Merge remote-tracking branch 'upstream/develop' into develop

config.json.example

@@ -6,10 +6,10 @@
     "minimal_roi": {
         "40":  0.0,
         "30":  0.01,
-        "20":  0.02
+        "20":  0.02,
         "0":  0.04
     },
-    "stoploss": -0.40,
+    "stoploss": -0.10,
     "bid_strategy": {
         "ask_last_balance": 0.0
     },

freqtrade/__init__.py

@@ -1,4 +1,16 @@
 """ FreqTrade bot """
 __version__ = '0.14.3'
 
-from . import main
+
+class DependencyException(BaseException):
+    """
+    Indicates that a assumed dependency is not met.
+    This could happen when there is currently not enough money on the account.
+    """
+
+
+class OperationalException(BaseException):
+    """
+    Requires manual intervention.
+    This happens when an exchange returns an unexpected error during runtime.
+    """

freqtrade/analyze.py

@@ -1,9 +1,9 @@
 """
 Functions to analyze ticker data with indicators and produce buy and sell signals
 """
-from enum import Enum
 import logging
 from datetime import timedelta
+from enum import Enum
 
 import arrow
 import talib.abstract as ta
@@ -61,6 +61,10 @@ def populate_indicators(dataframe: DataFrame) -> DataFrame:
     hilbert = ta.HT_SINE(dataframe)
     dataframe['htsine'] = hilbert['sine']
     dataframe['htleadsine'] = hilbert['leadsine']
+    dataframe['plus_dm'] = ta.PLUS_DM(dataframe)
+    dataframe['plus_di'] = ta.PLUS_DI(dataframe)
+    dataframe['minus_dm'] = ta.MINUS_DM(dataframe)
+    dataframe['minus_di'] = ta.MINUS_DI(dataframe)
     return dataframe
 
 
@@ -71,14 +75,21 @@ def populate_buy_trend(dataframe: DataFrame) -> DataFrame:
     :return: DataFrame with buy column
     """
     dataframe.loc[
-        (dataframe['tema'] <= dataframe['blower']) &
+        (
-        (dataframe['rsi'] < 37) &
+            (dataframe['rsi'] < 35) &
-        (dataframe['fastd'] < 48) &
+            (dataframe['fastd'] < 35) &
-        (dataframe['adx'] > 31),
+            (dataframe['adx'] > 30) &
+            (dataframe['plus_di'] > 0.5)
+        ) |
+        (
+            (dataframe['adx'] > 65) &
+            (dataframe['plus_di'] > 0.5)
+        ),
         'buy'] = 1
 
     return dataframe
 
+
 def populate_sell_trend(dataframe: DataFrame) -> DataFrame:
     """
     Based on TA indicators, populates the sell signal for the given dataframe
@@ -86,9 +97,19 @@ def populate_sell_trend(dataframe: DataFrame) -> DataFrame:
     :return: DataFrame with buy column
     """
     dataframe.loc[
-        (crossed_above(dataframe['rsi'], 70)),
+        (
+            (
+                (crossed_above(dataframe['rsi'], 70)) |
+                (crossed_above(dataframe['fastd'], 70))
+            ) &
+            (dataframe['adx'] > 10) &
+            (dataframe['minus_di'] > 0)
+        ) |
+        (
+            (dataframe['adx'] > 70) &
+            (dataframe['minus_di'] > 0.5)
+        ),
         'sell'] = 1
-
     return dataframe
 
 
@@ -107,9 +128,6 @@ def analyze_ticker(pair: str) -> DataFrame:
     dataframe = populate_indicators(dataframe)
     dataframe = populate_buy_trend(dataframe)
     dataframe = populate_sell_trend(dataframe)
-    # TODO: buy_price and sell_price are only used by the plotter, should probably be moved there
-    dataframe.loc[dataframe['buy'] == 1, 'buy_price'] = dataframe['close']
-    dataframe.loc[dataframe['sell'] == 1, 'sell_price'] = dataframe['close']
     return dataframe
 
 
@@ -119,7 +137,12 @@ def get_signal(pair: str, signal: SignalType) -> bool:
     :param pair: pair in format BTC_ANT or BTC-ANT
     :return: True if pair is good for buying, False otherwise
     """
+    try:
         dataframe = analyze_ticker(pair)
+    except ValueError as ex:
+        logger.warning('Unable to analyze ticker for pair %s: %s', pair, str(ex))
+        return False
+
     if dataframe.empty:
         return False
 

freqtrade/exchange/__init__.py

@@ -9,6 +9,7 @@ import arrow
 import requests
 from cachetools import cached, TTLCache
 
