diff --git a/config_full.json.example b/config_full.json.example index d0f9d1260..5362ee943 100644 --- a/config_full.json.example +++ b/config_full.json.example @@ -4,7 +4,7 @@ "stake_amount": 0.05, "fiat_display_currency": "USD", "dry_run": false, - "ticker_interval": 5, + "ticker_interval": "5m", "minimal_roi": { "40": 0.0, "30": 0.01, diff --git a/docs/backtesting.md b/docs/backtesting.md index b8da09226..2bcaae40c 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -33,7 +33,7 @@ python3 ./freqtrade/main.py backtesting --realistic-simulation **With 1 min tickers** ```bash -python3 ./freqtrade/main.py backtesting --realistic-simulation --ticker-interval 1 +python3 ./freqtrade/main.py backtesting --realistic-simulation --ticker-interval 1m ``` **Reload your testdata files** @@ -117,16 +117,16 @@ A backtesting result will look like that: ====================== BACKTESTING REPORT ================================ pair buy count avg profit % total profit BTC avg duration -------- ----------- -------------- ------------------ -------------- -BTC_ETH 56 -0.67 -0.00075455 62.3 -BTC_LTC 38 -0.48 -0.00036315 57.9 -BTC_ETC 42 -1.15 -0.00096469 67.0 -BTC_DASH 72 -0.62 -0.00089368 39.9 -BTC_ZEC 45 -0.46 -0.00041387 63.2 -BTC_XLM 24 -0.88 -0.00041846 47.7 -BTC_NXT 24 0.68 0.00031833 40.2 -BTC_POWR 35 0.98 0.00064887 45.3 -BTC_ADA 43 -0.39 -0.00032292 55.0 -BTC_XMR 40 -0.40 -0.00032181 47.4 +ETH/BTC 56 -0.67 -0.00075455 62.3 +LTC/BTC 38 -0.48 -0.00036315 57.9 +ETC/BTC 42 -1.15 -0.00096469 67.0 +DASH/BTC 72 -0.62 -0.00089368 39.9 +ZEC/BTC 45 -0.46 -0.00041387 63.2 +XLM/BTC 24 -0.88 -0.00041846 47.7 +NXT/BTC 24 0.68 0.00031833 40.2 +POWR/BTC 35 0.98 0.00064887 45.3 +ADA/BTC 43 -0.39 -0.00032292 55.0 +XMR/BTC 40 -0.40 -0.00032181 47.4 TOTAL 419 -0.41 -0.00348593 52.9 ``` diff --git a/docs/bot-usage.md b/docs/bot-usage.md index cf3258465..76e693592 100644 --- a/docs/bot-usage.md +++ b/docs/bot-usage.md @@ -118,7 +118,7 @@ optional arguments: -h, --help show this help message and exit -l, --live using live data -i INT, --ticker-interval INT - specify ticker interval in minutes (default: 5) + specify ticker interval (default: '5m') --realistic-simulation uses max_open_trades from config to simulate real world limitations diff --git a/docs/configuration.md b/docs/configuration.md index 5e3b15925..2beab348d 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -17,7 +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 +| `ticker_interval` | [1m, 5m, 30m, 1h, 1d] | No | The ticker interval to use (1min, 5 min, 30 min, 1 hour or 1 day). Default 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 | No | Set the threshold in percent the bot will use to sell a trade. More information below. If set, this parameter will override `minimal_roi` from your strategy file. diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md index 7de9809ec..9e83f004e 100644 --- a/docs/telegram-usage.md +++ b/docs/telegram-usage.md @@ -42,7 +42,7 @@ Below, example of Telegram message you will receive for each command. For each open trade, the bot will send you the following message. > **Trade ID:** `123` -> **Current Pair:** BTC_CVC +> **Current Pair:** CVC/BTC > **Open Since:** `1 days ago` > **Amount:** `26.64180098` > **Open Rate:** `0.00007489` @@ -57,8 +57,8 @@ Return the status of all open trades in a table format. ``` ID Pair Since Profit ---- -------- ------- -------- - 67 BTC_SC 1 d 13.33% - 123 BTC_CVC 1 h 12.95% + 67 SC/BTC 1 d 13.33% + 123 CVC/BTC 1 h 12.95% ``` ## /count @@ -83,7 +83,7 @@ Return a summary of your profit/loss and performance. > **First Trade opened:** `3 days ago` > **Latest Trade opened:** `2 minutes ago` > **Avg. Duration:** `2:33:45` -> **Best Performing:** `BTC_PAY: 50.23%` +> **Best Performing:** `PAY/BTC: 50.23%` ## /forcesell @@ -92,11 +92,11 @@ Return a summary of your profit/loss and performance. ## /performance Return the performance of each crypto-currency the bot has sold. > Performance: -> 1. `BTC_RCN 57.77%` -> 2. `BTC_PAY 56.91%` -> 3. `BTC_VIB 47.07%` -> 4. `BTC_SALT 30.24%` -> 5. `BTC_STORJ 27.24%` +> 1. `RCN/BTC 57.77%` +> 2. `PAY/BTC 56.91%` +> 3. `VIB/BTC 47.07%` +> 4. `SALT/BTC 30.24%` +> 5. `STORJ/BTC 27.24%` > ... ## /balance diff --git a/freqtrade/analyze.py b/freqtrade/analyze.py index e6e8023f0..07989b650 100644 --- a/freqtrade/analyze.py +++ b/freqtrade/analyze.py @@ -12,6 +12,7 @@ from freqtrade.exchange import get_ticker_history from freqtrade.logger import Logger from freqtrade.persistence import Trade from freqtrade.strategy.strategy import Strategy +from freqtrade.constants import Constants class SignalType(Enum): @@ -81,7 +82,7 @@ class Analyze(object): """ return self.strategy.populate_sell_trend(dataframe=dataframe) - def get_ticker_interval(self) -> int: + def get_ticker_interval(self) -> str: """ Return ticker interval to use :return: Ticker interval value to use @@ -100,10 +101,10 @@ class Analyze(object): dataframe = self.populate_sell_trend(dataframe) return dataframe - def get_signal(self, pair: str, interval: int) -> Tuple[bool, bool]: + def get_signal(self, pair: str, interval: str) -> Tuple[bool, bool]: """ Calculates current signal based several technical analysis indicators - :param pair: pair in format BTC_ANT or BTC-ANT + :param pair: pair in format ANT/BTC :param interval: Interval to use (in min) :return: (Buy, Sell) A bool-tuple indicating buy/sell signal """ @@ -137,7 +138,8 @@ class Analyze(object): # Check if dataframe is out of date signal_date = arrow.get(latest['date']) - if signal_date < arrow.utcnow() - timedelta(minutes=(interval + 5)): + interval_minutes = Constants.TICKER_INTERVAL_MINUTES[interval] + if signal_date < arrow.utcnow() - timedelta(minutes=(interval_minutes + 5)): self.logger.warning( 'Outdated history for pair %s. Last tick is %s minutes old', pair, diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index c69135117..cf17ed096 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -135,10 +135,9 @@ class Arguments(object): def optimizer_shared_options(parser: argparse.ArgumentParser) -> None: parser.add_argument( '-i', '--ticker-interval', - help='specify ticker interval in minutes (1, 5, 30, 60, 1440)', + help='specify