Merge branch 'develop' into self_building_ticker_history

.gitignore

@@ -1,3 +1,11 @@
+# Freqtrade rules
+freqtrade/tests/testdata/*.json
+hyperopt_conf.py
+config.json
+*.sqlite
+.hyperopt
+logfile.txt
+
 # Byte-compiled / optimized / DLL files
 __pycache__/
 *.py[cod]
@@ -73,12 +81,6 @@ target/
 # pyenv
 .python-version
 
-config.json
-preprocessor.py
-*.sqlite
-.hyperopt
-logfile.txt
-
 .env
 .venv
 .idea

.travis.yml

@@ -1,4 +1,4 @@
-sudo: false
+sudo: true
 os:
 - linux
 language: python
@@ -11,16 +11,27 @@ addons:
     - libdw-dev
     - binutils-dev
 install:
-- wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz
+- ./install_ta-lib.sh
-- tar zxvf ta-lib-0.4.0-src.tar.gz
-- cd ta-lib && ./configure && sudo make && sudo make install && cd ..
 - export LD_LIBRARY_PATH=/usr/local/lib:$LD_LIBRARY_PATH
-- pip install coveralls
+- pip install flake8 coveralls
 - pip install -r requirements.txt
-script:
+- pip install -e .
-- pytest --cov=freqtrade --cov-config=.coveragerc freqtrade/tests/
+jobs:
+  include:
+    - script: pytest --cov=freqtrade --cov-config=.coveragerc freqtrade/tests/
+    - script:
+      - cp config.json.example config.json
+      - python freqtrade/main.py backtesting
+    - script:
+      - cp config.json.example config.json
+      - python freqtrade/main.py hyperopt -e 5
+    - script: flake8 freqtrade
 after_success:
 - coveralls
 notifications:
   slack:
     secure: 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
+cache:
+  directories:
+    - $HOME/.cache/pip
+    - ta-lib

CONTRIBUTING.md

@@ -0,0 +1,39 @@
+Feel like our bot is missing a feature? We welcome your pull requests! Few pointers for contributions:
+
+- Create your PR against the `develop` branch, not `master`.
+- New features need to contain unit tests and must be PEP8 conformant (max-line-length = 100).
+
+If you are unsure, discuss the feature on our [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE)
+or in a [issue](https://github.com/gcarq/freqtrade/issues) before a PR.
+
+Before sending the PR:
+
+## Run unit tests
+
+All unit tests must pass. If a unit test is broken, change your code to make it pass. It means you have introduced a regression
+
+**Test the whole project**
+```bash
+pytest freqtrade
+```
+
+**Test only one file**
+```bash
+pytest freqtrade/tests/test_<file_name>.py
+```
+
+**Test only one method from one file**
+```bash
+pytest freqtrade/tests/test_<file_name>.py:test_<method_name>
+```
+## Test if your code is PEP8 compliant
+**Install packages** (If not already installed)
+```bash
+pip3.6 install flake8 coveralls
+``` 
+**Run Flake8**
+```bash
+flake8 freqtrade
+```
+
+

Dockerfile

@@ -20,4 +20,4 @@ RUN pip install -r requirements.txt
 # Install and execute
 COPY . /freqtrade/
 RUN pip install -e .
-CMD ["freqtrade"]
+ENTRYPOINT ["freqtrade"]

README.md

@@ -25,6 +25,7 @@ Persistence is achieved through sqlite.
 * /forcesell <trade_id>|all: Instantly sells the given trade (Ignoring `minimum_roi`).
 * /performance: Show performance of each finished trade grouped by pair
 * /balance: Show account balance per currency
+* /daily <n>: Shows profit or loss per day, over the last n days
 * /help: Show help message
 * /version: Show version
 
@@ -54,6 +55,12 @@ use the `last` price and values between those interpolate between ask and last
 price. Using `ask` price will guarantee quick success in bid, but bot will also
 end up paying more then would probably have been necessary.
 
+`fiat_display_currency` set the fiat to use for the conversion form coin to 
+fiat in Telegram. The valid value are: "AUD", "BRL", "CAD", "CHF", 
+"CLP", "CNY", "CZK", "DKK", "EUR", "GBP", "HKD", "HUF", "IDR", "ILS", 
+"INR", "JPY", "KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN",
+"RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD".
+
 The other values should be self-explanatory,
 if not feel free to raise a github issue.
 
@@ -61,6 +68,7 @@ if not feel free to raise a github issue.
 * python3.6
 * sqlite
 * [TA-lib](https://github.com/mrjbq7/ta-lib#dependencies) binaries
+* Minimal (advised) system requirements: 2GB RAM, 1GB data, 2vCPU
 
 ### Install
 
@@ -137,16 +145,26 @@ $ docker start freqtrade
 You do not need to rebuild the image for configuration
 changes, it will suffice to edit `config.json` and restart the container.
 
+#### systemd service file
+Copy `./freqtrade.service` to your systemd user directory (usually `~/.config/systemd/user`)
+and update `WorkingDirectory` and `ExecStart` to match your setup.
+After that you can start the daemon with:
+```bash
+$ systemctl --user start freqtrade
+```
+
 ### Usage
 ```
-usage: freqtrade [-h] [-c PATH] [-v] [--version] [--dynamic-whitelist]
+usage: main.py [-h] [-c PATH] [-v] [--version] [--dynamic-whitelist [INT]]
-                 {backtesting} ...
+               [--dry-run-db]
+               {backtesting,hyperopt} ...
 
 Simple High Frequency Trading Bot for crypto currencies
 
 positional arguments:
-  {backtesting}
+  {backtesting,hyperopt}
     backtesting         backtesting module
+    hyperopt            hyperopt module
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -154,17 +172,42 @@ optional arguments:
                         specify configuration file (default: config.json)
   -v, --verbose         be verbose
   --version             show program's version number and exit
-  --dynamic-whitelist   dynamically generate and update whitelist based on 24h
+  --dynamic-whitelist [INT]
-                        BaseVolume
+                        dynamically generate and update whitelist based on 24h
-
+                        BaseVolume (Default 20 currencies)
+  --dry-run-db          Force dry run to use a local DB
+                        "tradesv3.dry_run.sqlite" instead of memory DB. Work
+                        only if dry_run is enabled.
 ```
 
+#### Dynamic whitelist example
+Per default `--dynamic-whitelist` will retrieve the 20 currencies based 
+on BaseVolume. This value can be changed when you run the script.
+
+**By Default**  
+Get the 20 currencies based on BaseVolume.  
+```bash
+freqtrade --dynamic-whitelist
+```
+
+**Customize the number of currencies to retrieve**  
+Get the 30 currencies based on BaseVolume.  
+```bash
+freqtrade --dynamic-whitelist 30
+```
+
+**Exception**  
+`--dynamic-whitelist` must be greater than 0. If you enter 0 or a
+negative value (e.g -2), `--dynamic-whitelist` will use the default
+value (20).
+
 ### Backtesting
 
 Backtesting also uses the config specified via `-c/--config`.
 
 ```
 usage: freqtrade backtesting [-h] [-l] [-i INT] [--realistic-simulation]
+                             [-r]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -174,9 +217,25 @@ optional arguments:
   --realistic-simulation
                         uses max_open_trades from config to simulate real
                         world limitations
-
+  -r, --refresh-pairs-cached
+                        refresh the pairs files in tests/testdata with 
+                        the latest data from Bittrex. Use it if you want
+                        to run your backtesting with up-to-date data.
 ```
 
+#### How to use --refresh-pairs-cached parameter?
+The first time your run Backtesting, it will take the pairs your have 
+set in your config file and download data from Bittrex. 
+
+If for any reason you want to update your data set, you use 
+`--refresh-pairs-cached` to force Backtesting to update the data it has. 
+**Use it only if you want to update your data set. You will not be able
+to come back to the previous version.**
+
+To test your strategy with latest data, we recommend to continue using  
+the parameter `-l` or `--live`.
+
+
 ### Hyperopt
 
 It is possible to use hyperopt for trading strategy optimization.
@@ -201,8 +260,5 @@ $ pytest freqtrade
 
 ### Contributing
 
-Feel like our bot is missing a feature? We welcome your pull requests! Few pointers for contributions:
+We welcome contributions. See our [contribution guide](https://github.com/gcarq/freqtrade/blob/develop/README.md)
-
+for more details.
-- Create your PR against the `develop` branch, not `master`.
-- New features need to contain unit tests.
-- If you are unsure, discuss the feature on [slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE) or in a [issue](https://github.com/gcarq/freqtrade/issues) before a PR.

config.json.example

@@ -2,6 +2,7 @@
     "max_open_trades": 3,
     "stake_currency": "BTC",
     "stake_amount": 0.05,
+    "fiat_display_currency": "USD",
     "dry_run": false,
     "minimal_roi": {
         "40":  0.0,
@@ -18,14 +19,16 @@
         "key": "key",
         "secret": "secret",
         "pair_whitelist": [
-            "BTC_RLC",
+            "BTC_ETH",
-            "BTC_TKN",
+            "BTC_LTC",
-            "BTC_TRST",
+            "BTC_ETC",
-            "BTC_SWT",
+            "BTC_DASH",
-            "BTC_PIVX",
+            "BTC_ZEC",
-            "BTC_MLN",
+            "BTC_XLM",
-            "BTC_XZC",
+            "BTC_NXT",
-            "BTC_LUN"
+            "BTC_POWR",
+            "BTC_ADA",
+            "BTC_XMR"
         ]
     },
     "experimental": {

freqtrade.service

@@ -0,0 +1,14 @@
+[Unit]
+Description=Freqtrade Daemon
+After=network.target
+
+[Service]
+# Set WorkingDirectory and ExecStart to your file paths accordingly
+# NOTE: %h will be resolved to /home/<username>
+WorkingDirectory=%h/freqtrade
+ExecStart=/usr/bin/freqtrade --dynamic-whitelist 40
+Restart=on-failure
+
+[Install]
+WantedBy=default.target
+

freqtrade/analyze.py

@@ -144,6 +144,9 @@ def get_signal(pair: str, signal: SignalType) -> bool:
     except ValueError as ex:
         logger.warning('Unable to analyze ticker for pair %s: %s', pair, str(ex))
         return False
+    except Exception:
+        logger.exception('Unexpected error when analyzing ticker for pair %s.', pair)
+        return False
 
     if dataframe.empty:
         return False

freqtrade/exchange/__init__.py

@@ -3,6 +3,7 @@
 import enum
 import logging
 from random import randint
+from threading import RLock
 from typing import List, Dict, Any, Optional
 
 import arrow
@@ -14,6 +15,7 @@ from freqtrade.exchange.bittrex import Bittrex
 from freqtrade.exchange.interface import Exchange
 
 logger = logging.getLogger(__name__)
+lock = RLock()
 
 # Current selected exchange
 _API: Exchange = None
@@ -138,7 +140,7 @@ def get_ticker(pair: str) -> dict:
     return _API.get_ticker(pair)
 
 
-@cached(TTLCache(maxsize=100, ttl=30))
+@cached(TTLCache(maxsize=100, ttl=30), lock=lock)
 def get_ticker_history(pair: str, tick_interval: Optional[int] = 5) -> List[Dict]:
     return _API.get_ticker_history(pair, tick_interval)
 

freqtrade/exchange/bittrex.py

@@ -40,46 +40,68 @@ class Bittrex(Exchange):
             api_version=API_V2_0,
         )
 
+    @staticmethod
+    def _validate_response(response) -> None:
+        """
+        Validates the given bittrex response
+        and raises a ContentDecodingError if a non-fatal issue happened.
+        """
+        temp_error_messages = [
+            'NO_API_RESPONSE',
+            'MIN_TRADE_REQUIREMENT_NOT_MET',
+        ]
+        if response['message'] in temp_error_messages:
+            raise ContentDecodingError('Got {}'.format(response['message']))
+
     @property
     def fee(self) -> float:
-        # See https://bittrex.com/fees
+        # 0.25 %: See https://bittrex.com/fees
         return 0.0025
 
     def buy(self, pair: str, rate: float, amount: float) -> str:
         data = _API.buy_limit(pair.replace('_', '-'), amount, rate)
         if not data['success']:
-            raise OperationalException(
+            Bittrex._validate_response(data)
-                '{message} params=({pair}, {rate}, {amount})'.format(
+            raise OperationalException('{message} params=({pair}, {rate}, {amount})'.format(
-                    message=data['message'], pair=pair, rate=rate, amount=amount))
+                message=data['message'],
+                pair=pair,
+                rate=rate,
+                amount=amount))
         return data['result']['uuid']
 
     def sell(self, pair: str, rate: float, amount: float) -> str:
         data = _API.sell_limit(pair.replace('_', '-'), amount, rate)
         if not data['success']:
-            raise OperationalException(
+            Bittrex._validate_response(data)
-                '{message} params=({pair}, {rate}, {amount})'.format(
+            raise OperationalException('{message} params=({pair}, {rate}, {amount})'.format(
-                    message=data['message'], pair=pair, rate=rate, amount=amount))
+                message=data['message'],
+                pair=pair,
+                rate=rate,
+                amount=amount))
         return data['result']['uuid']
 
     def get_balance(self, currency: str) -> float:
         data = _API.get_balance(currency)
         if not data['success']:
+            Bittrex._validate_response(data)
             raise OperationalException('{message} params=({currency})'.format(
                 message=data['message'],
                 currency=currency))
         return float(data['result']['Balance'] or 0.0)
 
+      
     def get_balances(self):
         data = _API.get_balances()
         if not data['success']:
-            raise OperationalException(
+            Bittrex._validate_response(data)
-                '{message}'.format(
+            raise OperationalException('{message}'.format(message=data['message'])
-                    message=data['message']))
         return data['result']
 
