Merge with develop

freqtrade/optimize/__init__.py

@@ -7,8 +7,8 @@ import os
 from typing import Optional, List, Dict, Tuple, Any
 import arrow
 
-from freqtrade import misc, constants
-from freqtrade.exchange import get_ticker_history
+from freqtrade import misc, constants, OperationalException
+from freqtrade.exchange import Exchange
 from freqtrade.arguments import TimeRange
 
 logger = logging.getLogger(__name__)
@@ -83,6 +83,7 @@ def load_data(datadir: str,
               ticker_interval: str,
               pairs: List[str],
               refresh_pairs: Optional[bool] = False,
+              exchange: Optional[Exchange] = None,
               timerange: TimeRange = TimeRange(None, None, 0, 0)) -> Dict[str, List]:
     """
     Loads ticker history data for the given parameters
@@ -93,7 +94,10 @@ def load_data(datadir: str,
     # If the user force the refresh of pairs
     if refresh_pairs:
         logger.info('Download data for all pairs and store them in %s', datadir)
-        download_pairs(datadir, pairs, ticker_interval, timerange=timerange)
+        if not exchange:
+            raise OperationalException("Exchange needs to be initialized when "
+                                       "calling load_data with refresh_pairs=True")
+        download_pairs(datadir, exchange, pairs, ticker_interval, timerange=timerange)
 
     for pair in pairs:
         pairdata = load_tickerdata_file(datadir, pair, ticker_interval, timerange=timerange)
@@ -119,13 +123,14 @@ def make_testdata_path(datadir: str) -> str:
     )
 
 
-def download_pairs(datadir, pairs: List[str],
+def download_pairs(datadir, exchange: Exchange, pairs: List[str],
                    ticker_interval: str,
                    timerange: TimeRange = TimeRange(None, None, 0, 0)) -> bool:
     """For each pairs passed in parameters, download the ticker intervals"""
     for pair in pairs:
         try:
             download_backtesting_testdata(datadir,
+                                          exchange=exchange,
                                           pair=pair,
                                           tick_interval=ticker_interval,
                                           timerange=timerange)
@@ -183,6 +188,7 @@ def load_cached_data_for_updating(filename: str,
 
 
 def download_backtesting_testdata(datadir: str,
+                                  exchange: Exchange,
                                   pair: str,
                                   tick_interval: str = '5m',
                                   timerange: Optional[TimeRange] = None) -> None:
@@ -216,7 +222,8 @@ def download_backtesting_testdata(datadir: str,
     logger.debug("Current Start: %s", misc.format_ms_time(data[1][0]) if data else 'None')
     logger.debug("Current End: %s", misc.format_ms_time(data[-1][0]) if data else 'None')
 
-    new_data = get_ticker_history(pair=pair, tick_interval=tick_interval, since_ms=since_ms)
+    new_data = exchange.get_ticker_history(pair=pair, tick_interval=tick_interval,
+                                           since_ms=since_ms)
     data.extend(new_data)
 
     logger.debug("New Start: %s", misc.format_ms_time(data[0][0]))

freqtrade/optimize/backtesting.py

@@ -14,7 +14,8 @@ from pandas import DataFrame
 from tabulate import tabulate
 
 import freqtrade.optimize as optimize
-from freqtrade import exchange, constants, DependencyException
+from freqtrade import constants, DependencyException
+from freqtrade.exchange import Exchange
 from freqtrade.analyze import Analyze
 from freqtrade.arguments import Arguments
 from freqtrade.configuration import Configuration
@@ -61,7 +62,8 @@ class Backtesting(object):
         self.config['exchange']['password'] = ''
         self.config['exchange']['uid'] = ''
         self.config['dry_run'] = True
-        exchange.init(self.config)
+        self.exchange = Exchange(self.config)
+        self.fee = self.exchange.get_fee()
 
     @staticmethod
     def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]:
@@ -130,14 +132,13 @@ class Backtesting(object):
 
         stake_amount = args['stake_amount']
         max_open_trades = args.get('max_open_trades', 0)
-        fee = exchange.get_fee()
         trade = Trade(
             open_rate=buy_row.close,
             open_date=buy_row.date,
             stake_amount=stake_amount,
             amount=stake_amount / buy_row.open,
-            fee_open=fee,
-            fee_close=fee
+            fee_open=self.fee,
+            fee_close=self.fee
         )
 
         # calculate win/lose forwards from buy point
@@ -256,7 +257,7 @@ class Backtesting(object):
         if self.config.get('live'):
             logger.info('Downloading data for all pairs in whitelist ...')
             for pair in pairs:
-                data[pair] = exchange.get_ticker_history(pair, self.ticker_interval)
+                data[pair] = self.exchange.get_ticker_history(pair, self.ticker_interval)
         else:
             logger.info('Using local backtesting data (using whitelist in given config) ...')
 
@@ -267,6 +268,7 @@ class Backtesting(object):
                 pairs=pairs,
                 ticker_interval=self.ticker_interval,
                 refresh_pairs=self.config.get('refresh_pairs', False),
+                exchange=self.exchange,
                 timerange=timerange
             )
 

freqtrade/optimize/hyperopt.py

@@ -39,7 +39,6 @@ class Hyperopt(Backtesting):
     hyperopt.start()
     """
     def __init__(self, config: Dict[str, Any]) -> None:
-
         super().__init__(config)
         # set TARGET_TRADES to suit your number concurrent trades so its realistic
         # to the number of days