Merge branch 'develop' into sell_signal
This commit is contained in:
Janne Sinivirta
GitHub
commit
f2ce367cec
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@ -87,17 +87,17 @@ def download_backtesting_testdata(pair: str, interval: int = 5) -> bool:
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))
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filepair = pair.replace("-", "_")
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filename = os.path.join(path, '{}-{}.json'.format(
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filepair,
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interval,
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filename = os.path.join(path, '{pair}-{interval}.json'.format(
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pair=filepair,
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interval=interval,
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))
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filename = filename.replace('USDT_BTC', 'BTC_FAKEBULL')
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if os.path.isfile(filename):
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with open(filename, "rt") as fp:
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data = json.load(fp)
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logger.debug("Current Start:", data[1]['T'])
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logger.debug("Current End: ", data[-1:][0]['T'])
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logger.debug("Current Start: {}".format(data[1]['T']))
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logger.debug("Current End: {}".format(data[-1:][0]['T']))
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else:
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data = []
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logger.debug("Current Start: None")
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@ -107,8 +107,8 @@ def download_backtesting_testdata(pair: str, interval: int = 5) -> bool:
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for row in new_data:
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if row not in data:
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data.append(row)
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logger.debug("New Start:", data[1]['T'])
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logger.debug("New End: ", data[-1:][0]['T'])
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logger.debug("New Start: {}".format(data[1]['T']))
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logger.debug("New End: {}".format(data[-1:][0]['T']))
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data = sorted(data, key=lambda data: data['T'])
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with open(filename, "wt") as fp:
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@ -1,12 +1,12 @@
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import logging
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import re
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from decimal import Decimal
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from datetime import timedelta, date, datetime
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from datetime import timedelta, datetime
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from typing import Callable, Any
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import arrow
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from pandas import DataFrame
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from sqlalchemy import and_, func, text, between
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from sqlalchemy import and_, func, text
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from tabulate import tabulate
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from telegram import ParseMode, Bot, Update, ReplyKeyboardMarkup
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from telegram.error import NetworkError, TelegramError
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@ -220,29 +220,28 @@ def _daily(bot: Bot, update: Update) -> None:
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:param update: message update
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:return: None
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"""
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today = datetime.utcnow().toordinal()
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today = datetime.utcnow().date()
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profit_days = {}
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try:
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timescale = int(update.message.text.replace('/daily', '').strip())
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except (TypeError, ValueError):
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timescale = 5
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timescale = 7
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if not (isinstance(timescale, int) and timescale > 0):
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send_msg('*Daily [n]:* `must be an integer greater than 0`', bot=bot)
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return
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for day in range(0, timescale):
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# need to query between day+1 and day-1
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nextdate = date.fromordinal(today - day + 1)
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prevdate = date.fromordinal(today - day - 1)
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profitday = today - timedelta(days=day)
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trades = Trade.query \
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.filter(Trade.is_open.is_(False)) \
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.filter(between(Trade.close_date, prevdate, nextdate)) \
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.filter(Trade.close_date >= profitday)\
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.filter(Trade.close_date < (profitday + timedelta(days=1)))\
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.order_by(Trade.close_date)\
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.all()
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curdayprofit = sum(trade.calc_profit() for trade in trades)
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profit_days[date.fromordinal(today - day)] = format(curdayprofit, '.8f')
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profit_days[profitday] = format(curdayprofit, '.8f')
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stats = [
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[
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@ -1,11 +1,9 @@
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# pragma pylint: disable=missing-docstring,W0212
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import os
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import pandas as pd
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from freqtrade import exchange, optimize
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from freqtrade.exchange import Bittrex
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from freqtrade.optimize.backtesting import backtest, generate_text_table, get_timeframe
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from freqtrade.optimize.__init__ import testdata_path, download_pairs, download_backtesting_testdata
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def test_generate_text_table():
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@ -40,7 +38,7 @@ def test_backtest(default_conf, mocker):
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assert not results.empty
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def test_1min_ticker_interval(default_conf, mocker):
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def test_backtest_1min_ticker_interval(default_conf, mocker):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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exchange._API = Bittrex({'key': '', 'secret': ''})
