Merge branch 'develop' into sell_signal

freqtrade/optimize/__init__.py

@@ -87,17 +87,17 @@ def download_backtesting_testdata(pair: str, interval: int = 5) -> bool:
     ))
 
     filepair = pair.replace("-", "_")
-    filename = os.path.join(path, '{}-{}.json'.format(
+    filename = os.path.join(path, '{pair}-{interval}.json'.format(
-        filepair,
+        pair=filepair,
-        interval,
+        interval=interval,
     ))
     filename = filename.replace('USDT_BTC', 'BTC_FAKEBULL')
 
     if os.path.isfile(filename):
         with open(filename, "rt") as fp:
             data = json.load(fp)
-        logger.debug("Current Start:", data[1]['T'])
+        logger.debug("Current Start: {}".format(data[1]['T']))
-        logger.debug("Current End: ", data[-1:][0]['T'])
+        logger.debug("Current End: {}".format(data[-1:][0]['T']))
     else:
         data = []
         logger.debug("Current Start: None")
@@ -107,8 +107,8 @@ def download_backtesting_testdata(pair: str, interval: int = 5) -> bool:
     for row in new_data:
         if row not in data:
             data.append(row)
-    logger.debug("New Start:", data[1]['T'])
+    logger.debug("New Start: {}".format(data[1]['T']))
-    logger.debug("New End: ", data[-1:][0]['T'])
+    logger.debug("New End: {}".format(data[-1:][0]['T']))
     data = sorted(data, key=lambda data: data['T'])
 
     with open(filename, "wt") as fp:

freqtrade/rpc/telegram.py

@@ -1,12 +1,12 @@
 import logging
 import re
 from decimal import Decimal
-from datetime import timedelta, date, datetime
+from datetime import timedelta, datetime
 from typing import Callable, Any
 
 import arrow
 from pandas import DataFrame
-from sqlalchemy import and_, func, text, between
+from sqlalchemy import and_, func, text
 from tabulate import tabulate
 from telegram import ParseMode, Bot, Update, ReplyKeyboardMarkup
 from telegram.error import NetworkError, TelegramError
@@ -220,29 +220,28 @@ def _daily(bot: Bot, update: Update) -> None:
     :param update: message update
     :return: None
     """
-    today = datetime.utcnow().toordinal()
+    today = datetime.utcnow().date()
     profit_days = {}
 
     try:
         timescale = int(update.message.text.replace('/daily', '').strip())
     except (TypeError, ValueError):
-        timescale = 5
+        timescale = 7
 
     if not (isinstance(timescale, int) and timescale > 0):
         send_msg('*Daily [n]:* `must be an integer greater than 0`', bot=bot)
         return
 
     for day in range(0, timescale):
-        # need to query between day+1 and day-1
+        profitday = today - timedelta(days=day)
-        nextdate = date.fromordinal(today - day + 1)
-        prevdate = date.fromordinal(today - day - 1)
         trades = Trade.query \
             .filter(Trade.is_open.is_(False)) \
-            .filter(between(Trade.close_date, prevdate, nextdate)) \
+            .filter(Trade.close_date >= profitday)\
+            .filter(Trade.close_date < (profitday + timedelta(days=1)))\
             .order_by(Trade.close_date)\
             .all()
         curdayprofit = sum(trade.calc_profit() for trade in trades)
-        profit_days[date.fromordinal(today - day)] = format(curdayprofit, '.8f')
+        profit_days[profitday] = format(curdayprofit, '.8f')
 
     stats = [
         [

freqtrade/tests/optimize/test_backtesting.py

@@ -1,11 +1,9 @@
 # pragma pylint: disable=missing-docstring,W0212
 
-import os
 import pandas as pd
 from freqtrade import exchange, optimize
 from freqtrade.exchange import Bittrex
 from freqtrade.optimize.backtesting import backtest, generate_text_table, get_timeframe
-from freqtrade.optimize.__init__ import testdata_path, download_pairs, download_backtesting_testdata
 
 
 def test_generate_text_table():
@@ -40,7 +38,7 @@ def test_backtest(default_conf, mocker):
     assert not results.empty
 
 
-def test_1min_ticker_interval(default_conf, mocker):
+def test_backtest_1min_ticker_interval(default_conf, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     exchange._API = Bittrex({'key': '', 'secret': ''})
 
