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Merge branch 'develop' into feat/short

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This commit is contained in:
Matthias
2022-01-22 17:25:21 +01:00
parent e04956be0e 56daafd6b7
commit f090dcc597
77 changed files with 1886 additions and 252 deletions
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27
freqtrade/rpc/api_server/api_backtest.py
View File

@@ -39,7 +39,8 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
# Start backtesting
# Initialize backtesting object
def run_backtest():
from freqtrade.optimize.optimize_reports import generate_backtest_stats
from freqtrade.optimize.optimize_reports import (generate_backtest_stats,
store_backtest_stats)
from freqtrade.resolvers import StrategyResolver
asyncio.set_event_loop(asyncio.new_event_loop())
try:
@@ -76,13 +77,25 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
lastconfig['enable_protections'] = btconfig.get('enable_protections')
lastconfig['dry_run_wallet'] = btconfig.get('dry_run_wallet')
ApiServer._bt.abort = False
min_date, max_date = ApiServer._bt.backtest_one_strategy(
strat, ApiServer._bt_data, ApiServer._bt_timerange)
ApiServer._bt.results = {}
ApiServer._bt.load_prior_backtest()
ApiServer._bt.abort = False
if (ApiServer._bt.results and
strat.get_strategy_name() in ApiServer._bt.results['strategy']):
# When previous result hash matches - reuse that result and skip backtesting.
logger.info(f'Reusing result of previous backtest for {strat.get_strategy_name()}')
else:
min_date, max_date = ApiServer._bt.backtest_one_strategy(
strat, ApiServer._bt_data, ApiServer._bt_timerange)
ApiServer._bt.results = generate_backtest_stats(
ApiServer._bt_data, ApiServer._bt.all_results,
min_date=min_date, max_date=max_date)
if btconfig.get('export', 'none') == 'trades':
store_backtest_stats(btconfig['exportfilename'], ApiServer._bt.results)
ApiServer._bt.results = generate_backtest_stats(
ApiServer._bt_data, ApiServer._bt.all_results,
min_date=min_date, max_date=max_date)
logger.info("Backtest finished.")
except DependencyException as e:

1
freqtrade/rpc/api_server/api_schemas.py
View File

@@ -281,6 +281,7 @@ class ForceBuyPayload(BaseModel):
pair: str
price: Optional[float]
ordertype: Optional[OrderTypeValues]
stakeamount: Optional[float]
class ForceSellPayload(BaseModel):

15
freqtrade/rpc/api_server/api_v1.py
View File

@@ -21,7 +21,7 @@ from freqtrade.rpc.api_server.api_schemas import (AvailablePairs, Balances, Blac
Stats, StatusMsg, StrategyListResponse,
StrategyResponse, SysInfo, Version,
WhitelistResponse)
from freqtrade.rpc.api_server.deps import get_config, get_rpc, get_rpc_optional
from freqtrade.rpc.api_server.deps import get_config, get_exchange, get_rpc, get_rpc_optional
from freqtrade.rpc.rpc import RPCException
@@ -32,7 +32,8 @@ logger = logging.getLogger(__name__)
# Version increments should happen in "small" steps (1.1, 1.12, ...) unless big changes happen.
# 1.11: forcebuy and forcesell accept ordertype
# 1.12: add blacklist delete endpoint
API_VERSION = 1.12
# 1.13: forcebuy supports stake_amount
API_VERSION = 1.13
# Public API, requires no auth.
router_public = APIRouter()
@@ -135,7 +136,9 @@ def show_config(rpc: Optional[RPC] = Depends(get_rpc_optional), config=Depends(g
@router.post('/forcebuy', response_model=ForceBuyResponse, tags=['trading'])
def forcebuy(payload: ForceBuyPayload, rpc: RPC = Depends(get_rpc)):
ordertype = payload.ordertype.value if payload.ordertype else None
trade = rpc._rpc_forcebuy(payload.pair, payload.price, ordertype)
stake_amount = payload.stakeamount if payload.stakeamount else None
trade = rpc._rpc_forcebuy(payload.pair, payload.price, ordertype, stake_amount)
if trade:
return ForceBuyResponse.parse_obj(trade.to_json())
@@ -218,12 +221,14 @@ def pair_candles(pair: str, timeframe: str, limit: Optional[int], rpc: RPC = Dep
@router.get('/pair_history', response_model=PairHistory, tags=['candle data'])
def pair_history(pair: str, timeframe: str, timerange: str, strategy: str,
config=Depends(get_config)):
config=Depends(get_config), exchange=Depends(get_exchange)):
# The initial call to this endpoint can be slow, as it may need to initialize
# the exchange class.
config = deepcopy(config)
config.update({
'strategy': strategy,
})
return RPC._rpc_analysed_history_full(config, pair, timeframe, timerange)
return RPC._rpc_analysed_history_full(config, pair, timeframe, timerange, exchange)
@router.get('/plot_config', response_model=PlotConfig, tags=['candle data'])