+from freqtrade import OperationalException
 from freqtrade.exchange.bittrex import Bittrex
 from freqtrade.exchange.interface import Exchange
 
@@ -51,7 +52,7 @@ def init(config: dict) -> None:
     try:
         exchange_class = Exchanges[name.upper()].value
     except KeyError:
-        raise RuntimeError('Exchange {} is not supported'.format(name))
+        raise OperationalException('Exchange {} is not supported'.format(name))
 
     _API = exchange_class(exchange_config)
 
@@ -62,7 +63,7 @@ def init(config: dict) -> None:
 def validate_pairs(pairs: List[str]) -> None:
     """
     Checks if all given pairs are tradable on the current exchange.
-    Raises RuntimeError if one pair is not available.
+    Raises OperationalException if one pair is not available.
     :param pairs: list of pairs
     :return: None
     """
@@ -75,11 +76,12 @@ def validate_pairs(pairs: List[str]) -> None:
     stake_cur = _CONF['stake_currency']
     for pair in pairs:
         if not pair.startswith(stake_cur):
-            raise RuntimeError(
+            raise OperationalException(
                 'Pair {} not compatible with stake_currency: {}'.format(pair, stake_cur)
             )
         if pair not in markets:
-            raise RuntimeError('Pair {} is not available at {}'.format(pair, _API.name.lower()))
+            raise OperationalException(
+                'Pair {} is not available at {}'.format(pair, _API.name.lower()))
 
 
 def buy(pair: str, rate: float, amount: float) -> str:

freqtrade/exchange/bittrex.py

@@ -4,6 +4,7 @@ from typing import List, Dict
 from bittrex.bittrex import Bittrex as _Bittrex, API_V2_0, API_V1_1
 from requests.exceptions import ContentDecodingError
 
+from freqtrade import OperationalException
 from freqtrade.exchange.interface import Exchange
 
 logger = logging.getLogger(__name__)
@@ -46,7 +47,7 @@ class Bittrex(Exchange):
     def buy(self, pair: str, rate: float, amount: float) -> str:
         data = _API.buy_limit(pair.replace('_', '-'), amount, rate)
         if not data['success']:
-            raise RuntimeError('{message} params=({pair}, {rate}, {amount})'.format(
+            raise OperationalException('{message} params=({pair}, {rate}, {amount})'.format(
                 message=data['message'],
                 pair=pair,
                 rate=rate,
@@ -56,7 +57,7 @@ class Bittrex(Exchange):
     def sell(self, pair: str, rate: float, amount: float) -> str:
         data = _API.sell_limit(pair.replace('_', '-'), amount, rate)
         if not data['success']:
-            raise RuntimeError('{message} params=({pair}, {rate}, {amount})'.format(
+            raise OperationalException('{message} params=({pair}, {rate}, {amount})'.format(
                 message=data['message'],
                 pair=pair,
                 rate=rate,
@@ -66,7 +67,7 @@ class Bittrex(Exchange):
     def get_balance(self, currency: str) -> float:
         data = _API.get_balance(currency)
         if not data['success']:
-            raise RuntimeError('{message} params=({currency})'.format(
+            raise OperationalException('{message} params=({currency})'.format(
                 message=data['message'],
                 currency=currency))
         return float(data['result']['Balance'] or 0.0)
@@ -74,13 +75,13 @@ class Bittrex(Exchange):
     def get_balances(self):
         data = _API.get_balances()
         if not data['success']:
-            raise RuntimeError('{message}'.format(message=data['message']))
+            raise OperationalException('{message}'.format(message=data['message']))
         return data['result']
 
     def get_ticker(self, pair: str) -> dict:
         data = _API.get_ticker(pair.replace('_', '-'))
         if not data['success']:
-            raise RuntimeError('{message} params=({pair})'.format(
+            raise OperationalException('{message} params=({pair})'.format(
                 message=data['message'],
                 pair=pair))
 
@@ -121,7 +122,7 @@ class Bittrex(Exchange):
                         pair=pair))
 
         if not data['success']:
-            raise RuntimeError('{message} params=({pair})'.format(
+            raise OperationalException('{message} params=({pair})'.format(
                 message=data['message'],
                 pair=pair))
 
