Merge pull request #6723 from freqtrade/strategy_v1_remove

Strategy v1 remove

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)
+            _populate_fun_len = len(getfullargspec(strategy.populate_indicators).args)
-            strategy._buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args)
+            _buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args)
-            strategy._sell_fun_len = len(getfullargspec(strategy.populate_sell_trend).args)
+            _sell_fun_len = len(getfullargspec(strategy.populate_sell_trend).args)
             if any(x == 2 for x in [
-                strategy._populate_fun_len,
+                _populate_fun_len,
-                strategy._buy_fun_len,
+                _buy_fun_len,
-                strategy._sell_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

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 = {}
@@ -1090,11 +1086,6 @@ 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)
 
     def advise_entry(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@@ -1109,11 +1100,6 @@ 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)
         if 'enter_long' not in df.columns:
             df = df.rename({'buy': 'enter_long', 'buy_tag': 'enter_tag'}, axis='columns')
@@ -1129,13 +1115,7 @@ 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)
         if 'exit_long' not in df.columns:
             df = df.rename({'sell': 'exit_long'}, axis='columns')

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 "StrategyTestV2" in captured.out
-    assert "legacy_strategy_v1.py" not 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 "StrategyTestV2" in captured.out
-    assert "legacy_strategy_v1.py" 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 "StrategyTestV2" in captured.out
-    assert "legacy_strategy_v1.py" 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 "StrategyTestV2" in captured.out
-    assert "legacy_strategy_v1.py" 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

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'}},
+            'metadata': {'StrategyTestV3': {'run_id': '2'}},
-            'strategy': {'TestStrategyLegacyV1': {}},
+            'strategy': {'StrategyTestV3': {}},
-            'strategy_comparison': [{'key': 'TestStrategyLegacyV1'}]
+            '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).',
         ]

tests/rpc/test_rpc_apiserver.py

@@ -1389,7 +1389,6 @@ def test_api_strategies(botclient):
         'StrategyTestV2',
         'StrategyTestV3',
         'StrategyTestV3Futures',
-        'TestStrategyLegacyV1',
     ]}
 
 

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

tests/strategy/strats/legacy_strategy_v1.py

@@ -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

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

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

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(default_conf):
-def test_call_deprecated_function(result, default_conf, caplog):
+    default_location = Path(__file__).parent / "strats/broken_strats/"
-    default_location = Path(__file__).parent / "strats"
     del default_conf['timeframe']
     default_conf.update({'strategy': 'TestStrategyLegacyV1',
                          'strategy_path': default_location})
-    strategy = StrategyResolver.load_strategy(default_conf)
+    with pytest.raises(OperationalException,
-    metadata = {'pair': 'ETH/BTC'}
+                       match=r"Strategy Interface v1 is no longer supported.*"):
-
+        StrategyResolver.load_strategy(default_conf)
-    # 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
 
 
 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)