Merge pull request #1 from freqtrade/develop

Updating from freqtrade/freqtrade
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nullart 2018-06-11 14:59:30 +08:00 committed by GitHub
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128 changed files with 4603 additions and 2824 deletions

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@ -4,3 +4,12 @@ Dockerfile
.dockerignore .dockerignore
config.json* config.json*
*.sqlite *.sqlite
.coveragerc
.eggs
.github
.pylintrc
.travis.yml
CONTRIBUTING.md
MANIFEST.in
README.md
freqtrade.service

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@ -1,6 +1,6 @@
## Step 1: Have you search for this issue before posting it? ## 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. If it hasn't been reported, please create a new issue.
## Step 2: Describe your environment ## Step 2: Describe your environment

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@ -1,5 +1,5 @@
Thank you for sending your pull request. But first, have you included 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 ## Summary
Explain in one sentence the goal of this PR Explain in one sentence the goal of this PR

4
.gitignore vendored
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@ -1,13 +1,14 @@
# Freqtrade rules # Freqtrade rules
freqtrade/tests/testdata/*.json freqtrade/tests/testdata/*.json
hyperopt_conf.py hyperopt_conf.py
config.json config*.json
*.sqlite *.sqlite
.hyperopt .hyperopt
logfile.txt logfile.txt
hyperopt_trials.pickle hyperopt_trials.pickle
user_data/ user_data/
freqtrade-plot.html freqtrade-plot.html
freqtrade-profit-plot.html
# Byte-compiled / optimized / DLL files # Byte-compiled / optimized / DLL files
__pycache__/ __pycache__/
@ -90,3 +91,4 @@ target/
.vscode .vscode
.pytest_cache/ .pytest_cache/
.mypy_cache/

4
.pyup.yml Normal file
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@ -0,0 +1,4 @@
# autogenerated pyup.io config file
# see https://pyup.io/docs/configuration/ for all available options
schedule: every day

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@ -13,21 +13,22 @@ addons:
install: install:
- ./install_ta-lib.sh - ./install_ta-lib.sh
- export LD_LIBRARY_PATH=/usr/local/lib:$LD_LIBRARY_PATH - export LD_LIBRARY_PATH=/usr/local/lib:$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 -r requirements.txt
- pip install -e . - pip install -e .
jobs: jobs:
include: include:
- script: pytest --cov=freqtrade --cov-config=.coveragerc freqtrade/tests/ - script:
- pytest --cov=freqtrade --cov-config=.coveragerc freqtrade/tests/
- coveralls
- script: - script:
- cp config.json.example config.json - cp config.json.example config.json
- python freqtrade/main.py backtesting - python freqtrade/main.py --datadir freqtrade/tests/testdata backtesting
- script: - script:
- cp config.json.example config.json - 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 - script: flake8 freqtrade
after_success: - script: mypy freqtrade
- coveralls
notifications: notifications:
slack: slack:
secure: 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 secure: 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@ -7,7 +7,7 @@ Feel like our bot is missing a feature? We welcome your pull requests! Few point
conformant (max-line-length = 100). conformant (max-line-length = 100).
If you are unsure, discuss the feature on our [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE) 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:** **Before sending the PR:**
@ -42,4 +42,16 @@ pip3.6 install flake8 coveralls
flake8 freqtrade 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
```

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@ -1,14 +1,14 @@
# freqtrade # freqtrade
[![Build Status](https://travis-ci.org/gcarq/freqtrade.svg?branch=develop)](https://travis-ci.org/gcarq/freqtrade) [![Build Status](https://travis-ci.org/freqtrade/freqtrade.svg?branch=develop)](https://travis-ci.org/freqtrade/freqtrade)
[![Coverage Status](https://coveralls.io/repos/github/gcarq/freqtrade/badge.svg?branch=develop&service=github)](https://coveralls.io/github/gcarq/freqtrade?branch=develop) [![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/gcarq/freqtrade/maintainability) [![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 Simple High frequency trading bot for crypto currencies designed to
support multi exchanges and be controlled via Telegram. 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 ## Disclaimer
This software is for educational purposes only. Do not risk money which 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 ## Table of Contents
- [Features](#features) - [Features](#features)
- [Quick start](#quick-start) - [Quick start](#quick-start)
- [Documentations](https://github.com/gcarq/freqtrade/blob/develop/docs/index.md) - [Documentations](https://github.com/freqtrade/freqtrade/blob/develop/docs/index.md)
- [Installation](https://github.com/gcarq/freqtrade/blob/develop/docs/installation.md) - [Installation](https://github.com/freqtrade/freqtrade/blob/develop/docs/installation.md)
- [Configuration](https://github.com/gcarq/freqtrade/blob/develop/docs/configuration.md) - [Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md)
- [Strategy Optimization](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md) - [Strategy Optimization](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md)
- [Backtesting](https://github.com/gcarq/freqtrade/blob/develop/docs/backtesting.md) - [Backtesting](https://github.com/freqtrade/freqtrade/blob/develop/docs/backtesting.md)
- [Hyperopt](https://github.com/gcarq/freqtrade/blob/develop/docs/hyperopt.md) - [Hyperopt](https://github.com/freqtrade/freqtrade/blob/develop/docs/hyperopt.md)
- [Support](#support) - [Support](#support)
- [Help](#help--slack) - [Help](#help--slack)
- [Bugs](#bugs--issues) - [Bugs](#bugs--issues)
@ -56,29 +56,24 @@ Windows, macOS and Linux
- [x] **Persistence**: Persistence is achieved through sqlite - [x] **Persistence**: Persistence is achieved through sqlite
- [x] **Dry-run**: Run the bot without playing money. - [x] **Dry-run**: Run the bot without playing money.
- [x] **Backtesting**: Run a simulation of your buy/sell strategy. - [x] **Backtesting**: Run a simulation of your buy/sell strategy.
- [x] **Strategy Optimization**: Optimize your buy/sell strategy - [x] **Strategy Optimization by machine learning**: Use machine learning to optimize your buy/sell
parameters with Hyperopts. strategy parameters with real exchange data.
- [x] **Whitelist crypto-currencies**: Select which crypto-currency you - [x] **Whitelist crypto-currencies**: Select which crypto-currency you want to trade.
want to trade. - [x] **Blacklist crypto-currencies**: Select which crypto-currency you want to avoid.
- [x] **Blacklist crypto-currencies**: Select which crypto-currency you
want to avoid.
- [x] **Manageable via Telegram**: Manage the bot with Telegram - [x] **Manageable via Telegram**: Manage the bot with Telegram
- [x] **Display profit/loss in fiat**: Display your profit/loss in - [x] **Display profit/loss in fiat**: Display your profit/loss in 33 fiat.
33 fiat. - [x] **Daily summary of profit/loss**: Provide a daily summary of your profit/loss.
- [x] **Daily summary of profit/loss**: Provide a daily summary - [x] **Performance status report**: Provide a performance status of your current trades.
of your profit/loss.
- [x] **Performance status report**: Provide a performance status of
your current trades.
### Exchange supported ### Exchange marketplaces supported
- [x] Bittrex - [X] [Bittrex](https://bittrex.com/)
- [ ] Binance - [X] [Binance](https://www.binance.com/)
- [ ] Others - [ ] [113 others to tests](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
## Quick start ## Quick start
This quick start section is a very short explanation on how to test the 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 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. to ensure you understand how the bot is working.
### Easy installation ### Easy installation
@ -92,7 +87,7 @@ The following steps are made for Linux/MacOS environment
**1. Clone the repo** **1. Clone the repo**
```bash ```bash
git clone git@github.com:gcarq/freqtrade.git git clone git@github.com:freqtrade/freqtrade.git
git checkout develop git checkout develop
cd freqtrade 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. 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). - [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 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 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 ensure you follow the template guide so that our team can assist you as
quickly as possible. 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, 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 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 and ensure you follow the template guide so that it does not get lost
in the bug reports. 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! Feel like our bot is missing a feature? We welcome your pull requests!
Please read our 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. to understand the requirements before sending your pull-requests.
**Important:** Always create your PR against the `develop` branch, not **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 ### Bot commands
```bash ```bash
usage: main.py [-h] [-v] [--version] [-c PATH] [--dry-run-db] [--datadir PATH] usage: main.py [-h] [-v] [--version] [-c PATH] [-d PATH] [-s NAME]
[--dynamic-whitelist [INT]] [--strategy-path PATH] [--dynamic-whitelist [INT]]
[--dry-run-db]
{backtesting,hyperopt} ... {backtesting,hyperopt} ...
Simple High Frequency Trading Bot for crypto currencies Simple High Frequency Trading Bot for crypto currencies
@ -161,23 +157,28 @@ optional arguments:
--version show program's version number and exit --version show program's version number and exit
-c PATH, --config PATH -c PATH, --config PATH
specify configuration file (default: config.json) specify configuration file (default: config.json)
--dry-run-db Force dry run to use a local DB -d PATH, --datadir PATH
"tradesv3.dry_run.sqlite" instead of memory DB. Work path to backtest data (default:
only if dry_run is enabled. freqtrade/tests/testdata
--datadir PATH path to backtest data (default freqdata/tests/testdata -s NAME, --strategy NAME
specify strategy class name (default: DefaultStrategy)
--strategy-path PATH specify additional strategy lookup path
--dynamic-whitelist [INT] --dynamic-whitelist [INT]
dynamically generate and update whitelist based on 24h dynamically generate and update whitelist based on 24h
BaseVolume (Default 20 currencies) 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: More details on:
- [How to run the bot](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#bot-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/gcarq/freqtrade/blob/develop/docs/bot-usage.md#backtesting-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/gcarq/freqtrade/blob/develop/docs/bot-usage.md#hyperopt-commands) - [How to use Hyperopt](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#hyperopt-commands)
### Telegram RPC commands ### Telegram RPC commands
Telegram is not mandatory. However, this is a great way to control your Telegram is not mandatory. However, this is a great way to control your
bot. More details on our 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 - `/start`: Starts the trader
- `/stop`: Stops the trader - `/stop`: Stops the trader

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@ -3,6 +3,7 @@
"stake_currency": "BTC", "stake_currency": "BTC",
"stake_amount": 0.05, "stake_amount": 0.05,
"fiat_display_currency": "USD", "fiat_display_currency": "USD",
"ticker_interval" : "5m",
"dry_run": false, "dry_run": false,
"unfilledtimeout": 600, "unfilledtimeout": 600,
"bid_strategy": { "bid_strategy": {
@ -13,19 +14,19 @@
"key": "your_exchange_key", "key": "your_exchange_key",
"secret": "your_exchange_secret", "secret": "your_exchange_secret",
"pair_whitelist": [ "pair_whitelist": [
"BTC_ETH", "ETH/BTC",
"BTC_LTC", "LTC/BTC",
"BTC_ETC", "ETC/BTC",
"BTC_DASH", "DASH/BTC",
"BTC_ZEC", "ZEC/BTC",
"BTC_XLM", "XLM/BTC",
"BTC_NXT", "NXT/BTC",
"BTC_POWR", "POWR/BTC",
"BTC_ADA", "ADA/BTC",
"BTC_XMR" "XMR/BTC"
], ],
"pair_blacklist": [ "pair_blacklist": [
"BTC_DOGE" "DOGE/BTC"
] ]
}, },
"experimental": { "experimental": {

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@ -4,7 +4,7 @@
"stake_amount": 0.05, "stake_amount": 0.05,
"fiat_display_currency": "USD", "fiat_display_currency": "USD",
"dry_run": false, "dry_run": false,
"ticker_interval": 5, "ticker_interval": "5m",
"minimal_roi": { "minimal_roi": {
"40": 0.0, "40": 0.0,
"30": 0.01, "30": 0.01,
@ -21,19 +21,19 @@
"key": "your_exchange_key", "key": "your_exchange_key",
"secret": "your_exchange_secret", "secret": "your_exchange_secret",
"pair_whitelist": [ "pair_whitelist": [
"BTC_ETH", "ETH/BTC",
"BTC_LTC", "LTC/BTC",
"BTC_ETC", "ETC/BTC",
"BTC_DASH", "DASH/BTC",
"BTC_ZEC", "ZEC/BTC",
"BTC_XLM", "XLM/BTC",
"BTC_NXT", "NXT/BTC",
"BTC_POWR", "POWR/BTC",
"BTC_ADA", "ADA/BTC",
"BTC_XMR" "XMR/BTC"
], ],
"pair_blacklist": [ "pair_blacklist": [
"BTC_DOGE" "DOGE/BTC"
] ]
}, },
"experimental": { "experimental": {
@ -45,6 +45,7 @@
"token": "your_telegram_token", "token": "your_telegram_token",
"chat_id": "your_telegram_chat_id" "chat_id": "your_telegram_chat_id"
}, },
"db_url": "sqlite:///tradesv3.sqlite",
"initial_state": "running", "initial_state": "running",
"internals": { "internals": {
"process_throttle_secs": 5 "process_throttle_secs": 5

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@ -14,7 +14,7 @@ real data. This is what we call
Backtesting will use the crypto-currencies (pair) from your config file Backtesting will use the crypto-currencies (pair) from your config file
and load static tickers located in 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 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 already in the `testdata` folder, backtesting will download them
automatically. Testdata files will not be updated until you specify it. 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** **With 1 min tickers**
```bash ```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 ```bash
python3 ./freqtrade/main.py backtesting --realistic-simulation --refresh-pairs-cached 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** **With a (custom) strategy file**
```bash ```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** **Exporting trades to file**
```bash ```bash
python3 ./freqtrade/main.py backtesting --export trades 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** **Running backtest with smaller testset**
Use the `--timerange` argument to change how much of the testset Use the `--timerange` argument to change how much of the testset
you want to use. The last N ticks/timeframes will be used. 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 last 123 tickframes of data: `--timerange=-123`
- Use first 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 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: **Downloading new set of ticker data**
- `--timerange=-20180131` To download new set of backtesting ticker data, you can use a download script.
- `--timerange=20180101-`
- `--timerange=20180101-20181231`
If you are using Binance for example:
**Update testdata directory** - create a folder `user_data/data/binance` and copy `pairs.json` in that folder.
To update your testdata directory, or download into another testdata directory: - update the `pairs.json` to contain the currency pairs you are interested in.
```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
```bash ```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 Then run:
into the current working directory.
```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 For help about backtesting usage, please refer to
@ -117,16 +131,16 @@ A backtesting result will look like that:
====================== BACKTESTING REPORT ================================ ====================== BACKTESTING REPORT ================================
pair buy count avg profit % total profit BTC avg duration pair buy count avg profit % total profit BTC avg duration
-------- ----------- -------------- ------------------ -------------- -------- ----------- -------------- ------------------ --------------
BTC_ETH 56 -0.67 -0.00075455 62.3 ETH/BTC 56 -0.67 -0.00075455 62.3
BTC_LTC 38 -0.48 -0.00036315 57.9 LTC/BTC 38 -0.48 -0.00036315 57.9
BTC_ETC 42 -1.15 -0.00096469 67.0 ETC/BTC 42 -1.15 -0.00096469 67.0
BTC_DASH 72 -0.62 -0.00089368 39.9 DASH/BTC 72 -0.62 -0.00089368 39.9
BTC_ZEC 45 -0.46 -0.00041387 63.2 ZEC/BTC 45 -0.46 -0.00041387 63.2
BTC_XLM 24 -0.88 -0.00041846 47.7 XLM/BTC 24 -0.88 -0.00041846 47.7
BTC_NXT 24 0.68 0.00031833 40.2 NXT/BTC 24 0.68 0.00031833 40.2
BTC_POWR 35 0.98 0.00064887 45.3 POWR/BTC 35 0.98 0.00064887 45.3
BTC_ADA 43 -0.39 -0.00032292 55.0 ADA/BTC 43 -0.39 -0.00032292 55.0
BTC_XMR 40 -0.40 -0.00032181 47.4 XMR/BTC 40 -0.40 -0.00032181 47.4
TOTAL 419 -0.41 -0.00348593 52.9 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 ## Next step
Great, your strategy is profitable. What if the bot can give your the Great, your strategy is profitable. What if the bot can give your the
optimal parameters to use for your strategy? 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)

View File

@ -1,8 +1,10 @@
# Bot Optimization # 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 ## Table of Contents
- [Install a custom strategy file](#install-a-custom-strategy-file) - [Install a custom strategy file](#install-a-custom-strategy-file)
- [Customize your strategy](#change-your-strategy) - [Customize your strategy](#change-your-strategy)
- [Add more Indicator](#add-more-indicator) - [Add more Indicator](#add-more-indicator)
@ -11,10 +13,12 @@ indicators.
Since the version `0.16.0` the bot allows using custom strategy file. Since the version `0.16.0` the bot allows using custom strategy file.
## Install a custom strategy file ## Install a custom strategy file
This is very simple. Copy paste your strategy file into the folder
This is very simple. Copy paste your strategy file into the folder
`user_data/strategies`. `user_data/strategies`.
Let assume you have a class called `AwesomeStrategy` in the file `awesome-strategy.py`: Let assume you have a class called `AwesomeStrategy` in the file `awesome-strategy.py`:
1. Move your file into `user_data/strategies` (you should have `user_data/strategies/awesome-strategy.py` 1. Move your file into `user_data/strategies` (you should have `user_data/strategies/awesome-strategy.py`
2. Start the bot with the param `--strategy AwesomeStrategy` (the parameter is the class name) 2. Start the bot with the param `--strategy AwesomeStrategy` (the parameter is the class name)
@ -23,12 +27,14 @@ python3 ./freqtrade/main.py --strategy AwesomeStrategy
``` ```
## Change your strategy ## Change your strategy
The bot includes a default strategy file. However, we recommend you to
The bot includes a default strategy file. However, we recommend you to
use your own file to not have to lose your parameters every time the default use your own file to not have to lose your parameters every time the default
strategy file will be updated on Github. Put your custom strategy file strategy file will be updated on Github. Put your custom strategy file
into the folder `user_data/strategies`. into the folder `user_data/strategies`.
A strategy file contains all the information needed to build a good strategy: A strategy file contains all the information needed to build a good strategy:
- Buy strategy rules - Buy strategy rules
- Sell strategy rules - Sell strategy rules
- Minimal ROI recommended - Minimal ROI recommended
@ -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`. 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` You can test it with the parameter: `--strategy TestStrategy`
```bash ``` bash
python3 ./freqtrade/main.py --strategy AwesomeStrategy python3 ./freqtrade/main.py --strategy AwesomeStrategy
``` ```
### Specify custom strategy location ### Specify custom strategy location
If you want to use a strategy from a different folder you can pass `--strategy-path` If you want to use a strategy from a different folder you can pass `--strategy-path`
```bash ```bash
python3 ./freqtrade/main.py --strategy AwesomeStrategy --strategy-path /some/folder 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.** file as reference.**
### Buy strategy ### Buy strategy
Edit the method `populate_buy_trend()` into your strategy file to
Edit the method `populate_buy_trend()` into your strategy file to
update your buy strategy. update your buy strategy.
Sample from `user_data/strategies/test_strategy.py`: Sample from `user_data/strategies/test_strategy.py`:
```python ```python
def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame: def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
""" """
@ -76,10 +85,11 @@ def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
``` ```
### Sell strategy ### Sell strategy
Edit the method `populate_sell_trend()` into your strategy file to
update your sell strategy.
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 ```python
def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame: def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
""" """
@ -98,11 +108,13 @@ def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
``` ```
## Add more Indicator ## Add more Indicator
As you have seen, buy and sell strategies need indicators. You can add
As you have seen, buy and sell strategies need indicators. You can add
more indicators by extending the list contained in more indicators by extending the list contained in
the method `populate_indicators()` from your strategy file. the method `populate_indicators()` from your strategy file.
Sample: Sample:
```python ```python
def populate_indicators(dataframe: DataFrame) -> DataFrame: def populate_indicators(dataframe: DataFrame) -> DataFrame:
""" """
@ -137,16 +149,25 @@ def populate_indicators(dataframe: DataFrame) -> DataFrame:
return dataframe return dataframe
``` ```
**Want more indicators example?** ### Want more indicator examples
Look into the [user_data/strategies/test_strategy.py](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py).
Look into the [user_data/strategies/test_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py).
Then uncomment indicators you need. Then uncomment indicators you need.
### Where is the default strategy? ### Where is the default strategy?
The default buy strategy is located in the file
[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 ## 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).

View File

@ -9,9 +9,10 @@ it.
## Bot commands ## Bot commands
``` ```
usage: main.py [-h] [-c PATH] [-v] [--version] [--dynamic-whitelist [INT]] usage: freqtrade [-h] [-v] [--version] [-c PATH] [-d PATH] [-s NAME]
[--dry-run-db] [--strategy-path PATH] [--dynamic-whitelist [INT]]
{backtesting,hyperopt} ... [--db-url PATH]
{backtesting,hyperopt} ...
Simple High Frequency Trading Bot for crypto currencies Simple High Frequency Trading Bot for crypto currencies
@ -26,17 +27,17 @@ optional arguments:
--version show program's version number and exit --version show program's version number and exit
-c PATH, --config PATH -c PATH, --config PATH
specify configuration file (default: config.json) specify configuration file (default: config.json)
-d PATH, --datadir PATH
path to backtest data
-s NAME, --strategy NAME -s NAME, --strategy NAME
specify strategy class name (default: DefaultStrategy) specify strategy class name (default: DefaultStrategy)
--strategy-path PATH specify additional strategy lookup path --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] --dynamic-whitelist [INT]
dynamically generate and update whitelist based on 24h 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? ### 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 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). 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? ### How to use --strategy-path?
This parameter allows you to add an additional strategy lookup path, which gets 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 negative value (e.g -2), `--dynamic-whitelist` will use the default
value (20). 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 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 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 using `--db-url`. This can also be used to specify a custom database
`tradesv3.dry_run.sqlite` in production mode. Example command:
```bash ```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`. Backtesting also uses the config specified via `-c/--config`.
``` ```
usage: freqtrade backtesting [-h] [-l] [-i INT] [--realistic-simulation] usage: main.py backtesting [-h] [-i TICKER_INTERVAL] [--realistic-simulation]
[-r] [--timerange TIMERANGE] [-l] [-r] [--export EXPORT]
[--export-filename EXPORTFILENAME]
optional arguments: optional arguments:
-h, --help show this help message and exit -h, --help show this help message and exit
-l, --live using live data -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
-i INT, --ticker-interval INT specify ticker interval (1m, 5m, 30m, 1h, 1d)
specify ticker interval in minutes (default: 5)
--realistic-simulation --realistic-simulation
uses max_open_trades from config to simulate real uses max_open_trades from config to simulate real
world limitations world limitations
--timerange TIMERANGE
specify what timerange of data to use.
-l, --live using live data
-r, --refresh-pairs-cached -r, --refresh-pairs-cached
refresh the pairs files in tests/testdata with refresh the pairs files in tests/testdata with the
the latest data from Bittrex. Use it if you want latest data from the exchange. Use it if you want to
to run your backtesting with up-to-date data. 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? ### 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`. 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: optional arguments:
-h, --help show this help message and exit -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) -e INT, --epochs INT specify number of epochs (default: 100)
--use-mongodb parallelize evaluations with mongodb (requires mongod --use-mongodb parallelize evaluations with mongodb (requires mongod
in PATH) 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? ## A parameter missing in the configuration?
All parameters for `main.py`, `backtesting`, `hyperopt` are referenced 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 ## Next step
The optimal strategy of the bot will change with time depending of the The optimal strategy of the bot will change with time depending of the
market trends. The next step is to 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).

View File

@ -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. | `max_open_trades` | 3 | Yes | Number of trades open your bot will have.
| `stake_currency` | BTC | Yes | Crypto-currency used for trading. | `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. | `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. | `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. | `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. | `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. | `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. | `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. | `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.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.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. | `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.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.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`. | `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. | `initial_state` | running | No | Defines the initial application state. More information below.
| `strategy` | DefaultStrategy | No | Defines Strategy class to use. | `strategy` | DefaultStrategy | No | Defines Strategy class to use.
| `strategy_path` | null | No | Adds an additional strategy lookup path (must be a folder). | `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. | `internals.process_throttle_secs` | 5 | Yes | Set the process throttle. Value in second.
The definition of each config parameters is in 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 ### Understand minimal_roi
`minimal_roi` is a JSON object where the key is a duration `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`) Possible values are `running` or `stopped`. (default=`running`)
If the value is `stopped` the bot has to be started with `/start` first. 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 ### Understand ask_last_balance
`ask_last_balance` sets the bidding price. Value `0.0` will use `ask` price, `1.0` will `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 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 price. Using `ask` price will guarantee quick success in bid, but bot will also
end up paying more then would probably have been necessary. 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? ### What values for fiat_display_currency?
`fiat_display_currency` set the fiat to use for the conversion form coin to fiat in Telegram. `fiat_display_currency` set the base currency to use for the conversion from 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". 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 ## Switch to dry-run mode
We recommend starting the bot in dry-run mode to see how your bot will 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: ### To switch your bot in Dry-run mode:
1. Edit your `config.json` file 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 ```json
"dry_run": true, "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 ```json
"exchange": { "exchange": {
"name": "bittrex", "name": "bittrex",
@ -117,24 +139,23 @@ you run it in production mode.
### To switch your bot in production mode: ### To switch your bot in production mode:
1. Edit your `config.json` file 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 ```json
"dry_run": false, "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 ```json
"exchange": { "exchange": {
"name": "bittrex", "name": "bittrex",
"key": "af8ddd35195e9dc500b9a6f799f6f5c93d89193b", "key": "af8ddd35195e9dc500b9a6f799f6f5c93d89193b",
"secret": "08a9dc6db3d7b53e1acebd9275677f4b0a04f1a5", "secret": "08a9dc6db3d7b53e1acebd9275677f4b0a04f1a5",
... ...
} }
``` ```
If you have not your Bittrex API key yet, 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 ## Next step
Now you have configured your config.json, the next step is to 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).

View File

@ -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 #### I want to improve the bot with a new strategy
That's great. We have a nice backtesting and hyperoptimizing setup. See 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 #### Is there a setting to only SELL the coins being held and not
perform anymore BUYS? perform anymore BUYS?

View File

@ -14,13 +14,13 @@ parameters with Hyperopt.
## Prepare Hyperopt ## Prepare Hyperopt
Before we start digging in Hyperopt, we recommend you to take a look at 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 ### 1. Configure your Guards and Triggers
There are two places you need to change in your strategy file to add a There are two places you need to change in your strategy file to add a
new buy strategy for testing: 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 [populate_buy_trend()](https://github.com/freqtrade/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 [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. There you have two different type of indicators: 1. `guards` and 2.
`triggers`. `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. testing your strategy with different configurations.
The Hyperopt configuration is located in 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 ## Advanced notions
### Understand the Guards and Triggers ### Understand the Guards and Triggers
When you need to add the new guards and triggers to be hyperopt 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. 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 ## Next step
Now you have a perfect bot and want to control it from Telegram. Your 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).