@@ -130,7 +131,7 @@ class Bittrex(Exchange):
     def get_order(self, order_id: str) -> Dict:
         data = _API.get_order(order_id)
         if not data['success']:
-            raise RuntimeError('{message} params=({order_id})'.format(
+            raise OperationalException('{message} params=({order_id})'.format(
                 message=data['message'],
                 order_id=order_id))
         data = data['result']
@@ -148,7 +149,7 @@ class Bittrex(Exchange):
     def cancel_order(self, order_id: str) -> None:
         data = _API.cancel(order_id)
         if not data['success']:
-            raise RuntimeError('{message} params=({order_id})'.format(
+            raise OperationalException('{message} params=({order_id})'.format(
                 message=data['message'],
                 order_id=order_id))
 
@@ -158,19 +159,19 @@ class Bittrex(Exchange):
     def get_markets(self) -> List[str]:
         data = _API.get_markets()
         if not data['success']:
-            raise RuntimeError('{message}'.format(message=data['message']))
+            raise OperationalException('{message}'.format(message=data['message']))
         return [m['MarketName'].replace('-', '_') for m in data['result']]
 
     def get_market_summaries(self) -> List[Dict]:
         data = _API.get_market_summaries()
         if not data['success']:
-            raise RuntimeError('{message}'.format(message=data['message']))
+            raise OperationalException('{message}'.format(message=data['message']))
         return data['result']
 
     def get_wallet_health(self) -> List[Dict]:
         data = _API_V2.get_wallet_health()
         if not data['success']:
-            raise RuntimeError('{message}'.format(message=data['message']))
+            raise OperationalException('{message}'.format(message=data['message']))
         return [{
             'Currency': entry['Health']['Currency'],
             'IsActive': entry['Health']['IsActive'],

freqtrade/main.py

@@ -6,16 +6,16 @@ import sys
 import time
 import traceback
 from datetime import datetime
-from signal import signal, SIGINT, SIGABRT, SIGTERM
 from typing import Dict, Optional, List
 
 import requests
 from cachetools import cached, TTLCache
 
-from freqtrade import __version__, exchange, persistence, rpc
+from freqtrade import __version__, exchange, persistence, rpc, DependencyException, \
+    OperationalException
 from freqtrade.analyze import get_signal, SignalType
 from freqtrade.misc import State, get_state, update_state, parse_args, throttle, \
-    load_config, FreqtradeException
+    load_config
 from freqtrade.persistence import Trade
 
 logger = logging.getLogger('freqtrade')
@@ -67,16 +67,13 @@ def _process(dynamic_whitelist: Optional[bool] = False) -> bool:
         if len(trades) < _CONF['max_open_trades']:
             try:
                 # Create entity and execute trade
-                trade = create_trade(float(_CONF['stake_amount']))
+                state_changed = create_trade(float(_CONF['stake_amount']))
-                if trade:
+                if not state_changed:
-                    Trade.session.add(trade)
-                    state_changed = True
-                else:
                     logger.info(
                         'Checked all whitelisted currencies. '
                         'Found no suitable entry positions for buying. Will keep looking ...'
                     )
-            except FreqtradeException as e:
+            except DependencyException as e:
                 logger.warning('Unable to create trade: %s', e)
 
         for trade in trades:
@@ -97,12 +94,12 @@ def _process(dynamic_whitelist: Optional[bool] = False) -> bool:
             error
         )
         time.sleep(30)
-    except RuntimeError:
+    except OperationalException:
-        rpc.send_msg('*Status:* Got RuntimeError:\n```\n{traceback}```{hint}'.format(
+        rpc.send_msg('*Status:* Got OperationalException:\n```\n{traceback}```{hint}'.format(
             traceback=traceback.format_exc(),
             hint='Issue `/start` if you think it is safe to restart.'
         ))
-        logger.exception('Got RuntimeError. Stopping trader ...')
+        logger.exception('Got OperationalException. Stopping trader ...')
         update_state(State.STOPPED)
     return state_changed
 
@@ -126,6 +123,7 @@ def execute_sell(trade: Trade, limit: float) -> None:
         limit,
         fmt_exp_profit
     ))
+    Trade.session.flush()
 
 
 def min_roi_reached(trade: Trade, current_rate: float, current_time: datetime) -> bool:
@@ -172,11 +170,12 @@ def get_target_bid(ticker: Dict[str, float]) -> float:
     return ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
 
