Merge branch 'develop' into test_coverage

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,

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. 

docs/plotting.md

@@ -0,0 +1,48 @@
+# Plotting
+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:
+script/plot_dataframe.py [-h] [-p pair]
+
+Example
+```
+python script/plot_dataframe.py -p BTC_ETH,BTC_LTC
+```
+
+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
+```

freqtrade/analyze.py

@@ -281,38 +281,31 @@ def analyze_ticker(ticker_history: List[Dict]) -> DataFrame:
     return dataframe
 
 
-# FIX: 20180109, there could be some confusion because we will make a
+# FIX: Maybe return False, if an error has occured,
-#      boolean result (execute the action or not depending on the signal).
+#      Otherwise we might mask an error as an non-signal-scenario
-#      But the above checks can also return False, and we hide that.
+def get_signal(pair: str, interval: int) -> (bool, bool):
-#      20180119 Update to above fix, after an code update we now return
-#               a tuple (buy, sell). We could take advantage of this
-#               To distinguish an error from an non-signal situation (False, False)
-#               by just returning False.
-#               In short, if we return False it is error, If a tuple we
-#               get the signal situation.
-def get_signal(pair: str) -> (bool, bool):
     """
     Calculates current signal based several technical analysis indicators
     :param pair: pair in format BTC_ANT or BTC-ANT
-    :return: (True, False) if pair is good for buying and not for selling
+    :return: (Buy, Sell) A bool-tuple indicating buy/sell signal
     """
-    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, False)
+        return (False, False)  # return False ?
 
     try:
         dataframe = analyze_ticker(ticker_hist)
     except ValueError as ex:
         logger.warning('Unable to analyze ticker for pair %s: %s', pair, str(ex))
-        return (False, False)
+        return (False, False)  # return False ?
     except Exception as ex:
         logger.exception('Unexpected error when analyzing ticker for pair %s: %s', pair, str(ex))
-        return (False, False)
+        return (False, False)  # return False ?
 
     if dataframe.empty:
         logger.warning('Empty dataframe for pair %s', pair)
-        return (False, False)
+        return (False, False)  # return False ?
 
     latest = dataframe.iloc[-1]
 
@@ -320,7 +313,7 @@ def get_signal(pair: str) -> (bool, bool):
     signal_date = arrow.get(latest['date'])
     if signal_date < arrow.now() - timedelta(minutes=10):
         logger.warning('Too old dataframe for pair %s', pair)
-        return (False, False)
+        return (False, False)  # return False ?
 
     (buy, sell) = latest[SignalType.BUY.value] == 1, latest[SignalType.SELL.value] == 1
     logger.debug('trigger: %s (pair=%s) buy=%s sell=%s', latest['date'], pair, str(buy), str(sell))

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)
 
 

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))
@@ -141,6 +142,12 @@ 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))
 

freqtrade/main.py

@@ -54,14 +54,14 @@ def refresh_whitelist(whitelist: List[str]) -> List[str]:
     return final_list
 
 
-def process_maybe_execute_buy(conf):
+def process_maybe_execute_buy(conf, interval):
     """
     Tries to execute a buy trade in a safe way
     :return: True if executed
     """
     try:
         # Create entity and execute trade
-        if create_trade(float(conf['stake_amount'])):
+        if create_trade(float(_CONF['stake_amount']), interval):
             return True
         else:
             logger.info(
@@ -74,7 +74,7 @@ def process_maybe_execute_buy(conf):
         return False
 
 
-def process_maybe_execute_sell(trade):
+def process_maybe_execute_sell(trade, interval):
     """
     Tries to execute a sell trade
     :return: True if executed
@@ -87,11 +87,11 @@ def process_maybe_execute_sell(trade):
 
     if trade.is_open and trade.open_order_id is None:
         # Check if we can sell our current pair
-        return handle_trade(trade)
+        return handle_trade(trade, interval)
     return False
 
