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2
.github/ISSUE_TEMPLATE.md vendored
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@ -6,10 +6,12 @@ If it hasn't been reported, please create a new issue.
## Step 2: Describe your environment ## Step 2: Describe your environment
* Python Version: _____ (`python -V`) * Python Version: _____ (`python -V`)
* CCXT version: _____ (`pip freeze | grep ccxt`)
* Branch: Master | Develop * Branch: Master | Develop
* Last Commit ID: _____ (`git log --format="%H" -n 1`) * Last Commit ID: _____ (`git log --format="%H" -n 1`)
## Step 3: Describe the problem: ## Step 3: Describe the problem:
*Explain the problem you have encountered* *Explain the problem you have encountered*
### Steps to reproduce: ### Steps to reproduce:

6
.travis.yml
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@ -18,7 +18,9 @@ install:
- pip install -e . - pip install -e .
jobs: jobs:
include: include:
- script: pytest --cov=freqtrade --cov-config=.coveragerc freqtrade/tests/ - script:
- pytest --cov=freqtrade --cov-config=.coveragerc freqtrade/tests/
- coveralls
- script: - script:
- cp config.json.example config.json - cp config.json.example config.json
- python freqtrade/main.py --datadir freqtrade/tests/testdata backtesting - python freqtrade/main.py --datadir freqtrade/tests/testdata backtesting
@ -27,8 +29,6 @@ jobs:
- python freqtrade/main.py --datadir freqtrade/tests/testdata hyperopt -e 5 - python freqtrade/main.py --datadir freqtrade/tests/testdata hyperopt -e 5
- script: flake8 freqtrade - script: flake8 freqtrade
- script: mypy freqtrade - script: mypy freqtrade
after_success:
- coveralls
notifications: notifications:
slack: slack:
secure: 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 secure: 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

5
CONTRIBUTING.md
View File

@ -42,6 +42,11 @@ pip3.6 install flake8 coveralls
flake8 freqtrade flake8 freqtrade
``` ```
We receive a lot of code that fails the `flake8` checks.
To help with that, we encourage you to install the git pre-commit
hook that will warn you when you try to commit code that fails these checks.
Guide for installing them is [here](http://flake8.pycqa.org/en/latest/user/using-hooks.html).
## 3. Test if all type-hints are correct ## 3. Test if all type-hints are correct
**Install packages** (If not already installed) **Install packages** (If not already installed)

31
docs/bot-optimization.md
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@ -1,8 +1,10 @@
# Bot Optimization # Bot Optimization
This page explains where to customize your strategies, and add new This page explains where to customize your strategies, and add new
indicators. indicators.
## Table of Contents ## Table of Contents
- [Install a custom strategy file](#install-a-custom-strategy-file) - [Install a custom strategy file](#install-a-custom-strategy-file)
- [Customize your strategy](#change-your-strategy) - [Customize your strategy](#change-your-strategy)
- [Add more Indicator](#add-more-indicator) - [Add more Indicator](#add-more-indicator)
@ -11,10 +13,12 @@ indicators.
Since the version `0.16.0` the bot allows using custom strategy file. Since the version `0.16.0` the bot allows using custom strategy file.
## Install a custom strategy file ## Install a custom strategy file
This is very simple. Copy paste your strategy file into the folder This is very simple. Copy paste your strategy file into the folder
`user_data/strategies`. `user_data/strategies`.
Let assume you have a class called `AwesomeStrategy` in the file `awesome-strategy.py`: Let assume you have a class called `AwesomeStrategy` in the file `awesome-strategy.py`:
1. Move your file into `user_data/strategies` (you should have `user_data/strategies/awesome-strategy.py` 1. Move your file into `user_data/strategies` (you should have `user_data/strategies/awesome-strategy.py`
2. Start the bot with the param `--strategy AwesomeStrategy` (the parameter is the class name) 2. Start the bot with the param `--strategy AwesomeStrategy` (the parameter is the class name)
@ -23,12 +27,14 @@ python3 ./freqtrade/main.py --strategy AwesomeStrategy
``` ```
## Change your strategy ## Change your strategy
The bot includes a default strategy file. However, we recommend you to The bot includes a default strategy file. However, we recommend you to
use your own file to not have to lose your parameters every time the default use your own file to not have to lose your parameters every time the default
strategy file will be updated on Github. Put your custom strategy file strategy file will be updated on Github. Put your custom strategy file
into the folder `user_data/strategies`. into the folder `user_data/strategies`.
A strategy file contains all the information needed to build a good strategy: A strategy file contains all the information needed to build a good strategy:
- Buy strategy rules - Buy strategy rules
- Sell strategy rules - Sell strategy rules
- Minimal ROI recommended - Minimal ROI recommended
@ -43,6 +49,7 @@ python3 ./freqtrade/main.py --strategy AwesomeStrategy
``` ```
### Specify custom strategy location ### Specify custom strategy location
If you want to use a strategy from a different folder you can pass `--strategy-path` If you want to use a strategy from a different folder you can pass `--strategy-path`
```bash ```bash
@ -53,10 +60,12 @@ python3 ./freqtrade/main.py --strategy AwesomeStrategy --strategy-path /some/fol
file as reference.** file as reference.**
### Buy strategy ### Buy strategy
Edit the method `populate_buy_trend()` into your strategy file to Edit the method `populate_buy_trend()` into your strategy file to
update your buy strategy. update your buy strategy.
Sample from `user_data/strategies/test_strategy.py`: Sample from `user_data/strategies/test_strategy.py`:
```python ```python
def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame: def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
""" """
@ -76,10 +85,11 @@ def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
``` ```
### Sell strategy ### Sell strategy
Edit the method `populate_sell_trend()` into your strategy file to
update your sell strategy. Edit the method `populate_sell_trend()` into your strategy file to update your sell strategy.
Sample from `user_data/strategies/test_strategy.py`: Sample from `user_data/strategies/test_strategy.py`:
```python ```python
def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame: def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
""" """
@ -98,11 +108,13 @@ def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
``` ```
## Add more Indicator ## Add more Indicator
As you have seen, buy and sell strategies need indicators. You can add As you have seen, buy and sell strategies need indicators. You can add
more indicators by extending the list contained in more indicators by extending the list contained in
the method `populate_indicators()` from your strategy file. the method `populate_indicators()` from your strategy file.
Sample: Sample:
```python ```python
def populate_indicators(dataframe: DataFrame) -> DataFrame: def populate_indicators(dataframe: DataFrame) -> DataFrame:
""" """
@ -137,16 +149,25 @@ def populate_indicators(dataframe: DataFrame) -> DataFrame:
return dataframe return dataframe
``` ```
**Want more indicators example?** ### Want more indicator examples
Look into the [user_data/strategies/test_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py). Look into the [user_data/strategies/test_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py).
Then uncomment indicators you need. Then uncomment indicators you need.
### Where is the default strategy? ### Where is the default strategy?
The default buy strategy is located in the file The default buy strategy is located in the file
[freqtrade/default_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/strategy/default_strategy.py). [freqtrade/default_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/strategy/default_strategy.py).
### 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.
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.
We also got a *strategy-sharing* channel in our [Slack community](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE) which is a great place to get and/or share ideas.
## Next step ## Next step
Now you have a perfect strategy you probably want to backtesting it.
Now you have a perfect strategy you probably want to backtest it.
Your next step is to learn [How to use the Backtesting](https://github.com/freqtrade/freqtrade/blob/develop/docs/backtesting.md). Your next step is to learn [How to use the Backtesting](https://github.com/freqtrade/freqtrade/blob/develop/docs/backtesting.md).

55
docs/installation.md
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@ -16,7 +16,6 @@ To understand how to set up the bot please read the [Bot Configuration](https://
- [Setup Config and virtual env](#setup-config-and-virtual-env) - [Setup Config and virtual env](#setup-config-and-virtual-env)
* [Windows](#windows) * [Windows](#windows)
<!-- /TOC --> <!-- /TOC -->
------ ------
@ -35,7 +34,9 @@ usage:
``` ```
### --install ### --install
This script will install everything you need to run the bot: This script will install everything you need to run the bot:
* Mandatory software as: `Python3`, `ta-lib`, `wget` * Mandatory software as: `Python3`, `ta-lib`, `wget`
* Setup your virtualenv * Setup your virtualenv
* Configure your `config.json` file * Configure your `config.json` file
@ -43,12 +44,15 @@ This script will install everything you need to run the bot:
This script is a combination of `install script` `--reset`, `--config` This script is a combination of `install script` `--reset`, `--config`
### --update ### --update
Update parameter will pull the last version of your current branch and update your virtualenv. Update parameter will pull the last version of your current branch and update your virtualenv.
### --reset ### --reset
Reset parameter will hard reset your branch (only if you are on `master` or `develop`) and recreate your virtualenv. Reset parameter will hard reset your branch (only if you are on `master` or `develop`) and recreate your virtualenv.
### --config ### --config
Config parameter is a `config.json` configurator. This script will ask you questions to setup your bot and create your `config.json`. Config parameter is a `config.json` configurator. This script will ask you questions to setup your bot and create your `config.json`.
------ ------
@ -63,7 +67,6 @@ Start by downloading Docker for your platform:
Once you have Docker installed, simply create the config file (e.g. `config.json`) and then create a Docker image for `freqtrade` using the Dockerfile in this repo. Once you have Docker installed, simply create the config file (e.g. `config.json`) and then create a Docker image for `freqtrade` using the Dockerfile in this repo.
### 1. Prepare the Bot ### 1. Prepare the Bot
#### 1.1. Clone the git repository #### 1.1. Clone the git repository
@ -95,16 +98,17 @@ cp -n config.json.example config.json
#### 1.5. Create your database file *(optional - the bot will create it if it is missing)* #### 1.5. Create your database file *(optional - the bot will create it if it is missing)*
Production Production
```bash ```bash
touch tradesv3.sqlite touch tradesv3.sqlite
```` ````
Dry-Run Dry-Run
```bash ```bash
touch tradesv3.dryrun.sqlite touch tradesv3.dryrun.sqlite
``` ```
### 2. Build the Docker image ### 2. Build the Docker image
```bash ```bash
@ -114,7 +118,6 @@ docker build -t freqtrade .
For security reasons, your configuration file will not be included in the image, you will need to bind mount it. It is also advised to bind mount an SQLite database file (see the "5. Run a restartable docker image" section) to keep it between updates. For security reasons, your configuration file will not be included in the image, you will need to bind mount it. It is also advised to bind mount an SQLite database file (see the "5. Run a restartable docker image" section) to keep it between updates.
### 3. Verify the Docker image ### 3. Verify the Docker image
After the build process you can verify that the image was created with: After the build process you can verify that the image was created with:
@ -123,7 +126,6 @@ After the build process you can verify that the image was created with:
docker images docker images
``` ```
### 4. Run the Docker image ### 4. Run the Docker image
You can run a one-off container that is immediately deleted upon exiting with the following command (`config.json` must be in the current working directory): You can run a one-off container that is immediately deleted upon exiting with the following command (`config.json` must be in the current working directory):
@ -137,11 +139,11 @@ There is known issue in OSX Docker versions after 17.09.1, whereby /etc/localtim
```bash ```bash
docker run --rm -e TZ=`ls -la /etc/localtime | cut -d/ -f8-9` -v `pwd`/config.json:/freqtrade/config.json -it freqtrade docker run --rm -e TZ=`ls -la /etc/localtime | cut -d/ -f8-9` -v `pwd`/config.json:/freqtrade/config.json -it freqtrade
``` ```
More information on this docker issue and work-around can be read here: https://github.com/docker/for-mac/issues/2396
More information on this docker issue and work-around can be read [here](https://github.com/docker/for-mac/issues/2396)
In this example, the database will be created inside the docker instance and will be lost when you will refresh your image. In this example, the database will be created inside the docker instance and will be lost when you will refresh your image.
### 5. Run a restartable docker image ### 5. Run a restartable docker image
To run a restartable instance in the background (feel free to place your configuration and database files wherever it feels comfortable on your filesystem). To run a restartable instance in the background (feel free to place your configuration and database files wherever it feels comfortable on your filesystem).
@ -164,6 +166,7 @@ docker run -d \
-v ~/.freqtrade/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \ -v ~/.freqtrade/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \
freqtrade --db-url sqlite:///tradesv3.sqlite freqtrade --db-url sqlite:///tradesv3.sqlite
``` ```
NOTE: db-url defaults to `sqlite:///tradesv3.sqlite` but it defaults to `sqlite://` if `dry_run=True` is being used. NOTE: db-url defaults to `sqlite:///tradesv3.sqlite` but it defaults to `sqlite://` if `dry_run=True` is being used.
To override this behaviour use a custom db-url value: i.e.: `--db-url sqlite:///tradesv3.dryrun.sqlite` To override this behaviour use a custom db-url value: i.e.: `--db-url sqlite:///tradesv3.dryrun.sqlite`
@ -190,13 +193,13 @@ We've included/collected install instructions for Ubuntu 16.04, MacOS, and Windo
### Requirements ### Requirements
Click each one for install guide: Click each one for install guide:
* [Python 3.6.x](http://docs.python-guide.org/en/latest/starting/installation/), note the bot was not tested on Python >= 3.7.x * [Python 3.6.x](http://docs.python-guide.org/en/latest/starting/installation/), note the bot was not tested on Python >= 3.7.x
* [pip](https://pip.pypa.io/en/stable/installing/) * [pip](https://pip.pypa.io/en/stable/installing/)
* [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git) * [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
* [virtualenv](https://virtualenv.pypa.io/en/stable/installation/) (Recommended) * [virtualenv](https://virtualenv.pypa.io/en/stable/installation/) (Recommended)
* [TA-Lib](https://mrjbq7.github.io/ta-lib/install.html) * [TA-Lib](https://mrjbq7.github.io/ta-lib/install.html)
### Linux - Ubuntu 16.04 ### Linux - Ubuntu 16.04
#### 1. Install Python 3.6, Git, and wget #### 1. Install Python 3.6, Git, and wget
@ -240,17 +243,12 @@ Clone the git repository:
git clone https://github.com/freqtrade/freqtrade.git git clone https://github.com/freqtrade/freqtrade.git
``` ```
Optionally checkout the develop branch:
```bash
git checkout develop
```
#### 5. Configure `freqtrade` as a `systemd` service #### 5. Configure `freqtrade` as a `systemd` service
From the freqtrade repo... copy `freqtrade.service` to your systemd user directory (usually `~/.config/systemd/user`) and update `WorkingDirectory` and `ExecStart` to match your setup. From the freqtrade repo... copy `freqtrade.service` to your systemd user directory (usually `~/.config/systemd/user`) and update `WorkingDirectory` and `ExecStart` to match your setup.
After that you can start the daemon with: After that you can start the daemon with:
```bash ```bash
systemctl --user start freqtrade systemctl --user start freqtrade
``` ```
@ -261,7 +259,6 @@ For this to be persistent (run when user is logged out) you'll need to enable `l
sudo loginctl enable-linger "$USER" sudo loginctl enable-linger "$USER"
``` ```
### MacOS ### MacOS
#### 1. Install Python 3.6, git, wget and ta-lib #### 1. Install Python 3.6, git, wget and ta-lib
@ -296,7 +293,6 @@ Optionally checkout the develop branch:
git checkout develop git checkout develop
``` ```
### Setup Config and virtual env ### Setup Config and virtual env
#### 1. Initialize the configuration #### 1. Initialize the configuration
@ -308,7 +304,6 @@ cp config.json.example config.json
> *To edit the config please refer to [Bot Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md).* > *To edit the config please refer to [Bot Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md).*
#### 2. Setup your Python virtual environment (virtualenv) #### 2. Setup your Python virtual environment (virtualenv)
```bash ```bash
@ -331,27 +326,41 @@ python3.6 ./freqtrade/main.py -c config.json
## Windows ## Windows
We recommend that Windows users use [Docker](#docker) as this will work We recommend that Windows users use [Docker](#docker) as this will work much easier and smoother (also more secure).
much easier and smoother (also more secure).
### Install freqtrade If that is not possible, try using the Windows Linux subsystem (WSL) - for which the Ubuntu instructions should work.
If that is not available on your system, feel free to try the instructions below, which led to success for some.
### Install freqtrade manually
#### Clone the git repository
```bash
git clone https://github.com/freqtrade/freqtrade.git
```
copy paste `config.json` to ``\path\freqtrade-develop\freqtrade` copy paste `config.json` to ``\path\freqtrade-develop\freqtrade`
#### install ta-lib
Install ta-lib according to the [ta-lib documentation](https://github.com/mrjbq7/ta-lib#windows).
As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of inofficial precompiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which needs to be downloaded and installed using `pip install TA_Lib‑0.4.17‑cp36‑cp36m‑win32.whl` (make sure to use the version matching your python version)
```cmd ```cmd
>cd \path\freqtrade-develop >cd \path\freqtrade-develop
>python -m venv .env >python -m venv .env
>cd .env\Scripts >cd .env\Scripts
>activate.bat >activate.bat
>cd \path\freqtrade-develop >cd \path\freqtrade-develop
REM optionally install ta-lib from wheel
REM >pip install TA_Lib‑0.4.17‑cp36‑cp36m‑win32.whl
>pip install -r requirements.txt >pip install -r requirements.txt
>pip install -e . >pip install -e .
>cd freqtrade >python freqtrade\main.py
>python main.py
``` ```
> Thanks [Owdr](https://github.com/Owdr) for the commands. Source: [Issue #222](https://github.com/freqtrade/freqtrade/issues/222) > Thanks [Owdr](https://github.com/Owdr) for the commands. Source: [Issue #222](https://github.com/freqtrade/freqtrade/issues/222)
Now you have an environment ready, the next step is Now you have an environment ready, the next step is
[Bot Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md)... [Bot Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md)...