+                                       
     def get_ticker(self, pair: str) -> dict:
         data = _API.get_ticker(pair.replace('_', '-'))
         if not data['success']:
+            Bittrex._validate_response(data)
             raise OperationalException('{message} params=({pair})'.format(
                 message=data['message'],
                 pair=pair))
@@ -145,6 +167,7 @@ class Bittrex(Exchange):
                             pair=pair))
 
         if not data['success']:
+            Bittrex._validate_response(data)
             raise OperationalException('{message} params=({pair})'.format(
                 message=data['message'],
                 pair=pair))
@@ -154,6 +177,7 @@ class Bittrex(Exchange):
     def get_order(self, order_id: str) -> Dict:
         data = _API.get_order(order_id)
         if not data['success']:
+            Bittrex._validate_response(data)
             raise OperationalException('{message} params=({order_id})'.format(
                 message=data['message'],
                 order_id=order_id))
@@ -172,6 +196,7 @@ class Bittrex(Exchange):
     def cancel_order(self, order_id: str) -> None:
         data = _API.cancel(order_id)
         if not data['success']:
+            Bittrex._validate_response(data)
             raise OperationalException('{message} params=({order_id})'.format(
                 message=data['message'],
                 order_id=order_id))
@@ -183,25 +208,22 @@ class Bittrex(Exchange):
     def get_markets(self) -> List[str]:
         data = _API.get_markets()
         if not data['success']:
-            raise OperationalException(
+            Bittrex._validate_response(data)
-                '{message}'.format(
+            raise OperationalException('{message}'.format(message=data['message']))
-                    message=data['message']))
         return [m['MarketName'].replace('-', '_') for m in data['result']]
 
     def get_market_summaries(self) -> List[Dict]:
         data = _API.get_market_summaries()
         if not data['success']:
-            raise OperationalException(
+            Bittrex._validate_response(data)
-                '{message}'.format(
+            raise OperationalException('{message}'.format(message=data['message']))
-                    message=data['message']))
         return data['result']
 
     def get_wallet_health(self) -> List[Dict]:
         data = _API_V2.get_wallet_health()
         if not data['success']:
-            raise OperationalException(
+            Bittrex._validate_response(data)
-                '{message}'.format(
+            raise OperationalException('{message}'.format(message=data['message']))
-                    message=data['message']))
         return [{
             'Currency': entry['Health']['Currency'],
             'IsActive': entry['Health']['IsActive'],

freqtrade/fiat_convert.py

@@ -0,0 +1,156 @@
+import logging
+import time
+from pymarketcap import Pymarketcap
+
+logger = logging.getLogger(__name__)
+
+
+class CryptoFiat():
+    # Constants
+    CACHE_DURATION = 6 * 60 * 60  # 6 hours
+
+    def __init__(self, crypto_symbol: str, fiat_symbol: str, price: float) -> None:
+        """
+        Create an object that will contains the price for a crypto-currency in fiat
+        :param crypto_symbol: Crypto-currency you want to convert (e.g BTC)
+        :param fiat_symbol: FIAT currency you want to convert to (e.g USD)
+        :param price: Price in FIAT
+        """
+
+        # Public attributes
+        self.crypto_symbol = None
+        self.fiat_symbol = None
+        self.price = 0.0
+
+        # Private attributes
+        self._expiration = 0
+
+        self.crypto_symbol = crypto_symbol.upper()
+        self.fiat_symbol = fiat_symbol.upper()
+        self.set_price(price=price)
+
+    def set_price(self, price: float) -> None:
+        """
+        Set the price of the Crypto-currency in FIAT and set the expiration time
+        :param price: Price of the current Crypto currency in the fiat
+        :return: None
+        """
+        self.price = price
+        self._expiration = time.time() + self.CACHE_DURATION
+
+    def is_expired(self) -> bool:
+        """
+        Return if the current price is still valid or needs to be refreshed
+        :return: bool, true the price is expired and needs to be refreshed, false the price is
+         still valid
+        """
+        return self._expiration - time.time() <= 0
+
+
+class CryptoToFiatConverter():
+    # Constants
+    SUPPORTED_FIAT = [
+        "AUD", "BRL", "CAD", "CHF", "CLP", "CNY", "CZK", "DKK",
+        "EUR", "GBP", "HKD", "HUF", "IDR", "ILS", "INR", "JPY",
+        "KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN",
+        "RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD"
+    ]
+
+    def __init__(self) -> None:
+        self._coinmarketcap = Pymarketcap()
+        self._pairs = []
+
+    def convert_amount(self, crypto_amount: float, crypto_symbol: str, fiat_symbol: str) -> float:
+        """
+        Convert an amount of crypto-currency to fiat
+        :param crypto_amount: amount of crypto-currency to convert
+        :param crypto_symbol: crypto-currency used
+        :param fiat_symbol: fiat to convert to
+        :return: float, value in fiat of the crypto-currency amount
+        """
+        price = self.get_price(crypto_symbol=crypto_symbol, fiat_symbol=fiat_symbol)
+        return float(crypto_amount) * float(price)
+
+    def get_price(self, crypto_symbol: str, fiat_symbol: str) -> float:
+        """
+        Return the price of the Crypto-currency in Fiat
+        :param crypto_symbol: Crypto-currency you want to convert (e.g BTC)
+        :param fiat_symbol: FIAT currency you want to convert to (e.g USD)
+        :return: Price in FIAT
+        """
+        crypto_symbol = crypto_symbol.upper()
+        fiat_symbol = fiat_symbol.upper()
+
+        # Check if the fiat convertion you want is supported
+        if not self._is_supported_fiat(fiat=fiat_symbol):
+            raise ValueError('The fiat {} is not supported.'.format(fiat_symbol))
+
+        # Get the pair that interest us and return the price in fiat
+        for pair in self._pairs:
+            if pair.crypto_symbol == crypto_symbol and pair.fiat_symbol == fiat_symbol:
+                # If the price is expired we refresh it, avoid to call the API all the time
+                if pair.is_expired():
+                    pair.set_price(
+                        price=self._find_price(
+                            crypto_symbol=pair.crypto_symbol,
+                            fiat_symbol=pair.fiat_symbol
+                        )
+                    )
+
+                # return the last price we have for this pair
+                return pair.price
+
+        # The pair does not exist, so we create it and return the price
+        return self._add_pair(
+            crypto_symbol=crypto_symbol,
+            fiat_symbol=fiat_symbol,
+            price=self._find_price(
+                crypto_symbol=crypto_symbol,
+                fiat_symbol=fiat_symbol
+            )
+        )
+
+    def _add_pair(self, crypto_symbol: str, fiat_symbol: str, price: float) -> float:
+        """
+        :param crypto_symbol: Crypto-currency you want to convert (e.g BTC)
+        :param fiat_symbol: FIAT currency you want to convert to (e.g USD)
+        :return: price in FIAT
+        """
+        self._pairs.append(
+            CryptoFiat(
+                crypto_symbol=crypto_symbol,
+                fiat_symbol=fiat_symbol,
+                price=price
+            )
+        )
+
+        return price
+
+    def _is_supported_fiat(self, fiat: str) -> bool:
+        """
+        Check if the FIAT your want to convert to is supported
+        :param fiat: FIAT to check (e.g USD)
+        :return: bool, True supported, False not supported
+        """
+
+        fiat = fiat.upper()
+
+        return fiat in self.SUPPORTED_FIAT
+
+    def _find_price(self, crypto_symbol: str, fiat_symbol: str) -> float:
+        """
+        Call CoinMarketCap API to retrieve the price in the FIAT
+        :param crypto_symbol: Crypto-currency you want to convert (e.g BTC)
+        :param fiat_symbol: FIAT currency you want to convert to (e.g USD)
+        :return: float, price of the crypto-currency in Fiat
+        """
+        # Check if the fiat convertion you want is supported
+        if not self._is_supported_fiat(fiat=fiat_symbol):
+            raise ValueError('The fiat {} is not supported.'.format(fiat_symbol))
+
+        return float(
+            self._coinmarketcap.ticker(
+                currency=crypto_symbol,
+                convert=fiat_symbol
+            )['price_' + fiat_symbol.lower()]
+        )

freqtrade/main.py

@@ -1,10 +1,12 @@
 #!/usr/bin/env python3
+import asyncio
 import copy
 import json
 import logging
 import sys
 import time
 import traceback
+from concurrent.futures import ThreadPoolExecutor
 from datetime import datetime
 from typing import Dict, Optional, List
 
@@ -17,25 +19,24 @@ from freqtrade.analyze import get_signal, SignalType
 from freqtrade.misc import State, get_state, update_state, parse_args, throttle, \
     load_config
 from freqtrade.persistence import Trade
+from freqtrade.fiat_convert import CryptoToFiatConverter
 
 logger = logging.getLogger('freqtrade')
 
 _CONF = {}
 
 
-def refresh_whitelist(whitelist: Optional[List[str]] = None) -> None:
+def refresh_whitelist(whitelist: List[str]) -> List[str]:
     """
     Check wallet health and remove pair from whitelist if necessary
-    :param whitelist: a new whitelist (optional)
+    :param whitelist: the pair the user might want to trade
-    :return: None
+    :return: the list of pairs the user wants to trade without the one unavailable or black_listed
     """
-    whitelist = whitelist or _CONF['exchange']['pair_whitelist']
-
     sanitized_whitelist = []
     health = exchange.get_wallet_health()
     for status in health:
         pair = '{}_{}'.format(_CONF['stake_currency'], status['Currency'])
-        if pair not in whitelist:
+        if pair not in whitelist or pair in _CONF['exchange'].get('pair_blacklist', []):
             continue
         if status['IsActive']:
             sanitized_whitelist.append(pair)
@@ -44,24 +45,29 @@ def refresh_whitelist(whitelist: Optional[List[str]] = None) -> None:
                 'Ignoring %s from whitelist (reason: %s).',
                 pair, status.get('Notice') or 'wallet is not active'
             )
-    if _CONF['exchange']['pair_whitelist'] != sanitized_whitelist:
+    return sanitized_whitelist
-        logger.debug('Using refreshed pair whitelist: %s ...', sanitized_whitelist)
-        _CONF['exchange']['pair_whitelist'] = sanitized_whitelist
 
 
-def _process(dynamic_whitelist: Optional[bool] = False) -> bool:
+def _process(nb_assets: Optional[int] = 0) -> bool:
     """
     Queries the persistence layer for open trades and handles them,
     otherwise a new trade is created.
-    :param: dynamic_whitelist: True is a dynamic whitelist should be generated (optional)
+    :param: nb_assets: the maximum number of pairs to be traded at the same time
     :return: True if a trade has been created or closed, False otherwise
     """
     state_changed = False
     try:
         # Refresh whitelist based on wallet maintenance
-        refresh_whitelist(
+        sanitized_list = refresh_whitelist(
-            gen_pair_whitelist(_CONF['stake_currency']) if dynamic_whitelist else None
+            gen_pair_whitelist(
+                _CONF['stake_currency']
+            ) if nb_assets else _CONF['exchange']['pair_whitelist']
         )
+
+        # Keep only the subsets of pairs wanted (up to nb_assets)
+        final_list = sanitized_list[:nb_assets] if nb_assets else sanitized_list
+        _CONF['exchange']['pair_whitelist'] = final_list
+
         # Query trades from persistence layer
         trades = Trade.query.filter(Trade.is_open.is_(True)).all()
         if len(trades) < _CONF['max_open_trades']:
@@ -73,8 +79,8 @@ def _process(dynamic_whitelist: Optional[bool] = False) -> bool:
                         'Checked all whitelisted currencies. '
                         'Found no suitable entry positions for buying. Will keep looking ...'
                     )
-            except DependencyException as e:
+            except DependencyException as exception:
-                logger.warning('Unable to create trade: %s', e)
+                logger.warning('Unable to create trade: %s', exception)
 
         for trade in trades:
             # Get order details for actual price per unit
@@ -115,14 +121,42 @@ def execute_sell(trade: Trade, limit: float) -> None:
     order_id = exchange.sell(str(trade.pair), limit, trade.amount)
     trade.open_order_id = order_id
 
-    fmt_exp_profit = round(trade.calc_profit(limit) * 100, 2)
+    fmt_exp_profit = round(trade.calc_profit_percent(rate=limit) * 100, 2)
-    rpc.send_msg('*{}:* Selling [{}]({}) with limit `{:.8f} (profit: ~{:.2f}%)`'.format(
+    profit_trade = trade.calc_profit(rate=limit)
-        trade.exchange,
+
-        trade.pair.replace('_', '/'),
+    message = '*{exchange}:* Selling [{pair}]({pair_url}) with limit `{limit:.8f}`'.format(
-        exchange.get_pair_detail_url(trade.pair),
+                    exchange=trade.exchange,
-        limit,
+                    pair=trade.pair.replace('_', '/'),
-        fmt_exp_profit
+                    pair_url=exchange.get_pair_detail_url(trade.pair),
-    ))
+                    limit=limit
+                )
+
+    # For regular case, when the configuration exists
+    if 'stake_currency' in _CONF and 'fiat_display_currency' in _CONF:
+        fiat_converter = CryptoToFiatConverter()
+        profit_fiat = fiat_converter.convert_amount(
+            profit_trade,
+            _CONF['stake_currency'],
+            _CONF['fiat_display_currency']
+        )
+        message += '` (profit: ~{profit_percent:.2f}%, {profit_coin:.8f} {coin}`' \
+                   '` / {profit_fiat:.3f} {fiat})`'.format(
+                        profit_percent=fmt_exp_profit,
+                        profit_coin=profit_trade,
+                        coin=_CONF['stake_currency'],
+                        profit_fiat=profit_fiat,
+                        fiat=_CONF['fiat_display_currency'],
+                   )
+    # Because telegram._forcesell does not have the configuration
+    # Ignore the FIAT value and does not show the stake_currency as well
+    else:
+        message += '` (profit: ~{profit_percent:.2f}%, {profit_coin:.8f})`'.format(
+            profit_percent=fmt_exp_profit,
+            profit_coin=profit_trade
+        )
+
+    # Send the message
+    rpc.send_msg(message)
     Trade.session.flush()
 
 
@@ -131,7 +165,7 @@ def min_roi_reached(trade: Trade, current_rate: float, current_time: datetime) -
     Based an earlier trade and current price and ROI configuration, decides whether bot should sell
     :return True if bot should sell at current rate
     """
-    current_profit = trade.calc_profit(current_rate)
+    current_profit = trade.calc_profit_percent(current_rate)
     if 'stoploss' in _CONF and current_profit < float(_CONF['stoploss']):
         logger.debug('Stop loss hit.')
         return True
@@ -142,7 +176,7 @@ def min_roi_reached(trade: Trade, current_rate: float, current_time: datetime) -
         if time_diff > float(duration) and current_profit > threshold:
             return True
 
-    logger.debug('Threshold not reached. (cur_profit: %1.2f%%)', current_profit * 100.0)
+    logger.debug('Threshold not reached. (cur_profit: %1.2f%%)', float(current_profit) * 100.0)
     return False
 
 
@@ -158,18 +192,21 @@ def handle_trade(trade: Trade) -> bool:
     current_rate = exchange.get_ticker(trade.pair)['bid']
 
     # Check if minimal roi has been reached
-    if not min_roi_reached(trade, current_rate, datetime.utcnow()):
+    if min_roi_reached(trade, current_rate, datetime.utcnow()):
-        return False
+        logger.debug('Executing sell due to ROI ...')
+        execute_sell(trade, current_rate)
+        return True
 
     # Check if sell signal has been enabled and triggered
     if _CONF.get('experimental', {}).get('use_sell_signal'):
         logger.debug('Checking sell_signal ...')
-        if not get_signal(trade.pair, SignalType.SELL):
+        if get_signal(trade.pair, SignalType.SELL):
-            return False
+            logger.debug('Executing sell due to sell signal ...')
-
             execute_sell(trade, current_rate)
             return True
 
+    return False
+
 
 def get_target_bid(ticker: Dict[str, float]) -> float:
     """ Calculates bid target between current ask price and last price """
@@ -206,8 +243,17 @@ def create_trade(stake_amount: float) -> bool:
         raise DependencyException('No pair in whitelist')
 
     # Pick pair based on StochRSI buy signals
-    for _pair in whitelist:
+    with ThreadPoolExecutor() as pool:
-        if get_signal(_pair, SignalType.BUY):
+        awaitable_signals = [
+            asyncio.wrap_future(pool.submit(get_signal, pair, SignalType.BUY))
+            for pair in whitelist
+        ]
+
+    loop = asyncio.get_event_loop()
+    signals = loop.run_until_complete(asyncio.gather(*awaitable_signals))
+
+    for idx, _pair in enumerate(whitelist):
+        if signals[idx]:
             pair = _pair
             break
     else:
@@ -230,7 +276,7 @@ def create_trade(stake_amount: float) -> bool:
         pair=pair,
         stake_amount=stake_amount,
         amount=amount,
-        fee=exchange.get_fee() * 2,
+        fee=exchange.get_fee(),
         open_rate=buy_limit,
         open_date=datetime.utcnow(),
         exchange=exchange.get_name().upper(),
@@ -262,11 +308,10 @@ def init(config: dict, db_url: Optional[str] = None) -> None:
 