@@ -48,75 +46,3 @@ def test_1min_ticker_interval(default_conf, mocker):
     data = optimize.load_data(ticker_interval=1, pairs=['BTC_UNITEST'])
     results = backtest(default_conf['stake_amount'], optimize.preprocess(data), 1, True)
     assert not results.empty
-
-
-def test_backtest_with_new_pair(default_conf, ticker_history, mocker):
-    mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
-    mocker.patch.dict('freqtrade.main._CONF', default_conf)
-
-    exchange._API = Bittrex({'key': '', 'secret': ''})
-
-    optimize.load_data(ticker_interval=1, pairs=['BTC_MEME'])
-    file = 'freqtrade/tests/testdata/BTC_MEME-1.json'
-    assert os.path.isfile(file) is True
-
-    # delete file freshly downloaded
-    if os.path.isfile(file):
-        os.remove(file)
-
-
-def test_testdata_path():
-    assert os.path.join('freqtrade', 'tests', 'testdata') in testdata_path()
-
-
-def test_download_pairs(default_conf, ticker_history, mocker):
-    mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
-    mocker.patch.dict('freqtrade.main._CONF', default_conf)
-    exchange._API = Bittrex({'key': '', 'secret': ''})
-
-    file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json'
-    file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json'
-    file2_1 = 'freqtrade/tests/testdata/BTC_CFI-1.json'
-    file2_5 = 'freqtrade/tests/testdata/BTC_CFI-5.json'
-
-    assert download_pairs(pairs=['BTC-MEME', 'BTC-CFI']) is True
-
-    assert os.path.isfile(file1_1) is True
-    assert os.path.isfile(file1_5) is True
-    assert os.path.isfile(file2_1) is True
-    assert os.path.isfile(file2_5) is True
-
-    # delete files freshly downloaded
-    if os.path.isfile(file1_1):
-        os.remove(file1_1)
-
-    if os.path.isfile(file1_5):
-        os.remove(file1_5)
-
-    if os.path.isfile(file2_1):
-        os.remove(file2_1)
-
-    if os.path.isfile(file2_5):
-        os.remove(file2_5)
-
-
-def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
-    mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
-    mocker.patch.dict('freqtrade.main._CONF', default_conf)
-    exchange._API = Bittrex({'key': '', 'secret': ''})
-
-    # Download a 1 min ticker file
-    file1 = 'freqtrade/tests/testdata/BTC_XEL-1.json'
-    download_backtesting_testdata(pair="BTC-XEL", interval=1)
-    assert os.path.isfile(file1) is True
-
-    if os.path.isfile(file1):
-        os.remove(file1)
-
-    # Download a 5 min ticker file
-    file2 = 'freqtrade/tests/testdata/BTC_STORJ-5.json'
-    download_backtesting_testdata(pair="BTC-STORJ", interval=5)
-    assert os.path.isfile(file2) is True
-
-    if os.path.isfile(file2):
-        os.remove(file2)

