Merge branch 'develop' into feat/short
This commit is contained in:
Matthias
commit
ebc38159b8
2
.github/ISSUE_TEMPLATE/bug_report.md
vendored
2
.github/ISSUE_TEMPLATE/bug_report.md
vendored
@ -9,7 +9,7 @@ assignees: ''
|
||||
<!--
|
||||
Have you searched for similar issues before posting it?
|
||||
|
||||
If you have discovered a bug in the bot, please [search our issue tracker](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue).
|
||||
If you have discovered a bug in the bot, please [search the issue tracker](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue).
|
||||
If it hasn't been reported, please create a new issue.
|
||||
|
||||
Please do not use bug reports to request new features.
|
||||
|
||||
2
.github/ISSUE_TEMPLATE/question.md
vendored
2
.github/ISSUE_TEMPLATE/question.md
vendored
@ -22,4 +22,4 @@ Please do not use the question template to report bugs or to request new feature
|
||||
|
||||
## Your question
|
||||
|
||||
*Ask the question you have not been able to find an answer in our [Documentation](https://www.freqtrade.io/en/latest/)*
|
||||
*Ask the question you have not been able to find an answer in the [Documentation](https://www.freqtrade.io/en/latest/)*
|
||||
|
||||
17
README.md
17
README.md
@ -28,9 +28,10 @@ Please read the [exchange specific notes](docs/exchanges.md) to learn about even
|
||||
|
||||
- [X] [Binance](https://www.binance.com/) ([*Note for binance users](docs/exchanges.md#binance-blacklist))
|
||||
- [X] [Bittrex](https://bittrex.com/)
|
||||
- [X] [Kraken](https://kraken.com/)
|
||||
- [X] [FTX](https://ftx.com)
|
||||
- [X] [Gate.io](https://www.gate.io/ref/6266643)
|
||||
- [X] [Kraken](https://kraken.com/)
|
||||
- [X] [OKEX](https://www.okex.com/)
|
||||
- [ ] [potentially many others](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
|
||||
|
||||
### Community tested
|
||||
@ -44,7 +45,7 @@ Exchanges confirmed working by the community:
|
||||
|
||||
We invite you to read the bot documentation to ensure you understand how the bot is working.
|
||||
|
||||
Please find the complete documentation on our [website](https://www.freqtrade.io).
|
||||
Please find the complete documentation on the [freqtrade website](https://www.freqtrade.io).
|
||||
|
||||
## Features
|
||||
|
||||
@ -121,7 +122,7 @@ optional arguments:
|
||||
|
||||
### Telegram RPC commands
|
||||
|
||||
Telegram is not mandatory. However, this is a great way to control your bot. More details and the full command list on our [documentation](https://www.freqtrade.io/en/latest/telegram-usage/)
|
||||
Telegram is not mandatory. However, this is a great way to control your bot. More details and the full command list on the [documentation](https://www.freqtrade.io/en/latest/telegram-usage/)
|
||||
|
||||
- `/start`: Starts the trader.
|
||||
- `/stop`: Stops the trader.
|
||||
@ -152,10 +153,10 @@ For any questions not covered by the documentation or for further information ab
|
||||
### [Bugs / Issues](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue)
|
||||
|
||||
If you discover a bug in the bot, please
|
||||
[search our issue tracker](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue)
|
||||
[search the issue tracker](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue)
|
||||
first. If it hasn't been reported, please
|
||||
[create a new issue](https://github.com/freqtrade/freqtrade/issues/new/choose) and
|
||||
ensure you follow the template guide so that our team can assist you as
|
||||
ensure you follow the template guide so that the team can assist you as
|
||||
quickly as possible.
|
||||
|
||||
### [Feature Requests](https://github.com/freqtrade/freqtrade/labels/enhancement)
|
||||
@ -169,13 +170,13 @@ in the bug reports.
|
||||
|
||||
### [Pull Requests](https://github.com/freqtrade/freqtrade/pulls)
|
||||
|
||||
Feel like our bot is missing a feature? We welcome your pull requests!
|
||||
Feel like the bot is missing a feature? We welcome your pull requests!
|
||||
|
||||
Please read our
|
||||
Please read the
|
||||
[Contributing document](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md)
|
||||
to understand the requirements before sending your pull-requests.
|
||||
|
||||
Coding is not a necessity to contribute - maybe start with improving our documentation?
|
||||
Coding is not a necessity to contribute - maybe start with improving the documentation?
|
||||
Issues labeled [good first issue](https://github.com/freqtrade/freqtrade/labels/good%20first%20issue) can be good first contributions, and will help get you familiar with the codebase.
|
||||
|
||||
**Note** before starting any major new feature work, *please open an issue describing what you are planning to do* or talk to us on [discord](https://discord.gg/p7nuUNVfP7) (please use the #dev channel for this). This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it.
|
||||
|
||||
BIN
docs/assets/frequi_url.png
Normal file
BIN
docs/assets/frequi_url.png
Normal file
Binary file not shown.
|
After Width: | Height: | Size: 11 KiB |
@ -459,7 +459,7 @@ The output will show a table containing the realized absolute Profit (in stake c
|
||||
### Further backtest-result analysis
|
||||
|
||||
To further analyze your backtest results, you can [export the trades](#exporting-trades-to-file).
|
||||
You can then load the trades to perform further analysis as shown in our [data analysis](data-analysis.md#backtesting) backtesting section.
|
||||
You can then load the trades to perform further analysis as shown in the [data analysis](data-analysis.md#backtesting) backtesting section.
|
||||
|
||||
## Assumptions made by backtesting
|
||||
|
||||
@ -478,6 +478,7 @@ Since backtesting lacks some detailed information about what happens within a ca
|
||||
- Low happens before high for stoploss, protecting capital first
|
||||
- Trailing stoploss
|
||||
- Trailing Stoploss is only adjusted if it's below the candle's low (otherwise it would be triggered)
|
||||
- On trade entry candles that trigger trailing stoploss, the "minimum offset" (`stop_positive_offset`) is assumed (instead of high) - and the stop is calculated from this point
|
||||
- High happens first - adjusting stoploss
|
||||
- Low uses the adjusted stoploss (so sells with large high-low difference are backtested correctly)
|
||||
- ROI applies before trailing-stop, ensuring profits are "top-capped" at ROI if both ROI and trailing stop applies
|
||||
|
||||
@ -37,6 +37,15 @@ Using this scheme, all configuration settings will also be available as environm
|
||||
|
||||
Please note that Environment variables will overwrite corresponding settings in your configuration, but command line Arguments will always win.
|
||||
|
||||
Common example:
|
||||
|
||||
```
|
||||
FREQTRADE__TELEGRAM__CHAT_ID=<telegramchatid>
|
||||
FREQTRADE__TELEGRAM__TOKEN=<telegramToken>
|
||||
FREQTRADE__EXCHANGE__KEY=<yourExchangeKey>
|
||||
FREQTRADE__EXCHANGE__SECRET=<yourExchangeSecret>
|
||||
```
|
||||
|
||||
!!! Note
|
||||
Environment variables detected are logged at startup - so if you can't find why a value is not what you think it should be based on the configuration, make sure it's not loaded from an environment variable.
|
||||
|
||||
|
||||
@ -250,7 +250,23 @@ Most exchanges supported by CCXT should work out of the box.
|
||||
To quickly test the public endpoints of an exchange, add a configuration for your exchange to `test_ccxt_compat.py` and run these tests with `pytest --longrun tests/exchange/test_ccxt_compat.py`.
|
||||
Completing these tests successfully a good basis point (it's a requirement, actually), however these won't guarantee correct exchange functioning, as this only tests public endpoints, but no private endpoint (like generate order or similar).
|
||||
|
||||
Also try to use `freqtrade download-data` for an extended timerange and verify that the data downloaded correctly (no holes, the specified timerange was actually downloaded).
|
||||
Also try to use `freqtrade download-data` for an extended timerange (multiple months) and verify that the data downloaded correctly (no holes, the specified timerange was actually downloaded).
|
||||
|
||||
These are prerequisites to have an exchange listed as either Supported or Community tested (listed on the homepage).
|
||||
The below are "extras", which will make an exchange better (feature-complete) - but are not absolutely necessary for either of the 2 categories.
|
||||
|
||||
Additional tests / steps to complete:
|
||||
|
||||
* Verify data provided by `fetch_ohlcv()` - and eventually adjust `ohlcv_candle_limit` for this exchange
|
||||
* Check L2 orderbook limit range (API documentation) - and eventually set as necessary
|
||||
* Check if balance shows correctly (*)
|
||||
* Create market order (*)
|
||||
* Create limit order (*)
|
||||
* Complete trade (buy + sell) (*)
|
||||
* Compare result calculation between exchange and bot
|
||||
* Ensure fees are applied correctly (check the database against the exchange)
|
||||
|
||||
(*) Requires API keys and Balance on the exchange.
|
||||
|
||||
### Stoploss On Exchange
|
||||
|
||||
|
||||
@ -46,7 +46,7 @@ In case of problems related to rate-limits (usually DDOS Exceptions in your logs
|
||||
```
|
||||
|
||||
This configuration enables kraken, as well as rate-limiting to avoid bans from the exchange.
|
||||
`"rateLimit": 3100` defines a wait-event of 0.2s between each call. This can also be completely disabled by setting `"enableRateLimit"` to false.
|
||||
`"rateLimit": 3100` defines a wait-event of 3.1s between each call. This can also be completely disabled by setting `"enableRateLimit"` to false.
|
||||
|
||||
!!! Note
|
||||
Optimal settings for rate-limiting depend on the exchange and the size of the whitelist, so an ideal parameter will vary on many other settings.
|
||||
@ -182,6 +182,23 @@ Kucoin supports [time_in_force](configuration.md#understand-order_time_in_force)
|
||||
For Kucoin, please add `"KCS/<STAKE>"` to your blacklist to avoid issues.
|
||||
Accounts having KCS accounts use this to pay for fees - if your first trade happens to be on `KCS`, further trades will consume this position and make the initial KCS trade unsellable as the expected amount is not there anymore.
|
||||
|
||||
## OKEX
|
||||
|
||||
OKEX requires a passphrase for each api key, you will therefore need to add this key into the configuration so your exchange section looks as follows:
|
||||
|
||||
```json
|
||||
"exchange": {
|
||||
"name": "okex",
|
||||
"key": "your_exchange_key",
|
||||
"secret": "your_exchange_secret",
|
||||
"password": "your_exchange_api_key_password",
|
||||
// ...
|
||||
}
|
||||
```
|
||||
|
||||
!!! Warning
|
||||
OKEX only provides 100 candles per api call. Therefore, the strategy will only have a pretty low amount of data available in backtesting mode.
|
||||
|
||||
## All exchanges
|
||||
|
||||
Should you experience constant errors with Nonce (like `InvalidNonce`), it is best to regenerate the API keys. Resetting Nonce is difficult and it's usually easier to regenerate the API keys.
|
||||
|
||||
14
docs/faq.md
14
docs/faq.md
@ -42,7 +42,7 @@ position for a trade. Be patient!
|
||||
### I have made 12 trades already, why is my total profit negative?
|
||||
|
||||
I understand your disappointment but unfortunately 12 trades is just
|
||||
not enough to say anything. If you run backtesting, you can see that our
|
||||
not enough to say anything. If you run backtesting, you can see that the
|
||||
current algorithm does leave you on the plus side, but that is after
|
||||
thousands of trades and even there, you will be left with losses on
|
||||
specific coins that you have traded tens if not hundreds of times. We
|
||||
@ -93,6 +93,18 @@ If this happens for all pairs in the pairlist, this might indicate a recent exch
|
||||
|
||||
Irrespectively of the reason, Freqtrade will fill up these candles with "empty" candles, where open, high, low and close are set to the previous candle close - and volume is empty. In a chart, this will look like a `_` - and is aligned with how exchanges usually represent 0 volume candles.
|
||||
|
||||
### I'm getting "Outdated history for pair xxx" in the log
|
||||
|
||||
The bot is trying to tell you that it got an outdated last candle (not the last complete candle).
|
||||
As a consequence, Freqtrade will not enter a trade for this pair - as trading on old information is usually not what is desired.
|
||||
|
||||
This warning can point to one of the below problems:
|
||||
|
||||
* Exchange downtime -> Check your exchange status page / blog / twitter feed for details.
|
||||
* Wrong system time -> Ensure your system-time is correct.
|
||||
* Barely traded pair -> Check the pair on the exchange webpage, look at the timeframe your strategy uses. If the pair does not have any volume in some candles (usually visualized with a "volume 0" bar, and a "_" as candle), this pair did not have any trades in this timeframe. These pairs should ideally be avoided, as they can cause problems with order-filling.
|
||||
* API problem -> API returns wrong data (this only here for completeness, and should not happen with supported exchanges).
|
||||
|
||||
### I'm getting the "RESTRICTED_MARKET" message in the log
|
||||
|
||||
Currently known to happen for US Bittrex users.
|
||||
|
||||
@ -39,8 +39,9 @@ Please read the [exchange specific notes](exchanges.md) to learn about eventual,
|
||||
- [X] [Binance](https://www.binance.com/) ([*Note for binance users](docs/exchanges.md#binance-blacklist))
|
||||
- [X] [Bittrex](https://bittrex.com/)
|
||||
- [X] [FTX](https://ftx.com)
|
||||
- [X] [Kraken](https://kraken.com/)
|
||||
- [X] [Gate.io](https://www.gate.io/ref/6266643)
|
||||
- [X] [Kraken](https://kraken.com/)
|
||||
- [X] [OKEX](https://www.okex.com/)
|
||||
- [ ] [potentially many others through <img alt="ccxt" width="30px" src="assets/ccxt-logo.svg" />](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
|
||||
|
||||
### Community tested
|
||||
@ -80,4 +81,4 @@ For any questions not covered by the documentation or for further information ab
|
||||
|
||||
## Ready to try?
|
||||
|
||||
Begin by reading our installation guide [for docker](docker_quickstart.md) (recommended), or for [installation without docker](installation.md).
|
||||
Begin by reading the installation guide [for docker](docker_quickstart.md) (recommended), or for [installation without docker](installation.md).
|
||||
|
||||
@ -1,4 +1,4 @@
|
||||
mkdocs==1.2.3
|
||||
mkdocs-material==7.3.4
|
||||
mkdocs-material==7.3.6
|
||||
mdx_truly_sane_lists==1.2
|
||||
pymdown-extensions==9.0
|
||||
|
||||
@ -330,12 +330,15 @@ Since the access token has a short timeout (15 min) - the `token/refresh` reques
|
||||
|
||||
### CORS
|
||||
|
||||
This whole section is only necessary in cross-origin cases (where you multiple bot API's running on `localhost:8081`, `localhost:8082`, ...), and want to combine them into one FreqUI instance.
|
||||
|
||||
??? info "Technical explanation"
|
||||
All web-based front-ends are subject to [CORS](https://developer.mozilla.org/en-US/docs/Web/HTTP/CORS) - Cross-Origin Resource Sharing.
|
||||
Since most of the requests to the Freqtrade API must be authenticated, a proper CORS policy is key to avoid security problems.
|
||||
Also, the standard disallows `*` CORS policies for requests with credentials, so this setting must be set appropriately.
|
||||
|
||||
Users can configure this themselves via the `CORS_origins` configuration setting.
|
||||
It consists of a list of allowed sites that are allowed to consume resources from the bot's API.
|
||||
Users can allow access from different origin URL's to the bot API via the `CORS_origins` configuration setting.
|
||||
It consists of a list of allowed URL's that are allowed to consume resources from the bot's API.
|
||||
|
||||
Assuming your application is deployed as `https://frequi.freqtrade.io/home/` - this would mean that the following configuration becomes necessary:
|
||||
|
||||
@ -348,5 +351,19 @@ Assuming your application is deployed as `https://frequi.freqtrade.io/home/` - t
|
||||
}
|
||||
```
|
||||
|
||||
In the following (pretty common) case, FreqUI is accessible on `http://localhost:8080/trade` (this is what you see in your navbar when navigating to freqUI).
|
||||
|
||||
|
||||
The correct configuration for this case is `http://localhost:8080` - the main part of the URL including the port.
|
||||
|
||||
```jsonc
|
||||
{
|
||||
//...
|
||||
"jwt_secret_key": "somethingrandom",
|
||||
"CORS_origins": ["http://localhost:8080"],
|
||||
//...
|
||||
}
|
||||
```
|
||||
|
||||
!!! Note
|
||||
We strongly recommend to also set `jwt_secret_key` to something random and known only to yourself to avoid unauthorized access to your bot.