 
 @cached(TTLCache(maxsize=1, ttl=1800))
-def gen_pair_whitelist(base_currency: str, topn: int = 20, key: str = 'BaseVolume') -> List[str]:
+def gen_pair_whitelist(base_currency: str, key: str = 'BaseVolume') -> List[str]:
     """
     Updates the whitelist with with a dynamically generated list
     :param base_currency: base currency as str
-    :param topn: maximum number of returned results
     :param key: sort key (defaults to 'BaseVolume')
     :return: List of pairs
     """
@@ -275,7 +320,8 @@ def gen_pair_whitelist(base_currency: str, topn: int = 20, key: str = 'BaseVolum
         key=lambda s: s.get(key) or 0.0,
         reverse=True
     )
-    return [s['MarketName'].replace('-', '_') for s in summaries[:topn]]
+
+    return [s['MarketName'].replace('-', '_') for s in summaries]
 
 
 def cleanup() -> None:
@@ -320,6 +366,16 @@ def main() -> None:
     if args.dynamic_whitelist:
         logger.info('Using dynamically generated whitelist. (--dynamic-whitelist detected)')
 
+    # If the user ask for Dry run with a local DB instead of memory
+    if args.dry_run_db:
+        if _CONF.get('dry_run', False):
+            _CONF.update({'dry_run_db': True})
+            logger.info(
+                'Dry_run will use the DB file: "tradesv3.dry_run.sqlite". (--dry_run_db detected)'
+            )
+        else:
+            logger.info('Dry run is disabled. (--dry_run_db ignored)')
+
     try:
         init(_CONF)
         old_state = None
@@ -336,7 +392,7 @@ def main() -> None:
                 throttle(
                     _process,
                     min_secs=_CONF['internals'].get('process_throttle_secs', 10),
-                    dynamic_whitelist=args.dynamic_whitelist,
+                    nb_assets=args.dynamic_whitelist,
                 )
             old_state = new_state
     except KeyboardInterrupt:

freqtrade/misc.py

@@ -112,8 +112,19 @@ def parse_args(args: List[str]):
     )
     parser.add_argument(
         '--dynamic-whitelist',
-        help='dynamically generate and update whitelist based on 24h BaseVolume',
+        help='dynamically generate and update whitelist based on 24h BaseVolume (Default 20 currencies)',  # noqa
+        dest='dynamic_whitelist',
+        const=20,
+        type=int,
+        metavar='INT',
+        nargs='?',
+    )
+    parser.add_argument(
+        '--dry-run-db',
+        help='Force dry run to use a local DB "tradesv3.dry_run.sqlite" instead of memory DB. Work only if dry_run is \
+             enabled.',  # noqa
         action='store_true',
+        dest='dry_run_db',
     )
     build_subcommands(parser)
     parsed_args = parser.parse_args(args)
@@ -155,6 +166,13 @@ def build_subcommands(parser: argparse.ArgumentParser) -> None:
         action='store_true',
         dest='realistic_simulation',
     )
+    backtesting_cmd.add_argument(
+        '-r', '--refresh-pairs-cached',
+        help='refresh the pairs files in tests/testdata with the latest data from Bittrex. \
+              Use it if you want to run your backtesting with up-to-date data.',
+        action='store_true',
+        dest='refresh_pairs',
+    )
 
     # Add hyperopt subcommand
     hyperopt_cmd = subparsers.add_parser('hyperopt', help='hyperopt module')
@@ -173,6 +191,14 @@ def build_subcommands(parser: argparse.ArgumentParser) -> None:
         dest='mongodb',
         action='store_true',
     )
+    hyperopt_cmd.add_argument(
+        '-i', '--ticker-interval',
+        help='specify ticker interval in minutes (default: 5)',
+        dest='ticker_interval',
+        default=5,
+        type=int,
+        metavar='INT',
+    )
 
 
 # Required json-schema for user specified config
@@ -182,6 +208,7 @@ CONF_SCHEMA = {
         'max_open_trades': {'type': 'integer', 'minimum': 1},
         'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT']},
         'stake_amount': {'type': 'number', 'minimum': 0.0005},
+        'fiat_display_currency': {'type': 'string', 'enum': ['USD', 'EUR', 'CAD', 'SGD']},
         'dry_run': {'type': 'boolean'},
         'minimal_roi': {
             'type': 'object',
@@ -241,6 +268,14 @@ CONF_SCHEMA = {
                         'pattern': '^[0-9A-Z]+_[0-9A-Z]+$'
                     },
                     'uniqueItems': True
+                },
+                'pair_blacklist': {
+                    'type': 'array',
+                    'items': {
+                        'type': 'string',
+                        'pattern': '^[0-9A-Z]+_[0-9A-Z]+$'
+                    },
+                    'uniqueItems': True
                 }
             },
             'required': ['name', 'key', 'secret', 'pair_whitelist']
@@ -253,6 +288,7 @@ CONF_SCHEMA = {
         'max_open_trades',
         'stake_currency',
         'stake_amount',
+        'fiat_display_currency',
         'dry_run',
         'minimal_roi',
         'bid_strategy',

freqtrade/optimize/__init__.py

@@ -1,41 +1,117 @@
 # pragma pylint: disable=missing-docstring
 
-
+import logging
 import json
 import os
 from typing import Optional, List, Dict
-
 from pandas import DataFrame
-
+from freqtrade.exchange import get_ticker_history
+from freqtrade.optimize.hyperopt_conf import hyperopt_optimize_conf
 from freqtrade.analyze import populate_indicators, parse_ticker_dataframe
 
+logger = logging.getLogger(__name__)
 
-def load_data(ticker_interval: int = 5, pairs: Optional[List[str]] = None) -> Dict[str, List]:
+
+def load_data(ticker_interval: int = 5, pairs: Optional[List[str]] = None,
+              refresh_pairs: Optional[bool] = False) -> Dict[str, List]:
     """
     Loads ticker history data for the given parameters
     :param ticker_interval: ticker interval in minutes
     :param pairs: list of pairs
     :return: dict
     """
-    path = os.path.abspath(os.path.dirname(__file__))
+    path = testdata_path()
     result = {}
-    _pairs = pairs or [
+
-        'BTC_BCC', 'BTC_ETH', 'BTC_DASH', 'BTC_POWR', 'BTC_ETC',
+    _pairs = pairs or hyperopt_optimize_conf()['exchange']['pair_whitelist']
-        'BTC_VTC', 'BTC_WAVES', 'BTC_LSK', 'BTC_XLM', 'BTC_OK',
+
-    ]
+    # If the user force the refresh of pairs
+    if refresh_pairs:
+        logger.info('Download data for all pairs and store them in freqtrade/tests/testsdata')
+        download_pairs(_pairs)
+
     for pair in _pairs:
-        with open('{abspath}/../tests/testdata/{pair}-{ticker_interval}.json'.format(
+        file = '{abspath}/{pair}-{ticker_interval}.json'.format(
             abspath=path,
             pair=pair,
             ticker_interval=ticker_interval,
-        )) as tickerdata:
+        )
+        # The file does not exist we download it
+        if not os.path.isfile(file):
+            download_backtesting_testdata(pair=pair, interval=ticker_interval)
+
+        # Read the file, load the json
+        with open(file) as tickerdata:
             result[pair] = json.load(tickerdata)
     return result
 
 
 def preprocess(tickerdata: Dict[str, List]) -> Dict[str, DataFrame]:
     """Creates a dataframe and populates indicators for given ticker data"""
-    processed = {}
+    return {pair: populate_indicators(parse_ticker_dataframe(pair_data))
-    for pair, pair_data in tickerdata.items():
+            for pair, pair_data in tickerdata.items()}
-        processed[pair] = populate_indicators(parse_ticker_dataframe(pair_data))
+
-    return processed
+
+def testdata_path() -> str:
+    """Return the path where testdata files are stored"""
+    return os.path.abspath(os.path.join(os.path.dirname(__file__), '..', 'tests', 'testdata'))
+
+
+def download_pairs(pairs: List[str]) -> bool:
+    """For each pairs passed in parameters, download 1 and 5 ticker intervals"""
+    for pair in pairs:
+        try:
+            for interval in [1, 5]:
+                download_backtesting_testdata(pair=pair, interval=interval)
+        except BaseException:
+            logger.info('Failed to download the pair: "{pair}", Interval: {interval} min'.format(
+                pair=pair,
+                interval=interval,
+            ))
+            return False
+    return True
+
+
+def download_backtesting_testdata(pair: str, interval: int = 5) -> bool:
+    """
+    Download the latest 1 and 5 ticker intervals from Bittrex for the pairs passed in parameters
+    Based on @Rybolov work: https://github.com/rybolov/freqtrade-data
+    :param pairs: list of pairs to download
+    :return: bool
+    """
+
+    path = testdata_path()
+    logger.info('Download the pair: "{pair}", Interval: {interval} min'.format(
+        pair=pair,
+        interval=interval,
+    ))
+
+    filepair = pair.replace("-", "_")
+    filename = os.path.join(path, '{pair}-{interval}.json'.format(
+        pair=filepair,
+        interval=interval,
+    ))
+    filename = filename.replace('USDT_BTC', 'BTC_FAKEBULL')
+
+    if os.path.isfile(filename):
+        with open(filename, "rt") as fp:
+            data = json.load(fp)
+        logger.debug("Current Start: {}".format(data[1]['T']))
+        logger.debug("Current End: {}".format(data[-1:][0]['T']))
+    else:
+        data = []
+        logger.debug("Current Start: None")
+        logger.debug("Current End: None")
+
+    new_data = get_ticker_history(pair=pair, tick_interval=int(interval))
+    for row in new_data:
+        if row not in data:
+            data.append(row)
+    logger.debug("New Start: {}".format(data[1]['T']))
+    logger.debug("New End: {}".format(data[-1:][0]['T']))
+    data = sorted(data, key=lambda data: data['T'])
+
+    with open(filename, "wt") as fp:
+        json.dump(data, fp)
+
+    return True

freqtrade/optimize/backtesting.py

@@ -35,7 +35,8 @@ def get_timeframe(data: Dict[str, Dict]) -> Tuple[arrow.Arrow, arrow.Arrow]:
     return arrow.get(min_date), arrow.get(max_date)
 
 
-def generate_text_table(data: Dict[str, Dict], results: DataFrame, stake_currency) -> str:
+def generate_text_table(
+        data: Dict[str, Dict], results: DataFrame, stake_currency, ticker_interval) -> str:
     """
     Generates and returns a text table for the given backtest data and the results dataframe
     :return: pretty printed table with tabulate as str
@@ -47,34 +48,34 @@ def generate_text_table(data: Dict[str, Dict], results: DataFrame, stake_currenc
         tabular_data.append([
             pair,
             len(result.index),
-            '{:.2f}%'.format(result.profit.mean() * 100.0),
+            '{:.2f}%'.format(result.profit_percent.mean() * 100.0),
-            '{:.08f} {}'.format(result.profit.sum(), stake_currency),
+            '{:.08f} {}'.format(result.profit_BTC.sum(), stake_currency),
-            '{:.2f}'.format(result.duration.mean() * 5),
+            '{:.2f}'.format(result.duration.mean() * ticker_interval),
         ])
 
     # Append Total
     tabular_data.append([
         'TOTAL',
         len(results.index),
-        '{:.2f}%'.format(results.profit.mean() * 100.0),
+        '{:.2f}%'.format(results.profit_percent.mean() * 100.0),
-        '{:.08f} {}'.format(results.profit.sum(), stake_currency),
+        '{:.08f} {}'.format(results.profit_BTC.sum(), stake_currency),
-        '{:.2f}'.format(results.duration.mean() * 5),
+        '{:.2f}'.format(results.duration.mean() * ticker_interval),
     ])
     return tabulate(tabular_data, headers=headers)
 
 
-def backtest(config: Dict, processed: Dict[str, DataFrame],
+def backtest(stake_amount: float, processed: Dict[str, DataFrame],
              max_open_trades: int = 0, realistic: bool = True) -> DataFrame:
     """
     Implements backtesting functionality
-    :param config: config to use
+    :param stake_amount: btc amount to use for each trade
     :param processed: a processed dictionary with format {pair, data}
     :param max_open_trades: maximum number of concurrent trades (default: 0, disabled)
     :param realistic: do we try to simulate realistic trades? (default: True)
     :return: DataFrame
     """
     trades = []
-    trade_count_lock = {}
+    trade_count_lock: dict = {}
     exchange._API = Bittrex({'key': '', 'secret': ''})
     for pair, pair_data in processed.items():
         pair_data['buy'], pair_data['sell'] = 0, 0
@@ -97,8 +98,9 @@ def backtest(config: Dict, processed: Dict[str, DataFrame],
             trade = Trade(
                 open_rate=row.close,
                 open_date=row.date,
-                amount=config['stake_amount'],
+                stake_amount=stake_amount,
-                fee=exchange.get_fee() * 2
+                amount=stake_amount / row.open,
+                fee=exchange.get_fee()
             )
 
             # calculate win/lose forwards from buy point
@@ -108,12 +110,20 @@ def backtest(config: Dict, processed: Dict[str, DataFrame],
                     trade_count_lock[row2.date] = trade_count_lock.get(row2.date, 0) + 1
 
                 if min_roi_reached(trade, row2.close, row2.date) or row2.sell == 1:
-                    current_profit = trade.calc_profit(row2.close)
+                    current_profit_percent = trade.calc_profit_percent(rate=row2.close)
+                    current_profit_btc = trade.calc_profit(rate=row2.close)
                     lock_pair_until = row2.Index
 
-                    trades.append((pair, current_profit, row2.Index - row.Index))
+                    trades.append(
+                        (
+                            pair,
+                            current_profit_percent,
+                            current_profit_btc,
+                            row2.Index - row.Index
+                        )
+                    )
                     break
-    labels = ['currency', 'profit', 'duration']
+    labels = ['currency', 'profit_percent', 'profit_BTC', 'duration']
     return DataFrame.from_records(trades, columns=labels)
 
 
@@ -132,13 +142,15 @@ def start(args):
     logger.info('Using ticker_interval: %s ...', args.ticker_interval)
 
     data = {}
+    pairs = config['exchange']['pair_whitelist']
     if args.live:
         logger.info('Downloading data for all pairs in whitelist ...')
-        for pair in config['exchange']['pair_whitelist']:
+        for pair in pairs:
             data[pair] = exchange.get_ticker_history(pair, args.ticker_interval)
     else:
-        logger.info('Using local backtesting data (ignoring whitelist in given config) ...')
+        logger.info('Using local backtesting data (using whitelist in given config) ...')
-        data = load_data(args.ticker_interval)
+        data = load_data(pairs=pairs, ticker_interval=args.ticker_interval,
+                         refresh_pairs=args.refresh_pairs)
 
         logger.info('Using stake_currency: %s ...', config['stake_currency'])
         logger.info('Using stake_amount: %s ...', config['stake_amount'])
@@ -158,9 +170,9 @@ def start(args):
 
