default_conf, update, mocker): def test_performance_handle( default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) msg_mock = MagicMock() mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) mocker.patch.multiple('freqtrade.rpc.telegram', @@ -389,7 +389,7 @@ def test_performance_handle( init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) trade = Trade.query.first() assert trade @@ -410,7 +410,7 @@ def test_performance_handle( def test_daily_handle( default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) msg_mock = MagicMock() mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) mocker.patch.multiple('freqtrade.rpc.telegram', @@ -427,7 +427,7 @@ def test_daily_handle( init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) trade = Trade.query.first() assert trade @@ -460,7 +460,7 @@ def test_daily_handle( def test_count_handle(default_conf, update, ticker, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) msg_mock = MagicMock() mocker.patch.multiple( 'freqtrade.rpc.telegram', @@ -480,7 +480,7 @@ def test_count_handle(default_conf, update, ticker, mocker): update_state(State.RUNNING) # Create some test data - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) msg_mock.reset_mock() _count(bot=MagicMock(), update=update) @@ -492,7 +492,7 @@ def test_count_handle(default_conf, update, ticker, mocker): def test_performance_handle_invalid(default_conf, update, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) msg_mock = MagicMock() mocker.patch.multiple('freqtrade.rpc.telegram', _CONF=default_conf, diff --git a/freqtrade/tests/test_analyze.py b/freqtrade/tests/test_analyze.py index d1afc4200..5ff313897 100644 --- a/freqtrade/tests/test_analyze.py +++ b/freqtrade/tests/test_analyze.py @@ -42,13 +42,13 @@ def test_returns_latest_buy_signal(mocker): 'freqtrade.analyze.analyze_ticker', return_value=DataFrame([{'buy': 1, 'date': arrow.utcnow()}]) ) - assert get_signal('BTC-ETH', SignalType.BUY) + assert get_signal('BTC-ETH', SignalType.BUY, 5) mocker.patch( 'freqtrade.analyze.analyze_ticker', return_value=DataFrame([{'buy': 0, 'date': arrow.utcnow()}]) ) - assert not get_signal('BTC-ETH', SignalType.BUY) + assert not get_signal('BTC-ETH', SignalType.BUY, 5) def test_returns_latest_sell_signal(mocker): @@ -57,13 +57,13 @@ def test_returns_latest_sell_signal(mocker): 'freqtrade.analyze.analyze_ticker', return_value=DataFrame([{'sell': 1, 'date': arrow.utcnow()}]) ) - assert get_signal('BTC-ETH', SignalType.SELL) + assert get_signal('BTC-ETH', SignalType.SELL, 5) mocker.patch( 'freqtrade.analyze.analyze_ticker', return_value=DataFrame([{'sell': 0, 'date': arrow.utcnow()}]) ) - assert not get_signal('BTC-ETH', SignalType.SELL) + assert not get_signal('BTC-ETH', SignalType.SELL, 5) def test_get_signal_handles_exceptions(mocker): @@ -71,4 +71,4 @@ def test_get_signal_handles_exceptions(mocker): mocker.patch('freqtrade.analyze.analyze_ticker', side_effect=Exception('invalid ticker history ')) - assert not get_signal('BTC-ETH', SignalType.BUY) + assert not get_signal('BTC-ETH', SignalType.BUY, 5) diff --git a/freqtrade/tests/test_main.py b/freqtrade/tests/test_main.py index 97bef2257..f6668d117 100644 --- a/freqtrade/tests/test_main.py +++ b/freqtrade/tests/test_main.py @@ -52,7 +52,7 @@ def test_main_start_hyperopt(mocker): def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=ticker, @@ -64,7 +64,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, m trades = Trade.query.filter(Trade.is_open.is_(True)).all() assert not trades - result = _process() + result = _process(interval=default_conf['ticker_interval']) assert result is True trades = Trade.query.filter(Trade.is_open.is_(True)).all() @@ -82,7 +82,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, m def test_process_exchange_failures(default_conf, ticker, health, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), @@ -90,7 +90,7 @@ def test_process_exchange_failures(default_conf, ticker, health, mocker): get_wallet_health=health, buy=MagicMock(side_effect=requests.exceptions.RequestException)) init(default_conf, create_engine('sqlite://')) - result = _process() + result = _process(interval=default_conf['ticker_interval']) assert result is False assert sleep_mock.has_calls() @@ -99,7 +99,7 @@ def test_process_operational_exception(default_conf, ticker, health, mocker): msg_mock = MagicMock() mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=msg_mock) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=ticker, @@ -108,7 +108,7 @@ def test_process_operational_exception(default_conf, ticker, health, mocker): init(default_conf, create_engine('sqlite://')) assert get_state() == State.RUNNING - result = _process() + result = _process(interval=default_conf['ticker_interval']) assert result is False assert get_state() == State.STOPPED assert 'OperationalException' in msg_mock.call_args_list[-1][0][0] @@ -129,18 +129,18 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, m trades = Trade.query.filter(Trade.is_open.is_(True)).all() assert not trades - result = _process() + result = _process(interval=default_conf['ticker_interval']) assert result is True trades = Trade.query.filter(Trade.is_open.is_(True)).all() assert len(trades) == 1 - result = _process() + result = _process(interval=default_conf['ticker_interval']) assert result is False def test_create_trade(default_conf, ticker, limit_buy_order, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), @@ -150,7 +150,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker): whitelist = copy.deepcopy(default_conf['exchange']['pair_whitelist']) init(default_conf, create_engine('sqlite://')) - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) trade = Trade.query.first() assert trade is not None @@ -171,7 +171,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker): def test_create_trade_minimal_amount(default_conf, ticker, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) buy_mock = mocker.patch( 'freqtrade.main.exchange.buy', MagicMock(return_value='mocked_limit_buy') ) @@ -180,14 +180,14 @@ def test_create_trade_minimal_amount(default_conf, ticker, mocker): get_ticker=ticker) init(default_conf, create_engine('sqlite://')) min_stake_amount = 0.0005 - create_trade(min_stake_amount) + create_trade(min_stake_amount, default_conf['ticker_interval']) rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2] assert rate * amount >= min_stake_amount def test_create_trade_no_stake_amount(default_conf, ticker, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), @@ -195,12 +195,12 @@ def test_create_trade_no_stake_amount(default_conf, ticker, mocker): buy=MagicMock(return_value='mocked_limit_buy'), get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5)) with pytest.raises(DependencyException, match=r'.*stake amount.*'): - create_trade(default_conf['stake_amount']) + create_trade(default_conf['stake_amount'], default_conf['ticker_interval']) def test_create_trade_no_pairs(default_conf, ticker, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), @@ -211,12 +211,12 @@ def test_create_trade_no_pairs(default_conf, ticker, mocker): conf = copy.deepcopy(default_conf) conf['exchange']['pair_whitelist'] = [] mocker.patch.dict('freqtrade.main._CONF', conf) - create_trade(default_conf['stake_amount']) + create_trade(default_conf['stake_amount'], default_conf['ticker_interval']) def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), @@ -228,12 +228,12 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker): conf['exchange']['pair_whitelist'] = ["BTC_ETH"] conf['exchange']['pair_blacklist'] = ["BTC_ETH"] mocker.patch.dict('freqtrade.main._CONF', conf) - create_trade(default_conf['stake_amount']) + create_trade(default_conf['stake_amount'], default_conf['ticker_interval']) def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), @@ -248,7 +248,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker): ticker=MagicMock(return_value={'price_usd': 15000.0}), _cache_symbols=MagicMock(return_value={'BTC': 1})) init(default_conf, create_engine('sqlite://')) - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) trade = Trade.query.first() assert trade @@ -256,7 +256,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker): trade.update(limit_buy_order) assert trade.is_open is True - handle_trade(trade) + assert handle_trade(trade, default_conf['ticker_interval']) is True assert trade.open_order_id == 'mocked_limit_sell' # Simulate fulfilled LIMIT_SELL order for trade @@ -272,7 +272,7 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog): default_conf.update({'experimental': {'use_sell_signal': True}}) mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), @@ -281,7 +281,7 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog): mocker.patch('freqtrade.main.min_roi_reached', return_value=True) init(default_conf, create_engine('sqlite://')) - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) trade = Trade.query.first() trade.is_open = True @@ -291,12 +291,13 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog): # we might just want to check if we are in a sell condition without # executing # if ROI is reached we must sell - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: False) - assert handle_trade(trade) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: False) + assert handle_trade(trade, interval=default_conf['ticker_interval']) assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples # if ROI is reached we must sell even if sell-signal is not signalled - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) - assert handle_trade(trade) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) + assert handle_trade(trade, interval=default_conf['ticker_interval']) + assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples @@ -304,7 +305,7 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog): default_conf.update({'experimental': {'use_sell_signal': True}}) mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), @@ -313,24 +314,24 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog): mocker.patch('freqtrade.main.min_roi_reached', return_value=False) init(default_conf, create_engine('sqlite://')) - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) trade = Trade.query.first() trade.is_open = True - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: False) - value_returned = handle_trade(trade) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: False) + value_returned = handle_trade(trade, default_conf['ticker_interval']) assert ('freqtrade', logging.DEBUG, 'Checking sell_signal ...') in caplog.record_tuples assert value_returned is False - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) - assert handle_trade(trade) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) + assert handle_trade(trade, default_conf['ticker_interval']) s = 'Executing sell due to sell signal ...' assert ('freqtrade', logging.DEBUG, s) in caplog.record_tuples def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), @@ -339,7 +340,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo # Create trade and sell it init(default_conf, create_engine('sqlite://')) - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) trade = Trade.query.first() assert trade @@ -349,7 +350,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo assert trade.is_open is False with pytest.raises(ValueError, match=r'.*closed trade.*'): - handle_trade(trade) + handle_trade(trade, default_conf['ticker_interval']) def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mocker): @@ -469,7 +470,7 @@ def test_balance_bigger_last_ask(mocker): def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch('freqtrade.rpc.init', MagicMock()) rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', @@ -481,7 +482,7 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker): init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) trade = Trade.query.first() assert trade @@ -502,7 +503,7 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker): def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch('freqtrade.rpc.init', MagicMock()) rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) mocker.patch.multiple('freqtrade.rpc.telegram', @@ -518,7 +519,7 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker): init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) trade = Trade.query.first() assert trade @@ -539,7 +540,7 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker): def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch('freqtrade.rpc.init', MagicMock()) rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', @@ -548,7 +549,37 @@ def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker) init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) + + trade = Trade.query.first() + assert trade + + # Decrease the price and sell it + mocker.patch.multiple('freqtrade.main.exchange', + validate_pairs=MagicMock(), + get_ticker=ticker_sell_down) + + execute_sell(trade=trade, limit=ticker_sell_down()['bid']) + + assert rpc_mock.call_count == 2 + assert 'Selling [BTC/ETH]' in rpc_mock.call_args_list[-1][0][0] + assert '0.00001044' in rpc_mock.call_args_list[-1][0][0] + assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0] + assert '-0.824 USD' in rpc_mock.call_args_list[-1][0][0] + + +def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker): + mocker.patch.dict('freqtrade.main._CONF', default_conf) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) + mocker.patch('freqtrade.rpc.init', MagicMock()) + rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) + mocker.patch.multiple('freqtrade.main.exchange', + validate_pairs=MagicMock(), + get_ticker=ticker) + init(default_conf, create_engine('sqlite://')) + + # Create some test data + create_trade(0.001, default_conf['ticker_interval']) trade = Trade.query.first() assert trade @@ -576,7 +607,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.min_roi_reached', return_value=False) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), @@ -588,11 +619,11 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker): buy=MagicMock(return_value='mocked_limit_buy')) init(default_conf, create_engine('sqlite://')) - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) trade = Trade.query.first() trade.update(limit_buy_order) - assert