|
||||
|
||||
@ -182,7 +182,7 @@ For example, simplified math:
|
||||
* the bot buys an asset at a price of 100$
|
||||
* the stop loss is defined at -10%
|
||||
* the stop loss would get triggered once the asset drops below 90$
|
||||
* stoploss will remain at 90$ unless asset increases to or above our configured offset
|
||||
* stoploss will remain at 90$ unless asset increases to or above the configured offset
|
||||
* assuming the asset now increases to 103$ (where we have the offset configured)
|
||||
* the stop loss will now be -2% of 103$ = 100.94$
|
||||
* now the asset drops in value to 101\$, the stop loss will still be 100.94$ and would trigger at 100.94$
|
||||
|
||||
@ -436,7 +436,7 @@ class AwesomeStrategy(IStrategy):
|
||||
|
||||
# ... populate_* methods
|
||||
|
||||
# Set unfilledtimeout to 25 hours, since our maximum timeout from below is 24 hours.
|
||||
# Set unfilledtimeout to 25 hours, since the maximum timeout from below is 24 hours.
|
||||
unfilledtimeout = {
|
||||
'buy': 60 * 25,
|
||||
'sell': 60 * 25
|
||||
@ -475,7 +475,7 @@ class AwesomeStrategy(IStrategy):
|
||||
|
||||
# ... populate_* methods
|
||||
|
||||
# Set unfilledtimeout to 25 hours, since our maximum timeout from below is 24 hours.
|
||||
# Set unfilledtimeout to 25 hours, since the maximum timeout from below is 24 hours.
|
||||
unfilledtimeout = {
|
||||
'buy': 60 * 25,
|
||||
'sell': 60 * 25
|
||||
|
||||
@ -511,9 +511,9 @@ The strategy might look something like this:
|
||||
|
||||
*Scan through the top 10 pairs by volume using the `VolumePairList` every 5 minutes and use a 14 day RSI to buy and sell.*
|
||||
|
||||
Due to the limited available data, it's very difficult to resample our `5m` candles into daily candles for use in a 14 day RSI. Most exchanges limit us to just 500 candles which effectively gives us around 1.74 daily candles. We need 14 days at least!
|
||||
Due to the limited available data, it's very difficult to resample `5m` candles into daily candles for use in a 14 day RSI. Most exchanges limit us to just 500 candles which effectively gives us around 1.74 daily candles. We need 14 days at least!
|
||||
|
||||
Since we can't resample our data we will have to use an informative pair; and since our whitelist will be dynamic we don't know which pair(s) to use.
|
||||
Since we can't resample the data we will have to use an informative pair; and since the whitelist will be dynamic we don't know which pair(s) to use.
|
||||
|
||||
This is where calling `self.dp.current_whitelist()` comes in handy.
|
||||
|
||||
@ -969,7 +969,7 @@ The following lists some common patterns which should be avoided to prevent frus
|
||||
|
||||
## Further strategy ideas
|
||||
|
||||
To get additional Ideas for strategies, head over to our [strategy repository](https://github.com/freqtrade/freqtrade-strategies). Feel free to use them as they are - but results will depend on the current market situation, pairs used etc. - therefore please backtest the strategy for your exchange/desired pairs first, evaluate carefully, use at your own risk.
|
||||
To get additional Ideas for strategies, head over to the [strategy repository](https://github.com/freqtrade/freqtrade-strategies). Feel free to use them as they are - but results will depend on the current market situation, pairs used etc. - therefore please backtest the strategy for your exchange/desired pairs first, evaluate carefully, use at your own risk.
|
||||
Feel free to use any of them as inspiration for your own strategies.
|
||||
We're happy to accept Pull Requests containing new Strategies to that repo.
|
||||
|
||||
|
||||
@ -577,6 +577,46 @@ Common arguments:
|
||||
|
||||
```
|
||||
|
||||
## Show previous Backtest results
|
||||
|
||||
Allows you to show previous backtest results.
|
||||
Adding `--show-pair-list` outputs a sorted pair list you can easily copy/paste into your configuration (omitting bad pairs).
|
||||
|
||||
??? Warning "Strategy overfitting"
|
||||
Only using winning pairs can lead to an overfitted strategy, which will not work well on future data. Make sure to extensively test your strategy in dry-run before risking real money.
|
||||
|
||||
```
|
||||
usage: freqtrade backtesting-show [-h] [-v] [--logfile FILE] [-V] [-c PATH]
|
||||
[-d PATH] [--userdir PATH]
|
||||
[--export-filename PATH] [--show-pair-list]
|
||||
|
||||
optional arguments:
|
||||
-h, --help show this help message and exit
|
||||
--export-filename PATH
|
||||
Save backtest results to the file with this filename.
|
||||
Requires `--export` to be set as well. Example:
|
||||
`--export-filename=user_data/backtest_results/backtest
|
||||
_today.json`
|
||||
--show-pair-list Show backtesting pairlist sorted by profit.
|
||||
|
||||
Common arguments:
|
||||
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
|
||||
--logfile FILE Log to the file specified. Special values are:
|
||||
'syslog', 'journald'. See the documentation for more
|
||||
details.
|
||||
-V, --version show program's version number and exit
|
||||
-c PATH, --config PATH
|
||||
Specify configuration file (default:
|
||||
`userdir/config.json` or `config.json` whichever
|
||||
exists). Multiple --config options may be used. Can be
|
||||
set to `-` to read config from stdin.
|
||||
-d PATH, --datadir PATH
|
||||
Path to directory with historical backtesting data.
|
||||
--userdir PATH, --user-data-dir PATH
|
||||
Path to userdata directory.
|
||||
|
||||
```
|
||||
|
||||
## List Hyperopt results
|
||||
|
||||
You can list the hyperoptimization epochs the Hyperopt module evaluated previously with the `hyperopt-list` sub-command.
|
||||
|
||||
@ -48,7 +48,7 @@ Sample configuration (tested using IFTTT).
|
||||
},
|
||||
```
|
||||
|
||||
The url in `webhook.url` should point to the correct url for your webhook. If you're using [IFTTT](https://ifttt.com) (as shown in the sample above) please insert our event and key to the url.
|
||||
The url in `webhook.url` should point to the correct url for your webhook. If you're using [IFTTT](https://ifttt.com) (as shown in the sample above) please insert your event and key to the url.
|
||||
|
||||
You can set the POST body format to Form-Encoded (default) or JSON-Encoded. Use `"format": "form"` or `"format": "json"` respectively. Example configuration for Mattermost Cloud integration:
|
||||
|
||||
|
||||
@ -16,7 +16,8 @@ from freqtrade.commands.hyperopt_commands import start_hyperopt_list, start_hype
|
||||
from freqtrade.commands.list_commands import (start_list_exchanges, start_list_markets,
|
||||
start_list_strategies, start_list_timeframes,
|
||||
start_show_trades)
|
||||
from freqtrade.commands.optimize_commands import start_backtesting, start_edge, start_hyperopt
|
||||
from freqtrade.commands.optimize_commands import (start_backtesting, start_backtesting_show,
|
||||
start_edge, start_hyperopt)
|
||||
from freqtrade.commands.pairlist_commands import start_test_pairlist
|
||||
from freqtrade.commands.plot_commands import start_plot_dataframe, start_plot_profit
|
||||
from freqtrade.commands.trade_commands import start_trading
|
||||
|
||||
@ -41,6 +41,8 @@ ARGS_LIST_STRATEGIES = ["strategy_path", "print_one_column", "print_colorized"]
|
||||
|
||||
ARGS_LIST_HYPEROPTS = ["hyperopt_path", "print_one_column", "print_colorized"]
|
||||
|
||||
ARGS_BACKTEST_SHOW = ["exportfilename", "backtest_show_pair_list"]
|
||||
|
||||
ARGS_LIST_EXCHANGES = ["print_one_column", "list_exchanges_all"]
|
||||
|
||||
ARGS_LIST_TIMEFRAMES = ["exchange", "print_one_column"]
|
||||
@ -94,7 +96,7 @@ ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperop
|
||||
|
||||
NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
|
||||
"list-markets", "list-pairs", "list-strategies", "list-data",
|
||||
"hyperopt-list", "hyperopt-show",
|
||||
"hyperopt-list", "hyperopt-show", "backtest-filter",
|
||||
"plot-dataframe", "plot-profit", "show-trades", "trades-to-ohlcv"]
|
||||
|
||||
NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-strategy"]
|
||||
@ -173,7 +175,8 @@ class Arguments:
|
||||
self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot')
|
||||
self._build_args(optionlist=['version'], parser=self.parser)
|
||||
|
||||
from freqtrade.commands import (start_backtesting, start_convert_data, start_convert_trades,
|
||||
from freqtrade.commands import (start_backtesting, start_backtesting_show,
|
||||
start_convert_data, start_convert_trades,
|
||||
start_create_userdir, start_download_data, start_edge,
|
||||
start_hyperopt, start_hyperopt_list, start_hyperopt_show,
|
||||
start_install_ui, start_list_data, start_list_exchanges,
|
||||
@ -264,6 +267,15 @@ class Arguments:
|
||||
backtesting_cmd.set_defaults(func=start_backtesting)
|
||||
self._build_args(optionlist=ARGS_BACKTEST, parser=backtesting_cmd)
|
||||
|
||||
# Add backtesting-show subcommand
|
||||
backtesting_show_cmd = subparsers.add_parser(
|
||||
'backtesting-show',
|
||||
help='Show past Backtest results',
|
||||
parents=[_common_parser],
|
||||
)
|
||||
backtesting_show_cmd.set_defaults(func=start_backtesting_show)
|
||||
self._build_args(optionlist=ARGS_BACKTEST_SHOW, parser=backtesting_show_cmd)
|
||||
|
||||
# Add edge subcommand
|
||||
edge_cmd = subparsers.add_parser('edge', help='Edge module.',
|
||||
parents=[_common_parser, _strategy_parser])
|
||||
|
||||
@ -83,11 +83,19 @@ def ask_user_config() -> Dict[str, Any]:
|
||||
if val == UNLIMITED_STAKE_AMOUNT
|
||||
else val
|
||||
},
|
||||
{
|
||||
"type": "select",
|
||||
"name": "timeframe_in_config",
|
||||
"message": "Tim",
|
||||
"choices": ["Have the strategy define timeframe.", "Override in configuration."]
|
||||
},
|
||||
{
|
||||
"type": "text",
|
||||
"name": "timeframe",
|
||||
"message": "Please insert your desired timeframe (e.g. 5m):",
|
||||
"default": "5m",
|
||||
"when": lambda x: x["timeframe_in_config"] == 'Override in configuration.'
|
||||
|
||||
},
|
||||
{
|
||||
"type": "text",
|
||||
@ -107,6 +115,7 @@ def ask_user_config() -> Dict[str, Any]:
|
||||
"ftx",
|
||||
"kucoin",
|
||||
"gateio",
|
||||
"okex",
|
||||
Separator(),
|
||||
"other",
|
||||
],
|
||||
@ -134,7 +143,7 @@ def ask_user_config() -> Dict[str, Any]:
|
||||
"type": "password",
|
||||
"name": "exchange_key_password",
|
||||
"message": "Insert Exchange API Key password",
|
||||
"when": lambda x: not x['dry_run'] and x['exchange_name'] == 'kucoin'
|
||||
"when": lambda x: not x['dry_run'] and x['exchange_name'] in ('kucoin', 'okex')
|
||||
},
|
||||
{
|
||||
"type": "confirm",
|
||||
|
||||
@ -152,6 +152,12 @@ AVAILABLE_CLI_OPTIONS = {
|
||||
action='store_false',
|
||||
default=True,
|
||||
),
|
||||
"backtest_show_pair_list": Arg(
|
||||
'--show-pair-list',
|
||||
help='Show backtesting pairlist sorted by profit.',
|
||||
action='store_true',
|
||||
default=False,
|
||||
),
|
||||
"enable_protections": Arg(
|
||||
'--enable-protections', '--enableprotections',
|
||||
help='Enable protections for backtesting.'
|
||||
|
||||
@ -54,6 +54,22 @@ def start_backtesting(args: Dict[str, Any]) -> None:
|
||||
backtesting.start()
|
||||
|
||||
|
||||
def start_backtesting_show(args: Dict[str, Any]) -> None:
|
||||
"""
|
||||
Show previous backtest result
|
||||
"""
|
||||
|
||||
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
|
||||
|
||||
from freqtrade.data.btanalysis import load_backtest_stats
|
||||
from freqtrade.optimize.optimize_reports import show_backtest_results, show_sorted_pairlist
|
||||
|
||||
results = load_backtest_stats(config['exportfilename'])
|
||||
|
||||
show_backtest_results(config, results)
|
||||
show_sorted_pairlist(config, results)
|
||||
|
||||
|
||||
def start_hyperopt(args: Dict[str, Any]) -> None:
|
||||
"""
|
||||
Start hyperopt script
|
||||
|
||||
@ -245,6 +245,10 @@ class Configuration:
|
||||
self._args_to_config(config, argname='timeframe_detail',
|
||||
logstring='Parameter --timeframe-detail detected, '
|
||||
'using {} for intra-candle backtesting ...')
|
||||
|
||||
self._args_to_config(config, argname='backtest_show_pair_list',
|
||||
logstring='Parameter --show-pair-list detected.')
|
||||
|
||||
self._args_to_config(config, argname='stake_amount',
|
||||
logstring='Parameter --stake-amount detected, '
|
||||
'overriding stake_amount to: {} ...')
|
||||
|
||||
@ -32,6 +32,7 @@ def flat_vars_to_nested_dict(env_dict: Dict[str, Any], prefix: str) -> Dict[str,
|
||||
:param prefix: Prefix to consider (usually FREQTRADE__)
|
||||
:return: Nested dict based on available and relevant variables.
|
||||
"""
|
||||
no_convert = ['CHAT_ID']
|
||||
relevant_vars: Dict[str, Any] = {}
|
||||
|
||||
for env_var, val in sorted(env_dict.items()):
|
||||
@ -39,9 +40,9 @@ def flat_vars_to_nested_dict(env_dict: Dict[str, Any], prefix: str) -> Dict[str,
|
||||
logger.info(f"Loading variable '{env_var}'")
|
||||
key = env_var.replace(prefix, '')
|
||||
for k in reversed(key.split('__')):
|
||||
val = {k.lower(): get_var_typed(val) if type(val) != dict else val}
|
||||
val = {k.lower(): get_var_typed(val)
|
||||
if type(val) != dict and k not in no_convert else val}
|
||||
relevant_vars = deep_merge_dicts(val, relevant_vars)
|
||||
|
||||
return relevant_vars
|
||||
|
||||
|
||||
|
||||
@ -16,6 +16,7 @@ class SignalTagType(Enum):
|
||||
Enum for signal columns
|
||||
"""
|
||||
ENTER_TAG = "enter_tag"
|
||||
EXIT_TAG = "exit_tag"
|
||||
|
||||
|
||||
class SignalDirection(Enum):
|
||||
|
||||
@ -19,3 +19,4 @@ from freqtrade.exchange.gateio import Gateio
|
||||
from freqtrade.exchange.hitbtc import Hitbtc
|
||||
from freqtrade.exchange.kraken import Kraken
|
||||
from freqtrade.exchange.kucoin import Kucoin
|
||||
from freqtrade.exchange.okex import Okex
|
||||
|
||||
@ -1710,7 +1710,7 @@ def is_exchange_known_ccxt(exchange_name: str, ccxt_module: CcxtModuleType = Non
|
||||
|
||||
|
||||
def is_exchange_officially_supported(exchange_name: str) -> bool:
|
||||
return exchange_name in ['bittrex', 'binance', 'kraken']
|
||||
return exchange_name in ['bittrex', 'binance', 'kraken', 'ftx', 'gateio', 'okex']
|
||||
|
||||
|
||||
def ccxt_exchanges(ccxt_module: CcxtModuleType = None) -> List[str]:
|
||||
|
||||
18
freqtrade/exchange/okex.py
Normal file
18
freqtrade/exchange/okex.py
Normal file
@ -0,0 +1,18 @@
|
||||
import logging
|
||||
from typing import Dict
|
||||
|
||||
from freqtrade.exchange import Exchange
|
||||
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
class Okex(Exchange):
|
||||
"""
|
||||
Okex exchange class. Contains adjustments needed for Freqtrade to work
|
||||
with this exchange.
|
||||
"""
|
||||
|
||||
_ft_has: Dict = {
|
||||
"ohlcv_candle_limit": 100,
|
||||
}
|
||||
@ -855,6 +855,7 @@ class FreqtradeBot(LoggingMixin):
|
||||
logger.debug('Handling %s ...', trade)
|
||||
|
||||
(enter, exit_) = (False, False)
|
||||
exit_tag = None
|
||||
exit_signal_type = "exit_short" if trade.is_short else "exit_long"
|
||||
|
||||
# TODO-lev: change to use_exit_signal, ignore_roi_if_enter_signal
|
||||
@ -863,7 +864,7 @@ class FreqtradeBot(LoggingMixin):
|
||||
analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
|
||||
self.strategy.timeframe)
|
||||
|
||||
(enter, exit_) = self.strategy.get_exit_signal(
|
||||
(enter, exit_, exit_tag) = self.strategy.get_exit_signal(
|
||||
trade.pair,
|
||||
self.strategy.timeframe,
|
||||
analyzed_df,
|
||||
@ -872,7 +873,7 @@ class FreqtradeBot(LoggingMixin):
|
||||
|
||||
logger.debug('checking exit')
|
||||
exit_rate = self.exchange.get_rate(trade.pair, refresh=True, side=trade.exit_side)
|
||||
if self._check_and_execute_exit(trade, exit_rate, enter, exit_):
|
||||
if self._check_and_execute_exit(trade, exit_rate, enter, exit_, exit_tag):
|
||||
return True
|
||||
|
||||
logger.debug(f'Found no {exit_signal_type} signal for %s.', trade)
|
||||
@ -1021,7 +1022,7 @@ class FreqtradeBot(LoggingMixin):
|
||||
f"for pair {trade.pair}.")