     # Execute backtest and print results
     results = backtest(
-        config, preprocess(data), max_open_trades, args.realistic_simulation
+        config['stake_amount'], preprocess(data), max_open_trades, args.realistic_simulation
     )
     logger.info(
         '\n====================== BACKTESTING REPORT ======================================\n%s',
-        generate_text_table(data, results, config['stake_currency'])
+        generate_text_table(data, results, config['stake_currency'], args.ticker_interval)
     )

freqtrade/optimize/hyperopt.py

@@ -1,4 +1,4 @@
-# pragma pylint: disable=missing-docstring,W0212
+# pragma pylint: disable=missing-docstring,W0212,W0603
 
 
 import json
@@ -8,13 +8,15 @@ from functools import reduce
 from math import exp
 from operator import itemgetter
 
-from hyperopt import fmin, tpe, hp, Trials, STATUS_OK
+from hyperopt import fmin, tpe, hp, Trials, STATUS_OK, STATUS_FAIL
 from hyperopt.mongoexp import MongoTrials
 from pandas import DataFrame
 
 from freqtrade import exchange, optimize
 from freqtrade.exchange import Bittrex
+from freqtrade.misc import load_config
 from freqtrade.optimize.backtesting import backtest
+from freqtrade.optimize.hyperopt_conf import hyperopt_optimize_conf
 from freqtrade.vendor.qtpylib.indicators import crossed_above
 
 # Remove noisy log messages
@@ -23,33 +25,22 @@ logging.getLogger('hyperopt.tpe').setLevel(logging.WARNING)
 
 logger = logging.getLogger(__name__)
 
-
 # set TARGET_TRADES to suit your number concurrent trades so its realistic to 20days of data
 TARGET_TRADES = 1100
 TOTAL_TRIES = None
 _CURRENT_TRIES = 0
+CURRENT_BEST_LOSS = 100
 
-TOTAL_PROFIT_TO_BEAT = 3
+# this is expexted avg profit * expected trade count
-AVG_PROFIT_TO_BEAT = 0.2
+# for example 3.5%, 1100 trades, EXPECTED_MAX_PROFIT = 3.85
-AVG_DURATION_TO_BEAT = 50
+EXPECTED_MAX_PROFIT = 3.85
 
 # Configuration and data used by hyperopt
 PROCESSED = optimize.preprocess(optimize.load_data())
-OPTIMIZE_CONFIG = {
+OPTIMIZE_CONFIG = hyperopt_optimize_conf()
-    'max_open_trades': 3,
-    'stake_currency': 'BTC',
-    'stake_amount': 0.01,
-    'minimal_roi': {
-        '40':  0.0,
-        '30':  0.01,
-        '20':  0.02,
-        '0':  0.04,
-    },
-    'stoploss': -0.10,
-}
 
 # Monkey patch config
-from freqtrade import main
+from freqtrade import main  # noqa
 main._CONF = OPTIMIZE_CONFIG
 
 
@@ -102,69 +93,72 @@ SPACE = {
     ]),
 }
 
+
 def log_results(results):
-    "if results is better than _TO_BEAT show it"
+    """ log results if it is better than any previous evaluation """
+    global CURRENT_BEST_LOSS
 
-    current_try = results['current_tries']
+    if results['loss'] < CURRENT_BEST_LOSS:
-    total_tries = results['total_tries']
+        CURRENT_BEST_LOSS = results['loss']
-    result = results['result']
+        logger.info('{:5d}/{}: {}'.format(
-    profit = results['total_profit'] / 1000
+            results['current_tries'],
-
+            results['total_tries'],
-    outcome = '{:5d}/{}: {}'.format(current_try, total_tries, result)
+            results['result']))
-
-    if profit >= TOTAL_PROFIT_TO_BEAT:
-        logger.info(outcome)
     else:
         print('.', end='')
         sys.stdout.flush()
 
+
+def calculate_loss(total_profit: float, trade_count: int):
+    """ objective function, returns smaller number for more optimal results """
+    trade_loss = 1 - 0.35 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.2)
+    profit_loss = max(0, 1 - total_profit / EXPECTED_MAX_PROFIT)
+    return trade_loss + profit_loss
+
+
 def optimizer(params):
     global _CURRENT_TRIES
 
     from freqtrade.optimize import backtesting
     backtesting.populate_buy_trend = buy_strategy_generator(params)
 
-    results = backtest(OPTIMIZE_CONFIG, PROCESSED)
+    results = backtest(OPTIMIZE_CONFIG['stake_amount'], PROCESSED)
+    result_explanation = format_results(results)
 
-    result = format_results(results)
+    total_profit = results.profit_percent.sum()
-
-    total_profit = results.profit.sum() * 1000
     trade_count = len(results.index)
 
-    trade_loss = 1 - 0.35 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.2)
+    if trade_count == 0:
-    profit_loss = max(0, 1 - total_profit / 10000)  # max profit 10000
+        print('.', end='')
+        return {
+            'status': STATUS_FAIL,
+            'loss': float('inf')
+        }
+
+    loss = calculate_loss(total_profit, trade_count)
 
     _CURRENT_TRIES += 1
 
-    result_data = {
+    log_results({
-        'trade_count': trade_count,
+        'loss': loss,
-        'total_profit': total_profit,
-        'trade_loss': trade_loss,
-        'profit_loss': profit_loss,
-        'avg_profit': results.profit.mean() * 100.0,
-        'avg_duration': results.duration.mean() * 5,
         'current_tries': _CURRENT_TRIES,
         'total_tries': TOTAL_TRIES,
-        'result': result,
+        'result': result_explanation,
-        'results': results
+    })
-        }
-    
-    # logger.info('{:5d}/{}: {}'.format(_CURRENT_TRIES, TOTAL_TRIES, result))
-    log_results(result_data)
 
     return {
-        'loss': trade_loss + profit_loss,
+        'loss': loss,
         'status': STATUS_OK,
-        'result': result
+        'result': result_explanation,
     }
 
 
 def format_results(results: DataFrame):
-    return ('Made {:6d} buys. Average profit {: 5.2f}%. '
+    return ('{:6d} trades. Avg profit {: 5.2f}%. '
-            'Total profit was {: 7.3f}. Average duration {:5.1f} mins.').format(
+            'Total profit {: 11.8f} BTC. Avg duration {:5.1f} mins.').format(
                 len(results.index),
-                results.profit.mean() * 100.0,
+                results.profit_percent.mean() * 100.0,
-                results.profit.sum(),
+                results.profit_BTC.sum(),
                 results.duration.mean() * 5,
             )
 
@@ -215,7 +209,7 @@ def buy_strategy_generator(params):
 
 
 def start(args):
-    global TOTAL_TRIES
+    global TOTAL_TRIES, PROCESSED
     TOTAL_TRIES = args.epochs
 
     exchange._API = Bittrex({'key': '', 'secret': ''})
@@ -223,9 +217,15 @@ def start(args):
     # Initialize logger
     logging.basicConfig(
         level=args.loglevel,
-        format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
+        format='\n%(message)s',
     )
 
+    logger.info('Using config: %s ...', args.config)
+    config = load_config(args.config)
+    pairs = config['exchange']['pair_whitelist']
+    PROCESSED = optimize.preprocess(optimize.load_data(
+        pairs=pairs, ticker_interval=args.ticker_interval))
+
     if args.mongodb:
         logger.info('Using mongodb ...')
         logger.info('Start scripts/start-mongodb.sh and start-hyperopt-worker.sh manually!')
@@ -237,5 +237,6 @@ def start(args):
 
     best = fmin(fn=optimizer, space=SPACE, algo=tpe.suggest, max_evals=TOTAL_TRIES, trials=trials)
     logger.info('Best parameters:\n%s', json.dumps(best, indent=4))
+
     results = sorted(trials.results, key=itemgetter('loss'))
     logger.info('Best Result:\n%s', results[0]['result'])

freqtrade/optimize/hyperopt_conf.py

@@ -0,0 +1,41 @@
+"""
+File that contains the configuration for Hyperopt
+"""
+
+
+def hyperopt_optimize_conf() -> dict:
+    """
+    This function is used to define which parameters Hyperopt must used.
+    The "pair_whitelist" is only used is your are using Hyperopt with MongoDB,
+    without MongoDB, Hyperopt will use the pair your have set in your config file.
+    :return:
+    """
+    return {
+        'max_open_trades': 3,
+        'stake_currency': 'BTC',
+        'stake_amount': 0.01,
+        "minimal_roi": {
+            '40':  0.0,
+            '30':  0.01,
+            '20':  0.02,
+            '0':  0.04,
+        },
+        'stoploss': -0.10,
+        "bid_strategy": {
+            "ask_last_balance": 0.0
+        },
+        "exchange": {
+            "pair_whitelist": [
+                "BTC_ETH",
+                "BTC_LTC",
+                "BTC_ETC",
+                "BTC_DASH",
+                "BTC_ZEC",
+                "BTC_XLM",
+                "BTC_NXT",
+                "BTC_POWR",
+                "BTC_ADA",
+                "BTC_XMR"
+            ]
+        }
+    }

freqtrade/persistence.py

@@ -29,6 +29,11 @@ def init(config: dict, engine: Optional[Engine] = None) -> None:
     _CONF.update(config)
     if not engine:
         if _CONF.get('dry_run', False):
+            # the user wants dry run to use a DB
+            if _CONF.get('dry_run_db', False):
+                engine = create_engine('sqlite:///tradesv3.dry_run.sqlite')
+            # Otherwise dry run will store in memory
+            else:
                 engine = create_engine('sqlite://',
                                        connect_args={'check_same_thread': False},
                                        poolclass=StaticPool,
@@ -82,32 +87,99 @@ class Trade(_DECL_BASE):
         :param order: order retrieved by exchange.get_order()
         :return: None
         """
-        if not order['closed']:
+        # Ignore open and cancelled orders
+        if not order['closed'] or order['rate'] is None:
             return
 
         logger.info('Updating trade (id=%d) ...', self.id)
+
+        getcontext().prec = 8  # Bittrex do not go above 8 decimal
         if order['type'] == 'LIMIT_BUY':
             # Update open rate and actual amount
-            self.open_rate = order['rate']
+            self.open_rate = Decimal(order['rate'])
-            self.amount = order['amount']
+            self.amount = Decimal(order['amount'])
             logger.info('LIMIT_BUY has been fulfilled for %s.', self)
+            self.open_order_id = None
         elif order['type'] == 'LIMIT_SELL':
-            # Set close rate and set actual profit
+            self.close(order['rate'])
-            self.close_rate = order['rate']
+        else:
-            self.close_profit = self.calc_profit()
+            raise ValueError('Unknown order type: {}'.format(order['type']))
+        cleanup()
+
+    def close(self, rate: float) -> None:
+        """
+        Sets close_rate to the given rate, calculates total profit
+        and marks trade as closed
+        """
+        self.close_rate = Decimal(rate)
+        self.close_profit = self.calc_profit_percent()
         self.close_date = datetime.utcnow()
         self.is_open = False
+        self.open_order_id = None
         logger.info(
             'Marking %s as closed as the trade is fulfilled and found no open orders for it.',
             self
         )
-        else:
-            raise ValueError('Unknown order type: {}'.format(order['type']))
 
-        self.open_order_id = None
+    def calc_open_trade_price(
-        Trade.session.flush()
+            self,
+            fee: Optional[float] = None) -> float:
+        """
+        Calculate the open_rate in BTC
+        :param fee: fee to use on the open rate (optional).
+        If rate is not set self.fee will be used
+        :return: Price in BTC of the open trade
+        """
+        getcontext().prec = 8
 
-    def calc_profit(self, rate: Optional[float] = None) -> float:
+        buy_trade = (Decimal(self.amount) * Decimal(self.open_rate))
+        fees = buy_trade * Decimal(fee or self.fee)
+        return float(buy_trade + fees)
+
+    def calc_close_trade_price(
+            self,
+            rate: Optional[float] = None,
+            fee: Optional[float] = None) -> float:
+        """
+        Calculate the close_rate in BTC
+        :param fee: fee to use on the close rate (optional).
+        If rate is not set self.fee will be used
+        :param rate: rate to compare with (optional).
+        If rate is not set self.close_rate will be used
+        :return: Price in BTC of the open trade
+        """
+        getcontext().prec = 8
+
+        if rate is None and not self.close_rate:
+            return 0.0
+
+        sell_trade = (Decimal(self.amount) * Decimal(rate or self.close_rate))
+        fees = sell_trade * Decimal(fee or self.fee)
+        return float(sell_trade - fees)
+
+    def calc_profit(
+            self,
+            rate: Optional[float] = None,
+            fee: Optional[float] = None) -> float:
+        """
+        Calculate the profit in BTC between Close and Open trade
+        :param fee: fee to use on the close rate (optional).
+        If rate is not set self.fee will be used
+        :param rate: close rate to compare with (optional).
+        If rate is not set self.close_rate will be used
+        :return:  profit in BTC as float
+        """
+        open_trade_price = self.calc_open_trade_price()
+        close_trade_price = self.calc_close_trade_price(
+            rate=Decimal(rate or self.close_rate),
+            fee=Decimal(fee or self.fee)
+        )
+        return float("{0:.8f}".format(close_trade_price - open_trade_price))
+
+    def calc_profit_percent(
+            self,
+            rate: Optional[float] = None,
+            fee: Optional[float] = None) -> float:
         """
         Calculates the profit in percentage (including fee).
         :param rate: rate to compare with (optional).
@@ -115,5 +187,11 @@ class Trade(_DECL_BASE):
         :return: profit in percentage as float
         """
         getcontext().prec = 8
-        return float((Decimal(rate or self.close_rate) - Decimal(self.open_rate))
+
-                     / Decimal(self.open_rate) - Decimal(self.fee))
+        open_trade_price = self.calc_open_trade_price()
+        close_trade_price = self.calc_close_trade_price(
+            rate=Decimal(rate or self.close_rate),
+            fee=Decimal(fee or self.fee)
+        )
+
+        return float("{0:.8f}".format((close_trade_price / open_trade_price) - 1))

freqtrade/rpc/telegram.py

@@ -1,6 +1,7 @@
 import logging
 import re
-from datetime import timedelta
+from decimal import Decimal
+from datetime import timedelta, datetime
 from typing import Callable, Any
 
 import arrow
@@ -14,6 +15,7 @@ from telegram.ext import CommandHandler, Updater
 from freqtrade import exchange, __version__
 from freqtrade.misc import get_state, State, update_state
 from freqtrade.persistence import Trade
+from freqtrade.fiat_convert import CryptoToFiatConverter
 
 # Remove noisy log messages
 logging.getLogger('requests.packages.urllib3').setLevel(logging.INFO)
@@ -22,6 +24,7 @@ logger = logging.getLogger(__name__)
 
 _UPDATER: Updater = None
 _CONF = {}
+_FIAT_CONVERT = CryptoToFiatConverter()
 
 
 def init(config: dict) -> None:
@@ -49,6 +52,7 @@ def init(config: dict) -> None:
         CommandHandler('stop', _stop),
         CommandHandler('forcesell', _forcesell),
         CommandHandler('performance', _performance),
+        CommandHandler('daily', _daily),
         CommandHandler('count', _count),
         CommandHandler('help', _help),
         CommandHandler('version', _version),
@@ -91,7 +95,7 @@ def authorized_only(command_handler: Callable[[Bot, Update], None]) -> Callable[
     :return: decorated function
     """
     def wrapper(*args, **kwargs):
-        bot, update = kwargs.get('bot') or args[0], kwargs.get('update') or args[1]
+        update = kwargs.get('update') or args[1]
 