handle_trade(trade) is True + assert handle_trade(trade, default_conf['ticker_interval']) is True def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker): @@ -603,7 +634,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.min_roi_reached', return_value=False) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), @@ -615,11 +646,11 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker): buy=MagicMock(return_value='mocked_limit_buy')) init(default_conf, create_engine('sqlite://')) - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) trade = Trade.query.first() trade.update(limit_buy_order) - assert handle_trade(trade) is True + assert handle_trade(trade, default_conf['ticker_interval']) is True def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker): @@ -630,7 +661,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.min_roi_reached', return_value=False) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), @@ -642,11 +673,11 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker): buy=MagicMock(return_value='mocked_limit_buy')) init(default_conf, create_engine('sqlite://')) - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) trade = Trade.query.first() trade.update(limit_buy_order) - assert handle_trade(trade) is False + assert handle_trade(trade, default_conf['ticker_interval']) is False def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker): @@ -657,7 +688,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.min_roi_reached', return_value=False) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), @@ -669,8 +700,8 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker): buy=MagicMock(return_value='mocked_limit_buy')) init(default_conf, create_engine('sqlite://')) - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) trade = Trade.query.first() trade.update(limit_buy_order) - assert handle_trade(trade) is True + assert handle_trade(trade, default_conf['ticker_interval']) is True diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index f07033637..dc869c27a 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -18,6 +18,13 @@ def plot_parse_args(args ): default = 'BTC_ETH', type = str, ) + parser.add_argument( + '-i', '--interval', + help = 'what interval to use', + dest = 'interval', + default = '5', + type = int, + ) return parser.parse_args(args) @@ -27,11 +34,10 @@ def plot_analyzed_dataframe(args) -> None: :param pair: pair as str :return: None """ - pair = args.pair # Init Bittrex to use public API exchange._API = exchange.Bittrex({'key': '', 'secret': ''}) - ticker = exchange.get_ticker_history(pair) + ticker = exchange.get_ticker_history(args.pair,args.interval) dataframe = analyze.analyze_ticker(ticker) dataframe.loc[dataframe['buy'] == 1, 'buy_price'] = dataframe['close'] @@ -39,7 +45,7 @@ def plot_analyzed_dataframe(args) -> None: # Two subplots sharing x axis fig, (ax1, ax2, ax3) = plt.subplots(3, sharex=True) - fig.suptitle(pair, fontsize=14, fontweight='bold') + fig.suptitle(args.pair + " " + str(args.interval), fontsize=14, fontweight='bold') ax1.plot(dataframe.index.values, dataframe['close'], label='close') # ax1.plot(dataframe.index.values, dataframe['sell'], 'ro', label='sell') ax1.plot(dataframe.index.values, dataframe['sma'], '--', label='SMA') From 4eca4abb215fadc52e6769fb25428bfa5d06cc4d Mon Sep 17 00:00:00 2001 From: Jean-Baptiste LE STANG Date: Fri, 12 Jan 2018 17:06:26 +0100 Subject: [PATCH 05/29] fix unitest file for 30 minutes ticker --- freqtrade/tests/optimize/test_optimize.py | 4 ++-- freqtrade/tests/testdata/BTC_UNITEST-30.json | 1 + 2 files changed, 3 insertions(+), 2 deletions(-) create mode 100644 freqtrade/tests/testdata/BTC_UNITEST-30.json diff --git a/freqtrade/tests/optimize/test_optimize.py b/freqtrade/tests/optimize/test_optimize.py index 3772d7957..ff0d32a70 100644 --- a/freqtrade/tests/optimize/test_optimize.py +++ b/freqtrade/tests/optimize/test_optimize.py @@ -48,9 +48,9 @@ def test_load_data_30min_ticker(default_conf, ticker_history, mocker, caplog): exchange._API = Bittrex({'key': '', 'secret': ''}) - file = 'freqtrade/tests/testdata/BTC_ETH-30.json' + file = 'freqtrade/tests/testdata/BTC_UNITTEST-30.json' _backup_file(file, copy_file=True) - optimize.load_data(None, pairs=['BTC_ETH'], ticker_interval=30) + optimize.load_data(None, pairs=['BTC_UNITTEST'], ticker_interval=30) assert os.path.isfile(file) is True assert ('freqtrade.optimize', logging.INFO, diff --git 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Fri, 12 Jan 2018 19:18:31 +0100 Subject: [PATCH 06/29] plot profit: filter multiple pairs, misc fixes --- docs/plotting.md | 2 +- freqtrade/misc.py | 2 +- scripts/plot_profit.py | 75 ++++++++++++++++++++---------------------- 3 files changed, 37 insertions(+), 42 deletions(-) diff --git a/docs/plotting.md b/docs/plotting.md index f0df496ac..598443e12 100644 --- a/docs/plotting.md +++ b/docs/plotting.md @@ -11,7 +11,7 @@ script/plot_dataframe.py [-h] [-p pair] Example ``` -python script/plot_dataframe.py -p BTC_ETH +python script/plot_dataframe.py -p BTC_ETH,BTC_LTC ``` The -p pair argument, can be used to specify what diff --git a/freqtrade/misc.py b/freqtrade/misc.py index 92fe39ef2..97e885e01 100644 --- a/freqtrade/misc.py +++ b/freqtrade/misc.py @@ -111,7 +111,7 @@ def common_args_parser(description: str): metavar='PATH', ) parser.add_argument( - '-dd', '--datadir', + '--datadir', help='path to backtest data (default freqdata/tests/testdata', dest='datadir', default=os.path.join('freqtrade', 'tests', 'testdata'), diff --git a/scripts/plot_profit.py b/scripts/plot_profit.py index ad8346455..a61335318 100755 --- a/scripts/plot_profit.py +++ b/scripts/plot_profit.py @@ -14,40 +14,27 @@ import freqtrade.analyze as analyze def plot_parse_args(args ): parser = misc.common_args_parser('Graph utility') - # FIX: perhaps delete those backtesting options that are not feasible + # FIX: perhaps delete those backtesting options that are not feasible (shows up in -h) misc.backtesting_options(parser) - # TODO: Make the pair argument take a comma separated list parser.add_argument( '-p', '--pair', - help = 'Show profits for only this pair', + help = 'Show profits for only this pairs. Pairs are comma-separated.', dest = 'pair', default = None ) - return parser.parse_args(args) -def make_profit_array(data, filter_pair): - xmin = 0 - xmax = 0 - - # pair profit-% time duration - # ['BTC_XMR', 0.00537847, 5057, 1] - for trade in data: - pair = trade[0] - profit = trade[1] - x = trade[2] - dur = trade[3] - xmax = max(xmax, x + dur) - - pg = np.zeros(xmax) - +# data:: [ pair, profit-%, time, duration] +# data:: ['BTC_XMR', 0.00537847, 5057, 1] +def make_profit_array(data, px, filter_pairs=[]): + pg = np.zeros(px) # Go through the trades # and make an total profit # array for trade in data: pair = trade[0] - if filter_pair and pair != filter_pair: + if filter_pairs and pair not in filter_pairs: continue profit = trade[1] tim = trade[2] @@ -78,13 +65,14 @@ def plot_profit(args) -> None: # and same timeperiod as used in backtesting # to match the tickerdata against the profits-results - filter_pair = args.pair + filter_pairs = args.pair config = misc.load_config(args.config) pairs = config['exchange']['pair_whitelist'] - if filter_pair: - print('Filtering out pair %s' % filter_pair) - pairs = list(filter(lambda pair: pair == filter_pair, pairs)) + if filter_pairs: + filter_pairs = filter_pairs.split(',') + pairs = list(set(pairs) & set(filter_pairs)) + print('Filter, keep pairs %s' % pairs) tickers = optimize.load_data(args.datadir, pairs=pairs, ticker_interval=args.ticker_interval, @@ -99,23 +87,28 @@ def plot_profit(args) -> None: # But we dont have the date information in the # backtesting results, this is needed to match the dates # For now, assume the dataframes are aligned. + max_x = 0 + for pair, pair_data in dataframes.items(): + n = len(pair_data['close']) + max_x = max(max_x, n) + # if max_x != n: + # raise Exception('Please rerun script. Input data has different lengths %s' + # %('Different pair length: %s <=> %s' %(max_x, n))) + print('max_x: %s' %(max_x)) # We are essentially saying: # array <- sum dataframes[*]['close'] / num_items dataframes # FIX: there should be some onliner numpy/panda for this - - first = True - avgclose = None + avgclose = np.zeros(max_x) num = 0 for pair, pair_data in dataframes.items(): - close = pair_data['close'] - print('Pair %s has length %s' %(pair, len(close))) - num += 1 - if first: - first = False - avgclose = np.copy(close) - else: - avgclose += close + close = pair_data['close'] + maxprice = max(close) # Normalize price to [0,1] + print('Pair %s has length %s' %(pair, len(close))) + for x in range(0, len(close)): + avgclose[x] += close[x] / maxprice + # avgclose += close + num += 1 avgclose /= num # Load the profits results @@ -124,7 +117,7 @@ def plot_profit(args) -> None: filename = 'backtest-result.json' with open(filename) as file: data = json.load(file) - pg = make_profit_array(data, filter_pair) + pg = make_profit_array(data, max_x, filter_pairs) # # Plot the pairs average close prices, and total profit growth @@ -134,17 +127,19 @@ def plot_profit(args) -> None: fig.suptitle('total profit') ax1.plot(avgclose, label='avgclose') ax2.plot(pg, label='profit') - ax1.legend() - ax2.legend() + ax1.legend(loc='upper left') + ax2.legend(loc='upper left') # FIX if we have one line pair in paris # then skip the plotting of the third graph, # or change what we plot # In third graph, we plot each profit separately for pair in pairs: - pg = make_profit_array(data, pair) + pg = make_profit_array(data, max_x, pair) ax3.plot(pg, label=pair) - ax3.legend() + ax3.legend(loc='upper left') + # black background to easier see multiple colors + ax3.set_facecolor('black') # Fine-tune figure; make subplots close to each other and hide x ticks for # all but bottom plot. From 524899ccbf8629b7db97920a5386201ebd0ad76c Mon Sep 17 00:00:00 2001 From: kryofly Date: Fri, 12 Jan 2018 22:15:50 +0100 Subject: [PATCH 07/29] plot profit: export format change --- scripts/plot_profit.py | 10 ++++++---- 1 file changed, 6 insertions(+), 4 deletions(-) diff --git a/scripts/plot_profit.py b/scripts/plot_profit.py index a61335318..e8bdbee5c 100755 --- a/scripts/plot_profit.py +++ b/scripts/plot_profit.py @@ -25,8 +25,10 @@ def plot_parse_args(args ): return parser.parse_args(args) -# data:: [ pair, profit-%, time, duration] -# data:: ['BTC_XMR', 0.00537847, 5057, 1] +# data:: [ pair, profit-%, enter, exit, time, duration] +# data:: ['BTC_XMR', 0.00537847, '1511176800', '1511178000', 5057, 1] +# FIX: make use of the enter/exit dates to insert the +# profit more precisely into the pg array def make_profit_array(data, px, filter_pairs=[]): pg = np.zeros(px) # Go through the trades @@ -37,8 +39,8 @@ def make_profit_array(data, px, filter_pairs=[]): if filter_pairs and pair not in filter_pairs: continue profit = trade[1] - tim = trade[2] - dur = trade[3] + tim = trade[4] + dur = trade[5] pg[tim+dur-1] += profit # rewrite the pg array to go from From 46dc9985fcb4dc103f277d00854e64403992bc79 Mon Sep 17 00:00:00 2001 From: Jean-Baptiste LE STANG Date: Sat, 13 Jan 2018 08:19:39 +0100 Subject: [PATCH 08/29] fixing pep8 compliance --- freqtrade/misc.py | 2 +- freqtrade/tests/optimize/test_optimize.py | 1 + 2 files changed, 2 insertions(+), 1 deletion(-) diff --git a/freqtrade/misc.py b/freqtrade/misc.py index d3ef7cb87..fe0e9525b 100644 --- a/freqtrade/misc.py +++ b/freqtrade/misc.py @@ -218,7 +218,7 @@ CONF_SCHEMA = { 'type': 'object', 'properties': { 'max_open_trades': {'type': 'integer', 'minimum': 1}, - 'ticker_interval': {'type': 'integer', 'minimum':1, 'maximum':1440}, + 'ticker_interval': {'type': 'integer', 'minimum': 1, 'maximum': 1440}, 'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT']}, 'stake_amount': {'type': 'number', 'minimum': 0.0005}, 'fiat_display_currency': {'type': 'string', 'enum': ['AUD', 'BRL', 'CAD', 'CHF', diff --git a/freqtrade/tests/optimize/test_optimize.py b/freqtrade/tests/optimize/test_optimize.py index ff0d32a70..b051a7ae9 100644 --- a/freqtrade/tests/optimize/test_optimize.py +++ b/freqtrade/tests/optimize/test_optimize.py @@ -42,6 +42,7 @@ def _clean_test_file(file: str) -> None: if os.path.isfile(file_swp): os.rename(file_swp, file) + def test_load_data_30min_ticker(default_conf, ticker_history, mocker, caplog): mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history) mocker.patch.dict('freqtrade.main._CONF', default_conf) From 260bb2f5588c92a55dbab5d305eb7e3a81699785 Mon Sep 17 00:00:00 2001 From: Jean-Baptiste LE STANG Date: Sat, 13 Jan 2018 08:32:44 +0100 Subject: [PATCH 09/29] Refreshing pair of only selected ticker_interval --- freqtrade/optimize/__init__.py | 11 +++++------ freqtrade/tests/optimize/test_optimize.py | 19 ++++++++++++++----- 2 files changed, 19 insertions(+), 11 deletions(-) diff --git a/freqtrade/optimize/__init__.py b/freqtrade/optimize/__init__.py index 2a252a9f6..3a22e6a5a 100644 --- a/freqtrade/optimize/__init__.py +++ b/freqtrade/optimize/__init__.py @@ -48,7 +48,7 @@ def load_data(datadir: str, ticker_interval: int, pairs: Optional[List[str]] = N # If the user force the refresh of pairs if refresh_pairs: logger.info('Download data for all pairs and store them in %s', datadir) - download_pairs(datadir, _pairs) + download_pairs(datadir, _pairs, ticker_interval) for pair in _pairs: pairdata = load_tickerdata_file(datadir, pair, ticker_interval) @@ -73,16 +73,15 @@ def make_testdata_path(datadir: str) -> str: '..', 'tests', 'testdata')) -def download_pairs(datadir, pairs: List[str]) -> bool: - """For each pairs passed in parameters, download 1 and 5 ticker intervals""" +def download_pairs(datadir, pairs: List[str], ticker_interval: int) -> bool: + """For each pairs passed in parameters, download the ticker intervals""" for pair in pairs: try: - for interval in [1, 5, 30, 60, 1440]: - download_backtesting_testdata(datadir, pair=pair, interval=interval) + download_backtesting_testdata(datadir, pair=pair, interval=ticker_interval) except BaseException: logger.info('Failed to download the pair: "{pair}", Interval: {interval} min'.format( pair=pair, - interval=interval, + interval=ticker_interval, )) return False return True diff --git