ticker interval (1m, 5m, 30m, 1h, 1d)', dest='ticker_interval', - type=int, - metavar='INT', + type=str, ) parser.add_argument( '--realistic-simulation', diff --git a/freqtrade/configuration.py b/freqtrade/configuration.py index 6df73e6a0..e08f02baf 100644 --- a/freqtrade/configuration.py +++ b/freqtrade/configuration.py @@ -117,7 +117,7 @@ class Configuration(object): if 'ticker_interval' in self.args and self.args.ticker_interval: config.update({'ticker_interval': self.args.ticker_interval}) self.logger.info('Parameter -i/--ticker-interval detected ...') - self.logger.info('Using ticker_interval: %d ...', config.get('ticker_interval')) + self.logger.info('Using ticker_interval: %s ...', config.get('ticker_interval')) # If -l/--live is used we add it to the configuration if 'live' in self.args and self.args.live: diff --git a/freqtrade/constants.py b/freqtrade/constants.py index af48ac4f9..802785891 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -16,12 +16,26 @@ class Constants(object): RETRY_TIMEOUT = 30 # sec DEFAULT_STRATEGY = 'default_strategy' + TICKER_INTERVAL_MINUTES = { + '1m': 1, + '5m': 5, + '15m': 15, + '30m': 30, + '1h': 60, + '2h': 120, + '4h': 240, + '6h': 360, + '12h': 720, + '1d': 1440, + '1w': 10080, + } + # Required json-schema for user specified config CONF_SCHEMA = { 'type': 'object', 'properties': { 'max_open_trades': {'type': 'integer', 'minimum': 1}, - 'ticker_interval': {'type': 'integer', 'enum': [1, 5, 30, 60, 1440]}, + 'ticker_interval': {'type': 'string', 'enum': list(TICKER_INTERVAL_MINUTES.keys())}, 'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT']}, 'stake_amount': {'type': 'number', 'minimum': 0.0005}, 'fiat_display_currency': {'type': 'string', 'enum': ['AUD', 'BRL', 'CAD', 'CHF', diff --git a/freqtrade/optimize/__init__.py b/freqtrade/optimize/__init__.py index 30be5dc33..8553eec5d 100644 --- a/freqtrade/optimize/__init__.py +++ b/freqtrade/optimize/__init__.py @@ -27,15 +27,16 @@ def trim_tickerlist(tickerlist: List[Dict], timerange: Tuple[Tuple, int, int]) - def load_tickerdata_file( datadir: str, pair: str, - ticker_interval: int, + ticker_interval: str, timerange: Optional[Tuple[Tuple, int, int]] = None) -> Optional[List[Dict]]: """ Load a pair from file, :return dict OR empty if unsuccesful """ path = make_testdata_path(datadir) + pair_file_string = pair.replace('/', '_') file = os.path.join(path, '{pair}-{ticker_interval}.json'.format( - pair=pair.replace('/', '_'), + pair=pair_file_string, ticker_interval=ticker_interval, )) gzipfile = file + '.gz' @@ -58,7 +59,8 @@ def load_tickerdata_file( return pairdata -def load_data(datadir: str, ticker_interval: int, +def load_data(datadir: str, + ticker_interval: str, pairs: Optional[List[str]] = None, refresh_pairs: Optional[bool] = False, timerange: Optional[Tuple[Tuple, int, int]] = None) -> Dict[str, List]: @@ -95,14 +97,14 @@ def make_testdata_path(datadir: str) -> str: ) -def download_pairs(datadir, pairs: List[str], ticker_interval: int) -> bool: +def download_pairs(datadir, pairs: List[str], ticker_interval: str) -> bool: """For each pairs passed in parameters, download the ticker intervals""" for pair in pairs: try: download_backtesting_testdata(datadir, pair=pair, interval=ticker_interval) except BaseException: logger.info( - 'Failed to download the pair: "%s", Interval: %s min', + 'Failed to download the pair: "%s", Interval: %s', pair, ticker_interval ) @@ -111,7 +113,7 @@ def download_pairs(datadir, pairs: List[str], ticker_interval: int) -> bool: # FIX: 20180110, suggest rename interval to tick_interval -def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) -> bool: +def download_backtesting_testdata(datadir: str, pair: str, interval: str = '5m') -> bool: """ Download the latest 1 and 5 ticker intervals from Bittrex for the pairs passed in parameters Based on @Rybolov work: https://github.com/rybolov/freqtrade-data @@ -121,7 +123,7 @@ def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) -> path = make_testdata_path(datadir) logger.info( - 'Download the pair: "%s", Interval: %s min', + 'Download the pair: "%s", Interval: %s', pair, interval ) @@ -142,7 +144,7 @@ def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) -> logger.debug("Current Start: None") logger.debug("Current End: None") - new_data = get_ticker_history(pair=pair, tick_interval=int(interval)) + new_data = get_ticker_history(pair=pair, tick_interval=interval) for row in new_data: if row not in data: data.append(row) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index db6ff69d1..b00baa747 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -262,9 +262,9 @@ class RPC(object): currency["Rate"] = 1.0 else: if coin == 'USDT': - currency["Rate"] = 1.0 / exchange.get_ticker('USDT_BTC', False)['bid'] + currency["Rate"] = 1.0 / exchange.get_ticker('BTC/USDT', False)['bid'] else: - currency["Rate"] = exchange.get_ticker('BTC_' + coin, False)['bid'] + currency["Rate"] = exchange.get_ticker(coin + '/BTC', False)['bid'] currency['BTC'] = currency["Rate"] * currency["Balance"] total = total + currency['BTC'] output.append( diff --git a/freqtrade/strategy/default_strategy.py b/freqtrade/strategy/default_strategy.py index ea37735b7..ec39578c7 100644 --- a/freqtrade/strategy/default_strategy.py +++ b/freqtrade/strategy/default_strategy.py @@ -28,7 +28,7 @@ class DefaultStrategy(IStrategy): stoploss = -0.10 # Optimal ticker interval for the strategy - ticker_interval = 5 + ticker_interval = '5m' def populate_indicators(self, dataframe: DataFrame) -> DataFrame: """ diff --git a/freqtrade/strategy/strategy.py b/freqtrade/strategy/strategy.py index d7a89d1de..c3eeea017 100644 --- a/freqtrade/strategy/strategy.py +++ b/freqtrade/strategy/strategy.py @@ -65,7 +65,7 @@ class Strategy(object): # Optimal stoploss designed for the strategy self.stoploss = float(self.custom_strategy.stoploss) - self.ticker_interval = int(self.custom_strategy.ticker_interval) + self.ticker_interval = self.custom_strategy.ticker_interval def _load_strategy(self, strategy_name: str) -> None: """ diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py index 3f14ef87b..898babf44 100644 --- a/freqtrade/tests/conftest.py +++ b/freqtrade/tests/conftest.py @@ -54,7 +54,7 @@ def default_conf(): "stake_currency": "BTC", "stake_amount": 0.001, "fiat_display_currency": "USD", - "ticker_interval": 5, + "ticker_interval": '5m', "dry_run": True, "minimal_roi": { "40": 0.0, @@ -323,10 +323,9 @@ def ticker_history_without_bv(): ] -# FIX: Perhaps change result fixture to use BTC_UNITEST instead? @pytest.fixture def result(): - with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file: + with open('freqtrade/tests/testdata/UNITTEST_BTC-1m.json') as data_file: return Analyze.parse_ticker_dataframe(json.load(data_file)) diff --git a/freqtrade/tests/optimize/test_backtesting.py b/freqtrade/tests/optimize/test_backtesting.py index 021474d5c..8aa840846 100644 --- a/freqtrade/tests/optimize/test_backtesting.py +++ b/freqtrade/tests/optimize/test_backtesting.py @@ -34,8 +34,8 @@ def trim_dictlist(dict_list, num): def load_data_test(what): timerange = ((None, 'line'), None, -100) - data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'], timerange=timerange) - pair = data['BTC_UNITEST'] + data = optimize.load_data(None, ticker_interval='1m', pairs=['UNITTEST/BTC'], timerange=timerange) + pair = data['UNITTEST/BTC'] datalen = len(pair) # Depending on the what parameter we now adjust the # loaded data looks: @@ -44,7 +44,7 @@ def load_data_test(what): # 'T': '2017-11-04T23:02:00', 'BV': 0.123}] base = 0.001 if what == 'raise': - return {'BTC_UNITEST': + return {'UNITTEST/BTC': [{'T': pair[x]['T'], # Keep old dates 'V': pair[x]['V'], # Keep old volume 'BV': pair[x]['BV'], # keep too @@ -53,7 +53,7 @@ def load_data_test(what): 'L': x * base - 0.0001, 'C': x * base} for x in range(0, datalen)]} if what == 'lower': - return {'BTC_UNITEST': + return {'UNITTEST/BTC': [{'T': pair[x]['T'], # Keep old dates 'V': pair[x]['V'], # Keep old volume 'BV': pair[x]['BV'], # keep too @@ -63,7 +63,7 @@ def load_data_test(what): 'C': 1 - x * base} for x in range(0, datalen)]} if what == 'sine': hz = 0.1 # frequency - return {'BTC_UNITEST': + return {'UNITTEST/BTC': [{'T': pair[x]['T'], # Keep old dates 'V': pair[x]['V'], # Keep old volume 'BV': pair[x]['BV'], # keep too @@ -93,9 +93,9 @@ def simple_backtest(config, contour, num_results) -> None: assert len(results) == num_results -def mocked_load_data(datadir, pairs=[], ticker_interval=0, refresh_pairs=False, timerange=None): - tickerdata = optimize.load_tickerdata_file(datadir, 'BTC_UNITEST', 1, timerange=timerange) - pairdata = {'BTC_UNITEST': tickerdata} +def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False, timerange=None): + tickerdata = optimize.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange) + pairdata = {'UNITTEST/BTC': tickerdata} return pairdata @@ -107,8 +107,8 @@ def _load_pair_as_ticks(pair, tickfreq): # FIX: fixturize this? -def _make_backtest_conf(conf=None, pair='BTC_UNITEST', record=None): - data = optimize.load_data(None, ticker_interval=8, pairs=[pair]) +def _make_backtest_conf(conf=None, pair='UNITTEST/BTC', record=None): + data = optimize.load_data(None, ticker_interval='8m', pairs=[pair]) data = trim_dictlist(data, -200) return { 'stake_amount': conf['stake_amount'], @@ -218,7 +218,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non '--strategy', 'default_strategy', '--datadir', '/foo/bar', 'backtesting', - '--ticker-interval', '1', + '--ticker-interval', '1m', '--live', '--realistic-simulation', '--refresh-pairs-cached', @@ -240,7 +240,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non assert 'ticker_interval' in config assert log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples) assert log_has( - 'Using ticker_interval: 1 ...', + 'Using ticker_interval: 1m ...', caplog.record_tuples ) @@ -313,7 +313,7 @@ def test_backtesting_init(default_conf) -> None: backtesting = Backtesting(default_conf) assert backtesting.config == default_conf assert isinstance(backtesting.analyze, Analyze) - assert backtesting.ticker_interval == 5 + assert backtesting.ticker_interval == '5m' assert callable(backtesting.tickerdata_to_dataframe) assert callable(backtesting.populate_buy_trend) assert callable(backtesting.populate_sell_trend) @@ -325,17 +325,17 @@ def test_tickerdata_to_dataframe(default_conf) -> None: """ timerange = ((None, 'line'), None, -100) - tick = optimize.load_tickerdata_file(None, 'BTC_UNITEST', 1, timerange=timerange) - tickerlist = {'BTC_UNITEST': tick} + tick = optimize.load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange) + tickerlist = {'UNITTEST/BTC': tick} backtesting = _BACKTESTING data = backtesting.tickerdata_to_dataframe(tickerlist) - assert len(data['BTC_UNITEST']) == 100 + assert len(data['UNITTEST/BTC']) == 100 # Load Analyze to compare the result between Backtesting function and Analyze are the same analyze = Analyze(default_conf) data2 = analyze.tickerdata_to_dataframe(tickerlist) - assert data['BTC_UNITEST'].equals(data2['BTC_UNITEST']) + assert data['UNITTEST/BTC'].equals(data2['UNITTEST/BTC']) def test_get_timeframe() -> None: @@ -347,8 +347,8 @@ def test_get_timeframe() -> None: data = backtesting.tickerdata_to_dataframe( optimize.load_data( None, - ticker_interval=1, - pairs=['BTC_UNITEST'] + ticker_interval='1m', + pairs=['UNITTEST/BTC'] ) ) min_date, max_date = backtesting.get_timeframe(data) @@ -364,7 +364,7 @@ def test_generate_text_table(): results = pd.DataFrame( { - 'currency': ['BTC_ETH', 'BTC_ETH'], + 'currency': ['ETH/BTC', 'ETH/BTC'], 'profit_percent': [0.1, 0.2], 'profit_BTC': [0.2, 0.4], 'duration': [10, 30], @@ -378,13 +378,13 @@ def test_generate_text_table(): 'total profit BTC avg duration profit loss\n' '------- ----------- -------------- ' '------------------ -------------- -------- ------\n' - 'BTC_ETH 2 15.00 ' + 'ETH/BTC 2 15.00 ' '0.60000000 20.0 2 0\n' 'TOTAL 2 15.00 ' '0.60000000 20.0 2 0' ) - assert backtesting._generate_text_table(data={'BTC_ETH': {}}, results=results) == result_str + assert backtesting._generate_text_table(data={'ETH/BTC': {}}, results=results) == result_str def test_backtesting_start(default_conf, mocker, caplog) -> None: @@ -405,7 +405,7 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None: ) conf = deepcopy(default_conf) - conf['exchange']['pair_whitelist'] = ['BTC_UNITEST'] + conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC'] conf['ticker_interval'] = 1 conf['live'] = False conf['datadir'] = None @@ -432,7 +432,7 @@ def test_backtest(default_conf) -> None: """ backtesting = _BACKTESTING - data = optimize.load_data(None, ticker_interval=5, pairs=['BTC_ETH']) + data = optimize.load_data(None, ticker_interval='5m', pairs=['UNITTEST/BTC']) data = trim_dictlist(data, -200) results = backtesting.backtest( { @@ -452,7 +452,7 @@ def test_backtest_1min_ticker_interval(default_conf) -> None: backtesting = _BACKTESTING # Run a backtesting for an exiting 5min ticker_interval - data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST']) + data = optimize.load_data(None, ticker_interval='1m', pairs=['UNITTEST/BTC']) data = trim_dictlist(data, -200) results = backtesting.backtest( { @@ -473,7 +473,7 @@ def test_processed() -> None: dict_of_tickerrows = load_data_test('raise') dataframes = backtesting.tickerdata_to_dataframe(dict_of_tickerrows) - dataframe = dataframes['BTC_UNITEST'] + dataframe = dataframes['UNITTEST/BTC'] cols = dataframe.columns # assert the dataframe got some of the indicator columns for col in ['close', 'high', 'low', 'open', 'date', @@ -522,7 +522,7 @@ def test_backtest_only_sell(default_conf): def test_backtest_alternate_buy_sell(default_conf): - backtest_conf = _make_backtest_conf(conf=default_conf, pair='BTC_UNITEST') + backtest_conf = _make_backtest_conf(conf=default_conf, pair='UNITTEST/BTC') results = _run_backtest_1(_trend_alternate, backtest_conf) assert len(results) == 3 @@ -536,7 +536,7 @@ def test_backtest_record(default_conf, mocker): ) backtest_conf = _make_backtest_conf( conf=default_conf, - pair='BTC_UNITEST', + pair='UNITTEST/BTC', record="trades" ) results = _run_backtest_1(_trend_alternate, backtest_conf) @@ -546,11 +546,11 @@ def test_backtest_record(default_conf, mocker): records = records[0] # Ensure records are of correct type assert len(records) == 3 - # ('BTC_UNITEST', 0.00331158, '1510684320', '1510691700', 0, 117) + # ('UNITTEST/BTC', 0.00331158, '1510684320', '1510691700', 0, 117) # Below follows just a typecheck of the schema/type of trade-records oix = None for (pair, profit, date_buy, date_sell, buy_index, dur) in records: - assert pair == 'BTC_UNITEST' + assert pair == 'UNITTEST/BTC' isinstance(profit, float) # FIX: buy/sell should be converted to ints isinstance(date_buy, str) @@ -563,7 +563,7 @@ def test_backtest_record(default_conf, mocker): def test_backtest_start_live(default_conf, mocker, caplog): - default_conf['exchange']['pair_whitelist'] = ['BTC_UNITEST'] + default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC'] mocker.patch('freqtrade.exchange.get_ticker_history', new=lambda n, i: _load_pair_as_ticks(n, i)) mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock()) @@ -585,7 +585,7 @@ def test_backtest_start_live(default_conf, mocker, caplog): '--config', 'config.json', '--strategy', 'default_strategy', 'backtesting', - '--ticker-interval', '1', + '--ticker-interval', '1m', '--live', '--timerange', '-100' ] @@ -594,7 +594,7 @@ def test_backtest_start_live(default_conf, mocker, caplog): # check the logs, that will contain the backtest result exists = [ 'Parameter -i/--ticker-interval detected ...', - 'Using ticker_interval: 1 ...', + 'Using ticker_interval: 1m ...', 'Parameter -l/--live detected ...', 'Using max_open_trades: 1 ...', 'Parameter --timerange detected: -100 ..', diff --git a/freqtrade/tests/optimize/test_hyperopt.py b/freqtrade/tests/optimize/test_hyperopt.py index 6d376471a..dba40b2f5 100644 --- a/freqtrade/tests/optimize/test_hyperopt.py +++ b/freqtrade/tests/optimize/test_hyperopt.py @@ -375,9 +375,9 @@ def test_format_results(): Test Hyperopt.format_results() """ trades = [ - ('BTC_ETH', 2, 2, 123), - ('BTC_LTC', 1, 1, 123), - ('BTC_XRP', -1, -2, -246) + ('ETH/BTC', 2, 2, 123), + ('LTC/BTC', 1, 1, 123), + ('XPR/BTC', -1, -2, -246) ] labels = ['currency', 'profit_percent', 'profit_BTC', 'duration'] df = pd.DataFrame.from_records(trades, columns=labels) @@ -416,10 +416,10 @@ def test_populate_indicators() -> None: """ Test Hyperopt.populate_indicators() """ - tick = load_tickerdata_file(None, 'BTC_UNITEST', 1) - tickerlist = {'BTC_UNITEST': tick} + tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m') + tickerlist = {'UNITTEST/BTC': tick} dataframes = _HYPEROPT.tickerdata_to_dataframe(tickerlist) - dataframe = _HYPEROPT.populate_indicators(dataframes['BTC_UNITEST']) + dataframe = _HYPEROPT.populate_indicators(dataframes['UNITTEST/BTC']) # Check if some indicators are generated. We will not test all of them assert 'adx' in dataframe @@ -431,10 +431,10 @@ def test_buy_strategy_generator() -> None: """ Test Hyperopt.buy_strategy_generator() """ - tick = load_tickerdata_file(None, 'BTC_UNITEST', 1) - tickerlist = {'BTC_UNITEST': tick} + tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m') + tickerlist = {'UNITTEST/BTC': tick} dataframes = _HYPEROPT.tickerdata_to_dataframe(tickerlist) - dataframe = _HYPEROPT.populate_indicators(dataframes['BTC_UNITEST']) + dataframe = _HYPEROPT.populate_indicators(dataframes['UNITTEST/BTC']) populate_buy_trend = _HYPEROPT.buy_strategy_generator( { @@ -494,7 +494,7 @@ def test_generate_optimizer(mocker, default_conf) -> None: conf.update({'spaces': 'all'}) trades = [ - ('BTC_POWR', 0.023117, 0.000233, 100) + ('POWR/BTC', 0.023117, 0.000233, 100) ] labels = ['currency', 'profit_percent', 'profit_BTC', 'duration'] backtest_result = pd.DataFrame.from_records(trades, columns=labels) diff --git a/freqtrade/tests/optimize/test_optimize.py b/freqtrade/tests/optimize/test_optimize.py index e26d30534..befb7fa23 100644 --- a/freqtrade/tests/optimize/test_optimize.py +++ b/freqtrade/tests/optimize/test_optimize.py @@ -11,7 +11,7 @@ from freqtrade.optimize.