 
-def create_trade(stake_amount: float) -> Optional[Trade]:
+def create_trade(stake_amount: float) -> bool:
     """
     Checks the implemented trading indicator(s) for a randomly picked pair,
     if one pair triggers the buy_signal a new trade record gets created
     :param stake_amount: amount of btc to spend
+    :return: True if a trade object has been created and persisted, False otherwise
     """
     logger.info(
         'Checking buy signals to create a new trade with stake_amount: %f ...',
@@ -185,7 +184,7 @@ def create_trade(stake_amount: float) -> Optional[Trade]:
     whitelist = copy.deepcopy(_CONF['exchange']['pair_whitelist'])
     # Check if stake_amount is fulfilled
     if exchange.get_balance(_CONF['stake_currency']) < stake_amount:
-        raise FreqtradeException(
+        raise DependencyException(
             'stake amount is not fulfilled (currency={})'.format(_CONF['stake_currency'])
         )
 
@@ -195,7 +194,7 @@ def create_trade(stake_amount: float) -> Optional[Trade]:
             whitelist.remove(trade.pair)
             logger.debug('Ignoring %s in pair whitelist', trade.pair)
     if not whitelist:
-        raise FreqtradeException('No pair in whitelist')
+        raise DependencyException('No pair in whitelist')
 
     # Pick pair based on StochRSI buy signals
     for _pair in whitelist:
@@ -203,12 +202,11 @@ def create_trade(stake_amount: float) -> Optional[Trade]:
             pair = _pair
             break
     else:
-        return None
+        return False
 
-    # Calculate amount and subtract fee
+    # Calculate amount
-    fee = exchange.get_fee()
     buy_limit = get_target_bid(exchange.get_ticker(pair))
-    amount = (1 - fee) * stake_amount / buy_limit
+    amount = stake_amount / buy_limit
 
     order_id = exchange.buy(pair, buy_limit, amount)
     # Create trade entity and return
@@ -219,14 +217,19 @@ def create_trade(stake_amount: float) -> Optional[Trade]:
         buy_limit
     ))
     # Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
-    return Trade(pair=pair,
+    trade = Trade(
+        pair=pair,
         stake_amount=stake_amount,
         amount=amount,
-                 fee=fee * 2,
+        fee=exchange.get_fee() * 2,
         open_rate=buy_limit,
         open_date=datetime.utcnow(),
         exchange=exchange.get_name().upper(),
-                 open_order_id=order_id)
+        open_order_id=order_id
+    )
+    Trade.session.add(trade)
+    Trade.session.flush()
+    return True
 
 
 def init(config: dict, db_url: Optional[str] = None) -> None:
@@ -248,10 +251,6 @@ def init(config: dict, db_url: Optional[str] = None) -> None:
     else:
         update_state(State.STOPPED)
 
-    # Register signal handlers
-    for sig in (SIGINT, SIGTERM, SIGABRT):
-        signal(sig, cleanup)
-
 
 @cached(TTLCache(maxsize=1, ttl=1800))
 def gen_pair_whitelist(base_currency: str, topn: int = 20, key: str = 'BaseVolume') -> List[str]:
@@ -270,7 +269,7 @@ def gen_pair_whitelist(base_currency: str, topn: int = 20, key: str = 'BaseVolum
     return [s['MarketName'].replace('-', '_') for s in summaries[:topn]]
 
 
-def cleanup(*args, **kwargs) -> None:
+def cleanup() -> None:
     """
     Cleanup the application state und finish all pending tasks
     :return: None
@@ -283,7 +282,7 @@ def cleanup(*args, **kwargs) -> None:
     exit(0)
 
 
-def main():
+def main() -> None:
     """
     Loads and validates the config and handles the main loop
     :return: None
@@ -311,6 +310,8 @@ def main():
     # Initialize all modules and start main loop
     if args.dynamic_whitelist:
         logger.info('Using dynamically generated whitelist. (--dynamic-whitelist detected)')
+
+    try:
         init(_CONF)
         old_state = None
         while True:
@@ -329,6 +330,12 @@ def main():
                     dynamic_whitelist=args.dynamic_whitelist,
                 )
             old_state = new_state
+    except KeyboardInterrupt:
+        logger.info('Got SIGINT, aborting ...')
+    except BaseException:
+        logger.exception('Got fatal exception!')
+    finally:
+        cleanup()
 
 
 if __name__ == '__main__':

freqtrade/misc.py

@@ -15,10 +15,6 @@ from freqtrade import __version__
 logger = logging.getLogger(__name__)
 