View File

@ -6,27 +6,27 @@ Pull-request. Do not hesitate to reach us on
if you do not find the answer to your questions. if you do not find the answer to your questions.
## Table of Contents ## Table of Contents
- [Pre-requisite](https://github.com/gcarq/freqtrade/blob/develop/docs/pre-requisite.md) - [Pre-requisite](https://github.com/freqtrade/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 Bittrex account](https://github.com/freqtrade/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) - [Setup your Telegram bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/pre-requisite.md#setup-your-telegram-bot)
- [Bot Installation](https://github.com/gcarq/freqtrade/blob/develop/docs/installation.md) - [Bot Installation](https://github.com/freqtrade/freqtrade/blob/develop/docs/installation.md)
- [Install with Docker (all platforms)](https://github.com/gcarq/freqtrade/blob/develop/docs/installation.md#docker) - [Install with Docker (all platforms)](https://github.com/freqtrade/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 Linux Ubuntu](https://github.com/freqtrade/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 MacOS](https://github.com/freqtrade/freqtrade/blob/develop/docs/installation.md#23-macos-installation)
- [Install on Windows](https://github.com/gcarq/freqtrade/blob/develop/docs/installation.md#windows) - [Install on Windows](https://github.com/freqtrade/freqtrade/blob/develop/docs/installation.md#windows)
- [Bot Configuration](https://github.com/gcarq/freqtrade/blob/develop/docs/configuration.md) - [Bot Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md)
- [Bot usage (Start your bot)](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md) - [Bot usage (Start your bot)](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md)
- [Bot commands](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#bot-commands) - [Bot commands](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#bot-commands)
- [Backtesting commands](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#backtesting-commands) - [Backtesting commands](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#backtesting-commands)
- [Hyperopt commands](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#hyperopt-commands) - [Hyperopt commands](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#hyperopt-commands)
- [Bot Optimization](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md) - [Bot Optimization](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md)
- [Change your strategy](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md#change-your-strategy) - [Change your strategy](https://github.com/freqtrade/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) - [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/gcarq/freqtrade/blob/develop/docs/backtesting.md) - [Test your strategy with Backtesting](https://github.com/freqtrade/freqtrade/blob/develop/docs/backtesting.md)
- [Find optimal parameters with Hyperopt](https://github.com/gcarq/freqtrade/blob/develop/docs/hyperopt.md) - [Find optimal parameters with Hyperopt](https://github.com/freqtrade/freqtrade/blob/develop/docs/hyperopt.md)
- [Control the bot with telegram](https://github.com/gcarq/freqtrade/blob/develop/docs/telegram-usage.md) - [Control the bot with telegram](https://github.com/freqtrade/freqtrade/blob/develop/docs/telegram-usage.md)
- [Contribute to the project](https://github.com/gcarq/freqtrade/blob/develop/CONTRIBUTING.md) - [Contribute to the project](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md)
- [How to contribute](https://github.com/gcarq/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/gcarq/freqtrade/blob/develop/CONTRIBUTING.md) - [Run tests & Check PEP8 compliance](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md)
- [FAQ](https://github.com/gcarq/freqtrade/blob/develop/docs/faq.md) - [FAQ](https://github.com/freqtrade/freqtrade/blob/develop/docs/faq.md)
- [SQL cheatsheet](https://github.com/gcarq/freqtrade/blob/develop/docs/sql_cheatsheet.md) - [SQL cheatsheet](https://github.com/freqtrade/freqtrade/blob/develop/docs/sql_cheatsheet.md)

View File

@ -2,7 +2,7 @@
This page explains how to prepare your environment for running the bot. 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 ## Table of Contents
@ -15,7 +15,6 @@ To understand how to set up the bot please read the [Bot Configuration](https://
- [MacOS](#macos) - [MacOS](#macos)
- [Setup Config and virtual env](#setup-config-and-virtual-env) - [Setup Config and virtual env](#setup-config-and-virtual-env)
* [Windows](#windows) * [Windows](#windows)
<!-- /TOC --> <!-- /TOC -->
@ -35,7 +34,9 @@ usage:
``` ```
### --install ### --install
This script will install everything you need to run the bot: This script will install everything you need to run the bot:
* Mandatory software as: `Python3`, `ta-lib`, `wget` * Mandatory software as: `Python3`, `ta-lib`, `wget`
* Setup your virtualenv * Setup your virtualenv
* Configure your `config.json` file * Configure your `config.json` file
@ -43,12 +44,15 @@ This script will install everything you need to run the bot:
This script is a combination of `install script` `--reset`, `--config` This script is a combination of `install script` `--reset`, `--config`
### --update ### --update
Update parameter will pull the last version of your current branch and update your virtualenv. Update parameter will pull the last version of your current branch and update your virtualenv.
### --reset ### --reset
Reset parameter will hard reset your branch (only if you are on `master` or `develop`) and recreate your virtualenv. Reset parameter will hard reset your branch (only if you are on `master` or `develop`) and recreate your virtualenv.
### --config ### --config
Config parameter is a `config.json` configurator. This script will ask you questions to setup your bot and create your `config.json`. Config parameter is a `config.json` configurator. This script will ask you questions to setup your bot and create your `config.json`.
------ ------
@ -63,13 +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. Once you have Docker installed, simply create the config file (e.g. `config.json`) and then create a Docker image for `freqtrade` using the Dockerfile in this repo.
### 1. Prepare the Bot ### 1. Prepare the Bot
#### 1.1. Clone the git repository #### 1.1. Clone the git repository
```bash ```bash
git clone https://github.com/gcarq/freqtrade.git git clone https://github.com/freqtrade/freqtrade.git
``` ```
#### 1.2. (Optional) Checkout the develop branch #### 1.2. (Optional) Checkout the develop branch
@ -90,21 +93,22 @@ cd freqtrade
cp -n config.json.example config.json 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)* #### 1.5. Create your database file *(optional - the bot will create it if it is missing)*
Production Production
```bash ```bash
touch tradesv3.sqlite touch tradesv3.sqlite
```` ````
Dry-Run Dry-Run
```bash ```bash
touch tradesv3.dryrun.sqlite touch tradesv3.dryrun.sqlite
``` ```
### 2. Build the Docker image ### 2. Build the Docker image
```bash ```bash
@ -114,7 +118,6 @@ docker build -t freqtrade .
For security reasons, your configuration file will not be included in the image, you will need to bind mount it. It is also advised to bind mount an SQLite database file (see the "5. Run a restartable docker image" section) to keep it between updates. For security reasons, your configuration file will not be included in the image, you will need to bind mount it. It is also advised to bind mount an SQLite database file (see the "5. Run a restartable docker image" section) to keep it between updates.
### 3. Verify the Docker image ### 3. Verify the Docker image
After the build process you can verify that the image was created with: After the build process you can verify that the image was created with:
@ -123,7 +126,6 @@ After the build process you can verify that the image was created with:
docker images docker images
``` ```
### 4. Run the Docker image ### 4. Run the Docker image
You can run a one-off container that is immediately deleted upon exiting with the following command (`config.json` must be in the current working directory): You can run a one-off container that is immediately deleted upon exiting with the following command (`config.json` must be in the current working directory):
@ -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 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 ### 5. Run a restartable docker image
@ -155,10 +164,11 @@ docker run -d \
-v /etc/localtime:/etc/localtime:ro \ -v /etc/localtime:/etc/localtime:ro \
-v ~/.freqtrade/config.json:/freqtrade/config.json \ -v ~/.freqtrade/config.json:/freqtrade/config.json \
-v ~/.freqtrade/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \ -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 ### 6. Monitor your Docker instance
@ -183,13 +193,13 @@ We've included/collected install instructions for Ubuntu 16.04, MacOS, and Windo
### Requirements ### Requirements
Click each one for install guide: Click each one for install guide:
* [Python 3.6.x](http://docs.python-guide.org/en/latest/starting/installation/), note the bot was not tested on Python >= 3.7.x * [Python 3.6.x](http://docs.python-guide.org/en/latest/starting/installation/), note the bot was not tested on Python >= 3.7.x
* [pip](https://pip.pypa.io/en/stable/installing/) * [pip](https://pip.pypa.io/en/stable/installing/)
* [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git) * [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
* [virtualenv](https://virtualenv.pypa.io/en/stable/installation/) (Recommended) * [virtualenv](https://virtualenv.pypa.io/en/stable/installation/) (Recommended)
* [TA-Lib](https://mrjbq7.github.io/ta-lib/install.html) * [TA-Lib](https://mrjbq7.github.io/ta-lib/install.html)
### Linux - Ubuntu 16.04 ### Linux - Ubuntu 16.04
#### 1. Install Python 3.6, Git, and wget #### 1. Install Python 3.6, Git, and wget
@ -230,13 +240,7 @@ sudo apt-get install mongodb-org
Clone the git repository: Clone the git repository:
```bash ```bash
git clone https://github.com/gcarq/freqtrade.git git clone https://github.com/freqtrade/freqtrade.git
```
Optionally checkout the develop branch:
```bash
git checkout develop
``` ```
#### 5. Configure `freqtrade` as a `systemd` service #### 5. Configure `freqtrade` as a `systemd` service
@ -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. From the freqtrade repo... copy `freqtrade.service` to your systemd user directory (usually `~/.config/systemd/user`) and update `WorkingDirectory` and `ExecStart` to match your setup.
After that you can start the daemon with: After that you can start the daemon with:
```bash ```bash
systemctl --user start freqtrade systemctl --user start freqtrade
``` ```
@ -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 "$USER" sudo loginctl enable-linger "$USER"
``` ```
### MacOS ### MacOS
#### 1. Install Python 3.6, git, wget and ta-lib #### 1. Install Python 3.6, git, wget and ta-lib
@ -280,7 +284,7 @@ export PATH=<path_freqtrade>/env/mongodb/bin:$PATH
Clone the git repository: Clone the git repository:
```bash ```bash
git clone https://github.com/gcarq/freqtrade.git git clone https://github.com/freqtrade/freqtrade.git
``` ```
Optionally checkout the develop branch: Optionally checkout the develop branch:
@ -289,7 +293,6 @@ Optionally checkout the develop branch:
git checkout develop git checkout develop
``` ```
### Setup Config and virtual env ### Setup Config and virtual env
#### 1. Initialize the configuration #### 1. Initialize the configuration
@ -299,8 +302,7 @@ cd freqtrade
cp config.json.example config.json 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) #### 2. Setup your Python virtual environment (virtualenv)
@ -324,27 +326,41 @@ python3.6 ./freqtrade/main.py -c config.json
## Windows ## Windows
We recommend that Windows users use [Docker](#docker) as this will work We recommend that Windows users use [Docker](#docker) as this will work much easier and smoother (also more secure).
much easier and smoother (also more secure).
### Install freqtrade If that is not possible, try using the Windows Linux subsystem (WSL) - for which the Ubuntu instructions should work.
If that is not available on your system, feel free to try the instructions below, which led to success for some.
### Install freqtrade manually
#### Clone the git repository
```bash
git clone https://github.com/freqtrade/freqtrade.git
```
copy paste `config.json` to ``\path\freqtrade-develop\freqtrade` copy paste `config.json` to ``\path\freqtrade-develop\freqtrade`
#### install ta-lib
Install ta-lib according to the [ta-lib documentation](https://github.com/mrjbq7/ta-lib#windows).
As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of inofficial precompiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which needs to be downloaded and installed using `pip install TA_Lib0.4.17cp36cp36mwin32.whl` (make sure to use the version matching your python version)
```cmd ```cmd
>cd \path\freqtrade-develop >cd \path\freqtrade-develop
>python -m venv .env >python -m venv .env
>cd .env\Scripts >cd .env\Scripts
>activate.bat >activate.bat
>cd \path\freqtrade-develop >cd \path\freqtrade-develop
REM optionally install ta-lib from wheel
REM >pip install TA_Lib0.4.17cp36cp36mwin32.whl
>pip install -r requirements.txt >pip install -r requirements.txt
>pip install -e . >pip install -e .
>cd freqtrade >python freqtrade\main.py
>python main.py
``` ```
> Thanks [Owdr](https://github.com/Owdr) for the commands. Source: [Issue #222](https://github.com/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 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)...

View File

@ -43,6 +43,16 @@ python scripts/plot_dataframe.py -p BTC_ETH --timerange=100-200
``` ```
Timerange doesn't work with live data. 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/<exchange_name>/
```
## Plot profit ## Plot profit

View File

@ -32,9 +32,12 @@ CREATE TABLE trades (
exchange VARCHAR NOT NULL, exchange VARCHAR NOT NULL,
pair VARCHAR NOT NULL, pair VARCHAR NOT NULL,
is_open BOOLEAN 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 FLOAT,
open_rate_requested FLOAT,
close_rate FLOAT, close_rate FLOAT,
close_rate_requested FLOAT,
close_profit FLOAT, close_profit FLOAT,
stake_amount FLOAT NOT NULL, stake_amount FLOAT NOT NULL,
amount FLOAT, amount FLOAT,
@ -71,20 +74,20 @@ WHERE id=31;
```sql ```sql
INSERT INSERT
INTO trades (exchange, pair, is_open, fee, open_rate, stake_amount, amount, open_date) INTO trades (exchange, pair, is_open, fee_open, fee_close, open_rate, stake_amount, amount, open_date)
VALUES ('BITTREX', 'BTC_<COIN>', 1, 0.0025, <open_rate>, <stake_amount>, <amount>, '<datetime>') VALUES ('BITTREX', 'BTC_<COIN>', 1, 0.0025, 0.0025, <open_rate>, <stake_amount>, <amount>, '<datetime>')
``` ```
**Example:** **Example:**
```sql ```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 ## Fix wrong fees in the table
If your DB was created before 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). (before 12/23/17).
```sql ```sql
UPDATE trades SET fee=0.0025 WHERE fee=0.005; UPDATE trades SET fee=0.0025 WHERE fee=0.005;
``` ```