         # Reject unauthorized messages
         chat_id = int(_CONF['telegram']['chat_id'])
@@ -137,7 +141,7 @@ def _status(bot: Bot, update: Update) -> None:
                 order = exchange.get_order(trade.open_order_id)
             # calculate profit and send message to user
             current_rate = exchange.get_ticker(trade.pair)['bid']
-            current_profit = trade.calc_profit(current_rate)
+            current_profit = trade.calc_profit_percent(current_rate)
             fmt_close_profit = '{:.2f}%'.format(
                 round(trade.close_profit * 100, 2)
             ) if trade.close_profit else None
@@ -194,7 +198,7 @@ def _status_table(bot: Bot, update: Update) -> None:
                 trade.id,
                 trade.pair,
                 shorten_date(arrow.get(trade.open_date).humanize(only_distance=True)),
-                '{:.2f}'.format(100 * trade.calc_profit(current_rate))
+                '{:.2f}%'.format(100 * trade.calc_profit_percent(current_rate))
             ])
 
         columns = ['ID', 'Pair', 'Since', 'Profit']
@@ -207,6 +211,65 @@ def _status_table(bot: Bot, update: Update) -> None:
         send_msg(message, parse_mode=ParseMode.HTML)
 
 
+@authorized_only
+def _daily(bot: Bot, update: Update) -> None:
+    """
+    Handler for /daily <n>
+    Returns a daily profit (in BTC) over the last n days.
+    :param bot: telegram bot
+    :param update: message update
+    :return: None
+    """
+    today = datetime.utcnow().date()
+    profit_days = {}
+
+    try:
+        timescale = int(update.message.text.replace('/daily', '').strip())
+    except (TypeError, ValueError):
+        timescale = 7
+
+    if not (isinstance(timescale, int) and timescale > 0):
+        send_msg('*Daily [n]:* `must be an integer greater than 0`', bot=bot)
+        return
+
+    for day in range(0, timescale):
+        profitday = today - timedelta(days=day)
+        trades = Trade.query \
+            .filter(Trade.is_open.is_(False)) \
+            .filter(Trade.close_date >= profitday)\
+            .filter(Trade.close_date < (profitday + timedelta(days=1)))\
+            .order_by(Trade.close_date)\
+            .all()
+        curdayprofit = sum(trade.calc_profit() for trade in trades)
+        profit_days[profitday] = format(curdayprofit, '.8f')
+
+    stats = [
+        [
+            key,
+            '{value:.8f} {symbol}'.format(value=float(value), symbol=_CONF['stake_currency']),
+            '{value:.3f} {symbol}'.format(
+                value=_FIAT_CONVERT.convert_amount(
+                    value,
+                    _CONF['stake_currency'],
+                    _CONF['fiat_display_currency']
+                ),
+                symbol=_CONF['fiat_display_currency']
+            )
+         ]
+        for key, value in profit_days.items()
+    ]
+    stats = tabulate(stats,
+                     headers=[
+                         'Day',
+                         'Profit {}'.format(_CONF['stake_currency']),
+                         'Profit {}'.format(_CONF['fiat_display_currency'])
+                     ],
+                     tablefmt='simple')
+
+    message = '<b>Daily Profit over the last {} days</b>:\n<pre>{}</pre>'.format(timescale, stats)
+    send_msg(message, bot=bot, parse_mode=ParseMode.HTML)
+
+
 @authorized_only
 def _profit(bot: Bot, update: Update) -> None:
     """
@@ -218,23 +281,31 @@ def _profit(bot: Bot, update: Update) -> None:
     """
     trades = Trade.query.order_by(Trade.id).all()
 
-    profit_amounts = []
+    profit_all_coin = []
-    profits = []
+    profit_all_percent = []
+    profit_closed_coin = []
+    profit_closed_percent = []
     durations = []
+
     for trade in trades:
+        current_rate = None
+
         if not trade.open_rate:
             continue
         if trade.close_date:
             durations.append((trade.close_date - trade.open_date).total_seconds())
-        if trade.close_profit:
+
-            profit = trade.close_profit
+        if not trade.is_open:
+            profit_percent = trade.calc_profit_percent()
+            profit_closed_coin.append(trade.calc_profit())
+            profit_closed_percent.append(profit_percent)
         else:
             # Get current rate
             current_rate = exchange.get_ticker(trade.pair)['bid']
-            profit = trade.calc_profit(current_rate)
+            profit_percent = trade.calc_profit_percent(rate=current_rate)
 
-        profit_amounts.append(profit * trade.stake_amount)
+        profit_all_coin.append(trade.calc_profit(rate=Decimal(trade.close_rate or current_rate)))
-        profits.append(profit)
+        profit_all_percent.append(profit_percent)
 
     best_pair = Trade.session.query(Trade.pair, func.sum(Trade.close_profit).label('profit_sum')) \
         .filter(Trade.is_open.is_(False)) \
@@ -247,16 +318,46 @@ def _profit(bot: Bot, update: Update) -> None:
         return
 
     bp_pair, bp_rate = best_pair
+
+    # Prepare data to display
+    profit_closed_coin = round(sum(profit_closed_coin), 8)
+    profit_closed_percent = round(sum(profit_closed_percent) * 100, 2)
+    profit_closed_fiat = _FIAT_CONVERT.convert_amount(
+        profit_closed_coin,
+        _CONF['stake_currency'],
+        _CONF['fiat_display_currency']
+    )
+    profit_all_coin = round(sum(profit_all_coin), 8)
+    profit_all_percent = round(sum(profit_all_percent) * 100, 2)
+    profit_all_fiat = _FIAT_CONVERT.convert_amount(
+        profit_all_coin,
+        _CONF['stake_currency'],
+        _CONF['fiat_display_currency']
+    )
+
+    # Message to display
     markdown_msg = """
-*ROI:* `{profit_btc:.8f} ({profit:.2f}%)`
+*ROI:* Close trades
-*Trade Count:* `{trade_count}`
+  ∙ `{profit_closed_coin:.8f} {coin} ({profit_closed_percent:.2f}%)`
+  ∙ `{profit_closed_fiat:.3f} {fiat}`
+*ROI:* All trades
+  ∙ `{profit_all_coin:.8f} {coin} ({profit_all_percent:.2f}%)`
+  ∙ `{profit_all_fiat:.3f} {fiat}`
+
+*Total Trade Count:* `{trade_count}`
 *First Trade opened:* `{first_trade_date}`
 *Latest Trade opened:* `{latest_trade_date}`
 *Avg. Duration:* `{avg_duration}`
 *Best Performing:* `{best_pair}: {best_rate:.2f}%`
     """.format(
-        profit_btc=round(sum(profit_amounts), 8),
+        coin=_CONF['stake_currency'],
-        profit=round(sum(profits) * 100, 2),
+        fiat=_CONF['fiat_display_currency'],
+        profit_closed_coin=profit_closed_coin,
+        profit_closed_percent=profit_closed_percent,
+        profit_closed_fiat=profit_closed_fiat,
+        profit_all_coin=profit_all_coin,
+        profit_all_percent=profit_all_percent,
+        profit_all_fiat=profit_all_fiat,
         trade_count=len(trades),
         first_trade_date=arrow.get(trades[0].open_date).humanize(),
         latest_trade_date=arrow.get(trades[-1].open_date).humanize(),
@@ -339,10 +440,7 @@ def _forcesell(bot: Bot, update: Update) -> None:
     if trade_id == 'all':
         # Execute sell for all open orders
         for trade in Trade.query.filter(Trade.is_open.is_(True)).all():
-            # Get current rate
+            _exec_forcesell(trade)
-            current_rate = exchange.get_ticker(trade.pair)['bid']
-            from freqtrade.main import execute_sell
-            execute_sell(trade, current_rate)
         return
 
     # Query for trade
@@ -354,10 +452,8 @@ def _forcesell(bot: Bot, update: Update) -> None:
         send_msg('Invalid argument. See `/help` to view usage')
         logger.warning('/forcesell: Invalid argument received')
         return
-    # Get current rate
+
-    current_rate = exchange.get_ticker(trade.pair)['bid']
+    _exec_forcesell(trade)
-    from freqtrade.main import execute_sell
-    execute_sell(trade, current_rate)
 
 
 @authorized_only
@@ -431,6 +527,7 @@ def _help(bot: Bot, update: Update) -> None:
 */profit:* `Lists cumulative profit from all finished trades`
 */forcesell <trade_id>|all:* `Instantly sells the given trade or all trades, regardless of profit`
 */performance:* `Show performance of each finished trade grouped by pair`
+*/daily <n>:* `Shows profit or loss per day, over the last n days`
 */count:* `Show number of trades running compared to allowed number of trades`
 */balance:* `Show account balance per currency`
 */help:* `This help message`
@@ -451,11 +548,11 @@ def _version(bot: Bot, update: Update) -> None:
     send_msg('*Version:* `{}`'.format(__version__), bot=bot)
 
 
-def shorten_date(date):
+def shorten_date(_date):
     """
     Trim the date so it fits on small screens
     """
-    new_date = re.sub('seconds?', 'sec', date)
+    new_date = re.sub('seconds?', 'sec', _date)
     new_date = re.sub('minutes?', 'min', new_date)
     new_date = re.sub('hours?', 'h', new_date)
     new_date = re.sub('days?', 'd', new_date)
@@ -463,6 +560,28 @@ def shorten_date(date):
     return new_date
 
 
+def _exec_forcesell(trade: Trade) -> None:
+    # Check if there is there is an open order
+    if trade.open_order_id:
+        order = exchange.get_order(trade.open_order_id)
+
+        # Cancel open LIMIT_BUY orders and close trade
+        if order and not order['closed'] and order['type'] == 'LIMIT_BUY':
+            exchange.cancel_order(trade.open_order_id)
+            trade.close(order.get('rate') or trade.open_rate)
+            # TODO: sell amount which has been bought already
+            return
+
+        # Ignore trades with an attached LIMIT_SELL order
+        if order and not order['closed'] and order['type'] == 'LIMIT_SELL':
+            return
+
+    # Get current rate and execute sell
+    current_rate = exchange.get_ticker(trade.pair)['bid']
+    from freqtrade.main import execute_sell
+    execute_sell(trade, current_rate)
+
+
 def send_msg(msg: str, bot: Bot = None, parse_mode: ParseMode = ParseMode.MARKDOWN) -> None:
     """
     Send given markdown message
@@ -476,15 +595,18 @@ def send_msg(msg: str, bot: Bot = None, parse_mode: ParseMode = ParseMode.MARKDO
 
     bot = bot or _UPDATER.bot
 
-    keyboard = [['/status table', '/profit', '/performance', ],
+    keyboard = [['/daily', '/profit', '/balance'],
-                ['/balance', '/status', '/count'],
+                ['/status', '/status table', '/performance'],
-                ['/start', '/stop', '/help']]
+                ['/count', '/start', '/stop', '/help']]
 
     reply_markup = ReplyKeyboardMarkup(keyboard)
 
     try:
         try:
-            bot.send_message(_CONF['telegram']['chat_id'], msg, parse_mode=parse_mode, reply_markup=reply_markup)
+            bot.send_message(
+                _CONF['telegram']['chat_id'], msg,
+                parse_mode=parse_mode, reply_markup=reply_markup
+            )
         except NetworkError as network_err:
             # Sometimes the telegram server resets the current connection,
             # if this is the case we send the message again.
@@ -492,6 +614,9 @@ def send_msg(msg: str, bot: Bot = None, parse_mode: ParseMode = ParseMode.MARKDO
                 'Got Telegram NetworkError: %s! Trying one more time.',
                 network_err.message
             )
-            bot.send_message(_CONF['telegram']['chat_id'], msg, parse_mode=parse_mode, reply_markup=reply_markup)
+            bot.send_message(
+                _CONF['telegram']['chat_id'], msg,
+                parse_mode=parse_mode, reply_markup=reply_markup
+            )
     except TelegramError as telegram_err:
         logger.warning('Got TelegramError: %s! Giving up on that message.', telegram_err.message)

freqtrade/tests/conftest.py

@@ -15,7 +15,8 @@ def default_conf():
     configuration = {
         "max_open_trades": 1,
         "stake_currency": "BTC",
-        "stake_amount": 0.05,
+        "stake_amount": 0.001,
+        "fiat_display_currency": "USD",
         "dry_run": True,
         "minimal_roi": {
             "40":  0.0,
@@ -61,9 +62,27 @@ def update():
 @pytest.fixture
 def ticker():
     return MagicMock(return_value={
-        'bid': 0.07256061,
+        'bid': 0.00001098,
-        'ask': 0.072661,
+        'ask': 0.00001099,
-        'last': 0.07256061,
+        'last': 0.00001098,
+    })
+
+
+@pytest.fixture
+def ticker_sell_up():
+    return MagicMock(return_value={
+        'bid': 0.00001172,
+        'ask': 0.00001173,
+        'last': 0.00001172,
+    })
+
+
+@pytest.fixture
+def ticker_sell_down():
+    return MagicMock(return_value={
+        'bid': 0.00001044,
+        'ask': 0.00001043,
+        'last': 0.00001044,
     })
 