 
-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.
@@ -114,10 +114,10 @@ def _process(nb_assets: Optional[int] = 0) -> bool:
         # Query trades from persistence layer
         trades = Trade.query.filter(Trade.is_open.is_(True)).all()
         if len(trades) < _CONF['max_open_trades']:
-            state_changed = process_maybe_execute_buy(_CONF)
+            state_changed = process_maybe_execute_buy(_CONF, interval)
 
         for trade in trades:
-            state_changed = process_maybe_execute_sell(trade) or state_changed
+            state_changed |= process_maybe_execute_sell(trade, interval)
 
         if 'unfilledtimeout' in _CONF:
             # Check and handle any timed out open orders
@@ -291,7 +291,7 @@ 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
@@ -319,7 +319,6 @@ def handle_trade(trade: Trade) -> bool:
         if not buy and trade.calc_profit(rate=current_rate) <= 0:
             return False
 
-    # Experimental: Check if sell signal has been enabled and triggered
     if sell and not buy:
         logger.debug('Executing sell due to sell signal ...')
         execute_sell(trade, current_rate)
@@ -336,7 +335,7 @@ 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
@@ -518,6 +517,7 @@ def main(sysargv=sys.argv[1:]) -> int:
                     _process,
                     min_secs=_CONF['internals'].get('process_throttle_secs', 10),
                     nb_assets=args.dynamic_whitelist,
+                    interval=int(_CONF.get('ticker_interval', "5"))
                 )
             old_state = new_state
     except KeyboardInterrupt:

freqtrade/misc.py

@@ -116,6 +116,14 @@ def common_args_parser(description: str):
         type=str,
         metavar='PATH',
     )
+    parser.add_argument(
+        '--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
 
 
@@ -132,14 +140,6 @@ def parse_args(args: List[str], description: str):
         action='store_true',
         dest='dry_run_db',
     )
-    parser.add_argument(
-        '--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 \
@@ -155,51 +155,43 @@ def parse_args(args: List[str], description: str):
     return parser.parse_args(args)
 
 
-def build_subcommands(parser: argparse.ArgumentParser) -> None:
+def backtesting_options(parser: argparse.ArgumentParser) -> None:
-    """ Builds and attaches all subcommands """
+    parser.add_argument(
-    from freqtrade.optimize import backtesting, hyperopt
-
-    subparsers = parser.add_subparsers(dest='subparser')
-
-    # 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(
+    parser.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,
         metavar='INT',
     )
-    backtesting_cmd.add_argument(
+    parser.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(
+    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',
     )
-    backtesting_cmd.add_argument(
+    parser.add_argument(
         '--export',
         help='Export backtest results, argument are: trades\
-              Example --export trades',
+              Example --export=trades',
         type=str,
         default=None,
         dest='export',
     )
-    backtesting_cmd.add_argument(
+    parser.add_argument(
         '--timerange',
         help='Specify what timerange of data to use.',
         default=None,
@@ -207,10 +199,9 @@ def build_subcommands(parser: argparse.ArgumentParser) -> None:
         dest='timerange',
     )
 
-    # Add hyperopt subcommand
+
-    hyperopt_cmd = subparsers.add_parser('hyperopt', help='hyperopt module')
+def hyperopt_options(parser: argparse.ArgumentParser) -> None:
-    hyperopt_cmd.set_defaults(func=hyperopt.start)
+    parser.add_argument(
-    hyperopt_cmd.add_argument(
         '-e', '--epochs',
         help='specify number of epochs (default: 100)',
         dest='epochs',
@@ -218,13 +209,13 @@ def build_subcommands(parser: argparse.ArgumentParser) -> None:
         type=int,
         metavar='INT',
     )
-    hyperopt_cmd.add_argument(
+    parser.add_argument(
         '--use-mongodb',
         help='parallelize evaluations with mongodb (requires mongod in PATH)',
         dest='mongodb',
         action='store_true',
     )
-    hyperopt_cmd.add_argument(
+    parser.add_argument(
         '-i', '--ticker-interval',
         help='specify ticker interval in minutes (default: 5)',
         dest='ticker_interval',
@@ -232,7 +223,7 @@ def build_subcommands(parser: argparse.ArgumentParser) -> None:
         type=int,
         metavar='INT',
     )
-    hyperopt_cmd.add_argument(
+    parser.add_argument(
         '--timerange',
         help='Specify what timerange of data to use.',
         default=None,
@@ -271,11 +262,29 @@ def parse_timerange(text):
     raise Exception('Incorrect syntax for timerange "%s"' % text)
 