a/freqtrade/tests/optimize/test_optimize.py b/freqtrade/tests/optimize/test_optimize.py index b051a7ae9..650a0e1a4 100644 --- a/freqtrade/tests/optimize/test_optimize.py +++ b/freqtrade/tests/optimize/test_optimize.py @@ -130,17 +130,26 @@ def test_download_pairs(default_conf, ticker_history, mocker): _backup_file(file2_1) _backup_file(file2_5) - assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI']) is True + assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI'], ticker_interval=1) is True assert os.path.isfile(file1_1) is True - assert os.path.isfile(file1_5) is True + assert os.path.isfile(file1_5) is False assert os.path.isfile(file2_1) is True + assert os.path.isfile(file2_5) is False + + # clean files freshly downloaded + _clean_test_file(file1_1) + _clean_test_file(file2_1) + + + assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI'], ticker_interval=5) is True + assert os.path.isfile(file1_1) is False + assert os.path.isfile(file1_5) is True + assert os.path.isfile(file2_1) is False assert os.path.isfile(file2_5) is True # clean files freshly downloaded - _clean_test_file(file1_1) _clean_test_file(file1_5) - _clean_test_file(file2_1) _clean_test_file(file2_5) @@ -156,7 +165,7 @@ def test_download_pairs_exception(default_conf, ticker_history, mocker, caplog): _backup_file(file1_1) _backup_file(file1_5) - download_pairs(None, pairs=['BTC-MEME']) + download_pairs(None, pairs=['BTC-MEME'], ticker_interval=1) # clean files freshly downloaded _clean_test_file(file1_1) _clean_test_file(file1_5) From 0328caffe40f5e37d638a6e86d940304589a0e32 Mon Sep 17 00:00:00 2001 From: Jean-Baptiste LE STANG Date: Sat, 13 Jan 2018 08:55:45 +0100 Subject: [PATCH 10/29] backtesting takes its ticker_interval from the config file, else from the command line options --- freqtrade/misc.py | 2 +- freqtrade/optimize/backtesting.py | 8 ++++---- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/freqtrade/misc.py b/freqtrade/misc.py index fe0e9525b..5282a0ae3 100644 --- a/freqtrade/misc.py +++ b/freqtrade/misc.py @@ -166,7 +166,7 @@ def build_subcommands(parser: argparse.ArgumentParser) -> None: ) backtesting_cmd.add_argument( '-i', '--ticker-interval', - help='specify ticker interval in minutes (default: 5)', + help='specify ticker interval in minutes (1, 5, 30, 60, 1440)', dest='ticker_interval', default=5, type=int, diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 6d600b303..2ae88f559 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -150,18 +150,18 @@ def start(args): logger.info('Using config: %s ...', args.config) config = misc.load_config(args.config) - - logger.info('Using ticker_interval: %s ...', args.ticker_interval) + ticker_interval = config.get('ticker_interval', args.ticker_interval) + logger.info('Using ticker_interval: %s ...', ticker_interval) data = {} pairs = config['exchange']['pair_whitelist'] if args.live: logger.info('Downloading data for all pairs in whitelist ...') for pair in pairs: - data[pair] = exchange.get_ticker_history(pair, args.ticker_interval) + data[pair] = exchange.get_ticker_history(pair, ticker_interval) else: logger.info('Using local backtesting data (using whitelist in given config) ...') - data = optimize.load_data(args.datadir, pairs=pairs, ticker_interval=args.ticker_interval, + data = optimize.load_data(args.datadir, pairs=pairs, ticker_interval=ticker_interval, refresh_pairs=args.refresh_pairs) logger.info('Using stake_currency: %s ...', config['stake_currency']) From e834a4e4f55c8f69ff98224ba45539b3c33175fc Mon Sep 17 00:00:00 2001 From: Jean-Baptiste LE STANG Date: Sat, 13 Jan 2018 09:09:12 +0100 Subject: [PATCH 11/29] fixing a duplicated unit test without config --- freqtrade/tests/optimize/test_optimize.py | 3 +-- freqtrade/tests/test_main.py | 6 +++--- 2 files changed, 4 insertions(+), 5 deletions(-) diff --git a/freqtrade/tests/optimize/test_optimize.py b/freqtrade/tests/optimize/test_optimize.py index 650a0e1a4..66c0dc820 100644 --- a/freqtrade/tests/optimize/test_optimize.py +++ b/freqtrade/tests/optimize/test_optimize.py @@ -136,12 +136,11 @@ def test_download_pairs(default_conf, ticker_history, mocker): assert os.path.isfile(file1_5) is False assert os.path.isfile(file2_1) is True assert os.path.isfile(file2_5) is False - + # clean files freshly downloaded _clean_test_file(file1_1) _clean_test_file(file2_1) - assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI'], ticker_interval=5) is True assert os.path.isfile(file1_1) is False assert os.path.isfile(file1_5) is True diff --git a/freqtrade/tests/test_main.py b/freqtrade/tests/test_main.py index f6668d117..4362a4d45 100644 --- a/freqtrade/tests/test_main.py +++ b/freqtrade/tests/test_main.py @@ -538,7 +538,7 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker): assert '-0.824 USD' in rpc_mock.call_args_list[-1][0][0] -def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker): +def test_execute_sell_without_conf_sell_down(default_conf, ticker, ticker_sell_down, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch('freqtrade.rpc.init', MagicMock()) @@ -565,10 +565,10 @@ def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker) assert 'Selling [BTC/ETH]' in rpc_mock.call_args_list[-1][0][0] assert '0.00001044' in rpc_mock.call_args_list[-1][0][0] assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0] - assert '-0.824 USD' in rpc_mock.call_args_list[-1][0][0] + assert '-0.796 USD' in rpc_mock.call_args_list[-1][0][0] -def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker): +def test_execute_sell_without_conf_sell_up(default_conf, ticker, ticker_sell_up, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch('freqtrade.rpc.init', MagicMock()) From c34a61dd55f384a4fa883ac63f7f3def42814b49 Mon Sep 17 00:00:00 2001 From: Jean-Baptiste LE STANG Date: Sat, 13 Jan 2018 09:21:49 +0100 Subject: [PATCH 12/29] really fixing this stuff ... --- freqtrade/tests/test_main.py | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/freqtrade/tests/test_main.py b/freqtrade/tests/test_main.py index 4362a4d45..691ec5f35 100644 --- a/freqtrade/tests/test_main.py +++ b/freqtrade/tests/test_main.py @@ -558,14 +558,16 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, ticker_sell_d mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=ticker_sell_down) + mocker.patch('freqtrade.main._CONF', {}) execute_sell(trade=trade, limit=ticker_sell_down()['bid']) + print(rpc_mock.call_args_list[-1][0][0]) + assert rpc_mock.call_count == 2 assert 'Selling [BTC/ETH]' in rpc_mock.call_args_list[-1][0][0] assert '0.00001044' in rpc_mock.call_args_list[-1][0][0] assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0] - assert '-0.796 USD' in rpc_mock.call_args_list[-1][0][0] def test_execute_sell_without_conf_sell_up(default_conf, ticker, ticker_sell_up, mocker): From 86b11a9365db3c73b58537c8bc9c9284838824d1 Mon Sep 17 00:00:00 2001 From: Jean-Baptiste LE STANG Date: Mon, 15 Jan 2018 22:27:12 +0100 Subject: [PATCH 13/29] Ticker in the conf is now an enum string --- config.json.example | 2 +- freqtrade/exchange/__init__.py | 2 +- freqtrade/misc.py | 2 +- freqtrade/tests/conftest.py | 2 +- freqtrade/tests/rpc/test_rpc_telegram.py | 18 +++---- freqtrade/tests/test_main.py | 64 ++++++++++++------------ 6 files changed, 45 insertions(+), 45 deletions(-) diff --git a/config.json.example b/config.json.example index 37980447d..0f4271001 100644 --- a/config.json.example +++ b/config.json.example @@ -4,7 +4,7 @@ "stake_amount": 0.05, "fiat_display_currency": "USD", "dry_run": false, - "ticker_interval": 5, + "ticker_interval": "5", "minimal_roi": { "40": 0.0, "30": 0.01, diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py index d41c78921..dc85bfedb 100644 --- a/freqtrade/exchange/__init__.py +++ b/freqtrade/exchange/__init__.py @@ -139,7 +139,7 @@ def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict: @cached(TTLCache(maxsize=100, ttl=30)) -def get_ticker_history(pair: str, tick_interval: Optional[int] = 5) -> List[Dict]: +def get_ticker_history(pair: str, tick_interval) -> List[Dict]: return _API.get_ticker_history(pair, tick_interval) diff --git a/freqtrade/misc.py b/freqtrade/misc.py index 5282a0ae3..b02ecb8d9 100644 --- a/freqtrade/misc.py +++ b/freqtrade/misc.py @@ -218,7 +218,7 @@ CONF_SCHEMA = { 'type': 'object', 'properties': { 'max_open_trades': {'type': 'integer', 'minimum': 1}, - 'ticker_interval': {'type': 'integer', 'minimum': 1, 'maximum': 1440}, + 'ticker_interval': {'type': 'string', 'enum': ['1', '5', '30', '60', '1440']}, 'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT']}, 'stake_amount': {'type': 'number', 'minimum': 0.0005}, 'fiat_display_currency': {'type': 'string', 'enum': ['AUD', 'BRL', 'CAD', 'CHF', diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py index 188cc0c68..37dc3e894 100644 --- a/freqtrade/tests/conftest.py +++ b/freqtrade/tests/conftest.py @@ -18,7 +18,7 @@ def default_conf(): "stake_currency": "BTC", "stake_amount": 0.001, "fiat_display_currency": "USD", - "ticker_interval": 5, + "ticker_interval": "5", "dry_run": True, "minimal_roi": { "40": 0.0, diff --git a/freqtrade/tests/rpc/test_rpc_telegram.py b/freqtrade/tests/rpc/test_rpc_telegram.py index 309e8df19..cbfb6b3a4 100644 --- a/freqtrade/tests/rpc/test_rpc_telegram.py +++ b/freqtrade/tests/rpc/test_rpc_telegram.py @@ -102,7 +102,7 @@ def test_status_handle(default_conf, update, ticker, mocker): msg_mock.reset_mock() # Create some test data - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) # Trigger status while we have a fulfilled order for the open trade _status(bot=MagicMock(), update=update) @@ -138,7 +138,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker): msg_mock.reset_mock() # Create some test data - create_trade(15.0, default_conf['ticker_interval']) + create_trade(15.0, int(default_conf['ticker_interval'])) _status_table(bot=MagicMock(), update=update) @@ -176,7 +176,7 @@ def test_profit_handle( msg_mock.reset_mock() # Create some test data - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() # Simulate fulfilled LIMIT_BUY order for trade @@ -225,7 +225,7 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker): init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() assert trade @@ -262,7 +262,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, m init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) # Decrease the price and sell it mocker.patch.multiple('freqtrade.main.exchange', @@ -324,7 +324,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker): # Create some test data for _ in range(4): - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) rpc_mock.reset_mock() update.message.text = '/forcesell all' @@ -389,7 +389,7 @@ def test_performance_handle( init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() assert trade @@ -427,7 +427,7 @@ def test_daily_handle( init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() assert trade @@ -480,7 +480,7 @@ def test_count_handle(default_conf, update, ticker, mocker): update_state(State.RUNNING) # Create some test data - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) msg_mock.reset_mock() _count(bot=MagicMock(), update=update) diff --git a/freqtrade/tests/test_main.py b/freqtrade/tests/test_main.py index 691ec5f35..19ac8d1b5 100644 --- a/freqtrade/tests/test_main.py +++ b/freqtrade/tests/test_main.py @@ -64,7 +64,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, m trades = Trade.query.filter(Trade.is_open.is_(True)).all() assert not trades - result = _process(interval=default_conf['ticker_interval']) + result = _process(interval=int(default_conf['ticker_interval'])) assert result is True trades = Trade.query.filter(Trade.is_open.is_(True)).all() @@ -90,7 +90,7 @@ def test_process_exchange_failures(default_conf, ticker, health, mocker): get_wallet_health=health, buy=MagicMock(side_effect=requests.exceptions.RequestException)) init(default_conf, create_engine('sqlite://')) - result = _process(interval=default_conf['ticker_interval']) + result = _process(interval=int(default_conf['ticker_interval'])) assert result is False assert sleep_mock.has_calls() @@ -108,7 +108,7 @@ def test_process_operational_exception(default_conf, ticker, health, mocker): init(default_conf, create_engine('sqlite://')) assert get_state() == State.RUNNING - result = _process(interval=default_conf['ticker_interval']) + result = _process(interval=int(default_conf['ticker_interval'])) assert result is False assert get_state() == State.STOPPED assert 'OperationalException' in msg_mock.call_args_list[-1][0][0] @@ -129,12 +129,12 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, m trades = Trade.query.filter(Trade.is_open.is_(True)).all() assert not trades - result = _process(interval=default_conf['ticker_interval']) + result = _process(interval=int(default_conf['ticker_interval'])) assert result is True trades = Trade.query.filter(Trade.is_open.is_(True)).all() assert len(trades) == 1 - result = _process(interval=default_conf['ticker_interval']) + result = _process(interval=int(default_conf['ticker_interval'])) assert result is False @@ -150,7 +150,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker): whitelist = copy.deepcopy(default_conf['exchange']['pair_whitelist']) init(default_conf, create_engine('sqlite://')) - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() assert trade is not None @@ -180,7 +180,7 @@ def test_create_trade_minimal_amount(default_conf, ticker, mocker): get_ticker=ticker) init(default_conf, create_engine('sqlite://')) min_stake_amount = 0.0005 - create_trade(min_stake_amount, default_conf['ticker_interval']) + create_trade(min_stake_amount, int(default_conf['ticker_interval'])) rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2] assert rate * amount >= min_stake_amount @@ -195,7 +195,7 @@ def test_create_trade_no_stake_amount(default_conf, ticker, mocker): buy=MagicMock(return_value='mocked_limit_buy'), get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5)) with pytest.raises(DependencyException, match=r'.*stake amount.