1
docs/telegram-usage.md
View File

@ -16,6 +16,7 @@ official commands. You can ask at any moment for help with `/help`.
|----------|---------|-------------| |----------|---------|-------------|
| `/start` | | Starts the trader | `/start` | | Starts the trader
| `/stop` | | Stops the trader | `/stop` | | Stops the trader
| `/reload_conf` | | Reloads the configuration file
| `/status` | | Lists all open trades | `/status` | | Lists all open trades
| `/status table` | | List all open trades in a table format | `/status table` | | List all open trades in a table format
| `/count` | | Displays number of trades used and available | `/count` | | Displays number of trades used and available

1
freqtrade/analyze.py
View File

@ -62,6 +62,7 @@ class Analyze(object):
'close': 'last', 'close': 'last',
'volume': 'max', 'volume': 'max',
}) })
frame.drop(frame.tail(1).index, inplace=True) # eliminate partial candle
return frame return frame
def populate_indicators(self, dataframe: DataFrame) -> DataFrame: def populate_indicators(self, dataframe: DataFrame) -> DataFrame:

23
freqtrade/arguments.py
View File

@ -72,7 +72,7 @@ class Arguments(object):
self.parser.add_argument( self.parser.add_argument(
'--version', '--version',
action='version', action='version',
version='%(prog)s {}'.format(__version__), version=f'%(prog)s {__version__}'
) )
self.parser.add_argument( self.parser.add_argument(
'-c', '--config', '-c', '--config',
@ -165,6 +165,11 @@ class Arguments(object):
@staticmethod @staticmethod
def optimizer_shared_options(parser: argparse.ArgumentParser) -> None: def optimizer_shared_options(parser: argparse.ArgumentParser) -> None:
"""
Parses given common arguments for Backtesting and Hyperopt scripts.
:param parser:
:return:
"""
parser.add_argument( parser.add_argument(
'-i', '--ticker-interval', '-i', '--ticker-interval',
help='specify ticker interval (1m, 5m, 30m, 1h, 1d)', help='specify ticker interval (1m, 5m, 30m, 1h, 1d)',
@ -243,7 +248,7 @@ class Arguments(object):
:return: Start and End range period :return: Start and End range period
""" """
if text is None: if text is None:
return TimeRange() return TimeRange(None, None, 0, 0)
syntax = [(r'^-(\d{8})$', (None, 'date')), syntax = [(r'^-(\d{8})$', (None, 'date')),
(r'^(\d{8})-$', ('date', None)), (r'^(\d{8})-$', ('date', None)),
(r'^(\d{8})-(\d{8})$', ('date', 'date')), (r'^(\d{8})-(\d{8})$', ('date', 'date')),
@ -298,28 +303,34 @@ class Arguments(object):
'--pairs-file', '--pairs-file',
help='File containing a list of pairs to download', help='File containing a list of pairs to download',
dest='pairs_file', dest='pairs_file',
default=None default=None,
metavar='PATH',
) )
self.parser.add_argument( self.parser.add_argument(
'--export', '--export',
help='Export files to given dir', help='Export files to given dir',
dest='export', dest='export',
default=None) default=None,
metavar='PATH',
)
self.parser.add_argument( self.parser.add_argument(
'--days', '--days',
help='Download data for number of days', help='Download data for number of days',
dest='days', dest='days',
type=int, type=int,
default=None) metavar='INT',
default=None
)
self.parser.add_argument( self.parser.add_argument(
'--exchange', '--exchange',
help='Exchange name (default: %(default)s)', help='Exchange name (default: %(default)s)',
dest='exchange', dest='exchange',
type=str, type=str,
default='bittrex') default='bittrex'
)
self.parser.add_argument( self.parser.add_argument(
'-t', '--timeframes', '-t', '--timeframes',

13
freqtrade/configuration.py
View File

@ -61,11 +61,9 @@ class Configuration(object):
with open(path) as file: with open(path) as file:
conf = json.load(file) conf = json.load(file)
except FileNotFoundError: except FileNotFoundError:
logger.critical( raise OperationalException(
'Config file "%s" not found. Please create your config file', 'Config file "{}" not found!'
path ' Please create a config file or check whether it exists.'.format(path))
)
exit(0)
if 'internals' not in conf: if 'internals' not in conf:
conf['internals'] = {} conf['internals'] = {}
@ -238,9 +236,8 @@ class Configuration(object):
exchange = config.get('exchange', {}).get('name').lower() exchange = config.get('exchange', {}).get('name').lower()
if exchange not in ccxt.exchanges: if exchange not in ccxt.exchanges:
exception_msg = 'Exchange "{}" not supported.\n' \ exception_msg = f'Exchange "{exchange}" not supported.\n' \
'The following exchanges are supported: {}'\ f'The following exchanges are supported: {", ".join(ccxt.exchanges)}'
.format(exchange, ', '.join(ccxt.exchanges))
logger.critical(exception_msg) logger.critical(exception_msg)
raise OperationalException( raise OperationalException(

97
freqtrade/exchange/__init__.py
View File

@ -59,7 +59,7 @@ def init_ccxt(exchange_config: dict) -> ccxt.Exchange:
name = exchange_config['name'] name = exchange_config['name']
if name not in ccxt.exchanges: if name not in ccxt.exchanges:
raise OperationalException('Exchange {} is not supported'.format(name)) raise OperationalException(f'Exchange {name} is not supported')
try: try:
api = getattr(ccxt, name.lower())({ api = getattr(ccxt, name.lower())({
'apiKey': exchange_config.get('key'), 'apiKey': exchange_config.get('key'),
@ -69,7 +69,7 @@ def init_ccxt(exchange_config: dict) -> ccxt.Exchange:
'enableRateLimit': True, 'enableRateLimit': True,
}) })
except (KeyError, AttributeError): except (KeyError, AttributeError):
raise OperationalException('Exchange {} is not supported'.format(name)) raise OperationalException(f'Exchange {name} is not supported')
return api return api
@ -118,11 +118,10 @@ def validate_pairs(pairs: List[str]) -> None:
# TODO: add a support for having coins in BTC/USDT format # TODO: add a support for having coins in BTC/USDT format
if not pair.endswith(stake_cur): if not pair.endswith(stake_cur):
raise OperationalException( raise OperationalException(
'Pair {} not compatible with stake_currency: {}'.format(pair, stake_cur) f'Pair {pair} not compatible with stake_currency: {stake_cur}')
)
if pair not in markets: if pair not in markets:
raise OperationalException( raise OperationalException(
'Pair {} is not available at {}'.format(pair, get_name())) f'Pair {pair} is not available at {get_name()}')
def exchange_has(endpoint: str) -> bool: def exchange_has(endpoint: str) -> bool:
@ -138,7 +137,7 @@ def exchange_has(endpoint: str) -> bool:
def buy(pair: str, rate: float, amount: float) -> Dict: def buy(pair: str, rate: float, amount: float) -> Dict:
if _CONF['dry_run']: if _CONF['dry_run']:
global _DRY_RUN_OPEN_ORDERS global _DRY_RUN_OPEN_ORDERS
order_id = 'dry_run_buy_{}'.format(randint(0, 10**6)) order_id = f'dry_run_buy_{randint(0, 10**6)}'
_DRY_RUN_OPEN_ORDERS[order_id] = { _DRY_RUN_OPEN_ORDERS[order_id] = {
'pair': pair, 'pair': pair,
'price': rate, 'price': rate,
@ -156,20 +155,17 @@ def buy(pair: str, rate: float, amount: float) -> Dict:
return _API.create_limit_buy_order(pair, amount, rate) return _API.create_limit_buy_order(pair, amount, rate)
except ccxt.InsufficientFunds as e: except ccxt.InsufficientFunds as e:
raise DependencyException( raise DependencyException(
'Insufficient funds to create limit buy order on market {}.' f'Insufficient funds to create limit buy order on market {pair}.'
'Tried to buy amount {} at rate {} (total {}).' f'Tried to buy amount {amount} at rate {rate} (total {rate*amount}).'
'Message: {}'.format(pair, amount, rate, rate*amount, e) f'Message: {e}')
)
except ccxt.InvalidOrder as e: except ccxt.InvalidOrder as e:
raise DependencyException( raise DependencyException(
'Could not create limit buy order on market {}.' f'Could not create limit buy order on market {pair}.'
'Tried to buy amount {} at rate {} (total {}).' f'Tried to buy amount {amount} at rate {rate} (total {rate*amount}).'
'Message: {}'.format(pair, amount, rate, rate*amount, e) f'Message: {e}')
)
except (ccxt.NetworkError, ccxt.ExchangeError) as e: except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError( raise TemporaryError(
'Could not place buy order due to {}. Message: {}'.format( f'Could not place buy order due to {e.__class__.__name__}. Message: {e}')
e.__class__.__name__, e))
except ccxt.BaseError as e: except ccxt.BaseError as e:
raise OperationalException(e) raise OperationalException(e)
@ -177,7 +173,7 @@ def buy(pair: str, rate: float, amount: float) -> Dict:
def sell(pair: str, rate: float, amount: float) -> Dict: def sell(pair: str, rate: float, amount: float) -> Dict:
if _CONF['dry_run']: if _CONF['dry_run']:
global _DRY_RUN_OPEN_ORDERS global _DRY_RUN_OPEN_ORDERS
order_id = 'dry_run_sell_{}'.format(randint(0, 10**6)) order_id = f'dry_run_sell_{randint(0, 10**6)}'
_DRY_RUN_OPEN_ORDERS[order_id] = { _DRY_RUN_OPEN_ORDERS[order_id] = {
'pair': pair, 'pair': pair,
'price': rate, 'price': rate,
@ -194,20 +190,17 @@ def sell(pair: str, rate: float, amount: float) -> Dict:
return _API.create_limit_sell_order(pair, amount, rate) return _API.create_limit_sell_order(pair, amount, rate)
except ccxt.InsufficientFunds as e: except ccxt.InsufficientFunds as e:
raise DependencyException( raise DependencyException(
'Insufficient funds to create limit sell order on market {}.' f'Insufficient funds to create limit sell order on market {pair}.'
'Tried to sell amount {} at rate {} (total {}).' f'Tried to sell amount {amount} at rate {rate} (total {rate*amount}).'
'Message: {}'.format(pair, amount, rate, rate*amount, e) f'Message: {e}')
)
except ccxt.InvalidOrder as e: except ccxt.InvalidOrder as e:
raise DependencyException( raise DependencyException(
'Could not create limit sell order on market {}.' f'Could not create limit sell order on market {pair}.'
'Tried to sell amount {} at rate {} (total {}).' f'Tried to sell amount {amount} at rate {rate} (total {rate*amount}).'
'Message: {}'.format(pair, amount, rate, rate*amount, e) f'Message: {e}')
)
except (ccxt.NetworkError, ccxt.ExchangeError) as e: except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError( raise TemporaryError(
'Could not place sell order due to {}. Message: {}'.format( f'Could not place sell order due to {e.__class__.__name__}. Message: {e}')
e.__class__.__name__, e))
except ccxt.BaseError as e: except ccxt.BaseError as e:
raise OperationalException(e) raise OperationalException(e)
@ -222,8 +215,7 @@ def get_balance(currency: str) -> float:
balance = balances.get(currency) balance = balances.get(currency)
if balance is None: if balance is None:
raise TemporaryError( raise TemporaryError(
'Could not get {} balance due to malformed exchange response: {}'.format( f'Could not get {currency} balance due to malformed exchange response: {balances}')
currency, balances))
return balance['free'] return balance['free']
@ -243,8 +235,7 @@ def get_balances() -> dict:
return balances return balances
except (ccxt.NetworkError, ccxt.ExchangeError) as e: except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError( raise TemporaryError(
'Could not get balance due to {}. Message: {}'.format( f'Could not get balance due to {e.__class__.__name__}. Message: {e}')
e.__class__.__name__, e))
except ccxt.BaseError as e: except ccxt.BaseError as e:
raise OperationalException(e) raise OperationalException(e)
@ -255,13 +246,11 @@ def get_tickers() -> Dict:
return _API.fetch_tickers() return _API.fetch_tickers()
except ccxt.NotSupported as e: except ccxt.NotSupported as e:
raise OperationalException( raise OperationalException(
'Exchange {} does not support fetching tickers in batch.' f'Exchange {_API.name} does not support fetching tickers in batch.'
'Message: {}'.format(_API.name, e) f'Message: {e}')
)
except (ccxt.NetworkError, ccxt.ExchangeError) as e: except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError( raise TemporaryError(
'Could not load tickers due to {}. Message: {}'.format( f'Could not load tickers due to {e.__class__.__name__}. Message: {e}')
e.__class__.__name__, e))
except ccxt.BaseError as e: except ccxt.BaseError as e:
raise OperationalException(e) raise OperationalException(e)
@ -277,13 +266,12 @@ def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict:
'bid': float(data['bid']), 'bid': float(data['bid']),
'ask': float(data['ask']), 'ask': float(data['ask']),
} }
except KeyError as e: except KeyError:
logger.debug("Could not cache ticker data for %s", pair) logger.debug("Could not cache ticker data for %s", pair)
return data return data
except (ccxt.NetworkError, ccxt.ExchangeError) as e: except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError( raise TemporaryError(
'Could not load ticker history due to {}. Message: {}'.format( f'Could not load ticker history due to {e.__class__.__name__}. Message: {e}')
e.__class__.__name__, e))
except ccxt.BaseError as e: except ccxt.BaseError as e:
raise OperationalException(e) raise OperationalException(e)
else: else:
@ -327,15 +315,13 @@ def get_ticker_history(pair: str, tick_interval: str, since_ms: Optional[int] =
return data return data
except ccxt.NotSupported as e: except ccxt.NotSupported as e:
raise OperationalException( raise OperationalException(
'Exchange {} does not support fetching historical candlestick data.' f'Exchange {_API.name} does not support fetching historical candlestick data.'
'Message: {}'.format(_API.name, e) f'Message: {e}')
)
except (ccxt.NetworkError, ccxt.ExchangeError) as e: except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError( raise TemporaryError(
'Could not load ticker history due to {}. Message: {}'.format( f'Could not load ticker history due to {e.__class__.__name__}. Message: {e}')
e.__class__.__name__, e))
except ccxt.BaseError as e: except ccxt.BaseError as e:
raise OperationalException('Could not fetch ticker data. Msg: {}'.format(e)) raise OperationalException(f'Could not fetch ticker data. Msg: {e}')
@retrier @retrier
@ -347,12 +333,10 @@ def cancel_order(order_id: str, pair: str) -> None:
return _API.cancel_order(order_id, pair) return _API.cancel_order(order_id, pair)
except ccxt.InvalidOrder as e: except ccxt.InvalidOrder as e:
raise DependencyException( raise DependencyException(
'Could not cancel order. Message: {}'.format(e) f'Could not cancel order. Message: {e}')
)
except (ccxt.NetworkError, ccxt.ExchangeError) as e: except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError( raise TemporaryError(
'Could not cancel order due to {}. Message: {}'.format( f'Could not cancel order due to {e.__class__.__name__}. Message: {e}')
e.__class__.__name__, e))
except ccxt.BaseError as e: except ccxt.BaseError as e:
raise OperationalException(e) raise OperationalException(e)
@ -369,12 +353,10 @@ def get_order(order_id: str, pair: str) -> Dict:
return _API.fetch_order(order_id, pair) return _API.fetch_order(order_id, pair)
except ccxt.InvalidOrder as e: except ccxt.InvalidOrder as e:
raise DependencyException( raise DependencyException(
'Could not get order. Message: {}'.format(e) f'Could not get order. Message: {e}')
)
except (ccxt.NetworkError, ccxt.ExchangeError) as e: except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError( raise TemporaryError(
'Could not get order due to {}. Message: {}'.format( f'Could not get order due to {e.__class__.__name__}. Message: {e}')
e.__class__.__name__, e))
except ccxt.BaseError as e: except ccxt.BaseError as e:
raise OperationalException(e) raise OperationalException(e)
@ -393,8 +375,7 @@ def get_trades_for_order(order_id: str, pair: str, since: datetime) -> List:
except ccxt.NetworkError as e: except ccxt.NetworkError as e:
raise TemporaryError( raise TemporaryError(
'Could not get trades due to networking error. Message: {}'.format(e) f'Could not get trades due to networking error. Message: {e}')
)
except ccxt.BaseError as e: except ccxt.BaseError as e:
raise OperationalException(e) raise OperationalException(e)
@ -416,8 +397,7 @@ def get_markets() -> List[dict]:
return _API.fetch_markets() return _API.fetch_markets()
except (ccxt.NetworkError, ccxt.ExchangeError) as e: except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError( raise TemporaryError(
'Could not load markets due to {}. Message: {}'.format( f'Could not load markets due to {e.__class__.__name__}. Message: {e}')
e.__class__.__name__, e))
except ccxt.BaseError as e: except ccxt.BaseError as e:
raise OperationalException(e) raise OperationalException(e)
@ -442,8 +422,7 @@ def get_fee(symbol='ETH/BTC', type='', side='', amount=1,
price=price, takerOrMaker=taker_or_maker)['rate'] price=price, takerOrMaker=taker_or_maker)['rate']
except (ccxt.NetworkError, ccxt.ExchangeError) as e: except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError( raise TemporaryError(
'Could not get fee info due to {}. Message: {}'.format( f'Could not get fee info due to {e.__class__.__name__}. Message: {e}')
e.__class__.__name__, e))
except ccxt.BaseError as e: except ccxt.BaseError as e:
raise OperationalException(e) raise OperationalException(e)

5
freqtrade/fiat_convert.py
View File

@ -119,7 +119,7 @@ class CryptoToFiatConverter(object):
# Check if the fiat convertion you want is supported # Check if the fiat convertion you want is supported
if not self._is_supported_fiat(fiat=fiat_symbol): if not self._is_supported_fiat(fiat=fiat_symbol):
raise ValueError('The fiat {} is not supported.'.format(fiat_symbol)) raise ValueError(f'The fiat {fiat_symbol} is not supported.')
# Get the pair that interest us and return the price in fiat # Get the pair that interest us and return the price in fiat
for pair in self._pairs: for pair in self._pairs:
@ -182,7 +182,7 @@ class CryptoToFiatConverter(object):
""" """
# Check if the fiat convertion you want is supported # Check if the fiat convertion you want is supported
if not self._is_supported_fiat(fiat=fiat_symbol): if not self._is_supported_fiat(fiat=fiat_symbol):
raise ValueError('The fiat {} is not supported.'.format(fiat_symbol)) raise ValueError(f'The fiat {fiat_symbol} is not supported.')
# No need to convert if both crypto and fiat are the same # No need to convert if both crypto and fiat are the same
if crypto_symbol == fiat_symbol: if crypto_symbol == fiat_symbol:
@ -192,6 +192,7 @@ class CryptoToFiatConverter(object):
# return 0 for unsupported stake currencies (fiat-convert should not break the bot) # return 0 for unsupported stake currencies (fiat-convert should not break the bot)
logger.warning("unsupported crypto-symbol %s - returning 0.0", crypto_symbol) logger.warning("unsupported crypto-symbol %s - returning 0.0", crypto_symbol)
return 0.0 return 0.0
try: try:
return float( return float(
self._coinmarketcap.ticker( self._coinmarketcap.ticker(