View File

@ -4,7 +4,7 @@ This page explains how to command your bot with Telegram.
## Pre-requisite ## Pre-requisite
To control your bot with Telegram, you need first to 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. and add your Telegram API keys into your config file.
## Telegram commands ## 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. For each open trade, the bot will send you the following message.
> **Trade ID:** `123` > **Trade ID:** `123`
> **Current Pair:** BTC_CVC > **Current Pair:** CVC/BTC
> **Open Since:** `1 days ago` > **Open Since:** `1 days ago`
> **Amount:** `26.64180098` > **Amount:** `26.64180098`
> **Open Rate:** `0.00007489` > **Open Rate:** `0.00007489`
@ -57,8 +57,8 @@ Return the status of all open trades in a table format.
``` ```
ID Pair Since Profit ID Pair Since Profit
---- -------- ------- -------- ---- -------- ------- --------
67 BTC_SC 1 d 13.33% 67 SC/BTC 1 d 13.33%
123 BTC_CVC 1 h 12.95% 123 CVC/BTC 1 h 12.95%
``` ```
## /count ## /count
@ -83,7 +83,7 @@ Return a summary of your profit/loss and performance.
> **First Trade opened:** `3 days ago` > **First Trade opened:** `3 days ago`
> **Latest Trade opened:** `2 minutes ago` > **Latest Trade opened:** `2 minutes ago`
> **Avg. Duration:** `2:33:45` > **Avg. Duration:** `2:33:45`
> **Best Performing:** `BTC_PAY: 50.23%` > **Best Performing:** `PAY/BTC: 50.23%`
## /forcesell <trade_id> ## /forcesell <trade_id>
@ -92,11 +92,11 @@ Return a summary of your profit/loss and performance.
## /performance ## /performance
Return the performance of each crypto-currency the bot has sold. Return the performance of each crypto-currency the bot has sold.
> Performance: > Performance:
> 1. `BTC_RCN 57.77%` > 1. `RCN/BTC 57.77%`
> 2. `BTC_PAY 56.91%` > 2. `PAY/BTC 56.91%`
> 3. `BTC_VIB 47.07%` > 3. `VIB/BTC 47.07%`
> 4. `BTC_SALT 30.24%` > 4. `SALT/BTC 30.24%`
> 5. `BTC_STORJ 27.24%` > 5. `STORJ/BTC 27.24%`
> ... > ...
## /balance ## /balance
@ -129,12 +129,8 @@ Day Profit BTC Profit USD
> **Version:** `0.14.3` > **Version:** `0.14.3`
### using proxy with telegram ### 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) $ export HTTP_PROXY="http://addr:port"
``` $ export HTTPS_PROXY="http://addr:port"
$ freqtrade
with
```
self._updater = Updater(token=self._config['telegram']['token'], request_kwargs={'proxy_url': 'socks5://127.0.0.1:1080/'}, workers=0)
``` ```

View File

@ -1,5 +1,5 @@
""" FreqTrade bot """ """ FreqTrade bot """
__version__ = '0.16.0' __version__ = '0.17.0'
class DependencyException(BaseException): class DependencyException(BaseException):
@ -12,5 +12,14 @@ class DependencyException(BaseException):
class OperationalException(BaseException): class OperationalException(BaseException):
""" """
Requires manual intervention. 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.
""" """

15
freqtrade/__main__.py Normal file
View File

@ -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:])

View File

@ -9,9 +9,10 @@ from typing import Dict, List, Tuple
import arrow import arrow
from pandas import DataFrame, to_datetime from pandas import DataFrame, to_datetime
from freqtrade import constants
from freqtrade.exchange import get_ticker_history from freqtrade.exchange import get_ticker_history
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
from freqtrade.strategy.resolver import StrategyResolver from freqtrade.strategy.resolver import StrategyResolver, IStrategy
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -36,7 +37,7 @@ class Analyze(object):
:param config: Bot configuration (use the one from Configuration()) :param config: Bot configuration (use the one from Configuration())
""" """
self.config = config self.config = config
self.strategy = StrategyResolver(self.config).strategy self.strategy: IStrategy = StrategyResolver(self.config).strategy
@staticmethod @staticmethod
def parse_ticker_dataframe(ticker: list) -> DataFrame: def parse_ticker_dataframe(ticker: list) -> DataFrame:
@ -45,21 +46,23 @@ class Analyze(object):
:param ticker: See exchange.get_ticker_history :param ticker: See exchange.get_ticker_history
:return: DataFrame :return: DataFrame
""" """
columns = {'C': 'close', 'V': 'volume', 'O': 'open', 'H': 'high', 'L': 'low', 'T': 'date'} cols = ['date', 'open', 'high', 'low', 'close', 'volume']
frame = DataFrame(ticker).rename(columns=columns) frame = DataFrame(ticker, columns=cols)
if 'BV' in frame:
frame.drop('BV', axis=1, inplace=True)
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 # group by index and aggregate results to eliminate duplicate ticks
frame = frame.groupby(by='date', as_index=False, sort=True).agg({ frame = frame.groupby(by='date', as_index=False, sort=True).agg({
'close': 'last', 'open': 'first',
'high': 'max', 'high': 'max',
'low': 'min', 'low': 'min',
'open': 'first', 'close': 'last',
'volume': 'max', 'volume': 'max',
}) })
frame.drop(frame.tail(1).index, inplace=True) # eliminate partial candle
return frame return frame
def populate_indicators(self, dataframe: DataFrame) -> DataFrame: def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
@ -88,7 +91,7 @@ class Analyze(object):
""" """
return self.strategy.populate_sell_trend(dataframe=dataframe) 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 to use
:return: Ticker interval value to use :return: Ticker interval value to use
@ -107,10 +110,10 @@ class Analyze(object):
dataframe = self.populate_sell_trend(dataframe) dataframe = self.populate_sell_trend(dataframe)
return 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 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) :param interval: Interval to use (in min)
:return: (Buy, Sell) A bool-tuple indicating buy/sell signal :return: (Buy, Sell) A bool-tuple indicating buy/sell signal
""" """
@ -144,7 +147,8 @@ class Analyze(object):
# Check if dataframe is out of date # Check if dataframe is out of date
signal_date = arrow.get(latest['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( logger.warning(
'Outdated history for pair %s. Last tick is %s minutes old', 'Outdated history for pair %s. Last tick is %s minutes old',
pair, pair,

View File

@ -2,23 +2,36 @@
This module contains the argument manager class This module contains the argument manager class
""" """
import os
import argparse import argparse
import logging import logging
import os
import re import re
from typing import List, Tuple, Optional import arrow
from typing import List, Optional, NamedTuple
from freqtrade import __version__, constants 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): class Arguments(object):
""" """
Arguments Class. Manage the arguments received by the cli 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.args = args
self.parsed_arg = None self.parsed_arg: Optional[argparse.Namespace] = None
self.parser = argparse.ArgumentParser(description=description) self.parser = argparse.ArgumentParser(description=description)
def _load_args(self) -> None: def _load_args(self) -> None:
@ -59,7 +72,7 @@ class Arguments(object):
self.parser.add_argument( self.parser.add_argument(
'--version', '--version',
action='version', action='version',
version='%(prog)s {}'.format(__version__), version=f'%(prog)s {__version__}'
) )
self.parser.add_argument( self.parser.add_argument(
'-c', '--config', '-c', '--config',
@ -71,9 +84,9 @@ class Arguments(object):
) )
self.parser.add_argument( self.parser.add_argument(
'-d', '--datadir', '-d', '--datadir',
help='path to backtest data (default: %(default)s', help='path to backtest data',
dest='datadir', dest='datadir',
default=os.path.join('freqtrade', 'tests', 'testdata'), default=None,
type=str, type=str,
metavar='PATH', metavar='PATH',
) )
@ -94,8 +107,8 @@ class Arguments(object):
) )
self.parser.add_argument( self.parser.add_argument(
'--dynamic-whitelist', '--dynamic-whitelist',
help='dynamically generate and update whitelist \ help='dynamically generate and update whitelist'
based on 24h BaseVolume (Default 20 currencies)', # noqa ' based on 24h BaseVolume (default: %(const)s)',
dest='dynamic_whitelist', dest='dynamic_whitelist',
const=constants.DYNAMIC_WHITELIST, const=constants.DYNAMIC_WHITELIST,
type=int, type=int,
@ -103,11 +116,13 @@ class Arguments(object):
nargs='?', nargs='?',
) )
self.parser.add_argument( self.parser.add_argument(
'--dry-run-db', '--db-url',
help='Force dry run to use a local DB "tradesv3.dry_run.sqlite" \ help='Override trades database URL, this is useful if dry_run is enabled'
instead of memory DB. Work only if dry_run is enabled.', ' or in custom deployments (default: %(default)s)',
action='store_true', dest='db_url',
dest='dry_run_db', default=constants.DEFAULT_DB_PROD_URL,
type=str,
metavar='PATH',
) )
@staticmethod @staticmethod
@ -123,8 +138,8 @@ class Arguments(object):
) )
parser.add_argument( parser.add_argument(
'-r', '--refresh-pairs-cached', '-r', '--refresh-pairs-cached',
help='refresh the pairs files in tests/testdata with the latest data from Bittrex. \ help='refresh the pairs files in tests/testdata with the latest data from the '
Use it if you want to run your backtesting with up-to-date data.', 'exchange. Use it if you want to run your backtesting with up-to-date data.',
action='store_true', action='store_true',
dest='refresh_pairs', dest='refresh_pairs',
) )
@ -136,15 +151,30 @@ class Arguments(object):
default=None, default=None,
dest='export', 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 @staticmethod
def optimizer_shared_options(parser: argparse.ArgumentParser) -> None: def optimizer_shared_options(parser: argparse.ArgumentParser) -> None:
"""
Parses given common arguments for Backtesting and Hyperopt scripts.
:param parser:
:return:
"""
parser.add_argument( parser.add_argument(
'-i', '--ticker-interval', '-i', '--ticker-interval',
help='specify ticker interval in minutes (1, 5, 30, 60, 1440)', help='specify ticker interval (1m, 5m, 30m, 1h, 1d)',
dest='ticker_interval', dest='ticker_interval',
type=int, type=str,
metavar='INT',
) )
parser.add_argument( parser.add_argument(
'--realistic-simulation', '--realistic-simulation',
@ -211,17 +241,20 @@ class Arguments(object):
self.hyperopt_options(hyperopt_cmd) self.hyperopt_options(hyperopt_cmd)
@staticmethod @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 Parse the value of the argument --timerange to determine what is the range desired
:param text: value from --timerange :param text: value from --timerange
:return: Start and End range period :return: Start and End range period
""" """
if text is None: if text is None:
return None return TimeRange(None, None, 0, 0)
syntax = [(r'^-(\d{8})$', (None, 'date')), syntax = [(r'^-(\d{8})$', (None, 'date')),
(r'^(\d{8})-$', ('date', None)), (r'^(\d{8})-$', ('date', None)),
(r'^(\d{8})-(\d{8})$', ('date', 'date')), (r'^(\d{8})-(\d{8})$', ('date', 'date')),
(r'^-(\d{10})$', (None, 'date')),
(r'^(\d{10})-$', ('date', None)),
(r'^(\d{10})-(\d{10})$', ('date', 'date')),
(r'^(-\d+)$', (None, 'line')), (r'^(-\d+)$', (None, 'line')),
(r'^(\d+)-$', ('line', None)), (r'^(\d+)-$', ('line', None)),
(r'^(\d+)-(\d+)$', ('index', 'index'))] (r'^(\d+)-(\d+)$', ('index', 'index'))]
@ -231,23 +264,29 @@ class Arguments(object):
if match: # Regex has matched if match: # Regex has matched
rvals = match.groups() rvals = match.groups()
index = 0 index = 0
start = None start: int = 0
stop = None stop: int = 0
if stype[0]: if stype[0]:
start = rvals[index] starts = rvals[index]
if stype[0] != 'date': if stype[0] == 'date':
start = int(start) start = int(starts) if len(starts) == 10 \
else arrow.get(starts, 'YYYYMMDD').timestamp
else:
start = int(starts)
index += 1 index += 1
if stype[1]: if stype[1]:
stop = rvals[index] stops = rvals[index]
if stype[1] != 'date': if stype[1] == 'date':
stop = int(stop) stop = int(stops) if len(stops) == 10 \
return stype, start, stop 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) raise Exception('Incorrect syntax for timerange "%s"' % text)
def scripts_options(self) -> None: def scripts_options(self) -> None:
""" """
Parses given arguments for plot scripts. Parses given arguments for scripts.
""" """
self.parser.add_argument( self.parser.add_argument(
'-p', '--pair', '-p', '--pair',
@ -255,3 +294,51 @@ class Arguments(object):
dest='pair', dest='pair',
default=None 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',
)

View File

@ -1,16 +1,16 @@
""" """
This module contains the configuration class This module contains the configuration class
""" """
import os
import json import json
import logging import logging
from argparse import Namespace from argparse import Namespace
from typing import Dict, Any from typing import Optional, Dict, Any
from jsonschema import Draft4Validator, validate from jsonschema import Draft4Validator, validate
from jsonschema.exceptions import ValidationError, best_match from jsonschema.exceptions import ValidationError, best_match
import ccxt
from freqtrade import constants from freqtrade import OperationalException, constants
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -23,7 +23,7 @@ class Configuration(object):
""" """
def __init__(self, args: Namespace) -> None: def __init__(self, args: Namespace) -> None:
self.args = args self.args = args
self.config = None self.config: Optional[Dict[str, Any]] = None
def load_config(self) -> Dict[str, Any]: def load_config(self) -> Dict[str, Any]:
""" """
@ -61,11 +61,9 @@ class Configuration(object):
with open(path) as file: with open(path) as file:
conf = json.load(file) conf = json.load(file)
except FileNotFoundError: except FileNotFoundError:
logger.critical( raise OperationalException(
'Config file "%s" not found. Please create your config file', 'Config file "{}" not found!'
path ' Please create a config file or check whether it exists.'.format(path))
)
exit(0)
if 'internals' not in conf: if 'internals' not in conf:
conf['internals'] = {} conf['internals'] = {}
@ -97,19 +95,35 @@ class Configuration(object):
'(not applicable with Backtesting and Hyperopt)' '(not applicable with Backtesting and Hyperopt)'
) )
# Add dry_run_db if found and the bot in dry run if self.args.db_url != constants.DEFAULT_DB_PROD_URL:
if self.args.dry_run_db and config.get('dry_run', False): config.update({'db_url': self.args.db_url})
config.update({'dry_run_db': True}) logger.info('Parameter --db-url detected ...')
logger.info('Parameter --dry-run-db detected ...')
if config.get('dry_run_db', False): if config.get('dry_run', False):
if config.get('dry_run', False): logger.info('Dry run is enabled')
logger.info('Dry_run will use the DB file: "tradesv3.dry_run.sqlite"') if config.get('db_url') in [None, constants.DEFAULT_DB_PROD_URL]:
else: # Default to in-memory db for dry_run if not specified
logger.info('Dry run is disabled. (--dry_run_db ignored)') 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 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]: def _load_backtesting_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
""" """
Extract information for sys.argv and load Backtesting configuration 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: if 'ticker_interval' in self.args and self.args.ticker_interval:
config.update({'ticker_interval': self.args.ticker_interval}) config.update({'ticker_interval': self.args.ticker_interval})
logger.info('Parameter -i/--ticker-interval detected ...') 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 -l/--live is used we add it to the configuration
if 'live' in self.args and self.args.live: 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 is used we add it to the configuration
if 'datadir' in self.args and self.args.datadir: if 'datadir' in self.args and self.args.datadir:
config.update({'datadir': 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 -r/--refresh-pairs-cached is used we add it to the configuration
if 'refresh_pairs' in self.args and self.args.refresh_pairs: if 'refresh_pairs' in self.args and self.args.refresh_pairs:
@ -154,6 +170,11 @@ class Configuration(object):
config.update({'export': self.args.export}) config.update({'export': self.args.export})
logger.info('Parameter --export detected: %s ...', 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 return config
def _load_hyperopt_config(self, config: Dict[str, Any]) -> Dict[str, Any]: def _load_hyperopt_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
@ -189,7 +210,7 @@ class Configuration(object):
validate(conf, constants.CONF_SCHEMA) validate(conf, constants.CONF_SCHEMA)
return conf return conf
except ValidationError as exception: except ValidationError as exception:
logger.fatal( logger.critical(
'Invalid configuration. See config.json.example. Reason: %s', 'Invalid configuration. See config.json.example. Reason: %s',
exception exception
) )
@ -206,3 +227,22 @@ class Configuration(object):
self.config = self.load_config() self.config = self.load_config()
return self.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

View File

@ -9,23 +9,43 @@ TICKER_INTERVAL = 5 # min
HYPEROPT_EPOCH = 100 # epochs HYPEROPT_EPOCH = 100 # epochs
RETRY_TIMEOUT = 30 # sec RETRY_TIMEOUT = 30 # sec
DEFAULT_STRATEGY = 'DefaultStrategy' 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 # Required json-schema for user specified config
CONF_SCHEMA = { CONF_SCHEMA = {
'type': 'object', 'type': 'object',
'properties': { 'properties': {
'max_open_trades': {'type': 'integer', 'minimum': 1}, 'max_open_trades': {'type': 'integer', 'minimum': 0},
'ticker_interval': {'type': 'integer', 'enum': [1, 5, 30, 60, 1440]}, 'ticker_interval': {'type': 'string', 'enum': list(TICKER_INTERVAL_MINUTES.keys())},
'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT']}, 'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT', 'EUR', 'USD']},
'stake_amount': {'type': 'number', 'minimum': 0.0005}, 'stake_amount': {'type': 'number', 'minimum': 0.0005},
'fiat_display_currency': {'type': 'string', 'enum': ['AUD', 'BRL', 'CAD', 'CHF', 'fiat_display_currency': {'type': 'string', 'enum': SUPPORTED_FIAT},
'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']},
'dry_run': {'type': 'boolean'}, 'dry_run': {'type': 'boolean'},
'minimal_roi': { 'minimal_roi': {
'type': 'object', 'type': 'object',
@ -65,6 +85,7 @@ CONF_SCHEMA = {
}, },
'required': ['enabled', 'token', 'chat_id'] 'required': ['enabled', 'token', 'chat_id']
}, },
'db_url': {'type': 'string'},
'initial_state': {'type': 'string', 'enum': ['running', 'stopped']}, 'initial_state': {'type': 'string', 'enum': ['running', 'stopped']},
'internals': { 'internals': {
'type': 'object', 'type': 'object',
@ -85,7 +106,7 @@ CONF_SCHEMA = {
'type': 'array', 'type': 'array',
'items': { 'items': {
'type': 'string', 'type': 'string',
'pattern': '^[0-9A-Z]+_[0-9A-Z]+$' 'pattern': '^[0-9A-Z]+/[0-9A-Z]+$'
}, },
'uniqueItems': True 'uniqueItems': True
}, },
@ -93,7 +114,7 @@ CONF_SCHEMA = {
'type': 'array', 'type': 'array',
'items': { 'items': {
'type': 'string', 'type': 'string',
'pattern': '^[0-9A-Z]+_[0-9A-Z]+$' 'pattern': '^[0-9A-Z]+/[0-9A-Z]+$'
}, },
'uniqueItems': True 'uniqueItems': True
} }

View File

@ -1,33 +1,77 @@
# pragma pylint: disable=W0603 # pragma pylint: disable=W0603
""" Cryptocurrency Exchanges support """ """ Cryptocurrency Exchanges support """
import enum
import logging import logging
from random import randint from random import randint
from typing import List, Dict, Any, Optional from typing import List, Dict, Any, Optional
from datetime import datetime
import ccxt
import arrow import arrow
import requests
from cachetools import cached, TTLCache
from freqtrade import OperationalException from freqtrade import constants, OperationalException, DependencyException, TemporaryError
from freqtrade.exchange.bittrex import Bittrex
from freqtrade.exchange.interface import Exchange
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
# Current selected exchange # Current selected exchange
_API: Exchange = None _API: ccxt.Exchange = None
_CONF: dict = {}
_CONF: Dict = {}
API_RETRY_COUNT = 4
_CACHED_TICKER: Dict[str, Any] = {}
# Holds all open sell orders for dry_run # Holds all open sell orders for dry_run
_DRY_RUN_OPEN_ORDERS: Dict[str, Any] = {} _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: def init(config: dict) -> None:
@ -46,15 +90,9 @@ def init(config: dict) -> None:
logger.info('Instance is running with dry_run enabled') logger.info('Instance is running with dry_run enabled')
exchange_config = config['exchange'] exchange_config = config['exchange']
_API = init_ccxt(exchange_config)
# Find matching class for the given exchange name logger.info('Using Exchange "%s"', get_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)
# Check if all pairs are available # Check if all pairs are available
validate_pairs(config['exchange']['pair_whitelist']) validate_pairs(config['exchange']['pair_whitelist'])
@ -67,119 +105,333 @@ def validate_pairs(pairs: List[str]) -> None:
:param pairs: list of pairs :param pairs: list of pairs
:return: None :return: None
""" """
try: try:
markets = _API.get_markets() markets = _API.load_markets()
except requests.exceptions.RequestException as e: except ccxt.BaseError as e:
logger.warning('Unable to validate pairs (assuming they are correct). Reason: %s', e) logger.warning('Unable to validate pairs (assuming they are correct). Reason: %s', e)
return return
stake_cur = _CONF['stake_currency'] stake_cur = _CONF['stake_currency']
for pair in pairs: 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( raise OperationalException(
'Pair {} not compatible with stake_currency: {}'.format(pair, stake_cur) f'Pair {pair} not compatible with stake_currency: {stake_cur}')
)
if pair not in markets: if pair not in markets:
raise OperationalException( raise OperationalException(
'Pair {} is not available at {}'.format(pair, _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']: if _CONF['dry_run']:
global _DRY_RUN_OPEN_ORDERS global _DRY_RUN_OPEN_ORDERS
order_id = 'dry_run_buy_{}'.format(randint(0, 10**6)) order_id = f'dry_run_buy_{randint(0, 10**6)}'
_DRY_RUN_OPEN_ORDERS[order_id] = { _DRY_RUN_OPEN_ORDERS[order_id] = {
'pair': pair, 'pair': pair,
'rate': rate, 'price': rate,
'amount': amount, 'amount': amount,
'type': 'LIMIT_BUY', 'type': 'limit',
'side': 'buy',
'remaining': 0.0, 'remaining': 0.0,
'opened': arrow.utcnow().datetime, 'datetime': arrow.utcnow().isoformat(),
'closed': arrow.utcnow().datetime, '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']: if _CONF['dry_run']:
global _DRY_RUN_OPEN_ORDERS global _DRY_RUN_OPEN_ORDERS
order_id = 'dry_run_sell_{}'.format(randint(0, 10**6)) order_id = f'dry_run_sell_{randint(0, 10**6)}'
_DRY_RUN_OPEN_ORDERS[order_id] = { _DRY_RUN_OPEN_ORDERS[order_id] = {
'pair': pair, 'pair': pair,
'rate': rate, 'price': rate,
'amount': amount, 'amount': amount,
'type': 'LIMIT_SELL', 'type': 'limit',
'side': 'sell',
'remaining': 0.0, 'remaining': 0.0,
'opened': arrow.utcnow().datetime, 'datetime': arrow.utcnow().isoformat(),
'closed': arrow.utcnow().datetime, '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: def get_balance(currency: str) -> float:
if _CONF['dry_run']: if _CONF['dry_run']:
return 999.9 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']: 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: 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)) @retrier
def get_ticker_history(pair: str, tick_interval) -> List[Dict]: def get_ticker_history(pair: str, tick_interval: str, since_ms: Optional[int] = None) -> List[Dict]:
return _API.get_ticker_history(pair, tick_interval) 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']: if _CONF['dry_run']:
return 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']: if _CONF['dry_run']:
order = _DRY_RUN_OPEN_ORDERS[order_id] order = _DRY_RUN_OPEN_ORDERS[order_id]
order.update({ order.update({
'id': order_id 'id': order_id
}) })
return order 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: 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]: @retrier
return _API.get_markets() def get_markets() -> List[dict]:
try:
return _API.fetch_markets()
def get_market_summaries() -> List[Dict]: except (ccxt.NetworkError, ccxt.ExchangeError) as e:
return _API.get_market_summaries() 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: def get_name() -> str:
return _API.name return _API.name
def get_fee() -> float: def get_id() -> str:
return _API.fee return _API.id
def get_wallet_health() -> List[Dict]: @retrier
return _API.get_wallet_health() 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)

View File

@ -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']]

View File

@ -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
},
...
"""

View File

@ -5,8 +5,11 @@ e.g BTC to USD
import logging import logging
import time import time
from typing import Dict, List
from coinmarketcap import Market from coinmarketcap import Market
from requests.exceptions import RequestException
from freqtrade.constants import SUPPORTED_FIAT
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -32,7 +35,7 @@ class CryptoFiat(object):
self.price = 0.0 self.price = 0.0
# Private attributes # Private attributes
self._expiration = 0 self._expiration = 0.0
self.crypto_symbol = crypto_symbol.upper() self.crypto_symbol = crypto_symbol.upper()
self.fiat_symbol = fiat_symbol.upper() self.fiat_symbol = fiat_symbol.upper()
@ -63,21 +66,9 @@ class CryptoToFiatConverter(object):
This object is also a Singleton This object is also a Singleton
""" """
__instance = None __instance = None
_coinmarketcap = None _coinmarketcap: Market = None
# Constants _cryptomap: Dict = {}
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'
}
def __new__(cls): def __new__(cls):
if CryptoToFiatConverter.__instance is None: if CryptoToFiatConverter.__instance is None:
@ -89,7 +80,19 @@ class CryptoToFiatConverter(object):
return CryptoToFiatConverter.__instance return CryptoToFiatConverter.__instance
def __init__(self) -> None: 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: 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 :param fiat_symbol: fiat to convert to
:return: float, value in fiat of the crypto-currency amount :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) price = self.get_price(crypto_symbol=crypto_symbol, fiat_symbol=fiat_symbol)
return float(crypto_amount) * float(price) return float(crypto_amount) * float(price)
@ -114,7 +119,7 @@ class CryptoToFiatConverter(object):
# Check if the fiat convertion you want is supported # Check if the fiat convertion you want is supported
if not self._is_supported_fiat(fiat=fiat_symbol): if not self._is_supported_fiat(fiat=fiat_symbol):
raise ValueError('The fiat {} is not supported.'.format(fiat_symbol)) raise ValueError(f'The fiat {fiat_symbol} is not supported.')
# Get the pair that interest us and return the price in fiat # Get the pair that interest us and return the price in fiat
for pair in self._pairs: for pair in self._pairs:
@ -166,7 +171,7 @@ class CryptoToFiatConverter(object):
fiat = fiat.upper() 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: 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 # Check if the fiat convertion you want is supported
if not self._is_supported_fiat(fiat=fiat_symbol): if not self._is_supported_fiat(fiat=fiat_symbol):
raise ValueError('The fiat {} is not supported.'.format(fiat_symbol)) raise ValueError(f'The fiat {fiat_symbol} is not supported.')
# No need to convert if both crypto and fiat are the same
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: try:
return float( return float(
self._coinmarketcap.ticker( self._coinmarketcap.ticker(
currency=self.CRYPTOMAP[crypto_symbol], currency=self._cryptomap[crypto_symbol],
convert=fiat_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 return 0.0

View File

@ -3,7 +3,6 @@ Freqtrade is the main module of this bot. It contains the class Freqtrade()
""" """
import copy import copy
import json
import logging import logging
import time import time
import traceback import traceback
@ -12,19 +11,19 @@ from typing import Dict, List, Optional, Any, Callable
import arrow import arrow
import requests import requests
from cachetools import cached, TTLCache from cachetools import TTLCache, cached
from freqtrade import ( 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 import constants
from freqtrade.analyze import Analyze
from freqtrade.fiat_convert import CryptoToFiatConverter from freqtrade.fiat_convert import CryptoToFiatConverter
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
from freqtrade.rpc.rpc_manager import RPCManager from freqtrade.rpc.rpc_manager import RPCManager
from freqtrade.state import State from freqtrade.state import State
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -34,12 +33,11 @@ class FreqtradeBot(object):
This is from here the bot start its logic. 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 Init all variables and object the bot need to work
:param config: configuration dict, you can use the Configuration.get_config() :param config: configuration dict, you can use the Configuration.get_config()
method to get the config dict. method to get the config dict.
:param db_url: database connector string for sqlalchemy (Optional)
""" """
logger.info( logger.info(
@ -52,26 +50,22 @@ class FreqtradeBot(object):
# Init objects # Init objects
self.config = config self.config = config
self.analyze = None self.analyze = Analyze(self.config)
self.fiat_converter = None self.fiat_converter = CryptoToFiatConverter()
self.rpc = None self.rpc: RPCManager = RPCManager(self)
self.persistence = None self.persistence = None
self.exchange = 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 Initializes all modules and updates the config
:param db_url: database connector string for sqlalchemy (Optional)
:return: None :return: None
""" """
# Initialize all modules # 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) exchange.init(self.config)
# Set initial application state # Set initial application state
@ -94,7 +88,7 @@ class FreqtradeBot(object):
persistence.cleanup() persistence.cleanup()
return True 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 Trading routine that must be run at each loop
:param old_state: the previous service state from the previous call :param old_state: the previous service state from the previous call
@ -103,7 +97,7 @@ class FreqtradeBot(object):
# Log state transition # Log state transition
state = self.state state = self.state
if state != old_state: if state != old_state:
self.rpc.send_msg('*Status:* `{}`'.format(state.name.lower())) self.rpc.send_msg(f'*Status:* `{state.name.lower()}`')
logger.info('Changing state to: %s', state.name) logger.info('Changing state to: %s', state.name)
if state == State.STOPPED: if state == State.STOPPED:
@ -173,66 +167,74 @@ class FreqtradeBot(object):
self.check_handle_timedout(self.config['unfilledtimeout']) self.check_handle_timedout(self.config['unfilledtimeout'])
Trade.session.flush() Trade.session.flush()
except (requests.exceptions.RequestException, json.JSONDecodeError) as error: except TemporaryError as error:
logger.warning('%s, retrying in 30 seconds...', error) logger.warning('%s, retrying in 30 seconds...', error)
time.sleep(constants.RETRY_TIMEOUT) time.sleep(constants.RETRY_TIMEOUT)
except OperationalException: except OperationalException:
tb = traceback.format_exc()
hint = 'Issue `/start` if you think it is safe to restart.'
self.rpc.send_msg( self.rpc.send_msg(
'*Status:* OperationalException:\n```\n{traceback}```{hint}' f'*Status:* OperationalException:\n```\n{tb}```{hint}'
.format(
traceback=traceback.format_exc(),
hint='Issue `/start` if you think it is safe to restart.'
)
) )
logger.exception('OperationalException. Stopping trader ...') logger.exception('OperationalException. Stopping trader ...')
self.state = State.STOPPED self.state = State.STOPPED
return state_changed return state_changed
@cached(TTLCache(maxsize=1, ttl=1800)) @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 Updates the whitelist with with a dynamically generated list
:param base_currency: base currency as str :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 :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]: 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 :param whitelist: the sorted list (based on BaseVolume) of pairs the user might want to
trade trade
:return: the list of pairs the user wants to trade without the one unavailable or :return: the list of pairs the user wants to trade without the one unavailable or
black_listed black_listed
""" """
sanitized_whitelist = whitelist 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() known_pairs = set()
for status in health: for market in markets:
pair = '{}_{}'.format(self.config['stake_currency'], status['Currency']) pair = market['symbol']
# pair is not int the generated dynamic market, or in the blacklist ... ignore it # 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', []): if pair not in whitelist or pair in self.config['exchange'].get('pair_blacklist', []):
continue continue
# else the pair is valid # else the pair is valid
known_pairs.add(pair) known_pairs.add(pair)
# Market is not active # Market is not active
if not status['IsActive']: if not market['active']:
sanitized_whitelist.remove(pair) sanitized_whitelist.remove(pair)
logger.info( logger.info(
'Ignoring %s from whitelist (reason: %s).', 'Ignoring %s from whitelist. Market is not active.',
pair, status.get('Notice') or 'wallet is not active' pair
) )
# We need to remove pairs that are unknown # We need to remove pairs that are unknown
final_list = [x for x in sanitized_whitelist if x in known_pairs] final_list = [x for x in sanitized_whitelist if x in known_pairs]
return final_list return final_list
def get_target_bid(self, ticker: Dict[str, float]) -> float: 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, Checks the implemented trading indicator(s) for a randomly picked pair,
if one pair triggers the buy_signal a new trade record gets created if one pair triggers the buy_signal a new trade record gets created
:param stake_amount: amount of btc to spend
:param interval: Ticker interval used for Analyze
:return: True if a trade object has been created and persisted, False otherwise :return: True if a trade object has been created and persisted, False otherwise
""" """
stake_amount = self.config['stake_amount'] stake_amount = self.config['stake_amount']
interval = self.analyze.get_ticker_interval() interval = self.analyze.get_ticker_interval()
