diff --git a/.dockerignore b/.dockerignore index 9f4726bfb..223b3b110 100644 --- a/.dockerignore +++ b/.dockerignore @@ -4,3 +4,12 @@ Dockerfile .dockerignore config.json* *.sqlite +.coveragerc +.eggs +.github +.pylintrc +.travis.yml +CONTRIBUTING.md +MANIFEST.in +README.md +freqtrade.service diff --git a/.github/ISSUE_TEMPLATE.md b/.github/ISSUE_TEMPLATE.md index 2cbbc59cb..2a6d3f18f 100644 --- a/.github/ISSUE_TEMPLATE.md +++ b/.github/ISSUE_TEMPLATE.md @@ -1,6 +1,6 @@ ## Step 1: Have you search for this issue before posting it? -If you have discovered a bug in the bot, please [search our issue tracker](https://github.com/gcarq/freqtrade/issues?q=is%3Aissue). +If you have discovered a bug in the bot, please [search our issue tracker](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue). If it hasn't been reported, please create a new issue. ## Step 2: Describe your environment diff --git a/.github/PULL_REQUEST_TEMPLATE.md b/.github/PULL_REQUEST_TEMPLATE.md index ae79dd8f0..20ef27f0f 100644 --- a/.github/PULL_REQUEST_TEMPLATE.md +++ b/.github/PULL_REQUEST_TEMPLATE.md @@ -1,5 +1,5 @@ Thank you for sending your pull request. But first, have you included -unit tests, and is your code PEP8 conformant? [More details](https://github.com/gcarq/freqtrade/blob/develop/CONTRIBUTING.md) +unit tests, and is your code PEP8 conformant? [More details](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md) ## Summary Explain in one sentence the goal of this PR diff --git a/.gitignore b/.gitignore index c1bb0be68..b52a31d8e 100644 --- a/.gitignore +++ b/.gitignore @@ -1,13 +1,14 @@ # Freqtrade rules freqtrade/tests/testdata/*.json hyperopt_conf.py -config.json +config*.json *.sqlite .hyperopt logfile.txt hyperopt_trials.pickle user_data/ freqtrade-plot.html +freqtrade-profit-plot.html # Byte-compiled / optimized / DLL files __pycache__/ @@ -90,3 +91,4 @@ target/ .vscode .pytest_cache/ +.mypy_cache/ diff --git a/.pyup.yml b/.pyup.yml new file mode 100644 index 000000000..a0833af39 --- /dev/null +++ b/.pyup.yml @@ -0,0 +1,4 @@ +# autogenerated pyup.io config file +# see https://pyup.io/docs/configuration/ for all available options + +schedule: every day diff --git a/.travis.yml b/.travis.yml index 6554f2095..88121945f 100644 --- a/.travis.yml +++ b/.travis.yml @@ -13,21 +13,22 @@ addons: install: - ./install_ta-lib.sh - export LD_LIBRARY_PATH=/usr/local/lib:$LD_LIBRARY_PATH -- pip install --upgrade flake8 coveralls pytest-random-order +- pip install --upgrade flake8 coveralls pytest-random-order mypy - pip install -r requirements.txt - pip install -e . jobs: include: - - script: pytest --cov=freqtrade --cov-config=.coveragerc freqtrade/tests/ + - script: + - pytest --cov=freqtrade --cov-config=.coveragerc freqtrade/tests/ + - coveralls - script: - cp config.json.example config.json - - python freqtrade/main.py backtesting + - python freqtrade/main.py --datadir freqtrade/tests/testdata backtesting - script: - cp config.json.example config.json - - python freqtrade/main.py hyperopt -e 5 + - python freqtrade/main.py --datadir freqtrade/tests/testdata hyperopt -e 5 - script: flake8 freqtrade -after_success: -- coveralls + - script: mypy freqtrade notifications: slack: secure: 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 diff --git a/CONTRIBUTING.md b/CONTRIBUTING.md index 967f57b65..0cbe9167d 100644 --- a/CONTRIBUTING.md +++ b/CONTRIBUTING.md @@ -7,7 +7,7 @@ Feel like our bot is missing a feature? We welcome your pull requests! Few point conformant (max-line-length = 100). If you are unsure, discuss the feature on our [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE) -or in a [issue](https://github.com/gcarq/freqtrade/issues) before a PR. +or in a [issue](https://github.com/freqtrade/freqtrade/issues) before a PR. **Before sending the PR:** @@ -42,4 +42,16 @@ pip3.6 install flake8 coveralls flake8 freqtrade ``` +## 3. Test if all type-hints are correct +**Install packages** (If not already installed) + +``` bash +pip3.6 install mypy +``` + +**Run mypy** + +``` bash +mypy freqtrade +``` diff --git a/README.md b/README.md index 1caa34a85..24e01531c 100644 --- a/README.md +++ b/README.md @@ -1,14 +1,14 @@ # freqtrade -[![Build Status](https://travis-ci.org/gcarq/freqtrade.svg?branch=develop)](https://travis-ci.org/gcarq/freqtrade) -[![Coverage Status](https://coveralls.io/repos/github/gcarq/freqtrade/badge.svg?branch=develop&service=github)](https://coveralls.io/github/gcarq/freqtrade?branch=develop) -[![Maintainability](https://api.codeclimate.com/v1/badges/5737e6d668200b7518ff/maintainability)](https://codeclimate.com/github/gcarq/freqtrade/maintainability) +[![Build Status](https://travis-ci.org/freqtrade/freqtrade.svg?branch=develop)](https://travis-ci.org/freqtrade/freqtrade) +[![Coverage Status](https://coveralls.io/repos/github/freqtrade/freqtrade/badge.svg?branch=develop&service=github)](https://coveralls.io/github/freqtrade/freqtrade?branch=develop) +[![Maintainability](https://api.codeclimate.com/v1/badges/5737e6d668200b7518ff/maintainability)](https://codeclimate.com/github/freqtrade/freqtrade/maintainability) Simple High frequency trading bot for crypto currencies designed to support multi exchanges and be controlled via Telegram. -![freqtrade](https://raw.githubusercontent.com/gcarq/freqtrade/develop/docs/assets/freqtrade-screenshot.png) +![freqtrade](https://raw.githubusercontent.com/freqtrade/freqtrade/develop/docs/assets/freqtrade-screenshot.png) ## Disclaimer This software is for educational purposes only. Do not risk money which @@ -25,12 +25,12 @@ hesitate to read the source code and understand the mechanism of this bot. ## Table of Contents - [Features](#features) - [Quick start](#quick-start) -- [Documentations](https://github.com/gcarq/freqtrade/blob/develop/docs/index.md) - - [Installation](https://github.com/gcarq/freqtrade/blob/develop/docs/installation.md) - - [Configuration](https://github.com/gcarq/freqtrade/blob/develop/docs/configuration.md) - - [Strategy Optimization](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md) - - [Backtesting](https://github.com/gcarq/freqtrade/blob/develop/docs/backtesting.md) - - [Hyperopt](https://github.com/gcarq/freqtrade/blob/develop/docs/hyperopt.md) +- [Documentations](https://github.com/freqtrade/freqtrade/blob/develop/docs/index.md) + - [Installation](https://github.com/freqtrade/freqtrade/blob/develop/docs/installation.md) + - [Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md) + - [Strategy Optimization](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md) + - [Backtesting](https://github.com/freqtrade/freqtrade/blob/develop/docs/backtesting.md) + - [Hyperopt](https://github.com/freqtrade/freqtrade/blob/develop/docs/hyperopt.md) - [Support](#support) - [Help](#help--slack) - [Bugs](#bugs--issues) @@ -56,29 +56,24 @@ Windows, macOS and Linux - [x] **Persistence**: Persistence is achieved through sqlite - [x] **Dry-run**: Run the bot without playing money. - [x] **Backtesting**: Run a simulation of your buy/sell strategy. -- [x] **Strategy Optimization**: Optimize your buy/sell strategy -parameters with Hyperopts. -- [x] **Whitelist crypto-currencies**: Select which crypto-currency you -want to trade. -- [x] **Blacklist crypto-currencies**: Select which crypto-currency you -want to avoid. +- [x] **Strategy Optimization by machine learning**: Use machine learning to optimize your buy/sell +strategy parameters with real exchange data. +- [x] **Whitelist crypto-currencies**: Select which crypto-currency you want to trade. +- [x] **Blacklist crypto-currencies**: Select which crypto-currency you want to avoid. - [x] **Manageable via Telegram**: Manage the bot with Telegram -- [x] **Display profit/loss in fiat**: Display your profit/loss in -33 fiat. -- [x] **Daily summary of profit/loss**: Provide a daily summary - of your profit/loss. -- [x] **Performance status report**: Provide a performance status of -your current trades. +- [x] **Display profit/loss in fiat**: Display your profit/loss in 33 fiat. +- [x] **Daily summary of profit/loss**: Provide a daily summary of your profit/loss. +- [x] **Performance status report**: Provide a performance status of your current trades. -### Exchange supported -- [x] Bittrex -- [ ] Binance -- [ ] Others +### Exchange marketplaces supported +- [X] [Bittrex](https://bittrex.com/) +- [X] [Binance](https://www.binance.com/) +- [ ] [113 others to tests](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_ ## Quick start This quick start section is a very short explanation on how to test the bot in dry-run. We invite you to read the -[bot documentation](https://github.com/gcarq/freqtrade/blob/develop/docs/index.md) +[bot documentation](https://github.com/freqtrade/freqtrade/blob/develop/docs/index.md) to ensure you understand how the bot is working. ### Easy installation @@ -92,7 +87,7 @@ The following steps are made for Linux/MacOS environment **1. Clone the repo** ```bash -git clone git@github.com:gcarq/freqtrade.git +git clone git@github.com:freqtrade/freqtrade.git git checkout develop cd freqtrade ``` @@ -114,26 +109,26 @@ For any questions not covered by the documentation or for further information about the bot, we encourage you to join our slack channel. - [Click here to join Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE). -### [Bugs / Issues](https://github.com/gcarq/freqtrade/issues?q=is%3Aissue) +### [Bugs / Issues](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue) If you discover a bug in the bot, please -[search our issue tracker](https://github.com/gcarq/freqtrade/issues?q=is%3Aissue) +[search our issue tracker](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue) first. If it hasn't been reported, please -[create a new issue](https://github.com/gcarq/freqtrade/issues/new) and +[create a new issue](https://github.com/freqtrade/freqtrade/issues/new) and ensure you follow the template guide so that our team can assist you as quickly as possible. -### [Feature Requests](https://github.com/gcarq/freqtrade/labels/enhancement) +### [Feature Requests](https://github.com/freqtrade/freqtrade/labels/enhancement) Have you a great idea to improve the bot you want to share? Please, -first search if this feature was not [already discussed](https://github.com/gcarq/freqtrade/labels/enhancement). +first search if this feature was not [already discussed](https://github.com/freqtrade/freqtrade/labels/enhancement). If it hasn't been requested, please -[create a new request](https://github.com/gcarq/freqtrade/issues/new) +[create a new request](https://github.com/freqtrade/freqtrade/issues/new) and ensure you follow the template guide so that it does not get lost in the bug reports. -### [Pull Requests](https://github.com/gcarq/freqtrade/pulls) +### [Pull Requests](https://github.com/freqtrade/freqtrade/pulls) Feel like our bot is missing a feature? We welcome your pull requests! Please read our -[Contributing document](https://github.com/gcarq/freqtrade/blob/develop/CONTRIBUTING.md) +[Contributing document](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md) to understand the requirements before sending your pull-requests. **Important:** Always create your PR against the `develop` branch, not @@ -144,8 +139,9 @@ to understand the requirements before sending your pull-requests. ### Bot commands ```bash -usage: main.py [-h] [-v] [--version] [-c PATH] [--dry-run-db] [--datadir PATH] - [--dynamic-whitelist [INT]] +usage: main.py [-h] [-v] [--version] [-c PATH] [-d PATH] [-s NAME] + [--strategy-path PATH] [--dynamic-whitelist [INT]] + [--dry-run-db] {backtesting,hyperopt} ... Simple High Frequency Trading Bot for crypto currencies @@ -161,23 +157,28 @@ optional arguments: --version show program's version number and exit -c PATH, --config PATH specify configuration file (default: config.json) - --dry-run-db Force dry run to use a local DB - "tradesv3.dry_run.sqlite" instead of memory DB. Work - only if dry_run is enabled. - --datadir PATH path to backtest data (default freqdata/tests/testdata + -d PATH, --datadir PATH + path to backtest data (default: + freqtrade/tests/testdata + -s NAME, --strategy NAME + specify strategy class name (default: DefaultStrategy) + --strategy-path PATH specify additional strategy lookup path --dynamic-whitelist [INT] dynamically generate and update whitelist based on 24h BaseVolume (Default 20 currencies) + --dry-run-db Force dry run to use a local DB + "tradesv3.dry_run.sqlite" instead of memory DB. Work + only if dry_run is enabled. ``` More details on: -- [How to run the bot](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#bot-commands) -- [How to use Backtesting](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#backtesting-commands) -- [How to use Hyperopt](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#hyperopt-commands) +- [How to run the bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#bot-commands) +- [How to use Backtesting](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#backtesting-commands) +- [How to use Hyperopt](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#hyperopt-commands) ### Telegram RPC commands Telegram is not mandatory. However, this is a great way to control your bot. More details on our -[documentation](https://github.com/gcarq/freqtrade/blob/develop/docs/index.md) +[documentation](https://github.com/freqtrade/freqtrade/blob/develop/docs/index.md) - `/start`: Starts the trader - `/stop`: Stops the trader diff --git a/config.json.example b/config.json.example index 2c464a925..d3dbeb52e 100644 --- a/config.json.example +++ b/config.json.example @@ -3,6 +3,7 @@ "stake_currency": "BTC", "stake_amount": 0.05, "fiat_display_currency": "USD", + "ticker_interval" : "5m", "dry_run": false, "unfilledtimeout": 600, "bid_strategy": { @@ -13,19 +14,19 @@ "key": "your_exchange_key", "secret": "your_exchange_secret", "pair_whitelist": [ - "BTC_ETH", - "BTC_LTC", - "BTC_ETC", - "BTC_DASH", - "BTC_ZEC", - "BTC_XLM", - "BTC_NXT", - "BTC_POWR", - "BTC_ADA", - "BTC_XMR" + "ETH/BTC", + "LTC/BTC", + "ETC/BTC", + "DASH/BTC", + "ZEC/BTC", + "XLM/BTC", + "NXT/BTC", + "POWR/BTC", + "ADA/BTC", + "XMR/BTC" ], "pair_blacklist": [ - "BTC_DOGE" + "DOGE/BTC" ] }, "experimental": { diff --git a/config_full.json.example b/config_full.json.example index 1d9a48762..c17d22a15 100644 --- a/config_full.json.example +++ b/config_full.json.example @@ -4,7 +4,7 @@ "stake_amount": 0.05, "fiat_display_currency": "USD", "dry_run": false, - "ticker_interval": 5, + "ticker_interval": "5m", "minimal_roi": { "40": 0.0, "30": 0.01, @@ -21,19 +21,19 @@ "key": "your_exchange_key", "secret": "your_exchange_secret", "pair_whitelist": [ - "BTC_ETH", - "BTC_LTC", - "BTC_ETC", - "BTC_DASH", - "BTC_ZEC", - "BTC_XLM", - "BTC_NXT", - "BTC_POWR", - "BTC_ADA", - "BTC_XMR" + "ETH/BTC", + "LTC/BTC", + "ETC/BTC", + "DASH/BTC", + "ZEC/BTC", + "XLM/BTC", + "NXT/BTC", + "POWR/BTC", + "ADA/BTC", + "XMR/BTC" ], "pair_blacklist": [ - "BTC_DOGE" + "DOGE/BTC" ] }, "experimental": { @@ -45,6 +45,7 @@ "token": "your_telegram_token", "chat_id": "your_telegram_chat_id" }, + "db_url": "sqlite:///tradesv3.sqlite", "initial_state": "running", "internals": { "process_throttle_secs": 5 diff --git a/docs/backtesting.md b/docs/backtesting.md index b8da09226..8364d77e4 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -14,7 +14,7 @@ real data. This is what we call Backtesting will use the crypto-currencies (pair) from your config file and load static tickers located in -[/freqtrade/tests/testdata](https://github.com/gcarq/freqtrade/tree/develop/freqtrade/tests/testdata). +[/freqtrade/tests/testdata](https://github.com/freqtrade/freqtrade/tree/develop/freqtrade/tests/testdata). If the 5 min and 1 min ticker for the crypto-currencies to test is not already in the `testdata` folder, backtesting will download them automatically. Testdata files will not be updated until you specify it. @@ -33,10 +33,10 @@ python3 ./freqtrade/main.py backtesting --realistic-simulation **With 1 min tickers** ```bash -python3 ./freqtrade/main.py backtesting --realistic-simulation --ticker-interval 1 +python3 ./freqtrade/main.py backtesting --realistic-simulation --ticker-interval 1m ``` -**Reload your testdata files** +**Update cached pairs with the latest data** ```bash python3 ./freqtrade/main.py backtesting --realistic-simulation --refresh-pairs-cached ``` @@ -53,15 +53,21 @@ python3 ./freqtrade/main.py backtesting --datadir freqtrade/tests/testdata-20180 **With a (custom) strategy file** ```bash -python3 ./freqtrade/main.py -s currentstrategy backtesting +python3 ./freqtrade/main.py -s TestStrategy backtesting ``` -Where `-s currentstrategy` refers to a filename `currentstrategy.py` in `freqtrade/user_data/strategies` +Where `-s TestStrategy` refers to the class name within the strategy file `test_strategy.py` found in the `freqtrade/user_data/strategies` directory **Exporting trades to file** ```bash python3 ./freqtrade/main.py backtesting --export trades ``` +**Exporting trades to file specifying a custom filename** +```bash +python3 ./freqtrade/main.py backtesting --export trades --export-filename=backtest_teststrategy.json +``` + + **Running backtest with smaller testset** Use the `--timerange` argument to change how much of the testset you want to use. The last N ticks/timeframes will be used. @@ -80,30 +86,38 @@ The full timerange specification: - Use last 123 tickframes of data: `--timerange=-123` - Use first 123 tickframes of data: `--timerange=123-` - Use tickframes from line 123 through 456: `--timerange=123-456` +- Use tickframes till 2018/01/31: `--timerange=-20180131` +- Use tickframes since 2018/01/31: `--timerange=20180131-` +- Use tickframes since 2018/01/31 till 2018/03/01 : `--timerange=20180131-20180301` +- Use tickframes between POSIX timestamps 1527595200 1527618600: + `--timerange=1527595200-1527618600` -Incoming feature, not implemented yet: -- `--timerange=-20180131` -- `--timerange=20180101-` -- `--timerange=20180101-20181231` +**Downloading new set of ticker data** +To download new set of backtesting ticker data, you can use a download script. - -**Update testdata directory** -To update your testdata directory, or download into another testdata directory: -```bash -mkdir -p user_data/data/testdata-20180113 -cp freqtrade/tests/testdata/pairs.json user_data/data-20180113 -cd user_data/data-20180113 -``` - -Possibly edit pairs.json file to include/exclude pairs +If you are using Binance for example: +- create a folder `user_data/data/binance` and copy `pairs.json` in that folder. +- update the `pairs.json` to contain the currency pairs you are interested in. ```bash -python3 freqtrade/tests/testdata/download_backtest_data.py -p pairs.json +mkdir -p user_data/data/binance +cp freqtrade/tests/testdata/pairs.json user_data/data/binance ``` -The script will read your pairs.json file, and download ticker data -into the current working directory. +Then run: + +```bash +python scripts/download_backtest_data --exchange binance +``` + +This will download ticker data for all the currency pairs you defined in `pairs.json`. + +- To use a different folder than the exchange specific default, use `--export user_data/data/some_directory`. +- To change the exchange used to download the tickers, use `--exchange`. Default is `bittrex`. +- To use `pairs.json` from some other folder, use `--pairs-file some_other_dir/pairs.json`. +- To download ticker data for only 10 days, use `--days 10`. +- Use `--timeframes` to specify which tickers to download. Default is `--timeframes 1m 5m` which will download 1-minute and 5-minute tickers. For help about backtesting usage, please refer to @@ -117,16 +131,16 @@ A backtesting result will look like that: ====================== BACKTESTING REPORT ================================ pair buy count avg profit % total profit BTC avg duration -------- ----------- -------------- ------------------ -------------- -BTC_ETH 56 -0.67 -0.00075455 62.3 -BTC_LTC 38 -0.48 -0.00036315 57.9 -BTC_ETC 42 -1.15 -0.00096469 67.0 -BTC_DASH 72 -0.62 -0.00089368 39.9 -BTC_ZEC 45 -0.46 -0.00041387 63.2 -BTC_XLM 24 -0.88 -0.00041846 47.7 -BTC_NXT 24 0.68 0.00031833 40.2 -BTC_POWR 35 0.98 0.00064887 45.3 -BTC_ADA 43 -0.39 -0.00032292 55.0 -BTC_XMR 40 -0.40 -0.00032181 47.4 +ETH/BTC 56 -0.67 -0.00075455 62.3 +LTC/BTC 38 -0.48 -0.00036315 57.9 +ETC/BTC 42 -1.15 -0.00096469 67.0 +DASH/BTC 72 -0.62 -0.00089368 39.9 +ZEC/BTC 45 -0.46 -0.00041387 63.2 +XLM/BTC 24 -0.88 -0.00041846 47.7 +NXT/BTC 24 0.68 0.00031833 40.2 +POWR/BTC 35 0.98 0.00064887 45.3 +ADA/BTC 43 -0.39 -0.00032292 55.0 +XMR/BTC 40 -0.40 -0.00032181 47.4 TOTAL 419 -0.41 -0.00348593 52.9 ``` @@ -161,4 +175,4 @@ strategies, your configuration, and the crypto-currency you have set up. ## Next step Great, your strategy is profitable. What if the bot can give your the optimal parameters to use for your strategy? -Your next step is to learn [how to find optimal parameters with Hyperopt](https://github.com/gcarq/freqtrade/blob/develop/docs/hyperopt.md) +Your next step is to learn [how to find optimal parameters with Hyperopt](https://github.com/freqtrade/freqtrade/blob/develop/docs/hyperopt.md) diff --git a/docs/bot-optimization.md b/docs/bot-optimization.md index b9ff3fe40..d7b628fd4 100644 --- a/docs/bot-optimization.md +++ b/docs/bot-optimization.md @@ -1,8 +1,10 @@ # Bot Optimization -This page explains where to customize your strategies, and add new -indicators. + +This page explains where to customize your strategies, and add new +indicators. ## Table of Contents + - [Install a custom strategy file](#install-a-custom-strategy-file) - [Customize your strategy](#change-your-strategy) - [Add more Indicator](#add-more-indicator) @@ -11,10 +13,12 @@ indicators. Since the version `0.16.0` the bot allows using 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`. 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` 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 -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 strategy file will be updated on Github. Put your custom strategy file into the folder `user_data/strategies`. A strategy file contains all the information needed to build a good strategy: + - Buy strategy rules - Sell strategy rules - Minimal ROI recommended @@ -37,26 +43,29 @@ A strategy file contains all the information needed to build a good strategy: The bot also include a sample strategy called `TestStrategy` you can update: `user_data/strategies/test_strategy.py`. You can test it with the parameter: `--strategy TestStrategy` - -```bash + +``` bash python3 ./freqtrade/main.py --strategy AwesomeStrategy ``` ### Specify custom strategy location + If you want to use a strategy from a different folder you can pass `--strategy-path` ```bash python3 ./freqtrade/main.py --strategy AwesomeStrategy --strategy-path /some/folder ``` -**For the following section we will use the [user_data/strategies/test_strategy.py](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py) +**For the following section we will use the [user_data/strategies/test_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py) file as reference.** -### Buy strategy -Edit the method `populate_buy_trend()` into your strategy file to +### Buy strategy + +Edit the method `populate_buy_trend()` into your strategy file to update your buy strategy. -Sample from `user_data/strategies/test_strategy.py`: +Sample from `user_data/strategies/test_strategy.py`: + ```python def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame: """ @@ -76,10 +85,11 @@ def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame: ``` ### 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`: +Edit the method `populate_sell_trend()` into your strategy file to update your sell strategy. + +Sample from `user_data/strategies/test_strategy.py`: + ```python def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame: """ @@ -98,11 +108,13 @@ def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame: ``` ## 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 the method `populate_indicators()` from your strategy file. Sample: + ```python def populate_indicators(dataframe: DataFrame) -> DataFrame: """ @@ -137,16 +149,25 @@ def populate_indicators(dataframe: DataFrame) -> DataFrame: return dataframe ``` -**Want more indicators example?** -Look into the [user_data/strategies/test_strategy.py](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py). +### 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). Then uncomment indicators you need. - ### Where is the default strategy? -The default buy strategy is located in the file -[freqtrade/default_strategy.py](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/strategy/default_strategy.py). +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). + +### 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 -Now you have a perfect strategy you probably want to backtesting it. -Your next step is to learn [How to use the Backtesting](https://github.com/gcarq/freqtrade/blob/develop/docs/backtesting.md). + +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). diff --git a/docs/bot-usage.md b/docs/bot-usage.md index 0ed073933..8079d9816 100644 --- a/docs/bot-usage.md +++ b/docs/bot-usage.md @@ -9,9 +9,10 @@ it. ## Bot commands ``` -usage: main.py [-h] [-c PATH] [-v] [--version] [--dynamic-whitelist [INT]] - [--dry-run-db] - {backtesting,hyperopt} ... +usage: freqtrade [-h] [-v] [--version] [-c PATH] [-d PATH] [-s NAME] + [--strategy-path PATH] [--dynamic-whitelist [INT]] + [--db-url PATH] + {backtesting,hyperopt} ... Simple High Frequency Trading Bot for crypto currencies @@ -26,17 +27,17 @@ optional arguments: --version show program's version number and exit -c PATH, --config PATH specify configuration file (default: config.json) + -d PATH, --datadir PATH + path to backtest data -s NAME, --strategy NAME specify strategy class name (default: DefaultStrategy) --strategy-path PATH specify additional strategy lookup path - --dry-run-db Force dry run to use a local DB - "tradesv3.dry_run.sqlite" instead of memory DB. Work - only if dry_run is enabled. - --datadir PATH - path to backtest data (default freqdata/tests/testdata --dynamic-whitelist [INT] dynamically generate and update whitelist based on 24h - BaseVolume (Default 20 currencies) + BaseVolume (default: 20) + --db-url PATH Override trades database URL, this is useful if + dry_run is enabled or in custom deployments (default: + sqlite:///tradesv3.sqlite) ``` ### How to use a different config file? @@ -66,7 +67,7 @@ python3 ./freqtrade/main.py --strategy AwesomeStrategy If the bot does not find your strategy file, it will display in an error message the reason (File not found, or errors in your code). -Learn more about strategy file in [optimize your bot](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md). +Learn more about strategy file in [optimize your bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md). ### How to use --strategy-path? This parameter allows you to add an additional strategy lookup path, which gets @@ -100,14 +101,14 @@ python3 ./freqtrade/main.py --dynamic-whitelist 30 negative value (e.g -2), `--dynamic-whitelist` will use the default value (20). -### How to use --dry-run-db? +### How to use --db-url? When you run the bot in Dry-run mode, per default no transactions are stored in a database. If you want to store your bot actions in a DB -using `--dry-run-db`. This command will use a separate database file -`tradesv3.dry_run.sqlite` +using `--db-url`. This can also be used to specify a custom database +in production mode. Example command: ```bash -python3 ./freqtrade/main.py -c config.json --dry-run-db +python3 ./freqtrade/main.py -c config.json --db-url sqlite:///tradesv3.dry_run.sqlite ``` @@ -116,21 +117,32 @@ python3 ./freqtrade/main.py -c config.json --dry-run-db Backtesting also uses the config specified via `-c/--config`. ``` -usage: freqtrade backtesting [-h] [-l] [-i INT] [--realistic-simulation] - [-r] +usage: main.py backtesting [-h] [-i TICKER_INTERVAL] [--realistic-simulation] + [--timerange TIMERANGE] [-l] [-r] [--export EXPORT] + [--export-filename EXPORTFILENAME] + optional arguments: -h, --help show this help message and exit - -l, --live using live data - -i INT, --ticker-interval INT - specify ticker interval in minutes (default: 5) + -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL + specify ticker interval (1m, 5m, 30m, 1h, 1d) --realistic-simulation uses max_open_trades from config to simulate real world limitations + --timerange TIMERANGE + specify what timerange of data to use. + -l, --live using live data -r, --refresh-pairs-cached - refresh the pairs files in tests/testdata with - the latest data from Bittrex. Use it if you want - to run your backtesting with up-to-date data. + refresh the pairs files in tests/testdata with the + latest data from the exchange. Use it if you want to + run your backtesting with up-to-date data. + --export EXPORT export backtest results, argument are: trades Example + --export=trades + --export-filename EXPORTFILENAME + Save backtest results to this filename requires + --export to be set as well Example --export- + filename=backtest_today.json (default: backtest- + result.json ``` ### How to use --refresh-pairs-cached parameter? @@ -153,21 +165,32 @@ Hyperopt uses an internal json config return by `hyperopt_optimize_conf()` located in `freqtrade/optimize/hyperopt_conf.py`. ``` -usage: freqtrade hyperopt [-h] [-e INT] [--use-mongodb] +usage: main.py hyperopt [-h] [-i TICKER_INTERVAL] [--realistic-simulation] + [--timerange TIMERANGE] [-e INT] [--use-mongodb] + [-s {all,buy,roi,stoploss} [{all,buy,roi,stoploss} ...]] optional arguments: -h, --help show this help message and exit + -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL + specify ticker interval (1m, 5m, 30m, 1h, 1d) + --realistic-simulation + uses max_open_trades from config to simulate real + world limitations + --timerange TIMERANGE + specify what timerange of data to use. -e INT, --epochs INT specify number of epochs (default: 100) --use-mongodb parallelize evaluations with mongodb (requires mongod in PATH) - + -s {all,buy,roi,stoploss} [{all,buy,roi,stoploss} ...], --spaces {all,buy,roi,stoploss} [{all,buy,roi,stoploss} ...] + Specify which parameters to hyperopt. Space separate + list. Default: all ``` ## A parameter missing in the configuration? All parameters for `main.py`, `backtesting`, `hyperopt` are referenced -in [misc.py](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/misc.py#L84) +in [misc.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/misc.py#L84) ## Next step The optimal strategy of the bot will change with time depending of the market trends. The next step is to -[optimize your bot](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md). +[optimize your bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md). diff --git a/docs/configuration.md b/docs/configuration.md index 311205dad..d5d53860b 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -17,14 +17,14 @@ The table below will list all configuration parameters. | `max_open_trades` | 3 | Yes | Number of trades open your bot will have. | `stake_currency` | BTC | Yes | Crypto-currency used for trading. | `stake_amount` | 0.05 | Yes | Amount of crypto-currency your bot will use for each trade. Per default, the bot will use (0.05 BTC x 3) = 0.15 BTC in total will be always engaged. -| `ticker_interval` | [1, 5, 30, 60, 1440] | No | The ticker interval to use (1min, 5 min, 30 min, 1 hour or 1 day). Defaut is 5 minutes +| `ticker_interval` | [1m, 5m, 30m, 1h, 1d] | No | The ticker interval to use (1min, 5 min, 30 min, 1 hour or 1 day). Default is 5 minutes | `fiat_display_currency` | USD | Yes | Fiat currency used to show your profits. More information below. | `dry_run` | true | Yes | Define if the bot must be in Dry-run or production mode. | `minimal_roi` | See below | No | Set the threshold in percent the bot will use to sell a trade. More information below. If set, this parameter will override `minimal_roi` from your strategy file. | `stoploss` | -0.10 | No | Value of the stoploss in percent used by the bot. More information below. If set, this parameter will override `stoploss` from your strategy file. | `unfilledtimeout` | 0 | No | How long (in minutes) the bot will wait for an unfilled order to complete, after which the order will be cancelled. | `bid_strategy.ask_last_balance` | 0.0 | Yes | Set the bidding price. More information below. -| `exchange.name` | bittrex | Yes | Name of the exchange class to use. +| `exchange.name` | bittrex | Yes | Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename). | `exchange.key` | key | No | API key to use for the exchange. Only required when you are in production mode. | `exchange.secret` | secret | No | API secret to use for the exchange. Only required when you are in production mode. | `exchange.pair_whitelist` | [] | No | List of currency to use by the bot. Can be overrided with `--dynamic-whitelist` param. @@ -34,13 +34,14 @@ The table below will list all configuration parameters. | `telegram.enabled` | true | Yes | Enable or not the usage of Telegram. | `telegram.token` | token | No | Your Telegram bot token. Only required if `telegram.enabled` is `true`. | `telegram.chat_id` | chat_id | No | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. +| `db_url` | `sqlite:///tradesv3.sqlite` | No | Declares database URL to use. NOTE: This defaults to `sqlite://` if `dry_run` is `True`. | `initial_state` | running | No | Defines the initial application state. More information below. | `strategy` | DefaultStrategy | No | Defines Strategy class to use. | `strategy_path` | null | No | Adds an additional strategy lookup path (must be a folder). | `internals.process_throttle_secs` | 5 | Yes | Set the process throttle. Value in second. The definition of each config parameters is in -[misc.py](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/misc.py#L205). +[misc.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/misc.py#L205). ### Understand minimal_roi `minimal_roi` is a JSON object where the key is a duration @@ -73,15 +74,35 @@ value. This parameter is optional. If you use it, it will take over the Possible values are `running` or `stopped`. (default=`running`) If the value is `stopped` the bot has to be started with `/start` first. +### Understand process_throttle_secs +`process_throttle_secs` is an optional field that defines in seconds how long the bot should wait +before asking the strategy if we should buy or a sell an asset. After each wait period, the strategy is asked again for +every opened trade wether or not we should sell, and for all the remaining pairs (either the dynamic list of pairs or +the static list of pairs) if we should buy. + ### Understand ask_last_balance `ask_last_balance` sets the bidding price. Value `0.0` will use `ask` price, `1.0` will use the `last` price and values between those interpolate between ask and last price. Using `ask` price will guarantee quick success in bid, but bot will also end up paying more then would probably have been necessary. +### What values for exchange.name? +Freqtrade is based on [CCXT library](https://github.com/ccxt/ccxt) that supports 115 cryptocurrency +exchange markets and trading APIs. The complete up-to-date list can be found in the +[CCXT repo homepage](https://github.com/ccxt/ccxt/tree/master/python). However, the bot was tested +with only Bittrex and Binance. + +The bot was tested with the following exchanges: +- [Bittrex](https://bittrex.com/): "bittrex" +- [Binance](https://www.binance.com/): "binance" + +Feel free to test other exchanges and submit your PR to improve the bot. + ### What values for fiat_display_currency? -`fiat_display_currency` set the fiat to use for the conversion form coin to fiat in Telegram. -The valid value are: "AUD", "BRL", "CAD", "CHF", "CLP", "CNY", "CZK", "DKK", "EUR", "GBP", "HKD", "HUF", "IDR", "ILS", "INR", "JPY", "KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN", "RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD". +`fiat_display_currency` set the base currency to use for the conversion from coin to fiat in Telegram. +The valid values are: "AUD", "BRL", "CAD", "CHF", "CLP", "CNY", "CZK", "DKK", "EUR", "GBP", "HKD", "HUF", "IDR", "ILS", "INR", "JPY", "KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN", "RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD". +In addition to central bank currencies, a range of cryto currencies are supported. +The valid values are: "BTC", "ETH", "XRP", "LTC", "BCH", "USDT". ## Switch to dry-run mode We recommend starting the bot in dry-run mode to see how your bot will @@ -91,12 +112,13 @@ creating trades. ### To switch your bot in Dry-run mode: 1. Edit your `config.json` file -2. Switch dry-run to true +2. Switch dry-run to true and specify db_url for a persistent db ```json "dry_run": true, +"db_url": "sqlite///tradesv3.dryrun.sqlite", ``` -3. Remove your Bittrex API key (change them by fake api credentials) +3. Remove your Exchange API key (change them by fake api credentials) ```json "exchange": { "name": "bittrex", @@ -117,24 +139,23 @@ you run it in production mode. ### To switch your bot in production mode: 1. Edit your `config.json` file -2. Switch dry-run to false +2. Switch dry-run to false and don't forget to adapt your database URL if set ```json "dry_run": false, ``` -3. Insert your Bittrex API key (change them by fake api keys) +3. Insert your Exchange API key (change them by fake api keys) ```json "exchange": { "name": "bittrex", "key": "af8ddd35195e9dc500b9a6f799f6f5c93d89193b", "secret": "08a9dc6db3d7b53e1acebd9275677f4b0a04f1a5", ... -} +} ``` If you have not your Bittrex API key yet, -[see our tutorial](https://github.com/gcarq/freqtrade/blob/develop/docs/pre-requisite.md). - +[see our tutorial](https://github.com/freqtrade/freqtrade/blob/develop/docs/pre-requisite.md). ## Next step Now you have configured your config.json, the next step is to -[start your bot](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md). +[start your bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md). diff --git a/docs/faq.md b/docs/faq.md index b3f15613a..31a302067 100644 --- a/docs/faq.md +++ b/docs/faq.md @@ -27,7 +27,7 @@ like pauses. You can stop your bot, adjust settings and start it again. #### I want to improve the bot with a new strategy That's great. We have a nice backtesting and hyperoptimizing setup. See -the tutorial [here|Testing-new-strategies-with-Hyperopt](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#hyperopt-commands). +the tutorial [here|Testing-new-strategies-with-Hyperopt](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#hyperopt-commands). #### Is there a setting to only SELL the coins being held and not perform anymore BUYS? diff --git a/docs/hyperopt.md b/docs/hyperopt.md index 0bfa9ae2d..a079e34df 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -14,13 +14,13 @@ parameters with Hyperopt. ## Prepare Hyperopt Before we start digging in Hyperopt, we recommend you to take a look at -your strategy file located into [user_data/strategies/](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py) +your strategy file located into [user_data/strategies/](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py) ### 1. Configure your Guards and Triggers There are two places you need to change in your strategy file to add a new buy strategy for testing: -- Inside [populate_buy_trend()](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py#L278-L294). -- Inside [hyperopt_space()](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py#L244-L297) known as `SPACE`. +- Inside [populate_buy_trend()](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py#L278-L294). +- Inside [hyperopt_space()](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py#L244-L297) known as `SPACE`. There you have two different type of indicators: 1. `guards` and 2. `triggers`. @@ -110,13 +110,13 @@ cannot use your config file. It is also made on purpose to allow you testing your strategy with different configurations. The Hyperopt configuration is located in -[user_data/hyperopt_conf.py](https://github.com/gcarq/freqtrade/blob/develop/user_data/hyperopt_conf.py). +[user_data/hyperopt_conf.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopt_conf.py). ## Advanced notions ### Understand the Guards and Triggers When you need to add the new guards and triggers to be hyperopt -parameters, you do this by adding them into the [hyperopt_space()](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py#L244-L297). +parameters, you do this by adding them into the [hyperopt_space()](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py#L244-L297). If it's a trigger, you add one line to the 'trigger' choice group and that's it. @@ -312,4 +312,4 @@ def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame: ## Next step Now you have a perfect bot and want to control it from Telegram. Your -next step is to learn the [Telegram usage](https://github.com/gcarq/freqtrade/blob/develop/docs/telegram-usage.md). +next step is to learn the [Telegram usage](https://github.com/freqtrade/freqtrade/blob/develop/docs/telegram-usage.md). diff --git a/docs/index.md b/docs/index.md index ed940d132..afde2d5eb 100644 --- a/docs/index.md +++ b/docs/index.md @@ -6,27 +6,27 @@ Pull-request. Do not hesitate to reach us on if you do not find the answer to your questions. ## Table of Contents -- [Pre-requisite](https://github.com/gcarq/freqtrade/blob/develop/docs/pre-requisite.md) - - [Setup your Bittrex account](https://github.com/gcarq/freqtrade/blob/develop/docs/pre-requisite.md#setup-your-bittrex-account) - - [Setup your Telegram bot](https://github.com/gcarq/freqtrade/blob/develop/docs/pre-requisite.md#setup-your-telegram-bot) -- [Bot Installation](https://github.com/gcarq/freqtrade/blob/develop/docs/installation.md) - - [Install with Docker (all platforms)](https://github.com/gcarq/freqtrade/blob/develop/docs/installation.md#docker) - - [Install on Linux Ubuntu](https://github.com/gcarq/freqtrade/blob/develop/docs/installation.md#21-linux---ubuntu-1604) - - [Install on MacOS](https://github.com/gcarq/freqtrade/blob/develop/docs/installation.md#23-macos-installation) - - [Install on Windows](https://github.com/gcarq/freqtrade/blob/develop/docs/installation.md#windows) -- [Bot Configuration](https://github.com/gcarq/freqtrade/blob/develop/docs/configuration.md) -- [Bot usage (Start your bot)](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md) - - [Bot commands](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#bot-commands) - - [Backtesting commands](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#backtesting-commands) - - [Hyperopt commands](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#hyperopt-commands) -- [Bot Optimization](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md) - - [Change your strategy](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md#change-your-strategy) - - [Add more Indicator](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md#add-more-indicator) - - [Test your strategy with Backtesting](https://github.com/gcarq/freqtrade/blob/develop/docs/backtesting.md) - - [Find optimal parameters with Hyperopt](https://github.com/gcarq/freqtrade/blob/develop/docs/hyperopt.md) -- [Control the bot with telegram](https://github.com/gcarq/freqtrade/blob/develop/docs/telegram-usage.md) -- [Contribute to the project](https://github.com/gcarq/freqtrade/blob/develop/CONTRIBUTING.md) - - [How to contribute](https://github.com/gcarq/freqtrade/blob/develop/CONTRIBUTING.md) - - [Run tests & Check PEP8 compliance](https://github.com/gcarq/freqtrade/blob/develop/CONTRIBUTING.md) -- [FAQ](https://github.com/gcarq/freqtrade/blob/develop/docs/faq.md) - - [SQL cheatsheet](https://github.com/gcarq/freqtrade/blob/develop/docs/sql_cheatsheet.md) \ No newline at end of file +- [Pre-requisite](https://github.com/freqtrade/freqtrade/blob/develop/docs/pre-requisite.md) + - [Setup your Bittrex account](https://github.com/freqtrade/freqtrade/blob/develop/docs/pre-requisite.md#setup-your-bittrex-account) + - [Setup your Telegram bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/pre-requisite.md#setup-your-telegram-bot) +- [Bot Installation](https://github.com/freqtrade/freqtrade/blob/develop/docs/installation.md) + - [Install with Docker (all platforms)](https://github.com/freqtrade/freqtrade/blob/develop/docs/installation.md#docker) + - [Install on Linux Ubuntu](https://github.com/freqtrade/freqtrade/blob/develop/docs/installation.md#21-linux---ubuntu-1604) + - [Install on MacOS](https://github.com/freqtrade/freqtrade/blob/develop/docs/installation.md#23-macos-installation) + - [Install on Windows](https://github.com/freqtrade/freqtrade/blob/develop/docs/installation.md#windows) +- [Bot Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md) +- [Bot usage (Start your bot)](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md) + - [Bot commands](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#bot-commands) + - [Backtesting commands](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#backtesting-commands) + - [Hyperopt commands](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#hyperopt-commands) +- [Bot Optimization](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md) + - [Change your strategy](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md#change-your-strategy) + - [Add more Indicator](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md#add-more-indicator) + - [Test your strategy with Backtesting](https://github.com/freqtrade/freqtrade/blob/develop/docs/backtesting.md) + - [Find optimal parameters with Hyperopt](https://github.com/freqtrade/freqtrade/blob/develop/docs/hyperopt.md) +- [Control the bot with telegram](https://github.com/freqtrade/freqtrade/blob/develop/docs/telegram-usage.md) +- [Contribute to the project](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md) + - [How to contribute](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md) + - [Run tests & Check PEP8 compliance](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md) +- [FAQ](https://github.com/freqtrade/freqtrade/blob/develop/docs/faq.md) + - [SQL cheatsheet](https://github.com/freqtrade/freqtrade/blob/develop/docs/sql_cheatsheet.md) diff --git a/docs/installation.md b/docs/installation.md index a7e61bbe5..9818529f6 100644 --- a/docs/installation.md +++ b/docs/installation.md @@ -2,7 +2,7 @@ This page explains how to prepare your environment for running the bot. -To understand how to set up the bot please read the [Bot Configuration](https://github.com/gcarq/freqtrade/blob/develop/docs/configuration.md) page. +To understand how to set up the bot please read the [Bot Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md) page. ## Table of Contents @@ -15,7 +15,6 @@ To understand how to set up the bot please read the [Bot Configuration](https:// - [MacOS](#macos) - [Setup Config and virtual env](#setup-config-and-virtual-env) * [Windows](#windows) - @@ -35,7 +34,9 @@ usage: ``` ### --install + This script will install everything you need to run the bot: + * Mandatory software as: `Python3`, `ta-lib`, `wget` * Setup your virtualenv * 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` ### --update + Update parameter will pull the last version of your current branch and update your virtualenv. ### --reset + Reset parameter will hard reset your branch (only if you are on `master` or `develop`) and recreate your virtualenv. ### --config + Config parameter is a `config.json` configurator. This script will ask you questions to setup your bot and create your `config.json`. ------ @@ -63,13 +67,12 @@ 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. - ### 1. Prepare the Bot #### 1.1. Clone the git repository ```bash -git clone https://github.com/gcarq/freqtrade.git +git clone https://github.com/freqtrade/freqtrade.git ``` #### 1.2. (Optional) Checkout the develop branch @@ -90,21 +93,22 @@ cd freqtrade cp -n config.json.example config.json ``` -> To edit the config please refer to the [Bot Configuration](https://github.com/gcarq/freqtrade/blob/develop/docs/configuration.md) page. +> To edit the config please refer to the [Bot Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md) page. #### 1.5. Create your database file *(optional - the bot will create it if it is missing)* Production + ```bash touch tradesv3.sqlite ```` Dry-Run + ```bash touch tradesv3.dryrun.sqlite ``` - ### 2. Build the Docker image ```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. - ### 3. Verify the Docker image 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 ``` - ### 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): @@ -132,8 +134,15 @@ You can run a one-off container that is immediately deleted upon exiting with th docker run --rm -v /etc/localtime:/etc/localtime:ro -v `pwd`/config.json:/freqtrade/config.json -it freqtrade ``` -In this example, the database will be created inside the docker instance and will be lost when you will refresh your image. +There is known issue in OSX Docker versions after 17.09.1, whereby /etc/localtime cannot be shared causing Docker to not start. A work-around for this is to start with the following cmd. +```bash +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) + +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 @@ -155,10 +164,11 @@ docker run -d \ -v /etc/localtime:/etc/localtime:ro \ -v ~/.freqtrade/config.json:/freqtrade/config.json \ -v ~/.freqtrade/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \ - freqtrade + freqtrade --db-url sqlite:///tradesv3.sqlite ``` -If you are using `dry_run=True` it's not necessary to mount `tradesv3.sqlite`, but you can mount `tradesv3.dryrun.sqlite` if you plan to use the dry run mode with the param `--dry-run-db`. +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` ### 6. Monitor your Docker instance @@ -183,13 +193,13 @@ We've included/collected install instructions for Ubuntu 16.04, MacOS, and Windo ### Requirements 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 * [pip](https://pip.pypa.io/en/stable/installing/) * [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git) * [virtualenv](https://virtualenv.pypa.io/en/stable/installation/) (Recommended) * [TA-Lib](https://mrjbq7.github.io/ta-lib/install.html) - ### Linux - Ubuntu 16.04 #### 1. Install Python 3.6, Git, and wget @@ -230,13 +240,7 @@ sudo apt-get install mongodb-org Clone the git repository: ```bash -git clone https://github.com/gcarq/freqtrade.git -``` - -Optionally checkout the develop branch: - -```bash -git checkout develop +git clone https://github.com/freqtrade/freqtrade.git ``` #### 5. Configure `freqtrade` as a `systemd` service @@ -244,6 +248,7 @@ git checkout develop 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: + ```bash systemctl --user start freqtrade ``` @@ -254,7 +259,6 @@ For this to be persistent (run when user is logged out) you'll need to enable `l sudo loginctl enable-linger "$USER" ``` - ### MacOS #### 1. Install Python 3.6, git, wget and ta-lib @@ -280,7 +284,7 @@ export PATH=/env/mongodb/bin:$PATH Clone the git repository: ```bash -git clone https://github.com/gcarq/freqtrade.git +git clone https://github.com/freqtrade/freqtrade.git ``` Optionally checkout the develop branch: @@ -289,7 +293,6 @@ Optionally checkout the develop branch: git checkout develop ``` - ### Setup Config and virtual env #### 1. Initialize the configuration @@ -299,8 +302,7 @@ cd freqtrade cp config.json.example config.json ``` -> *To edit the config please refer to [Bot Configuration](https://github.com/gcarq/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) @@ -324,27 +326,41 @@ python3.6 ./freqtrade/main.py -c config.json ## Windows -We recommend that Windows users use [Docker](#docker) as this will work -much easier and smoother (also more secure). +We recommend that Windows users use [Docker](#docker) as this will work 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` +#### 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 >cd \path\freqtrade-develop >python -m venv .env >cd .env\Scripts >activate.bat >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 -e . ->cd freqtrade ->python main.py +>python freqtrade\main.py ``` -> Thanks [Owdr](https://github.com/Owdr) for the commands. Source: [Issue #222](https://github.com/gcarq/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 -[Bot Configuration](https://github.com/gcarq/freqtrade/blob/develop/docs/configuration.md)... +[Bot Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md)... diff --git a/docs/plotting.md b/docs/plotting.md index 80ab6866e..242d80005 100644 --- a/docs/plotting.md +++ b/docs/plotting.md @@ -43,6 +43,16 @@ python scripts/plot_dataframe.py -p BTC_ETH --timerange=100-200 ``` Timerange doesn't work with live data. +To plot trades stored in a database use `--db-url` argument: +``` +python scripts/plot_dataframe.py --db-url tradesv3.dry_run.sqlite -p BTC_ETH +``` + +To plot a test strategy the strategy should have first be backtested. +The results may then be plotted with the -s argument: +``` +python scripts/plot_dataframe.py -s Strategy_Name -p BTC/ETH --datadir user_data/data// +``` ## Plot profit diff --git a/docs/sql_cheatsheet.md b/docs/sql_cheatsheet.md index 065f264f1..ba26f1707 100644 --- a/docs/sql_cheatsheet.md +++ b/docs/sql_cheatsheet.md @@ -32,9 +32,12 @@ CREATE TABLE trades ( exchange VARCHAR NOT NULL, pair VARCHAR NOT NULL, is_open BOOLEAN NOT NULL, - fee FLOAT NOT NULL, + fee_open FLOAT NOT NULL, + fee_close FLOAT NOT NULL, open_rate FLOAT, + open_rate_requested FLOAT, close_rate FLOAT, + close_rate_requested FLOAT, close_profit FLOAT, stake_amount FLOAT NOT NULL, amount FLOAT, @@ -71,20 +74,20 @@ WHERE id=31; ```sql INSERT -INTO trades (exchange, pair, is_open, fee, open_rate, stake_amount, amount, open_date) -VALUES ('BITTREX', 'BTC_', 1, 0.0025, , , , '') +INTO trades (exchange, pair, is_open, fee_open, fee_close, open_rate, stake_amount, amount, open_date) +VALUES ('BITTREX', 'BTC_', 1, 0.0025, 0.0025, , , , '') ``` **Example:** ```sql -INSERT INTO trades (exchange, pair, is_open, fee, open_rate, stake_amount, amount, open_date) VALUES ('BITTREX', 'BTC_ETC', 1, 0.0025, 0.00258580, 0.002, 0.7715262081, '2017-11-28 12:44:24.000000') +INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close, open_rate, stake_amount, amount, open_date) VALUES ('BITTREX', 'BTC_ETC', 1, 0.0025, 0.0025, 0.00258580, 0.002, 0.7715262081, '2017-11-28 12:44:24.000000') ``` ## Fix wrong fees in the table If your DB was created before -[PR#200](https://github.com/gcarq/freqtrade/pull/200) was merged +[PR#200](https://github.com/freqtrade/freqtrade/pull/200) was merged (before 12/23/17). ```sql UPDATE trades SET fee=0.0025 WHERE fee=0.005; -``` \ No newline at end of file +``` diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md index cfbebdca0..4f878dbd1 100644 --- a/docs/telegram-usage.md +++ b/docs/telegram-usage.md @@ -4,7 +4,7 @@ This page explains how to command your bot with Telegram. ## Pre-requisite To control your bot with Telegram, you need first to -[set up a Telegram bot](https://github.com/gcarq/freqtrade/blob/develop/docs/pre-requisite.md) +[set up a Telegram bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/pre-requisite.md) and add your Telegram API keys into your config file. ## Telegram commands @@ -42,7 +42,7 @@ Below, example of Telegram message you will receive for each command. For each open trade, the bot will send you the following message. > **Trade ID:** `123` -> **Current Pair:** BTC_CVC +> **Current Pair:** CVC/BTC > **Open Since:** `1 days ago` > **Amount:** `26.64180098` > **Open Rate:** `0.00007489` @@ -57,8 +57,8 @@ Return the status of all open trades in a table format. ``` ID Pair Since Profit ---- -------- ------- -------- - 67 BTC_SC 1 d 13.33% - 123 BTC_CVC 1 h 12.95% + 67 SC/BTC 1 d 13.33% + 123 CVC/BTC 1 h 12.95% ``` ## /count @@ -83,7 +83,7 @@ Return a summary of your profit/loss and performance. > **First Trade opened:** `3 days ago` > **Latest Trade opened:** `2 minutes ago` > **Avg. Duration:** `2:33:45` -> **Best Performing:** `BTC_PAY: 50.23%` +> **Best Performing:** `PAY/BTC: 50.23%` ## /forcesell @@ -92,11 +92,11 @@ Return a summary of your profit/loss and performance. ## /performance Return the performance of each crypto-currency the bot has sold. > Performance: -> 1. `BTC_RCN 57.77%` -> 2. `BTC_PAY 56.91%` -> 3. `BTC_VIB 47.07%` -> 4. `BTC_SALT 30.24%` -> 5. `BTC_STORJ 27.24%` +> 1. `RCN/BTC 57.77%` +> 2. `PAY/BTC 56.91%` +> 3. `VIB/BTC 47.07%` +> 4. `SALT/BTC 30.24%` +> 5. `STORJ/BTC 27.24%` > ... ## /balance @@ -129,12 +129,8 @@ Day Profit BTC Profit USD > **Version:** `0.14.3` ### using proxy with telegram -in [freqtrade/freqtrade/rpc/telegram.py](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/rpc/telegram.py) replace ``` -self._updater = Updater(token=self._config['telegram']['token'], workers=0) -``` - -with -``` -self._updater = Updater(token=self._config['telegram']['token'], request_kwargs={'proxy_url': 'socks5://127.0.0.1:1080/'}, workers=0) +$ export HTTP_PROXY="http://addr:port" +$ export HTTPS_PROXY="http://addr:port" +$ freqtrade ``` diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py index cd4515a3b..7cf0fa996 100644 --- a/freqtrade/__init__.py +++ b/freqtrade/__init__.py @@ -1,5 +1,5 @@ """ FreqTrade bot """ -__version__ = '0.16.0' +__version__ = '0.17.0' class DependencyException(BaseException): @@ -12,5 +12,14 @@ class DependencyException(BaseException): class OperationalException(BaseException): """ Requires manual intervention. - This happens when an exchange returns an unexpected error during runtime. + This happens when an exchange returns an unexpected error during runtime + or given configuration is invalid. + """ + + +class TemporaryError(BaseException): + """ + Temporary network or exchange related error. + This could happen when an exchange is congested, unavailable, or the user + has networking problems. Usually resolves itself after a time. """ diff --git a/freqtrade/__main__.py b/freqtrade/__main__.py new file mode 100644 index 000000000..fe1318a35 --- /dev/null +++ b/freqtrade/__main__.py @@ -0,0 +1,15 @@ +#!/usr/bin/env python3 +""" +__main__.py for Freqtrade +To launch Freqtrade as a module + +> python -m freqtrade (with Python >= 3.6) +""" + +import sys +from freqtrade import main + + +if __name__ == '__main__': + main.set_loggers() + main.main(sys.argv[1:]) diff --git a/freqtrade/analyze.py b/freqtrade/analyze.py index 47edd289e..f18ae291c 100644 --- a/freqtrade/analyze.py +++ b/freqtrade/analyze.py @@ -9,9 +9,10 @@ from typing import Dict, List, Tuple import arrow from pandas import DataFrame, to_datetime +from freqtrade import constants from freqtrade.exchange import get_ticker_history from freqtrade.persistence import Trade -from freqtrade.strategy.resolver import StrategyResolver +from freqtrade.strategy.resolver import StrategyResolver, IStrategy logger = logging.getLogger(__name__) @@ -36,7 +37,7 @@ class Analyze(object): :param config: Bot configuration (use the one from Configuration()) """ self.config = config - self.strategy = StrategyResolver(self.config).strategy + self.strategy: IStrategy = StrategyResolver(self.config).strategy @staticmethod def parse_ticker_dataframe(ticker: list) -> DataFrame: @@ -45,21 +46,23 @@ class Analyze(object): :param ticker: See exchange.get_ticker_history :return: DataFrame """ - columns = {'C': 'close', 'V': 'volume', 'O': 'open', 'H': 'high', 'L': 'low', 'T': 'date'} - frame = DataFrame(ticker).rename(columns=columns) - if 'BV' in frame: - frame.drop('BV', axis=1, inplace=True) + cols = ['date', 'open', 'high', 'low', 'close', 'volume'] + frame = DataFrame(ticker, columns=cols) - frame['date'] = to_datetime(frame['date'], utc=True, infer_datetime_format=True) + frame['date'] = to_datetime(frame['date'], + unit='ms', + utc=True, + infer_datetime_format=True) # group by index and aggregate results to eliminate duplicate ticks frame = frame.groupby(by='date', as_index=False, sort=True).agg({ - 'close': 'last', + 'open': 'first', 'high': 'max', 'low': 'min', - 'open': 'first', + 'close': 'last', 'volume': 'max', }) + frame.drop(frame.tail(1).index, inplace=True) # eliminate partial candle return frame def populate_indicators(self, dataframe: DataFrame) -> DataFrame: @@ -88,7 +91,7 @@ class Analyze(object): """ return self.strategy.populate_sell_trend(dataframe=dataframe) - def get_ticker_interval(self) -> int: + def get_ticker_interval(self) -> str: """ Return ticker interval to use :return: Ticker interval value to use @@ -107,10 +110,10 @@ class Analyze(object): dataframe = self.populate_sell_trend(dataframe) return dataframe - def get_signal(self, pair: str, interval: int) -> Tuple[bool, bool]: + def get_signal(self, pair: str, interval: str) -> Tuple[bool, bool]: """ Calculates current signal based several technical analysis indicators - :param pair: pair in format BTC_ANT or BTC-ANT + :param pair: pair in format ANT/BTC :param interval: Interval to use (in min) :return: (Buy, Sell) A bool-tuple indicating buy/sell signal """ @@ -144,7 +147,8 @@ class Analyze(object): # Check if dataframe is out of date signal_date = arrow.get(latest['date']) - if signal_date < arrow.utcnow() - timedelta(minutes=(interval + 5)): + interval_minutes = constants.TICKER_INTERVAL_MINUTES[interval] + if signal_date < arrow.utcnow() - timedelta(minutes=(interval_minutes + 5)): logger.warning( 'Outdated history for pair %s. Last tick is %s minutes old', pair, diff --git a/freqtrade/arguments.py b/freqtrade/arguments.py index 791ef85f2..331bb73a0 100644 --- a/freqtrade/arguments.py +++ b/freqtrade/arguments.py @@ -2,23 +2,36 @@ This module contains the argument manager class """ +import os import argparse import logging -import os import re -from typing import List, Tuple, Optional +import arrow +from typing import List, Optional, NamedTuple from freqtrade import __version__, constants +class TimeRange(NamedTuple): + """ + NamedTuple Defining timerange inputs. + [start/stop]type defines if [start/stop]ts shall be used. + if *type is none, don't use corresponding startvalue. + """ + starttype: Optional[str] = None + stoptype: Optional[str] = None + startts: int = 0 + stopts: int = 0 + + class Arguments(object): """ Arguments Class. Manage the arguments received by the cli """ - def __init__(self, args: List[str], description: str): + def __init__(self, args: List[str], description: str) -> None: self.args = args - self.parsed_arg = None + self.parsed_arg: Optional[argparse.Namespace] = None self.parser = argparse.ArgumentParser(description=description) def _load_args(self) -> None: @@ -59,7 +72,7 @@ class Arguments(object): self.parser.add_argument( '--version', action='version', - version='%(prog)s {}'.format(__version__), + version=f'%(prog)s {__version__}' ) self.parser.add_argument( '-c', '--config', @@ -71,9 +84,9 @@ class Arguments(object): ) self.parser.add_argument( '-d', '--datadir', - help='path to backtest data (default: %(default)s', + help='path to backtest data', dest='datadir', - default=os.path.join('freqtrade', 'tests', 'testdata'), + default=None, type=str, metavar='PATH', ) @@ -94,8 +107,8 @@ class Arguments(object): ) self.parser.add_argument( '--dynamic-whitelist', - help='dynamically generate and update whitelist \ - based on 24h BaseVolume (Default 20 currencies)', # noqa + help='dynamically generate and update whitelist' + ' based on 24h BaseVolume (default: %(const)s)', dest='dynamic_whitelist', const=constants.DYNAMIC_WHITELIST, type=int, @@ -103,11 +116,13 @@ class Arguments(object): nargs='?', ) self.parser.add_argument( - '--dry-run-db', - help='Force dry run to use a local DB "tradesv3.dry_run.sqlite" \ - instead of memory DB. Work only if dry_run is enabled.', - action='store_true', - dest='dry_run_db', + '--db-url', + help='Override trades database URL, this is useful if dry_run is enabled' + ' or in custom deployments (default: %(default)s)', + dest='db_url', + default=constants.DEFAULT_DB_PROD_URL, + type=str, + metavar='PATH', ) @staticmethod @@ -123,8 +138,8 @@ class Arguments(object): ) parser.add_argument( '-r', '--refresh-pairs-cached', - help='refresh the pairs files in tests/testdata with the latest data from Bittrex. \ - Use it if you want to run your backtesting with up-to-date data.', + help='refresh the pairs files in tests/testdata with the latest data from the ' + 'exchange. Use it if you want to run your backtesting with up-to-date data.', action='store_true', dest='refresh_pairs', ) @@ -136,15 +151,30 @@ class Arguments(object): default=None, dest='export', ) + parser.add_argument( + '--export-filename', + help='Save backtest results to this filename \ + requires --export to be set as well\ + Example --export-filename=user_data/backtest_data/backtest_today.json\ + (default: %(default)s)', + type=str, + default=os.path.join('user_data', 'backtest_data', 'backtest-result.json'), + dest='exportfilename', + metavar='PATH', + ) @staticmethod def optimizer_shared_options(parser: argparse.ArgumentParser) -> None: + """ + Parses given common arguments for Backtesting and Hyperopt scripts. + :param parser: + :return: + """ parser.add_argument( '-i', '--ticker-interval', - help='specify ticker interval in minutes (1, 5, 30, 60, 1440)', + help='specify ticker interval (1m, 5m, 30m, 1h, 1d)', dest='ticker_interval', - type=int, - metavar='INT', + type=str, ) parser.add_argument( '--realistic-simulation', @@ -211,17 +241,20 @@ class Arguments(object): self.hyperopt_options(hyperopt_cmd) @staticmethod - def parse_timerange(text: str) -> Optional[Tuple[List, int, int]]: + def parse_timerange(text: Optional[str]) -> TimeRange: """ Parse the value of the argument --timerange to determine what is the range desired :param text: value from --timerange :return: Start and End range period """ if text is None: - return None + return TimeRange(None, None, 0, 0) syntax = [(r'^-(\d{8})$', (None, 'date')), (r'^(\d{8})-$', ('date', None)), (r'^(\d{8})-(\d{8})$', ('date', 'date')), + (r'^-(\d{10})$', (None, 'date')), + (r'^(\d{10})-$', ('date', None)), + (r'^(\d{10})-(\d{10})$', ('date', 'date')), (r'^(-\d+)$', (None, 'line')), (r'^(\d+)-$', ('line', None)), (r'^(\d+)-(\d+)$', ('index', 'index'))] @@ -231,23 +264,29 @@ class Arguments(object): if match: # Regex has matched rvals = match.groups() index = 0 - start = None - stop = None + start: int = 0 + stop: int = 0 if stype[0]: - start = rvals[index] - if stype[0] != 'date': - start = int(start) + starts = rvals[index] + if stype[0] == 'date': + start = int(starts) if len(starts) == 10 \ + else arrow.get(starts, 'YYYYMMDD').timestamp + else: + start = int(starts) index += 1 if stype[1]: - stop = rvals[index] - if stype[1] != 'date': - stop = int(stop) - return stype, start, stop + stops = rvals[index] + if stype[1] == 'date': + stop = int(stops) if len(stops) == 10 \ + else arrow.get(stops, 'YYYYMMDD').timestamp + else: + stop = int(stops) + return TimeRange(stype[0], stype[1], start, stop) raise Exception('Incorrect syntax for timerange "%s"' % text) def scripts_options(self) -> None: """ - Parses given arguments for plot scripts. + Parses given arguments for scripts. """ self.parser.add_argument( '-p', '--pair', @@ -255,3 +294,51 @@ class Arguments(object): dest='pair', default=None ) + + def testdata_dl_options(self) -> None: + """ + Parses given arguments for testdata download + """ + self.parser.add_argument( + '--pairs-file', + help='File containing a list of pairs to download', + dest='pairs_file', + default=None, + metavar='PATH', + ) + + self.parser.add_argument( + '--export', + help='Export files to given dir', + dest='export', + default=None, + metavar='PATH', + ) + + self.parser.add_argument( + '--days', + help='Download data for number of days', + dest='days', + type=int, + metavar='INT', + default=None + ) + + self.parser.add_argument( + '--exchange', + help='Exchange name (default: %(default)s)', + dest='exchange', + type=str, + default='bittrex' + ) + + self.parser.add_argument( + '-t', '--timeframes', + help='Specify which tickers to download. Space separated list. \ + Default: %(default)s', + choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h', + '6h', '8h', '12h', '1d', '3d', '1w'], + default=['1m', '5m'], + nargs='+', + dest='timeframes', + ) diff --git a/freqtrade/configuration.py b/freqtrade/configuration.py index fd9f31ad2..1f14df560 100644 --- a/freqtrade/configuration.py +++ b/freqtrade/configuration.py @@ -1,16 +1,16 @@ """ This module contains the configuration class """ - +import os import json import logging from argparse import Namespace -from typing import Dict, Any - +from typing import Optional, Dict, Any from jsonschema import Draft4Validator, validate from jsonschema.exceptions import ValidationError, best_match +import ccxt -from freqtrade import constants +from freqtrade import OperationalException, constants logger = logging.getLogger(__name__) @@ -23,7 +23,7 @@ class Configuration(object): """ def __init__(self, args: Namespace) -> None: self.args = args - self.config = None + self.config: Optional[Dict[str, Any]] = None def load_config(self) -> Dict[str, Any]: """ @@ -61,11 +61,9 @@ class Configuration(object): with open(path) as file: conf = json.load(file) except FileNotFoundError: - logger.critical( - 'Config file "%s" not found. Please create your config file', - path - ) - exit(0) + raise OperationalException( + 'Config file "{}" not found!' + ' Please create a config file or check whether it exists.'.format(path)) if 'internals' not in conf: conf['internals'] = {} @@ -97,19 +95,35 @@ class Configuration(object): '(not applicable with Backtesting and Hyperopt)' ) - # Add dry_run_db if found and the bot in dry run - if self.args.dry_run_db and config.get('dry_run', False): - config.update({'dry_run_db': True}) - logger.info('Parameter --dry-run-db detected ...') + if self.args.db_url != constants.DEFAULT_DB_PROD_URL: + config.update({'db_url': self.args.db_url}) + logger.info('Parameter --db-url detected ...') - if config.get('dry_run_db', False): - if config.get('dry_run', False): - logger.info('Dry_run will use the DB file: "tradesv3.dry_run.sqlite"') - else: - logger.info('Dry run is disabled. (--dry_run_db ignored)') + if config.get('dry_run', False): + logger.info('Dry run is enabled') + if config.get('db_url') in [None, constants.DEFAULT_DB_PROD_URL]: + # Default to in-memory db for dry_run if not specified + config['db_url'] = constants.DEFAULT_DB_DRYRUN_URL + else: + if not config.get('db_url', None): + config['db_url'] = constants.DEFAULT_DB_PROD_URL + logger.info('Dry run is disabled') + + logger.info('Using DB: "{}"'.format(config['db_url'])) + + # Check if the exchange set by the user is supported + self.check_exchange(config) return config + def _create_default_datadir(self, config: Dict[str, Any]) -> str: + exchange_name = config.get('exchange', {}).get('name').lower() + default_path = os.path.join('user_data', 'data', exchange_name) + if not os.path.isdir(default_path): + os.makedirs(default_path) + logger.info(f'Created data directory: {default_path}') + return default_path + def _load_backtesting_config(self, config: Dict[str, Any]) -> Dict[str, Any]: """ Extract information for sys.argv and load Backtesting configuration @@ -121,7 +135,7 @@ class Configuration(object): if 'ticker_interval' in self.args and self.args.ticker_interval: config.update({'ticker_interval': self.args.ticker_interval}) logger.info('Parameter -i/--ticker-interval detected ...') - logger.info('Using ticker_interval: %d ...', config.get('ticker_interval')) + logger.info('Using ticker_interval: %s ...', config.get('ticker_interval')) # If -l/--live is used we add it to the configuration if 'live' in self.args and self.args.live: @@ -142,7 +156,9 @@ class Configuration(object): # If --datadir is used we add it to the configuration if 'datadir' in self.args and self.args.datadir: config.update({'datadir': self.args.datadir}) - logger.info('Parameter --datadir detected: %s ...', self.args.datadir) + else: + config.update({'datadir': self._create_default_datadir(config)}) + logger.info('Using data folder: %s ...', config.get('datadir')) # If -r/--refresh-pairs-cached is used we add it to the configuration if 'refresh_pairs' in self.args and self.args.refresh_pairs: @@ -154,6 +170,11 @@ class Configuration(object): config.update({'export': self.args.export}) logger.info('Parameter --export detected: %s ...', self.args.export) + # If --export-filename is used we add it to the configuration + if 'export' in config and 'exportfilename' in self.args and self.args.exportfilename: + config.update({'exportfilename': self.args.exportfilename}) + logger.info('Storing backtest results to %s ...', self.args.exportfilename) + return config def _load_hyperopt_config(self, config: Dict[str, Any]) -> Dict[str, Any]: @@ -189,7 +210,7 @@ class Configuration(object): validate(conf, constants.CONF_SCHEMA) return conf except ValidationError as exception: - logger.fatal( + logger.critical( 'Invalid configuration. See config.json.example. Reason: %s', exception ) @@ -206,3 +227,22 @@ class Configuration(object): self.config = self.load_config() return self.config + + def check_exchange(self, config: Dict[str, Any]) -> bool: + """ + Check if the exchange name in the config file is supported by Freqtrade + :return: True or raised an exception if the exchange if not supported + """ + exchange = config.get('exchange', {}).get('name').lower() + if exchange not in ccxt.exchanges: + + exception_msg = f'Exchange "{exchange}" not supported.\n' \ + f'The following exchanges are supported: {", ".join(ccxt.exchanges)}' + + logger.critical(exception_msg) + raise OperationalException( + exception_msg + ) + + logger.debug('Exchange "%s" supported', exchange) + return True diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 382f19ef1..5be01f977 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -9,23 +9,43 @@ TICKER_INTERVAL = 5 # min HYPEROPT_EPOCH = 100 # epochs RETRY_TIMEOUT = 30 # sec DEFAULT_STRATEGY = 'DefaultStrategy' +DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite' +DEFAULT_DB_DRYRUN_URL = 'sqlite://' + +TICKER_INTERVAL_MINUTES = { + '1m': 1, + '3m': 3, + '5m': 5, + '15m': 15, + '30m': 30, + '1h': 60, + '2h': 120, + '4h': 240, + '6h': 360, + '8h': 480, + '12h': 720, + '1d': 1440, + '3d': 4320, + '1w': 10080, +} + +SUPPORTED_FIAT = [ + "AUD", "BRL", "CAD", "CHF", "CLP", "CNY", "CZK", "DKK", + "EUR", "GBP", "HKD", "HUF", "IDR", "ILS", "INR", "JPY", + "KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN", + "RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD", + "BTC", "ETH", "XRP", "LTC", "BCH", "USDT" + ] # Required json-schema for user specified config CONF_SCHEMA = { 'type': 'object', 'properties': { - 'max_open_trades': {'type': 'integer', 'minimum': 1}, - 'ticker_interval': {'type': 'integer', 'enum': [1, 5, 30, 60, 1440]}, - 'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT']}, + 'max_open_trades': {'type': 'integer', 'minimum': 0}, + 'ticker_interval': {'type': 'string', 'enum': list(TICKER_INTERVAL_MINUTES.keys())}, + 'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT', 'EUR', 'USD']}, 'stake_amount': {'type': 'number', 'minimum': 0.0005}, - 'fiat_display_currency': {'type': 'string', 'enum': ['AUD', 'BRL', 'CAD', 'CHF', - 'CLP', 'CNY', 'CZK', 'DKK', - 'EUR', 'GBP', 'HKD', 'HUF', - 'IDR', 'ILS', 'INR', 'JPY', - 'KRW', 'MXN', 'MYR', 'NOK', - 'NZD', 'PHP', 'PKR', 'PLN', - 'RUB', 'SEK', 'SGD', 'THB', - 'TRY', 'TWD', 'ZAR', 'USD']}, + 'fiat_display_currency': {'type': 'string', 'enum': SUPPORTED_FIAT}, 'dry_run': {'type': 'boolean'}, 'minimal_roi': { 'type': 'object', @@ -65,6 +85,7 @@ CONF_SCHEMA = { }, 'required': ['enabled', 'token', 'chat_id'] }, + 'db_url': {'type': 'string'}, 'initial_state': {'type': 'string', 'enum': ['running', 'stopped']}, 'internals': { 'type': 'object', @@ -85,7 +106,7 @@ CONF_SCHEMA = { 'type': 'array', 'items': { 'type': 'string', - 'pattern': '^[0-9A-Z]+_[0-9A-Z]+$' + 'pattern': '^[0-9A-Z]+/[0-9A-Z]+$' }, 'uniqueItems': True }, @@ -93,7 +114,7 @@ CONF_SCHEMA = { 'type': 'array', 'items': { 'type': 'string', - 'pattern': '^[0-9A-Z]+_[0-9A-Z]+$' + 'pattern': '^[0-9A-Z]+/[0-9A-Z]+$' }, 'uniqueItems': True } diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py index dc85bfedb..54d564f04 100644 --- a/freqtrade/exchange/__init__.py +++ b/freqtrade/exchange/__init__.py @@ -1,33 +1,77 @@ # pragma pylint: disable=W0603 """ Cryptocurrency Exchanges support """ -import enum import logging from random import randint from typing import List, Dict, Any, Optional +from datetime import datetime +import ccxt import arrow -import requests -from cachetools import cached, TTLCache -from freqtrade import OperationalException -from freqtrade.exchange.bittrex import Bittrex -from freqtrade.exchange.interface import Exchange +from freqtrade import constants, OperationalException, DependencyException, TemporaryError logger = logging.getLogger(__name__) # Current selected exchange -_API: Exchange = None -_CONF: dict = {} +_API: ccxt.Exchange = None + +_CONF: Dict = {} +API_RETRY_COUNT = 4 + +_CACHED_TICKER: Dict[str, Any] = {} # Holds all open sell orders for dry_run _DRY_RUN_OPEN_ORDERS: Dict[str, Any] = {} +# Urls to exchange markets, insert quote and base with .format() +_EXCHANGE_URLS = { + ccxt.bittrex.__name__: '/Market/Index?MarketName={quote}-{base}', + ccxt.binance.__name__: '/tradeDetail.html?symbol={base}_{quote}' +} -class Exchanges(enum.Enum): + +def retrier(f): + def wrapper(*args, **kwargs): + count = kwargs.pop('count', API_RETRY_COUNT) + try: + return f(*args, **kwargs) + except (TemporaryError, DependencyException) as ex: + logger.warning('%s() returned exception: "%s"', f.__name__, ex) + if count > 0: + count -= 1 + kwargs.update({'count': count}) + logger.warning('retrying %s() still for %s times', f.__name__, count) + return wrapper(*args, **kwargs) + else: + logger.warning('Giving up retrying: %s()', f.__name__) + raise ex + return wrapper + + +def init_ccxt(exchange_config: dict) -> ccxt.Exchange: """ - Maps supported exchange names to correspondent classes. + Initialize ccxt with given config and return valid + ccxt instance. + :param config: config to use + :return: ccxt """ - BITTREX = Bittrex + # Find matching class for the given exchange name + name = exchange_config['name'] + + if name not in ccxt.exchanges: + raise OperationalException(f'Exchange {name} is not supported') + try: + api = getattr(ccxt, name.lower())({ + 'apiKey': exchange_config.get('key'), + 'secret': exchange_config.get('secret'), + 'password': exchange_config.get('password'), + 'uid': exchange_config.get('uid', ''), + 'enableRateLimit': True, + }) + except (KeyError, AttributeError): + raise OperationalException(f'Exchange {name} is not supported') + + return api def init(config: dict) -> None: @@ -46,15 +90,9 @@ def init(config: dict) -> None: logger.info('Instance is running with dry_run enabled') exchange_config = config['exchange'] + _API = init_ccxt(exchange_config) - # Find matching class for the given exchange name - name = exchange_config['name'] - try: - exchange_class = Exchanges[name.upper()].value - except KeyError: - raise OperationalException('Exchange {} is not supported'.format(name)) - - _API = exchange_class(exchange_config) + logger.info('Using Exchange "%s"', get_name()) # Check if all pairs are available validate_pairs(config['exchange']['pair_whitelist']) @@ -67,119 +105,333 @@ def validate_pairs(pairs: List[str]) -> None: :param pairs: list of pairs :return: None """ + try: - markets = _API.get_markets() - except requests.exceptions.RequestException as e: + markets = _API.load_markets() + except ccxt.BaseError as e: logger.warning('Unable to validate pairs (assuming they are correct). Reason: %s', e) return stake_cur = _CONF['stake_currency'] for pair in pairs: - if not pair.startswith(stake_cur): + # Note: ccxt has BaseCurrency/QuoteCurrency format for pairs + # TODO: add a support for having coins in BTC/USDT format + if not pair.endswith(stake_cur): 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: raise OperationalException( - 'Pair {} is not available at {}'.format(pair, _API.name.lower())) + f'Pair {pair} is not available at {get_name()}') -def buy(pair: str, rate: float, amount: float) -> str: +def exchange_has(endpoint: str) -> bool: + """ + Checks if exchange implements a specific API endpoint. + Wrapper around ccxt 'has' attribute + :param endpoint: Name of endpoint (e.g. 'fetchOHLCV', 'fetchTickers') + :return: bool + """ + return endpoint in _API.has and _API.has[endpoint] + + +def buy(pair: str, rate: float, amount: float) -> Dict: if _CONF['dry_run']: 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] = { 'pair': pair, - 'rate': rate, + 'price': rate, 'amount': amount, - 'type': 'LIMIT_BUY', + 'type': 'limit', + 'side': 'buy', 'remaining': 0.0, - 'opened': arrow.utcnow().datetime, - 'closed': arrow.utcnow().datetime, + 'datetime': arrow.utcnow().isoformat(), + 'status': 'closed', + 'fee': None } - return order_id + return {'id': order_id} - return _API.buy(pair, rate, amount) + try: + return _API.create_limit_buy_order(pair, amount, rate) + except ccxt.InsufficientFunds as e: + raise DependencyException( + f'Insufficient funds to create limit buy order on market {pair}.' + f'Tried to buy amount {amount} at rate {rate} (total {rate*amount}).' + f'Message: {e}') + except ccxt.InvalidOrder as e: + raise DependencyException( + f'Could not create limit buy order on market {pair}.' + f'Tried to buy amount {amount} at rate {rate} (total {rate*amount}).' + f'Message: {e}') + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + f'Could not place buy order due to {e.__class__.__name__}. Message: {e}') + except ccxt.BaseError as e: + raise OperationalException(e) -def sell(pair: str, rate: float, amount: float) -> str: +def sell(pair: str, rate: float, amount: float) -> Dict: if _CONF['dry_run']: 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] = { 'pair': pair, - 'rate': rate, + 'price': rate, 'amount': amount, - 'type': 'LIMIT_SELL', + 'type': 'limit', + 'side': 'sell', 'remaining': 0.0, - 'opened': arrow.utcnow().datetime, - 'closed': arrow.utcnow().datetime, + 'datetime': arrow.utcnow().isoformat(), + 'status': 'closed' } - return order_id + return {'id': order_id} - return _API.sell(pair, rate, amount) + try: + return _API.create_limit_sell_order(pair, amount, rate) + except ccxt.InsufficientFunds as e: + raise DependencyException( + f'Insufficient funds to create limit sell order on market {pair}.' + f'Tried to sell amount {amount} at rate {rate} (total {rate*amount}).' + f'Message: {e}') + except ccxt.InvalidOrder as e: + raise DependencyException( + f'Could not create limit sell order on market {pair}.' + f'Tried to sell amount {amount} at rate {rate} (total {rate*amount}).' + f'Message: {e}') + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') + except ccxt.BaseError as e: + raise OperationalException(e) +@retrier def get_balance(currency: str) -> float: if _CONF['dry_run']: return 999.9 - return _API.get_balance(currency) + # ccxt exception is already handled by get_balances + balances = get_balances() + balance = balances.get(currency) + if balance is None: + raise TemporaryError( + f'Could not get {currency} balance due to malformed exchange response: {balances}') + return balance['free'] -def get_balances(): +@retrier +def get_balances() -> dict: if _CONF['dry_run']: - return [] + return {} - return _API.get_balances() + try: + balances = _API.fetch_balance() + # Remove additional info from ccxt results + balances.pop("info", None) + balances.pop("free", None) + balances.pop("total", None) + balances.pop("used", None) + + return balances + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + f'Could not get balance due to {e.__class__.__name__}. Message: {e}') + except ccxt.BaseError as e: + raise OperationalException(e) +@retrier +def get_tickers() -> Dict: + try: + return _API.fetch_tickers() + except ccxt.NotSupported as e: + raise OperationalException( + f'Exchange {_API.name} does not support fetching tickers in batch.' + f'Message: {e}') + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + f'Could not load tickers due to {e.__class__.__name__}. Message: {e}') + except ccxt.BaseError as e: + raise OperationalException(e) + + +@retrier def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict: - return _API.get_ticker(pair, refresh) + global _CACHED_TICKER + if refresh or pair not in _CACHED_TICKER.keys(): + try: + data = _API.fetch_ticker(pair) + try: + _CACHED_TICKER[pair] = { + 'bid': float(data['bid']), + 'ask': float(data['ask']), + } + except KeyError: + logger.debug("Could not cache ticker data for %s", pair) + return data + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + f'Could not load ticker history due to {e.__class__.__name__}. Message: {e}') + except ccxt.BaseError as e: + raise OperationalException(e) + else: + logger.info("returning cached ticker-data for %s", pair) + return _CACHED_TICKER[pair] -@cached(TTLCache(maxsize=100, ttl=30)) -def get_ticker_history(pair: str, tick_interval) -> List[Dict]: - return _API.get_ticker_history(pair, tick_interval) +@retrier +def get_ticker_history(pair: str, tick_interval: str, since_ms: Optional[int] = None) -> List[Dict]: + try: + # last item should be in the time interval [now - tick_interval, now] + till_time_ms = arrow.utcnow().shift( + minutes=-constants.TICKER_INTERVAL_MINUTES[tick_interval] + ).timestamp * 1000 + # it looks as if some exchanges return cached data + # and they update it one in several minute, so 10 mins interval + # is necessary to skeep downloading of an empty array when all + # chached data was already downloaded + till_time_ms = min(till_time_ms, arrow.utcnow().shift(minutes=-10).timestamp * 1000) + + data: List[Dict[Any, Any]] = [] + while not since_ms or since_ms < till_time_ms: + data_part = _API.fetch_ohlcv(pair, timeframe=tick_interval, since=since_ms) + + # Because some exchange sort Tickers ASC and other DESC. + # Ex: Bittrex returns a list of tickers ASC (oldest first, newest last) + # when GDAX returns a list of tickers DESC (newest first, oldest last) + data_part = sorted(data_part, key=lambda x: x[0]) + + if not data_part: + break + + logger.debug('Downloaded data for %s time range [%s, %s]', + pair, + arrow.get(data_part[0][0] / 1000).format(), + arrow.get(data_part[-1][0] / 1000).format()) + + data.extend(data_part) + since_ms = data[-1][0] + 1 + + return data + except ccxt.NotSupported as e: + raise OperationalException( + f'Exchange {_API.name} does not support fetching historical candlestick data.' + f'Message: {e}') + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + f'Could not load ticker history due to {e.__class__.__name__}. Message: {e}') + except ccxt.BaseError as e: + raise OperationalException(f'Could not fetch ticker data. Msg: {e}') -def cancel_order(order_id: str) -> None: +@retrier +def cancel_order(order_id: str, pair: str) -> None: if _CONF['dry_run']: return - return _API.cancel_order(order_id) + try: + return _API.cancel_order(order_id, pair) + except ccxt.InvalidOrder as e: + raise DependencyException( + f'Could not cancel order. Message: {e}') + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') + except ccxt.BaseError as e: + raise OperationalException(e) -def get_order(order_id: str) -> Dict: +@retrier +def get_order(order_id: str, pair: str) -> Dict: if _CONF['dry_run']: order = _DRY_RUN_OPEN_ORDERS[order_id] order.update({ 'id': order_id }) return order + try: + return _API.fetch_order(order_id, pair) + except ccxt.InvalidOrder as e: + raise DependencyException( + f'Could not get order. Message: {e}') + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + f'Could not get order due to {e.__class__.__name__}. Message: {e}') + except ccxt.BaseError as e: + raise OperationalException(e) - return _API.get_order(order_id) + +@retrier +def get_trades_for_order(order_id: str, pair: str, since: datetime) -> List: + if _CONF['dry_run']: + return [] + if not exchange_has('fetchMyTrades'): + return [] + try: + my_trades = _API.fetch_my_trades(pair, since.timestamp()) + matched_trades = [trade for trade in my_trades if trade['order'] == order_id] + + return matched_trades + + except ccxt.NetworkError as e: + raise TemporaryError( + f'Could not get trades due to networking error. Message: {e}') + except ccxt.BaseError as e: + raise OperationalException(e) def get_pair_detail_url(pair: str) -> str: - return _API.get_pair_detail_url(pair) + try: + url_base = _API.urls.get('www') + base, quote = pair.split('/') + + return url_base + _EXCHANGE_URLS[_API.id].format(base=base, quote=quote) + except KeyError: + logger.warning('Could not get exchange url for %s', get_name()) + return "" -def get_markets() -> List[str]: - return _API.get_markets() - - -def get_market_summaries() -> List[Dict]: - return _API.get_market_summaries() +@retrier +def get_markets() -> List[dict]: + try: + return _API.fetch_markets() + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + f'Could not load markets due to {e.__class__.__name__}. Message: {e}') + except ccxt.BaseError as e: + raise OperationalException(e) def get_name() -> str: return _API.name -def get_fee() -> float: - return _API.fee +def get_id() -> str: + return _API.id -def get_wallet_health() -> List[Dict]: - return _API.get_wallet_health() +@retrier +def get_fee(symbol='ETH/BTC', type='', side='', amount=1, + price=1, taker_or_maker='maker') -> float: + try: + # validate that markets are loaded before trying to get fee + if _API.markets is None or len(_API.markets) == 0: + _API.load_markets() + + return _API.calculate_fee(symbol=symbol, type=type, side=side, amount=amount, + price=price, takerOrMaker=taker_or_maker)['rate'] + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + f'Could not get fee info due to {e.__class__.__name__}. Message: {e}') + except ccxt.BaseError as e: + raise OperationalException(e) + + +def get_amount_lots(pair: str, amount: float) -> float: + """ + get buyable amount rounding, .. + """ + # validate that markets are loaded before trying to get fee + if not _API.markets: + _API.load_markets() + return _API.amount_to_lots(pair, amount) diff --git a/freqtrade/exchange/bittrex.py b/freqtrade/exchange/bittrex.py deleted file mode 100644 index 0cba621af..000000000 --- a/freqtrade/exchange/bittrex.py +++ /dev/null @@ -1,211 +0,0 @@ -import logging -from typing import Dict, List, Optional - -from bittrex.bittrex import API_V1_1, API_V2_0 -from bittrex.bittrex import Bittrex as _Bittrex -from requests.exceptions import ContentDecodingError - -from freqtrade import OperationalException -from freqtrade.exchange.interface import Exchange - -logger = logging.getLogger(__name__) - -_API: _Bittrex = None -_API_V2: _Bittrex = None -_EXCHANGE_CONF: dict = {} - - -class Bittrex(Exchange): - """ - Bittrex API wrapper. - """ - # Base URL and API endpoints - BASE_URL: str = 'https://www.bittrex.com' - PAIR_DETAIL_METHOD: str = BASE_URL + '/Market/Index' - - def __init__(self, config: dict) -> None: - global _API, _API_V2, _EXCHANGE_CONF - - _EXCHANGE_CONF.update(config) - _API = _Bittrex( - api_key=_EXCHANGE_CONF['key'], - api_secret=_EXCHANGE_CONF['secret'], - calls_per_second=1, - api_version=API_V1_1, - ) - _API_V2 = _Bittrex( - api_key=_EXCHANGE_CONF['key'], - api_secret=_EXCHANGE_CONF['secret'], - calls_per_second=1, - api_version=API_V2_0, - ) - self.cached_ticker = {} - - @staticmethod - def _validate_response(response) -> None: - """ - Validates the given bittrex response - and raises a ContentDecodingError if a non-fatal issue happened. - """ - temp_error_messages = [ - 'NO_API_RESPONSE', - 'MIN_TRADE_REQUIREMENT_NOT_MET', - ] - if response['message'] in temp_error_messages: - raise ContentDecodingError(response['message']) - - @property - def fee(self) -> float: - # 0.25 %: See https://bittrex.com/fees - return 0.0025 - - def buy(self, pair: str, rate: float, amount: float) -> str: - data = _API.buy_limit(pair.replace('_', '-'), amount, rate) - if not data['success']: - Bittrex._validate_response(data) - raise OperationalException('{message} params=({pair}, {rate}, {amount})'.format( - message=data['message'], - pair=pair, - rate=rate, - amount=amount)) - return data['result']['uuid'] - - def sell(self, pair: str, rate: float, amount: float) -> str: - data = _API.sell_limit(pair.replace('_', '-'), amount, rate) - if not data['success']: - Bittrex._validate_response(data) - raise OperationalException('{message} params=({pair}, {rate}, {amount})'.format( - message=data['message'], - pair=pair, - rate=rate, - amount=amount)) - return data['result']['uuid'] - - def get_balance(self, currency: str) -> float: - data = _API.get_balance(currency) - if not data['success']: - Bittrex._validate_response(data) - raise OperationalException('{message} params=({currency})'.format( - message=data['message'], - currency=currency)) - return float(data['result']['Balance'] or 0.0) - - def get_balances(self): - data = _API.get_balances() - if not data['success']: - Bittrex._validate_response(data) - raise OperationalException('{message}'.format(message=data['message'])) - return data['result'] - - def get_ticker(self, pair: str, refresh: Optional[bool] = True) -> dict: - if refresh or pair not in self.cached_ticker.keys(): - data = _API.get_ticker(pair.replace('_', '-')) - if not data['success']: - Bittrex._validate_response(data) - raise OperationalException('{message} params=({pair})'.format( - message=data['message'], - pair=pair)) - keys = ['Bid', 'Ask', 'Last'] - if not data.get('result') or\ - not all(key in data.get('result', {}) for key in keys) or\ - not all(data.get('result', {})[key] is not None for key in keys): - raise ContentDecodingError('Invalid response from Bittrex params=({pair})'.format( - pair=pair)) - # Update the pair - self.cached_ticker[pair] = { - 'bid': float(data['result']['Bid']), - 'ask': float(data['result']['Ask']), - 'last': float(data['result']['Last']), - } - return self.cached_ticker[pair] - - def get_ticker_history(self, pair: str, tick_interval: int) -> List[Dict]: - if tick_interval == 1: - interval = 'oneMin' - elif tick_interval == 5: - interval = 'fiveMin' - elif tick_interval == 30: - interval = 'thirtyMin' - elif tick_interval == 60: - interval = 'hour' - elif tick_interval == 1440: - interval = 'Day' - else: - raise ValueError('Unknown tick_interval: {}'.format(tick_interval)) - - data = _API_V2.get_candles(pair.replace('_', '-'), interval) - - # These sanity check are necessary because bittrex cannot keep their API stable. - if not data.get('result'): - raise ContentDecodingError('Invalid response from Bittrex params=({pair})'.format( - pair=pair)) - - for prop in ['C', 'V', 'O', 'H', 'L', 'T']: - for tick in data['result']: - if prop not in tick.keys(): - raise ContentDecodingError('Required property {} not present ' - 'in response params=({})'.format(prop, pair)) - - if not data['success']: - Bittrex._validate_response(data) - raise OperationalException('{message} params=({pair})'.format( - message=data['message'], - pair=pair)) - - return data['result'] - - def get_order(self, order_id: str) -> Dict: - data = _API.get_order(order_id) - if not data['success']: - Bittrex._validate_response(data) - raise OperationalException('{message} params=({order_id})'.format( - message=data['message'], - order_id=order_id)) - data = data['result'] - return { - 'id': data['OrderUuid'], - 'type': data['Type'], - 'pair': data['Exchange'].replace('-', '_'), - 'opened': data['Opened'], - 'rate': data['PricePerUnit'], - 'amount': data['Quantity'], - 'remaining': data['QuantityRemaining'], - 'closed': data['Closed'], - } - - def cancel_order(self, order_id: str) -> None: - data = _API.cancel(order_id) - if not data['success']: - Bittrex._validate_response(data) - raise OperationalException('{message} params=({order_id})'.format( - message=data['message'], - order_id=order_id)) - - def get_pair_detail_url(self, pair: str) -> str: - return self.PAIR_DETAIL_METHOD + '?MarketName={}'.format(pair.replace('_', '-')) - - def get_markets(self) -> List[str]: - data = _API.get_markets() - if not data['success']: - Bittrex._validate_response(data) - raise OperationalException(data['message']) - return [m['MarketName'].replace('-', '_') for m in data['result']] - - def get_market_summaries(self) -> List[Dict]: - data = _API.get_market_summaries() - if not data['success']: - Bittrex._validate_response(data) - raise OperationalException(data['message']) - return data['result'] - - def get_wallet_health(self) -> List[Dict]: - data = _API_V2.get_wallet_health() - if not data['success']: - Bittrex._validate_response(data) - raise OperationalException(data['message']) - return [{ - 'Currency': entry['Health']['Currency'], - 'IsActive': entry['Health']['IsActive'], - 'LastChecked': entry['Health']['LastChecked'], - 'Notice': entry['Currency'].get('Notice'), - } for entry in data['result']] diff --git a/freqtrade/exchange/interface.py b/freqtrade/exchange/interface.py deleted file mode 100644 index 6121a98b3..000000000 --- a/freqtrade/exchange/interface.py +++ /dev/null @@ -1,172 +0,0 @@ -from abc import ABC, abstractmethod -from typing import Dict, List, Optional - - -class Exchange(ABC): - @property - def name(self) -> str: - """ - Name of the exchange. - :return: str representation of the class name - """ - return self.__class__.