125
freqtrade/freqtradebot.py
View File

@ -76,17 +76,14 @@ class FreqtradeBot(object):
else: else:
self.state = State.STOPPED self.state = State.STOPPED
def clean(self) -> bool: def cleanup(self) -> None:
""" """
Cleanup the application state und finish all pending tasks Cleanup pending resources on an already stopped bot
:return: None :return: None
""" """
self.rpc.send_msg('*Status:* `Stopping trader...`') logger.info('Cleaning up modules ...')
logger.info('Stopping trader and cleaning up modules...')
self.state = State.STOPPED
self.rpc.cleanup() self.rpc.cleanup()
persistence.cleanup() persistence.cleanup()
return True
def worker(self, old_state: State = None) -> State: def worker(self, old_state: State = None) -> State:
""" """
@ -97,7 +94,7 @@ class FreqtradeBot(object):
# Log state transition # Log state transition
state = self.state state = self.state
if state != old_state: if state != old_state:
self.rpc.send_msg('*Status:* `{}`'.format(state.name.lower())) self.rpc.send_msg(f'*Status:* `{state.name.lower()}`')
logger.info('Changing state to: %s', state.name) logger.info('Changing state to: %s', state.name)
if state == State.STOPPED: if state == State.STOPPED:
@ -171,12 +168,10 @@ class FreqtradeBot(object):
logger.warning('%s, retrying in 30 seconds...', error) logger.warning('%s, retrying in 30 seconds...', error)
time.sleep(constants.RETRY_TIMEOUT) time.sleep(constants.RETRY_TIMEOUT)
except OperationalException: except OperationalException:
self.rpc.send_msg( tb = traceback.format_exc()
'*Status:* OperationalException:\n```\n{traceback}```{hint}'
.format(
traceback=traceback.format_exc(),
hint = 'Issue `/start` if you think it is safe to restart.' hint = 'Issue `/start` if you think it is safe to restart.'
) self.rpc.send_msg(
f'*Status:* OperationalException:\n```\n{tb}```{hint}'
) )
logger.exception('OperationalException. Stopping trader ...') logger.exception('OperationalException. Stopping trader ...')
self.state = State.STOPPED self.state = State.STOPPED
@ -254,12 +249,13 @@ class FreqtradeBot(object):
""" """
Checks the implemented trading indicator(s) for a randomly picked pair, Checks the implemented trading indicator(s) for a randomly picked pair,
if one pair triggers the buy_signal a new trade record gets created if one pair triggers the buy_signal a new trade record gets created
:param stake_amount: amount of btc to spend
:param interval: Ticker interval used for Analyze
:return: True if a trade object has been created and persisted, False otherwise :return: True if a trade object has been created and persisted, False otherwise
""" """
stake_amount = self.config['stake_amount'] stake_amount = self.config['stake_amount']
interval = self.analyze.get_ticker_interval() interval = self.analyze.get_ticker_interval()
stake_currency = self.config['stake_currency']
fiat_currency = self.config['fiat_display_currency']
exc_name = exchange.get_name()
logger.info( logger.info(
'Checking buy signals to create a new trade with stake_amount: %f ...', 'Checking buy signals to create a new trade with stake_amount: %f ...',
@ -267,10 +263,9 @@ class FreqtradeBot(object):
) )
whitelist = copy.deepcopy(self.config['exchange']['pair_whitelist']) whitelist = copy.deepcopy(self.config['exchange']['pair_whitelist'])
# Check if stake_amount is fulfilled # Check if stake_amount is fulfilled
if exchange.get_balance(self.config['stake_currency']) < stake_amount: if exchange.get_balance(stake_currency) < stake_amount:
raise DependencyException( raise DependencyException(
'stake amount is not fulfilled (currency={})'.format(self.config['stake_currency']) f'stake amount is not fulfilled (currency={stake_currency})')
)
# Remove currently opened and latest pairs from whitelist # Remove currently opened and latest pairs from whitelist
for trade in Trade.query.filter(Trade.is_open.is_(True)).all(): for trade in Trade.query.filter(Trade.is_open.is_(True)).all():
@ -289,7 +284,8 @@ class FreqtradeBot(object):
break break
else: else:
return False return False
pair_s = pair.replace('_', '/')
pair_url = exchange.get_pair_detail_url(pair)
# Calculate amount # Calculate amount
buy_limit = self.get_target_bid(exchange.get_ticker(pair)) buy_limit = self.get_target_bid(exchange.get_ticker(pair))
amount = stake_amount / buy_limit amount = stake_amount / buy_limit
@ -298,23 +294,15 @@ class FreqtradeBot(object):
stake_amount_fiat = self.fiat_converter.convert_amount( stake_amount_fiat = self.fiat_converter.convert_amount(
stake_amount, stake_amount,
self.config['stake_currency'], stake_currency,
self.config['fiat_display_currency'] fiat_currency
) )
# Create trade entity and return # Create trade entity and return
self.rpc.send_msg( self.rpc.send_msg(
'*{}:* Buying [{}]({}) with limit `{:.8f} ({:.6f} {}, {:.3f} {})` ' f"""*{exc_name}:* Buying [{pair_s}]({pair_url}) \
.format( with limit `{buy_limit:.8f} ({stake_amount:.6f} \
exchange.get_name(), {stake_currency}, {stake_amount_fiat:.3f} {fiat_currency})`"""
pair.replace('_', '/'),
exchange.get_pair_detail_url(pair),
buy_limit,
stake_amount,
self.config['stake_currency'],
stake_amount_fiat,
self.config['fiat_display_currency']
)
) )
# Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL # Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
fee = exchange.get_fee(symbol=pair, taker_or_maker='maker') fee = exchange.get_fee(symbol=pair, taker_or_maker='maker')
@ -415,12 +403,12 @@ class FreqtradeBot(object):
fee_abs += exectrade['fee']['cost'] fee_abs += exectrade['fee']['cost']
if amount != order_amount: if amount != order_amount:
logger.warning("amount {} does not match amount {}".format(amount, trade.amount)) logger.warning(f"amount {amount} does not match amount {trade.amount}")
raise OperationalException("Half bought? Amounts don't match") raise OperationalException("Half bought? Amounts don't match")
real_amount = amount - fee_abs real_amount = amount - fee_abs
if fee_abs != 0: if fee_abs != 0:
logger.info("Applying fee on amount for {} (from {} to {}) from Trades".format( logger.info(f"""Applying fee on amount for {trade} \
trade, order['amount'], real_amount)) (from {order_amount} to {real_amount}) from Trades""")
return real_amount return real_amount
def handle_trade(self, trade: Trade) -> bool: def handle_trade(self, trade: Trade) -> bool:
@ -429,7 +417,7 @@ class FreqtradeBot(object):
:return: True if trade has been sold, False otherwise :return: True if trade has been sold, False otherwise
""" """
if not trade.is_open: if not trade.is_open:
raise ValueError('attempt to handle closed trade: {}'.format(trade)) raise ValueError(f'attempt to handle closed trade: {trade}')
logger.debug('Handling %s ...', trade) logger.debug('Handling %s ...', trade)
current_rate = exchange.get_ticker(trade.pair)['bid'] current_rate = exchange.get_ticker(trade.pair)['bid']
@ -455,6 +443,12 @@ class FreqtradeBot(object):
for trade in Trade.query.filter(Trade.open_order_id.isnot(None)).all(): for trade in Trade.query.filter(Trade.open_order_id.isnot(None)).all():
try: try:
# FIXME: Somehow the query above returns results
# where the open_order_id is in fact None.
# This is probably because the record got
# updated via /forcesell in a different thread.
if not trade.open_order_id:
continue
order = exchange.get_order(trade.open_order_id, trade.pair) order = exchange.get_order(trade.open_order_id, trade.pair)
except requests.exceptions.RequestException: except requests.exceptions.RequestException:
logger.info( logger.info(
@ -480,16 +474,14 @@ class FreqtradeBot(object):
"""Buy timeout - cancel order """Buy timeout - cancel order
:return: True if order was fully cancelled :return: True if order was fully cancelled
""" """
pair_s = trade.pair.replace('_', '/')
exchange.cancel_order(trade.open_order_id, trade.pair) exchange.cancel_order(trade.open_order_id, trade.pair)
if order['remaining'] == order['amount']: if order['remaining'] == order['amount']:
# if trade is not partially completed, just delete the trade # if trade is not partially completed, just delete the trade
Trade.session.delete(trade) Trade.session.delete(trade)
# FIX? do we really need to flush, caller of
# check_handle_timedout will flush afterwards
Trade.session.flush() Trade.session.flush()
logger.info('Buy order timeout for %s.', trade) logger.info('Buy order timeout for %s.', trade)
self.rpc.send_msg('*Timeout:* Unfilled buy order for {} cancelled'.format( self.rpc.send_msg(f'*Timeout:* Unfilled buy order for {pair_s} cancelled')
trade.pair.replace('_', '/')))
return True return True
# if trade is partially complete, edit the stake details for the trade # if trade is partially complete, edit the stake details for the trade
@ -498,8 +490,7 @@ class FreqtradeBot(object):
trade.stake_amount = trade.amount * trade.open_rate trade.stake_amount = trade.amount * trade.open_rate
trade.open_order_id = None trade.open_order_id = None
logger.info('Partial buy order timeout for %s.', trade) logger.info('Partial buy order timeout for %s.', trade)
self.rpc.send_msg('*Timeout:* Remaining buy order for {} cancelled'.format( self.rpc.send_msg(f'*Timeout:* Remaining buy order for {pair_s} cancelled')
trade.pair.replace('_', '/')))
return False return False
# FIX: 20180110, should cancel_order() be cond. or unconditionally called? # FIX: 20180110, should cancel_order() be cond. or unconditionally called?
@ -508,6 +499,7 @@ class FreqtradeBot(object):
Sell timeout - cancel order and update trade Sell timeout - cancel order and update trade
:return: True if order was fully cancelled :return: True if order was fully cancelled
""" """
pair_s = trade.pair.replace('_', '/')
if order['remaining'] == order['amount']: if order['remaining'] == order['amount']:
# if trade is not partially completed, just cancel the trade # if trade is not partially completed, just cancel the trade
exchange.cancel_order(trade.open_order_id, trade.pair) exchange.cancel_order(trade.open_order_id, trade.pair)
@ -516,8 +508,7 @@ class FreqtradeBot(object):
trade.close_date = None trade.close_date = None
trade.is_open = True trade.is_open = True
trade.open_order_id = None trade.open_order_id = None
self.rpc.send_msg('*Timeout:* Unfilled sell order for {} cancelled'.format( self.rpc.send_msg(f'*Timeout:* Unfilled sell order for {pair_s} cancelled')
trade.pair.replace('_', '/')))
logger.info('Sell order timeout for %s.', trade) logger.info('Sell order timeout for %s.', trade)
return True return True
@ -531,6 +522,8 @@ class FreqtradeBot(object):
:param limit: limit rate for the sell order :param limit: limit rate for the sell order
:return: None :return: None
""" """
exc = trade.exchange
pair = trade.pair
# Execute sell and update trade record # Execute sell and update trade record
order_id = exchange.sell(str(trade.pair), limit, trade.amount)['id'] order_id = exchange.sell(str(trade.pair), limit, trade.amount)['id']
trade.open_order_id = order_id trade.open_order_id = order_id
@ -540,43 +533,31 @@ class FreqtradeBot(object):
profit_trade = trade.calc_profit(rate=limit) profit_trade = trade.calc_profit(rate=limit)
current_rate = exchange.get_ticker(trade.pair)['bid'] current_rate = exchange.get_ticker(trade.pair)['bid']
profit = trade.calc_profit_percent(limit) profit = trade.calc_profit_percent(limit)
pair_url = exchange.get_pair_detail_url(trade.pair)
gain = "profit" if fmt_exp_profit > 0 else "loss"
message = "*{exchange}:* Selling\n" \ message = f"*{exc}:* Selling\n" \
"*Current Pair:* [{pair}]({pair_url})\n" \ f"*Current Pair:* [{pair}]({pair_url})\n" \
"*Limit:* `{limit}`\n" \ f"*Limit:* `{limit}`\n" \
"*Amount:* `{amount}`\n" \ f"*Amount:* `{round(trade.amount, 8)}`\n" \
"*Open Rate:* `{open_rate:.8f}`\n" \ f"*Open Rate:* `{trade.open_rate:.8f}`\n" \
"*Current Rate:* `{current_rate:.8f}`\n" \ f"*Current Rate:* `{current_rate:.8f}`\n" \
"*Profit:* `{profit:.2f}%`" \ f"*Profit:* `{round(profit * 100, 2):.2f}%`" \
"".format( ""
exchange=trade.exchange,
pair=trade.pair,
pair_url=exchange.get_pair_detail_url(trade.pair),
limit=limit,
open_rate=trade.open_rate,
current_rate=current_rate,
amount=round(trade.amount, 8),
profit=round(profit * 100, 2),
)
# For regular case, when the configuration exists # For regular case, when the configuration exists
if 'stake_currency' in self.config and 'fiat_display_currency' in self.config: if 'stake_currency' in self.config and 'fiat_display_currency' in self.config:
stake = self.config['stake_currency']
fiat = self.config['fiat_display_currency']
fiat_converter = CryptoToFiatConverter() fiat_converter = CryptoToFiatConverter()
profit_fiat = fiat_converter.convert_amount( profit_fiat = fiat_converter.convert_amount(
profit_trade, profit_trade,
self.config['stake_currency'], stake,
self.config['fiat_display_currency'] fiat
)
message += '` ({gain}: {profit_percent:.2f}%, {profit_coin:.8f} {coin}`' \
'` / {profit_fiat:.3f} {fiat})`' \
''.format(
gain="profit" if fmt_exp_profit > 0 else "loss",
profit_percent=fmt_exp_profit,
profit_coin=profit_trade,
coin=self.config['stake_currency'],
profit_fiat=profit_fiat,
fiat=self.config['fiat_display_currency'],
) )
message += f'` ({gain}: {fmt_exp_profit:.2f}%, {profit_trade:.8f} {stake}`' \
f'` / {profit_fiat:.3f} {fiat})`'\
''
# Because telegram._forcesell does not have the configuration # Because telegram._forcesell does not have the configuration
# Ignore the FIAT value and does not show the stake_currency as well # Ignore the FIAT value and does not show the stake_currency as well
else: else:

24
freqtrade/main.py
View File

@ -5,12 +5,14 @@ Read the documentation to know what cli arguments you need.
""" """
import logging import logging
import sys import sys
from argparse import Namespace
from typing import List from typing import List
from freqtrade import OperationalException from freqtrade import OperationalException
from freqtrade.arguments import Arguments from freqtrade.arguments import Arguments
from freqtrade.configuration import Configuration from freqtrade.configuration import Configuration
from freqtrade.freqtradebot import FreqtradeBot from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.state import State
logger = logging.getLogger('freqtrade') logger = logging.getLogger('freqtrade')
@ -44,6 +46,8 @@ def main(sysargv: List[str]) -> None:
state = None state = None
while 1: while 1:
state = freqtrade.worker(old_state=state) state = freqtrade.worker(old_state=state)
if state == State.RELOAD_CONF:
freqtrade = reconfigure(freqtrade, args)
except KeyboardInterrupt: except KeyboardInterrupt:
logger.info('SIGINT received, aborting ...') logger.info('SIGINT received, aborting ...')
@ -55,10 +59,28 @@ def main(sysargv: List[str]) -> None:
logger.exception('Fatal exception!') logger.exception('Fatal exception!')
finally: finally:
if freqtrade: if freqtrade:
freqtrade.clean() freqtrade.rpc.send_msg('*Status:* `Process died ...`')
freqtrade.cleanup()
sys.exit(return_code) sys.exit(return_code)
def reconfigure(freqtrade: FreqtradeBot, args: Namespace) -> FreqtradeBot:
"""
Cleans up current instance, reloads the configuration and returns the new instance
"""
# Clean up current modules
freqtrade.cleanup()
# Create new instance
freqtrade = FreqtradeBot(Configuration(args).get_config())
freqtrade.rpc.send_msg(
'*Status:* `Config reloaded ...`'.format(
freqtrade.state.name.lower()
)
)
return freqtrade
def set_loggers() -> None: def set_loggers() -> None:
""" """
Set the logger level for Third party libs Set the logger level for Third party libs

4
freqtrade/optimize/__init__.py
View File

@ -85,7 +85,7 @@ def load_data(datadir: str,
ticker_interval: str, ticker_interval: str,
pairs: Optional[List[str]] = None, pairs: Optional[List[str]] = None,
refresh_pairs: Optional[bool] = False, refresh_pairs: Optional[bool] = False,
timerange: TimeRange = TimeRange()) -> Dict[str, List]: timerange: TimeRange = TimeRange(None, None, 0, 0)) -> Dict[str, List]:
""" """
Loads ticker history data for the given parameters Loads ticker history data for the given parameters
:return: dict :return: dict
@ -125,7 +125,7 @@ def make_testdata_path(datadir: str) -> str:
def download_pairs(datadir, pairs: List[str], def download_pairs(datadir, pairs: List[str],
ticker_interval: str, ticker_interval: str,
timerange: TimeRange = TimeRange()) -> bool: timerange: TimeRange = TimeRange(None, None, 0, 0)) -> bool:
"""For each pairs passed in parameters, download the ticker intervals""" """For each pairs passed in parameters, download the ticker intervals"""
for pair in pairs: for pair in pairs:
try: try:

3
freqtrade/optimize/backtesting.py
View File

@ -237,6 +237,9 @@ class Backtesting(object):
timerange=timerange timerange=timerange
) )
if not data:
logger.critical("No data found. Terminating.")
return
# Ignore max_open_trades in backtesting, except realistic flag was passed # Ignore max_open_trades in backtesting, except realistic flag was passed
if self.config.get('realistic_simulation', False): if self.config.get('realistic_simulation', False):
max_open_trades = self.config['max_open_trades'] max_open_trades = self.config['max_open_trades']