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@ -48,75 +46,3 @@ def test_1min_ticker_interval(default_conf, mocker):
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data = optimize.load_data(ticker_interval=1, pairs=['BTC_UNITEST'])
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results = backtest(default_conf['stake_amount'], optimize.preprocess(data), 1, True)
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assert not results.empty
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def test_backtest_with_new_pair(default_conf, ticker_history, mocker):
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mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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exchange._API = Bittrex({'key': '', 'secret': ''})
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optimize.load_data(ticker_interval=1, pairs=['BTC_MEME'])
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file = 'freqtrade/tests/testdata/BTC_MEME-1.json'
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assert os.path.isfile(file) is True
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# delete file freshly downloaded
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if os.path.isfile(file):
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os.remove(file)
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def test_testdata_path():
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assert os.path.join('freqtrade', 'tests', 'testdata') in testdata_path()
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def test_download_pairs(default_conf, ticker_history, mocker):
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mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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exchange._API = Bittrex({'key': '', 'secret': ''})
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file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json'
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file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json'
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file2_1 = 'freqtrade/tests/testdata/BTC_CFI-1.json'
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file2_5 = 'freqtrade/tests/testdata/BTC_CFI-5.json'
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assert download_pairs(pairs=['BTC-MEME', 'BTC-CFI']) is True
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assert os.path.isfile(file1_1) is True
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assert os.path.isfile(file1_5) is True
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assert os.path.isfile(file2_1) is True
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assert os.path.isfile(file2_5) is True
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# delete files freshly downloaded
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if os.path.isfile(file1_1):
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os.remove(file1_1)
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if os.path.isfile(file1_5):
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os.remove(file1_5)
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if os.path.isfile(file2_1):
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os.remove(file2_1)
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if os.path.isfile(file2_5):
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os.remove(file2_5)
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def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
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mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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exchange._API = Bittrex({'key': '', 'secret': ''})
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# Download a 1 min ticker file
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file1 = 'freqtrade/tests/testdata/BTC_XEL-1.json'
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download_backtesting_testdata(pair="BTC-XEL", interval=1)
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assert os.path.isfile(file1) is True
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if os.path.isfile(file1):
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os.remove(file1)
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# Download a 5 min ticker file
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file2 = 'freqtrade/tests/testdata/BTC_STORJ-5.json'
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download_backtesting_testdata(pair="BTC-STORJ", interval=5)
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assert os.path.isfile(file2) is True
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if os.path.isfile(file2):
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os.remove(file2)
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@ -0,0 +1,166 @@
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# pragma pylint: disable=missing-docstring,W0212
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import os
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import logging
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from shutil import copyfile
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from freqtrade import exchange, optimize
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from freqtrade.exchange import Bittrex
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from freqtrade.optimize.__init__ import testdata_path, download_pairs, download_backtesting_testdata
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def _backup_file(file: str, copy_file: bool = False) -> None:
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"""
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Backup existing file to avoid deleting the user file
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:param file: complete path to the file
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:param touch_file: create an empty file in replacement
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:return: None
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"""
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file_swp = file + '.swp'
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if os.path.isfile(file):
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os.rename(file, file_swp)
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if copy_file:
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copyfile(file_swp, file)
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def _clean_test_file(file: str) -> None:
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"""
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Backup existing file to avoid deleting the user file
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:param file: complete path to the file
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:return: None
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"""
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file_swp = file + '.swp'
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# 1. Delete file from the test
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if os.path.isfile(file):
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os.remove(file)
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# 2. Rollback to the initial file
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if os.path.isfile(file_swp):
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os.rename(file_swp, file)
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def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog):
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mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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exchange._API = Bittrex({'key': '', 'secret': ''})
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file = 'freqtrade/tests/testdata/BTC_ETH-5.json'