10
freqtrade/rpc/api_server/deps.py
View File

@@ -1,5 +1,7 @@
from typing import Any, Dict, Iterator, Optional
from fastapi import Depends
from freqtrade.persistence import Trade
from freqtrade.rpc.rpc import RPC, RPCException
@@ -28,3 +30,11 @@ def get_config() -> Dict[str, Any]:
def get_api_config() -> Dict[str, Any]:
return ApiServer._config['api_server']
def get_exchange(config=Depends(get_config)):
if not ApiServer._exchange:
from freqtrade.resolvers import ExchangeResolver
ApiServer._exchange = ExchangeResolver.load_exchange(
config['exchange']['name'], config)
return ApiServer._exchange

2
freqtrade/rpc/api_server/webserver.py
View File

@@ -41,6 +41,8 @@ class ApiServer(RPCHandler):
_has_rpc: bool = False
_bgtask_running: bool = False
_config: Dict[str, Any] = {}
# Exchange - only available in webserver mode.
_exchange = None
def __new__(cls, *args, **kwargs):
"""

33
freqtrade/rpc/rpc.py
View File

@@ -243,19 +243,25 @@ class RPC:
profit_str += f" ({fiat_profit:.2f})"
fiat_profit_sum = fiat_profit if isnan(fiat_profit_sum) \
else fiat_profit_sum + fiat_profit
trades_list.append([
detail_trade = [
f'{trade.id} {direction_str}',
trade.pair + ('*' if (trade.open_order_id is not None
and trade.close_rate_requested is None) else '')
+ ('**' if (trade.close_rate_requested is not None) else ''),
+ ('**' if (trade.close_rate_requested is not None) else ''),
shorten_date(arrow.get(trade.open_date).humanize(only_distance=True)),
profit_str
])
]
if self._config.get('position_adjustment_enable', False):
filled_buys = trade.select_filled_orders('buy')
detail_trade.append(str(len(filled_buys)))
trades_list.append(detail_trade)
profitcol = "Profit"
if self._fiat_converter:
profitcol += " (" + fiat_display_currency + ")"
columns = ['ID L/S', 'Pair', 'Since', profitcol]
if self._config.get('position_adjustment_enable', False):
columns.append('# Buys')
return trades_list, columns, fiat_profit_sum
def _rpc_daily_profit(
@@ -598,6 +604,7 @@ class RPC:
value = self._fiat_converter.convert_amount(
total, stake_currency, fiat_display_currency) if self._fiat_converter else 0
trade_count = len(Trade.get_trades_proxy())
starting_capital_ratio = 0.0
starting_capital_ratio = (total / starting_capital) - 1 if starting_capital else 0.0
starting_cap_fiat_ratio = (value / starting_cap_fiat) - 1 if starting_cap_fiat else 0.0
@@ -614,6 +621,7 @@ class RPC:
'starting_capital_fiat': starting_cap_fiat,
'starting_capital_fiat_ratio': starting_cap_fiat_ratio,
'starting_capital_fiat_pct': round(starting_cap_fiat_ratio * 100, 2),
'trade_count': trade_count,
'note': 'Simulated balances' if self._freqtrade.config['dry_run'] else ''
}
@@ -705,8 +713,8 @@ class RPC:
self._freqtrade.wallets.update()
return {'result': f'Created sell order for trade {trade_id}.'}
def _rpc_forcebuy(self, pair: str, price: Optional[float],
order_type: Optional[str] = None) -> Optional[Trade]:
def _rpc_forcebuy(self, pair: str, price: Optional[float], order_type: Optional[str] = None,
stake_amount: Optional[float] = None) -> Optional[Trade]:
"""
Handler for forcebuy <asset> <price>
Buys a pair trade at the given or current price
@@ -728,16 +736,19 @@ class RPC:
# check if pair already has an open pair
trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first()
if trade:
raise RPCException(f'position for {pair} already open - id: {trade.id}')
if not self._freqtrade.strategy.position_adjustment_enable:
raise RPCException(f'position for {pair} already open - id: {trade.id}')
# gen stake amount
stakeamount = self._freqtrade.wallets.get_trade_stake_amount(pair)
if not stake_amount:
# gen stake amount
stake_amount = self._freqtrade.wallets.get_trade_stake_amount(pair)
# execute buy
if not order_type:
order_type = self._freqtrade.strategy.order_types.get(
'forcebuy', self._freqtrade.strategy.order_types['buy'])
if self._freqtrade.execute_entry(pair, stakeamount, price, ordertype=order_type):
if self._freqtrade.execute_entry(pair, stake_amount, price,
ordertype=order_type, trade=trade):
Trade.commit()
trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first()
return trade
@@ -992,7 +1003,7 @@ class RPC:
@staticmethod
def _rpc_analysed_history_full(config, pair: str, timeframe: str,
timerange: str) -> Dict[str, Any]:
timerange: str, exchange) -> Dict[str, Any]:
timerange_parsed = TimeRange.parse_timerange(timerange)
_data = load_data(
@@ -1007,7 +1018,7 @@ class RPC:
from freqtrade.data.dataprovider import DataProvider
from freqtrade.resolvers.strategy_resolver import StrategyResolver
strategy = StrategyResolver.load_strategy(config)
strategy.dp = DataProvider(config, exchange=None, pairlists=None)
strategy.dp = DataProvider(config, exchange=exchange, pairlists=None)
df_analyzed = strategy.analyze_ticker(_data[pair], {'pair': pair})