176
freqtrade/rpc/rpc.py
View File

@ -2,24 +2,34 @@
This module contains class to define a RPC communications This module contains class to define a RPC communications
""" """
import logging import logging
from abc import abstractmethod
from datetime import datetime, timedelta, date from datetime import datetime, timedelta, date
from decimal import Decimal from decimal import Decimal
from typing import Dict, Tuple, Any from typing import Dict, Tuple, Any, List
import arrow import arrow
import sqlalchemy as sql import sqlalchemy as sql
from pandas import DataFrame
from numpy import mean, nan_to_num from numpy import mean, nan_to_num
from pandas import DataFrame
from freqtrade import exchange from freqtrade import exchange
from freqtrade.misc import shorten_date from freqtrade.misc import shorten_date
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
from freqtrade.state import State from freqtrade.state import State
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
class RPCException(Exception):
"""
Should be raised with a rpc-formatted message in an _rpc_* method
if the required state is wrong, i.e.:
raise RPCException('*Status:* `no active trade`')
"""
pass
class RPC(object): class RPC(object):
""" """
RPC class can be used to have extra feature, like bot data, and access to DB data RPC class can be used to have extra feature, like bot data, and access to DB data
@ -30,20 +40,32 @@ class RPC(object):
:param freqtrade: Instance of a freqtrade bot :param freqtrade: Instance of a freqtrade bot
:return: None :return: None
""" """
self.freqtrade = freqtrade self._freqtrade = freqtrade
def rpc_trade_status(self) -> Tuple[bool, Any]: @abstractmethod
def cleanup(self) -> None:
""" Cleanup pending module resources """
@property
@abstractmethod
def name(self) -> str:
""" Returns the lowercase name of this module """
@abstractmethod
def send_msg(self, msg: str) -> None:
""" Sends a message to all registered rpc modules """
def _rpc_trade_status(self) -> List[str]:
""" """
Below follows the RPC backend it is prefixed with rpc_ to raise awareness that it is Below follows the RPC backend it is prefixed with rpc_ to raise awareness that it is
a remotely exposed function a remotely exposed function
:return:
""" """
# Fetch open trade # Fetch open trade
trades = Trade.query.filter(Trade.is_open.is_(True)).all() trades = Trade.query.filter(Trade.is_open.is_(True)).all()
if self.freqtrade.state != State.RUNNING: if self._freqtrade.state != State.RUNNING:
return True, '*Status:* `trader is not running`' raise RPCException('*Status:* `trader is not running`')
elif not trades: elif not trades:
return True, '*Status:* `no active trade`' raise RPCException('*Status:* `no active trade`')
else: else:
result = [] result = []
for trade in trades: for trade in trades:
@ -82,14 +104,14 @@ class RPC(object):
) if order else None, ) if order else None,
) )
result.append(message) result.append(message)
return False, result return result
def rpc_status_table(self) -> Tuple[bool, Any]: def _rpc_status_table(self) -> DataFrame:
trades = Trade.query.filter(Trade.is_open.is_(True)).all() trades = Trade.query.filter(Trade.is_open.is_(True)).all()
if self.freqtrade.state != State.RUNNING: if self._freqtrade.state != State.RUNNING:
return True, '*Status:* `trader is not running`' raise RPCException('*Status:* `trader is not running`')
elif not trades: elif not trades:
return True, '*Status:* `no active order`' raise RPCException('*Status:* `no active order`')
else: else:
trades_list = [] trades_list = []
for trade in trades: for trade in trades:
@ -105,22 +127,18 @@ class RPC(object):
columns = ['ID', 'Pair', 'Since', 'Profit'] columns = ['ID', 'Pair', 'Since', 'Profit']
df_statuses = DataFrame.from_records(trades_list, columns=columns) df_statuses = DataFrame.from_records(trades_list, columns=columns)
df_statuses = df_statuses.set_index(columns[0]) df_statuses = df_statuses.set_index(columns[0])
# The style used throughout is to return a tuple return df_statuses
# consisting of (error_occured?, result)
# Another approach would be to just return the
# result, or raise error
return False, df_statuses
def rpc_daily_profit( def _rpc_daily_profit(
self, timescale: int, self, timescale: int,
stake_currency: str, fiat_display_currency: str) -> Tuple[bool, Any]: stake_currency: str, fiat_display_currency: str) -> List[List[Any]]:
today = datetime.utcnow().date() today = datetime.utcnow().date()
profit_days: Dict[date, Dict] = {} profit_days: Dict[date, Dict] = {}
if not (isinstance(timescale, int) and timescale > 0): if not (isinstance(timescale, int) and timescale > 0):
return True, '*Daily [n]:* `must be an integer greater than 0`' raise RPCException('*Daily [n]:* `must be an integer greater than 0`')
fiat = self.freqtrade.fiat_converter fiat = self._freqtrade.fiat_converter
for day in range(0, timescale): for day in range(0, timescale):
profitday = today - timedelta(days=day) profitday = today - timedelta(days=day)
trades = Trade.query \ trades = Trade.query \
@ -135,7 +153,7 @@ class RPC(object):
'trades': len(trades) 'trades': len(trades)
} }
stats = [ return [
[ [
key, key,
'{value:.8f} {symbol}'.format( '{value:.8f} {symbol}'.format(
@ -157,13 +175,10 @@ class RPC(object):
] ]
for key, value in profit_days.items() for key, value in profit_days.items()
] ]
return False, stats
def rpc_trade_statistics( def _rpc_trade_statistics(
self, stake_currency: str, fiat_display_currency: str) -> Tuple[bool, Any]: self, stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]:
""" """ Returns cumulative profit statistics """
:return: cumulative profit statistics.
"""
trades = Trade.query.order_by(Trade.id).all() trades = Trade.query.order_by(Trade.id).all()
profit_all_coin = [] profit_all_coin = []
@ -201,13 +216,13 @@ class RPC(object):
.order_by(sql.text('profit_sum DESC')).first() .order_by(sql.text('profit_sum DESC')).first()
if not best_pair: if not best_pair:
return True, '*Status:* `no closed trade`' raise RPCException('*Status:* `no closed trade`')
bp_pair, bp_rate = best_pair bp_pair, bp_rate = best_pair
# FIX: we want to keep fiatconverter in a state/environment, # FIX: we want to keep fiatconverter in a state/environment,
# doing this will utilize its caching functionallity, instead we reinitialize it here # doing this will utilize its caching functionallity, instead we reinitialize it here
fiat = self.freqtrade.fiat_converter fiat = self._freqtrade.fiat_converter
# Prepare data to display # Prepare data to display
profit_closed_coin = round(sum(profit_closed_coin), 8) profit_closed_coin = round(sum(profit_closed_coin), 8)
profit_closed_percent = round(nan_to_num(mean(profit_closed_percent)) * 100, 2) profit_closed_percent = round(nan_to_num(mean(profit_closed_percent)) * 100, 2)
@ -224,9 +239,7 @@ class RPC(object):
fiat_display_currency fiat_display_currency
) )
num = float(len(durations) or 1) num = float(len(durations) or 1)
return ( return {
False,
{
'profit_closed_coin': profit_closed_coin, 'profit_closed_coin': profit_closed_coin,
'profit_closed_percent': profit_closed_percent, 'profit_closed_percent': profit_closed_percent,
'profit_closed_fiat': profit_closed_fiat, 'profit_closed_fiat': profit_closed_fiat,
@ -238,21 +251,17 @@ class RPC(object):
'latest_trade_date': arrow.get(trades[-1].open_date).humanize(), 'latest_trade_date': arrow.get(trades[-1].open_date).humanize(),
'avg_duration': str(timedelta(seconds=sum(durations) / num)).split('.')[0], 'avg_duration': str(timedelta(seconds=sum(durations) / num)).split('.')[0],
'best_pair': bp_pair, 'best_pair': bp_pair,
'best_rate': round(bp_rate * 100, 2) 'best_rate': round(bp_rate * 100, 2),
} }
)
def rpc_balance(self, fiat_display_currency: str) -> Tuple[bool, Any]: def _rpc_balance(self, fiat_display_currency: str) -> Tuple[List[Dict], float, str, float]:
""" """ Returns current account balance per crypto """
:return: current account balance per crypto
"""
output = [] output = []
total = 0.0 total = 0.0
for coin, balance in exchange.get_balances().items(): for coin, balance in exchange.get_balances().items():
if not balance['total']: if not balance['total']:
continue continue
rate = None
if coin == 'BTC': if coin == 'BTC':
rate = 1.0 rate = 1.0
else: else:
@ -272,39 +281,39 @@ class RPC(object):
} }
) )
if total == 0.0: if total == 0.0:
return True, '`All balances are zero.`' raise RPCException('`All balances are zero.`')
fiat = self.freqtrade.fiat_converter fiat = self._freqtrade.fiat_converter
symbol = fiat_display_currency symbol = fiat_display_currency
value = fiat.convert_amount(total, 'BTC', symbol) value = fiat.convert_amount(total, 'BTC', symbol)
return False, (output, total, symbol, value) return output, total, symbol, value
def rpc_start(self) -> Tuple[bool, str]: def _rpc_start(self) -> str:
""" """ Handler for start """
Handler for start. if self._freqtrade.state == State.RUNNING:
""" return '*Status:* `already running`'
if self.freqtrade.state == State.RUNNING:
return True, '*Status:* `already running`'
self.freqtrade.state = State.RUNNING self._freqtrade.state = State.RUNNING
return False, '`Starting trader ...`' return '`Starting trader ...`'
def rpc_stop(self) -> Tuple[bool, str]: def _rpc_stop(self) -> str:
""" """ Handler for stop """
Handler for stop. if self._freqtrade.state == State.RUNNING:
""" self._freqtrade.state = State.STOPPED
if self.freqtrade.state == State.RUNNING: return '`Stopping trader ...`'
self.freqtrade.state = State.STOPPED
return False, '`Stopping trader ...`'
return True, '*Status:* `already stopped`' return '*Status:* `already stopped`'
def _rpc_reload_conf(self) -> str:
""" Handler for reload_conf. """
self._freqtrade.state = State.RELOAD_CONF
return '*Status:* `Reloading config ...`'
# FIX: no test for this!!!! # FIX: no test for this!!!!
def rpc_forcesell(self, trade_id) -> Tuple[bool, Any]: def _rpc_forcesell(self, trade_id) -> None:
""" """
Handler for forcesell <id>. Handler for forcesell <id>.
Sells the given trade at current price Sells the given trade at current price
:return: error or None
""" """
def _exec_forcesell(trade: Trade) -> None: def _exec_forcesell(trade: Trade) -> None:
# Check if there is there is an open order # Check if there is there is an open order
@ -330,17 +339,17 @@ class RPC(object):
# Get current rate and execute sell # Get current rate and execute sell
current_rate = exchange.get_ticker(trade.pair, False)['bid'] current_rate = exchange.get_ticker(trade.pair, False)['bid']
self.freqtrade.execute_sell(trade, current_rate) self._freqtrade.execute_sell(trade, current_rate)
# ---- EOF def _exec_forcesell ---- # ---- EOF def _exec_forcesell ----
if self.freqtrade.state != State.RUNNING: if self._freqtrade.state != State.RUNNING:
return True, '`trader is not running`' raise RPCException('`trader is not running`')
if trade_id == 'all': if trade_id == 'all':
# Execute sell for all open orders # Execute sell for all open orders
for trade in Trade.query.filter(Trade.is_open.is_(True)).all(): for trade in Trade.query.filter(Trade.is_open.is_(True)).all():
_exec_forcesell(trade) _exec_forcesell(trade)
return False, '' return
# Query for trade # Query for trade
trade = Trade.query.filter( trade = Trade.query.filter(
@ -351,18 +360,18 @@ class RPC(object):
).first() ).first()
if not trade: if not trade:
logger.warning('forcesell: Invalid argument received') logger.warning('forcesell: Invalid argument received')
return True, 'Invalid argument.' raise RPCException('Invalid argument.')
_exec_forcesell(trade) _exec_forcesell(trade)
return False, '' Trade.session.flush()
def rpc_performance(self) -> Tuple[bool, Any]: def _rpc_performance(self) -> List[Dict]:
""" """
Handler for performance. Handler for performance.
Shows a performance statistic from finished trades Shows a performance statistic from finished trades
""" """
if self.freqtrade.state != State.RUNNING: if self._freqtrade.state != State.RUNNING:
return True, '`trader is not running`' raise RPCException('`trader is not running`')
pair_rates = Trade.session.query(Trade.pair, pair_rates = Trade.session.query(Trade.pair,
sql.func.sum(Trade.close_profit).label('profit_sum'), sql.func.sum(Trade.close_profit).label('profit_sum'),
@ -371,19 +380,14 @@ class RPC(object):
.group_by(Trade.pair) \ .group_by(Trade.pair) \
.order_by(sql.text('profit_sum DESC')) \ .order_by(sql.text('profit_sum DESC')) \
.all() .all()
trades = [] return [
for (pair, rate, count) in pair_rates: {'pair': pair, 'profit': round(rate * 100, 2), 'count': count}
trades.append({'pair': pair, 'profit': round(rate * 100, 2), 'count': count}) for pair, rate, count in pair_rates
]
return False, trades def _rpc_count(self) -> List[Trade]:
""" Returns the number of trades running """
if self._freqtrade.state != State.RUNNING:
raise RPCException('`trader is not running`')
def rpc_count(self) -> Tuple[bool, Any]: return Trade.query.filter(Trade.is_open.is_(True)).all()
"""
Returns the number of trades running
:return: None
"""
if self.freqtrade.state != State.RUNNING:
return True, '`trader is not running`'
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
return False, trades