|
||||
|
||||
def _check_and_execute_exit(self, trade: Trade, exit_rate: float,
|
||||
enter: bool, exit_: bool) -> bool:
|
||||
enter: bool, exit_: bool, exit_tag: Optional[str]) -> bool:
|
||||
"""
|
||||
Check and execute trade exit
|
||||
"""
|
||||
@ -1035,8 +1036,9 @@ class FreqtradeBot(LoggingMixin):
|
||||
)
|
||||
|
||||
if should_exit.sell_flag:
|
||||
logger.info(f'Exit for {trade.pair} detected. Reason: {should_exit.sell_type}')
|
||||
self.execute_trade_exit(trade, exit_rate, should_exit)
|
||||
logger.info(f'Exit for {trade.pair} detected. Reason: {should_exit.sell_type}'
|
||||
f'Tag: {exit_tag if exit_tag is not None else "None"}')
|
||||
self.execute_trade_exit(trade, exit_rate, should_exit, exit_tag)
|
||||
return True
|
||||
return False
|
||||
|
||||
@ -1250,6 +1252,7 @@ class FreqtradeBot(LoggingMixin):
|
||||
trade: Trade,
|
||||
limit: float,
|
||||
sell_reason: SellCheckTuple, # TODO-lev update to exit_reason
|
||||
exit_tag: Optional[str] = None
|
||||
) -> bool:
|
||||
"""
|
||||
Executes a trade exit for the given trade and limit
|
||||
@ -1329,7 +1332,7 @@ class FreqtradeBot(LoggingMixin):
|
||||
trade.open_order_id = order['id']
|
||||
trade.sell_order_status = ''
|
||||
trade.close_rate_requested = limit
|
||||
trade.sell_reason = sell_reason.sell_reason
|
||||
trade.sell_reason = exit_tag or sell_reason.sell_reason
|
||||
# In case of market sell orders the order can be closed immediately
|
||||
if order.get('status', 'unknown') in ('closed', 'expired'):
|
||||
self.update_trade_state(trade, trade.open_order_id, order)
|
||||
@ -1370,6 +1373,7 @@ class FreqtradeBot(LoggingMixin):
|
||||
'current_rate': current_rate,
|
||||
'profit_amount': profit_trade,
|
||||
'profit_ratio': profit_ratio,
|
||||
'buy_tag': trade.buy_tag,
|
||||
'sell_reason': trade.sell_reason,
|
||||
'open_date': trade.open_date,
|
||||
'close_date': trade.close_date or datetime.utcnow(),
|
||||
@ -1413,6 +1417,7 @@ class FreqtradeBot(LoggingMixin):
|
||||
'current_rate': current_rate,
|
||||
'profit_amount': profit_trade,
|
||||
'profit_ratio': profit_ratio,
|
||||
'buy_tag': trade.buy_tag,
|
||||
'sell_reason': trade.sell_reason,
|
||||
'open_date': trade.open_date,
|
||||
'close_date': trade.close_date or datetime.now(timezone.utc),
|
||||
@ -1459,6 +1464,11 @@ class FreqtradeBot(LoggingMixin):
|
||||
|
||||
trade.update_order(order)
|
||||
|
||||
if self.exchange.check_order_canceled_empty(order):
|
||||
# Trade has been cancelled on exchange
|
||||
# Handling of this will happen in check_handle_timeout.
|
||||
return True
|
||||
|
||||
# Try update amount (binance-fix)
|
||||
try:
|
||||
new_amount = self.get_real_amount(trade, order)
|
||||
@ -1470,10 +1480,6 @@ class FreqtradeBot(LoggingMixin):
|
||||
except DependencyException as exception:
|
||||
logger.warning("Could not update trade amount: %s", exception)
|
||||
|
||||
if self.exchange.check_order_canceled_empty(order):
|
||||
# Trade has been cancelled on exchange
|
||||
# Handling of this will happen in check_handle_timeout.
|
||||
return True
|
||||
trade.update(order)
|
||||
Trade.commit()
|
||||
|
||||
|
||||
@ -46,6 +46,7 @@ ELONG_IDX = 6 # Exit long
|
||||
SHORT_IDX = 7
|
||||
ESHORT_IDX = 8 # Exit short
|
||||
ENTER_TAG_IDX = 9
|
||||
EXIT_TAG_IDX = 10
|
||||
|
||||
|
||||
class Backtesting:
|
||||
@ -257,7 +258,7 @@ class Backtesting:
|
||||
# Every change to this headers list must evaluate further usages of the resulting tuple
|
||||
# and eventually change the constants for indexes at the top
|
||||
headers = ['date', 'open', 'high', 'low', 'close', 'enter_long', 'exit_long',
|
||||
'enter_short', 'exit_short', 'enter_tag']
|
||||
'enter_short', 'exit_short', 'enter_tag', 'exit_tag']
|
||||
data: Dict = {}
|
||||
self.progress.init_step(BacktestState.CONVERT, len(processed))
|
||||
|
||||
@ -283,7 +284,7 @@ class Backtesting:
|
||||
if col in df_analyzed.columns:
|
||||
df_analyzed.loc[:, col] = df_analyzed.loc[:, col].shift(1)
|
||||
else:
|
||||
df_analyzed.loc[:, col] = 0 if col != 'enter_tag' else None
|
||||
df_analyzed.loc[:, col] = 0 if col not in ('enter_tag', 'exit_tag') else None
|
||||
|
||||
# Update dataprovider cache
|
||||
self.dataprovider._set_cached_df(pair, self.timeframe, df_analyzed)
|
||||
@ -326,7 +327,9 @@ class Backtesting:
|
||||
# Worst case: price ticks tiny bit above open and dives down.
|
||||
stop_rate = sell_row[OPEN_IDX] * (1 - abs(trade.stop_loss_pct))
|
||||
assert stop_rate < sell_row[HIGH_IDX]
|
||||
return stop_rate
|
||||
# Limit lower-end to candle low to avoid sells below the low.
|
||||
# This still remains "worst case" - but "worst realistic case".
|
||||
return max(sell_row[LOW_IDX], stop_rate)
|
||||
|
||||
# Set close_rate to stoploss
|
||||
return trade.stop_loss
|
||||
@ -375,6 +378,16 @@ class Backtesting:
|
||||
if sell.sell_flag:
|
||||
trade.close_date = sell_candle_time
|
||||
trade.sell_reason = sell.sell_reason
|
||||
|
||||
# Checks and adds an exit tag, after checking that the length of the
|
||||
# sell_row has the length for an exit tag column
|
||||
if(
|
||||
len(sell_row) > EXIT_TAG_IDX
|
||||
and sell_row[EXIT_TAG_IDX] is not None
|
||||
and len(sell_row[EXIT_TAG_IDX]) > 0
|
||||
):
|
||||
trade.sell_reason = sell_row[EXIT_TAG_IDX]
|
||||
|
||||
trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
|
||||
closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
|
||||
|
||||
|
||||
@ -55,6 +55,15 @@ def _get_line_header(first_column: str, stake_currency: str) -> List[str]:
|
||||
'Win Draw Loss Win%']
|
||||
|
||||
|
||||
def _get_line_header_sell(first_column: str, stake_currency: str) -> List[str]:
|
||||
"""
|
||||
Generate header lines (goes in line with _generate_result_line())
|
||||
"""
|
||||
return [first_column, 'Sells', 'Avg Profit %', 'Cum Profit %',
|
||||
f'Tot Profit {stake_currency}', 'Tot Profit %', 'Avg Duration',
|
||||
'Win Draw Loss Win%']
|
||||
|
||||
|
||||
def _generate_wins_draws_losses(wins, draws, losses):
|
||||
if wins > 0 and losses == 0:
|
||||
wl_ratio = '100'
|
||||
@ -127,6 +136,71 @@ def generate_pair_metrics(data: Dict[str, Dict], stake_currency: str, starting_b
|
||||
return tabular_data
|
||||
|
||||
|
||||
def generate_tag_metrics(tag_type: str,
|
||||
starting_balance: int,
|
||||
results: DataFrame,
|
||||
skip_nan: bool = False) -> List[Dict]:
|
||||
"""
|
||||
Generates and returns a list of metrics for the given tag trades and the results dataframe
|
||||
:param starting_balance: Starting balance
|
||||
:param results: Dataframe containing the backtest results
|
||||
:param skip_nan: Print "left open" open trades
|
||||
:return: List of Dicts containing the metrics per pair
|
||||
"""
|
||||
|
||||
tabular_data = []
|
||||
|
||||
if tag_type in results.columns:
|
||||
for tag, count in results[tag_type].value_counts().iteritems():
|
||||
result = results[results[tag_type] == tag]
|
||||
if skip_nan and result['profit_abs'].isnull().all():
|
||||
continue
|
||||
|
||||
tabular_data.append(_generate_tag_result_line(result, starting_balance, tag))
|
||||
|
||||
# Sort by total profit %:
|
||||
tabular_data = sorted(tabular_data, key=lambda k: k['profit_total_abs'], reverse=True)
|
||||
|
||||
# Append Total
|
||||
tabular_data.append(_generate_result_line(results, starting_balance, 'TOTAL'))
|
||||
return tabular_data
|
||||
else:
|
||||
return []
|
||||
|
||||
|
||||
def _generate_tag_result_line(result: DataFrame, starting_balance: int, first_column: str) -> Dict:
|
||||
"""
|
||||
Generate one result dict, with "first_column" as key.
|
||||
"""
|
||||
profit_sum = result['profit_ratio'].sum()
|
||||
# (end-capital - starting capital) / starting capital
|
||||
profit_total = result['profit_abs'].sum() / starting_balance
|
||||
|
||||
return {
|
||||
'key': first_column,
|
||||
'trades': len(result),
|
||||
'profit_mean': result['profit_ratio'].mean() if len(result) > 0 else 0.0,
|
||||
'profit_mean_pct': result['profit_ratio'].mean() * 100.0 if len(result) > 0 else 0.0,
|
||||
'profit_sum': profit_sum,
|
||||
'profit_sum_pct': round(profit_sum * 100.0, 2),
|
||||
'profit_total_abs': result['profit_abs'].sum(),
|
||||
'profit_total': profit_total,
|
||||
'profit_total_pct': round(profit_total * 100.0, 2),
|
||||
'duration_avg': str(timedelta(
|
||||
minutes=round(result['trade_duration'].mean()))
|
||||
) if not result.empty else '0:00',
|
||||
# 'duration_max': str(timedelta(
|
||||
# minutes=round(result['trade_duration'].max()))
|
||||
# ) if not result.empty else '0:00',
|
||||
# 'duration_min': str(timedelta(
|
||||
# minutes=round(result['trade_duration'].min()))
|
||||
# ) if not result.empty else '0:00',
|
||||
'wins': len(result[result['profit_abs'] > 0]),
|
||||
'draws': len(result[result['profit_abs'] == 0]),
|
||||
'losses': len(result[result['profit_abs'] < 0]),
|
||||
}
|
||||
|
||||
|
||||
def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List[Dict]:
|
||||
"""
|
||||
Generate small table outlining Backtest results
|
||||
@ -347,6 +421,10 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
|
||||
pair_results = generate_pair_metrics(btdata, stake_currency=stake_currency,
|
||||
starting_balance=starting_balance,
|
||||
results=results, skip_nan=False)
|
||||
|
||||
buy_tag_results = generate_tag_metrics("buy_tag", starting_balance=starting_balance,
|
||||
results=results, skip_nan=False)
|
||||
|
||||
sell_reason_stats = generate_sell_reason_stats(max_open_trades=max_open_trades,
|
||||
results=results)
|
||||
left_open_results = generate_pair_metrics(btdata, stake_currency=stake_currency,
|
||||
@ -370,6 +448,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
|
||||
'best_pair': best_pair,
|
||||
'worst_pair': worst_pair,
|
||||
'results_per_pair': pair_results,
|
||||
'results_per_buy_tag': buy_tag_results,
|
||||
'sell_reason_summary': sell_reason_stats,
|
||||
'left_open_trades': left_open_results,
|
||||
# 'days_breakdown_stats': days_breakdown_stats,
|
||||
@ -542,6 +621,37 @@ def text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]], stake_curren
|
||||
return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")
|
||||
|
||||
|
||||
def text_table_tags(tag_type: str, tag_results: List[Dict[str, Any]], stake_currency: str) -> str:
|
||||
"""
|
||||
Generates and returns a text table for the given backtest data and the results dataframe
|
||||
:param pair_results: List of Dictionaries - one entry per pair + final TOTAL row
|
||||
:param stake_currency: stake-currency - used to correctly name headers
|
||||
:return: pretty printed table with tabulate as string
|
||||
"""
|
||||
if(tag_type == "buy_tag"):
|
||||
headers = _get_line_header("TAG", stake_currency)
|
||||
else:
|
||||
headers = _get_line_header_sell("TAG", stake_currency)
|
||||
floatfmt = _get_line_floatfmt(stake_currency)
|
||||
output = [
|
||||
[
|
||||
t['key'] if t['key'] is not None and len(
|
||||
t['key']) > 0 else "OTHER",
|
||||
t['trades'],
|
||||
t['profit_mean_pct'],
|
||||
t['profit_sum_pct'],
|
||||
t['profit_total_abs'],
|
||||
t['profit_total_pct'],
|
||||
t['duration_avg'],
|
||||
_generate_wins_draws_losses(
|
||||
t['wins'],
|
||||
t['draws'],
|
||||
t['losses'])] for t in tag_results]
|
||||
# Ignore type as floatfmt does allow tuples but mypy does not know that
|
||||
return tabulate(output, headers=headers,
|
||||
floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")
|
||||
|
||||
|
||||
def text_table_periodic_breakdown(days_breakdown_stats: List[Dict[str, Any]],
|
||||
stake_currency: str, period: str) -> str:
|
||||
"""
|
||||
@ -687,6 +797,16 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
|
||||
print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
|
||||
print(table)
|
||||
|
||||
if results.get('results_per_buy_tag') is not None:
|
||||
table = text_table_tags(
|
||||
"buy_tag",
|
||||
results['results_per_buy_tag'],
|
||||
stake_currency=stake_currency)
|
||||
|
||||
if isinstance(table, str) and len(table) > 0:
|
||||
print(' BUY TAG STATS '.center(len(table.splitlines()[0]), '='))
|
||||
print(table)
|
||||
|
||||
table = text_table_sell_reason(sell_reason_stats=results['sell_reason_summary'],
|
||||
stake_currency=stake_currency)
|
||||
if isinstance(table, str) and len(table) > 0:
|
||||
@ -714,6 +834,7 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
|
||||
|
||||
if isinstance(table, str) and len(table) > 0:
|
||||
print('=' * len(table.splitlines()[0]))
|
||||
|
||||
print()
|
||||
|
||||
|
||||
@ -735,3 +856,13 @@ def show_backtest_results(config: Dict, backtest_stats: Dict):
|
||||
print(table)
|
||||
print('=' * len(table.splitlines()[0]))
|
||||
print('\nFor more details, please look at the detail tables above')
|
||||
|
||||
|
||||
def show_sorted_pairlist(config: Dict, backtest_stats: Dict):
|
||||
if config.get('backtest_show_pair_list', False):
|
||||
for strategy, results in backtest_stats['strategy'].items():
|
||||
print(f"Pairs for Strategy {strategy}: \n[")
|
||||
for result in results['results_per_pair']:
|
||||
if result["key"] != 'TOTAL':
|
||||
print(f'"{result["key"]}", // {round(result["profit_mean_pct"], 2)}%')
|
||||
print("]")
|
||||
|
||||
@ -1080,13 +1080,131 @@ class Trade(_DECL_BASE, LocalTrade):
|
||||
return [
|
||||
{
|
||||
'pair': pair,
|
||||
'profit': profit,
|
||||
'profit_ratio': profit,
|
||||
'profit': round(profit * 100, 2), # Compatibility mode
|
||||
'profit_pct': round(profit * 100, 2),
|
||||
'profit_abs': profit_abs,
|
||||
'count': count
|
||||
}
|
||||
for pair, profit, profit_abs, count in pair_rates
|
||||
]
|
||||
|
||||
@staticmethod
|
||||
def get_buy_tag_performance(pair: Optional[str]) -> List[Dict[str, Any]]:
|
||||
"""
|
||||
Returns List of dicts containing all Trades, based on buy tag performance
|
||||
Can either be average for all pairs or a specific pair provided
|
||||
NOTE: Not supported in Backtesting.
|
||||
"""
|
||||
|
||||
filters = [Trade.is_open.is_(False)]
|
||||
if(pair is not None):
|
||||
filters.append(Trade.pair == pair)
|
||||
|
||||
buy_tag_perf = Trade.query.with_entities(
|
||||
Trade.buy_tag,
|
||||
func.sum(Trade.close_profit).label('profit_sum'),
|
||||
func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
|
||||
func.count(Trade.pair).label('count')
|
||||
).filter(*filters)\
|
||||
.group_by(Trade.buy_tag) \
|
||||
.order_by(desc('profit_sum_abs')) \
|
||||
.all()
|
||||
|
||||
return [
|
||||
{
|
||||
'buy_tag': buy_tag if buy_tag is not None else "Other",
|
||||
'profit_ratio': profit,
|
||||
'profit_pct': round(profit * 100, 2),
|
||||
'profit_abs': profit_abs,
|
||||
'count': count
|
||||
}
|
||||
for buy_tag, profit, profit_abs, count in buy_tag_perf
|
||||
]
|
||||
|
||||
@staticmethod
|
||||
def get_sell_reason_performance(pair: Optional[str]) -> List[Dict[str, Any]]:
|
||||
"""
|
||||
Returns List of dicts containing all Trades, based on sell reason performance
|
||||
Can either be average for all pairs or a specific pair provided
|
||||
NOTE: Not supported in Backtesting.