*'): - create_trade(default_conf['stake_amount'], default_conf['ticker_interval']) + create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval'])) def test_create_trade_no_pairs(default_conf, ticker, mocker): @@ -211,7 +211,7 @@ def test_create_trade_no_pairs(default_conf, ticker, mocker): conf = copy.deepcopy(default_conf) conf['exchange']['pair_whitelist'] = [] mocker.patch.dict('freqtrade.main._CONF', conf) - create_trade(default_conf['stake_amount'], default_conf['ticker_interval']) + create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval'])) def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker): @@ -228,7 +228,7 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker): conf['exchange']['pair_whitelist'] = ["BTC_ETH"] conf['exchange']['pair_blacklist'] = ["BTC_ETH"] mocker.patch.dict('freqtrade.main._CONF', conf) - create_trade(default_conf['stake_amount'], default_conf['ticker_interval']) + create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval'])) def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker): @@ -248,7 +248,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker): ticker=MagicMock(return_value={'price_usd': 15000.0}), _cache_symbols=MagicMock(return_value={'BTC': 1})) init(default_conf, create_engine('sqlite://')) - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() assert trade @@ -256,7 +256,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker): trade.update(limit_buy_order) assert trade.is_open is True - assert handle_trade(trade, default_conf['ticker_interval']) is True + assert handle_trade(trade, int(default_conf['ticker_interval'])) is True assert trade.open_order_id == 'mocked_limit_sell' # Simulate fulfilled LIMIT_SELL order for trade @@ -281,7 +281,7 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog): mocker.patch('freqtrade.main.min_roi_reached', return_value=True) init(default_conf, create_engine('sqlite://')) - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() trade.is_open = True @@ -292,11 +292,11 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog): # executing # if ROI is reached we must sell mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: False) - assert handle_trade(trade, interval=default_conf['ticker_interval']) + assert handle_trade(trade, interval=int(default_conf['ticker_interval'])) assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples # if ROI is reached we must sell even if sell-signal is not signalled mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) - assert handle_trade(trade, interval=default_conf['ticker_interval']) + assert handle_trade(trade, interval=int(default_conf['ticker_interval'])) assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples @@ -314,17 +314,17 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog): mocker.patch('freqtrade.main.min_roi_reached', return_value=False) init(default_conf, create_engine('sqlite://')) - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() trade.is_open = True mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: False) - value_returned = handle_trade(trade, default_conf['ticker_interval']) + value_returned = handle_trade(trade, int(default_conf['ticker_interval'])) assert ('freqtrade', logging.DEBUG, 'Checking sell_signal ...') in caplog.record_tuples assert value_returned is False mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) - assert handle_trade(trade, default_conf['ticker_interval']) + assert handle_trade(trade, int(default_conf['ticker_interval'])) s = 'Executing sell due to sell signal ...' assert ('freqtrade', logging.DEBUG, s) in caplog.record_tuples @@ -340,7 +340,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo # Create trade and sell it init(default_conf, create_engine('sqlite://')) - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() assert trade @@ -350,7 +350,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo assert trade.is_open is False with pytest.raises(ValueError, match=r'.*closed trade.*'): - handle_trade(trade, default_conf['ticker_interval']) + handle_trade(trade, int(default_conf['ticker_interval'])) def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mocker): @@ -482,7 +482,7 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker): init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() assert trade @@ -519,7 +519,7 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker): init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() assert trade @@ -549,7 +549,7 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, ticker_sell_d init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() assert trade @@ -581,7 +581,7 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, ticker_sell_up, init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() assert trade @@ -621,11 +621,11 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker): buy=MagicMock(return_value='mocked_limit_buy')) init(default_conf, create_engine('sqlite://')) - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() trade.update(limit_buy_order) - assert handle_trade(trade, default_conf['ticker_interval']) is True + assert handle_trade(trade, int(default_conf['ticker_interval'])) is True def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker): @@ -648,11 +648,11 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker): buy=MagicMock(return_value='mocked_limit_buy')) init(default_conf, create_engine('sqlite://')) - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() trade.update(limit_buy_order) - assert handle_trade(trade, default_conf['ticker_interval']) is True + assert handle_trade(trade, int(default_conf['ticker_interval'])) is True def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker): @@ -675,11 +675,11 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker): buy=MagicMock(return_value='mocked_limit_buy')) init(default_conf, create_engine('sqlite://')) - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() trade.update(limit_buy_order) - assert handle_trade(trade, default_conf['ticker_interval']) is False + assert handle_trade(trade, int(default_conf['ticker_interval'])) is False def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker): @@ -702,8 +702,8 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker): buy=MagicMock(return_value='mocked_limit_buy')) init(default_conf, create_engine('sqlite://')) - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() trade.update(limit_buy_order) - assert handle_trade(trade, default_conf['ticker_interval']) is True + assert handle_trade(trade, int(default_conf['ticker_interval'])) is True From bcabb90f5a98c390a0b009034ea9313551d6b5fc Mon Sep 17 00:00:00 2001 From: Jean-Baptiste LE STANG Date: Mon, 15 Jan 2018 22:36:38 +0100 Subject: [PATCH 14/29] fix typo in API Bittrex --- freqtrade/exchange/bittrex.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/exchange/bittrex.py b/freqtrade/exchange/bittrex.py index ffe43ad0b..270dbcb6c 100644 --- a/freqtrade/exchange/bittrex.py +++ b/freqtrade/exchange/bittrex.py @@ -148,7 +148,7 @@ class Bittrex(Exchange): elif tick_interval == 60: interval = 'hour' elif tick_interval == 1440: - interval = 'day' + interval = 'Day' else: raise ValueError('Cannot parse tick_interval: {}'.format(tick_interval)) From fa3b96eb4afd0d82c1c9803906be1a49ab0afcde Mon Sep 17 00:00:00 2001 From: toto Date: Tue, 16 Jan 2018 21:37:37 +0100 Subject: [PATCH 15/29] fixing default ticker_interval --- freqtrade/main.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/main.py b/freqtrade/main.py index 1fe9c90f7..8906aceb7 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -458,7 +458,7 @@ def main(sysargv=sys.argv[1:]) -> None: _process, min_secs=_CONF['internals'].get('process_throttle_secs', 10), nb_assets=args.dynamic_whitelist, - interval=_CONF.get('ticker_interval', 5) + interval=int(_CONF.get('ticker_interval', "5")) ) old_state = new_state except KeyboardInterrupt: From 58bcb9dfc8c7534f15b1e000982e016348661eb8 Mon Sep 17 00:00:00 2001 From: Jean-Baptiste LE STANG Date: Wed, 17 Jan 2018 11:24:45 +0100 Subject: [PATCH 16/29] Fixing the documentation --- docs/configuration.md | 1 + 1 file changed, 1 insertion(+) diff --git a/docs/configuration.md b/docs/configuration.md index 384775765..63fad1e32 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -17,6 +17,7 @@ The table below will list all configuration parameters. | `max_open_trades` | 3 | Yes | Number of trades open your bot will have. | `stake_currency` | BTC | Yes | Crypto-currency used for trading. | `stake_amount` | 0.05 | Yes | Amount of crypto-currency your bot will use for each trade. Per default, the bot will use (0.05 BTC x 3) = 0.15 BTC in total will be always engaged. +| `ticker_interval` | ["1", "5", "30, "60", "1440"] | No | The ticker interval to use (1min, 5 min, 30 min, 1 hour or 1 day). Defaut is 5 minutes | `fiat_display_currency` | USD | Yes | Fiat currency used to show your profits. More information below. | `dry_run` | true | Yes | Define if the bot must be in Dry-run or production mode. | `minimal_roi` | See below | Yes | Set the threshold in percent the bot will use to sell a trade. More information below. From e2e2005567c2deecb24c68fb064bbc0ca9294d69 Mon Sep 17 00:00:00 2001 From: Jean-Baptiste LE STANG Date: Fri, 12 Jan 2018 17:02:35 +0100 Subject: [PATCH 17/29] Adding 30 minutes, 1 hour, 1 day tickers --- config.json.example | 1 + freqtrade/analyze.py | 4 +- freqtrade/exchange/bittrex.py | 6 + freqtrade/main.py | 15 +-- freqtrade/misc.py | 5 +- freqtrade/optimize/__init__.py | 4 +- freqtrade/tests/conftest.py | 1 + freqtrade/tests/optimize/test_optimize.py | 18 ++- freqtrade/tests/rpc/test_rpc_telegram.py | 40 +++---- freqtrade/tests/test_analyze.py | 10 +- freqtrade/tests/test_main.py | 139 +++++++++++++--------- scripts/plot_dataframe.py | 12 +- 12 files changed, 160 insertions(+), 95 deletions(-) diff --git a/config.json.example b/config.json.example index c68e854e2..37980447d 100644 --- a/config.json.example +++ b/config.json.example @@ -4,6 +4,7 @@ "stake_amount": 0.05, "fiat_display_currency": "USD", "dry_run": false, + "ticker_interval": 5, "minimal_roi": { "40": 0.0, "30": 0.01, diff --git a/freqtrade/analyze.py b/freqtrade/analyze.py index f85c46248..f337887e9 100644 --- a/freqtrade/analyze.py +++ b/freqtrade/analyze.py @@ -280,13 +280,13 @@ def analyze_ticker(ticker_history: List[Dict]) -> DataFrame: return dataframe -def get_signal(pair: str, signal: SignalType) -> bool: +def get_signal(pair: str, signal: SignalType, interval: int) -> bool: """ Calculates current signal based several technical analysis indicators :param pair: pair in format BTC_ANT or BTC-ANT :return: True if pair is good for buying, False otherwise """ - ticker_hist = get_ticker_history(pair) + ticker_hist = get_ticker_history(pair, interval) if not ticker_hist: logger.warning('Empty ticker history for pair %s', pair) return False diff --git a/freqtrade/exchange/bittrex.py b/freqtrade/exchange/bittrex.py index e6cacbd4e..9472d25aa 100644 --- a/freqtrade/exchange/bittrex.py +++ b/freqtrade/exchange/bittrex.py @@ -141,6 +141,12 @@ class Bittrex(Exchange): interval = 'oneMin' elif tick_interval == 5: interval = 'fiveMin' + elif tick_interval == 30: + interval = 'thirtyMin' + elif tick_interval == 60: + interval = 'hour' + elif tick_interval == 1440: + interval = 'day' else: raise ValueError('Cannot parse tick_interval: {}'.format(tick_interval)) diff --git a/freqtrade/main.py b/freqtrade/main.py index c404d6c11..1fe9c90f7 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -54,7 +54,7 @@ def refresh_whitelist(whitelist: List[str]) -> List[str]: return final_list -def _process(nb_assets: Optional[int] = 0) -> bool: +def _process(interval: int, nb_assets: Optional[int] = 0) -> bool: """ Queries the persistence layer for open trades and handles them, otherwise a new trade is created. @@ -79,7 +79,7 @@ def _process(nb_assets: Optional[int] = 0) -> bool: if len(trades) < _CONF['max_open_trades']: try: # Create entity and execute trade - state_changed = create_trade(float(_CONF['stake_amount'])) + state_changed = create_trade(float(_CONF['stake_amount']), interval) if not state_changed: logger.info( 'Checked all whitelisted currencies. ' @@ -97,7 +97,7 @@ def _process(nb_assets: Optional[int] = 0) -> bool: if trade.is_open and trade.open_order_id is None: # Check if we can sell our current pair - state_changed = handle_trade(trade) or state_changed + state_changed = handle_trade(trade, interval) or state_changed if 'unfilledtimeout' in _CONF: # Check and handle any timed out open orders @@ -236,7 +236,7 @@ def min_roi_reached(trade: Trade, current_rate: float, current_time: datetime) - return False -def handle_trade(trade: Trade) -> bool: +def handle_trade(trade: Trade, interval: int) -> bool: """ Sells the current pair if the threshold is reached and updates the trade record. :return: True if trade has been sold, False otherwise @@ -261,7 +261,7 @@ def handle_trade(trade: Trade) -> bool: if trade.calc_profit(rate=current_rate) <= 0: return False logger.debug('Checking sell_signal ...') - if get_signal(trade.pair, SignalType.SELL): + if get_signal(trade.pair, SignalType.SELL, interval): logger.debug('Executing sell due to sell signal ...') execute_sell(trade, current_rate) return True @@ -277,7 +277,7 @@ def get_target_bid(ticker: Dict[str, float]) -> float: return ticker['ask'] + balance * (ticker['last'] - ticker['ask']) -def create_trade(stake_amount: float) -> bool: +def create_trade(stake_amount: float, interval: int) -> bool: """ Checks the implemented trading indicator(s) for a randomly picked pair, if one pair triggers the buy_signal a new trade record gets created @@ -305,7 +305,7 @@ def create_trade(stake_amount: float) -> bool: # Pick pair based on StochRSI buy signals for _pair in whitelist: - if get_signal(_pair, SignalType.BUY): + if get_signal(_pair, SignalType.BUY, interval): pair = _pair break else: @@ -458,6 +458,7 @@ def main(sysargv=sys.argv[1:]) -> None: _process, min_secs=_CONF['internals'].get('process_throttle_secs', 10), nb_assets=args.dynamic_whitelist, + interval=_CONF.get('ticker_interval', 5) ) old_state = new_state except KeyboardInterrupt: diff --git a/freqtrade/misc.py b/freqtrade/misc.py index 979174f8d..7b8abd787 100644 --- a/freqtrade/misc.py +++ b/freqtrade/misc.py @@ -223,6 +223,7 @@ CONF_SCHEMA = { 'type': 'object', 'properties': { 'max_open_trades': {'type': 'integer', 'minimum': 1}, + 'ticker_interval': {'type': 'integer', 'minimum':1, 'maximum':1440}, 'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT']}, 'stake_amount': {'type': 'number', 'minimum': 0.0005}, 'fiat_display_currency': {'type': 'string', 'enum': ['AUD', 'BRL', 'CAD', 'CHF', @@ -276,7 +277,8 @@ CONF_SCHEMA = { 'internals': { 'type': 'object', 'properties': { - 'process_throttle_secs': {'type': 'number'} + 'process_throttle_secs': {'type': 'number'}, + 'interval': {'type': 'integer'} } } }, @@ -312,6 +314,7 @@ CONF_SCHEMA = { ], 'required': [ 'max_open_trades', + 'ticker_interval', 'stake_currency', 'stake_amount', 'fiat_display_currency', diff --git a/freqtrade/optimize/__init__.py b/freqtrade/optimize/__init__.py index 2d73c3215..2a252a9f6 100644 --- a/freqtrade/optimize/__init__.py +++ b/freqtrade/optimize/__init__.py @@ -33,7 +33,7 @@ def load_tickerdata_file(datadir, pair, ticker_interval): return pairdata -def load_data(datadir: str, ticker_interval: int = 5, pairs: Optional[List[str]] = None, +def load_data(datadir: str, ticker_interval: int, pairs: Optional[List[str]] = None, refresh_pairs: Optional[bool] = False) -> Dict[str, List]: """ Loads ticker history data for the given parameters @@ -77,7 +77,7 @@ def download_pairs(datadir, pairs: List[str]) -> bool: """For each pairs passed in parameters, download 1 and 5 ticker intervals""" for pair in pairs: try: - for interval in [1, 5]: + for interval in [1, 5, 30, 60, 1440]: download_backtesting_testdata(datadir, pair=pair, interval=interval) except BaseException: logger.info('Failed to download the pair: "{pair}", Interval: {interval} min'.format( diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py index c779aa726..188cc0c68 100644 --- a/freqtrade/tests/conftest.py +++ b/freqtrade/tests/conftest.py @@ -18,6 +18,7 @@ def default_conf(): "stake_currency": "BTC", "stake_amount": 0.001, "fiat_display_currency": "USD", + "ticker_interval": 5, "dry_run": True, "minimal_roi": { "40": 0.0, diff --git a/freqtrade/tests/optimize/test_optimize.py b/freqtrade/tests/optimize/test_optimize.py index 57c41c9c6..3772d7957 100644 --- a/freqtrade/tests/optimize/test_optimize.py +++ b/freqtrade/tests/optimize/test_optimize.py @@ -42,6 +42,22 @@ def _clean_test_file(file: str) -> None: if os.path.isfile(file_swp): os.rename(file_swp, file) +def test_load_data_30min_ticker(default_conf, ticker_history, mocker, caplog): + mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history) + mocker.patch.dict('freqtrade.main._CONF', default_conf) + + exchange._API = Bittrex({'key': '', 'secret': ''}) + + file = 'freqtrade/tests/testdata/BTC_ETH-30.json' + _backup_file(file, copy_file=True) + optimize.load_data(None, pairs=['BTC_ETH'], ticker_interval=30) + assert os.path.isfile(file) is True + assert ('freqtrade.optimize', + logging.INFO, + 'Download the pair: "BTC_ETH", Interval: 30 min' + ) not in caplog.record_tuples + _clean_test_file(file) + def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog): mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history) @@ -51,7 +67,7 @@ def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog): file = 'freqtrade/tests/testdata/BTC_ETH-5.json' _backup_file(file, copy_file=True) - optimize.load_data(None, pairs=['BTC_ETH']) + optimize.load_data(None, pairs=['BTC_ETH'], ticker_interval=5) assert os.path.isfile(file) is True assert ('freqtrade.optimize', logging.INFO, diff --git a/freqtrade/tests/rpc/test_rpc_telegram.py b/freqtrade/tests/rpc/test_rpc_telegram.py index 58bf0154b..c567ecc6f 100644 --- a/freqtrade/tests/rpc/test_rpc_telegram.py +++ b/freqtrade/tests/rpc/test_rpc_telegram.py @@ -77,7 +77,7 @@ def test_authorized_only_exception(default_conf, mocker): def test_status_handle(default_conf, update, ticker, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) msg_mock = MagicMock() mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) mocker.patch.multiple('freqtrade.rpc.telegram', @@ -102,7 +102,7 @@ def test_status_handle(default_conf, update, ticker, mocker): msg_mock.reset_mock() # Create some test data - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) # Trigger status while we have a fulfilled order for the open trade _status(bot=MagicMock(), update=update) @@ -112,7 +112,7 @@ def test_status_handle(default_conf, update, ticker, mocker): def test_status_table_handle(default_conf, update, ticker, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) msg_mock = MagicMock() mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) mocker.patch.multiple( @@ -138,7 +138,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker): msg_mock.reset_mock() # Create some test data - create_trade(15.0) + create_trade(15.0, default_conf['ticker_interval']) _status_table(bot=MagicMock(), update=update) @@ -154,7 +154,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker): def test_profit_handle( default_conf, update, ticker, ticker_sell_up, limit_buy_order, limit_sell_order, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) msg_mock = MagicMock() mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) mocker.patch.multiple('freqtrade.rpc.telegram', @@ -176,7 +176,7 @@ def test_profit_handle( msg_mock.reset_mock() # Create some test data - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) trade = Trade.query.first() # Simulate fulfilled LIMIT_BUY order for trade @@ -210,7 +210,7 @@ def test_profit_handle( def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) mocker.patch.multiple('freqtrade.rpc.telegram', _CONF=default_conf, @@ -225,7 +225,7 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker): init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) trade = Trade.query.first() assert trade @@ -247,7 +247,7 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker): def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) mocker.patch.multiple('freqtrade.rpc.telegram', _CONF=default_conf, @@ -262,7 +262,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, m init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) # Decrease the price and sell it mocker.patch.multiple('freqtrade.main.exchange', @@ -308,7 +308,7 @@ def test_exec_forcesell_open_orders(default_conf, ticker, mocker): def test_forcesell_all_handle(default_conf, update, ticker, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) mocker.patch.multiple('freqtrade.rpc.telegram', _CONF=default_conf, @@ -324,7 +324,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker): # Create some test data for _ in range(4): - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) rpc_mock.reset_mock() update.message.text = '/forcesell all' @@ -339,7 +339,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker): def test_forcesell_handle_invalid(default_conf, update, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) msg_mock = MagicMock() mocker.patch.multiple('freqtrade.rpc.telegram', _CONF=default_conf, @@ -376,7 +376,7 @@ def test_forcesell_handle_invalid(default_conf, update, mocker): def test_performance_handle( default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) msg_mock = MagicMock() mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) mocker.patch.multiple('freqtrade.rpc.telegram', @@ -389,7 +389,7 @@ def test_performance_handle( init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) trade = Trade.query.first() assert trade @@ -410,7 +410,7 @@ def test_performance_handle( def test_daily_handle( default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) msg_mock = MagicMock() mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) mocker.patch.multiple('freqtrade.rpc.telegram', @@ -427,7 +427,7 @@ def test_daily_handle( init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) trade = Trade.query.first() assert trade @@ -460,7 +460,7 @@ def test_daily_handle( def test_count_handle(default_conf, update, ticker, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) msg_mock = MagicMock() mocker.patch.multiple( 'freqtrade.rpc.telegram', @@ -480,7 +480,7 @@ def test_count_handle(default_conf, update, ticker, mocker): update_state(State.RUNNING) # Create some test data - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) msg_mock.reset_mock() _count(bot=MagicMock(), update=update) @@ -492,7 +492,7 @@ def test_count_handle(default_conf, update, ticker, mocker): def test_performance_handle_invalid(default_conf, update, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) msg_mock = MagicMock() mocker.patch.multiple('freqtrade.rpc.telegram', _CONF=default_conf, diff --git a/freqtrade/tests/test_analyze.py b/freqtrade/tests/test_analyze.py index d1afc4200..5ff313897 100644 --- a/freqtrade/tests/test_analyze.py +++ b/freqtrade/tests/test_analyze.py @@ -42,13 +42,13 @@ def test_returns_latest_buy_signal(mocker): 'freqtrade.analyze.analyze_ticker', return_value=DataFrame([{'buy': 1, 'date': arrow.utcnow()}]) ) - assert get_signal('BTC-ETH', SignalType.BUY) + assert get_signal('BTC-ETH', SignalType.BUY, 5) mocker.patch( 'freqtrade.analyze.analyze_ticker', return_value=DataFrame([{'buy': 0, 'date': arrow.utcnow()}]) ) - assert not get_signal('BTC-ETH', SignalType.BUY) + assert not get_signal('BTC-ETH', SignalType.BUY, 5) def test_returns_latest_sell_signal(mocker): @@ -57,13 +57,13 @@ def test_returns_latest_sell_signal(mocker): 'freqtrade.analyze.analyze_ticker', return_value=DataFrame([{'sell': 1, 'date': arrow.utcnow()}]) ) - assert get_signal('BTC-ETH', SignalType.SELL) + assert get_signal('BTC-ETH', SignalType.SELL, 5) mocker.patch( 'freqtrade.analyze.analyze_ticker', return_value=DataFrame([{'sell': 0, 'date': arrow.utcnow()}]) ) - assert not get_signal('BTC-ETH', SignalType.SELL) + assert not get_signal('BTC-ETH', SignalType.SELL, 5) def test_get_signal_handles_exceptions(mocker): @@ -71,4 +71,4 @@ def test_get_signal_handles_exceptions(mocker): mocker.patch('freqtrade.analyze.analyze_ticker', side_effect=Exception('invalid ticker history ')) - assert not get_signal('BTC-ETH', SignalType.BUY) + assert not get_signal('BTC-ETH', SignalType.BUY, 5) diff --git a/freqtrade/tests/test_main.py b/freqtrade/tests/test_main.py index 97bef2257..f6668d117 100644 --- a/freqtrade/tests/test_main.py +++ b/freqtrade/tests/test_main.py @@ -52,7 +52,7 @@ def test_main_start_hyperopt(mocker): def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=ticker, @@ -64,7 +64,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, m trades = Trade.query.filter(Trade.is_open.is_(True)).all() assert not trades - result = _process() + result = _process(interval=default_conf['ticker_interval']) assert result is True trades = Trade.query.filter(Trade.is_open.is_(True)).all() @@ -82,7 +82,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, m def test_process_exchange_failures(default_conf, ticker, health, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), @@ -90,7 +90,7 @@ def test_process_exchange_failures(default_conf, ticker, health, mocker): get_wallet_health=health, buy=MagicMock(side_effect=requests.exceptions.RequestException)) init(default_conf, create_engine('sqlite://')) - result = _process() + result = _process(interval=default_conf['ticker_interval']) assert result is False assert sleep_mock.has_calls() @@ -99,7 +99,7 @@ def test_process_operational_exception(default_conf, ticker, health, mocker): msg_mock = MagicMock() mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=msg_mock) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=ticker, @@ -108,7 +108,7 @@ def test_process_operational_exception(default_conf, ticker, health, mocker): init(default_conf, create_engine('sqlite://')) assert get_state() == State.RUNNING - result = _process() + result = _process(interval=default_conf['ticker_interval']) assert result is False assert get_state() == State.STOPPED assert 'OperationalException' in msg_mock.call_args_list[-1][0][0] @@ -129,18 +129,18 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, m trades = Trade.query.filter(Trade.is_open.is_(True)).all() assert not trades - result = _process() + result = _process(interval=default_conf['ticker_interval']) assert result is True trades = Trade.query.filter(Trade.is_open.is_(True)).all() assert len(trades) == 1 - result = _process() + result = _process(interval=default_conf['ticker_interval']) assert result is False def test_create_trade(default_conf, ticker, limit_buy_order, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), @@ -150,7 +150,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker): whitelist = copy.deepcopy(default_conf['exchange']['pair_whitelist']) init(default_conf, create_engine('sqlite://')) - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) trade = Trade.query.first() assert trade is not None @@ -171,7 +171,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker): def test_create_trade_minimal_amount(default_conf, ticker, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) buy_mock = mocker.patch( 'freqtrade.main.exchange.buy', MagicMock(return_value='mocked_limit_buy') ) @@ -180,14 +180,14 @@ def test_create_trade_minimal_amount(default_conf, ticker, mocker): get_ticker=ticker) init(default_conf, create_engine('sqlite://')) min_stake_amount = 0.0005 - create_trade(min_stake_amount) + create_trade(min_stake_amount, default_conf['ticker_interval']) rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2] assert rate * amount >= min_stake_amount def test_create_trade_no_stake_amount(default_conf, ticker, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), @@ -195,12 +195,12 @@ def test_create_trade_no_stake_amount(default_conf, ticker, mocker): buy=MagicMock(return_value='mocked_limit_buy'), get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5)) with pytest.raises(DependencyException, match=r'.*stake amount.