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Merge branch 'develop' into feat/short

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Matthias
2021-12-09 06:34:07 +01:00
parent 0c28d15dc1 be6b1f6f83
commit edd80c3006
17 changed files with 97 additions and 23 deletions
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1
freqtrade/enums/__init__.py
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@@ -2,6 +2,7 @@
from freqtrade.enums.backteststate import BacktestState
from freqtrade.enums.candletype import CandleType
from freqtrade.enums.collateral import Collateral
from freqtrade.enums.ordertypevalue import OrderTypeValues
from freqtrade.enums.rpcmessagetype import RPCMessageType
from freqtrade.enums.runmode import NON_UTIL_MODES, OPTIMIZE_MODES, TRADING_MODES, RunMode
from freqtrade.enums.selltype import SellType

6
freqtrade/enums/ordertypevalue.py Normal file
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@@ -0,0 +1,6 @@
from enum import Enum
class OrderTypeValues(str, Enum):
limit = 'limit'
market = 'market'

34
freqtrade/optimize/backtesting.py
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@@ -356,10 +356,7 @@ class Backtesting:
# use Open rate if open_rate > calculated sell rate
return sell_row[OPEN_IDX]
# Use the maximum between close_rate and low as we
# cannot sell outside of a candle.
# Applies when a new ROI setting comes in place and the whole candle is above that.
return min(max(close_rate, sell_row[LOW_IDX]), sell_row[HIGH_IDX])
return close_rate
else:
# This should not be reached...
@@ -387,6 +384,17 @@ class Backtesting:
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)
# call the custom exit price,with default value as previous closerate
current_profit = trade.calc_profit_ratio(closerate)
if sell.sell_type in (SellType.SELL_SIGNAL, SellType.CUSTOM_SELL):
# Custom exit pricing only for sell-signals
closerate = strategy_safe_wrapper(self.strategy.custom_exit_price,
default_retval=closerate)(
pair=trade.pair, trade=trade,
current_time=sell_row[DATE_IDX],
proposed_rate=closerate, current_profit=current_profit)
# Use the maximum between close_rate and low as we cannot sell outside of a candle.
closerate = min(max(closerate, sell_row[LOW_IDX]), sell_row[HIGH_IDX])
# Confirm trade exit:
time_in_force = self.strategy.order_time_in_force['sell']
@@ -449,12 +457,22 @@ class Backtesting:
except DependencyException:
return None
current_time = row[DATE_IDX].to_pydatetime()
min_stake_amount = self.exchange.get_min_pair_stake_amount(pair, row[OPEN_IDX], -0.05) or 0
# let's call the custom entry price, using the open price as default price
propose_rate = strategy_safe_wrapper(self.strategy.custom_entry_price,
default_retval=row[OPEN_IDX])(
pair=pair, current_time=row[DATE_IDX].to_pydatetime(),
proposed_rate=row[OPEN_IDX]) # default value is the open rate
# Move rate to within the candle's low/high rate
propose_rate = min(max(propose_rate, row[LOW_IDX]), row[HIGH_IDX])
min_stake_amount = self.exchange.get_min_pair_stake_amount(pair, propose_rate, -0.05) or 0
max_stake_amount = self.wallets.get_available_stake_amount()
stake_amount = strategy_safe_wrapper(self.strategy.custom_stake_amount,
default_retval=stake_amount)(
pair=pair, current_time=current_time, current_rate=row[OPEN_IDX],
pair=pair, current_time=current_time, current_rate=propose_rate,
proposed_stake=stake_amount, min_stake=min_stake_amount, max_stake=max_stake_amount,
side=direction)
stake_amount = self.wallets.validate_stake_amount(pair, stake_amount, min_stake_amount)
@@ -478,7 +496,7 @@ class Backtesting:
time_in_force = self.strategy.order_time_in_force['sell']
# Confirm trade entry:
if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
pair=pair, order_type=order_type, amount=stake_amount, rate=row[OPEN_IDX],
pair=pair, order_type=order_type, amount=stake_amount, rate=propose_rate,
time_in_force=time_in_force, current_time=current_time,
side=direction):
return None
@@ -491,7 +509,7 @@ class Backtesting:
open_rate=row[OPEN_IDX],
open_date=current_time,
stake_amount=stake_amount,
amount=round((stake_amount / row[OPEN_IDX]) * leverage, 8),
amount=round((stake_amount / propose_rate) * leverage, 8),
fee_open=self.fee,
fee_close=self.fee,
is_open=True,

