Adding 30 minutes, 1 hour, 1 day tickers

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,

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

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))
 

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:

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',

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(

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,

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,

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,

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)

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)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: False)
-    assert handle_trade(trade)
+    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)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
-    assert handle_trade(trade)
+    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)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: False)
-    value_returned = handle_trade(trade)
+    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)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
-    assert handle_trade(trade)
+    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

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')