diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py index 0265ad6c3..44d590b67 100644 --- a/freqtrade/resolvers/strategy_resolver.py +++ b/freqtrade/resolvers/strategy_resolver.py @@ -217,15 +217,19 @@ class StrategyResolver(IResolver): raise OperationalException( "`populate_exit_trend` or `populate_sell_trend` must be implemented.") - strategy._populate_fun_len = len(getfullargspec(strategy.populate_indicators).args) - strategy._buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args) - strategy._sell_fun_len = len(getfullargspec(strategy.populate_sell_trend).args) + _populate_fun_len = len(getfullargspec(strategy.populate_indicators).args) + _buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args) + _sell_fun_len = len(getfullargspec(strategy.populate_sell_trend).args) if any(x == 2 for x in [ - strategy._populate_fun_len, - strategy._buy_fun_len, - strategy._sell_fun_len + _populate_fun_len, + _buy_fun_len, + _sell_fun_len ]): - strategy.INTERFACE_VERSION = 1 + raise OperationalException( + "Strategy Interface v1 is no longer supported. " + "Please update your strategy to implement " + "`populate_indicators`, `populate_entry_trend` and `populate_exit_trend` " + "with the metadata argument. ") return strategy @staticmethod diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index afcc1aa99..0ec3895bc 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -3,7 +3,6 @@ IStrategy interface This module defines the interface to apply for strategies """ import logging -import warnings from abc import ABC, abstractmethod from datetime import datetime, timedelta, timezone from typing import Dict, List, Optional, Tuple, Union @@ -44,14 +43,11 @@ class IStrategy(ABC, HyperStrategyMixin): """ # Strategy interface version # Default to version 2 - # Version 1 is the initial interface without metadata dict + # Version 1 is the initial interface without metadata dict - deprecated and no longer supported. # Version 2 populate_* include metadata dict # Version 3 - First version with short and leverage support INTERFACE_VERSION: int = 3 - _populate_fun_len: int = 0 - _buy_fun_len: int = 0 - _sell_fun_len: int = 0 _ft_params_from_file: Dict # associated minimal roi minimal_roi: Dict = {} @@ -1090,12 +1086,7 @@ class IStrategy(ABC, HyperStrategyMixin): dataframe = _create_and_merge_informative_pair( self, dataframe, metadata, inf_data, populate_fn) - if self._populate_fun_len == 2: - warnings.warn("deprecated - check out the Sample strategy to see " - "the current function headers!", DeprecationWarning) - return self.populate_indicators(dataframe) # type: ignore - else: - return self.populate_indicators(dataframe, metadata) + return self.populate_indicators(dataframe, metadata) def advise_entry(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ @@ -1109,12 +1100,7 @@ class IStrategy(ABC, HyperStrategyMixin): logger.debug(f"Populating enter signals for pair {metadata.get('pair')}.") - if self._buy_fun_len == 2: - warnings.warn("deprecated - check out the Sample strategy to see " - "the current function headers!", DeprecationWarning) - df = self.populate_buy_trend(dataframe) # type: ignore - else: - df = self.populate_entry_trend(dataframe, metadata) + df = self.populate_entry_trend(dataframe, metadata) if 'enter_long' not in df.columns: df = df.rename({'buy': 'enter_long', 'buy_tag': 'enter_tag'}, axis='columns') @@ -1129,14 +1115,8 @@ class IStrategy(ABC, HyperStrategyMixin): currently traded pair :return: DataFrame with exit column """ - logger.debug(f"Populating exit signals for pair {metadata.get('pair')}.") - if self._sell_fun_len == 2: - warnings.warn("deprecated - check out the Sample strategy to see " - "the current function headers!", DeprecationWarning) - df = self.populate_sell_trend(dataframe) # type: ignore - else: - df = self.populate_exit_trend(dataframe, metadata) + df = self.populate_exit_trend(dataframe, metadata) if 'exit_long' not in df.columns: df = df.rename({'sell': 'exit_long'}, axis='columns') return df diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py index d1f54ad52..37eeda86a 100644 --- a/tests/commands/test_commands.py +++ b/tests/commands/test_commands.py @@ -859,8 +859,8 @@ def test_start_list_strategies(capsys): # pargs['config'] = None start_list_strategies(pargs) captured = capsys.readouterr() - assert "TestStrategyLegacyV1" in captured.out - assert "legacy_strategy_v1.py" not in captured.out + assert "StrategyTestV2" in captured.out + assert "strategy_test_v2.py" not in captured.out assert CURRENT_TEST_STRATEGY in captured.out # Test regular output @@ -874,8 +874,8 @@ def test_start_list_strategies(capsys): # pargs['config'] = None start_list_strategies(pargs) captured = capsys.readouterr() - assert "TestStrategyLegacyV1" in captured.out - assert "legacy_strategy_v1.py" in captured.out + assert "StrategyTestV2" in captured.out + assert "strategy_test_v2.py" in captured.out assert CURRENT_TEST_STRATEGY in captured.out # Test color output @@ -888,8 +888,8 @@ def test_start_list_strategies(capsys): # pargs['config'] = None start_list_strategies(pargs) captured = capsys.readouterr() - assert "TestStrategyLegacyV1" in captured.out - assert "legacy_strategy_v1.py" in captured.out + assert "StrategyTestV2" in captured.out + assert "strategy_test_v2.py" in captured.out assert CURRENT_TEST_STRATEGY in captured.out assert "LOAD FAILED" in captured.out # Recursive @@ -907,8 +907,8 @@ def test_start_list_strategies(capsys): # pargs['config'] = None start_list_strategies(pargs) captured = capsys.readouterr() - assert "TestStrategyLegacyV1" in captured.out - assert "legacy_strategy_v1.py" in captured.out + assert "StrategyTestV2" in captured.out + assert "strategy_test_v2.py" in captured.out assert "StrategyTestV2" in captured.out assert "TestStrategyNoImplements" in captured.out assert str(Path("broken_strats/broken_futures_strategies.py")) in captured.out diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index 4d32a7516..d7ee4a042 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -500,7 +500,7 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti Backtesting(default_conf) # Multiple strategies - default_conf['strategy_list'] = [CURRENT_TEST_STRATEGY, 'TestStrategyLegacyV1'] + default_conf['strategy_list'] = [CURRENT_TEST_STRATEGY, 'StrategyTestV2'] with pytest.raises(OperationalException, match='PrecisionFilter not allowed for backtesting multiple strategies.'): Backtesting(default_conf) @@ -1198,7 +1198,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir): '--disable-max-market-positions', '--strategy-list', CURRENT_TEST_STRATEGY, - 'TestStrategyLegacyV1', + 'StrategyTestV2', ] args = get_args(args) start_backtesting(args) @@ -1221,14 +1221,13 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir): 'up to 2017-11-14 22:58:00 (0 days).', 'Parameter --enable-position-stacking detected ...', f'Running backtesting for Strategy {CURRENT_TEST_STRATEGY}', - 'Running backtesting for Strategy TestStrategyLegacyV1', + 'Running backtesting for Strategy StrategyTestV2', ] for line in exists: assert log_has(line, caplog) -@pytest.mark.filterwarnings("ignore:deprecated") def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdatadir, capsys): default_conf.update({ "use_exit_signal": True, @@ -1310,7 +1309,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat '--breakdown', 'day', '--strategy-list', CURRENT_TEST_STRATEGY, - 'TestStrategyLegacyV1', + 'StrategyTestV2', ] args = get_args(args) start_backtesting(args) @@ -1327,7 +1326,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat 'up to 2017-11-14 22:58:00 (0 days).', 'Parameter --enable-position-stacking detected ...', f'Running backtesting for Strategy {CURRENT_TEST_STRATEGY}', - 'Running backtesting for Strategy TestStrategyLegacyV1', + 'Running backtesting for Strategy StrategyTestV2', ] for line in exists: @@ -1592,7 +1591,7 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda min_backtest_date = now - timedelta(weeks=4) load_backtest_metadata = MagicMock(return_value={ 'StrategyTestV2': {'run_id': '1', 'backtest_start_time': now.timestamp()}, - 'TestStrategyLegacyV1': {'run_id': run_id, 'backtest_start_time': start_time.timestamp()} + 'StrategyTestV3': {'run_id': run_id, 'backtest_start_time': start_time.timestamp()} }) load_backtest_stats = MagicMock(side_effect=[ { @@ -1601,9 +1600,9 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda 'strategy_comparison': [{'key': 'StrategyTestV2'}] }, { - 'metadata': {'TestStrategyLegacyV1': {'run_id': '2'}}, - 'strategy': {'TestStrategyLegacyV1': {}}, - 'strategy_comparison': [{'key': 'TestStrategyLegacyV1'}] + 'metadata': {'StrategyTestV3': {'run_id': '2'}}, + 'strategy': {'StrategyTestV3': {}}, + 'strategy_comparison': [{'key': 'StrategyTestV3'}] } ]) mocker.patch('pathlib.Path.glob', return_value=[ @@ -1627,7 +1626,7 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda '--cache', cache, '--strategy-list', 'StrategyTestV2', - 'TestStrategyLegacyV1', + 'StrategyTestV3', ] args = get_args(args) start_backtesting(args) @@ -1649,7 +1648,7 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda assert backtestmock.call_count == 2 exists = [ 'Running backtesting for Strategy StrategyTestV2', - 'Running backtesting for Strategy TestStrategyLegacyV1', + 'Running backtesting for Strategy StrategyTestV3', 'Ignoring max_open_trades (--disable-max-market-positions was used) ...', 'Backtesting with data from 2017-11-14 21:17:00 up to 2017-11-14 22:58:00 (0 days).', ] @@ -1657,12 +1656,12 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda assert backtestmock.call_count == 0 exists = [ 'Reusing result of previous backtest for StrategyTestV2', - 'Reusing result of previous backtest for TestStrategyLegacyV1', + 'Reusing result of previous backtest for StrategyTestV3', ] else: exists = [ 'Reusing result of previous backtest for StrategyTestV2', - 'Running backtesting for Strategy TestStrategyLegacyV1', + 'Running backtesting for Strategy StrategyTestV3', 'Ignoring max_open_trades (--disable-max-market-positions was used) ...', 'Backtesting with data from 2017-11-14 21:17:00 up to 2017-11-14 22:58:00 (0 days).', ] diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index af8361571..4910213b4 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -1389,7 +1389,6 @@ def test_api_strategies(botclient): 'StrategyTestV2', 'StrategyTestV3', 'StrategyTestV3Futures', - 'TestStrategyLegacyV1', ]} diff --git a/tests/strategy/strats/broken_strats/legacy_strategy_v1.py b/tests/strategy/strats/broken_strats/legacy_strategy_v1.py new file mode 100644 index 000000000..f3b8c2696 --- /dev/null +++ b/tests/strategy/strats/broken_strats/legacy_strategy_v1.py @@ -0,0 +1,30 @@ +# type: ignore +from pandas import DataFrame + +from freqtrade.strategy import IStrategy + + +# Dummy strategy - no longer loads but raises an exception. +class TestStrategyLegacyV1(IStrategy): + + minimal_roi = { + "40": 0.0, + "30": 0.01, + "20": 0.02, + "0": 0.04 + } + stoploss = -0.10 + + timeframe = '5m' + + def populate_indicators(self, dataframe: DataFrame) -> DataFrame: + + return dataframe + + def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame: + + return dataframe + + def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame: + + return dataframe diff --git a/tests/strategy/strats/legacy_strategy_v1.py b/tests/strategy/strats/legacy_strategy_v1.py deleted file mode 100644 index bad2aa40d..000000000 --- a/tests/strategy/strats/legacy_strategy_v1.py +++ /dev/null @@ -1,85 +0,0 @@ - -# --- Do not remove these libs --- -# Add your lib to import here -import talib.abstract as ta -from pandas import DataFrame - -from freqtrade.strategy import IStrategy - - -# -------------------------------- - -# This class is a sample. Feel free to customize it. -class TestStrategyLegacyV1(IStrategy): - """ - This is a test strategy using the legacy function headers, which will be - removed in a future update. - Please do not use this as a template, but refer to user_data/strategy/sample_strategy.py - for a uptodate version of this template. - """ - - # Minimal ROI designed for the strategy. - # This attribute will be overridden if the config file contains "minimal_roi" - minimal_roi = { - "40": 0.0, - "30": 0.01, - "20": 0.02, - "0": 0.04 - } - - # Optimal stoploss designed for the strategy - # This attribute will be overridden if the config file contains "stoploss" - stoploss = -0.10 - - timeframe = '5m' - - def populate_indicators(self, dataframe: DataFrame) -> DataFrame: - """ - Adds several different TA indicators to the given DataFrame - - Performance Note: For the best performance be frugal on the number of indicators - you are using. Let uncomment only the indicator you are using in your strategies - or your hyperopt configuration, otherwise you will waste your memory and CPU usage. - """ - - # Momentum Indicator - # ------------------------------------ - - # ADX - dataframe['adx'] = ta.ADX(dataframe) - - # TEMA - Triple Exponential Moving Average - dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9) - - return dataframe - - def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame: - """ - Based on TA indicators, populates the buy signal for the given dataframe - :param dataframe: DataFrame - :return: DataFrame with buy column - """ - dataframe.loc[ - ( - (dataframe['adx'] > 30) & - (dataframe['tema'] > dataframe['tema'].shift(1)) & - (dataframe['volume'] > 0) - ), - 'buy'] = 1 - - return dataframe - - def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame: - """ - Based on TA indicators, populates the sell signal for the given dataframe - :param dataframe: DataFrame - :return: DataFrame with buy column - """ - dataframe.loc[ - ( - (dataframe['adx'] > 70) & - (dataframe['tema'] < dataframe['tema'].shift(1)) & - (dataframe['volume'] > 0) - ), - 'sell'] = 1 - return dataframe diff --git a/tests/strategy/strats/strategy_test_v2.py b/tests/strategy/strats/strategy_test_v2.py index 8996b227a..85ff856e1 100644 --- a/tests/strategy/strats/strategy_test_v2.py +++ b/tests/strategy/strats/strategy_test_v2.py @@ -56,19 +56,6 @@ class StrategyTestV2(IStrategy): # By default this strategy does not use Position Adjustments position_adjustment_enable = False - def informative_pairs(self): - """ - Define additional, informative pair/interval combinations to be cached from the exchange. - These pair/interval combinations are non-tradeable, unless they are part - of the whitelist as well. - For more information, please consult the documentation - :return: List of tuples in the format (pair, interval) - Sample: return [("ETH/USDT", "5m"), - ("BTC/USDT", "15m"), - ] - """ - return [] - def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Adds several different TA indicators to the given DataFrame diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py index a86d69135..ea81fe968 100644 --- a/tests/strategy/test_interface.py +++ b/tests/strategy/test_interface.py @@ -686,7 +686,7 @@ def test_is_pair_locked(default_conf): def test_is_informative_pairs_callback(default_conf): - default_conf.update({'strategy': 'TestStrategyLegacyV1'}) + default_conf.update({'strategy': 'StrategyTestV2'}) strategy = StrategyResolver.load_strategy(default_conf) # Should return empty # Uses fallback to base implementation diff --git a/tests/strategy/test_strategy_loading.py b/tests/strategy/test_strategy_loading.py index e74a2a022..3ed1eb0ce 100644 --- a/tests/strategy/test_strategy_loading.py +++ b/tests/strategy/test_strategy_loading.py @@ -1,6 +1,5 @@ # pragma pylint: disable=missing-docstring, protected-access, C0103 import logging -import warnings from base64 import urlsafe_b64encode from pathlib import Path @@ -35,7 +34,7 @@ def test_search_all_strategies_no_failed(): directory = Path(__file__).parent / "strats" strategies = StrategyResolver.search_all_objects(directory, enum_failed=False) assert isinstance(strategies, list) - assert len(strategies) == 6 + assert len(strategies) == 5 assert isinstance(strategies[0], dict) @@ -43,10 +42,10 @@ def test_search_all_strategies_with_failed(): directory = Path(__file__).parent / "strats" strategies = StrategyResolver.search_all_objects(directory, enum_failed=True) assert isinstance(strategies, list) - assert len(strategies) == 7 + assert len(strategies) == 6 # with enum_failed=True search_all_objects() shall find 2 good strategies # and 1 which fails to load - assert len([x for x in strategies if x['class'] is not None]) == 6 + assert len([x for x in strategies if x['class'] is not None]) == 5 assert len([x for