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Merge branch 'feat/short' into pr/samgermain/5780

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Matthias 2021-12-02 07:09:37 +01:00
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2
Dockerfile
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@ -1,4 +1,4 @@
FROM python:3.9.7-slim-buster as base
FROM python:3.9.9-slim-bullseye as base
# Setup env
ENV LANG C.UTF-8

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docker/Dockerfile.armhf
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@ -1,4 +1,4 @@
FROM python:3.7.10-slim-buster as base
FROM python:3.9.9-slim-bullseye as base
# Setup env
ENV LANG C.UTF-8

2
docs/backtesting.md
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@ -115,7 +115,7 @@ The result of backtesting will confirm if your bot has better odds of making a p
All profit calculations include fees, and freqtrade will use the exchange's default fees for the calculation.
!!! Warning "Using dynamic pairlists for backtesting"
Using dynamic pairlists is possible, however it relies on the current market conditions - which will not reflect the historic status of the pairlist.
Using dynamic pairlists is possible (not all of the handlers are allowed to be used in backtest mode), however it relies on the current market conditions - which will not reflect the historic status of the pairlist.
Also, when using pairlists other than StaticPairlist, reproducibility of backtesting-results cannot be guaranteed.
Please read the [pairlists documentation](plugins.md#pairlists) for more information.

21
docs/deprecated.md
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@ -43,3 +43,24 @@ As this does however increase risk and provides no benefit, it's been removed fo
Using separate hyperopt files was deprecated in 2021.4 and was removed in 2021.9.
Please switch to the new [Parametrized Strategies](hyperopt.md) to benefit from the new hyperopt interface.
## Margin / short changes
// TODO-lev: update version here
## Strategy changes
As strategies now have to support multiple different signal types, some things had to change.
Columns:
* `buy` -> `enter_long`
* `sell` -> `exit_long`
* `buy_tag` -> `enter_tag`
New columns are `enter_short` and `exit_short`, which will initiate short trades (requires additional configuration!)
### webhooks - `buy_tag` has been renamed to `enter_tag`
This should apply only to your strategy and potentially to webhooks.
We will keep a compatibility layer for 1-2 versions (so both `buy_tag` and `enter_tag` will still work), but support for this in webhooks will disappear after that.

5
docs/includes/pairlists.md
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@ -220,6 +220,9 @@ As this Filter uses past performance of the bot, it'll have some startup-period
Filters low-value coins which would not allow setting stoplosses.
!!! Warning "Backtesting"
`PrecisionFilter` does not support backtesting mode using multiple strategies.
#### PriceFilter
The `PriceFilter` allows filtering of pairs by price. Currently the following price filters are supported:
@ -257,7 +260,7 @@ Min price precision for SHITCOIN/BTC is 8 decimals. If its price is 0.00000011 -
Shuffles (randomizes) pairs in the pairlist. It can be used for preventing the bot from trading some of the pairs more frequently then others when you want all pairs be treated with the same priority.
!!! Tip
You may set the `seed` value for this Pairlist to obtain reproducible results, which can be useful for repeated backtesting sessions. If `seed` is not set, the pairs are shuffled in the non-repeatable random order.
You may set the `seed` value for this Pairlist to obtain reproducible results, which can be useful for repeated backtesting sessions. If `seed` is not set, the pairs are shuffled in the non-repeatable random order. ShuffleFilter will automatically detect runmodes and apply the `seed` only for backtesting modes - if a `seed` value is set.
#### SpreadFilter

54
docs/plotting.md
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@ -164,7 +164,7 @@ The resulting plot will have the following elements:
An advanced plot configuration can be specified in the strategy in the `plot_config` parameter.
Additional features when using plot_config include:
Additional features when using `plot_config` include:
* Specify colors per indicator
* Specify additional subplots
@ -174,6 +174,7 @@ The sample plot configuration below specifies fixed colors for the indicators. O
It also allows multiple subplots to display both MACD and RSI at the same time.
Plot type can be configured using `type` key. Possible types are:
* `scatter` corresponding to `plotly.graph_objects.Scatter` class (default).
* `bar` corresponding to `plotly.graph_objects.Bar` class.
@ -182,6 +183,54 @@ Extra parameters to `plotly.graph_objects.*` constructor can be specified in `pl
Sample configuration with inline comments explaining the process:
``` python
@property
def plot_config(self):
"""
There are a lot of solutions how to build the return dictionary.
The only important point is the return value.
Example:
plot_config = {'main_plot': {}, 'subplots': {}}
"""
plot_config = {}
plot_config['main_plot'] = {
# Configuration for main plot indicators.
# Assumes 2 parameters, emashort and emalong to be specified.
f'ema_{self.emashort.value}': {'color': 'red'},
f'ema_{self.emalong.value}': {'color': '#CCCCCC'},
# By omitting color, a random color is selected.
'sar': {},
# fill area between senkou_a and senkou_b
'senkou_a': {
'color': 'green', #optional
'fill_to': 'senkou_b',
'fill_label': 'Ichimoku Cloud', #optional
'fill_color': 'rgba(255,76,46,0.2)', #optional
},
# plot senkou_b, too. Not only the area to it.
'senkou_b': {}
}
plot_config['subplots'] = {
# Create subplot MACD
"MACD": {
'macd': {'color': 'blue', 'fill_to': 'macdhist'},
'macdsignal': {'color': 'orange'},
'macdhist': {'type': 'bar', 'plotly': {'opacity': 0.9}}
},
# Additional subplot RSI
"RSI": {
'rsi': {'color': 'red'}
}
}
return plot_config
```
??? Note "As attribute (former method)"
Assigning plot_config is also possible as Attribute (this used to be the default way).
This has the disadvantage that strategy parameters are not available, preventing certain configurations from working.
``` python
plot_config = {
'main_plot': {
# Configuration for main plot indicators.
@ -214,7 +263,8 @@ Sample configuration with inline comments explaining the process:
}
}
```
```
!!! Note
The above configuration assumes that `ema10`, `ema50`, `senkou_a`, `senkou_b`,

2
docs/requirements-docs.txt
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@ -1,4 +1,4 @@
mkdocs==1.2.3
mkdocs-material==7.3.6
mkdocs-material==8.0.1
mdx_truly_sane_lists==1.2
pymdown-extensions==9.1

5
docs/rest-api.md
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@ -38,6 +38,11 @@ Sample configuration:
!!! Danger "Security warning"
By default, the configuration listens on localhost only (so it's not reachable from other systems). We strongly recommend to not expose this API to the internet and choose a strong, unique password, since others will potentially be able to control your bot.
??? Note "API/UI Access on a remote servers"
If you're running on a VPS, you should consider using either a ssh tunnel, or setup a VPN (openVPN, wireguard) to connect to your bot.
This will ensure that freqUI is not directly exposed to the internet, which is not recommended for security reasons (freqUI does not support https out of the box).
Setup of these tools is not part of this tutorial, however many good tutorials can be found on the internet.
You can then access the API by going to `http://127.0.0.1:8080/api/v1/ping` in a browser to check if the API is running correctly.
This should return the response:

8
docs/strategy-advanced.md
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@ -77,7 +77,7 @@ class AwesomeStrategy(IStrategy):
***
## Buy Tag
## Enter Tag
When your strategy has multiple buy signals, you can name the signal that triggered.
Then you can access you buy signal on `custom_sell`
@ -89,7 +89,7 @@ def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
(dataframe['rsi'] < 35) &
(dataframe['volume'] > 0)
),
['buy', 'buy_tag']] = (1, 'buy_signal_rsi')
['buy', 'enter_tag']] = (1, 'buy_signal_rsi')
return dataframe
@ -97,14 +97,14 @@ def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_r
current_profit: float, **kwargs):
dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
last_candle = dataframe.iloc[-1].squeeze()
if trade.buy_tag == 'buy_signal_rsi' and last_candle['rsi'] > 80:
if trade.enter_tag == 'buy_signal_rsi' and last_candle['rsi'] > 80:
return 'sell_signal_rsi'
return None
```
!!! Note
`buy_tag` is limited to 100 characters, remaining data will be truncated.
`enter_tag` is limited to 100 characters, remaining data will be truncated.
## Exit tag

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docs/strategy-customization.md
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@ -498,7 +498,7 @@ for more information.
&
(dataframe['volume'] > 0)
),
['buy', 'buy_tag']] = (1, 'buy_signal_rsi')
['buy', 'enter_tag']] = (1, 'buy_signal_rsi')
return dataframe
```

4
docs/strategy_analysis_example.md
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@ -50,7 +50,9 @@ candles.head()
```python
# Load strategy using values set above
from freqtrade.resolvers import StrategyResolver
from freqtrade.data.dataprovider import DataProvider
strategy = StrategyResolver.load_strategy(config)
strategy.dp = DataProvider(config, None, None)
# Generate buy/sell signals using strategy
df = strategy.analyze_ticker(candles, {'pair': pair})
@ -228,7 +230,7 @@ graph = generate_candlestick_graph(pair=pair,
# Show graph inline
# graph.show()
# Render graph in a separate window
# Render graph in a seperate window
graph.show(renderer="browser")
```

44
docs/webhook-config.md
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@ -50,7 +50,7 @@ Sample configuration (tested using IFTTT).
The url in `webhook.url` should point to the correct url for your webhook. If you're using [IFTTT](https://ifttt.com) (as shown in the sample above) please insert your event and key to the url.
You can set the POST body format to Form-Encoded (default) or JSON-Encoded. Use `"format": "form"` or `"format": "json"` respectively. Example configuration for Mattermost Cloud integration:
You can set the POST body format to Form-Encoded (default), JSON-Encoded, or raw data. Use `"format": "form"`, `"format": "json"`, or `"format": "raw"` respectively. Example configuration for Mattermost Cloud integration:
```json
"webhook": {
@ -63,7 +63,36 @@ You can set the POST body format to Form-Encoded (default) or JSON-Encoded. Use
},
```
The result would be POST request with e.g. `{"text":"Status: running"}` body and `Content-Type: application/json` header which results `Status: running` message in the Mattermost channel.
The result would be a POST request with e.g. `{"text":"Status: running"}` body and `Content-Type: application/json` header which results `Status: running` message in the Mattermost channel.
When using the Form-Encoded or JSON-Encoded configuration you can configure any number of payload values, and both the key and value will be ouput in the POST request. However, when using the raw data format you can only configure one value and it **must** be named `"data"`. In this instance the data key will not be output in the POST request, only the value. For example:
```json
"webhook": {
"enabled": true,
"url": "https://<YOURHOOKURL>",
"format": "raw",
"webhookstatus": {
"data": "Status: {status}"
}
},
```
The result would be a POST request with e.g. `Status: running` body and `Content-Type: text/plain` header.
Optional parameters are available to enable automatic retries for webhook messages. The `webhook.retries` parameter can be set for the maximum number of retries the webhook request should attempt if it is unsuccessful (i.e. HTTP response status is not 200). By default this is set to `0` which is disabled. An additional `webhook.retry_delay` parameter can be set to specify the time in seconds between retry attempts. By default this is set to `0.1` (i.e. 100ms). Note that increasing the number of retries or retry delay may slow down the trader if there are connectivity issues with the webhook. Example configuration for retries:
```json
"webhook": {
"enabled": true,
"url": "https://<YOURHOOKURL>",
"retries": 3,
"retry_delay": 0.2,
"webhookstatus": {
"status": "Status: {status}"
}
},
```
Different payloads can be configured for different events. Not all fields are necessary, but you should configure at least one of the dicts, otherwise the webhook will never be called.