 
-class FreqtradeException(BaseException):
-    pass
-
-
 class State(enum.Enum):
     RUNNING = 0
     STOPPED = 1
@@ -150,6 +146,12 @@ def build_subcommands(parser: argparse.ArgumentParser) -> None:
         type=int,
         metavar='INT',
     )
+    backtest.add_argument(
+        '--limit-max-trades',
+        help='uses max_open_trades from config to simulate real world limitations',
+        action='store_true',
+        dest='limit_max_trades',
+    )
 
 
 def start_backtesting(args) -> None:
@@ -165,6 +167,7 @@ def start_backtesting(args) -> None:
         'BACKTEST_LIVE': 'true' if args.live else '',
         'BACKTEST_CONFIG': args.config,
         'BACKTEST_TICKER_INTERVAL': str(args.ticker_interval),
+        'BACKTEST_LIMIT_MAX_TRADES': 'true' if args.limit_max_trades else '',
     })
     path = os.path.join(os.path.dirname(__file__), 'tests', 'test_backtesting.py')
     pytest.main(['-s', path])

freqtrade/rpc/telegram.py

@@ -2,11 +2,11 @@ import logging
 import re
 from datetime import timedelta
 from typing import Callable, Any
-from pandas import DataFrame
-from tabulate import tabulate
 
 import arrow
+from pandas import DataFrame
 from sqlalchemy import and_, func, text
+from tabulate import tabulate
 from telegram import ParseMode, Bot, Update
 from telegram.error import NetworkError, TelegramError
 from telegram.ext import CommandHandler, Updater

freqtrade/tests/conftest.py

@@ -23,7 +23,7 @@ def default_conf():
             "20":  0.02,
             "0":  0.04
         },
-        "stoploss": -0.05,
+        "stoploss": -0.10,
         "bid_strategy": {
             "ask_last_balance": 0.0
         },
@@ -54,6 +54,7 @@ def default_conf():
 @pytest.fixture(scope="module")
 def backtest_conf():
     return {
+        "max_open_trades": 3,
         "stake_currency": "BTC",
         "stake_amount": 0.01,
         "minimal_roi": {
@@ -62,7 +63,7 @@ def backtest_conf():
             "20":  0.02,
             "0":  0.04
         },
-        "stoploss": -0.05
+        "stoploss": -0.10
     }
 
 

freqtrade/tests/test_analyze.py

@@ -1,5 +1,6 @@
 # pragma pylint: disable=missing-docstring,W0621
 import json
+
 import arrow
 import pytest
 from pandas import DataFrame

freqtrade/tests/test_backtesting.py

@@ -83,24 +83,46 @@ def generate_text_table(data: Dict[str, Dict], results: DataFrame, stake_currenc
     return tabulate(tabular_data, headers=headers)
 
 
-def backtest(backtest_conf, processed, mocker):
+def backtest(config: Dict, processed, mocker, max_open_trades=0):
+    """
+    Implements backtesting functionality
+    :param config: config to use
+    :param processed: a processed dictionary with format {pair, data}
+    :param mocker: mocker instance
+    :param max_open_trades: maximum number of concurrent trades (default: 0, disabled)
+    :return: DataFrame
+    """
     trades = []
+    trade_count_lock = {}
     exchange._API = Bittrex({'key': '', 'secret': ''})
-    mocker.patch.dict('freqtrade.main._CONF', backtest_conf)
+    mocker.patch.dict('freqtrade.main._CONF', config)
     for pair, pair_data in processed.items():
-        pair_data['buy'] = 0
+        pair_data['buy'], pair_data['sell'] = 0, 0
-        pair_data['sell'] = 0
         ticker = populate_sell_trend(populate_buy_trend(pair_data))
         # for each buy point
         for row in ticker[ticker.buy == 1].itertuples(index=True):
+            if max_open_trades > 0:
+                # Check if max_open_trades has already been reached for the given date
+                if not trade_count_lock.get(row.date, 0) < max_open_trades:
+                    continue
+
+            if max_open_trades > 0:
+                # Increase lock
+                trade_count_lock[row.date] = trade_count_lock.get(row.date, 0) + 1
+
             trade = Trade(
                 open_rate=row.close,
                 open_date=row.date,
-                amount=backtest_conf['stake_amount'],
+                amount=config['stake_amount'],
                 fee=exchange.get_fee() * 2
             )
+
             # calculate win/lose forwards from buy point
-            for row2 in ticker[row.Index:].itertuples(index=True):
+            for row2 in ticker[row.Index + 1:].itertuples(index=True):
+                if max_open_trades > 0:
+                    # Increase trade_count_lock for every iteration
+                    trade_count_lock[row2.date] = trade_count_lock.get(row2.date, 0) + 1
+
                 if min_roi_reached(trade, row2.close, row2.date) or row2.sell == 1:
                     current_profit = trade.calc_profit(row2.close)
 