 
+def build_subcommands(parser: argparse.ArgumentParser) -> None:
+    """ Builds and attaches all subcommands """
+    from freqtrade.optimize import backtesting, hyperopt
+
+    subparsers = parser.add_subparsers(dest='subparser')
+
+    # Add backtesting subcommand
+    backtesting_cmd = subparsers.add_parser('backtesting', help='backtesting module')
+    backtesting_cmd.set_defaults(func=backtesting.start)
+    backtesting_options(backtesting_cmd)
+
+    # Add hyperopt subcommand
+    hyperopt_cmd = subparsers.add_parser('hyperopt', help='hyperopt module')
+    hyperopt_cmd.set_defaults(func=hyperopt.start)
+    hyperopt_options(hyperopt_cmd)
+
+
 # Required json-schema for user specified config
 CONF_SCHEMA = {
     'type': 'object',
     'properties': {
         'max_open_trades': {'type': 'integer', 'minimum': 1},
+        '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',
@@ -329,7 +338,8 @@ CONF_SCHEMA = {
         'internals': {
             'type': 'object',
             'properties': {
-                'process_throttle_secs': {'type': 'number'}
+                'process_throttle_secs': {'type': 'number'},
+                'interval': {'type': 'integer'}
             }
         }
     },
@@ -365,6 +375,7 @@ CONF_SCHEMA = {
     ],
     'required': [
         'max_open_trades',
+        'ticker_interval',
         'stake_currency',
         'stake_amount',
         'fiat_display_currency',

freqtrade/optimize/__init__.py

@@ -49,10 +49,8 @@ def load_tickerdata_file(datadir, pair, ticker_interval,
     return pairdata
 
 
-def load_data(datadir: str, ticker_interval: int = 5,
+def load_data(datadir: str, ticker_interval: int, pairs: Optional[List[str]] = None,
-              pairs: Optional[List[str]] = None,
+              refresh_pairs: Optional[bool] = False, timerange=None) -> Dict[str, List]:
-              refresh_pairs: Optional[bool] = False,
-              timerange=None) -> Dict[str, List]:
     """
     Loads ticker history data for the given parameters
     :param ticker_interval: ticker interval in minutes
@@ -66,7 +64,7 @@ def load_data(datadir: str, ticker_interval: int = 5,
     # 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, timerange=timerange)
@@ -96,16 +94,15 @@ def make_testdata_path(datadir: str) -> str:
                                                    '..', 'tests', 'testdata'))
 
 
-def download_pairs(datadir, pairs: List[str]) -> bool:
+def download_pairs(datadir, pairs: List[str], ticker_interval: int) -> bool:
-    """For each pairs passed in parameters, download 1 and 5 ticker intervals"""
+    """For each pairs passed in parameters, download the ticker intervals"""
     for pair in pairs:
         try:
-            for interval in [1, 5]:
+            download_backtesting_testdata(datadir, pair=pair, interval=ticker_interval)
-                download_backtesting_testdata(datadir, pair=pair, interval=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

freqtrade/optimize/backtesting.py

@@ -176,17 +176,20 @@ def start(args):
 
     logger.info('Using config: %s ...', args.config)
     config = misc.load_config(args.config)
-
+    ticker_interval = config.get('ticker_interval', args.ticker_interval)
-    logger.info('Using ticker_interval: %s ...', 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=ticker_interval,
+                                  refresh_pairs=args.refresh_pairs)
+
         logger.info('Using stake_currency: %s ...', config['stake_currency'])
         logger.info('Using stake_amount: %s ...', config['stake_amount'])
 

freqtrade/tests/conftest.py

@@ -27,6 +27,7 @@ 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,

freqtrade/tests/exchange/test_exchange.py

@@ -200,14 +200,14 @@ def test_get_ticker(default_conf, mocker, ticker):
     assert ticker['ask'] == 1
 