165
freqtrade/rpc/telegram.py
View File

@ -12,11 +12,12 @@ from telegram.error import NetworkError, TelegramError
from telegram.ext import CommandHandler, Updater from telegram.ext import CommandHandler, Updater
from freqtrade.__init__ import __version__ from freqtrade.__init__ import __version__
from freqtrade.rpc.rpc import RPC from freqtrade.rpc.rpc import RPC, RPCException
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
logger.debug('Included module rpc.telegram ...')
def authorized_only(command_handler: Callable[[Any, Bot, Update], None]) -> Callable[..., Any]: def authorized_only(command_handler: Callable[[Any, Bot, Update], None]) -> Callable[..., Any]:
""" """
@ -25,9 +26,7 @@ def authorized_only(command_handler: Callable[[Any, Bot, Update], None]) -> Call
:return: decorated function :return: decorated function
""" """
def wrapper(self, *args, **kwargs): def wrapper(self, *args, **kwargs):
""" """ Decorator logic """
Decorator logic
"""
update = kwargs.get('update') or args[1] update = kwargs.get('update') or args[1]
# Reject unauthorized messages # Reject unauthorized messages
@ -54,9 +53,12 @@ def authorized_only(command_handler: Callable[[Any, Bot, Update], None]) -> Call
class Telegram(RPC): class Telegram(RPC):
""" """ This class handles all telegram communication """
Telegram, this class send messages to Telegram
""" @property
def name(self) -> str:
return "telegram"
def __init__(self, freqtrade) -> None: def __init__(self, freqtrade) -> None:
""" """
Init the Telegram call, and init the super class RPC Init the Telegram call, and init the super class RPC
@ -74,12 +76,7 @@ class Telegram(RPC):
Initializes this module with the given config, Initializes this module with the given config,
registers all known command handlers registers all known command handlers
and starts polling for message updates and starts polling for message updates
:param config: config to use
:return: None
""" """
if not self.is_enabled():
return
self._updater = Updater(token=self._config['telegram']['token'], workers=0) self._updater = Updater(token=self._config['telegram']['token'], workers=0)
# Register command handler and start telegram message polling # Register command handler and start telegram message polling
@ -93,6 +90,7 @@ class Telegram(RPC):
CommandHandler('performance', self._performance), CommandHandler('performance', self._performance),
CommandHandler('daily', self._daily), CommandHandler('daily', self._daily),
CommandHandler('count', self._count), CommandHandler('count', self._count),
CommandHandler('reload_conf', self._reload_conf),
CommandHandler('help', self._help), CommandHandler('help', self._help),
CommandHandler('version', self._version), CommandHandler('version', self._version),
] ]
@ -114,16 +112,11 @@ class Telegram(RPC):
Stops all running telegram threads. Stops all running telegram threads.
:return: None :return: None
""" """
if not self.is_enabled():
return
self._updater.stop() self._updater.stop()
def is_enabled(self) -> bool: def send_msg(self, msg: str) -> None:
""" """ Send a message to telegram channel """
Returns True if the telegram module is activated, False otherwise self._send_msg(msg)
"""
return bool(self._config.get('telegram', {}).get('enabled', False))
@authorized_only @authorized_only
def _status(self, bot: Bot, update: Update) -> None: def _status(self, bot: Bot, update: Update) -> None:
@ -142,13 +135,11 @@ class Telegram(RPC):
self._status_table(bot, update) self._status_table(bot, update)
return return
# Fetch open trade try:
(error, trades) = self.rpc_trade_status() for trade_msg in self._rpc_trade_status():
if error: self._send_msg(trade_msg, bot=bot)
self.send_msg(trades, bot=bot) except RPCException as e:
else: self._send_msg(str(e), bot=bot)
for trademsg in trades:
self.send_msg(trademsg, bot=bot)
@authorized_only @authorized_only
def _status_table(self, bot: Bot, update: Update) -> None: def _status_table(self, bot: Bot, update: Update) -> None:
@ -159,15 +150,12 @@ class Telegram(RPC):
:param update: message update :param update: message update
:return: None :return: None
""" """
# Fetch open trade try:
(err, df_statuses) = self.rpc_status_table() df_statuses = self._rpc_status_table()
if err:
self.send_msg(df_statuses, bot=bot)
else:
message = tabulate(df_statuses, headers='keys', tablefmt='simple') message = tabulate(df_statuses, headers='keys', tablefmt='simple')
message = "<pre>{}</pre>".format(message) self._send_msg("<pre>{}</pre>".format(message), parse_mode=ParseMode.HTML)
except RPCException as e:
self.send_msg(message, parse_mode=ParseMode.HTML) self._send_msg(str(e), bot=bot)
@authorized_only @authorized_only
def _daily(self, bot: Bot, update: Update) -> None: def _daily(self, bot: Bot, update: Update) -> None:
@ -182,14 +170,12 @@ class Telegram(RPC):
timescale = int(update.message.text.replace('/daily', '').strip()) timescale = int(update.message.text.replace('/daily', '').strip())
except (TypeError, ValueError): except (TypeError, ValueError):
timescale = 7 timescale = 7
(error, stats) = self.rpc_daily_profit( try:
stats = self._rpc_daily_profit(
timescale, timescale,
self._config['stake_currency'], self._config['stake_currency'],
self._config['fiat_display_currency'] self._config['fiat_display_currency']
) )
if error:
self.send_msg(stats, bot=bot)
else:
stats = tabulate(stats, stats = tabulate(stats,
headers=[ headers=[
'Day', 'Day',
@ -198,11 +184,10 @@ class Telegram(RPC):
], ],
tablefmt='simple') tablefmt='simple')
message = '<b>Daily Profit over the last {} days</b>:\n<pre>{}</pre>'\ message = '<b>Daily Profit over the last {} days</b>:\n<pre>{}</pre>'\
.format( .format(timescale, stats)
timescale, self._send_msg(message, bot=bot, parse_mode=ParseMode.HTML)
stats except RPCException as e:
) self._send_msg(str(e), bot=bot)
self.send_msg(message, bot=bot, parse_mode=ParseMode.HTML)
@authorized_only @authorized_only
def _profit(self, bot: Bot, update: Update) -> None: def _profit(self, bot: Bot, update: Update) -> None:
@ -213,13 +198,10 @@ class Telegram(RPC):
:param update: message update :param update: message update
:return: None :return: None
""" """
(error, stats) = self.rpc_trade_statistics( try:
stats = self._rpc_trade_statistics(
self._config['stake_currency'], self._config['stake_currency'],
self._config['fiat_display_currency'] self._config['fiat_display_currency'])
)
if error:
self.send_msg(stats, bot=bot)
return
# Message to display # Message to display
markdown_msg = "*ROI:* Close trades\n" \ markdown_msg = "*ROI:* Close trades\n" \
@ -249,19 +231,16 @@ class Telegram(RPC):
best_pair=stats['best_pair'], best_pair=stats['best_pair'],
best_rate=stats['best_rate'] best_rate=stats['best_rate']
) )
self.send_msg(markdown_msg, bot=bot) self._send_msg(markdown_msg, bot=bot)
except RPCException as e:
self._send_msg(str(e), bot=bot)
@authorized_only @authorized_only
def _balance(self, bot: Bot, update: Update) -> None: def _balance(self, bot: Bot, update: Update) -> None:
""" """ Handler for /balance """
Handler for /balance try:
""" currencys, total, symbol, value = \
(error, result) = self.rpc_balance(self._config['fiat_display_currency']) self._rpc_balance(self._config['fiat_display_currency'])
if error:
self.send_msg('`All balances are zero.`')
return
(currencys, total, symbol, value) = result
output = '' output = ''
for currency in currencys: for currency in currencys:
output += "*{currency}:*\n" \ output += "*{currency}:*\n" \
@ -273,7 +252,9 @@ class Telegram(RPC):
output += "\n*Estimated Value*:\n" \ output += "\n*Estimated Value*:\n" \
"\t`BTC: {0: .8f}`\n" \ "\t`BTC: {0: .8f}`\n" \
"\t`{1}: {2: .2f}`\n".format(total, symbol, value) "\t`{1}: {2: .2f}`\n".format(total, symbol, value)
self.send_msg(output) self._send_msg(output, bot=bot)
except RPCException as e:
self._send_msg(str(e), bot=bot)
@authorized_only @authorized_only
def _start(self, bot: Bot, update: Update) -> None: def _start(self, bot: Bot, update: Update) -> None:
@ -284,9 +265,8 @@ class Telegram(RPC):
:param update: message update :param update: message update
:return: None :return: None
""" """
(error, msg) = self.rpc_start() msg = self._rpc_start()
if error: self._send_msg(msg, bot=bot)
self.send_msg(msg, bot=bot)
@authorized_only @authorized_only
def _stop(self, bot: Bot, update: Update) -> None: def _stop(self, bot: Bot, update: Update) -> None:
@ -297,8 +277,20 @@ class Telegram(RPC):
:param update: message update :param update: message update
:return: None :return: None
""" """
(error, msg) = self.rpc_stop() msg = self._rpc_stop()
self.send_msg(msg, bot=bot) self._send_msg(msg, bot=bot)
@authorized_only
def _reload_conf(self, bot: Bot, update: Update) -> None:
"""
Handler for /reload_conf.
Triggers a config file reload
:param bot: telegram bot
:param update: message update
:return: None
"""
msg = self._rpc_reload_conf()
self._send_msg(msg, bot=bot)
@authorized_only @authorized_only
def _forcesell(self, bot: Bot, update: Update) -> None: def _forcesell(self, bot: Bot, update: Update) -> None:
@ -311,10 +303,10 @@ class Telegram(RPC):
""" """
trade_id = update.message.text.replace('/forcesell', '').strip() trade_id = update.message.text.replace('/forcesell', '').strip()
(error, message) = self.rpc_forcesell(trade_id) try:
if error: self._rpc_forcesell(trade_id)
self.send_msg(message, bot=bot) except RPCException as e:
return self._send_msg(str(e), bot=bot)
@authorized_only @authorized_only
def _performance(self, bot: Bot, update: Update) -> None: def _performance(self, bot: Bot, update: Update) -> None:
@ -325,11 +317,8 @@ class Telegram(RPC):
:param update: message update :param update: message update
:return: None :return: None
""" """
(error, trades) = self.rpc_performance() try:
if error: trades = self._rpc_performance()
self.send_msg(trades, bot=bot)
return
stats = '\n'.join('{index}.\t<code>{pair}\t{profit:.2f}% ({count})</code>'.format( stats = '\n'.join('{index}.\t<code>{pair}\t{profit:.2f}% ({count})</code>'.format(
index=i + 1, index=i + 1,
pair=trade['pair'], pair=trade['pair'],
@ -337,7 +326,9 @@ class Telegram(RPC):
count=trade['count'] count=trade['count']
) for i, trade in enumerate(trades)) ) for i, trade in enumerate(trades))
message = '<b>Performance:</b>\n{}'.format(stats) message = '<b>Performance:</b>\n{}'.format(stats)
self.send_msg(message, parse_mode=ParseMode.HTML) self._send_msg(message, parse_mode=ParseMode.HTML)
except RPCException as e:
self._send_msg(str(e), bot=bot)
@authorized_only @authorized_only
def _count(self, bot: Bot, update: Update) -> None: def _count(self, bot: Bot, update: Update) -> None:
@ -348,11 +339,8 @@ class Telegram(RPC):
:param update: message update :param update: message update
:return: None :return: None
""" """
(error, trades) = self.rpc_count() try:
if error: trades = self._rpc_count()
self.send_msg(trades, bot=bot)
return
message = tabulate({ message = tabulate({
'current': [len(trades)], 'current': [len(trades)],
'max': [self._config['max_open_trades']], 'max': [self._config['max_open_trades']],
@ -360,7 +348,9 @@ class Telegram(RPC):
}, headers=['current', 'max', 'total stake'], tablefmt='simple') }, headers=['current', 'max', 'total stake'], tablefmt='simple')
message = "<pre>{}</pre>".format(message) message = "<pre>{}</pre>".format(message)
logger.debug(message) logger.debug(message)
self.send_msg(message, parse_mode=ParseMode.HTML) self._send_msg(message, parse_mode=ParseMode.HTML)
except RPCException as e:
self._send_msg(str(e), bot=bot)
@authorized_only @authorized_only
def _help(self, bot: Bot, update: Update) -> None: def _help(self, bot: Bot, update: Update) -> None:
@ -386,7 +376,7 @@ class Telegram(RPC):
"*/help:* `This help message`\n" \ "*/help:* `This help message`\n" \
"*/version:* `Show version`" "*/version:* `Show version`"
self.send_msg(message, bot=bot) self._send_msg(message, bot=bot)
@authorized_only @authorized_only
def _version(self, bot: Bot, update: Update) -> None: def _version(self, bot: Bot, update: Update) -> None:
@ -397,9 +387,9 @@ class Telegram(RPC):
:param update: message update :param update: message update
:return: None :return: None
""" """
self.send_msg('*Version:* `{}`'.format(__version__), bot=bot) self._send_msg('*Version:* `{}`'.format(__version__), bot=bot)
def send_msg(self, msg: str, bot: Bot = None, def _send_msg(self, msg: str, bot: Bot = None,
parse_mode: ParseMode = ParseMode.MARKDOWN) -> None: parse_mode: ParseMode = ParseMode.MARKDOWN) -> None:
""" """
Send given markdown message Send given markdown message
@ -408,9 +398,6 @@ class Telegram(RPC):
:param parse_mode: telegram parse mode :param parse_mode: telegram parse mode
:return: None :return: None
""" """
if not self.is_enabled():
return
bot = bot or self._updater.bot bot = bot or self._updater.bot
keyboard = [['/daily', '/profit', '/balance'], keyboard = [['/daily', '/profit', '/balance'],

3
freqtrade/state.py
View File

@ -8,7 +8,8 @@ import enum
class State(enum.Enum): class State(enum.Enum):
""" """
Bot running states Bot application states
""" """
RUNNING = 0 RUNNING = 0
STOPPED = 1 STOPPED = 1
RELOAD_CONF = 2

51
freqtrade/tests/optimize/test_backtesting.py
View File

@ -317,7 +317,7 @@ def test_tickerdata_to_dataframe(default_conf, mocker) -> None:
backtesting = Backtesting(default_conf) backtesting = Backtesting(default_conf)
data = backtesting.tickerdata_to_dataframe(tickerlist) data = backtesting.tickerdata_to_dataframe(tickerlist)
assert len(data['UNITTEST/BTC']) == 100 assert len(data['UNITTEST/BTC']) == 99
# Load Analyze to compare the result between Backtesting function and Analyze are the same # Load Analyze to compare the result between Backtesting function and Analyze are the same
analyze = Analyze(default_conf) analyze = Analyze(default_conf)
@ -341,7 +341,7 @@ def test_get_timeframe(default_conf, mocker) -> None:
) )
min_date, max_date = backtesting.get_timeframe(data) min_date, max_date = backtesting.get_timeframe(data)
assert min_date.isoformat() == '2017-11-04T23:02:00+00:00' assert min_date.isoformat() == '2017-11-04T23:02:00+00:00'
assert max_date.isoformat() == '2017-11-14T22:59:00+00:00' assert max_date.isoformat() == '2017-11-14T22:58:00+00:00'
def test_generate_text_table(default_conf, mocker): def test_generate_text_table(default_conf, mocker):
@ -416,6 +416,40 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
assert log_has(line, caplog.record_tuples) assert log_has(line, caplog.record_tuples)
def test_backtesting_start_no_data(default_conf, mocker, caplog) -> None:
"""
Test Backtesting.start() method if no data is found
"""
def get_timeframe(input1, input2):
return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
mocker.patch('freqtrade.freqtradebot.Analyze', MagicMock())
mocker.patch('freqtrade.optimize.load_data', MagicMock(return_value={}))
mocker.patch('freqtrade.exchange.get_ticker_history')
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch.multiple(
'freqtrade.optimize.backtesting.Backtesting',
backtest=MagicMock(),
_generate_text_table=MagicMock(return_value='1'),
get_timeframe=get_timeframe,
)
conf = deepcopy(default_conf)
conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
conf['ticker_interval'] = "1m"
conf['live'] = False
conf['datadir'] = None
conf['export'] = None
conf['timerange'] = '20180101-20180102'
backtesting = Backtesting(conf)
backtesting.start()
# check the logs, that will contain the backtest result
assert log_has('No data found. Terminating.', caplog.record_tuples)
def test_backtest(default_conf, fee, mocker) -> None: def test_backtest(default_conf, fee, mocker) -> None:
""" """
Test Backtesting.backtest() method Test Backtesting.backtest() method
@ -478,7 +512,7 @@ def test_processed(default_conf, mocker) -> None:
def test_backtest_pricecontours(default_conf, fee, mocker) -> None: def test_backtest_pricecontours(default_conf, fee, mocker) -> None:
mocker.patch('freqtrade.optimize.backtesting.exchange.get_fee', fee) mocker.patch('freqtrade.optimize.backtesting.exchange.get_fee', fee)
tests = [['raise', 17], ['lower', 0], ['sine', 17]] tests = [['raise', 17], ['lower', 0], ['sine', 16]]
for [contour, numres] in tests: for [contour, numres] in tests:
simple_backtest(default_conf, contour, numres, mocker) simple_backtest(default_conf, contour, numres, mocker)
@ -606,10 +640,12 @@ def test_backtest_start_live(default_conf, mocker, caplog):
args = [ args = [
'--config', 'config.json', '--config', 'config.json',
'--strategy', 'DefaultStrategy', '--strategy', 'DefaultStrategy',
'--datadir', 'freqtrade/tests/testdata',
'backtesting', 'backtesting',
'--ticker-interval', '1m', '--ticker-interval', '1m',
'--live', '--live',
'--timerange', '-100' '--timerange', '-100',
'--realistic-simulation'
] ]
args = get_args(args) args = get_args(args)
start(args) start(args)
@ -619,13 +655,14 @@ def test_backtest_start_live(default_conf, mocker, caplog):
'Using ticker_interval: 1m ...', 'Using ticker_interval: 1m ...',
'Parameter -l/--live detected ...', 'Parameter -l/--live detected ...',
'Using max_open_trades: 1 ...', 'Using max_open_trades: 1 ...',
'Parameter --timerange detected: -100 ..', 'Parameter --timerange detected: -100 ...',
'Using data folder: freqtrade/tests/testdata ...', 'Using data folder: freqtrade/tests/testdata ...',
'Using stake_currency: BTC ...', 'Using stake_currency: BTC ...',
'Using stake_amount: 0.001 ...', 'Using stake_amount: 0.001 ...',
'Downloading data for all pairs in whitelist ...', 'Downloading data for all pairs in whitelist ...',
'Measuring data from 2017-11-14T19:32:00+00:00 up to 2017-11-14T22:59:00+00:00 (0 days)..' 'Measuring data from 2017-11-14T19:31:00+00:00 up to 2017-11-14T22:58:00+00:00 (0 days)..',
'Parameter --realistic-simulation detected ...'
] ]
for line in exists: for line in exists:
log_has(line, caplog.record_tuples) assert log_has(line, caplog.record_tuples)