__init__ import make_testdata_path, download_pairs, \ download_backtesting_testdata, load_tickerdata_file, trim_tickerlist from freqtrade.tests.conftest import log_has -# Change this if modifying BTC_UNITEST testdatafile +# Change this if modifying UNITTEST/BTC testdatafile _BTC_UNITTEST_LENGTH = 13681 @@ -52,11 +52,11 @@ def test_load_data_30min_ticker(ticker_history, mocker, caplog) -> None: """ mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history) - file = 'freqtrade/tests/testdata/BTC_UNITTEST-30.json' + file = 'freqtrade/tests/testdata/UNITTEST_BTC-30m.json' _backup_file(file, copy_file=True) - optimize.load_data(None, pairs=['BTC_UNITTEST'], ticker_interval=30) + optimize.load_data(None, pairs=['UNITTEST/BTC'], ticker_interval='30m') assert os.path.isfile(file) is True - assert not log_has('Download the pair: "BTC_ETH", Interval: 30 min', caplog.record_tuples) + assert not log_has('Download the pair: "ETH/BTC", Interval: 30 min', caplog.record_tuples) _clean_test_file(file) @@ -66,11 +66,11 @@ def test_load_data_5min_ticker(ticker_history, mocker, caplog) -> None: """ mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history) - file = 'freqtrade/tests/testdata/BTC_ETH-5.json' + file = 'freqtrade/tests/testdata/ETH_BTC-5m.json' _backup_file(file, copy_file=True) - optimize.load_data(None, pairs=['BTC_ETH'], ticker_interval=5) + optimize.load_data(None, pairs=['ETH/BTC'], ticker_interval='5m') assert os.path.isfile(file) is True - assert not log_has('Download the pair: "BTC_ETH", Interval: 5 min', caplog.record_tuples) + assert not log_has('Download the pair: "ETH/BTC", Interval: 5 min', caplog.record_tuples) _clean_test_file(file) @@ -80,11 +80,11 @@ def test_load_data_1min_ticker(ticker_history, mocker, caplog) -> None: """ mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history) - file = 'freqtrade/tests/testdata/BTC_ETH-1.json' + file = 'freqtrade/tests/testdata/ETH_BTC-1m.json' _backup_file(file, copy_file=True) - optimize.load_data(None, ticker_interval=1, pairs=['BTC_ETH']) + optimize.load_data(None, ticker_interval='1m', pairs=['ETH/BTC']) assert os.path.isfile(file) is True - assert not log_has('Download the pair: "BTC_ETH", Interval: 1 min', caplog.record_tuples) + assert not log_has('Download the pair: "ETH/BTC", Interval: 1 min', caplog.record_tuples) _clean_test_file(file) @@ -94,11 +94,11 @@ def test_load_data_with_new_pair_1min(ticker_history, mocker, caplog) -> None: """ mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history) - file = 'freqtrade/tests/testdata/BTC_MEME-1.json' + file = 'freqtrade/tests/testdata/MEME_BTC-1m.json' _backup_file(file) - optimize.load_data(None, ticker_interval=1, pairs=['BTC_MEME']) + optimize.load_data(None, ticker_interval='1m', pairs=['MEME/BTC']) assert os.path.isfile(file) is True - assert log_has('Download the pair: "BTC_MEME", Interval: 1 min', caplog.record_tuples) + assert log_has('Download the pair: "MEME/BTC", Interval: 1 min', caplog.record_tuples) _clean_test_file(file) @@ -109,10 +109,10 @@ def test_testdata_path() -> None: def test_download_pairs(ticker_history, mocker) -> None: mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history) - file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json' - file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json' - file2_1 = 'freqtrade/tests/testdata/BTC_CFI-1.json' - file2_5 = 'freqtrade/tests/testdata/BTC_CFI-5.json' + file1_1 = 'freqtrade/tests/testdata/MEME_BTC-1m.json' + file1_5 = 'freqtrade/tests/testdata/MEME_BTC-5m.json' + file2_1 = 'freqtrade/tests/testdata/CFI_BTC-1m.json' + file2_5 = 'freqtrade/tests/testdata/CFI_BTC-5m.json' _backup_file(file1_1) _backup_file(file1_5) @@ -122,7 +122,7 @@ def test_download_pairs(ticker_history, mocker) -> None: 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 download_pairs(None, pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval='1m') is True assert os.path.isfile(file1_1) is True assert os.path.isfile(file2_1) is True @@ -134,7 +134,7 @@ def test_download_pairs(ticker_history, mocker) -> None: 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 download_pairs(None, pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval='5m') is True assert os.path.isfile(file1_5) is True assert os.path.isfile(file2_5) is True @@ -149,33 +149,33 @@ def test_download_pairs_exception(ticker_history, mocker, caplog) -> None: mocker.patch('freqtrade.optimize.__init__.download_backtesting_testdata', side_effect=BaseException('File Error')) - file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json' - file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json' + file1_1 = 'freqtrade/tests/testdata/MEME_BTC-1m.json' + file1_5 = 'freqtrade/tests/testdata/MEME_BTC-5m.json' _backup_file(file1_1) _backup_file(file1_5) - download_pairs(None, pairs=['BTC-MEME'], ticker_interval=1) + download_pairs(None, pairs=['MEME/BTC'], ticker_interval='1m') # clean files freshly downloaded _clean_test_file(file1_1) _clean_test_file(file1_5) - assert log_has('Failed to download the pair: "BTC-MEME", Interval: 1 min', caplog.record_tuples) + assert log_has('Failed to download the pair: "MEME/BTC", Interval: 1 min', caplog.record_tuples) def test_download_backtesting_testdata(ticker_history, mocker) -> None: mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history) # Download a 1 min ticker file - file1 = 'freqtrade/tests/testdata/BTC_XEL-1.json' + file1 = 'freqtrade/tests/testdata/XEL_BTC-1m.json' _backup_file(file1) - download_backtesting_testdata(None, pair="BTC-XEL", interval=1) + download_backtesting_testdata(None, pair="XEL/BTC", interval='1m') assert os.path.isfile(file1) is True _clean_test_file(file1) # Download a 5 min ticker file - file2 = 'freqtrade/tests/testdata/BTC_STORJ-5.json' + file2 = 'freqtrade/tests/testdata/STORJ_BTC-5m.json' _backup_file(file2) - download_backtesting_testdata(None, pair="BTC-STORJ", interval=5) + download_backtesting_testdata(None, pair="STORJ/BTC", interval='5m') assert os.path.isfile(file2) is True _clean_test_file(file2) @@ -184,18 +184,18 @@ def test_download_backtesting_testdata2(mocker) -> None: tick = [{'T': 'bar'}, {'T': 'foo'}] mocker.patch('freqtrade.misc.file_dump_json', return_value=None) mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=tick) - assert download_backtesting_testdata(None, pair="BTC-UNITEST", interval=1) - assert download_backtesting_testdata(None, pair="BTC-UNITEST", interval=3) + assert download_backtesting_testdata(None, pair="UNITTEST/BTC", interval='1m') + assert