 
-def test_get_ticker_history(mocker, ticker):
+def test_get_ticker_history(default_conf, mocker, ticker):
     api_mock = MagicMock()
     tick = 123
     api_mock.get_ticker_history = MagicMock(return_value=tick)
     mocker.patch('freqtrade.exchange._API', api_mock)
 
     # retrieve original ticker
-    ticks = get_ticker_history(pair='BTC_ETH')
+    ticks = get_ticker_history('BTC_ETH', int(default_conf['ticker_interval']))
     assert ticks == 123
 
     # change the ticker
@@ -216,7 +216,7 @@ def test_get_ticker_history(mocker, ticker):
     mocker.patch('freqtrade.exchange._API', api_mock)
 
     # ensure caching will still return the original ticker
-    get_ticker_history(pair='BTC_ETH')
+    ticks = get_ticker_history('BTC_ETH', int(default_conf['ticker_interval']))
     assert ticks == 123
 
 

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()

freqtrade/tests/optimize/test_optimize.py

@@ -44,6 +44,23 @@ def _clean_test_file(file: str) -> None:
         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_UNITTEST-30.json'
+    _backup_file(file, copy_file=True)
+    optimize.load_data(None, pairs=['BTC_UNITTEST'], 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)
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
@@ -52,7 +69,7 @@ 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,
@@ -114,17 +131,28 @@ 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 os.path.isfile(file1_1) is False
+    assert os.path.isfile(file2_1) is False
+
+    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(file2_1) is True
-    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)
+
+    assert os.path.isfile(file1_5) is False
+    assert os.path.isfile(file2_5) is False
+
+    assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI'], ticker_interval=5) is True
+
+    assert os.path.isfile(file1_5) is True
+    assert os.path.isfile(file2_5) is True
+
+    # clean files freshly downloaded
+    _clean_test_file(file1_5)
     _clean_test_file(file2_5)
 
 
@@ -140,7 +168,7 @@ 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)
@@ -185,10 +213,11 @@ def test_load_tickerdata_file():
     assert _btc_unittest_length == len(tickerdata)
 
 
-def test_init(mocker):
+def test_init(default_conf, mocker):
     conf = {'exchange': {'pair_whitelist': []}}
     mocker.patch('freqtrade.optimize.hyperopt_optimize_conf', return_value=conf)
-    assert {} == optimize.load_data('', pairs=[], refresh_pairs=True)
+    assert {} == optimize.load_data('', pairs=[], refresh_pairs=True,
+                                    ticker_interval=int(default_conf['ticker_interval']))
 
 
 def test_tickerdata_to_dataframe():

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)
+    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)
+    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)
+    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)
+    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)
+    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)
+        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)
+    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)
+    create_trade(0.001, int(default_conf['ticker_interval']))
     trade = Trade.query.first()
     assert trade
 
@@ -454,8 +454,8 @@ def test_daily_handle(
     # Reset msg_mock
     msg_mock.reset_mock()
     # Add two other trades
-    create_trade(0.001)
+    create_trade(0.001, int(default_conf['ticker_interval']))
-    create_trade(0.001)
+    create_trade(0.001, int(default_conf['ticker_interval']))
 
     trades = Trade.query.all()
     for trade in trades:
@@ -502,7 +502,7 @@ 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, int(default_conf['ticker_interval']))
     msg_mock.reset_mock()
     _count(bot=MagicMock(), update=update)
 

freqtrade/tests/test_analyze.py

@@ -44,13 +44,13 @@ def test_returns_latest_buy_signal(mocker):
         'freqtrade.analyze.analyze_ticker',
         return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
     )
-    assert get_signal('BTC-ETH') == (True, False)
+    assert get_signal('BTC-ETH', 5) == (True, False)
 