@@ -110,6 +132,13 @@ def backtest(backtest_conf, processed, mocker):
     return DataFrame.from_records(trades, columns=labels)
 
 
+def get_max_open_trades(config):
+    if not os.environ.get('BACKTEST_LIMIT_MAX_TRADES'):
+        return 0
+    print('Using max_open_trades: {} ...'.format(config['max_open_trades']))
+    return config['max_open_trades']
+
+
 @pytest.mark.skipif(not os.environ.get('BACKTEST'), reason="BACKTEST not set")
 def test_backtest(backtest_conf, mocker):
     print('')
@@ -147,8 +176,6 @@ def test_backtest(backtest_conf, mocker):
     ))
 
     # Execute backtest and print results
-    results = backtest(config, preprocess(data), mocker)
+    results = backtest(config, preprocess(data), mocker, get_max_open_trades(config))
-    print('====================== BACKTESTING REPORT ======================================\n\n'
+    print('====================== BACKTESTING REPORT ======================================\n\n')
-          'NOTE: This Report doesn\'t respect the limits of max_open_trades, \n'
-          '      so the projected values should be taken with a grain of salt.\n')
     print(generate_text_table(data, results, config['stake_currency']))

freqtrade/tests/test_exchange.py

@@ -3,6 +3,7 @@ from unittest.mock import MagicMock
 
 import pytest
 
+from freqtrade import OperationalException
 from freqtrade.exchange import validate_pairs
 
 
@@ -21,7 +22,7 @@ def test_validate_pairs_not_available(default_conf, mocker):
     api_mock.get_markets = MagicMock(return_value=[])
     mocker.patch('freqtrade.exchange._API', api_mock)
     mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
-    with pytest.raises(RuntimeError, match=r'not available'):
+    with pytest.raises(OperationalException, match=r'not available'):
         validate_pairs(default_conf['exchange']['pair_whitelist'])
 
 
@@ -31,5 +32,5 @@ def test_validate_pairs_not_compatible(default_conf, mocker):
     default_conf['stake_currency'] = 'ETH'
     mocker.patch('freqtrade.exchange._API', api_mock)
     mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
-    with pytest.raises(RuntimeError, match=r'not compatible'):
+    with pytest.raises(OperationalException, match=r'not compatible'):
         validate_pairs(default_conf['exchange']['pair_whitelist'])

freqtrade/tests/test_main.py

@@ -6,11 +6,12 @@ import pytest
 import requests
 from sqlalchemy import create_engine
 
-from freqtrade.exchange import Exchanges
+from freqtrade import DependencyException, OperationalException
 from freqtrade.analyze import SignalType
+from freqtrade.exchange import Exchanges
 from freqtrade.main import create_trade, handle_trade, init, \
     get_target_bid, _process
-from freqtrade.misc import get_state, State, FreqtradeException
+from freqtrade.misc import get_state, State
 from freqtrade.persistence import Trade
 
 
@@ -40,7 +41,7 @@ def test_process_trade_creation(default_conf, ticker, health, mocker):
     assert trade.open_date is not None
     assert trade.exchange == Exchanges.BITTREX.name
     assert trade.open_rate == 0.072661
-    assert trade.amount == 0.6864067381401302
+    assert trade.amount == 0.6881270557795791
 
 
 def test_process_exchange_failures(default_conf, ticker, health, mocker):
@@ -59,7 +60,7 @@ def test_process_exchange_failures(default_conf, ticker, health, mocker):
     assert sleep_mock.has_calls()
 
 
-def test_process_runtime_error(default_conf, ticker, health, mocker):
+def test_process_operational_exception(default_conf, ticker, health, mocker):
     msg_mock = MagicMock()
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=msg_mock)
@@ -68,14 +69,14 @@ def test_process_runtime_error(default_conf, ticker, health, mocker):
                           validate_pairs=MagicMock(),
                           get_ticker=ticker,
                           get_wallet_health=health,
-                          buy=MagicMock(side_effect=RuntimeError))
+                          buy=MagicMock(side_effect=OperationalException))
     init(default_conf, create_engine('sqlite://'))
     assert get_state() == State.RUNNING
 
     result = _process()
     assert result is False
     assert get_state() == State.STOPPED
-    assert 'RuntimeError' in msg_mock.call_args_list[-1][0][0]
+    assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]
 
 
 def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, mocker):
@@ -114,9 +115,9 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
     whitelist = copy.deepcopy(default_conf['exchange']['pair_whitelist'])
 
     init(default_conf, create_engine('sqlite://'))
-    trade = create_trade(15.0)
+    create_trade(15.0)
-    Trade.session.add(trade)
+
-    Trade.session.flush()
+    trade = Trade.query.first()
     assert trade is not None
     assert trade.stake_amount == 15.0
     assert trade.is_open
@@ -132,6 +133,21 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
     assert whitelist == default_conf['exchange']['pair_whitelist']
 