__name__ - - @property - def fee(self) -> float: - """ - Fee for placing an order - :return: percentage in float - """ - - @abstractmethod - def buy(self, pair: str, rate: float, amount: float) -> str: - """ - Places a limit buy order. - :param pair: Pair as str, format: BTC_ETH - :param rate: Rate limit for order - :param amount: The amount to purchase - :return: order_id of the placed buy order - """ - - @abstractmethod - def sell(self, pair: str, rate: float, amount: float) -> str: - """ - Places a limit sell order. - :param pair: Pair as str, format: BTC_ETH - :param rate: Rate limit for order - :param amount: The amount to sell - :return: order_id of the placed sell order - """ - - @abstractmethod - def get_balance(self, currency: str) -> float: - """ - Gets account balance. - :param currency: Currency as str, format: BTC - :return: float - """ - - @abstractmethod - def get_balances(self) -> List[dict]: - """ - Gets account balances across currencies - :return: List of dicts, format: [ - { - 'Currency': str, - 'Balance': float, - 'Available': float, - 'Pending': float, - } - ... - ] - """ - - @abstractmethod - def get_ticker(self, pair: str, refresh: Optional[bool] = True) -> dict: - """ - Gets ticker for given pair. - :param pair: Pair as str, format: BTC_ETC - :param refresh: Shall we query a new value or a cached value is enough - :return: dict, format: { - 'bid': float, - 'ask': float, - 'last': float - } - """ - - @abstractmethod - def get_ticker_history(self, pair: str, tick_interval: int) -> List[Dict]: - """ - Gets ticker history for given pair. - :param pair: Pair as str, format: BTC_ETC - :param tick_interval: ticker interval in minutes - :return: list, format: [ - { - 'O': float, (Open) - 'H': float, (High) - 'L': float, (Low) - 'C': float, (Close) - 'V': float, (Volume) - 'T': datetime, (Time) - 'BV': float, (Base Volume) - }, - ... - ] - """ - - def get_order(self, order_id: str) -> Dict: - """ - Get order details for the given order_id. - :param order_id: ID as str - :return: dict, format: { - 'id': str, - 'type': str, - 'pair': str, - 'opened': str ISO 8601 datetime, - 'closed': str ISO 8601 datetime, - 'rate': float, - 'amount': float, - 'remaining': int - } - """ - - @abstractmethod - def cancel_order(self, order_id: str) -> None: - """ - Cancels order for given order_id. - :param order_id: ID as str - :return: None - """ - - @abstractmethod - def get_pair_detail_url(self, pair: str) -> str: - """ - Returns the market detail url for the given pair. - :param pair: Pair as str, format: BTC_ETC - :return: URL as str - """ - - @abstractmethod - def get_markets(self) -> List[str]: - """ - Returns all available markets. - :return: List of all available pairs - """ - - @abstractmethod - def get_market_summaries(self) -> List[Dict]: - """ - Returns a 24h market summary for all available markets - :return: list, format: [ - { - 'MarketName': str, - 'High': float, - 'Low': float, - 'Volume': float, - 'Last': float, - 'TimeStamp': datetime, - 'BaseVolume': float, - 'Bid': float, - 'Ask': float, - 'OpenBuyOrders': int, - 'OpenSellOrders': int, - 'PrevDay': float, - 'Created': datetime - }, - ... - ] - """ - - @abstractmethod - def get_wallet_health(self) -> List[Dict]: - """ - Returns a list of all wallet health information - :return: list, format: [ - { - 'Currency': str, - 'IsActive': bool, - 'LastChecked': str, - 'Notice': str - }, - ... - """ diff --git a/freqtrade/fiat_convert.py b/freqtrade/fiat_convert.py index b86b56ec5..44a4f3054 100644 --- a/freqtrade/fiat_convert.py +++ b/freqtrade/fiat_convert.py @@ -5,8 +5,11 @@ e.g BTC to USD import logging import time +from typing import Dict, List from coinmarketcap import Market +from requests.exceptions import RequestException +from freqtrade.constants import SUPPORTED_FIAT logger = logging.getLogger(__name__) @@ -32,7 +35,7 @@ class CryptoFiat(object): self.price = 0.0 # Private attributes - self._expiration = 0 + self._expiration = 0.0 self.crypto_symbol = crypto_symbol.upper() self.fiat_symbol = fiat_symbol.upper() @@ -63,21 +66,9 @@ class CryptoToFiatConverter(object): This object is also a Singleton """ __instance = None - _coinmarketcap = None + _coinmarketcap: Market = None - # Constants - SUPPORTED_FIAT = [ - "AUD", "BRL", "CAD", "CHF", "CLP", "CNY", "CZK", "DKK", - "EUR", "GBP", "HKD", "HUF", "IDR", "ILS", "INR", "JPY", - "KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN", - "RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD" - ] - - CRYPTOMAP = { - 'BTC': 'bitcoin', - 'ETH': 'ethereum', - 'USDT': 'thether' - } + _cryptomap: Dict = {} def __new__(cls): if CryptoToFiatConverter.__instance is None: @@ -89,7 +80,19 @@ class CryptoToFiatConverter(object): return CryptoToFiatConverter.__instance def __init__(self) -> None: - self._pairs = [] + self._pairs: List[CryptoFiat] = [] + self._load_cryptomap() + + def _load_cryptomap(self) -> None: + try: + coinlistings = self._coinmarketcap.listings() + self._cryptomap = dict(map(lambda coin: (coin["symbol"], str(coin["id"])), + coinlistings["data"])) + except (ValueError, RequestException) as exception: + logger.error( + "Could not load FIAT Cryptocurrency map for the following problem: %s", + exception + ) def convert_amount(self, crypto_amount: float, crypto_symbol: str, fiat_symbol: str) -> float: """ @@ -99,6 +102,8 @@ class CryptoToFiatConverter(object): :param fiat_symbol: fiat to convert to :return: float, value in fiat of the crypto-currency amount """ + if crypto_symbol == fiat_symbol: + return crypto_amount price = self.get_price(crypto_symbol=crypto_symbol, fiat_symbol=fiat_symbol) return float(crypto_amount) * float(price) @@ -114,7 +119,7 @@ class CryptoToFiatConverter(object): # Check if the fiat convertion you want is supported 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 for pair in self._pairs: @@ -166,7 +171,7 @@ class CryptoToFiatConverter(object): fiat = fiat.upper() - return fiat in self.SUPPORTED_FIAT + return fiat in SUPPORTED_FIAT def _find_price(self, crypto_symbol: str, fiat_symbol: str) -> float: """ @@ -177,17 +182,24 @@ class CryptoToFiatConverter(object): """ # Check if the fiat convertion you want is supported 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 + if crypto_symbol == fiat_symbol: + return 1.0 + + if crypto_symbol not in self._cryptomap: + # return 0 for unsupported stake currencies (fiat-convert should not break the bot) + logger.warning("unsupported crypto-symbol %s - returning 0.0", crypto_symbol) + return 0.0 - if crypto_symbol not in self.CRYPTOMAP: - raise ValueError( - 'The crypto symbol {} is not supported.'.format(crypto_symbol)) try: return float( self._coinmarketcap.ticker( - currency=self.CRYPTOMAP[crypto_symbol], + currency=self._cryptomap[crypto_symbol], convert=fiat_symbol - )[0]['price_' + fiat_symbol.lower()] + )['data']['quotes'][fiat_symbol.upper()]['price'] ) - except BaseException: + except BaseException as exception: + logger.error("Error in _find_price: %s", exception) return 0.0 diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 9daaa7d14..6058b7242 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -3,7 +3,6 @@ Freqtrade is the main module of this bot. It contains the class Freqtrade() """ import copy -import json import logging import time import traceback @@ -12,19 +11,19 @@ from typing import Dict, List, Optional, Any, Callable import arrow import requests -from cachetools import cached, TTLCache +from cachetools import TTLCache, cached from freqtrade import ( - DependencyException, OperationalException, exchange, persistence, __version__ + DependencyException, OperationalException, TemporaryError, + exchange, persistence, __version__, ) -from freqtrade.analyze import Analyze from freqtrade import constants +from freqtrade.analyze import Analyze from freqtrade.fiat_convert import CryptoToFiatConverter from freqtrade.persistence import Trade from freqtrade.rpc.rpc_manager import RPCManager from freqtrade.state import State - logger = logging.getLogger(__name__) @@ -34,12 +33,11 @@ class FreqtradeBot(object): This is from here the bot start its logic. """ - def __init__(self, config: Dict[str, Any], db_url: Optional[str] = None): + def __init__(self, config: Dict[str, Any])-> None: """ Init all variables and object the bot need to work :param config: configuration dict, you can use the Configuration.get_config() method to get the config dict. - :param db_url: database connector string for sqlalchemy (Optional) """ logger.info( @@ -52,26 +50,22 @@ class FreqtradeBot(object): # Init objects self.config = config - self.analyze = None - self.fiat_converter = None - self.rpc = None + self.analyze = Analyze(self.config) + self.fiat_converter = CryptoToFiatConverter() + self.rpc: RPCManager = RPCManager(self) self.persistence = None self.exchange = None - self._init_modules(db_url=db_url) + self._init_modules() - def _init_modules(self, db_url: Optional[str] = None) -> None: + def _init_modules(self) -> None: """ Initializes all modules and updates the config - :param db_url: database connector string for sqlalchemy (Optional) :return: None """ # Initialize all modules - self.analyze = Analyze(self.config) - self.fiat_converter = CryptoToFiatConverter() - self.rpc = RPCManager(self) - persistence.init(self.config, db_url) + persistence.init(self.config) exchange.init(self.config) # Set initial application state @@ -94,7 +88,7 @@ class FreqtradeBot(object): persistence.cleanup() return True - def worker(self, old_state: None) -> State: + def worker(self, old_state: State = None) -> State: """ Trading routine that must be run at each loop :param old_state: the previous service state from the previous call @@ -103,7 +97,7 @@ class FreqtradeBot(object): # Log state transition state = self.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) if state == State.STOPPED: @@ -173,66 +167,74 @@ class FreqtradeBot(object): self.check_handle_timedout(self.config['unfilledtimeout']) Trade.session.flush() - except (requests.exceptions.RequestException, json.JSONDecodeError) as error: + except TemporaryError as error: logger.warning('%s, retrying in 30 seconds...', error) time.sleep(constants.RETRY_TIMEOUT) except OperationalException: + tb = traceback.format_exc() + hint = 'Issue `/start` if you think it is safe to restart.' self.rpc.send_msg( - '*Status:* OperationalException:\n```\n{traceback}```{hint}' - .format( - traceback=traceback.format_exc(), - hint='Issue `/start` if you think it is safe to restart.' - ) + f'*Status:* OperationalException:\n```\n{tb}```{hint}' ) logger.exception('OperationalException. Stopping trader ...') self.state = State.STOPPED return state_changed @cached(TTLCache(maxsize=1, ttl=1800)) - def _gen_pair_whitelist(self, base_currency: str, key: str = 'BaseVolume') -> List[str]: + def _gen_pair_whitelist(self, base_currency: str, key: str = 'quoteVolume') -> List[str]: """ Updates the whitelist with with a dynamically generated list :param base_currency: base currency as str - :param key: sort key (defaults to 'BaseVolume') + :param key: sort key (defaults to 'quoteVolume') :return: List of pairs """ - summaries = sorted( - (s for s in exchange.get_market_summaries() if - s['MarketName'].startswith(base_currency)), - key=lambda s: s.get(key) or 0.0, - reverse=True - ) - return [s['MarketName'].replace('-', '_') for s in summaries] + if not exchange.exchange_has('fetchTickers'): + raise OperationalException( + 'Exchange does not support dynamic whitelist.' + 'Please edit your config and restart the bot' + ) + + tickers = exchange.get_tickers() + # check length so that we make sure that '/' is actually in the string + tickers = [v for k, v in tickers.items() + if len(k.split('/')) == 2 and k.split('/')[1] == base_currency] + + sorted_tickers = sorted(tickers, reverse=True, key=lambda t: t[key]) + pairs = [s['symbol'] for s in sorted_tickers] + return pairs def _refresh_whitelist(self, whitelist: List[str]) -> List[str]: """ - Check wallet health and remove pair from whitelist if necessary + Check available markets and remove pair from whitelist if necessary :param whitelist: the sorted list (based on BaseVolume) of pairs the user might want to trade :return: the list of pairs the user wants to trade without the one unavailable or black_listed """ sanitized_whitelist = whitelist - health = exchange.get_wallet_health() + markets = exchange.get_markets() + + markets = [m for m in markets if m['quote'] == self.config['stake_currency']] known_pairs = set() - for status in health: - pair = '{}_{}'.format(self.config['stake_currency'], status['Currency']) + for market in markets: + pair = market['symbol'] # pair is not int the generated dynamic market, or in the blacklist ... ignore it if pair not in whitelist or pair in self.config['exchange'].get('pair_blacklist', []): continue # else the pair is valid known_pairs.add(pair) # Market is not active - if not status['IsActive']: + if not market['active']: sanitized_whitelist.remove(pair) logger.info( - 'Ignoring %s from whitelist (reason: %s).', - pair, status.get('Notice') or 'wallet is not active' + 'Ignoring %s from whitelist. Market is not active.', + pair ) # We need to remove pairs that are unknown final_list = [x for x in sanitized_whitelist if x in known_pairs] + return final_list def get_target_bid(self, ticker: Dict[str, float]) -> float: @@ -250,12 +252,13 @@ class FreqtradeBot(object): """ Checks the implemented trading indicator(s) for a randomly picked pair, if one pair triggers the buy_signal a new trade record gets created - :param stake_amount: amount of btc to spend - :param interval: Ticker interval used for Analyze :return: True if a trade object has been created and persisted, False otherwise """ stake_amount = self.config['stake_amount'] 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( 'Checking buy signals to create a new trade with stake_amount: %f ...', @@ -263,10 +266,9 @@ class FreqtradeBot(object): ) whitelist = copy.deepcopy(self.config['exchange']['pair_whitelist']) # 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( - '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 for trade in Trade.query.filter(Trade.is_open.is_(True)).all(): @@ -277,7 +279,7 @@ class FreqtradeBot(object): if not whitelist: raise DependencyException('No currency pairs in whitelist') - # Pick pair based on StochRSI buy signals + # Pick pair based on buy signals for _pair in whitelist: (buy, sell) = self.analyze.get_signal(_pair, interval) if buy and not sell: @@ -285,42 +287,38 @@ class FreqtradeBot(object): break else: return False - + pair_s = pair.replace('_', '/') + pair_url = exchange.get_pair_detail_url(pair) # Calculate amount buy_limit = self.get_target_bid(exchange.get_ticker(pair)) amount = stake_amount / buy_limit - order_id = exchange.buy(pair, buy_limit, amount) + order_id = exchange.buy(pair, buy_limit, amount)['id'] stake_amount_fiat = self.fiat_converter.convert_amount( stake_amount, - self.config['stake_currency'], - self.config['fiat_display_currency'] + stake_currency, + fiat_currency ) # Create trade entity and return self.rpc.send_msg( - '*{}:* Buying [{}]({}) with limit `{:.8f} ({:.6f} {}, {:.3f} {})` ' - .format( - exchange.get_name().upper(), - pair.replace('_', '/'), - exchange.get_pair_detail_url(pair), - buy_limit, - stake_amount, - self.config['stake_currency'], - stake_amount_fiat, - self.config['fiat_display_currency'] - ) + f"""*{exc_name}:* Buying [{pair_s}]({pair_url}) \ +with limit `{buy_limit:.8f} ({stake_amount:.6f} \ +{stake_currency}, {stake_amount_fiat:.3f} {fiat_currency})`""" ) # Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL + fee = exchange.get_fee(symbol=pair, taker_or_maker='maker') trade = Trade( pair=pair, stake_amount=stake_amount, amount=amount, - fee=exchange.get_fee(), + fee_open=fee, + fee_close=fee, open_rate=buy_limit, + open_rate_requested=buy_limit, open_date=datetime.utcnow(), - exchange=exchange.get_name().upper(), + exchange=exchange.get_id(), open_order_id=order_id ) Trade.session.add(trade) @@ -348,24 +346,81 @@ class FreqtradeBot(object): Tries to execute a sell trade :return: True if executed """ - # Get order details for actual price per unit - if trade.open_order_id: - # Update trade with order values - logger.info('Found open order for %s', trade) - trade.update(exchange.get_order(trade.open_order_id)) + try: + # Get order details for actual price per unit + if trade.open_order_id: + # Update trade with order values + logger.info('Found open order for %s', trade) + order = exchange.get_order(trade.open_order_id, trade.pair) + # Try update amount (binance-fix) + try: + new_amount = self.get_real_amount(trade, order) + if order['amount'] != new_amount: + order['amount'] = new_amount + # Fee was applied, so set to 0 + trade.fee_open = 0 - if trade.is_open and trade.open_order_id is None: - # Check if we can sell our current pair - return self.handle_trade(trade) + except OperationalException as exception: + logger.warning("could not update trade amount: %s", exception) + + trade.update(order) + + if trade.is_open and trade.open_order_id is None: + # Check if we can sell our current pair + return self.handle_trade(trade) + except DependencyException as exception: + logger.warning('Unable to sell trade: %s', exception) return False + def get_real_amount(self, trade: Trade, order: Dict) -> float: + """ + Get real amount for the trade + Necessary for exchanges which charge fees in base currency (e.g. binance) + """ + order_amount = order['amount'] + # Only run for closed orders + if trade.fee_open == 0 or order['status'] == 'open': + return order_amount + + # use fee from order-dict if possible + if 'fee' in order and order['fee'] and (order['fee'].keys() >= {'currency', 'cost'}): + if trade.pair.startswith(order['fee']['currency']): + new_amount = order_amount - order['fee']['cost'] + logger.info("Applying fee on amount for %s (from %s to %s) from Order", + trade, order['amount'], new_amount) + return new_amount + + # Fallback to Trades + trades = exchange.get_trades_for_order(trade.open_order_id, trade.pair, trade.open_date) + + if len(trades) == 0: + logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade) + return order_amount + amount = 0 + fee_abs = 0 + for exectrade in trades: + amount += exectrade['amount'] + if "fee" in exectrade and (exectrade['fee'].keys() >= {'currency', 'cost'}): + # only applies if fee is in quote currency! + if trade.pair.startswith(exectrade['fee']['currency']): + fee_abs += exectrade['fee']['cost'] + + if amount != order_amount: + logger.warning(f"amount {amount} does not match amount {trade.amount}") + raise OperationalException("Half bought? Amounts don't match") + real_amount = amount - fee_abs + if fee_abs != 0: + logger.info(f"""Applying fee on amount for {trade} \ +(from {order_amount} to {real_amount}) from Trades""") + return real_amount + def handle_trade(self, trade: Trade) -> bool: """ Sells the current pair if the threshold is reached and updates the trade record. :return: True if trade has been sold, False otherwise """ 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) current_rate = exchange.get_ticker(trade.pair)['bid'] @@ -391,22 +446,28 @@ class FreqtradeBot(object): for trade in Trade.query.filter(Trade.open_order_id.isnot(None)).all(): try: - order = exchange.get_order(trade.open_order_id) + # 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) except requests.exceptions.RequestException: logger.info( 'Cannot query order for %s due to %s', trade, traceback.format_exc()) continue - ordertime = arrow.get(order['opened']) + ordertime = arrow.get(order['datetime']).datetime # Check if trade is still actually open if int(order['remaining']) == 0: continue - if order['type'] == "LIMIT_BUY" and ordertime < timeoutthreashold: + if order['side'] == 'buy' and ordertime < timeoutthreashold: self.handle_timedout_limit_buy(trade, order) - elif order['type'] == "LIMIT_SELL" and ordertime < timeoutthreashold: + elif order['side'] == 'sell' and ordertime < timeoutthreashold: self.handle_timedout_limit_sell(trade, order) # FIX: 20180110, why is cancel.order unconditionally here, whereas @@ -416,16 +477,14 @@ class FreqtradeBot(object): """Buy timeout - cancel order :return: True if order was fully cancelled """ - exchange.cancel_order(trade.open_order_id) + pair_s = trade.pair.replace('_', '/') + exchange.cancel_order(trade.open_order_id, trade.pair) if order['remaining'] == order['amount']: # if trade is not partially completed, just delete the trade Trade.session.delete(trade) - # FIX? do we really need to flush, caller of - # check_handle_timedout will flush afterwards Trade.session.flush() logger.info('Buy order timeout for %s.', trade) - self.rpc.send_msg('*Timeout:* Unfilled buy order for {} cancelled'.format( - trade.pair.replace('_', '/'))) + self.rpc.send_msg(f'*Timeout:* Unfilled buy order for {pair_s} cancelled') return True # if trade is partially complete, edit the stake details for the trade @@ -434,8 +493,7 @@ class FreqtradeBot(object): trade.stake_amount = trade.amount * trade.open_rate trade.open_order_id = None logger.info('Partial buy order timeout for %s.', trade) - self.rpc.send_msg('*Timeout:* Remaining buy order for {} cancelled'.format( - trade.pair.replace('_', '/'))) + self.rpc.send_msg(f'*Timeout:* Remaining buy order for {pair_s} cancelled') return False # FIX: 20180110, should cancel_order() be cond. or unconditionally called? @@ -444,16 +502,16 @@ class FreqtradeBot(object): Sell timeout - cancel order and update trade :return: True if order was fully cancelled """ + pair_s = trade.pair.replace('_', '/') if order['remaining'] == order['amount']: # if trade is not partially completed, just cancel the trade - exchange.cancel_order(trade.open_order_id) + exchange.cancel_order(trade.open_order_id, trade.pair) trade.close_rate = None trade.close_profit = None trade.close_date = None trade.is_open = True trade.open_order_id = None - self.rpc.send_msg('*Timeout:* Unfilled sell order for {} cancelled'.format( - trade.pair.replace('_', '/'))) + self.rpc.send_msg(f'*Timeout:* Unfilled sell order for {pair_s} cancelled') logger.info('Sell order timeout for %s.', trade) return True @@ -467,51 +525,42 @@ class FreqtradeBot(object): :param limit: limit rate for the sell order :return: None """ + exc = trade.exchange + pair = trade.pair # Execute sell and update trade record - order_id = exchange.sell(str(trade.pair), limit, trade.amount) + order_id = exchange.sell(str(trade.pair), limit, trade.amount)['id'] trade.open_order_id = order_id + trade.close_rate_requested = limit fmt_exp_profit = round(trade.calc_profit_percent(rate=limit) * 100, 2) profit_trade = trade.calc_profit(rate=limit) - current_rate = exchange.get_ticker(trade.pair, False)['bid'] - profit = trade.calc_profit_percent(current_rate) + current_rate = exchange.get_ticker(trade.pair)['bid'] + 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" \ - "*Current Pair:* [{pair}]({pair_url})\n" \ - "*Limit:* `{limit}`\n" \ - "*Amount:* `{amount}`\n" \ - "*Open Rate:* `{open_rate:.8f}`\n" \ - "*Current Rate:* `{current_rate:.8f}`\n" \ - "*Profit:* `{profit:.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), - ) + message = f"*{exc}:* Selling\n" \ + f"*Current Pair:* [{pair}]({pair_url})\n" \ + f"*Limit:* `{limit}`\n" \ + f"*Amount:* `{round(trade.amount, 8)}`\n" \ + f"*Open Rate:* `{trade.open_rate:.8f}`\n" \ + f"*Current Rate:* `{current_rate:.8f}`\n" \ + f"*Profit:* `{round(profit * 100, 2):.2f}%`" \ + "" # For regular case, when the configuration exists 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() profit_fiat = fiat_converter.convert_amount( profit_trade, - self.config['stake_currency'], - self.config['fiat_display_currency'] + stake, + 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 # Ignore the FIAT value and does not show the stake_currency as well else: diff --git a/freqtrade/indicator_helpers.py b/freqtrade/indicator_helpers.py index 14519d7a2..50586578a 100644 --- a/freqtrade/indicator_helpers.py +++ b/freqtrade/indicator_helpers.py @@ -13,7 +13,7 @@ def went_down(series: Series) -> bool: return series < series.shift(1) -def ehlers_super_smoother(series: Series, smoothing: float = 6) -> type(Series): +def ehlers_super_smoother(series: Series, smoothing: float = 6) -> Series: magic = pi * sqrt(2) / smoothing a1 = exp(-magic) coeff2 = 2 * a1 * cos(magic) diff --git a/freqtrade/main.py b/freqtrade/main.py index 9639922f9..81e578810 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -7,6 +7,7 @@ import logging import sys from typing import List +from freqtrade import OperationalException from freqtrade.arguments import Arguments from freqtrade.configuration import Configuration from freqtrade.freqtradebot import FreqtradeBot @@ -47,6 +48,9 @@ def main(sysargv: List[str]) -> None: except KeyboardInterrupt: logger.info('SIGINT received, aborting ...') return_code = 0 + except OperationalException as e: + logger.error(str(e)) + return_code = 2 except BaseException: logger.exception('Fatal exception!') finally: @@ -61,6 +65,7 @@ def set_loggers() -> None: :return: None """ logging.getLogger('requests.packages.urllib3').setLevel(logging.INFO) + logging.getLogger('ccxt.base.exchange').setLevel(logging.INFO) logging.getLogger('telegram').setLevel(logging.INFO) diff --git a/freqtrade/misc.py b/freqtrade/misc.py index f5d045c44..90a1db42b 100644 --- a/freqtrade/misc.py +++ b/freqtrade/misc.py @@ -5,6 +5,7 @@ Various tool function for Freqtrade and scripts import json import logging import re +import gzip from datetime import datetime from typing import Dict @@ -63,12 +64,28 @@ def common_datearray(dfs: Dict[str, DataFrame]) -> np.ndarray: return np.sort(arr, axis=0) -def file_dump_json(filename, data) -> None: +def file_dump_json(filename, data, is_zip=False) -> None: """ Dump JSON data into a file :param filename: file to create :param data: JSON Data to save :return: """ - with open(filename, 'w') as fp: - json.dump(data, fp, default=str) + print(f'dumping json to "{filename}"') + + if is_zip: + if not filename.endswith('.gz'): + filename = filename + '.gz' + with gzip.open(filename, 'w') as fp: + json.dump(data, fp, default=str) + else: + with open(filename, 'w') as fp: + json.dump(data, fp, default=str) + + +def format_ms_time(date: int) -> str: + """ + convert MS date to readable format. + : epoch-string in ms + """ + return datetime.fromtimestamp(date/1000.0).strftime('%Y-%m-%dT%H:%M:%S') diff --git a/freqtrade/optimize/__init__.py b/freqtrade/optimize/__init__.py index bfdfceab1..fc5d53114 100644 --- a/freqtrade/optimize/__init__.py +++ b/freqtrade/optimize/__init__.py @@ -4,38 +4,61 @@ import gzip import json import logging import os -from typing import Optional, List, Dict, Tuple +from typing import Optional, List, Dict, Tuple, Any +import arrow -from freqtrade import misc +from freqtrade import misc, constants from freqtrade.exchange import get_ticker_history +from freqtrade.arguments import TimeRange + from user_data.hyperopt_conf import hyperopt_optimize_conf logger = logging.getLogger(__name__) -def trim_tickerlist(tickerlist: List[Dict], timerange: Tuple[Tuple, int, int]) -> List[Dict]: - stype, start, stop = timerange - if stype == (None, 'line'): - return tickerlist[stop:] - elif stype == ('line', None): - return tickerlist[0:start] - elif stype == ('index', 'index'): - return tickerlist[start:stop] +def trim_tickerlist(tickerlist: List[Dict], timerange: TimeRange) -> List[Dict]: + if not tickerlist: + return tickerlist - return tickerlist + start_index = 0 + stop_index = len(tickerlist) + + if timerange.starttype == 'line': + stop_index = timerange.startts + if timerange.starttype == 'index': + start_index = timerange.startts + elif timerange.starttype == 'date': + while (start_index < len(tickerlist) and + tickerlist[start_index][0] < timerange.startts * 1000): + start_index += 1 + + if timerange.stoptype == 'line': + start_index = len(tickerlist) + timerange.stopts + if timerange.stoptype == 'index': + stop_index = timerange.stopts + elif timerange.stoptype == 'date': + while (stop_index > 0 and + tickerlist[stop_index-1][0] > timerange.stopts * 1000): + stop_index -= 1 + + if start_index > stop_index: + raise ValueError(f'The timerange [{timerange.startts},{timerange.stopts}] is incorrect') + + return tickerlist[start_index:stop_index] def load_tickerdata_file( datadir: str, pair: str, - ticker_interval: int, - timerange: Optional[Tuple[Tuple, int, int]] = None) -> Optional[List[Dict]]: + ticker_interval: str, + timerange: Optional[TimeRange] = None) -> Optional[List[Dict]]: """ Load a pair from file, :return dict OR empty if unsuccesful """ path = make_testdata_path(datadir) + pair_file_string = pair.replace('/', '_') file = os.path.join(path, '{pair}-{ticker_interval}.json'.format( - pair=pair, + pair=pair_file_string, ticker_interval=ticker_interval, )) gzipfile = file + '.gz' @@ -58,10 +81,11 @@ def load_tickerdata_file( return pairdata -def load_data(datadir: str, ticker_interval: int, +def load_data(datadir: str, + ticker_interval: str, pairs: Optional[List[str]] = None, refresh_pairs: Optional[bool] = False, - timerange: Optional[Tuple[Tuple, int, int]] = None) -> Dict[str, List]: + timerange: TimeRange = TimeRange(None, None, 0, 0)) -> Dict[str, List]: """ Loads ticker history data for the given parameters :return: dict @@ -73,16 +97,20 @@ def load_data(datadir: str, ticker_interval: int, # If the user force the refresh of pairs if refresh_pairs: logger.info('Download data for all pairs and store them in %s', datadir) - download_pairs(datadir, _pairs, ticker_interval) + download_pairs(datadir, _pairs, ticker_interval, timerange=timerange) for pair in _pairs: pairdata = load_tickerdata_file(datadir, pair, ticker_interval, timerange=timerange) - if not pairdata: - # download the tickerdata from exchange - download_backtesting_testdata(datadir, pair=pair, interval=ticker_interval) - # and retry reading the pair - pairdata = load_tickerdata_file(datadir, pair, ticker_interval, timerange=timerange) - result[pair] = pairdata + if pairdata: + result[pair] = pairdata + else: + logger.warning( + 'No data for pair: "%s", Interval: %s. ' + 'Use --refresh-pairs-cached to download the data', + pair, + ticker_interval + ) + return result @@ -95,14 +123,19 @@ def make_testdata_path(datadir: str) -> str: ) -def download_pairs(datadir, pairs: List[str], ticker_interval: int) -> bool: +def download_pairs(datadir, pairs: List[str], + ticker_interval: str, + timerange: TimeRange = TimeRange(None, None, 0, 0)) -> bool: """For each pairs passed in parameters, download the ticker intervals""" for pair in pairs: try: - download_backtesting_testdata(datadir, pair=pair, interval=ticker_interval) + download_backtesting_testdata(datadir, + pair=pair, + tick_interval=ticker_interval, + timerange=timerange) except BaseException: logger.info( - 'Failed to download the pair: "%s", Interval: %s min', + 'Failed to download the pair: "%s", Interval: %s', pair, ticker_interval ) @@ -110,39 +143,87 @@ def download_pairs(datadir, pairs: List[str], ticker_interval: int) -> bool: return True -# FIX: 20180110, suggest rename interval to tick_interval -def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) -> None: +def load_cached_data_for_updating(filename: str, + tick_interval: str, + timerange: Optional[TimeRange]) -> Tuple[ + List[Any], + Optional[int]]: """ - Download the latest 1 and 5 ticker intervals from Bittrex for the pairs passed in parameters - Based on @Rybolov work: https://github.com/rybolov/freqtrade-data + Load cached data and choose what part of the data should be updated """ - path = make_testdata_path(datadir) - logger.info( - 'Download the pair: "%s", Interval: %s min', pair, interval - ) + since_ms = None - filename = os.path.join(path, '{pair}-{interval}.json'.format( - pair=pair.replace("-", "_"), - interval=interval, - )) + # user sets timerange, so find the start time + if timerange: + if timerange.starttype == 'date': + since_ms = timerange.startts * 1000 + elif timerange.stoptype == 'line': + num_minutes = timerange.stopts * constants.TICKER_INTERVAL_MINUTES[tick_interval] + since_ms = arrow.utcnow().shift(minutes=num_minutes).timestamp * 1000 + # read the cached file if os.path.isfile(filename): with open(filename, "rt") as file: data = json.load(file) + # remove the last item, because we are not sure if it is correct + # it could be fetched when the candle was incompleted + if data: + data.pop() else: data = [] - logger.debug('Current Start: %s', data[1]['T'] if data else None) - logger.debug('Current End: %s', data[-1:][0]['T'] if data else None) + if data: + if since_ms and since_ms < data[0][0]: + # the data is requested for earlier period than the cache has + # so fully redownload all the data + data = [] + else: + # a part of the data was already downloaded, so + # download unexist data only + since_ms = data[-1][0] + 1 - # Extend data with new ticker history - data.extend([ - row for row in get_ticker_history(pair=pair, tick_interval=int(interval)) - if row not in data - ]) + return (data, since_ms) + + +def download_backtesting_testdata(datadir: str, + pair: str, + tick_interval: str = '5m', + timerange: Optional[TimeRange] = None) -> None: + + """ + Download the latest ticker intervals from the exchange for the pairs passed in parameters + The data is downloaded starting from the last correct ticker interval data that + esists in a cache. If timerange starts earlier than the data in the cache, + the full data will be redownloaded + + Based on @Rybolov work: https://github.com/rybolov/freqtrade-data + :param pairs: list of pairs to download + :param tick_interval: ticker interval + :param timerange: range of time to download + :return: None + + """ + + path = make_testdata_path(datadir) + filepair = pair.replace("/", "_") + filename = os.path.join(path, f'{filepair}-{tick_interval}.json') + + logger.info( + 'Download the pair: "%s", Interval: %s', + pair, + tick_interval + ) + + data, since_ms = load_cached_data_for_updating(filename, tick_interval, timerange) + + logger.debug("Current Start: %s", misc.format_ms_time(data[1][0]) if data else 'None') + logger.debug("Current End: %s", misc.format_ms_time(data[-1][0]) if data else 'None') + + new_data = get_ticker_history(pair=pair, tick_interval=tick_interval, since_ms=since_ms) + data.extend(new_data) + + logger.debug("New Start: %s", misc.format_ms_time(data[0][0])) + logger.debug("New End: %s", misc.format_ms_time(data[-1][0])) - data = sorted(data, key=lambda _data: _data['T']) - logger.debug('New Start: %s', data[1]['T']) - logger.debug('New End: %s', data[-1:][0]['T']) misc.file_dump_json(filename, data) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index cf140637c..028a4f521 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -17,11 +17,9 @@ from freqtrade import exchange from freqtrade.analyze import Analyze from freqtrade.arguments import Arguments from freqtrade.configuration import Configuration -from freqtrade.exchange import Bittrex from freqtrade.misc import file_dump_json from freqtrade.persistence import Trade - logger = logging.getLogger(__name__) @@ -35,24 +33,19 @@ class Backtesting(object): """ def __init__(self, config: Dict[str, Any]) -> None: self.config = config - self.analyze = None - self.ticker_interval = None - self.tickerdata_to_dataframe = None - self.populate_buy_trend = None - self.populate_sell_trend = None - self._init() - - def _init(self) -> None: - """ - Init objects required for backtesting - :return: None - """ self.analyze = Analyze(self.config) self.ticker_interval = self.analyze.strategy.ticker_interval self.tickerdata_to_dataframe = self.analyze.tickerdata_to_dataframe self.populate_buy_trend = self.analyze.populate_buy_trend self.populate_sell_trend = self.analyze.populate_sell_trend - exchange._API = Bittrex({'key': '', 'secret': ''}) + + # Reset keys for backtesting + self.config['exchange']['key'] = '' + self.config['exchange']['secret'] = '' + self.config['exchange']['password'] = '' + self.config['exchange']['uid'] = '' + self.config['dry_run'] = True + exchange.init(self.config) @staticmethod def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]: @@ -73,7 +66,7 @@ class Backtesting(object): Generates and returns a text table for the given backtest data and the results dataframe :return: pretty printed table with tabulate as str """ - stake_currency = self.config.get('stake_currency') + stake_currency = str(self.config.get('stake_currency')) floatfmt = ('s', 'd', '.2f', '.8f', '.1f') tabular_data = [] @@ -101,7 +94,7 @@ class Backtesting(object): len(results[results.profit_BTC > 0]), len(results[results.profit_BTC < 0]) ]) - return tabulate(tabular_data, headers=headers, floatfmt=floatfmt) + return tabulate(tabular_data, headers=headers, floatfmt=floatfmt, tablefmt="pipe") def _get_sell_trade_entry( self, pair: str, buy_row: DataFrame, @@ -109,12 +102,14 @@ class Backtesting(object): stake_amount = args['stake_amount'] max_open_trades = args.get('max_open_trades', 0) + fee = exchange.get_fee() trade = Trade( open_rate=buy_row.close, open_date=buy_row.date, stake_amount=stake_amount, amount=stake_amount / buy_row.open, - fee=exchange.get_fee() + fee_open=fee, + fee_close=fee ) # calculate win/lose forwards from buy point @@ -159,13 +154,22 @@ class Backtesting(object): max_open_trades = args.get('max_open_trades', 0) realistic = args.get('realistic', False) record = args.get('record', None) + recordfilename = args.get('recordfn', 'backtest-result.json') records = [] trades = [] - trade_count_lock = {} + trade_count_lock: Dict = {} for pair, pair_data in processed.items(): pair_data['buy'], pair_data['sell'] = 0, 0 # cleanup from previous run - ticker_data = self.populate_sell_trend(self.populate_buy_trend(pair_data))[headers] + ticker_data = self.populate_sell_trend( + self.populate_buy_trend(pair_data))[headers].copy() + + # to avoid using data from future, we buy/sell with signal from previous candle + ticker_data.loc[:, 'buy'] = ticker_data['buy'].shift(1) + ticker_data.loc[:, 'sell'] = ticker_data['sell'].shift(1) + + ticker_data.drop(ticker_data.head(1).index, inplace=True) + ticker = [x for x in ticker_data.itertuples()] lock_pair_until = None @@ -201,8 +205,8 @@ class Backtesting(object): # For now export inside backtest(), maybe change so that backtest() # returns a tuple like: (dataframe, records, logs, etc) if record and record.find('trades') >= 0: - logger.info('Dumping backtest results') - file_dump_json('backtest-result.json', records) + logger.info('Dumping backtest results to %s', recordfilename) + file_dump_json(recordfilename, records) labels = ['currency', 'profit_percent', 'profit_BTC', 'duration'] return DataFrame.from_records(trades, columns=labels) @@ -223,7 +227,8 @@ class Backtesting(object): else: logger.info('Using local backtesting data (using whitelist in given config) ...') - timerange = Arguments.parse_timerange(self.config.get('timerange')) + timerange = Arguments.parse_timerange(None if self.config.get( + 'timerange') is None else str(self.config.get('timerange'))) data = optimize.load_data( self.config['datadir'], pairs=pairs, @@ -261,7 +266,8 @@ class Backtesting(object): 'realistic': self.config.get('realistic_simulation', False), 'sell_profit_only': sell_profit_only, 'use_sell_signal': use_sell_signal, - 'record': self.config.get('export') + 'record': self.config.get('export'), + 'recordfn': self.config.get('exportfilename'), } ) logger.info( diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index fb1d882be..878acc2dc 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -14,7 +14,7 @@ from argparse import Namespace from functools import reduce from math import exp from operator import itemgetter -from typing import Dict, Any, Callable +from typing import Dict, Any, Callable, Optional import numpy import talib.abstract as ta @@ -29,7 +29,6 @@ from freqtrade.optimize import load_data from freqtrade.optimize.backtesting import Backtesting from user_data.hyperopt_conf import hyperopt_optimize_conf - logger = logging.getLogger(__name__) @@ -61,7 +60,7 @@ class Hyperopt(Backtesting): self.expected_max_profit = 3.0 # Configuration and data used by hyperopt - self.processed = None + self.processed: Optional[Dict[str, Any]] = None # Hyperopt Trials self.trials_file = os.path.join('user_data', 'hyperopt_trials.pickle') @@ -345,7 +344,7 @@ class Hyperopt(Backtesting): """ Return the space to use during Hyperopt """ - spaces = {} + spaces: Dict = {} if self.has_space('buy'): spaces = {**spaces, **Hyperopt.indicator_space()} if self.has_space('roi'): @@ -456,6 +455,7 @@ class Hyperopt(Backtesting): if trade_count == 0 or trade_duration > self.max_accepted_trade_duration: print('.', end='') + sys.stdout.flush() return { 'status': STATUS_FAIL, 'loss': float('inf') @@ -480,31 +480,32 @@ class Hyperopt(Backtesting): 'result': result_explanation, } - @staticmethod - def format_results(results: DataFrame) -> str: + def format_results(self, results: DataFrame) -> str: """ Return the format result in a string """ return ('{:6d} trades. Avg profit {: 5.2f}%. ' - 'Total profit {: 11.8f} BTC ({:.4f}Σ%). Avg duration {:5.1f} mins.').format( + 'Total profit {: 11.8f} {} ({:.4f}Σ%). Avg duration {:5.1f} mins.').format( len(results.index), results.profit_percent.mean() * 100.0, results.profit_BTC.sum(), + self.config['stake_currency'], results.profit_percent.sum(), results.duration.mean(), ) def start(self) -> None: - timerange = Arguments.parse_timerange(self.config.get('timerange')) + timerange = Arguments.parse_timerange(None if self.config.get( + 'timerange') is None else str(self.config.get('timerange'))) data = load_data( - datadir=self.config.get('datadir'), + datadir=str(self.config.get('datadir')), pairs=self.config['exchange']['pair_whitelist'], ticker_interval=self.ticker_interval, timerange=timerange ) if self.has_space('buy'): - self.analyze.populate_indicators = Hyperopt.populate_indicators + self.analyze.populate_indicators = Hyperopt.populate_indicators # type: ignore self.processed = self.tickerdata_to_dataframe(data) if self.config.get('mongodb'): diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index 56fe336d2..7fd8fdeb9 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -5,57 +5,114 @@ This module contains the class to persist trades into SQLite import logging from datetime import datetime from decimal import Decimal, getcontext -from typing import Dict, Optional +from typing import Dict, Optional, Any import arrow from sqlalchemy import (Boolean, Column, DateTime, Float, Integer, String, create_engine) -from sqlalchemy.engine import Engine +from sqlalchemy import inspect +from sqlalchemy.exc import NoSuchModuleError from sqlalchemy.ext.declarative import declarative_base from sqlalchemy.orm.scoping import scoped_session from sqlalchemy.orm.session import sessionmaker from sqlalchemy.pool import StaticPool +from freqtrade import OperationalException + logger = logging.getLogger(__name__) _CONF = {} -_DECL_BASE = declarative_base() +_DECL_BASE: Any = declarative_base() -def init(config: dict, engine: Optional[Engine] = None) -> None: +def init(config: Dict) -> None: """ Initializes this module with the given config, registers all known command handlers and starts polling for message updates :param config: config to use - :param engine: database engine for sqlalchemy (Optional) :return: None """ _CONF.update(config) - if not engine: - if _CONF.get('dry_run', False): - # the user wants dry run to use a DB - if _CONF.get('dry_run_db', False): - engine = create_engine('sqlite:///tradesv3.dry_run.sqlite') - # Otherwise dry run will store in memory - else: - engine = create_engine('sqlite://', - connect_args={'check_same_thread': False}, - poolclass=StaticPool, - echo=False) - else: - engine = create_engine('sqlite:///tradesv3.sqlite') + + db_url = _CONF.get('db_url', None) + kwargs = {} + + # Take care of thread ownership if in-memory db + if db_url == 'sqlite://': + kwargs.update({ + 'connect_args': {'check_same_thread': False}, + 'poolclass': StaticPool, + 'echo': False, + }) + + try: + engine = create_engine(db_url, **kwargs) + except NoSuchModuleError: + error = 'Given value for db_url: \'{}\' is no valid database URL! (See {}).'.format( + db_url, 'http://docs.sqlalchemy.org/en/latest/core/engines.html#database-urls' + ) + raise OperationalException(error) session = scoped_session(sessionmaker(bind=engine, autoflush=True, autocommit=True)) Trade.session = session() Trade.query = session.query_property() _DECL_BASE.metadata.create_all(engine) + check_migrate(engine) - # Clean dry_run DB - if _CONF.get('dry_run', False) and _CONF.get('dry_run_db', False): + # Clean dry_run DB if the db is not in-memory + if _CONF.get('dry_run', False) and db_url != 'sqlite://': clean_dry_run_db() +def has_column(columns, searchname: str) -> bool: + return len(list(filter(lambda x: x["name"] == searchname, columns))) == 1 + + +def check_migrate(engine) -> None: + """ + Checks if migration is necessary and migrates if necessary + """ + inspector = inspect(engine) + + cols = inspector.get_columns('trades') + + if not has_column(cols, 'fee_open'): + # Schema migration necessary + engine.execute("alter table trades rename to trades_bak") + # let SQLAlchemy create the schema as required + _DECL_BASE.metadata.create_all(engine) + + # Copy data back - following the correct schema + engine.execute("""insert into trades + (id, exchange, pair, is_open, fee_open, fee_close, open_rate, + open_rate_requested, close_rate, close_rate_requested, close_profit, + stake_amount, amount, open_date, close_date, open_order_id) + select id, lower(exchange), + case + when instr(pair, '_') != 0 then + substr(pair, instr(pair, '_') + 1) || '/' || + substr(pair, 1, instr(pair, '_') - 1) + else pair + end + pair, + is_open, fee fee_open, fee fee_close, + open_rate, null open_rate_requested, close_rate, + null close_rate_requested, close_profit, + stake_amount, amount, open_date, close_date, open_order_id + from trades_bak + """) + + # Reread columns - the above recreated the table! + inspector = inspect(engine) + cols = inspector.get_columns('trades') + + if not has_column(cols, 'open_rate_requested'): + engine.execute("alter table trades add open_rate_requested float") + if not has_column(cols, 'close_rate_requested'): + engine.execute("alter table trades add close_rate_requested float") + + def cleanup() -> None: """ Flushes all pending operations to disk. @@ -85,9 +142,12 @@ class Trade(_DECL_BASE): exchange = Column(String, nullable=False) pair = Column(String, nullable=False) is_open = Column(Boolean, nullable=False, default=True) - fee = Column(Float, nullable=False, default=0.0) + fee_open = Column(Float, nullable=False, default=0.0) + fee_close = Column(Float, nullable=False, default=0.0) open_rate = Column(Float) + open_rate_requested = Column(Float) close_rate = Column(Float) + close_rate_requested = Column(Float) close_profit = Column(Float) stake_amount = Column(Float, nullable=False) amount = Column(Float) @@ -111,20 +171,20 @@ class Trade(_DECL_BASE): :return: None """ # Ignore open and cancelled orders - if not order['closed'] or order['rate'] is None: + if order['status'] == 'open' or order['price'] is None: return logger.info('Updating trade (id=%d) ...', self.id) getcontext().prec = 8 # Bittrex do not go above 8 decimal - if order['type'] == 'LIMIT_BUY': + if order['type'] == 'limit' and order['side'] == 'buy': # Update open rate and actual amount - self.open_rate = Decimal(order['rate']) + self.open_rate = Decimal(order['price']) self.amount = Decimal(order['amount']) logger.info('LIMIT_BUY has been fulfilled for %s.', self) self.open_order_id = None - elif order['type'] == 'LIMIT_SELL': - self.close(order['rate']) + elif order['type'] == 'limit' and order['side'] == 'sell': + self.close(order['price']) else: raise ValueError('Unknown order type: {}'.format(order['type'])) cleanup() @@ -156,7 +216,7 @@ class Trade(_DECL_BASE): getcontext().prec = 8 buy_trade = (Decimal(self.amount) * Decimal(self.open_rate)) - fees = buy_trade * Decimal(fee or self.fee) + fees = buy_trade * Decimal(fee or self.fee_open) return float(buy_trade + fees) def calc_close_trade_price( @@ -177,7 +237,7 @@ class Trade(_DECL_BASE): return 0.0 sell_trade = (Decimal(self.amount) * Decimal(rate or self.close_rate)) - fees = sell_trade * Decimal(fee or self.fee) + fees = sell_trade * Decimal(fee or self.fee_close) return float(sell_trade - fees) def calc_profit( @@ -195,7 +255,7 @@ class Trade(_DECL_BASE): open_trade_price = self.calc_open_trade_price() close_trade_price = self.calc_close_trade_price( rate=(rate or self.close_rate), - fee=(fee or self.fee) + fee=(fee or self.fee_close) ) return float("{0:.8f}".format(close_trade_price - open_trade_price)) @@ -215,7 +275,7 @@ class Trade(_DECL_BASE): open_trade_price = self.calc_open_trade_price() close_trade_price = self.calc_close_trade_price( rate=(rate or self.close_rate), - fee=(fee or self.fee) + fee=(fee or self.fee_close) ) return float("{0:.8f}".format((close_trade_price / open_trade_price) - 1)) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 860d3ba43..abe9f6169 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -2,13 +2,14 @@ This module contains class to define a RPC communications """ import logging -from datetime import datetime, timedelta +from datetime import datetime, timedelta, date from decimal import Decimal -from typing import Tuple, Any +from typing import Dict, Tuple, Any import arrow import sqlalchemy as sql from pandas import DataFrame +from numpy import mean, nan_to_num from freqtrade import exchange from freqtrade.misc import shorten_date @@ -48,7 +49,7 @@ class RPC(object): for trade in trades: order = None if trade.open_order_id: - order = exchange.get_order(trade.open_order_id) + order = exchange.get_order(trade.open_order_id, trade.pair) # calculate profit and send message to user current_rate = exchange.get_ticker(trade.pair, False)['bid'] current_profit = trade.calc_profit_percent(current_rate) @@ -76,8 +77,8 @@ class RPC(object): amount=round(trade.amount, 8), close_profit=fmt_close_profit, current_profit=round(current_profit * 100, 2), - open_order='({} rem={:.8f})'.format( - order['type'], order['remaining'] + open_order='({} {} rem={:.8f})'.format( + order['type'], order['side'], order['remaining'] ) if order else None, ) result.append(message) @@ -114,7 +115,7 @@ class RPC(object): self, timescale: int, stake_currency: str, fiat_display_currency: str) -> Tuple[bool, Any]: today = datetime.utcnow().date() - profit_days = {} + profit_days: Dict[date, Dict] = {} if not (isinstance(timescale, int) and timescale > 0): return True, '*Daily [n]:* `must be an integer greater than 0`' @@ -172,7 +173,7 @@ class RPC(object): durations = [] for trade in trades: - current_rate = None + current_rate: float = 0.0 if not trade.open_rate: continue @@ -209,14 +210,14 @@ class RPC(object): fiat = self.freqtrade.fiat_converter # Prepare data to display profit_closed_coin = round(sum(profit_closed_coin), 8) - profit_closed_percent = round(sum(profit_closed_percent) * 100, 2) + profit_closed_percent = round(nan_to_num(mean(profit_closed_percent)) * 100, 2) profit_closed_fiat = fiat.convert_amount( profit_closed_coin, stake_currency, fiat_display_currency ) profit_all_coin = round(sum(profit_all_coin), 8) - profit_all_percent = round(sum(profit_all_percent) * 100, 2) + profit_all_percent = round(nan_to_num(mean(profit_all_percent)) * 100, 2) profit_all_fiat = fiat.convert_amount( profit_all_coin, stake_currency, @@ -245,41 +246,40 @@ class RPC(object): """ :return: current account balance per crypto """ - balances = [ - c for c in exchange.get_balances() - if c['Balance'] or c['Available'] or c['Pending'] - ] - if not balances: - return True, '`All balances are zero.