161
freqtrade/tests/rpc/test_rpc.py
View File

@ -7,9 +7,11 @@ Unit test file for rpc/rpc.py
from datetime import datetime from datetime import datetime
from unittest.mock import MagicMock from unittest.mock import MagicMock
import pytest
from freqtrade.freqtradebot import FreqtradeBot from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
from freqtrade.rpc.rpc import RPC from freqtrade.rpc.rpc import RPC, RPCException
from freqtrade.state import State from freqtrade.state import State
from freqtrade.tests.test_freqtradebot import patch_get_signal, patch_coinmarketcap from freqtrade.tests.test_freqtradebot import patch_get_signal, patch_coinmarketcap
@ -29,7 +31,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
""" """
patch_get_signal(mocker, (True, False)) patch_get_signal(mocker, (True, False))
patch_coinmarketcap(mocker) patch_coinmarketcap(mocker)
mocker.patch('freqtrade.rpc.rpc_manager.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.freqtradebot.exchange', 'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
@ -41,19 +43,16 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
freqtradebot.state = State.STOPPED freqtradebot.state = State.STOPPED
(error, result) = rpc.rpc_trade_status() with pytest.raises(RPCException, match=r'.*trader is not running*'):
assert error rpc._rpc_trade_status()
assert 'trader is not running' in result
freqtradebot.state = State.RUNNING freqtradebot.state = State.RUNNING
(error, result) = rpc.rpc_trade_status() with pytest.raises(RPCException, match=r'.*no active trade*'):
assert error rpc._rpc_trade_status()
assert 'no active trade' in result
freqtradebot.create_trade() freqtradebot.create_trade()
(error, result) = rpc.rpc_trade_status() trades = rpc._rpc_trade_status()
assert not error trade = trades[0]
trade = result[0]
result_message = [ result_message = [
'*Trade ID:* `1`\n' '*Trade ID:* `1`\n'
@ -68,7 +67,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'*Current Profit:* `-0.59%`\n' '*Current Profit:* `-0.59%`\n'
'*Open Order:* `(limit buy rem=0.00000000)`' '*Open Order:* `(limit buy rem=0.00000000)`'
] ]
assert result == result_message assert trades == result_message
assert trade.find('[ETH/BTC]') >= 0 assert trade.find('[ETH/BTC]') >= 0
@ -78,7 +77,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
""" """
patch_get_signal(mocker, (True, False)) patch_get_signal(mocker, (True, False))
patch_coinmarketcap(mocker) patch_coinmarketcap(mocker)
mocker.patch('freqtrade.rpc.rpc_manager.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.freqtradebot.exchange', 'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
@ -90,17 +89,15 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
freqtradebot.state = State.STOPPED freqtradebot.state = State.STOPPED
(error, result) = rpc.rpc_status_table() with pytest.raises(RPCException, match=r'.*\*Status:\* `trader is not running``*'):
assert error rpc._rpc_status_table()
assert '*Status:* `trader is not running`' in result
freqtradebot.state = State.RUNNING freqtradebot.state = State.RUNNING
(error, result) = rpc.rpc_status_table() with pytest.raises(RPCException, match=r'.*\*Status:\* `no active order`*'):
assert error rpc._rpc_status_table()
assert '*Status:* `no active order`' in result
freqtradebot.create_trade() freqtradebot.create_trade()
(error, result) = rpc.rpc_status_table() result = rpc._rpc_status_table()
assert 'just now' in result['Since'].all() assert 'just now' in result['Since'].all()
assert 'ETH/BTC' in result['Pair'].all() assert 'ETH/BTC' in result['Pair'].all()
assert '-0.59%' in result['Profit'].all() assert '-0.59%' in result['Profit'].all()
@ -113,7 +110,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
""" """
patch_get_signal(mocker, (True, False)) patch_get_signal(mocker, (True, False))
patch_coinmarketcap(mocker, value={'price_usd': 15000.0}) patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
mocker.patch('freqtrade.rpc.rpc_manager.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.freqtradebot.exchange', 'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
@ -140,8 +137,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
# Try valid data # Try valid data
update.message.text = '/daily 2' update.message.text = '/daily 2'
(error, days) = rpc.rpc_daily_profit(7, stake_currency, fiat_display_currency) days = rpc._rpc_daily_profit(7, stake_currency, fiat_display_currency)
assert not error
assert len(days) == 7 assert len(days) == 7
for day in days: for day in days:
# [datetime.date(2018, 1, 11), '0.00000000 BTC', '0.000 USD'] # [datetime.date(2018, 1, 11), '0.00000000 BTC', '0.000 USD']
@ -154,9 +150,8 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
assert str(days[0][0]) == str(datetime.utcnow().date()) assert str(days[0][0]) == str(datetime.utcnow().date())
# Try invalid data # Try invalid data
(error, days) = rpc.rpc_daily_profit(0, stake_currency, fiat_display_currency) with pytest.raises(RPCException, match=r'.*must be an integer greater than 0*'):
assert error rpc._rpc_daily_profit(0, stake_currency, fiat_display_currency)
assert days.find('must be an integer greater than 0') >= 0
def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee, def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
@ -170,7 +165,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
ticker=MagicMock(return_value={'price_usd': 15000.0}), ticker=MagicMock(return_value={'price_usd': 15000.0}),
) )
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0) mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
mocker.patch('freqtrade.rpc.rpc_manager.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.freqtradebot.exchange', 'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
@ -184,9 +179,8 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
(error, stats) = rpc.rpc_trade_statistics(stake_currency, fiat_display_currency) with pytest.raises(RPCException, match=r'.*no closed trade*'):
assert error rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
assert stats.find('no closed trade') >= 0
# Create some test data # Create some test data
freqtradebot.create_trade() freqtradebot.create_trade()
@ -219,8 +213,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
trade.close_date = datetime.utcnow() trade.close_date = datetime.utcnow()
trade.is_open = False trade.is_open = False
(error, stats) = rpc.rpc_trade_statistics(stake_currency, fiat_display_currency) stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
assert not error
assert prec_satoshi(stats['profit_closed_coin'], 6.217e-05) assert prec_satoshi(stats['profit_closed_coin'], 6.217e-05)
assert prec_satoshi(stats['profit_closed_percent'], 6.2) assert prec_satoshi(stats['profit_closed_percent'], 6.2)
assert prec_satoshi(stats['profit_closed_fiat'], 0.93255) assert prec_satoshi(stats['profit_closed_fiat'], 0.93255)
@ -248,7 +241,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
ticker=MagicMock(return_value={'price_usd': 15000.0}), ticker=MagicMock(return_value={'price_usd': 15000.0}),
) )
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0) mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
mocker.patch('freqtrade.rpc.rpc_manager.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.freqtradebot.exchange', 'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
@ -281,8 +274,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
for trade in Trade.query.order_by(Trade.id).all(): for trade in Trade.query.order_by(Trade.id).all():
trade.open_rate = None trade.open_rate = None
(error, stats) = rpc.rpc_trade_statistics(stake_currency, fiat_display_currency) stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
assert not error
assert prec_satoshi(stats['profit_closed_coin'], 0) assert prec_satoshi(stats['profit_closed_coin'], 0)
assert prec_satoshi(stats['profit_closed_percent'], 0) assert prec_satoshi(stats['profit_closed_percent'], 0)
assert prec_satoshi(stats['profit_closed_fiat'], 0) assert prec_satoshi(stats['profit_closed_fiat'], 0)
@ -320,7 +312,7 @@ def test_rpc_balance_handle(default_conf, mocker):
ticker=MagicMock(return_value={'price_usd': 15000.0}), ticker=MagicMock(return_value={'price_usd': 15000.0}),
) )
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0) mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
mocker.patch('freqtrade.rpc.rpc_manager.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.freqtradebot.exchange', 'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
@ -330,18 +322,16 @@ def test_rpc_balance_handle(default_conf, mocker):
freqtradebot = FreqtradeBot(default_conf) freqtradebot = FreqtradeBot(default_conf)
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
(error, res) = rpc.rpc_balance(default_conf['fiat_display_currency']) output, total, symbol, value = rpc._rpc_balance(default_conf['fiat_display_currency'])
assert not error assert prec_satoshi(total, 12)
(trade, x, y, z) = res assert prec_satoshi(value, 180000)
assert prec_satoshi(x, 12) assert 'USD' in symbol
assert prec_satoshi(z, 180000) assert len(output) == 1
assert 'USD' in y assert 'BTC' in output[0]['currency']
assert len(trade) == 1 assert prec_satoshi(output[0]['available'], 10)
assert 'BTC' in trade[0]['currency'] assert prec_satoshi(output[0]['balance'], 12)
assert prec_satoshi(trade[0]['available'], 10) assert prec_satoshi(output[0]['pending'], 2)
assert prec_satoshi(trade[0]['balance'], 12) assert prec_satoshi(output[0]['est_btc'], 12)
assert prec_satoshi(trade[0]['pending'], 2)
assert prec_satoshi(trade[0]['est_btc'], 12)
def test_rpc_start(mocker, default_conf) -> None: def test_rpc_start(mocker, default_conf) -> None:
@ -350,7 +340,7 @@ def test_rpc_start(mocker, default_conf) -> None:
""" """
patch_get_signal(mocker, (True, False)) patch_get_signal(mocker, (True, False))
patch_coinmarketcap(mocker) patch_coinmarketcap(mocker)
mocker.patch('freqtrade.rpc.rpc_manager.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.freqtradebot.exchange', 'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
@ -361,13 +351,11 @@ def test_rpc_start(mocker, default_conf) -> None:
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
freqtradebot.state = State.STOPPED freqtradebot.state = State.STOPPED
(error, result) = rpc.rpc_start() result = rpc._rpc_start()
assert not error
assert '`Starting trader ...`' in result assert '`Starting trader ...`' in result
assert freqtradebot.state == State.RUNNING assert freqtradebot.state == State.RUNNING
(error, result) = rpc.rpc_start() result = rpc._rpc_start()
assert error
assert '*Status:* `already running`' in result assert '*Status:* `already running`' in result
assert freqtradebot.state == State.RUNNING assert freqtradebot.state == State.RUNNING
@ -378,7 +366,7 @@ def test_rpc_stop(mocker, default_conf) -> None:
""" """
patch_get_signal(mocker, (True, False)) patch_get_signal(mocker, (True, False))
patch_coinmarketcap(mocker) patch_coinmarketcap(mocker)
mocker.patch('freqtrade.rpc.rpc_manager.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.freqtradebot.exchange', 'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
@ -389,13 +377,11 @@ def test_rpc_stop(mocker, default_conf) -> None:
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
freqtradebot.state = State.RUNNING freqtradebot.state = State.RUNNING
(error, result) = rpc.rpc_stop() result = rpc._rpc_stop()
assert not error
assert '`Stopping trader ...`' in result assert '`Stopping trader ...`' in result
assert freqtradebot.state == State.STOPPED assert freqtradebot.state == State.STOPPED
(error, result) = rpc.rpc_stop() result = rpc._rpc_stop()
assert error
assert '*Status:* `already stopped`' in result assert '*Status:* `already stopped`' in result
assert freqtradebot.state == State.STOPPED assert freqtradebot.state == State.STOPPED
@ -406,7 +392,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
""" """
patch_get_signal(mocker, (True, False)) patch_get_signal(mocker, (True, False))
patch_coinmarketcap(mocker) patch_coinmarketcap(mocker)
mocker.patch('freqtrade.rpc.rpc_manager.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
cancel_order_mock = MagicMock() cancel_order_mock = MagicMock()
mocker.patch.multiple( mocker.patch.multiple(
@ -428,36 +414,26 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
freqtradebot.state = State.STOPPED freqtradebot.state = State.STOPPED
(error, res) = rpc.rpc_forcesell(None) with pytest.raises(RPCException, match=r'.*`trader is not running`*'):
assert error rpc._rpc_forcesell(None)
assert res == '`trader is not running`'
freqtradebot.state = State.RUNNING freqtradebot.state = State.RUNNING
(error, res) = rpc.rpc_forcesell(None) with pytest.raises(RPCException, match=r'.*Invalid argument.*'):
assert error rpc._rpc_forcesell(None)
assert res == 'Invalid argument.'
(error, res) = rpc.rpc_forcesell('all') rpc._rpc_forcesell('all')
assert not error
assert res == ''
freqtradebot.create_trade() freqtradebot.create_trade()
(error, res) = rpc.rpc_forcesell('all') rpc._rpc_forcesell('all')
assert not error
assert res == ''
(error, res) = rpc.rpc_forcesell('1') rpc._rpc_forcesell('1')
assert not error
assert res == ''
freqtradebot.state = State.STOPPED freqtradebot.state = State.STOPPED
(error, res) = rpc.rpc_forcesell(None) with pytest.raises(RPCException, match=r'.*`trader is not running`*'):
assert error rpc._rpc_forcesell(None)
assert res == '`trader is not running`'
(error, res) = rpc.rpc_forcesell('all') with pytest.raises(RPCException, match=r'.*`trader is not running`*'):
assert error rpc._rpc_forcesell('all')
assert res == '`trader is not running`'
freqtradebot.state = State.RUNNING freqtradebot.state = State.RUNNING
assert cancel_order_mock.call_count == 0 assert cancel_order_mock.call_count == 0
@ -475,9 +451,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
) )
# check that the trade is called, which is done by ensuring exchange.cancel_order is called # check that the trade is called, which is done by ensuring exchange.cancel_order is called
# and trade amount is updated # and trade amount is updated
(error, res) = rpc.rpc_forcesell('1') rpc._rpc_forcesell('1')
assert not error
assert res == ''
assert cancel_order_mock.call_count == 1 assert cancel_order_mock.call_count == 1
assert trade.amount == filled_amount assert trade.amount == filled_amount
@ -495,9 +469,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
} }
) )
# check that the trade is called, which is done by ensuring exchange.cancel_order is called # check that the trade is called, which is done by ensuring exchange.cancel_order is called
(error, res) = rpc.rpc_forcesell('2') rpc._rpc_forcesell('2')
assert not error
assert res == ''
assert cancel_order_mock.call_count == 2 assert cancel_order_mock.call_count == 2
assert trade.amount == amount assert trade.amount == amount
@ -511,9 +483,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
'side': 'sell' 'side': 'sell'
} }
) )
(error, res) = rpc.rpc_forcesell('3') rpc._rpc_forcesell('3')
assert not error
assert res == ''
# status quo, no exchange calls # status quo, no exchange calls
assert cancel_order_mock.call_count == 2 assert cancel_order_mock.call_count == 2
@ -525,7 +495,7 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
""" """
patch_get_signal(mocker, (True, False)) patch_get_signal(mocker, (True, False))
patch_coinmarketcap(mocker) patch_coinmarketcap(mocker)
mocker.patch('freqtrade.rpc.rpc_manager.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.freqtradebot.exchange', 'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
@ -550,8 +520,7 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
trade.close_date = datetime.utcnow() trade.close_date = datetime.utcnow()
trade.is_open = False trade.is_open = False
(error, res) = rpc.rpc_performance() res = rpc._rpc_performance()
assert not error
assert len(res) == 1 assert len(res) == 1
assert res[0]['pair'] == 'ETH/BTC' assert res[0]['pair'] == 'ETH/BTC'
assert res[0]['count'] == 1 assert res[0]['count'] == 1
@ -564,7 +533,7 @@ def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
""" """
patch_get_signal(mocker, (True, False)) patch_get_signal(mocker, (True, False))
patch_coinmarketcap(mocker) patch_coinmarketcap(mocker)
mocker.patch('freqtrade.rpc.rpc_manager.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.freqtradebot.exchange', 'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
@ -576,14 +545,12 @@ def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
freqtradebot = FreqtradeBot(default_conf) freqtradebot = FreqtradeBot(default_conf)
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
(error, trades) = rpc.rpc_count() trades = rpc._rpc_count()
nb_trades = len(trades) nb_trades = len(trades)
assert not error
assert nb_trades == 0 assert nb_trades == 0
# Create some test data # Create some test data
freqtradebot.create_trade() freqtradebot.create_trade()
(error, trades) = rpc.rpc_count() trades = rpc._rpc_count()
nb_trades = len(trades) nb_trades = len(trades)
assert not error
assert nb_trades == 1 assert nb_trades == 1

42
freqtrade/tests/rpc/test_rpc_manager.py
View File

@ -7,49 +7,35 @@ from copy import deepcopy
from unittest.mock import MagicMock from unittest.mock import MagicMock
from freqtrade.rpc.rpc_manager import RPCManager from freqtrade.rpc.rpc_manager import RPCManager
from freqtrade.rpc.telegram import Telegram
from freqtrade.tests.conftest import log_has, get_patched_freqtradebot from freqtrade.tests.conftest import log_has, get_patched_freqtradebot
def test_rpc_manager_object() -> None: def test_rpc_manager_object() -> None:
""" """ Test the Arguments object has the mandatory methods """
Test the Arguments object has the mandatory methods
:return: None
"""
assert hasattr(RPCManager, '_init')
assert hasattr(RPCManager, 'send_msg') assert hasattr(RPCManager, 'send_msg')
assert hasattr(RPCManager, 'cleanup') assert hasattr(RPCManager, 'cleanup')
def test__init__(mocker, default_conf) -> None: def test__init__(mocker, default_conf) -> None:
""" """ Test __init__() method """
Test __init__() method conf = deepcopy(default_conf)
""" conf['telegram']['enabled'] = False
init_mock = mocker.patch('freqtrade.rpc.rpc_manager.RPCManager._init', MagicMock())
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
rpc_manager = RPCManager(freqtradebot) rpc_manager = RPCManager(get_patched_freqtradebot(mocker, conf))
assert rpc_manager.freqtrade == freqtradebot
assert rpc_manager.registered_modules == [] assert rpc_manager.registered_modules == []
assert rpc_manager.telegram is None
assert init_mock.call_count == 1
def test_init_telegram_disabled(mocker, default_conf, caplog) -> None: def test_init_telegram_disabled(mocker, default_conf, caplog) -> None:
""" """ Test _init() method with Telegram disabled """
Test _init() method with Telegram disabled
"""
caplog.set_level(logging.DEBUG) caplog.set_level(logging.DEBUG)
conf = deepcopy(default_conf) conf = deepcopy(default_conf)
conf['telegram']['enabled'] = False conf['telegram']['enabled'] = False
freqtradebot = get_patched_freqtradebot(mocker, conf) rpc_manager = RPCManager(get_patched_freqtradebot(mocker, conf))
rpc_manager = RPCManager(freqtradebot)
assert not log_has('Enabling rpc.telegram ...', caplog.record_tuples) assert not log_has('Enabling rpc.telegram ...', caplog.record_tuples)
assert rpc_manager.registered_modules == [] assert rpc_manager.registered_modules == []
assert rpc_manager.telegram is None
def test_init_telegram_enabled(mocker, default_conf, caplog) -> None: def test_init_telegram_enabled(mocker, default_conf, caplog) -> None:
@ -59,14 +45,12 @@ def test_init_telegram_enabled(mocker, default_conf, caplog) -> None:
caplog.set_level(logging.DEBUG) caplog.set_level(logging.DEBUG)
mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
freqtradebot = get_patched_freqtradebot(mocker, default_conf) rpc_manager = RPCManager(get_patched_freqtradebot(mocker, default_conf))
rpc_manager = RPCManager(freqtradebot)
assert log_has('Enabling rpc.telegram ...', caplog.record_tuples) assert log_has('Enabling rpc.telegram ...', caplog.record_tuples)
len_modules = len(rpc_manager.registered_modules) len_modules = len(rpc_manager.registered_modules)
assert len_modules == 1 assert len_modules == 1
assert 'telegram' in rpc_manager.registered_modules assert 'telegram' in [mod.name for mod in rpc_manager.registered_modules]
assert isinstance(rpc_manager.telegram, Telegram)
def test_cleanup_telegram_disabled(mocker, default_conf, caplog) -> None: def test_cleanup_telegram_disabled(mocker, default_conf, caplog) -> None:
@ -99,11 +83,11 @@ def test_cleanup_telegram_enabled(mocker, default_conf, caplog) -> None:
rpc_manager = RPCManager(freqtradebot) rpc_manager = RPCManager(freqtradebot)
# Check we have Telegram as a registered modules # Check we have Telegram as a registered modules
assert 'telegram' in rpc_manager.registered_modules assert 'telegram' in [mod.name for mod in rpc_manager.registered_modules]
rpc_manager.cleanup() rpc_manager.cleanup()
assert log_has('Cleaning up rpc.telegram ...', caplog.record_tuples) assert log_has('Cleaning up rpc.telegram ...', caplog.record_tuples)
assert 'telegram' not in rpc_manager.registered_modules assert 'telegram' not in [mod.name for mod in rpc_manager.registered_modules]
assert telegram_mock.call_count == 1 assert telegram_mock.call_count == 1
@ -120,7 +104,7 @@ def test_send_msg_telegram_disabled(mocker, default_conf, caplog) -> None:
rpc_manager = RPCManager(freqtradebot) rpc_manager = RPCManager(freqtradebot)
rpc_manager.send_msg('test') rpc_manager.send_msg('test')
assert log_has('test', caplog.record_tuples) assert log_has('Sending rpc message: test', caplog.record_tuples)
assert telegram_mock.call_count == 0 assert telegram_mock.call_count == 0
@ -135,5 +119,5 @@ def test_send_msg_telegram_enabled(mocker, default_conf, caplog) -> None:
rpc_manager = RPCManager(freqtradebot) rpc_manager = RPCManager(freqtradebot)
rpc_manager.send_msg('test') rpc_manager.send_msg('test')
assert log_has('test', caplog.record_tuples) assert log_has('Sending rpc message: test', caplog.record_tuples)
assert telegram_mock.call_count == 1 assert telegram_mock.call_count == 1