 
+def test_create_trade_minimal_amount(default_conf, ticker, mocker):
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+    mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    buy_mock = mocker.patch('freqtrade.main.exchange.buy', MagicMock(return_value='mocked_limit_buy'))
+    mocker.patch.multiple('freqtrade.main.exchange',
+                          validate_pairs=MagicMock(),
+                          get_ticker=ticker)
+    init(default_conf, create_engine('sqlite://'))
+    min_stake_amount = 0.0005
+    create_trade(min_stake_amount)
+    rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2]
+    assert rate * amount >= min_stake_amount
+
+
 def test_create_trade_no_stake_amount(default_conf, ticker, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
@@ -141,7 +157,7 @@ def test_create_trade_no_stake_amount(default_conf, ticker, mocker):
                           get_ticker=ticker,
                           buy=MagicMock(return_value='mocked_limit_buy'),
                           get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5))
-    with pytest.raises(FreqtradeException, match=r'.*stake amount.*'):
+    with pytest.raises(DependencyException, match=r'.*stake amount.*'):
         create_trade(default_conf['stake_amount'])
 
 
@@ -154,7 +170,7 @@ def test_create_trade_no_pairs(default_conf, ticker, mocker):
                           get_ticker=ticker,
                           buy=MagicMock(return_value='mocked_limit_buy'))
 
-    with pytest.raises(FreqtradeException, match=r'.*No pair in whitelist.*'):
+    with pytest.raises(DependencyException, match=r'.*No pair in whitelist.*'):
         conf = copy.deepcopy(default_conf)
         conf['exchange']['pair_whitelist'] = []
         mocker.patch.dict('freqtrade.main._CONF', conf)
@@ -175,13 +191,14 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
                           buy=MagicMock(return_value='mocked_limit_buy'),
                           sell=MagicMock(return_value='mocked_limit_sell'))
     init(default_conf, create_engine('sqlite://'))
-    trade = create_trade(15.0)
+    create_trade(15.0)
-    trade.update(limit_buy_order)
+
-    Trade.session.add(trade)
+    trade = Trade.query.first()
-    Trade.session.flush()
-    trade = Trade.query.filter(Trade.is_open.is_(True)).first()
     assert trade
 
+    trade.update(limit_buy_order)
+    assert trade.is_open is True
+
     handle_trade(trade)
     assert trade.open_order_id == 'mocked_limit_sell'
 
@@ -204,15 +221,14 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo
 
     # Create trade and sell it
     init(default_conf, create_engine('sqlite://'))
-    trade = create_trade(15.0)
+    create_trade(15.0)
-    Trade.session.add(trade)
+
-    trade.update(limit_buy_order)
+    trade = Trade.query.first()
-    trade = Trade.query.filter(Trade.is_open.is_(True)).first()
     assert trade
 
+    trade.update(limit_buy_order)
     trade.update(limit_sell_order)
-    trade = Trade.query.filter(Trade.is_open.is_(False)).first()
+    assert trade.is_open is False
-    assert trade
 
     with pytest.raises(ValueError, match=r'.*closed trade.*'):
         handle_trade(trade)

freqtrade/tests/test_misc.py

@@ -109,6 +109,7 @@ def test_start_backtesting(mocker):
         live=True,
         loglevel=20,
         ticker_interval=1,
+        limit_max_trades=True,
     )
     start_backtesting(args)
     assert env_mock == {
@@ -116,6 +117,7 @@ def test_start_backtesting(mocker):
         'BACKTEST_LIVE': 'true',
         'BACKTEST_CONFIG': 'config.json',
         'BACKTEST_TICKER_INTERVAL': '1',
+        'BACKTEST_LIMIT_MAX_TRADES': 'true',
     }
     assert pytest_mock.call_count == 1
 

freqtrade/tests/test_rpc.py

@@ -1,7 +1,6 @@
 # pragma pylint: disable=missing-docstring, too-many-arguments, too-many-ancestors, C0103
-from unittest.mock import MagicMock
-
 from copy import deepcopy
+from unittest.mock import MagicMock
 
 from freqtrade.rpc import init, cleanup, send_msg
 

freqtrade/tests/test_rpc_telegram.py

@@ -101,11 +101,7 @@ def test_status_handle(default_conf, update, ticker, mocker):
     msg_mock.reset_mock()
 