|
||||
"""
|
||||
|
||||
filters = [Trade.is_open.is_(False)]
|
||||
if(pair is not None):
|
||||
filters.append(Trade.pair == pair)
|
||||
|
||||
sell_tag_perf = Trade.query.with_entities(
|
||||
Trade.sell_reason,
|
||||
func.sum(Trade.close_profit).label('profit_sum'),
|
||||
func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
|
||||
func.count(Trade.pair).label('count')
|
||||
).filter(*filters)\
|
||||
.group_by(Trade.sell_reason) \
|
||||
.order_by(desc('profit_sum_abs')) \
|
||||
.all()
|
||||
|
||||
return [
|
||||
{
|
||||
'sell_reason': sell_reason if sell_reason is not None else "Other",
|
||||
'profit_ratio': profit,
|
||||
'profit_pct': round(profit * 100, 2),
|
||||
'profit_abs': profit_abs,
|
||||
'count': count
|
||||
}
|
||||
for sell_reason, profit, profit_abs, count in sell_tag_perf
|
||||
]
|
||||
|
||||
@staticmethod
|
||||
def get_mix_tag_performance(pair: Optional[str]) -> List[Dict[str, Any]]:
|
||||
"""
|
||||
Returns List of dicts containing all Trades, based on buy_tag + sell_reason performance
|
||||
Can either be average for all pairs or a specific pair provided
|
||||
NOTE: Not supported in Backtesting.
|
||||
"""
|
||||
|
||||
filters = [Trade.is_open.is_(False)]
|
||||
if(pair is not None):
|
||||
filters.append(Trade.pair == pair)
|
||||
|
||||
mix_tag_perf = Trade.query.with_entities(
|
||||
Trade.id,
|
||||
Trade.buy_tag,
|
||||
Trade.sell_reason,
|
||||
func.sum(Trade.close_profit).label('profit_sum'),
|
||||
func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
|
||||
func.count(Trade.pair).label('count')
|
||||
).filter(*filters)\
|
||||
.group_by(Trade.id) \
|
||||
.order_by(desc('profit_sum_abs')) \
|
||||
.all()
|
||||
|
||||
return_list: List[Dict] = []
|
||||
for id, buy_tag, sell_reason, profit, profit_abs, count in mix_tag_perf:
|
||||
buy_tag = buy_tag if buy_tag is not None else "Other"
|
||||
sell_reason = sell_reason if sell_reason is not None else "Other"
|
||||
|
||||
if(sell_reason is not None and buy_tag is not None):
|
||||
mix_tag = buy_tag + " " + sell_reason
|
||||
i = 0
|
||||
if not any(item["mix_tag"] == mix_tag for item in return_list):
|
||||
return_list.append({'mix_tag': mix_tag,
|
||||
'profit': profit,
|
||||
'profit_abs': profit_abs,
|
||||
'count': count})
|
||||
else:
|
||||
while i < len(return_list):
|
||||
if return_list[i]["mix_tag"] == mix_tag:
|
||||
return_list[i] = {
|
||||
'mix_tag': mix_tag,
|
||||
'profit': profit + return_list[i]["profit"],
|
||||
'profit_abs': profit_abs + return_list[i]["profit_abs"],
|
||||
'count': 1 + return_list[i]["count"]}
|
||||
i += 1
|
||||
|
||||
[x.update({'profit': round(x['profit'] * 100, 2)}) for x in return_list]
|
||||
return return_list
|
||||
|
||||
@staticmethod
|
||||
def get_best_pair(start_date: datetime = datetime.fromtimestamp(0)):
|
||||
"""
|
||||
|
||||
@ -63,6 +63,8 @@ class Count(BaseModel):
|
||||
class PerformanceEntry(BaseModel):
|
||||
pair: str
|
||||
profit: float
|
||||
profit_ratio: float
|
||||
profit_pct: float
|
||||
profit_abs: float
|
||||
count: int
|
||||
|
||||
|
||||
@ -683,10 +683,36 @@ class RPC:
|
||||
Shows a performance statistic from finished trades
|
||||
"""
|
||||
pair_rates = Trade.get_overall_performance()
|
||||
# Round and convert to %
|
||||
[x.update({'profit': round(x['profit'] * 100, 2)}) for x in pair_rates]
|
||||
|
||||
return pair_rates
|
||||
|
||||
def _rpc_buy_tag_performance(self, pair: Optional[str]) -> List[Dict[str, Any]]:
|
||||
"""
|
||||
Handler for buy tag performance.
|
||||
Shows a performance statistic from finished trades
|
||||
"""
|
||||
buy_tags = Trade.get_buy_tag_performance(pair)
|
||||
|
||||
return buy_tags
|
||||
|
||||
def _rpc_sell_reason_performance(self, pair: Optional[str]) -> List[Dict[str, Any]]:
|
||||
"""
|
||||
Handler for sell reason performance.
|
||||
Shows a performance statistic from finished trades
|
||||
"""
|
||||
sell_reasons = Trade.get_sell_reason_performance(pair)
|
||||
|
||||
return sell_reasons
|
||||
|
||||
def _rpc_mix_tag_performance(self, pair: Optional[str]) -> List[Dict[str, Any]]:
|
||||
"""
|
||||
Handler for mix tag (buy_tag + sell_reason) performance.
|
||||
Shows a performance statistic from finished trades
|
||||
"""
|
||||
mix_tags = Trade.get_mix_tag_performance(pair)
|
||||
|
||||
return mix_tags
|
||||
|
||||
def _rpc_count(self) -> Dict[str, float]:
|
||||
""" Returns the number of trades running """
|
||||
if self._freqtrade.state != State.RUNNING:
|
||||
|
||||
@ -107,8 +107,8 @@ class Telegram(RPCHandler):
|
||||
# this needs refactoring of the whole telegram module (same
|
||||
# problem in _help()).
|
||||
valid_keys: List[str] = [r'/start$', r'/stop$', r'/status$', r'/status table$',
|
||||
r'/trades$', r'/performance$', r'/daily$', r'/daily \d+$',
|
||||
r'/profit$', r'/profit \d+',
|
||||
r'/trades$', r'/performance$', r'/buys', r'/sells', r'/mix_tags',
|
||||
r'/daily$', r'/daily \d+$', r'/profit$', r'/profit \d+',
|
||||
r'/stats$', r'/count$', r'/locks$', r'/balance$',
|
||||
r'/stopbuy$', r'/reload_config$', r'/show_config$',
|
||||
r'/logs$', r'/whitelist$', r'/blacklist$', r'/edge$',
|
||||
@ -154,6 +154,9 @@ class Telegram(RPCHandler):
|
||||
CommandHandler('trades', self._trades),
|
||||
CommandHandler('delete', self._delete_trade),
|
||||
CommandHandler('performance', self._performance),
|
||||
CommandHandler('buys', self._buy_tag_performance),
|
||||
CommandHandler('sells', self._sell_reason_performance),
|
||||
CommandHandler('mix_tags', self._mix_tag_performance),
|
||||
CommandHandler('stats', self._stats),
|
||||
CommandHandler('daily', self._daily),
|
||||
CommandHandler('count', self._count),
|
||||
@ -175,6 +178,10 @@ class Telegram(RPCHandler):
|
||||
CallbackQueryHandler(self._profit, pattern='update_profit'),
|
||||
CallbackQueryHandler(self._balance, pattern='update_balance'),
|
||||
CallbackQueryHandler(self._performance, pattern='update_performance'),
|
||||
CallbackQueryHandler(self._buy_tag_performance, pattern='update_buy_tag_performance'),
|
||||
CallbackQueryHandler(self._sell_reason_performance,
|
||||
pattern='update_sell_reason_performance'),
|
||||
CallbackQueryHandler(self._mix_tag_performance, pattern='update_mix_tag_performance'),
|
||||
CallbackQueryHandler(self._count, pattern='update_count'),
|
||||
CallbackQueryHandler(self._forcebuy_inline),
|
||||
]
|
||||
@ -238,6 +245,7 @@ class Telegram(RPCHandler):
|
||||
microsecond=0) - msg['open_date'].replace(microsecond=0)
|
||||
msg['duration_min'] = msg['duration'].total_seconds() / 60
|
||||
|
||||
msg['buy_tag'] = msg['buy_tag'] if "buy_tag" in msg.keys() else None
|
||||
msg['emoji'] = self._get_sell_emoji(msg)
|
||||
|
||||
# Check if all sell properties are available.
|
||||
@ -253,6 +261,7 @@ class Telegram(RPCHandler):
|
||||
|
||||
message = ("{emoji} *{exchange}:* Selling {pair} (#{trade_id})\n"
|
||||
"*Profit:* `{profit_percent:.2f}%{profit_extra}`\n"
|
||||
"*Buy Tag:* `{buy_tag}`\n"
|
||||
"*Sell Reason:* `{sell_reason}`\n"
|
||||
"*Duration:* `{duration} ({duration_min:.1f} min)`\n"
|
||||
"*Amount:* `{amount:.8f}`\n"
|
||||
@ -852,7 +861,7 @@ class Telegram(RPCHandler):
|
||||
stat_line = (
|
||||
f"{i+1}.\t <code>{trade['pair']}\t"
|
||||
f"{round_coin_value(trade['profit_abs'], self._config['stake_currency'])} "
|
||||
f"({trade['profit']:.2f}%) "
|
||||
f"({trade['profit_pct']:.2f}%) "
|
||||
f"({trade['count']})</code>\n")
|
||||
|
||||
if len(output + stat_line) >= MAX_TELEGRAM_MESSAGE_LENGTH:
|
||||
@ -867,6 +876,111 @@ class Telegram(RPCHandler):
|
||||
except RPCException as e:
|
||||
self._send_msg(str(e))
|
||||
|
||||
@authorized_only
|
||||
def _buy_tag_performance(self, update: Update, context: CallbackContext) -> None:
|
||||
"""
|
||||
Handler for /buys PAIR .
|
||||
Shows a performance statistic from finished trades
|
||||
:param bot: telegram bot
|
||||
:param update: message update
|
||||
:return: None
|
||||
"""
|
||||
try:
|
||||
pair = None
|
||||
if context.args and isinstance(context.args[0], str):
|
||||
pair = context.args[0]
|
||||
|
||||
trades = self._rpc._rpc_buy_tag_performance(pair)
|
||||
output = "<b>Buy Tag Performance:</b>\n"
|
||||
for i, trade in enumerate(trades):
|
||||
stat_line = (
|
||||
f"{i+1}.\t <code>{trade['buy_tag']}\t"
|
||||
f"{round_coin_value(trade['profit_abs'], self._config['stake_currency'])} "
|
||||
f"({trade['profit_pct']:.2f}%) "
|
||||
f"({trade['count']})</code>\n")
|
||||
|
||||
if len(output + stat_line) >= MAX_TELEGRAM_MESSAGE_LENGTH:
|
||||
self._send_msg(output, parse_mode=ParseMode.HTML)
|
||||
output = stat_line
|
||||
else:
|
||||
output += stat_line
|
||||
|
||||
self._send_msg(output, parse_mode=ParseMode.HTML,
|
||||
reload_able=True, callback_path="update_buy_tag_performance",
|
||||
query=update.callback_query)
|
||||
except RPCException as e:
|
||||
self._send_msg(str(e))
|
||||
|
||||
@authorized_only
|
||||
def _sell_reason_performance(self, update: Update, context: CallbackContext) -> None:
|
||||
"""
|
||||
Handler for /sells.
|
||||
Shows a performance statistic from finished trades
|
||||
:param bot: telegram bot
|
||||
:param update: message update
|
||||
:return: None
|
||||
"""
|
||||
try:
|
||||
pair = None
|
||||
if context.args and isinstance(context.args[0], str):
|
||||
pair = context.args[0]
|
||||
|
||||
trades = self._rpc._rpc_sell_reason_performance(pair)
|
||||
output = "<b>Sell Reason Performance:</b>\n"
|
||||
for i, trade in enumerate(trades):
|
||||
stat_line = (
|
||||
f"{i+1}.\t <code>{trade['sell_reason']}\t"
|
||||
f"{round_coin_value(trade['profit_abs'], self._config['stake_currency'])} "
|
||||
f"({trade['profit_pct']:.2f}%) "
|
||||
f"({trade['count']})</code>\n")
|
||||
|
||||
if len(output + stat_line) >= MAX_TELEGRAM_MESSAGE_LENGTH:
|
||||
self._send_msg(output, parse_mode=ParseMode.HTML)
|
||||
output = stat_line
|
||||
else:
|
||||
output += stat_line
|
||||
|
||||
self._send_msg(output, parse_mode=ParseMode.HTML,
|
||||
reload_able=True, callback_path="update_sell_reason_performance",
|
||||
query=update.callback_query)
|
||||
except RPCException as e:
|
||||
self._send_msg(str(e))
|
||||
|
||||
@authorized_only
|
||||
def _mix_tag_performance(self, update: Update, context: CallbackContext) -> None:
|
||||
"""
|
||||
Handler for /mix_tags.
|
||||
Shows a performance statistic from finished trades
|
||||
:param bot: telegram bot
|
||||
:param update: message update
|
||||
:return: None
|
||||
"""
|
||||
try:
|
||||
pair = None
|
||||
if context.args and isinstance(context.args[0], str):
|
||||
pair = context.args[0]
|
||||
|
||||
trades = self._rpc._rpc_mix_tag_performance(pair)
|
||||
output = "<b>Mix Tag Performance:</b>\n"
|
||||
for i, trade in enumerate(trades):
|
||||
stat_line = (
|
||||
f"{i+1}.\t <code>{trade['mix_tag']}\t"
|
||||
f"{round_coin_value(trade['profit_abs'], self._config['stake_currency'])} "
|
||||
f"({trade['profit']:.2f}%) "
|
||||
f"({trade['count']})</code>\n")
|
||||
|
||||
if len(output + stat_line) >= MAX_TELEGRAM_MESSAGE_LENGTH:
|
||||
self._send_msg(output, parse_mode=ParseMode.HTML)
|
||||
output = stat_line
|
||||
else:
|
||||
output += stat_line
|
||||
|
||||
self._send_msg(output, parse_mode=ParseMode.HTML,
|
||||
reload_able=True, callback_path="update_mix_tag_performance",
|
||||
query=update.callback_query)
|
||||
except RPCException as e:
|
||||
self._send_msg(str(e))
|
||||
|
||||
@authorized_only
|
||||
def _count(self, update: Update, context: CallbackContext) -> None:
|
||||
"""
|
||||
@ -1043,6 +1157,9 @@ class Telegram(RPCHandler):
|
||||
" *table :* `will display trades in a table`\n"
|
||||
" `pending buy orders are marked with an asterisk (*)`\n"
|
||||
" `pending sell orders are marked with a double asterisk (**)`\n"
|
||||
"*/buys <pair|none>:* `Shows the buy_tag performance`\n"
|
||||
"*/sells <pair|none>:* `Shows the sell reason performance`\n"
|
||||
"*/mix_tags <pair|none>:* `Shows combined buy tag + sell reason performance`\n"
|
||||
"*/trades [limit]:* `Lists last closed trades (limited to 10 by default)`\n"
|
||||
"*/profit [<n>]:* `Lists cumulative profit from all finished trades, "
|
||||
"over the last n days`\n"
|
||||
|
||||
@ -530,6 +530,7 @@ class IStrategy(ABC, HyperStrategyMixin):
|
||||
dataframe[SignalType.ENTER_SHORT.value] = 0
|
||||
dataframe[SignalType.EXIT_SHORT.value] = 0
|
||||
dataframe[SignalTagType.ENTER_TAG.value] = None
|
||||
dataframe[SignalTagType.EXIT_TAG.value] = None
|
||||
|
||||
# Other Defs in strategy that want to be called every loop here
|
||||
# twitter_sell = self.watch_twitter_feed(dataframe, metadata)
|
||||
@ -643,7 +644,7 @@ class IStrategy(ABC, HyperStrategyMixin):
|
||||
timeframe: str,
|
||||
dataframe: DataFrame,
|
||||
is_short: bool = None
|
||||
) -> Tuple[bool, bool]:
|
||||
) -> Tuple[bool, bool, Optional[str]]:
|
||||
"""
|
||||
Calculates current exit signal based based on the buy/short or sell/exit_short
|
||||
columns of the dataframe.
