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')