@ -75,7 +104,8 @@ Possible parameters are:
* `trade_id`
* `exchange`
* `pair`
* `limit`
* ~~`limit` # Deprecated - should no longer be used.~~
* `open_rate`
* `amount`
* `open_date`
* `stake_amount`
@ -83,7 +113,7 @@ Possible parameters are:
* `fiat_currency`
* `order_type`
* `current_rate`
* `buy_tag`
* `enter_tag`
### Webhookbuycancel
@ -101,7 +131,7 @@ Possible parameters are:
* `fiat_currency`
* `order_type`
* `current_rate`
* `buy_tag`
* `enter_tag`
### Webhookbuyfill
@ -117,7 +147,9 @@ Possible parameters are:
* `stake_amount`
* `stake_currency`
* `fiat_currency`
* `buy_tag`
* `order_type`
* `current_rate`
* `enter_tag`
### Webhooksell

8
freqtrade/constants.py
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@ -52,6 +52,8 @@ USERPATH_STRATEGIES = 'strategies'
USERPATH_NOTEBOOKS = 'notebooks'
TELEGRAM_SETTING_OPTIONS = ['on', 'off', 'silent']
WEBHOOK_FORMAT_OPTIONS = ['form', 'json', 'raw']
ENV_VAR_PREFIX = 'FREQTRADE__'
NON_OPEN_EXCHANGE_STATES = ('cancelled', 'canceled', 'closed', 'expired')
@ -316,10 +318,16 @@ CONF_SCHEMA = {
'type': 'object',
'properties': {
'enabled': {'type': 'boolean'},
'url': {'type': 'string'},
'format': {'type': 'string', 'enum': WEBHOOK_FORMAT_OPTIONS, 'default': 'form'},
'retries': {'type': 'integer', 'minimum': 0},
'retry_delay': {'type': 'number', 'minimum': 0},
'webhookbuy': {'type': 'object'},
'webhookbuycancel': {'type': 'object'},
'webhookbuyfill': {'type': 'object'},
'webhooksell': {'type': 'object'},
'webhooksellcancel': {'type': 'object'},
'webhooksellfill': {'type': 'object'},
'webhookstatus': {'type': 'object'},
},
},

2
freqtrade/data/btanalysis.py
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@ -30,7 +30,7 @@ BT_DATA_COLUMNS = ['pair', 'stake_amount', 'amount', 'open_date', 'close_date',
'fee_open', 'fee_close', 'trade_duration',
'profit_ratio', 'profit_abs', 'sell_reason',
'initial_stop_loss_abs', 'initial_stop_loss_ratio', 'stop_loss_abs',
'stop_loss_ratio', 'min_rate', 'max_rate', 'is_open', 'buy_tag',
'stop_loss_ratio', 'min_rate', 'max_rate', 'is_open', 'enter_tag',
'is_short'
]
# TODO-lev: usage of the above might need compatibility code (buy_tag, is_short?, ...?)

18
freqtrade/data/history/hdf5datahandler.py
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@ -77,10 +77,10 @@ class HDF5DataHandler(IDataHandler):
filename = self._pair_data_filename(self._datadir, pair, timeframe, candle_type)
ds = pd.HDFStore(filename, mode='a', complevel=9, complib='blosc')
ds.put(key, _data.loc[:, self._columns], format='table', data_columns=['date'])
ds.close()
_data.loc[:, self._columns].to_hdf(
filename, key, mode='a', complevel=9, complib='blosc',
format='table', data_columns=['date']
)
def _ohlcv_load(self, pair: str, timeframe: str,
timerange: Optional[TimeRange] = None, candle_type: str = '') -> pd.DataFrame:
@ -172,11 +172,11 @@ class HDF5DataHandler(IDataHandler):
"""
key = self._pair_trades_key(pair)
ds = pd.HDFStore(self._pair_trades_filename(self._datadir, pair),
mode='a', complevel=9, complib='blosc')
ds.put(key, pd.DataFrame(data, columns=DEFAULT_TRADES_COLUMNS),
format='table', data_columns=['timestamp'])
ds.close()
pd.DataFrame(data, columns=DEFAULT_TRADES_COLUMNS).to_hdf(
self._pair_trades_filename(self._datadir, pair), key,
mode='a', complevel=9, complib='blosc',
format='table', data_columns=['timestamp']
)
def trades_append(self, pair: str, data: TradeList):
"""

1
freqtrade/exchange/common.py
View File

@ -23,6 +23,7 @@ BAD_EXCHANGES = {
MAP_EXCHANGE_CHILDCLASS = {
'binanceus': 'binance',
'binanceje': 'binance',
'binanceusdm': 'binance',
}

17
freqtrade/exchange/exchange.py
View File

@ -1372,7 +1372,7 @@ class Exchange:
results = await asyncio.gather(*input_coro, return_exceptions=True)
for res in results:
if isinstance(res, Exception):
logger.warning("Async code raised an exception: %s", res.__class__.__name__)
logger.warning(f"Async code raised an exception: {repr(res)}")
if raise_:
raise
continue
@ -1405,7 +1405,7 @@ class Exchange:
cached_pairs = []
# Gather coroutines to run
for pair, timeframe, candle_type in set(pair_list):
if ((pair, timeframe, candle_type) not in self._klines
if ((pair, timeframe, candle_type) not in self._klines or not cache
or self._now_is_time_to_refresh(pair, timeframe)):
if not since_ms and self.required_candle_call_count > 1:
# Multiple calls for one pair - to get more history
@ -1428,16 +1428,17 @@ class Exchange:
)
cached_pairs.append((pair, timeframe, candle_type))
results = asyncio.get_event_loop().run_until_complete(
asyncio.gather(*input_coroutines, return_exceptions=True))
results_df = {}
# handle caching
# Chunk requests into batches of 100 to avoid overwelming ccxt Throttling
for input_coro in chunks(input_coroutines, 100):
results = asyncio.get_event_loop().run_until_complete(
asyncio.gather(*input_coro, return_exceptions=True))
for res in results:
if isinstance(res, Exception):
logger.warning("Async code raised an exception: %s", res.__class__.__name__)
logger.warning(f"Async code raised an exception: {repr(res)}")
continue
# Deconstruct tuple (has 3 elements)
# Deconstruct tuple (has 4 elements)
pair, timeframe, c_type, ticks = res
# keeping last candle time as last refreshed time of the pair
if ticks:

101
freqtrade/freqtradebot.py
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@ -322,7 +322,8 @@ class FreqtradeBot(LoggingMixin):
f"for order {order.order_id}."
)
self.update_trade_state(trade, order.order_id,
stoploss_order=order.ft_order_side == 'stoploss')
stoploss_order=order.ft_order_side == 'stoploss',
send_msg=False)
trades: List[Trade] = Trade.get_open_trades_without_assigned_fees()
for trade in trades:
@ -333,7 +334,7 @@ class FreqtradeBot(LoggingMixin):
f"Updating {trade.enter_side}-fee on trade {trade}"
f"for order {order.order_id}."
)
self.update_trade_state(trade, order.order_id)
self.update_trade_state(trade, order.order_id, send_msg=False)
def handle_insufficient_funds(self, trade: Trade):
"""
@ -356,7 +357,7 @@ class FreqtradeBot(LoggingMixin):
if order:
logger.info(
f"Updating {trade.enter_side}-fee on trade {trade} for order {order.order_id}.")
self.update_trade_state(trade, order.order_id)
self.update_trade_state(trade, order.order_id, send_msg=False)
def refind_lost_order(self, trade):
"""
@ -575,8 +576,9 @@ class FreqtradeBot(LoggingMixin):
pair: str,
stake_amount: float,
price: Optional[float] = None,
forcebuy: bool = False,
*,
is_short: bool = False,
ordertype: Optional[str] = None,
enter_tag: Optional[str] = None
) -> bool:
"""
@ -649,12 +651,7 @@ class FreqtradeBot(LoggingMixin):
)
amount = (stake_amount / enter_limit_requested) * leverage
order_type = self.strategy.order_types['buy']
if forcebuy:
# Forcebuy can define a different ordertype
# TODO-lev: get a forceshort? What is this
order_type = self.strategy.order_types.get('forcebuy', order_type)
# TODO-lev: Will this work for shorting?
order_type = ordertype or self.strategy.order_types['buy']
if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
pair=pair, order_type=order_type, amount=amount, rate=enter_limit_requested,
@ -736,8 +733,7 @@ class FreqtradeBot(LoggingMixin):
exchange=self.exchange.id,
open_order_id=order_id,
strategy=self.strategy.get_strategy_name(),
# TODO-lev: compatibility layer for buy_tag (!)
buy_tag=enter_tag,
enter_tag=enter_tag,
timeframe=timeframe_to_minutes(self.config['timeframe']),
leverage=leverage,
is_short=is_short,
@ -748,10 +744,6 @@ class FreqtradeBot(LoggingMixin):
)
trade.orders.append(order_obj)
# Update fees if order is closed
if order_status == 'closed':
self.update_trade_state(trade, order_id, order)
Trade.query.session.add(trade)
Trade.commit()
@ -760,19 +752,31 @@ class FreqtradeBot(LoggingMixin):
self._notify_enter(trade, order_type)
# Update fees if order is closed
if order_status == 'closed':
self.update_trade_state(trade, order_id, order)
return True
def _notify_enter(self, trade: Trade, order_type: str) -> None:
def _notify_enter(self, trade: Trade, order_type: Optional[str] = None,
fill: bool = False) -> None:
"""
Sends rpc notification when a entry order occurred.
"""
if fill:
msg_type = RPCMessageType.SHORT_FILL if trade.is_short else RPCMessageType.BUY_FILL
else:
msg_type = RPCMessageType.SHORT if trade.is_short else RPCMessageType.BUY
msg = {
'trade_id': trade.id,
'type': RPCMessageType.SHORT if trade.is_short else RPCMessageType.BUY,
'buy_tag': trade.buy_tag,
'type': msg_type,
'buy_tag': trade.enter_tag,
'enter_tag': trade.enter_tag,
'exchange': self.exchange.name.capitalize(),
'pair': trade.pair,
'limit': trade.open_rate,
'limit': trade.open_rate, # Deprecated (?)