     mocker.patch(
         'freqtrade.analyze.analyze_ticker',
         return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
     )
-    assert get_signal('BTC-ETH') == (False, True)
+    assert get_signal('BTC-ETH', 5) == (False, True)
 
 
 def test_returns_latest_sell_signal(mocker):
@@ -59,46 +59,46 @@ def test_returns_latest_sell_signal(mocker):
         'freqtrade.analyze.analyze_ticker',
         return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
     )
-    assert get_signal('BTC-ETH') == (False, True)
+    assert get_signal('BTC-ETH', 5) == (False, True)
 
     mocker.patch(
         'freqtrade.analyze.analyze_ticker',
         return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
     )
-    assert get_signal('BTC-ETH') == (True, False)
+    assert get_signal('BTC-ETH', 5) == (True, False)
 
 
-def test_get_signal_empty(mocker, caplog):
+def test_get_signal_empty(default_conf, mocker, caplog):
     mocker.patch('freqtrade.analyze.get_ticker_history', return_value=None)
-    assert (False, False) == get_signal('foo')
+    assert (False, False) == get_signal('foo', int(default_conf['ticker_interval']))
     assert tt.log_has('Empty ticker history for pair foo',
                       caplog.record_tuples)
 
 
-def test_get_signal_execption_valueerror(mocker, caplog):
+def test_get_signal_exception_valueerror(default_conf, mocker, caplog):
     mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
     mocker.patch('freqtrade.analyze.analyze_ticker',
                  side_effect=ValueError('xyz'))
-    assert (False, False) == get_signal('foo')
+    assert (False, False) == get_signal('foo', int(default_conf['ticker_interval']))
     assert tt.log_has('Unable to analyze ticker for pair foo: xyz',
                       caplog.record_tuples)
 
 
-def test_get_signal_empty_dataframe(mocker, caplog):
+def test_get_signal_empty_dataframe(default_conf, mocker, caplog):
     mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
     mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame([]))
-    assert (False, False) == get_signal('xyz')
+    assert (False, False) == get_signal('xyz', int(default_conf['ticker_interval']))
     assert tt.log_has('Empty dataframe for pair xyz',
                       caplog.record_tuples)
 
 
-def test_get_signal_old_dataframe(mocker, caplog):
+def test_get_signal_old_dataframe(default_conf, mocker, caplog):
     mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
     # FIX: The get_signal function has hardcoded 10, which we must inturn hardcode
     oldtime = arrow.utcnow() - datetime.timedelta(minutes=11)
     ticks = DataFrame([{'buy': 1, 'date': oldtime}])
     mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame(ticks))
-    assert (False, False) == get_signal('xyz')
+    assert (False, False) == get_signal('xyz', int(default_conf['ticker_interval']))
     assert tt.log_has('Too old dataframe for pair xyz',
                       caplog.record_tuples)
 
@@ -108,4 +108,4 @@ def test_get_signal_handles_exceptions(mocker):
     mocker.patch('freqtrade.analyze.analyze_ticker',
                  side_effect=Exception('invalid ticker history '))
 
-    assert get_signal('BTC-ETH') == (False, False)
+    assert get_signal('BTC-ETH', 5) == (False, False)

freqtrade/tests/test_main.py

@@ -50,9 +50,9 @@ def test_main_start_hyperopt(mocker):
 def test_process_maybe_execute_buy(default_conf, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     mocker.patch('freqtrade.main.create_trade', return_value=True)
-    assert main.process_maybe_execute_buy(default_conf)
+    assert main.process_maybe_execute_buy(default_conf, int(default_conf['ticker_interval']))
     mocker.patch('freqtrade.main.create_trade', return_value=False)
-    assert not main.process_maybe_execute_buy(default_conf)
+    assert not main.process_maybe_execute_buy(default_conf, int(default_conf['ticker_interval']))
 