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_backup_file(file, copy_file=True)
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optimize.load_data(pairs=['BTC_ETH'])
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assert os.path.isfile(file) is True
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assert ('freqtrade.optimize',
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logging.INFO,
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'Download the pair: "BTC_ETH", Interval: 5 min'
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) not in caplog.record_tuples
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_clean_test_file(file)
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def test_load_data_1min_ticker(default_conf, ticker_history, mocker, caplog):
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mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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exchange._API = Bittrex({'key': '', 'secret': ''})
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file = 'freqtrade/tests/testdata/BTC_ETH-1.json'
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_backup_file(file, copy_file=True)
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optimize.load_data(ticker_interval=1, pairs=['BTC_ETH'])
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assert os.path.isfile(file) is True
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assert ('freqtrade.optimize',
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logging.INFO,
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'Download the pair: "BTC_ETH", Interval: 1 min'
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) not in caplog.record_tuples
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_clean_test_file(file)
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def test_load_data_with_new_pair_1min(default_conf, ticker_history, mocker, caplog):
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mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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exchange._API = Bittrex({'key': '', 'secret': ''})
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file = 'freqtrade/tests/testdata/BTC_MEME-1.json'
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_backup_file(file)
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optimize.load_data(ticker_interval=1, pairs=['BTC_MEME'])
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assert os.path.isfile(file) is True
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assert ('freqtrade.optimize',
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logging.INFO,
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'Download the pair: "BTC_MEME", Interval: 1 min'
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) in caplog.record_tuples
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_clean_test_file(file)
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def test_testdata_path():
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assert os.path.join('freqtrade', 'tests', 'testdata') in testdata_path()
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def test_download_pairs(default_conf, ticker_history, mocker):
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mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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exchange._API = Bittrex({'key': '', 'secret': ''})
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file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json'
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file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json'
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file2_1 = 'freqtrade/tests/testdata/BTC_CFI-1.json'
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file2_5 = 'freqtrade/tests/testdata/BTC_CFI-5.json'
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_backup_file(file1_1)
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_backup_file(file1_5)
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_backup_file(file2_1)
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_backup_file(file2_5)
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assert download_pairs(pairs=['BTC-MEME', 'BTC-CFI']) is True
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assert os.path.isfile(file1_1) is True
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assert os.path.isfile(file1_5) is True
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assert os.path.isfile(file2_1) is True
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assert os.path.isfile(file2_5) is True
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# clean files freshly downloaded
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_clean_test_file(file1_1)
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_clean_test_file(file1_5)
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_clean_test_file(file2_1)
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_clean_test_file(file2_5)
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def test_download_pairs_exception(default_conf, ticker_history, mocker, caplog):
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mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
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mocker.patch('freqtrade.optimize.__init__.download_backtesting_testdata',
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side_effect=BaseException('File Error'))
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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exchange._API = Bittrex({'key': '', 'secret': ''})
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file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json'
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file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json'
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_backup_file(file1_1)
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_backup_file(file1_5)
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download_pairs(pairs=['BTC-MEME'])
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# clean files freshly downloaded
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_clean_test_file(file1_1)
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_clean_test_file(file1_5)
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assert ('freqtrade.optimize.__init__',
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logging.INFO,
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'Failed to download the pair: "BTC-MEME", Interval: 1 min'
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) in caplog.record_tuples
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def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
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mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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exchange._API = Bittrex({'key': '', 'secret': ''})
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# Download a 1 min ticker file
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file1 = 'freqtrade/tests/testdata/BTC_XEL-1.json'
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_backup_file(file1)
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download_backtesting_testdata(pair="BTC-XEL", interval=1)
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assert os.path.isfile(file1) is True
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_clean_test_file(file1)
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# Download a 5 min ticker file
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file2 = 'freqtrade/tests/testdata/BTC_STORJ-5.json'
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_backup_file(file2)
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download_backtesting_testdata(pair="BTC-STORJ", interval=5)
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assert os.path.isfile(file2) is True
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_clean_test_file(file2)
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