'open_rate': trade.open_rate,
'order_type': order_type,
'stake_amount': trade.stake_amount,
'stake_currency': self.config['stake_currency'],
@ -794,7 +798,8 @@ class FreqtradeBot(LoggingMixin):
msg = {
'trade_id': trade.id,
'type': msg_type,
'buy_tag': trade.buy_tag,
'buy_tag': trade.enter_tag,
'enter_tag': trade.enter_tag,
'exchange': self.exchange.name.capitalize(),
'pair': trade.pair,
'limit': trade.open_rate,
@ -811,23 +816,6 @@ class FreqtradeBot(LoggingMixin):
# Send the message
self.rpc.send_msg(msg)
def _notify_enter_fill(self, trade: Trade) -> None:
msg_type = RPCMessageType.SHORT_FILL if trade.is_short else RPCMessageType.BUY_FILL
msg = {
'trade_id': trade.id,
'type': msg_type,
'buy_tag': trade.buy_tag,
'exchange': self.exchange.name.capitalize(),
'pair': trade.pair,
'open_rate': trade.open_rate,
'stake_amount': trade.stake_amount,
'stake_currency': self.config['stake_currency'],
'fiat_currency': self.config.get('fiat_display_currency', None),
'amount': trade.amount,
'open_date': trade.open_date,
}
self.rpc.send_msg(msg)
#
# SELL / exit positions / close trades logic and methods
#
@ -1051,7 +1039,7 @@ class FreqtradeBot(LoggingMixin):
if should_exit.sell_flag:
logger.info(f'Exit for {trade.pair} detected. Reason: {should_exit.sell_type}'
f'Tag: {exit_tag if exit_tag is not None else "None"}')
self.execute_trade_exit(trade, exit_rate, should_exit, exit_tag)
self.execute_trade_exit(trade, exit_rate, should_exit, exit_tag=exit_tag)
return True
return False
@ -1272,8 +1260,10 @@ class FreqtradeBot(LoggingMixin):
self,
trade: Trade,
limit: float,
sell_reason: SellCheckTuple, # TODO-lev update to exit_reason
exit_tag: Optional[str] = None
sell_reason: SellCheckTuple,
*,
exit_tag: Optional[str] = None,
ordertype: Optional[str] = None,
) -> bool:
"""
Executes a trade exit for the given trade and limit
@ -1317,14 +1307,10 @@ class FreqtradeBot(LoggingMixin):
except InvalidOrderException:
logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id}")
order_type = self.strategy.order_types[exit_type]
order_type = ordertype or self.strategy.order_types[exit_type]
if sell_reason.sell_type == SellType.EMERGENCY_SELL:
# Emergency sells (default to market!)
order_type = self.strategy.order_types.get("emergencysell", "market")
if sell_reason.sell_type == SellType.FORCE_SELL:
# Force sells (default to the sell_type defined in the strategy,
# but we allow this value to be changed)
order_type = self.strategy.order_types.get("forcesell", order_type)
amount = self._safe_exit_amount(trade.pair, trade.amount)
time_in_force = self.strategy.order_time_in_force['sell'] # TODO-lev update to exit
@ -1359,16 +1345,16 @@ class FreqtradeBot(LoggingMixin):
trade.sell_order_status = ''
trade.close_rate_requested = limit
trade.sell_reason = exit_tag or sell_reason.sell_reason
# In case of market sell orders the order can be closed immediately
if order.get('status', 'unknown') in ('closed', 'expired'):
self.update_trade_state(trade, trade.open_order_id, order)
Trade.commit()
# Lock pair for one candle to prevent immediate re-trading
self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
reason='Auto lock')
self._notify_exit(trade, order_type)
# In case of market sell orders the order can be closed immediately
if order.get('status', 'unknown') in ('closed', 'expired'):
self.update_trade_state(trade, trade.open_order_id, order)
Trade.commit()
return True
@ -1399,7 +1385,8 @@ class FreqtradeBot(LoggingMixin):
'current_rate': current_rate,
'profit_amount': profit_trade,
'profit_ratio': profit_ratio,
'buy_tag': trade.buy_tag,
'buy_tag': trade.enter_tag,
'enter_tag': trade.enter_tag,
'sell_reason': trade.sell_reason,
'open_date': trade.open_date,
'close_date': trade.close_date or datetime.utcnow(),
@ -1443,7 +1430,8 @@ class FreqtradeBot(LoggingMixin):
'current_rate': current_rate,
'profit_amount': profit_trade,
'profit_ratio': profit_ratio,
'buy_tag': trade.buy_tag,
'buy_tag': trade.enter_tag,
'enter_tag': trade.enter_tag,
'sell_reason': trade.sell_reason,
'open_date': trade.open_date,
'close_date': trade.close_date or datetime.now(timezone.utc),
@ -1465,13 +1453,14 @@ class FreqtradeBot(LoggingMixin):
#
def update_trade_state(self, trade: Trade, order_id: str, action_order: Dict[str, Any] = None,
stoploss_order: bool = False) -> bool:
stoploss_order: bool = False, send_msg: bool = True) -> bool:
"""
Checks trades with open orders and updates the amount if necessary
Handles closing both buy and sell orders.
:param trade: Trade object of the trade we're analyzing
:param order_id: Order-id of the order we're analyzing
:param action_order: Already acquired order object
:param send_msg: Send notification - should always be True except in "recovery" methods
:return: True if order has been cancelled without being filled partially, False otherwise
"""
if not order_id:
@ -1511,13 +1500,13 @@ class FreqtradeBot(LoggingMixin):
# Updating wallets when order is closed
if not trade.is_open:
if not stoploss_order and not trade.open_order_id:
if send_msg and not stoploss_order and not trade.open_order_id:
self._notify_exit(trade, '', True)
self.handle_protections(trade.pair)
self.wallets.update()
elif not trade.open_order_id:
elif send_msg and not trade.open_order_id:
# Buy fill
self._notify_enter_fill(trade)
self._notify_enter(trade, fill=True)
return False

7
freqtrade/optimize/backtesting.py
View File

@ -92,7 +92,8 @@ class Backtesting:
self.init_backtest_detail()
self.pairlists = PairListManager(self.exchange, self.config)
if 'VolumePairList' in self.pairlists.name_list:
raise OperationalException("VolumePairList not allowed for backtesting.")
raise OperationalException("VolumePairList not allowed for backtesting. "
"Please use StaticPairlist instead.")
if 'PerformanceFilter' in self.pairlists.name_list:
raise OperationalException("PerformanceFilter not allowed for backtesting.")
@ -490,11 +491,11 @@ class Backtesting:
open_rate=row[OPEN_IDX],
open_date=current_time,
stake_amount=stake_amount,
amount=round(stake_amount / row[OPEN_IDX], 8),
amount=round((stake_amount / row[OPEN_IDX]) * leverage, 8),
fee_open=self.fee,
fee_close=self.fee,
is_open=True,
buy_tag=row[ENTER_TAG_IDX] if has_enter_tag else None,
enter_tag=row[ENTER_TAG_IDX] if has_enter_tag else None,
exchange=self._exchange_name,
is_short=(direction == 'short'),
leverage=leverage,

64
freqtrade/optimize/optimize_reports.py
View File

@ -46,20 +46,11 @@ def _get_line_floatfmt(stake_currency: str) -> List[str]:
'.2f', 'd', 's', 's']
def _get_line_header(first_column: str, stake_currency: str) -> List[str]:
def _get_line_header(first_column: str, stake_currency: str, direction: str = 'Buys') -> List[str]:
"""
Generate header lines (goes in line with _generate_result_line())
"""
return [first_column, 'Buys', 'Avg Profit %', 'Cum Profit %',
f'Tot Profit {stake_currency}', 'Tot Profit %', 'Avg Duration',
'Win Draw Loss Win%']
def _get_line_header_sell(first_column: str, stake_currency: str) -> List[str]:
"""
Generate header lines (goes in line with _generate_result_line())
"""
return [first_column, 'Sells', 'Avg Profit %', 'Cum Profit %',
return [first_column, direction, 'Avg Profit %', 'Cum Profit %',
f'Tot Profit {stake_currency}', 'Tot Profit %', 'Avg Duration',
'Win Draw Loss Win%']
@ -156,7 +147,7 @@ def generate_tag_metrics(tag_type: str,
if skip_nan and result['profit_abs'].isnull().all():
continue
tabular_data.append(_generate_tag_result_line(result, starting_balance, tag))
tabular_data.append(_generate_result_line(result, starting_balance, tag))
# Sort by total profit %:
tabular_data = sorted(tabular_data, key=lambda k: k['profit_total_abs'], reverse=True)
@ -168,39 +159,6 @@ def generate_tag_metrics(tag_type: str,
return []
def _generate_tag_result_line(result: DataFrame, starting_balance: int, first_column: str) -> Dict:
"""
Generate one result dict, with "first_column" as key.
"""
profit_sum = result['profit_ratio'].sum()
# (end-capital - starting capital) / starting capital
profit_total = result['profit_abs'].sum() / starting_balance
return {
'key': first_column,
'trades': len(result),
'profit_mean': result['profit_ratio'].mean() if len(result) > 0 else 0.0,
'profit_mean_pct': result['profit_ratio'].mean() * 100.0 if len(result) > 0 else 0.0,
'profit_sum': profit_sum,
'profit_sum_pct': round(profit_sum * 100.0, 2),
'profit_total_abs': result['profit_abs'].sum(),
'profit_total': profit_total,
'profit_total_pct': round(profit_total * 100.0, 2),
'duration_avg': str(timedelta(
minutes=round(result['trade_duration'].mean()))
) if not result.empty else '0:00',
# 'duration_max': str(timedelta(
# minutes=round(result['trade_duration'].max()))
# ) if not result.empty else '0:00',
# 'duration_min': str(timedelta(
# minutes=round(result['trade_duration'].min()))
# ) if not result.empty else '0:00',
'wins': len(result[result['profit_abs'] > 0]),
'draws': len(result[result['profit_abs'] == 0]),
'losses': len(result[result['profit_abs'] < 0]),
}
def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List[Dict]:
"""
Generate small table outlining Backtest results
@ -422,7 +380,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
starting_balance=start_balance,
results=results, skip_nan=False)
buy_tag_results = generate_tag_metrics("buy_tag", starting_balance=start_balance,
enter_tag_results = generate_tag_metrics("enter_tag", starting_balance=start_balance,
results=results, skip_nan=False)
sell_reason_stats = generate_sell_reason_stats(max_open_trades=max_open_trades,
@ -448,7 +406,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
'best_pair': best_pair,
'worst_pair': worst_pair,
'results_per_pair': pair_results,
'results_per_buy_tag': buy_tag_results,
'results_per_enter_tag': enter_tag_results,
'sell_reason_summary': sell_reason_stats,
'left_open_trades': left_open_results,
# 'days_breakdown_stats': days_breakdown_stats,
@ -634,10 +592,10 @@ def text_table_tags(tag_type: str, tag_results: List[Dict[str, Any]], stake_curr
:param stake_currency: stake-currency - used to correctly name headers
:return: pretty printed table with tabulate as string
"""
if(tag_type == "buy_tag"):
if(tag_type == "enter_tag"):
headers = _get_line_header("TAG", stake_currency)
else:
headers = _get_line_header_sell("TAG", stake_currency)
headers = _get_line_header("TAG", stake_currency, 'Sells')
floatfmt = _get_line_floatfmt(stake_currency)
output = [
[
@ -818,10 +776,12 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
print(table)
if results.get('results_per_buy_tag') is not None:
if (results.get('results_per_enter_tag') is not None
or results.get('results_per_buy_tag') is not None):