|
||||
@ -657,19 +658,21 @@ class IStrategy(ABC, HyperStrategyMixin):
|
||||
"""
|
||||
latest, latest_date = self.get_latest_candle(pair, timeframe, dataframe)
|
||||
if latest is None:
|
||||
return False, False
|
||||
return False, False, None
|
||||
|
||||
if is_short:
|
||||
enter = latest.get(SignalType.ENTER_SHORT.value, 0) == 1
|
||||
exit_ = latest.get(SignalType.EXIT_SHORT.value, 0) == 1
|
||||
|
||||
else:
|
||||
enter = latest[SignalType.ENTER_LONG.value] == 1
|
||||
exit_ = latest.get(SignalType.EXIT_LONG.value, 0) == 1
|
||||
exit_tag = latest.get(SignalTagType.EXIT_TAG.value, None)
|
||||
|
||||
logger.debug(f"exit-trigger: {latest['date']} (pair={pair}) "
|
||||
f"enter={enter} exit={exit_}")
|
||||
|
||||
return enter, exit_
|
||||
return enter, exit_, exit_tag
|
||||
|
||||
def get_entry_signal(
|
||||
self,
|
||||
|
||||
@ -10,8 +10,7 @@
|
||||
"stake_currency": "{{ stake_currency }}",
|
||||
"stake_amount": {{ stake_amount }},
|
||||
"tradable_balance_ratio": 0.99,
|
||||
"fiat_display_currency": "{{ fiat_display_currency }}",
|
||||
"timeframe": "{{ timeframe }}",
|
||||
"fiat_display_currency": "{{ fiat_display_currency }}",{{ ('\n "timeframe": "' + timeframe + '",') if timeframe else '' }}
|
||||
"dry_run": {{ dry_run | lower }},
|
||||
"cancel_open_orders_on_exit": false,
|
||||
"unfilledtimeout": {
|
||||
|
||||
12
freqtrade/templates/subtemplates/exchange_okex.j2
Normal file
12
freqtrade/templates/subtemplates/exchange_okex.j2
Normal file
@ -0,0 +1,12 @@
|
||||
"exchange": {
|
||||
"name": "{{ exchange_name | lower }}",
|
||||
"key": "{{ exchange_key }}",
|
||||
"secret": "{{ exchange_secret }}",
|
||||
"password": "{{ exchange_key_password }}",
|
||||
"ccxt_config": {},
|
||||
"ccxt_async_config": {},
|
||||
"pair_whitelist": [
|
||||
],
|
||||
"pair_blacklist": [
|
||||
]
|
||||
}
|
||||
@ -3,9 +3,9 @@
|
||||
|
||||
# Required for hyperopt
|
||||
scipy==1.7.1
|
||||
scikit-learn==1.0
|
||||
scikit-learn==1.0.1
|
||||
scikit-optimize==0.9.0
|
||||
filelock==3.3.1
|
||||
filelock==3.3.2
|
||||
joblib==1.1.0
|
||||
psutil==5.8.0
|
||||
progressbar2==3.55.0
|
||||
|
||||
@ -2,7 +2,7 @@ numpy==1.21.3
|
||||
pandas==1.3.4
|
||||
pandas-ta==0.3.14b
|
||||
|
||||
ccxt==1.59.2
|
||||
ccxt==1.60.11
|
||||
# Pin cryptography for now due to rust build errors with piwheels
|
||||
cryptography==35.0.0
|
||||
aiohttp==3.7.4.post0
|
||||
|
||||
2
setup.py
2
setup.py
@ -43,7 +43,7 @@ setup(
|
||||
],
|
||||
install_requires=[
|
||||
# from requirements.txt
|
||||
'ccxt>=1.50.48',
|
||||
'ccxt>=1.60.11',
|
||||
'SQLAlchemy',
|
||||
'python-telegram-bot>=13.4',
|
||||
'arrow>=0.17.0',
|
||||
|
||||
70
setup.sh
70
setup.sh
@ -1,12 +1,16 @@
|
||||
#!/usr/bin/env bash
|
||||
#encoding=utf8
|
||||
|
||||
function echo_block() {
|
||||
echo "----------------------------"
|
||||
echo $1
|
||||
echo "----------------------------"
|
||||
}
|
||||
|
||||
function check_installed_pip() {
|
||||
${PYTHON} -m pip > /dev/null
|
||||
if [ $? -ne 0 ]; then
|
||||
echo "-----------------------------"
|
||||
echo "Installing Pip for ${PYTHON}"
|
||||
echo "-----------------------------"
|
||||
echo_block "Installing Pip for ${PYTHON}"
|
||||
curl https://bootstrap.pypa.io/get-pip.py -o get-pip.py
|
||||
${PYTHON} get-pip.py
|
||||
rm get-pip.py
|
||||
@ -37,9 +41,7 @@ function check_installed_python() {
|
||||
}
|
||||
|
||||
function updateenv() {
|
||||
echo "-------------------------"
|
||||
echo "Updating your virtual env"
|
||||
echo "-------------------------"
|
||||
echo_block "Updating your virtual env"
|
||||
if [ ! -f .env/bin/activate ]; then
|
||||
echo "Something went wrong, no virtual environment found."
|
||||
exit 1
|
||||
@ -110,18 +112,14 @@ function install_mac_newer_python_dependencies() {
|
||||
|
||||
if [ ! $(brew --prefix --installed hdf5 2>/dev/null) ]
|
||||
then
|
||||
echo "-------------------------"
|
||||
echo "Installing hdf5"
|
||||
echo "-------------------------"
|
||||
echo_block "Installing hdf5"
|
||||
brew install hdf5
|
||||
fi
|
||||
export HDF5_DIR=$(brew --prefix)
|
||||
|
||||
if [ ! $(brew --prefix --installed c-blosc 2>/dev/null) ]
|
||||
then
|
||||
echo "-------------------------"
|
||||
echo "Installing c-blosc"
|
||||
echo "-------------------------"
|
||||
echo_block "Installing c-blosc"
|
||||
brew install c-blosc
|
||||
fi
|
||||
export CBLOSC_DIR=$(brew --prefix)
|
||||
@ -131,9 +129,7 @@ function install_mac_newer_python_dependencies() {
|
||||
function install_macos() {
|
||||
if [ ! -x "$(command -v brew)" ]
|
||||
then
|
||||
echo "-------------------------"
|
||||
echo "Installing Brew"
|
||||
echo "-------------------------"
|
||||
echo_block "Installing Brew"
|
||||
/usr/bin/ruby -e "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/master/install)"
|
||||
fi
|
||||
#Gets number after decimal in python version
|
||||
@ -148,7 +144,14 @@ function install_macos() {
|
||||
# Install bot Debian_ubuntu
|
||||
function install_debian() {
|
||||
sudo apt-get update
|
||||
sudo apt-get install -y build-essential autoconf libtool pkg-config make wget git $(echo lib${PYTHON}-dev ${PYTHON}-venv)
|
||||
sudo apt-get install -y gcc build-essential autoconf libtool pkg-config make wget git $(echo lib${PYTHON}-dev ${PYTHON}-venv)
|
||||
install_talib
|
||||
}
|
||||
|
||||
# Install bot RedHat_CentOS
|
||||
function install_redhat() {
|
||||
sudo yum update
|
||||
sudo yum install -y gcc gcc-c++ make autoconf libtool pkg-config wget git $(echo ${PYTHON}-devel | sed 's/\.//g')
|
||||
install_talib
|
||||
}
|
||||
|
||||
@ -160,9 +163,7 @@ function update() {
|
||||
|
||||
# Reset Develop or Stable branch
|
||||
function reset() {
|
||||
echo "----------------------------"
|
||||
echo "Resetting branch and virtual env"
|
||||
echo "----------------------------"
|
||||
echo_block "Resetting branch and virtual env"
|
||||
|
||||
if [ "1" == $(git branch -vv |grep -cE "\* develop|\* stable") ]
|
||||
then
|
||||
@ -200,48 +201,39 @@ function reset() {
|
||||
}
|
||||
|
||||
function config() {
|
||||
|
||||
echo "-------------------------"
|
||||
echo "Please use 'freqtrade new-config -c config.json' to generate a new configuration file."
|
||||
echo "-------------------------"
|
||||
echo_block "Please use 'freqtrade new-config -c config.json' to generate a new configuration file."
|
||||
}
|
||||
|
||||
function install() {
|
||||
echo "-------------------------"
|
||||
echo "Installing mandatory dependencies"
|
||||
echo "-------------------------"
|
||||
|
||||
if [ "$(uname -s)" == "Darwin" ]
|
||||
then
|
||||
echo_block "Installing mandatory dependencies"
|
||||
|
||||
if [ "$(uname -s)" == "Darwin" ]; then
|
||||
echo "macOS detected. Setup for this system in-progress"
|
||||
install_macos
|
||||
elif [ -x "$(command -v apt-get)" ]
|
||||
then
|
||||
elif [ -x "$(command -v apt-get)" ]; then
|
||||
echo "Debian/Ubuntu detected. Setup for this system in-progress"
|
||||
install_debian
|
||||
elif [ -x "$(command -v yum)" ]; then
|
||||
echo "Red Hat/CentOS detected. Setup for this system in-progress"
|
||||
install_redhat
|
||||
else
|
||||
echo "This script does not support your OS."
|
||||
echo "If you have Python3.6 or Python3.7, pip, virtualenv, ta-lib you can continue."
|
||||
echo "If you have Python version 3.7 - 3.9, pip, virtualenv, ta-lib you can continue."
|
||||
echo "Wait 10 seconds to continue the next install steps or use ctrl+c to interrupt this shell."
|
||||
sleep 10
|
||||
fi
|
||||
echo
|
||||
reset
|
||||
config
|
||||
echo "-------------------------"
|
||||
echo "Run the bot !"
|
||||
echo "-------------------------"
|
||||
echo_block "Run the bot !"
|
||||
echo "You can now use the bot by executing 'source .env/bin/activate; freqtrade <subcommand>'."
|
||||
echo "You can see the list of available bot sub-commands by executing 'source .env/bin/activate; freqtrade --help'."
|
||||
echo "You verify that freqtrade is installed successfully by running 'source .env/bin/activate; freqtrade --version'."
|
||||
}
|
||||
|
||||
function plot() {
|
||||
echo "
|
||||
-----------------------------------------
|
||||
Installing dependencies for Plotting scripts
|
||||
-----------------------------------------
|
||||
"
|
||||
echo_block "Installing dependencies for Plotting scripts"
|
||||
${PYTHON} -m pip install plotly --upgrade
|
||||
}
|
||||
|
||||
|
||||
@ -8,12 +8,12 @@ from zipfile import ZipFile
|
||||
import arrow
|
||||
import pytest
|
||||
|
||||
from freqtrade.commands import (start_convert_data, start_convert_trades, start_create_userdir,
|
||||
start_download_data, start_hyperopt_list, start_hyperopt_show,
|
||||
start_install_ui, start_list_data, start_list_exchanges,
|
||||
start_list_markets, start_list_strategies, start_list_timeframes,
|
||||
start_new_strategy, start_show_trades, start_test_pairlist,
|
||||
start_trading, start_webserver)
|
||||
from freqtrade.commands import (start_backtesting_show, start_convert_data, start_convert_trades,
|
||||
start_create_userdir, start_download_data, start_hyperopt_list,
|
||||
start_hyperopt_show, start_install_ui, start_list_data,
|
||||
start_list_exchanges, start_list_markets, start_list_strategies,
|
||||
start_list_timeframes, start_new_strategy, start_show_trades,
|
||||
start_test_pairlist, start_trading, start_webserver)
|
||||
from freqtrade.commands.deploy_commands import (clean_ui_subdir, download_and_install_ui,
|
||||
get_ui_download_url, read_ui_version)
|
||||
from freqtrade.configuration import setup_utils_configuration
|
||||
@ -1390,3 +1390,19 @@ def test_show_trades(mocker, fee, capsys, caplog):
|
||||
|
||||
with pytest.raises(OperationalException, match=r"--db-url is required for this command."):
|
||||
start_show_trades(pargs)
|
||||
|
||||
|
||||
def test_backtesting_show(mocker, testdatadir, capsys):
|
||||
sbr = mocker.patch('freqtrade.optimize.optimize_reports.show_backtest_results')
|
||||
args = [
|
||||
"backtesting-show",
|
||||
"--export-filename",
|
||||
f"{testdatadir / 'backtest-result_new.json'}",
|
||||
"--show-pair-list"
|
||||
]
|
||||
pargs = get_args(args)
|
||||
pargs['config'] = None
|
||||
start_backtesting_show(pargs)
|
||||
assert sbr.call_count == 1
|
||||
out, err = capsys.readouterr()
|
||||
assert "Pairs for Strategy" in out
|
||||
|
||||
@ -215,7 +215,8 @@ def patch_get_signal(
|
||||
exit_long=False,
|
||||
enter_short=False,
|
||||
exit_short=False,
|
||||
enter_tag: Optional[str] = None
|
||||
enter_tag: Optional[str] = None,
|
||||
exit_tag: Optional[str] = None,
|
||||
) -> None:
|
||||
"""
|
||||
:param mocker: mocker to patch IStrategy class
|
||||
@ -237,9 +238,9 @@ def patch_get_signal(
|
||||
|
||||
def patched_get_exit_signal(pair, timeframe, dataframe, is_short):
|
||||
if is_short:
|
||||
return enter_short, exit_short
|
||||
return enter_short, exit_short, exit_tag
|
||||
else:
|
||||
return enter_long, exit_long
|
||||
return enter_long, exit_long, exit_tag
|
||||
|
||||
# returns (enter, exit)
|
||||
freqtrade.strategy.get_exit_signal = patched_get_exit_signal
|
||||
@ -247,7 +248,7 @@ def patch_get_signal(
|
||||
freqtrade.exchange.refresh_latest_ohlcv = lambda p: None
|
||||
|
||||
|
||||
def create_mock_trades(fee, is_short: bool, use_db: bool = True):
|
||||
def create_mock_trades(fee, is_short: bool = False, use_db: bool = True):
|
||||
"""
|
||||
Create some fake trades ...