download_backtesting_testdata(None, pair="UNITTEST/BTC", interval='3m') def test_load_tickerdata_file() -> None: # 7 does not exist in either format. - assert not load_tickerdata_file(None, 'BTC_UNITEST', 7) + assert not load_tickerdata_file(None, 'UNITTEST/BTC', '7m') # 1 exists only as a .json - tickerdata = load_tickerdata_file(None, 'BTC_UNITEST', 1) + tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', '1m') assert _BTC_UNITTEST_LENGTH == len(tickerdata) # 8 .json is empty and will fail if it's loaded. .json.gz is a copy of 1.json - tickerdata = load_tickerdata_file(None, 'BTC_UNITEST', 8) + tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', '8m') assert _BTC_UNITTEST_LENGTH == len(tickerdata) @@ -206,12 +206,12 @@ def test_init(default_conf, mocker) -> None: '', pairs=[], refresh_pairs=True, - ticker_interval=int(default_conf['ticker_interval']) + ticker_interval=default_conf['ticker_interval'] ) def test_trim_tickerlist() -> None: - with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file: + with open('freqtrade/tests/testdata/ETH_BTC-1m.json') as data_file: ticker_list = json.load(data_file) ticker_list_len = len(ticker_list) diff --git a/freqtrade/tests/rpc/test_rpc_telegram.py b/freqtrade/tests/rpc/test_rpc_telegram.py index 6dbe6c710..eccfb890b 100644 --- a/freqtrade/tests/rpc/test_rpc_telegram.py +++ b/freqtrade/tests/rpc/test_rpc_telegram.py @@ -585,7 +585,7 @@ def test_telegram_balance_handle(default_conf, update, mocker) -> None: """ Mock Bittrex.get_ticker() response """ - if symbol == 'USDT_BTC': + if symbol == 'BTC/USDT': return { 'bid': 10000.00, 'ask': 10000.00, diff --git a/freqtrade/tests/strategy/test_default_strategy.py b/freqtrade/tests/strategy/test_default_strategy.py index 2b91fbec5..93cb76366 100644 --- a/freqtrade/tests/strategy/test_default_strategy.py +++ b/freqtrade/tests/strategy/test_default_strategy.py @@ -9,7 +9,7 @@ from freqtrade.strategy.default_strategy import DefaultStrategy, class_name @pytest.fixture def result(): - with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file: + with open('freqtrade/tests/testdata/ETH_BTC-1m.json') as data_file: return Analyze.parse_ticker_dataframe(json.load(data_file)) @@ -31,7 +31,7 @@ def test_default_strategy(result): assert type(strategy.minimal_roi) is dict assert type(strategy.stoploss) is float - assert type(strategy.ticker_interval) is int + assert type(strategy.ticker_interval) is str indicators = strategy.populate_indicators(result) assert type(indicators) is DataFrame assert type(strategy.populate_buy_trend(indicators)) is DataFrame diff --git a/freqtrade/tests/test_analyze.py b/freqtrade/tests/test_analyze.py index 558ea7ee5..e1a288bab 100644 --- a/freqtrade/tests/test_analyze.py +++ b/freqtrade/tests/test_analyze.py @@ -74,7 +74,7 @@ def test_returns_latest_buy_signal(mocker): return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}]) ) ) - assert _ANALYZE.get_signal('BTC-ETH', 5) == (True, False) + assert _ANALYZE.get_signal('ETH/BTC', '5m') == (True, False) mocker.patch.multiple( 'freqtrade.analyze.Analyze', @@ -82,7 +82,7 @@ def test_returns_latest_buy_signal(mocker): return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}]) ) ) - assert _ANALYZE.get_signal('BTC-ETH', 5) == (False, True) + assert _ANALYZE.get_signal('ETH/BTC', '5m') == (False, True) def test_returns_latest_sell_signal(mocker): @@ -94,7 +94,7 @@ def test_returns_latest_sell_signal(mocker): ) ) - assert _ANALYZE.get_signal('BTC-ETH', 5) == (False, True) + assert _ANALYZE.get_signal('ETH/BTC', '5m') == (False, True) mocker.patch.multiple( 'freqtrade.analyze.Analyze', @@ -102,13 +102,13 @@ def test_returns_latest_sell_signal(mocker): return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}]) ) ) - assert _ANALYZE.get_signal('BTC-ETH', 5) == (True, False) + assert _ANALYZE.get_signal('ETH/BTC', '5m') == (True, False) def test_get_signal_empty(default_conf, mocker, caplog): caplog.set_level(logging.INFO) mocker.patch('freqtrade.analyze.get_ticker_history', return_value=None) - assert (False, False) == _ANALYZE.get_signal('foo', int(default_conf['ticker_interval'])) + assert (False, False) == _ANALYZE.get_signal('foo', default_conf['ticker_interval']) assert log_has('Empty ticker history for pair foo', caplog.record_tuples) @@ -121,7 +121,7 @@ def test_get_signal_exception_valueerror(default_conf, mocker, caplog): side_effect=ValueError('xyz') ) ) - assert (False, False) == _ANALYZE.get_signal('foo', int(default_conf['ticker_interval'])) + assert (False, False) == _ANALYZE.get_signal('foo', default_conf['ticker_interval']) assert log_has('Unable to analyze ticker for pair foo: xyz', caplog.record_tuples) @@ -134,7 +134,7 @@ def test_get_signal_empty_dataframe(default_conf, mocker, caplog): return_value=DataFrame([]) ) ) - assert (False, False) == _ANALYZE.get_signal('xyz', int(default_conf['ticker_interval'])) + assert (False, False) == _ANALYZE.get_signal('xyz', default_conf['ticker_interval']) assert log_has('Empty dataframe for pair xyz', caplog.record_tuples) @@ -150,7 +150,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog): return_value=DataFrame(ticks) ) ) - assert (False, False) == _ANALYZE.get_signal('xyz', int(default_conf['ticker_interval'])) + assert (False, False) == _ANALYZE.get_signal('xyz', default_conf['ticker_interval']) assert log_has( 'Outdated history for pair xyz. Last tick is 11 minutes old', caplog.record_tuples @@ -166,7 +166,7 @@ def test_get_signal_handles_exceptions(mocker): ) ) - assert _ANALYZE.get_signal('BTC-ETH', 5) == (False, False) + assert _ANALYZE.get_signal('ETH/BTC', '5m') == (False, False) def test_parse_ticker_dataframe(ticker_history, ticker_history_without_bv): @@ -188,7 +188,7 @@ def test_tickerdata_to_dataframe(default_conf) -> None: analyze = Analyze(default_conf) timerange = ((None, 'line'), None, -100) - tick = load_tickerdata_file(None, 'BTC_UNITEST', 1, timerange=timerange) - tickerlist = {'BTC_UNITEST': tick} + tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange) + tickerlist = {'UNITTEST/BTC': tick} data = analyze.tickerdata_to_dataframe(tickerlist) - assert len(data['BTC_UNITEST']) == 100 + assert len(data['UNITTEST/BTC']) == 100 diff --git