133
freqtrade/tests/rpc/test_rpc_telegram.py
View File

@ -32,6 +32,9 @@ class DummyCls(Telegram):
super().__init__(freqtrade) super().__init__(freqtrade)
self.state = {'called': False} self.state = {'called': False}
def _init(self):
pass
@authorized_only @authorized_only
def dummy_handler(self, *args, **kwargs) -> None: def dummy_handler(self, *args, **kwargs) -> None:
""" """
@ -60,9 +63,7 @@ def test__init__(default_conf, mocker) -> None:
def test_init(default_conf, mocker, caplog) -> None: def test_init(default_conf, mocker, caplog) -> None:
""" """ Test _init() method """
Test _init() method
"""
start_polling = MagicMock() start_polling = MagicMock()
mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock(return_value=start_polling)) mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock(return_value=start_polling))
@ -70,31 +71,16 @@ def test_init(default_conf, mocker, caplog) -> None:
assert start_polling.call_count == 0 assert start_polling.call_count == 0
# number of handles registered # number of handles registered
assert start_polling.dispatcher.add_handler.call_count == 11 assert start_polling.dispatcher.add_handler.call_count > 0
assert start_polling.start_polling.call_count == 1 assert start_polling.start_polling.call_count == 1
message_str = "rpc.telegram is listening for following commands: [['status'], ['profit'], " \ message_str = "rpc.telegram is listening for following commands: [['status'], ['profit'], " \
"['balance'], ['start'], ['stop'], ['forcesell'], ['performance'], ['daily'], " \ "['balance'], ['start'], ['stop'], ['forcesell'], ['performance'], ['daily'], " \
"['count'], ['help'], ['version']]" "['count'], ['reload_conf'], ['help'], ['version']]"
assert log_has(message_str, caplog.record_tuples) assert log_has(message_str, caplog.record_tuples)
def test_init_disabled(default_conf, mocker, caplog) -> None:
"""
Test _init() method when Telegram is disabled
"""
conf = deepcopy(default_conf)
conf['telegram']['enabled'] = False
Telegram(get_patched_freqtradebot(mocker, conf))
message_str = "rpc.telegram is listening for following commands: [['status'], ['profit'], " \
"['balance'], ['start'], ['stop'], ['forcesell'], ['performance'], ['daily'], " \
"['count'], ['help'], ['version']]"
assert not log_has(message_str, caplog.record_tuples)
def test_cleanup(default_conf, mocker) -> None: def test_cleanup(default_conf, mocker) -> None:
""" """
Test cleanup() method Test cleanup() method
@ -103,44 +89,11 @@ def test_cleanup(default_conf, mocker) -> None:
updater_mock.stop = MagicMock() updater_mock.stop = MagicMock()
mocker.patch('freqtrade.rpc.telegram.Updater', updater_mock) mocker.patch('freqtrade.rpc.telegram.Updater', updater_mock)
# not enabled telegram = Telegram(get_patched_freqtradebot(mocker, default_conf))
conf = deepcopy(default_conf)
conf['telegram']['enabled'] = False
telegram = Telegram(get_patched_freqtradebot(mocker, conf))
telegram.cleanup()
assert telegram._updater is None
assert updater_mock.call_count == 0
assert not hasattr(telegram._updater, 'stop')
assert updater_mock.stop.call_count == 0
# enabled
conf['telegram']['enabled'] = True
telegram = Telegram(get_patched_freqtradebot(mocker, conf))
telegram.cleanup() telegram.cleanup()
assert telegram._updater.stop.call_count == 1 assert telegram._updater.stop.call_count == 1
def test_is_enabled(default_conf, mocker) -> None:
"""
Test is_enabled() method
"""
mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock())
telegram = Telegram(get_patched_freqtradebot(mocker, default_conf))
assert telegram.is_enabled()
def test_is_not_enabled(default_conf, mocker) -> None:
"""
Test is_enabled() method
"""
conf = deepcopy(default_conf)
conf['telegram']['enabled'] = False
telegram = Telegram(get_patched_freqtradebot(mocker, conf))
assert not telegram.is_enabled()
def test_authorized_only(default_conf, mocker, caplog) -> None: def test_authorized_only(default_conf, mocker, caplog) -> None:
""" """
Test authorized_only() method when we are authorized Test authorized_only() method when we are authorized
@ -256,9 +209,9 @@ def test_status(default_conf, update, mocker, fee, ticker) -> None:
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram', 'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(), _init=MagicMock(),
rpc_trade_status=MagicMock(return_value=(False, [1, 2, 3])), _rpc_trade_status=MagicMock(return_value=[1, 2, 3]),
_status_table=status_table, _status_table=status_table,
send_msg=msg_mock _send_msg=msg_mock
) )
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
@ -296,7 +249,7 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
'freqtrade.rpc.telegram.Telegram', 'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(), _init=MagicMock(),
_status_table=status_table, _status_table=status_table,
send_msg=msg_mock _send_msg=msg_mock
) )
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
@ -341,7 +294,7 @@ def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram', 'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(), _init=MagicMock(),
send_msg=msg_mock _send_msg=msg_mock
) )
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
@ -397,7 +350,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram', 'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(), _init=MagicMock(),
send_msg=msg_mock _send_msg=msg_mock
) )
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
@ -465,7 +418,7 @@ def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None:
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram', 'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(), _init=MagicMock(),
send_msg=msg_mock _send_msg=msg_mock
) )
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
@ -506,7 +459,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram', 'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(), _init=MagicMock(),
send_msg=msg_mock _send_msg=msg_mock
) )
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
@ -604,7 +557,7 @@ def test_telegram_balance_handle(default_conf, update, mocker) -> None:
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram', 'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(), _init=MagicMock(),
send_msg=msg_mock _send_msg=msg_mock
) )
freqtradebot = FreqtradeBot(default_conf) freqtradebot = FreqtradeBot(default_conf)
@ -634,7 +587,7 @@ def test_zero_balance_handle(default_conf, update, mocker) -> None:
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram', 'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(), _init=MagicMock(),
send_msg=msg_mock _send_msg=msg_mock
) )
freqtradebot = FreqtradeBot(default_conf) freqtradebot = FreqtradeBot(default_conf)
@ -656,7 +609,7 @@ def test_start_handle(default_conf, update, mocker) -> None:
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram', 'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(), _init=MagicMock(),
send_msg=msg_mock _send_msg=msg_mock
) )
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
@ -667,7 +620,7 @@ def test_start_handle(default_conf, update, mocker) -> None:
assert freqtradebot.state == State.STOPPED assert freqtradebot.state == State.STOPPED
telegram._start(bot=MagicMock(), update=update) telegram._start(bot=MagicMock(), update=update)
assert freqtradebot.state == State.RUNNING assert freqtradebot.state == State.RUNNING
assert msg_mock.call_count == 0 assert msg_mock.call_count == 1
def test_start_handle_already_running(default_conf, update, mocker) -> None: def test_start_handle_already_running(default_conf, update, mocker) -> None:
@ -680,7 +633,7 @@ def test_start_handle_already_running(default_conf, update, mocker) -> None:
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram', 'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(), _init=MagicMock(),
send_msg=msg_mock _send_msg=msg_mock
) )
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
@ -705,7 +658,7 @@ def test_stop_handle(default_conf, update, mocker) -> None:
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram', 'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(), _init=MagicMock(),
send_msg=msg_mock _send_msg=msg_mock
) )
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
@ -730,7 +683,7 @@ def test_stop_handle_already_stopped(default_conf, update, mocker) -> None:
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram', 'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(), _init=MagicMock(),
send_msg=msg_mock _send_msg=msg_mock
) )
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
@ -745,6 +698,29 @@ def test_stop_handle_already_stopped(default_conf, update, mocker) -> None:
assert 'already stopped' in msg_mock.call_args_list[0][0][0] assert 'already stopped' in msg_mock.call_args_list[0][0][0]
def test_reload_conf_handle(default_conf, update, mocker) -> None:
""" Test _reload_conf() method """
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock())
msg_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(),
_send_msg=msg_mock
)
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
freqtradebot = FreqtradeBot(default_conf)
telegram = Telegram(freqtradebot)
freqtradebot.state = State.RUNNING
assert freqtradebot.state == State.RUNNING
telegram._reload_conf(bot=MagicMock(), update=update)
assert freqtradebot.state == State.RELOAD_CONF
assert msg_mock.call_count == 1
assert 'Reloading config' in msg_mock.call_args_list[0][0][0]
def test_forcesell_handle(default_conf, update, ticker, fee, ticker_sell_up, mocker) -> None: def test_forcesell_handle(default_conf, update, ticker, fee, ticker_sell_up, mocker) -> None:
""" """
Test _forcesell() method Test _forcesell() method
@ -875,7 +851,7 @@ def test_forcesell_handle_invalid(default_conf, update, mocker) -> None:
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram', 'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(), _init=MagicMock(),
send_msg=msg_mock _send_msg=msg_mock
) )
mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock()) mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock())
@ -917,7 +893,7 @@ def test_performance_handle(default_conf, update, ticker, fee,
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram', 'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(), _init=MagicMock(),
send_msg=msg_mock _send_msg=msg_mock
) )
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.freqtradebot.exchange', 'freqtrade.freqtradebot.exchange',
@ -958,7 +934,7 @@ def test_performance_handle_invalid(default_conf, update, mocker) -> None:
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram', 'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(), _init=MagicMock(),
send_msg=msg_mock _send_msg=msg_mock
) )
mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock()) mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock())
freqtradebot = FreqtradeBot(default_conf) freqtradebot = FreqtradeBot(default_conf)
@ -981,7 +957,7 @@ def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram', 'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(), _init=MagicMock(),
send_msg=msg_mock _send_msg=msg_mock
) )
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.freqtradebot.exchange', 'freqtrade.freqtradebot.exchange',
@ -1024,7 +1000,7 @@ def test_help_handle(default_conf, update, mocker) -> None:
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram', 'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(), _init=MagicMock(),
send_msg=msg_mock _send_msg=msg_mock
) )
freqtradebot = FreqtradeBot(default_conf) freqtradebot = FreqtradeBot(default_conf)
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
@ -1044,7 +1020,7 @@ def test_version_handle(default_conf, update, mocker) -> None:
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram', 'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(), _init=MagicMock(),
send_msg=msg_mock _send_msg=msg_mock
) )
freqtradebot = FreqtradeBot(default_conf) freqtradebot = FreqtradeBot(default_conf)
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
@ -1066,13 +1042,8 @@ def test_send_msg(default_conf, mocker) -> None:
freqtradebot = FreqtradeBot(conf) freqtradebot = FreqtradeBot(conf)
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
telegram._config['telegram']['enabled'] = False
telegram.send_msg('test', bot)
assert not bot.method_calls
bot.reset_mock()
telegram._config['telegram']['enabled'] = True telegram._config['telegram']['enabled'] = True
telegram.send_msg('test', bot) telegram._send_msg('test', bot)
assert len(bot.method_calls) == 1 assert len(bot.method_calls) == 1
@ -1090,7 +1061,7 @@ def test_send_msg_network_error(default_conf, mocker, caplog) -> None:
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
telegram._config['telegram']['enabled'] = True telegram._config['telegram']['enabled'] = True
telegram.send_msg('test', bot) telegram._send_msg('test', bot)
# Bot should've tried to send it twice # Bot should've tried to send it twice
assert len(bot.method_calls) == 2 assert len(bot.method_calls) == 2

4
freqtrade/tests/test_analyze.py
View File

@ -46,7 +46,7 @@ def test_analyze_object() -> None:
def test_dataframe_correct_length(result): def test_dataframe_correct_length(result):
dataframe = Analyze.parse_ticker_dataframe(result) dataframe = Analyze.parse_ticker_dataframe(result)
assert len(result.index) == len(dataframe.index) assert len(result.index) - 1 == len(dataframe.index) # last partial candle removed
def test_dataframe_correct_columns(result): def test_dataframe_correct_columns(result):
@ -188,4 +188,4 @@ def test_tickerdata_to_dataframe(default_conf) -> None:
tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange) tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
tickerlist = {'UNITTEST/BTC': tick} tickerlist = {'UNITTEST/BTC': tick}
data = analyze.tickerdata_to_dataframe(tickerlist) data = analyze.tickerdata_to_dataframe(tickerlist)
assert len(data['UNITTEST/BTC']) == 100 assert len(data['UNITTEST/BTC']) == 99 # partial candle was removed

16
freqtrade/tests/test_arguments.py
View File

@ -174,3 +174,19 @@ def test_parse_args_hyperopt_custom() -> None:
assert call_args.subparser == 'hyperopt' assert call_args.subparser == 'hyperopt'
assert call_args.spaces == ['buy'] assert call_args.spaces == ['buy']
assert call_args.func is not None assert call_args.func is not None
def test_testdata_dl_options() -> None:
args = [
'--pairs-file', 'file_with_pairs',
'--export', 'export/folder',
'--days', '30',
'--exchange', 'binance'
]
arguments = Arguments(args, '')
arguments.testdata_dl_options()
args = arguments.parse_args()
assert args.pairs_file == 'file_with_pairs'
assert args.export == 'export/folder'
assert args.days == 30
assert args.exchange == 'binance'

8
freqtrade/tests/test_configuration.py
View File

@ -85,7 +85,7 @@ def test_load_config_max_open_trades_zero(default_conf, mocker, caplog) -> None:
assert log_has('Validating configuration ...', caplog.record_tuples) assert log_has('Validating configuration ...', caplog.record_tuples)
def test_load_config_file_exception(mocker, caplog) -> None: def test_load_config_file_exception(mocker) -> None:
""" """
Test Configuration._load_config_file() method Test Configuration._load_config_file() method
""" """
@ -95,12 +95,8 @@ def test_load_config_file_exception(mocker, caplog) -> None:
) )
configuration = Configuration(Namespace()) configuration = Configuration(Namespace())
with pytest.raises(SystemExit): with pytest.raises(OperationalException, match=r'.*Config file "somefile" not found!*'):
configuration._load_config_file('somefile') configuration._load_config_file('somefile')
assert log_has(
'Config file "somefile" not found. Please create your config file',
caplog.record_tuples
)
def test_load_config(default_conf, mocker) -> None: def test_load_config(default_conf, mocker) -> None:

31
freqtrade/tests/test_fiat_convert.py
View File

@ -9,7 +9,7 @@ import pytest
from requests.exceptions import RequestException from requests.exceptions import RequestException
from freqtrade.fiat_convert import CryptoFiat, CryptoToFiatConverter from freqtrade.fiat_convert import CryptoFiat, CryptoToFiatConverter
from freqtrade.tests.conftest import patch_coinmarketcap from freqtrade.tests.conftest import log_has, patch_coinmarketcap
def test_pair_convertion_object(): def test_pair_convertion_object():
@ -90,6 +90,13 @@ def test_fiat_convert_find_price(mocker):
assert fiat_convert.get_price(crypto_symbol='BTC', fiat_symbol='EUR') == 13000.2 assert fiat_convert.get_price(crypto_symbol='BTC', fiat_symbol='EUR') == 13000.2
def test_fiat_convert_unsupported_crypto(mocker, caplog):
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._cryptomap', return_value=[])
fiat_convert = CryptoToFiatConverter()
assert fiat_convert._find_price(crypto_symbol='CRYPTO_123', fiat_symbol='EUR') == 0.0
assert log_has('unsupported crypto-symbol CRYPTO_123 - returning 0.0', caplog.record_tuples)
def test_fiat_convert_get_price(mocker): def test_fiat_convert_get_price(mocker):
api_mock = MagicMock(return_value={ api_mock = MagicMock(return_value={
'price_usd': 28000.0, 'price_usd': 28000.0,
@ -161,7 +168,8 @@ def test_fiat_init_network_exception(mocker):
fiat_convert._cryptomap = {} fiat_convert._cryptomap = {}
fiat_convert._load_cryptomap() fiat_convert._load_cryptomap()
assert len(fiat_convert._cryptomap) == 0 length_cryptomap = len(fiat_convert._cryptomap)
assert length_cryptomap == 0
def test_fiat_convert_without_network(): def test_fiat_convert_without_network():
@ -175,3 +183,22 @@ def test_fiat_convert_without_network():
assert fiat_convert._coinmarketcap is None assert fiat_convert._coinmarketcap is None
assert fiat_convert._find_price(crypto_symbol='BTC', fiat_symbol='USD') == 0.0 assert fiat_convert._find_price(crypto_symbol='BTC', fiat_symbol='USD') == 0.0
CryptoToFiatConverter._coinmarketcap = cmc_temp CryptoToFiatConverter._coinmarketcap = cmc_temp
def test_convert_amount(mocker):
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter.get_price', return_value=12345.0)
fiat_convert = CryptoToFiatConverter()
result = fiat_convert.convert_amount(
crypto_amount=1.23,
crypto_symbol="BTC",
fiat_symbol="USD"
)
assert result == 15184.35
result = fiat_convert.convert_amount(
crypto_amount=1.23,
crypto_symbol="BTC",
fiat_symbol="BTC"
)
assert result == 1.23

78
freqtrade/tests/test_freqtradebot.py
View File

@ -57,7 +57,7 @@ def patch_RPCManager(mocker) -> MagicMock:
:param mocker: mocker to patch RPCManager class :param mocker: mocker to patch RPCManager class
:return: RPCManager.send_msg MagicMock to track if this method is called :return: RPCManager.send_msg MagicMock to track if this method is called
""" """
mocker.patch('freqtrade.freqtradebot.RPCManager._init', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
rpc_mock = mocker.patch('freqtrade.freqtradebot.RPCManager.send_msg', MagicMock()) rpc_mock = mocker.patch('freqtrade.freqtradebot.RPCManager.send_msg', MagicMock())
return rpc_mock return rpc_mock
@ -68,7 +68,7 @@ def test_freqtradebot_object() -> None:
Test the FreqtradeBot object has the mandatory public methods Test the FreqtradeBot object has the mandatory public methods
""" """
assert hasattr(FreqtradeBot, 'worker') assert hasattr(FreqtradeBot, 'worker')
assert hasattr(FreqtradeBot, 'clean') assert hasattr(FreqtradeBot, 'cleanup')
assert hasattr(FreqtradeBot, 'create_trade') assert hasattr(FreqtradeBot, 'create_trade')
assert hasattr(FreqtradeBot, 'get_target_bid') assert hasattr(FreqtradeBot, 'get_target_bid')
assert hasattr(FreqtradeBot, 'process_maybe_execute_buy') assert hasattr(FreqtradeBot, 'process_maybe_execute_buy')
@ -93,7 +93,7 @@ def test_freqtradebot(mocker, default_conf) -> None:
assert freqtrade.state is State.STOPPED assert freqtrade.state is State.STOPPED
def test_clean(mocker, default_conf, caplog) -> None: def test_cleanup(mocker, default_conf, caplog) -> None:
""" """
Test clean() method Test clean() method
""" """
@ -101,11 +101,8 @@ def test_clean(mocker, default_conf, caplog) -> None:
mocker.patch('freqtrade.persistence.cleanup', mock_cleanup) mocker.patch('freqtrade.persistence.cleanup', mock_cleanup)
freqtrade = get_patched_freqtradebot(mocker, default_conf) freqtrade = get_patched_freqtradebot(mocker, default_conf)
assert freqtrade.state == State.RUNNING freqtrade.cleanup()
assert log_has('Cleaning up modules ...', caplog.record_tuples)
assert freqtrade.clean()
assert freqtrade.state == State.STOPPED
assert log_has('Stopping trader and cleaning up modules...', caplog.record_tuples)
assert mock_cleanup.call_count == 1 assert mock_cleanup.call_count == 1
@ -569,8 +566,10 @@ def test_process_maybe_execute_sell(mocker, default_conf, limit_buy_order, caplo
trade.open_fee = 0.001 trade.open_fee = 0.001
assert not freqtrade.process_maybe_execute_sell(trade) assert not freqtrade.process_maybe_execute_sell(trade)
# Test amount not modified by fee-logic # Test amount not modified by fee-logic
assert not log_has('Applying fee to amount for Trade {} from 90.99181073 to 90.81'.format( assert not log_has(
trade), caplog.record_tuples) 'Applying fee to amount for Trade {} from 90.99181073 to 90.81'.format(trade),
caplog.record_tuples
)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81)
# test amount modified by fee-logic # test amount modified by fee-logic
@ -581,6 +580,38 @@ def test_process_maybe_execute_sell(mocker, default_conf, limit_buy_order, caplo
# Assert we call handle_trade() if trade is feasible for execution # Assert we call handle_trade() if trade is feasible for execution
assert freqtrade.process_maybe_execute_sell(trade) assert freqtrade.process_maybe_execute_sell(trade)
regexp = re.compile('Found open order for.*')
assert filter(regexp.match, caplog.record_tuples)
def test_process_maybe_execute_sell_exception(mocker, default_conf,
limit_buy_order, caplog) -> None:
"""
Test the exceptions in process_maybe_execute_sell()
"""
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.freqtradebot.exchange.get_order', return_value=limit_buy_order)
trade = MagicMock()
trade.open_order_id = '123'
trade.open_fee = 0.001
# Test raise of OperationalException exception
mocker.patch(
'freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
side_effect=OperationalException()
)
freqtrade.process_maybe_execute_sell(trade)
assert log_has('could not update trade amount: ', caplog.record_tuples)
# Test raise of DependencyException exception
mocker.patch(
'freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
side_effect=DependencyException()
)
freqtrade.process_maybe_execute_sell(trade)
assert log_has('Unable to sell trade: ', caplog.record_tuples)
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, fee, mocker) -> None: def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, fee, mocker) -> None:
""" """
@ -1355,7 +1386,7 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker):
caplog.record_tuples) caplog.record_tuples)
def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, caplog, mocker): def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, mocker):
""" """
Test get_real_amount - fees in Stake currency Test get_real_amount - fees in Stake currency
""" """
@ -1507,3 +1538,28 @@ def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee,
freqtrade = FreqtradeBot(default_conf) freqtrade = FreqtradeBot(default_conf)
# Amount does not change # Amount does not change
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
def test_get_real_amount_open_trade(default_conf, mocker):
"""
Test get_real_amount condition trade.fee_open == 0 or order['status'] == 'open'
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
amount = 12345
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
open_order_id="123456"
)
order = {
'id': 'mocked_order',
'amount': amount,
'status': 'open',
}
freqtrade = FreqtradeBot(default_conf)
assert freqtrade.get_real_amount(trade, order) == amount

