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Merge pull request #600 from enenn/ccxt-obecjtify-pr2_1

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[2/3] Add support for multiple exchanges with ccxt (objectified version)
This commit is contained in:
Samuel Husso 2018-04-12 07:36:18 +03:00 committed by GitHub
commit eac3c4b72c
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79 changed files with 265 additions and 229 deletions
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2
config_full.json.example
View File

@ -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,

22
docs/backtesting.md
View File

@ -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
```

2
docs/bot-usage.md
View File

@ -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

2
docs/configuration.md
View File

@ -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.

18
docs/telegram-usage.md
View File

@ -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 <trade_id>
@ -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

10
freqtrade/analyze.py
View File

@ -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,

5
freqtrade/arguments.py
View File

@ -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',

2
freqtrade/configuration.py
View File

@ -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:

16
freqtrade/constants.py
View File

@ -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',

18
freqtrade/optimize/__init__.py
View File

@ -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)

4
freqtrade/rpc/rpc.py
View File

@ -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(

2
freqtrade/strategy/default_strategy.py
View File

@ -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:
"""

2
freqtrade/strategy/strategy.py
View File

@ -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:
"""

5
freqtrade/tests/conftest.py
View File

@ -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))

66
freqtrade/tests/optimize/test_backtesting.py
View File

@ -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 ..',

20
freqtrade/tests/optimize/test_hyperopt.py
View File

@ -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)

68
freqtrade/tests/optimize/test_optimize.py
View File

@ -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)

2
freqtrade/tests/rpc/test_rpc_telegram.py
View File

@ -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,

4
freqtrade/tests/strategy/test_default_strategy.py
View File

@ -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

24
freqtrade/tests/test_analyze.py
View File

@ -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

8
freqtrade/tests/test_arguments.py
View File

@ -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

6
freqtrade/tests/test_configuration.py
View File

@ -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
)

4
freqtrade/tests/test_dataframe.py
View File

@ -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]]

10
freqtrade/tests/test_misc.py
View File

@ -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:

2
freqtrade/tests/test_persistence.py
View File

@ -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',

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@ -1,3 +0,0 @@
[
{"O": 0.00162008, "H": 0.00162008, "L": 0.00162008, "C": 0.00162008, "V": 108.14853839, "T": "2017-11-04T23:02:00", "BV": 0.17520927}
]

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freqtrade/tests/testdata/download_backtest_data.py vendored
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@ -17,7 +17,7 @@ parser.add_argument(
)
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)

46
freqtrade/tests/testdata/pairs.json vendored
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@ -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"
]

33
scripts/convert_backtestdata.py
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@ -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:
logger.warning("file %s could not be converted, interval not found", filename)
continue
interval = ret.group(0)
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
logger.debug("Converting and renaming %s to %s", filename, filename_new)
convert_file(filename, filename_new)

8
scripts/plot_profit.py
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@ -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:

20
user_data/hyperopt_conf.py
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@ -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"
]
}
}