# results_per_buy_tag is deprecated and should be removed 2 versions after short golive.
table = text_table_tags(
"buy_tag",
results['results_per_buy_tag'],
"enter_tag",
results.get('results_per_enter_tag', results.get('results_per_buy_tag')),
stake_currency=stake_currency)
if isinstance(table, str) and len(table) > 0:

8
freqtrade/persistence/migrations.py
View File

@ -47,7 +47,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
min_rate = get_column_def(cols, 'min_rate', 'null')
sell_reason = get_column_def(cols, 'sell_reason', 'null')
strategy = get_column_def(cols, 'strategy', 'null')
buy_tag = get_column_def(cols, 'buy_tag', 'null')
enter_tag = get_column_def(cols, 'buy_tag', get_column_def(cols, 'enter_tag', 'null'))
trading_mode = get_column_def(cols, 'trading_mode', 'null')
@ -98,7 +98,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
stake_amount, amount, amount_requested, open_date, close_date, open_order_id,
stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct,
stoploss_order_id, stoploss_last_update,
max_rate, min_rate, sell_reason, sell_order_status, strategy, buy_tag,
max_rate, min_rate, sell_reason, sell_order_status, strategy, enter_tag,
timeframe, open_trade_value, close_profit_abs,
trading_mode, leverage, isolated_liq, is_short,
interest_rate, funding_fees
@ -116,7 +116,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
{stoploss_order_id} stoploss_order_id, {stoploss_last_update} stoploss_last_update,
{max_rate} max_rate, {min_rate} min_rate, {sell_reason} sell_reason,
{sell_order_status} sell_order_status,
{strategy} strategy, {buy_tag} buy_tag, {timeframe} timeframe,
{strategy} strategy, {enter_tag} enter_tag, {timeframe} timeframe,
{open_trade_value} open_trade_value, {close_profit_abs} close_profit_abs,
{trading_mode} trading_mode, {leverage} leverage, {isolated_liq} isolated_liq,
{is_short} is_short, {interest_rate} interest_rate,
@ -180,7 +180,7 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
table_back_name = get_backup_name(tabs, 'trades_bak')
# Check for latest column
if not has_column(cols, 'funding_fees'):
if not has_column(cols, 'enter_tag'):
logger.info(f'Running database migration for trades - backup: {table_back_name}')
migrate_trades_table(decl_base, inspector, engine, table_back_name, cols)
# Reread columns - the above recreated the table!

37
freqtrade/persistence/models.py
View File

@ -264,7 +264,7 @@ class LocalTrade():
sell_reason: str = ''
sell_order_status: str = ''
strategy: str = ''
buy_tag: Optional[str] = None
enter_tag: Optional[str] = None
timeframe: Optional[int] = None
trading_mode: TradingMode = TradingMode.SPOT
@ -280,6 +280,14 @@ class LocalTrade():
# Futures properties
funding_fees: Optional[float] = None
@property
def buy_tag(self) -> Optional[str]:
"""
Compatibility between buy_tag (old) and enter_tag (new)
Consider buy_tag deprecated
"""
return self.enter_tag
@property
def has_no_leverage(self) -> bool:
"""Returns true if this is a non-leverage, non-short trade"""
@ -389,7 +397,8 @@ class LocalTrade():
'amount_requested': round(self.amount_requested, 8) if self.amount_requested else None,
'stake_amount': round(self.stake_amount, 8),
'strategy': self.strategy,
'buy_tag': self.buy_tag,
'buy_tag': self.enter_tag,
'enter_tag': self.enter_tag,
'timeframe': self.timeframe,
'fee_open': self.fee_open,
@ -928,7 +937,7 @@ class Trade(_DECL_BASE, LocalTrade):
sell_reason = Column(String(100), nullable=True)
sell_order_status = Column(String(100), nullable=True)
strategy = Column(String(100), nullable=True)
buy_tag = Column(String(100), nullable=True)
enter_tag = Column(String(100), nullable=True)
timeframe = Column(Integer, nullable=True)
trading_mode = Column(Enum(TradingMode), nullable=True)
@ -1099,7 +1108,7 @@ class Trade(_DECL_BASE, LocalTrade):
]
@staticmethod
def get_buy_tag_performance(pair: Optional[str]) -> List[Dict[str, Any]]:
def get_enter_tag_performance(pair: Optional[str]) -> List[Dict[str, Any]]:
"""
Returns List of dicts containing all Trades, based on buy tag performance
Can either be average for all pairs or a specific pair provided
@ -1110,25 +1119,25 @@ class Trade(_DECL_BASE, LocalTrade):
if(pair is not None):
filters.append(Trade.pair == pair)
buy_tag_perf = Trade.query.with_entities(
Trade.buy_tag,
enter_tag_perf = Trade.query.with_entities(
Trade.enter_tag,
func.sum(Trade.close_profit).label('profit_sum'),
func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
func.count(Trade.pair).label('count')
).filter(*filters)\
.group_by(Trade.buy_tag) \
.group_by(Trade.enter_tag) \
.order_by(desc('profit_sum_abs')) \
.all()
return [
{
'buy_tag': buy_tag if buy_tag is not None else "Other",
'enter_tag': enter_tag if enter_tag is not None else "Other",
'profit_ratio': profit,
'profit_pct': round(profit * 100, 2),
'profit_abs': profit_abs,
'count': count
}
for buy_tag, profit, profit_abs, count in buy_tag_perf
for enter_tag, profit, profit_abs, count in enter_tag_perf
]
@staticmethod
@ -1178,7 +1187,7 @@ class Trade(_DECL_BASE, LocalTrade):
mix_tag_perf = Trade.query.with_entities(
Trade.id,
Trade.buy_tag,
Trade.enter_tag,
Trade.sell_reason,
func.sum(Trade.close_profit).label('profit_sum'),
func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
@ -1189,12 +1198,12 @@ class Trade(_DECL_BASE, LocalTrade):
.all()
return_list: List[Dict] = []
for id, buy_tag, sell_reason, profit, profit_abs, count in mix_tag_perf:
buy_tag = buy_tag if buy_tag is not None else "Other"
for id, enter_tag, sell_reason, profit, profit_abs, count in mix_tag_perf:
enter_tag = enter_tag if enter_tag is not None else "Other"
sell_reason = sell_reason if sell_reason is not None else "Other"
if(sell_reason is not None and buy_tag is not None):
mix_tag = buy_tag + " " + sell_reason
if(sell_reason is not None and enter_tag is not None):
mix_tag = enter_tag + " " + sell_reason
i = 0
if not any(item["mix_tag"] == mix_tag for item in return_list):
return_list.append({'mix_tag': mix_tag,

9
freqtrade/plugins/pairlist/ShuffleFilter.py
View File

@ -5,6 +5,7 @@ import logging
import random
from typing import Any, Dict, List
from freqtrade.enums.runmode import RunMode
from freqtrade.plugins.pairlist.IPairList import IPairList
@ -18,7 +19,15 @@ class ShuffleFilter(IPairList):
pairlist_pos: int) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
# Apply seed in backtesting mode to get comparable results,
# but not in live modes to get a non-repeating order of pairs during live modes.
if config.get('runmode') in (RunMode.LIVE, RunMode.DRY_RUN):
self._seed = None
logger.info("Live mode detected, not applying seed.")
else:
self._seed = pairlistconfig.get('seed')
logger.info(f"Backtesting mode detected, applying seed value: {self._seed}")
self._random = random.Random(self._seed)
@property

29
freqtrade/rpc/api_server/api_schemas.py
View File

@ -1,4 +1,5 @@
from datetime import date, datetime
from enum import Enum
from typing import Any, Dict, List, Optional, Union
from pydantic import BaseModel
@ -125,19 +126,24 @@ class Daily(BaseModel):
class UnfilledTimeout(BaseModel):
buy: int
sell: int
unit: str
buy: Optional[int]
sell: Optional[int]
unit: Optional[str]
exit_timeout_count: Optional[int]
class OrderTypeValues(str, Enum):
limit = 'limit'
market = 'market'
class OrderTypes(BaseModel):
buy: str
sell: str
emergencysell: Optional[str]
forcesell: Optional[str]
forcebuy: Optional[str]
stoploss: str
buy: OrderTypeValues
sell: OrderTypeValues
emergencysell: Optional[OrderTypeValues]
forcesell: Optional[OrderTypeValues]
forcebuy: Optional[OrderTypeValues]
stoploss: OrderTypeValues
stoploss_on_exchange: bool
stoploss_on_exchange_interval: Optional[int]
@ -185,7 +191,8 @@ class TradeSchema(BaseModel):
amount_requested: float
stake_amount: float
strategy: str
buy_tag: Optional[str]
buy_tag: Optional[str] # Deprecated
enter_tag: Optional[str]
timeframe: int
fee_open: Optional[float]
fee_open_cost: Optional[float]
@ -277,10 +284,12 @@ class Logs(BaseModel):
class ForceBuyPayload(BaseModel):
pair: str
price: Optional[float]
ordertype: Optional[OrderTypeValues]
class ForceSellPayload(BaseModel):
tradeid: str
ordertype: Optional[OrderTypeValues]
class BlacklistPayload(BaseModel):

9
freqtrade/rpc/api_server/api_v1.py
View File

@ -29,7 +29,8 @@ logger = logging.getLogger(__name__)
# API version
# Pre-1.1, no version was provided
# Version increments should happen in "small" steps (1.1, 1.12, ...) unless big changes happen.
API_VERSION = 1.1
# 1.11: forcebuy and forcesell accept ordertype
API_VERSION = 1.11
# Public API, requires no auth.
router_public = APIRouter()
@ -129,7 +130,8 @@ def show_config(rpc: Optional[RPC] = Depends(get_rpc_optional), config=Depends(g
@router.post('/forcebuy', response_model=ForceBuyResponse, tags=['trading'])
def forcebuy(payload: ForceBuyPayload, rpc: RPC = Depends(get_rpc)):
trade = rpc._rpc_forcebuy(payload.pair, payload.price)
ordertype = payload.ordertype.value if payload.ordertype else None
trade = rpc._rpc_forcebuy(payload.pair, payload.price, ordertype)
if trade:
return ForceBuyResponse.parse_obj(trade.to_json())
@ -139,7 +141,8 @@ def forcebuy(payload: ForceBuyPayload, rpc: RPC = Depends(get_rpc)):
@router.post('/forcesell', response_model=ResultMsg, tags=['trading'])
def forcesell(payload: ForceSellPayload, rpc: RPC = Depends(get_rpc)):
return rpc._rpc_forcesell(payload.tradeid)
ordertype = payload.ordertype.value if payload.ordertype else None
return rpc._rpc_forcesell(payload.tradeid, ordertype)
@router.get('/blacklist', response_model=BlacklistResponse, tags=['info', 'pairlist'])

28
freqtrade/rpc/rpc.py
View File

@ -646,7 +646,7 @@ class RPC:
return {'status': 'No more buy will occur from now. Run /reload_config to reset.'}
def _rpc_forcesell(self, trade_id: str) -> Dict[str, str]:
def _rpc_forcesell(self, trade_id: str, ordertype: Optional[str] = None) -> Dict[str, str]:
"""
Handler for forcesell <id>.