stake_currency = self.config['stake_currency']
fiat_currency = self.config['fiat_display_currency']
exc_name = exchange.get_name()
logger.info( logger.info(
'Checking buy signals to create a new trade with stake_amount: %f ...', 'Checking buy signals to create a new trade with stake_amount: %f ...',
@ -263,10 +266,9 @@ class FreqtradeBot(object):
) )
whitelist = copy.deepcopy(self.config['exchange']['pair_whitelist']) whitelist = copy.deepcopy(self.config['exchange']['pair_whitelist'])
# Check if stake_amount is fulfilled # Check if stake_amount is fulfilled
if exchange.get_balance(self.config['stake_currency']) < stake_amount: if exchange.get_balance(stake_currency) < stake_amount:
raise DependencyException( raise DependencyException(
'stake amount is not fulfilled (currency={})'.format(self.config['stake_currency']) f'stake amount is not fulfilled (currency={stake_currency})')
)
# Remove currently opened and latest pairs from whitelist # Remove currently opened and latest pairs from whitelist
for trade in Trade.query.filter(Trade.is_open.is_(True)).all(): for trade in Trade.query.filter(Trade.is_open.is_(True)).all():
@ -277,7 +279,7 @@ class FreqtradeBot(object):
if not whitelist: if not whitelist:
raise DependencyException('No currency pairs in 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: for _pair in whitelist:
(buy, sell) = self.analyze.get_signal(_pair, interval) (buy, sell) = self.analyze.get_signal(_pair, interval)
if buy and not sell: if buy and not sell:
@ -285,42 +287,38 @@ class FreqtradeBot(object):
break break
else: else:
return False return False
pair_s = pair.replace('_', '/')
pair_url = exchange.get_pair_detail_url(pair)
# Calculate amount # Calculate amount
buy_limit = self.get_target_bid(exchange.get_ticker(pair)) buy_limit = self.get_target_bid(exchange.get_ticker(pair))
amount = stake_amount / buy_limit amount = stake_amount / buy_limit
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_fiat = self.fiat_converter.convert_amount(
stake_amount, stake_amount,
self.config['stake_currency'], stake_currency,
self.config['fiat_display_currency'] fiat_currency
) )
# Create trade entity and return # Create trade entity and return
self.rpc.send_msg( self.rpc.send_msg(
'*{}:* Buying [{}]({}) with limit `{:.8f} ({:.6f} {}, {:.3f} {})` ' f"""*{exc_name}:* Buying [{pair_s}]({pair_url}) \
.format( with limit `{buy_limit:.8f} ({stake_amount:.6f} \
exchange.get_name().upper(), {stake_currency}, {stake_amount_fiat:.3f} {fiat_currency})`"""
pair.replace('_', '/'),
exchange.get_pair_detail_url(pair),
buy_limit,
stake_amount,
self.config['stake_currency'],
stake_amount_fiat,
self.config['fiat_display_currency']
)
) )
# Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL # Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
fee = exchange.get_fee(symbol=pair, taker_or_maker='maker')
trade = Trade( trade = Trade(
pair=pair, pair=pair,
stake_amount=stake_amount, stake_amount=stake_amount,
amount=amount, amount=amount,
fee=exchange.get_fee(), fee_open=fee,
fee_close=fee,
open_rate=buy_limit, open_rate=buy_limit,
open_rate_requested=buy_limit,
open_date=datetime.utcnow(), open_date=datetime.utcnow(),
exchange=exchange.get_name().upper(), exchange=exchange.get_id(),
open_order_id=order_id open_order_id=order_id
) )
Trade.session.add(trade) Trade.session.add(trade)
@ -348,24 +346,81 @@ class FreqtradeBot(object):
Tries to execute a sell trade Tries to execute a sell trade
:return: True if executed :return: True if executed
""" """
# Get order details for actual price per unit try:
if trade.open_order_id: # Get order details for actual price per unit
# Update trade with order values if trade.open_order_id:
logger.info('Found open order for %s', trade) # Update trade with order values
trade.update(exchange.get_order(trade.open_order_id)) 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: except OperationalException as exception:
# Check if we can sell our current pair logger.warning("could not update trade amount: %s", exception)
return self.handle_trade(trade)
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 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: def handle_trade(self, trade: Trade) -> bool:
""" """
Sells the current pair if the threshold is reached and updates the trade record. Sells the current pair if the threshold is reached and updates the trade record.
:return: True if trade has been sold, False otherwise :return: True if trade has been sold, False otherwise
""" """
if not trade.is_open: if not trade.is_open:
raise ValueError('attempt to handle closed trade: {}'.format(trade)) raise ValueError(f'attempt to handle closed trade: {trade}')
logger.debug('Handling %s ...', trade) logger.debug('Handling %s ...', trade)
current_rate = exchange.get_ticker(trade.pair)['bid'] current_rate = exchange.get_ticker(trade.pair)['bid']
@ -391,22 +446,28 @@ class FreqtradeBot(object):
for trade in Trade.query.filter(Trade.open_order_id.isnot(None)).all(): for trade in Trade.query.filter(Trade.open_order_id.isnot(None)).all():
try: try:
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: except requests.exceptions.RequestException:
logger.info( logger.info(
'Cannot query order for %s due to %s', 'Cannot query order for %s due to %s',
trade, trade,
traceback.format_exc()) traceback.format_exc())
continue continue
ordertime = arrow.get(order['opened']) ordertime = arrow.get(order['datetime']).datetime
# Check if trade is still actually open # Check if trade is still actually open
if int(order['remaining']) == 0: if int(order['remaining']) == 0:
continue continue
if order['type'] == "LIMIT_BUY" and ordertime < timeoutthreashold: if order['side'] == 'buy' and ordertime < timeoutthreashold:
self.handle_timedout_limit_buy(trade, order) 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) self.handle_timedout_limit_sell(trade, order)
# FIX: 20180110, why is cancel.order unconditionally here, whereas # FIX: 20180110, why is cancel.order unconditionally here, whereas
@ -416,16 +477,14 @@ class FreqtradeBot(object):
"""Buy timeout - cancel order """Buy timeout - cancel order
:return: True if order was fully cancelled :return: True if order was fully cancelled
""" """
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 order['remaining'] == order['amount']:
# if trade is not partially completed, just delete the trade # if trade is not partially completed, just delete the trade
Trade.session.delete(trade) Trade.session.delete(trade)
# FIX? do we really need to flush, caller of
# check_handle_timedout will flush afterwards
Trade.session.flush() Trade.session.flush()
logger.info('Buy order timeout for %s.', trade) logger.info('Buy order timeout for %s.', trade)
self.rpc.send_msg('*Timeout:* Unfilled buy order for {} cancelled'.format( self.rpc.send_msg(f'*Timeout:* Unfilled buy order for {pair_s} cancelled')
trade.pair.replace('_', '/')))
return True return True
# if trade is partially complete, edit the stake details for the trade # if trade is partially complete, edit the stake details for the trade
@ -434,8 +493,7 @@ class FreqtradeBot(object):
trade.stake_amount = trade.amount * trade.open_rate trade.stake_amount = trade.amount * trade.open_rate
trade.open_order_id = None trade.open_order_id = None
logger.info('Partial buy order timeout for %s.', trade) logger.info('Partial buy order timeout for %s.', trade)
self.rpc.send_msg('*Timeout:* Remaining buy order for {} cancelled'.format( self.rpc.send_msg(f'*Timeout:* Remaining buy order for {pair_s} cancelled')
trade.pair.replace('_', '/')))
return False return False
# FIX: 20180110, should cancel_order() be cond. or unconditionally called? # FIX: 20180110, should cancel_order() be cond. or unconditionally called?
@ -444,16 +502,16 @@ class FreqtradeBot(object):
Sell timeout - cancel order and update trade Sell timeout - cancel order and update trade
:return: True if order was fully cancelled :return: True if order was fully cancelled
""" """
pair_s = trade.pair.replace('_', '/')
if order['remaining'] == order['amount']: if order['remaining'] == order['amount']:
# if trade is not partially completed, just cancel the trade # if trade is not partially completed, just cancel the trade
exchange.cancel_order(trade.open_order_id) exchange.cancel_order(trade.open_order_id, trade.pair)
trade.close_rate = None trade.close_rate = None
trade.close_profit = None trade.close_profit = None
trade.close_date = None trade.close_date = None
trade.is_open = True trade.is_open = True
trade.open_order_id = None trade.open_order_id = None
self.rpc.send_msg('*Timeout:* Unfilled sell order for {} cancelled'.format( self.rpc.send_msg(f'*Timeout:* Unfilled sell order for {pair_s} cancelled')
trade.pair.replace('_', '/')))
logger.info('Sell order timeout for %s.', trade) logger.info('Sell order timeout for %s.', trade)
return True return True
@ -467,51 +525,42 @@ class FreqtradeBot(object):
:param limit: limit rate for the sell order :param limit: limit rate for the sell order
:return: None :return: None
""" """
exc = trade.exchange
pair = trade.pair
# Execute sell and update trade record # Execute sell and update trade record
order_id = exchange.sell(str(trade.pair), limit, trade.amount) order_id = exchange.sell(str(trade.pair), limit, trade.amount)['id']
trade.open_order_id = order_id trade.open_order_id = order_id
trade.close_rate_requested = limit
fmt_exp_profit = round(trade.calc_profit_percent(rate=limit) * 100, 2) fmt_exp_profit = round(trade.calc_profit_percent(rate=limit) * 100, 2)
profit_trade = trade.calc_profit(rate=limit) profit_trade = trade.calc_profit(rate=limit)
current_rate = exchange.get_ticker(trade.pair, False)['bid'] current_rate = exchange.get_ticker(trade.pair)['bid']
profit = trade.calc_profit_percent(current_rate) profit = trade.calc_profit_percent(limit)
pair_url = exchange.get_pair_detail_url(trade.pair)
gain = "profit" if fmt_exp_profit > 0 else "loss"
message = "*{exchange}:* Selling\n" \ message = f"*{exc}:* Selling\n" \
"*Current Pair:* [{pair}]({pair_url})\n" \ f"*Current Pair:* [{pair}]({pair_url})\n" \
"*Limit:* `{limit}`\n" \ f"*Limit:* `{limit}`\n" \
"*Amount:* `{amount}`\n" \ f"*Amount:* `{round(trade.amount, 8)}`\n" \
"*Open Rate:* `{open_rate:.8f}`\n" \ f"*Open Rate:* `{trade.open_rate:.8f}`\n" \
"*Current Rate:* `{current_rate:.8f}`\n" \ f"*Current Rate:* `{current_rate:.8f}`\n" \
"*Profit:* `{profit:.2f}%`" \ f"*Profit:* `{round(profit * 100, 2):.2f}%`" \
"".format( ""
exchange=trade.exchange,
pair=trade.pair,
pair_url=exchange.get_pair_detail_url(trade.pair),
limit=limit,
open_rate=trade.open_rate,
current_rate=current_rate,
amount=round(trade.amount, 8),
profit=round(profit * 100, 2),
)
# For regular case, when the configuration exists # For regular case, when the configuration exists
if 'stake_currency' in self.config and 'fiat_display_currency' in self.config: if 'stake_currency' in self.config and 'fiat_display_currency' in self.config:
stake = self.config['stake_currency']
fiat = self.config['fiat_display_currency']
fiat_converter = CryptoToFiatConverter() fiat_converter = CryptoToFiatConverter()
profit_fiat = fiat_converter.convert_amount( profit_fiat = fiat_converter.convert_amount(
profit_trade, profit_trade,
self.config['stake_currency'], stake,
self.config['fiat_display_currency'] fiat
) )
message += '` ({gain}: {profit_percent:.2f}%, {profit_coin:.8f} {coin}`' \ message += f'` ({gain}: {fmt_exp_profit:.2f}%, {profit_trade:.8f} {stake}`' \
'` / {profit_fiat:.3f} {fiat})`' \ f'` / {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'],
)
# Because telegram._forcesell does not have the configuration # Because telegram._forcesell does not have the configuration
# Ignore the FIAT value and does not show the stake_currency as well # Ignore the FIAT value and does not show the stake_currency as well
else: else:

View File

@ -13,7 +13,7 @@ def went_down(series: Series) -> bool:
return series < series.shift(1) 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 magic = pi * sqrt(2) / smoothing
a1 = exp(-magic) a1 = exp(-magic)
coeff2 = 2 * a1 * cos(magic) coeff2 = 2 * a1 * cos(magic)

View File

@ -7,6 +7,7 @@ import logging
import sys import sys
from typing import List from typing import List
from freqtrade import OperationalException
from freqtrade.arguments import Arguments from freqtrade.arguments import Arguments
from freqtrade.configuration import Configuration from freqtrade.configuration import Configuration
from freqtrade.freqtradebot import FreqtradeBot from freqtrade.freqtradebot import FreqtradeBot
@ -47,6 +48,9 @@ def main(sysargv: List[str]) -> None:
except KeyboardInterrupt: except KeyboardInterrupt:
logger.info('SIGINT received, aborting ...') logger.info('SIGINT received, aborting ...')
return_code = 0 return_code = 0
except OperationalException as e:
logger.error(str(e))
return_code = 2
except BaseException: except BaseException:
logger.exception('Fatal exception!') logger.exception('Fatal exception!')
finally: finally:
@ -61,6 +65,7 @@ def set_loggers() -> None:
:return: None :return: None
""" """
logging.getLogger('requests.packages.urllib3').setLevel(logging.INFO) logging.getLogger('requests.packages.urllib3').setLevel(logging.INFO)
logging.getLogger('ccxt.base.exchange').setLevel(logging.INFO)
logging.getLogger('telegram').setLevel(logging.INFO) logging.getLogger('telegram').setLevel(logging.INFO)

View File

@ -5,6 +5,7 @@ Various tool function for Freqtrade and scripts
import json import json
import logging import logging
import re import re
import gzip
from datetime import datetime from datetime import datetime
from typing import Dict from typing import Dict
@ -63,12 +64,28 @@ def common_datearray(dfs: Dict[str, DataFrame]) -> np.ndarray:
return np.sort(arr, axis=0) 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 Dump JSON data into a file
:param filename: file to create :param filename: file to create
:param data: JSON Data to save :param data: JSON Data to save
:return: :return:
""" """
with open(filename, 'w') as fp: print(f'dumping json to "{filename}"')
json.dump(data, fp, default=str)
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')

View File

@ -4,38 +4,61 @@ import gzip
import json import json
import logging import logging
import os 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.exchange import get_ticker_history
from freqtrade.arguments import TimeRange
from user_data.hyperopt_conf import hyperopt_optimize_conf from user_data.hyperopt_conf import hyperopt_optimize_conf
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
def trim_tickerlist(tickerlist: List[Dict], timerange: Tuple[Tuple, int, int]) -> List[Dict]: def trim_tickerlist(tickerlist: List[Dict], timerange: TimeRange) -> List[Dict]:
stype, start, stop = timerange if not tickerlist:
if stype == (None, 'line'): return tickerlist
return tickerlist[stop:]
elif stype == ('line', None):
return tickerlist[0:start]
elif stype == ('index', 'index'):
return tickerlist[start:stop]
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( def load_tickerdata_file(
datadir: str, pair: str, datadir: str, pair: str,
ticker_interval: int, ticker_interval: str,
timerange: Optional[Tuple[Tuple, int, int]] = None) -> Optional[List[Dict]]: timerange: Optional[TimeRange] = None) -> Optional[List[Dict]]:
""" """
Load a pair from file, Load a pair from file,
:return dict OR empty if unsuccesful :return dict OR empty if unsuccesful
""" """
path = make_testdata_path(datadir) path = make_testdata_path(datadir)
pair_file_string = pair.replace('/', '_')
file = os.path.join(path, '{pair}-{ticker_interval}.json'.format( file = os.path.join(path, '{pair}-{ticker_interval}.json'.format(
pair=pair, pair=pair_file_string,
ticker_interval=ticker_interval, ticker_interval=ticker_interval,
)) ))
gzipfile = file + '.gz' gzipfile = file + '.gz'
@ -58,10 +81,11 @@ def load_tickerdata_file(
return pairdata return pairdata
def load_data(datadir: str, ticker_interval: int, def load_data(datadir: str,
ticker_interval: str,
pairs: Optional[List[str]] = None, pairs: Optional[List[str]] = None,
refresh_pairs: Optional[bool] = False, refresh_pairs: Optional[bool] = False,
timerange: 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 Loads ticker history data for the given parameters
:return: dict :return: dict
@ -73,16 +97,20 @@ def load_data(datadir: str, ticker_interval: int,
# If the user force the refresh of pairs # If the user force the refresh of pairs
if refresh_pairs: if refresh_pairs:
logger.info('Download data for all pairs and store them in %s', datadir) 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: for pair in _pairs:
pairdata = load_tickerdata_file(datadir, pair, ticker_interval, timerange=timerange) pairdata = load_tickerdata_file(datadir, pair, ticker_interval, timerange=timerange)
if not pairdata: if pairdata:
# download the tickerdata from exchange result[pair] = pairdata
download_backtesting_testdata(datadir, pair=pair, interval=ticker_interval) else:
# and retry reading the pair logger.warning(
pairdata = load_tickerdata_file(datadir, pair, ticker_interval, timerange=timerange) 'No data for pair: "%s", Interval: %s. '
result[pair] = pairdata 'Use --refresh-pairs-cached to download the data',
pair,
ticker_interval
)
return result 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 each pairs passed in parameters, download the ticker intervals"""
for pair in pairs: for pair in pairs:
try: try:
download_backtesting_testdata(datadir, pair=pair, interval=ticker_interval) download_backtesting_testdata(datadir,
pair=pair,
tick_interval=ticker_interval,
timerange=timerange)
except BaseException: except BaseException:
logger.info( logger.info(
'Failed to download the pair: "%s", Interval: %s min', 'Failed to download the pair: "%s", Interval: %s',
pair, pair,
ticker_interval ticker_interval
) )
@ -110,39 +143,87 @@ def download_pairs(datadir, pairs: List[str], ticker_interval: int) -> bool:
return True return True
# FIX: 20180110, suggest rename interval to tick_interval def load_cached_data_for_updating(filename: str,
def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) -> None: 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 Load cached data and choose what part of the data should be updated
Based on @Rybolov work: https://github.com/rybolov/freqtrade-data
""" """
path = make_testdata_path(datadir) since_ms = None
logger.info(
'Download the pair: "%s", Interval: %s min', pair, interval
)
filename = os.path.join(path, '{pair}-{interval}.json'.format( # user sets timerange, so find the start time
pair=pair.replace("-", "_"), if timerange:
interval=interval, 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): if os.path.isfile(filename):
with open(filename, "rt") as file: with open(filename, "rt") as file:
data = json.load(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: else:
data = [] data = []
logger.debug('Current Start: %s', data[1]['T'] if data else None) if data:
logger.debug('Current End: %s', data[-1:][0]['T'] if data else None) 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 return (data, since_ms)
data.extend([
row for row in get_ticker_history(pair=pair, tick_interval=int(interval))
if row not in data 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) misc.file_dump_json(filename, data)

View File

@ -17,11 +17,9 @@ from freqtrade import exchange
from freqtrade.analyze import Analyze from freqtrade.analyze import Analyze
from freqtrade.arguments import Arguments from freqtrade.arguments import Arguments
from freqtrade.configuration import Configuration from freqtrade.configuration import Configuration
from freqtrade.exchange import Bittrex
from freqtrade.misc import file_dump_json from freqtrade.misc import file_dump_json
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -35,24 +33,19 @@ class Backtesting(object):
""" """
def __init__(self, config: Dict[str, Any]) -> None: def __init__(self, config: Dict[str, Any]) -> None:
self.config = config 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.analyze = Analyze(self.config)
self.ticker_interval = self.analyze.strategy.ticker_interval self.ticker_interval = self.analyze.strategy.ticker_interval
self.tickerdata_to_dataframe = self.analyze.tickerdata_to_dataframe self.tickerdata_to_dataframe = self.analyze.tickerdata_to_dataframe
self.populate_buy_trend = self.analyze.populate_buy_trend self.populate_buy_trend = self.analyze.populate_buy_trend
self.populate_sell_trend = self.analyze.populate_sell_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 @staticmethod
def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]: 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 Generates and returns a text table for the given backtest data and the results dataframe
:return: pretty printed table with tabulate as str :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') floatfmt = ('s', 'd', '.2f', '.8f', '.1f')
tabular_data = [] tabular_data = []
@ -101,7 +94,7 @@ class Backtesting(object):
len(results[results.profit_BTC > 0]), len(results[results.profit_BTC > 0]),
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( def _get_sell_trade_entry(
self, pair: str, buy_row: DataFrame, self, pair: str, buy_row: DataFrame,
@ -109,12 +102,14 @@ class Backtesting(object):
stake_amount = args['stake_amount'] stake_amount = args['stake_amount']
max_open_trades = args.get('max_open_trades', 0) max_open_trades = args.get('max_open_trades', 0)
fee = exchange.get_fee()
trade = Trade( trade = Trade(
open_rate=buy_row.close, open_rate=buy_row.close,
open_date=buy_row.date, open_date=buy_row.date,
stake_amount=stake_amount, stake_amount=stake_amount,
amount=stake_amount / buy_row.open, amount=stake_amount / buy_row.open,
fee=exchange.get_fee() fee_open=fee,
fee_close=fee
) )
# calculate win/lose forwards from buy point # calculate win/lose forwards from buy point
@ -159,13 +154,22 @@ class Backtesting(object):
max_open_trades = args.get('max_open_trades', 0) max_open_trades = args.get('max_open_trades', 0)
realistic = args.get('realistic', False) realistic = args.get('realistic', False)
record = args.get('record', None) record = args.get('record', None)
recordfilename = args.get('recordfn', 'backtest-result.json')
records = [] records = []
trades = [] trades = []
trade_count_lock = {} trade_count_lock: Dict = {}
for pair, pair_data in processed.items(): for pair, pair_data in processed.items():
pair_data['buy'], pair_data['sell'] = 0, 0 # cleanup from previous run 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()] ticker = [x for x in ticker_data.itertuples()]
lock_pair_until = None lock_pair_until = None
@ -201,8 +205,8 @@ class Backtesting(object):
# For now export inside backtest(), maybe change so that backtest() # For now export inside backtest(), maybe change so that backtest()
# returns a tuple like: (dataframe, records, logs, etc) # returns a tuple like: (dataframe, records, logs, etc)
if record and record.find('trades') >= 0: if record and record.find('trades') >= 0:
logger.info('Dumping backtest results') logger.info('Dumping backtest results to %s', recordfilename)
file_dump_json('backtest-result.json', records) file_dump_json(recordfilename, records)
labels = ['currency', 'profit_percent', 'profit_BTC', 'duration'] labels = ['currency', 'profit_percent', 'profit_BTC', 'duration']
return DataFrame.from_records(trades, columns=labels) return DataFrame.from_records(trades, columns=labels)
@ -223,7 +227,8 @@ class Backtesting(object):
else: else:
logger.info('Using local backtesting data (using whitelist in given config) ...') 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( data = optimize.load_data(
self.config['datadir'], self.config['datadir'],
pairs=pairs, pairs=pairs,
@ -261,7 +266,8 @@ class Backtesting(object):
'realistic': self.config.get('realistic_simulation', False), 'realistic': self.config.get('realistic_simulation', False),
'sell_profit_only': sell_profit_only, 'sell_profit_only': sell_profit_only,
'use_sell_signal': use_sell_signal, 'use_sell_signal': use_sell_signal,
'record': self.config.get('export') 'record': self.config.get('export'),
'recordfn': self.config.get('exportfilename'),
} }
) )
logger.info( logger.info(

View File

@ -14,7 +14,7 @@ from argparse import Namespace
from functools import reduce from functools import reduce
from math import exp from math import exp
from operator import itemgetter from operator import itemgetter
from typing import Dict, Any, Callable from typing import Dict, Any, Callable, Optional
import numpy import numpy
import talib.abstract as ta import talib.abstract as ta
@ -29,7 +29,6 @@ from freqtrade.optimize import load_data
from freqtrade.optimize.backtesting import Backtesting from freqtrade.optimize.backtesting import Backtesting
from user_data.hyperopt_conf import hyperopt_optimize_conf from user_data.hyperopt_conf import hyperopt_optimize_conf
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -61,7 +60,7 @@ class Hyperopt(Backtesting):
self.expected_max_profit = 3.0 self.expected_max_profit = 3.0
# Configuration and data used by hyperopt # Configuration and data used by hyperopt
self.processed = None self.processed: Optional[Dict[str, Any]] = None
# Hyperopt Trials # Hyperopt Trials
self.trials_file = os.path.join('user_data', 'hyperopt_trials.pickle') 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 Return the space to use during Hyperopt
""" """
spaces = {} spaces: Dict = {}
if self.has_space('buy'): if self.has_space('buy'):
spaces = {**spaces, **Hyperopt.indicator_space()} spaces = {**spaces, **Hyperopt.indicator_space()}
if self.has_space('roi'): if self.has_space('roi'):
@ -456,6 +455,7 @@ class Hyperopt(Backtesting):
if trade_count == 0 or trade_duration > self.max_accepted_trade_duration: if trade_count == 0 or trade_duration > self.max_accepted_trade_duration:
print('.', end='') print('.', end='')
sys.stdout.flush()
return { return {
'status': STATUS_FAIL, 'status': STATUS_FAIL,
'loss': float('inf') 'loss': float('inf')
@ -480,31 +480,32 @@ class Hyperopt(Backtesting):
'result': result_explanation, 'result': result_explanation,
} }
@staticmethod def format_results(self, results: DataFrame) -> str:
def format_results(results: DataFrame) -> str:
""" """
Return the format result in a string Return the format result in a string
""" """
return ('{:6d} trades. Avg profit {: 5.2f}%. ' 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), len(results.index),
results.profit_percent.mean() * 100.0, results.profit_percent.mean() * 100.0,
results.profit_BTC.sum(), results.profit_BTC.sum(),
self.config['stake_currency'],
results.profit_percent.sum(), results.profit_percent.sum(),
results.duration.mean(), results.duration.mean(),
) )
def start(self) -> None: 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( data = load_data(
datadir=self.config.get('datadir'), datadir=str(self.config.get('datadir')),
pairs=self.config['exchange']['pair_whitelist'], pairs=self.config['exchange']['pair_whitelist'],
ticker_interval=self.ticker_interval, ticker_interval=self.ticker_interval,
timerange=timerange timerange=timerange
) )
if self.has_space('buy'): 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) self.processed = self.tickerdata_to_dataframe(data)
if self.config.get('mongodb'): if self.config.get('mongodb'):

View File

@ -5,57 +5,114 @@ This module contains the class to persist trades into SQLite
import logging import logging
from datetime import datetime from datetime import datetime
from decimal import Decimal, getcontext from decimal import Decimal, getcontext
from typing import Dict, Optional from typing import Dict, Optional, Any
import arrow import arrow
from sqlalchemy import (Boolean, Column, DateTime, Float, Integer, String, from sqlalchemy import (Boolean, Column, DateTime, Float, Integer, String,
create_engine) 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.ext.declarative import declarative_base
from sqlalchemy.orm.scoping import scoped_session from sqlalchemy.orm.scoping import scoped_session
from sqlalchemy.orm.session import sessionmaker from sqlalchemy.orm.session import sessionmaker
from sqlalchemy.pool import StaticPool from sqlalchemy.pool import StaticPool
from freqtrade import OperationalException
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
_CONF = {} _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, Initializes this module with the given config,
registers all known command handlers registers all known command handlers
and starts polling for message updates and starts polling for message updates
:param config: config to use :param config: config to use
:param engine: database engine for sqlalchemy (Optional)
:return: None :return: None
""" """
_CONF.update(config) _CONF.update(config)
if not engine:
if _CONF.get('dry_run', False): db_url = _CONF.get('db_url', None)
# the user wants dry run to use a DB kwargs = {}
if _CONF.get('dry_run_db', False):
engine = create_engine('sqlite:///tradesv3.dry_run.sqlite') # Take care of thread ownership if in-memory db
# Otherwise dry run will store in memory if db_url == 'sqlite://':
else: kwargs.update({
engine = create_engine('sqlite://', 'connect_args': {'check_same_thread': False},
connect_args={'check_same_thread': False}, 'poolclass': StaticPool,
poolclass=StaticPool, 'echo': False,
echo=False) })
else:
engine = create_engine('sqlite:///tradesv3.sqlite') 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)) session = scoped_session(sessionmaker(bind=engine, autoflush=True, autocommit=True))
Trade.session = session() Trade.session = session()
Trade.query = session.query_property() Trade.query = session.query_property()
_DECL_BASE.metadata.create_all(engine) _DECL_BASE.metadata.create_all(engine)
check_migrate(engine)
# Clean dry_run DB # Clean dry_run DB if the db is not in-memory
if _CONF.get('dry_run', False) and _CONF.get('dry_run_db', False): if _CONF.get('dry_run', False) and db_url != 'sqlite://':
clean_dry_run_db() 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: def cleanup() -> None:
""" """
Flushes all pending operations to disk. Flushes all pending operations to disk.
@ -85,9 +142,12 @@ class Trade(_DECL_BASE):
exchange = Column(String, nullable=False) exchange = Column(String, nullable=False)
pair = Column(String, nullable=False) pair = Column(String, nullable=False)
is_open = Column(Boolean, nullable=False, default=True) 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 = Column(Float)
open_rate_requested = Column(Float)
close_rate = Column(Float) close_rate = Column(Float)
close_rate_requested = Column(Float)
close_profit = Column(Float) close_profit = Column(Float)
stake_amount = Column(Float, nullable=False) stake_amount = Column(Float, nullable=False)
amount = Column(Float) amount = Column(Float)
@ -111,20 +171,20 @@ class Trade(_DECL_BASE):
:return: None :return: None
""" """
# Ignore open and cancelled orders # Ignore open and cancelled orders
if not order['closed'] or order['rate'] is None: if order['status'] == 'open' or order['price'] is None:
return return
logger.info('Updating trade (id=%d) ...', self.id) logger.info('Updating trade (id=%d) ...', self.id)
getcontext().prec = 8 # Bittrex do not go above 8 decimal 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 # Update open rate and actual amount
self.open_rate = Decimal(order['rate']) self.open_rate = Decimal(order['price'])
self.amount = Decimal(order['amount']) self.amount = Decimal(order['amount'])
logger.info('LIMIT_BUY has been fulfilled for %s.', self) logger.info('LIMIT_BUY has been fulfilled for %s.', self)
self.open_order_id = None self.open_order_id = None
elif order['type'] == 'LIMIT_SELL': elif order['type'] == 'limit' and order['side'] == 'sell':
self.close(order['rate']) self.close(order['price'])
else: else:
raise ValueError('Unknown order type: {}'.format(order['type'])) raise ValueError('Unknown order type: {}'.format(order['type']))
cleanup() cleanup()
@ -156,7 +216,7 @@ class Trade(_DECL_BASE):
getcontext().prec = 8 getcontext().prec = 8
buy_trade = (Decimal(self.amount) * Decimal(self.open_rate)) 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) return float(buy_trade + fees)
def calc_close_trade_price( def calc_close_trade_price(
@ -177,7 +237,7 @@ class Trade(_DECL_BASE):
return 0.0 return 0.0
sell_trade = (Decimal(self.amount) * Decimal(rate or self.close_rate)) 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) return float(sell_trade - fees)
def calc_profit( def calc_profit(
@ -195,7 +255,7 @@ class Trade(_DECL_BASE):
open_trade_price = self.calc_open_trade_price() open_trade_price = self.calc_open_trade_price()
close_trade_price = self.calc_close_trade_price( close_trade_price = self.calc_close_trade_price(
rate=(rate or self.close_rate), 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)) 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() open_trade_price = self.calc_open_trade_price()
close_trade_price = self.calc_close_trade_price( close_trade_price = self.calc_close_trade_price(
rate=(rate or self.close_rate), 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)) return float("{0:.8f}".format((close_trade_price / open_trade_price) - 1))

View File

@ -2,13 +2,14 @@
This module contains class to define a RPC communications This module contains class to define a RPC communications
""" """
import logging import logging
from datetime import datetime, timedelta from datetime import datetime, timedelta, date
from decimal import Decimal from decimal import Decimal
from typing import Tuple, Any from typing import Dict, Tuple, Any
import arrow import arrow
import sqlalchemy as sql import sqlalchemy as sql
from pandas import DataFrame from pandas import DataFrame
from numpy import mean, nan_to_num
from freqtrade import exchange from freqtrade import exchange
from freqtrade.misc import shorten_date from freqtrade.misc import shorten_date
@ -48,7 +49,7 @@ class RPC(object):
for trade in trades: for trade in trades:
order = None order = None
if trade.open_order_id: 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 # calculate profit and send message to user
current_rate = exchange.get_ticker(trade.pair, False)['bid'] current_rate = exchange.get_ticker(trade.pair, False)['bid']
current_profit = trade.calc_profit_percent(current_rate) current_profit = trade.calc_profit_percent(current_rate)
@ -76,8 +77,8 @@ class RPC(object):
amount=round(trade.amount, 8), amount=round(trade.amount, 8),
close_profit=fmt_close_profit, close_profit=fmt_close_profit,