`' - output = [] total = 0.0 - for currency in balances: - coin = currency['Currency'] + for coin, balance in exchange.get_balances().items(): + if not balance['total']: + continue + + rate = None if coin == 'BTC': - currency["Rate"] = 1.0 + rate = 1.0 else: if coin == 'USDT': - currency["Rate"] = 1.0 / exchange.get_ticker('USDT_BTC', False)['bid'] + rate = 1.0 / exchange.get_ticker('BTC/USDT', False)['bid'] else: - currency["Rate"] = exchange.get_ticker('BTC_' + coin, False)['bid'] - currency['BTC'] = currency["Rate"] * currency["Balance"] - total = total + currency['BTC'] + rate = exchange.get_ticker(coin + '/BTC', False)['bid'] + est_btc: float = rate * balance['total'] + total = total + est_btc output.append( { - 'currency': currency['Currency'], - 'available': currency['Available'], - 'balance': currency['Balance'], - 'pending': currency['Pending'], - 'est_btc': currency['BTC'] + 'currency': coin, + 'available': balance['free'], + 'balance': balance['total'], + 'pending': balance['used'], + 'est_btc': est_btc } ) + if total == 0.0: + return True, '`All balances are zero.`' + fiat = self.freqtrade.fiat_converter symbol = fiat_display_currency value = fiat.convert_amount(total, 'BTC', symbol) return False, (output, total, symbol, value) - def rpc_start(self) -> (bool, str): + def rpc_start(self) -> Tuple[bool, str]: """ Handler for start. """ @@ -289,7 +289,7 @@ class RPC(object): self.freqtrade.state = State.RUNNING return False, '`Starting trader ...`' - def rpc_stop(self) -> (bool, str): + def rpc_stop(self) -> Tuple[bool, str]: """ Handler for stop. """ @@ -309,17 +309,23 @@ class RPC(object): def _exec_forcesell(trade: Trade) -> None: # Check if there is there is an open order if trade.open_order_id: - order = exchange.get_order(trade.open_order_id) + order = exchange.get_order(trade.open_order_id, trade.pair) # Cancel open LIMIT_BUY orders and close trade - if order and not order['closed'] and order['type'] == 'LIMIT_BUY': - exchange.cancel_order(trade.open_order_id) - trade.close(order.get('rate') or trade.open_rate) - # TODO: sell amount which has been bought already - return + if order and order['status'] == 'open' \ + and order['type'] == 'limit' \ + and order['side'] == 'buy': + exchange.cancel_order(trade.open_order_id, trade.pair) + trade.close(order.get('price') or trade.open_rate) + # Do the best effort, if we don't know 'filled' amount, don't try selling + if order['filled'] is None: + return + trade.amount = order['filled'] # Ignore trades with an attached LIMIT_SELL order - if order and not order['closed'] and order['type'] == 'LIMIT_SELL': + if order and order['status'] == 'open' \ + and order['type'] == 'limit' \ + and order['side'] == 'sell': return # Get current rate and execute sell @@ -348,6 +354,7 @@ class RPC(object): return True, 'Invalid argument.' _exec_forcesell(trade) + Trade.session.flush() return False, '' def rpc_performance(self) -> Tuple[bool, Any]: diff --git a/freqtrade/rpc/rpc_manager.py b/freqtrade/rpc/rpc_manager.py index 0299c793a..58e9bf2b9 100644 --- a/freqtrade/rpc/rpc_manager.py +++ b/freqtrade/rpc/rpc_manager.py @@ -1,6 +1,7 @@ """ This module contains class to manage RPC communications (Telegram, Slack, ...) """ +from typing import Any, List import logging from freqtrade.rpc.telegram import Telegram @@ -21,8 +22,8 @@ class RPCManager(object): """ self.freqtrade = freqtrade - self.registered_modules = [] - self.telegram = None + self.registered_modules: List[str] = [] + self.telegram: Any = None self._init() def _init(self) -> None: diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 086c408ac..c110b9627 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -18,7 +18,7 @@ from freqtrade.rpc.rpc import RPC logger = logging.getLogger(__name__) -def authorized_only(command_handler: Callable[[Bot, Update], None]) -> Callable[..., Any]: +def authorized_only(command_handler: Callable[[Any, Bot, Update], None]) -> Callable[..., Any]: """ Decorator to check if the message comes from the correct chat_id :param command_handler: Telegram CommandHandler @@ -65,7 +65,7 @@ class Telegram(RPC): """ super().__init__(freqtrade) - self._updater = None + self._updater: Updater = None self._config = freqtrade.config self._init() @@ -264,17 +264,15 @@ class Telegram(RPC): (currencys, total, symbol, value) = result output = '' for currency in currencys: - output += """*Currency*: {currency} - *Available*: {available} - *Balance*: {balance} - *Pending*: {pending} - *Est. BTC*: {est_btc: .8f} - """.format(**currency) + output += "*{currency}:*\n" \ + "\t`Available: {available: .8f}`\n" \ + "\t`Balance: {balance: .8f}`\n" \ + "\t`Pending: {pending: .8f}`\n" \ + "\t`Est. BTC: {est_btc: .8f}`\n".format(**currency) - output += """*Estimated Value*: - *BTC*: {0: .8f} - *{1}*: {2: .2f} - """.format(total, symbol, value) + output += "\n*Estimated Value*:\n" \ + "\t`BTC: {0: .8f}`\n" \ + "\t`{1}: {2: .2f}`\n".format(total, symbol, value) self.send_msg(output) @authorized_only diff --git a/freqtrade/strategy/default_strategy.py b/freqtrade/strategy/default_strategy.py index 4b645dbd0..22689f17a 100644 --- a/freqtrade/strategy/default_strategy.py +++ b/freqtrade/strategy/default_strategy.py @@ -26,7 +26,7 @@ class DefaultStrategy(IStrategy): stoploss = -0.10 # Optimal ticker interval for the strategy - ticker_interval = 5 + ticker_interval = '5m' def populate_indicators(self, dataframe: DataFrame) -> DataFrame: """ diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index dcf665a02..4ae358c6f 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -2,7 +2,7 @@ IStrategy interface This module defines the interface to apply for strategies """ - +from typing import Dict from abc import ABC, abstractmethod from pandas import DataFrame @@ -16,9 +16,13 @@ class IStrategy(ABC): Attributes you can use: minimal_roi -> Dict: Minimal ROI designed for the strategy stoploss -> float: optimal stoploss designed for the strategy - ticker_interval -> int: value of the ticker interval to use for the strategy + ticker_interval -> str: value of the ticker interval to use for the strategy """ + minimal_roi: Dict + stoploss: float + ticker_interval: str + @abstractmethod def populate_indicators(self, dataframe: DataFrame) -> DataFrame: """ diff --git a/freqtrade/strategy/resolver.py b/freqtrade/strategy/resolver.py index bde852c92..3fd39bca3 100644 --- a/freqtrade/strategy/resolver.py +++ b/freqtrade/strategy/resolver.py @@ -33,7 +33,8 @@ class StrategyResolver(object): # Verify the strategy is in the configuration, otherwise fallback to the default strategy strategy_name = config.get('strategy') or constants.DEFAULT_STRATEGY - self.strategy = self._load_strategy(strategy_name, extra_dir=config.get('strategy_path')) + self.strategy: IStrategy = self._load_strategy(strategy_name, + extra_dir=config.get('strategy_path')) # Set attributes # Check if we need to override configuration @@ -59,10 +60,9 @@ class StrategyResolver(object): {int(key): value for (key, value) in self.strategy.minimal_roi.items()}.items(), key=lambda t: t[0])) self.strategy.stoploss = float(self.strategy.stoploss) - self.strategy.ticker_interval = int(self.strategy.ticker_interval) def _load_strategy( - self, strategy_name: str, extra_dir: Optional[str] = None) -> Optional[IStrategy]: + self, strategy_name: str, extra_dir: Optional[str] = None) -> IStrategy: """ Search and loads the specified strategy. :param strategy_name: name of the module to import @@ -102,7 +102,7 @@ class StrategyResolver(object): # Generate spec based on absolute path spec = importlib.util.spec_from_file_location('user_data.strategies', module_path) module = importlib.util.module_from_spec(spec) - spec.loader.exec_module(module) + spec.loader.exec_module(module) # type: ignore # importlib does not use typehints valid_strategies_gen = ( obj for name, obj in inspect.getmembers(module, inspect.isclass) diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py index 5e35537c9..1311687b7 100644 --- a/freqtrade/tests/conftest.py +++ b/freqtrade/tests/conftest.py @@ -2,13 +2,13 @@ import json import logging from datetime import datetime +from typing import Dict, Optional from functools import reduce from unittest.mock import MagicMock import arrow import pytest from jsonschema import validate -from sqlalchemy import create_engine from telegram import Chat, Message, Update from freqtrade.analyze import Analyze @@ -34,7 +34,8 @@ def get_patched_freqtradebot(mocker, config) -> FreqtradeBot: :param config: Config to pass to the bot :return: None """ - mocker.patch('freqtrade.fiat_convert.Market', {'price_usd': 12345.0}) + # mocker.patch('freqtrade.fiat_convert.Market', {'price_usd': 12345.0}) + patch_coinmarketcap(mocker, {'price_usd': 12345.0}) mocker.patch('freqtrade.freqtradebot.Analyze', MagicMock()) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock()) @@ -43,7 +44,28 @@ def get_patched_freqtradebot(mocker, config) -> FreqtradeBot: mocker.patch('freqtrade.freqtradebot.RPCManager.send_msg', MagicMock()) mocker.patch('freqtrade.freqtradebot.Analyze.get_signal', MagicMock()) - return FreqtradeBot(config, create_engine('sqlite://')) + return FreqtradeBot(config) + + +def patch_coinmarketcap(mocker, value: Optional[Dict[str, float]] = None) -> None: + """ + Mocker to coinmarketcap to speed up tests + :param mocker: mocker to patch coinmarketcap class + :return: None + """ + + tickermock = MagicMock(return_value={'price_usd': 12345.0}) + listmock = MagicMock(return_value={'data': [{'id': 1, 'name': 'Bitcoin', 'symbol': 'BTC', + 'website_slug': 'bitcoin'}, + {'id': 1027, 'name': 'Ethereum', 'symbol': 'ETH', + 'website_slug': 'ethereum'} + ]}) + mocker.patch.multiple( + 'freqtrade.fiat_convert.Market', + ticker=tickermock, + listings=listmock, + + ) @pytest.fixture(scope="function") @@ -54,7 +76,7 @@ def default_conf(): "stake_currency": "BTC", "stake_amount": 0.001, "fiat_display_currency": "USD", - "ticker_interval": 5, + "ticker_interval": '5m', "dry_run": True, "minimal_roi": { "40": 0.0, @@ -73,11 +95,10 @@ def default_conf(): "key": "key", "secret": "secret", "pair_whitelist": [ - "BTC_ETH", - "BTC_TKN", - "BTC_TRST", - "BTC_SWT", - "BTC_BCC" + "ETH/BTC", + "LTC/BTC", + "XRP/BTC", + "NEO/BTC" ] }, "telegram": { @@ -86,7 +107,8 @@ def default_conf(): "chat_id": "0" }, "initial_state": "running", - "loglevel": logging.DEBUG + "db_url": "sqlite://", + "loglevel": logging.DEBUG, } validate(configuration, constants.CONF_SCHEMA) return configuration @@ -99,6 +121,11 @@ def update(): return _update +@pytest.fixture +def fee(): + return MagicMock(return_value=0.0025) + + @pytest.fixture def ticker(): return MagicMock(return_value={ @@ -127,46 +154,94 @@ def ticker_sell_down(): @pytest.fixture -def health(): - return MagicMock(return_value=[{ - 'Currency': 'BTC', - 'IsActive': True, - 'LastChecked': '2017-11-13T20:15:00.00', - 'Notice': None - }, { - 'Currency': 'ETH', - 'IsActive': True, - 'LastChecked': '2017-11-13T20:15:00.00', - 'Notice': None - }, { - 'Currency': 'TRST', - 'IsActive': True, - 'LastChecked': '2017-11-13T20:15:00.00', - 'Notice': None - }, { - 'Currency': 'SWT', - 'IsActive': True, - 'LastChecked': '2017-11-13T20:15:00.00', - 'Notice': None - }, { - 'Currency': 'BCC', - 'IsActive': False, - 'LastChecked': '2017-11-13T20:15:00.00', - 'Notice': None - }]) +def markets(): + return MagicMock(return_value=[ + { + 'id': 'ethbtc', + 'symbol': 'ETH/BTC', + 'base': 'ETH', + 'quote': 'BTC', + 'active': True, + 'precision': { + 'price': 8, + 'amount': 8, + 'cost': 8, + }, + 'lot': 0.00000001, + 'limits': { + 'amount': { + 'min': 0.01, + 'max': 1000, + }, + 'price': 500000, + 'cost': 500000, + }, + 'info': '', + }, + { + 'id': 'tknbtc', + 'symbol': 'TKN/BTC', + 'base': 'TKN', + 'quote': 'BTC', + 'active': True, + 'precision': { + 'price': 8, + 'amount': 8, + 'cost': 8, + }, + 'lot': 0.00000001, + 'limits': { + 'amount': { + 'min': 0.01, + 'max': 1000, + }, + 'price': 500000, + 'cost': 500000, + }, + 'info': '', + }, + { + 'id': 'blkbtc', + 'symbol': 'BLK/BTC', + 'base': 'BLK', + 'quote': 'BTC', + 'active': True, + 'precision': { + 'price': 8, + 'amount': 8, + 'cost': 8, + }, + 'lot': 0.00000001, + 'limits': { + 'amount': { + 'min': 0.01, + 'max': 1000, + }, + 'price': 500000, + 'cost': 500000, + }, + 'info': '', + } + ]) @pytest.fixture +def markets_empty(): + return MagicMock(return_value=[]) + + +@pytest.fixture(scope='function') def limit_buy_order(): return { 'id': 'mocked_limit_buy', - 'type': 'LIMIT_BUY', + 'type': 'limit', + 'side': 'buy', 'pair': 'mocked', - 'opened': str(arrow.utcnow().datetime), - 'rate': 0.00001099, + 'datetime': arrow.utcnow().isoformat(), + 'price': 0.00001099, 'amount': 90.99181073, 'remaining': 0.0, - 'closed': str(arrow.utcnow().datetime), + 'status': 'closed' } @@ -174,12 +249,14 @@ def limit_buy_order(): def limit_buy_order_old(): return { 'id': 'mocked_limit_buy_old', - 'type': 'LIMIT_BUY', - 'pair': 'BTC_ETH', - 'opened': str(arrow.utcnow().shift(minutes=-601).datetime), - 'rate': 0.00001099, + 'type': 'limit', + 'side': 'buy', + 'pair': 'mocked', + 'datetime': str(arrow.utcnow().shift(minutes=-601).datetime), + 'price': 0.00001099, 'amount': 90.99181073, 'remaining': 90.99181073, + 'status': 'open' } @@ -187,12 +264,14 @@ def limit_buy_order_old(): def limit_sell_order_old(): return { 'id': 'mocked_limit_sell_old', - 'type': 'LIMIT_SELL', - 'pair': 'BTC_ETH', - 'opened': str(arrow.utcnow().shift(minutes=-601).datetime), - 'rate': 0.00001099, + 'type': 'limit', + 'side': 'sell', + 'pair': 'ETH/BTC', + 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(), + 'price': 0.00001099, 'amount': 90.99181073, 'remaining': 90.99181073, + 'status': 'open' } @@ -200,12 +279,14 @@ def limit_sell_order_old(): def limit_buy_order_old_partial(): return { 'id': 'mocked_limit_buy_old_partial', - 'type': 'LIMIT_BUY', - 'pair': 'BTC_ETH', - 'opened': str(arrow.utcnow().shift(minutes=-601).datetime), - 'rate': 0.00001099, + 'type': 'limit', + 'side': 'buy', + 'pair': 'ETH/BTC', + 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(), + 'price': 0.00001099, 'amount': 90.99181073, 'remaining': 67.99181073, + 'status': 'open' } @@ -213,86 +294,228 @@ def limit_buy_order_old_partial(): def limit_sell_order(): return { 'id': 'mocked_limit_sell', - 'type': 'LIMIT_SELL', + 'type': 'limit', + 'side': 'sell', 'pair': 'mocked', - 'opened': str(arrow.utcnow().datetime), - 'rate': 0.00001173, + 'datetime': arrow.utcnow().isoformat(), + 'price': 0.00001173, 'amount': 90.99181073, 'remaining': 0.0, - 'closed': str(arrow.utcnow().datetime), + 'status': 'closed' } @pytest.fixture def ticker_history(): return [ - { - "O": 8.794e-05, - "H": 8.948e-05, - "L": 8.794e-05, - "C": 8.88e-05, - "V": 991.09056638, - "T": "2017-11-26T08:50:00", - "BV": 0.0877869 - }, - { - "O": 8.88e-05, - "H": 8.942e-05, - "L": 8.88e-05, - "C": 8.893e-05, - "V": 658.77935965, - "T": "2017-11-26T08:55:00", - "BV": 0.05874751 - }, - { - "O": 8.891e-05, - "H": 8.893e-05, - "L": 8.875e-05, - "C": 8.877e-05, - "V": 7920.73570705, - "T": "2017-11-26T09:00:00", - "BV": 0.7039405 - } + [ + 1511686200000, # unix timestamp ms + 8.794e-05, # open + 8.948e-05, # high + 8.794e-05, # low + 8.88e-05, # close + 0.0877869, # volume (in quote currency) + ], + [ + 1511686500000, + 8.88e-05, + 8.942e-05, + 8.88e-05, + 8.893e-05, + 0.05874751, + ], + [ + 1511686800000, + 8.891e-05, + 8.893e-05, + 8.875e-05, + 8.877e-05, + 0.7039405 + ] ] @pytest.fixture -def ticker_history_without_bv(): - return [ - { - "O": 8.794e-05, - "H": 8.948e-05, - "L": 8.794e-05, - "C": 8.88e-05, - "V": 991.09056638, - "T": "2017-11-26T08:50:00" +def tickers(): + return MagicMock(return_value={ + 'ETH/BTC': { + 'symbol': 'ETH/BTC', + 'timestamp': 1522014806207, + 'datetime': '2018-03-25T21:53:26.207Z', + 'high': 0.061697, + 'low': 0.060531, + 'bid': 0.061588, + 'bidVolume': 3.321, + 'ask': 0.061655, + 'askVolume': 0.212, + 'vwap': 0.06105296, + 'open': 0.060809, + 'close': 0.060761, + 'first': None, + 'last': 0.061588, + 'change': 1.281, + 'percentage': None, + 'average': None, + 'baseVolume': 111649.001, + 'quoteVolume': 6816.50176926, + 'info': {} }, - { - "O": 8.88e-05, - "H": 8.942e-05, - "L": 8.88e-05, - "C": 8.893e-05, - "V": 658.77935965, - "T": "2017-11-26T08:55:00" + 'TKN/BTC': { + 'symbol': 'TKN/BTC', + 'timestamp': 1522014806169, + 'datetime': '2018-03-25T21:53:26.169Z', + 'high': 0.01885, + 'low': 0.018497, + 'bid': 0.018799, + 'bidVolume': 8.38, + 'ask': 0.018802, + 'askVolume': 15.0, + 'vwap': 0.01869197, + 'open': 0.018585, + 'close': 0.018573, + 'baseVolume': 81058.66, + 'quoteVolume': 2247.48374509, }, - { - "O": 8.891e-05, - "H": 8.893e-05, - "L": 8.875e-05, - "C": 8.877e-05, - "V": 7920.73570705, - "T": "2017-11-26T09:00:00" + 'BLK/BTC': { + 'symbol': 'BLK/BTC', + 'timestamp': 1522014806072, + 'datetime': '2018-03-25T21:53:26.720Z', + 'high': 0.007745, + 'low': 0.007512, + 'bid': 0.007729, + 'bidVolume': 0.01, + 'ask': 0.007743, + 'askVolume': 21.37, + 'vwap': 0.00761466, + 'open': 0.007653, + 'close': 0.007652, + 'first': None, + 'last': 0.007743, + 'change': 1.176, + 'percentage': None, + 'average': None, + 'baseVolume': 295152.26, + 'quoteVolume': 1515.14631229, + 'info': {} + }, + 'LTC/BTC': { + 'symbol': 'LTC/BTC', + 'timestamp': 1523787258992, + 'datetime': '2018-04-15T10:14:19.992Z', + 'high': 0.015978, + 'low': 0.0157, + 'bid': 0.015954, + 'bidVolume': 12.83, + 'ask': 0.015957, + 'askVolume': 0.49, + 'vwap': 0.01581636, + 'open': 0.015823, + 'close': 0.01582, + 'first': None, + 'last': 0.015951, + 'change': 0.809, + 'percentage': None, + 'average': None, + 'baseVolume': 88620.68, + 'quoteVolume': 1401.65697943, + 'info': {} + }, + 'ETH/USDT': { + 'symbol': 'ETH/USDT', + 'timestamp': 1522014804118, + 'datetime': '2018-03-25T21:53:24.118Z', + 'high': 530.88, + 'low': 512.0, + 'bid': 529.73, + 'bidVolume': 0.2, + 'ask': 530.21, + 'askVolume': 0.2464, + 'vwap': 521.02438405, + 'open': 527.27, + 'close': 528.42, + 'first': None, + 'last': 530.21, + 'change': 0.558, + 'percentage': None, + 'average': None, + 'baseVolume': 72300.0659, + 'quoteVolume': 37670097.3022171, + 'info': {} + }, + 'TKN/USDT': { + 'symbol': 'TKN/USDT', + 'timestamp': 1522014806198, + 'datetime': '2018-03-25T21:53:26.198Z', + 'high': 8718.0, + 'low': 8365.77, + 'bid': 8603.64, + 'bidVolume': 0.15846, + 'ask': 8603.67, + 'askVolume': 0.069147, + 'vwap': 8536.35621697, + 'open': 8680.0, + 'close': 8680.0, + 'first': None, + 'last': 8603.67, + 'change': -0.879, + 'percentage': None, + 'average': None, + 'baseVolume': 30414.604298, + 'quoteVolume': 259629896.48584127, + 'info': {} + }, + 'BLK/USDT': { + 'symbol': 'BLK/USDT', + 'timestamp': 1522014806145, + 'datetime': '2018-03-25T21:53:26.145Z', + 'high': 66.95, + 'low': 63.38, + 'bid': 66.473, + 'bidVolume': 4.968, + 'ask': 66.54, + 'askVolume': 2.704, + 'vwap': 65.0526901, + 'open': 66.43, + 'close': 66.383, + 'first': None, + 'last': 66.5, + 'change': 0.105, + 'percentage': None, + 'average': None, + 'baseVolume': 294106.204, + 'quoteVolume': 19132399.743954, + 'info': {} + }, + 'LTC/USDT': { + 'symbol': 'LTC/USDT', + 'timestamp': 1523787257812, + 'datetime': '2018-04-15T10:14:18.812Z', + 'high': 129.94, + 'low': 124.0, + 'bid': 129.28, + 'bidVolume': 0.03201, + 'ask': 129.52, + 'askVolume': 0.14529, + 'vwap': 126.92838682, + 'open': 127.0, + 'close': 127.1, + 'first': None, + 'last': 129.28, + 'change': 1.795, + 'percentage': None, + 'average': None, + 'baseVolume': 59698.79897, + 'quoteVolume': 29132399.743954, + 'info': {} } - ] + }) -# FIX: Perhaps change result fixture to use BTC_UNITEST instead? @pytest.fixture def result(): - with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file: + with open('freqtrade/tests/testdata/UNITTEST_BTC-1m.json') as data_file: return Analyze.parse_ticker_dataframe(json.load(data_file)) - # FIX: # Create an fixture/function # that inserts a trade of some type and open-status @@ -300,132 +523,88 @@ def result(): # See tests in rpc/main that could use this +@pytest.fixture(scope="function") +def trades_for_order(): + return [{'info': {'id': 34567, + 'orderId': 123456, + 'price': '0.24544100', + 'qty': '8.00000000', + 'commission': '0.00800000', + 'commissionAsset': 'LTC', + 'time': 1521663363189, + 'isBuyer': True, + 'isMaker': False, + 'isBestMatch': True}, + 'timestamp': 1521663363189, + 'datetime': '2018-03-21T20:16:03.189Z', + 'symbol': 'LTC/ETH', + 'id': '34567', + 'order': '123456', + 'type': None, + 'side': 'buy', + 'price': 0.245441, + 'cost': 1.963528, + 'amount': 8.0, + 'fee': {'cost': 0.008, 'currency': 'LTC'}}] + + +@pytest.fixture(scope="function") +def trades_for_order2(): + return [{'info': {'id': 34567, + 'orderId': 123456, + 'price': '0.24544100', + 'qty': '8.00000000', + 'commission': '0.00800000', + 'commissionAsset': 'LTC', + 'time': 1521663363189, + 'isBuyer': True, + 'isMaker': False, + 'isBestMatch': True}, + 'timestamp': 1521663363189, + 'datetime': '2018-03-21T20:16:03.189Z', + 'symbol': 'LTC/ETH', + 'id': '34567', + 'order': '123456', + 'type': None, + 'side': 'buy', + 'price': 0.245441, + 'cost': 1.963528, + 'amount': 4.0, + 'fee': {'cost': 0.004, 'currency': 'LTC'}}, + {'info': {'id': 34567, + 'orderId': 123456, + 'price': '0.24544100', + 'qty': '8.00000000', + 'commission': '0.00800000', + 'commissionAsset': 'LTC', + 'time': 1521663363189, + 'isBuyer': True, + 'isMaker': False, + 'isBestMatch': True}, + 'timestamp': 1521663363189, + 'datetime': '2018-03-21T20:16:03.189Z', + 'symbol': 'LTC/ETH', + 'id': '34567', + 'order': '123456', + 'type': None, + 'side': 'buy', + 'price': 0.245441, + 'cost': 1.963528, + 'amount': 4.0, + 'fee': {'cost': 0.004, 'currency': 'LTC'}}] + + @pytest.fixture -def get_market_summaries_data(): - """ - This fixture is a real result from exchange.get_market_summaries() but reduced to only - 8 entries. 4 BTC, 4 USTD - :return: JSON market summaries - """ - return [ - { - 'Ask': 1.316e-05, - 'BaseVolume': 5.72599471, - 'Bid': 1.3e-05, - 'Created': '2014-04-14T00:00:00', - 'High': 1.414e-05, - 'Last': 1.298e-05, - 'Low': 1.282e-05, - 'MarketName': 'BTC-XWC', - 'OpenBuyOrders': 2000, - 'OpenSellOrders': 1484, - 'PrevDay': 1.376e-05, - 'TimeStamp': '2018-02-05T01:32:40.493', - 'Volume': 424041.21418375 - }, - { - 'Ask': 0.00627051, - 'BaseVolume': 93.23302388, - 'Bid': 0.00618192, - 'Created': '2016-10-20T04:48:30.387', - 'High': 0.00669897, - 'Last': 0.00618192, - 'Low': 0.006, - 'MarketName': 'BTC-XZC', - 'OpenBuyOrders': 343, - 'OpenSellOrders': 2037, - 'PrevDay': 0.00668229, - 'TimeStamp': '2018-02-05T01:32:43.383', - 'Volume': 14863.60730702 - }, - { - 'Ask': 0.01137247, - 'BaseVolume': 383.55922657, - 'Bid': 0.01136006, - 'Created': '2016-11-15T20:29:59.73', - 'High': 0.012, - 'Last': 0.01137247, - 'Low': 0.01119883, - 'MarketName': 'BTC-ZCL', - 'OpenBuyOrders': 1332, - 'OpenSellOrders': 5317, - 'PrevDay': 0.01179603, - 'TimeStamp': '2018-02-05T01:32:42.773', - 'Volume': 33308.07358285 - }, - { - 'Ask': 0.04155821, - 'BaseVolume': 274.75369074, - 'Bid': 0.04130002, - 'Created': '2016-10-28T17:13:10.833', - 'High': 0.04354429, - 'Last': 0.041585, - 'Low': 0.0413, - 'MarketName': 'BTC-ZEC', - 'OpenBuyOrders': 863, - 'OpenSellOrders': 5579, - 'PrevDay': 0.0429, - 'TimeStamp': '2018-02-05T01:32:43.21', - 'Volume': 6479.84033259 - }, - { - 'Ask': 210.99999999, - 'BaseVolume': 615132.70989532, - 'Bid': 210.05503736, - 'Created': '2017-07-21T01:08:49.397', - 'High': 257.396, - 'Last': 211.0, - 'Low': 209.05333589, - 'MarketName': 'USDT-XMR', - 'OpenBuyOrders': 180, - 'OpenSellOrders': 1203, - 'PrevDay': 247.93528899, - 'TimeStamp': '2018-02-05T01:32:43.117', - 'Volume': 2688.17410793 - }, - { - 'Ask': 0.79589979, - 'BaseVolume': 9349557.01853031, - 'Bid': 0.789226, - 'Created': '2017-07-14T17:10:10.737', - 'High': 0.977, - 'Last': 0.79589979, - 'Low': 0.781, - 'MarketName': 'USDT-XRP', - 'OpenBuyOrders': 1075, - 'OpenSellOrders': 6508, - 'PrevDay': 0.93300218, - 'TimeStamp': '2018-02-05T01:32:42.383', - 'Volume': 10801663.00788851 - }, - { - 'Ask': 0.05154982, - 'BaseVolume': 2311087.71232136, - 'Bid': 0.05040107, - 'Created': '2017-12-29T19:29:18.357', - 'High': 0.06668561, - 'Last': 0.0508, - 'Low': 0.05006731, - 'MarketName': 'USDT-XVG', - 'OpenBuyOrders': 655, - 'OpenSellOrders': 5544, - 'PrevDay': 0.0627, - 'TimeStamp': '2018-02-05T01:32:41.507', - 'Volume': 40031424.2152716 - }, - { - 'Ask': 332.65500022, - 'BaseVolume': 562911.87455665, - 'Bid': 330.00000001, - 'Created': '2017-07-14T17:10:10.673', - 'High': 401.59999999, - 'Last': 332.65500019, - 'Low': 330.0, - 'MarketName': 'USDT-ZEC', - 'OpenBuyOrders': 161, - 'OpenSellOrders': 1731, - 'PrevDay': 391.42, - 'TimeStamp': '2018-02-05T01:32:42.947', - 'Volume': 1571.09647946 - } - ] +def buy_order_fee(): + return { + 'id': 'mocked_limit_buy_old', + 'type': 'limit', + 'side': 'buy', + 'pair': 'mocked', + 'datetime': str(arrow.utcnow().shift(minutes=-601).datetime), + 'price': 0.245441, + 'amount': 8.0, + 'remaining': 90.99181073, + 'status': 'closed', + 'fee': None + } diff --git a/freqtrade/tests/exchange/test_exchange.py b/freqtrade/tests/exchange/test_exchange.py index 578c904b3..97a723929 100644 --- a/freqtrade/tests/exchange/test_exchange.py +++ b/freqtrade/tests/exchange/test_exchange.py @@ -1,16 +1,18 @@ # pragma pylint: disable=missing-docstring, C0103, bad-continuation, global-statement # pragma pylint: disable=protected-access import logging +from copy import deepcopy from random import randint -from unittest.mock import MagicMock +from unittest.mock import MagicMock, PropertyMock +import ccxt import pytest -from requests.exceptions import RequestException import freqtrade.exchange as exchange -from freqtrade import OperationalException -from freqtrade.exchange import init, validate_pairs, buy, sell, get_balance, get_balances, \ - get_ticker, get_ticker_history, cancel_order, get_name, get_fee +from freqtrade import OperationalException, DependencyException, TemporaryError +from freqtrade.exchange import (init, validate_pairs, buy, sell, get_balance, get_balances, + get_ticker, get_ticker_history, cancel_order, get_name, get_fee, + get_id, get_pair_detail_url, get_amount_lots) from freqtrade.tests.conftest import log_has API_INIT = False @@ -42,9 +44,12 @@ def test_init_exception(default_conf): def test_validate_pairs(default_conf, mocker): api_mock = MagicMock() - api_mock.get_markets = MagicMock(return_value=[ - 'BTC_ETH', 'BTC_TKN', 'BTC_TRST', 'BTC_SWT', 'BTC_BCC', - ]) + api_mock.load_markets = MagicMock(return_value={ + 'ETH/BTC': '', 'LTC/BTC': '', 'XRP/BTC': '', 'NEO/BTC': '' + }) + id_mock = PropertyMock(return_value='test_exchange') + type(api_mock).id = id_mock + mocker.patch('freqtrade.exchange._API', api_mock) mocker.patch.dict('freqtrade.exchange._CONF', default_conf) validate_pairs(default_conf['exchange']['pair_whitelist']) @@ -52,7 +57,7 @@ def test_validate_pairs(default_conf, mocker): def test_validate_pairs_not_available(default_conf, mocker): api_mock = MagicMock() - api_mock.get_markets = MagicMock(return_value=[]) + api_mock.load_markets = MagicMock(return_value={}) mocker.patch('freqtrade.exchange._API', api_mock) mocker.patch.dict('freqtrade.exchange._CONF', default_conf) with pytest.raises(OperationalException, match=r'not available'): @@ -61,63 +66,148 @@ def test_validate_pairs_not_available(default_conf, mocker): def test_validate_pairs_not_compatible(default_conf, mocker): api_mock = MagicMock() - api_mock.get_markets = MagicMock( - return_value=['BTC_ETH', 'BTC_TKN', 'BTC_TRST', 'BTC_SWT']) - default_conf['stake_currency'] = 'ETH' + api_mock.load_markets = MagicMock(return_value={ + 'ETH/BTC': '', 'TKN/BTC': '', 'TRST/BTC': '', 'SWT/BTC': '', 'BCC/BTC': '' + }) + conf = deepcopy(default_conf) + conf['stake_currency'] = 'ETH' mocker.patch('freqtrade.exchange._API', api_mock) - mocker.patch.dict('freqtrade.exchange._CONF', default_conf) + mocker.patch.dict('freqtrade.exchange._CONF', conf) with pytest.raises(OperationalException, match=r'not compatible'): - validate_pairs(default_conf['exchange']['pair_whitelist']) + validate_pairs(conf['exchange']['pair_whitelist']) def test_validate_pairs_exception(default_conf, mocker, caplog): caplog.set_level(logging.INFO) api_mock = MagicMock() - api_mock.get_markets = MagicMock(side_effect=RequestException()) + api_mock.name = 'Binance' mocker.patch('freqtrade.exchange._API', api_mock) + mocker.patch.dict('freqtrade.exchange._CONF', default_conf) - # with pytest.raises(RequestException, match=r'Unable to validate pairs'): + api_mock.load_markets = MagicMock(return_value={}) + with pytest.raises(OperationalException, match=r'Pair ETH/BTC is not available at Binance'): + validate_pairs(default_conf['exchange']['pair_whitelist']) + + api_mock.load_markets = MagicMock(side_effect=ccxt.BaseError()) validate_pairs(default_conf['exchange']['pair_whitelist']) assert log_has('Unable to validate pairs (assuming they are correct). Reason: ', caplog.record_tuples) +def test_validate_pairs_stake_exception(default_conf, mocker, caplog): + caplog.set_level(logging.INFO) + conf = deepcopy(default_conf) + conf['stake_currency'] = 'ETH' + api_mock = MagicMock() + api_mock.name = 'binance' + mocker.patch('freqtrade.exchange._API', api_mock) + mocker.patch.dict('freqtrade.exchange._CONF', conf) + + with pytest.raises( + OperationalException, + match=r'Pair ETH/BTC not compatible with stake_currency: ETH' + ): + validate_pairs(default_conf['exchange']['pair_whitelist']) + + def test_buy_dry_run(default_conf, mocker): default_conf['dry_run'] = True mocker.patch.dict('freqtrade.exchange._CONF', default_conf) - assert 'dry_run_buy_' in buy(pair='BTC_ETH', rate=200, amount=1) + order = buy(pair='ETH/BTC', rate=200, amount=1) + assert 'id' in order + assert 'dry_run_buy_' in order['id'] def test_buy_prod(default_conf, mocker): api_mock = MagicMock() - api_mock.buy = MagicMock( - return_value='dry_run_buy_{}'.format(randint(0, 10**6))) + order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6)) + api_mock.create_limit_buy_order = MagicMock(return_value={ + 'id': order_id, + 'info': { + 'foo': 'bar' + } + }) mocker.patch('freqtrade.exchange._API', api_mock) default_conf['dry_run'] = False mocker.patch.dict('freqtrade.exchange._CONF', default_conf) - assert 'dry_run_buy_' in buy(pair='BTC_ETH', rate=200, amount=1) + order = buy(pair='ETH/BTC', rate=200, amount=1) + assert 'id' in order + assert 'info' in order + assert order['id'] == order_id + + # test exception handling + with pytest.raises(DependencyException): + api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.InsufficientFunds) + mocker.patch('freqtrade.exchange._API', api_mock) + buy(pair='ETH/BTC', rate=200, amount=1) + + with pytest.raises(DependencyException): + api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.InvalidOrder) + mocker.patch('freqtrade.exchange._API', api_mock) + buy(pair='ETH/BTC', rate=200, amount=1) + + with pytest.raises(TemporaryError): + api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.NetworkError) + mocker.patch('freqtrade.exchange._API', api_mock) + buy(pair='ETH/BTC', rate=200, amount=1) + + with pytest.raises(OperationalException): + api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.BaseError) + mocker.patch('freqtrade.exchange._API', api_mock) + buy(pair='ETH/BTC', rate=200, amount=1) def test_sell_dry_run(default_conf, mocker): default_conf['dry_run'] = True mocker.patch.dict('freqtrade.exchange._CONF', default_conf) - assert 'dry_run_sell_' in sell(pair='BTC_ETH', rate=200, amount=1) + order = sell(pair='ETH/BTC', rate=200, amount=1) + assert 'id' in order + assert 'dry_run_sell_' in order['id'] def test_sell_prod(default_conf, mocker): api_mock = MagicMock() - api_mock.sell = MagicMock( - return_value='dry_run_sell_{}'.format(randint(0, 10**6))) + order_id = 'test_prod_sell_{}'.format(randint(0, 10 ** 6)) + api_mock.create_limit_sell_order = MagicMock(return_value={ + 'id': order_id, + 'info': { + 'foo': 'bar' + } + }) mocker.patch('freqtrade.exchange._API', api_mock) default_conf['dry_run'] = False mocker.patch.dict('freqtrade.exchange._CONF', default_conf) - assert 'dry_run_sell_' in sell(pair='BTC_ETH', rate=200, amount=1) + order = sell(pair='ETH/BTC', rate=200, amount=1) + assert 'id' in order + assert 'info' in order + assert order['id'] == order_id + + # test exception handling + with pytest.raises(DependencyException): + api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.InsufficientFunds) + mocker.patch('freqtrade.exchange._API', api_mock) + sell(pair='ETH/BTC', rate=200, amount=1) + + with pytest.raises(DependencyException): + api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.InvalidOrder) + mocker.patch('freqtrade.exchange._API', api_mock) + sell(pair='ETH/BTC', rate=200, amount=1) + + with pytest.raises(TemporaryError): + api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.NetworkError) + mocker.patch('freqtrade.exchange._API', api_mock) + sell(pair='ETH/BTC', rate=200, amount=1) + + with pytest.raises(OperationalException): + api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.BaseError) + mocker.patch('freqtrade.exchange._API', api_mock) + sell(pair='ETH/BTC', rate=200, amount=1) def test_get_balance_dry_run(default_conf, mocker): @@ -129,7 +219,7 @@ def test_get_balance_dry_run(default_conf, mocker): def test_get_balance_prod(default_conf, mocker): api_mock = MagicMock() - api_mock.get_balance = MagicMock(return_value=123.4) + api_mock.fetch_balance = MagicMock(return_value={'BTC': {'free': 123.4}}) mocker.patch('freqtrade.exchange._API', api_mock) default_conf['dry_run'] = False @@ -137,36 +227,53 @@ def test_get_balance_prod(default_conf, mocker): assert get_balance(currency='BTC') == 123.4 + with pytest.raises(OperationalException): + api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError) + mocker.patch('freqtrade.exchange._API', api_mock) + get_balance(currency='BTC') + def test_get_balances_dry_run(default_conf, mocker): default_conf['dry_run'] = True mocker.patch.dict('freqtrade.exchange._CONF', default_conf) - assert get_balances() == [] + assert get_balances() == {} def test_get_balances_prod(default_conf, mocker): balance_item = { - 'Currency': '1ST', - 'Balance': 10.0, - 'Available': 10.0, - 'Pending': 0.0, - 'CryptoAddress': None + 'free': 10.0, + 'total': 10.0, + 'used': 0.0 } api_mock = MagicMock() - api_mock.get_balances = MagicMock( - return_value=[balance_item, balance_item, balance_item]) + api_mock.fetch_balance = MagicMock(return_value={ + '1ST': balance_item, + '2ST': balance_item, + '3ST': balance_item + }) mocker.patch('freqtrade.exchange._API', api_mock) default_conf['dry_run'] = False mocker.patch.dict('freqtrade.exchange._CONF', default_conf) assert len(get_balances()) == 3 - assert get_balances()[0]['Currency'] == '1ST' - assert get_balances()[0]['Balance'] == 10.0 - assert get_balances()[0]['Available'] == 10.0 - assert get_balances()[0]['Pending'] == 0.0 + assert get_balances()['1ST']['free'] == 10.0 + assert get_balances()['1ST']['total'] == 10.0 + assert get_balances()['1ST']['used'] == 0.0 + + with pytest.raises(TemporaryError): + api_mock.fetch_balance = MagicMock(side_effect=ccxt.NetworkError) + mocker.patch('freqtrade.exchange._API', api_mock) + get_balances() + assert api_mock.fetch_balance.call_count == exchange.API_RETRY_COUNT + 1 + + with pytest.raises(OperationalException): + api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError) + mocker.patch('freqtrade.exchange._API', api_mock) + get_balances() + assert api_mock.fetch_balance.call_count == 1 # This test is somewhat redundant with @@ -174,57 +281,209 @@ def test_get_balances_prod(default_conf, mocker): def test_get_ticker(default_conf, mocker): maybe_init_api(default_conf, mocker) api_mock = MagicMock() - tick = {"success": True, 'result': {'Bid': 0.00001098, 'Ask': 0.00001099, 'Last': 0.0001}} - api_mock.get_ticker = MagicMock(return_value=tick) - mocker.patch('freqtrade.exchange.bittrex._API', api_mock) + tick = { + 'symbol': 'ETH/BTC', + 'bid': 0.00001098, + 'ask': 0.00001099, + 'last': 0.0001, + } + api_mock.fetch_ticker = MagicMock(return_value=tick) + mocker.patch('freqtrade.exchange._API', api_mock) # retrieve original ticker - ticker = get_ticker(pair='BTC_ETH') + ticker = get_ticker(pair='ETH/BTC') + assert ticker['bid'] == 0.00001098 assert ticker['ask'] == 0.00001099 # change the ticker - tick = {"success": True, 'result': {"Bid": 0.5, "Ask": 1, "Last": 42}} - api_mock.get_ticker = MagicMock(return_value=tick) - mocker.patch('freqtrade.exchange.bittrex._API', api_mock) + tick = { + 'symbol': 'ETH/BTC', + 'bid': 0.5, + 'ask': 1, + 'last': 42, + } + api_mock.fetch_ticker = MagicMock(return_value=tick) + mocker.patch('freqtrade.exchange._API', api_mock) # if not caching the result we should get the same ticker # if not fetching a new result we should get the cached ticker - ticker = get_ticker(pair='BTC_ETH', refresh=False) - assert ticker['bid'] == 0.00001098 - assert ticker['ask'] == 0.00001099 + ticker = get_ticker(pair='ETH/BTC') - # force ticker refresh - ticker = get_ticker(pair='BTC_ETH', refresh=True) + assert api_mock.fetch_ticker.call_count == 1 assert ticker['bid'] == 0.5 assert ticker['ask'] == 1 + assert 'ETH/BTC' in exchange._CACHED_TICKER + assert exchange._CACHED_TICKER['ETH/BTC']['bid'] == 0.5 + assert exchange._CACHED_TICKER['ETH/BTC']['ask'] == 1 + + # Test caching + api_mock.fetch_ticker = MagicMock() + get_ticker(pair='ETH/BTC', refresh=False) + assert api_mock.fetch_ticker.call_count == 0 + + with pytest.raises(TemporaryError): # test retrier + api_mock.fetch_ticker = MagicMock(side_effect=ccxt.NetworkError) + mocker.patch('freqtrade.exchange._API', api_mock) + get_ticker(pair='ETH/BTC', refresh=True) + + with pytest.raises(OperationalException): + api_mock.fetch_ticker = MagicMock(side_effect=ccxt.BaseError) + mocker.patch('freqtrade.exchange._API', api_mock) + get_ticker(pair='ETH/BTC', refresh=True) + + api_mock.fetch_ticker = MagicMock(return_value={}) + mocker.patch('freqtrade.exchange._API', api_mock) + get_ticker(pair='ETH/BTC', refresh=True) + + +def make_fetch_ohlcv_mock(data): + def fetch_ohlcv_mock(pair, timeframe, since): + if since: + assert since > data[-1][0] + return [] + return data + return fetch_ohlcv_mock + def test_get_ticker_history(default_conf, mocker): api_mock = MagicMock() - tick = 123 - api_mock.get_ticker_history = MagicMock(return_value=tick) + tick = [ + [ + 1511686200000, # unix timestamp ms + 1, # open + 2, # high + 3, # low + 4, # close + 5, # volume (in quote currency) + ] + ] + type(api_mock).has = PropertyMock(return_value={'fetchOHLCV': True}) + api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(tick)) mocker.patch('freqtrade.exchange._API', api_mock) # retrieve original ticker - ticks = get_ticker_history('BTC_ETH', int(default_conf['ticker_interval'])) - assert ticks == 123 + ticks = get_ticker_history('ETH/BTC', default_conf['ticker_interval']) + assert ticks[0][0] == 1511686200000 + assert ticks[0][1] == 1 + assert ticks[0][2] == 2 + assert ticks[0][3] == 3 + assert ticks[0][4] == 4 + assert ticks[0][5] == 5 - # change the ticker - tick = 999 - api_mock.get_ticker_history = MagicMock(return_value=tick) + # change ticker and ensure tick changes + new_tick = [ + [ + 1511686210000, # unix timestamp ms + 6, # open + 7, # high + 8, # low + 9, # close + 10, # volume (in quote currency) + ] + ] + api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(new_tick)) mocker.patch('freqtrade.exchange._API', api_mock) - # ensure caching will still return the original ticker - ticks = get_ticker_history('BTC_ETH', int(default_conf['ticker_interval'])) - assert ticks == 123 + ticks = get_ticker_history('ETH/BTC', default_conf['ticker_interval']) + assert ticks[0][0] == 1511686210000 + assert ticks[0][1] == 6 + assert ticks[0][2] == 7 + assert ticks[0][3] == 8 + assert ticks[0][4] == 9 + assert ticks[0][5] == 10 + + with pytest.raises(TemporaryError): # test retrier + api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NetworkError) + mocker.patch('freqtrade.exchange._API', api_mock) + # new symbol to get around cache + get_ticker_history('ABCD/BTC', default_conf['ticker_interval']) + + with pytest.raises(OperationalException): + api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError) + mocker.patch('freqtrade.exchange._API', api_mock) + # new symbol to get around cache + get_ticker_history('EFGH/BTC', default_conf['ticker_interval']) + + +def test_get_ticker_history_sort(default_conf, mocker): + api_mock = MagicMock() + + # GDAX use-case (real data from GDAX) + # This ticker history is ordered DESC (newest first, oldest last) + tick = [ + [1527833100000, 0.07666, 0.07671, 0.07666, 0.07668, 16.65244264], + [1527832800000, 0.07662, 0.07666, 0.07662, 0.07666, 1.30051526], + [1527832500000, 0.07656, 0.07661, 0.07656, 0.07661, 12.034778840000001], + [1527832200000, 0.07658, 0.07658, 0.07655, 0.07656, 0.59780186], + [1527831900000, 0.07658, 0.07658, 0.07658, 0.07658, 1.76278136], + [1527831600000, 0.07658, 0.07658, 0.07658, 0.07658, 2.22646521], + [1527831300000, 0.07655, 0.07657, 0.07655, 0.07657, 1.1753], + [1527831000000, 0.07654, 0.07654, 0.07651, 0.07651, 0.8073060299999999], + [1527830700000, 0.07652, 0.07652, 0.07651, 0.07652, 10.04822687], + [1527830400000, 0.07649, 0.07651, 0.07649, 0.07651, 2.5734867] + ] + type(api_mock).has = PropertyMock(return_value={'fetchOHLCV': True}) + api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(tick)) + mocker.patch('freqtrade.exchange._API', api_mock) + + # Test the ticker history sort + ticks = get_ticker_history('ETH/BTC', default_conf['ticker_interval']) + assert ticks[0][0] == 1527830400000 + assert ticks[0][1] == 0.07649 + assert ticks[0][2] == 0.07651 + assert ticks[0][3] == 0.07649 + assert ticks[0][4] == 0.07651 + assert ticks[0][5] == 2.5734867 + + assert ticks[9][0] == 1527833100000 + assert ticks[9][1] == 0.07666 + assert ticks[9][2] == 0.07671 + assert ticks[9][3] == 0.07666 + assert ticks[9][4] == 0.07668 + assert ticks[9][5] == 16.65244264 + + # Bittrex use-case (real data from Bittrex) + # This ticker history is ordered ASC (oldest first, newest last) + tick = [ + [1527827700000, 0.07659999, 0.0766, 0.07627, 0.07657998, 1.85216924], + [1527828000000, 0.07657995, 0.07657995, 0.0763, 0.0763, 26.04051037], + [1527828300000, 0.0763, 0.07659998, 0.0763, 0.0764, 10.36434124], + [1527828600000, 0.0764, 0.0766, 0.0764, 0.0766, 5.71044773], + [1527828900000, 0.0764, 0.07666998, 0.0764, 0.07666998, 47.48888565], + [1527829200000, 0.0765, 0.07672999, 0.0765, 0.07672999, 3.37640326], + [1527829500000, 0.0766, 0.07675, 0.0765, 0.07675, 8.36203831], + [1527829800000, 0.07675, 0.07677999, 0.07620002, 0.076695, 119.22963884], + [1527830100000, 0.076695, 0.07671, 0.07624171, 0.07671, 1.80689244], + [1527830400000, 0.07671, 0.07674399, 0.07629216, 0.07655213, 2.31452783] + ] + type(api_mock).has = PropertyMock(return_value={'fetchOHLCV': True}) + api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(tick)) + mocker.patch('freqtrade.exchange._API', api_mock) + + # Test the ticker history sort + ticks = get_ticker_history('ETH/BTC', default_conf['ticker_interval']) + assert ticks[0][0] == 1527827700000 + assert ticks[0][1] == 0.07659999 + assert ticks[0][2] == 0.0766 + assert ticks[0][3] == 0.07627 + assert ticks[0][4] == 0.07657998 + assert ticks[0][5] == 1.85216924 + + assert ticks[9][0] == 1527830400000 + assert ticks[9][1] == 0.07671 + assert ticks[9][2] == 0.07674399 + assert ticks[9][3] == 0.07629216 + assert ticks[9][4] == 0.07655213 + assert ticks[9][5] == 2.31452783 def test_cancel_order_dry_run(default_conf, mocker): default_conf['dry_run'] = True mocker.patch.dict('freqtrade.exchange._CONF', default_conf) - assert cancel_order(order_id='123') is None + assert cancel_order(order_id='123', pair='TKN/BTC') is None # Ensure that if not dry_run, we should call API @@ -234,7 +493,25 @@ def test_cancel_order(default_conf, mocker): api_mock = MagicMock() api_mock.cancel_order = MagicMock(return_value=123) mocker.patch('freqtrade.exchange._API', api_mock) - assert cancel_order(order_id='_') == 123 + assert cancel_order(order_id='_', pair='TKN/BTC') == 123 + + with pytest.raises(TemporaryError): + api_mock.cancel_order = MagicMock(side_effect=ccxt.NetworkError) + mocker.patch('freqtrade.exchange._API', api_mock) + cancel_order(order_id='_', pair='TKN/BTC') + assert api_mock.cancel_order.call_count == exchange.API_RETRY_COUNT + 1 + + with pytest.raises(DependencyException): + api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder) + mocker.patch('freqtrade.exchange._API', api_mock) + cancel_order(order_id='_', pair='TKN/BTC') + assert api_mock.cancel_order.call_count == exchange.API_RETRY_COUNT + 1 + + with pytest.raises(OperationalException): + api_mock.cancel_order = MagicMock(side_effect=ccxt.BaseError) + mocker.patch('freqtrade.exchange._API', api_mock) + cancel_order(order_id='_', pair='TKN/BTC') + assert api_mock.cancel_order.call_count == 1 def test_get_order(default_conf, mocker): @@ -243,44 +520,93 @@ def test_get_order(default_conf, mocker): order = MagicMock() order.myid = 123 exchange._DRY_RUN_OPEN_ORDERS['X'] = order - print(exchange.get_order('X')) - assert exchange.get_order('X').myid == 123 + print(exchange.get_order('X', 'TKN/BTC')) + assert exchange.get_order('X', 'TKN/BTC').myid == 123 default_conf['dry_run'] = False mocker.patch.dict('freqtrade.exchange._CONF', default_conf) api_mock = MagicMock() - api_mock.get_order = MagicMock(return_value=456) + api_mock.fetch_order = MagicMock(return_value=456) mocker.patch('freqtrade.exchange._API', api_mock) - assert exchange.get_order('X') == 456 + assert exchange.get_order('X', 'TKN/BTC') == 456 + + with pytest.raises(TemporaryError): + api_mock.fetch_order = MagicMock(side_effect=ccxt.NetworkError) + mocker.patch('freqtrade.exchange._API', api_mock) + exchange.get_order(order_id='_', pair='TKN/BTC') + assert api_mock.fetch_order.call_count == exchange.API_RETRY_COUNT + 1 + + with pytest.raises(DependencyException): + api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder) + mocker.patch('freqtrade.exchange._API', api_mock) + exchange.get_order(order_id='_', pair='TKN/BTC') + assert api_mock.fetch_order.call_count == exchange.API_RETRY_COUNT + 1 + + with pytest.raises(OperationalException): + api_mock.fetch_order = MagicMock(side_effect=ccxt.BaseError) + mocker.patch('freqtrade.exchange._API', api_mock) + exchange.get_order(order_id='_', pair='TKN/BTC') + assert api_mock.fetch_order.call_count == 1 def test_get_name(default_conf, mocker): mocker.patch('freqtrade.exchange.validate_pairs', side_effect=lambda s: True) + default_conf['exchange']['name'] = 'binance' + init(default_conf) + + assert get_name() == 'Binance' + + +def test_get_id(default_conf, mocker): + mocker.patch('freqtrade.exchange.validate_pairs', + side_effect=lambda s: True) + default_conf['exchange']['name'] = 'binance' + init(default_conf) + + assert get_id() == 'binance' + + +def test_get_pair_detail_url(default_conf, mocker): + mocker.patch('freqtrade.exchange.validate_pairs', + side_effect=lambda s: True) + default_conf['exchange']['name'] = 'binance' + init(default_conf) + + url = get_pair_detail_url('TKN/ETH') + assert 'TKN' in url + assert 'ETH' in url + + url = get_pair_detail_url('LOOONG/BTC') + assert 'LOOONG' in url + assert 'BTC' in url + default_conf['exchange']['name'] = 'bittrex' init(default_conf) - assert get_name() == 'Bittrex' + url = get_pair_detail_url('TKN/ETH') + assert 'TKN' in url + assert 'ETH' in url + + url = get_pair_detail_url('LOOONG/BTC') + assert 'LOOONG' in url + assert 'BTC' in url def test_get_fee(default_conf, mocker): - mocker.patch('freqtrade.exchange.validate_pairs', - side_effect=lambda s: True) - init(default_conf) - - assert get_fee() == 0.0025 - - -def test_exchange_misc(mocker): api_mock = MagicMock() + api_mock.calculate_fee = MagicMock(return_value={ + 'type': 'taker', + 'currency': 'BTC', + 'rate': 0.025, + 'cost': 0.05 + }) mocker.patch('freqtrade.exchange._API', api_mock) - exchange.get_markets() - assert api_mock.get_markets.call_count == 1 - exchange.get_market_summaries() - assert api_mock.get_market_summaries.call_count == 1 - api_mock.name = 123 - assert exchange.get_name() == 123 - api_mock.fee = 456 - assert exchange.get_fee() == 456 - exchange.get_wallet_health() - assert api_mock.get_wallet_health.call_count == 1 + assert get_fee() == 0.025 + + +def test_get_amount_lots(default_conf, mocker): + api_mock = MagicMock() + api_mock.amount_to_lots = MagicMock(return_value=1.0) + mocker.patch('freqtrade.exchange._API', api_mock) + assert get_amount_lots('LTC/BTC', 1.54) == 1 diff --git a/freqtrade/tests/exchange/test_exchange_bittrex.py b/freqtrade/tests/exchange/test_exchange_bittrex.py deleted file mode 100644 index 2c66215c2..000000000 --- a/freqtrade/tests/exchange/test_exchange_bittrex.py +++ /dev/null @@ -1,349 +0,0 @@ -# pragma pylint: disable=missing-docstring, C0103, protected-access, unused-argument - -from unittest.mock import MagicMock - -import pytest -from requests.exceptions import ContentDecodingError - -import freqtrade.exchange.bittrex as btx -from freqtrade.exchange.bittrex import Bittrex - - -# Eat this flake8 -# +------------------+ -# | bittrex.Bittrex | -# +------------------+ -# | -# (mock Fake_bittrex) -# | -# +-----------------------------+ -# | freqtrade.exchange.Bittrex | -# +-----------------------------+ -# Call into Bittrex will flow up to the -# external package bittrex.Bittrex. -# By inserting a mock, we redirect those -# calls. -# The faked bittrex API is called just 'fb' -# The freqtrade.exchange.Bittrex is a -# wrapper, and is called 'wb' - - -def _stub_config(): - return {'key': '', - 'secret': ''} - - -class FakeBittrex(): - def __init__(self, success=True): - self.success = True # Believe in yourself - self.result = None - self.get_ticker_call_count = 0 - # This is really ugly, doing side-effect during instance creation - # But we're allowed to in testing-code - btx._API = MagicMock() - btx._API.buy_limit = self.fake_buysell_limit - btx._API.sell_limit = self.fake_buysell_limit - btx._API.get_balance = self.fake_get_balance - btx._API.get_balances = self.fake_get_balances - btx._API.get_ticker = self.fake_get_ticker - btx._API.get_order = self.fake_get_order - btx._API.cancel = self.fake_cancel_order - btx._API.get_markets = self.fake_get_markets - btx._API.get_market_summaries = self.fake_get_market_summaries - btx._API_V2 = MagicMock() - btx._API_V2.get_candles = self.fake_get_candles - btx._API_V2.get_wallet_health = self.fake_get_wallet_health - - def fake_buysell_limit(self, pair, amount, limit): - return {'success': self.success, - 'result': {'uuid': '1234'}, - 'message': 'barter'} - - def fake_get_balance(self, cur): - return {'success': self.success, - 'result': {'Balance': 1234}, - 'message': 'unbalanced'} - - def fake_get_balances(self): - return {'success': self.success, - 'result': [{'BTC_ETH': 1234}], - 'message': 'no balances'} - - def fake_get_ticker(self, pair): - self.get_ticker_call_count += 1 - return self.result or {'success': self.success, - 'result': {'Bid': 1, 'Ask': 1, 'Last': 1}, - 'message': 'NO_API_RESPONSE'} - - def fake_get_candles(self, pair, interval): - return self.result or {'success': self.success, - 'result': [{'C': 0, 'V': 0, 'O': 0, 'H': 0, 'L': 0, 'T': 0}], - 'message': 'candles lit'} - - def fake_get_order(self, uuid): - return {'success': self.success, - 'result': {'OrderUuid': 'ABC123', - 'Type': 'Type', - 'Exchange': 'BTC_ETH', - 'Opened': True, - 'PricePerUnit': 1, - 'Quantity': 1, - 'QuantityRemaining': 1, - 'Closed': True}, - 'message': 'lost'} - - def fake_cancel_order(self, uuid): - return self.result or {'success': self.success, - 'message': 'no such order'} - - def fake_get_markets(self): - return self.result or {'success': self.success, - 'message': 'market gone', - 'result': [{'MarketName': '-_'}]} - - def fake_get_market_summaries(self): - return self.result or {'success': self.success, - 'message': 'no summary', - 'result': ['sum']} - - def fake_get_wallet_health(self): - return self.result or {'success': self.success, - 'message': 'bad health', - 'result': [{'Health': {'Currency': 'BTC_ETH', - 'IsActive': True, - 'LastChecked': 0}, - 'Currency': {'Notice': True}}]} - - -# The freqtrade.exchange.bittrex is called wrap_bittrex -# to not confuse naming with bittrex.bittrex -def make_wrap_bittrex(): - conf = _stub_config() - wb = btx.Bittrex(conf) - return wb - - -def test_exchange_bittrex_class(): - conf = _stub_config() - b = Bittrex(conf) - assert isinstance(b, Bittrex) - slots = dir(b) - for name in ['fee', 'buy', 'sell', 'get_balance', 'get_balances', - 'get_ticker', 'get_ticker_history', 'get_order', - 'cancel_order', 'get_pair_detail_url', 'get_markets', - 'get_market_summaries', 'get_wallet_health']: - assert name in slots - # FIX: ensure that the slot is also a method in the class - # getattr(b, name) => bound method Bittrex.buy - # type(getattr(b, name)) => class 'method' - - -def test_exchange_bittrex_fee(): - fee = Bittrex.fee.