8
freqtrade/rpc/api_server/api_schemas.py
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@@ -1,10 +1,10 @@
from datetime import date, datetime
from enum import Enum
from typing import Any, Dict, List, Optional, Union
from pydantic import BaseModel
from freqtrade.constants import DATETIME_PRINT_FORMAT
from freqtrade.enums import OrderTypeValues
class Ping(BaseModel):
@@ -132,11 +132,6 @@ class UnfilledTimeout(BaseModel):
exit_timeout_count: Optional[int]
class OrderTypeValues(str, Enum):
limit = 'limit'
market = 'market'
class OrderTypes(BaseModel):
buy: OrderTypeValues
sell: OrderTypeValues
@@ -150,6 +145,7 @@ class OrderTypes(BaseModel):
class ShowConfig(BaseModel):
version: str
strategy_version: Optional[str]
api_version: float
dry_run: bool
trading_mode: str

4
freqtrade/rpc/api_server/api_v1.py
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@@ -122,9 +122,11 @@ def edge(rpc: RPC = Depends(get_rpc)):
@router.get('/show_config', response_model=ShowConfig, tags=['info'])
def show_config(rpc: Optional[RPC] = Depends(get_rpc_optional), config=Depends(get_config)):
state = ''
strategy_version = None
if rpc:
state = rpc._freqtrade.state
resp = RPC._rpc_show_config(config, state)
strategy_version = rpc._freqtrade.strategy.version()
resp = RPC._rpc_show_config(config, state, strategy_version)
resp['api_version'] = API_VERSION
return resp

4
freqtrade/rpc/rpc.py
View File

@@ -99,7 +99,8 @@ class RPC:
self._fiat_converter = CryptoToFiatConverter()
@staticmethod
def _rpc_show_config(config, botstate: Union[State, str]) -> Dict[str, Any]:
def _rpc_show_config(config, botstate: Union[State, str],
strategy_version: Optional[str] = None) -> Dict[str, Any]:
"""
Return a dict of config options.
Explicitly does NOT return the full config to avoid leakage of sensitive
@@ -107,6 +108,7 @@ class RPC:
"""
val = {
'version': __version__,
'strategy_version': strategy_version,
'dry_run': config['dry_run'],
'trading_mode': config.get('trading_mode', 'spot'),
'short_allowed': config.get('trading_mode', 'spot') != 'spot',

7
freqtrade/rpc/telegram.py
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@@ -1307,7 +1307,12 @@ class Telegram(RPCHandler):
:param update: message update
:return: None
"""
self._send_msg('*Version:* `{}`'.format(__version__))
strategy_version = self._rpc._freqtrade.strategy.version()
version_string = f'*Version:* `{__version__}`'
if strategy_version is not None:
version_string += f', *Strategy version: * `{strategy_version}`'
self._send_msg(version_string)
@authorized_only
def _show_config(self, update: Update, context: CallbackContext) -> None:

6
freqtrade/strategy/interface.py
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@@ -413,6 +413,12 @@ class IStrategy(ABC, HyperStrategyMixin):
"""
return []
def version(self) -> Optional[str]:
"""
Returns version of the strategy.
"""
return None
###
# END - Intended to be overridden by strategy
###

6
freqtrade/worker.py
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@@ -113,8 +113,12 @@ class Worker:
if self._heartbeat_interval:
now = time.time()
if (now - self._heartbeat_msg) > self._heartbeat_interval:
version = __version__
strategy_version = self.freqtrade.strategy.version()
if (strategy_version is not None):
version += ', strategy_version: ' + strategy_version
logger.info(f"Bot heartbeat. PID={getpid()}, "
f"version='{__version__}', state='{state.name}'")
f"version='{version}', state='{state.name}'")
self._heartbeat_msg = now
return state