current_profit=round(current_profit * 100, 2), current_profit=round(current_profit * 100, 2),
open_order='({} rem={:.8f})'.format( open_order='({} {} rem={:.8f})'.format(
order['type'], order['remaining'] order['type'], order['side'], order['remaining']
) if order else None, ) if order else None,
) )
result.append(message) result.append(message)
@ -114,7 +115,7 @@ class RPC(object):
self, timescale: int, self, timescale: int,
stake_currency: str, fiat_display_currency: str) -> Tuple[bool, Any]: stake_currency: str, fiat_display_currency: str) -> Tuple[bool, Any]:
today = datetime.utcnow().date() today = datetime.utcnow().date()
profit_days = {} profit_days: Dict[date, Dict] = {}
if not (isinstance(timescale, int) and timescale > 0): if not (isinstance(timescale, int) and timescale > 0):
return True, '*Daily [n]:* `must be an integer greater than 0`' return True, '*Daily [n]:* `must be an integer greater than 0`'
@ -172,7 +173,7 @@ class RPC(object):
durations = [] durations = []
for trade in trades: for trade in trades:
current_rate = None current_rate: float = 0.0
if not trade.open_rate: if not trade.open_rate:
continue continue
@ -209,14 +210,14 @@ class RPC(object):
fiat = self.freqtrade.fiat_converter fiat = self.freqtrade.fiat_converter
# Prepare data to display # Prepare data to display
profit_closed_coin = round(sum(profit_closed_coin), 8) profit_closed_coin = round(sum(profit_closed_coin), 8)
profit_closed_percent = round(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_fiat = fiat.convert_amount(
profit_closed_coin, profit_closed_coin,
stake_currency, stake_currency,
fiat_display_currency fiat_display_currency
) )
profit_all_coin = round(sum(profit_all_coin), 8) 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_fiat = fiat.convert_amount(
profit_all_coin, profit_all_coin,
stake_currency, stake_currency,
@ -245,41 +246,40 @@ class RPC(object):
""" """
:return: current account balance per crypto :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 = [] output = []
total = 0.0 total = 0.0
for currency in balances: for coin, balance in exchange.get_balances().items():
coin = currency['Currency'] if not balance['total']:
continue
rate = None
if coin == 'BTC': if coin == 'BTC':
currency["Rate"] = 1.0 rate = 1.0
else: else:
if coin == 'USDT': 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: else:
currency["Rate"] = exchange.get_ticker('BTC_' + coin, False)['bid'] rate = exchange.get_ticker(coin + '/BTC', False)['bid']
currency['BTC'] = currency["Rate"] * currency["Balance"] est_btc: float = rate * balance['total']
total = total + currency['BTC'] total = total + est_btc
output.append( output.append(
{ {
'currency': currency['Currency'], 'currency': coin,
'available': currency['Available'], 'available': balance['free'],
'balance': currency['Balance'], 'balance': balance['total'],
'pending': currency['Pending'], 'pending': balance['used'],
'est_btc': currency['BTC'] 'est_btc': est_btc
} }
) )
if total == 0.0:
return True, '`All balances are zero.`'
fiat = self.freqtrade.fiat_converter fiat = self.freqtrade.fiat_converter
symbol = fiat_display_currency symbol = fiat_display_currency
value = fiat.convert_amount(total, 'BTC', symbol) value = fiat.convert_amount(total, 'BTC', symbol)
return False, (output, total, symbol, value) return False, (output, total, symbol, value)
def rpc_start(self) -> (bool, str): def rpc_start(self) -> Tuple[bool, str]:
""" """
Handler for start. Handler for start.
""" """
@ -289,7 +289,7 @@ class RPC(object):
self.freqtrade.state = State.RUNNING self.freqtrade.state = State.RUNNING
return False, '`Starting trader ...`' return False, '`Starting trader ...`'
def rpc_stop(self) -> (bool, str): def rpc_stop(self) -> Tuple[bool, str]:
""" """
Handler for stop. Handler for stop.
""" """
@ -309,17 +309,23 @@ class RPC(object):
def _exec_forcesell(trade: Trade) -> None: def _exec_forcesell(trade: Trade) -> None:
# Check if there is there is an open order # Check if there is there is an open order
if trade.open_order_id: 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 # Cancel open LIMIT_BUY orders and close trade
if order and not order['closed'] and order['type'] == 'LIMIT_BUY': if order and order['status'] == 'open' \
exchange.cancel_order(trade.open_order_id) and order['type'] == 'limit' \
trade.close(order.get('rate') or trade.open_rate) and order['side'] == 'buy':
# TODO: sell amount which has been bought already exchange.cancel_order(trade.open_order_id, trade.pair)
return 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 # 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 return
# Get current rate and execute sell # Get current rate and execute sell
@ -348,6 +354,7 @@ class RPC(object):
return True, 'Invalid argument.' return True, 'Invalid argument.'
_exec_forcesell(trade) _exec_forcesell(trade)
Trade.session.flush()
return False, '' return False, ''
def rpc_performance(self) -> Tuple[bool, Any]: def rpc_performance(self) -> Tuple[bool, Any]:

View File

@ -1,6 +1,7 @@
""" """
This module contains class to manage RPC communications (Telegram, Slack, ...) This module contains class to manage RPC communications (Telegram, Slack, ...)
""" """
from typing import Any, List
import logging import logging
from freqtrade.rpc.telegram import Telegram from freqtrade.rpc.telegram import Telegram
@ -21,8 +22,8 @@ class RPCManager(object):
""" """
self.freqtrade = freqtrade self.freqtrade = freqtrade
self.registered_modules = [] self.registered_modules: List[str] = []
self.telegram = None self.telegram: Any = None
self._init() self._init()
def _init(self) -> None: def _init(self) -> None:

View File

@ -18,7 +18,7 @@ from freqtrade.rpc.rpc import RPC
logger = logging.getLogger(__name__) 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 Decorator to check if the message comes from the correct chat_id
:param command_handler: Telegram CommandHandler :param command_handler: Telegram CommandHandler
@ -65,7 +65,7 @@ class Telegram(RPC):
""" """
super().__init__(freqtrade) super().__init__(freqtrade)
self._updater = None self._updater: Updater = None
self._config = freqtrade.config self._config = freqtrade.config
self._init() self._init()
@ -264,17 +264,15 @@ class Telegram(RPC):
(currencys, total, symbol, value) = result (currencys, total, symbol, value) = result
output = '' output = ''
for currency in currencys: for currency in currencys:
output += """*Currency*: {currency} output += "*{currency}:*\n" \
*Available*: {available} "\t`Available: {available: .8f}`\n" \
*Balance*: {balance} "\t`Balance: {balance: .8f}`\n" \
*Pending*: {pending} "\t`Pending: {pending: .8f}`\n" \
*Est. BTC*: {est_btc: .8f} "\t`Est. BTC: {est_btc: .8f}`\n".format(**currency)
""".format(**currency)
output += """*Estimated Value*: output += "\n*Estimated Value*:\n" \
*BTC*: {0: .8f} "\t`BTC: {0: .8f}`\n" \
*{1}*: {2: .2f} "\t`{1}: {2: .2f}`\n".format(total, symbol, value)
""".format(total, symbol, value)
self.send_msg(output) self.send_msg(output)
@authorized_only @authorized_only

View File

@ -26,7 +26,7 @@ class DefaultStrategy(IStrategy):
stoploss = -0.10 stoploss = -0.10
# Optimal ticker interval for the strategy # Optimal ticker interval for the strategy
ticker_interval = 5 ticker_interval = '5m'
def populate_indicators(self, dataframe: DataFrame) -> DataFrame: def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
""" """

View File

@ -2,7 +2,7 @@
IStrategy interface IStrategy interface
This module defines the interface to apply for strategies This module defines the interface to apply for strategies
""" """
from typing import Dict
from abc import ABC, abstractmethod from abc import ABC, abstractmethod
from pandas import DataFrame from pandas import DataFrame
@ -16,9 +16,13 @@ class IStrategy(ABC):
Attributes you can use: Attributes you can use:
minimal_roi -> Dict: Minimal ROI designed for the strategy minimal_roi -> Dict: Minimal ROI designed for the strategy
stoploss -> float: optimal stoploss 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 @abstractmethod
def populate_indicators(self, dataframe: DataFrame) -> DataFrame: def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
""" """

View File

@ -33,7 +33,8 @@ class StrategyResolver(object):
# Verify the strategy is in the configuration, otherwise fallback to the default strategy # Verify the strategy is in the configuration, otherwise fallback to the default strategy
strategy_name = config.get('strategy') or constants.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 # Set attributes
# Check if we need to override configuration # 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(), {int(key): value for (key, value) in self.strategy.minimal_roi.items()}.items(),
key=lambda t: t[0])) key=lambda t: t[0]))
self.strategy.stoploss = float(self.strategy.stoploss) self.strategy.stoploss = float(self.strategy.stoploss)
self.strategy.ticker_interval = int(self.strategy.ticker_interval)
def _load_strategy( 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. Search and loads the specified strategy.
:param strategy_name: name of the module to import :param strategy_name: name of the module to import
@ -102,7 +102,7 @@ class StrategyResolver(object):
# Generate spec based on absolute path # Generate spec based on absolute path
spec = importlib.util.spec_from_file_location('user_data.strategies', module_path) spec = importlib.util.spec_from_file_location('user_data.strategies', module_path)
module = importlib.util.module_from_spec(spec) 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 = ( valid_strategies_gen = (
obj for name, obj in inspect.getmembers(module, inspect.isclass) obj for name, obj in inspect.getmembers(module, inspect.isclass)

View File

@ -2,13 +2,13 @@
import json import json
import logging import logging
from datetime import datetime from datetime import datetime
from typing import Dict, Optional
from functools import reduce from functools import reduce
from unittest.mock import MagicMock from unittest.mock import MagicMock
import arrow import arrow
import pytest import pytest
from jsonschema import validate from jsonschema import validate
from sqlalchemy import create_engine
from telegram import Chat, Message, Update from telegram import Chat, Message, Update
from freqtrade.analyze import Analyze from freqtrade.analyze import Analyze
@ -34,7 +34,8 @@ def get_patched_freqtradebot(mocker, config) -> FreqtradeBot:
:param config: Config to pass to the bot :param config: Config to pass to the bot
:return: None :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.Analyze', MagicMock())
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
mocker.patch('freqtrade.freqtradebot.persistence.init', 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.RPCManager.send_msg', MagicMock())
mocker.patch('freqtrade.freqtradebot.Analyze.get_signal', 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") @pytest.fixture(scope="function")
@ -54,7 +76,7 @@ def default_conf():
"stake_currency": "BTC", "stake_currency": "BTC",
"stake_amount": 0.001, "stake_amount": 0.001,
"fiat_display_currency": "USD", "fiat_display_currency": "USD",
"ticker_interval": 5, "ticker_interval": '5m',
"dry_run": True, "dry_run": True,
"minimal_roi": { "minimal_roi": {
"40": 0.0, "40": 0.0,
@ -73,11 +95,10 @@ def default_conf():
"key": "key", "key": "key",
"secret": "secret", "secret": "secret",
"pair_whitelist": [ "pair_whitelist": [
"BTC_ETH", "ETH/BTC",
"BTC_TKN", "LTC/BTC",
"BTC_TRST", "XRP/BTC",
"BTC_SWT", "NEO/BTC"
"BTC_BCC"
] ]
}, },
"telegram": { "telegram": {
@ -86,7 +107,8 @@ def default_conf():
"chat_id": "0" "chat_id": "0"
}, },
"initial_state": "running", "initial_state": "running",
"loglevel": logging.DEBUG "db_url": "sqlite://",
"loglevel": logging.DEBUG,
} }
validate(configuration, constants.CONF_SCHEMA) validate(configuration, constants.CONF_SCHEMA)
return configuration return configuration
@ -99,6 +121,11 @@ def update():
return _update return _update
@pytest.fixture
def fee():
return MagicMock(return_value=0.0025)
@pytest.fixture @pytest.fixture
def ticker(): def ticker():
return MagicMock(return_value={ return MagicMock(return_value={
@ -127,46 +154,94 @@ def ticker_sell_down():
@pytest.fixture @pytest.fixture
def health(): def markets():
return MagicMock(return_value=[{ return MagicMock(return_value=[
'Currency': 'BTC', {
'IsActive': True, 'id': 'ethbtc',
'LastChecked': '2017-11-13T20:15:00.00', 'symbol': 'ETH/BTC',
'Notice': None 'base': 'ETH',
}, { 'quote': 'BTC',
'Currency': 'ETH', 'active': True,
'IsActive': True, 'precision': {
'LastChecked': '2017-11-13T20:15:00.00', 'price': 8,
'Notice': None 'amount': 8,
}, { 'cost': 8,
'Currency': 'TRST', },
'IsActive': True, 'lot': 0.00000001,
'LastChecked': '2017-11-13T20:15:00.00', 'limits': {
'Notice': None 'amount': {
}, { 'min': 0.01,
'Currency': 'SWT', 'max': 1000,
'IsActive': True, },
'LastChecked': '2017-11-13T20:15:00.00', 'price': 500000,
'Notice': None 'cost': 500000,
}, { },
'Currency': 'BCC', 'info': '',
'IsActive': False, },
'LastChecked': '2017-11-13T20:15:00.00', {
'Notice': None '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 @pytest.fixture
def markets_empty():
return MagicMock(return_value=[])
@pytest.fixture(scope='function')
def limit_buy_order(): def limit_buy_order():
return { return {
'id': 'mocked_limit_buy', 'id': 'mocked_limit_buy',
'type': 'LIMIT_BUY', 'type': 'limit',
'side': 'buy',
'pair': 'mocked', 'pair': 'mocked',
'opened': str(arrow.utcnow().datetime), 'datetime': arrow.utcnow().isoformat(),
'rate': 0.00001099, 'price': 0.00001099,
'amount': 90.99181073, 'amount': 90.99181073,
'remaining': 0.0, 'remaining': 0.0,
'closed': str(arrow.utcnow().datetime), 'status': 'closed'
} }
@ -174,12 +249,14 @@ def limit_buy_order():
def limit_buy_order_old(): def limit_buy_order_old():
return { return {
'id': 'mocked_limit_buy_old', 'id': 'mocked_limit_buy_old',
'type': 'LIMIT_BUY', 'type': 'limit',
'pair': 'BTC_ETH', 'side': 'buy',
'opened': str(arrow.utcnow().shift(minutes=-601).datetime), 'pair': 'mocked',
'rate': 0.00001099, 'datetime': str(arrow.utcnow().shift(minutes=-601).datetime),
'price': 0.00001099,
'amount': 90.99181073, 'amount': 90.99181073,
'remaining': 90.99181073, 'remaining': 90.99181073,
'status': 'open'
} }
@ -187,12 +264,14 @@ def limit_buy_order_old():
def limit_sell_order_old(): def limit_sell_order_old():
return { return {
'id': 'mocked_limit_sell_old', 'id': 'mocked_limit_sell_old',
'type': 'LIMIT_SELL', 'type': 'limit',
'pair': 'BTC_ETH', 'side': 'sell',
'opened': str(arrow.utcnow().shift(minutes=-601).datetime), 'pair': 'ETH/BTC',
'rate': 0.00001099, 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
'price': 0.00001099,
'amount': 90.99181073, 'amount': 90.99181073,
'remaining': 90.99181073, 'remaining': 90.99181073,
'status': 'open'
} }
@ -200,12 +279,14 @@ def limit_sell_order_old():
def limit_buy_order_old_partial(): def limit_buy_order_old_partial():
return { return {
'id': 'mocked_limit_buy_old_partial', 'id': 'mocked_limit_buy_old_partial',
'type': 'LIMIT_BUY', 'type': 'limit',
'pair': 'BTC_ETH', 'side': 'buy',
'opened': str(arrow.utcnow().shift(minutes=-601).datetime), 'pair': 'ETH/BTC',
'rate': 0.00001099, 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
'price': 0.00001099,
'amount': 90.99181073, 'amount': 90.99181073,
'remaining': 67.99181073, 'remaining': 67.99181073,
'status': 'open'
} }
@ -213,86 +294,228 @@ def limit_buy_order_old_partial():
def limit_sell_order(): def limit_sell_order():
return { return {
'id': 'mocked_limit_sell', 'id': 'mocked_limit_sell',
'type': 'LIMIT_SELL', 'type': 'limit',
'side': 'sell',
'pair': 'mocked', 'pair': 'mocked',
'opened': str(arrow.utcnow().datetime), 'datetime': arrow.utcnow().isoformat(),
'rate': 0.00001173, 'price': 0.00001173,
'amount': 90.99181073, 'amount': 90.99181073,
'remaining': 0.0, 'remaining': 0.0,
'closed': str(arrow.utcnow().datetime), 'status': 'closed'
} }
@pytest.fixture @pytest.fixture
def ticker_history(): def ticker_history():
return [ return [
{ [
"O": 8.794e-05, 1511686200000, # unix timestamp ms
"H": 8.948e-05, 8.794e-05, # open
"L": 8.794e-05, 8.948e-05, # high
"C": 8.88e-05, 8.794e-05, # low
"V": 991.09056638, 8.88e-05, # close
"T": "2017-11-26T08:50:00", 0.0877869, # volume (in quote currency)
"BV": 0.0877869 ],
}, [
{ 1511686500000,
"O": 8.88e-05, 8.88e-05,
"H": 8.942e-05, 8.942e-05,
"L": 8.88e-05, 8.88e-05,
"C": 8.893e-05, 8.893e-05,
"V": 658.77935965, 0.05874751,
"T": "2017-11-26T08:55:00", ],
"BV": 0.05874751 [
}, 1511686800000,
{ 8.891e-05,
"O": 8.891e-05, 8.893e-05,
"H": 8.893e-05, 8.875e-05,
"L": 8.875e-05, 8.877e-05,
"C": 8.877e-05, 0.7039405
"V": 7920.73570705, ]
"T": "2017-11-26T09:00:00",
"BV": 0.7039405
}
] ]
@pytest.fixture @pytest.fixture
def ticker_history_without_bv(): def tickers():
return [ return MagicMock(return_value={
{ 'ETH/BTC': {
"O": 8.794e-05, 'symbol': 'ETH/BTC',
"H": 8.948e-05, 'timestamp': 1522014806207,
"L": 8.794e-05, 'datetime': '2018-03-25T21:53:26.207Z',
"C": 8.88e-05, 'high': 0.061697,
"V": 991.09056638, 'low': 0.060531,
"T": "2017-11-26T08:50:00" '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': {}
}, },
{ 'TKN/BTC': {
"O": 8.88e-05, 'symbol': 'TKN/BTC',
"H": 8.942e-05, 'timestamp': 1522014806169,
"L": 8.88e-05, 'datetime': '2018-03-25T21:53:26.169Z',
"C": 8.893e-05, 'high': 0.01885,
"V": 658.77935965, 'low': 0.018497,
"T": "2017-11-26T08:55:00" '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,
}, },
{ 'BLK/BTC': {
"O": 8.891e-05, 'symbol': 'BLK/BTC',
"H": 8.893e-05, 'timestamp': 1522014806072,
"L": 8.875e-05, 'datetime': '2018-03-25T21:53:26.720Z',
"C": 8.877e-05, 'high': 0.007745,
"V": 7920.73570705, 'low': 0.007512,
"T": "2017-11-26T09:00:00" '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 @pytest.fixture
def result(): 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)) return Analyze.parse_ticker_dataframe(json.load(data_file))
# FIX: # FIX:
# Create an fixture/function # Create an fixture/function
# that inserts a trade of some type and open-status # 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 # 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 @pytest.fixture
def get_market_summaries_data(): def buy_order_fee():
""" return {
This fixture is a real result from exchange.get_market_summaries() but reduced to only 'id': 'mocked_limit_buy_old',
8 entries. 4 BTC, 4 USTD 'type': 'limit',
:return: JSON market summaries 'side': 'buy',
""" 'pair': 'mocked',
return [ 'datetime': str(arrow.utcnow().shift(minutes=-601).datetime),
{ 'price': 0.245441,
'Ask': 1.316e-05, 'amount': 8.0,
'BaseVolume': 5.72599471, 'remaining': 90.99181073,
'Bid': 1.3e-05, 'status': 'closed',
'Created': '2014-04-14T00:00:00', 'fee': None
'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
}
]

View File

@ -1,16 +1,18 @@
# pragma pylint: disable=missing-docstring, C0103, bad-continuation, global-statement # pragma pylint: disable=missing-docstring, C0103, bad-continuation, global-statement
# pragma pylint: disable=protected-access # pragma pylint: disable=protected-access
import logging import logging
from copy import deepcopy
from random import randint from random import randint
from unittest.mock import MagicMock from unittest.mock import MagicMock, PropertyMock
import ccxt
import pytest import pytest
from requests.exceptions import RequestException
import freqtrade.exchange as exchange import freqtrade.exchange as exchange
from freqtrade import OperationalException from freqtrade import OperationalException, DependencyException, TemporaryError
from freqtrade.exchange import init, validate_pairs, buy, sell, get_balance, get_balances, \ 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_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 from freqtrade.tests.conftest import log_has
API_INIT = False API_INIT = False
@ -42,9 +44,12 @@ def test_init_exception(default_conf):
def test_validate_pairs(default_conf, mocker): def test_validate_pairs(default_conf, mocker):
api_mock = MagicMock() api_mock = MagicMock()
api_mock.get_markets = MagicMock(return_value=[ api_mock.load_markets = MagicMock(return_value={
'BTC_ETH', 'BTC_TKN', 'BTC_TRST', 'BTC_SWT', 'BTC_BCC', '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('freqtrade.exchange._API', api_mock)
mocker.patch.dict('freqtrade.exchange._CONF', default_conf) mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
validate_pairs(default_conf['exchange']['pair_whitelist']) 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): def test_validate_pairs_not_available(default_conf, mocker):
api_mock = MagicMock() 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('freqtrade.exchange._API', api_mock)
mocker.patch.dict('freqtrade.exchange._CONF', default_conf) mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
with pytest.raises(OperationalException, match=r'not available'): 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): def test_validate_pairs_not_compatible(default_conf, mocker):
api_mock = MagicMock() api_mock = MagicMock()
api_mock.get_markets = MagicMock( api_mock.load_markets = MagicMock(return_value={
return_value=['BTC_ETH', 'BTC_TKN', 'BTC_TRST', 'BTC_SWT']) 'ETH/BTC': '', 'TKN/BTC': '', 'TRST/BTC': '', 'SWT/BTC': '', 'BCC/BTC': ''
default_conf['stake_currency'] = 'ETH' })
conf = deepcopy(default_conf)
conf['stake_currency'] = 'ETH'
mocker.patch('freqtrade.exchange._API', api_mock) 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'): 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): def test_validate_pairs_exception(default_conf, mocker, caplog):
caplog.set_level(logging.INFO) caplog.set_level(logging.INFO)
api_mock = MagicMock() api_mock = MagicMock()
api_mock.get_markets = MagicMock(side_effect=RequestException()) api_mock.name = 'Binance'
mocker.patch('freqtrade.exchange._API', api_mock) 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']) validate_pairs(default_conf['exchange']['pair_whitelist'])
assert log_has('Unable to validate pairs (assuming they are correct). Reason: ', assert log_has('Unable to validate pairs (assuming they are correct). Reason: ',
caplog.record_tuples) 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): def test_buy_dry_run(default_conf, mocker):
default_conf['dry_run'] = True default_conf['dry_run'] = True
mocker.patch.dict('freqtrade.exchange._CONF', default_conf) 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): def test_buy_prod(default_conf, mocker):
api_mock = MagicMock() api_mock = MagicMock()
api_mock.buy = MagicMock( order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
return_value='dry_run_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) mocker.patch('freqtrade.exchange._API', api_mock)
default_conf['dry_run'] = False default_conf['dry_run'] = False
mocker.patch.dict('freqtrade.exchange._CONF', default_conf) 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): def test_sell_dry_run(default_conf, mocker):
default_conf['dry_run'] = True default_conf['dry_run'] = True
mocker.patch.dict('freqtrade.exchange._CONF', default_conf) 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): def test_sell_prod(default_conf, mocker):
api_mock = MagicMock() api_mock = MagicMock()
api_mock.sell = MagicMock( order_id = 'test_prod_sell_{}'.format(randint(0, 10 ** 6))
return_value='dry_run_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) mocker.patch('freqtrade.exchange._API', api_mock)
default_conf['dry_run'] = False default_conf['dry_run'] = False
mocker.patch.dict('freqtrade.exchange._CONF', default_conf) 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): 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): def test_get_balance_prod(default_conf, mocker):
api_mock = MagicMock() 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) mocker.patch('freqtrade.exchange._API', api_mock)
default_conf['dry_run'] = False default_conf['dry_run'] = False
@ -137,36 +227,53 @@ def test_get_balance_prod(default_conf, mocker):
assert get_balance(currency='BTC') == 123.4 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): def test_get_balances_dry_run(default_conf, mocker):
default_conf['dry_run'] = True default_conf['dry_run'] = True
mocker.patch.dict('freqtrade.exchange._CONF', default_conf) mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
assert get_balances() == [] assert get_balances() == {}
def test_get_balances_prod(default_conf, mocker): def test_get_balances_prod(default_conf, mocker):
balance_item = { balance_item = {
'Currency': '1ST', 'free': 10.0,
'Balance': 10.0, 'total': 10.0,
'Available': 10.0, 'used': 0.0
'Pending': 0.0,
'CryptoAddress': None
} }
api_mock = MagicMock() api_mock = MagicMock()
api_mock.get_balances = MagicMock( api_mock.fetch_balance = MagicMock(return_value={
return_value=[balance_item, balance_item, balance_item]) '1ST': balance_item,
'2ST': balance_item,
'3ST': balance_item
})
mocker.patch('freqtrade.exchange._API', api_mock) mocker.patch('freqtrade.exchange._API', api_mock)
default_conf['dry_run'] = False default_conf['dry_run'] = False
mocker.patch.dict('freqtrade.exchange._CONF', default_conf) mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
assert len(get_balances()) == 3 assert len(get_balances()) == 3
assert get_balances()[0]['Currency'] == '1ST' assert get_balances()['1ST']['free'] == 10.0
assert get_balances()[0]['Balance'] == 10.0 assert get_balances()['1ST']['total'] == 10.0
assert get_balances()[0]['Available'] == 10.0 assert get_balances()['1ST']['used'] == 0.0
assert get_balances()[0]['Pending'] == 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 # 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): def test_get_ticker(default_conf, mocker):
maybe_init_api(default_conf, mocker) maybe_init_api(default_conf, mocker)
api_mock = MagicMock() api_mock = MagicMock()
tick = {"success": True, 'result': {'Bid': 0.00001098, 'Ask': 0.00001099, 'Last': 0.0001}} tick = {
api_mock.get_ticker = MagicMock(return_value=tick) 'symbol': 'ETH/BTC',
mocker.patch('freqtrade.exchange.bittrex._API', api_mock) '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 # retrieve original ticker
ticker = get_ticker(pair='BTC_ETH') ticker = get_ticker(pair='ETH/BTC')
assert ticker['bid'] == 0.00001098 assert ticker['bid'] == 0.00001098
assert ticker['ask'] == 0.00001099 assert ticker['ask'] == 0.00001099
# change the ticker # change the ticker
tick = {"success": True, 'result': {"Bid": 0.5, "Ask": 1, "Last": 42}} tick = {
api_mock.get_ticker = MagicMock(return_value=tick) 'symbol': 'ETH/BTC',
mocker.patch('freqtrade.exchange.bittrex._API', api_mock) '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 caching the result we should get the same ticker
# if not fetching a new result we should get the cached ticker # if not fetching a new result we should get the cached ticker
ticker = get_ticker(pair='BTC_ETH', refresh=False) ticker = get_ticker(pair='ETH/BTC')
assert ticker['bid'] == 0.00001098
assert ticker['ask'] == 0.00001099
# force ticker refresh assert api_mock.fetch_ticker.call_count == 1
ticker = get_ticker(pair='BTC_ETH', refresh=True)
assert ticker['bid'] == 0.5 assert ticker['bid'] == 0.5
assert ticker['ask'] == 1 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): def test_get_ticker_history(default_conf, mocker):
api_mock = MagicMock() api_mock = MagicMock()
tick = 123 tick = [
api_mock.get_ticker_history = MagicMock(return_value=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) mocker.patch('freqtrade.exchange._API', api_mock)
# retrieve original ticker # retrieve original ticker
ticks = get_ticker_history('BTC_ETH', int(default_conf['ticker_interval'])) ticks = get_ticker_history('ETH/BTC', default_conf['ticker_interval'])
assert ticks == 123 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 # change ticker and ensure tick changes
tick = 999 new_tick = [
api_mock.get_ticker_history = MagicMock(return_value=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) mocker.patch('freqtrade.exchange._API', api_mock)
# ensure caching will still return the original ticker ticks = get_ticker_history('ETH/BTC', default_conf['ticker_interval'])
ticks = get_ticker_history('BTC_ETH', int(default_conf['ticker_interval'])) assert ticks[0][0] == 1511686210000
assert ticks == 123 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): def test_cancel_order_dry_run(default_conf, mocker):
default_conf['dry_run'] = True default_conf['dry_run'] = True
mocker.patch.dict('freqtrade.exchange._CONF', default_conf) 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 # 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 = MagicMock()
api_mock.cancel_order = MagicMock(return_value=123) api_mock.cancel_order = MagicMock(return_value=123)
mocker.patch('freqtrade.exchange._API', api_mock) 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): def test_get_order(default_conf, mocker):
@ -243,44 +520,93 @@ def test_get_order(default_conf, mocker):
order = MagicMock() order = MagicMock()
order.myid = 123 order.myid = 123
exchange._DRY_RUN_OPEN_ORDERS['X'] = order exchange._DRY_RUN_OPEN_ORDERS['X'] = order
print(exchange.get_order('X')) print(exchange.get_order('X', 'TKN/BTC'))
assert exchange.get_order('X').myid == 123 assert exchange.get_order('X', 'TKN/BTC').myid == 123
default_conf['dry_run'] = False default_conf['dry_run'] = False
mocker.patch.dict('freqtrade.exchange._CONF', default_conf) mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
api_mock = MagicMock() 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) 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): def test_get_name(default_conf, mocker):
mocker.patch('freqtrade.exchange.validate_pairs', mocker.patch('freqtrade.exchange.validate_pairs',
side_effect=lambda s: True) 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' default_conf['exchange']['name'] = 'bittrex'
init(default_conf) 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): 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 = 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) mocker.patch('freqtrade.exchange._API', api_mock)
exchange.get_markets() assert get_fee() == 0.025
assert api_mock.get_markets.call_count == 1
exchange.get_market_summaries()
assert api_mock.get_market_summaries.call_count == 1 def test_get_amount_lots(default_conf, mocker):
api_mock.name = 123 api_mock = MagicMock()
assert exchange.get_name() == 123 api_mock.amount_to_lots = MagicMock(return_value=1.0)
api_mock.fee = 456 mocker.patch('freqtrade.exchange._API', api_mock)
assert exchange.get_fee() == 456 assert get_amount_lots('LTC/BTC', 1.54) == 1
exchange.get_wallet_health()
assert api_mock.get_wallet_health.call_count == 1

View File

@ -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)

View File

@ -13,12 +13,9 @@ from arrow import Arrow
from freqtrade import optimize from freqtrade import optimize
from freqtrade.analyze import Analyze 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.optimize.backtesting import Backtesting, start, setup_configuration
from freqtrade.tests.conftest import default_conf, log_has from freqtrade.tests.conftest import log_has
# Avoid to reinit the same object again and again
_BACKTESTING = Backtesting(default_conf())
def get_args(args) -> List[str]: def get_args(args) -> List[str]:
@ -33,50 +30,61 @@ def trim_dictlist(dict_list, num):
def load_data_test(what): def load_data_test(what):
timerange = ((None, 'line'), None, -100) timerange = TimeRange(None, 'line', 0, -101)
data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'], timerange=timerange) data = optimize.load_data(None, ticker_interval='1m',
pair = data['BTC_UNITEST'] pairs=['UNITTEST/BTC'], timerange=timerange)
pair = data['UNITTEST/BTC']
datalen = len(pair) datalen = len(pair)
# Depending on the what parameter we now adjust the # Depending on the what parameter we now adjust the
# loaded data looks: # loaded data looks:
# pair :: [{'O': 0.123, 'H': 0.123, 'L': 0.123, # pair :: [[ 1509836520000, unix timestamp in ms
# 'C': 0.123, 'V': 123.123, # 0.00162008, open
# 'T': '2017-11-04T23:02:00', 'BV': 0.123}] # 0.00162008, high
# 0.00162008, low
# 0.00162008, close
# 108.14853839 base volume
# ]]
base = 0.001 base = 0.001
if what == 'raise': if what == 'raise':
return {'BTC_UNITEST': return {'UNITTEST/BTC': [
[{'T': pair[x]['T'], # Keep old dates [
'V': pair[x]['V'], # Keep old volume pair[x][0], # Keep old dates
'BV': pair[x]['BV'], # keep too x * base, # But replace O,H,L,C
'O': x * base, # But replace O,H,L,C x * base + 0.0001,
'H': x * base + 0.0001, x * base - 0.0001,
'L': x * base - 0.0001, x * base,
'C': x * base} for x in range(0, datalen)]} pair[x][5], # Keep old volume
] for x in range(0, datalen)
]}
if what == 'lower': if what == 'lower':
return {'BTC_UNITEST': return {'UNITTEST/BTC': [
[{'T': pair[x]['T'], # Keep old dates [
'V': pair[x]['V'], # Keep old volume pair[x][0], # Keep old dates
'BV': pair[x]['BV'], # keep too 1 - x * base, # But replace O,H,L,C
'O': 1 - x * base, # But replace O,H,L,C 1 - x * base + 0.0001,
'H': 1 - x * base + 0.0001, 1 - x * base - 0.0001,
'L': 1 - x * base - 0.0001, 1 - x * base,
'C': 1 - x * base} for x in range(0, datalen)]} pair[x][5] # Keep old volume
] for x in range(0, datalen)
]}
if what == 'sine': if what == 'sine':
hz = 0.1 # frequency hz = 0.1 # frequency
return {'BTC_UNITEST': return {'UNITTEST/BTC': [
[{'T': pair[x]['T'], # Keep old dates [
'V': pair[x]['V'], # Keep old volume pair[x][0], # Keep old dates
'BV': pair[x]['BV'], # keep too math.sin(x * hz) / 1000 + base, # But replace O,H,L,C
# But replace O,H,L,C math.sin(x * hz) / 1000 + base + 0.0001,
'O': math.sin(x * hz) / 1000 + base, math.sin(x * hz) / 1000 + base - 0.0001,
'H': math.sin(x * hz) / 1000 + base + 0.0001, math.sin(x * hz) / 1000 + base,
'L': math.sin(x * hz) / 1000 + base - 0.0001, pair[x][5] # Keep old volume
'C': math.sin(x * hz) / 1000 + base} for x in range(0, datalen)]} ] for x in range(0, datalen)
]}
return data return data
def simple_backtest(config, contour, num_results) -> None: def simple_backtest(config, contour, num_results, mocker) -> None:
backtesting = _BACKTESTING mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
backtesting = Backtesting(config)
data = load_data_test(contour) data = load_data_test(contour)
processed = backtesting.tickerdata_to_dataframe(data) processed = backtesting.tickerdata_to_dataframe(data)
@ -93,26 +101,28 @@ def simple_backtest(config, contour, num_results) -> None:
assert len(results) == num_results assert len(results) == num_results