__get__(Bittrex) - assert fee >= 0 and fee < 0.1 # Fee is 0-10 % - - -def test_exchange_bittrex_buy_good(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - uuid = wb.buy('BTC_ETH', 1, 1) - assert uuid == fb.fake_buysell_limit(1, 2, 3)['result']['uuid'] - - fb.success = False - with pytest.raises(btx.OperationalException, match=r'barter.*'): - wb.buy('BAD', 1, 1) - - -def test_exchange_bittrex_sell_good(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - uuid = wb.sell('BTC_ETH', 1, 1) - assert uuid == fb.fake_buysell_limit(1, 2, 3)['result']['uuid'] - - fb.success = False - with pytest.raises(btx.OperationalException, match=r'barter.*'): - uuid = wb.sell('BAD', 1, 1) - - -def test_exchange_bittrex_get_balance(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - bal = wb.get_balance('BTC_ETH') - assert bal == fb.fake_get_balance(1)['result']['Balance'] - - fb.success = False - with pytest.raises(btx.OperationalException, match=r'unbalanced'): - wb.get_balance('BTC_ETH') - - -def test_exchange_bittrex_get_balances(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - bals = wb.get_balances() - assert bals == fb.fake_get_balances()['result'] - - fb.success = False - with pytest.raises(btx.OperationalException, match=r'no balances'): - wb.get_balances() - - -def test_exchange_bittrex_get_ticker(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - - # Poll ticker, which updates the cache - tick = wb.get_ticker('BTC_ETH') - for x in ['bid', 'ask', 'last']: - assert x in tick - # Ensure the side-effect was made (update the ticker cache) - assert 'BTC_ETH' in wb.cached_ticker.keys() - - # taint the cache, so we can recognize the cache wall utilized - wb.cached_ticker['BTC_ETH']['bid'] = 1234 - # Poll again, getting the cached result - fb.get_ticker_call_count = 0 - tick = wb.get_ticker('BTC_ETH', False) - # Ensure the result was from the cache, and that we didn't call exchange - assert wb.cached_ticker['BTC_ETH']['bid'] == 1234 - assert fb.get_ticker_call_count == 0 - - -def test_exchange_bittrex_get_ticker_bad(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - fb.result = {'success': True, 'result': {'Bid': 1, 'Ask': 0}} # incomplete result - - with pytest.raises(ContentDecodingError, match=r'.*Invalid response from Bittrex params.*'): - wb.get_ticker('BTC_ETH') - fb.result = {'success': False, 'message': 'gone bad'} - with pytest.raises(btx.OperationalException, match=r'.*gone bad.*'): - wb.get_ticker('BTC_ETH') - - fb.result = {'success': True, 'result': {}} # incomplete result - with pytest.raises(ContentDecodingError, match=r'.*Invalid response from Bittrex params.*'): - wb.get_ticker('BTC_ETH') - fb.result = {'success': False, 'message': 'gone bad'} - with pytest.raises(btx.OperationalException, match=r'.*gone bad.*'): - wb.get_ticker('BTC_ETH') - - fb.result = {'success': True, - 'result': {'Bid': 1, 'Ask': 0, 'Last': None}} # incomplete result - with pytest.raises(ContentDecodingError, match=r'.*Invalid response from Bittrex params.*'): - wb.get_ticker('BTC_ETH') - - -def test_exchange_bittrex_get_ticker_history_intervals(): - wb = make_wrap_bittrex() - FakeBittrex() - for tick_interval in [1, 5, 30, 60, 1440]: - assert ([{'C': 0, 'V': 0, 'O': 0, 'H': 0, 'L': 0, 'T': 0}] == - wb.get_ticker_history('BTC_ETH', tick_interval)) - - -def test_exchange_bittrex_get_ticker_history(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - assert wb.get_ticker_history('BTC_ETH', 5) - with pytest.raises(ValueError, match=r'.*Unknown tick_interval.*'): - wb.get_ticker_history('BTC_ETH', 2) - - fb.success = False - with pytest.raises(btx.OperationalException, match=r'candles lit.*'): - wb.get_ticker_history('BTC_ETH', 5) - - fb.success = True - with pytest.raises(ContentDecodingError, match=r'.*Invalid response from Bittrex.*'): - fb.result = {'bad': 0} - wb.get_ticker_history('BTC_ETH', 5) - - with pytest.raises(ContentDecodingError, match=r'.*Required property C not present.*'): - fb.result = {'success': True, - 'result': [{'V': 0, 'O': 0, 'H': 0, 'L': 0, 'T': 0}], # close is missing - 'message': 'candles lit'} - wb.get_ticker_history('BTC_ETH', 5) - - -def test_exchange_bittrex_get_order(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - order = wb.get_order('someUUID') - assert order['id'] == 'ABC123' - fb.success = False - with pytest.raises(btx.OperationalException, match=r'lost'): - wb.get_order('someUUID') - - -def test_exchange_bittrex_cancel_order(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - wb.cancel_order('someUUID') - with pytest.raises(btx.OperationalException, match=r'no such order'): - fb.success = False - wb.cancel_order('someUUID') - # Note: this can be a bug in exchange.bittrex._validate_response - with pytest.raises(KeyError): - fb.result = {'success': False} # message is missing! - wb.cancel_order('someUUID') - with pytest.raises(btx.OperationalException, match=r'foo'): - fb.result = {'success': False, 'message': 'foo'} - wb.cancel_order('someUUID') - - -def test_exchange_get_pair_detail_url(): - wb = make_wrap_bittrex() - assert wb.get_pair_detail_url('BTC_ETH') - - -def test_exchange_get_markets(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - x = wb.get_markets() - assert x == ['__'] - with pytest.raises(btx.OperationalException, match=r'market gone'): - fb.success = False - wb.get_markets() - - -def test_exchange_get_market_summaries(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - assert ['sum'] == wb.get_market_summaries() - with pytest.raises(btx.OperationalException, match=r'no summary'): - fb.success = False - wb.get_market_summaries() - - -def test_exchange_get_wallet_health(): - wb = make_wrap_bittrex() - fb = FakeBittrex() - x = wb.get_wallet_health() - assert x[0]['Currency'] == 'BTC_ETH' - with pytest.raises(btx.OperationalException, match=r'bad health'): - fb.success = False - wb.get_wallet_health() - - -def test_validate_response_success(): - response = { - 'message': '', - 'result': [], - } - Bittrex._validate_response(response) - - -def test_validate_response_no_api_response(): - response = { - 'message': 'NO_API_RESPONSE', - 'result': None, - } - with pytest.raises(ContentDecodingError, match=r'.*NO_API_RESPONSE.*'): - Bittrex._validate_response(response) - - -def test_validate_response_min_trade_requirement_not_met(): - response = { - 'message': 'MIN_TRADE_REQUIREMENT_NOT_MET', - 'result': None, - } - with pytest.raises(ContentDecodingError, match=r'.*MIN_TRADE_REQUIREMENT_NOT_MET.*'): - Bittrex._validate_response(response) diff --git a/freqtrade/tests/optimize/test_backtesting.py b/freqtrade/tests/optimize/test_backtesting.py index 146da8faa..918d99ed4 100644 --- a/freqtrade/tests/optimize/test_backtesting.py +++ b/freqtrade/tests/optimize/test_backtesting.py @@ -13,12 +13,9 @@ from arrow import Arrow from freqtrade import optimize from freqtrade.analyze import Analyze -from freqtrade.arguments import Arguments +from freqtrade.arguments import Arguments, TimeRange from freqtrade.optimize.backtesting import Backtesting, start, setup_configuration -from freqtrade.tests.conftest import default_conf, log_has - -# Avoid to reinit the same object again and again -_BACKTESTING = Backtesting(default_conf()) +from freqtrade.tests.conftest import log_has def get_args(args) -> List[str]: @@ -33,50 +30,61 @@ def trim_dictlist(dict_list, num): def load_data_test(what): - timerange = ((None, 'line'), None, -100) - data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'], timerange=timerange) - pair = data['BTC_UNITEST'] + timerange = TimeRange(None, 'line', 0, -101) + data = optimize.load_data(None, ticker_interval='1m', + pairs=['UNITTEST/BTC'], timerange=timerange) + pair = data['UNITTEST/BTC'] datalen = len(pair) # Depending on the what parameter we now adjust the # loaded data looks: - # pair :: [{'O': 0.123, 'H': 0.123, 'L': 0.123, - # 'C': 0.123, 'V': 123.123, - # 'T': '2017-11-04T23:02:00', 'BV': 0.123}] + # pair :: [[ 1509836520000, unix timestamp in ms + # 0.00162008, open + # 0.00162008, high + # 0.00162008, low + # 0.00162008, close + # 108.14853839 base volume + # ]] base = 0.001 if what == 'raise': - return {'BTC_UNITEST': - [{'T': pair[x]['T'], # Keep old dates - 'V': pair[x]['V'], # Keep old volume - 'BV': pair[x]['BV'], # keep too - 'O': x * base, # But replace O,H,L,C - 'H': x * base + 0.0001, - 'L': x * base - 0.0001, - 'C': x * base} for x in range(0, datalen)]} + return {'UNITTEST/BTC': [ + [ + pair[x][0], # Keep old dates + x * base, # But replace O,H,L,C + x * base + 0.0001, + x * base - 0.0001, + x * base, + pair[x][5], # Keep old volume + ] for x in range(0, datalen) + ]} if what == 'lower': - return {'BTC_UNITEST': - [{'T': pair[x]['T'], # Keep old dates - 'V': pair[x]['V'], # Keep old volume - 'BV': pair[x]['BV'], # keep too - 'O': 1 - x * base, # But replace O,H,L,C - 'H': 1 - x * base + 0.0001, - 'L': 1 - x * base - 0.0001, - 'C': 1 - x * base} for x in range(0, datalen)]} + return {'UNITTEST/BTC': [ + [ + pair[x][0], # Keep old dates + 1 - x * base, # But replace O,H,L,C + 1 - x * base + 0.0001, + 1 - x * base - 0.0001, + 1 - x * base, + pair[x][5] # Keep old volume + ] for x in range(0, datalen) + ]} if what == 'sine': hz = 0.1 # frequency - return {'BTC_UNITEST': - [{'T': pair[x]['T'], # Keep old dates - 'V': pair[x]['V'], # Keep old volume - 'BV': pair[x]['BV'], # keep too - # But replace O,H,L,C - 'O': math.sin(x * hz) / 1000 + base, - 'H': math.sin(x * hz) / 1000 + base + 0.0001, - 'L': math.sin(x * hz) / 1000 + base - 0.0001, - 'C': math.sin(x * hz) / 1000 + base} for x in range(0, datalen)]} + return {'UNITTEST/BTC': [ + [ + pair[x][0], # Keep old dates + math.sin(x * hz) / 1000 + base, # But replace O,H,L,C + math.sin(x * hz) / 1000 + base + 0.0001, + math.sin(x * hz) / 1000 + base - 0.0001, + math.sin(x * hz) / 1000 + base, + pair[x][5] # Keep old volume + ] for x in range(0, datalen) + ]} return data -def simple_backtest(config, contour, num_results) -> None: - backtesting = _BACKTESTING +def simple_backtest(config, contour, num_results, mocker) -> None: + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + backtesting = Backtesting(config) data = load_data_test(contour) processed = backtesting.tickerdata_to_dataframe(data) @@ -93,26 +101,28 @@ def simple_backtest(config, contour, num_results) -> None: assert len(results) == num_results -def mocked_load_data(datadir, pairs=[], ticker_interval=0, refresh_pairs=False, timerange=None): - tickerdata = optimize.load_tickerdata_file(datadir, 'BTC_UNITEST', 1, timerange=timerange) - pairdata = {'BTC_UNITEST': tickerdata} +def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False, timerange=None): + tickerdata = optimize.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange) + pairdata = {'UNITTEST/BTC': tickerdata} return pairdata # use for mock freqtrade.exchange.get_ticker_history' def _load_pair_as_ticks(pair, tickfreq): ticks = optimize.load_data(None, ticker_interval=tickfreq, pairs=[pair]) - ticks = trim_dictlist(ticks, -200) + ticks = trim_dictlist(ticks, -201) return ticks[pair] # FIX: fixturize this? -def _make_backtest_conf(conf=None, pair='BTC_UNITEST', record=None): - data = optimize.load_data(None, ticker_interval=8, pairs=[pair]) - data = trim_dictlist(data, -200) +def _make_backtest_conf(mocker, conf=None, pair='UNITTEST/BTC', record=None): + data = optimize.load_data(None, ticker_interval='8m', pairs=[pair]) + data = trim_dictlist(data, -201) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + backtesting = Backtesting(conf) return { 'stake_amount': conf['stake_amount'], - 'processed': _BACKTESTING.tickerdata_to_dataframe(data), + 'processed': backtesting.tickerdata_to_dataframe(data), 'max_open_trades': 10, 'realistic': True, 'record': record @@ -148,21 +158,6 @@ def _trend_alternate(dataframe=None): return dataframe -def _run_backtest_1(fun, backtest_conf): - # strategy is a global (hidden as a singleton), so we - # emulate strategy being pure, by override/restore here - # if we dont do this, the override in strategy will carry over - # to other tests - old_buy = _BACKTESTING.populate_buy_trend - old_sell = _BACKTESTING.populate_sell_trend - _BACKTESTING.populate_buy_trend = fun # Override - _BACKTESTING.populate_sell_trend = fun # Override - results = _BACKTESTING.backtest(backtest_conf) - _BACKTESTING.populate_buy_trend = old_buy # restore override - _BACKTESTING.populate_sell_trend = old_sell # restore override - return results - - # Unit tests def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> None: """ @@ -186,7 +181,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> assert 'pair_whitelist' in config['exchange'] assert 'datadir' in config assert log_has( - 'Parameter --datadir detected: {} ...'.format(config['datadir']), + 'Using data folder: {} ...'.format(config['datadir']), caplog.record_tuples ) assert 'ticker_interval' in config @@ -218,12 +213,13 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non '--strategy', 'DefaultStrategy', '--datadir', '/foo/bar', 'backtesting', - '--ticker-interval', '1', + '--ticker-interval', '1m', '--live', '--realistic-simulation', '--refresh-pairs-cached', '--timerange', ':100', - '--export', '/bar/foo' + '--export', '/bar/foo', + '--export-filename', 'foo_bar.json' ] config = setup_configuration(get_args(args)) @@ -234,24 +230,24 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non assert 'pair_whitelist' in config['exchange'] assert 'datadir' in config assert log_has( - 'Parameter --datadir detected: {} ...'.format(config['datadir']), + 'Using data folder: {} ...'.format(config['datadir']), caplog.record_tuples ) assert 'ticker_interval' in config assert log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples) assert log_has( - 'Using ticker_interval: 1 ...', + 'Using ticker_interval: 1m ...', caplog.record_tuples ) assert 'live' in config assert log_has('Parameter -l/--live detected ...', caplog.record_tuples) - assert 'realistic_simulation'in config + assert 'realistic_simulation' in config assert log_has('Parameter --realistic-simulation detected ...', caplog.record_tuples) assert log_has('Using max_open_trades: 1 ...', caplog.record_tuples) - assert 'refresh_pairs'in config + assert 'refresh_pairs' in config assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples) assert 'timerange' in config assert log_has( @@ -264,13 +260,20 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non 'Parameter --export detected: {} ...'.format(config['export']), caplog.record_tuples ) + assert 'exportfilename' in config + assert log_has( + 'Storing backtest results to {} ...'.format(config['exportfilename']), + caplog.record_tuples + ) -def test_start(mocker, default_conf, caplog) -> None: +def test_start(mocker, fee, default_conf, caplog) -> None: """ Test start() function """ start_mock = MagicMock() + mocker.patch('freqtrade.exchange.get_fee', fee) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) mocker.patch('freqtrade.optimize.backtesting.Backtesting.start', start_mock) mocker.patch('freqtrade.configuration.open', mocker.mock_open( read_data=json.dumps(default_conf) @@ -289,82 +292,68 @@ def test_start(mocker, default_conf, caplog) -> None: assert start_mock.call_count == 1 -def test_backtesting__init__(mocker, default_conf) -> None: - """ - Test Backtesting.__init__() method - """ - init_mock = MagicMock() - mocker.patch('freqtrade.optimize.backtesting.Backtesting._init', init_mock) - - backtesting = Backtesting(default_conf) - assert backtesting.config == default_conf - assert backtesting.analyze is None - assert backtesting.ticker_interval is None - assert backtesting.tickerdata_to_dataframe is None - assert backtesting.populate_buy_trend is None - assert backtesting.populate_sell_trend is None - assert init_mock.call_count == 1 - - -def test_backtesting_init(default_conf) -> None: +def test_backtesting_init(mocker, default_conf) -> None: """ Test Backtesting._init() method """ + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) backtesting = Backtesting(default_conf) assert backtesting.config == default_conf assert isinstance(backtesting.analyze, Analyze) - assert backtesting.ticker_interval == 5 + assert backtesting.ticker_interval == '5m' assert callable(backtesting.tickerdata_to_dataframe) assert callable(backtesting.populate_buy_trend) assert callable(backtesting.populate_sell_trend) -def test_tickerdata_to_dataframe(default_conf) -> None: +def test_tickerdata_to_dataframe(default_conf, mocker) -> None: """ Test Backtesting.tickerdata_to_dataframe() method """ + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + timerange = TimeRange(None, 'line', 0, -100) + tick = optimize.load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange) + tickerlist = {'UNITTEST/BTC': tick} - timerange = ((None, 'line'), None, -100) - tick = optimize.load_tickerdata_file(None, 'BTC_UNITEST', 1, timerange=timerange) - tickerlist = {'BTC_UNITEST': tick} - - backtesting = _BACKTESTING + backtesting = Backtesting(default_conf) data = backtesting.tickerdata_to_dataframe(tickerlist) - assert len(data['BTC_UNITEST']) == 100 + assert len(data['UNITTEST/BTC']) == 99 # Load Analyze to compare the result between Backtesting function and Analyze are the same analyze = Analyze(default_conf) data2 = analyze.tickerdata_to_dataframe(tickerlist) - assert data['BTC_UNITEST'].equals(data2['BTC_UNITEST']) + assert data['UNITTEST/BTC'].equals(data2['UNITTEST/BTC']) -def test_get_timeframe() -> None: +def test_get_timeframe(default_conf, mocker) -> None: """ Test Backtesting.get_timeframe() method """ - backtesting = _BACKTESTING + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + backtesting = Backtesting(default_conf) data = backtesting.tickerdata_to_dataframe( optimize.load_data( None, - ticker_interval=1, - pairs=['BTC_UNITEST'] + ticker_interval='1m', + pairs=['UNITTEST/BTC'] ) ) min_date, max_date = backtesting.get_timeframe(data) 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(): +def test_generate_text_table(default_conf, mocker): """ Test Backtesting.generate_text_table() method """ - backtesting = _BACKTESTING + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + backtesting = Backtesting(default_conf) results = pd.DataFrame( { - 'currency': ['BTC_ETH', 'BTC_ETH'], + 'currency': ['ETH/BTC', 'ETH/BTC'], 'profit_percent': [0.1, 0.2], 'profit_BTC': [0.2, 0.4], 'duration': [10, 30], @@ -374,29 +363,30 @@ def test_generate_text_table(): ) result_str = ( - 'pair buy count avg profit % ' - 'total profit BTC avg duration profit loss\n' - '------- ----------- -------------- ' - '------------------ -------------- -------- ------\n' - 'BTC_ETH 2 15.00 ' - '0.60000000 20.0 2 0\n' - 'TOTAL 2 15.00 ' - '0.60000000 20.0 2 0' + '| pair | buy count | avg profit % | ' + 'total profit BTC | avg duration | profit | loss |\n' + '|:--------|------------:|---------------:|' + '-------------------:|---------------:|---------:|-------:|\n' + '| ETH/BTC | 2 | 15.00 | ' + '0.60000000 | 20.0 | 2 | 0 |\n' + '| TOTAL | 2 | 15.00 | ' + '0.60000000 | 20.0 | 2 | 0 |' ) - - assert backtesting._generate_text_table(data={'BTC_ETH': {}}, results=results) == result_str + assert backtesting._generate_text_table(data={'ETH/BTC': {}}, results=results) == result_str def test_backtesting_start(default_conf, mocker, caplog) -> None: """ Test Backtesting.start() method """ + 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', mocked_load_data) 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(), @@ -405,7 +395,7 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None: ) conf = deepcopy(default_conf) - conf['exchange']['pair_whitelist'] = ['BTC_UNITEST'] + conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC'] conf['ticker_interval'] = 1 conf['live'] = False conf['datadir'] = None @@ -426,13 +416,15 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None: assert log_has(line, caplog.record_tuples) -def test_backtest(default_conf) -> None: +def test_backtest(default_conf, fee, mocker) -> None: """ Test Backtesting.backtest() method """ - backtesting = _BACKTESTING + mocker.patch('freqtrade.exchange.get_fee', fee) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + backtesting = Backtesting(default_conf) - data = optimize.load_data(None, ticker_interval=5, pairs=['BTC_ETH']) + data = optimize.load_data(None, ticker_interval='5m', pairs=['UNITTEST/BTC']) data = trim_dictlist(data, -200) results = backtesting.backtest( { @@ -445,14 +437,16 @@ def test_backtest(default_conf) -> None: assert not results.empty -def test_backtest_1min_ticker_interval(default_conf) -> None: +def test_backtest_1min_ticker_interval(default_conf, fee, mocker) -> None: """ Test Backtesting.backtest() method with 1 min ticker """ - backtesting = _BACKTESTING + mocker.patch('freqtrade.exchange.get_fee', fee) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + backtesting = Backtesting(default_conf) # Run a backtesting for an exiting 5min ticker_interval - data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST']) + data = optimize.load_data(None, ticker_interval='1m', pairs=['UNITTEST/BTC']) data = trim_dictlist(data, -200) results = backtesting.backtest( { @@ -465,15 +459,16 @@ def test_backtest_1min_ticker_interval(default_conf) -> None: assert not results.empty -def test_processed() -> None: +def test_processed(default_conf, mocker) -> None: """ Test Backtesting.backtest() method with offline data """ - backtesting = _BACKTESTING + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + backtesting = Backtesting(default_conf) dict_of_tickerrows = load_data_test('raise') dataframes = backtesting.tickerdata_to_dataframe(dict_of_tickerrows) - dataframe = dataframes['BTC_UNITEST'] + dataframe = dataframes['UNITTEST/BTC'] cols = dataframe.columns # assert the dataframe got some of the indicator columns for col in ['close', 'high', 'low', 'open', 'date', @@ -481,76 +476,101 @@ def test_processed() -> None: assert col in cols -def test_backtest_pricecontours(default_conf) -> None: - tests = [['raise', 17], ['lower', 0], ['sine', 17]] +def test_backtest_pricecontours(default_conf, fee, mocker) -> None: + mocker.patch('freqtrade.optimize.backtesting.exchange.get_fee', fee) + tests = [['raise', 17], ['lower', 0], ['sine', 16]] for [contour, numres] in tests: - simple_backtest(default_conf, contour, numres) + simple_backtest(default_conf, contour, numres, mocker) # Test backtest using offline data (testdata directory) -def test_backtest_ticks(default_conf): +def test_backtest_ticks(default_conf, fee, mocker): + mocker.patch('freqtrade.exchange.get_fee', fee) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) ticks = [1, 5] - fun = _BACKTESTING.populate_buy_trend - for tick in ticks: - backtest_conf = _make_backtest_conf(conf=default_conf) - results = _run_backtest_1(fun, backtest_conf) + fun = Backtesting(default_conf).populate_buy_trend + for _ in ticks: + backtest_conf = _make_backtest_conf(mocker, conf=default_conf) + backtesting = Backtesting(default_conf) + backtesting.populate_buy_trend = fun # Override + backtesting.populate_sell_trend = fun # Override + results = backtesting.backtest(backtest_conf) assert not results.empty -def test_backtest_clash_buy_sell(default_conf): - # Override the default buy trend function in our DefaultStrategy +def test_backtest_clash_buy_sell(mocker, default_conf): + # Override the default buy trend function in our default_strategy def fun(dataframe=None): buy_value = 1 sell_value = 1 return _trend(dataframe, buy_value, sell_value) - backtest_conf = _make_backtest_conf(conf=default_conf) - results = _run_backtest_1(fun, backtest_conf) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + backtest_conf = _make_backtest_conf(mocker, conf=default_conf) + backtesting = Backtesting(default_conf) + backtesting.populate_buy_trend = fun # Override + backtesting.populate_sell_trend = fun # Override + results = backtesting.backtest(backtest_conf) assert results.empty -def test_backtest_only_sell(default_conf): - # Override the default buy trend function in our DefaultStrategy +def test_backtest_only_sell(mocker, default_conf): + # Override the default buy trend function in our default_strategy def fun(dataframe=None): buy_value = 0 sell_value = 1 return _trend(dataframe, buy_value, sell_value) - backtest_conf = _make_backtest_conf(conf=default_conf) - results = _run_backtest_1(fun, backtest_conf) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + backtest_conf = _make_backtest_conf(mocker, conf=default_conf) + backtesting = Backtesting(default_conf) + backtesting.populate_buy_trend = fun # Override + backtesting.populate_sell_trend = fun # Override + results = backtesting.backtest(backtest_conf) assert results.empty -def test_backtest_alternate_buy_sell(default_conf): - backtest_conf = _make_backtest_conf(conf=default_conf, pair='BTC_UNITEST') - results = _run_backtest_1(_trend_alternate, backtest_conf) +def test_backtest_alternate_buy_sell(default_conf, fee, mocker): + mocker.patch('freqtrade.optimize.backtesting.exchange.get_fee', fee) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + backtest_conf = _make_backtest_conf(mocker, conf=default_conf, pair='UNITTEST/BTC') + backtesting = Backtesting(default_conf) + backtesting.populate_buy_trend = _trend_alternate # Override + backtesting.populate_sell_trend = _trend_alternate # Override + results = backtesting.backtest(backtest_conf) assert len(results) == 3 -def test_backtest_record(default_conf, mocker): +def test_backtest_record(default_conf, fee, mocker): names = [] records = [] + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + mocker.patch('freqtrade.optimize.backtesting.exchange.get_fee', fee) mocker.patch( 'freqtrade.optimize.backtesting.file_dump_json', new=lambda n, r: (names.append(n), records.append(r)) ) backtest_conf = _make_backtest_conf( + mocker, conf=default_conf, - pair='BTC_UNITEST', + pair='UNITTEST/BTC', record="trades" ) - results = _run_backtest_1(_trend_alternate, backtest_conf) + backtesting = Backtesting(default_conf) + backtesting.populate_buy_trend = _trend_alternate # Override + backtesting.populate_sell_trend = _trend_alternate # Override + results = backtesting.backtest(backtest_conf) assert len(results) == 3 # Assert file_dump_json was only called once assert names == ['backtest-result.json'] records = records[0] # Ensure records are of correct type assert len(records) == 3 - # ('BTC_UNITEST', 0.00331158, '1510684320', '1510691700', 0, 117) + # ('UNITTEST/BTC', 0.00331158, '1510684320', '1510691700', 0, 117) # Below follows just a typecheck of the schema/type of trade-records oix = None for (pair, profit, date_buy, date_sell, buy_index, dur) in records: - assert pair == 'BTC_UNITEST' + assert pair == 'UNITTEST/BTC' isinstance(profit, float) # FIX: buy/sell should be converted to ints isinstance(date_buy, str) @@ -563,13 +583,15 @@ def test_backtest_record(default_conf, mocker): def test_backtest_start_live(default_conf, mocker, caplog): - default_conf['exchange']['pair_whitelist'] = ['BTC_UNITEST'] + conf = deepcopy(default_conf) + conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC'] mocker.patch('freqtrade.exchange.get_ticker_history', new=lambda n, i: _load_pair_as_ticks(n, i)) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock()) mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock()) mocker.patch('freqtrade.optimize.backtesting.Backtesting._generate_text_table', MagicMock()) mocker.patch('freqtrade.configuration.open', mocker.mock_open( - read_data=json.dumps(default_conf) + read_data=json.dumps(conf) )) args = MagicMock() @@ -584,26 +606,29 @@ def test_backtest_start_live(default_conf, mocker, caplog): args = [ '--config', 'config.json', '--strategy', 'DefaultStrategy', + '--datadir', 'freqtrade/tests/testdata', 'backtesting', - '--ticker-interval', '1', + '--ticker-interval', '1m', '--live', - '--timerange', '-100' + '--timerange', '-100', + '--realistic-simulation' ] args = get_args(args) start(args) # check the logs, that will contain the backtest result exists = [ 'Parameter -i/--ticker-interval detected ...', - 'Using ticker_interval: 1 ...', + 'Using ticker_interval: 1m ...', 'Parameter -l/--live detected ...', 'Using max_open_trades: 1 ...', - 'Parameter --timerange detected: -100 ..', - 'Parameter --datadir detected: freqtrade/tests/testdata ...', + 'Parameter --timerange detected: -100 ...', + 'Using data folder: freqtrade/tests/testdata ...', 'Using stake_currency: BTC ...', 'Using stake_amount: 0.001 ...', '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: - log_has(line, caplog.record_tuples) + assert log_has(line, caplog.record_tuples) diff --git a/freqtrade/tests/optimize/test_hyperopt.py b/freqtrade/tests/optimize/test_hyperopt.py index 48bdcb35e..3edfe4393 100644 --- a/freqtrade/tests/optimize/test_hyperopt.py +++ b/freqtrade/tests/optimize/test_hyperopt.py @@ -1,20 +1,33 @@ # pragma pylint: disable=missing-docstring,W0212,C0103 -import json import os +import signal from copy import deepcopy from unittest.mock import MagicMock import pandas as pd +import pytest from freqtrade.optimize.__init__ import load_tickerdata_file from freqtrade.optimize.hyperopt import Hyperopt, start from freqtrade.strategy.resolver import StrategyResolver -from freqtrade.tests.conftest import default_conf, log_has +from freqtrade.tests.conftest import log_has from freqtrade.tests.optimize.test_backtesting import get_args - # Avoid to reinit the same object again and again -_HYPEROPT = Hyperopt(default_conf()) +_HYPEROPT_INITIALIZED = False +_HYPEROPT = None + + +@pytest.fixture(scope='function') +def init_hyperopt(default_conf, mocker): + global _HYPEROPT_INITIALIZED, _HYPEROPT + if not _HYPEROPT_INITIALIZED: + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', + MagicMock(return_value=default_conf)) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock()) + _HYPEROPT = Hyperopt(default_conf) + _HYPEROPT_INITIALIZED = True # Functions for recurrent object patching @@ -51,9 +64,10 @@ def test_start(mocker, default_conf, caplog) -> None: """ start_mock = MagicMock() mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.start', start_mock) - mocker.patch('freqtrade.configuration.open', mocker.mock_open( - read_data=json.dumps(default_conf) - )) + mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', + MagicMock(return_value=default_conf)) + mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock()) + args = [ '--config', 'config.json', '--strategy', 'DefaultStrategy', @@ -74,7 +88,7 @@ def test_start(mocker, default_conf, caplog) -> None: assert start_mock.call_count == 1 -def test_loss_calculation_prefer_correct_trade_count() -> None: +def test_loss_calculation_prefer_correct_trade_count(init_hyperopt) -> None: """ Test Hyperopt.calculate_loss() """ @@ -88,7 +102,7 @@ def test_loss_calculation_prefer_correct_trade_count() -> None: assert under > correct -def test_loss_calculation_prefer_shorter_trades() -> None: +def test_loss_calculation_prefer_shorter_trades(init_hyperopt) -> None: """ Test Hyperopt.calculate_loss() """ @@ -99,7 +113,7 @@ def test_loss_calculation_prefer_shorter_trades() -> None: assert shorter < longer -def test_loss_calculation_has_limited_profit() -> None: +def test_loss_calculation_has_limited_profit(init_hyperopt) -> None: hyperopt = _HYPEROPT correct = hyperopt.calculate_loss(hyperopt.expected_max_profit, hyperopt.target_trades, 20) @@ -109,7 +123,7 @@ def test_loss_calculation_has_limited_profit() -> None: assert under > correct -def test_log_results_if_loss_improves(capsys) -> None: +def test_log_results_if_loss_improves(init_hyperopt, capsys) -> None: hyperopt = _HYPEROPT hyperopt.current_best_loss = 2 hyperopt.log_results( @@ -124,7 +138,7 @@ def test_log_results_if_loss_improves(capsys) -> None: assert ' 1/2: foo. Loss 1.00000'in out -def test_no_log_if_loss_does_not_improve(caplog) -> None: +def test_no_log_if_loss_does_not_improve(init_hyperopt, caplog) -> None: hyperopt = _HYPEROPT hyperopt.current_best_loss = 2 hyperopt.log_results( @@ -135,7 +149,7 @@ def test_no_log_if_loss_does_not_improve(caplog) -> None: assert caplog.record_tuples == [] -def test_fmin_best_results(mocker, default_conf, caplog) -> None: +def test_fmin_best_results(mocker, init_hyperopt, default_conf, caplog) -> None: fmin_result = { "macd_below_zero": 0, "adx": 1, @@ -169,6 +183,7 @@ def test_fmin_best_results(mocker, default_conf, caplog) -> None: mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value=fmin_result) mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf) + mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock()) StrategyResolver({'strategy': 'DefaultStrategy'}) hyperopt = Hyperopt(conf) @@ -203,7 +218,7 @@ def test_fmin_best_results(mocker, default_conf, caplog) -> None: assert line in caplog.text -def test_fmin_throw_value_error(mocker, default_conf, caplog) -> None: +def test_fmin_throw_value_error(mocker, init_hyperopt, default_conf, caplog) -> None: mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) mocker.patch('freqtrade.optimize.hyperopt.fmin', side_effect=ValueError()) @@ -213,6 +228,8 @@ def test_fmin_throw_value_error(mocker, default_conf, caplog) -> None: conf.update({'timerange': None}) conf.update({'spaces': 'all'}) mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf) + mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock()) + StrategyResolver({'strategy': 'DefaultStrategy'}) hyperopt = Hyperopt(conf) hyperopt.trials = create_trials(mocker) @@ -230,7 +247,7 @@ def test_fmin_throw_value_error(mocker, default_conf, caplog) -> None: assert line in caplog.text -def test_resuming_previous_hyperopt_results_succeeds(mocker, default_conf) -> None: +def test_resuming_previous_hyperopt_results_succeeds(mocker, init_hyperopt, default_conf) -> None: trials = create_trials(mocker) conf = deepcopy(default_conf) @@ -254,6 +271,7 @@ def test_resuming_previous_hyperopt_results_succeeds(mocker, default_conf) -> No mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={}) mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock()) StrategyResolver({'strategy': 'DefaultStrategy'}) hyperopt = Hyperopt(conf) @@ -272,7 +290,7 @@ def test_resuming_previous_hyperopt_results_succeeds(mocker, default_conf) -> No assert total_tries == (current_tries + len(trials.results)) -def test_save_trials_saves_trials(mocker, caplog) -> None: +def test_save_trials_saves_trials(mocker, init_hyperopt, caplog) -> None: create_trials(mocker) mock_dump = mocker.patch('freqtrade.optimize.hyperopt.pickle.dump', return_value=None) @@ -281,22 +299,24 @@ def test_save_trials_saves_trials(mocker, caplog) -> None: hyperopt.save_trials() + trials_file = os.path.join('freqtrade', 'tests', 'optimize', 'ut_trials.pickle') assert log_has( - 'Saving Trials to \'freqtrade/tests/optimize/ut_trials.pickle\'', + 'Saving Trials to \'{}\''.format(trials_file), caplog.record_tuples ) mock_dump.assert_called_once() -def test_read_trials_returns_trials_file(mocker, caplog) -> None: +def test_read_trials_returns_trials_file(mocker, init_hyperopt, caplog) -> None: trials = create_trials(mocker) mock_load = mocker.patch('freqtrade.optimize.hyperopt.pickle.load', return_value=trials) mock_open = mocker.patch('freqtrade.optimize.hyperopt.open', return_value=mock_load) hyperopt = _HYPEROPT hyperopt_trial = hyperopt.read_trials() + trials_file = os.path.join('freqtrade', 'tests', 'optimize', 'ut_trials.pickle') assert log_has( - 'Reading Trials from \'freqtrade/tests/optimize/ut_trials.pickle\'', + 'Reading Trials from \'{}\''.format(trials_file), caplog.record_tuples ) assert hyperopt_trial == trials @@ -304,7 +324,7 @@ def test_read_trials_returns_trials_file(mocker, caplog) -> None: mock_load.assert_called_once() -def test_roi_table_generation() -> None: +def test_roi_table_generation(init_hyperopt) -> None: params = { 'roi_t1': 5, 'roi_t2': 10, @@ -318,10 +338,11 @@ def test_roi_table_generation() -> None: assert hyperopt.generate_roi_table(params) == {0: 6, 15: 3, 25: 1, 30: 0} -def test_start_calls_fmin(mocker, default_conf) -> None: +def test_start_calls_fmin(mocker, init_hyperopt, default_conf) -> None: trials = create_trials(mocker) mocker.patch('freqtrade.optimize.hyperopt.sorted', return_value=trials.results) mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock()) mock_fmin = mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={}) conf = deepcopy(default_conf) @@ -339,7 +360,7 @@ def test_start_calls_fmin(mocker, default_conf) -> None: mock_fmin.assert_called_once() -def test_start_uses_mongotrials(mocker, default_conf) -> None: +def test_start_uses_mongotrials(mocker, init_hyperopt, default_conf) -> None: mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) mock_fmin = mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={}) mock_mongotrials = mocker.patch( @@ -354,6 +375,7 @@ def test_start_uses_mongotrials(mocker, default_conf) -> None: conf.update({'timerange': None}) conf.update({'spaces': 'all'}) mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf) + mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock()) hyperopt = Hyperopt(conf) hyperopt.tickerdata_to_dataframe = MagicMock() @@ -367,22 +389,37 @@ def test_start_uses_mongotrials(mocker, default_conf) -> None: # test buy_strategy_generator def populate_buy_trend # test optimizer if 'ro_t1' in params -def test_format_results(): +def test_format_results(init_hyperopt): """ Test Hyperopt.format_results() """ + + # Test with BTC as stake_currency trades = [ - ('BTC_ETH', 2, 2, 123), - ('BTC_LTC', 1, 1, 123), - ('BTC_XRP', -1, -2, -246) + ('ETH/BTC', 2, 2, 123), + ('LTC/BTC', 1, 1, 123), + ('XPR/BTC', -1, -2, -246) ] labels = ['currency', 'profit_percent', 'profit_BTC', 'duration'] df = pd.DataFrame.from_records(trades, columns=labels) - x = Hyperopt.format_results(df) - assert x.find(' 66.67%') + + result = _HYPEROPT.format_results(df) + assert result.find(' 66.67%') + assert result.find('Total profit 1.00000000 BTC') + assert result.find('2.0000Σ %') + + # Test with EUR as stake_currency + trades = [ + ('ETH/EUR', 2, 2, 123), + ('LTC/EUR', 1, 1, 123), + ('XPR/EUR', -1, -2, -246) + ] + df = pd.DataFrame.from_records(trades, columns=labels) + result = _HYPEROPT.format_results(df) + assert result.find('Total profit 1.00000000 EUR') -def test_signal_handler(mocker): +def test_signal_handler(mocker, init_hyperopt): """ Test Hyperopt.signal_handler() """ @@ -392,11 +429,11 @@ def test_signal_handler(mocker): mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.log_trials_result', m) hyperopt = _HYPEROPT - hyperopt.signal_handler(9, None) + hyperopt.signal_handler(signal.SIGTERM, None) assert m.call_count == 3 -def test_has_space(): +def test_has_space(init_hyperopt): """ Test Hyperopt.has_space() method """ @@ -409,14 +446,14 @@ def test_has_space(): assert _HYPEROPT.has_space('buy') -def test_populate_indicators() -> None: +def test_populate_indicators(init_hyperopt) -> None: """ Test Hyperopt.populate_indicators() """ - tick = load_tickerdata_file(None, 'BTC_UNITEST', 1) - tickerlist = {'BTC_UNITEST': tick} + tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m') + tickerlist = {'UNITTEST/BTC': tick} dataframes = _HYPEROPT.tickerdata_to_dataframe(tickerlist) - dataframe = _HYPEROPT.populate_indicators(dataframes['BTC_UNITEST']) + dataframe = _HYPEROPT.populate_indicators(dataframes['UNITTEST/BTC']) # Check if some indicators are generated. We will not test all of them assert 'adx' in dataframe @@ -424,14 +461,14 @@ def test_populate_indicators() -> None: assert 'cci' in dataframe -def test_buy_strategy_generator() -> None: +def test_buy_strategy_generator(init_hyperopt) -> None: """ Test Hyperopt.buy_strategy_generator() """ - tick = load_tickerdata_file(None, 'BTC_UNITEST', 1) - tickerlist = {'BTC_UNITEST': tick} + tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m') + tickerlist = {'UNITTEST/BTC': tick} dataframes = _HYPEROPT.tickerdata_to_dataframe(tickerlist) - dataframe = _HYPEROPT.populate_indicators(dataframes['BTC_UNITEST']) + dataframe = _HYPEROPT.populate_indicators(dataframes['UNITTEST/BTC']) populate_buy_trend = _HYPEROPT.buy_strategy_generator( { @@ -481,7 +518,7 @@ def test_buy_strategy_generator() -> None: assert 1 in result['buy'] -def test_generate_optimizer(mocker, default_conf) -> None: +def test_generate_optimizer(mocker, init_hyperopt, default_conf) -> None: """ Test Hyperopt.generate_optimizer() function """ @@ -491,7 +528,7 @@ def test_generate_optimizer(mocker, default_conf) -> None: conf.update({'spaces': 'all'}) trades = [ - ('BTC_POWR', 0.023117, 0.000233, 100) + ('POWR/BTC', 0.023117, 0.000233, 100) ] labels = ['currency', 'profit_percent', 'profit_BTC', 'duration'] backtest_result = pd.DataFrame.from_records(trades, columns=labels) @@ -500,6 +537,7 @@ def test_generate_optimizer(mocker, default_conf) -> None: 'freqtrade.optimize.hyperopt.Hyperopt.backtest', MagicMock(return_value=backtest_result) ) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock()) optimizer_param = { 'adx': {'enabled': False}, diff --git a/freqtrade/tests/optimize/test_optimize.py b/freqtrade/tests/optimize/test_optimize.py index a15bff5a1..3f358cfb8 100644 --- a/freqtrade/tests/optimize/test_optimize.py +++ b/freqtrade/tests/optimize/test_optimize.py @@ -3,15 +3,18 @@ import json import os import uuid +import arrow from shutil import copyfile from freqtrade import optimize from freqtrade.misc import file_dump_json from freqtrade.optimize.