 
@@ -104,8 +123,8 @@ def limit_buy_order():
         'type': 'LIMIT_BUY',
         'pair': 'mocked',
         'opened': datetime.utcnow(),
-        'rate': 0.07256061,
+        'rate': 0.00001099,
-        'amount': 206.43811673387373,
+        'amount': 90.99181073,
         'remaining': 0.0,
         'closed': datetime.utcnow(),
     }
@@ -118,8 +137,41 @@ def limit_sell_order():
         'type': 'LIMIT_SELL',
         'pair': 'mocked',
         'opened': datetime.utcnow(),
-        'rate': 0.0802134,
+        'rate': 0.00001173,
-        'amount': 206.43811673387373,
+        'amount': 90.99181073,
         'remaining': 0.0,
         'closed': datetime.utcnow(),
     }
+
+
+@pytest.fixture
+def ticker_history():
+    return [
+        {
+            "O": 8.794e-05,
+            "H": 8.948e-05,
+            "L": 8.794e-05,
+            "C": 8.88e-05,
+            "V": 991.09056638,
+            "T": "2017-11-26T08:50:00",
+            "BV": 0.0877869
+        },
+        {
+            "O": 8.88e-05,
+            "H": 8.942e-05,
+            "L": 8.88e-05,
+            "C": 8.893e-05,
+            "V": 658.77935965,
+            "T": "2017-11-26T08:55:00",
+            "BV": 0.05874751
+        },
+        {
+            "O": 8.891e-05,
+            "H": 8.893e-05,
+            "L": 8.875e-05,
+            "C": 8.877e-05,
+            "V": 7920.73570705,
+            "T": "2017-11-26T09:00:00",
+            "BV": 0.7039405
+        }
+    ]

freqtrade/tests/exchange/test_exchange.py

@@ -0,0 +1,188 @@
+# pragma pylint: disable=missing-docstring,C0103
+from unittest.mock import MagicMock
+from requests.exceptions import RequestException
+from random import randint
+import logging
+import pytest
+
+from freqtrade import OperationalException
+from freqtrade.exchange import init, validate_pairs, buy, sell, get_balance, get_balances, \
+    get_ticker, cancel_order, get_name, get_fee
+
+
+def test_init(default_conf, mocker, caplog):
+    mocker.patch('freqtrade.exchange.validate_pairs', side_effect=lambda s: True)
+    init(config=default_conf)
+    assert ('freqtrade.exchange',
+            logging.INFO,
+            'Instance is running with dry_run enabled'
+            ) in caplog.record_tuples
+
+
+def test_init_exception(default_conf, mocker):
+    default_conf['exchange']['name'] = 'wrong_exchange_name'
+
+    with pytest.raises(
+            OperationalException,
+            match='Exchange {} is not supported'.format(default_conf['exchange']['name'])):
+                init(config=default_conf)
+
+
+def test_validate_pairs(default_conf, mocker):
+    api_mock = MagicMock()
+    api_mock.get_markets = MagicMock(return_value=[
+        'BTC_ETH', 'BTC_TKN', 'BTC_TRST', 'BTC_SWT', 'BTC_BCC',
+    ])
+    mocker.patch('freqtrade.exchange._API', api_mock)
+    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
+    validate_pairs(default_conf['exchange']['pair_whitelist'])
+
+
+def test_validate_pairs_not_available(default_conf, mocker):
+    api_mock = MagicMock()
+    api_mock.get_markets = MagicMock(return_value=[])
+    mocker.patch('freqtrade.exchange._API', api_mock)
+    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
+    with pytest.raises(OperationalException, match=r'not available'):
+        validate_pairs(default_conf['exchange']['pair_whitelist'])
+
+
+def test_validate_pairs_not_compatible(default_conf, mocker):
+    api_mock = MagicMock()
+    api_mock.get_markets = MagicMock(return_value=['BTC_ETH', 'BTC_TKN', 'BTC_TRST', 'BTC_SWT'])
+    default_conf['stake_currency'] = 'ETH'
+    mocker.patch('freqtrade.exchange._API', api_mock)
+    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
+    with pytest.raises(OperationalException, match=r'not compatible'):
+        validate_pairs(default_conf['exchange']['pair_whitelist'])
+
+
+def test_validate_pairs_exception(default_conf, mocker, caplog):
+    api_mock = MagicMock()
+    api_mock.get_markets = MagicMock(side_effect=RequestException())
+    mocker.patch('freqtrade.exchange._API', api_mock)
+
+    # with pytest.raises(RequestException, match=r'Unable to validate pairs'):
+    validate_pairs(default_conf['exchange']['pair_whitelist'])
+    assert ('freqtrade.exchange',
+            logging.WARNING,
+            'Unable to validate pairs (assuming they are correct). Reason: '
+            ) in caplog.record_tuples
+
+
+def test_buy_dry_run(default_conf, mocker):
+    default_conf['dry_run'] = True
+    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
+
+    assert 'dry_run_buy_' in buy(pair='BTC_ETH', rate=200, amount=1)
+
+
+def test_buy_prod(default_conf, mocker):
+    api_mock = MagicMock()
+    api_mock.buy = MagicMock(return_value='dry_run_buy_{}'.format(randint(0, 10**6)))
+    mocker.patch('freqtrade.exchange._API', api_mock)
+
+    default_conf['dry_run'] = False
+    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
+
+    assert 'dry_run_buy_' in buy(pair='BTC_ETH', rate=200, amount=1)
+
+
+def test_sell_dry_run(default_conf, mocker):
+    default_conf['dry_run'] = True
+    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
+
+    assert 'dry_run_sell_' in sell(pair='BTC_ETH', rate=200, amount=1)
+
+
+def test_sell_prod(default_conf, mocker):
+    api_mock = MagicMock()
+    api_mock.sell = MagicMock(return_value='dry_run_sell_{}'.format(randint(0, 10**6)))
+    mocker.patch('freqtrade.exchange._API', api_mock)
+
+    default_conf['dry_run'] = False
+    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
+
+    assert 'dry_run_sell_' in sell(pair='BTC_ETH', rate=200, amount=1)
+
+
+def test_get_balance_dry_run(default_conf, mocker):
+    default_conf['dry_run'] = True
+    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
+
+    assert get_balance(currency='BTC') == 999.9
+
+
+def test_get_balance_prod(default_conf, mocker):
+    api_mock = MagicMock()
+    api_mock.get_balance = MagicMock(return_value=123.4)
+    mocker.patch('freqtrade.exchange._API', api_mock)
+
+    default_conf['dry_run'] = False
+    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
+
+    assert get_balance(currency='BTC') == 123.4
+
+
+def test_get_balances_dry_run(default_conf, mocker):
+    default_conf['dry_run'] = True
+    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
+
+    assert get_balances() == []
+
+
+def test_get_balances_prod(default_conf, mocker):
+    balance_item = {
+        'Currency': '1ST',
+        'Balance': 10.0,
+        'Available': 10.0,
+        'Pending': 0.0,
+        'CryptoAddress': None
+    }
+
+    api_mock = MagicMock()
+    api_mock.get_balances = MagicMock(return_value=[balance_item, balance_item, balance_item])
+    mocker.patch('freqtrade.exchange._API', api_mock)
+
+    default_conf['dry_run'] = False
+    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
+
+    assert len(get_balances()) == 3
+    assert get_balances()[0]['Currency'] == '1ST'
+    assert get_balances()[0]['Balance'] == 10.0
+    assert get_balances()[0]['Available'] == 10.0
+    assert get_balances()[0]['Pending'] == 0.0
+
+
+def test_get_ticker(mocker, ticker):
+
+    api_mock = MagicMock()
+    api_mock.get_ticker = MagicMock(return_value=ticker())
+    mocker.patch('freqtrade.exchange._API', api_mock)
+
+    ticker = get_ticker(pair='BTC_ETH')
+    assert ticker['bid'] == 0.00001098
+    assert ticker['ask'] == 0.00001099
+    assert ticker['bid'] == 0.00001098
+
+
+def test_cancel_order_dry_run(default_conf, mocker):
+    default_conf['dry_run'] = True
+    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
+
+    assert cancel_order(order_id='123') is None
+
+
+def test_get_name(default_conf, mocker):
+    mocker.patch('freqtrade.exchange.validate_pairs', side_effect=lambda s: True)
+    default_conf['exchange']['name'] = 'bittrex'
+    init(default_conf)
+
+    assert get_name() == 'Bittrex'
+
+
+def test_get_fee(default_conf, mocker):
+    mocker.patch('freqtrade.exchange.validate_pairs', side_effect=lambda s: True)
+    init(default_conf)
+
+    assert get_fee() == 0.0025

freqtrade/tests/exchange/test_exchange_bittrex.py

@@ -0,0 +1,32 @@
+# pragma pylint: disable=missing-docstring,C0103
+
+import pytest
+from requests.exceptions import ContentDecodingError
+
+from freqtrade.exchange import Bittrex
+
+
+def test_validate_response_success():
+    response = {
+        'message': '',
+        'result': [],
+    }
+    Bittrex._validate_response(response)
+
+
+def test_validate_response_no_api_response():
+    response = {
+        'message': 'NO_API_RESPONSE',
+        'result': None,
+    }
+    with pytest.raises(ContentDecodingError, match=r'.*NO_API_RESPONSE.*'):
+        Bittrex._validate_response(response)
+
+
+def test_validate_response_min_trade_requirement_not_met():
+    response = {
+        'message': 'MIN_TRADE_REQUIREMENT_NOT_MET',
+        'result': None,
+    }
+    with pytest.raises(ContentDecodingError, match=r'.*MIN_TRADE_REQUIREMENT_NOT_MET.*'):
+        Bittrex._validate_response(response)

freqtrade/tests/optimize/test_backtesting.py

@@ -0,0 +1,159 @@
+# pragma pylint: disable=missing-docstring,W0212
+
+import math
+import pandas as pd
+# from unittest.mock import MagicMock
+from freqtrade import exchange, optimize
+from freqtrade.exchange import Bittrex
+from freqtrade.optimize.backtesting import backtest, generate_text_table, get_timeframe
+# import freqtrade.optimize.backtesting as backtesting
+
+
+def test_generate_text_table():
+    results = pd.DataFrame(
+        {
+            'currency': ['BTC_ETH', 'BTC_ETH'],
+            'profit_percent': [0.1, 0.2],
+            'profit_BTC': [0.2, 0.4],
+            'duration': [10, 30]
+        }
+    )
+    assert generate_text_table({'BTC_ETH': {}}, results, 'BTC', 5) == (
+        'pair       buy count  avg profit    total profit      avg duration\n'
+        '-------  -----------  ------------  --------------  --------------\n'
+        'BTC_ETH            2  15.00%        0.60000000 BTC             100\n'
+        'TOTAL              2  15.00%        0.60000000 BTC             100')
+
+
+def test_get_timeframe():
+    data = optimize.load_data(ticker_interval=1, pairs=['BTC_UNITEST'])
+    min_date, max_date = get_timeframe(data)
+    assert min_date.isoformat() == '2017-11-04T23:02:00+00:00'
+    assert max_date.isoformat() == '2017-11-14T22:59:00+00:00'
+
+
+def test_backtest(default_conf, mocker):
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+    exchange._API = Bittrex({'key': '', 'secret': ''})
+
+    data = optimize.load_data(ticker_interval=5, pairs=['BTC_ETH'])
+    results = backtest(default_conf['stake_amount'], optimize.preprocess(data), 10, True)
+    assert not results.empty
+
+
+def test_backtest_1min_ticker_interval(default_conf, mocker):
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+    exchange._API = Bittrex({'key': '', 'secret': ''})
+
+    # Run a backtesting for an exiting 5min ticker_interval
+    data = optimize.load_data(ticker_interval=1, pairs=['BTC_UNITEST'])
+    results = backtest(default_conf['stake_amount'], optimize.preprocess(data), 1, True)
+    assert not results.empty
+
+
+def trim_dictlist(dl, num):
+    new = {}
+    for pair, pair_data in dl.items():
+        # Can't figure out why -num wont work
+        new[pair] = pair_data[num:]
+    return new
+
+
+def load_data_test(what):
+    data = optimize.load_data(ticker_interval=1, pairs=['BTC_UNITEST'])
+    data = trim_dictlist(data, -100)
+    pair = data['BTC_UNITEST']
+    datalen = len(pair)
+    # Depending on the what parameter we now adjust the
+    # loaded data looks:
+    # pair :: [{'O': 0.123, 'H': 0.123, 'L': 0.123,
+    #           'C': 0.123, 'V': 123.123,
+    #           'T': '2017-11-04T23:02:00', 'BV': 0.123}]
+    base = 0.001
+    if what == 'raise':
+        return {'BTC_UNITEST':
+                [{'T':  pair[x]['T'],  # Keep old dates
+                  'V':  pair[x]['V'],  # Keep old volume
+                  'BV': pair[x]['BV'],  # keep too
+                  'O':  x * base,        # But replace O,H,L,C
+                  'H':  x * base + 0.0001,
+                  'L':  x * base - 0.0001,
+                  'C':  x * base} for x in range(0, datalen)]}
+    if what == 'lower':
+        return {'BTC_UNITEST':
+                [{'T': pair[x]['T'],  # Keep old dates
+                  'V': pair[x]['V'],  # Keep old volume
+                  'BV': pair[x]['BV'],  # keep too
+                  'O': 1 - x * base,        # But replace O,H,L,C
+                  'H': 1 - x * base + 0.0001,
+                  'L': 1 - x * base - 0.0001,
+                  'C': 1 - x * base} for x in range(0, datalen)]}
+    if what == 'sine':
+        hz = 0.1  # frequency
+        return {'BTC_UNITEST':
+                [{'T': pair[x]['T'],  # Keep old dates
+                  'V': pair[x]['V'],  # Keep old volume
+                  'BV': pair[x]['BV'],  # keep too
+                  'O': math.sin(x*hz) / 1000 + base,        # But replace O,H,L,C
+                  'H': math.sin(x*hz) / 1000 + base + 0.0001,
+                  'L': math.sin(x*hz) / 1000 + base - 0.0001,
+                  'C': math.sin(x*hz) / 1000 + base} for x in range(0, datalen)]}
+    return data
+
+
+def simple_backtest(config, contour, num_results):
+    data = load_data_test(contour)
+    processed = optimize.preprocess(data)
+    assert isinstance(processed, dict)
+    results = backtest(config['stake_amount'], processed, 1, True)
+    # results :: <class 'pandas.core.frame.DataFrame'>
+    assert len(results) == num_results
+
+
+# Test backtest on offline data
+# loaded by freqdata/optimize/__init__.py::load_data()
+
+
+def test_backtest2(default_conf, mocker):
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+    data = optimize.load_data(ticker_interval=5, pairs=['BTC_ETH'])
+    results = backtest(default_conf['stake_amount'], optimize.preprocess(data), 10, True)
+    assert not results.empty
+
+
+def test_processed(default_conf, mocker):
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+    dict_of_tickerrows = load_data_test('raise')
+    dataframes = optimize.preprocess(dict_of_tickerrows)
+    dataframe = dataframes['BTC_UNITEST']
+    cols = dataframe.columns
+    # assert the dataframe got some of the indicator columns
+    for col in ['close', 'high', 'low', 'open', 'date',
+                'ema50', 'ao', 'macd', 'plus_dm']:
+        assert col in cols
+
+
+def test_backtest_pricecontours(default_conf, mocker):
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+    tests = [['raise', 17], ['lower', 0], ['sine', 17]]
+    for [contour, numres] in tests:
+        simple_backtest(default_conf, contour, numres)
+
+# Please make this work, the load_config needs to be mocked
+# and cleanups.
+# def test_backtest_start(default_conf, mocker):
+#   default_conf['exchange']['pair_whitelist'] = ['BTC_UNITEST']
+#   mocker.patch.dict('freqtrade.main._CONF', default_conf)
+#   # see https://pypi.python.org/pypi/pytest-mock/
+#   # and http://www.voidspace.org.uk/python/mock/patch.html
+#   # No usage example of simple function mocking,
+#   # and no documentation of side_effect
+#   mocker.patch('freqtrade.misc.load_config', new=lambda s, t: {})
+#   args = MagicMock()
+#   args.level = 10
+#   #load_config('foo')
+#   backtesting.start(args)
+#
+#    Check what sideeffect backtstesting has done.
+#    Probably need to capture standard-output and
+#    check for the generated report table.

