added flake8 settings and optimization
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@@ -35,7 +35,7 @@ SUPPORTED_FIAT = [
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"KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN",
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"RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD",
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"BTC", "ETH", "XRP", "LTC", "BCH", "USDT"
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]
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]
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# Required json-schema for user specified config
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CONF_SCHEMA = {
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@@ -45,6 +45,7 @@ def retrier(f):
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else:
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logger.warning('Giving up retrying: %s()', f.__name__)
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raise ex
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return wrapper
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@@ -299,8 +300,8 @@ def get_ticker_history(pair: str, tick_interval: str, since_ms: Optional[int] =
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try:
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# last item should be in the time interval [now - tick_interval, now]
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till_time_ms = arrow.utcnow().shift(
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minutes=-constants.TICKER_INTERVAL_MINUTES[tick_interval]
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).timestamp * 1000
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minutes=-constants.TICKER_INTERVAL_MINUTES[tick_interval]
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).timestamp * 1000
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# it looks as if some exchanges return cached data
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# and they update it one in several minute, so 10 mins interval
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# is necessary to skeep downloading of an empty array when all
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@@ -75,8 +75,7 @@ class Backtesting(object):
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(arrow.get(min(frame.date)), arrow.get(max(frame.date)))
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for frame in data.values()
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]
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return min(timeframe, key=operator.itemgetter(0))[0], \
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max(timeframe, key=operator.itemgetter(1))[1]
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return min(timeframe, key=operator.itemgetter(0))[0], max(timeframe, key=operator.itemgetter(1))[1]
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def _generate_text_table(self, data: Dict[str, Dict], results: DataFrame) -> str:
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"""
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@@ -16,10 +16,10 @@ class DefaultStrategy(IStrategy):
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# Minimal ROI designed for the strategy
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minimal_roi = {
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"40": 0.0,
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"30": 0.01,
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"20": 0.02,
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"0": 0.04
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"40": 0.0,
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"30": 0.01,
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"20": 0.02,
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"0": 0.04
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}
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# Optimal stoploss designed for the strategy
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@@ -204,14 +204,14 @@ class DefaultStrategy(IStrategy):
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"""
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dataframe.loc[
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(
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(dataframe['rsi'] < 35) &
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(dataframe['fastd'] < 35) &
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(dataframe['adx'] > 30) &
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(dataframe['plus_di'] > 0.5)
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(dataframe['rsi'] < 35) &
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(dataframe['fastd'] < 35) &
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(dataframe['adx'] > 30) &
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(dataframe['plus_di'] > 0.5)
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) |
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(
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(dataframe['adx'] > 65) &
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(dataframe['plus_di'] > 0.5)
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(dataframe['adx'] > 65) &
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(dataframe['plus_di'] > 0.5)
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),
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'buy'] = 1
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@@ -225,16 +225,16 @@ class DefaultStrategy(IStrategy):
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"""
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dataframe.loc[
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(
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(
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(qtpylib.crossed_above(dataframe['rsi'], 70)) |
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(qtpylib.crossed_above(dataframe['fastd'], 70))
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) &
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(dataframe['adx'] > 10) &
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(dataframe['minus_di'] > 0)
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(
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(qtpylib.crossed_above(dataframe['rsi'], 70)) |
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(qtpylib.crossed_above(dataframe['fastd'], 70))
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) &
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(dataframe['adx'] > 10) &
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(dataframe['minus_di'] > 0)
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) |
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(
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(dataframe['adx'] > 70) &
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(dataframe['minus_di'] > 0.5)
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(dataframe['adx'] > 70) &
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(dataframe['minus_di'] > 0.5)
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),
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'sell'] = 1
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return dataframe
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@@ -40,7 +40,6 @@ class StrategyResolver(object):
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self.strategy: IStrategy = self._load_strategy(strategy_name,
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extra_dir=config.get('strategy_path'))
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# Set attributes
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# Check if we need to override configuration
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if 'minimal_roi' in config:
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