__init__ import make_testdata_path, download_pairs, \ - download_backtesting_testdata, load_tickerdata_file, trim_tickerlist + download_backtesting_testdata, load_tickerdata_file, trim_tickerlist, \ + load_cached_data_for_updating +from freqtrade.arguments import TimeRange from freqtrade.tests.conftest import log_has -# Change this if modifying BTC_UNITEST testdatafile +# Change this if modifying UNITTEST/BTC testdatafile _BTC_UNITTEST_LENGTH = 13681 @@ -52,11 +55,11 @@ def test_load_data_30min_ticker(ticker_history, mocker, caplog) -> None: """ mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history) - file = 'freqtrade/tests/testdata/BTC_UNITTEST-30.json' + file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-30m.json') _backup_file(file, copy_file=True) - optimize.load_data(None, pairs=['BTC_UNITTEST'], ticker_interval=30) + optimize.load_data(None, pairs=['UNITTEST/BTC'], ticker_interval='30m') assert os.path.isfile(file) is True - assert not log_has('Download the pair: "BTC_ETH", Interval: 30 min', caplog.record_tuples) + assert not log_has('Download the pair: "UNITTEST/BTC", Interval: 30m', caplog.record_tuples) _clean_test_file(file) @@ -66,11 +69,11 @@ def test_load_data_5min_ticker(ticker_history, mocker, caplog) -> None: """ mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history) - file = 'freqtrade/tests/testdata/BTC_ETH-5.json' + file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-5m.json') _backup_file(file, copy_file=True) - optimize.load_data(None, pairs=['BTC_ETH'], ticker_interval=5) + optimize.load_data(None, pairs=['UNITTEST/BTC'], ticker_interval='5m') assert os.path.isfile(file) is True - assert not log_has('Download the pair: "BTC_ETH", Interval: 5 min', caplog.record_tuples) + assert not log_has('Download the pair: "UNITTEST/BTC", Interval: 5m', caplog.record_tuples) _clean_test_file(file) @@ -80,11 +83,11 @@ def test_load_data_1min_ticker(ticker_history, mocker, caplog) -> None: """ mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history) - file = 'freqtrade/tests/testdata/BTC_ETH-1.json' + file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-1m.json') _backup_file(file, copy_file=True) - optimize.load_data(None, ticker_interval=1, pairs=['BTC_ETH']) + optimize.load_data(None, ticker_interval='1m', pairs=['UNITTEST/BTC']) assert os.path.isfile(file) is True - assert not log_has('Download the pair: "BTC_ETH", Interval: 1 min', caplog.record_tuples) + assert not log_has('Download the pair: "UNITTEST/BTC", Interval: 1m', caplog.record_tuples) _clean_test_file(file) @@ -94,11 +97,26 @@ def test_load_data_with_new_pair_1min(ticker_history, mocker, caplog) -> None: """ mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history) - file = 'freqtrade/tests/testdata/BTC_MEME-1.json' + file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json') + _backup_file(file) - optimize.load_data(None, ticker_interval=1, pairs=['BTC_MEME']) + # do not download a new pair if refresh_pairs isn't set + optimize.load_data(None, + ticker_interval='1m', + refresh_pairs=False, + pairs=['MEME/BTC']) + assert os.path.isfile(file) is False + assert log_has('No data for pair: "MEME/BTC", Interval: 1m. ' + 'Use --refresh-pairs-cached to download the data', + caplog.record_tuples) + + # download a new pair if refresh_pairs is set + optimize.load_data(None, + ticker_interval='1m', + refresh_pairs=True, + pairs=['MEME/BTC']) assert os.path.isfile(file) is True - assert log_has('Download the pair: "BTC_MEME", Interval: 1 min', caplog.record_tuples) + assert log_has('Download the pair: "MEME/BTC", Interval: 1m', caplog.record_tuples) _clean_test_file(file) @@ -109,10 +127,10 @@ def test_testdata_path() -> None: def test_download_pairs(ticker_history, mocker) -> None: mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history) - 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' + file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json') + file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json') + file2_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'CFI_BTC-1m.json') + file2_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'CFI_BTC-5m.json') _backup_file(file1_1) _backup_file(file1_5) @@ -122,7 +140,7 @@ def test_download_pairs(ticker_history, mocker) -> None: assert os.path.isfile(file1_1) is False assert os.path.isfile(file2_1) is False - assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI'], ticker_interval=1) is True + assert download_pairs(None, pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval='1m') is True assert os.path.isfile(file1_1) is True assert os.path.isfile(file2_1) is True @@ -134,7 +152,7 @@ def test_download_pairs(ticker_history, mocker) -> None: assert os.path.isfile(file1_5) is False assert os.path.isfile(file2_5) is False - assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI'], ticker_interval=5) is True + assert download_pairs(None, pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval='5m') is True assert os.path.isfile(file1_5) is True assert os.path.isfile(file2_5) is True @@ -144,59 +162,166 @@ def test_download_pairs(ticker_history, mocker) -> None: _clean_test_file(file2_5) +def test_load_cached_data_for_updating(mocker) -> None: + datadir = os.path.join(os.path.dirname(__file__), '..', 'testdata') + + test_data = None + test_filename = os.path.join(datadir, 'UNITTEST_BTC-1m.json') + with open(test_filename, "rt") as file: + test_data = json.load(file) + + # change now time to test 'line' cases + # now = last cached item + 1 hour + now_ts = test_data[-1][0] / 1000 + 60 * 60 + mocker.patch('arrow.utcnow', return_value=arrow.get(now_ts)) + + # timeframe starts earlier than the cached data + # should fully update data + timerange = TimeRange('date', None, test_data[0][0] / 1000 - 1, 0) + data, start_ts = load_cached_data_for_updating(test_filename, + '1m', + timerange) + assert data == [] + assert start_ts == test_data[0][0] - 1000 + + # same with 'line' timeframe + num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 120 + data, start_ts = load_cached_data_for_updating(test_filename, + '1m', + TimeRange(None, 'line', 0, -num_lines)) + assert data == [] + assert start_ts < test_data[0][0] - 1 + + # timeframe starts in the center of the cached data + # should return the chached data w/o the last item + timerange = TimeRange('date', None, test_data[0][0] / 1000 + 1, 0) + data, start_ts = load_cached_data_for_updating(test_filename, + '1m', + timerange) + assert data == test_data[:-1] + assert test_data[-2][0] < start_ts < test_data[-1][0] + + # same with 'line' timeframe + num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 30 + timerange = TimeRange(None, 'line', 0, -num_lines) + data, start_ts = load_cached_data_for_updating(test_filename, + '1m', + timerange) + assert data == test_data[:-1] + assert test_data[-2][0] < start_ts < test_data[-1][0] + + # timeframe starts after the chached data + # should return the chached data w/o the last item + timerange = TimeRange('date', None, test_data[-1][0] / 1000 + 1, 0) + data, start_ts = load_cached_data_for_updating(test_filename, + '1m', + timerange) + assert data == test_data[:-1] + assert test_data[-2][0] < start_ts < test_data[-1][0] + + # same with 'line' timeframe + num_lines = 30 + timerange = TimeRange(None, 'line', 0, -num_lines) + data, start_ts = load_cached_data_for_updating(test_filename, + '1m', + timerange) + assert data == test_data[:-1] + assert test_data[-2][0] < start_ts < test_data[-1][0] + + # no timeframe is set + # should return the chached data w/o the last item + num_lines = 30 + timerange = TimeRange(None, 'line', 0, -num_lines) + data, start_ts = load_cached_data_for_updating(test_filename, + '1m', + timerange) + assert data == test_data[:-1] + assert test_data[-2][0] < start_ts < test_data[-1][0] + + # no datafile exist + # should return timestamp start time + timerange = TimeRange('date', None, now_ts - 10000, 0) + data, start_ts = load_cached_data_for_updating(test_filename + 'unexist', + '1m', + timerange) + assert data == [] + assert start_ts == (now_ts - 10000) * 1000 + + # same with 'line' timeframe + num_lines = 30 + timerange = TimeRange(None, 'line', 0, -num_lines) + data, start_ts = load_cached_data_for_updating(test_filename + 'unexist', + '1m', + timerange) + assert data == [] + assert start_ts == (now_ts - num_lines * 60) * 1000 + + # no datafile exist, no timeframe is set + # should return an empty array and None + data, start_ts = load_cached_data_for_updating(test_filename + 'unexist', + '1m', + None) + assert data == [] + assert start_ts is None + + def test_download_pairs_exception(ticker_history, mocker, caplog) -> None: 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')) - file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json' - file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json' + file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json') + file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json') _backup_file(file1_1) _backup_file(file1_5) - download_pairs(None, pairs=['BTC-MEME'], ticker_interval=1) + download_pairs(None, pairs=['MEME/BTC'], ticker_interval='1m') # clean files freshly downloaded _clean_test_file(file1_1) _clean_test_file(file1_5) - assert log_has('Failed to download the pair: "BTC-MEME", Interval: 1 min', caplog.record_tuples) + assert log_has('Failed to download the pair: "MEME/BTC", Interval: 1m', caplog.record_tuples) def test_download_backtesting_testdata(ticker_history, mocker) -> None: mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history) # Download a 1 min ticker file - file1 = 'freqtrade/tests/testdata/BTC_XEL-1.json' + file1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'XEL_BTC-1m.json') _backup_file(file1) - download_backtesting_testdata(None, pair="BTC-XEL", interval=1) + download_backtesting_testdata(None, pair="XEL/BTC", tick_interval='1m') 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' + file2 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'STORJ_BTC-5m.json') _backup_file(file2) - download_backtesting_testdata(None, pair="BTC-STORJ", interval=5) + download_backtesting_testdata(None, pair="STORJ/BTC", tick_interval='5m') assert os.path.isfile(file2) is True _clean_test_file(file2) def test_download_backtesting_testdata2(mocker) -> None: - tick = [{'T': 'bar'}, {'T': 'foo'}] + tick = [ + [1509836520000, 0.00162008, 0.00162008, 0.00162008, 0.00162008, 108.14853839], + [1509836580000, 0.00161, 0.00161, 0.00161, 0.00161, 82.390199] + ] json_dump_mock = mocker.patch('freqtrade.misc.file_dump_json', return_value=None) mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=tick) - download_backtesting_testdata(None, pair="BTC-UNITEST", interval=1) - download_backtesting_testdata(None, pair="BTC-UNITEST", interval=3) + + download_backtesting_testdata(None, pair="UNITTEST/BTC", tick_interval='1m') + download_backtesting_testdata(None, pair="UNITTEST/BTC", tick_interval='3m') assert json_dump_mock.call_count == 2 def test_load_tickerdata_file() -> None: # 7 does not exist in either format. - assert not load_tickerdata_file(None, 'BTC_UNITEST', 7) + assert not load_tickerdata_file(None, 'UNITTEST/BTC', '7m') # 1 exists only as a .json - tickerdata = load_tickerdata_file(None, 'BTC_UNITEST', 1) + tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', '1m') assert _BTC_UNITTEST_LENGTH == len(tickerdata) # 8 .json is empty and will fail if it's loaded. .json.gz is a copy of 1.json - tickerdata = load_tickerdata_file(None, 'BTC_UNITEST', 8) + tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', '8m') assert _BTC_UNITTEST_LENGTH == len(tickerdata) @@ -207,28 +332,29 @@ def test_init(default_conf, mocker) -> None: '', pairs=[], refresh_pairs=True, - ticker_interval=int(default_conf['ticker_interval']) + ticker_interval=default_conf['ticker_interval'] ) def test_trim_tickerlist() -> None: - with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file: + file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-1m.json') + with open(file) as data_file: ticker_list = json.load(data_file) ticker_list_len = len(ticker_list) # Test the pattern ^(-\d+)$ - # This pattern remove X element from the beginning - timerange = ((None, 'line'), None, 5) + # This pattern uses the latest N elements + timerange = TimeRange(None, 'line', 0, -5) ticker = trim_tickerlist(ticker_list, timerange) ticker_len = len(ticker) - assert ticker_list_len == ticker_len + 5 + assert ticker_len == 5 assert ticker_list[0] is not ticker[0] # The first element should be different assert ticker_list[-1] is ticker[-1] # The last element must be the same # Test the pattern ^(\d+)-$ # This pattern keep X element from the end - timerange = (('line', None), 5, None) + timerange = TimeRange('line', None, 5, 0) ticker = trim_tickerlist(ticker_list, timerange) ticker_len = len(ticker) @@ -238,7 +364,7 @@ def test_trim_tickerlist() -> None: # Test the pattern ^(\d+)-(\d+)$ # This pattern extract a window - timerange = (('index', 'index'), 5, 10) + timerange = TimeRange('index', 'index', 5, 10) ticker = trim_tickerlist(ticker_list, timerange) ticker_len = len(ticker) @@ -247,9 +373,40 @@ def test_trim_tickerlist() -> None: assert ticker_list[5] is ticker[0] # The list starts at the index 5 assert ticker_list[9] is ticker[-1] # The list ends at the index 9 (5 elements) + # Test the pattern ^(\d{8})-(\d{8})$ + # This pattern extract a window between the dates + timerange = TimeRange('date', 'date', ticker_list[5][0] / 1000, ticker_list[10][0] / 1000 - 1) + ticker = trim_tickerlist(ticker_list, timerange) + ticker_len = len(ticker) + + assert ticker_len == 5 + assert ticker_list[0] is not ticker[0] # The first element should be different + assert ticker_list[5] is ticker[0] # The list starts at the index 5 + assert ticker_list[9] is ticker[-1] # The list ends at the index 9 (5 elements) + + # Test the pattern ^-(\d{8})$ + # This pattern extracts elements from the start to the date + timerange = TimeRange(None, 'date', 0, ticker_list[10][0] / 1000 - 1) + ticker = trim_tickerlist(ticker_list, timerange) + ticker_len = len(ticker) + + assert ticker_len == 10 + assert ticker_list[0] is ticker[0] # The start of the list is included + assert ticker_list[9] is ticker[-1] # The element 10 is not included + + # Test the pattern ^(\d{8})-$ + # This pattern extracts elements from the date to now + timerange = TimeRange('date', None, ticker_list[10][0] / 1000 - 1, None) + ticker = trim_tickerlist(ticker_list, timerange) + ticker_len = len(ticker) + + assert ticker_len == ticker_list_len - 10 + assert ticker_list[10] is ticker[0] # The first element is element #10 + assert ticker_list[-1] is ticker[-1] # The last element is the same + # Test a wrong pattern # This pattern must return the list unchanged - timerange = ((None, None), None, 5) + timerange = TimeRange(None, None, None, 5) ticker = trim_tickerlist(ticker_list, timerange) ticker_len = len(ticker) @@ -261,7 +418,8 @@ def test_file_dump_json() -> None: Test file_dump_json() :return: None """ - file = 'freqtrade/tests/testdata/test_{id}.json'.format(id=str(uuid.uuid4())) + file = os.path.join(os.path.dirname(__file__), '..', 'testdata', + 'test_{id}.json'.format(id=str(uuid.uuid4()))) data = {'bar': 'foo'} # check the file we will create does not exist diff --git a/freqtrade/tests/rpc/test_rpc.py b/freqtrade/tests/rpc/test_rpc.py index 84b06bee2..5cdd22c7a 100644 --- a/freqtrade/tests/rpc/test_rpc.py +++ b/freqtrade/tests/rpc/test_rpc.py @@ -7,8 +7,6 @@ Unit test file for rpc/rpc.py from datetime import datetime from unittest.mock import MagicMock -from sqlalchemy import create_engine - from freqtrade.freqtradebot import FreqtradeBot from freqtrade.persistence import Trade from freqtrade.rpc.rpc import RPC @@ -25,7 +23,7 @@ def prec_satoshi(a, b) -> float: # Unit tests -def test_rpc_trade_status(default_conf, ticker, mocker) -> None: +def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: """ Test rpc_trade_status() method """ @@ -35,10 +33,11 @@ def test_rpc_trade_status(default_conf, ticker, mocker) -> None: mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) rpc = RPC(freqtradebot) freqtradebot.state = State.STOPPED @@ -59,7 +58,7 @@ def test_rpc_trade_status(default_conf, ticker, mocker) -> None: result_message = [ '*Trade ID:* `1`\n' '*Current Pair:* ' - '[BTC_ETH](https://www.bittrex.com/Market/Index?MarketName=BTC-ETH)\n' + '[ETH/BTC](https://bittrex.com/Market/Index?MarketName=BTC-ETH)\n' '*Open Since:* `just now`\n' '*Amount:* `90.99181074`\n' '*Open Rate:* `0.00001099`\n' @@ -67,13 +66,13 @@ def test_rpc_trade_status(default_conf, ticker, mocker) -> None: '*Current Rate:* `0.00001098`\n' '*Close Profit:* `None`\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 trade.find('[BTC_ETH]') >= 0 + assert trade.find('[ETH/BTC]') >= 0 -def test_rpc_status_table(default_conf, ticker, mocker) -> None: +def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None: """ Test rpc_status_table() method """ @@ -83,10 +82,11 @@ def test_rpc_status_table(default_conf, ticker, mocker) -> None: mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) rpc = RPC(freqtradebot) freqtradebot.state = State.STOPPED @@ -102,12 +102,12 @@ def test_rpc_status_table(default_conf, ticker, mocker) -> None: freqtradebot.create_trade() (error, result) = rpc.rpc_status_table() assert 'just now' in result['Since'].all() - assert 'BTC_ETH' in result['Pair'].all() + assert 'ETH/BTC' in result['Pair'].all() assert '-0.59%' in result['Profit'].all() -def test_rpc_daily_profit(default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker)\ - -> None: +def test_rpc_daily_profit(default_conf, update, ticker, fee, + limit_buy_order, limit_sell_order, mocker) -> None: """ Test rpc_daily_profit() method """ @@ -117,10 +117,11 @@ def test_rpc_daily_profit(default_conf, update, ticker, limit_buy_order, limit_s mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) stake_currency = default_conf['stake_currency'] fiat_display_currency = default_conf['fiat_display_currency'] @@ -158,8 +159,8 @@ def test_rpc_daily_profit(default_conf, update, ticker, limit_buy_order, limit_s assert days.find('must be an integer greater than 0') >= 0 -def test_rpc_trade_statistics( - default_conf, ticker, ticker_sell_up, limit_buy_order, limit_sell_order, mocker) -> None: +def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee, + limit_buy_order, limit_sell_order, mocker) -> None: """ Test rpc_trade_statistics() method """ @@ -173,10 +174,11 @@ def test_rpc_trade_statistics( mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) stake_currency = default_conf['stake_currency'] fiat_display_currency = default_conf['fiat_display_currency'] @@ -202,26 +204,41 @@ def test_rpc_trade_statistics( trade.close_date = datetime.utcnow() trade.is_open = False + freqtradebot.create_trade() + trade = Trade.query.first() + # Simulate fulfilled LIMIT_BUY order for trade + trade.update(limit_buy_order) + + # Update the ticker with a market going up + mocker.patch.multiple( + 'freqtrade.freqtradebot.exchange', + validate_pairs=MagicMock(), + get_ticker=ticker_sell_up + ) + trade.update(limit_sell_order) + trade.close_date = datetime.utcnow() + trade.is_open = False + (error, 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_percent'], 6.2) assert prec_satoshi(stats['profit_closed_fiat'], 0.93255) - assert prec_satoshi(stats['profit_all_coin'], 6.217e-05) - assert prec_satoshi(stats['profit_all_percent'], 6.2) - assert prec_satoshi(stats['profit_all_fiat'], 0.93255) - assert stats['trade_count'] == 1 + assert prec_satoshi(stats['profit_all_coin'], 5.632e-05) + assert prec_satoshi(stats['profit_all_percent'], 2.81) + assert prec_satoshi(stats['profit_all_fiat'], 0.8448) + assert stats['trade_count'] == 2 assert stats['first_trade_date'] == 'just now' assert stats['latest_trade_date'] == 'just now' assert stats['avg_duration'] == '0:00:00' - assert stats['best_pair'] == 'BTC_ETH' + assert stats['best_pair'] == 'ETH/BTC' assert prec_satoshi(stats['best_rate'], 6.2) # Test that rpc_trade_statistics can handle trades that lacks # trade.open_rate (it is set to None) -def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, ticker_sell_up, limit_buy_order, - limit_sell_order): +def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee, + ticker_sell_up, limit_buy_order, limit_sell_order): """ Test rpc_trade_statistics() method """ @@ -235,10 +252,11 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, ticker_sell_u mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) stake_currency = default_conf['stake_currency'] fiat_display_currency = default_conf['fiat_display_currency'] @@ -253,7 +271,8 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, ticker_sell_u mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker_sell_up + get_ticker=ticker_sell_up, + get_fee=fee ) trade.update(limit_sell_order) trade.close_date = datetime.utcnow() @@ -274,7 +293,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, ticker_sell_u assert stats['first_trade_date'] == 'just now' assert stats['latest_trade_date'] == 'just now' assert stats['avg_duration'] == '0:00:00' - assert stats['best_pair'] == 'BTC_ETH' + assert stats['best_pair'] == 'ETH/BTC' assert prec_satoshi(stats['best_rate'], 6.2) @@ -282,22 +301,18 @@ def test_rpc_balance_handle(default_conf, mocker): """ Test rpc_balance() method """ - mock_balance = [ - { - 'Currency': 'BTC', - 'Balance': 10.0, - 'Available': 12.0, - 'Pending': 0.0, - 'CryptoAddress': 'XXXX', + mock_balance = { + 'BTC': { + 'free': 10.0, + 'total': 12.0, + 'used': 2.0, }, - { - 'Currency': 'ETH', - 'Balance': 0.0, - 'Available': 0.0, - 'Pending': 0.0, - 'CryptoAddress': 'XXXX', + 'ETH': { + 'free': 0.0, + 'total': 0.0, + 'used': 0.0, } - ] + } patch_get_signal(mocker, (True, False)) mocker.patch.multiple( @@ -312,21 +327,21 @@ def test_rpc_balance_handle(default_conf, mocker): get_balances=MagicMock(return_value=mock_balance) ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) rpc = RPC(freqtradebot) (error, res) = rpc.rpc_balance(default_conf['fiat_display_currency']) assert not error (trade, x, y, z) = res - assert prec_satoshi(x, 10) - assert prec_satoshi(z, 150000) + assert prec_satoshi(x, 12) + assert prec_satoshi(z, 180000) assert 'USD' in y assert len(trade) == 1 assert 'BTC' in trade[0]['currency'] - assert prec_satoshi(trade[0]['available'], 12) - assert prec_satoshi(trade[0]['balance'], 10) - assert prec_satoshi(trade[0]['pending'], 0) - assert prec_satoshi(trade[0]['est_btc'], 10) + assert prec_satoshi(trade[0]['available'], 10) + assert prec_satoshi(trade[0]['balance'], 12) + assert prec_satoshi(trade[0]['pending'], 2) + assert prec_satoshi(trade[0]['est_btc'], 12) def test_rpc_start(mocker, default_conf) -> None: @@ -342,7 +357,7 @@ def test_rpc_start(mocker, default_conf) -> None: get_ticker=MagicMock() ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) rpc = RPC(freqtradebot) freqtradebot.state = State.STOPPED @@ -370,7 +385,7 @@ def test_rpc_stop(mocker, default_conf) -> None: get_ticker=MagicMock() ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) rpc = RPC(freqtradebot) freqtradebot.state = State.RUNNING @@ -385,7 +400,7 @@ def test_rpc_stop(mocker, default_conf) -> None: assert freqtradebot.state == State.STOPPED -def test_rpc_forcesell(default_conf, ticker, mocker) -> None: +def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None: """ Test rpc_forcesell() method """ @@ -401,13 +416,15 @@ def test_rpc_forcesell(default_conf, ticker, mocker) -> None: cancel_order=cancel_order_mock, get_order=MagicMock( return_value={ - 'closed': True, - 'type': 'LIMIT_BUY', + 'status': 'closed', + 'type': 'limit', + 'side': 'buy' } - ) + ), + get_fee=fee, ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) rpc = RPC(freqtradebot) freqtradebot.state = State.STOPPED @@ -445,37 +462,63 @@ def test_rpc_forcesell(default_conf, ticker, mocker) -> None: freqtradebot.state = State.RUNNING assert cancel_order_mock.call_count == 0 # make an limit-buy open trade + trade = Trade.query.filter(Trade.id == '1').first() + filled_amount = trade.amount / 2 mocker.patch( 'freqtrade.freqtradebot.exchange.get_order', return_value={ - 'closed': None, - 'type': 'LIMIT_BUY' + 'status': 'open', + 'type': 'limit', + 'side': 'buy', + 'filled': filled_amount } ) - # 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 (error, res) = rpc.rpc_forcesell('1') assert not error assert res == '' assert cancel_order_mock.call_count == 1 + assert trade.amount == filled_amount + + freqtradebot.create_trade() + trade = Trade.query.filter(Trade.id == '2').first() + amount = trade.amount + # make an limit-buy open trade, if there is no 'filled', don't sell it + mocker.patch( + 'freqtrade.freqtradebot.exchange.get_order', + return_value={ + 'status': 'open', + 'type': 'limit', + 'side': 'buy', + 'filled': None + } + ) + # check that the trade is called, which is done by ensuring exchange.cancel_order is called + (error, res) = rpc.rpc_forcesell('2') + assert not error + assert res == '' + assert cancel_order_mock.call_count == 2 + assert trade.amount == amount freqtradebot.create_trade() # make an limit-sell open trade mocker.patch( 'freqtrade.freqtradebot.exchange.get_order', return_value={ - 'closed': None, - 'type': 'LIMIT_SELL' + 'status': 'open', + 'type': 'limit', + 'side': 'sell' } ) - (error, res) = rpc.rpc_forcesell('2') + (error, res) = rpc.rpc_forcesell('3') assert not error assert res == '' # status quo, no exchange calls - assert cancel_order_mock.call_count == 1 + assert cancel_order_mock.call_count == 2 -def test_performance_handle(default_conf, ticker, limit_buy_order, +def test_performance_handle(default_conf, ticker, limit_buy_order, fee, limit_sell_order, mocker) -> None: """ Test rpc_performance() method @@ -487,10 +530,11 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_balances=MagicMock(return_value=ticker), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) rpc = RPC(freqtradebot) # Create some test data @@ -509,12 +553,12 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, (error, res) = rpc.rpc_performance() assert not error assert len(res) == 1 - assert res[0]['pair'] == 'BTC_ETH' + assert res[0]['pair'] == 'ETH/BTC' assert res[0]['count'] == 1 assert prec_satoshi(res[0]['profit'], 6.2) -def test_rpc_count(mocker, default_conf, ticker) -> None: +def test_rpc_count(mocker, default_conf, ticker, fee) -> None: """ Test rpc_count() method """ @@ -525,10 +569,11 @@ def test_rpc_count(mocker, default_conf, ticker) -> None: 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_balances=MagicMock(return_value=ticker), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee, ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) rpc = RPC(freqtradebot) (error, trades) = rpc.rpc_count() diff --git a/freqtrade/tests/rpc/test_rpc_telegram.py b/freqtrade/tests/rpc/test_rpc_telegram.py index 72408c908..2e6e3b285 100644 --- a/freqtrade/tests/rpc/test_rpc_telegram.py +++ b/freqtrade/tests/rpc/test_rpc_telegram.py @@ -11,7 +11,6 @@ from datetime import datetime from random import randint from unittest.mock import MagicMock -from sqlalchemy import create_engine from telegram import Update, Message, Chat from telegram.error import NetworkError @@ -156,7 +155,7 @@ def test_authorized_only(default_conf, mocker, caplog) -> None: conf = deepcopy(default_conf) conf['telegram']['enabled'] = False - dummy = DummyCls(FreqtradeBot(conf, create_engine('sqlite://'))) + dummy = DummyCls(FreqtradeBot(conf)) dummy.dummy_handler(bot=MagicMock(), update=update) assert dummy.state['called'] is True assert log_has( @@ -187,7 +186,7 @@ def test_authorized_only_unauthorized(default_conf, mocker, caplog) -> None: conf = deepcopy(default_conf) conf['telegram']['enabled'] = False - dummy = DummyCls(FreqtradeBot(conf, create_engine('sqlite://'))) + dummy = DummyCls(FreqtradeBot(conf)) dummy.dummy_handler(bot=MagicMock(), update=update) assert dummy.state['called'] is False assert not log_has( @@ -217,7 +216,7 @@ def test_authorized_only_exception(default_conf, mocker, caplog) -> None: conf = deepcopy(default_conf) conf['telegram']['enabled'] = False - dummy = DummyCls(FreqtradeBot(conf, create_engine('sqlite://'))) + dummy = DummyCls(FreqtradeBot(conf)) dummy.dummy_exception(bot=MagicMock(), update=update) assert dummy.state['called'] is False assert not log_has( @@ -234,7 +233,7 @@ def test_authorized_only_exception(default_conf, mocker, caplog) -> None: ) -def test_status(default_conf, update, mocker, ticker) -> None: +def test_status(default_conf, update, mocker, fee, ticker) -> None: """ Test _status() method """ @@ -248,7 +247,9 @@ def test_status(default_conf, update, mocker, ticker) -> None: mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_pair_detail_url=MagicMock(), + get_fee=fee, ) msg_mock = MagicMock() status_table = MagicMock() @@ -261,7 +262,7 @@ def test_status(default_conf, update, mocker, ticker) -> None: ) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) - freqtradebot = FreqtradeBot(conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(conf) telegram = Telegram(freqtradebot) # Create some test data @@ -277,7 +278,7 @@ def test_status(default_conf, update, mocker, ticker) -> None: assert status_table.call_count == 1 -def test_status_handle(default_conf, update, ticker, mocker) -> None: +def test_status_handle(default_conf, update, ticker, fee, mocker) -> None: """ Test _status() method """ @@ -286,7 +287,8 @@ def test_status_handle(default_conf, update, ticker, mocker) -> None: mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee, ) msg_mock = MagicMock() status_table = MagicMock() @@ -298,7 +300,7 @@ def test_status_handle(default_conf, update, ticker, mocker) -> None: ) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) telegram = Telegram(freqtradebot) freqtradebot.state = State.STOPPED @@ -319,10 +321,10 @@ def test_status_handle(default_conf, update, ticker, mocker) -> None: telegram._status(bot=MagicMock(), update=update) assert msg_mock.call_count == 1 - assert '[BTC_ETH]' in msg_mock.call_args_list[0][0][0] + assert '[ETH/BTC]' in msg_mock.call_args_list[0][0][0] -def test_status_table_handle(default_conf, update, ticker, mocker) -> None: +def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None: """ Test _status_table() method """ @@ -332,7 +334,8 @@ def test_status_table_handle(default_conf, update, ticker, mocker) -> None: 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_ticker=ticker, - buy=MagicMock(return_value='mocked_order_id') + buy=MagicMock(return_value={'id': 'mocked_order_id'}), + get_fee=fee, ) msg_mock = MagicMock() mocker.patch.multiple( @@ -344,7 +347,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker) -> None: conf = deepcopy(default_conf) conf['stake_amount'] = 15.0 - freqtradebot = FreqtradeBot(conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(conf) telegram = Telegram(freqtradebot) freqtradebot.state = State.STOPPED @@ -369,11 +372,11 @@ def test_status_table_handle(default_conf, update, ticker, mocker) -> None: fields = re.sub('[ ]+', ' ', line[2].strip()).split(' ') assert int(fields[0]) == 1 - assert fields[1] == 'BTC_ETH' + assert fields[1] == 'ETH/BTC' assert msg_mock.call_count == 1 -def test_daily_handle(default_conf, update, ticker, limit_buy_order, +def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee, limit_sell_order, mocker) -> None: """ Test _daily() method @@ -387,7 +390,8 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee ) msg_mock = MagicMock() mocker.patch.multiple( @@ -397,7 +401,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, ) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) telegram = Telegram(freqtradebot) # Create some test data @@ -465,7 +469,7 @@ def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None: ) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) telegram = Telegram(freqtradebot) # Try invalid data @@ -484,7 +488,7 @@ def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None: assert str('Daily Profit over the last 7 days') in msg_mock.call_args_list[0][0][0] -def test_profit_handle(default_conf, update, ticker, ticker_sell_up, +def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee, limit_buy_order, limit_sell_order, mocker) -> None: """ Test _profit() method @@ -495,7 +499,8 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee ) msg_mock = MagicMock() mocker.patch.multiple( @@ -505,7 +510,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, ) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) telegram = Telegram(freqtradebot) telegram._profit(bot=MagicMock(), update=update) @@ -541,49 +546,42 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, assert '∙ `0.00006217 BTC (6.20%)`' in msg_mock.call_args_list[-1][0][0] assert '∙ `0.933 USD`' in msg_mock.call_args_list[-1][0][0] - assert '*Best Performing:* `BTC_ETH: 6.20%`' in msg_mock.call_args_list[-1][0][0] + assert '*Best Performing:* `ETH/BTC: 6.20%`' in msg_mock.call_args_list[-1][0][0] def test_telegram_balance_handle(default_conf, update, mocker) -> None: """ Test _balance() method """ - mock_balance = [ - { - 'Currency': 'BTC', - 'Balance': 10.0, - 'Available': 12.0, - 'Pending': 0.0, - 'CryptoAddress': 'XXXX', + + mock_balance = { + 'BTC': { + 'total': 12.0, + 'free': 12.0, + 'used': 0.0 }, - { - 'Currency': 'ETH', - 'Balance': 0.0, - 'Available': 0.0, - 'Pending': 0.0, - 'CryptoAddress': 'XXXX', + 'ETH': { + 'total': 0.0, + 'free': 0.0, + 'used': 0.0 }, - { - 'Currency': 'USDT', - 'Balance': 10000.0, - 'Available': 0.0, - 'Pending': 0.0, - 'CryptoAddress': 'XXXX', + 'USDT': { + 'total': 10000.0, + 'free': 10000.0, + 'used': 0.0 }, - { - 'Currency': 'LTC', - 'Balance': 10.0, - 'Available': 10.0, - 'Pending': 0.0, - 'CryptoAddress': 'XXXX', + 'LTC': { + 'total': 10.0, + 'free': 10.0, + 'used': 0.0 } - ] + } def mock_ticker(symbol, refresh): """ Mock Bittrex.get_ticker() response """ - if symbol == 'USDT_BTC': + if symbol == 'BTC/USDT': return { 'bid': 10000.00, 'ask': 10000.00, @@ -609,18 +607,18 @@ def test_telegram_balance_handle(default_conf, update, mocker) -> None: send_msg=msg_mock ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) telegram = Telegram(freqtradebot) telegram._balance(bot=MagicMock(), update=update) result = msg_mock.call_args_list[0][0][0] assert msg_mock.call_count == 1 - assert '*Currency*: BTC' in result - assert '*Currency*: ETH' not in result - assert '*Currency*: USDT' in result - assert 'Balance' in result - assert 'Est. BTC' in result - assert '*BTC*: 12.00000000' in result + assert '*BTC:*' in result + assert '*ETH:*' not in result + assert '*USDT:*' in result + assert 'Balance:' in result + assert 'Est. BTC:' in result + assert 'BTC: 14.00000000' in result def test_zero_balance_handle(default_conf, update, mocker) -> None: @@ -630,7 +628,7 @@ def test_zero_balance_handle(default_conf, update, mocker) -> None: patch_get_signal(mocker, (True, False)) patch_coinmarketcap(mocker, value={'price_usd': 15000.0}) mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock()) - mocker.patch('freqtrade.freqtradebot.exchange.get_balances', return_value=[]) + mocker.patch('freqtrade.freqtradebot.exchange.get_balances', return_value={}) msg_mock = MagicMock() mocker.patch.multiple( @@ -639,7 +637,7 @@ def test_zero_balance_handle(default_conf, update, mocker) -> None: send_msg=msg_mock ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) telegram = Telegram(freqtradebot) telegram._balance(bot=MagicMock(), update=update) @@ -662,7 +660,7 @@ def test_start_handle(default_conf, update, mocker) -> None: ) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) telegram = Telegram(freqtradebot) freqtradebot.state = State.STOPPED @@ -686,7 +684,7 @@ def test_start_handle_already_running(default_conf, update, mocker) -> None: ) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) telegram = Telegram(freqtradebot) freqtradebot.state = State.RUNNING @@ -711,7 +709,7 @@ def test_stop_handle(default_conf, update, mocker) -> None: ) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) telegram = Telegram(freqtradebot) freqtradebot.state = State.RUNNING @@ -736,7 +734,7 @@ def test_stop_handle_already_stopped(default_conf, update, mocker) -> None: ) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) telegram = Telegram(freqtradebot) freqtradebot.state = State.STOPPED @@ -747,7 +745,7 @@ def test_stop_handle_already_stopped(default_conf, update, mocker) -> None: assert 'already stopped' in msg_mock.call_args_list[0][0][0] -def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker) -> None: +def test_forcesell_handle(default_conf, update, ticker, fee, ticker_sell_up, mocker) -> None: """ Test _forcesell() method """ @@ -759,10 +757,11 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker) mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) telegram = Telegram(freqtradebot) # Create some test data @@ -779,14 +778,14 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker) assert rpc_mock.call_count == 2 assert 'Selling' in rpc_mock.call_args_list[-1][0][0] - assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0] + assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0] assert 'Amount' in rpc_mock.call_args_list[-1][0][0] assert '0.00001172' in rpc_mock.call_args_list[-1][0][0] assert 'profit: 6.11%, 0.00006126' in rpc_mock.call_args_list[-1][0][0] assert '0.919 USD' in rpc_mock.call_args_list[-1][0][0] -def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, mocker) -> None: +def test_forcesell_down_handle(default_conf, update, ticker, fee, ticker_sell_down, mocker) -> None: """ Test _forcesell() method """ @@ -798,10 +797,11 @@ def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, m mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) telegram = Telegram(freqtradebot) # Create some test data @@ -822,14 +822,14 @@ def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, m assert rpc_mock.call_count == 2 assert 'Selling' in rpc_mock.call_args_list[-1][0][0] - assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0] + assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0] assert 'Amount' in rpc_mock.call_args_list[-1][0][0] assert '0.00001044' in rpc_mock.call_args_list[-1][0][0] assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0] assert '-0.824 USD' in rpc_mock.call_args_list[-1][0][0] -def test_forcesell_all_handle(default_conf, update, ticker, mocker) -> None: +def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None: """ Test _forcesell() method """ @@ -838,13 +838,15 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker) -> None: mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0) rpc_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock()) + mocker.patch('freqtrade.exchange.get_pair_detail_url', MagicMock()) mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) telegram = Telegram(freqtradebot) # Create some test data @@ -877,7 +879,7 @@ def test_forcesell_handle_invalid(default_conf, update, mocker) -> None: ) mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock()) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) telegram = Telegram(freqtradebot) # Trader is not running @@ -904,8 +906,8 @@ def test_forcesell_handle_invalid(default_conf, update, mocker) -> None: assert 'Invalid argument.' in msg_mock.call_args_list[0][0][0] -def test_performance_handle(default_conf, update, ticker, limit_buy_order, - limit_sell_order, mocker) -> None: +def test_performance_handle(default_conf, update, ticker, fee, + limit_buy_order, limit_sell_order, mocker) -> None: """ Test _performance() method """ @@ -920,10 +922,11 @@ def test_performance_handle(default_conf, update, ticker, limit_buy_order, mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee ) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) telegram = Telegram(freqtradebot) # Create some test data @@ -942,7 +945,7 @@ def test_performance_handle(default_conf, update, ticker, limit_buy_order, telegram._performance(bot=MagicMock(), update=update) assert msg_mock.call_count == 1 assert 'Performance' in msg_mock.call_args_list[0][0][0] - assert 'BTC_ETH\t6.20% (1)' in msg_mock.call_args_list[0][0][0] + assert 'ETH/BTC\t6.20% (1)' in msg_mock.call_args_list[0][0][0] def test_performance_handle_invalid(default_conf, update, mocker) -> None: @@ -958,7 +961,7 @@ def test_performance_handle_invalid(default_conf, update, mocker) -> None: send_msg=msg_mock ) mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock()) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) telegram = Telegram(freqtradebot) # Trader is not running @@ -968,7 +971,7 @@ def test_performance_handle_invalid(default_conf, update, mocker) -> None: assert 'not running' in msg_mock.call_args_list[0][0][0] -def test_count_handle(default_conf, update, ticker, mocker) -> None: +def test_count_handle(default_conf, update, ticker, fee, mocker) -> None: """ Test _count() method """ @@ -984,9 +987,10 @@ def test_count_handle(default_conf, update, ticker, mocker) -> None: 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_ticker=ticker, - buy=MagicMock(return_value='mocked_order_id') + buy=MagicMock(return_value={'id': 'mocked_order_id'}) ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + mocker.patch('freqtrade.optimize.backtesting.exchange.get_fee', fee) + freqtradebot = FreqtradeBot(default_conf) telegram = Telegram(freqtradebot) freqtradebot.state = State.STOPPED @@ -1022,7 +1026,7 @@ def test_help_handle(default_conf, update, mocker) -> None: _init=MagicMock(), send_msg=msg_mock ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) telegram = Telegram(freqtradebot) telegram._help(bot=MagicMock(), update=update) @@ -1042,7 +1046,7 @@ def test_version_handle(default_conf, update, mocker) -> None: _init=MagicMock(), send_msg=msg_mock ) - freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(default_conf) telegram = Telegram(freqtradebot) telegram._version(bot=MagicMock(), update=update) @@ -1059,7 +1063,7 @@ def test_send_msg(default_conf, mocker) -> None: mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock()) conf = deepcopy(default_conf) bot = MagicMock() - freqtradebot = FreqtradeBot(conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(conf) telegram = Telegram(freqtradebot) telegram._config['telegram']['enabled'] = False @@ -1082,7 +1086,7 @@ def test_send_msg_network_error(default_conf, mocker, caplog) -> None: conf = deepcopy(default_conf) bot = MagicMock() bot.send_message = MagicMock(side_effect=NetworkError('Oh snap')) - freqtradebot = FreqtradeBot(conf, create_engine('sqlite://')) + freqtradebot = FreqtradeBot(conf) telegram = Telegram(freqtradebot) telegram._config['telegram']['enabled'] = True diff --git a/freqtrade/tests/strategy/test_default_strategy.py b/freqtrade/tests/strategy/test_default_strategy.py index 5c9be0b32..900fc2234 100644 --- a/freqtrade/tests/strategy/test_default_strategy.py +++ b/freqtrade/tests/strategy/test_default_strategy.py @@ -9,7 +9,7 @@ from freqtrade.strategy.default_strategy import DefaultStrategy @pytest.fixture def result(): - with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file: + with open('freqtrade/tests/testdata/ETH_BTC-1m.json') as data_file: return Analyze.parse_ticker_dataframe(json.load(data_file)) @@ -27,7 +27,7 @@ def test_default_strategy(result): assert type(strategy.minimal_roi) is dict assert type(strategy.stoploss) is float - assert type(strategy.ticker_interval) is int + assert type(strategy.ticker_interval) is str indicators = strategy.populate_indicators(result) assert type(indicators) is DataFrame assert type(strategy.populate_buy_trend(indicators)) is DataFrame diff --git a/freqtrade/tests/test_acl_pair.py b/freqtrade/tests/test_acl_pair.py index b5f52774d..07375260e 100644 --- a/freqtrade/tests/test_acl_pair.py +++ b/freqtrade/tests/test_acl_pair.py @@ -1,6 +1,7 @@ # pragma pylint: disable=missing-docstring,C0103,protected-access import freqtrade.tests.conftest as tt # test tools +from unittest.mock import MagicMock # whitelist, blacklist, filtering, all of that will # eventually become some rules to run on a generic ACL engine @@ -12,118 +13,60 @@ def whitelist_conf(): config['stake_currency'] = 'BTC' config['exchange']['pair_whitelist'] = [ - 'BTC_ETH', - 'BTC_TKN', - 'BTC_TRST', - 'BTC_SWT', - 'BTC_BCC' + 'ETH/BTC', + 'TKN/BTC', + 'TRST/BTC', + 'SWT/BTC', + 'BCC/BTC' ] config['exchange']['pair_blacklist'] = [ - 'BTC_BLK' + 'BLK/BTC' ] return config -def get_market_summaries(): - return [{ - 'MarketName': 'BTC-TKN', - 'High': 0.00000919, - 'Low': 0.00000820, - 'Volume': 74339.61396015, - 'Last': 0.00000820, - 'BaseVolume': 1664, - 'TimeStamp': '2014-07-09T07:19:30.15', - 'Bid': 0.00000820, - 'Ask': 0.00000831, - 'OpenBuyOrders': 15, - 'OpenSellOrders': 15, - 'PrevDay': 0.00000821, - 'Created': '2014-03-20T06:00:00', - 'DisplayMarketName': '' - }, { - 'MarketName': 'BTC-ETH', - 'High': 0.00000072, - 'Low': 0.00000001, - 'Volume': 166340678.42280999, - 'Last': 0.00000005, - 'BaseVolume': 42, - 'TimeStamp': '2014-07-09T07:21:40.51', - 'Bid': 0.00000004, - 'Ask': 0.00000005, - 'OpenBuyOrders': 18, - 'OpenSellOrders': 18, - 'PrevDay': 0.00000002, - 'Created': '2014-05-30T07:57:49.637', - 'DisplayMarketName': '' - }, { - 'MarketName': 'BTC-BLK', - 'High': 0.00000072, - 'Low': 0.00000001, - 'Volume': 166340678.42280999, - 'Last': 0.00000005, - 'BaseVolume': 3, - 'TimeStamp': '2014-07-09T07:21:40.51', - 'Bid': 0.00000004, - 'Ask': 0.00000005, - 'OpenBuyOrders': 18, - 'OpenSellOrders': 18, - 'PrevDay': 0.00000002, - 'Created': '2014-05-30T07:57:49.637', - 'DisplayMarketName': '' - }] - - -def get_health(): - return [{'Currency': 'ETH', 'IsActive': True}, - {'Currency': 'TKN', 'IsActive': True}, - {'Currency': 'BLK', 'IsActive': True}] - - -def get_health_empty(): - return [] - - -def test_refresh_market_pair_not_in_whitelist(mocker): +def test_refresh_market_pair_not_in_whitelist(mocker, markets): conf = whitelist_conf() freqtradebot = tt.get_patched_freqtradebot(mocker, conf) - mocker.patch('freqtrade.freqtradebot.exchange.get_wallet_health', get_health) + mocker.patch('freqtrade.freqtradebot.exchange.get_markets', markets) refreshedwhitelist = freqtradebot._refresh_whitelist( - conf['exchange']['pair_whitelist'] + ['BTC_XXX'] + conf['exchange']['pair_whitelist'] + ['XXX/BTC'] ) # List ordered by BaseVolume - whitelist = ['BTC_ETH', 'BTC_TKN'] + whitelist = ['ETH/BTC', 'TKN/BTC'] # Ensure all except those in whitelist are removed assert whitelist == refreshedwhitelist -def test_refresh_whitelist(mocker): +def test_refresh_whitelist(mocker, markets): conf = whitelist_conf() freqtradebot = tt.get_patched_freqtradebot(mocker, conf) - mocker.patch('freqtrade.freqtradebot.exchange.get_wallet_health', get_health) + mocker.patch('freqtrade.freqtradebot.exchange.get_markets', markets) refreshedwhitelist = freqtradebot._refresh_whitelist(conf['exchange']['pair_whitelist']) # List ordered by BaseVolume - whitelist = ['BTC_ETH', 'BTC_TKN'] + whitelist = ['ETH/BTC', 'TKN/BTC'] # Ensure all except those in whitelist are removed assert whitelist == refreshedwhitelist -def test_refresh_whitelist_dynamic(mocker): +def test_refresh_whitelist_dynamic(mocker, markets, tickers): conf = whitelist_conf() freqtradebot = tt.get_patched_freqtradebot(mocker, conf) mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', - get_wallet_health=get_health, - get_market_summaries=get_market_summaries + get_markets=markets, + get_tickers=tickers, + exchange_has=MagicMock(return_value=True) ) # argument: use the whitelist dynamically by exchange-volume - whitelist = ['BTC_TKN', 'BTC_ETH'] + whitelist = ['ETH/BTC', 'TKN/BTC'] refreshedwhitelist = freqtradebot._refresh_whitelist( freqtradebot._gen_pair_whitelist(conf['stake_currency']) @@ -132,10 +75,10 @@ def test_refresh_whitelist_dynamic(mocker): assert whitelist == refreshedwhitelist -def test_refresh_whitelist_dynamic_empty(mocker): +def test_refresh_whitelist_dynamic_empty(mocker, markets_empty): conf = whitelist_conf() freqtradebot = tt.get_patched_freqtradebot(mocker, conf) - mocker.patch('freqtrade.freqtradebot.exchange.get_wallet_health', get_health_empty) + mocker.patch('freqtrade.freqtradebot.exchange.get_markets', markets_empty) # argument: use the whitelist dynamically by exchange-volume whitelist = [] diff --git a/freqtrade/tests/test_analyze.py b/freqtrade/tests/test_analyze.py index 878d97950..e8d0816aa 100644 --- a/freqtrade/tests/test_analyze.py +++ b/freqtrade/tests/test_analyze.py @@ -13,6 +13,7 @@ from pandas import DataFrame from freqtrade.analyze import Analyze, SignalType from freqtrade.optimize.__init__ import load_tickerdata_file +from freqtrade.arguments import TimeRange from freqtrade.tests.conftest import log_has # Avoid to reinit the same object again and again @@ -45,12 +46,12 @@ def test_analyze_object() -> None: def test_dataframe_correct_length(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): assert result.columns.tolist() == \ - ['date', 'close', 'high', 'low', 'open', 'volume'] + ['date', 'open', 'high', 'low', 'close', 'volume'] def test_populates_buy_trend(result): @@ -74,7 +75,7 @@ def test_returns_latest_buy_signal(mocker): return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}]) ) ) - assert _ANALYZE.get_signal('BTC-ETH', 5) == (True, False) + assert _ANALYZE.get_signal('ETH/BTC', '5m') == (True, False) mocker.patch.multiple( 'freqtrade.analyze.Analyze', @@ -82,7 +83,7 @@ def test_returns_latest_buy_signal(mocker): return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}]) ) ) - assert _ANALYZE.get_signal('BTC-ETH', 5) == (False, True) + assert _ANALYZE.get_signal('ETH/BTC', '5m') == (False, True) def test_returns_latest_sell_signal(mocker): @@ -94,7 +95,7 @@ def test_returns_latest_sell_signal(mocker): ) ) - assert _ANALYZE.get_signal('BTC-ETH', 5) == (False, True) + assert _ANALYZE.get_signal('ETH/BTC', '5m') == (False, True) mocker.patch.multiple( 'freqtrade.analyze.Analyze', @@ -102,13 +103,13 @@ def test_returns_latest_sell_signal(mocker): return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}]) ) ) - assert _ANALYZE.get_signal('BTC-ETH', 5) == (True, False) + assert _ANALYZE.get_signal('ETH/BTC', '5m') == (True, False) def test_get_signal_empty(default_conf, mocker, caplog): caplog.set_level(logging.INFO) mocker.patch('freqtrade.analyze.get_ticker_history', return_value=None) - assert (False, False) == _ANALYZE.get_signal('foo', int(default_conf['ticker_interval'])) + assert (False, False) == _ANALYZE.get_signal('foo', default_conf['ticker_interval']) assert log_has('Empty ticker history for pair foo', caplog.record_tuples) @@ -121,7 +122,7 @@ def test_get_signal_exception_valueerror(default_conf, mocker, caplog): side_effect=ValueError('xyz') ) ) - assert (False, False) == _ANALYZE.get_signal('foo', int(default_conf['ticker_interval'])) + assert (False, False) == _ANALYZE.get_signal('foo', default_conf['ticker_interval']) assert log_has('Unable to analyze ticker for pair foo: xyz', caplog.record_tuples) @@ -134,7 +135,7 @@ def test_get_signal_empty_dataframe(default_conf, mocker, caplog): return_value=DataFrame([]) ) ) - assert (False, False) == _ANALYZE.get_signal('xyz', int(default_conf['ticker_interval'])) + assert (False, False) == _ANALYZE.get_signal('xyz', default_conf['ticker_interval']) assert log_has('Empty dataframe for pair xyz', caplog.record_tuples) @@ -150,7 +151,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog): return_value=DataFrame(ticks) ) ) - assert (False, False) == _ANALYZE.get_signal('xyz', int(default_conf['ticker_interval'])) + assert (False, False) == _ANALYZE.get_signal('xyz', default_conf['ticker_interval']) assert log_has( 'Outdated history for pair xyz. Last tick is 11 minutes old', caplog.record_tuples @@ -166,20 +167,16 @@ def test_get_signal_handles_exceptions(mocker): ) ) - assert _ANALYZE.get_signal('BTC-ETH', 5) == (False, False) + assert _ANALYZE.get_signal('ETH/BTC', '5m') == (False, False) -def test_parse_ticker_dataframe(ticker_history, ticker_history_without_bv): - columns = ['date', 'close', 'high', 'low', 'open', 'volume'] +def test_parse_ticker_dataframe(ticker_history): + columns = ['date', 'open', 'high', 'low', 'close', 'volume'] # Test file with BV data dataframe = Analyze.parse_ticker_dataframe(ticker_history) assert dataframe.columns.tolist() == columns - # Test file without BV data - dataframe = Analyze.parse_ticker_dataframe(ticker_history_without_bv) - assert dataframe.columns.tolist() == columns - def test_tickerdata_to_dataframe(default_conf) -> None: """ @@ -187,8 +184,8 @@ def test_tickerdata_to_dataframe(default_conf) -> None: """ analyze = Analyze(default_conf) - timerange = ((None, 'line'), None, -100) - tick = load_tickerdata_file(None, 'BTC_UNITEST', 1, timerange=timerange) - tickerlist = {'BTC_UNITEST': tick} + timerange = TimeRange(None, 'line', 0, -100) + tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange) + tickerlist = {'UNITTEST/BTC': tick} data = analyze.tickerdata_to_dataframe(tickerlist) - assert len(data['BTC_UNITEST']) == 100 + assert len(data['UNITTEST/BTC']) == 99 # partial candle was removed diff --git a/freqtrade/tests/test_arguments.py b/freqtrade/tests/test_arguments.py index 3377746b7..8a41e3379 100644 --- a/freqtrade/tests/test_arguments.py +++ b/freqtrade/tests/test_arguments.py @@ -9,7 +9,7 @@ import logging import pytest -from freqtrade.arguments import Arguments +from freqtrade.arguments import Arguments, TimeRange def test_arguments_object() -> None: @@ -46,6 +46,11 @@ def test_parse_args_config() -> None: assert args.config == '/dev/null' +def test_parse_args_db_url() -> None: + args = Arguments(['--db-url', 'sqlite:///test.sqlite'], '').get_parsed_arg() + assert args.db_url == 'sqlite:///test.sqlite' + + def test_parse_args_verbose() -> None: args = Arguments(['-v'], '').get_parsed_arg() assert args.loglevel == logging.DEBUG @@ -55,10 +60,10 @@ def test_parse_args_verbose() -> None: def test_scripts_options() -> None: - arguments = Arguments(['-p', 'BTC_ETH'], '') + arguments = Arguments(['-p', 'ETH/BTC'], '') arguments.scripts_options() args = arguments.get_parsed_arg() - assert args.pair == 'BTC_ETH' + assert args.pair == 'ETH/BTC' def test_parse_args_version() -> None: @@ -107,8 +112,25 @@ def test_parse_args_dynamic_whitelist_invalid_values() -> None: def test_parse_timerange_incorrect() -> None: - assert ((None, 'line'), None, -200) == Arguments.parse_timerange('-200') - assert (('line', None), 200, None) == Arguments.parse_timerange('200-') + assert TimeRange(None, 'line', 0, -200) == Arguments.parse_timerange('-200') + assert TimeRange('line', None, 200, 0) == Arguments.parse_timerange('200-') + assert TimeRange('index', 'index', 200, 500) == Arguments.parse_timerange('200-500') + + assert TimeRange('date', None, 1274486400, 0) == Arguments.parse_timerange('20100522-') + assert TimeRange(None, 'date', 0, 1274486400) == Arguments.parse_timerange('-20100522') + timerange = Arguments.parse_timerange('20100522-20150730') + assert timerange == TimeRange('date', 'date', 1274486400, 1438214400) + + # Added test for unix timestamp - BTC genesis date + assert TimeRange('date', None, 1231006505, 0) == Arguments.parse_timerange('1231006505-') + assert TimeRange(None, 'date', 0, 1233360000) == Arguments.parse_timerange('-1233360000') + timerange = Arguments.parse_timerange('1231006505-1233360000') + assert TimeRange('date', 'date', 1231006505, 1233360000) == timerange + + # TODO: Find solution for the following case (passing timestamp in ms) + timerange = Arguments.parse_timerange('1231006505000-1233360000000') + assert TimeRange('date', 'date', 1231006505, 1233360000) != timerange + with pytest.raises(Exception, match=r'Incorrect syntax.