def mocked_load_data(datadir, pairs=[], ticker_interval=0, refresh_pairs=False, timerange=None): def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False, timerange=None):
tickerdata = optimize.load_tickerdata_file(datadir, 'BTC_UNITEST', 1, timerange=timerange) tickerdata = optimize.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange)
pairdata = {'BTC_UNITEST': tickerdata} pairdata = {'UNITTEST/BTC': tickerdata}
return pairdata return pairdata
# use for mock freqtrade.exchange.get_ticker_history' # use for mock freqtrade.exchange.get_ticker_history'
def _load_pair_as_ticks(pair, tickfreq): def _load_pair_as_ticks(pair, tickfreq):
ticks = optimize.load_data(None, ticker_interval=tickfreq, pairs=[pair]) ticks = optimize.load_data(None, ticker_interval=tickfreq, pairs=[pair])
ticks = trim_dictlist(ticks, -200) ticks = trim_dictlist(ticks, -201)
return ticks[pair] return ticks[pair]
# FIX: fixturize this? # FIX: fixturize this?
def _make_backtest_conf(conf=None, pair='BTC_UNITEST', record=None): def _make_backtest_conf(mocker, conf=None, pair='UNITTEST/BTC', record=None):
data = optimize.load_data(None, ticker_interval=8, pairs=[pair]) data = optimize.load_data(None, ticker_interval='8m', pairs=[pair])
data = trim_dictlist(data, -200) data = trim_dictlist(data, -201)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
backtesting = Backtesting(conf)
return { return {
'stake_amount': conf['stake_amount'], 'stake_amount': conf['stake_amount'],
'processed': _BACKTESTING.tickerdata_to_dataframe(data), 'processed': backtesting.tickerdata_to_dataframe(data),
'max_open_trades': 10, 'max_open_trades': 10,
'realistic': True, 'realistic': True,
'record': record 'record': record
@ -148,21 +158,6 @@ def _trend_alternate(dataframe=None):
return dataframe 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 # Unit tests
def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> None: 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 'pair_whitelist' in config['exchange']
assert 'datadir' in config assert 'datadir' in config
assert log_has( assert log_has(
'Parameter --datadir detected: {} ...'.format(config['datadir']), 'Using data folder: {} ...'.format(config['datadir']),
caplog.record_tuples caplog.record_tuples
) )
assert 'ticker_interval' in config assert 'ticker_interval' in config
@ -218,12 +213,13 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
'--strategy', 'DefaultStrategy', '--strategy', 'DefaultStrategy',
'--datadir', '/foo/bar', '--datadir', '/foo/bar',
'backtesting', 'backtesting',
'--ticker-interval', '1', '--ticker-interval', '1m',
'--live', '--live',
'--realistic-simulation', '--realistic-simulation',
'--refresh-pairs-cached', '--refresh-pairs-cached',
'--timerange', ':100', '--timerange', ':100',
'--export', '/bar/foo' '--export', '/bar/foo',
'--export-filename', 'foo_bar.json'
] ]
config = setup_configuration(get_args(args)) 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 'pair_whitelist' in config['exchange']
assert 'datadir' in config assert 'datadir' in config
assert log_has( assert log_has(
'Parameter --datadir detected: {} ...'.format(config['datadir']), 'Using data folder: {} ...'.format(config['datadir']),
caplog.record_tuples caplog.record_tuples
) )
assert 'ticker_interval' in config assert 'ticker_interval' in config
assert log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples) assert log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples)
assert log_has( assert log_has(
'Using ticker_interval: 1 ...', 'Using ticker_interval: 1m ...',
caplog.record_tuples caplog.record_tuples
) )
assert 'live' in config assert 'live' in config
assert log_has('Parameter -l/--live detected ...', caplog.record_tuples) 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('Parameter --realistic-simulation detected ...', caplog.record_tuples)
assert log_has('Using max_open_trades: 1 ...', 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 log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples)
assert 'timerange' in config assert 'timerange' in config
assert log_has( assert log_has(
@ -264,13 +260,20 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
'Parameter --export detected: {} ...'.format(config['export']), 'Parameter --export detected: {} ...'.format(config['export']),
caplog.record_tuples 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 Test start() function
""" """
start_mock = MagicMock() 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.optimize.backtesting.Backtesting.start', start_mock)
mocker.patch('freqtrade.configuration.open', mocker.mock_open( mocker.patch('freqtrade.configuration.open', mocker.mock_open(
read_data=json.dumps(default_conf) read_data=json.dumps(default_conf)
@ -289,82 +292,68 @@ def test_start(mocker, default_conf, caplog) -> None:
assert start_mock.call_count == 1 assert start_mock.call_count == 1
def test_backtesting__init__(mocker, default_conf) -> None: 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:
""" """
Test Backtesting._init() method Test Backtesting._init() method
""" """
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
backtesting = Backtesting(default_conf) backtesting = Backtesting(default_conf)
assert backtesting.config == default_conf assert backtesting.config == default_conf
assert isinstance(backtesting.analyze, Analyze) assert isinstance(backtesting.analyze, Analyze)
assert backtesting.ticker_interval == 5 assert backtesting.ticker_interval == '5m'
assert callable(backtesting.tickerdata_to_dataframe) assert callable(backtesting.tickerdata_to_dataframe)
assert callable(backtesting.populate_buy_trend) assert callable(backtesting.populate_buy_trend)
assert callable(backtesting.populate_sell_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 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) backtesting = Backtesting(default_conf)
tick = optimize.load_tickerdata_file(None, 'BTC_UNITEST', 1, timerange=timerange)
tickerlist = {'BTC_UNITEST': tick}
backtesting = _BACKTESTING
data = backtesting.tickerdata_to_dataframe(tickerlist) 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 # Load Analyze to compare the result between Backtesting function and Analyze are the same
analyze = Analyze(default_conf) analyze = Analyze(default_conf)
data2 = analyze.tickerdata_to_dataframe(tickerlist) 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 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( data = backtesting.tickerdata_to_dataframe(
optimize.load_data( optimize.load_data(
None, None,
ticker_interval=1, ticker_interval='1m',
pairs=['BTC_UNITEST'] pairs=['UNITTEST/BTC']
) )
) )
min_date, max_date = backtesting.get_timeframe(data) min_date, max_date = backtesting.get_timeframe(data)
assert min_date.isoformat() == '2017-11-04T23:02:00+00:00' assert min_date.isoformat() == '2017-11-04T23:02:00+00:00'
assert max_date.isoformat() == '2017-11-14T22:59:00+00:00' assert max_date.isoformat() == '2017-11-14T22:58:00+00:00'
def test_generate_text_table(): def test_generate_text_table(default_conf, mocker):
""" """
Test Backtesting.generate_text_table() method 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( results = pd.DataFrame(
{ {
'currency': ['BTC_ETH', 'BTC_ETH'], 'currency': ['ETH/BTC', 'ETH/BTC'],
'profit_percent': [0.1, 0.2], 'profit_percent': [0.1, 0.2],
'profit_BTC': [0.2, 0.4], 'profit_BTC': [0.2, 0.4],
'duration': [10, 30], 'duration': [10, 30],
@ -374,29 +363,30 @@ def test_generate_text_table():
) )
result_str = ( result_str = (
'pair buy count avg profit % ' '| pair | buy count | avg profit % | '
'total profit BTC avg duration profit loss\n' 'total profit BTC | avg duration | profit | loss |\n'
'------- ----------- -------------- ' '|:--------|------------:|---------------:|'
'------------------ -------------- -------- ------\n' '-------------------:|---------------:|---------:|-------:|\n'
'BTC_ETH 2 15.00 ' '| ETH/BTC | 2 | 15.00 | '
'0.60000000 20.0 2 0\n' '0.60000000 | 20.0 | 2 | 0 |\n'
'TOTAL 2 15.00 ' '| TOTAL | 2 | 15.00 | '
'0.60000000 20.0 2 0' '0.60000000 | 20.0 | 2 | 0 |'
) )
assert backtesting._generate_text_table(data={'ETH/BTC': {}}, results=results) == result_str
assert backtesting._generate_text_table(data={'BTC_ETH': {}}, results=results) == result_str
def test_backtesting_start(default_conf, mocker, caplog) -> None: def test_backtesting_start(default_conf, mocker, caplog) -> None:
""" """
Test Backtesting.start() method Test Backtesting.start() method
""" """
def get_timeframe(input1, input2): def get_timeframe(input1, input2):
return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59) return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
mocker.patch('freqtrade.freqtradebot.Analyze', MagicMock()) mocker.patch('freqtrade.freqtradebot.Analyze', MagicMock())
mocker.patch('freqtrade.optimize.load_data', mocked_load_data) mocker.patch('freqtrade.optimize.load_data', mocked_load_data)
mocker.patch('freqtrade.exchange.get_ticker_history') mocker.patch('freqtrade.exchange.get_ticker_history')
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.optimize.backtesting.Backtesting', 'freqtrade.optimize.backtesting.Backtesting',
backtest=MagicMock(), backtest=MagicMock(),
@ -405,7 +395,7 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
) )
conf = deepcopy(default_conf) conf = deepcopy(default_conf)
conf['exchange']['pair_whitelist'] = ['BTC_UNITEST'] conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
conf['ticker_interval'] = 1 conf['ticker_interval'] = 1
conf['live'] = False conf['live'] = False
conf['datadir'] = None conf['datadir'] = None
@ -426,13 +416,15 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
assert log_has(line, caplog.record_tuples) assert log_has(line, caplog.record_tuples)
def test_backtest(default_conf) -> None: def test_backtest(default_conf, fee, mocker) -> None:
""" """
Test Backtesting.backtest() method 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) data = trim_dictlist(data, -200)
results = backtesting.backtest( results = backtesting.backtest(
{ {
@ -445,14 +437,16 @@ def test_backtest(default_conf) -> None:
assert not results.empty 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 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 # 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) data = trim_dictlist(data, -200)
results = backtesting.backtest( results = backtesting.backtest(
{ {
@ -465,15 +459,16 @@ def test_backtest_1min_ticker_interval(default_conf) -> None:
assert not results.empty assert not results.empty
def test_processed() -> None: def test_processed(default_conf, mocker) -> None:
""" """
Test Backtesting.backtest() method with offline data 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') dict_of_tickerrows = load_data_test('raise')
dataframes = backtesting.tickerdata_to_dataframe(dict_of_tickerrows) dataframes = backtesting.tickerdata_to_dataframe(dict_of_tickerrows)
dataframe = dataframes['BTC_UNITEST'] dataframe = dataframes['UNITTEST/BTC']
cols = dataframe.columns cols = dataframe.columns
# assert the dataframe got some of the indicator columns # assert the dataframe got some of the indicator columns
for col in ['close', 'high', 'low', 'open', 'date', for col in ['close', 'high', 'low', 'open', 'date',
@ -481,76 +476,101 @@ def test_processed() -> None:
assert col in cols assert col in cols
def test_backtest_pricecontours(default_conf) -> None: def test_backtest_pricecontours(default_conf, fee, mocker) -> None:
tests = [['raise', 17], ['lower', 0], ['sine', 17]] mocker.patch('freqtrade.optimize.backtesting.exchange.get_fee', fee)
tests = [['raise', 17], ['lower', 0], ['sine', 16]]
for [contour, numres] in tests: 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) # 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] ticks = [1, 5]
fun = _BACKTESTING.populate_buy_trend fun = Backtesting(default_conf).populate_buy_trend
for tick in ticks: for _ in ticks:
backtest_conf = _make_backtest_conf(conf=default_conf) backtest_conf = _make_backtest_conf(mocker, conf=default_conf)
results = _run_backtest_1(fun, backtest_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 assert not results.empty
def test_backtest_clash_buy_sell(default_conf): def test_backtest_clash_buy_sell(mocker, default_conf):
# Override the default buy trend function in our DefaultStrategy # Override the default buy trend function in our default_strategy
def fun(dataframe=None): def fun(dataframe=None):
buy_value = 1 buy_value = 1
sell_value = 1 sell_value = 1
return _trend(dataframe, buy_value, sell_value) return _trend(dataframe, buy_value, sell_value)
backtest_conf = _make_backtest_conf(conf=default_conf) mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
results = _run_backtest_1(fun, backtest_conf) 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 assert results.empty
def test_backtest_only_sell(default_conf): def test_backtest_only_sell(mocker, default_conf):
# Override the default buy trend function in our DefaultStrategy # Override the default buy trend function in our default_strategy
def fun(dataframe=None): def fun(dataframe=None):
buy_value = 0 buy_value = 0
sell_value = 1 sell_value = 1
return _trend(dataframe, buy_value, sell_value) return _trend(dataframe, buy_value, sell_value)
backtest_conf = _make_backtest_conf(conf=default_conf) mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
results = _run_backtest_1(fun, backtest_conf) 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 assert results.empty
def test_backtest_alternate_buy_sell(default_conf): def test_backtest_alternate_buy_sell(default_conf, fee, mocker):
backtest_conf = _make_backtest_conf(conf=default_conf, pair='BTC_UNITEST') mocker.patch('freqtrade.optimize.backtesting.exchange.get_fee', fee)
results = _run_backtest_1(_trend_alternate, backtest_conf) 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 assert len(results) == 3
def test_backtest_record(default_conf, mocker): def test_backtest_record(default_conf, fee, mocker):
names = [] names = []
records = [] records = []
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.optimize.backtesting.exchange.get_fee', fee)
mocker.patch( mocker.patch(
'freqtrade.optimize.backtesting.file_dump_json', 'freqtrade.optimize.backtesting.file_dump_json',
new=lambda n, r: (names.append(n), records.append(r)) new=lambda n, r: (names.append(n), records.append(r))
) )
backtest_conf = _make_backtest_conf( backtest_conf = _make_backtest_conf(
mocker,
conf=default_conf, conf=default_conf,
pair='BTC_UNITEST', pair='UNITTEST/BTC',
record="trades" 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 len(results) == 3
# Assert file_dump_json was only called once # Assert file_dump_json was only called once
assert names == ['backtest-result.json'] assert names == ['backtest-result.json']
records = records[0] records = records[0]
# Ensure records are of correct type # Ensure records are of correct type
assert len(records) == 3 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 # Below follows just a typecheck of the schema/type of trade-records
oix = None oix = None
for (pair, profit, date_buy, date_sell, buy_index, dur) in records: for (pair, profit, date_buy, date_sell, buy_index, dur) in records:
assert pair == 'BTC_UNITEST' assert pair == 'UNITTEST/BTC'
isinstance(profit, float) isinstance(profit, float)
# FIX: buy/sell should be converted to ints # FIX: buy/sell should be converted to ints
isinstance(date_buy, str) isinstance(date_buy, str)
@ -563,13 +583,15 @@ def test_backtest_record(default_conf, mocker):
def test_backtest_start_live(default_conf, mocker, caplog): 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', mocker.patch('freqtrade.exchange.get_ticker_history',
new=lambda n, i: _load_pair_as_ticks(n, i)) 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.backtest', MagicMock())
mocker.patch('freqtrade.optimize.backtesting.Backtesting._generate_text_table', MagicMock()) mocker.patch('freqtrade.optimize.backtesting.Backtesting._generate_text_table', MagicMock())
mocker.patch('freqtrade.configuration.open', mocker.mock_open( mocker.patch('freqtrade.configuration.open', mocker.mock_open(
read_data=json.dumps(default_conf) read_data=json.dumps(conf)
)) ))
args = MagicMock() args = MagicMock()
@ -584,26 +606,29 @@ def test_backtest_start_live(default_conf, mocker, caplog):
args = [ args = [
'--config', 'config.json', '--config', 'config.json',
'--strategy', 'DefaultStrategy', '--strategy', 'DefaultStrategy',
'--datadir', 'freqtrade/tests/testdata',
'backtesting', 'backtesting',
'--ticker-interval', '1', '--ticker-interval', '1m',
'--live', '--live',
'--timerange', '-100' '--timerange', '-100',
'--realistic-simulation'
] ]
args = get_args(args) args = get_args(args)
start(args) start(args)
# check the logs, that will contain the backtest result # check the logs, that will contain the backtest result
exists = [ exists = [
'Parameter -i/--ticker-interval detected ...', 'Parameter -i/--ticker-interval detected ...',
'Using ticker_interval: 1 ...', 'Using ticker_interval: 1m ...',
'Parameter -l/--live detected ...', 'Parameter -l/--live detected ...',
'Using max_open_trades: 1 ...', 'Using max_open_trades: 1 ...',
'Parameter --timerange detected: -100 ..', 'Parameter --timerange detected: -100 ...',
'Parameter --datadir detected: freqtrade/tests/testdata ...', 'Using data folder: freqtrade/tests/testdata ...',
'Using stake_currency: BTC ...', 'Using stake_currency: BTC ...',
'Using stake_amount: 0.001 ...', 'Using stake_amount: 0.001 ...',
'Downloading data for all pairs in whitelist ...', 'Downloading data for all pairs in whitelist ...',
'Measuring data from 2017-11-14T19:32:00+00:00 up to 2017-11-14T22:59:00+00:00 (0 days)..' 'Measuring data from 2017-11-14T19:31:00+00:00 up to 2017-11-14T22:58:00+00:00 (0 days)..',
'Parameter --realistic-simulation detected ...'
] ]
for line in exists: for line in exists:
log_has(line, caplog.record_tuples) assert log_has(line, caplog.record_tuples)

View File

@ -1,20 +1,33 @@
# pragma pylint: disable=missing-docstring,W0212,C0103 # pragma pylint: disable=missing-docstring,W0212,C0103
import json
import os import os
import signal
from copy import deepcopy from copy import deepcopy
from unittest.mock import MagicMock from unittest.mock import MagicMock
import pandas as pd import pandas as pd
import pytest
from freqtrade.optimize.__init__ import load_tickerdata_file from freqtrade.optimize.__init__ import load_tickerdata_file
from freqtrade.optimize.hyperopt import Hyperopt, start from freqtrade.optimize.hyperopt import Hyperopt, start
from freqtrade.strategy.resolver import StrategyResolver 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 from freqtrade.tests.optimize.test_backtesting import get_args
# Avoid to reinit the same object again and again # 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 # Functions for recurrent object patching
@ -51,9 +64,10 @@ def test_start(mocker, default_conf, caplog) -> None:
""" """
start_mock = MagicMock() start_mock = MagicMock()
mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.start', start_mock) mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.start', start_mock)
mocker.patch('freqtrade.configuration.open', mocker.mock_open( mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf',
read_data=json.dumps(default_conf) MagicMock(return_value=default_conf))
)) mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock())
args = [ args = [
'--config', 'config.json', '--config', 'config.json',
'--strategy', 'DefaultStrategy', '--strategy', 'DefaultStrategy',
@ -74,7 +88,7 @@ def test_start(mocker, default_conf, caplog) -> None:
assert start_mock.call_count == 1 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() Test Hyperopt.calculate_loss()
""" """
@ -88,7 +102,7 @@ def test_loss_calculation_prefer_correct_trade_count() -> None:
assert under > correct 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() Test Hyperopt.calculate_loss()
""" """
@ -99,7 +113,7 @@ def test_loss_calculation_prefer_shorter_trades() -> None:
assert shorter < longer assert shorter < longer
def test_loss_calculation_has_limited_profit() -> None: def test_loss_calculation_has_limited_profit(init_hyperopt) -> None:
hyperopt = _HYPEROPT hyperopt = _HYPEROPT
correct = hyperopt.calculate_loss(hyperopt.expected_max_profit, hyperopt.target_trades, 20) 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 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 = _HYPEROPT
hyperopt.current_best_loss = 2 hyperopt.current_best_loss = 2
hyperopt.log_results( 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 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 = _HYPEROPT
hyperopt.current_best_loss = 2 hyperopt.current_best_loss = 2
hyperopt.log_results( hyperopt.log_results(
@ -135,7 +149,7 @@ def test_no_log_if_loss_does_not_improve(caplog) -> None:
assert caplog.record_tuples == [] 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 = { fmin_result = {
"macd_below_zero": 0, "macd_below_zero": 0,
"adx": 1, "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.load_data', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value=fmin_result) mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value=fmin_result)
mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf) mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf)
mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock())
StrategyResolver({'strategy': 'DefaultStrategy'}) StrategyResolver({'strategy': 'DefaultStrategy'})
hyperopt = Hyperopt(conf) hyperopt = Hyperopt(conf)
@ -203,7 +218,7 @@ def test_fmin_best_results(mocker, default_conf, caplog) -> None:
assert line in caplog.text 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.load_data', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.fmin', side_effect=ValueError()) 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({'timerange': None})
conf.update({'spaces': 'all'}) conf.update({'spaces': 'all'})
mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf) mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf)
mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock())
StrategyResolver({'strategy': 'DefaultStrategy'}) StrategyResolver({'strategy': 'DefaultStrategy'})
hyperopt = Hyperopt(conf) hyperopt = Hyperopt(conf)
hyperopt.trials = create_trials(mocker) 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 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) trials = create_trials(mocker)
conf = deepcopy(default_conf) 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.load_data', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={}) mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf) mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock())
StrategyResolver({'strategy': 'DefaultStrategy'}) StrategyResolver({'strategy': 'DefaultStrategy'})
hyperopt = Hyperopt(conf) 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)) 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) create_trials(mocker)
mock_dump = mocker.patch('freqtrade.optimize.hyperopt.pickle.dump', return_value=None) 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() hyperopt.save_trials()
trials_file = os.path.join('freqtrade', 'tests', 'optimize', 'ut_trials.pickle')
assert log_has( assert log_has(
'Saving Trials to \'freqtrade/tests/optimize/ut_trials.pickle\'', 'Saving Trials to \'{}\''.format(trials_file),
caplog.record_tuples caplog.record_tuples
) )
mock_dump.assert_called_once() 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) trials = create_trials(mocker)
mock_load = mocker.patch('freqtrade.optimize.hyperopt.pickle.load', return_value=trials) mock_load = mocker.patch('freqtrade.optimize.hyperopt.pickle.load', return_value=trials)
mock_open = mocker.patch('freqtrade.optimize.hyperopt.open', return_value=mock_load) mock_open = mocker.patch('freqtrade.optimize.hyperopt.open', return_value=mock_load)
hyperopt = _HYPEROPT hyperopt = _HYPEROPT
hyperopt_trial = hyperopt.read_trials() hyperopt_trial = hyperopt.read_trials()
trials_file = os.path.join('freqtrade', 'tests', 'optimize', 'ut_trials.pickle')
assert log_has( assert log_has(
'Reading Trials from \'freqtrade/tests/optimize/ut_trials.pickle\'', 'Reading Trials from \'{}\''.format(trials_file),
caplog.record_tuples caplog.record_tuples
) )
assert hyperopt_trial == trials assert hyperopt_trial == trials
@ -304,7 +324,7 @@ def test_read_trials_returns_trials_file(mocker, caplog) -> None:
mock_load.assert_called_once() mock_load.assert_called_once()
def test_roi_table_generation() -> None: def test_roi_table_generation(init_hyperopt) -> None:
params = { params = {
'roi_t1': 5, 'roi_t1': 5,
'roi_t2': 10, '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} 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) trials = create_trials(mocker)
mocker.patch('freqtrade.optimize.hyperopt.sorted', return_value=trials.results) mocker.patch('freqtrade.optimize.hyperopt.sorted', return_value=trials.results)
mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock()) 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={}) mock_fmin = mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
conf = deepcopy(default_conf) conf = deepcopy(default_conf)
@ -339,7 +360,7 @@ def test_start_calls_fmin(mocker, default_conf) -> None:
mock_fmin.assert_called_once() 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()) mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock())
mock_fmin = mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={}) mock_fmin = mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
mock_mongotrials = mocker.patch( mock_mongotrials = mocker.patch(
@ -354,6 +375,7 @@ def test_start_uses_mongotrials(mocker, default_conf) -> None:
conf.update({'timerange': None}) conf.update({'timerange': None})
conf.update({'spaces': 'all'}) conf.update({'spaces': 'all'})
mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf) mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf)
mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock())
hyperopt = Hyperopt(conf) hyperopt = Hyperopt(conf)
hyperopt.tickerdata_to_dataframe = MagicMock() 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 buy_strategy_generator def populate_buy_trend
# test optimizer if 'ro_t1' in params # test optimizer if 'ro_t1' in params
def test_format_results(): def test_format_results(init_hyperopt):
""" """
Test Hyperopt.format_results() Test Hyperopt.format_results()
""" """
# Test with BTC as stake_currency
trades = [ trades = [
('BTC_ETH', 2, 2, 123), ('ETH/BTC', 2, 2, 123),
('BTC_LTC', 1, 1, 123), ('LTC/BTC', 1, 1, 123),
('BTC_XRP', -1, -2, -246) ('XPR/BTC', -1, -2, -246)
] ]
labels = ['currency', 'profit_percent', 'profit_BTC', 'duration'] labels = ['currency', 'profit_percent', 'profit_BTC', 'duration']
df = pd.DataFrame.from_records(trades, columns=labels) 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() Test Hyperopt.signal_handler()
""" """
@ -392,11 +429,11 @@ def test_signal_handler(mocker):
mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.log_trials_result', m) mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.log_trials_result', m)
hyperopt = _HYPEROPT hyperopt = _HYPEROPT
hyperopt.signal_handler(9, None) hyperopt.signal_handler(signal.SIGTERM, None)
assert m.call_count == 3 assert m.call_count == 3
def test_has_space(): def test_has_space(init_hyperopt):
""" """
Test Hyperopt.has_space() method Test Hyperopt.has_space() method
""" """
@ -409,14 +446,14 @@ def test_has_space():
assert _HYPEROPT.has_space('buy') assert _HYPEROPT.has_space('buy')
def test_populate_indicators() -> None: def test_populate_indicators(init_hyperopt) -> None:
""" """
Test Hyperopt.populate_indicators() Test Hyperopt.populate_indicators()
""" """
tick = load_tickerdata_file(None, 'BTC_UNITEST', 1) tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
tickerlist = {'BTC_UNITEST': tick} tickerlist = {'UNITTEST/BTC': tick}
dataframes = _HYPEROPT.tickerdata_to_dataframe(tickerlist) 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 # Check if some indicators are generated. We will not test all of them
assert 'adx' in dataframe assert 'adx' in dataframe
@ -424,14 +461,14 @@ def test_populate_indicators() -> None:
assert 'cci' in dataframe assert 'cci' in dataframe
def test_buy_strategy_generator() -> None: def test_buy_strategy_generator(init_hyperopt) -> None:
""" """
Test Hyperopt.buy_strategy_generator() Test Hyperopt.buy_strategy_generator()
""" """
tick = load_tickerdata_file(None, 'BTC_UNITEST', 1) tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
tickerlist = {'BTC_UNITEST': tick} tickerlist = {'UNITTEST/BTC': tick}
dataframes = _HYPEROPT.tickerdata_to_dataframe(tickerlist) 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( populate_buy_trend = _HYPEROPT.buy_strategy_generator(
{ {
@ -481,7 +518,7 @@ def test_buy_strategy_generator() -> None:
assert 1 in result['buy'] 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 Test Hyperopt.generate_optimizer() function
""" """
@ -491,7 +528,7 @@ def test_generate_optimizer(mocker, default_conf) -> None:
conf.update({'spaces': 'all'}) conf.update({'spaces': 'all'})
trades = [ trades = [
('BTC_POWR', 0.023117, 0.000233, 100) ('POWR/BTC', 0.023117, 0.000233, 100)
] ]
labels = ['currency', 'profit_percent', 'profit_BTC', 'duration'] labels = ['currency', 'profit_percent', 'profit_BTC', 'duration']
backtest_result = pd.DataFrame.from_records(trades, columns=labels) 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', 'freqtrade.optimize.hyperopt.Hyperopt.backtest',
MagicMock(return_value=backtest_result) MagicMock(return_value=backtest_result)
) )
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock())
optimizer_param = { optimizer_param = {
'adx': {'enabled': False}, 'adx': {'enabled': False},

View File

@ -3,15 +3,18 @@
import json import json
import os import os
import uuid import uuid
import arrow
from shutil import copyfile from shutil import copyfile
from freqtrade import optimize from freqtrade import optimize
from freqtrade.misc import file_dump_json from freqtrade.misc import file_dump_json
from freqtrade.optimize.__init__ import make_testdata_path, download_pairs, \ 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 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 _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) 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) _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 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) _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) 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) _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 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) _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) 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) _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 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) _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) 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) _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 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) _clean_test_file(file)
@ -109,10 +127,10 @@ def test_testdata_path() -> None:
def test_download_pairs(ticker_history, mocker) -> None: def test_download_pairs(ticker_history, mocker) -> None:
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history) mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json' file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json' file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json')
file2_1 = 'freqtrade/tests/testdata/BTC_CFI-1.json' file2_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'CFI_BTC-1m.json')
file2_5 = 'freqtrade/tests/testdata/BTC_CFI-5.json' file2_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'CFI_BTC-5m.json')
_backup_file(file1_1) _backup_file(file1_1)
_backup_file(file1_5) _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(file1_1) is False
assert os.path.isfile(file2_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(file1_1) is True
assert os.path.isfile(file2_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(file1_5) is False
assert os.path.isfile(file2_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(file1_5) is True
assert os.path.isfile(file2_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) _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: 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__.get_ticker_history', return_value=ticker_history)
mocker.patch('freqtrade.optimize.__init__.download_backtesting_testdata', mocker.patch('freqtrade.optimize.__init__.download_backtesting_testdata',
side_effect=BaseException('File Error')) side_effect=BaseException('File Error'))
file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json' file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json' file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json')
_backup_file(file1_1) _backup_file(file1_1)
_backup_file(file1_5) _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 files freshly downloaded
_clean_test_file(file1_1) _clean_test_file(file1_1)
_clean_test_file(file1_5) _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: def test_download_backtesting_testdata(ticker_history, mocker) -> None:
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history) mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
# Download a 1 min ticker file # 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) _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 assert os.path.isfile(file1) is True
_clean_test_file(file1) _clean_test_file(file1)
# Download a 5 min ticker file # 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) _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 assert os.path.isfile(file2) is True
_clean_test_file(file2) _clean_test_file(file2)
def test_download_backtesting_testdata2(mocker) -> None: 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) json_dump_mock = mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=tick) 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 assert json_dump_mock.call_count == 2
def test_load_tickerdata_file() -> None: def test_load_tickerdata_file() -> None:
# 7 does not exist in either format. # 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 # 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) 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 # 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) assert _BTC_UNITTEST_LENGTH == len(tickerdata)
@ -207,28 +332,29 @@ def test_init(default_conf, mocker) -> None:
'', '',
pairs=[], pairs=[],
refresh_pairs=True, refresh_pairs=True,
ticker_interval=int(default_conf['ticker_interval']) ticker_interval=default_conf['ticker_interval']
) )
def test_trim_tickerlist() -> None: 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 = json.load(data_file)
ticker_list_len = len(ticker_list) ticker_list_len = len(ticker_list)
# Test the pattern ^(-\d+)$ # Test the pattern ^(-\d+)$
# This pattern remove X element from the beginning # This pattern uses the latest N elements
timerange = ((None, 'line'), None, 5) timerange = TimeRange(None, 'line', 0, -5)
ticker = trim_tickerlist(ticker_list, timerange) ticker = trim_tickerlist(ticker_list, timerange)
ticker_len = len(ticker) 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[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 assert ticker_list[-1] is ticker[-1] # The last element must be the same
# Test the pattern ^(\d+)-$ # Test the pattern ^(\d+)-$
# This pattern keep X element from the end # 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 = trim_tickerlist(ticker_list, timerange)
ticker_len = len(ticker) ticker_len = len(ticker)
@ -238,7 +364,7 @@ def test_trim_tickerlist() -> None:
# Test the pattern ^(\d+)-(\d+)$ # Test the pattern ^(\d+)-(\d+)$
# This pattern extract a window # This pattern extract a window
timerange = (('index', 'index'), 5, 10) timerange = TimeRange('index', 'index', 5, 10)
ticker = trim_tickerlist(ticker_list, timerange) ticker = trim_tickerlist(ticker_list, timerange)
ticker_len = len(ticker) 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[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) 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 # Test a wrong pattern
# This pattern must return the list unchanged # 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 = trim_tickerlist(ticker_list, timerange)
ticker_len = len(ticker) ticker_len = len(ticker)
@ -261,7 +418,8 @@ def test_file_dump_json() -> None:
Test file_dump_json() Test file_dump_json()
:return: None :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'} data = {'bar': 'foo'}
# check the file we will create does not exist # check the file we will create does not exist

View File

@ -7,8 +7,6 @@ Unit test file for rpc/rpc.py
from datetime import datetime from datetime import datetime
from unittest.mock import MagicMock from unittest.mock import MagicMock
from sqlalchemy import create_engine
from freqtrade.freqtradebot import FreqtradeBot from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
from freqtrade.rpc.rpc import RPC from freqtrade.rpc.rpc import RPC
@ -25,7 +23,7 @@ def prec_satoshi(a, b) -> float:
# Unit tests # 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 Test rpc_trade_status() method
""" """
@ -35,10 +33,11 @@ def test_rpc_trade_status(default_conf, ticker, mocker) -> None:
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.freqtradebot.exchange', 'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(), 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) rpc = RPC(freqtradebot)
freqtradebot.state = State.STOPPED freqtradebot.state = State.STOPPED
@ -59,7 +58,7 @@ def test_rpc_trade_status(default_conf, ticker, mocker) -> None:
result_message = [ result_message = [
'*Trade ID:* `1`\n' '*Trade ID:* `1`\n'
'*Current Pair:* ' '*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' '*Open Since:* `just now`\n'
'*Amount:* `90.99181074`\n' '*Amount:* `90.99181074`\n'
'*Open Rate:* `0.00001099`\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' '*Current Rate:* `0.00001098`\n'
'*Close Profit:* `None`\n' '*Close Profit:* `None`\n'
'*Current Profit:* `-0.59%`\n' '*Current Profit:* `-0.59%`\n'
'*Open Order:* `(LIMIT_BUY rem=0.00000000)`' '*Open Order:* `(limit buy rem=0.00000000)`'
] ]
assert result == result_message assert 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 Test rpc_status_table() method
""" """
@ -83,10 +82,11 @@ def test_rpc_status_table(default_conf, ticker, mocker) -> None:
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.freqtradebot.exchange', 'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(), 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) rpc = RPC(freqtradebot)
freqtradebot.state = State.STOPPED freqtradebot.state = State.STOPPED
@ -102,12 +102,12 @@ def test_rpc_status_table(default_conf, ticker, mocker) -> None:
freqtradebot.create_trade() freqtradebot.create_trade()
(error, result) = rpc.rpc_status_table() (error, result) = rpc.rpc_status_table()
assert 'just now' in result['Since'].all() 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() assert '-0.59%' in result['Profit'].all()
def test_rpc_daily_profit(default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker)\ def test_rpc_daily_profit(default_conf, update, ticker, fee,
-> None: limit_buy_order, limit_sell_order, mocker) -> None:
""" """
Test rpc_daily_profit() method 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( mocker.patch.multiple(
'freqtrade.freqtradebot.exchange', 'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(), 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'] stake_currency = default_conf['stake_currency']
fiat_display_currency = default_conf['fiat_display_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 assert days.find('must be an integer greater than 0') >= 0
def test_rpc_trade_statistics( def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
default_conf, ticker, ticker_sell_up, limit_buy_order, limit_sell_order, mocker) -> None: limit_buy_order, limit_sell_order, mocker) -> None:
""" """
Test rpc_trade_statistics() method Test rpc_trade_statistics() method
""" """
@ -173,10 +174,11 @@ def test_rpc_trade_statistics(
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.freqtradebot.exchange', 'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(), 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'] stake_currency = default_conf['stake_currency']
fiat_display_currency = default_conf['fiat_display_currency'] fiat_display_currency = default_conf['fiat_display_currency']
@ -202,26 +204,41 @@ def test_rpc_trade_statistics(
trade.close_date = datetime.utcnow() trade.close_date = datetime.utcnow()
trade.is_open = False 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) (error, stats) = rpc.rpc_trade_statistics(stake_currency, fiat_display_currency)
assert not error assert not error
assert prec_satoshi(stats['profit_closed_coin'], 6.217e-05) assert prec_satoshi(stats['profit_closed_coin'], 6.217e-05)
assert prec_satoshi(stats['profit_closed_percent'], 6.2) assert prec_satoshi(stats['profit_closed_percent'], 6.2)
assert prec_satoshi(stats['profit_closed_fiat'], 0.93255) assert prec_satoshi(stats['profit_closed_fiat'], 0.93255)
assert prec_satoshi(stats['profit_all_coin'], 6.217e-05) assert prec_satoshi(stats['profit_all_coin'], 5.632e-05)
assert prec_satoshi(stats['profit_all_percent'], 6.2) assert prec_satoshi(stats['profit_all_percent'], 2.81)
assert prec_satoshi(stats['profit_all_fiat'], 0.93255) assert prec_satoshi(stats['profit_all_fiat'], 0.8448)
assert stats['trade_count'] == 1 assert stats['trade_count'] == 2
assert stats['first_trade_date'] == 'just now' assert stats['first_trade_date'] == 'just now'
assert stats['latest_trade_date'] == 'just now' assert stats['latest_trade_date'] == 'just now'
assert stats['avg_duration'] == '0:00:00' 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) assert prec_satoshi(stats['best_rate'], 6.2)
# Test that rpc_trade_statistics can handle trades that lacks # Test that rpc_trade_statistics can handle trades that lacks
# trade.open_rate (it is set to None) # trade.open_rate (it is set to None)
def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, ticker_sell_up, limit_buy_order, def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
limit_sell_order): ticker_sell_up, limit_buy_order, limit_sell_order):
""" """
Test rpc_trade_statistics() method 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( mocker.patch.multiple(
'freqtrade.freqtradebot.exchange', 'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(), 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'] stake_currency = default_conf['stake_currency']
fiat_display_currency = default_conf['fiat_display_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( mocker.patch.multiple(
'freqtrade.freqtradebot.exchange', 'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
get_ticker=ticker_sell_up get_ticker=ticker_sell_up,
get_fee=fee
) )
trade.update(limit_sell_order) trade.update(limit_sell_order)
trade.close_date = datetime.utcnow() 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['first_trade_date'] == 'just now'
assert stats['latest_trade_date'] == 'just now' assert stats['latest_trade_date'] == 'just now'
assert stats['avg_duration'] == '0:00:00' 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) assert prec_satoshi(stats['best_rate'], 6.2)
@ -282,22 +301,18 @@ def test_rpc_balance_handle(default_conf, mocker):
""" """
Test rpc_balance() method Test rpc_balance() method
""" """
mock_balance = [ mock_balance = {
{ 'BTC': {
'Currency': 'BTC', 'free': 10.0,
'Balance': 10.0, 'total': 12.0,
'Available': 12.0, 'used': 2.0,
'Pending': 0.0,
'CryptoAddress': 'XXXX',
}, },
{ 'ETH': {
'Currency': 'ETH', 'free': 0.0,
'Balance': 0.0, 'total': 0.0,
'Available': 0.0, 'used': 0.0,
'Pending': 0.0,
'CryptoAddress': 'XXXX',
} }
] }
patch_get_signal(mocker, (True, False)) patch_get_signal(mocker, (True, False))
mocker.patch.multiple( mocker.patch.multiple(
@ -312,21 +327,21 @@ def test_rpc_balance_handle(default_conf, mocker):
get_balances=MagicMock(return_value=mock_balance) get_balances=MagicMock(return_value=mock_balance)
) )
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) freqtradebot = FreqtradeBot(default_conf)
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
(error, res) = rpc.rpc_balance(default_conf['fiat_display_currency']) (error, res) = rpc.rpc_balance(default_conf['fiat_display_currency'])
assert not error assert not error
(trade, x, y, z) = res (trade, x, y, z) = res
assert prec_satoshi(x, 10) assert prec_satoshi(x, 12)
assert prec_satoshi(z, 150000) assert prec_satoshi(z, 180000)
assert 'USD' in y assert 'USD' in y
assert len(trade) == 1 assert len(trade) == 1
assert 'BTC' in trade[0]['currency'] assert 'BTC' in trade[0]['currency']
assert prec_satoshi(trade[0]['available'], 12) assert prec_satoshi(trade[0]['available'], 10)
assert prec_satoshi(trade[0]['balance'], 10) assert prec_satoshi(trade[0]['balance'], 12)
assert prec_satoshi(trade[0]['pending'], 0) assert prec_satoshi(trade[0]['pending'], 2)
assert prec_satoshi(trade[0]['est_btc'], 10) assert prec_satoshi(trade[0]['est_btc'], 12)
def test_rpc_start(mocker, default_conf) -> None: def test_rpc_start(mocker, default_conf) -> None:
@ -342,7 +357,7 @@ def test_rpc_start(mocker, default_conf) -> None:
get_ticker=MagicMock() get_ticker=MagicMock()
) )
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) freqtradebot = FreqtradeBot(default_conf)
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
freqtradebot.state = State.STOPPED freqtradebot.state = State.STOPPED
@ -370,7 +385,7 @@ def test_rpc_stop(mocker, default_conf) -> None:
get_ticker=MagicMock() get_ticker=MagicMock()
) )
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) freqtradebot = FreqtradeBot(default_conf)
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
freqtradebot.state = State.RUNNING freqtradebot.state = State.RUNNING
@ -385,7 +400,7 @@ def test_rpc_stop(mocker, default_conf) -> None:
assert freqtradebot.state == State.STOPPED 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 Test rpc_forcesell() method
""" """
@ -401,13 +416,15 @@ def test_rpc_forcesell(default_conf, ticker, mocker) -> None:
cancel_order=cancel_order_mock, cancel_order=cancel_order_mock,
get_order=MagicMock( get_order=MagicMock(
return_value={ return_value={
'closed': True, 'status': 'closed',
'type': 'LIMIT_BUY', 'type': 'limit',
'side': 'buy'
} }
) ),
get_fee=fee,
) )
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) freqtradebot = FreqtradeBot(default_conf)
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
freqtradebot.state = State.STOPPED freqtradebot.state = State.STOPPED
@ -445,37 +462,63 @@ def test_rpc_forcesell(default_conf, ticker, mocker) -> None:
freqtradebot.state = State.RUNNING freqtradebot.state = State.RUNNING
assert cancel_order_mock.call_count == 0 assert cancel_order_mock.call_count == 0
# make an limit-buy open trade # make an limit-buy open trade
trade = Trade.query.filter(Trade.id == '1').first()
filled_amount = trade.amount / 2
mocker.patch( mocker.patch(
'freqtrade.freqtradebot.exchange.get_order', 'freqtrade.freqtradebot.exchange.get_order',
return_value={ return_value={
'closed': None, 'status': 'open',
'type': 'LIMIT_BUY' 'type': 'limit',
'side': 'buy',
'filled': filled_amount
} }
) )
# check that the trade is called, which is done # check that the trade is called, which is done by ensuring exchange.cancel_order is called
# by ensuring exchange.cancel_order is called # and trade amount is updated
(error, res) = rpc.rpc_forcesell('1') (error, res) = rpc.rpc_forcesell('1')
assert not error assert not error
assert res == '' assert res == ''
assert cancel_order_mock.call_count == 1 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() freqtradebot.create_trade()
# make an limit-sell open trade # make an limit-sell open trade
mocker.patch( mocker.patch(
'freqtrade.freqtradebot.exchange.get_order', 'freqtrade.freqtradebot.exchange.get_order',
return_value={ return_value={
'closed': None, 'status': 'open',
'type': 'LIMIT_SELL' 'type': 'limit',
'side': 'sell'
} }
) )
(error, res) = rpc.rpc_forcesell('2') (error, res) = rpc.rpc_forcesell('3')
assert not error assert not error
assert res == '' assert res == ''
# status quo, no exchange calls # 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: limit_sell_order, mocker) -> None:
""" """
Test rpc_performance() method Test rpc_performance() method
@ -487,10 +530,11 @@ def test_performance_handle(default_conf, ticker, limit_buy_order,
'freqtrade.freqtradebot.exchange', 'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
get_balances=MagicMock(return_value=ticker), 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) rpc = RPC(freqtradebot)
# Create some test data # Create some test data
@ -509,12 +553,12 @@ def test_performance_handle(default_conf, ticker, limit_buy_order,
(error, res) = rpc.rpc_performance() (error, res) = rpc.rpc_performance()
assert not error assert not error
assert len(res) == 1 assert len(res) == 1
assert res[0]['pair'] == 'BTC_ETH' assert res[0]['pair'] == 'ETH/BTC'
assert res[0]['count'] == 1 assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit'], 6.2) 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 Test rpc_count() method
""" """
@ -525,10 +569,11 @@ def test_rpc_count(mocker, default_conf, ticker) -> None:
'freqtrade.freqtradebot.exchange', 'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
get_balances=MagicMock(return_value=ticker), 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) rpc = RPC(freqtradebot)
(error, trades) = rpc.rpc_count() (error, trades) = rpc.rpc_count()

View File

@ -11,7 +11,6 @@ from datetime import datetime
from random import randint from random import randint
from unittest.mock import MagicMock from unittest.mock import MagicMock
from sqlalchemy import create_engine
from telegram import Update, Message, Chat from telegram import Update, Message, Chat
from telegram.error import NetworkError from telegram.error import NetworkError
@ -156,7 +155,7 @@ def test_authorized_only(default_conf, mocker, caplog) -> None:
conf = deepcopy(default_conf) conf = deepcopy(default_conf)
conf['telegram']['enabled'] = False conf['telegram']['enabled'] = False
dummy = DummyCls(FreqtradeBot(conf, create_engine('sqlite://'))) dummy = DummyCls(FreqtradeBot(conf))
dummy.dummy_handler(bot=MagicMock(), update=update) dummy.dummy_handler(bot=MagicMock(), update=update)
assert dummy.state['called'] is True assert dummy.state['called'] is True
assert log_has( assert log_has(
@ -187,7 +186,7 @@ def test_authorized_only_unauthorized(default_conf, mocker, caplog) -> None:
conf = deepcopy(default_conf) conf = deepcopy(default_conf)
conf['telegram']['enabled'] = False conf['telegram']['enabled'] = False
dummy = DummyCls(FreqtradeBot(conf, create_engine('sqlite://'))) dummy = DummyCls(FreqtradeBot(conf))
dummy.dummy_handler(bot=MagicMock(), update=update) dummy.dummy_handler(bot=MagicMock(), update=update)
assert dummy.state['called'] is False assert dummy.state['called'] is False
assert not log_has( assert not log_has(
@ -217,7 +216,7 @@ def test_authorized_only_exception(default_conf, mocker, caplog) -> None:
conf = deepcopy(default_conf) conf = deepcopy(default_conf)
conf['telegram']['enabled'] = False conf['telegram']['enabled'] = False
dummy = DummyCls(FreqtradeBot(conf, create_engine('sqlite://'))) dummy = DummyCls(FreqtradeBot(conf))
dummy.dummy_exception(bot=MagicMock(), update=update) dummy.dummy_exception(bot=MagicMock(), update=update)
assert dummy.state['called'] is False assert dummy.state['called'] is False
assert not log_has( 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 Test _status() method
""" """
@ -248,7 +247,9 @@ def test_status(default_conf, update, mocker, ticker) -> None:
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.freqtradebot.exchange', 'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
get_ticker=ticker get_ticker=ticker,
get_pair_detail_url=MagicMock(),
get_fee=fee,
) )
msg_mock = MagicMock() msg_mock = MagicMock()
status_table = MagicMock() status_table = MagicMock()
@ -261,7 +262,7 @@ def test_status(default_conf, update, mocker, ticker) -> None:
) )
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
freqtradebot = FreqtradeBot(conf, create_engine('sqlite://')) freqtradebot = FreqtradeBot(conf)
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
# Create some test data # Create some test data
@ -277,7 +278,7 @@ def test_status(default_conf, update, mocker, ticker) -> None:
assert status_table.call_count == 1 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 Test _status() method
""" """
@ -286,7 +287,8 @@ def test_status_handle(default_conf, update, ticker, mocker) -> None:
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.freqtradebot.exchange', 'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
get_ticker=ticker get_ticker=ticker,
get_fee=fee,
) )
msg_mock = MagicMock() msg_mock = MagicMock()
status_table = MagicMock() status_table = MagicMock()
@ -298,7 +300,7 @@ def test_status_handle(default_conf, update, ticker, mocker) -> None:
) )
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) freqtradebot = FreqtradeBot(default_conf)
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
freqtradebot.state = State.STOPPED freqtradebot.state = State.STOPPED
@ -319,10 +321,10 @@ def test_status_handle(default_conf, update, ticker, mocker) -> None:
telegram._status(bot=MagicMock(), update=update) telegram._status(bot=MagicMock(), update=update)
assert msg_mock.call_count == 1 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 Test _status_table() method
""" """
@ -332,7 +334,8 @@ def test_status_table_handle(default_conf, update, ticker, mocker) -> None:
'freqtrade.freqtradebot.exchange', 'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
get_ticker=ticker, get_ticker=ticker,
buy=MagicMock(return_value='mocked_order_id') buy=MagicMock(return_value={'id': 'mocked_order_id'}),
get_fee=fee,
) )
msg_mock = MagicMock() msg_mock = MagicMock()
mocker.patch.multiple( mocker.patch.multiple(
@ -344,7 +347,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker) -> None:
conf = deepcopy(default_conf) conf = deepcopy(default_conf)
conf['stake_amount'] = 15.0 conf['stake_amount'] = 15.0
freqtradebot = FreqtradeBot(conf, create_engine('sqlite://')) freqtradebot = FreqtradeBot(conf)
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
freqtradebot.state = State.STOPPED 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(' ') fields = re.sub('[ ]+', ' ', line[2].strip()).split(' ')
assert int(fields[0]) == 1 assert int(fields[0]) == 1
assert fields[1] == 'BTC_ETH' assert fields[1] == 'ETH/BTC'
assert msg_mock.call_count == 1 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: limit_sell_order, mocker) -> None:
""" """
Test _daily() method Test _daily() method
@ -387,7 +390,8 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order,
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.freqtradebot.exchange', 'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
get_ticker=ticker get_ticker=ticker,
get_fee=fee
) )
msg_mock = MagicMock() msg_mock = MagicMock()
mocker.patch.multiple( mocker.patch.multiple(
@ -397,7 +401,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order,
) )
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) freqtradebot = FreqtradeBot(default_conf)
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
# Create some test data # 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()) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) freqtradebot = FreqtradeBot(default_conf)
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
# Try invalid data # 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] 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: limit_buy_order, limit_sell_order, mocker) -> None:
""" """
Test _profit() method Test _profit() method
@ -495,7 +499,8 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up,
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.freqtradebot.exchange', 'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
get_ticker=ticker get_ticker=ticker,
get_fee=fee
) )
msg_mock = MagicMock() msg_mock = MagicMock()
mocker.patch.multiple( mocker.patch.multiple(
@ -505,7 +510,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up,
) )
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) freqtradebot = FreqtradeBot(default_conf)
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
telegram._profit(bot=MagicMock(), update=update) 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 '∙ `0.00006217 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 '∙ `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: def test_telegram_balance_handle(default_conf, update, mocker) -> None:
""" """
Test _balance() method Test _balance() method
""" """
mock_balance = [
{ mock_balance = {
'Currency': 'BTC', 'BTC': {
'Balance': 10.0, 'total': 12.0,
'Available': 12.0, 'free': 12.0,
'Pending': 0.0, 'used': 0.0
'CryptoAddress': 'XXXX',
}, },
{ 'ETH': {
'Currency': 'ETH', 'total': 0.0,
'Balance': 0.0, 'free': 0.0,
'Available': 0.0, 'used': 0.0
'Pending': 0.0,
'CryptoAddress': 'XXXX',
}, },
{ 'USDT': {
'Currency': 'USDT', 'total': 10000.0,
'Balance': 10000.0, 'free': 10000.0,
'Available': 0.0, 'used': 0.0
'Pending': 0.0,
'CryptoAddress': 'XXXX',
}, },
{ 'LTC': {
'Currency': 'LTC', 'total': 10.0,
'Balance': 10.0, 'free': 10.0,
'Available': 10.0, 'used': 0.0
'Pending': 0.0,
'CryptoAddress': 'XXXX',
} }
] }
def mock_ticker(symbol, refresh): def mock_ticker(symbol, refresh):
""" """
Mock Bittrex.get_ticker() response Mock Bittrex.get_ticker() response
""" """
if symbol == 'USDT_BTC': if symbol == 'BTC/USDT':
return { return {
'bid': 10000.00, 'bid': 10000.00,
'ask': 10000.00, 'ask': 10000.00,
@ -609,18 +607,18 @@ def test_telegram_balance_handle(default_conf, update, mocker) -> None:
send_msg=msg_mock send_msg=msg_mock
) )
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) freqtradebot = FreqtradeBot(default_conf)
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
telegram._balance(bot=MagicMock(), update=update) telegram._balance(bot=MagicMock(), update=update)
result = msg_mock.call_args_list[0][0][0] result = msg_mock.call_args_list[0][0][0]
assert msg_mock.call_count == 1 assert msg_mock.call_count == 1
assert '*Currency*: BTC' in result assert '*BTC:*' in result
assert '*Currency*: ETH' not in result assert '*ETH:*' not in result
assert '*Currency*: USDT' in result assert '*USDT:*' in result
assert 'Balance' in result assert 'Balance:' in result
assert 'Est. BTC' in result assert 'Est. BTC:' in result
assert '*BTC*: 12.00000000' in result assert 'BTC: 14.00000000' in result
def test_zero_balance_handle(default_conf, update, mocker) -> None: 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_get_signal(mocker, (True, False))
patch_coinmarketcap(mocker, value={'price_usd': 15000.0}) patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock()) 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() msg_mock = MagicMock()
mocker.patch.multiple( mocker.patch.multiple(
@ -639,7 +637,7 @@ def test_zero_balance_handle(default_conf, update, mocker) -> None:
send_msg=msg_mock send_msg=msg_mock
) )
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) freqtradebot = FreqtradeBot(default_conf)
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
telegram._balance(bot=MagicMock(), update=update) 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()) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) freqtradebot = FreqtradeBot(default_conf)
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
freqtradebot.state = State.STOPPED 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()) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) freqtradebot = FreqtradeBot(default_conf)
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
freqtradebot.state = State.RUNNING freqtradebot.state = State.RUNNING
@ -711,7 +709,7 @@ def test_stop_handle(default_conf, update, mocker) -> None:
) )
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) freqtradebot = FreqtradeBot(default_conf)
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
freqtradebot.state = State.RUNNING 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()) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) freqtradebot = FreqtradeBot(default_conf)
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
freqtradebot.state = State.STOPPED 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] 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 Test _forcesell() method
""" """
@ -759,10 +757,11 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker)
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.freqtradebot.exchange', 'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(), 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) telegram = Telegram(freqtradebot)
# Create some test data # 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 rpc_mock.call_count == 2
assert 'Selling' in rpc_mock.call_args_list[-1][0][0] 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 'Amount' in rpc_mock.call_args_list[-1][0][0]
assert '0.00001172' 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 '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] 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 Test _forcesell() method
""" """
@ -798,10 +797,11 @@ def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, m
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.freqtradebot.exchange', 'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(), 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) telegram = Telegram(freqtradebot)
# Create some test data # 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 rpc_mock.call_count == 2
assert 'Selling' in rpc_mock.call_args_list[-1][0][0] 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 'Amount' in rpc_mock.call_args_list[-1][0][0]
assert '0.00001044' 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 '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] 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 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) mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
rpc_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock()) rpc_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock())
mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
mocker.patch('freqtrade.exchange.get_pair_detail_url', MagicMock())
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.freqtradebot.exchange', 'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(), 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) telegram = Telegram(freqtradebot)
# Create some test data # 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()) mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock())
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) freqtradebot = FreqtradeBot(default_conf)
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
# Trader is not running # 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] assert 'Invalid argument.' in msg_mock.call_args_list[0][0][0]
def test_performance_handle(default_conf, update, ticker, limit_buy_order, def test_performance_handle(default_conf, update, ticker, fee,
limit_sell_order, mocker) -> None: limit_buy_order, limit_sell_order, mocker) -> None:
""" """
Test _performance() method Test _performance() method
""" """
@ -920,10 +922,11 @@ def test_performance_handle(default_conf, update, ticker, limit_buy_order,
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.freqtradebot.exchange', 'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
get_ticker=ticker get_ticker=ticker,
get_fee=fee
) )
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) freqtradebot = FreqtradeBot(default_conf)
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
# Create some test data # 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) telegram._performance(bot=MagicMock(), update=update)
assert msg_mock.call_count == 1 assert msg_mock.call_count == 1
assert 'Performance' in msg_mock.call_args_list[0][0][0] assert 'Performance' in msg_mock.call_args_list[0][0][0]
assert '<code>BTC_ETH\t6.20% (1)</code>' in msg_mock.call_args_list[0][0][0] assert '<code>ETH/BTC\t6.20% (1)</code>' in msg_mock.call_args_list[0][0][0]
def test_performance_handle_invalid(default_conf, update, mocker) -> None: 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 send_msg=msg_mock
) )
mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock()) mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock())
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) freqtradebot = FreqtradeBot(default_conf)
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
# Trader is not running # 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] 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 Test _count() method
""" """
@ -984,9 +987,10 @@ def test_count_handle(default_conf, update, ticker, mocker) -> None:
'freqtrade.freqtradebot.exchange', 'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
get_ticker=ticker, 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) telegram = Telegram(freqtradebot)
freqtradebot.state = State.STOPPED freqtradebot.state = State.STOPPED
@ -1022,7 +1026,7 @@ def test_help_handle(default_conf, update, mocker) -> None:
_init=MagicMock(), _init=MagicMock(),
send_msg=msg_mock send_msg=msg_mock
) )
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) freqtradebot = FreqtradeBot(default_conf)
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
telegram._help(bot=MagicMock(), update=update) telegram._help(bot=MagicMock(), update=update)
@ -1042,7 +1046,7 @@ def test_version_handle(default_conf, update, mocker) -> None:
_init=MagicMock(), _init=MagicMock(),
send_msg=msg_mock send_msg=msg_mock
) )
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) freqtradebot = FreqtradeBot(default_conf)
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
telegram._version(bot=MagicMock(), update=update) 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()) mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
conf = deepcopy(default_conf) conf = deepcopy(default_conf)
bot = MagicMock() bot = MagicMock()
freqtradebot = FreqtradeBot(conf, create_engine('sqlite://')) freqtradebot = FreqtradeBot(conf)
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
telegram._config['telegram']['enabled'] = False telegram._config['telegram']['enabled'] = False
@ -1082,7 +1086,7 @@ def test_send_msg_network_error(default_conf, mocker, caplog) -> None:
conf = deepcopy(default_conf) conf = deepcopy(default_conf)
bot = MagicMock() bot = MagicMock()
bot.send_message = MagicMock(side_effect=NetworkError('Oh snap')) bot.send_message = MagicMock(side_effect=NetworkError('Oh snap'))
freqtradebot = FreqtradeBot(conf, create_engine('sqlite://')) freqtradebot = FreqtradeBot(conf)
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
telegram._config['telegram']['enabled'] = True telegram._config['telegram']['enabled'] = True

View File

@ -9,7 +9,7 @@ from freqtrade.strategy.default_strategy import DefaultStrategy
@pytest.fixture @pytest.fixture
def result(): 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)) 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.minimal_roi) is dict
assert type(strategy.stoploss) is float 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) indicators = strategy.populate_indicators(result)
assert type(indicators) is DataFrame assert type(indicators) is DataFrame
assert type(strategy.populate_buy_trend(indicators)) is DataFrame assert type(strategy.populate_buy_trend(indicators)) is DataFrame

View File

@ -1,6 +1,7 @@
# pragma pylint: disable=missing-docstring,C0103,protected-access # pragma pylint: disable=missing-docstring,C0103,protected-access
import freqtrade.tests.conftest as tt # test tools import freqtrade.tests.conftest as tt # test tools
from unittest.mock import MagicMock
# whitelist, blacklist, filtering, all of that will # whitelist, blacklist, filtering, all of that will
# eventually become some rules to run on a generic ACL engine # eventually become some rules to run on a generic ACL engine
@ -12,118 +13,60 @@ def whitelist_conf():
config['stake_currency'] = 'BTC' config['stake_currency'] = 'BTC'
config['exchange']['pair_whitelist'] = [ config['exchange']['pair_whitelist'] = [
'BTC_ETH', 'ETH/BTC',
'BTC_TKN', 'TKN/BTC',
'BTC_TRST', 'TRST/BTC',
'BTC_SWT', 'SWT/BTC',
'BTC_BCC' 'BCC/BTC'
] ]
config['exchange']['pair_blacklist'] = [ config['exchange']['pair_blacklist'] = [
'BTC_BLK' 'BLK/BTC'
] ]
return config return config