*'): - create_trade(default_conf['stake_amount']) + create_trade(default_conf['stake_amount'], default_conf['ticker_interval']) def test_create_trade_no_pairs(default_conf, ticker, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), @@ -211,12 +211,12 @@ def test_create_trade_no_pairs(default_conf, ticker, mocker): conf = copy.deepcopy(default_conf) conf['exchange']['pair_whitelist'] = [] mocker.patch.dict('freqtrade.main._CONF', conf) - create_trade(default_conf['stake_amount']) + create_trade(default_conf['stake_amount'], default_conf['ticker_interval']) def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), @@ -228,12 +228,12 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker): conf['exchange']['pair_whitelist'] = ["BTC_ETH"] conf['exchange']['pair_blacklist'] = ["BTC_ETH"] mocker.patch.dict('freqtrade.main._CONF', conf) - create_trade(default_conf['stake_amount']) + create_trade(default_conf['stake_amount'], default_conf['ticker_interval']) def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), @@ -248,7 +248,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker): ticker=MagicMock(return_value={'price_usd': 15000.0}), _cache_symbols=MagicMock(return_value={'BTC': 1})) init(default_conf, create_engine('sqlite://')) - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) trade = Trade.query.first() assert trade @@ -256,7 +256,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker): trade.update(limit_buy_order) assert trade.is_open is True - handle_trade(trade) + assert handle_trade(trade, default_conf['ticker_interval']) is True assert trade.open_order_id == 'mocked_limit_sell' # Simulate fulfilled LIMIT_SELL order for trade @@ -272,7 +272,7 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog): default_conf.update({'experimental': {'use_sell_signal': True}}) mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), @@ -281,7 +281,7 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog): mocker.patch('freqtrade.main.min_roi_reached', return_value=True) init(default_conf, create_engine('sqlite://')) - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) trade = Trade.query.first() trade.is_open = True @@ -291,12 +291,13 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog): # we might just want to check if we are in a sell condition without # executing # if ROI is reached we must sell - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: False) - assert handle_trade(trade) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: False) + assert handle_trade(trade, interval=default_conf['ticker_interval']) assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples # if ROI is reached we must sell even if sell-signal is not signalled - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) - assert handle_trade(trade) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) + assert handle_trade(trade, interval=default_conf['ticker_interval']) + assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples @@ -304,7 +305,7 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog): default_conf.update({'experimental': {'use_sell_signal': True}}) mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), @@ -313,24 +314,24 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog): mocker.patch('freqtrade.main.min_roi_reached', return_value=False) init(default_conf, create_engine('sqlite://')) - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) trade = Trade.query.first() trade.is_open = True - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: False) - value_returned = handle_trade(trade) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: False) + value_returned = handle_trade(trade, default_conf['ticker_interval']) assert ('freqtrade', logging.DEBUG, 'Checking sell_signal ...') in caplog.record_tuples assert value_returned is False - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) - assert handle_trade(trade) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) + assert handle_trade(trade, default_conf['ticker_interval']) s = 'Executing sell due to sell signal ...' assert ('freqtrade', logging.DEBUG, s) in caplog.record_tuples def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), @@ -339,7 +340,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo # Create trade and sell it init(default_conf, create_engine('sqlite://')) - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) trade = Trade.query.first() assert trade @@ -349,7 +350,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo assert trade.is_open is False with pytest.raises(ValueError, match=r'.*closed trade.*'): - handle_trade(trade) + handle_trade(trade, default_conf['ticker_interval']) def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mocker): @@ -469,7 +470,7 @@ def test_balance_bigger_last_ask(mocker): def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch('freqtrade.rpc.init', MagicMock()) rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', @@ -481,7 +482,7 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker): init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) trade = Trade.query.first() assert trade @@ -502,7 +503,7 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker): def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch('freqtrade.rpc.init', MagicMock()) rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) mocker.patch.multiple('freqtrade.rpc.telegram', @@ -518,7 +519,7 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker): init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) trade = Trade.query.first() assert trade @@ -539,7 +540,7 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker): def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch('freqtrade.rpc.init', MagicMock()) rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', @@ -548,7 +549,37 @@ def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker) init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) + + trade = Trade.query.first() + assert trade + + # Decrease the price and sell it + mocker.patch.multiple('freqtrade.main.exchange', + validate_pairs=MagicMock(), + get_ticker=ticker_sell_down) + + execute_sell(trade=trade, limit=ticker_sell_down()['bid']) + + assert rpc_mock.call_count == 2 + assert 'Selling [BTC/ETH]' in rpc_mock.call_args_list[-1][0][0] + assert '0.00001044' in rpc_mock.call_args_list[-1][0][0] + assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0] + assert '-0.824 USD' in rpc_mock.call_args_list[-1][0][0] + + +def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker): + mocker.patch.dict('freqtrade.main._CONF', default_conf) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) + mocker.patch('freqtrade.rpc.init', MagicMock()) + rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) + mocker.patch.multiple('freqtrade.main.exchange', + validate_pairs=MagicMock(), + get_ticker=ticker) + init(default_conf, create_engine('sqlite://')) + + # Create some test data + create_trade(0.001, default_conf['ticker_interval']) trade = Trade.query.first() assert trade @@ -576,7 +607,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.min_roi_reached', return_value=False) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), @@ -588,11 +619,11 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker): buy=MagicMock(return_value='mocked_limit_buy')) init(default_conf, create_engine('sqlite://')) - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) trade = Trade.query.first() trade.update(limit_buy_order) - assert handle_trade(trade) is True + assert handle_trade(trade, default_conf['ticker_interval']) is True def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker): @@ -603,7 +634,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.min_roi_reached', return_value=False) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), @@ -615,11 +646,11 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker): buy=MagicMock(return_value='mocked_limit_buy')) init(default_conf, create_engine('sqlite://')) - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) trade = Trade.query.first() trade.update(limit_buy_order) - assert handle_trade(trade) is True + assert handle_trade(trade, default_conf['ticker_interval']) is True def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker): @@ -630,7 +661,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.min_roi_reached', return_value=False) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), @@ -642,11 +673,11 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker): buy=MagicMock(return_value='mocked_limit_buy')) init(default_conf, create_engine('sqlite://')) - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) trade = Trade.query.first() trade.update(limit_buy_order) - assert handle_trade(trade) is False + assert handle_trade(trade, default_conf['ticker_interval']) is False def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker): @@ -657,7 +688,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.min_roi_reached', return_value=False) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), @@ -669,8 +700,8 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker): buy=MagicMock(return_value='mocked_limit_buy')) init(default_conf, create_engine('sqlite://')) - create_trade(0.001) + create_trade(0.001, default_conf['ticker_interval']) trade = Trade.query.first() trade.update(limit_buy_order) - assert handle_trade(trade) is True + assert handle_trade(trade, default_conf['ticker_interval']) is True diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index f07033637..dc869c27a 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -18,6 +18,13 @@ def plot_parse_args(args ): default = 'BTC_ETH', type = str, ) + parser.add_argument( + '-i', '--interval', + help = 'what interval to use', + dest = 'interval', + default = '5', + type = int, + ) return parser.parse_args(args) @@ -27,11 +34,10 @@ def plot_analyzed_dataframe(args) -> None: :param pair: pair as str :return: None """ - pair = args.pair # Init Bittrex to use public API exchange._API = exchange.Bittrex({'key': '', 'secret': ''}) - ticker = exchange.get_ticker_history(pair) + ticker = exchange.get_ticker_history(args.pair,args.interval) dataframe = analyze.analyze_ticker(ticker) dataframe.loc[dataframe['buy'] == 1, 'buy_price'] = dataframe['close'] @@ -39,7 +45,7 @@ def plot_analyzed_dataframe(args) -> None: # Two subplots sharing x axis fig, (ax1, ax2, ax3) = plt.subplots(3, sharex=True) - fig.suptitle(pair, fontsize=14, fontweight='bold') + fig.suptitle(args.pair + " " + str(args.interval), fontsize=14, fontweight='bold') ax1.plot(dataframe.index.values, dataframe['close'], label='close') # ax1.plot(dataframe.index.values, dataframe['sell'], 'ro', label='sell') ax1.plot(dataframe.index.values, dataframe['sma'], '--', label='SMA') From a0df566b2b6840f1abd9aaf1bba47e109e996ae3 Mon Sep 17 00:00:00 2001 From: Jean-Baptiste LE STANG Date: Fri, 12 Jan 2018 17:06:26 +0100 Subject: [PATCH 18/29] fix unitest file for 30 minutes ticker --- freqtrade/tests/optimize/test_optimize.py | 4 ++-- freqtrade/tests/testdata/BTC_UNITEST-30.json | 1 + 2 files changed, 3 insertions(+), 2 deletions(-) create mode 100644 freqtrade/tests/testdata/BTC_UNITEST-30.json diff --git a/freqtrade/tests/optimize/test_optimize.py b/freqtrade/tests/optimize/test_optimize.py index 3772d7957..ff0d32a70 100644 --- a/freqtrade/tests/optimize/test_optimize.py +++ b/freqtrade/tests/optimize/test_optimize.py @@ -48,9 +48,9 @@ def test_load_data_30min_ticker(default_conf, ticker_history, mocker, caplog): exchange._API = Bittrex({'key': '', 'secret': ''}) - file = 'freqtrade/tests/testdata/BTC_ETH-30.json' + file = 'freqtrade/tests/testdata/BTC_UNITTEST-30.json' _backup_file(file, copy_file=True) - optimize.load_data(None, pairs=['BTC_ETH'], ticker_interval=30) + optimize.load_data(None, pairs=['BTC_UNITTEST'], ticker_interval=30) assert os.path.isfile(file) is True assert ('freqtrade.optimize', logging.INFO, diff --git a/freqtrade/tests/testdata/BTC_UNITEST-30.json b/freqtrade/tests/testdata/BTC_UNITEST-30.json new file mode 100644 index 000000000..62ef409ab --- /dev/null +++ b/freqtrade/tests/testdata/BTC_UNITEST-30.json @@ -0,0 +1 @@ +[{"O": 0.04100025, "H": 0.04104949, "L": 0.04088, "C": 0.04089, "V": 1825.39285708, "T": "2017-12-03T13:00:00", "BV": 74.76226165}, {"O": 0.04089, "H": 0.04093769, "L": 0.04082286, "C": 0.04082286, "V": 1309.53091759, "T": "2017-12-03T13:30:00", "BV": 53.50396276}, {"O": 0.04084, "H": 0.04084999, "L": 0.04070246, "C": 0.04084997, "V": 2565.65957503, "T": "2017-12-03T14:00:00", "BV": 104.71857572}, {"O": 0.04084997, "H": 0.041, "L": 0.0407523, "C": 0.04096101, "V": 1401.44222463, "T": "2017-12-03T14:30:00", "BV": 57.27872075}, {"O": 0.04096498, "H": 0.0409999, "L": 0.04055789, "C": 0.04055789, "V": 1587.87340484, "T": "2017-12-03T15:00:00", "BV": 64.7344385}, {"O": 0.0406, "H": 0.04085, "L": 0.0404399, "C": 0.04051978, "V": 1580.38306501, "T": "2017-12-03T15:30:00", 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LE STANG Date: Sat, 13 Jan 2018 08:19:39 +0100 Subject: [PATCH 19/29] fixing pep8 compliance --- freqtrade/misc.py | 2 +- freqtrade/tests/optimize/test_optimize.py | 1 + 2 files changed, 2 insertions(+), 1 deletion(-) diff --git a/freqtrade/misc.py b/freqtrade/misc.py index 7b8abd787..7f237b6d1 100644 --- a/freqtrade/misc.py +++ b/freqtrade/misc.py @@ -223,7 +223,7 @@ CONF_SCHEMA = { 'type': 'object', 'properties': { 'max_open_trades': {'type': 'integer', 'minimum': 1}, - 'ticker_interval': {'type': 'integer', 'minimum':1, 'maximum':1440}, + 'ticker_interval': {'type': 'integer', 'minimum': 1, 'maximum': 1440}, 'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT']}, 'stake_amount': {'type': 'number', 'minimum': 0.0005}, 'fiat_display_currency': {'type': 'string', 'enum': ['AUD', 'BRL', 'CAD', 'CHF', diff --git a/freqtrade/tests/optimize/test_optimize.py b/freqtrade/tests/optimize/test_optimize.py index ff0d32a70..b051a7ae9 100644 --- a/freqtrade/tests/optimize/test_optimize.py +++ b/freqtrade/tests/optimize/test_optimize.py @@ -42,6 +42,7 @@ def _clean_test_file(file: str) -> None: if os.path.isfile(file_swp): os.rename(file_swp, file) + def test_load_data_30min_ticker(default_conf, ticker_history, mocker, caplog): mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history) mocker.patch.dict('freqtrade.main._CONF', default_conf) From 2509ce030dfae0f9c993828f1f9ba210b6e86945 Mon Sep 17 00:00:00 2001 From: Jean-Baptiste LE STANG Date: Sat, 13 Jan 2018 08:32:44 +0100 Subject: [PATCH 20/29] Refreshing pair of only selected ticker_interval --- freqtrade/optimize/__init__.py | 11 +++++------ freqtrade/tests/optimize/test_optimize.py | 19 ++++++++++++++----- 2 files changed, 19 insertions(+), 11 deletions(-) diff --git a/freqtrade/optimize/__init__.py b/freqtrade/optimize/__init__.py index 2a252a9f6..3a22e6a5a 100644 --- a/freqtrade/optimize/__init__.py +++ b/freqtrade/optimize/__init__.py @@ -48,7 +48,7 @@ def load_data(datadir: str, ticker_interval: int, pairs: Optional[List[str]] = N # If the user force the refresh of pairs if refresh_pairs: logger.info('Download data for all pairs and store them in %s', datadir) - download_pairs(datadir, _pairs) + download_pairs(datadir, _pairs, ticker_interval) for pair in _pairs: pairdata = load_tickerdata_file(datadir, pair, ticker_interval) @@ -73,16 +73,15 @@ def make_testdata_path(datadir: str) -> str: '..', 'tests', 'testdata')) -def download_pairs(datadir, pairs: List[str]) -> bool: - """For each pairs passed in parameters, download 1 and 5 ticker intervals""" +def download_pairs(datadir, pairs: List[str], ticker_interval: int) -> bool: + """For each pairs passed in parameters, download the ticker intervals""" for pair in pairs: try: - for interval in [1, 5, 30, 60, 1440]: - download_backtesting_testdata(datadir, pair=pair, interval=interval) + download_backtesting_testdata(datadir, pair=pair, interval=ticker_interval) except BaseException: logger.info('Failed to download the pair: "{pair}", Interval: {interval} min'.format( pair=pair, - interval=interval, + interval=ticker_interval, )) return False return True diff --git a/freqtrade/tests/optimize/test_optimize.py b/freqtrade/tests/optimize/test_optimize.py index b051a7ae9..650a0e1a4 100644 --- a/freqtrade/tests/optimize/test_optimize.py +++ b/freqtrade/tests/optimize/test_optimize.py @@ -130,17 +130,26 @@ def test_download_pairs(default_conf, ticker_history, mocker): _backup_file(file2_1) _backup_file(file2_5) - assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI']) is True + assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI'], ticker_interval=1) is True assert os.path.isfile(file1_1) is True - assert os.path.isfile(file1_5) is True + assert os.path.isfile(file1_5) is False assert os.path.isfile(file2_1) is True + assert os.path.isfile(file2_5) is False + + # clean files freshly downloaded + _clean_test_file(file1_1) + _clean_test_file(file2_1) + + + assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI'], ticker_interval=5) is True + assert os.path.isfile(file1_1) is False + assert os.path.isfile(file1_5) is True + assert os.path.isfile(file2_1) is False assert os.path.isfile(file2_5) is True # clean files freshly downloaded - _clean_test_file(file1_1) _clean_test_file(file1_5) - _clean_test_file(file2_1) _clean_test_file(file2_5) @@ -156,7 +165,7 @@ def test_download_pairs_exception(default_conf, ticker_history, mocker, caplog): _backup_file(file1_1) _backup_file(file1_5) - download_pairs(None, pairs=['BTC-MEME']) + download_pairs(None, pairs=['BTC-MEME'], ticker_interval=1) # clean files freshly downloaded _clean_test_file(file1_1) _clean_test_file(file1_5) From 7b292d5ca38e8390035638f1249eae36ac731c2b Mon Sep 17 00:00:00 2001 From: Jean-Baptiste LE STANG Date: Sat, 13 Jan 2018 08:55:45 +0100 Subject: [PATCH 21/29] backtesting takes its ticker_interval from the config file, else from the command line options --- freqtrade/misc.py | 2 +- freqtrade/optimize/backtesting.py | 8 ++++---- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/freqtrade/misc.py b/freqtrade/misc.py index 7f237b6d1..e35f006d2 100644 --- a/freqtrade/misc.py +++ b/freqtrade/misc.py @@ -171,7 +171,7 @@ def build_subcommands(parser: argparse.ArgumentParser) -> None: ) backtesting_cmd.add_argument( '-i', '--ticker-interval', - help='specify ticker interval in minutes (default: 5)', + help='specify ticker interval in minutes (1, 5, 30, 60, 1440)', dest='ticker_interval', default=5, type=int, diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 6d600b303..2ae88f559 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -150,18 +150,18 @@ def start(args): logger.info('Using config: %s ...', args.config) config = misc.load_config(args.config) - - logger.info('Using ticker_interval: %s ...', args.ticker_interval) + ticker_interval = config.get('ticker_interval', args.ticker_interval) + logger.info('Using ticker_interval: %s ...', ticker_interval) data = {} pairs = config['exchange']['pair_whitelist'] if args.live: logger.info('Downloading data for all pairs in whitelist ...') for pair in pairs: - data[pair] = exchange.get_ticker_history(pair, args.ticker_interval) + data[pair] = exchange.get_ticker_history(pair, ticker_interval) else: logger.info('Using local backtesting data (using whitelist in given config) ...') - data = optimize.load_data(args.datadir, pairs=pairs, ticker_interval=args.ticker_interval, + data = optimize.load_data(args.datadir, pairs=pairs, ticker_interval=ticker_interval, refresh_pairs=args.refresh_pairs) logger.info('Using stake_currency: %s ...', config['stake_currency']) From 3a4ff4c76c4e248b9d185b3e619db20c63efbc70 Mon Sep 17 00:00:00 2001 From: Jean-Baptiste LE STANG Date: Sat, 13 Jan 2018 09:09:12 +0100 Subject: [PATCH 22/29] fixing a duplicated unit test without config --- freqtrade/tests/optimize/test_optimize.py | 3 +-- freqtrade/tests/test_main.py | 6 +++--- 2 files changed, 4 insertions(+), 5 deletions(-) diff --git a/freqtrade/tests/optimize/test_optimize.py b/freqtrade/tests/optimize/test_optimize.py index 650a0e1a4..66c0dc820 100644 --- a/freqtrade/tests/optimize/test_optimize.py +++ b/freqtrade/tests/optimize/test_optimize.py @@ -136,12 +136,11 @@ def test_download_pairs(default_conf, ticker_history, mocker): assert os.path.isfile(file1_5) is False assert os.path.isfile(file2_1) is True assert os.path.isfile(file2_5) is False - + # clean files freshly downloaded _clean_test_file(file1_1) _clean_test_file(file2_1) - assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI'], ticker_interval=5) is True assert os.path.isfile(file1_1) is False assert os.path.isfile(file1_5) is True diff --git a/freqtrade/tests/test_main.py b/freqtrade/tests/test_main.py index f6668d117..4362a4d45 100644 --- a/freqtrade/tests/test_main.py +++ b/freqtrade/tests/test_main.py @@ -538,7 +538,7 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker): assert '-0.824 USD' in rpc_mock.call_args_list[-1][0][0] -def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker): +def test_execute_sell_without_conf_sell_down(default_conf, ticker, ticker_sell_down, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch('freqtrade.rpc.init', MagicMock()) @@ -565,10 +565,10 @@ def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker) assert 'Selling [BTC/ETH]' in rpc_mock.call_args_list[-1][0][0] assert '0.00001044' in rpc_mock.call_args_list[-1][0][0] assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0] - assert '-0.824 USD' in rpc_mock.call_args_list[-1][0][0] + assert '-0.796 USD' in rpc_mock.call_args_list[-1][0][0] -def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker): +def test_execute_sell_without_conf_sell_up(default_conf, ticker, ticker_sell_up, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) mocker.patch('freqtrade.rpc.init', MagicMock()) From 658d16c2cd9d40f050ae0e93ef330f370b7ac345 Mon Sep 17 00:00:00 2001 From: Jean-Baptiste LE STANG Date: Sat, 13 Jan 2018 09:21:49 +0100 Subject: [PATCH 23/29] really fixing this stuff ... --- freqtrade/tests/test_main.py | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/freqtrade/tests/test_main.py b/freqtrade/tests/test_main.py index 4362a4d45..691ec5f35 100644 --- a/freqtrade/tests/test_main.py +++ b/freqtrade/tests/test_main.py @@ -558,14 +558,16 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, ticker_sell_d mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=ticker_sell_down) + mocker.patch('freqtrade.main._CONF', {}) execute_sell(trade=trade, limit=ticker_sell_down()['bid']) + print(rpc_mock.call_args_list[-1][0][0]) + assert rpc_mock.call_count == 2 assert 'Selling [BTC/ETH]' in rpc_mock.call_args_list[-1][0][0] assert '0.00001044' in rpc_mock.call_args_list[-1][0][0] assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0] - assert '-0.796 USD' in rpc_mock.call_args_list[-1][0][0] def test_execute_sell_without_conf_sell_up(default_conf, ticker, ticker_sell_up, mocker): From 8e5de365a5a9cd64edabef6be5dabe5724de7ceb Mon Sep 17 00:00:00 2001 From: Jean-Baptiste LE STANG Date: Mon, 15 Jan 2018 22:27:12 +0100 Subject: [PATCH 24/29] Ticker in the conf is now an enum string --- config.json.example | 2 +- freqtrade/exchange/__init__.py | 2 +- freqtrade/misc.py | 2 +- freqtrade/tests/conftest.py | 2 +- freqtrade/tests/rpc/test_rpc_telegram.py | 18 +++---- freqtrade/tests/test_main.py | 64 ++++++++++++------------ 6 files changed, 45 insertions(+), 45 deletions(-) diff --git a/config.json.example b/config.json.example index 37980447d..0f4271001 100644 --- a/config.json.example +++ b/config.json.example @@ -4,7 +4,7 @@ "stake_amount": 0.05, "fiat_display_currency": "USD", "dry_run": false, - "ticker_interval": 5, + "ticker_interval": "5", "minimal_roi": { "40": 0.0, "30": 0.01, diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py index d41c78921..dc85bfedb 100644 --- a/freqtrade/exchange/__init__.py +++ b/freqtrade/exchange/__init__.py @@ -139,7 +139,7 @@ def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict: @cached(TTLCache(maxsize=100, ttl=30)) -def get_ticker_history(pair: str, tick_interval: Optional[int] = 5) -> List[Dict]: +def get_ticker_history(pair: str, tick_interval) -> List[Dict]: return _API.get_ticker_history(pair, tick_interval) diff --git a/freqtrade/misc.py b/freqtrade/misc.py index e35f006d2..c97e4635f 100644 --- a/freqtrade/misc.py +++ b/freqtrade/misc.py @@ -223,7 +223,7 @@ CONF_SCHEMA = { 'type': 'object', 'properties': { 'max_open_trades': {'type': 'integer', 'minimum': 1}, - 'ticker_interval': {'type': 'integer', 'minimum': 1, 'maximum': 1440}, + 'ticker_interval': {'type': 'string', 'enum': ['1', '5', '30', '60', '1440']}, 'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT']}, 'stake_amount': {'type': 'number', 'minimum': 0.0005}, 'fiat_display_currency': {'type': 'string', 'enum': ['AUD', 'BRL', 'CAD', 'CHF', diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py index 188cc0c68..37dc3e894 100644 --- a/freqtrade/tests/conftest.py +++ b/freqtrade/tests/conftest.py @@ -18,7 +18,7 @@ def default_conf(): "stake_currency": "BTC", "stake_amount": 0.001, "fiat_display_currency": "USD", - "ticker_interval": 5, + "ticker_interval": "5", "dry_run": True, "minimal_roi": { "40": 0.0, diff --git a/freqtrade/tests/rpc/test_rpc_telegram.py b/freqtrade/tests/rpc/test_rpc_telegram.py index c567ecc6f..2e77d6c90 100644 --- a/freqtrade/tests/rpc/test_rpc_telegram.py +++ b/freqtrade/tests/rpc/test_rpc_telegram.py @@ -102,7 +102,7 @@ def test_status_handle(default_conf, update, ticker, mocker): msg_mock.reset_mock() # Create some test data - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) # Trigger status while we have a fulfilled order for the open trade _status(bot=MagicMock(), update=update) @@ -138,7 +138,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker): msg_mock.reset_mock() # Create some test data - create_trade(15.0, default_conf['ticker_interval']) + create_trade(15.0, int(default_conf['ticker_interval'])) _status_table(bot=MagicMock(), update=update) @@ -176,7 +176,7 @@ def test_profit_handle( msg_mock.reset_mock() # Create some test data - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() # Simulate fulfilled LIMIT_BUY order for trade @@ -225,7 +225,7 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker): init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() assert trade @@ -262,7 +262,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, m init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) # Decrease the price and sell it mocker.patch.multiple('freqtrade.main.exchange', @@ -324,7 +324,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker): # Create some test data for _ in range(4): - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) rpc_mock.reset_mock() update.message.text = '/forcesell all' @@ -389,7 +389,7 @@ def test_performance_handle( init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() assert trade @@ -427,7 +427,7 @@ def test_daily_handle( init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() assert trade @@ -480,7 +480,7 @@ def test_count_handle(default_conf, update, ticker, mocker): update_state(State.RUNNING) # Create some test data - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) msg_mock.reset_mock() _count(bot=MagicMock(), update=update) diff --git a/freqtrade/tests/test_main.py b/freqtrade/tests/test_main.py index 691ec5f35..19ac8d1b5 100644 --- a/freqtrade/tests/test_main.py +++ b/freqtrade/tests/test_main.py @@ -64,7 +64,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, m trades = Trade.query.filter(Trade.is_open.is_(True)).all() assert not trades - result = _process(interval=default_conf['ticker_interval']) + result = _process(interval=int(default_conf['ticker_interval'])) assert result is True trades = Trade.query.filter(Trade.is_open.is_(True)).all() @@ -90,7 +90,7 @@ def test_process_exchange_failures(default_conf, ticker, health, mocker): get_wallet_health=health, buy=MagicMock(side_effect=requests.exceptions.RequestException)) init(default_conf, create_engine('sqlite://')) - result = _process(interval=default_conf['ticker_interval']) + result = _process(interval=int(default_conf['ticker_interval'])) assert result is False assert sleep_mock.has_calls() @@ -108,7 +108,7 @@ def test_process_operational_exception(default_conf, ticker, health, mocker): init(default_conf, create_engine('sqlite://')) assert get_state() == State.RUNNING - result = _process(interval=default_conf['ticker_interval']) + result = _process(interval=int(default_conf['ticker_interval'])) assert result is False assert get_state() == State.STOPPED assert 'OperationalException' in msg_mock.call_args_list[-1][0][0] @@ -129,12 +129,12 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, m trades = Trade.query.filter(Trade.is_open.is_(True)).all() assert not trades - result = _process(interval=default_conf['ticker_interval']) + result = _process(interval=int(default_conf['ticker_interval'])) assert result is True trades = Trade.query.filter(Trade.is_open.is_(True)).all() assert len(trades) == 1 - result = _process(interval=default_conf['ticker_interval']) + result = _process(interval=int(default_conf['ticker_interval'])) assert result is False @@ -150,7 +150,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker): whitelist = copy.deepcopy(default_conf['exchange']['pair_whitelist']) init(default_conf, create_engine('sqlite://')) - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() assert trade is not None @@ -180,7 +180,7 @@ def test_create_trade_minimal_amount(default_conf, ticker, mocker): get_ticker=ticker) init(default_conf, create_engine('sqlite://')) min_stake_amount = 0.0005 - create_trade(min_stake_amount, default_conf['ticker_interval']) + create_trade(min_stake_amount, int(default_conf['ticker_interval'])) rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2] assert rate * amount >= min_stake_amount @@ -195,7 +195,7 @@ def test_create_trade_no_stake_amount(default_conf, ticker, mocker): buy=MagicMock(return_value='mocked_limit_buy'), get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5)) with pytest.raises(DependencyException, match=r'.