|
||||
"""
|
||||
|
||||
@ -102,6 +102,7 @@ def mock_trade_2(fee, is_short: bool):
|
||||
open_order_id=f'dry_run_sell_{direc(is_short)}_12345',
|
||||
strategy='StrategyTestV3',
|
||||
timeframe=5,
|
||||
buy_tag='TEST1',
|
||||
sell_reason='sell_signal',
|
||||
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
|
||||
close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
|
||||
@ -257,6 +258,7 @@ def mock_trade_5(fee, is_short: bool):
|
||||
open_rate=0.123,
|
||||
exchange='binance',
|
||||
strategy='SampleStrategy',
|
||||
buy_tag='TEST1',
|
||||
stoploss_order_id=f'prod_stoploss_{direc(is_short)}_3455',
|
||||
timeframe=5,
|
||||
is_short=is_short
|
||||
@ -312,6 +314,7 @@ def mock_trade_6(fee, is_short: bool):
|
||||
open_rate=0.15,
|
||||
exchange='binance',
|
||||
strategy='SampleStrategy',
|
||||
buy_tag='TEST2',
|
||||
open_order_id=f"prod_sell_{direc(is_short)}_6",
|
||||
timeframe=5,
|
||||
)
|
||||
|
||||
@ -47,6 +47,11 @@ EXCHANGES = {
|
||||
'hasQuoteVolume': True,
|
||||
'timeframe': '5m',
|
||||
},
|
||||
'okex': {
|
||||
'pair': 'BTC/USDT',
|
||||
'hasQuoteVolume': True,
|
||||
'timeframe': '5m',
|
||||
},
|
||||
}
|
||||
|
||||
|
||||
|
||||
@ -58,4 +58,12 @@ def _build_backtest_dataframe(data):
|
||||
frame[column] = frame[column].astype('float64')
|
||||
if 'enter_tag' not in columns:
|
||||
frame['enter_tag'] = None
|
||||
if 'exit_tag' not in columns:
|
||||
frame['exit_tag'] = None
|
||||
|
||||
# Ensure all candles make kindof sense
|
||||
assert all(frame['low'] <= frame['close'])
|
||||
assert all(frame['low'] <= frame['open'])
|
||||
assert all(frame['high'] >= frame['close'])
|
||||
assert all(frame['high'] >= frame['open'])
|
||||
return frame
|
||||
|
||||
@ -17,10 +17,10 @@ tc0 = BTContainer(data=[
|
||||
# D O H L C V B S
|
||||
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
|
||||
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
|
||||
[2, 4987, 5012, 4986, 4600, 6172, 0, 0], # exit with stoploss hit
|
||||
[3, 5010, 5000, 4980, 5010, 6172, 0, 1],
|
||||
[4, 5010, 4987, 4977, 4995, 6172, 0, 0],
|
||||
[5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
|
||||
[2, 4987, 5012, 4986, 4986, 6172, 0, 0], # exit with stoploss hit
|
||||
[3, 5010, 5010, 4980, 5010, 6172, 0, 1],
|
||||
[4, 5010, 5011, 4977, 4995, 6172, 0, 0],
|
||||
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
|
||||
stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_sell_signal=True,
|
||||
trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
|
||||
)
|
||||
@ -32,9 +32,9 @@ tc1 = BTContainer(data=[
|
||||
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
|
||||
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
|
||||
[2, 4987, 5012, 4600, 4600, 6172, 0, 0], # exit with stoploss hit
|
||||
[3, 4975, 5000, 4980, 4977, 6172, 0, 0],
|
||||
[4, 4977, 4987, 4977, 4995, 6172, 0, 0],
|
||||
[5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
|
||||
[3, 4975, 5000, 4975, 4977, 6172, 0, 0],
|
||||
[4, 4977, 4995, 4977, 4995, 6172, 0, 0],
|
||||
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
|
||||
stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01,
|
||||
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
|
||||
)
|
||||
@ -69,7 +69,7 @@ tc3 = BTContainer(data=[
|
||||
[3, 4975, 5000, 4950, 4962, 6172, 1, 0],
|
||||
[4, 4975, 5000, 4950, 4962, 6172, 0, 0], # enter trade 2 (signal on last candle)
|
||||
[5, 4962, 4987, 4000, 4000, 6172, 0, 0], # exit with stoploss hit
|
||||
[6, 4950, 4975, 4975, 4950, 6172, 0, 0]],
|
||||
[6, 4950, 4975, 4950, 4950, 6172, 0, 0]],
|
||||
stop_loss=-0.02, roi={"0": 1}, profit_perc=-0.04,
|
||||
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2),
|
||||
BTrade(sell_reason=SellType.STOP_LOSS, open_tick=4, close_tick=5)]
|
||||
@ -99,7 +99,7 @@ tc5 = BTContainer(data=[
|
||||
[1, 5000, 5025, 4980, 4987, 6172, 0, 0], # enter trade (signal on last candle)
|
||||
[2, 4987, 5025, 4975, 4987, 6172, 0, 0],
|
||||
[3, 4975, 6000, 4975, 6000, 6172, 0, 0], # ROI
|
||||
[4, 4962, 4987, 4972, 4950, 6172, 0, 0],
|
||||
[4, 4962, 4987, 4962, 4972, 6172, 0, 0],
|
||||
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
|
||||
stop_loss=-0.01, roi={"0": 0.03}, profit_perc=0.03,
|
||||
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
|
||||
@ -113,7 +113,7 @@ tc6 = BTContainer(data=[
|
||||
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
|
||||
[2, 4987, 5300, 4850, 5050, 6172, 0, 0], # Exit with stoploss
|
||||
[3, 4975, 5000, 4950, 4962, 6172, 0, 0],
|
||||
[4, 4962, 4987, 4972, 4950, 6172, 0, 0],
|
||||
[4, 4962, 4987, 4950, 4950, 6172, 0, 0],
|
||||
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
|
||||
stop_loss=-0.02, roi={"0": 0.05}, profit_perc=-0.02,
|
||||
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
|
||||
@ -127,7 +127,7 @@ tc7 = BTContainer(data=[
|
||||
[1, 5000, 5025, 4975, 4987, 6172, 0, 0],
|
||||
[2, 4987, 5300, 4950, 5050, 6172, 0, 0],
|
||||
[3, 4975, 5000, 4950, 4962, 6172, 0, 0],
|
||||
[4, 4962, 4987, 4972, 4950, 6172, 0, 0],
|
||||
[4, 4962, 4987, 4950, 4950, 6172, 0, 0],
|
||||
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
|
||||
stop_loss=-0.02, roi={"0": 0.03}, profit_perc=0.03,
|
||||
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=2)]
|
||||
@ -167,7 +167,7 @@ tc9 = BTContainer(data=[
|
||||
tc10 = BTContainer(data=[
|
||||
# D O H L C V B S
|
||||
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||
[1, 5000, 5050, 4950, 5100, 6172, 0, 0],
|
||||
[1, 5000, 5100, 4950, 5100, 6172, 0, 0],
|
||||
[2, 5100, 5251, 5100, 5100, 6172, 0, 0],
|
||||
[3, 4850, 5050, 4650, 4750, 6172, 0, 0],
|
||||
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
||||
@ -183,7 +183,7 @@ tc10 = BTContainer(data=[
|
||||
tc11 = BTContainer(data=[
|
||||
# D O H L C V B S
|
||||
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||
[1, 5000, 5050, 4950, 5100, 6172, 0, 0],
|
||||
[1, 5000, 5100, 4950, 5100, 6172, 0, 0],
|
||||
[2, 5100, 5251, 5100, 5100, 6172, 0, 0],
|
||||
[3, 5000, 5150, 4650, 4750, 6172, 0, 0],
|
||||
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
||||
@ -199,7 +199,7 @@ tc11 = BTContainer(data=[
|
||||
tc12 = BTContainer(data=[
|
||||
# D O H L C V B S
|
||||
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||
[1, 5000, 5050, 4950, 5100, 6172, 0, 0],
|
||||
[1, 5000, 5100, 4950, 5100, 6172, 0, 0],
|
||||
[2, 5100, 5251, 4650, 5100, 6172, 0, 0],
|
||||
[3, 4850, 5050, 4650, 4750, 6172, 0, 0],
|
||||
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
||||
@ -216,8 +216,8 @@ tc13 = BTContainer(data=[
|
||||
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||
[1, 5000, 5100, 4950, 5100, 6172, 0, 0],
|
||||
[2, 5100, 5251, 4850, 5100, 6172, 0, 0],
|
||||
[3, 4850, 5050, 4850, 4750, 6172, 0, 0],
|
||||
[4, 4750, 4950, 4850, 4750, 6172, 0, 0]],
|
||||
[3, 4850, 5050, 4750, 4750, 6172, 0, 0],
|
||||
[4, 4750, 4950, 4750, 4750, 6172, 0, 0]],
|
||||
stop_loss=-0.10, roi={"0": 0.01}, profit_perc=0.01,
|
||||
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1)]
|
||||
)
|
||||
@ -229,7 +229,7 @@ tc14 = BTContainer(data=[
|
||||
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||
[1, 5000, 5100, 4600, 5100, 6172, 0, 0],
|
||||
[2, 5100, 5251, 4850, 5100, 6172, 0, 0],
|
||||
[3, 4850, 5050, 4850, 4750, 6172, 0, 0],
|
||||
[3, 4850, 5050, 4750, 4750, 6172, 0, 0],
|
||||
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
||||
stop_loss=-0.05, roi={"0": 0.10}, profit_perc=-0.05,
|
||||
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
|
||||
@ -243,7 +243,7 @@ tc15 = BTContainer(data=[
|
||||
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||
[1, 5000, 5100, 4900, 5100, 6172, 1, 0],
|
||||
[2, 5100, 5251, 4650, 5100, 6172, 0, 0],
|
||||
[3, 4850, 5050, 4850, 4750, 6172, 0, 0],
|
||||
[3, 4850, 5050, 4750, 4750, 6172, 0, 0],
|
||||
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
||||
stop_loss=-0.05, roi={"0": 0.01}, profit_perc=-0.04,
|
||||
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1),
|
||||
@ -259,7 +259,7 @@ tc16 = BTContainer(data=[
|
||||
[1, 5000, 5025, 4975, 4987, 6172, 0, 0],
|
||||
[2, 4987, 5300, 4950, 5050, 6172, 0, 0],
|
||||
[3, 4975, 5000, 4940, 4962, 6172, 0, 0], # ForceSell on ROI (roi=-1)
|
||||
[4, 4962, 4987, 4972, 4950, 6172, 0, 0],
|
||||
[4, 4962, 4987, 4950, 4950, 6172, 0, 0],
|
||||
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
|
||||
stop_loss=-0.10, roi={"0": 0.10, "65": -1}, profit_perc=-0.012,
|
||||
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
|
||||
@ -275,7 +275,7 @@ tc17 = BTContainer(data=[
|
||||
[1, 5000, 5025, 4975, 4987, 6172, 0, 0],
|
||||
[2, 4987, 5300, 4950, 5050, 6172, 0, 0],
|
||||
[3, 4980, 5000, 4940, 4962, 6172, 0, 0], # ForceSell on ROI (roi=-1)
|
||||
[4, 4962, 4987, 4972, 4950, 6172, 0, 0],
|
||||
[4, 4962, 4987, 4950, 4950, 6172, 0, 0],
|
||||
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
|
||||
stop_loss=-0.10, roi={"0": 0.10, "120": -1}, profit_perc=-0.004,
|
||||
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
|
||||
@ -291,7 +291,7 @@ tc18 = BTContainer(data=[
|
||||
[1, 5000, 5025, 4975, 4987, 6172, 0, 0],
|
||||
[2, 4987, 5300, 4950, 5200, 6172, 0, 0],
|
||||
[3, 5200, 5220, 4940, 4962, 6172, 0, 0], # Sell on ROI (sells on open)
|
||||
[4, 4962, 4987, 4972, 4950, 6172, 0, 0],
|
||||
[4, 4962, 4987, 4950, 4950, 6172, 0, 0],
|
||||
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
|
||||
stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.04,
|
||||
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
|
||||
@ -306,8 +306,8 @@ tc19 = BTContainer(data=[
|
||||
[1, 5000, 5025, 4975, 4987, 6172, 0, 0],
|
||||
[2, 4987, 5300, 4950, 5200, 6172, 0, 0],
|
||||
[3, 5000, 5300, 4940, 4962, 6172, 0, 0], # Sell on ROI
|
||||
[4, 4962, 4987, 4972, 4950, 6172, 0, 0],
|
||||
[5, 4550, 4975, 4925, 4950, 6172, 0, 0]],
|
||||
[4, 4962, 4987, 4950, 4950, 6172, 0, 0],
|
||||
[5, 4550, 4975, 4550, 4950, 6172, 0, 0]],
|
||||
stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.01,
|
||||
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
|
||||
)
|
||||
@ -321,8 +321,8 @@ tc20 = BTContainer(data=[
|
||||
[1, 5000, 5025, 4975, 4987, 6172, 0, 0],
|
||||
[2, 4987, 5300, 4950, 5200, 6172, 0, 0],
|
||||
[3, 5200, 5300, 4940, 4962, 6172, 0, 0], # Sell on ROI
|
||||
[4, 4962, 4987, 4972, 4950, 6172, 0, 0],
|
||||
[5, 4550, 4975, 4925, 4950, 6172, 0, 0]],
|
||||
[4, 4962, 4987, 4950, 4950, 6172, 0, 0],
|
||||
[5, 4925, 4975, 4925, 4950, 6172, 0, 0]],
|
||||
stop_loss=-0.10, roi={"0": 0.10, "119": 0.01}, profit_perc=0.01,
|
||||
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
|
||||
)
|
||||
@ -334,7 +334,7 @@ tc20 = BTContainer(data=[
|
||||
tc21 = BTContainer(data=[
|
||||
# D O H L C V B S
|
||||
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||
[1, 5000, 5050, 4950, 5100, 6172, 0, 0],
|
||||
[1, 5000, 5100, 4950, 5100, 6172, 0, 0],
|
||||
[2, 5100, 5251, 4650, 5100, 6172, 0, 0],
|
||||
[3, 4850, 5050, 4650, 4750, 6172, 0, 0],
|
||||
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
||||
@ -350,7 +350,7 @@ tc21 = BTContainer(data=[
|
||||
tc22 = BTContainer(data=[
|
||||
# D O H L C V B S
|
||||
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||
[1, 5000, 5050, 4950, 5100, 6172, 0, 0],
|
||||
[1, 5000, 5100, 4950, 5100, 6172, 0, 0],
|
||||
[2, 5100, 5251, 5100, 5100, 6172, 0, 0],
|
||||
[3, 4850, 5050, 4650, 4750, 6172, 0, 0],
|
||||
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
||||
@ -369,7 +369,7 @@ tc22 = BTContainer(data=[
|
||||
tc23 = BTContainer(data=[
|
||||
# D O H L C V B S
|
||||
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||
[1, 5000, 5050, 4950, 5100, 6172, 0, 0],
|
||||
[1, 5000, 5100, 4950, 5100, 6172, 0, 0],
|
||||
[2, 5100, 5251, 5100, 5100, 6172, 0, 0],
|
||||
[3, 4850, 5251, 4650, 4750, 6172, 0, 0],
|
||||
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
||||
@ -386,10 +386,10 @@ tc24 = BTContainer(data=[
|
||||
# D O H L C V B S
|
||||
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
|
||||
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
|
||||
[2, 4987, 5012, 4986, 4600, 6172, 0, 0],
|
||||
[3, 5010, 5000, 4855, 5010, 6172, 0, 1], # Triggers stoploss + sellsignal
|
||||
[4, 5010, 4987, 4977, 4995, 6172, 0, 0],
|
||||
[5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
|
||||
[2, 4987, 5012, 4986, 4986, 6172, 0, 0],
|
||||
[3, 5010, 5010, 4855, 5010, 6172, 0, 1], # Triggers stoploss + sellsignal
|
||||
[4, 5010, 5010, 4977, 4995, 6172, 0, 0],
|
||||
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
|
||||
stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01, use_sell_signal=True,
|
||||
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=3)]
|
||||
)
|
||||
@ -401,10 +401,10 @@ tc25 = BTContainer(data=[
|
||||
# D O H L C V B S
|
||||
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
|
||||
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
|
||||
[2, 4987, 5012, 4986, 4600, 6172, 0, 0],
|
||||
[3, 5010, 5000, 4986, 5010, 6172, 0, 1],
|
||||
[4, 5010, 4987, 4855, 4995, 6172, 0, 0], # Triggers stoploss + sellsignal acted on
|
||||
[5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
|
||||
[2, 4987, 5012, 4986, 4986, 6172, 0, 0],
|
||||
[3, 5010, 5010, 4986, 5010, 6172, 0, 1],
|
||||
[4, 5010, 5010, 4855, 4995, 6172, 0, 0], # Triggers stoploss + sellsignal acted on
|
||||
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
|
||||
stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_sell_signal=True,
|
||||
trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
|
||||
)
|
||||
@ -416,10 +416,10 @@ tc26 = BTContainer(data=[
|
||||
# D O H L C V B S
|
||||
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
|
||||
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
|
||||
[2, 4987, 5012, 4986, 4600, 6172, 0, 0],
|
||||
[2, 4987, 5012, 4986, 4986, 6172, 0, 0],
|
||||
[3, 5010, 5251, 4986, 5010, 6172, 0, 1], # Triggers ROI, sell-signal
|
||||
[4, 5010, 4987, 4855, 4995, 6172, 0, 0],
|
||||
[5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
|
||||
[4, 5010, 5010, 4855, 4995, 6172, 0, 0],
|
||||
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
|
||||
stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_sell_signal=True,
|
||||
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
|
||||
)
|
||||
@ -432,10 +432,10 @@ tc27 = BTContainer(data=[
|
||||
# D O H L C V B S
|
||||
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
|
||||
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
|
||||
[2, 4987, 5012, 4986, 4600, 6172, 0, 0],
|
||||
[2, 4987, 5012, 4986, 4986, 6172, 0, 0],
|
||||
[3, 5010, 5012, 4986, 5010, 6172, 0, 1], # sell-signal
|
||||
[4, 5010, 5251, 4855, 4995, 6172, 0, 0], # Triggers ROI, sell-signal acted on
|
||||
[5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
|
||||
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
|
||||
stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_sell_signal=True,
|
||||
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=4)]
|
||||
)
|
||||
@ -447,7 +447,7 @@ tc27 = BTContainer(data=[
|
||||
tc28 = BTContainer(data=[
|
||||
# D O H L C V B S
|
||||
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||
[1, 5000, 5050, 4950, 5100, 6172, 0, 0],
|
||||
[1, 5000, 5100, 4950, 5100, 6172, 0, 0],
|
||||
[2, 5100, 5251, 5100, 5100, 6172, 0, 0],
|
||||
[3, 4850, 5050, 4650, 4750, 6172, 0, 0],
|
||||
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
||||
@ -463,7 +463,7 @@ tc28 = BTContainer(data=[
|
||||
tc29 = BTContainer(data=[
|
||||
# D O H L C V B S
|
||||
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||
[1, 5000, 5050, 5000, 4900, 6172, 0, 0], # enter trade (signal on last candle)
|
||||
[1, 5000, 5050, 5000, 5000, 6172, 0, 0], # enter trade (signal on last candle)
|
||||
[2, 4900, 5250, 4500, 5100, 6172, 0, 0], # Triggers trailing-stoploss
|
||||
[3, 5100, 5100, 4650, 4750, 6172, 0, 0],
|
||||
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
||||
@ -477,7 +477,7 @@ tc29 = BTContainer(data=[
|
||||
tc30 = BTContainer(data=[
|
||||
# D O H L C V B S
|
||||
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||
[1, 5000, 5500, 5000, 4900, 6172, 0, 0], # enter trade (signal on last candle) and stop
|
||||
[1, 5000, 5500, 4900, 4900, 6172, 0, 0], # enter trade (signal on last candle) and stop
|
||||
[2, 4900, 5250, 4500, 5100, 6172, 0, 0],
|
||||
[3, 5100, 5100, 4650, 4750, 6172, 0, 0],
|
||||
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
||||
@ -491,7 +491,7 @@ tc30 = BTContainer(data=[
|
||||
tc31 = BTContainer(data=[
|
||||
# D O H L C V B S
|
||||
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||
[1, 5000, 5500, 5000, 4900, 6172, 0, 0], # enter trade (signal on last candle) and stop
|
||||
[1, 5000, 5500, 4900, 4900, 6172, 0, 0], # enter trade (signal on last candle) and stop
|
||||
[2, 4900, 5250, 4500, 5100, 6172, 0, 0],
|
||||
[3, 5100, 5100, 4650, 4750, 6172, 0, 0],
|
||||
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
||||
@ -506,7 +506,7 @@ tc31 = BTContainer(data=[
|
||||
tc32 = BTContainer(data=[
|
||||
# D O H L C V B S
|
||||
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||
[1, 5000, 5500, 5000, 4900, 6172, 0, 0], # enter trade (signal on last candle) and stop
|
||||
[1, 5000, 5500, 4951, 5000, 6172, 0, 0], # enter trade and stop
|
||||
[2, 4900, 5250, 4500, 5100, 6172, 0, 0],
|
||||
[3, 5100, 5100, 4650, 4750, 6172, 0, 0],
|
||||
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
||||
@ -521,7 +521,7 @@ tc32 = BTContainer(data=[
|
||||
tc33 = BTContainer(data=[
|
||||
# D O H L C V EL XL ES Xs BT
|
||||
[0, 5000, 5050, 4950, 5000, 6172, 1, 0, 0, 0, 'buy_signal_01'],
|
||||
[1, 5000, 5500, 5000, 4900, 6172, 0, 0, 0, 0, None], # enter trade and stop
|
||||
[1, 5000, 5500, 4951, 5000, 6172, 0, 0, 0, 0, None], # enter trade and stop
|
||||
[2, 4900, 5250, 4500, 5100, 6172, 0, 0, 0, 0, None],
|
||||
[3, 5100, 5100, 4650, 4750, 6172, 0, 0, 0, 0, None],
|
||||
[4, 4750, 4950, 4350, 4750, 6172, 0, 0, 0, 0, None]],
|
||||
|
||||
@ -579,6 +579,7 @@ def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None:
|
||||
0, # exit_hsort
|
||||
'', # Long Signal Name
|
||||
'', # Short Signal Name
|
||||
'', # Exit Signal Name
|
||||
]
|
||||
|
||||
trade = backtesting._enter_trade(pair, row=row, direction='long')
|
||||
@ -596,27 +597,29 @@ def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None:
|
||||
0, # exit_short
|
||||
'', # long Signal Name
|
||||
'', # Short Signal Name
|
||||
'', # Exit Signal Name
|
||||
|
||||
]
|
||||
row_detail = pd.DataFrame(
|
||||
[
|
||||
[
|
||||
pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0, tzinfo=timezone.utc),
|
||||
200, 200.1, 197, 199, 1, 0, 0, 0, '', '',
|
||||
200, 200.1, 197, 199, 1, 0, 0, 0, '', '', '',
|
||||
], [
|
||||
pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=1, tzinfo=timezone.utc),
|
||||
199, 199.7, 199, 199.5, 0, 0, 0, 0, '', ''
|
||||
199, 199.7, 199, 199.5, 0, 0, 0, 0, '', '', '',
|
||||
], [
|
||||
pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=2, tzinfo=timezone.utc),
|
||||
199.5, 200.8, 199, 200.9, 0, 0, 0, 0, '', ''
|
||||
199.5, 200.8, 199, 200.9, 0, 0, 0, 0, '', '', '',
|
||||
], [
|
||||
pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=3, tzinfo=timezone.utc),
|
||||
200.5, 210.5, 193, 210.5, 0, 0, 0, 0, '', '' # ROI sell (?)