*'): Arguments.parse_timerange('-') @@ -126,7 +148,7 @@ def test_parse_args_backtesting_custom() -> None: '-c', 'test_conf.json', 'backtesting', '--live', - '--ticker-interval', '1', + '--ticker-interval', '1m', '--refresh-pairs-cached'] call_args = Arguments(args, '').get_parsed_arg() assert call_args.config == 'test_conf.json' @@ -134,7 +156,7 @@ def test_parse_args_backtesting_custom() -> None: assert call_args.loglevel == logging.INFO assert call_args.subparser == 'backtesting' assert call_args.func is not None - assert call_args.ticker_interval == 1 + assert call_args.ticker_interval == '1m' assert call_args.refresh_pairs is True @@ -152,3 +174,19 @@ def test_parse_args_hyperopt_custom() -> None: assert call_args.subparser == 'hyperopt' assert call_args.spaces == ['buy'] 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' diff --git a/freqtrade/tests/test_configuration.py b/freqtrade/tests/test_configuration.py index 22a6cb005..caaddbf25 100644 --- a/freqtrade/tests/test_configuration.py +++ b/freqtrade/tests/test_configuration.py @@ -6,6 +6,7 @@ Unit test file for configuration.py import json from copy import deepcopy from unittest.mock import MagicMock +from argparse import Namespace import pytest from jsonschema import ValidationError @@ -13,6 +14,7 @@ from jsonschema import ValidationError from freqtrade.arguments import Arguments from freqtrade.configuration import Configuration from freqtrade.tests.conftest import log_has +from freqtrade import OperationalException def test_configuration_object() -> None: @@ -28,19 +30,19 @@ def test_configuration_object() -> None: assert hasattr(Configuration, 'get_config') -def test_load_config_invalid_pair(default_conf, mocker) -> None: +def test_load_config_invalid_pair(default_conf) -> None: """ Test the configuration validator with an invalid PAIR format """ conf = deepcopy(default_conf) - conf['exchange']['pair_whitelist'].append('BTC-ETH') + conf['exchange']['pair_whitelist'].append('ETH-BTC') with pytest.raises(ValidationError, match=r'.*does not match.*'): - configuration = Configuration([]) + configuration = Configuration(Namespace()) configuration._validate_config(conf) -def test_load_config_missing_attributes(default_conf, mocker) -> None: +def test_load_config_missing_attributes(default_conf) -> None: """ Test the configuration validator with a missing attribute """ @@ -48,7 +50,7 @@ def test_load_config_missing_attributes(default_conf, mocker) -> None: conf.pop('exchange') with pytest.raises(ValidationError, match=r'.*\'exchange\' is a required property.*'): - configuration = Configuration([]) + configuration = Configuration(Namespace()) configuration._validate_config(conf) @@ -60,7 +62,7 @@ def test_load_config_file(default_conf, mocker, caplog) -> None: read_data=json.dumps(default_conf) )) - configuration = Configuration([]) + configuration = Configuration(Namespace()) validated_conf = configuration._load_config_file('somefile') assert file_mock.call_count == 1 assert validated_conf.items() >= default_conf.items() @@ -68,7 +70,22 @@ def test_load_config_file(default_conf, mocker, caplog) -> None: assert log_has('Validating configuration ...', caplog.record_tuples) -def test_load_config_file_exception(mocker, caplog) -> None: +def test_load_config_max_open_trades_zero(default_conf, mocker, caplog) -> None: + """ + Test Configuration._load_config_file() method + """ + conf = deepcopy(default_conf) + conf['max_open_trades'] = 0 + file_mock = mocker.patch('freqtrade.configuration.open', mocker.mock_open( + read_data=json.dumps(conf) + )) + + Configuration(Namespace())._load_config_file('somefile') + assert file_mock.call_count == 1 + assert log_has('Validating configuration ...', caplog.record_tuples) + + +def test_load_config_file_exception(mocker) -> None: """ Test Configuration._load_config_file() method """ @@ -76,14 +93,10 @@ def test_load_config_file_exception(mocker, caplog) -> None: 'freqtrade.configuration.open', MagicMock(side_effect=FileNotFoundError('File not found')) ) - configuration = Configuration([]) + configuration = Configuration(Namespace()) - with pytest.raises(SystemExit): + with pytest.raises(OperationalException, match=r'.*Config file "somefile" not found!*'): 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: @@ -101,7 +114,6 @@ def test_load_config(default_conf, mocker) -> None: assert validated_conf.get('strategy') == 'DefaultStrategy' assert validated_conf.get('strategy_path') is None assert 'dynamic_whitelist' not in validated_conf - assert 'dry_run_db' not in validated_conf def test_load_config_with_params(default_conf, mocker) -> None: @@ -112,13 +124,13 @@ def test_load_config_with_params(default_conf, mocker) -> None: read_data=json.dumps(default_conf) )) - args = [ + arglist = [ '--dynamic-whitelist', '10', '--strategy', 'TestStrategy', '--strategy-path', '/some/path', - '--dry-run-db', + '--db-url', 'sqlite:///someurl', ] - args = Arguments(args, '').get_parsed_arg() + args = Arguments(arglist, '').get_parsed_arg() configuration = Configuration(args) validated_conf = configuration.load_config() @@ -126,7 +138,7 @@ def test_load_config_with_params(default_conf, mocker) -> None: assert validated_conf.get('dynamic_whitelist') == 10 assert validated_conf.get('strategy') == 'TestStrategy' assert validated_conf.get('strategy_path') == '/some/path' - assert validated_conf.get('dry_run_db') is True + assert validated_conf.get('db_url') == 'sqlite:///someurl' def test_load_custom_strategy(default_conf, mocker) -> None: @@ -158,12 +170,12 @@ def test_show_info(default_conf, mocker, caplog) -> None: read_data=json.dumps(default_conf) )) - args = [ + arglist = [ '--dynamic-whitelist', '10', '--strategy', 'TestStrategy', - '--dry-run-db' + '--db-url', 'sqlite:///tmp/testdb', ] - args = Arguments(args, '').get_parsed_arg() + args = Arguments(arglist, '').get_parsed_arg() configuration = Configuration(args) configuration.get_config() @@ -175,23 +187,8 @@ def test_show_info(default_conf, mocker, caplog) -> None: caplog.record_tuples ) - assert log_has( - 'Parameter --dry-run-db detected ...', - caplog.record_tuples - ) - - assert log_has( - 'Dry_run will use the DB file: "tradesv3.dry_run.sqlite"', - caplog.record_tuples - ) - - # Test the Dry run condition - configuration.config.update({'dry_run': False}) - configuration._load_common_config(configuration.config) - assert log_has( - 'Dry run is disabled. (--dry_run_db ignored)', - caplog.record_tuples - ) + assert log_has('Using DB: "sqlite:///tmp/testdb"', caplog.record_tuples) + assert log_has('Dry run is enabled', caplog.record_tuples) def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> None: @@ -202,13 +199,13 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> read_data=json.dumps(default_conf) )) - args = [ + arglist = [ '--config', 'config.json', '--strategy', 'DefaultStrategy', 'backtesting' ] - args = Arguments(args, '').get_parsed_arg() + args = Arguments(arglist, '').get_parsed_arg() configuration = Configuration(args) config = configuration.get_config() @@ -219,7 +216,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> assert 'pair_whitelist' in config['exchange'] assert 'datadir' in config assert log_has( - 'Parameter --datadir detected: {} ...'.format(config['datadir']), + 'Using data folder: {} ...'.format(config['datadir']), caplog.record_tuples ) assert 'ticker_interval' in config @@ -246,12 +243,12 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non read_data=json.dumps(default_conf) )) - args = [ + arglist = [ '--config', 'config.json', '--strategy', 'DefaultStrategy', '--datadir', '/foo/bar', 'backtesting', - '--ticker-interval', '1', + '--ticker-interval', '1m', '--live', '--realistic-simulation', '--refresh-pairs-cached', @@ -259,7 +256,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non '--export', '/bar/foo' ] - args = Arguments(args, '').get_parsed_arg() + args = Arguments(arglist, '').get_parsed_arg() configuration = Configuration(args) config = configuration.get_config() @@ -270,13 +267,13 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non assert 'pair_whitelist' in config['exchange'] assert 'datadir' in config assert log_has( - 'Parameter --datadir detected: {} ...'.format(config['datadir']), + 'Using data folder: {} ...'.format(config['datadir']), caplog.record_tuples ) assert 'ticker_interval' in config assert log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples) assert log_has( - 'Using ticker_interval: 1 ...', + 'Using ticker_interval: 1m ...', caplog.record_tuples ) @@ -310,14 +307,14 @@ def test_hyperopt_with_arguments(mocker, default_conf, caplog) -> None: read_data=json.dumps(default_conf) )) - args = [ + arglist = [ 'hyperopt', '--epochs', '10', '--use-mongodb', '--spaces', 'all', ] - args = Arguments(args, '').get_parsed_arg() + args = Arguments(arglist, '').get_parsed_arg() configuration = Configuration(args) config = configuration.get_config() @@ -334,3 +331,29 @@ def test_hyperopt_with_arguments(mocker, default_conf, caplog) -> None: assert 'spaces' in config assert config['spaces'] == ['all'] assert log_has('Parameter -s/--spaces detected: [\'all\']', caplog.record_tuples) + + +def test_check_exchange(default_conf) -> None: + """ + Test the configuration validator with a missing attribute + """ + conf = deepcopy(default_conf) + configuration = Configuration(Namespace()) + + # Test a valid exchange + conf.get('exchange').update({'name': 'BITTREX'}) + assert configuration.check_exchange(conf) + + # Test a valid exchange + conf.get('exchange').update({'name': 'binance'}) + assert configuration.check_exchange(conf) + + # Test a invalid exchange + conf.get('exchange').update({'name': 'unknown_exchange'}) + configuration.config = conf + + with pytest.raises( + OperationalException, + match=r'.*Exchange "unknown_exchange" not supported.*' + ): + configuration.check_exchange(conf) diff --git a/freqtrade/tests/test_dataframe.py b/freqtrade/tests/test_dataframe.py index b739ae370..fd461a503 100644 --- a/freqtrade/tests/test_dataframe.py +++ b/freqtrade/tests/test_dataframe.py @@ -6,11 +6,11 @@ from freqtrade.analyze import Analyze from freqtrade.optimize import load_data from freqtrade.strategy.resolver import StrategyResolver -_pairs = ['BTC_ETH'] +_pairs = ['ETH/BTC'] def load_dataframe_pair(pairs): - ld = load_data(None, ticker_interval=5, pairs=pairs) + ld = load_data(None, ticker_interval='5m', pairs=pairs) assert isinstance(ld, dict) assert isinstance(pairs[0], str) dataframe = ld[pairs[0]] diff --git a/freqtrade/tests/test_fiat_convert.py b/freqtrade/tests/test_fiat_convert.py index dcbc7b936..24f0f776b 100644 --- a/freqtrade/tests/test_fiat_convert.py +++ b/freqtrade/tests/test_fiat_convert.py @@ -6,7 +6,10 @@ from unittest.mock import MagicMock import pytest +from requests.exceptions import RequestException + from freqtrade.fiat_convert import CryptoFiat, CryptoToFiatConverter +from freqtrade.tests.conftest import log_has, patch_coinmarketcap def test_pair_convertion_object(): @@ -77,8 +80,7 @@ def test_fiat_convert_find_price(mocker): with pytest.raises(ValueError, match=r'The fiat ABC is not supported.'): fiat_convert._find_price(crypto_symbol='BTC', fiat_symbol='ABC') - with pytest.raises(ValueError, match=r'The crypto symbol XRP is not supported.'): - fiat_convert.get_price(crypto_symbol='XRP', fiat_symbol='USD') + assert fiat_convert.get_price(crypto_symbol='XRP', fiat_symbol='USD') == 0.0 mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=12345.0) assert fiat_convert.get_price(crypto_symbol='BTC', fiat_symbol='USD') == 12345.0 @@ -88,6 +90,13 @@ def test_fiat_convert_find_price(mocker): 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): api_mock = MagicMock(return_value={ 'price_usd': 28000.0, @@ -124,12 +133,72 @@ def test_fiat_convert_get_price(mocker): assert fiat_convert._pairs[0]._expiration is not expiration +def test_fiat_convert_same_currencies(mocker): + patch_coinmarketcap(mocker) + fiat_convert = CryptoToFiatConverter() + + assert fiat_convert.get_price(crypto_symbol='USD', fiat_symbol='USD') == 1.0 + + +def test_fiat_convert_two_FIAT(mocker): + patch_coinmarketcap(mocker) + fiat_convert = CryptoToFiatConverter() + + assert fiat_convert.get_price(crypto_symbol='USD', fiat_symbol='EUR') == 0.0 + + +def test_loadcryptomap(mocker): + patch_coinmarketcap(mocker) + + fiat_convert = CryptoToFiatConverter() + assert len(fiat_convert._cryptomap) == 2 + + assert fiat_convert._cryptomap["BTC"] == "1" + + +def test_fiat_init_network_exception(mocker): + # Because CryptoToFiatConverter is a Singleton we reset the listings + listmock = MagicMock(side_effect=RequestException) + mocker.patch.multiple( + 'freqtrade.fiat_convert.Market', + listings=listmock, + ) + # with pytest.raises(RequestEsxception): + fiat_convert = CryptoToFiatConverter() + fiat_convert._cryptomap = {} + fiat_convert._load_cryptomap() + + length_cryptomap = len(fiat_convert._cryptomap) + assert length_cryptomap == 0 + + def test_fiat_convert_without_network(): # Because CryptoToFiatConverter is a Singleton we reset the value of _coinmarketcap fiat_convert = CryptoToFiatConverter() + cmc_temp = CryptoToFiatConverter._coinmarketcap CryptoToFiatConverter._coinmarketcap = None assert fiat_convert._coinmarketcap is None assert fiat_convert._find_price(crypto_symbol='BTC', fiat_symbol='USD') == 0.0 + 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 diff --git a/freqtrade/tests/test_freqtradebot.py b/freqtrade/tests/test_freqtradebot.py index cd271d273..aca6dce2f 100644 --- a/freqtrade/tests/test_freqtradebot.py +++ b/freqtrade/tests/test_freqtradebot.py @@ -8,20 +8,17 @@ import logging import re import time from copy import deepcopy -from typing import Dict, Optional from unittest.mock import MagicMock import arrow import pytest import requests -from sqlalchemy import create_engine -from freqtrade import DependencyException, OperationalException -from freqtrade.exchange import Exchanges +from freqtrade import DependencyException, OperationalException, TemporaryError from freqtrade.freqtradebot import FreqtradeBot from freqtrade.persistence import Trade from freqtrade.state import State -from freqtrade.tests.conftest import log_has +from freqtrade.tests.conftest import log_has, patch_coinmarketcap # Functions for recurrent object patching @@ -38,7 +35,7 @@ def get_patched_freqtradebot(mocker, config) -> FreqtradeBot: mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock()) patch_coinmarketcap(mocker) - return FreqtradeBot(config, create_engine('sqlite://')) + return FreqtradeBot(config) def patch_get_signal(mocker, value=(True, False)) -> None: @@ -65,20 +62,6 @@ def patch_RPCManager(mocker) -> MagicMock: return rpc_mock -def patch_coinmarketcap(mocker, value: Optional[Dict[str, float]] = None) -> None: - """ - Mocker to coinmarketcap to speed up tests - :param mocker: mocker to patch coinmarketcap class - :return: None - """ - mock = MagicMock() - - if value: - mock.ticker = {'price_usd': 12345.0} - - mocker.patch('freqtrade.fiat_convert.Market', mock) - - # Unit tests def test_freqtradebot_object() -> None: """ @@ -202,29 +185,28 @@ def test_throttle_with_assets(mocker, default_conf) -> None: assert result == -1 -def test_gen_pair_whitelist(mocker, default_conf, get_market_summaries_data) -> None: +def test_gen_pair_whitelist(mocker, default_conf, tickers) -> None: """ Test _gen_pair_whitelist() method """ freqtrade = get_patched_freqtradebot(mocker, default_conf) - mocker.patch( - 'freqtrade.freqtradebot.exchange.get_market_summaries', - return_value=get_market_summaries_data - ) + mocker.patch('freqtrade.freqtradebot.exchange.get_tickers', tickers) + mocker.patch('freqtrade.freqtradebot.exchange.exchange_has', MagicMock(return_value=True)) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) - # Test to retrieved BTC sorted on BaseVolume + # Test to retrieved BTC sorted on quoteVolume (default) whitelist = freqtrade._gen_pair_whitelist(base_currency='BTC') - assert whitelist == ['BTC_ZCL', 'BTC_ZEC', 'BTC_XZC', 'BTC_XWC'] + assert whitelist == ['ETH/BTC', 'TKN/BTC', 'BLK/BTC', 'LTC/BTC'] - # Test to retrieved BTC sorted on OpenBuyOrders - whitelist = freqtrade._gen_pair_whitelist(base_currency='BTC', key='OpenBuyOrders') - assert whitelist == ['BTC_XWC', 'BTC_ZCL', 'BTC_ZEC', 'BTC_XZC'] + # Test to retrieve BTC sorted on bidVolume + whitelist = freqtrade._gen_pair_whitelist(base_currency='BTC', key='bidVolume') + assert whitelist == ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'BLK/BTC'] - # Test with USDT sorted on BaseVolume + # Test with USDT sorted on quoteVolume (default) whitelist = freqtrade._gen_pair_whitelist(base_currency='USDT') - assert whitelist == ['USDT_XRP', 'USDT_XVG', 'USDT_XMR', 'USDT_ZEC'] + assert whitelist == ['TKN/USDT', 'ETH/USDT', 'LTC/USDT', 'BLK/USDT'] - # Test with ETH (our fixture does not have ETH, but Bittrex returns them) + # Test with ETH (our fixture does not have ETH, so result should be empty) whitelist = freqtrade._gen_pair_whitelist(base_currency='ETH') assert whitelist == [] @@ -237,7 +219,7 @@ def test_refresh_whitelist() -> None: pass -def test_create_trade(default_conf, ticker, limit_buy_order, mocker) -> None: +def test_create_trade(default_conf, ticker, limit_buy_order, fee, mocker) -> None: """ Test create_trade() method """ @@ -248,12 +230,13 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker) -> None: 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_ticker=ticker, - buy=MagicMock(return_value='mocked_limit_buy') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, ) # Save state of current whitelist whitelist = deepcopy(default_conf['exchange']['pair_whitelist']) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) freqtrade.create_trade() trade = Trade.query.first() @@ -261,7 +244,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker) -> None: assert trade.stake_amount == 0.001 assert trade.is_open assert trade.open_date is not None - assert trade.exchange == Exchanges.BITTREX.name + assert trade.exchange == 'bittrex' # Simulate fulfilled LIMIT_BUY order for trade trade.update(limit_buy_order) @@ -272,31 +255,32 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker) -> None: assert whitelist == default_conf['exchange']['pair_whitelist'] -def test_create_trade_minimal_amount(default_conf, ticker, mocker) -> None: +def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order, fee, mocker) -> None: """ Test create_trade() method """ patch_get_signal(mocker) patch_RPCManager(mocker) patch_coinmarketcap(mocker) - buy_mock = MagicMock(return_value='mocked_limit_buy') + buy_mock = MagicMock(return_value={'id': limit_buy_order['id']}) mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_ticker=ticker, - buy=buy_mock + buy=buy_mock, + get_fee=fee, ) conf = deepcopy(default_conf) conf['stake_amount'] = 0.0005 - freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(conf) freqtrade.create_trade() rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2] assert rate * amount >= conf['stake_amount'] -def test_create_trade_no_stake_amount(default_conf, ticker, mocker) -> None: +def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order, fee, mocker) -> None: """ Test create_trade() method """ @@ -307,16 +291,17 @@ def test_create_trade_no_stake_amount(default_conf, ticker, mocker) -> None: 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_ticker=ticker, - buy=MagicMock(return_value='mocked_limit_buy'), - get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5) + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5), + get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) with pytest.raises(DependencyException, match=r'.*stake amount.*'): freqtrade.create_trade() -def test_create_trade_no_pairs(default_conf, ticker, mocker) -> None: +def test_create_trade_no_pairs(default_conf, ticker, limit_buy_order, fee, mocker) -> None: """ Test create_trade() method """ @@ -327,13 +312,14 @@ def test_create_trade_no_pairs(default_conf, ticker, mocker) -> None: 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_ticker=ticker, - buy=MagicMock(return_value='mocked_limit_buy') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, ) conf = deepcopy(default_conf) - conf['exchange']['pair_whitelist'] = ["BTC_ETH"] - conf['exchange']['pair_blacklist'] = ["BTC_ETH"] - freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) + conf['exchange']['pair_whitelist'] = ["ETH/BTC"] + conf['exchange']['pair_blacklist'] = ["ETH/BTC"] + freqtrade = FreqtradeBot(conf) freqtrade.create_trade() @@ -341,7 +327,8 @@ def test_create_trade_no_pairs(default_conf, ticker, mocker) -> None: freqtrade.create_trade() -def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker) -> None: +def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, + limit_buy_order, fee, mocker) -> None: """ Test create_trade() method """ @@ -352,13 +339,14 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker) -> 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_ticker=ticker, - buy=MagicMock(return_value='mocked_limit_buy') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, ) conf = deepcopy(default_conf) - conf['exchange']['pair_whitelist'] = ["BTC_ETH"] - conf['exchange']['pair_blacklist'] = ["BTC_ETH"] - freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) + conf['exchange']['pair_whitelist'] = ["ETH/BTC"] + conf['exchange']['pair_blacklist'] = ["ETH/BTC"] + freqtrade = FreqtradeBot(conf) freqtrade.create_trade() @@ -366,7 +354,7 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker) -> freqtrade.create_trade() -def test_create_trade_no_signal(default_conf, mocker) -> None: +def test_create_trade_no_signal(default_conf, fee, mocker) -> None: """ Test create_trade() method """ @@ -380,12 +368,13 @@ def test_create_trade_no_signal(default_conf, mocker) -> None: 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_ticker_history=MagicMock(return_value=20), - get_balance=MagicMock(return_value=20) + get_balance=MagicMock(return_value=20), + get_fee=fee, ) conf = deepcopy(default_conf) conf['stake_amount'] = 10 - freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(conf) Trade.query = MagicMock() Trade.query.filter = MagicMock() @@ -393,7 +382,7 @@ def test_create_trade_no_signal(default_conf, mocker) -> None: def test_process_trade_creation(default_conf, ticker, limit_buy_order, - health, mocker, caplog) -> None: + markets, fee, mocker, caplog) -> None: """ Test the trade creation in _process() method """ @@ -404,11 +393,12 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_ticker=ticker, - get_wallet_health=health, - buy=MagicMock(return_value='mocked_limit_buy'), - get_order=MagicMock(return_value=limit_buy_order) + get_markets=markets, + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_order=MagicMock(return_value=limit_buy_order), + get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) trades = Trade.query.filter(Trade.is_open.is_(True)).all() assert not trades @@ -423,7 +413,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, assert trade.stake_amount == default_conf['stake_amount'] assert trade.is_open assert trade.open_date is not None - assert trade.exchange == Exchanges.BITTREX.name + assert trade.exchange == 'bittrex' assert trade.open_rate == 0.00001099 assert trade.amount == 90.99181073703367 @@ -433,7 +423,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, ) -def test_process_exchange_failures(default_conf, ticker, health, mocker) -> None: +def test_process_exchange_failures(default_conf, ticker, markets, mocker) -> None: """ Test _process() method when a RequestException happens """ @@ -444,18 +434,18 @@ def test_process_exchange_failures(default_conf, ticker, health, mocker) -> None 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_ticker=ticker, - get_wallet_health=health, - buy=MagicMock(side_effect=requests.exceptions.RequestException) + get_markets=markets, + buy=MagicMock(side_effect=TemporaryError) ) sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) result = freqtrade._process() assert result is False assert sleep_mock.has_calls() -def test_process_operational_exception(default_conf, ticker, health, mocker) -> None: +def test_process_operational_exception(default_conf, ticker, markets, mocker) -> None: """ Test _process() method when an OperationalException happens """ @@ -466,10 +456,10 @@ def test_process_operational_exception(default_conf, ticker, health, mocker) -> 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_ticker=ticker, - get_wallet_health=health, + get_markets=markets, buy=MagicMock(side_effect=OperationalException) ) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) assert freqtrade.state == State.RUNNING result = freqtrade._process() @@ -478,7 +468,8 @@ def test_process_operational_exception(default_conf, ticker, health, mocker) -> assert 'OperationalException' in msg_mock.call_args_list[-1][0][0] -def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, mocker) -> None: +def test_process_trade_handling( + default_conf, ticker, limit_buy_order, markets, fee, mocker) -> None: """ Test _process() """ @@ -489,11 +480,12 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, m 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_ticker=ticker, - get_wallet_health=health, - buy=MagicMock(return_value='mocked_limit_buy'), - get_order=MagicMock(return_value=limit_buy_order) + get_markets=markets, + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_order=MagicMock(return_value=limit_buy_order), + get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) trades = Trade.query.filter(Trade.is_open.is_(True)).all() assert not trades @@ -560,25 +552,71 @@ def test_process_maybe_execute_buy_exception(mocker, default_conf, caplog) -> No log_has('Unable to create trade:', caplog.record_tuples) -def test_process_maybe_execute_sell(mocker, default_conf) -> None: +def test_process_maybe_execute_sell(mocker, default_conf, limit_buy_order, caplog) -> None: """ Test process_maybe_execute_sell() method """ freqtrade = get_patched_freqtradebot(mocker, default_conf) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True)) - mocker.patch('freqtrade.freqtradebot.exchange.get_order', return_value=1) + mocker.patch('freqtrade.freqtradebot.exchange.get_order', return_value=limit_buy_order) + mocker.patch('freqtrade.freqtradebot.exchange.get_trades_for_order', return_value=[]) + mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', + return_value=limit_buy_order['amount']) trade = MagicMock() trade.open_order_id = '123' + trade.open_fee = 0.001 assert not freqtrade.process_maybe_execute_sell(trade) + # Test amount not modified by fee-logic + assert not log_has( + '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) + # test amount modified by fee-logic + assert not freqtrade.process_maybe_execute_sell(trade) + trade.is_open = True trade.open_order_id = None # Assert we call handle_trade() if trade is feasible for execution assert freqtrade.process_maybe_execute_sell(trade) + regexp = re.compile('Found open order for.*') + assert filter(regexp.match, caplog.record_tuples) -def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker) -> None: + +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: """ Test check_handle() method """ @@ -592,24 +630,26 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker) - 'ask': 0.00001173, 'last': 0.00001172 }), - buy=MagicMock(return_value='mocked_limit_buy'), - sell=MagicMock(return_value='mocked_limit_sell') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + sell=MagicMock(return_value={'id': limit_sell_order['id']}), + get_fee=fee ) patch_coinmarketcap(mocker, value={'price_usd': 15000.0}) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) freqtrade.create_trade() trade = Trade.query.first() assert trade + time.sleep(0.01) # Race condition fix trade.update(limit_buy_order) assert trade.is_open is True patch_get_signal(mocker, value=(False, True)) assert freqtrade.handle_trade(trade) is True - assert trade.open_order_id == 'mocked_limit_sell' + assert trade.open_order_id == limit_sell_order['id'] # Simulate fulfilled LIMIT_SELL order for trade trade.update(limit_sell_order) @@ -620,7 +660,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker) - assert trade.close_date is not None -def test_handle_overlpapping_signals(default_conf, ticker, mocker) -> None: +def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, fee, mocker) -> None: """ Test check_handle() method """ @@ -635,10 +675,11 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker) -> None: 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_ticker=ticker, - buy=MagicMock(return_value='mocked_limit_buy') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, ) - freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(conf) freqtrade.create_trade() @@ -677,7 +718,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker) -> None: assert freqtrade.handle_trade(trades[0]) is True -def test_handle_trade_roi(default_conf, ticker, mocker, caplog) -> None: +def test_handle_trade_roi(default_conf, ticker, limit_buy_order, fee, mocker, caplog) -> None: """ Test check_handle() method """ @@ -692,11 +733,12 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog) -> None: 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_ticker=ticker, - buy=MagicMock(return_value='mocked_limit_buy') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, ) mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=True) - freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(conf) freqtrade.create_trade() trade = Trade.query.first() @@ -712,7 +754,8 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog) -> None: assert log_has('Required profit reached. Selling..', caplog.record_tuples) -def test_handle_trade_experimental(default_conf, ticker, mocker, caplog) -> None: +def test_handle_trade_experimental( + default_conf, ticker, limit_buy_order, fee, mocker, caplog) -> None: """ Test check_handle() method """ @@ -727,11 +770,12 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog) -> None 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_ticker=ticker, - buy=MagicMock(return_value='mocked_limit_buy') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, ) mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False) - freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(conf) freqtrade.create_trade() trade = Trade.query.first() @@ -745,7 +789,7 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog) -> None assert log_has('Sell signal received. Selling..', caplog.record_tuples) -def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mocker) -> None: +def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, fee, mocker) -> None: """ Test check_handle() method """ @@ -756,9 +800,10 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), get_ticker=ticker, - buy=MagicMock(return_value='mocked_limit_buy') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) # Create trade and sell it freqtrade.create_trade() @@ -774,7 +819,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo freqtrade.handle_trade(trade) -def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mocker) -> None: +def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, fee, mocker) -> None: """ Test check_handle_timedout() method """ @@ -786,17 +831,19 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mo validate_pairs=MagicMock(), get_ticker=ticker, get_order=MagicMock(return_value=limit_buy_order_old), - cancel_order=cancel_order_mock + cancel_order=cancel_order_mock, + get_fee=fee ) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) trade_buy = Trade( - pair='BTC_ETH', + pair='ETH/BTC', open_rate=0.00001099, - exchange='BITTREX', + exchange='bittrex', open_order_id='123456789', amount=90.99181073, - fee=0.0, + fee_open=0.0, + fee_close=0.0, stake_amount=1, open_date=arrow.utcnow().shift(minutes=-601).datetime, is_open=True @@ -827,15 +874,16 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, get_order=MagicMock(return_value=limit_sell_order_old), cancel_order=cancel_order_mock ) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) trade_sell = Trade( - pair='BTC_ETH', + pair='ETH/BTC', open_rate=0.00001099, - exchange='BITTREX', + exchange='bittrex', open_order_id='123456789', amount=90.99181073, - fee=0.0, + fee_open=0.0, + fee_close=0.0, stake_amount=1, open_date=arrow.utcnow().shift(hours=-5).datetime, close_date=arrow.utcnow().shift(minutes=-601).datetime, @@ -866,15 +914,16 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old get_order=MagicMock(return_value=limit_buy_order_old_partial), cancel_order=cancel_order_mock ) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) trade_buy = Trade( - pair='BTC_ETH', + pair='ETH/BTC', open_rate=0.00001099, - exchange='BITTREX', + exchange='bittrex', open_order_id='123456789', amount=90.99181073, - fee=0.0, + fee_open=0.0, + fee_close=0.0, stake_amount=1, open_date=arrow.utcnow().shift(minutes=-601).datetime, is_open=True @@ -913,15 +962,16 @@ def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) - get_order=MagicMock(side_effect=requests.exceptions.RequestException('Oh snap')), cancel_order=cancel_order_mock ) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) trade_buy = Trade( - pair='BTC_ETH', + pair='ETH/BTC', open_rate=0.00001099, - exchange='BITTREX', + exchange='bittrex', open_order_id='123456789', amount=90.99181073, - fee=0.0, + fee_open=0.0, + fee_close=0.0, stake_amount=1, open_date=arrow.utcnow().shift(minutes=-601).datetime, is_open=True @@ -929,7 +979,7 @@ def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) - Trade.session.add(trade_buy) regexp = re.compile( - 'Cannot query order for Trade(id=1, pair=BTC_ETH, amount=90.99181073, ' + 'Cannot query order for Trade(id=1, pair=ETH/BTC, amount=90.99181073, ' 'open_rate=0.00001099, open_since=10 hours ago) due to Traceback (most ' 'recent call last):\n.*' ) @@ -951,7 +1001,7 @@ def test_handle_timedout_limit_buy(mocker, default_conf) -> None: cancel_order=cancel_order_mock ) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) Trade.session = MagicMock() trade = MagicMock() @@ -977,7 +1027,7 @@ def test_handle_timedout_limit_sell(mocker, default_conf) -> None: cancel_order=cancel_order_mock ) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) trade = MagicMock() order = {'remaining': 1, @@ -990,7 +1040,7 @@ def test_handle_timedout_limit_sell(mocker, default_conf) -> None: assert cancel_order_mock.call_count == 1 -def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker) -> None: +def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> None: """ Test execute_sell() method with a ticker going UP """ @@ -1000,10 +1050,11 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker) -> None: mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee ) mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) # Create some test data freqtrade.create_trade() @@ -1022,7 +1073,7 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker) -> None: assert rpc_mock.call_count == 2 assert 'Selling' in rpc_mock.call_args_list[-1][0][0] - assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0] + assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0] assert 'Amount' in rpc_mock.call_args_list[-1][0][0] assert 'Profit' in rpc_mock.call_args_list[-1][0][0] assert '0.00001172' in rpc_mock.call_args_list[-1][0][0] @@ -1030,7 +1081,7 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker) -> None: assert '0.919 USD' in rpc_mock.call_args_list[-1][0][0] -def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker) -> None: +def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker) -> None: """ Test execute_sell() method with a ticker going DOWN """ @@ -1041,9 +1092,10 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker) -> No mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee ) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) # Create some test data freqtrade.create_trade() @@ -1062,14 +1114,15 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker) -> No assert rpc_mock.call_count == 2 assert 'Selling' in rpc_mock.call_args_list[-1][0][0] - assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0] + assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0] assert 'Amount' in rpc_mock.call_args_list[-1][0][0] assert '0.00001044' in rpc_mock.call_args_list[-1][0][0] assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0] assert '-0.824 USD' in rpc_mock.call_args_list[-1][0][0] -def test_execute_sell_without_conf_sell_up(default_conf, ticker, ticker_sell_up, mocker) -> None: +def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee, + ticker_sell_up, mocker) -> None: """ Test execute_sell() method with a ticker going DOWN and with a bot config empty """ @@ -1079,9 +1132,10 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, ticker_sell_up, mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee ) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) # Create some test data freqtrade.create_trade() @@ -1101,14 +1155,14 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, ticker_sell_up, assert rpc_mock.call_count == 2 assert 'Selling' in rpc_mock.call_args_list[-1][0][0] - assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0] + assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0] assert 'Amount' in rpc_mock.call_args_list[-1][0][0] assert '0.00001172' in rpc_mock.call_args_list[-1][0][0] assert '(profit: 6.11%, 0.00006126)' in rpc_mock.call_args_list[-1][0][0] assert 'USD' not in rpc_mock.call_args_list[-1][0][0] -def test_execute_sell_without_conf_sell_down(default_conf, ticker, +def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker) -> None: """ Test execute_sell() method with a ticker going DOWN and with a bot config empty @@ -1119,9 +1173,10 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, mocker.patch.multiple( 'freqtrade.freqtradebot.exchange', validate_pairs=MagicMock(), - get_ticker=ticker + get_ticker=ticker, + get_fee=fee ) - freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(default_conf) # Create some test data freqtrade.create_trade() @@ -1141,12 +1196,12 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, assert rpc_mock.call_count == 2 assert 'Selling' in rpc_mock.call_args_list[-1][0][0] - assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0] + assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0] assert '0.00001044' in rpc_mock.call_args_list[-1][0][0] assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0] -def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker) -> None: +def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, fee, mocker) -> None: """ Test sell_profit_only feature when enabled """ @@ -1162,14 +1217,15 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker) - 'ask': 0.00002173, 'last': 0.00002172 }), - buy=MagicMock(return_value='mocked_limit_buy') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, ) conf = deepcopy(default_conf) conf['experimental'] = { 'use_sell_signal': True, 'sell_profit_only': True, } - freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(conf) freqtrade.create_trade() trade = Trade.query.first() @@ -1178,7 +1234,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker) - assert freqtrade.handle_trade(trade) is True -def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker) -> None: +def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, fee, mocker) -> None: """ Test sell_profit_only feature when disabled """ @@ -1194,14 +1250,15 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker) 'ask': 0.00002173, 'last': 0.00002172 }), - buy=MagicMock(return_value='mocked_limit_buy') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, ) conf = deepcopy(default_conf) conf['experimental'] = { 'use_sell_signal': True, 'sell_profit_only': False, } - freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(conf) freqtrade.create_trade() trade = Trade.query.first() @@ -1210,7 +1267,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker) assert freqtrade.handle_trade(trade) is True -def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker) -> None: +def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, mocker) -> None: """ Test sell_profit_only feature when enabled and we have a loss """ @@ -1226,14 +1283,15 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker) -> 'ask': 0.00000173, 'last': 0.00000172 }), - buy=MagicMock(return_value='mocked_limit_buy') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, ) conf = deepcopy(default_conf) conf['experimental'] = { 'use_sell_signal': True, 'sell_profit_only': True, } - freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(conf) freqtrade.create_trade() trade = Trade.query.first() @@ -1242,7 +1300,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker) -> assert freqtrade.handle_trade(trade) is False -def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker) -> None: +def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, mocker) -> None: """ Test sell_profit_only feature when enabled and we have a loss """ @@ -1258,7 +1316,8 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker) -> 'ask': 0.00000173, 'last': 0.00000172 }), - buy=MagicMock(return_value='mocked_limit_buy') + buy=MagicMock(return_value={'id': limit_buy_order['id']}), + get_fee=fee, ) conf = deepcopy(default_conf) @@ -1267,10 +1326,243 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker) -> 'sell_profit_only': False, } - freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) + freqtrade = FreqtradeBot(conf) freqtrade.create_trade() trade = Trade.query.first() trade.update(limit_buy_order) patch_get_signal(mocker, value=(False, True)) assert freqtrade.handle_trade(trade) is True + + +def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, caplog, mocker): + """ + Test get_real_amount - fee in quote currency + """ + + mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order) + + patch_get_signal(mocker) + patch_RPCManager(mocker) + patch_coinmarketcap(mocker) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + amount = sum(x['amount'] for x in trades_for_order) + trade = Trade( + pair='LTC/ETH', + amount=amount, + exchange='binance', + open_rate=0.245441, + open_order_id="123456" + ) + freqtrade = FreqtradeBot(default_conf) + # Amount is reduced by "fee" + assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001) + assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, ' + 'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992) from Trades', + caplog.record_tuples) + + +def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker): + """ + Test get_real_amount - fee in quote currency + """ + + mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=[]) + + patch_get_signal(mocker) + patch_RPCManager(mocker) + patch_coinmarketcap(mocker) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + amount = buy_order_fee['amount'] + trade = Trade( + pair='LTC/ETH', + amount=amount, + exchange='binance', + open_rate=0.245441, + open_order_id="123456" + ) + freqtrade = FreqtradeBot(default_conf) + # Amount is reduced by "fee" + assert freqtrade.get_real_amount(trade, buy_order_fee) == amount + assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, ' + 'open_rate=0.24544100, open_since=closed) failed: myTrade-Dict empty found', + caplog.record_tuples) + + +def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, mocker): + """ + Test get_real_amount - fees in Stake currency + """ + trades_for_order[0]['fee']['currency'] = 'ETH' + + patch_get_signal(mocker) + patch_RPCManager(mocker) + patch_coinmarketcap(mocker) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order) + amount = sum(x['amount'] for x in trades_for_order) + trade = Trade( + pair='LTC/ETH', + amount=amount, + exchange='binance', + open_rate=0.245441, + open_order_id="123456" + ) + freqtrade = FreqtradeBot(default_conf) + # Amount does not change + assert freqtrade.get_real_amount(trade, buy_order_fee) == amount + + +def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, mocker): + """ + Test get_real_amount - Fees in BNB + """ + + trades_for_order[0]['fee']['currency'] = 'BNB' + trades_for_order[0]['fee']['cost'] = 0.00094518 + + patch_get_signal(mocker) + patch_RPCManager(mocker) + patch_coinmarketcap(mocker) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order) + amount = sum(x['amount'] for x in trades_for_order) + trade = Trade( + pair='LTC/ETH', + amount=amount, + exchange='binance', + open_rate=0.245441, + open_order_id="123456" + ) + freqtrade = FreqtradeBot(default_conf) + # Amount does not change + assert freqtrade.get_real_amount(trade, buy_order_fee) == amount + + +def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, caplog, mocker): + """ + Test get_real_amount with split trades (multiple trades for this order) + """ + + patch_get_signal(mocker) + patch_RPCManager(mocker) + patch_coinmarketcap(mocker) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order2) + amount = float(sum(x['amount'] for x in trades_for_order2)) + trade = Trade( + pair='LTC/ETH', + amount=amount, + exchange='binance', + open_rate=0.245441, + open_order_id="123456" + ) + freqtrade = FreqtradeBot(default_conf) + # Amount is reduced by "fee" + assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001) + assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, ' + 'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992) from Trades', + caplog.record_tuples) + + +def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee, caplog, mocker): + """ + Test get_real_amount with split trades (multiple trades for this order) + """ + limit_buy_order = deepcopy(buy_order_fee) + limit_buy_order['fee'] = {'cost': 0.004, 'currency': 'LTC'} + + patch_get_signal(mocker) + patch_RPCManager(mocker) + patch_coinmarketcap(mocker) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=[trades_for_order]) + amount = float(sum(x['amount'] for x in trades_for_order)) + trade = Trade( + pair='LTC/ETH', + amount=amount, + exchange='binance', + open_rate=0.245441, + open_order_id="123456" + ) + freqtrade = FreqtradeBot(default_conf) + # Amount is reduced by "fee" + assert freqtrade.get_real_amount(trade, limit_buy_order) == amount - 0.004 + assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, ' + 'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996) from Order', + caplog.record_tuples) + + +def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order_fee, mocker): + """ + Test get_real_amount with split trades (multiple trades for this order) + """ + limit_buy_order = deepcopy(buy_order_fee) + limit_buy_order['fee'] = {'cost': 0.004} + + patch_get_signal(mocker) + patch_RPCManager(mocker) + patch_coinmarketcap(mocker) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=[]) + amount = float(sum(x['amount'] for x in trades_for_order)) + trade = Trade( + pair='LTC/ETH', + amount=amount, + exchange='binance', + open_rate=0.245441, + open_order_id="123456" + ) + freqtrade = FreqtradeBot(default_conf) + # Amount does not change + assert freqtrade.get_real_amount(trade, limit_buy_order) == amount + + +def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee, mocker): + """ + Test get_real_amount - fees in Stake currency + """ + # Remove "Currency" from fee dict + trades_for_order[0]['fee'] = {'cost': 0.008} + + patch_get_signal(mocker) + patch_RPCManager(mocker) + patch_coinmarketcap(mocker) + mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) + mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order) + amount = sum(x['amount'] for x in trades_for_order) + trade = Trade( + pair='LTC/ETH', + amount=amount, + exchange='binance', + open_rate=0.245441, + open_order_id="123456" + ) + freqtrade = FreqtradeBot(default_conf) + # Amount does not change + 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 diff --git a/freqtrade/tests/test_main.py b/freqtrade/tests/test_main.py index 71b816968..942bd8687 100644 --- a/freqtrade/tests/test_main.py +++ b/freqtrade/tests/test_main.py @@ -7,6 +7,7 @@ from unittest.mock import MagicMock import pytest +from freqtrade import OperationalException from freqtrade.main import main, set_loggers from freqtrade.tests.conftest import log_has @@ -60,7 +61,7 @@ def test_set_loggers() -> None: assert value2 is logging.INFO -def test_main(mocker, caplog) -> None: +def test_main_fatal_exception(mocker, default_conf, caplog) -> None: """ Test main() function In this test we are skipping the while True loop by throwing an exception. @@ -68,26 +69,74 @@ def test_main(mocker, caplog) -> None: mocker.patch.multiple( 'freqtrade.freqtradebot.FreqtradeBot', _init_modules=MagicMock(), - worker=MagicMock( - side_effect=KeyboardInterrupt - ), + worker=MagicMock(side_effect=Exception), 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'] # 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): 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), + 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'] + + # 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!')), + 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'] + + # 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) diff --git a/freqtrade/tests/test_misc.py b/freqtrade/tests/test_misc.py index 837a2a66f..b57900428 100644 --- a/freqtrade/tests/test_misc.py +++ b/freqtrade/tests/test_misc.py @@ -9,7 +9,7 @@ from unittest.mock import MagicMock from freqtrade.analyze import Analyze from freqtrade.misc import (shorten_date, datesarray_to_datetimearray, - common_datearray, file_dump_json) + common_datearray, file_dump_json, format_ms_time) from freqtrade.optimize.