freqtrade/tests/optimize/test_hyperopt.py

@@ -0,0 +1,79 @@
+# pragma pylint: disable=missing-docstring,W0212,C0103
+
+from freqtrade.optimize.hyperopt import calculate_loss, TARGET_TRADES, EXPECTED_MAX_PROFIT, start, \
+    log_results
+
+
+def test_loss_calculation_prefer_correct_trade_count():
+    correct = calculate_loss(1, TARGET_TRADES)
+    over = calculate_loss(1, TARGET_TRADES + 100)
+    under = calculate_loss(1, TARGET_TRADES - 100)
+    assert over > correct
+    assert under > correct
+
+
+def test_loss_calculation_has_limited_profit():
+    correct = calculate_loss(EXPECTED_MAX_PROFIT, TARGET_TRADES)
+    over = calculate_loss(EXPECTED_MAX_PROFIT * 2, TARGET_TRADES)
+    under = calculate_loss(EXPECTED_MAX_PROFIT / 2, TARGET_TRADES)
+    assert over == correct
+    assert under > correct
+
+
+def create_trials(mocker):
+    return mocker.Mock(
+        results=[{
+            'loss': 1,
+            'result': 'foo'
+        }]
+    )
+
+
+def test_start_calls_fmin(mocker):
+    mocker.patch('freqtrade.optimize.hyperopt.Trials', return_value=create_trials(mocker))
+    mocker.patch('freqtrade.optimize.preprocess')
+    mocker.patch('freqtrade.optimize.load_data')
+    mock_fmin = mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
+
+    args = mocker.Mock(epochs=1, config='config.json.example', mongodb=False)
+    start(args)
+
+    mock_fmin.assert_called_once()
+
+
+def test_start_uses_mongotrials(mocker):
+    mock_mongotrials = mocker.patch('freqtrade.optimize.hyperopt.MongoTrials',
+                                    return_value=create_trials(mocker))
+    mocker.patch('freqtrade.optimize.preprocess')
+    mocker.patch('freqtrade.optimize.load_data')
+    mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
+
+    args = mocker.Mock(epochs=1, config='config.json.example', mongodb=True)
+    start(args)
+
+    mock_mongotrials.assert_called_once()
+
+
+def test_log_results_if_loss_improves(mocker):
+    logger = mocker.patch('freqtrade.optimize.hyperopt.logger.info')
+    global CURRENT_BEST_LOSS
+    CURRENT_BEST_LOSS = 2
+    log_results({
+        'loss': 1,
+        'current_tries': 1,
+        'total_tries': 2,
+        'result': 'foo'
+    })
+
+    logger.assert_called_once()
+
+
+def test_no_log_if_loss_does_not_improve(mocker):
+    logger = mocker.patch('freqtrade.optimize.hyperopt.logger.info')
+    global CURRENT_BEST_LOSS
+    CURRENT_BEST_LOSS = 2
+    log_results({
+        'loss': 3,
+    })
+
+    assert not logger.called

freqtrade/tests/optimize/test_hyperopt_config.py

@@ -0,0 +1,16 @@
+# pragma pylint: disable=missing-docstring,W0212
+
+from freqtrade.optimize.hyperopt_conf import hyperopt_optimize_conf
+
+
+def test_hyperopt_optimize_conf():
+    hyperopt_conf = hyperopt_optimize_conf()
+
+    assert "max_open_trades" in hyperopt_conf
+    assert "stake_currency" in hyperopt_conf
+    assert "stake_amount" in hyperopt_conf
+    assert "minimal_roi" in hyperopt_conf
+    assert "stoploss" in hyperopt_conf
+    assert "bid_strategy" in hyperopt_conf
+    assert "exchange" in hyperopt_conf
+    assert "pair_whitelist" in hyperopt_conf['exchange']

freqtrade/tests/optimize/test_optimize.py

@@ -0,0 +1,166 @@
+# pragma pylint: disable=missing-docstring,W0212
+
+import os
+import logging
+from shutil import copyfile
+from freqtrade import exchange, optimize
+from freqtrade.exchange import Bittrex
+from freqtrade.optimize.__init__ import testdata_path, download_pairs, download_backtesting_testdata
+
+
+def _backup_file(file: str, copy_file: bool = False) -> None:
+    """
+    Backup existing file to avoid deleting the user file
+    :param file: complete path to the file
+    :param touch_file: create an empty file in replacement
+    :return: None
+    """
+    file_swp = file + '.swp'
+    if os.path.isfile(file):
+        os.rename(file, file_swp)
+
+        if copy_file:
+            copyfile(file_swp, file)
+
+
+def _clean_test_file(file: str) -> None:
+    """
+    Backup existing file to avoid deleting the user file
+    :param file: complete path to the file
+    :return: None
+    """
+    file_swp = file + '.swp'
+    # 1. Delete file from the test
+    if os.path.isfile(file):
+        os.remove(file)
+
+    # 2. Rollback to the initial file
+    if os.path.isfile(file_swp):
+        os.rename(file_swp, file)
+
+
+def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog):
+    mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+
+    exchange._API = Bittrex({'key': '', 'secret': ''})
+
+    file = 'freqtrade/tests/testdata/BTC_ETH-5.json'
+    _backup_file(file, copy_file=True)
+    optimize.load_data(pairs=['BTC_ETH'])
+    assert os.path.isfile(file) is True
+    assert ('freqtrade.optimize',
+            logging.INFO,
+            'Download the pair: "BTC_ETH", Interval: 5 min'
+            ) not in caplog.record_tuples
+    _clean_test_file(file)
+
+
+def test_load_data_1min_ticker(default_conf, ticker_history, mocker, caplog):
+    mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+
+    exchange._API = Bittrex({'key': '', 'secret': ''})
+
+    file = 'freqtrade/tests/testdata/BTC_ETH-1.json'
+    _backup_file(file, copy_file=True)
+    optimize.load_data(ticker_interval=1, pairs=['BTC_ETH'])
+    assert os.path.isfile(file) is True
+    assert ('freqtrade.optimize',
+            logging.INFO,
+            'Download the pair: "BTC_ETH", Interval: 1 min'
+            ) not in caplog.record_tuples
+    _clean_test_file(file)
+
+
+def test_load_data_with_new_pair_1min(default_conf, ticker_history, mocker, caplog):
+    mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+
+    exchange._API = Bittrex({'key': '', 'secret': ''})
+
+    file = 'freqtrade/tests/testdata/BTC_MEME-1.json'
+    _backup_file(file)
+    optimize.load_data(ticker_interval=1, pairs=['BTC_MEME'])
+    assert os.path.isfile(file) is True
+    assert ('freqtrade.optimize',
+            logging.INFO,
+            'Download the pair: "BTC_MEME", Interval: 1 min'
+            ) in caplog.record_tuples
+    _clean_test_file(file)
+
+
+def test_testdata_path():
+    assert os.path.join('freqtrade', 'tests', 'testdata') in testdata_path()
+
+
+def test_download_pairs(default_conf, ticker_history, mocker):
+    mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+    exchange._API = Bittrex({'key': '', 'secret': ''})
+
+    file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json'
+    file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json'
+    file2_1 = 'freqtrade/tests/testdata/BTC_CFI-1.json'
+    file2_5 = 'freqtrade/tests/testdata/BTC_CFI-5.json'
+
+    _backup_file(file1_1)
+    _backup_file(file1_5)
+    _backup_file(file2_1)
+    _backup_file(file2_5)
+
+    assert download_pairs(pairs=['BTC-MEME', 'BTC-CFI']) is True
+
+    assert os.path.isfile(file1_1) is True
+    assert os.path.isfile(file1_5) is True
+    assert os.path.isfile(file2_1) is True
+    assert os.path.isfile(file2_5) is True
+
+    # clean files freshly downloaded
+    _clean_test_file(file1_1)
+    _clean_test_file(file1_5)
+    _clean_test_file(file2_1)
+    _clean_test_file(file2_5)
+
+
+def test_download_pairs_exception(default_conf, ticker_history, mocker, caplog):
+    mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
+    mocker.patch('freqtrade.optimize.__init__.download_backtesting_testdata',
+                 side_effect=BaseException('File Error'))
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+    exchange._API = Bittrex({'key': '', 'secret': ''})
+
+    file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json'
+    file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json'
+    _backup_file(file1_1)
+    _backup_file(file1_5)
+
+    download_pairs(pairs=['BTC-MEME'])
+    # clean files freshly downloaded
+    _clean_test_file(file1_1)
+    _clean_test_file(file1_5)
+    assert ('freqtrade.optimize.__init__',
+            logging.INFO,
+            'Failed to download the pair: "BTC-MEME", Interval: 1 min'
+            ) in caplog.record_tuples
+
+
+def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
+    mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+    exchange._API = Bittrex({'key': '', 'secret': ''})
+
+    # Download a 1 min ticker file
+    file1 = 'freqtrade/tests/testdata/BTC_XEL-1.json'
+    _backup_file(file1)
+    download_backtesting_testdata(pair="BTC-XEL", interval=1)
+    assert os.path.isfile(file1) is True
+    _clean_test_file(file1)
+
+    # Download a 5 min ticker file
+    file2 = 'freqtrade/tests/testdata/BTC_STORJ-5.json'
+    _backup_file(file2)
+
+    download_backtesting_testdata(pair="BTC-STORJ", interval=5)
+    assert os.path.isfile(file2) is True
+    _clean_test_file(file2)

freqtrade/tests/rpc/test_rpc_telegram.py

@@ -14,7 +14,8 @@ from freqtrade.misc import update_state, State, get_state
 from freqtrade.persistence import Trade
 from freqtrade.rpc import telegram
 from freqtrade.rpc.telegram import authorized_only, is_enabled, send_msg, _status, _status_table, \
-    _profit, _forcesell, _performance, _count, _start, _stop, _balance, _version, _help
+    _profit, _forcesell, _performance, _daily, _count, _start, _stop, _balance, _version, _help, \
+    _exec_forcesell
 
 
 def test_is_enabled(default_conf, mocker):
@@ -101,7 +102,7 @@ def test_status_handle(default_conf, update, ticker, mocker):
     msg_mock.reset_mock()
 
     # Create some test data
-    create_trade(15.0)
+    create_trade(0.001)
     # Trigger status while we have a fulfilled order for the open trade
     _status(bot=MagicMock(), update=update)
 
@@ -150,7 +151,8 @@ def test_status_table_handle(default_conf, update, ticker, mocker):
     assert msg_mock.call_count == 1
 
 
-def test_profit_handle(default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker):
+def test_profit_handle(
+        default_conf, update, ticker, ticker_sell_up, limit_buy_order, limit_sell_order, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
     msg_mock = MagicMock()
@@ -162,6 +164,9 @@ def test_profit_handle(default_conf, update, ticker, limit_buy_order, limit_sell
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
                           get_ticker=ticker)
+    mocker.patch.multiple('freqtrade.fiat_convert.Pymarketcap',
+                          ticker=MagicMock(return_value={'price_usd': 15000.0}),
+                          _cache_symbols=MagicMock(return_value={'BTC': 1}))
     init(default_conf, create_engine('sqlite://'))
 
     _profit(bot=MagicMock(), update=update)
@@ -170,7 +175,7 @@ def test_profit_handle(default_conf, update, ticker, limit_buy_order, limit_sell
     msg_mock.reset_mock()
 
     # Create some test data
-    create_trade(15.0)
+    create_trade(0.001)
     trade = Trade.query.first()
 
     # Simulate fulfilled LIMIT_BUY order for trade
@@ -181,7 +186,10 @@ def test_profit_handle(default_conf, update, ticker, limit_buy_order, limit_sell
     assert 'no closed trade' in msg_mock.call_args_list[-1][0][0]
     msg_mock.reset_mock()
 
-    # Simulate fulfilled LIMIT_SELL order for trade
+    # Update the ticker with a market going up
+    mocker.patch.multiple('freqtrade.main.exchange',
+                          validate_pairs=MagicMock(),
+                          get_ticker=ticker_sell_up)
     trade.update(limit_sell_order)
 
     trade.close_date = datetime.utcnow()
@@ -189,11 +197,17 @@ def test_profit_handle(default_conf, update, ticker, limit_buy_order, limit_sell
 
     _profit(bot=MagicMock(), update=update)
     assert msg_mock.call_count == 1
-    assert '*ROI:* `1.50701325 (10.05%)`' in msg_mock.call_args_list[-1][0][0]
+    assert '*ROI:* Close trades' in msg_mock.call_args_list[-1][0][0]
-    assert 'Best Performing:* `BTC_ETH: 10.05%`' in msg_mock.call_args_list[-1][0][0]
+    assert '∙ `0.00006217 BTC (6.20%)`' in msg_mock.call_args_list[-1][0][0]
+    assert '∙ `0.933 USD`' in msg_mock.call_args_list[-1][0][0]
+    assert '*ROI:* All trades' in msg_mock.call_args_list[-1][0][0]
+    assert '∙ `0.00006217 BTC (6.20%)`' in msg_mock.call_args_list[-1][0][0]
+    assert '∙ `0.933 USD`' in msg_mock.call_args_list[-1][0][0]
+
+    assert '*Best Performing:* `BTC_ETH: 6.20%`' in msg_mock.call_args_list[-1][0][0]
 
 
-def test_forcesell_handle(default_conf, update, ticker, mocker):
+def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
     rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
@@ -204,10 +218,55 @@ def test_forcesell_handle(default_conf, update, ticker, mocker):
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
                           get_ticker=ticker)
+    mocker.patch.multiple('freqtrade.fiat_convert.Pymarketcap',
+                          ticker=MagicMock(return_value={'price_usd': 15000.0}),
+                          _cache_symbols=MagicMock(return_value={'BTC': 1}))
     init(default_conf, create_engine('sqlite://'))
 
     # Create some test data
-    create_trade(15.0)
+    create_trade(0.001)
+
+    trade = Trade.query.first()
+    assert trade
+
+    # Increase the price and sell it
+    mocker.patch.multiple('freqtrade.main.exchange',
+                          validate_pairs=MagicMock(),
+                          get_ticker=ticker_sell_up)
+
+    update.message.text = '/forcesell 1'
+    _forcesell(bot=MagicMock(), update=update)
+
+    assert rpc_mock.call_count == 2
+    assert 'Selling [BTC/ETH]' in rpc_mock.call_args_list[-1][0][0]
+    assert '0.00001172' in rpc_mock.call_args_list[-1][0][0]
+    assert 'profit: ~6.11%, 0.00006126' in rpc_mock.call_args_list[-1][0][0]
+    assert '0.919 USD' in rpc_mock.call_args_list[-1][0][0]
+
+
+def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, mocker):
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
+    mocker.patch.multiple('freqtrade.rpc.telegram',
+                          _CONF=default_conf,
+                          init=MagicMock(),
+                          send_msg=MagicMock())
+    mocker.patch.multiple('freqtrade.main.exchange',
+                          validate_pairs=MagicMock(),
+                          get_ticker=ticker)
+    mocker.patch.multiple('freqtrade.fiat_convert.Pymarketcap',
+                          ticker=MagicMock(return_value={'price_usd': 15000.0}),
+                          _cache_symbols=MagicMock(return_value={'BTC': 1}))
+    init(default_conf, create_engine('sqlite://'))
+
+    # Create some test data
+    create_trade(0.001)
+
+    # Decrease the price and sell it
+    mocker.patch.multiple('freqtrade.main.exchange',
+                          validate_pairs=MagicMock(),
+                          get_ticker=ticker_sell_down)
 
     trade = Trade.query.first()
     assert trade
@@ -217,7 +276,33 @@ def test_forcesell_handle(default_conf, update, ticker, mocker):
 
     assert rpc_mock.call_count == 2
     assert 'Selling [BTC/ETH]' in rpc_mock.call_args_list[-1][0][0]
-    assert '0.07256061 (profit: ~-0.64%)' in rpc_mock.call_args_list[-1][0][0]
+    assert '0.00001044' in rpc_mock.call_args_list[-1][0][0]
+    assert 'profit: ~-5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0]
+    assert '-0.824 USD' in rpc_mock.call_args_list[-1][0][0]
+
+
+def test_exec_forcesell_open_orders(default_conf, ticker, mocker):
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+    cancel_order_mock = MagicMock()
+    mocker.patch.multiple('freqtrade.main.exchange',
+                          get_ticker=ticker,
+                          get_order=MagicMock(return_value={
+                              'closed': None,
+                              'type': 'LIMIT_BUY',
+                          }),
+                          cancel_order=cancel_order_mock)
+    trade = Trade(
+        pair='BTC_ETH',
+        open_rate=1,
+        exchange='BITTREX',
+        open_order_id='123456789',
+        amount=1,
+        fee=0.0,
+    )
+    _exec_forcesell(trade)
+
+    assert cancel_order_mock.call_count == 1
+    assert trade.is_open is False
 
 
 def test_forcesell_all_handle(default_conf, update, ticker, mocker):
@@ -231,11 +316,14 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker):
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
                           get_ticker=ticker)
+    mocker.patch.multiple('freqtrade.fiat_convert.Pymarketcap',
+                          ticker=MagicMock(return_value={'price_usd': 15000.0}),
+                          _cache_symbols=MagicMock(return_value={'BTC': 1}))
     init(default_conf, create_engine('sqlite://'))
 