x in strategies if x['class'] is None]) == 1 @@ -100,7 +99,7 @@ def test_load_strategy_noname(default_conf): @pytest.mark.filterwarnings("ignore:deprecated") -@pytest.mark.parametrize('strategy_name', ['StrategyTestV2', 'TestStrategyLegacyV1']) +@pytest.mark.parametrize('strategy_name', ['StrategyTestV2']) def test_strategy_pre_v3(result, default_conf, strategy_name): default_conf.update({'strategy': strategy_name}) @@ -346,40 +345,6 @@ def test_strategy_override_use_exit_profit_only(caplog, default_conf): assert log_has("Override strategy 'exit_profit_only' with value in config file: True.", caplog) -@pytest.mark.filterwarnings("ignore:deprecated") -def test_deprecate_populate_indicators(result, default_conf): - default_location = Path(__file__).parent / "strats" - default_conf.update({'strategy': 'TestStrategyLegacyV1', - 'strategy_path': default_location}) - strategy = StrategyResolver.load_strategy(default_conf) - with warnings.catch_warnings(record=True) as w: - # Cause all warnings to always be triggered. - warnings.simplefilter("always") - indicators = strategy.advise_indicators(result, {'pair': 'ETH/BTC'}) - assert len(w) == 1 - assert issubclass(w[-1].category, DeprecationWarning) - assert "deprecated - check out the Sample strategy to see the current function headers!" \ - in str(w[-1].message) - - with warnings.catch_warnings(record=True) as w: - # Cause all warnings to always be triggered. - warnings.simplefilter("always") - strategy.advise_entry(indicators, {'pair': 'ETH/BTC'}) - assert len(w) == 1 - assert issubclass(w[-1].category, DeprecationWarning) - assert "deprecated - check out the Sample strategy to see the current function headers!" \ - in str(w[-1].message) - - with warnings.catch_warnings(record=True) as w: - # Cause all warnings to always be triggered. - warnings.simplefilter("always") - strategy.advise_exit(indicators, {'pair': 'ETH_BTC'}) - assert len(w) == 1 - assert issubclass(w[-1].category, DeprecationWarning) - assert "deprecated - check out the Sample strategy to see the current function headers!" \ - in str(w[-1].message) - - @pytest.mark.filterwarnings("ignore:deprecated") def test_missing_implements(default_conf, caplog): @@ -438,33 +403,14 @@ def test_missing_implements(default_conf, caplog): StrategyResolver.load_strategy(default_conf) -@pytest.mark.filterwarnings("ignore:deprecated") -def test_call_deprecated_function(result, default_conf, caplog): - default_location = Path(__file__).parent / "strats" +def test_call_deprecated_function(default_conf): + default_location = Path(__file__).parent / "strats/broken_strats/" del default_conf['timeframe'] default_conf.update({'strategy': 'TestStrategyLegacyV1', 'strategy_path': default_location}) - strategy = StrategyResolver.load_strategy(default_conf) - metadata = {'pair': 'ETH/BTC'} - - # Make sure we are using a legacy function - assert strategy._populate_fun_len == 2 - assert strategy._buy_fun_len == 2 - assert strategy._sell_fun_len == 2 - assert strategy.INTERFACE_VERSION == 1 - assert strategy.timeframe == '5m' - - indicator_df = strategy.advise_indicators(result, metadata=metadata) - assert isinstance(indicator_df, DataFrame) - assert 'adx' in indicator_df.columns - - enterdf = strategy.advise_entry(result, metadata=metadata) - assert isinstance(enterdf, DataFrame) - assert 'enter_long' in enterdf.columns - - exitdf = strategy.advise_exit(result, metadata=metadata) - assert isinstance(exitdf, DataFrame) - assert 'exit_long' in exitdf + with pytest.raises(OperationalException, + match=r"Strategy Interface v1 is no longer supported.*"): + StrategyResolver.load_strategy(default_conf) def test_strategy_interface_versioning(result, default_conf): @@ -472,10 +418,6 @@ def test_strategy_interface_versioning(result, default_conf): strategy = StrategyResolver.load_strategy(default_conf) metadata = {'pair': 'ETH/BTC'} - # Make sure we are using a legacy function - assert strategy._populate_fun_len == 3 - assert strategy._buy_fun_len == 3 - assert strategy._sell_fun_len == 3 assert strategy.INTERFACE_VERSION == 2 indicator_df = strategy.advise_indicators(result, metadata=metadata)