a/freqtrade/tests/test_arguments.py b/freqtrade/tests/test_arguments.py index 3e0639304..881129887 100644 --- a/freqtrade/tests/test_arguments.py +++ b/freqtrade/tests/test_arguments.py @@ -55,10 +55,10 @@ def test_parse_args_verbose() -> None: def test_scripts_options() -> None: - arguments = Arguments(['-p', 'BTC_ETH'], '') + arguments = Arguments(['-p', 'ETH/BTC'], '') arguments.scripts_options() args = arguments.get_parsed_arg() - assert args.pair == 'BTC_ETH' + assert args.pair == 'ETH/BTC' def test_parse_args_version() -> None: @@ -106,7 +106,7 @@ def test_parse_args_backtesting_custom() -> None: '-c', 'test_conf.json', 'backtesting', '--live', - '--ticker-interval', '1', + '--ticker-interval', '1m', '--refresh-pairs-cached'] call_args = Arguments(args, '').get_parsed_arg() assert call_args.config == 'test_conf.json' @@ -114,7 +114,7 @@ def test_parse_args_backtesting_custom() -> None: assert call_args.loglevel == logging.INFO assert call_args.subparser == 'backtesting' assert call_args.func is not None - assert call_args.ticker_interval == 1 + assert call_args.ticker_interval == '1m' assert call_args.refresh_pairs is True diff --git a/freqtrade/tests/test_configuration.py b/freqtrade/tests/test_configuration.py index aee329d6b..c45fa94c8 100644 --- a/freqtrade/tests/test_configuration.py +++ b/freqtrade/tests/test_configuration.py @@ -34,7 +34,7 @@ def test_load_config_invalid_pair(default_conf) -> None: Test the configuration validator with an invalid PAIR format """ conf = deepcopy(default_conf) - conf['exchange']['pair_whitelist'].append('BTC-ETH') + conf['exchange']['pair_whitelist'].append('ETH-BTC') with pytest.raises(ValidationError, match=r'.*does not match.*'): configuration = Configuration([]) @@ -232,7 +232,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non '--strategy', 'default_strategy', '--datadir', '/foo/bar', 'backtesting', - '--ticker-interval', '1', + '--ticker-interval', '1m', '--live', '--realistic-simulation', '--refresh-pairs-cached', @@ -257,7 +257,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non assert 'ticker_interval' in config assert log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples) assert log_has( - 'Using ticker_interval: 1 ...', + 'Using ticker_interval: 1m ...', caplog.record_tuples ) diff --git a/freqtrade/tests/test_dataframe.py b/freqtrade/tests/test_dataframe.py index 1f69a7d32..47d89a112 100644 --- a/freqtrade/tests/test_dataframe.py +++ b/freqtrade/tests/test_dataframe.py @@ -6,11 +6,11 @@ from freqtrade.analyze import Analyze from freqtrade.optimize import load_data from freqtrade.strategy.strategy import Strategy -_pairs = ['BTC_ETH'] +_pairs = ['ETH/BTC'] def load_dataframe_pair(pairs): - ld = load_data(None, ticker_interval=5, pairs=pairs) + ld = load_data(None, ticker_interval='5m', pairs=pairs) assert isinstance(ld, dict) assert isinstance(pairs[0], str) dataframe = ld[pairs[0]] diff --git a/freqtrade/tests/test_misc.py b/freqtrade/tests/test_misc.py index 91c34b620..beb9c7667 100644 --- a/freqtrade/tests/test_misc.py +++ b/freqtrade/tests/test_misc.py @@ -50,15 +50,15 @@ def test_common_datearray(default_conf, mocker) -> None: mocker.patch('freqtrade.strategy.strategy.Strategy', MagicMock()) analyze = Analyze(default_conf) - tick = load_tickerdata_file(None, 'BTC_UNITEST', 1) - tickerlist = {'BTC_UNITEST': tick} + tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m') + tickerlist = {'UNITTEST/BTC': tick} dataframes = analyze.tickerdata_to_dataframe(tickerlist) dates = common_datearray(dataframes) - assert dates.size == dataframes['BTC_UNITEST']['date'].size - assert dates[0] == dataframes['BTC_UNITEST']['date'][0] - assert dates[-1] == dataframes['BTC_UNITEST']['date'][-1] + assert dates.size == dataframes['UNITTEST/BTC']['date'].size + assert dates[0] == dataframes['UNITTEST/BTC']['date'][0] + assert dates[-1] == dataframes['UNITTEST/BTC']['date'][-1] def test_file_dump_json(mocker) -> None: diff --git a/freqtrade/tests/test_persistence.py b/freqtrade/tests/test_persistence.py index 5e80c632b..59ea2cd48 100644 --- a/freqtrade/tests/test_persistence.py +++ b/freqtrade/tests/test_persistence.py @@ -118,7 +118,7 @@ def test_update_with_bittrex(limit_buy_order, limit_sell_order): """ trade = Trade( - pair='BTC_ETH', + pair='ETH/BTC', stake_amount=0.001, fee=0.0025, exchange='bittrex', diff --git a/freqtrade/tests/testdata/ADA_BTC-1m.json b/freqtrade/tests/testdata/ADA_BTC-1m.json new file mode 100644 index 000000000..fed55d293 --- /dev/null +++ b/freqtrade/tests/testdata/ADA_BTC-1m.json @@ -0,0 +1 @@ +[[1516424100000, 5.352e-05, 5.4e-05, 5.348e-05, 5.4e-05, 100380.64502838], [1516424160000, 5.399e-05, 5.41e-05, 5.337e-05, 5.345e-05, 395731.65051556], [1516424220000, 5.345e-05, 5.358e-05, 5.303e-05, 5.32e-05, 194541.85707997], [1516424280000, 5.32e-05, 5.325e-05, 5.281e-05, 5.281e-05, 332212.6400607], [1516424340000, 5.281e-05, 5.325e-05, 5.28e-05, 5.301e-05, 116982.73501469], [1516424400000, 5.312e-05, 5.312e-05, 5.26e-05, 5.28e-05, 102876.5307909], [1516424460000, 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11.16069161], [1517284200000, 0.03926402, 0.03954276, 0.03926402, 0.03926419, 2.91100814], [1517284500000, 0.03960284, 0.03961187, 0.0392643, 0.03961147, 12.47717766], [1517284800000, 0.0392644, 0.03967623, 0.0392644, 0.03967483, 6.92326005], [1517285100000, 0.03926988, 0.03967424, 0.03926429, 0.03927034, 12.31975911], [1517285400000, 0.0392643, 0.03927034, 0.03926429, 0.03926429, 6.32568774], [1517285700000, 0.03927033, 0.03927034, 0.03926, 0.03927034, 61.22297895], [1517286000000, 0.03926, 0.03952792, 0.03912, 0.03912471, 19.62111501], [1517286300000, 0.03948626, 0.03948626, 0.0391, 0.03912472, 23.44907481], [1517286600000, 0.03912472, 0.03940305, 0.0390001, 0.0392881, 13.70370869], [1517286900000, 0.03928809, 0.0394026, 0.03908286, 0.0392881, 13.38587271], [1517287200000, 0.03928809, 0.03928809, 0.03902404, 0.03902433, 18.69255676], [1517287500000, 0.03919, 0.03928791, 0.03919, 0.03928789, 14.09480345]] \ No newline at end of file diff --git a/freqtrade/tests/testdata/download_backtest_data.py b/freqtrade/tests/testdata/download_backtest_data.py index 46efe4511..9cfd9ff9c 100755 --- a/freqtrade/tests/testdata/download_backtest_data.py +++ b/freqtrade/tests/testdata/download_backtest_data.py @@ -10,14 +10,14 @@ from freqtrade.exchange import ccxt parser = misc.common_args_parser('download utility') parser.add_argument( - '-p', '--pair', - help='JSON file containing pairs to download', - dest='pair', - default=None + '-p', '--pair', + help='JSON file containing pairs to download', + dest='pair', + default=None ) args = parser.parse_args(sys.argv[1:]) -TICKER_INTERVALS = [1, 5] # ticker interval in minutes (currently implemented: 1 and 5) +TICKER_INTERVALS = ['1m', '5m'] PAIRS = [] if args.pair: @@ -34,5 +34,6 @@ for pair in PAIRS: for tick_interval in TICKER_INTERVALS: print('downloading pair %s, interval %s' % (pair, tick_interval)) data = exchange.get_ticker_history(pair, tick_interval) - filename = '{}-{}.json'.format(pair, tick_interval) + pair_print = pair.replace('/', '_') + filename = '{}-{}.json'.format(pair_print, tick_interval) misc.file_dump_json(filename, data) diff --git a/freqtrade/tests/testdata/pairs.json b/freqtrade/tests/testdata/pairs.json index 5eb7b0205..f4bab6dc5 100644 --- a/freqtrade/tests/testdata/pairs.json +++ b/freqtrade/tests/testdata/pairs.json @@ -1,26 +1,26 @@ [ - "BTC_ADA", - "BTC_BAT", - "BTC_DASH", - "BTC_ETC", - "BTC_ETH", - "BTC_GBYTE", - "BTC_LSK", - "BTC_LTC", - "BTC_NEO", - "BTC_NXT", - "BTC_POWR", - "BTC_STORJ", - "BTC_QTUM", - "BTC_WAVES", - "BTC_VTC", - "BTC_XLM", - "BTC_XMR", - "BTC_XVG", - "BTC_XRP", - "BTC_ZEC", - "USDT_BTC", - "USDT_LTC", - "USDT_ETH" + "ADA/BTC", + "BAT/BTC", + "DASH/BTC", + "ETC/BTC", + "ETH/BTC", + "GBYTE/BTC", + "LSK/BTC", + "LTC/BTC", + "NEO/BTC", + "NXT/BTC", + "POWR/BTC", + "STORJ/BTC", + "QTUM/BTC", + "WAVES/BTC", + "VTC/BTC", + "XLM/BTC", + "XMR/BTC", + "XVG/BTC", + "XRP/BTC", + "ZEC/BTC", + "BTC/USDT", + "LTC/USDT", + "ETH/USDT" ] diff --git a/scripts/convert_backtestdata.py b/scripts/convert_backtestdata.py index a6f6ccc60..86bc6d139 100755 --- a/scripts/convert_backtestdata.py +++ b/scripts/convert_backtestdata.py @@ -24,6 +24,7 @@ from freqtrade.arguments import Arguments from freqtrade import misc from freqtrade.logger import Logger from pandas import DataFrame +from freqtrade.constants import Constants import dateutil.parser @@ -82,9 +83,10 @@ def convert_dataframe(frame: DataFrame): cols = ['date', 'open', 'high', 'low', 'close', 'volume'] frame = frame[cols] + # Make sure parsing/printing data is assumed to be UTC frame['date'] = frame['date'].apply( - lambda d: int(dateutil.parser.parse(d).timestamp()) * 1000) - frame['date'] = frame['date'].astype(int) + lambda d: int(dateutil.parser.parse(d+'+00:00').timestamp()) * 1000) + frame['date'] = frame['date'].astype('int64') # Convert columns one by one to preserve type. by_column = [frame[x].values.tolist() for x in frame.columns] return list(list(x) for x in zip(*by_column)) @@ -130,15 +132,32 @@ def convert_main(args: Namespace) -> None: filename) continue - ret = re.search(r'\d+(?=\.json)', path.basename(filename)) - if not ret: + ret_integer = re.search(r'\d+(?=\.json)', path.basename(filename)) + ret_string = re.search(r'(\d+[mhdw])(?=\.json)', path.basename(filename)) + + if ret_integer: + minutes = int(ret_integer.group(0)) + interval = str(minutes) + 'm' # default to adding 'm' to end of minutes for new interval name + # but check if there is a mapping between int and string also + for str_interval, minutes_interval in Constants.TICKER_INTERVAL_MINUTES.items(): + if minutes_interval == minutes: + interval = str_interval + break + # change order on pairs if old ticker interval found + filename_new = path.join(path.dirname(filename), + "{}_{}-{}.json".format(currencies[1], + currencies[0], interval)) + + elif ret_string: + interval = ret_string.group(0) + filename_new = path.join(path.dirname(filename), + "{}_{}-{}.json".format(currencies[0], + currencies[1], interval)) + + else: logger.warning("file %s could not be converted, interval not found", filename) continue - interval = ret.group(0) - filename_new = path.join(path.dirname(filename), - "{}_{}-{}.json".format(currencies[1], - currencies[0], interval)) logger.debug("Converting and renaming %s to %s", filename, filename_new) convert_file(filename, filename_new) diff --git a/scripts/plot_profit.py b/scripts/plot_profit.py index 022bbf33c..b8a76a1ca 100755 --- a/scripts/plot_profit.py +++ b/scripts/plot_profit.py @@ -25,6 +25,7 @@ from freqtrade.arguments import Arguments from freqtrade.configuration import Configuration from freqtrade.analyze import Analyze from freqtrade.logger import Logger +from freqtrade.constants import Constants import freqtrade.optimize as optimize import freqtrade.misc as misc @@ -34,7 +35,7 @@ logger = Logger(name="Graph profits").get_logger() # data:: [ pair, profit-%, enter, exit, time, duration] -# data:: ["BTC_ETH", 0.0023975, "1515598200", "1515602100", "2018-01-10 07:30:00+00:00", 65] +# data:: ["ETH/BTC", 0.0023975, "1515598200", "1515602100", "2018-01-10 07:30:00+00:00", 65] def make_profit_array( data: List, px: int, min_date: int, interval: int, filter_pairs: Optional[List] = None) -> np.ndarray: @@ -187,11 +188,12 @@ def plot_profit(args: Namespace) -> None: plot(fig, filename='freqtrade-profit-plot.html') -def define_index(min_date: int, max_date: int, interval: int) -> int: +def define_index(min_date: int, max_date: int, interval: str) -> int: """ Return the index of a specific date """ - return int((max_date - min_date) / (interval * 60)) + interval_minutes = Constants.TICKER_INTERVAL_MINUTES[interval] + return int((max_date - min_date) / (interval_minutes * 60)) def plot_parse_args(args: List[str]) -> Namespace: diff --git a/user_data/hyperopt_conf.py b/user_data/hyperopt_conf.py index 8e044e549..1e9ab88a4 100644 --- a/user_data/hyperopt_conf.py +++ b/user_data/hyperopt_conf.py @@ -26,16 +26,16 @@ def hyperopt_optimize_conf() -> dict: }, "exchange": { "pair_whitelist": [ - "BTC_ETH", - "BTC_LTC", - "BTC_ETC", - "BTC_DASH", - "BTC_ZEC", - "BTC_XLM", - "BTC_NXT", - "BTC_POWR", - "BTC_ADA", - "BTC_XMR" + "ETH/BTC", + "LTC/BTC", + "ETC/BTC", + "DASH/BTC", + "ZEC/BTC", + "XLM/BTC", + "NXT/BTC", + "POWR/BTC", + "ADA/BTC", + "XMR/BTC" ] } }