 
 def test_process_maybe_execute_sell(default_conf, mocker):
@@ -61,17 +61,17 @@ def test_process_maybe_execute_sell(default_conf, mocker):
     mocker.patch('freqtrade.exchange.get_order', return_value=1)
     trade = MagicMock()
     trade.open_order_id = '123'
-    assert not main.process_maybe_execute_sell(trade)
+    assert not main.process_maybe_execute_sell(trade, int(default_conf['ticker_interval']))
     trade.is_open = True
     trade.open_order_id = None
     # Assert we call handle_trade() if trade is feasible for execution
-    assert main.process_maybe_execute_sell(trade)
+    assert main.process_maybe_execute_sell(trade, int(default_conf['ticker_interval']))
 
 
 def test_process_maybe_execute_buy_exception(default_conf, mocker, caplog):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     mocker.patch('freqtrade.main.create_trade', MagicMock(side_effect=DependencyException))
-    main.process_maybe_execute_buy(default_conf)
+    main.process_maybe_execute_buy(default_conf, int(default_conf['ticker_interval']))
     tt.log_has('Unable to create trade:', caplog.record_tuples)
 
 
@@ -90,7 +90,7 @@ 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=int(default_conf['ticker_interval']))
     assert result is True
 
     trades = Trade.query.filter(Trade.is_open.is_(True)).all()
@@ -116,7 +116,7 @@ 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=int(default_conf['ticker_interval']))
     assert result is False
     assert sleep_mock.has_calls()
 
@@ -134,7 +134,7 @@ 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=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]
@@ -154,12 +154,12 @@ 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()
+    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()
+    result = _process(interval=int(default_conf['ticker_interval']))
     assert result is False
 
 
@@ -175,7 +175,7 @@ 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, int(default_conf['ticker_interval']))
 
     trade = Trade.query.first()
     assert trade is not None
@@ -205,7 +205,7 @@ 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)
+    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
 
@@ -220,7 +220,7 @@ 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'])
+        create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval']))
 
 
 def test_create_trade_no_pairs(default_conf, ticker, mocker):
@@ -236,7 +236,7 @@ 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'])
+        create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval']))
 
 
 def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker):
@@ -253,7 +253,7 @@ 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'])
+        create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval']))
 
 
 def test_create_trade_no_signal(default_conf, ticker, mocker):
@@ -267,7 +267,7 @@ def test_create_trade_no_signal(default_conf, ticker, mocker):
     stake_amount = 10
     Trade.query = MagicMock()
     Trade.query.filter = MagicMock()
-    assert not create_trade(stake_amount)
+    assert not create_trade(stake_amount, int(default_conf['ticker_interval']))
 
 
 def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
@@ -287,7 +287,7 @@ 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, int(default_conf['ticker_interval']))
 
     trade = Trade.query.first()
     assert trade
@@ -296,7 +296,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
     assert trade.is_open is True
 
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
-    handle_trade(trade)
+    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
@@ -321,7 +321,7 @@ def test_handle_overlpapping_signals(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, int(default_conf['ticker_interval']))
 
     # Buy and Sell triggering, so doing nothing ...
     trades = Trade.query.all()
@@ -329,21 +329,21 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker, caplog):
 
     # Buy is triggering, so buying ...
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
-    create_trade(0.001)
+    create_trade(0.001, int(default_conf['ticker_interval']))
     trades = Trade.query.all()
     assert len(trades) == 1
     assert trades[0].is_open is True
 
     # Buy and Sell are not triggering, so doing nothing ...
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, False))
-    assert handle_trade(trades[0]) is False
+    assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is False
     trades = Trade.query.all()
     assert len(trades) == 1
     assert trades[0].is_open is True
 