__init__ import load_tickerdata_file @@ -39,24 +39,24 @@ def test_datesarray_to_datetimearray(ticker_history): assert dates[0].minute == 50 date_len = len(dates) - assert date_len == 3 + assert date_len == 2 -def test_common_datearray(default_conf, mocker) -> None: +def test_common_datearray(default_conf) -> None: """ Test common_datearray() :return: None """ analyze = Analyze(default_conf) - tick = load_tickerdata_file(None, 'BTC_UNITEST', 1) - tickerlist = {'BTC_UNITEST': tick} + tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m') + tickerlist = {'UNITTEST/BTC': tick} dataframes = analyze.tickerdata_to_dataframe(tickerlist) dates = common_datearray(dataframes) - assert dates.size == dataframes['BTC_UNITEST']['date'].size - assert dates[0] == dataframes['BTC_UNITEST']['date'][0] - assert dates[-1] == dataframes['BTC_UNITEST']['date'][-1] + assert dates.size == dataframes['UNITTEST/BTC']['date'].size + assert dates[0] == dataframes['UNITTEST/BTC']['date'][0] + assert dates[-1] == dataframes['UNITTEST/BTC']['date'][-1] def test_file_dump_json(mocker) -> None: @@ -69,3 +69,25 @@ def test_file_dump_json(mocker) -> None: file_dump_json('somefile', [1, 2, 3]) assert file_open.call_count == 1 assert json_dump.call_count == 1 + file_open = mocker.patch('freqtrade.misc.gzip.open', MagicMock()) + json_dump = mocker.patch('json.dump', MagicMock()) + file_dump_json('somefile', [1, 2, 3], True) + assert file_open.call_count == 1 + assert json_dump.call_count == 1 + + +def test_format_ms_time() -> None: + """ + test format_ms_time() + :return: None + """ + # Date 2018-04-10 18:02:01 + date_in_epoch_ms = 1523383321000 + date = format_ms_time(date_in_epoch_ms) + assert type(date) is str + res = datetime.datetime(2018, 4, 10, 18, 2, 1, tzinfo=datetime.timezone.utc) + assert date == res.astimezone(None).strftime('%Y-%m-%dT%H:%M:%S') + res = datetime.datetime(2017, 12, 13, 8, 2, 1, tzinfo=datetime.timezone.utc) + # Date 2017-12-13 08:02:01 + date_in_epoch_ms = 1513152121000 + assert format_ms_time(date_in_epoch_ms) == res.astimezone(None).strftime('%Y-%m-%dT%H:%M:%S') diff --git a/freqtrade/tests/test_persistence.py b/freqtrade/tests/test_persistence.py index e4e16bcd1..c50ad7d2c 100644 --- a/freqtrade/tests/test_persistence.py +++ b/freqtrade/tests/test_persistence.py @@ -1,10 +1,11 @@ # pragma pylint: disable=missing-docstring, C0103 -import os +from copy import deepcopy +from unittest.mock import MagicMock import pytest from sqlalchemy import create_engine -from freqtrade.exchange import Exchanges +from freqtrade import constants, OperationalException from freqtrade.persistence import Trade, init, clean_dry_run_db @@ -22,81 +23,58 @@ def test_init_create_session(default_conf, mocker): assert 'Session' in type(Trade.session).__name__ -def test_init_dry_run_db(default_conf, mocker): - default_conf.update({'dry_run_db': True}) - mocker.patch.dict('freqtrade.persistence._CONF', default_conf) +def test_init_custom_db_url(default_conf, mocker): + conf = deepcopy(default_conf) - # First, protect the existing 'tradesv3.dry_run.sqlite' (Do not delete user data) - dry_run_db = 'tradesv3.dry_run.sqlite' - dry_run_db_swp = dry_run_db + '.swp' + # Update path to a value other than default, but still in-memory + conf.update({'db_url': 'sqlite:///tmp/freqtrade2_test.sqlite'}) + create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock()) + mocker.patch.dict('freqtrade.persistence._CONF', conf) - if os.path.isfile(dry_run_db): - os.rename(dry_run_db, dry_run_db_swp) - - # Check if the new tradesv3.dry_run.sqlite was created - init(default_conf) - assert os.path.isfile(dry_run_db) is True - - # Delete the file made for this unitest and rollback to the previous - # tradesv3.dry_run.sqlite file - - # 1. Delete file from the test - if os.path.isfile(dry_run_db): - os.remove(dry_run_db) - - # 2. Rollback to the initial file - if os.path.isfile(dry_run_db_swp): - os.rename(dry_run_db_swp, dry_run_db) + init(conf) + assert create_engine_mock.call_count == 1 + assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tmp/freqtrade2_test.sqlite' -def test_init_dry_run_without_db(default_conf, mocker): - default_conf.update({'dry_run_db': False}) - mocker.patch.dict('freqtrade.persistence._CONF', default_conf) +def test_init_invalid_db_url(default_conf, mocker): + conf = deepcopy(default_conf) - # First, protect the existing 'tradesv3.dry_run.sqlite' (Do not delete user data) - dry_run_db = 'tradesv3.dry_run.sqlite' - dry_run_db_swp = dry_run_db + '.swp' + # Update path to a value other than default, but still in-memory + conf.update({'db_url': 'unknown:///some.url'}) + mocker.patch.dict('freqtrade.persistence._CONF', conf) - if os.path.isfile(dry_run_db): - os.rename(dry_run_db, dry_run_db_swp) - - # Check if the new tradesv3.dry_run.sqlite was created - init(default_conf) - assert os.path.isfile(dry_run_db) is False - - # Rollback to the initial 'tradesv3.dry_run.sqlite' file - if os.path.isfile(dry_run_db_swp): - os.rename(dry_run_db_swp, dry_run_db) + with pytest.raises(OperationalException, match=r'.*no valid database URL*'): + init(conf) def test_init_prod_db(default_conf, mocker): - default_conf.update({'dry_run': False}) - mocker.patch.dict('freqtrade.persistence._CONF', default_conf) + conf = deepcopy(default_conf) + conf.update({'dry_run': False}) + conf.update({'db_url': constants.DEFAULT_DB_PROD_URL}) - # First, protect the existing 'tradesv3.sqlite' (Do not delete user data) - prod_db = 'tradesv3.sqlite' - prod_db_swp = prod_db + '.swp' + create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock()) + mocker.patch.dict('freqtrade.persistence._CONF', conf) - if os.path.isfile(prod_db): - os.rename(prod_db, prod_db_swp) + init(conf) + assert create_engine_mock.call_count == 1 + assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tradesv3.sqlite' - # Check if the new tradesv3.sqlite was created - init(default_conf) - assert os.path.isfile(prod_db) is True - # Delete the file made for this unitest and rollback to the previous tradesv3.sqlite file +def test_init_dryrun_db(default_conf, mocker): + conf = deepcopy(default_conf) + conf.update({'dry_run': True}) + conf.update({'db_url': constants.DEFAULT_DB_DRYRUN_URL}) - # 1. Delete file from the test - if os.path.isfile(prod_db): - os.remove(prod_db) + create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock()) + mocker.patch.dict('freqtrade.persistence._CONF', conf) - # Rollback to the initial 'tradesv3.sqlite' file - if os.path.isfile(prod_db_swp): - os.rename(prod_db_swp, prod_db) + init(conf) + assert create_engine_mock.call_count == 1 + assert create_engine_mock.mock_calls[0][1][0] == 'sqlite://' @pytest.mark.usefixtures("init_persistence") -def test_update_with_bittrex(limit_buy_order, limit_sell_order): +def test_update_with_bittrex(limit_buy_order, limit_sell_order, fee): """ On this test we will buy and sell a crypto currency. @@ -125,10 +103,11 @@ def test_update_with_bittrex(limit_buy_order, limit_sell_order): """ trade = Trade( - pair='BTC_ETH', + pair='ETH/BTC', stake_amount=0.001, - fee=0.0025, - exchange=Exchanges.BITTREX, + fee_open=fee.return_value, + fee_close=fee.return_value, + exchange='bittrex', ) assert trade.open_order_id is None assert trade.open_rate is None @@ -151,12 +130,13 @@ def test_update_with_bittrex(limit_buy_order, limit_sell_order): @pytest.mark.usefixtures("init_persistence") -def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order): +def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order, fee): trade = Trade( - pair='BTC_ETH', + pair='ETH/BTC', stake_amount=0.001, - fee=0.0025, - exchange=Exchanges.BITTREX, + fee_open=fee.return_value, + fee_close=fee.return_value, + exchange='bittrex', ) trade.open_order_id = 'something' @@ -174,12 +154,13 @@ def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order): @pytest.mark.usefixtures("init_persistence") -def test_calc_close_trade_price_exception(limit_buy_order): +def test_calc_close_trade_price_exception(limit_buy_order, fee): trade = Trade( - pair='BTC_ETH', + pair='ETH/BTC', stake_amount=0.001, - fee=0.0025, - exchange=Exchanges.BITTREX, + fee_open=fee.return_value, + fee_close=fee.return_value, + exchange='bittrex', ) trade.open_order_id = 'something' @@ -190,10 +171,11 @@ def test_calc_close_trade_price_exception(limit_buy_order): @pytest.mark.usefixtures("init_persistence") def test_update_open_order(limit_buy_order): trade = Trade( - pair='BTC_ETH', + pair='ETH/BTC', stake_amount=1.00, - fee=0.1, - exchange=Exchanges.BITTREX, + fee_open=0.1, + fee_close=0.1, + exchange='bittrex', ) assert trade.open_order_id is None @@ -201,7 +183,7 @@ def test_update_open_order(limit_buy_order): assert trade.close_profit is None assert trade.close_date is None - limit_buy_order['closed'] = False + limit_buy_order['status'] = 'open' trade.update(limit_buy_order) assert trade.open_order_id is None @@ -213,10 +195,11 @@ def test_update_open_order(limit_buy_order): @pytest.mark.usefixtures("init_persistence") def test_update_invalid_order(limit_buy_order): trade = Trade( - pair='BTC_ETH', + pair='ETH/BTC', stake_amount=1.00, - fee=0.1, - exchange=Exchanges.BITTREX, + fee_open=0.1, + fee_close=0.1, + exchange='bittrex', ) limit_buy_order['type'] = 'invalid' with pytest.raises(ValueError, match=r'Unknown order type'): @@ -224,12 +207,13 @@ def test_update_invalid_order(limit_buy_order): @pytest.mark.usefixtures("init_persistence") -def test_calc_open_trade_price(limit_buy_order): +def test_calc_open_trade_price(limit_buy_order, fee): trade = Trade( - pair='BTC_ETH', + pair='ETH/BTC', stake_amount=0.001, - fee=0.0025, - exchange=Exchanges.BITTREX, + fee_open=fee.return_value, + fee_close=fee.return_value, + exchange='bittrex', ) trade.open_order_id = 'open_trade' trade.update(limit_buy_order) # Buy @ 0.00001099 @@ -242,12 +226,13 @@ def test_calc_open_trade_price(limit_buy_order): @pytest.mark.usefixtures("init_persistence") -def test_calc_close_trade_price(limit_buy_order, limit_sell_order): +def test_calc_close_trade_price(limit_buy_order, limit_sell_order, fee): trade = Trade( - pair='BTC_ETH', + pair='ETH/BTC', stake_amount=0.001, - fee=0.0025, - exchange=Exchanges.BITTREX, + fee_open=fee.return_value, + fee_close=fee.return_value, + exchange='bittrex', ) trade.open_order_id = 'close_trade' trade.update(limit_buy_order) # Buy @ 0.00001099 @@ -264,12 +249,13 @@ def test_calc_close_trade_price(limit_buy_order, limit_sell_order): @pytest.mark.usefixtures("init_persistence") -def test_calc_profit(limit_buy_order, limit_sell_order): +def test_calc_profit(limit_buy_order, limit_sell_order, fee): trade = Trade( - pair='BTC_ETH', + pair='ETH/BTC', stake_amount=0.001, - fee=0.0025, - exchange=Exchanges.BITTREX, + fee_open=fee.return_value, + fee_close=fee.return_value, + exchange='bittrex', ) trade.open_order_id = 'profit_percent' trade.update(limit_buy_order) # Buy @ 0.00001099 @@ -295,12 +281,13 @@ def test_calc_profit(limit_buy_order, limit_sell_order): @pytest.mark.usefixtures("init_persistence") -def test_calc_profit_percent(limit_buy_order, limit_sell_order): +def test_calc_profit_percent(limit_buy_order, limit_sell_order, fee): trade = Trade( - pair='BTC_ETH', + pair='ETH/BTC', stake_amount=0.001, - fee=0.0025, - exchange=Exchanges.BITTREX, + fee_open=fee.return_value, + fee_close=fee.return_value, + exchange='bittrex', ) trade.open_order_id = 'profit_percent' trade.update(limit_buy_order) # Buy @ 0.00001099 @@ -319,40 +306,43 @@ def test_calc_profit_percent(limit_buy_order, limit_sell_order): assert trade.calc_profit_percent(fee=0.003) == 0.0614782 -def test_clean_dry_run_db(default_conf): - init(default_conf, create_engine('sqlite://')) +def test_clean_dry_run_db(default_conf, fee): + init(default_conf) # Simulate dry_run entries trade = Trade( - pair='BTC_ETH', + pair='ETH/BTC', stake_amount=0.001, amount=123.0, - fee=0.0025, + fee_open=fee.return_value, + fee_close=fee.return_value, open_rate=0.123, - exchange='BITTREX', + exchange='bittrex', open_order_id='dry_run_buy_12345' ) Trade.session.add(trade) trade = Trade( - pair='BTC_ETC', + pair='ETC/BTC', stake_amount=0.001, amount=123.0, - fee=0.0025, + fee_open=fee.return_value, + fee_close=fee.return_value, open_rate=0.123, - exchange='BITTREX', + exchange='bittrex', open_order_id='dry_run_sell_12345' ) Trade.session.add(trade) # Simulate prod entry trade = Trade( - pair='BTC_ETC', + pair='ETC/BTC', stake_amount=0.001, amount=123.0, - fee=0.0025, + fee_open=fee.return_value, + fee_close=fee.return_value, open_rate=0.123, - exchange='BITTREX', + exchange='bittrex', open_order_id='prod_buy_12345' ) Trade.session.add(trade) @@ -364,3 +354,109 @@ def test_clean_dry_run_db(default_conf): # We have now only the prod assert len(Trade.query.filter(Trade.open_order_id.isnot(None)).all()) == 1 + + +def test_migrate_old(mocker, default_conf, fee): + """ + Test Database migration(starting with old pairformat) + """ + amount = 103.223 + create_table_old = """CREATE TABLE IF NOT EXISTS "trades" ( + id INTEGER NOT NULL, + exchange VARCHAR NOT NULL, + pair VARCHAR NOT NULL, + is_open BOOLEAN NOT NULL, + fee FLOAT NOT NULL, + open_rate FLOAT, + close_rate FLOAT, + close_profit FLOAT, + stake_amount FLOAT NOT NULL, + amount FLOAT, + open_date DATETIME NOT NULL, + close_date DATETIME, + open_order_id VARCHAR, + PRIMARY KEY (id), + CHECK (is_open IN (0, 1)) + );""" + insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee, + open_rate, stake_amount, amount, open_date) + VALUES ('BITTREX', 'BTC_ETC', 1, {fee}, + 0.00258580, {stake}, {amount}, + '2017-11-28 12:44:24.000000') + """.format(fee=fee.return_value, + stake=default_conf.get("stake_amount"), + amount=amount + ) + engine = create_engine('sqlite://') + mocker.patch('freqtrade.persistence.create_engine', lambda *args, **kwargs: engine) + + # Create table using the old format + engine.execute(create_table_old) + engine.execute(insert_table_old) + # Run init to test migration + init(default_conf) + + assert len(Trade.query.filter(Trade.id == 1).all()) == 1 + trade = Trade.query.filter(Trade.id == 1).first() + assert trade.fee_open == fee.return_value + assert trade.fee_close == fee.return_value + assert trade.open_rate_requested is None + assert trade.close_rate_requested is None + assert trade.is_open == 1 + assert trade.amount == amount + assert trade.stake_amount == default_conf.get("stake_amount") + assert trade.pair == "ETC/BTC" + assert trade.exchange == "bittrex" + + +def test_migrate_new(mocker, default_conf, fee): + """ + Test Database migration (starting with new pairformat) + """ + amount = 103.223 + create_table_old = """CREATE TABLE IF NOT EXISTS "trades" ( + id INTEGER NOT NULL, + exchange VARCHAR NOT NULL, + pair VARCHAR NOT NULL, + is_open BOOLEAN NOT NULL, + fee FLOAT NOT NULL, + open_rate FLOAT, + close_rate FLOAT, + close_profit FLOAT, + stake_amount FLOAT NOT NULL, + amount FLOAT, + open_date DATETIME NOT NULL, + close_date DATETIME, + open_order_id VARCHAR, + PRIMARY KEY (id), + CHECK (is_open IN (0, 1)) + );""" + insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee, + open_rate, stake_amount, amount, open_date) + VALUES ('binance', 'ETC/BTC', 1, {fee}, + 0.00258580, {stake}, {amount}, + '2019-11-28 12:44:24.000000') + """.format(fee=fee.return_value, + stake=default_conf.get("stake_amount"), + amount=amount + ) + engine = create_engine('sqlite://') + mocker.patch('freqtrade.persistence.create_engine', lambda *args, **kwargs: engine) + + # Create table using the old format + engine.execute(create_table_old) + engine.execute(insert_table_old) + # Run init to test migration + init(default_conf) + + assert len(Trade.query.filter(Trade.id == 1).all()) == 1 + trade = Trade.query.filter(Trade.id == 1).first() + assert trade.fee_open == fee.return_value + assert trade.fee_close == fee.return_value + assert trade.open_rate_requested is None + assert trade.close_rate_requested is None + assert trade.is_open == 1 + assert trade.amount == amount + assert trade.stake_amount == default_conf.get("stake_amount") + assert trade.pair == "ETC/BTC" + assert trade.exchange == "binance" diff --git a/freqtrade/tests/testdata/ADA_BTC-1m.json b/freqtrade/tests/testdata/ADA_BTC-1m.json new file mode 100644 index 000000000..fed55d293 --- /dev/null +++ b/freqtrade/tests/testdata/ADA_BTC-1m.json @@ -0,0 +1 @@ +[[1516424100000, 5.352e-05, 5.4e-05, 5.348e-05, 5.4e-05, 100380.64502838], [1516424160000, 5.399e-05, 5.41e-05, 5.337e-05, 5.345e-05, 395731.65051556], [1516424220000, 5.345e-05, 5.358e-05, 5.303e-05, 5.32e-05, 194541.85707997], [1516424280000, 5.32e-05, 5.325e-05, 5.281e-05, 5.281e-05, 332212.6400607], [1516424340000, 5.281e-05, 5.325e-05, 5.28e-05, 5.301e-05, 116982.73501469], [1516424400000, 5.312e-05, 5.312e-05, 5.26e-05, 5.28e-05, 102876.5307909], [1516424460000, 5.28e-05, 5.294e-05, 5.261e-05, 5.294e-05, 64904.94837251], [1516424520000, 5.294e-05, 5.294e-05, 5.263e-05, 5.264e-05, 178453.4371242], [1516424580000, 5.263e-05, 5.264e-05, 5.253e-05, 5.255e-05, 83906.40639888], [1516424640000, 5.255e-05, 5.255e-05, 5.197e-05, 5.2e-05, 349171.88612273], [1516424700000, 5.199e-05, 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a/freqtrade/tests/testdata/download_backtest_data.py b/freqtrade/tests/testdata/download_backtest_data.py deleted file mode 100755 index ceb8388a1..000000000 --- a/freqtrade/tests/testdata/download_backtest_data.py +++ /dev/null @@ -1,38 +0,0 @@ -#!/usr/bin/env python3 - -"""This script generate json data from bittrex""" -import json -import sys - -from freqtrade import exchange -from freqtrade import misc -from freqtrade.exchange import Bittrex - -parser = misc.common_args_parser('download utility') -parser.add_argument( - '-p', '--pair', - help='JSON file containing pairs to download', - dest='pair', - default=None -) -args = parser.parse_args(sys.argv[1:]) - -TICKER_INTERVALS = [1, 5] # ticker interval in minutes (currently implemented: 1 and 5) -PAIRS = [] - -if args.pair: - with open(args.pair) as file: - PAIRS = json.load(file) -PAIRS = list(set(PAIRS)) - -print('About to download pairs:', PAIRS) - -# Init Bittrex exchange -exchange._API = Bittrex({'key': '', 'secret': ''}) - -for pair in PAIRS: - for tick_interval in TICKER_INTERVALS: - print('downloading pair %s, interval %s' % (pair, tick_interval)) - data = exchange.get_ticker_history(pair, tick_interval) - filename = '{}-{}.json'.format(pair, tick_interval) - misc.file_dump_json(filename, data) diff --git a/freqtrade/tests/testdata/pairs.json b/freqtrade/tests/testdata/pairs.json index 5eb7b0205..f4bab6dc5 100644 --- a/freqtrade/tests/testdata/pairs.json +++ b/freqtrade/tests/testdata/pairs.json @@ -1,26 +1,26 @@ [ - "BTC_ADA", - "BTC_BAT", - "BTC_DASH", - "BTC_ETC", - "BTC_ETH", - "BTC_GBYTE", - "BTC_LSK", - "BTC_LTC", - "BTC_NEO", - "BTC_NXT", - "BTC_POWR", - "BTC_STORJ", - "BTC_QTUM", - "BTC_WAVES", - "BTC_VTC", - "BTC_XLM", - "BTC_XMR", - "BTC_XVG", - "BTC_XRP", - "BTC_ZEC", - "USDT_BTC", - "USDT_LTC", - "USDT_ETH" + "ADA/BTC", + "BAT/BTC", + "DASH/BTC", + "ETC/BTC", + "ETH/BTC", + "GBYTE/BTC", + "LSK/BTC", + "LTC/BTC", + "NEO/BTC", + "NXT/BTC", + "POWR/BTC", + "STORJ/BTC", + "QTUM/BTC", + "WAVES/BTC", + "VTC/BTC", + "XLM/BTC", + "XMR/BTC", + "XVG/BTC", + "XRP/BTC", + "ZEC/BTC", + "BTC/USDT", + "LTC/USDT", + "ETH/USDT" ] diff --git a/install_ta-lib.sh b/install_ta-lib.sh index 15ab985a3..21e69cbba 100755 --- a/install_ta-lib.sh +++ b/install_ta-lib.sh @@ -1,5 +1,4 @@ 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 cd ta-lib && ./configure && make && sudo make install && cd .. else diff --git a/requirements.txt b/requirements.txt index 7093d783e..d1a3a5298 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,25 +1,25 @@ -python-bittrex==0.3.0 -SQLAlchemy==1.2.7 -python-telegram-bot==10.0.2 +ccxt==1.14.169 +SQLAlchemy==1.2.8 +python-telegram-bot==10.1.0 arrow==0.12.1 -cachetools==2.0.1 +cachetools==2.1.0 requests==2.18.4 urllib3==1.22 wrapt==1.10.11 -pandas==0.22.0 +pandas==0.23.0 scikit-learn==0.19.1 -scipy==1.0.1 +scipy==1.1.0 jsonschema==2.6.0 -numpy==1.14.3 +numpy==1.14.4 TA-Lib==0.4.17 -pytest==3.5.1 +pytest==3.6.1 pytest-mock==1.10.0 pytest-cov==2.5.1 hyperopt==0.1 # do not upgrade networkx before this is fixed https://github.com/hyperopt/hyperopt/issues/325 -networkx==1.11 +networkx==1.11 # pyup: ignore tabulate==0.8.2 -coinmarketcap==4.2.1 +coinmarketcap==5.0.3 # Required for plotting data #plotly==2.3.0 diff --git a/scripts/convert_backtestdata.py b/scripts/convert_backtestdata.py new file mode 100755 index 000000000..698c1c829 --- /dev/null +++ b/scripts/convert_backtestdata.py @@ -0,0 +1,201 @@ +#!/usr/bin/env python3 +""" +Script to display when the bot will buy a specific pair + +Mandatory Cli parameters: +-p / --pair: pair to examine + +Optional Cli parameters +-d / --datadir: path to pair backtest data +--timerange: specify what timerange of data to use. +-l / --live: Live, to download the latest ticker for the pair +""" +import logging +import sys +from argparse import Namespace +from os import path +import glob +import json +import re +from typing import List, Dict +import gzip + +from freqtrade.arguments import Arguments +from freqtrade import misc, constants +from pandas import DataFrame + +import dateutil.parser + +logger = logging.getLogger('freqtrade') + + +def load_old_file(filename) -> (List[Dict], bool): + if not path.isfile(filename): + logger.warning("filename %s does not exist", filename) + return (None, False) + logger.debug('Loading ticker data from file %s', filename) + + pairdata = None + + if filename.endswith('.gz'): + logger.debug('Loading ticker data from file %s', filename) + is_zip = True + with gzip.open(filename) as tickerdata: + pairdata = json.load(tickerdata) + else: + is_zip = False + with open(filename) as tickerdata: + pairdata = json.load(tickerdata) + return (pairdata, is_zip) + + +def parse_old_backtest_data(ticker) -> DataFrame: + """ + Reads old backtest data + Format: "O": 8.794e-05, + "H": 8.948e-05, + "L": 8.794e-05, + "C": 8.88e-05, + "V": 991.09056638, + "T": "2017-11-26T08:50:00", + "BV": 0.0877869 + """ + + columns = {'C': 'close', 'V': 'volume', 'O': 'open', + 'H': 'high', 'L': 'low', 'T': 'date'} + + frame = DataFrame(ticker) \ + .rename(columns=columns) + if 'BV' in frame: + frame.drop('BV', 1, inplace=True) + if 'date' not in frame: + logger.warning("Date not in frame - probably not a Ticker file") + return None + frame.sort_values('date', inplace=True) + return frame + + +def convert_dataframe(frame: DataFrame): + """Convert dataframe to new format""" + # reorder columns: + cols = ['date', 'open', 'high', 'low', 'close', 'volume'] + frame = frame[cols] + + # Make sure parsing/printing data is assumed to be UTC + frame['date'] = frame['date'].apply( + lambda d: int(dateutil.parser.parse(d+'+00:00').timestamp()) * 1000) + frame['date'] = frame['date'].astype('int64') + # Convert columns one by one to preserve type. + by_column = [frame[x].values.tolist() for x in frame.columns] + return list(list(x) for x in zip(*by_column)) + + +def convert_file(filename: str, filename_new: str) -> None: + """Converts a file from old format to ccxt format""" + (pairdata, is_zip) = load_old_file(filename) + if pairdata and type(pairdata) is list: + if type(pairdata[0]) is list: + logger.error("pairdata for %s already in new format", filename) + return + + frame = parse_old_backtest_data(pairdata) + # Convert frame to new format + if frame is not None: + frame1 = convert_dataframe(frame) + misc.file_dump_json(filename_new, frame1, is_zip) + + +def convert_main(args: Namespace) -> None: + """ + converts a folder given in --datadir from old to new format to support ccxt + """ + + workdir = path.join(args.datadir, "") + logger.info("Workdir: %s", workdir) + + for filename in glob.glob(workdir + "*.json"): + # swap currency names + ret = re.search(r'[A-Z_]{7,}', path.basename(filename)) + if args.norename: + filename_new = filename + else: + if not ret: + logger.warning("file %s could not be converted, could not extract currencies", + filename) + continue + pair = ret.group(0) + currencies = pair.split("_") + if len(currencies) != 2: + logger.warning("file %s could not be converted, could not extract currencies", + filename) + continue + + ret_integer = re.search(r'\d+(?=\.json)', path.basename(filename)) + ret_string = re.search(r'(\d+[mhdw])(?=\.json)', path.basename(filename)) + + if ret_integer: + minutes = int(ret_integer.group(0)) + # default to adding 'm' to end of minutes for new interval name + interval = str(minutes) + 'm' + # but check if there is a mapping between int and string also + for str_interval, minutes_interval in constants.TICKER_INTERVAL_MINUTES.items(): + if minutes_interval == minutes: + interval = str_interval + break + # change order on pairs if old ticker interval found + filename_new = path.join(path.dirname(filename), + "{}_{}-{}.json".format(currencies[1], + currencies[0], interval)) + + elif ret_string: + interval = ret_string.group(0) + filename_new = path.join(path.dirname(filename), + "{}_{}-{}.json".format(currencies[0], + currencies[1], interval)) + + else: + logger.warning("file %s could not be converted, interval not found", filename) + continue + + logger.debug("Converting and renaming %s to %s", filename, filename_new) + convert_file(filename, filename_new) + + +def convert_parse_args(args: List[str]) -> Namespace: + """ + Parse args passed to the script + :param args: Cli arguments + :return: args: Array with all arguments + """ + arguments = Arguments(args, 'Convert datafiles') + arguments.parser.add_argument( + '-d', '--datadir', + help='path to backtest data (default: %(default)s', + dest='datadir', + default=path.join('freqtrade', 'tests', 'testdata'), + type=str, + metavar='PATH', + ) + arguments.parser.add_argument( + '-n', '--norename', + help='don''t rename files from BTC_ to _BTC - ' + 'Note that not renaming will overwrite source files', + dest='norename', + default=False, + action='store_true' + ) + + return arguments.parse_args() + + +def main(sysargv: List[str]) -> None: + """ + This function will initiate the bot and start the trading loop. + :return: None + """ + logger.info('Starting Dataframe conversation') + convert_main(convert_parse_args(sysargv)) + + +if __name__ == '__main__': + main(sys.argv[1:]) diff --git a/scripts/download_backtest_data.py b/scripts/download_backtest_data.py new file mode 100755 index 000000000..6185edaf7 --- /dev/null +++ b/scripts/download_backtest_data.py @@ -0,0 +1,62 @@ +#!/usr/bin/env python3 + +"""This script generate json data from bittrex""" +import json +import sys +import os +import arrow + +from freqtrade import (exchange, arguments, misc) + +DEFAULT_DL_PATH = 'user_data/data' + +arguments = arguments.Arguments(sys.argv[1:], 'download utility') +arguments.testdata_dl_options() +args = arguments.parse_args() + +timeframes = args.timeframes + +dl_path = os.path.join(DEFAULT_DL_PATH, args.exchange) +if args.export: + dl_path = args.export + +if not os.path.isdir(dl_path): + sys.exit(f'Directory {dl_path} does not exist.') + +pairs_file = args.pairs_file if args.pairs_file else os.path.join(dl_path, 'pairs.json') +if not os.path.isfile(pairs_file): + sys.exit(f'No pairs file found with path {pairs_file}.') + +with open(pairs_file) as file: + PAIRS = list(set(json.load(file))) + +since_time = None +if args.days: + since_time = arrow.utcnow().shift(days=-args.days).timestamp * 1000 + + +print(f'About to download pairs: {PAIRS} to {dl_path}') + +# Init exchange +exchange._API = exchange.init_ccxt({'key': '', + 'secret': '', + 'name': args.exchange}) + + +for pair in PAIRS: + for tick_interval in timeframes: + print(f'downloading pair {pair}, interval {tick_interval}') + + data = exchange.get_ticker_history(pair, tick_interval, since_ms=since_time) + if not data: + print('\tNo data was downloaded') + break + + print('\tData was downloaded for period %s - %s' % ( + arrow.get(data[0][0] / 1000).format(), + arrow.get(data[-1][0] / 1000).format())) + + # save data + pair_print = pair.replace('/', '_') + filename = f'{pair_print}-{tick_interval}.json' + misc.file_dump_json(os.path.join(dl_path, filename), data) diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index aa61fc172..122c002a8 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -5,29 +5,45 @@ Script to display when the bot will buy a specific pair Mandatory Cli parameters: -p / --pair: pair to examine -Optional Cli parameters +Option but recommended -s / --strategy: strategy to use + + +Optional Cli parameters -d / --datadir: path to pair backtest data --timerange: specify what timerange of data to use. -l / --live: Live, to download the latest ticker for the pair +-db / --db-url: Show trades stored in database + + +Indicators recommended +Row 1: sma, ema3, ema5, ema10, ema50 +Row 3: macd, rsi, fisher_rsi, mfi, slowd, slowk, fastd, fastk + +Example of usage: +> python3 scripts/plot_dataframe.py --pair BTC/EUR -d user_data/data/ --indicators1 sma,ema3 +--indicators2 fastk,fastd """ import logging +import os import sys from argparse import Namespace +from typing import Dict, List, Any -from typing import List - +import plotly.graph_objs as go from plotly import tools from plotly.offline import plot -import plotly.graph_objs as go -from freqtrade.arguments import Arguments -from freqtrade.analyze import Analyze -from freqtrade import exchange import freqtrade.optimize as optimize - +from freqtrade import exchange +from freqtrade import persistence +from freqtrade.analyze import Analyze +from freqtrade.arguments import Arguments +from freqtrade.optimize.backtesting import setup_configuration +from freqtrade.persistence import Trade logger = logging.getLogger(__name__) +_CONF: Dict[str, Any] = {} def plot_analyzed_dataframe(args: Namespace) -> None: @@ -35,12 +51,29 @@ def plot_analyzed_dataframe(args: Namespace) -> None: Calls analyze() and plots the returned dataframe :return: None """ - pair = args.pair.replace('-', '_') + global _CONF + + # Load the configuration + _CONF.update(setup_configuration(args)) + + # Set the pair to audit + pair = args.pair + + if pair is None: + logger.critical('Parameter --pair mandatory;. E.g --pair ETH/BTC') + exit() + + if '/' not in pair: + logger.critical('--pair format must be XXX/YYY') + exit() + + # Set timerange to use timerange = Arguments.parse_timerange(args.timerange) - # Init strategy + # Load the strategy try: - analyze = Analyze({'strategy': args.strategy}) + analyze = Analyze(_CONF) + exchange.init(_CONF) except AttributeError: logger.critical( 'Impossible to load the strategy. Please check the file "user_data/strategies/%s.py"', @@ -48,22 +81,33 @@ def plot_analyzed_dataframe(args: Namespace) -> None: ) exit() - tick_interval = analyze.strategy.ticker_interval + # Set the ticker to use + tick_interval = analyze.get_ticker_interval() + # Load pair tickers tickers = {} if args.live: logger.info('Downloading pair.') - # Init Bittrex to use public API - exchange._API = exchange.Bittrex({'key': '', 'secret': ''}) tickers[pair] = exchange.get_ticker_history(pair, tick_interval) else: tickers = optimize.load_data( datadir=args.datadir, pairs=[pair], ticker_interval=tick_interval, - refresh_pairs=False, + refresh_pairs=_CONF.get('refresh_pairs', False), timerange=timerange ) + + # No ticker found, or impossible to download + if tickers == {}: + exit() + + # Get trades already made from the DB + trades: List[Trade] = [] + if args.db_url: + persistence.init(_CONF) + trades = Trade.query.filter(Trade.pair.is_(pair)).all() + dataframes = analyze.tickerdata_to_dataframe(tickers) dataframe = dataframes[pair] dataframe = analyze.populate_buy_trend(dataframe) @@ -71,8 +115,41 @@ def plot_analyzed_dataframe(args: Namespace) -> None: if len(dataframe.index) > 750: logger.warning('Ticker contained more than 750 candles, clipping.') - data = dataframe.tail(750) + fig = generate_graph( + pair=pair, + trades=trades, + data=dataframe.tail(750), + args=args + ) + + plot(fig, filename=os.path.join('user_data', 'freqtrade-plot.html')) + + +def generate_graph(pair, trades, data, args) -> tools.make_subplots: + """ + Generate the graph from the data generated by Backtesting or from DB + :param pair: Pair to Display on the graph + :param trades: All trades created + :param data: Dataframe + :param args: sys.argv that contrains the two params indicators1, and indicators2 + :return: None + """ + + # Define the graph + fig = tools.make_subplots( + rows=3, + cols=1, + shared_xaxes=True, + row_width=[1, 1, 4], + vertical_spacing=0.0001, + ) + fig['layout'].update(title=pair) + fig['layout']['yaxis1'].update(title='Price') + fig['layout']['yaxis2'].update(title='Volume') + fig['layout']['yaxis3'].update(title='Other') + + # Common information candles = go.Candlestick( x=data.date, open=data.open, @@ -109,47 +186,92 @@ def plot_analyzed_dataframe(args: Namespace) -> None: ) ) - bb_lower = go.Scatter( - x=data.date, - y=data.bb_lowerband, - name='BB lower', - line={'color': "transparent"}, + trade_buys = go.Scattergl( + x=[t.open_date.isoformat() for t in trades], + y=[t.open_rate for t in trades], + mode='markers', + name='trade_buy', + marker=dict( + symbol='square-open', + size=11, + line=dict(width=2), + color='green' + ) ) - bb_upper = go.Scatter( - x=data.date, - y=data.bb_upperband, - name='BB upper', - fill="tonexty", - fillcolor="rgba(0,176,246,0.2)", - line={'color': "transparent"}, - ) - macd = go.Scattergl(x=data['date'], y=data['macd'], name='MACD') - macdsignal = go.Scattergl(x=data['date'], y=data['macdsignal'], name='MACD signal') - volume = go.Bar(x=data['date'], y=data['volume'], name='Volume') - - fig = tools.make_subplots( - rows=3, - cols=1, - shared_xaxes=True, - row_width=[1, 1, 4], - vertical_spacing=0.0001, + trade_sells = go.Scattergl( + x=[t.close_date.isoformat() for t in trades], + y=[t.close_rate for t in trades], + mode='markers', + name='trade_sell', + marker=dict( + symbol='square-open', + size=11, + line=dict(width=2), + color='red' + ) ) + # Row 1 fig.append_trace(candles, 1, 1) - fig.append_trace(bb_lower, 1, 1) - fig.append_trace(bb_upper, 1, 1) + + if 'bb_lowerband' in data and 'bb_upperband' in data: + bb_lower = go.Scatter( + x=data.date, + y=data.bb_lowerband, + name='BB lower', + line={'color': "transparent"}, + ) + bb_upper = go.Scatter( + x=data.date, + y=data.bb_upperband, + name='BB upper', + fill="tonexty", + fillcolor="rgba(0,176,246,0.2)", + line={'color': "transparent"}, + ) + fig.append_trace(bb_lower, 1, 1) + fig.append_trace(bb_upper, 1, 1) + + fig = generate_row(fig=fig, row=1, raw_indicators=args.indicators1, data=data) fig.append_trace(buys, 1, 1) fig.append_trace(sells, 1, 1) + fig.append_trace(trade_buys, 1, 1) + fig.append_trace(trade_sells, 1, 1) + + # Row 2 + volume = go.Bar( + x=data['date'], + y=data['volume'], + name='Volume' + ) fig.append_trace(volume, 2, 1) - fig.append_trace(macd, 3, 1) - fig.append_trace(macdsignal, 3, 1) - fig['layout'].update(title=args.pair) - fig['layout']['yaxis1'].update(title='Price') - fig['layout']['yaxis2'].update(title='Volume') - fig['layout']['yaxis3'].update(title='MACD') + # Row 3 + fig = generate_row(fig=fig, row=3, raw_indicators=args.indicators2, data=data) - plot(fig, filename='freqtrade-plot.html') + return fig + + +def generate_row(fig, row, raw_indicators, data) -> tools.make_subplots: + """ + Generator all the indicator selected by the user for a specific row + """ + for indicator in raw_indicators.split(','): + if indicator in data: + scattergl = go.Scattergl( + x=data['date'], + y=data[indicator], + name=indicator + ) + fig.append_trace(scattergl, row, 1) + else: + logger.info( + 'Indicator "%s" ignored. Reason: This indicator is not found ' + 'in your strategy.', + indicator + ) + + return fig def plot_parse_args(args: List[str]) -> Namespace: @@ -160,6 +282,24 @@ def plot_parse_args(args: List[str]) -> Namespace: """ arguments = Arguments(args, 'Graph dataframe') arguments.scripts_options() + arguments.parser.add_argument( + '--indicators1', + help='Set indicators from your strategy you want in the first row of the graph. Separate ' + 'them with a coma. E.g: ema3,ema5 (default: %(default)s)', + type=str, + default='sma,ema3,ema5', + dest='indicators1', + ) + + arguments.parser.add_argument( + '--indicators2', + help='Set indicators from your strategy you want in the third row of the graph. Separate ' + 'them with a coma. E.g: fastd,fastk (default: %(default)s)', + type=str, + default='macd', + dest='indicators2', + ) + arguments.common_args_parser() arguments.optimizer_shared_options(arguments.parser) arguments.backtesting_options(arguments.parser) diff --git a/scripts/plot_profit.py b/scripts/plot_profit.py index 4bf220dd9..803bf71de 100755 --- a/scripts/plot_profit.py +++ b/scripts/plot_profit.py @@ -8,9 +8,12 @@ Mandatory Cli parameters: Optional Cli parameters -c / --config: specify configuration file -s / --strategy: strategy to use ---timerange: specify what timerange of data to use. +-d / --datadir: path to pair backtest data +--timerange: specify what timerange of data to use +--export-filename: Specify where the backtest export is located. """ import logging +import os import sys import json from argparse import Namespace @@ -24,6 +27,7 @@ import plotly.graph_objs as go from freqtrade.arguments import Arguments from freqtrade.configuration import Configuration from freqtrade.analyze import Analyze +from freqtrade import constants import freqtrade.optimize as optimize import freqtrade.misc as misc @@ -33,10 +37,10 @@ logger = logging.getLogger(__name__) # data:: [ pair, profit-%, enter, exit, time, duration] -# data:: ["BTC_ETH", 0.0023975, "1515598200", "1515602100", "2018-01-10 07:30:00+00:00", 65] -def make_profit_array( - data: List, px: int, min_date: int, - interval: int, filter_pairs: Optional[List] = None) -> np.ndarray: +# data:: ["ETH/BTC", 0.0023975, "1515598200", "1515602100", "2018-01-10 07:30:00+00:00", 65] +def make_profit_array(data: List, px: int, min_date: int, + interval: int, + filter_pairs: Optional[List] = None) -> np.ndarray: pg = np.zeros(px) filter_pairs = filter_pairs or [] # Go through the trades @@ -89,7 +93,18 @@ def plot_profit(args: Namespace) -> None: 'Impossible to load the strategy. Please check the file "user_data/strategies/%s.py"', config.get('strategy') ) - exit() + exit(1) + + # Load the profits results + try: + filename = args.exportfilename + with open(filename) as file: + data = json.load(file) + except FileNotFoundError: + logger.critical( + 'File "backtest-result.json" not found. This script require backtesting ' + 'results to run.\nPlease run a backtesting with the parameter --export.') + exit(1) # Take pairs from the cli otherwise switch to the pair in the config file if args.pair: @@ -139,18 +154,7 @@ def plot_profit(args: Namespace) -> None: num += 1 avgclose /= num - # Load the profits results - # And make an profits-growth array - - try: - filename = 'backtest-result.json' - with open(filename) as file: - data = json.load(file) - except FileNotFoundError: - logger.critical('File "backtest-result.json" not found. This script require backtesting ' - 'results to run.\nPlease run a backtesting with the parameter --export.') - exit(0) - + # make an profits-growth array pg = make_profit_array(data, num_iterations, min_date, tick_interval, filter_pairs) # @@ -183,14 +187,15 @@ def plot_profit(args: Namespace) -> None: ) fig.append_trace(pair_profit, 3, 1) - plot(fig, filename='freqtrade-profit-plot.html') + plot(fig, filename=os.path.join('user_data', 'freqtrade-profit-plot.html')) -def define_index(min_date: int, max_date: int, interval: int) -> int: +def define_index(min_date: int, max_date: int, interval: str) -> int: """ Return the index of a specific date """ - return int((max_date - min_date) / (interval * 60)) + interval_minutes = constants.TICKER_INTERVAL_MINUTES[interval] + return int((max_date - min_date) / (interval_minutes * 60)) def plot_parse_args(args: List[str]) -> Namespace: diff --git a/setup.cfg b/setup.cfg index ba065a7c2..473f50639 100644 --- a/setup.cfg +++ b/setup.cfg @@ -2,3 +2,9 @@ #ignore = max-line-length = 100 max-complexity = 12 + +[mypy] +ignore_missing_imports = True + +[mypy-freqtrade.tests.*] +ignore_errors = True diff --git a/setup.py b/setup.py index 4b0635efa..ee6b7ae38 100644 --- a/setup.py +++ b/setup.py @@ -12,7 +12,7 @@ from freqtrade import __version__ setup(name='freqtrade', version=__version__, description='Simple High Frequency Trading Bot for crypto currencies', - url='https://github.com/gcarq/freqtrade', + url='https://github.com/freqtrade/freqtrade', author='gcarq and contributors', author_email='michael.egger@tsn.at', license='GPLv3', @@ -21,7 +21,7 @@ setup(name='freqtrade', setup_requires=['pytest-runner'], tests_require=['pytest', 'pytest-mock', 'pytest-cov'], install_requires=[ - 'python-bittrex', + 'ccxt', 'SQLAlchemy', 'python-telegram-bot', 'arrow', diff --git a/setup.sh b/setup.sh index bdcec7186..a825ca41f 100755 --- a/setup.sh +++ b/setup.sh @@ -2,16 +2,17 @@ #encoding=utf8 function updateenv () { - echo " - ------------------------- - Update your virtual env - ------------------------- - " + echo "-------------------------" + echo "Update your virtual env" + echo "-------------------------" source .env/bin/activate - pip3.6 install --upgrade pip - pip3 install -r requirements.txt --upgrade - pip3 install -r requirements.txt - pip3 install -e . + echo "pip3 install in-progress. Please wait..." + pip3.6 install --quiet --upgrade pip + pip3 install --quiet -r requirements.txt --upgrade + pip3 install --quiet -r requirements.txt + pip3 install --quiet -e . + echo "pip3 install completed" + echo } # Install tab lib @@ -29,10 +30,11 @@ function install_macos () { echo "-------------------------" echo "Install Brew" echo "-------------------------" - echo /usr/bin/ruby -e "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/master/install)" fi brew install python3 wget ta-lib + + test_and_fix_python_on_mac } # Install bot Debian_ubuntu @@ -54,7 +56,6 @@ function reset () { echo "----------------------------" echo "Reset branch and virtual env" echo "----------------------------" - echo if [ "1" == $(git branch -vv |grep -cE "\* develop|\* master") ] then if [ -d ".env" ]; then @@ -77,34 +78,53 @@ function reset () { echo "Reset ignored because you are not on 'master' or 'develop'." fi + echo python3.6 -m venv .env updateenv } +function test_and_fix_python_on_mac() { + + if ! [ -x "$(command -v python3.6)" ] + then + echo "-------------------------" + echo "Fixing Python" + echo "-------------------------" + echo "Python 3.6 is not linked in your system. Fixing it..." + brew link --overwrite python + echo + fi +} + function config_generator () { echo "Starting to generate config.json" - - echo "-------------------------" + echo echo "General configuration" echo "-------------------------" + default_max_trades=3 + read -p "Max open trades: (Default: $default_max_trades) " max_trades + max_trades=${max_trades:-$default_max_trades} + + default_stake_amount=0.05 + read -p "Stake amount: (Default: $default_stake_amount) " stake_amount + stake_amount=${stake_amount:-$default_stake_amount} + + default_stake_currency="BTC" + read -p "Stake currency: (Default: $default_stake_currency) " stake_currency + stake_currency=${stake_currency:-$default_stake_currency} + + default_fiat_currency="USD" + read -p "Fiat currency: (Default: $default_fiat_currency) " fiat_currency + fiat_currency=${fiat_currency:-$default_fiat_currency} + echo - read -p "Max open trades: (Default: 3) " max_trades - - read -p "Stake amount: (Default: 0.05) " stake_amount - - read -p "Stake currency: (Default: BTC) " stake_currency - - read -p "Fiat currency: (Default: USD) " fiat_currency - + echo "Exchange config generator" echo "------------------------" - echo "Bittrex config generator" - echo "------------------------" - echo read -p "Exchange API key: " api_key read -p "Exchange API Secret: " api_secret - echo "-------------------------" + echo echo "Telegram config generator" echo "-------------------------" read -p "Telegram Token: " token @@ -123,6 +143,10 @@ function config_generator () { } function config () { + + echo "-------------------------" + echo "Config file generator" + echo "-------------------------" if [ -f config.json ] then read -p "A config file already exist, do you want to override it [Y/N]? " @@ -136,22 +160,26 @@ function config () { config_generator fi + echo + echo "-------------------------" + echo "Config file generated" + echo "-------------------------" echo "Edit ./config.json to modify Pair and other configurations." + echo } function install () { echo "-------------------------" echo "Install mandatory dependencies" echo "-------------------------" - echo if [ "$(uname -s)" == "Darwin" ] then - echo "- You are on macOS" + echo "macOS detected. Setup for this system in-progress" install_macos elif [ -x "$(command -v apt-get)" ] then - echo "- You are on Debian/Ubuntu" + echo "Debian/Ubuntu detected. Setup for this system in-progress" install_debian else echo "This script does not support your OS." @@ -159,12 +187,13 @@ function install () { echo "Wait 10 seconds to continue the next install steps or use ctrl+c to interrupt this shell." sleep 10 fi + echo reset - echo " - - Install complete. - " config - echo "You can now use the bot by executing 'source .env/bin/activate; python3 freqtrade/main.py'." + echo "-------------------------" + echo "Run the bot" + echo "-------------------------" + echo "You can now use the bot by executing 'source .env/bin/activate; python3.6 freqtrade/main.py'." } function plot () { diff --git a/ta-lib-0.4.0-src.tar.gz b/ta-lib-0.4.0-src.tar.gz new file mode 100644 index 000000000..b79b70b25 Binary files /dev/null and b/ta-lib-0.4.0-src.tar.gz differ diff --git a/user_data/backtest_data/.gitkeep b/user_data/backtest_data/.gitkeep new file mode 100644 index 000000000..e69de29bb diff --git a/user_data/hyperopt_conf.py b/user_data/hyperopt_conf.py index 8e044e549..c3a6e2a29 100644 --- a/user_data/hyperopt_conf.py +++ b/user_data/hyperopt_conf.py @@ -25,17 +25,18 @@ def hyperopt_optimize_conf() -> dict: "ask_last_balance": 0.0 }, "exchange": { + "name": "bittrex", "pair_whitelist": [ - "BTC_ETH", - "BTC_LTC", - "BTC_ETC", - "BTC_DASH", - "BTC_ZEC", - "BTC_XLM", - "BTC_NXT", - "BTC_POWR", - "BTC_ADA", - "BTC_XMR" + "ETH/BTC", + "LTC/BTC", + "ETC/BTC", + "DASH/BTC", + "ZEC/BTC", + "XLM/BTC", + "NXT/BTC", + "POWR/BTC", + "ADA/BTC", + "XMR/BTC" ] } } diff --git a/user_data/strategies/test_strategy.py b/user_data/strategies/test_strategy.py index 4ba1dbe17..34f496e38 100644 --- a/user_data/strategies/test_strategy.py +++ b/user_data/strategies/test_strategy.py @@ -14,7 +14,7 @@ import numpy # noqa class TestStrategy(IStrategy): """ This is a test strategy to inspire you. - More information in https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md + More information in https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md You can: - Rename the class name (Do not forget to update class_name) @@ -41,7 +41,7 @@ class TestStrategy(IStrategy): stoploss = -0.10 # Optimal ticker interval for the strategy - ticker_interval = 5 + ticker_interval = '5m' def populate_indicators(self, dataframe: DataFrame) -> DataFrame: """