*stake amount.*'): - create_trade(default_conf['stake_amount'], default_conf['ticker_interval']) + create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval'])) def test_create_trade_no_pairs(default_conf, ticker, mocker): @@ -211,7 +211,7 @@ def test_create_trade_no_pairs(default_conf, ticker, mocker): conf = copy.deepcopy(default_conf) conf['exchange']['pair_whitelist'] = [] mocker.patch.dict('freqtrade.main._CONF', conf) - create_trade(default_conf['stake_amount'], default_conf['ticker_interval']) + create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval'])) def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker): @@ -228,7 +228,7 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker): conf['exchange']['pair_whitelist'] = ["BTC_ETH"] conf['exchange']['pair_blacklist'] = ["BTC_ETH"] mocker.patch.dict('freqtrade.main._CONF', conf) - create_trade(default_conf['stake_amount'], default_conf['ticker_interval']) + create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval'])) def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker): @@ -248,7 +248,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker): ticker=MagicMock(return_value={'price_usd': 15000.0}), _cache_symbols=MagicMock(return_value={'BTC': 1})) init(default_conf, create_engine('sqlite://')) - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() assert trade @@ -256,7 +256,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker): trade.update(limit_buy_order) assert trade.is_open is True - assert handle_trade(trade, default_conf['ticker_interval']) is True + assert handle_trade(trade, int(default_conf['ticker_interval'])) is True assert trade.open_order_id == 'mocked_limit_sell' # Simulate fulfilled LIMIT_SELL order for trade @@ -281,7 +281,7 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog): mocker.patch('freqtrade.main.min_roi_reached', return_value=True) init(default_conf, create_engine('sqlite://')) - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() trade.is_open = True @@ -292,11 +292,11 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog): # executing # if ROI is reached we must sell mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: False) - assert handle_trade(trade, interval=default_conf['ticker_interval']) + assert handle_trade(trade, interval=int(default_conf['ticker_interval'])) assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples # if ROI is reached we must sell even if sell-signal is not signalled mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) - assert handle_trade(trade, interval=default_conf['ticker_interval']) + assert handle_trade(trade, interval=int(default_conf['ticker_interval'])) assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples @@ -314,17 +314,17 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog): mocker.patch('freqtrade.main.min_roi_reached', return_value=False) init(default_conf, create_engine('sqlite://')) - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() trade.is_open = True mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: False) - value_returned = handle_trade(trade, default_conf['ticker_interval']) + value_returned = handle_trade(trade, int(default_conf['ticker_interval'])) assert ('freqtrade', logging.DEBUG, 'Checking sell_signal ...') in caplog.record_tuples assert value_returned is False mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) - assert handle_trade(trade, default_conf['ticker_interval']) + assert handle_trade(trade, int(default_conf['ticker_interval'])) s = 'Executing sell due to sell signal ...' assert ('freqtrade', logging.DEBUG, s) in caplog.record_tuples @@ -340,7 +340,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo # Create trade and sell it init(default_conf, create_engine('sqlite://')) - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() assert trade @@ -350,7 +350,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo assert trade.is_open is False with pytest.raises(ValueError, match=r'.*closed trade.*'): - handle_trade(trade, default_conf['ticker_interval']) + handle_trade(trade, int(default_conf['ticker_interval'])) def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mocker): @@ -482,7 +482,7 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker): init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() assert trade @@ -519,7 +519,7 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker): init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() assert trade @@ -549,7 +549,7 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, ticker_sell_d init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() assert trade @@ -581,7 +581,7 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, ticker_sell_up, init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() assert trade @@ -621,11 +621,11 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker): buy=MagicMock(return_value='mocked_limit_buy')) init(default_conf, create_engine('sqlite://')) - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() trade.update(limit_buy_order) - assert handle_trade(trade, default_conf['ticker_interval']) is True + assert handle_trade(trade, int(default_conf['ticker_interval'])) is True def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker): @@ -648,11 +648,11 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker): buy=MagicMock(return_value='mocked_limit_buy')) init(default_conf, create_engine('sqlite://')) - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() trade.update(limit_buy_order) - assert handle_trade(trade, default_conf['ticker_interval']) is True + assert handle_trade(trade, int(default_conf['ticker_interval'])) is True def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker): @@ -675,11 +675,11 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker): buy=MagicMock(return_value='mocked_limit_buy')) init(default_conf, create_engine('sqlite://')) - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() trade.update(limit_buy_order) - assert handle_trade(trade, default_conf['ticker_interval']) is False + assert handle_trade(trade, int(default_conf['ticker_interval'])) is False def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker): @@ -702,8 +702,8 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker): buy=MagicMock(return_value='mocked_limit_buy')) init(default_conf, create_engine('sqlite://')) - create_trade(0.001, default_conf['ticker_interval']) + create_trade(0.001, int(default_conf['ticker_interval'])) trade = Trade.query.first() trade.update(limit_buy_order) - assert handle_trade(trade, default_conf['ticker_interval']) is True + assert handle_trade(trade, int(default_conf['ticker_interval'])) is True From 42a135fbd957d7f6f1596dcc6fe305cf9d2dee3a Mon Sep 17 00:00:00 2001 From: Jean-Baptiste LE STANG Date: Mon, 15 Jan 2018 22:36:38 +0100 Subject: [PATCH 25/29] fix typo in API Bittrex --- freqtrade/exchange/bittrex.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/exchange/bittrex.py b/freqtrade/exchange/bittrex.py index 9472d25aa..48f276d1b 100644 --- a/freqtrade/exchange/bittrex.py +++ b/freqtrade/exchange/bittrex.py @@ -146,7 +146,7 @@ class Bittrex(Exchange): elif tick_interval == 60: interval = 'hour' elif tick_interval == 1440: - interval = 'day' + interval = 'Day' else: raise ValueError('Cannot parse tick_interval: {}'.format(tick_interval)) From b34621fadf2fc7fc84d7a3cb73f1d7da250711ba Mon Sep 17 00:00:00 2001 From: toto Date: Tue, 16 Jan 2018 21:37:37 +0100 Subject: [PATCH 26/29] fixing default ticker_interval --- freqtrade/main.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/main.py b/freqtrade/main.py index 1fe9c90f7..8906aceb7 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -458,7 +458,7 @@ def main(sysargv=sys.argv[1:]) -> None: _process, min_secs=_CONF['internals'].get('process_throttle_secs', 10), nb_assets=args.dynamic_whitelist, - interval=_CONF.get('ticker_interval', 5) + interval=int(_CONF.get('ticker_interval', "5")) ) old_state = new_state except KeyboardInterrupt: From 5e75f1d8cdfb47c677b4e8c5599e66c1da46ddba Mon Sep 17 00:00:00 2001 From: Jean-Baptiste LE STANG Date: Wed, 17 Jan 2018 11:24:45 +0100 Subject: [PATCH 27/29] Fixing the documentation --- docs/configuration.md | 1 + 1 file changed, 1 insertion(+) diff --git a/docs/configuration.md b/docs/configuration.md index 384775765..63fad1e32 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -17,6 +17,7 @@ The table below will list all configuration parameters. | `max_open_trades` | 3 | Yes | Number of trades open your bot will have. | `stake_currency` | BTC | Yes | Crypto-currency used for trading. | `stake_amount` | 0.05 | Yes | Amount of crypto-currency your bot will use for each trade. Per default, the bot will use (0.05 BTC x 3) = 0.15 BTC in total will be always engaged. +| `ticker_interval` | ["1", "5", "30, "60", "1440"] | No | The ticker interval to use (1min, 5 min, 30 min, 1 hour or 1 day). Defaut is 5 minutes | `fiat_display_currency` | USD | Yes | Fiat currency used to show your profits. More information below. | `dry_run` | true | Yes | Define if the bot must be in Dry-run or production mode. | `minimal_roi` | See below | Yes | Set the threshold in percent the bot will use to sell a trade. More information below. From 081d3932b63f48dd2f6668b7798032572aeb2124 Mon Sep 17 00:00:00 2001 From: Jean-Baptiste LE STANG Date: Sat, 20 Jan 2018 14:44:13 +0100 Subject: [PATCH 28/29] Fixing bug report #406 + unit test --- freqtrade/exchange/bittrex.py | 5 +++-- freqtrade/tests/exchange/test_exchange_bittrex.py | 5 +++++ 2 files changed, 8 insertions(+), 2 deletions(-) diff --git a/freqtrade/exchange/bittrex.py b/freqtrade/exchange/bittrex.py index e6cacbd4e..419f3dd94 100644 --- a/freqtrade/exchange/bittrex.py +++ b/freqtrade/exchange/bittrex.py @@ -122,9 +122,10 @@ class Bittrex(Exchange): raise OperationalException('{message} params=({pair})'.format( message=data['message'], pair=pair)) - + keys = ['Bid', 'Ask', 'Last'] if not data.get('result') or\ - not all(key in data.get('result', {}) for key in ['Bid', 'Ask', 'Last']): + not all(key in data.get('result', {}) for key in keys) or\ + not all(data.get('result', {})[key] is not None for key in keys): raise ContentDecodingError('{message} params=({pair})'.format( message='Got invalid response from bittrex', pair=pair)) diff --git a/freqtrade/tests/exchange/test_exchange_bittrex.py b/freqtrade/tests/exchange/test_exchange_bittrex.py index 4302f9f5f..be6b7cedd 100644 --- a/freqtrade/tests/exchange/test_exchange_bittrex.py +++ b/freqtrade/tests/exchange/test_exchange_bittrex.py @@ -232,6 +232,11 @@ def test_exchange_bittrex_get_ticker_bad(): with pytest.raises(btx.OperationalException, match=r'.*gone bad.*'): wb.get_ticker('BTC_ETH') + fb.result = {'success': True, + 'result': {'Bid': 1, 'Ask': 0, 'Last': None}} # incomplete result + with pytest.raises(ContentDecodingError, match=r'.*Got invalid response from bittrex params.*'): + wb.get_ticker('BTC_ETH') + def test_exchange_bittrex_get_ticker_history_one(): wb = make_wrap_bittrex() From f1efaffe8196a2378f9f7b64274388f27ec3af5f Mon Sep 17 00:00:00 2001 From: Jean-Baptiste LE STANG Date: Sat, 20 Jan 2018 19:30:47 +0100 Subject: [PATCH 29/29] with fXXXXX8 --- freqtrade/tests/optimize/test_optimize.py | 4 ++-- freqtrade/tests/test_analyze.py | 2 +- freqtrade/tests/test_main.py | 2 +- 3 files changed, 4 insertions(+), 4 deletions(-) diff --git a/freqtrade/tests/optimize/test_optimize.py b/freqtrade/tests/optimize/test_optimize.py index 282016b45..6e4bf946e 100644 --- a/freqtrade/tests/optimize/test_optimize.py +++ b/freqtrade/tests/optimize/test_optimize.py @@ -129,7 +129,7 @@ def test_download_pairs(default_conf, ticker_history, mocker): _backup_file(file1_5) _backup_file(file2_1) _backup_file(file2_5) - + assert os.path.isfile(file1_1) is False assert os.path.isfile(file2_1) is False @@ -141,7 +141,7 @@ def test_download_pairs(default_conf, ticker_history, mocker): # clean files freshly downloaded _clean_test_file(file1_1) _clean_test_file(file2_1) - + assert os.path.isfile(file1_5) is False assert os.path.isfile(file2_5) is False diff --git a/freqtrade/tests/test_analyze.py b/freqtrade/tests/test_analyze.py index e5c625e78..8da38fcd7 100644 --- a/freqtrade/tests/test_analyze.py +++ b/freqtrade/tests/test_analyze.py @@ -48,7 +48,7 @@ def test_returns_latest_buy_signal(mocker): 'freqtrade.analyze.analyze_ticker', return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}]) ) - assert get_signal('BTC-ETH',5) == (False, True) + assert get_signal('BTC-ETH', 5) == (False, True) def test_returns_latest_sell_signal(mocker): diff --git a/freqtrade/tests/test_main.py b/freqtrade/tests/test_main.py index 0ce22db30..f174d7f7e 100644 --- a/freqtrade/tests/test_main.py +++ b/freqtrade/tests/test_main.py @@ -589,7 +589,7 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker): def test_execute_sell_without_conf_sell_down(default_conf, ticker, ticker_sell_down, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) - mocker.patch('freqtrade.main.get_signal', side_effect=lambda s,: (True, False)) + mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False)) mocker.patch('freqtrade.rpc.init', MagicMock()) rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) mocker.patch.multiple('freqtrade.main.exchange',