157
freqtrade/tests/test_main.py
View File

@ -3,11 +3,16 @@ Unit test file for main.py
""" """
import logging import logging
from copy import deepcopy
from unittest.mock import MagicMock from unittest.mock import MagicMock
import pytest import pytest
from freqtrade.main import main, set_loggers from freqtrade import OperationalException
from freqtrade.arguments import Arguments
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.main import main, set_loggers, reconfigure
from freqtrade.state import State
from freqtrade.tests.conftest import log_has from freqtrade.tests.conftest import log_has
@ -60,7 +65,7 @@ def test_set_loggers() -> None:
assert value2 is logging.INFO assert value2 is logging.INFO
def test_main(mocker, caplog) -> None: def test_main_fatal_exception(mocker, default_conf, caplog) -> None:
""" """
Test main() function Test main() function
In this test we are skipping the while True loop by throwing an exception. In this test we are skipping the while True loop by throwing an exception.
@ -68,26 +73,140 @@ def test_main(mocker, caplog) -> None:
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.freqtradebot.FreqtradeBot', 'freqtrade.freqtradebot.FreqtradeBot',
_init_modules=MagicMock(), _init_modules=MagicMock(),
worker=MagicMock( worker=MagicMock(side_effect=Exception),
side_effect=KeyboardInterrupt cleanup=MagicMock(),
),
clean=MagicMock(),
) )
mocker.patch(
'freqtrade.configuration.Configuration._load_config_file',
lambda *args, **kwargs: default_conf
)
mocker.patch('freqtrade.freqtradebot.CryptoToFiatConverter', MagicMock())
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
args = ['-c', 'config.json.example'] args = ['-c', 'config.json.example']
# Test Main + the KeyboardInterrupt exception # Test Main + the KeyboardInterrupt exception
with pytest.raises(SystemExit) as pytest_wrapped_e:
main(args)
log_has('Starting freqtrade', caplog.record_tuples)
log_has('Got SIGINT, aborting ...', caplog.record_tuples)
assert pytest_wrapped_e.type == SystemExit
assert pytest_wrapped_e.value.code == 42
# Test the BaseException case
mocker.patch(
'freqtrade.freqtradebot.FreqtradeBot.worker',
MagicMock(side_effect=BaseException)
)
with pytest.raises(SystemExit): with pytest.raises(SystemExit):
main(args) main(args)
log_has('Got fatal exception!', caplog.record_tuples) assert log_has('Using config: config.json.example ...', caplog.record_tuples)
assert log_has('Fatal exception!', caplog.record_tuples)
def test_main_keyboard_interrupt(mocker, default_conf, caplog) -> None:
"""
Test main() function
In this test we are skipping the while True loop by throwing an exception.
"""
mocker.patch.multiple(
'freqtrade.freqtradebot.FreqtradeBot',
_init_modules=MagicMock(),
worker=MagicMock(side_effect=KeyboardInterrupt),
cleanup=MagicMock(),
)
mocker.patch(
'freqtrade.configuration.Configuration._load_config_file',
lambda *args, **kwargs: default_conf
)
mocker.patch('freqtrade.freqtradebot.CryptoToFiatConverter', MagicMock())
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
args = ['-c', 'config.json.example']
# Test Main + the KeyboardInterrupt exception
with pytest.raises(SystemExit):
main(args)
assert log_has('Using config: config.json.example ...', caplog.record_tuples)
assert log_has('SIGINT received, aborting ...', caplog.record_tuples)
def test_main_operational_exception(mocker, default_conf, caplog) -> None:
"""
Test main() function
In this test we are skipping the while True loop by throwing an exception.
"""
mocker.patch.multiple(
'freqtrade.freqtradebot.FreqtradeBot',
_init_modules=MagicMock(),
worker=MagicMock(side_effect=OperationalException('Oh snap!')),
cleanup=MagicMock(),
)
mocker.patch(
'freqtrade.configuration.Configuration._load_config_file',
lambda *args, **kwargs: default_conf
)
mocker.patch('freqtrade.freqtradebot.CryptoToFiatConverter', MagicMock())
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
args = ['-c', 'config.json.example']
# Test Main + the KeyboardInterrupt exception
with pytest.raises(SystemExit):
main(args)
assert log_has('Using config: config.json.example ...', caplog.record_tuples)
assert log_has('Oh snap!', caplog.record_tuples)
def test_main_reload_conf(mocker, default_conf, caplog) -> None:
"""
Test main() function
In this test we are skipping the while True loop by throwing an exception.
"""
mocker.patch.multiple(
'freqtrade.freqtradebot.FreqtradeBot',
_init_modules=MagicMock(),
worker=MagicMock(return_value=State.RELOAD_CONF),
cleanup=MagicMock(),
)
mocker.patch(
'freqtrade.configuration.Configuration._load_config_file',
lambda *args, **kwargs: default_conf
)
mocker.patch('freqtrade.freqtradebot.CryptoToFiatConverter', MagicMock())
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
# Raise exception as side effect to avoid endless loop
reconfigure_mock = mocker.patch(
'freqtrade.main.reconfigure', MagicMock(side_effect=Exception)
)
with pytest.raises(SystemExit):
main(['-c', 'config.json.example'])
assert reconfigure_mock.call_count == 1
assert log_has('Using config: config.json.example ...', caplog.record_tuples)
def test_reconfigure(mocker, default_conf) -> None:
""" Test recreate() function """
mocker.patch.multiple(
'freqtrade.freqtradebot.FreqtradeBot',
_init_modules=MagicMock(),
worker=MagicMock(side_effect=OperationalException('Oh snap!')),
cleanup=MagicMock(),
)
mocker.patch(
'freqtrade.configuration.Configuration._load_config_file',
lambda *args, **kwargs: default_conf
)
mocker.patch('freqtrade.freqtradebot.CryptoToFiatConverter', MagicMock())
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
freqtrade = FreqtradeBot(default_conf)
# Renew mock to return modified data
conf = deepcopy(default_conf)
conf['stake_amount'] += 1
mocker.patch(
'freqtrade.configuration.Configuration._load_config_file',
lambda *args, **kwargs: conf
)
# reconfigure should return a new instance
freqtrade2 = reconfigure(
freqtrade,
Arguments(['-c', 'config.json.example'], '').get_parsed_arg()
)
# Verify we have a new instance with the new config
assert freqtrade is not freqtrade2
assert freqtrade.config['stake_amount'] + 1 == freqtrade2.config['stake_amount']

2
freqtrade/tests/test_misc.py
View File

@ -39,7 +39,7 @@ def test_datesarray_to_datetimearray(ticker_history):
assert dates[0].minute == 50 assert dates[0].minute == 50
date_len = len(dates) date_len = len(dates)
assert date_len == 3 assert date_len == 2
def test_common_datearray(default_conf) -> None: def test_common_datearray(default_conf) -> None:

25
freqtrade/vendor/qtpylib/indicators.py vendored
View File

@ -110,10 +110,13 @@ def heikinashi(bars):
bars = bars.copy() bars = bars.copy()
bars['ha_close'] = (bars['open'] + bars['high'] + bars['ha_close'] = (bars['open'] + bars['high'] +
bars['low'] + bars['close']) / 4 bars['low'] + bars['close']) / 4
bars['ha_open'] = (bars['open'].shift(1) + bars['close'].shift(1)) / 2 bars['ha_open'] = (bars['open'].shift(1) + bars['close'].shift(1)) / 2
bars.loc[:1, 'ha_open'] = bars['open'].values[0] bars.loc[:1, 'ha_open'] = bars['open'].values[0]
for x in range(2):
bars.loc[1:, 'ha_open'] = ( bars.loc[1:, 'ha_open'] = (
(bars['ha_open'].shift(1) + bars['ha_close'].shift(1)) / 2)[1:] (bars['ha_open'].shift(1) + bars['ha_close'].shift(1)) / 2)[1:]
bars['ha_high'] = bars.loc[:, ['high', 'ha_open', 'ha_close']].max(axis=1) bars['ha_high'] = bars.loc[:, ['high', 'ha_open', 'ha_close']].max(axis=1)
bars['ha_low'] = bars.loc[:, ['low', 'ha_open', 'ha_close']].min(axis=1) bars['ha_low'] = bars.loc[:, ['low', 'ha_open', 'ha_close']].min(axis=1)
@ -248,58 +251,46 @@ def crossed_below(series1, series2):
def rolling_std(series, window=200, min_periods=None): def rolling_std(series, window=200, min_periods=None):
min_periods = window if min_periods is None else min_periods min_periods = window if min_periods is None else min_periods
try: if min_periods == window and len(series) > window:
if min_periods == window:
return numpy_rolling_std(series, window, True) return numpy_rolling_std(series, window, True)
else: else:
try: try:
return series.rolling(window=window, min_periods=min_periods).std() return series.rolling(window=window, min_periods=min_periods).std()
except BaseException: except BaseException:
return pd.Series(series).rolling(window=window, min_periods=min_periods).std() return pd.Series(series).rolling(window=window, min_periods=min_periods).std()
except BaseException:
return pd.rolling_std(series, window=window, min_periods=min_periods)
# --------------------------------------------- # ---------------------------------------------
def rolling_mean(series, window=200, min_periods=None): def rolling_mean(series, window=200, min_periods=None):
min_periods = window if min_periods is None else min_periods min_periods = window if min_periods is None else min_periods
try: if min_periods == window and len(series) > window:
if min_periods == window:
return numpy_rolling_mean(series, window, True) return numpy_rolling_mean(series, window, True)
else: else:
try: try:
return series.rolling(window=window, min_periods=min_periods).mean() return series.rolling(window=window, min_periods=min_periods).mean()
except BaseException: except BaseException:
return pd.Series(series).rolling(window=window, min_periods=min_periods).mean() return pd.Series(series).rolling(window=window, min_periods=min_periods).mean()
except BaseException:
return pd.rolling_mean(series, window=window, min_periods=min_periods)
# --------------------------------------------- # ---------------------------------------------
def rolling_min(series, window=14, min_periods=None): def rolling_min(series, window=14, min_periods=None):
min_periods = window if min_periods is None else min_periods min_periods = window if min_periods is None else min_periods
try:
try: try:
return series.rolling(window=window, min_periods=min_periods).min() return series.rolling(window=window, min_periods=min_periods).min()
except BaseException: except BaseException:
return pd.Series(series).rolling(window=window, min_periods=min_periods).min() return pd.Series(series).rolling(window=window, min_periods=min_periods).min()
except BaseException:
return pd.rolling_min(series, window=window, min_periods=min_periods)
# --------------------------------------------- # ---------------------------------------------
def rolling_max(series, window=14, min_periods=None): def rolling_max(series, window=14, min_periods=None):
min_periods = window if min_periods is None else min_periods min_periods = window if min_periods is None else min_periods
try:
try: try:
return series.rolling(window=window, min_periods=min_periods).min() return series.rolling(window=window, min_periods=min_periods).min()
except BaseException: except BaseException:
return pd.Series(series).rolling(window=window, min_periods=min_periods).min() return pd.Series(series).rolling(window=window, min_periods=min_periods).min()
except BaseException:
return pd.rolling_min(series, window=window, min_periods=min_periods)
# --------------------------------------------- # ---------------------------------------------
@ -566,9 +557,9 @@ def stoch(df, window=14, d=3, k=3, fast=False):
return pd.DataFrame(index=df.index, data=data) return pd.DataFrame(index=df.index, data=data)
# --------------------------------------------- # ---------------------------------------------
def zscore(bars, window=20, stds=1, col='close'): def zscore(bars, window=20, stds=1, col='close'):
""" get zscore of price """ """ get zscore of price """
std = numpy_rolling_std(bars[col], window) std = numpy_rolling_std(bars[col], window)

1
install_ta-lib.sh
View File

@ -1,5 +1,4 @@
if [ ! -f "ta-lib/CHANGELOG.TXT" ]; then if [ ! -f "ta-lib/CHANGELOG.TXT" ]; then
curl -O -L http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz
tar zxvf ta-lib-0.4.0-src.tar.gz tar zxvf ta-lib-0.4.0-src.tar.gz
cd ta-lib && ./configure && make && sudo make install && cd .. cd ta-lib && ./configure && make && sudo make install && cd ..
else else

8
requirements.txt
View File

@ -1,16 +1,16 @@
ccxt==1.14.155 ccxt==1.14.196
SQLAlchemy==1.2.8 SQLAlchemy==1.2.8
python-telegram-bot==10.1.0 python-telegram-bot==10.1.0
arrow==0.12.1 arrow==0.12.1
cachetools==2.1.0 cachetools==2.1.0
requests==2.18.4 requests==2.19.0
urllib3==1.22 urllib3==1.22
wrapt==1.10.11 wrapt==1.10.11
pandas==0.23.0 pandas==0.23.1
scikit-learn==0.19.1 scikit-learn==0.19.1
scipy==1.1.0 scipy==1.1.0
jsonschema==2.6.0 jsonschema==2.6.0
numpy==1.14.4 numpy==1.14.5
TA-Lib==0.4.17 TA-Lib==0.4.17
pytest==3.6.1 pytest==3.6.1
pytest-mock==1.10.0 pytest-mock==1.10.0

14
scripts/download_backtest_data.py
View File

@ -30,6 +30,8 @@ if not os.path.isfile(pairs_file):
with open(pairs_file) as file: with open(pairs_file) as file:
PAIRS = list(set(json.load(file))) PAIRS = list(set(json.load(file)))
PAIRS.sort()
since_time = None since_time = None
if args.days: if args.days:
since_time = arrow.utcnow().shift(days=-args.days).timestamp * 1000 since_time = arrow.utcnow().shift(days=-args.days).timestamp * 1000
@ -41,9 +43,15 @@ print(f'About to download pairs: {PAIRS} to {dl_path}')
exchange._API = exchange.init_ccxt({'key': '', exchange._API = exchange.init_ccxt({'key': '',
'secret': '', 'secret': '',
'name': args.exchange}) 'name': args.exchange})
pairs_not_available = []
# Make sure API markets is initialized
exchange._API.load_markets()
for pair in PAIRS: for pair in PAIRS:
if pair not in exchange._API.markets:
pairs_not_available.append(pair)
print(f"skipping pair {pair}")
continue
for tick_interval in timeframes: for tick_interval in timeframes:
print(f'downloading pair {pair}, interval {tick_interval}') print(f'downloading pair {pair}, interval {tick_interval}')
@ -60,3 +68,7 @@ for pair in PAIRS:
pair_print = pair.replace('/', '_') pair_print = pair.replace('/', '_')
filename = f'{pair_print}-{tick_interval}.json' filename = f'{pair_print}-{tick_interval}.json'
misc.file_dump_json(os.path.join(dl_path, filename), data) misc.file_dump_json(os.path.join(dl_path, filename), data)
if pairs_not_available:
print(f"Pairs [{','.join(pairs_not_available)}] not availble.")

2
scripts/plot_dataframe.py
View File

@ -91,7 +91,7 @@ def plot_analyzed_dataframe(args: Namespace) -> None:
tickers[pair] = exchange.get_ticker_history(pair, tick_interval) tickers[pair] = exchange.get_ticker_history(pair, tick_interval)
else: else:
tickers = optimize.load_data( tickers = optimize.load_data(
datadir=args.datadir, datadir=_CONF.get("datadir"),
pairs=[pair], pairs=[pair],
ticker_interval=tick_interval, ticker_interval=tick_interval,
refresh_pairs=_CONF.get('refresh_pairs', False), refresh_pairs=_CONF.get('refresh_pairs', False),

6
scripts/plot_profit.py
View File

@ -93,7 +93,7 @@ def plot_profit(args: Namespace) -> None:
'Impossible to load the strategy. Please check the file "user_data/strategies/%s.py"', 'Impossible to load the strategy. Please check the file "user_data/strategies/%s.py"',
config.get('strategy') config.get('strategy')
) )
exit(0) exit(1)
# Load the profits results # Load the profits results
try: try:
@ -104,7 +104,7 @@ def plot_profit(args: Namespace) -> None:
logger.critical( logger.critical(
'File "backtest-result.json" not found. This script require backtesting ' 'File "backtest-result.json" not found. This script require backtesting '
'results to run.\nPlease run a backtesting with the parameter --export.') 'results to run.\nPlease run a backtesting with the parameter --export.')
exit(0) exit(1)
# Take pairs from the cli otherwise switch to the pair in the config file # Take pairs from the cli otherwise switch to the pair in the config file
if args.pair: if args.pair:
@ -121,7 +121,7 @@ def plot_profit(args: Namespace) -> None:
logger.info('Filter, keep pairs %s' % pairs) logger.info('Filter, keep pairs %s' % pairs)
tickers = optimize.load_data( tickers = optimize.load_data(
datadir=args.datadir, datadir=config.get('datadir'),
pairs=pairs, pairs=pairs,
ticker_interval=tick_interval, ticker_interval=tick_interval,
refresh_pairs=False, refresh_pairs=False,

3
setup.cfg
View File

@ -5,3 +5,6 @@ max-complexity = 12
[mypy] [mypy]
ignore_missing_imports = True ignore_missing_imports = True
[mypy-freqtrade.tests.*]
ignore_errors = True

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