def get_market_summaries(): def test_refresh_market_pair_not_in_whitelist(mocker, markets):
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):
conf = whitelist_conf() conf = whitelist_conf()
freqtradebot = tt.get_patched_freqtradebot(mocker, 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( refreshedwhitelist = freqtradebot._refresh_whitelist(
conf['exchange']['pair_whitelist'] + ['BTC_XXX'] conf['exchange']['pair_whitelist'] + ['XXX/BTC']
) )
# List ordered by BaseVolume # List ordered by BaseVolume
whitelist = ['BTC_ETH', 'BTC_TKN'] whitelist = ['ETH/BTC', 'TKN/BTC']
# Ensure all except those in whitelist are removed # Ensure all except those in whitelist are removed
assert whitelist == refreshedwhitelist assert whitelist == refreshedwhitelist
def test_refresh_whitelist(mocker): def test_refresh_whitelist(mocker, markets):
conf = whitelist_conf() conf = whitelist_conf()
freqtradebot = tt.get_patched_freqtradebot(mocker, 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']) refreshedwhitelist = freqtradebot._refresh_whitelist(conf['exchange']['pair_whitelist'])
# List ordered by BaseVolume # List ordered by BaseVolume
whitelist = ['BTC_ETH', 'BTC_TKN'] whitelist = ['ETH/BTC', 'TKN/BTC']
# Ensure all except those in whitelist are removed # Ensure all except those in whitelist are removed
assert whitelist == refreshedwhitelist assert whitelist == refreshedwhitelist
def test_refresh_whitelist_dynamic(mocker): def test_refresh_whitelist_dynamic(mocker, markets, tickers):
conf = whitelist_conf() conf = whitelist_conf()
freqtradebot = tt.get_patched_freqtradebot(mocker, conf) freqtradebot = tt.get_patched_freqtradebot(mocker, conf)
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.freqtradebot.exchange', 'freqtrade.freqtradebot.exchange',
get_wallet_health=get_health, get_markets=markets,
get_market_summaries=get_market_summaries get_tickers=tickers,
exchange_has=MagicMock(return_value=True)
) )
# argument: use the whitelist dynamically by exchange-volume # argument: use the whitelist dynamically by exchange-volume
whitelist = ['BTC_TKN', 'BTC_ETH'] whitelist = ['ETH/BTC', 'TKN/BTC']
refreshedwhitelist = freqtradebot._refresh_whitelist( refreshedwhitelist = freqtradebot._refresh_whitelist(
freqtradebot._gen_pair_whitelist(conf['stake_currency']) freqtradebot._gen_pair_whitelist(conf['stake_currency'])
@ -132,10 +75,10 @@ def test_refresh_whitelist_dynamic(mocker):
assert whitelist == refreshedwhitelist assert whitelist == refreshedwhitelist
def test_refresh_whitelist_dynamic_empty(mocker): def test_refresh_whitelist_dynamic_empty(mocker, markets_empty):
conf = whitelist_conf() conf = whitelist_conf()
freqtradebot = tt.get_patched_freqtradebot(mocker, 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 # argument: use the whitelist dynamically by exchange-volume
whitelist = [] whitelist = []

View File

@ -13,6 +13,7 @@ from pandas import DataFrame
from freqtrade.analyze import Analyze, SignalType from freqtrade.analyze import Analyze, SignalType
from freqtrade.optimize.__init__ import load_tickerdata_file from freqtrade.optimize.__init__ import load_tickerdata_file
from freqtrade.arguments import TimeRange
from freqtrade.tests.conftest import log_has from freqtrade.tests.conftest import log_has
# Avoid to reinit the same object again and again # Avoid to reinit the same object again and again
@ -45,12 +46,12 @@ def test_analyze_object() -> None:
def test_dataframe_correct_length(result): def test_dataframe_correct_length(result):
dataframe = Analyze.parse_ticker_dataframe(result) dataframe = Analyze.parse_ticker_dataframe(result)
assert len(result.index) == len(dataframe.index) assert len(result.index) - 1 == len(dataframe.index) # last partial candle removed
def test_dataframe_correct_columns(result): def test_dataframe_correct_columns(result):
assert result.columns.tolist() == \ assert result.columns.tolist() == \
['date', 'close', 'high', 'low', 'open', 'volume'] ['date', 'open', 'high', 'low', 'close', 'volume']
def test_populates_buy_trend(result): 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()}]) 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( mocker.patch.multiple(
'freqtrade.analyze.Analyze', 'freqtrade.analyze.Analyze',
@ -82,7 +83,7 @@ def test_returns_latest_buy_signal(mocker):
return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}]) 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): 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( mocker.patch.multiple(
'freqtrade.analyze.Analyze', 'freqtrade.analyze.Analyze',
@ -102,13 +103,13 @@ def test_returns_latest_sell_signal(mocker):
return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}]) 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): def test_get_signal_empty(default_conf, mocker, caplog):
caplog.set_level(logging.INFO) caplog.set_level(logging.INFO)
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=None) 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) 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') 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) 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([]) 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) 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) 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( assert log_has(
'Outdated history for pair xyz. Last tick is 11 minutes old', 'Outdated history for pair xyz. Last tick is 11 minutes old',
caplog.record_tuples 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): def test_parse_ticker_dataframe(ticker_history):
columns = ['date', 'close', 'high', 'low', 'open', 'volume'] columns = ['date', 'open', 'high', 'low', 'close', 'volume']
# Test file with BV data # Test file with BV data
dataframe = Analyze.parse_ticker_dataframe(ticker_history) dataframe = Analyze.parse_ticker_dataframe(ticker_history)
assert dataframe.columns.tolist() == columns 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: def test_tickerdata_to_dataframe(default_conf) -> None:
""" """
@ -187,8 +184,8 @@ def test_tickerdata_to_dataframe(default_conf) -> None:
""" """
analyze = Analyze(default_conf) analyze = Analyze(default_conf)
timerange = ((None, 'line'), None, -100) timerange = TimeRange(None, 'line', 0, -100)
tick = load_tickerdata_file(None, 'BTC_UNITEST', 1, timerange=timerange) tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
tickerlist = {'BTC_UNITEST': tick} tickerlist = {'UNITTEST/BTC': tick}
data = analyze.tickerdata_to_dataframe(tickerlist) data = analyze.tickerdata_to_dataframe(tickerlist)
assert len(data['BTC_UNITEST']) == 100 assert len(data['UNITTEST/BTC']) == 99 # partial candle was removed

View File

@ -9,7 +9,7 @@ import logging
import pytest import pytest
from freqtrade.arguments import Arguments from freqtrade.arguments import Arguments, TimeRange
def test_arguments_object() -> None: def test_arguments_object() -> None:
@ -46,6 +46,11 @@ def test_parse_args_config() -> None:
assert args.config == '/dev/null' 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: def test_parse_args_verbose() -> None:
args = Arguments(['-v'], '').get_parsed_arg() args = Arguments(['-v'], '').get_parsed_arg()
assert args.loglevel == logging.DEBUG assert args.loglevel == logging.DEBUG
@ -55,10 +60,10 @@ def test_parse_args_verbose() -> None:
def test_scripts_options() -> None: def test_scripts_options() -> None:
arguments = Arguments(['-p', 'BTC_ETH'], '') arguments = Arguments(['-p', 'ETH/BTC'], '')
arguments.scripts_options() arguments.scripts_options()
args = arguments.get_parsed_arg() args = arguments.get_parsed_arg()
assert args.pair == 'BTC_ETH' assert args.pair == 'ETH/BTC'
def test_parse_args_version() -> None: 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: def test_parse_timerange_incorrect() -> None:
assert ((None, 'line'), None, -200) == Arguments.parse_timerange('-200') assert TimeRange(None, 'line', 0, -200) == Arguments.parse_timerange('-200')
assert (('line', None), 200, None) == 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.*'): with pytest.raises(Exception, match=r'Incorrect syntax.*'):
Arguments.parse_timerange('-') Arguments.parse_timerange('-')
@ -126,7 +148,7 @@ def test_parse_args_backtesting_custom() -> None:
'-c', 'test_conf.json', '-c', 'test_conf.json',
'backtesting', 'backtesting',
'--live', '--live',
'--ticker-interval', '1', '--ticker-interval', '1m',
'--refresh-pairs-cached'] '--refresh-pairs-cached']
call_args = Arguments(args, '').get_parsed_arg() call_args = Arguments(args, '').get_parsed_arg()
assert call_args.config == 'test_conf.json' 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.loglevel == logging.INFO
assert call_args.subparser == 'backtesting' assert call_args.subparser == 'backtesting'
assert call_args.func is not None 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 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.subparser == 'hyperopt'
assert call_args.spaces == ['buy'] assert call_args.spaces == ['buy']
assert call_args.func is not None assert call_args.func is not None
def test_testdata_dl_options() -> None:
args = [
'--pairs-file', 'file_with_pairs',
'--export', 'export/folder',
'--days', '30',
'--exchange', 'binance'
]
arguments = Arguments(args, '')
arguments.testdata_dl_options()
args = arguments.parse_args()
assert args.pairs_file == 'file_with_pairs'
assert args.export == 'export/folder'
assert args.days == 30
assert args.exchange == 'binance'

View File

@ -6,6 +6,7 @@ Unit test file for configuration.py
import json import json
from copy import deepcopy from copy import deepcopy
from unittest.mock import MagicMock from unittest.mock import MagicMock
from argparse import Namespace
import pytest import pytest
from jsonschema import ValidationError from jsonschema import ValidationError
@ -13,6 +14,7 @@ from jsonschema import ValidationError
from freqtrade.arguments import Arguments from freqtrade.arguments import Arguments
from freqtrade.configuration import Configuration from freqtrade.configuration import Configuration
from freqtrade.tests.conftest import log_has from freqtrade.tests.conftest import log_has
from freqtrade import OperationalException
def test_configuration_object() -> None: def test_configuration_object() -> None:
@ -28,19 +30,19 @@ def test_configuration_object() -> None:
assert hasattr(Configuration, 'get_config') 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 Test the configuration validator with an invalid PAIR format
""" """
conf = deepcopy(default_conf) 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.*'): with pytest.raises(ValidationError, match=r'.*does not match.*'):
configuration = Configuration([]) configuration = Configuration(Namespace())
configuration._validate_config(conf) 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 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') conf.pop('exchange')
with pytest.raises(ValidationError, match=r'.*\'exchange\' is a required property.*'): with pytest.raises(ValidationError, match=r'.*\'exchange\' is a required property.*'):
configuration = Configuration([]) configuration = Configuration(Namespace())
configuration._validate_config(conf) configuration._validate_config(conf)
@ -60,7 +62,7 @@ def test_load_config_file(default_conf, mocker, caplog) -> None:
read_data=json.dumps(default_conf) read_data=json.dumps(default_conf)
)) ))
configuration = Configuration([]) configuration = Configuration(Namespace())
validated_conf = configuration._load_config_file('somefile') validated_conf = configuration._load_config_file('somefile')
assert file_mock.call_count == 1 assert file_mock.call_count == 1
assert validated_conf.items() >= default_conf.items() 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) 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 Test Configuration._load_config_file() method
""" """
@ -76,14 +93,10 @@ def test_load_config_file_exception(mocker, caplog) -> None:
'freqtrade.configuration.open', 'freqtrade.configuration.open',
MagicMock(side_effect=FileNotFoundError('File not found')) 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') configuration._load_config_file('somefile')
assert log_has(
'Config file "somefile" not found. Please create your config file',
caplog.record_tuples
)
def test_load_config(default_conf, mocker) -> None: def test_load_config(default_conf, mocker) -> None:
@ -101,7 +114,6 @@ def test_load_config(default_conf, mocker) -> None:
assert validated_conf.get('strategy') == 'DefaultStrategy' assert validated_conf.get('strategy') == 'DefaultStrategy'
assert validated_conf.get('strategy_path') is None assert validated_conf.get('strategy_path') is None
assert 'dynamic_whitelist' not in validated_conf 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: 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) read_data=json.dumps(default_conf)
)) ))
args = [ arglist = [
'--dynamic-whitelist', '10', '--dynamic-whitelist', '10',
'--strategy', 'TestStrategy', '--strategy', 'TestStrategy',
'--strategy-path', '/some/path', '--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) configuration = Configuration(args)
validated_conf = configuration.load_config() 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('dynamic_whitelist') == 10
assert validated_conf.get('strategy') == 'TestStrategy' assert validated_conf.get('strategy') == 'TestStrategy'
assert validated_conf.get('strategy_path') == '/some/path' 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: 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) read_data=json.dumps(default_conf)
)) ))
args = [ arglist = [
'--dynamic-whitelist', '10', '--dynamic-whitelist', '10',
'--strategy', 'TestStrategy', '--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 = Configuration(args)
configuration.get_config() configuration.get_config()
@ -175,23 +187,8 @@ def test_show_info(default_conf, mocker, caplog) -> None:
caplog.record_tuples caplog.record_tuples
) )
assert log_has( assert log_has('Using DB: "sqlite:///tmp/testdb"', caplog.record_tuples)
'Parameter --dry-run-db detected ...', assert log_has('Dry run is enabled', caplog.record_tuples)
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
)
def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> None: 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) read_data=json.dumps(default_conf)
)) ))
args = [ arglist = [
'--config', 'config.json', '--config', 'config.json',
'--strategy', 'DefaultStrategy', '--strategy', 'DefaultStrategy',
'backtesting' 'backtesting'
] ]
args = Arguments(args, '').get_parsed_arg() args = Arguments(arglist, '').get_parsed_arg()
configuration = Configuration(args) configuration = Configuration(args)
config = configuration.get_config() 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 'pair_whitelist' in config['exchange']
assert 'datadir' in config assert 'datadir' in config
assert log_has( assert log_has(
'Parameter --datadir detected: {} ...'.format(config['datadir']), 'Using data folder: {} ...'.format(config['datadir']),
caplog.record_tuples caplog.record_tuples
) )
assert 'ticker_interval' in config 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) read_data=json.dumps(default_conf)
)) ))
args = [ arglist = [
'--config', 'config.json', '--config', 'config.json',
'--strategy', 'DefaultStrategy', '--strategy', 'DefaultStrategy',
'--datadir', '/foo/bar', '--datadir', '/foo/bar',
'backtesting', 'backtesting',
'--ticker-interval', '1', '--ticker-interval', '1m',
'--live', '--live',
'--realistic-simulation', '--realistic-simulation',
'--refresh-pairs-cached', '--refresh-pairs-cached',
@ -259,7 +256,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
'--export', '/bar/foo' '--export', '/bar/foo'
] ]
args = Arguments(args, '').get_parsed_arg() args = Arguments(arglist, '').get_parsed_arg()
configuration = Configuration(args) configuration = Configuration(args)
config = configuration.get_config() 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 'pair_whitelist' in config['exchange']
assert 'datadir' in config assert 'datadir' in config
assert log_has( assert log_has(
'Parameter --datadir detected: {} ...'.format(config['datadir']), 'Using data folder: {} ...'.format(config['datadir']),
caplog.record_tuples caplog.record_tuples
) )
assert 'ticker_interval' in config assert 'ticker_interval' in config
assert log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples) assert log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples)
assert log_has( assert log_has(
'Using ticker_interval: 1 ...', 'Using ticker_interval: 1m ...',
caplog.record_tuples caplog.record_tuples
) )
@ -310,14 +307,14 @@ def test_hyperopt_with_arguments(mocker, default_conf, caplog) -> None:
read_data=json.dumps(default_conf) read_data=json.dumps(default_conf)
)) ))
args = [ arglist = [
'hyperopt', 'hyperopt',
'--epochs', '10', '--epochs', '10',
'--use-mongodb', '--use-mongodb',
'--spaces', 'all', '--spaces', 'all',
] ]
args = Arguments(args, '').get_parsed_arg() args = Arguments(arglist, '').get_parsed_arg()
configuration = Configuration(args) configuration = Configuration(args)
config = configuration.get_config() config = configuration.get_config()
@ -334,3 +331,29 @@ def test_hyperopt_with_arguments(mocker, default_conf, caplog) -> None:
assert 'spaces' in config assert 'spaces' in config
assert config['spaces'] == ['all'] assert config['spaces'] == ['all']
assert log_has('Parameter -s/--spaces detected: [\'all\']', caplog.record_tuples) 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)

View File

@ -6,11 +6,11 @@ from freqtrade.analyze import Analyze
from freqtrade.optimize import load_data from freqtrade.optimize import load_data
from freqtrade.strategy.resolver import StrategyResolver from freqtrade.strategy.resolver import StrategyResolver
_pairs = ['BTC_ETH'] _pairs = ['ETH/BTC']
def load_dataframe_pair(pairs): 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(ld, dict)
assert isinstance(pairs[0], str) assert isinstance(pairs[0], str)
dataframe = ld[pairs[0]] dataframe = ld[pairs[0]]

View File

@ -6,7 +6,10 @@ from unittest.mock import MagicMock
import pytest import pytest
from requests.exceptions import RequestException
from freqtrade.fiat_convert import CryptoFiat, CryptoToFiatConverter from freqtrade.fiat_convert import CryptoFiat, CryptoToFiatConverter
from freqtrade.tests.conftest import log_has, patch_coinmarketcap
def test_pair_convertion_object(): 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.'): with pytest.raises(ValueError, match=r'The fiat ABC is not supported.'):
fiat_convert._find_price(crypto_symbol='BTC', fiat_symbol='ABC') fiat_convert._find_price(crypto_symbol='BTC', fiat_symbol='ABC')
with pytest.raises(ValueError, match=r'The crypto symbol XRP is not supported.'): assert fiat_convert.get_price(crypto_symbol='XRP', fiat_symbol='USD') == 0.0
fiat_convert.get_price(crypto_symbol='XRP', fiat_symbol='USD')
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=12345.0) 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 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 assert fiat_convert.get_price(crypto_symbol='BTC', fiat_symbol='EUR') == 13000.2
def test_fiat_convert_unsupported_crypto(mocker, caplog):
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._cryptomap', return_value=[])
fiat_convert = CryptoToFiatConverter()
assert fiat_convert._find_price(crypto_symbol='CRYPTO_123', fiat_symbol='EUR') == 0.0
assert log_has('unsupported crypto-symbol CRYPTO_123 - returning 0.0', caplog.record_tuples)
def test_fiat_convert_get_price(mocker): def test_fiat_convert_get_price(mocker):
api_mock = MagicMock(return_value={ api_mock = MagicMock(return_value={
'price_usd': 28000.0, 'price_usd': 28000.0,
@ -124,12 +133,72 @@ def test_fiat_convert_get_price(mocker):
assert fiat_convert._pairs[0]._expiration is not expiration 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(): def test_fiat_convert_without_network():
# Because CryptoToFiatConverter is a Singleton we reset the value of _coinmarketcap # Because CryptoToFiatConverter is a Singleton we reset the value of _coinmarketcap
fiat_convert = CryptoToFiatConverter() fiat_convert = CryptoToFiatConverter()
cmc_temp = CryptoToFiatConverter._coinmarketcap
CryptoToFiatConverter._coinmarketcap = None CryptoToFiatConverter._coinmarketcap = None
assert fiat_convert._coinmarketcap is None assert fiat_convert._coinmarketcap is None
assert fiat_convert._find_price(crypto_symbol='BTC', fiat_symbol='USD') == 0.0 assert fiat_convert._find_price(crypto_symbol='BTC', fiat_symbol='USD') == 0.0
CryptoToFiatConverter._coinmarketcap = cmc_temp
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

File diff suppressed because it is too large Load Diff

View File

@ -7,6 +7,7 @@ from unittest.mock import MagicMock
import pytest import pytest
from freqtrade import OperationalException
from freqtrade.main import main, set_loggers from freqtrade.main import main, set_loggers
from freqtrade.tests.conftest import log_has from freqtrade.tests.conftest import log_has
@ -60,7 +61,7 @@ def test_set_loggers() -> None:
assert value2 is logging.INFO assert value2 is logging.INFO
def test_main(mocker, caplog) -> None: def test_main_fatal_exception(mocker, default_conf, caplog) -> None:
""" """
Test main() function Test main() function
In this test we are skipping the while True loop by throwing an exception. In this test we are skipping the while True loop by throwing an exception.
@ -68,26 +69,74 @@ def test_main(mocker, caplog) -> None:
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.freqtradebot.FreqtradeBot', 'freqtrade.freqtradebot.FreqtradeBot',
_init_modules=MagicMock(), _init_modules=MagicMock(),
worker=MagicMock( worker=MagicMock(side_effect=Exception),
side_effect=KeyboardInterrupt
),
clean=MagicMock(), clean=MagicMock(),
) )
mocker.patch(
'freqtrade.configuration.Configuration._load_config_file',
lambda *args, **kwargs: default_conf
)
mocker.patch('freqtrade.freqtradebot.CryptoToFiatConverter', MagicMock())
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
args = ['-c', 'config.json.example'] args = ['-c', 'config.json.example']
# Test Main + the KeyboardInterrupt exception # Test Main + the KeyboardInterrupt exception
with pytest.raises(SystemExit) as pytest_wrapped_e:
main(args)
log_has('Starting freqtrade', caplog.record_tuples)
log_has('Got SIGINT, aborting ...', caplog.record_tuples)
assert pytest_wrapped_e.type == SystemExit
assert pytest_wrapped_e.value.code == 42
# Test the BaseException case
mocker.patch(
'freqtrade.freqtradebot.FreqtradeBot.worker',
MagicMock(side_effect=BaseException)
)
with pytest.raises(SystemExit): with pytest.raises(SystemExit):
main(args) main(args)
log_has('Got fatal exception!', caplog.record_tuples) assert log_has('Using config: config.json.example ...', caplog.record_tuples)
assert log_has('Fatal exception!', caplog.record_tuples)
def test_main_keyboard_interrupt(mocker, default_conf, caplog) -> None:
"""
Test main() function
In this test we are skipping the while True loop by throwing an exception.
"""
mocker.patch.multiple(
'freqtrade.freqtradebot.FreqtradeBot',
_init_modules=MagicMock(),
worker=MagicMock(side_effect=KeyboardInterrupt),
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)

View File

@ -9,7 +9,7 @@ from unittest.mock import MagicMock
from freqtrade.analyze import Analyze from freqtrade.analyze import Analyze
from freqtrade.misc import (shorten_date, datesarray_to_datetimearray, 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 from freqtrade.optimize.__init__ import load_tickerdata_file
@ -39,24 +39,24 @@ def test_datesarray_to_datetimearray(ticker_history):
assert dates[0].minute == 50 assert dates[0].minute == 50
date_len = len(dates) date_len = len(dates)
assert date_len == 3 assert date_len == 2
def test_common_datearray(default_conf, mocker) -> None: def test_common_datearray(default_conf) -> None:
""" """
Test common_datearray() Test common_datearray()
:return: None :return: None
""" """
analyze = Analyze(default_conf) analyze = Analyze(default_conf)
tick = load_tickerdata_file(None, 'BTC_UNITEST', 1) tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
tickerlist = {'BTC_UNITEST': tick} tickerlist = {'UNITTEST/BTC': tick}
dataframes = analyze.tickerdata_to_dataframe(tickerlist) dataframes = analyze.tickerdata_to_dataframe(tickerlist)
dates = common_datearray(dataframes) dates = common_datearray(dataframes)
assert dates.size == dataframes['BTC_UNITEST']['date'].size assert dates.size == dataframes['UNITTEST/BTC']['date'].size
assert dates[0] == dataframes['BTC_UNITEST']['date'][0] assert dates[0] == dataframes['UNITTEST/BTC']['date'][0]
assert dates[-1] == dataframes['BTC_UNITEST']['date'][-1] assert dates[-1] == dataframes['UNITTEST/BTC']['date'][-1]
def test_file_dump_json(mocker) -> None: 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]) file_dump_json('somefile', [1, 2, 3])
assert file_open.call_count == 1 assert file_open.call_count == 1
assert json_dump.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')

View File

@ -1,10 +1,11 @@
# pragma pylint: disable=missing-docstring, C0103 # pragma pylint: disable=missing-docstring, C0103
import os from copy import deepcopy
from unittest.mock import MagicMock
import pytest import pytest
from sqlalchemy import create_engine 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 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__ assert 'Session' in type(Trade.session).__name__
def test_init_dry_run_db(default_conf, mocker): def test_init_custom_db_url(default_conf, mocker):
default_conf.update({'dry_run_db': True}) conf = deepcopy(default_conf)
mocker.patch.dict('freqtrade.persistence._CONF', default_conf)
# First, protect the existing 'tradesv3.dry_run.sqlite' (Do not delete user data) # Update path to a value other than default, but still in-memory
dry_run_db = 'tradesv3.dry_run.sqlite' conf.update({'db_url': 'sqlite:///tmp/freqtrade2_test.sqlite'})
dry_run_db_swp = dry_run_db + '.swp' create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock())
mocker.patch.dict('freqtrade.persistence._CONF', conf)
if os.path.isfile(dry_run_db): init(conf)
os.rename(dry_run_db, dry_run_db_swp) assert create_engine_mock.call_count == 1
assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tmp/freqtrade2_test.sqlite'
# 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)
def test_init_dry_run_without_db(default_conf, mocker): def test_init_invalid_db_url(default_conf, mocker):
default_conf.update({'dry_run_db': False}) conf = deepcopy(default_conf)
mocker.patch.dict('freqtrade.persistence._CONF', default_conf)
# First, protect the existing 'tradesv3.dry_run.sqlite' (Do not delete user data) # Update path to a value other than default, but still in-memory
dry_run_db = 'tradesv3.dry_run.sqlite' conf.update({'db_url': 'unknown:///some.url'})
dry_run_db_swp = dry_run_db + '.swp' mocker.patch.dict('freqtrade.persistence._CONF', conf)
if os.path.isfile(dry_run_db): with pytest.raises(OperationalException, match=r'.*no valid database URL*'):
os.rename(dry_run_db, dry_run_db_swp) init(conf)
# 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)
def test_init_prod_db(default_conf, mocker): def test_init_prod_db(default_conf, mocker):
default_conf.update({'dry_run': False}) conf = deepcopy(default_conf)
mocker.patch.dict('freqtrade.persistence._CONF', 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) create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock())
prod_db = 'tradesv3.sqlite' mocker.patch.dict('freqtrade.persistence._CONF', conf)
prod_db_swp = prod_db + '.swp'
if os.path.isfile(prod_db): init(conf)
os.rename(prod_db, prod_db_swp) 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 create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock())
if os.path.isfile(prod_db): mocker.patch.dict('freqtrade.persistence._CONF', conf)
os.remove(prod_db)
# Rollback to the initial 'tradesv3.sqlite' file init(conf)
if os.path.isfile(prod_db_swp): assert create_engine_mock.call_count == 1
os.rename(prod_db_swp, prod_db) assert create_engine_mock.mock_calls[0][1][0] == 'sqlite://'
@pytest.mark.usefixtures("init_persistence") @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. 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( trade = Trade(
pair='BTC_ETH', pair='ETH/BTC',
stake_amount=0.001, stake_amount=0.001,
fee=0.0025, fee_open=fee.return_value,
exchange=Exchanges.BITTREX, fee_close=fee.return_value,
exchange='bittrex',
) )
assert trade.open_order_id is None assert trade.open_order_id is None
assert trade.open_rate 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") @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( trade = Trade(
pair='BTC_ETH', pair='ETH/BTC',
stake_amount=0.001, stake_amount=0.001,
fee=0.0025, fee_open=fee.return_value,
exchange=Exchanges.BITTREX, fee_close=fee.return_value,
exchange='bittrex',
) )
trade.open_order_id = 'something' 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") @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( trade = Trade(
pair='BTC_ETH', pair='ETH/BTC',
stake_amount=0.001, stake_amount=0.001,
fee=0.0025, fee_open=fee.return_value,
exchange=Exchanges.BITTREX, fee_close=fee.return_value,
exchange='bittrex',
) )
trade.open_order_id = 'something' trade.open_order_id = 'something'
@ -190,10 +171,11 @@ def test_calc_close_trade_price_exception(limit_buy_order):
@pytest.mark.usefixtures("init_persistence") @pytest.mark.usefixtures("init_persistence")
def test_update_open_order(limit_buy_order): def test_update_open_order(limit_buy_order):
trade = Trade( trade = Trade(
pair='BTC_ETH', pair='ETH/BTC',
stake_amount=1.00, stake_amount=1.00,
fee=0.1, fee_open=0.1,
exchange=Exchanges.BITTREX, fee_close=0.1,
exchange='bittrex',
) )
assert trade.open_order_id is None 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_profit is None
assert trade.close_date is None assert trade.close_date is None
limit_buy_order['closed'] = False limit_buy_order['status'] = 'open'
trade.update(limit_buy_order) trade.update(limit_buy_order)
assert trade.open_order_id is None assert trade.open_order_id is None
@ -213,10 +195,11 @@ def test_update_open_order(limit_buy_order):
@pytest.mark.usefixtures("init_persistence") @pytest.mark.usefixtures("init_persistence")
def test_update_invalid_order(limit_buy_order): def test_update_invalid_order(limit_buy_order):
trade = Trade( trade = Trade(
pair='BTC_ETH', pair='ETH/BTC',
stake_amount=1.00, stake_amount=1.00,
fee=0.1, fee_open=0.1,
exchange=Exchanges.BITTREX, fee_close=0.1,
exchange='bittrex',
) )
limit_buy_order['type'] = 'invalid' limit_buy_order['type'] = 'invalid'
with pytest.raises(ValueError, match=r'Unknown order type'): 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") @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( trade = Trade(
pair='BTC_ETH', pair='ETH/BTC',
stake_amount=0.001, stake_amount=0.001,
fee=0.0025, fee_open=fee.return_value,
exchange=Exchanges.BITTREX, fee_close=fee.return_value,
exchange='bittrex',
) )
trade.open_order_id = 'open_trade' trade.open_order_id = 'open_trade'
trade.update(limit_buy_order) # Buy @ 0.00001099 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") @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( trade = Trade(
pair='BTC_ETH', pair='ETH/BTC',
stake_amount=0.001, stake_amount=0.001,
fee=0.0025, fee_open=fee.return_value,
exchange=Exchanges.BITTREX, fee_close=fee.return_value,
exchange='bittrex',
) )
trade.open_order_id = 'close_trade' trade.open_order_id = 'close_trade'
trade.update(limit_buy_order) # Buy @ 0.00001099 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") @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( trade = Trade(
pair='BTC_ETH', pair='ETH/BTC',
stake_amount=0.001, stake_amount=0.001,
fee=0.0025, fee_open=fee.return_value,
exchange=Exchanges.BITTREX, fee_close=fee.return_value,
exchange='bittrex',
) )
trade.open_order_id = 'profit_percent' trade.open_order_id = 'profit_percent'
trade.update(limit_buy_order) # Buy @ 0.00001099 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") @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( trade = Trade(
pair='BTC_ETH', pair='ETH/BTC',
stake_amount=0.001, stake_amount=0.001,
fee=0.0025, fee_open=fee.return_value,
exchange=Exchanges.BITTREX, fee_close=fee.return_value,
exchange='bittrex',
) )
trade.open_order_id = 'profit_percent' trade.open_order_id = 'profit_percent'
trade.update(limit_buy_order) # Buy @ 0.00001099 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 assert trade.calc_profit_percent(fee=0.003) == 0.0614782
def test_clean_dry_run_db(default_conf): def test_clean_dry_run_db(default_conf, fee):
init(default_conf, create_engine('sqlite://')) init(default_conf)
# Simulate dry_run entries # Simulate dry_run entries
trade = Trade( trade = Trade(
pair='BTC_ETH', pair='ETH/BTC',
stake_amount=0.001, stake_amount=0.001,
amount=123.0, amount=123.0,
fee=0.0025, fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123, open_rate=0.123,
exchange='BITTREX', exchange='bittrex',
open_order_id='dry_run_buy_12345' open_order_id='dry_run_buy_12345'
) )
Trade.session.add(trade) Trade.session.add(trade)
trade = Trade( trade = Trade(
pair='BTC_ETC', pair='ETC/BTC',
stake_amount=0.001, stake_amount=0.001,
amount=123.0, amount=123.0,
fee=0.0025, fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123, open_rate=0.123,
exchange='BITTREX', exchange='bittrex',
open_order_id='dry_run_sell_12345' open_order_id='dry_run_sell_12345'
) )
Trade.session.add(trade) Trade.session.add(trade)
# Simulate prod entry # Simulate prod entry
trade = Trade( trade = Trade(
pair='BTC_ETC', pair='ETC/BTC',
stake_amount=0.001, stake_amount=0.001,
amount=123.0, amount=123.0,
fee=0.0025, fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123, open_rate=0.123,
exchange='BITTREX', exchange='bittrex',
open_order_id='prod_buy_12345' open_order_id='prod_buy_12345'
) )
Trade.session.add(trade) Trade.session.add(trade)
@ -364,3 +354,109 @@ def test_clean_dry_run_db(default_conf):
# We have now only the prod # We have now only the prod
assert len(Trade.query.filter(Trade.open_order_id.isnot(None)).all()) == 1 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"

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@ -1,3 +0,0 @@
[
{"O": 0.00162008, "H": 0.00162008, "L": 0.00162008, "C": 0.00162008, "V": 108.14853839, "T": "2017-11-04T23:02:00", "BV": 0.17520927}
]

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