|
||||
200.5, 210.5, 193, 210.5, 0, 0, 0, 0, '', '', '', # ROI sell (?)
|
||||
], [
|
||||
pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=4, tzinfo=timezone.utc),
|
||||
200, 200.1, 193, 199, 0, 0, 0, 0, '', ''
|
||||
200, 200.1, 193, 199, 0, 0, 0, 0, '', '', '',
|
||||
],
|
||||
], columns=['date', 'open', 'high', 'low', 'close', 'enter_long', 'exit_long',
|
||||
'enter_short', 'exit_short', 'long_tag', 'short_tag']
|
||||
'enter_short', 'exit_short', 'long_tag', 'short_tag', 'exit_tag']
|
||||
)
|
||||
|
||||
# No data available.
|
||||
@ -631,7 +634,7 @@ def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None:
|
||||
# Assign empty ... no result.
|
||||
backtesting.detail_data[pair] = pd.DataFrame(
|
||||
[], columns=['date', 'open', 'high', 'low', 'close', 'enter_long', 'exit_long',
|
||||
'enter_short', 'exit_short', 'long_tag', 'short_tag'])
|
||||
'enter_short', 'exit_short', 'long_tag', 'short_tag', 'exit_tag'])
|
||||
|
||||
res = backtesting._get_sell_trade_entry(trade, row)
|
||||
assert res is None
|
||||
@ -695,7 +698,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
|
||||
'min_rate': [0.10370188, 0.10300000000000001],
|
||||
'max_rate': [0.10501, 0.1038888],
|
||||
'is_open': [False, False],
|
||||
'buy_tag': [None, None],
|
||||
'buy_tag': [None, None]
|
||||
})
|
||||
pd.testing.assert_frame_equal(results, expected)
|
||||
data_pair = processed[pair]
|
||||
|
||||
@ -10,7 +10,8 @@ from arrow import Arrow
|
||||
from freqtrade.configuration import TimeRange
|
||||
from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN
|
||||
from freqtrade.data import history
|
||||
from freqtrade.data.btanalysis import get_latest_backtest_filename, load_backtest_data
|
||||
from freqtrade.data.btanalysis import (get_latest_backtest_filename, load_backtest_data,
|
||||
load_backtest_stats)
|
||||
from freqtrade.edge import PairInfo
|
||||
from freqtrade.enums import SellType
|
||||
from freqtrade.optimize.optimize_reports import (_get_resample_from_period, generate_backtest_stats,
|
||||
@ -19,9 +20,9 @@ from freqtrade.optimize.optimize_reports import (_get_resample_from_period, gene
|
||||
generate_periodic_breakdown_stats,
|
||||
generate_sell_reason_stats,
|
||||
generate_strategy_comparison,
|
||||
generate_trading_stats, store_backtest_stats,
|
||||
text_table_bt_results, text_table_sell_reason,
|
||||
text_table_strategy)
|
||||
generate_trading_stats, show_sorted_pairlist,
|
||||
store_backtest_stats, text_table_bt_results,
|
||||
text_table_sell_reason, text_table_strategy)
|
||||
from freqtrade.resolvers.strategy_resolver import StrategyResolver
|
||||
from tests.conftest import CURRENT_TEST_STRATEGY
|
||||
from tests.data.test_history import _backup_file, _clean_test_file
|
||||
@ -408,3 +409,16 @@ def test__get_resample_from_period():
|
||||
assert _get_resample_from_period('month') == '1M'
|
||||
with pytest.raises(ValueError, match=r"Period noooo is not supported."):
|
||||
_get_resample_from_period('noooo')
|
||||
|
||||
|
||||
def test_show_sorted_pairlist(testdatadir, default_conf, capsys):
|
||||
filename = testdatadir / "backtest-result_new.json"
|
||||
bt_data = load_backtest_stats(filename)
|
||||
default_conf['backtest_show_pair_list'] = True
|
||||
|
||||
show_sorted_pairlist(default_conf, bt_data)
|
||||
|
||||
out, err = capsys.readouterr()
|
||||
assert 'Pairs for Strategy StrategyTestV2: \n[' in out
|
||||
assert 'TOTAL' not in out
|
||||
assert '"ETH/BTC", // ' in out
|
||||
|
||||
@ -839,8 +839,226 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
|
||||
assert len(res) == 1
|
||||
assert res[0]['pair'] == 'ETH/BTC'
|
||||
assert res[0]['count'] == 1
|
||||
assert prec_satoshi(res[0]['profit_pct'], 6.2)
|
||||
|
||||
|
||||
def test_buy_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
|
||||
limit_sell_order, mocker) -> None:
|
||||
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_balances=MagicMock(return_value=ticker),
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
)
|
||||
|
||||
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
||||
patch_get_signal(freqtradebot)
|
||||
rpc = RPC(freqtradebot)
|
||||
|
||||
# Create some test data
|
||||
freqtradebot.enter_positions()
|
||||
trade = Trade.query.first()
|
||||
assert trade
|
||||
|
||||
# Simulate fulfilled LIMIT_BUY order for trade
|
||||
trade.update(limit_buy_order)
|
||||
|
||||
# Simulate fulfilled LIMIT_SELL order for trade
|
||||
trade.update(limit_sell_order)
|
||||
|
||||
trade.close_date = datetime.utcnow()
|
||||
trade.is_open = False
|
||||
res = rpc._rpc_buy_tag_performance(None)
|
||||
|
||||
assert len(res) == 1
|
||||
assert res[0]['buy_tag'] == 'Other'
|
||||
assert res[0]['count'] == 1
|
||||
assert prec_satoshi(res[0]['profit_pct'], 6.2)
|
||||
|
||||
trade.buy_tag = "TEST_TAG"
|
||||
res = rpc._rpc_buy_tag_performance(None)
|
||||
|
||||
assert len(res) == 1
|
||||
assert res[0]['buy_tag'] == 'TEST_TAG'
|
||||
assert res[0]['count'] == 1
|
||||
assert prec_satoshi(res[0]['profit_pct'], 6.2)
|
||||
|
||||
|
||||
def test_buy_tag_performance_handle_2(mocker, default_conf, markets, fee):
|
||||
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
markets=PropertyMock(return_value=markets)
|
||||
)
|
||||
|
||||
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
||||
create_mock_trades(fee)
|
||||
rpc = RPC(freqtradebot)
|
||||
|
||||
res = rpc._rpc_buy_tag_performance(None)
|
||||
|
||||
assert len(res) == 2
|
||||
assert res[0]['buy_tag'] == 'TEST1'
|
||||
assert res[0]['count'] == 1
|
||||
assert prec_satoshi(res[0]['profit_pct'], 0.5)
|
||||
assert res[1]['buy_tag'] == 'Other'
|
||||
assert res[1]['count'] == 1
|
||||
assert prec_satoshi(res[1]['profit_pct'], 1.0)
|
||||
|
||||
# Test for a specific pair
|
||||
res = rpc._rpc_buy_tag_performance('ETC/BTC')
|
||||
assert len(res) == 1
|
||||
assert res[0]['count'] == 1
|
||||
assert res[0]['buy_tag'] == 'TEST1'
|
||||
assert prec_satoshi(res[0]['profit_pct'], 0.5)
|
||||
|
||||
|
||||
def test_sell_reason_performance_handle(default_conf, ticker, limit_buy_order, fee,
|
||||
limit_sell_order, mocker) -> None:
|
||||
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_balances=MagicMock(return_value=ticker),
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
)
|
||||
|
||||
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
||||
patch_get_signal(freqtradebot)
|
||||
rpc = RPC(freqtradebot)
|
||||
|
||||
# Create some test data
|
||||
freqtradebot.enter_positions()
|
||||
trade = Trade.query.first()
|
||||
assert trade
|
||||
|
||||
# Simulate fulfilled LIMIT_BUY order for trade
|
||||
trade.update(limit_buy_order)
|
||||
|
||||
# Simulate fulfilled LIMIT_SELL order for trade
|
||||
trade.update(limit_sell_order)
|
||||
|
||||
trade.close_date = datetime.utcnow()
|
||||
trade.is_open = False
|
||||
res = rpc._rpc_sell_reason_performance(None)
|
||||
|
||||
assert len(res) == 1
|
||||
assert res[0]['sell_reason'] == 'Other'
|
||||
assert res[0]['count'] == 1
|
||||
assert prec_satoshi(res[0]['profit_pct'], 6.2)
|
||||
|
||||
trade.sell_reason = "TEST1"
|
||||
res = rpc._rpc_sell_reason_performance(None)
|
||||
|
||||
assert len(res) == 1
|
||||
assert res[0]['sell_reason'] == 'TEST1'
|
||||
assert res[0]['count'] == 1
|
||||
assert prec_satoshi(res[0]['profit_pct'], 6.2)
|
||||
|
||||
|
||||
def test_sell_reason_performance_handle_2(mocker, default_conf, markets, fee):
|
||||
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
markets=PropertyMock(return_value=markets)
|
||||
)
|
||||
|
||||
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
||||
create_mock_trades(fee)
|
||||
rpc = RPC(freqtradebot)
|
||||
|
||||
res = rpc._rpc_sell_reason_performance(None)
|
||||
|
||||
assert len(res) == 2
|
||||
assert res[0]['sell_reason'] == 'sell_signal'
|
||||
assert res[0]['count'] == 1
|
||||
assert prec_satoshi(res[0]['profit_pct'], 0.5)
|
||||
assert res[1]['sell_reason'] == 'roi'
|
||||
assert res[1]['count'] == 1
|
||||
assert prec_satoshi(res[1]['profit_pct'], 1.0)
|
||||
|
||||
# Test for a specific pair
|
||||
res = rpc._rpc_sell_reason_performance('ETC/BTC')
|
||||
assert len(res) == 1
|
||||
assert res[0]['count'] == 1
|
||||
assert res[0]['sell_reason'] == 'sell_signal'
|
||||
assert prec_satoshi(res[0]['profit_pct'], 0.5)
|
||||
|
||||
|
||||
def test_mix_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
|
||||
limit_sell_order, mocker) -> None:
|
||||
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_balances=MagicMock(return_value=ticker),
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
)
|
||||
|
||||
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
||||
patch_get_signal(freqtradebot)
|
||||
rpc = RPC(freqtradebot)
|
||||
|
||||
# Create some test data
|
||||
freqtradebot.enter_positions()
|
||||
trade = Trade.query.first()
|
||||
assert trade
|
||||
|
||||
# Simulate fulfilled LIMIT_BUY order for trade
|
||||
trade.update(limit_buy_order)
|
||||
|
||||
# Simulate fulfilled LIMIT_SELL order for trade
|
||||
trade.update(limit_sell_order)
|
||||
|
||||
trade.close_date = datetime.utcnow()
|
||||
trade.is_open = False
|
||||
res = rpc._rpc_mix_tag_performance(None)
|
||||
|
||||
assert len(res) == 1
|
||||
assert res[0]['mix_tag'] == 'Other Other'
|
||||
assert res[0]['count'] == 1
|
||||
assert prec_satoshi(res[0]['profit'], 6.2)
|
||||
|
||||
trade.buy_tag = "TESTBUY"
|
||||
trade.sell_reason = "TESTSELL"
|
||||
res = rpc._rpc_mix_tag_performance(None)
|
||||
|
||||
assert len(res) == 1
|
||||
assert res[0]['mix_tag'] == 'TESTBUY TESTSELL'
|
||||
assert res[0]['count'] == 1
|
||||
assert prec_satoshi(res[0]['profit'], 6.2)
|
||||
|
||||
|
||||
def test_mix_tag_performance_handle_2(mocker, default_conf, markets, fee):
|
||||
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
markets=PropertyMock(return_value=markets)
|
||||
)
|
||||
|
||||
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
||||
create_mock_trades(fee)
|
||||
rpc = RPC(freqtradebot)
|
||||
|
||||
res = rpc._rpc_mix_tag_performance(None)
|
||||
|
||||
assert len(res) == 2
|
||||
assert res[0]['mix_tag'] == 'TEST1 sell_signal'
|
||||
assert res[0]['count'] == 1
|
||||
assert prec_satoshi(res[0]['profit'], 0.5)
|
||||
assert res[1]['mix_tag'] == 'Other roi'
|
||||
assert res[1]['count'] == 1
|
||||
assert prec_satoshi(res[1]['profit'], 1.0)
|
||||
|
||||
# Test for a specific pair
|
||||
res = rpc._rpc_mix_tag_performance('ETC/BTC')
|
||||
|
||||
assert len(res) == 1
|
||||
assert res[0]['count'] == 1
|
||||
assert res[0]['mix_tag'] == 'TEST1 sell_signal'
|
||||
assert prec_satoshi(res[0]['profit'], 0.5)
|
||||
|
||||
|
||||
def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
|
||||
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
||||
|
||||
@ -820,8 +820,10 @@ def test_api_performance(botclient, fee):
|
||||
rc = client_get(client, f"{BASE_URI}/performance")
|
||||
assert_response(rc)
|
||||
assert len(rc.json()) == 2
|
||||
assert rc.json() == [{'count': 1, 'pair': 'LTC/ETH', 'profit': 7.61, 'profit_abs': 0.01872279},
|
||||
{'count': 1, 'pair': 'XRP/ETH', 'profit': -5.57, 'profit_abs': -0.1150375}]
|
||||
assert rc.json() == [{'count': 1, 'pair': 'LTC/ETH', 'profit': 7.61, 'profit_pct': 7.61,
|
||||
'profit_ratio': 0.07609203, 'profit_abs': 0.01872279},
|
||||
{'count': 1, 'pair': 'XRP/ETH', 'profit': -5.57, 'profit_pct': -5.57,
|
||||
'profit_ratio': -0.05570419, 'profit_abs': -0.1150375}]
|
||||
|
||||
|
||||
# TODO-lev: @pytest.mark.parametrize('is_short,side', [
|
||||
|
||||
@ -93,7 +93,8 @@ def test_telegram_init(default_conf, mocker, caplog) -> None:
|
||||
|
||||
message_str = ("rpc.telegram is listening for following commands: [['status'], ['profit'], "
|
||||
"['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], ['trades'], "
|
||||
"['delete'], ['performance'], ['stats'], ['daily'], ['count'], ['locks'], "
|
||||
"['delete'], ['performance'], ['buys'], ['sells'], ['mix_tags'], "
|
||||
"['stats'], ['daily'], ['count'], ['locks'], "
|
||||
"['unlock', 'delete_locks'], ['reload_config', 'reload_conf'], "
|
||||
"['show_config', 'show_conf'], ['stopbuy'], "
|
||||
"['whitelist'], ['blacklist'], ['logs'], ['edge'], ['help'], ['version']"
|
||||
@ -715,6 +716,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
|
||||
'profit_ratio': 0.0629778,
|
||||
'stake_currency': 'BTC',
|
||||
'fiat_currency': 'USD',
|
||||
'buy_tag': ANY,
|
||||
'sell_reason': SellType.FORCE_SELL.value,
|
||||
'open_date': ANY,
|
||||
'close_date': ANY,
|
||||
@ -778,6 +780,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
|
||||
'profit_ratio': -0.05482878,
|
||||
'stake_currency': 'BTC',
|
||||
'fiat_currency': 'USD',
|
||||
'buy_tag': ANY,
|
||||
'sell_reason': SellType.FORCE_SELL.value,
|
||||
'open_date': ANY,
|
||||
'close_date': ANY,
|
||||
@ -831,6 +834,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
|
||||
'profit_ratio': -0.00408133,
|
||||
'stake_currency': 'BTC',
|
||||
'fiat_currency': 'USD',
|
||||
'buy_tag': ANY,
|
||||
'sell_reason': SellType.FORCE_SELL.value,
|
||||
'open_date': ANY,
|
||||
'close_date': ANY,
|
||||
@ -976,6 +980,102 @@ def test_performance_handle(default_conf, update, ticker, fee,
|
||||
assert '<code>ETH/BTC\t0.00006217 BTC (6.20%) (1)</code>' in msg_mock.call_args_list[0][0][0]
|
||||
|
||||
|
||||
def test_buy_tag_performance_handle(default_conf, update, ticker, fee,
|
||||
limit_buy_order, limit_sell_order, mocker) -> None:
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
)
|
||||
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
|
||||
patch_get_signal(freqtradebot)
|
||||
|
||||
# Create some test data
|
||||
freqtradebot.enter_positions()
|
||||
trade = Trade.query.first()
|
||||
assert trade
|
||||
|
||||
# Simulate fulfilled LIMIT_BUY order for trade
|
||||
trade.update(limit_buy_order)
|
||||
|
||||
trade.buy_tag = "TESTBUY"
|
||||
# Simulate fulfilled LIMIT_SELL order for trade
|
||||
trade.update(limit_sell_order)