freqtrade/tests/optimize/test_optimize.py

@@ -0,0 +1,166 @@
+# pragma pylint: disable=missing-docstring,W0212
+
+import os
+import logging
+from shutil import copyfile
+from freqtrade import exchange, optimize
+from freqtrade.exchange import Bittrex
+from freqtrade.optimize.__init__ import testdata_path, download_pairs, download_backtesting_testdata
+
+
+def _backup_file(file: str, copy_file: bool = False) -> None:
+    """
+    Backup existing file to avoid deleting the user file
+    :param file: complete path to the file
+    :param touch_file: create an empty file in replacement
+    :return: None
+    """
+    file_swp = file + '.swp'
+    if os.path.isfile(file):
+        os.rename(file, file_swp)
+
+        if copy_file:
+            copyfile(file_swp, file)
+
+
+def _clean_test_file(file: str) -> None:
+    """
+    Backup existing file to avoid deleting the user file
+    :param file: complete path to the file
+    :return: None
+    """
+    file_swp = file + '.swp'
+    # 1. Delete file from the test
+    if os.path.isfile(file):
+        os.remove(file)
+
+    # 2. Rollback to the initial file
+    if os.path.isfile(file_swp):
+        os.rename(file_swp, file)
+
+
+def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog):
+    mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+
+    exchange._API = Bittrex({'key': '', 'secret': ''})
+
+    file = 'freqtrade/tests/testdata/BTC_ETH-5.json'
+    _backup_file(file, copy_file=True)
+    optimize.load_data(pairs=['BTC_ETH'])
+    assert os.path.isfile(file) is True
+    assert ('freqtrade.optimize',
+            logging.INFO,
+            'Download the pair: "BTC_ETH", Interval: 5 min'
+            ) not in caplog.record_tuples
+    _clean_test_file(file)
+
+
+def test_load_data_1min_ticker(default_conf, ticker_history, mocker, caplog):
+    mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+
+    exchange._API = Bittrex({'key': '', 'secret': ''})
+
+    file = 'freqtrade/tests/testdata/BTC_ETH-1.json'
+    _backup_file(file, copy_file=True)
+    optimize.load_data(ticker_interval=1, pairs=['BTC_ETH'])
+    assert os.path.isfile(file) is True
+    assert ('freqtrade.optimize',
+            logging.INFO,
+            'Download the pair: "BTC_ETH", Interval: 1 min'
+            ) not in caplog.record_tuples
+    _clean_test_file(file)
+
+
+def test_load_data_with_new_pair_1min(default_conf, ticker_history, mocker, caplog):
+    mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+
+    exchange._API = Bittrex({'key': '', 'secret': ''})
+
+    file = 'freqtrade/tests/testdata/BTC_MEME-1.json'
+    _backup_file(file)
+    optimize.load_data(ticker_interval=1, pairs=['BTC_MEME'])
+    assert os.path.isfile(file) is True
+    assert ('freqtrade.optimize',
+            logging.INFO,
+            'Download the pair: "BTC_MEME", Interval: 1 min'
+            ) in caplog.record_tuples
+    _clean_test_file(file)
+
+
+def test_testdata_path():
+    assert os.path.join('freqtrade', 'tests', 'testdata') in testdata_path()
+
+
+def test_download_pairs(default_conf, ticker_history, mocker):
+    mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+    exchange._API = Bittrex({'key': '', 'secret': ''})
+
+    file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json'
+    file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json'
+    file2_1 = 'freqtrade/tests/testdata/BTC_CFI-1.json'
+    file2_5 = 'freqtrade/tests/testdata/BTC_CFI-5.json'
+
+    _backup_file(file1_1)
+    _backup_file(file1_5)
+    _backup_file(file2_1)
+    _backup_file(file2_5)
+
+    assert download_pairs(pairs=['BTC-MEME', 'BTC-CFI']) is True
+
+    assert os.path.isfile(file1_1) is True
+    assert os.path.isfile(file1_5) is True
+    assert os.path.isfile(file2_1) is True
+    assert os.path.isfile(file2_5) is True
+
+    # clean files freshly downloaded
+    _clean_test_file(file1_1)
+    _clean_test_file(file1_5)
+    _clean_test_file(file2_1)
+    _clean_test_file(file2_5)
+
+
+def test_download_pairs_exception(default_conf, ticker_history, mocker, caplog):
+    mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
+    mocker.patch('freqtrade.optimize.__init__.download_backtesting_testdata',
+                 side_effect=BaseException('File Error'))
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+    exchange._API = Bittrex({'key': '', 'secret': ''})
+
+    file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json'
+    file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json'
+    _backup_file(file1_1)
+    _backup_file(file1_5)
+
+    download_pairs(pairs=['BTC-MEME'])
+    # clean files freshly downloaded
+    _clean_test_file(file1_1)
+    _clean_test_file(file1_5)
+    assert ('freqtrade.optimize.__init__',
+            logging.INFO,
+            'Failed to download the pair: "BTC-MEME", Interval: 1 min'
+            ) in caplog.record_tuples
+
+
+def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
+    mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+    exchange._API = Bittrex({'key': '', 'secret': ''})
+
+    # Download a 1 min ticker file
+    file1 = 'freqtrade/tests/testdata/BTC_XEL-1.json'
+    _backup_file(file1)
+    download_backtesting_testdata(pair="BTC-XEL", interval=1)
+    assert os.path.isfile(file1) is True
+    _clean_test_file(file1)
+
+    # Download a 5 min ticker file
+    file2 = 'freqtrade/tests/testdata/BTC_STORJ-5.json'
+    _backup_file(file2)
+
+    download_backtesting_testdata(pair="BTC-STORJ", interval=5)
+    assert os.path.isfile(file2) is True
+    _clean_test_file(file2)