     # Create some test data
-    trade = create_trade(15.0)
+    create_trade(15.0)
-    assert trade
-    Trade.session.add(trade)
-    Trade.session.flush()
-
     # Trigger status while we have a fulfilled order for the open trade
     _status(bot=MagicMock(), update=update)
 
@@ -141,10 +137,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker):
     msg_mock.reset_mock()
 
     # Create some test data
-    trade = create_trade(15.0)
+    create_trade(15.0)
-    assert trade
-    Trade.session.add(trade)
-    Trade.session.flush()
 
     _status_table(bot=MagicMock(), update=update)
 
@@ -177,8 +170,8 @@ def test_profit_handle(default_conf, update, ticker, limit_buy_order, limit_sell
     msg_mock.reset_mock()
 
     # Create some test data
-    trade = create_trade(15.0)
+    create_trade(15.0)
-    assert trade
+    trade = Trade.query.first()
 
     # Simulate fulfilled LIMIT_BUY order for trade
     trade.update(limit_buy_order)
@@ -193,8 +186,6 @@ def test_profit_handle(default_conf, update, ticker, limit_buy_order, limit_sell
 
     trade.close_date = datetime.utcnow()
     trade.is_open = False
-    Trade.session.add(trade)
-    Trade.session.flush()
 
     _profit(bot=MagicMock(), update=update)
     assert msg_mock.call_count == 1
@@ -216,11 +207,10 @@ def test_forcesell_handle(default_conf, update, ticker, mocker):
     init(default_conf, create_engine('sqlite://'))
 
     # Create some test data
-    trade = create_trade(15.0)
+    create_trade(15.0)
-    assert trade
 
-    Trade.session.add(trade)
+    trade = Trade.query.first()
-    Trade.session.flush()
+    assert trade
 
     update.message.text = '/forcesell 1'
     _forcesell(bot=MagicMock(), update=update)
@@ -245,8 +235,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker):
 
     # Create some test data
     for _ in range(4):
-        Trade.session.add(create_trade(15.0))
+        create_trade(15.0)
-    Trade.session.flush()
     rpc_mock.reset_mock()
 
     update.message.text = '/forcesell all'
@@ -309,7 +298,8 @@ def test_performance_handle(
     init(default_conf, create_engine('sqlite://'))
 
     # Create some test data
-    trade = create_trade(15.0)
+    create_trade(15.0)
+    trade = Trade.query.first()
     assert trade
 
     # Simulate fulfilled LIMIT_BUY order for trade
@@ -320,8 +310,6 @@ def test_performance_handle(
 
     trade.close_date = datetime.utcnow()
     trade.is_open = False
-    Trade.session.add(trade)
-    Trade.session.flush()
 
     _performance(bot=MagicMock(), update=update)
     assert msg_mock.call_count == 1
@@ -351,9 +339,7 @@ def test_count_handle(default_conf, update, ticker, mocker):
     update_state(State.RUNNING)
 
     # Create some test data
-    Trade.session.add(create_trade(15.0))
+    create_trade(15.0)
-    Trade.session.flush()
-
     msg_mock.reset_mock()
     _count(bot=MagicMock(), update=update)
 

freqtrade/vendor/qtpylib/indicators.py

@@ -19,12 +19,12 @@
 # limitations under the License.
 #
 
+import sys
+import warnings
+from datetime import datetime, timedelta
+
 import numpy as np
 import pandas as pd
-import warnings
-import sys
-
-from datetime import datetime, timedelta
 from pandas.core.base import PandasObject
 
 # =============================================

scripts/plot_dataframe.py

@@ -18,6 +18,9 @@ def plot_analyzed_dataframe(pair: str) -> None:
     exchange._API = exchange.Bittrex({'key': '', 'secret': ''})
     dataframe = analyze.analyze_ticker(pair)
 
+    dataframe.loc[dataframe['buy'] == 1, 'buy_price'] = dataframe['close']
+    dataframe.loc[dataframe['sell'] == 1, 'sell_price'] = dataframe['close']
+
     # Two subplots sharing x axis
     fig, (ax1, ax2, ax3) = plt.subplots(3, sharex=True)
     fig.suptitle(pair, fontsize=14, fontweight='bold')