|
||||
|
||||
trade.close_date = datetime.utcnow()
|
||||
trade.is_open = False
|
||||
|
||||
telegram._buy_tag_performance(update=update, context=MagicMock())
|
||||
assert msg_mock.call_count == 1
|
||||
assert 'Buy Tag Performance' in msg_mock.call_args_list[0][0][0]
|
||||
assert '<code>TESTBUY\t0.00006217 BTC (6.20%) (1)</code>' in msg_mock.call_args_list[0][0][0]
|
||||
|
||||
|
||||
def test_sell_reason_performance_handle(default_conf, update, ticker, fee,
|
||||
limit_buy_order, limit_sell_order, mocker) -> None:
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
)
|
||||
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
|
||||
patch_get_signal(freqtradebot)
|
||||
|
||||
# Create some test data
|
||||
freqtradebot.enter_positions()
|
||||
trade = Trade.query.first()
|
||||
assert trade
|
||||
|
||||
# Simulate fulfilled LIMIT_BUY order for trade
|
||||
trade.update(limit_buy_order)
|
||||
|
||||
trade.sell_reason = 'TESTSELL'
|
||||
# Simulate fulfilled LIMIT_SELL order for trade
|
||||
trade.update(limit_sell_order)
|
||||
|
||||
trade.close_date = datetime.utcnow()
|
||||
trade.is_open = False
|
||||
|
||||
telegram._sell_reason_performance(update=update, context=MagicMock())
|
||||
assert msg_mock.call_count == 1
|
||||
assert 'Sell Reason Performance' in msg_mock.call_args_list[0][0][0]
|
||||
assert '<code>TESTSELL\t0.00006217 BTC (6.20%) (1)</code>' in msg_mock.call_args_list[0][0][0]
|
||||
|
||||
|
||||
def test_mix_tag_performance_handle(default_conf, update, ticker, fee,
|
||||
limit_buy_order, limit_sell_order, mocker) -> None:
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
)
|
||||
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
|
||||
patch_get_signal(freqtradebot)
|
||||
|
||||
# Create some test data
|
||||
freqtradebot.enter_positions()
|
||||
trade = Trade.query.first()
|
||||
assert trade
|
||||
|
||||
# Simulate fulfilled LIMIT_BUY order for trade
|
||||
trade.update(limit_buy_order)
|
||||
|
||||
trade.buy_tag = "TESTBUY"
|
||||
trade.sell_reason = "TESTSELL"
|
||||
|
||||
# Simulate fulfilled LIMIT_SELL order for trade
|
||||
trade.update(limit_sell_order)
|
||||
|
||||
trade.close_date = datetime.utcnow()
|
||||
trade.is_open = False
|
||||
|
||||
telegram._mix_tag_performance(update=update, context=MagicMock())
|
||||
assert msg_mock.call_count == 1
|
||||
assert 'Mix Tag Performance' in msg_mock.call_args_list[0][0][0]
|
||||
assert ('<code>TESTBUY TESTSELL\t0.00006217 BTC (6.20%) (1)</code>'
|
||||
in msg_mock.call_args_list[0][0][0])
|
||||
|
||||
|
||||
def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
@ -1386,6 +1486,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
|
||||
'profit_ratio': -0.57405275,
|
||||
'stake_currency': 'ETH',
|
||||
'fiat_currency': 'USD',
|
||||
'buy_tag': 'buy_signal1',
|
||||
'sell_reason': SellType.STOP_LOSS.value,
|
||||
'open_date': arrow.utcnow().shift(hours=-1),
|
||||
'close_date': arrow.utcnow(),
|
||||
@ -1393,6 +1494,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
|
||||
assert msg_mock.call_args[0][0] \
|
||||
== ('\N{WARNING SIGN} *Binance:* Selling KEY/ETH (#1)\n'
|
||||
'*Profit:* `-57.41% (loss: -0.05746268 ETH / -24.812 USD)`\n'
|
||||
'*Buy Tag:* `buy_signal1`\n'
|
||||
'*Sell Reason:* `stop_loss`\n'
|
||||
'*Duration:* `1:00:00 (60.0 min)`\n'
|
||||
'*Amount:* `1333.33333333`\n'
|
||||
@ -1416,6 +1518,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
|
||||
'profit_amount': -0.05746268,
|
||||
'profit_ratio': -0.57405275,
|
||||
'stake_currency': 'ETH',
|
||||
'buy_tag': 'buy_signal1',
|
||||
'sell_reason': SellType.STOP_LOSS.value,
|
||||
'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30),
|
||||
'close_date': arrow.utcnow(),
|
||||
@ -1423,6 +1526,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
|
||||
assert msg_mock.call_args[0][0] \
|
||||
== ('\N{WARNING SIGN} *Binance:* Selling KEY/ETH (#1)\n'
|
||||
'*Profit:* `-57.41%`\n'
|
||||
'*Buy Tag:* `buy_signal1`\n'
|
||||
'*Sell Reason:* `stop_loss`\n'
|
||||
'*Duration:* `1 day, 2:30:00 (1590.0 min)`\n'
|
||||
'*Amount:* `1333.33333333`\n'
|
||||
@ -1487,6 +1591,7 @@ def test_send_msg_sell_fill_notification(default_conf, mocker) -> None:
|
||||
'profit_ratio': -0.57405275,
|
||||
'stake_currency': 'ETH',
|
||||
'fiat_currency': 'USD',
|
||||
'buy_tag': 'buy_signal1',
|
||||
'sell_reason': SellType.STOP_LOSS.value,
|
||||
'open_date': arrow.utcnow().shift(hours=-1),
|
||||
'close_date': arrow.utcnow(),
|
||||
@ -1578,12 +1683,14 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None:
|
||||
'profit_ratio': -0.57405275,
|
||||
'stake_currency': 'ETH',
|
||||
'fiat_currency': 'USD',
|
||||
'buy_tag': 'buy_signal1',
|
||||
'sell_reason': SellType.STOP_LOSS.value,
|
||||
'open_date': arrow.utcnow().shift(hours=-2, minutes=-35, seconds=-3),
|
||||
'close_date': arrow.utcnow(),
|
||||
})
|
||||
assert msg_mock.call_args[0][0] == ('\N{WARNING SIGN} *Binance:* Selling KEY/ETH (#1)\n'
|
||||
'*Profit:* `-57.41%`\n'
|
||||
'*Buy Tag:* `buy_signal1`\n'
|
||||
'*Sell Reason:* `stop_loss`\n'
|
||||
'*Duration:* `2:35:03 (155.1 min)`\n'
|
||||
'*Amount:* `1333.33333333`\n'
|
||||
|
||||
@ -42,29 +42,29 @@ def test_returns_latest_signal(ohlcv_history):
|
||||
mocked_history.loc[1, 'exit_long'] = 1
|
||||
|
||||
assert _STRATEGY.get_entry_signal('ETH/BTC', '5m', mocked_history) == (None, None)
|
||||
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (False, True)
|
||||
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (False, False)
|
||||
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (False, True, None)
|
||||
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (False, False, None)
|
||||
mocked_history.loc[1, 'exit_long'] = 0
|
||||
mocked_history.loc[1, 'enter_long'] = 1
|
||||
|
||||
assert _STRATEGY.get_entry_signal(
|
||||
'ETH/BTC', '5m', mocked_history) == (SignalDirection.LONG, None)
|
||||
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (True, False)
|
||||
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (False, False)
|
||||
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (True, False, None)
|
||||
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (False, False, None)
|
||||
mocked_history.loc[1, 'exit_long'] = 0
|
||||
mocked_history.loc[1, 'enter_long'] = 0
|
||||
|
||||
assert _STRATEGY.get_entry_signal('ETH/BTC', '5m', mocked_history) == (None, None)
|
||||
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (False, False)
|
||||
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (False, False)
|
||||
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (False, False, None)
|
||||
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (False, False, None)
|
||||
mocked_history.loc[1, 'exit_long'] = 0
|
||||
mocked_history.loc[1, 'enter_long'] = 1
|
||||
mocked_history.loc[1, 'enter_tag'] = 'buy_signal_01'
|
||||
|
||||
assert _STRATEGY.get_entry_signal(
|
||||
'ETH/BTC', '5m', mocked_history) == (SignalDirection.LONG, 'buy_signal_01')
|
||||
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (True, False)
|
||||
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (False, False)
|
||||
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (True, False, None)
|
||||
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (False, False, None)
|
||||
|
||||
mocked_history.loc[1, 'exit_long'] = 0
|
||||
mocked_history.loc[1, 'enter_long'] = 0
|
||||
@ -74,15 +74,18 @@ def test_returns_latest_signal(ohlcv_history):
|
||||
|
||||
assert _STRATEGY.get_entry_signal(
|
||||
'ETH/BTC', '5m', mocked_history) == (SignalDirection.SHORT, 'sell_signal_01')
|
||||
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (False, False)
|
||||
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (True, False)
|
||||
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (False, False, None)
|
||||
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (True, False, None)
|
||||
|
||||
mocked_history.loc[1, 'enter_short'] = 0
|
||||
mocked_history.loc[1, 'exit_short'] = 1
|
||||
mocked_history.loc[1, 'exit_tag'] = 'sell_signal_02'
|
||||
assert _STRATEGY.get_entry_signal(
|
||||
'ETH/BTC', '5m', mocked_history) == (None, None)
|
||||
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (False, False)
|
||||
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (False, True)
|
||||
assert _STRATEGY.get_exit_signal(
|
||||
'ETH/BTC', '5m', mocked_history) == (False, False, 'sell_signal_02')
|
||||
assert _STRATEGY.get_exit_signal(
|
||||
'ETH/BTC', '5m', mocked_history, True) == (False, True, 'sell_signal_02')
|
||||
|
||||
|
||||
def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):
|
||||
@ -711,7 +714,7 @@ def test_strategy_safe_wrapper(value):
|
||||
|
||||
ret = strategy_safe_wrapper(working_method, message='DeadBeef')(value)
|
||||
|
||||
assert type(ret) == type(value)
|
||||
assert isinstance(ret, type(value))
|
||||
assert ret == value
|
||||
|
||||
|
||||
|
||||
@ -1360,6 +1360,7 @@ def test_flat_vars_to_nested_dict(caplog):
|
||||
'FREQTRADE__ASK_STRATEGY__PRICE_SIDE': 'bid',
|
||||
'FREQTRADE__ASK_STRATEGY__cccc': '500',
|
||||
'FREQTRADE__STAKE_AMOUNT': '200.05',
|
||||
'FREQTRADE__TELEGRAM__CHAT_ID': '2151',
|
||||
'NOT_RELEVANT': '200.0', # Will be ignored
|
||||
}
|
||||
expected = {
|
||||
@ -1374,6 +1375,9 @@ def test_flat_vars_to_nested_dict(caplog):
|
||||
},
|
||||
'some_setting': True,
|
||||
'some_false_setting': False,
|
||||
},
|
||||
'telegram': {
|
||||
'chat_id': '2151'
|
||||
}
|
||||
}
|
||||
res = flat_vars_to_nested_dict(test_args, ENV_VAR_PREFIX)
|
||||
|
||||
@ -236,7 +236,7 @@ def test_edge_overrides_stoploss(limit_order, fee, caplog, mocker,
|
||||
# stoploss shoud be hit
|
||||
assert freqtrade.handle_trade(trade) is not ignore_strat_sl
|
||||
if not ignore_strat_sl:
|
||||
assert log_has('Exit for NEO/BTC detected. Reason: stop_loss', caplog)
|
||||
assert log_has_re('Exit for NEO/BTC detected. Reason: stop_loss.*', caplog)
|
||||
assert trade.sell_reason == SellType.STOP_LOSS.value
|
||||
|
||||
|
||||
@ -458,7 +458,6 @@ def test_create_trade_no_signal(default_conf_usdt, fee, mocker) -> None:
|
||||
)
|
||||
default_conf_usdt['stake_amount'] = 10
|
||||
freqtrade = FreqtradeBot(default_conf_usdt)
|
||||
# patch_get_signal(freqtrade, enter_long=False)
|
||||
patch_get_signal(freqtrade, enter_long=False, exit_long=False)
|
||||
|
||||
Trade.query = MagicMock()
|
||||
@ -1800,6 +1799,15 @@ def test_update_trade_state(
|
||||
freqtrade.update_trade_state(trade, '123')
|
||||
|
||||
assert log_has_re('Found open order for.*', caplog)
|
||||
limit_buy_order_usdt_new = deepcopy(limit_order)
|
||||
limit_buy_order_usdt_new['filled'] = 0.0
|
||||
limit_buy_order_usdt_new['status'] = 'canceled'
|
||||
|
||||
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', side_effect=ValueError)
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt_new)
|
||||
res = freqtrade.update_trade_state(trade, '123')
|
||||
# Cancelled empty
|
||||
assert res is True
|
||||
|
||||
|
||||
@pytest.mark.parametrize("is_short", [False, True])
|
||||
@ -1956,7 +1964,8 @@ def test_handle_trade(
|
||||
assert trade.is_open is True
|
||||
freqtrade.wallets.update()
|
||||
|
||||
patch_get_signal(freqtrade, enter_long=False, exit_short=is_short, exit_long=not is_short)
|
||||
patch_get_signal(freqtrade, enter_long=False, exit_short=is_short,
|
||||
exit_long=not is_short, exit_tag='sell_signal1')
|
||||
assert freqtrade.handle_trade(trade) is True
|
||||
assert trade.open_order_id == exit_order['id']
|
||||
|
||||
@ -1967,6 +1976,7 @@ def test_handle_trade(
|
||||
assert trade.close_profit == close_profit
|
||||
assert trade.calc_profit() == 5.685
|
||||
assert trade.close_date is not None
|
||||
assert trade.sell_reason == 'sell_signal1'
|
||||
|
||||
|
||||
@pytest.mark.parametrize("is_short", [False, True])
|
||||
@ -2851,6 +2861,7 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
|
||||
'limit': 2.0 if is_short else 2.2,
|
||||
'amount': amt,
|
||||
'order_type': 'limit',
|
||||
'buy_tag': None,
|
||||
'open_rate': open_rate,
|
||||
'current_rate': 2.01 if is_short else 2.3,
|
||||
'profit_amount': 0.29554455 if is_short else 5.685,
|
||||
@ -2906,6 +2917,7 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
|
||||
'limit': 2.2 if is_short else 2.01,
|
||||
'amount': 29.70297029 if is_short else 30.0,
|
||||
'order_type': 'limit',
|
||||
'buy_tag': None,
|
||||
'open_rate': 2.02 if is_short else 2.0,
|
||||
'current_rate': 2.2 if is_short else 2.0,
|
||||
'profit_amount': -5.65990099 if is_short else -0.00075,
|
||||
@ -2980,6 +2992,7 @@ def test_execute_trade_exit_custom_exit_price(
|
||||
'limit': limit,
|
||||
'amount': amount,
|
||||
'order_type': 'limit',
|
||||
'buy_tag': None,
|
||||
'open_rate': open_rate,
|
||||
'current_rate': current_rate,
|
||||
'profit_amount': profit_amount,
|
||||
@ -3043,6 +3056,7 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
|
||||
'limit': 2.02 if is_short else 1.98,
|
||||
'amount': 29.70297029 if is_short else 30.0,
|
||||
'order_type': 'limit',
|
||||
'buy_tag': None,
|
||||
'open_rate': 2.02 if is_short else 2.0,
|
||||
'current_rate': 2.2 if is_short else 2.0,
|
||||
'profit_amount': -0.3 if is_short else -0.8985,
|
||||
@ -3295,6 +3309,7 @@ def test_execute_trade_exit_market_order(
|
||||
'limit': limit,
|
||||
'amount': round(amount, 9),
|
||||
'order_type': 'market',
|
||||
'buy_tag': None,
|
||||
'open_rate': open_rate,
|
||||
'current_rate': current_rate,
|
||||
'profit_amount': profit_amount,
|
||||
|
||||
@ -2108,6 +2108,10 @@ def test_Trade_object_idem():
|
||||
'get_open_trades_without_assigned_fees',
|
||||
'get_open_order_trades',
|
||||
'get_trades',
|
||||
'get_sell_reason_performance',
|
||||
'get_buy_tag_performance',
|
||||
'get_mix_tag_performance',
|
||||
|
||||
)
|
||||
|
||||
# Parent (LocalTrade) should have the same attributes
|
||||
|
||||
Loading…
Reference in New Issue
Block a user