     # Buy and Sell are triggering, so doing nothing ...
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, True))
-    assert handle_trade(trades[0]) is False
+    assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is False
     trades = Trade.query.all()
     assert len(trades) == 1
     assert trades[0].is_open is True
@@ -351,7 +351,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker, caplog):
     # Sell is triggering, guess what : we are Selling!
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
     trades = Trade.query.all()
-    assert handle_trade(trades[0]) is True
+    assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is True
 
 
 def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
@@ -367,7 +367,7 @@ 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, int(default_conf['ticker_interval']))
 
     trade = Trade.query.first()
     trade.is_open = True
@@ -378,11 +378,11 @@ 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: (False, True))
-    assert handle_trade(trade)
+    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: (False, True))
-    assert handle_trade(trade)
+    assert handle_trade(trade, interval=int(default_conf['ticker_interval']))
     assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
 
 
@@ -399,16 +399,16 @@ 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, int(default_conf['ticker_interval']))
 
     trade = Trade.query.first()
     trade.is_open = True
 
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, False))
-    value_returned = handle_trade(trade)
+    value_returned = handle_trade(trade, int(default_conf['ticker_interval']))
     assert value_returned is False
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
-    assert handle_trade(trade)
+    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
 
@@ -424,7 +424,7 @@ 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, int(default_conf['ticker_interval']))
 
     trade = Trade.query.first()
     assert trade
@@ -434,7 +434,7 @@ 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, int(default_conf['ticker_interval']))
 
 
 def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mocker):
@@ -600,7 +600,7 @@ 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, int(default_conf['ticker_interval']))
 
     trade = Trade.query.first()
     assert trade
@@ -637,7 +637,7 @@ 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, int(default_conf['ticker_interval']))
 
     trade = Trade.query.first()
     assert trade
@@ -656,7 +656,7 @@ 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: (True, False))
     mocker.patch('freqtrade.rpc.init', MagicMock())
@@ -667,7 +667,39 @@ 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, int(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)
+    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]
+
+
+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: (True, False))
+    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, int(default_conf['ticker_interval']))
 
     trade = Trade.query.first()
     assert trade
@@ -707,12 +739,12 @@ 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, int(default_conf['ticker_interval']))
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
-    assert handle_trade(trade) 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):
@@ -735,12 +767,12 @@ 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, int(default_conf['ticker_interval']))
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
-    assert handle_trade(trade) 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):
@@ -763,12 +795,12 @@ 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, int(default_conf['ticker_interval']))
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
-    assert handle_trade(trade) 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):
@@ -791,10 +823,9 @@ 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, int(default_conf['ticker_interval']))
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
-
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
-    assert handle_trade(trade) is True
+    assert handle_trade(trade, int(default_conf['ticker_interval'])) is True

scripts/plot_dataframe.py

@@ -18,20 +18,26 @@ 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)
 
 
-def plot_analyzed_dataframe(args) -> None:
+def plot_analyzed_dataframe(args):
     """
     Calls analyze() and plots the returned dataframe
     :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')

scripts/plot_profit.py

@@ -0,0 +1,155 @@
+#!/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 (shows up in -h)
+    misc.backtesting_options(parser)
+    parser.add_argument(
+        '-p', '--pair',
+        help = 'Show profits for only this pairs. Pairs are comma-separated.',
+        dest = 'pair',
+        default = None
+    )
+    return parser.parse_args(args)
+
+
+# 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
+    # and make an total profit
+    # array
+    for trade in data:
+        pair = trade[0]
+        if filter_pairs and pair not in filter_pairs:
+            continue
+        profit = trade[1]
+        tim = trade[4]
+        dur = trade[5]
+        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_pairs = args.pair
+
+    config = misc.load_config(args.config)
+    pairs = config['exchange']['pair_whitelist']
+    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,
+                                 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.
+    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
+    avgclose = np.zeros(max_x)
+    num = 0
+    for pair, pair_data in dataframes.items():
+        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
+    # And make an profits-growth array
+
+    filename = 'backtest-result.json'
+    with open(filename) as file:
+      data = json.load(file)
+    pg = make_profit_array(data, max_x, filter_pairs)
+
+    #
+    # 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(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, max_x, pair)
+        ax3.plot(pg, label=pair)
+    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.
+    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)