Sells the given trade at current price
@ -671,7 +671,11 @@ class RPC:
current_rate = self._freqtrade.exchange.get_rate(
trade.pair, refresh=False, side=closing_side)
sell_reason = SellCheckTuple(sell_type=SellType.FORCE_SELL)
self._freqtrade.execute_trade_exit(trade, current_rate, sell_reason)
order_type = ordertype or self._freqtrade.strategy.order_types.get(
"forcesell", self._freqtrade.strategy.order_types["sell"])
self._freqtrade.execute_trade_exit(
trade, current_rate, sell_reason, ordertype=order_type)
# ---- EOF def _exec_forcesell ----
if self._freqtrade.state != State.RUNNING:
@ -699,7 +703,8 @@ class RPC:
self._freqtrade.wallets.update()
return {'result': f'Created sell order for trade {trade_id}.'}
def _rpc_forcebuy(self, pair: str, price: Optional[float]) -> Optional[Trade]:
def _rpc_forcebuy(self, pair: str, price: Optional[float],
order_type: Optional[str] = None) -> Optional[Trade]:
"""
Handler for forcebuy <asset> <price>
Buys a pair trade at the given or current price
@ -727,7 +732,10 @@ class RPC:
stakeamount = self._freqtrade.wallets.get_trade_stake_amount(pair)
# execute buy
if self._freqtrade.execute_entry(pair, stakeamount, price, forcebuy=True):
if not order_type:
order_type = self._freqtrade.strategy.order_types.get(
'forcebuy', self._freqtrade.strategy.order_types['buy'])
if self._freqtrade.execute_entry(pair, stakeamount, price, ordertype=order_type):
Trade.commit()
trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first()
return trade
@ -782,27 +790,23 @@ class RPC:
return pair_rates
def _rpc_buy_tag_performance(self, pair: Optional[str]) -> List[Dict[str, Any]]:
def _rpc_enter_tag_performance(self, pair: Optional[str]) -> List[Dict[str, Any]]:
"""
Handler for buy tag performance.
Shows a performance statistic from finished trades
"""
buy_tags = Trade.get_buy_tag_performance(pair)
return buy_tags
return Trade.get_enter_tag_performance(pair)
def _rpc_sell_reason_performance(self, pair: Optional[str]) -> List[Dict[str, Any]]:
"""
Handler for sell reason performance.
Shows a performance statistic from finished trades
"""
sell_reasons = Trade.get_sell_reason_performance(pair)
return sell_reasons
return Trade.get_sell_reason_performance(pair)
def _rpc_mix_tag_performance(self, pair: Optional[str]) -> List[Dict[str, Any]]:
"""
Handler for mix tag (buy_tag + sell_reason) performance.
Handler for mix tag (enter_tag + sell_reason) performance.
Shows a performance statistic from finished trades
"""
mix_tags = Trade.get_mix_tag_performance(pair)

25
freqtrade/rpc/telegram.py
View File

@ -112,6 +112,7 @@ class Telegram(RPCHandler):
r'/stats$', r'/count$', r'/locks$', r'/balance$',
r'/stopbuy$', r'/reload_config$', r'/show_config$',
r'/logs$', r'/whitelist$', r'/blacklist$', r'/edge$',
r'/weekly$', r'/weekly \d+$', r'/monthly$', r'/monthly \d+$',
r'/forcebuy$', r'/help$', r'/version$']
# Create keys for generation
valid_keys_print = [k.replace('$', '') for k in valid_keys]
@ -154,7 +155,7 @@ class Telegram(RPCHandler):
CommandHandler('trades', self._trades),
CommandHandler('delete', self._delete_trade),
CommandHandler('performance', self._performance),
CommandHandler('buys', self._buy_tag_performance),
CommandHandler(['buys', 'entries'], self._enter_tag_performance),
CommandHandler('sells', self._sell_reason_performance),
CommandHandler('mix_tags', self._mix_tag_performance),
CommandHandler('stats', self._stats),
@ -182,7 +183,8 @@ class Telegram(RPCHandler):
CallbackQueryHandler(self._profit, pattern='update_profit'),
CallbackQueryHandler(self._balance, pattern='update_balance'),
CallbackQueryHandler(self._performance, pattern='update_performance'),
CallbackQueryHandler(self._buy_tag_performance, pattern='update_buy_tag_performance'),
CallbackQueryHandler(self._enter_tag_performance,
pattern='update_enter_tag_performance'),
CallbackQueryHandler(self._sell_reason_performance,
pattern='update_sell_reason_performance'),
CallbackQueryHandler(self._mix_tag_performance, pattern='update_mix_tag_performance'),
@ -226,7 +228,7 @@ class Telegram(RPCHandler):
f"{emoji} *{msg['exchange']}:* {'Bought' if is_fill else 'Buying'} {msg['pair']}"
f" (#{msg['trade_id']})\n"
)
message += f"*Buy Tag:* `{msg['buy_tag']}`\n" if msg.get('buy_tag', None) else ""
message += f"*Enter Tag:* `{msg['enter_tag']}`\n" if msg.get('enter_tag', None) else ""
message += f"*Amount:* `{msg['amount']:.8f}`\n"
if msg['type'] == RPCMessageType.BUY_FILL:
@ -251,7 +253,7 @@ class Telegram(RPCHandler):
microsecond=0) - msg['open_date'].replace(microsecond=0)
msg['duration_min'] = msg['duration'].total_seconds() / 60
msg['buy_tag'] = msg['buy_tag'] if "buy_tag" in msg.keys() else None
msg['enter_tag'] = msg['enter_tag'] if "enter_tag" in msg.keys() else None
msg['emoji'] = self._get_sell_emoji(msg)
# Check if all sell properties are available.
@ -271,7 +273,7 @@ class Telegram(RPCHandler):
f"{'Sold' if is_fill else 'Selling'} {msg['pair']} (#{msg['trade_id']})\n"
f"*{'Profit' if is_fill else 'Unrealized Profit'}:* "
f"`{msg['profit_ratio']:.2%}{msg['profit_extra']}`\n"
f"*Buy Tag:* `{msg['buy_tag']}`\n"
f"*Enter Tag:* `{msg['enter_tag']}`\n"
f"*Sell Reason:* `{msg['sell_reason']}`\n"
f"*Duration:* `{msg['duration']} ({msg['duration_min']:.1f} min)`\n"
f"*Amount:* `{msg['amount']:.8f}`\n"
@ -397,7 +399,7 @@ class Telegram(RPCHandler):
"*Trade ID:* `{trade_id}` `(since {open_date_hum})`",
"*Current Pair:* {pair}",
"*Amount:* `{amount} ({stake_amount} {base_currency})`",
"*Buy Tag:* `{buy_tag}`" if r['buy_tag'] else "",
"*Enter Tag:* `{enter_tag}`" if r['enter_tag'] else "",
"*Open Rate:* `{open_rate:.8f}`",
"*Close Rate:* `{close_rate}`" if r['close_rate'] else "",
"*Current Rate:* `{current_rate:.8f}`",
@ -972,7 +974,7 @@ class Telegram(RPCHandler):
self._send_msg(str(e))
@authorized_only
def _buy_tag_performance(self, update: Update, context: CallbackContext) -> None:
def _enter_tag_performance(self, update: Update, context: CallbackContext) -> None:
"""
Handler for /buys PAIR .
Shows a performance statistic from finished trades
@ -985,11 +987,11 @@ class Telegram(RPCHandler):
if context.args and isinstance(context.args[0], str):
pair = context.args[0]
trades = self._rpc._rpc_buy_tag_performance(pair)
trades = self._rpc._rpc_enter_tag_performance(pair)
output = "<b>Buy Tag Performance:</b>\n"
for i, trade in enumerate(trades):
stat_line = (
f"{i+1}.\t <code>{trade['buy_tag']}\t"
f"{i+1}.\t <code>{trade['enter_tag']}\t"
f"{round_coin_value(trade['profit_abs'], self._config['stake_currency'])} "
f"({trade['profit_ratio']:.2%}) "
f"({trade['count']})</code>\n")
@ -1001,7 +1003,7 @@ class Telegram(RPCHandler):
output += stat_line
self._send_msg(output, parse_mode=ParseMode.HTML,
reload_able=True, callback_path="update_buy_tag_performance",
reload_able=True, callback_path="update_enter_tag_performance",
query=update.callback_query)
except RPCException as e:
self._send_msg(str(e))
@ -1277,7 +1279,8 @@ class Telegram(RPCHandler):
" *table :* `will display trades in a table`\n"
" `pending buy orders are marked with an asterisk (*)`\n"
" `pending sell orders are marked with a double asterisk (**)`\n"
"*/buys <pair|none>:* `Shows the buy_tag performance`\n"
# TODO-lev: Update commands and help (?)
"*/buys <pair|none>:* `Shows the enter_tag performance`\n"
"*/sells <pair|none>:* `Shows the sell reason performance`\n"
"*/mix_tags <pair|none>:* `Shows combined buy tag + sell reason performance`\n"
"*/trades [limit]:* `Lists last closed trades (limited to 10 by default)`\n"

29
freqtrade/rpc/webhook.py
View File

@ -2,6 +2,7 @@
This module manages webhook communication
"""
import logging
import time
from typing import Any, Dict
from requests import RequestException, post
@ -28,12 +29,9 @@ class Webhook(RPCHandler):
super().__init__(rpc, config)
self._url = self._config['webhook']['url']
self._format = self._config['webhook'].get('format', 'form')
if self._format != 'form' and self._format != 'json':
raise NotImplementedError('Unknown webhook format `{}`, possible values are '
'`form` (default) and `json`'.format(self._format))
self._retries = self._config['webhook'].get('retries', 0)
self._retry_delay = self._config['webhook'].get('retry_delay', 0.1)
def cleanup(self) -> None:
"""
@ -77,13 +75,30 @@ class Webhook(RPCHandler):
def _send_msg(self, payload: dict) -> None:
"""do the actual call to the webhook"""
success = False
attempts = 0
while not success and attempts <= self._retries:
if attempts:
if self._retry_delay:
time.sleep(self._retry_delay)
logger.info("Retrying webhook...")
attempts += 1
try:
if self._format == 'form':
post(self._url, data=payload)
response = post(self._url, data=payload)
elif self._format == 'json':
post(self._url, json=payload)
response = post(self._url, json=payload)
elif self._format == 'raw':
response = post(self._url, data=payload['data'],
headers={'Content-Type': 'text/plain'})
else:
raise NotImplementedError('Unknown format: {}'.format(self._format))
# Throw a RequestException if the post was not successful
response.raise_for_status()
success = True
except RequestException as exc:
logger.warning("Could not call webhook url. Exception: %s", exc)

1
freqtrade/templates/base_strategy.py.j2
View File

@ -87,6 +87,7 @@ class {{ strategy }}(IStrategy):
'sell': 'gtc'
}
{{ plot_config | indent(4) }}
def informative_pairs(self):
"""
Define additional, informative pair/interval combinations to be cached from the exchange.

2
freqtrade/templates/strategy_analysis_example.ipynb
View File

@ -79,7 +79,9 @@
"source": [
"# Load strategy using values set above\n",
"from freqtrade.resolvers import StrategyResolver\n",
"from freqtrade.data.dataprovider import DataProvider\n",
"strategy = StrategyResolver.load_strategy(config)\n",
"strategy.dp = DataProvider(config, None, None)\n",
"\n",
"# Generate buy/sell signals using strategy\n",
"df = strategy.analyze_ticker(candles, {'pair': pair})\n",

6
freqtrade/templates/subtemplates/plot_config_full.j2
View File

@ -1,5 +1,7 @@
plot_config = {
@property
def plot_config(self):
return {
# Main plot indicators (Moving averages, ...)
'main_plot': {
'tema': {},
@ -15,4 +17,4 @@ plot_config = {
'rsi': {'color': 'red'},
}
}
}
}

4
mkdocs.yml
View File

@ -82,8 +82,10 @@ markdown_extensions:
- pymdownx.snippets:
base_path: docs
check_paths: true
- pymdownx.tabbed
- pymdownx.superfences
- pymdownx.tabbed:
alternate_style: true
- pymdownx.tasklist:
custom_checkbox: true
- pymdownx.tilde
- mdx_truly_sane_lists

8
requirements-dev.txt
View File

@ -14,16 +14,16 @@ pytest-mock==3.6.1
pytest-random-order==1.0.4
isort==5.10.1
# For datetime mocking
time-machine==2.4.0
time-machine==2.4.1
# Convert jupyter notebooks to markdown documents
nbconvert==6.3.0
# mypy types
types-cachetools==4.2.5
types-cachetools==4.2.6
types-filelock==3.2.1
types-requests==2.26.0
types-requests==2.26.1
types-tabulate==0.8.3
# Extensions to datetime library
types-python-dateutil==2.8.2
types-python-dateutil==2.8.3

2
requirements-hyperopt.txt
View File

@ -2,7 +2,7 @@
-r requirements.txt
# Required for hyperopt
scipy==1.7.2
scipy==1.7.3
scikit-learn==1.0.1
scikit-optimize==0.9.0
filelock==3.4.0

6
requirements.txt
View File

@ -2,7 +2,7 @@ numpy==1.21.4
pandas==1.3.4
pandas-ta==0.3.14b
ccxt==1.61.92
ccxt==1.62.42
# Pin cryptography for now due to rust build errors with piwheels
cryptography==36.0.0
aiohttp==3.8.1
@ -34,14 +34,14 @@ sdnotify==0.3.2
fastapi==0.70.0
uvicorn==0.15.0
pyjwt==2.3.0
aiofiles==0.7.0
aiofiles==0.8.0
psutil==5.8.0
# Support for colorized terminal output
colorama==0.4.4
# Building config files interactively
questionary==1.10.0
prompt-toolkit==3.0.22
prompt-toolkit==3.0.23
# Extensions to datetime library
python-dateutil==2.8.2

2
tests/conftest.py
View File

@ -215,8 +215,6 @@ def patch_get_signal(
) -> None:
"""
:param mocker: mocker to patch IStrategy class
:param value: which value IStrategy.get_signal() must return
(buy, sell, buy_tag)
:return: None
"""
# returns (Signal-direction, signaname)

6
tests/conftest_trades.py
View File

@ -102,7 +102,7 @@ def mock_trade_2(fee, is_short: bool):
open_order_id=f'dry_run_sell_{direc(is_short)}_12345',
strategy='StrategyTestV3',
timeframe=5,
buy_tag='TEST1',
enter_tag='TEST1',
sell_reason='sell_signal',
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
@ -258,7 +258,7 @@ def mock_trade_5(fee, is_short: bool):
open_rate=0.123,
exchange='binance',
strategy='SampleStrategy',
buy_tag='TEST1',
enter_tag='TEST1',
stoploss_order_id=f'prod_stoploss_{direc(is_short)}_3455',
timeframe=5,
is_short=is_short
@ -314,7 +314,7 @@ def mock_trade_6(fee, is_short: bool):
open_rate=0.15,
exchange='binance',
strategy='SampleStrategy',
buy_tag='TEST2',
enter_tag='TEST2',
open_order_id=f"prod_sell_{direc(is_short)}_6",
timeframe=5,
is_short=is_short

11
tests/exchange/test_exchange.py
View File

@ -1747,6 +1747,7 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
assert len(res) == len(pairs)
assert exchange._api_async.fetch_ohlcv.call_count == 0
exchange.required_candle_call_count = 1
assert log_has(f"Using cached candle (OHLCV) data for pair {pairs[0][0]}, "
f"timeframe {pairs[0][1]}, candleType ...",
caplog)
@ -1755,6 +1756,14 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
cache=False
)
assert len(res) == 3
assert exchange._api_async.fetch_ohlcv.call_count == 3
# Test the same again, should NOT return from cache!
exchange._api_async.fetch_ohlcv.reset_mock()
res = exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m'), ('XRP/ETH', '1d')],
cache=False)
assert len(res) == 3
assert exchange._api_async.fetch_ohlcv.call_count == 3
@pytest.mark.asyncio
@ -1852,7 +1861,7 @@ def test_refresh_latest_ohlcv_inv_result(default_conf, mocker, caplog):
assert len(res) == 1
# Test that each is in list at least once as order is not guaranteed
assert log_has("Error loading ETH/BTC. Result was [[]].", caplog)
assert log_has("Async code raised an exception: TypeError", caplog)
assert log_has("Async code raised an exception: TypeError()", caplog)
def test_get_next_limit_in_list():

1
tests/optimize/__init__.py
View File

@ -36,6 +36,7 @@ class BTContainer(NamedTuple):
trailing_stop_positive_offset: float = 0.0
use_sell_signal: bool = False
use_custom_stoploss: bool = False
leverage: float = 1.0
def _get_frame_time_from_offset(offset):

25
tests/optimize/test_backtest_detail.py
View File

@ -536,6 +536,23 @@ tc33 = BTContainer(data=[
)]
)
# Test 34: (copy of test25 with leverage)
# Sell with signal sell in candle 3 (stoploss also triggers on this candle)
# Stoploss at 1%.
# Sell-signal wins over stoploss
tc34 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
[2, 4987, 5012, 4986, 4986, 6172, 0, 0],
[3, 5010, 5010, 4986, 5010, 6172, 0, 1],
[4, 5010, 5010, 4855, 4995, 6172, 0, 0], # Triggers stoploss + sellsignal acted on
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002 * 5.0, use_sell_signal=True,
leverage=5.0,
trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
)
TESTS = [
tc0,
tc1,
@ -571,6 +588,7 @@ TESTS = [
tc31,
tc32,
tc33,
tc34,
# TODO-lev: Add tests for short here
]
@ -593,14 +611,19 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
mocker.patch("freqtrade.exchange.Exchange.get_fee", return_value=0.0)
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
mocker.patch("freqtrade.exchange.Binance.get_max_leverage", return_value=100)
patch_exchange(mocker)
frame = _build_backtest_dataframe(data.data)
backtesting = Backtesting(default_conf)
backtesting._set_strategy(backtesting.strategylist[0])
backtesting.required_startup = 0
if data.leverage > 1.0:
# TODO-lev: Should we initialize this properly??
backtesting._can_short = True
backtesting.strategy.advise_entry = lambda a, m: frame
backtesting.strategy.advise_exit = lambda a, m: frame
backtesting.strategy.use_custom_stoploss = data.use_custom_stoploss
backtesting.strategy.leverage = lambda **kwargs: data.leverage
caplog.set_level(logging.DEBUG)
pair = "UNITTEST/BTC"
@ -621,6 +644,6 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
for c, trade in enumerate(data.trades):
res = results.iloc[c]
assert res.sell_reason == trade.sell_reason.value
assert res.buy_tag == trade.enter_tag
assert res.enter_tag == trade.enter_tag
assert res.open_date == _get_frame_time_from_offset(trade.open_tick)
assert res.close_date == _get_frame_time_from_offset(trade.close_tick)

8
tests/optimize/test_backtesting.py
View File

@ -441,7 +441,8 @@ def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) ->
Backtesting(default_conf)
default_conf['pairlists'] = [{"method": "VolumePairList", "number_assets": 5}]
with pytest.raises(OperationalException, match='VolumePairList not allowed for backtesting.'):
with pytest.raises(OperationalException,
match=r'VolumePairList not allowed for backtesting\..*StaticPairlist.*'):
Backtesting(default_conf)
default_conf.update({
@ -473,7 +474,8 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
default_conf['timerange'] = '20180101-20180102'
default_conf['pairlists'] = [{"method": "VolumePairList", "number_assets": 5}]
with pytest.raises(OperationalException, match='VolumePairList not allowed for backtesting.'):
with pytest.raises(OperationalException,
match=r'VolumePairList not allowed for backtesting\..*StaticPairlist.*'):
Backtesting(default_conf)
default_conf['pairlists'] = [{"method": "StaticPairList"}, {"method": "PerformanceFilter"}]
@ -698,7 +700,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
'min_rate': [0.10370188, 0.10300000000000001],
'max_rate': [0.10501, 0.1038888],
'is_open': [False, False],
'buy_tag': [None, None],
'enter_tag': [None, None],
"is_short": [False, False],
})
pd.testing.assert_frame_equal(results, expected)

17
tests/plugins/test_pairlist.py
View File

@ -7,6 +7,7 @@ import pytest
import time_machine
from freqtrade.constants import AVAILABLE_PAIRLISTS
from freqtrade.enums.runmode import RunMode
from freqtrade.exceptions import OperationalException
from freqtrade.persistence import Trade
from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
@ -657,6 +658,22 @@ def test_PerformanceFilter_error(mocker, whitelist_conf, caplog) -> None:
assert log_has("PerformanceFilter is not available in this mode.", caplog)
def test_ShuffleFilter_init(mocker, whitelist_conf, caplog) -> None:
whitelist_conf['pairlists'] = [
{"method": "StaticPairList"},
{"method": "ShuffleFilter", "seed": 42}
]
exchange = get_patched_exchange(mocker, whitelist_conf)
PairListManager(exchange, whitelist_conf)
assert log_has("Backtesting mode detected, applying seed value: 42", caplog)
caplog.clear()
whitelist_conf['runmode'] = RunMode.DRY_RUN
PairListManager(exchange, whitelist_conf)
assert not log_has("Backtesting mode detected, applying seed value: 42", caplog)
assert log_has("Live mode detected, not applying seed.", caplog)
@pytest.mark.usefixtures("init_persistence")
def test_PerformanceFilter_lookback(mocker, whitelist_conf, fee, caplog) -> None:
whitelist_conf['exchange']['pair_whitelist'].append('XRP/BTC')

30
tests/rpc/test_rpc.py
View File

@ -70,6 +70,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'max_rate': ANY,
'strategy': ANY,
'buy_tag': ANY,
'enter_tag': ANY,
'timeframe': 5,
'open_order_id': ANY,
'close_date': None,
@ -143,6 +144,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'max_rate': ANY,
'strategy': ANY,
'buy_tag': ANY,
'enter_tag': ANY,
'timeframe': ANY,
'open_order_id': ANY,
'close_date': None,
@ -842,7 +844,7 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
assert prec_satoshi(res[0]['profit_pct'], 6.2)
def test_buy_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
def test_enter_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
limit_sell_order, mocker) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
@ -869,23 +871,23 @@ def test_buy_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
trade.close_date = datetime.utcnow()
trade.is_open = False
res = rpc._rpc_buy_tag_performance(None)
res = rpc._rpc_enter_tag_performance(None)
assert len(res) == 1
assert res[0]['buy_tag'] == 'Other'
assert res[0]['enter_tag'] == 'Other'
assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit_pct'], 6.2)
trade.buy_tag = "TEST_TAG"
res = rpc._rpc_buy_tag_performance(None)
trade.enter_tag = "TEST_TAG"
res = rpc._rpc_enter_tag_performance(None)
assert len(res) == 1
assert res[0]['buy_tag'] == 'TEST_TAG'
assert res[0]['enter_tag'] == 'TEST_TAG'
assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit_pct'], 6.2)
def test_buy_tag_performance_handle_2(mocker, default_conf, markets, fee):
def test_enter_tag_performance_handle_2(mocker, default_conf, markets, fee):
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@ -896,21 +898,21 @@ def test_buy_tag_performance_handle_2(mocker, default_conf, markets, fee):
create_mock_trades(fee)
rpc = RPC(freqtradebot)
res = rpc._rpc_buy_tag_performance(None)
res = rpc._rpc_enter_tag_performance(None)
assert len(res) == 2
assert res[0]['buy_tag'] == 'TEST1'
assert res[0]['enter_tag'] == 'TEST1'
assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit_pct'], 0.5)
assert res[1]['buy_tag'] == 'Other'
assert res[1]['enter_tag'] == 'Other'
assert res[1]['count'] == 1
assert prec_satoshi(res[1]['profit_pct'], 1.0)
# Test for a specific pair
res = rpc._rpc_buy_tag_performance('ETC/BTC')
res = rpc._rpc_enter_tag_performance('ETC/BTC')
assert len(res) == 1
assert res[0]['count'] == 1
assert res[0]['buy_tag'] == 'TEST1'
assert res[0]['enter_tag'] == 'TEST1'
assert prec_satoshi(res[0]['profit_pct'], 0.5)
@ -1020,7 +1022,7 @@ def test_mix_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit_pct'], 6.2)
trade.buy_tag = "TESTBUY"
trade.enter_tag = "TESTBUY"
trade.sell_reason = "TESTSELL"
res = rpc._rpc_mix_tag_performance(None)
@ -1107,7 +1109,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order_open) ->
with pytest.raises(RPCException, match=r'position for ETH/BTC already open - id: 1'):
rpc._rpc_forcebuy(pair, 0.0001)
pair = 'XRP/BTC'
trade = rpc._rpc_forcebuy(pair, 0.0001)
trade = rpc._rpc_forcebuy(pair, 0.0001, order_type='limit')
assert isinstance(trade, Trade)
assert trade.pair == pair
assert trade.open_rate == 0.0001

2
tests/rpc/test_rpc_apiserver.py
View File

@ -958,6 +958,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets, is_short,
'sell_order_status': None,
'strategy': CURRENT_TEST_STRATEGY,
'buy_tag': None,
'enter_tag': None,
'timeframe': 5,
'exchange': 'binance',
}
@ -1116,6 +1117,7 @@ def test_api_forcebuy(botclient, mocker, fee):
'sell_order_status': None,
'strategy': CURRENT_TEST_STRATEGY,
'buy_tag': None,
'enter_tag': None,
'timeframe': 5,
'exchange': 'binance',
}

102
tests/rpc/test_rpc_telegram.py
View File

@ -24,6 +24,7 @@ from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.loggers import setup_logging
from freqtrade.persistence import PairLocks, Trade
from freqtrade.rpc import RPC
from freqtrade.rpc.rpc import RPCException
from freqtrade.rpc.telegram import Telegram, authorized_only
from tests.conftest import (CURRENT_TEST_STRATEGY, create_mock_trades, get_patched_freqtradebot,
log_has, log_has_re, patch_exchange, patch_get_signal, patch_whitelist)
@ -93,7 +94,7 @@ def test_telegram_init(default_conf, mocker, caplog) -> None:
message_str = ("rpc.telegram is listening for following commands: [['status'], ['profit'], "
"['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], ['trades'], "
"['delete'], ['performance'], ['buys'], ['sells'], ['mix_tags'], "
"['delete'], ['performance'], ['buys', 'entries'], ['sells'], ['mix_tags'], "
"['stats'], ['daily'], ['weekly'], ['monthly'], "
"['count'], ['locks'], ['unlock', 'delete_locks'], "
"['reload_config', 'reload_conf'], ['show_config', 'show_conf'], "
@ -189,6 +190,7 @@ def test_telegram_status(default_conf, update, mocker) -> None:
'amount': 90.99181074,
'stake_amount': 90.99181074,
'buy_tag': None,
'enter_tag': None,
'close_profit_ratio': None,
'profit': -0.0059,
'profit_ratio': -0.0059,
@ -937,7 +939,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
telegram._forcesell(update=update, context=context)
assert msg_mock.call_count == 4
last_msg = msg_mock.call_args_list[-1][0][0]
last_msg = msg_mock.call_args_list[-2][0][0]
assert {
'type': RPCMessageType.SELL,
'trade_id': 1,
@ -954,6 +956,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
'buy_tag': ANY,
'enter_tag': ANY,
'sell_reason': SellType.FORCE_SELL.value,
'open_date': ANY,
'close_date': ANY,
@ -1001,7 +1004,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
assert msg_mock.call_count == 4
last_msg = msg_mock.call_args_list[-1][0][0]
last_msg = msg_mock.call_args_list[-2][0][0]
assert {
'type': RPCMessageType.SELL,
'trade_id': 1,
@ -1018,6 +1021,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
'buy_tag': ANY,
'enter_tag': ANY,
'sell_reason': SellType.FORCE_SELL.value,
'open_date': ANY,
'close_date': ANY,
@ -1055,7 +1059,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
# Called for each trade 2 times
assert msg_mock.call_count == 8
msg = msg_mock.call_args_list[1][0][0]
msg = msg_mock.call_args_list[0][0][0]
assert {
'type': RPCMessageType.SELL,
'trade_id': 1,
@ -1072,6 +1076,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
'stake_currency': 'BTC',
'fiat_currency': 'USD',
'buy_tag': ANY,
'enter_tag': ANY,
'sell_reason': SellType.FORCE_SELL.value,
'open_date': ANY,
'close_date': ANY,
@ -1187,7 +1192,7 @@ def test_forcebuy_no_pair(default_conf, update, mocker) -> None:
assert fbuy_mock.call_count == 1
def test_performance_handle(default_conf, update, ticker, fee,
def test_telegram_performance_handle(default_conf, update, ticker, fee,
limit_buy_order, limit_sell_order, mocker) -> None:
mocker.patch.multiple(
@ -1217,7 +1222,7 @@ def test_performance_handle(default_conf, update, ticker, fee,
assert '<code>ETH/BTC\t0.00006217 BTC (6.20%) (1)</code>' in msg_mock.call_args_list[0][0][0]
def test_buy_tag_performance_handle(default_conf, update, ticker, fee,
def test_telegram_buy_tag_performance_handle(default_conf, update, ticker, fee,
limit_buy_order, limit_sell_order, mocker) -> None:
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@ -1235,20 +1240,32 @@ def test_buy_tag_performance_handle(default_conf, update, ticker, fee,
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
trade.buy_tag = "TESTBUY"
trade.enter_tag = "TESTBUY"
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
trade.close_date = datetime.utcnow()
trade.is_open = False
telegram._buy_tag_performance(update=update, context=MagicMock())
context = MagicMock()
telegram._enter_tag_performance(update=update, context=context)
assert msg_mock.call_count == 1
assert 'Buy Tag Performance' in msg_mock.call_args_list[0][0][0]
assert '<code>TESTBUY\t0.00006217 BTC (6.20%) (1)</code>' in msg_mock.call_args_list[0][0][0]
context.args = [trade.pair]
telegram._enter_tag_performance(update=update, context=context)
assert msg_mock.call_count == 2
def test_sell_reason_performance_handle(default_conf, update, ticker, fee,
msg_mock.reset_mock()
mocker.patch('freqtrade.rpc.rpc.RPC._rpc_enter_tag_performance',
side_effect=RPCException('Error'))
telegram._enter_tag_performance(update=update, context=MagicMock())
assert msg_mock.call_count == 1
assert "Error" in msg_mock.call_args_list[0][0][0]
def test_telegram_sell_reason_performance_handle(default_conf, update, ticker, fee,
limit_buy_order, limit_sell_order, mocker) -> None:
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@ -1272,14 +1289,26 @@ def test_sell_reason_performance_handle(default_conf, update, ticker, fee,
trade.close_date = datetime.utcnow()
trade.is_open = False
telegram._sell_reason_performance(update=update, context=MagicMock())
context = MagicMock()
telegram._sell_reason_performance(update=update, context=context)
assert msg_mock.call_count == 1
assert 'Sell Reason Performance' in msg_mock.call_args_list[0][0][0]
assert '<code>TESTSELL\t0.00006217 BTC (6.20%) (1)</code>' in msg_mock.call_args_list[0][0][0]
context.args = [trade.pair]
telegram._sell_reason_performance(update=update, context=context)
assert msg_mock.call_count == 2
msg_mock.reset_mock()
mocker.patch('freqtrade.rpc.rpc.RPC._rpc_sell_reason_performance',
side_effect=RPCException('Error'))
telegram._sell_reason_performance(update=update, context=MagicMock())
assert msg_mock.call_count == 1
assert "Error" in msg_mock.call_args_list[0][0][0]
def test_mix_tag_performance_handle(default_conf, update, ticker, fee,
def test_telegram_mix_tag_performance_handle(default_conf, update, ticker, fee,
limit_buy_order, limit_sell_order, mocker) -> None:
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@ -1297,7 +1326,7 @@ def test_mix_tag_performance_handle(default_conf, update, ticker, fee,
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
trade.buy_tag = "TESTBUY"
trade.enter_tag = "TESTBUY"
trade.sell_reason = "TESTSELL"
# Simulate fulfilled LIMIT_SELL order for trade
@ -1306,12 +1335,25 @@ def test_mix_tag_performance_handle(default_conf, update, ticker, fee,
trade.close_date = datetime.utcnow()
trade.is_open = False
telegram._mix_tag_performance(update=update, context=MagicMock())
context = MagicMock()
telegram._mix_tag_performance(update=update, context=context)
assert msg_mock.call_count == 1
assert 'Mix Tag Performance' in msg_mock.call_args_list[0][0][0]
assert ('<code>TESTBUY TESTSELL\t0.00006217 BTC (6.20%) (1)</code>'
in msg_mock.call_args_list[0][0][0])
context.args = [trade.pair]
telegram._mix_tag_performance(update=update, context=context)
assert msg_mock.call_count == 2
msg_mock.reset_mock()
mocker.patch('freqtrade.rpc.rpc.RPC._rpc_mix_tag_performance',
side_effect=RPCException('Error'))
telegram._mix_tag_performance(update=update, context=MagicMock())
assert msg_mock.call_count == 1
assert "Error" in msg_mock.call_args_list[0][0][0]
def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
mocker.patch.multiple(
@ -1598,7 +1640,7 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog) -> None:
msg = {
'type': RPCMessageType.BUY,
'trade_id': 1,
'buy_tag': 'buy_signal_01',
'enter_tag': 'buy_signal_01',
'exchange': 'Binance',
'pair': 'ETH/BTC',
'limit': 1.099e-05,
@ -1616,7 +1658,7 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog) -> None:
telegram.send_msg(msg)
assert msg_mock.call_args[0][0] \
== '\N{LARGE BLUE CIRCLE} *Binance:* Buying ETH/BTC (#1)\n' \
'*Buy Tag:* `buy_signal_01`\n' \
'*Enter Tag:* `buy_signal_01`\n' \
'*Amount:* `1333.33333333`\n' \
'*Open Rate:* `0.00001099`\n' \
'*Current Rate:* `0.00001099`\n' \
@ -1644,7 +1686,7 @@ def test_send_msg_buy_cancel_notification(default_conf, mocker) -> None:
telegram.send_msg({
'type': RPCMessageType.BUY_CANCEL,
'buy_tag': 'buy_signal_01',
'enter_tag': 'buy_signal_01',
'trade_id': 1,
'exchange': 'Binance',
'pair': 'ETH/BTC',
@ -1691,7 +1733,7 @@ def test_send_msg_buy_fill_notification(default_conf, mocker) -> None:
telegram.send_msg({
'type': RPCMessageType.BUY_FILL,
'trade_id': 1,
'buy_tag': 'buy_signal_01',
'enter_tag': 'buy_signal_01',
'exchange': 'Binance',
'pair': 'ETH/BTC',
'stake_amount': 0.001,
@ -1705,7 +1747,7 @@ def test_send_msg_buy_fill_notification(default_conf, mocker) -> None:
assert msg_mock.call_args[0][0] \
== '\N{CHECK MARK} *Binance:* Bought ETH/BTC (#1)\n' \
'*Buy Tag:* `buy_signal_01`\n' \
'*Enter Tag:* `buy_signal_01`\n' \
'*Amount:* `1333.33333333`\n' \
'*Open Rate:* `0.00001099`\n' \
'*Total:* `(0.00100000 BTC, 12.345 USD)`'
@ -1732,7 +1774,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
'profit_ratio': -0.57405275,
'stake_currency': 'ETH',
'fiat_currency': 'USD',
'buy_tag': 'buy_signal1',
'enter_tag': 'buy_signal1',
'sell_reason': SellType.STOP_LOSS.value,
'open_date': arrow.utcnow().shift(hours=-1),
'close_date': arrow.utcnow(),
@ -1740,7 +1782,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
assert msg_mock.call_args[0][0] \
== ('\N{WARNING SIGN} *Binance:* Selling KEY/ETH (#1)\n'
'*Unrealized Profit:* `-57.41% (loss: -0.05746268 ETH / -24.812 USD)`\n'
'*Buy Tag:* `buy_signal1`\n'
'*Enter Tag:* `buy_signal1`\n'
'*Sell Reason:* `stop_loss`\n'
'*Duration:* `1:00:00 (60.0 min)`\n'
'*Amount:* `1333.33333333`\n'
@ -1764,7 +1806,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
'profit_amount': -0.05746268,
'profit_ratio': -0.57405275,
'stake_currency': 'ETH',
'buy_tag': 'buy_signal1',
'enter_tag': 'buy_signal1',
'sell_reason': SellType.STOP_LOSS.value,
'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30),
'close_date': arrow.utcnow(),
@ -1772,7 +1814,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
assert msg_mock.call_args[0][0] \
== ('\N{WARNING SIGN} *Binance:* Selling KEY/ETH (#1)\n'
'*Unrealized Profit:* `-57.41%`\n'
'*Buy Tag:* `buy_signal1`\n'
'*Enter Tag:* `buy_signal1`\n'
'*Sell Reason:* `stop_loss`\n'
'*Duration:* `1 day, 2:30:00 (1590.0 min)`\n'
'*Amount:* `1333.33333333`\n'
@ -1835,7 +1877,7 @@ def test_send_msg_sell_fill_notification(default_conf, mocker) -> None:
'profit_amount': -0.05746268,
'profit_ratio': -0.57405275,
'stake_currency': 'ETH',
'buy_tag': 'buy_signal1',
'enter_tag': 'buy_signal1',
'sell_reason': SellType.STOP_LOSS.value,
'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30),
'close_date': arrow.utcnow(),
@ -1843,7 +1885,7 @@ def test_send_msg_sell_fill_notification(default_conf, mocker) -> None:
assert msg_mock.call_args[0][0] \
== ('\N{WARNING SIGN} *Binance:* Sold KEY/ETH (#1)\n'
'*Profit:* `-57.41%`\n'
'*Buy Tag:* `buy_signal1`\n'
'*Enter Tag:* `buy_signal1`\n'
'*Sell Reason:* `stop_loss`\n'
'*Duration:* `1 day, 2:30:00 (1590.0 min)`\n'
'*Amount:* `1333.33333333`\n'
@ -1894,7 +1936,7 @@ def test_send_msg_buy_notification_no_fiat(default_conf, mocker) -> None:
telegram.send_msg({
'type': RPCMessageType.BUY,
'buy_tag': 'buy_signal_01',
'enter_tag': 'buy_signal_01',
'trade_id': 1,
'exchange': 'Binance',
'pair': 'ETH/BTC',
@ -1909,7 +1951,7 @@ def test_send_msg_buy_notification_no_fiat(default_conf, mocker) -> None:
'open_date': arrow.utcnow().shift(hours=-1)
})
assert msg_mock.call_args[0][0] == ('\N{LARGE BLUE CIRCLE} *Binance:* Buying ETH/BTC (#1)\n'
'*Buy Tag:* `buy_signal_01`\n'
'*Enter Tag:* `buy_signal_01`\n'
'*Amount:* `1333.33333333`\n'
'*Open Rate:* `0.00001099`\n'
'*Current Rate:* `0.00001099`\n'
@ -1935,14 +1977,14 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None:
'profit_ratio': -0.57405275,
'stake_currency': 'ETH',
'fiat_currency': 'USD',
'buy_tag': 'buy_signal1',
'enter_tag': 'buy_signal1',
'sell_reason': SellType.STOP_LOSS.value,
'open_date': arrow.utcnow().shift(hours=-2, minutes=-35, seconds=-3),
'close_date': arrow.utcnow(),
})
assert msg_mock.call_args[0][0] == ('\N{WARNING SIGN} *Binance:* Selling KEY/ETH (#1)\n'
'*Unrealized Profit:* `-57.41%`\n'
'*Buy Tag:* `buy_signal1`\n'
'*Enter Tag:* `buy_signal1`\n'
'*Sell Reason:* `stop_loss`\n'
'*Duration:* `2:35:03 (155.1 min)`\n'
'*Amount:* `1333.33333333`\n'

12
tests/rpc/test_rpc_webhook.py
View File

@ -292,3 +292,15 @@ def test__send_msg_with_json_format(default_conf, mocker, caplog):
webhook._send_msg(msg)
assert post.call_args[1] == {'json': msg}
def test__send_msg_with_raw_format(default_conf, mocker, caplog):
default_conf["webhook"] = get_webhook_dict()
default_conf["webhook"]["format"] = "raw"
webhook = Webhook(RPC(get_patched_freqtradebot(mocker, default_conf)), default_conf)
msg = {'data': 'Hello'}
post = MagicMock()
mocker.patch("freqtrade.rpc.webhook.post", post)
webhook._send_msg(msg)
assert post.call_args[1] == {'data': msg['data'], 'headers': {'Content-Type': 'text/plain'}}

7
tests/test_freqtradebot.py
View File

@ -2869,6 +2869,7 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
'amount': amt,
'order_type': 'limit',
'buy_tag': None,
'enter_tag': None,
'open_rate': open_rate,
'current_rate': 2.01 if is_short else 2.3,
'profit_amount': 0.29554455 if is_short else 5.685,
@ -2925,6 +2926,7 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
'amount': 29.70297029 if is_short else 30.0,
'order_type': 'limit',
'buy_tag': None,
'enter_tag': None,
'open_rate': 2.02 if is_short else 2.0,
'current_rate': 2.2 if is_short else 2.0,
'profit_amount': -5.65990099 if is_short else -0.00075,
@ -3002,6 +3004,7 @@ def test_execute_trade_exit_custom_exit_price(
'amount': amount,
'order_type': 'limit',
'buy_tag': None,
'enter_tag': None,
'open_rate': open_rate,
'current_rate': current_rate,
'profit_amount': profit_amount,
@ -3066,6 +3069,7 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
'amount': 29.70297029 if is_short else 30.0,
'order_type': 'limit',
'buy_tag': None,
'enter_tag': None,
'open_rate': 2.02 if is_short else 2.0,
'current_rate': 2.2 if is_short else 2.0,
'profit_amount': -0.3 if is_short else -0.8985,
@ -3308,7 +3312,7 @@ def test_execute_trade_exit_market_order(
assert trade.close_profit == profit_ratio
assert rpc_mock.call_count == 3
last_msg = rpc_mock.call_args_list[-1][0][0]
last_msg = rpc_mock.call_args_list[-2][0][0]
assert {
'type': RPCMessageType.SELL,
'trade_id': 1,
@ -3319,6 +3323,7 @@ def test_execute_trade_exit_market_order(
'amount': round(amount, 9),
'order_type': 'market',
'buy_tag': None,
'enter_tag': None,
'open_rate': open_rate,
'current_rate': current_rate,
'profit_amount': profit_amount,

3
tests/test_misc.py
View File

@ -67,6 +67,9 @@ def test_file_load_json(mocker, testdatadir) -> None:
@pytest.mark.parametrize("pair,expected_result", [
("ETH/BTC", 'ETH_BTC'),
("ETH/USDT", 'ETH_USDT'),
("ETH/USDT:USDT", 'ETH_USDT_USDT'), # swap with USDT as settlement currency
("ETH/USDT:USDT-210625", 'ETH_USDT_USDT_210625'), # expiring futures
("Fabric Token/ETH", 'Fabric_Token_ETH'),
("ETHH20", 'ETHH20'),
(".XBTBON2H", '_XBTBON2H'),

8
tests/test_persistence.py
View File

@ -1551,7 +1551,7 @@ def test_to_json(default_conf, fee):
open_date=arrow.utcnow().shift(hours=-2).datetime,
open_rate=0.123,
exchange='binance',
buy_tag=None,
enter_tag=None,
open_order_id='dry_run_buy_12345'
)
result = trade.to_json()
@ -1602,6 +1602,7 @@ def test_to_json(default_conf, fee):
'max_rate': None,
'strategy': None,
'buy_tag': None,
'enter_tag': None,
'timeframe': None,
'exchange': 'binance',
'leverage': None,
@ -1624,7 +1625,7 @@ def test_to_json(default_conf, fee):
close_date=arrow.utcnow().shift(hours=-1).datetime,
open_rate=0.123,
close_rate=0.125,
buy_tag='buys_signal_001',
enter_tag='buys_signal_001',
exchange='binance',
)
result = trade.to_json()
@ -1675,6 +1676,7 @@ def test_to_json(default_conf, fee):
'sell_order_status': None,
'strategy': None,
'buy_tag': 'buys_signal_001',
'enter_tag': 'buys_signal_001',
'timeframe': None,
'exchange': 'binance',
'leverage': None,
@ -2116,7 +2118,7 @@ def test_Trade_object_idem():
'get_open_order_trades',
'get_trades',
'get_sell_reason_performance',
'get_buy_tag_performance',
'get_enter_tag_performance',
'get_mix_tag_performance',
)