2
freqtrade/rpc/rpc_manager.py
View File

@@ -85,12 +85,14 @@ class RPCManager:
timeframe = config['timeframe']
exchange_name = config['exchange']['name']
strategy_name = config.get('strategy', '')
pos_adjust_enabled = 'On' if config['position_adjustment_enable'] else 'Off'
self.send_msg({
'type': RPCMessageType.STARTUP,
'status': f'*Exchange:* `{exchange_name}`\n'
f'*Stake per trade:* `{stake_amount} {stake_currency}`\n'
f'*Minimum ROI:* `{minimal_roi}`\n'
f'*{"Trailing " if trailing_stop else ""}Stoploss:* `{stoploss}`\n'
f'*Position adjustment:* `{pos_adjust_enabled}`\n'
f'*Timeframe:* `{timeframe}`\n'
f'*Strategy:* `{strategy_name}`'
})

7
freqtrade/rpc/telegram.py
View File

@@ -781,14 +781,17 @@ class Telegram(RPCHandler):
f"(< {balance_dust_level} {result['stake']}):*\n"
f"\t`Est. {result['stake']}: "
f"{round_coin_value(total_dust_balance, result['stake'], False)}`\n")
tc = result['trade_count'] > 0
stake_improve = f" `({result['starting_capital_ratio']:.2%})`" if tc else ''
fiat_val = f" `({result['starting_capital_fiat_ratio']:.2%})`" if tc else ''
output += ("\n*Estimated Value*:\n"
f"\t`{result['stake']}: "
f"{round_coin_value(result['total'], result['stake'], False)}`"
f" `({result['starting_capital_ratio']:.2%})`\n"
f"{stake_improve}\n"
f"\t`{result['symbol']}: "
f"{round_coin_value(result['value'], result['symbol'], False)}`"
f" `({result['starting_capital_fiat_ratio']:.2%})`\n")
f"{fiat_val}\n")
self._send_msg(output, reload_able=True, callback_path="update_balance",
query=update.callback_query)
except RPCException as e: