added flake8 settings and optimization

.flake8

@@ -0,0 +1,4 @@
+[flake8]
+ignore = E226,E302,E41,E126,F841
+max-line-length = 160
+exclude = */tests/*

freqtrade/constants.py

@@ -35,7 +35,7 @@ SUPPORTED_FIAT = [
     "KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN",
     "RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD",
     "BTC", "ETH", "XRP", "LTC", "BCH", "USDT"
-    ]
+]
 
 # Required json-schema for user specified config
 CONF_SCHEMA = {

freqtrade/exchange/__init__.py

@@ -45,6 +45,7 @@ def retrier(f):
             else:
                 logger.warning('Giving up retrying: %s()', f.__name__)
                 raise ex
+
     return wrapper
 
 

freqtrade/optimize/backtesting.py

@@ -75,8 +75,7 @@ class Backtesting(object):
             (arrow.get(min(frame.date)), arrow.get(max(frame.date)))
             for frame in data.values()
         ]
-        return min(timeframe, key=operator.itemgetter(0))[0], \
+        return min(timeframe, key=operator.itemgetter(0))[0], max(timeframe, key=operator.itemgetter(1))[1]
-               max(timeframe, key=operator.itemgetter(1))[1]
 
     def _generate_text_table(self, data: Dict[str, Dict], results: DataFrame) -> str:
         """

freqtrade/strategy/resolver.py

@@ -40,7 +40,6 @@ class StrategyResolver(object):
         self.strategy: IStrategy = self._load_strategy(strategy_name,
                                                        extra_dir=config.get('strategy_path'))
 
-
         # Set attributes
         # Check if we need to override configuration
         if 'minimal_roi' in config:

requirements-aws.txt

@@ -1,18 +0,0 @@
-ccxt==1.14.24
-SQLAlchemy==1.2.7
-arrow==0.12.1
-cachetools==2.1.0
-requests==2.18.4
-urllib3==1.22
-wrapt==1.10.11
-pandas==0.23.0
-scikit-learn==0.19.1
-scipy==1.1.0
-jsonschema==2.6.0
-numpy==1.14.3
-TA-Lib==0.4.17
-git+git://github.com/berlinguyinca/networkx@v1.11
-tabulate==0.8.2
-coinmarketcap==5.0.3
-simplejson==3.15.0
-boto3

serverless.yml

@@ -1,337 +0,0 @@
-service: freq
-
-frameworkVersion: ">=1.1.0 <2.0.0"
-
-plugins:
-  - serverless-domain-manager
-  - serverless-python-requirements
-
-############################################################################################
-# configure out provider and the security guide lines
-############################################################################################
-provider:
-  name: aws
-  runtime: python3.6
-  region: us-east-2
-
-  #required permissions
-  iamRoleStatements:
-    - Effect: Allow
-      Action:
-        - dynamodb:*
-      Resource: "*"
-    - Effect: Allow
-      Action:
-        - SNS:*
-      Resource: { "Fn::Join" : [":", ["arn:aws:sns:${self:custom.region}",  "*:*" ] ]  }
-    - Effect: "Allow"
-      Action:
-        - ecs:RunTask
-      Resource: "*"
-    - Effect: Allow
-      Action:
-        - iam:PassRole
-      Resource: "*"
-
-  memorySize: 128
-  timeout: 90
-  versionFunctions: false
-
-  logRetentionInDays: 3
-
-  #where to store out data, needs to be manually created!
-  deploymentBucket:
-    name: lambdas-freq
-
-  # limit the invocations a bit to avoid overloading the server
-  usagePlan:
-    throttle:
-      burstLimit: 100
-      rateLimit: 50
-
-############################################################################################
-#custom configuration settings
-############################################################################################
-custom:
-  stage: ${opt:stage, self:provider.stage}
-  region: ${opt:region, self:provider.region}
-
-  snsTopic: "FreqQueue-${self:custom.stage}"
-  snsTradeTopic: "FreqTradeQueue-${self:custom.stage}"
-
-  tradeTable: "FreqTradesTable-${self:custom.stage}"
-  strategyTable: "FreqStrategyTable-${self:custom.stage}"
-
-  ###
-  # custom domain management
-  ###
-
-  customDomain:
-    basePath: "${self:custom.stage}"
-    domainName: "freq.isaac.international"
-    stage: "${self:custom.stage}"
-    createRoute53Record: true
-
-  pythonRequirements:
-    slim: true
-    invalidateCaches: true
-    dockerizePip: false
-    fileName: requirements-aws.txt
-    noDeploy:
-      - pytest
-      - moto
-      - plotly
-      - boto3
-      - pytest-mock
-      - pytest-cov
-      - pymongo
-package:
-    exclude:
-        - test/**
-        - node_modules/**
-        - doc/**
-        - scripts/**
-        - bin
-        - freqtrade/tests/**
-   
-############################################################################################
-# this section defines all lambda function and triggers
-############################################################################################
-functions:
-
-  #returns all known strategy names from the server
-  #and if they are private or not
-  strategies:
-    memorySize: 128
-    handler: freqtrade/aws/strategy.names
-    events:
-      - http:
-          path: strategies
-          method: get
-          cors: true
-
-    environment:
-      strategyTable: ${self:custom.strategyTable}
-    reservedConcurrency: 5
-
-  #returns the source code of this given strategy
-  #unless it's private
-  code:
-    memorySize: 128
-    handler: freqtrade/aws/strategy.code
-    events:
-      - http:
-          path: strategies/{user}/{name}/code
-          method: get
-          cors: true
-          integration: lambda
-          request:
-            parameter:
-              paths:
-                user: true
-                name: true
-          response:
-            headers:
-              Content-Type: "'text/plain'"
-            template: $input.path('$')
-                        
-    environment:
-      strategyTable: ${self:custom.strategyTable}
-    reservedConcurrency: 5
-
-  # loads the details of the specific strategy
-  get:
-    memorySize: 128
-    handler: freqtrade/aws/strategy.get
-    events:
-      - http:
-          path: strategies/{user}/{name}
-          method: get
-          cors: true
-          request:
-            parameter:
-              paths:
-                user: true
-                name: true
-
-    environment:
-      strategyTable: ${self:custom.strategyTable}
-    reservedConcurrency: 5
-
-  # loads the aggregation report for the given strategy based on different tickers
-  get_aggregate_interval:
-    memorySize: 128
-    handler: freqtrade/aws/aggregate/strategy.ticker
-    events:
-      - http:
-          path: strategies/{user}/{name}/aggregate/ticker
-          method: get
-          cors: true
-          request:
-            parameter:
-              paths:
-                user: true
-                name: true
-
-    environment:
-      strategyTable: ${self:custom.strategyTable}
-      tradeTable: ${self:custom.tradeTable}
-    reservedConcurrency: 5
-
-  # loads the aggregation report for the given strategy based on different tickers
-  get_aggregate_timeframe:
-    memorySize: 128
-    handler: freqtrade/aws/aggregate/strategy.timeframe
-    events:
-      - http:
-          path: strategies/{user}/{name}/aggregate/timeframe
-          method: get
-          cors: true
-          request:
-            parameter:
-              paths:
-                user: true
-                name: true
-
-    environment:
-      strategyTable: ${self:custom.strategyTable}
-      tradeTable: ${self:custom.tradeTable}
-    reservedConcurrency: 5
-
-  #submits a new strategy to the system
-  submit:
-    memorySize: 128
-    handler: freqtrade/aws/strategy.submit
-    events:
-      - http:
-          path: strategies/submit
-          method: post
-          cors: true
-
-    environment:
-      topic: ${self:custom.snsTopic}
-      strategyTable: ${self:custom.strategyTable}
-      BASE_URL: ${self:custom.customDomain.domainName}/${self:custom.customDomain.stage}
-    reservedConcurrency: 5
-
-  #submits a new strategy to the system
-  submit_github:
-    memorySize: 128
-    handler: freqtrade/aws/strategy.submit_github
-    events:
-      - http:
-          path: strategies/submit/github
-          method: post
-          cors: true
-
-    environment:
-      topic: ${self:custom.snsTopic}
-      strategyTable: ${self:custom.strategyTable}
-    reservedConcurrency: 1
-
-### TRADE REQUESTS
-
-  # loads all trades for a strategy and it's associated pairs
-  trades:
-    memorySize: 128
-    handler: freqtrade/aws/trade.get_trades
-    events:
-      - http:
-          path: strategies/{user}/{name}/{stake}/{asset}
-          method: get
-          cors: true
-          request:
-            parameter:
-              paths:
-                user: true
-                name: true
-                stake: true
-                asset: true
-
-    environment:
-      strategyTable: ${self:custom.strategyTable}
-      tradeTable: ${self:custom.tradeTable}
-    reservedConcurrency: 5
-
-  # submits a new trade to the system
-  trade:
-    memorySize: 128
-    handler: freqtrade/aws/trade.submit
-    events:
-      - http:
-          path: trade
-          method: post
-          cors: true
-
-    environment:
-      tradeTopic: ${self:custom.snsTradeTopic}
-    reservedConcurrency: 5
-
-  # query aggregates by day and ticker for all strategies
-  trade-aggregate:
-    memorySize: 128
-    handler: freqtrade/aws/trade.get_aggregated_trades
-
-    events:
-      - http:
-          path: trades/aggregate/{ticker}/{days}
-          method: get
-          cors: true
-          request:
-            parameter:
-              paths:
-                ticker: true
-                days: true
-    environment:
-      tradeTable: ${self:custom.tradeTable}
-
-    reservedConcurrency: 5
-### SNS TRIGGERED FUNCTIONS
-
-  # stores the received message in the trade table
-  trade-store:
-    memorySize: 128
-    handler: freqtrade/aws/trade.store
-
-    events:
-      - sns: ${self:custom.snsTradeTopic}
-
-    environment:
-      tradeTable: ${self:custom.tradeTable}
-
-    reservedConcurrency: 1
-  #backtests the strategy
-  #should be switched to utilze aws fargate instead
-  #and running a container
-  #so that we can evaluate long running tasks
-  backtest:
-    memorySize: 128
-    handler: freqtrade/aws/backtesting_lambda.backtest
-
-    events:
-      - sns: ${self:custom.snsTopic}
-
-    environment:
-      topic: ${self:custom.snsTopic}
-      tradeTable: ${self:custom.tradeTable}
-      strategyTable: ${self:custom.strategyTable}
-      BASE_URL: https://${self:custom.customDomain.domainName}/${self:custom.customDomain.stage}
-
-    reservedConcurrency: 1
-
-  # schedules all registered strategies on a daily base
-  schedule:
-    memorySize: 128
-    handler: freqtrade/aws/backtesting_lambda.cron
-
-    events:
-      - schedule:
-          rate: rate(1440 minutes)
-          enabled: true
-
-    environment:
-      topic: ${self:custom.snsTopic}
-      tradeTable: ${self:custom.tradeTable}
-      strategyTable: ${self:custom.strategyTable}
-
-    reservedConcurrency: 1

user_data/strategies/test_strategy.py

@@ -1,4 +1,3 @@
-
 # --- Do not remove these libs ---
 from freqtrade.strategy.interface import IStrategy
 from pandas import DataFrame