     # Create some test data
     for _ in range(4):
-        create_trade(15.0)
+        create_trade(0.001)
     rpc_mock.reset_mock()
 
     update.message.text = '/forcesell all'
@@ -243,7 +331,9 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker):
 
     assert rpc_mock.call_count == 4
     for args in rpc_mock.call_args_list:
-        assert '0.07256061 (profit: ~-0.64%)' in args[0][0]
+        assert '0.00001098' in args[0][0]
+        assert 'profit: ~-0.59%, -0.00000591 BTC' in args[0][0]
+        assert '-0.089 USD' in args[0][0]
 
 
 def test_forcesell_handle_invalid(default_conf, update, mocker):
@@ -298,7 +388,7 @@ def test_performance_handle(
     init(default_conf, create_engine('sqlite://'))
 
     # Create some test data
-    create_trade(15.0)
+    create_trade(0.001)
     trade = Trade.query.first()
     assert trade
 
@@ -314,7 +404,57 @@ def test_performance_handle(
     _performance(bot=MagicMock(), update=update)
     assert msg_mock.call_count == 1
     assert 'Performance' in msg_mock.call_args_list[0][0][0]
-    assert '<code>BTC_ETH\t10.05%</code>' in msg_mock.call_args_list[0][0][0]
+    assert '<code>BTC_ETH\t6.20%</code>' in msg_mock.call_args_list[0][0][0]
+
+
+def test_daily_handle(
+        default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker):
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    msg_mock = MagicMock()
+    mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
+    mocker.patch.multiple('freqtrade.rpc.telegram',
+                          _CONF=default_conf,
+                          init=MagicMock(),
+                          send_msg=msg_mock)
+    mocker.patch.multiple('freqtrade.main.exchange',
+                          validate_pairs=MagicMock(),
+                          get_ticker=ticker)
+    mocker.patch.multiple('freqtrade.fiat_convert.Pymarketcap',
+                          ticker=MagicMock(return_value={'price_usd': 15000.0}),
+                          _cache_symbols=MagicMock(return_value={'BTC': 1}))
+    init(default_conf, create_engine('sqlite://'))
+
+    # Create some test data
+    create_trade(0.001)
+    trade = Trade.query.first()
+    assert trade
+
+    # Simulate fulfilled LIMIT_BUY order for trade
+    trade.update(limit_buy_order)
+
+    # Simulate fulfilled LIMIT_SELL order for trade
+    trade.update(limit_sell_order)
+
+    trade.close_date = datetime.utcnow()
+    trade.is_open = False
+
+    # Try valid data
+    update.message.text = '/daily 2'
+    _daily(bot=MagicMock(), update=update)
+    assert msg_mock.call_count == 1
+    assert 'Daily' in msg_mock.call_args_list[0][0][0]
+    assert str(datetime.utcnow().date()) in msg_mock.call_args_list[0][0][0]
+    assert str('  0.00006217 BTC') in msg_mock.call_args_list[0][0][0]
+    assert str('  0.933 USD') in msg_mock.call_args_list[0][0][0]
+
+    # Try invalid data
+    msg_mock.reset_mock()
+    update_state(State.RUNNING)
+    update.message.text = '/daily -2'
+    _daily(bot=MagicMock(), update=update)
+    assert msg_mock.call_count == 1
+    assert 'must be an integer greater than 0' in msg_mock.call_args_list[0][0][0]
 
 
 def test_count_handle(default_conf, update, ticker, mocker):
@@ -339,7 +479,7 @@ def test_count_handle(default_conf, update, ticker, mocker):
     update_state(State.RUNNING)
 
     # Create some test data
-    create_trade(15.0)
+    create_trade(0.001)
     msg_mock.reset_mock()
     _count(bot=MagicMock(), update=update)
 

freqtrade/tests/test_acl_pair.py

@@ -0,0 +1,71 @@
+from freqtrade.main import refresh_whitelist
+
+# whitelist, blacklist, filtering, all of that will
+# eventually become some rules to run on a generic ACL engine
+# perhaps try to anticipate that by using some python package
+
+
+def whitelist_conf():
+    return {
+        "stake_currency": "BTC",
+        "exchange": {
+            "pair_whitelist": [
+                "BTC_ETH",
+                "BTC_TKN",
+                "BTC_TRST",
+                "BTC_SWT",
+                "BTC_BCC"
+            ],
+        },
+    }
+
+
+def get_health():
+    return [{'Currency': 'ETH',
+             'IsActive': True
+             },
+            {'Currency': 'TKN',
+             'IsActive': True
+             }]
+
+
+def get_health_empty():
+    return []
+
+# below three test could be merged into a single
+# test that ran randomlly generated health lists
+
+
+def test_refresh_whitelist(mocker):
+    conf = whitelist_conf()
+    mocker.patch.dict('freqtrade.main._CONF', conf)
+    mocker.patch.multiple('freqtrade.main.exchange',
+                          get_wallet_health=get_health)
+    refreshedwhitelist = refresh_whitelist(conf['exchange']['pair_whitelist'])
+    whitelist = ['BTC_ETH', 'BTC_TKN']
+    # Ensure all except those in whitelist are removed
+    assert set(whitelist) == set(refreshedwhitelist)
+
+
+def test_refresh_whitelist_dynamic(mocker):
+    conf = whitelist_conf()
+    mocker.patch.dict('freqtrade.main._CONF', conf)
+    mocker.patch.multiple('freqtrade.main.exchange',
+                          get_wallet_health=get_health)
+    # argument: use the whitelist dynamically by exchange-volume
+    whitelist = ['BTC_ETH', 'BTC_TKN']
+    refreshedwhitelist = refresh_whitelist(whitelist)
+    assert set(whitelist) == set(refreshedwhitelist)
+
+
+def test_refresh_whitelist_dynamic_empty(mocker):
+    conf = whitelist_conf()
+    mocker.patch.dict('freqtrade.main._CONF', conf)
+    mocker.patch.multiple('freqtrade.main.exchange',
+                          get_wallet_health=get_health_empty)
+    # argument: use the whitelist dynamically by exchange-volume
+    whitelist = []
+    conf['exchange']['pair_whitelist'] = []
+    refresh_whitelist(whitelist)
+    pairslist = conf['exchange']['pair_whitelist']
+    assert set(whitelist) == set(pairslist)

freqtrade/tests/test_analyze.py

@@ -22,7 +22,7 @@ def test_dataframe_correct_columns(result):
 
 
 def test_dataframe_correct_length(result):
-    assert len(result.index) == 14382
+    assert len(result.index) == 14395
 
 
 def test_populates_buy_trend(result):

freqtrade/tests/test_dataframe.py

@@ -0,0 +1,27 @@
+import pandas
+
+from freqtrade import analyze
+import freqtrade.optimize
+
+_pairs = ['BTC_ETH']
+
+
+def load_dataframe_pair(pairs):
+    ld = freqtrade.optimize.load_data(ticker_interval=5, pairs=pairs)
+    assert isinstance(ld, dict)
+    assert isinstance(pairs[0], str)
+    dataframe = ld[pairs[0]]
+    dataframe = analyze.analyze_ticker(dataframe)
+    return dataframe
+
+
+def test_dataframe_load():
+    dataframe = load_dataframe_pair(_pairs)
+    assert isinstance(dataframe, pandas.core.frame.DataFrame)
+
+
+def test_dataframe_columns_exists():
+    dataframe = load_dataframe_pair(_pairs)
+    assert 'high' in dataframe.columns
+    assert 'low' in dataframe.columns
+    assert 'close' in dataframe.columns

freqtrade/tests/test_exchange.py

@@ -1,36 +0,0 @@
-# pragma pylint: disable=missing-docstring,C0103
-from unittest.mock import MagicMock
-
-import pytest
-
-from freqtrade import OperationalException
-from freqtrade.exchange import validate_pairs
-
-
-def test_validate_pairs(default_conf, mocker):
-    api_mock = MagicMock()
-    api_mock.get_markets = MagicMock(return_value=[
-        'BTC_ETH', 'BTC_TKN', 'BTC_TRST', 'BTC_SWT', 'BTC_BCC',
-    ])
-    mocker.patch('freqtrade.exchange._API', api_mock)
-    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
-    validate_pairs(default_conf['exchange']['pair_whitelist'])
-
-
-def test_validate_pairs_not_available(default_conf, mocker):
-    api_mock = MagicMock()
-    api_mock.get_markets = MagicMock(return_value=[])
-    mocker.patch('freqtrade.exchange._API', api_mock)
-    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
-    with pytest.raises(OperationalException, match=r'not available'):
-        validate_pairs(default_conf['exchange']['pair_whitelist'])
-
-
-def test_validate_pairs_not_compatible(default_conf, mocker):
-    api_mock = MagicMock()
-    api_mock.get_markets = MagicMock(return_value=['BTC_ETH', 'BTC_TKN', 'BTC_TRST', 'BTC_SWT'])
-    default_conf['stake_currency'] = 'ETH'
-    mocker.patch('freqtrade.exchange._API', api_mock)
-    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
-    with pytest.raises(OperationalException, match=r'not compatible'):
-        validate_pairs(default_conf['exchange']['pair_whitelist'])

freqtrade/tests/test_fiat_convert.py

@@ -0,0 +1,111 @@
+# pragma pylint: disable=missing-docstring, too-many-arguments, too-many-ancestors, C0103
+
+import time
+import pytest
+from unittest.mock import MagicMock
+
+from freqtrade.fiat_convert import CryptoToFiatConverter, CryptoFiat
+
+
+def test_pair_convertion_object():
+    pair_convertion = CryptoFiat(
+        crypto_symbol='btc',
+        fiat_symbol='usd',
+        price=12345.0
+    )
+
+    # Check the cache duration is 6 hours
+    assert pair_convertion.CACHE_DURATION == 6 * 60 * 60
+
+    # Check a regular usage
+    assert pair_convertion.crypto_symbol == 'BTC'
+    assert pair_convertion.fiat_symbol == 'USD'
+    assert pair_convertion.price == 12345.0
+    assert pair_convertion.is_expired() is False
+
+    # Update the expiration time (- 2 hours) and check the behavior
+    pair_convertion._expiration = time.time() - 2 * 60 * 60
+    assert pair_convertion.is_expired() is True
+
+    # Check set price behaviour
+    time_reference = time.time() + pair_convertion.CACHE_DURATION
+    pair_convertion.set_price(price=30000.123)
+    assert pair_convertion.is_expired() is False
+    assert pair_convertion._expiration >= time_reference
+    assert pair_convertion.price == 30000.123
+
+
+def test_fiat_convert_is_supported():
+    fiat_convert = CryptoToFiatConverter()
+    assert fiat_convert._is_supported_fiat(fiat='USD') is True
+    assert fiat_convert._is_supported_fiat(fiat='usd') is True
+    assert fiat_convert._is_supported_fiat(fiat='abc') is False
+    assert fiat_convert._is_supported_fiat(fiat='ABC') is False
+
+
+def test_fiat_convert_add_pair():
+    fiat_convert = CryptoToFiatConverter()
+
+    assert len(fiat_convert._pairs) == 0
+
+    fiat_convert._add_pair(crypto_symbol='btc', fiat_symbol='usd', price=12345.0)
+    assert len(fiat_convert._pairs) == 1
+    assert fiat_convert._pairs[0].crypto_symbol == 'BTC'
+    assert fiat_convert._pairs[0].fiat_symbol == 'USD'
+    assert fiat_convert._pairs[0].price == 12345.0
+
+    fiat_convert._add_pair(crypto_symbol='btc', fiat_symbol='Eur', price=13000.2)
+    assert len(fiat_convert._pairs) == 2
+    assert fiat_convert._pairs[1].crypto_symbol == 'BTC'
+    assert fiat_convert._pairs[1].fiat_symbol == 'EUR'
+    assert fiat_convert._pairs[1].price == 13000.2
+
+
+def test_fiat_convert_find_price(mocker):
+    api_mock = MagicMock(return_value={
+        'price_usd': 12345.0,
+        'price_eur': 13000.2
+    })
+    mocker.patch('freqtrade.fiat_convert.Pymarketcap.ticker', api_mock)
+    fiat_convert = CryptoToFiatConverter()
+
+    with pytest.raises(ValueError, match=r'The fiat ABC is not supported.'):
+        fiat_convert._find_price(crypto_symbol='BTC', fiat_symbol='ABC')
+
+    assert fiat_convert.get_price(crypto_symbol='BTC', fiat_symbol='USD') == 12345.0
+    assert fiat_convert.get_price(crypto_symbol='btc', fiat_symbol='usd') == 12345.0
+    assert fiat_convert.get_price(crypto_symbol='BTC', fiat_symbol='EUR') == 13000.2
+
+
+def test_fiat_convert_get_price(mocker):
+    api_mock = MagicMock(return_value={
+        'price_usd': 28000.0,
+        'price_eur': 15000.0
+    })
+    mocker.patch('freqtrade.fiat_convert.Pymarketcap.ticker', api_mock)
+
+    fiat_convert = CryptoToFiatConverter()
+
+    with pytest.raises(ValueError, match=r'The fiat US DOLLAR is not supported.'):
+        fiat_convert.get_price(crypto_symbol='BTC', fiat_symbol='US Dollar')
+
+    # Check the value return by the method
+    assert len(fiat_convert._pairs) == 0
+    assert fiat_convert.get_price(crypto_symbol='BTC', fiat_symbol='USD') == 28000.0
+    assert fiat_convert._pairs[0].crypto_symbol == 'BTC'
+    assert fiat_convert._pairs[0].fiat_symbol == 'USD'
+    assert fiat_convert._pairs[0].price == 28000.0
+    assert fiat_convert._pairs[0]._expiration is not 0
+    assert len(fiat_convert._pairs) == 1
+
+    # Verify the cached is used
+    fiat_convert._pairs[0].price = 9867.543
+    expiration = fiat_convert._pairs[0]._expiration
+    assert fiat_convert.get_price(crypto_symbol='BTC', fiat_symbol='USD') == 9867.543
+    assert fiat_convert._pairs[0]._expiration == expiration
+
+    # Verify the cache expiration
+    expiration = time.time() - 2 * 60 * 60
+    fiat_convert._pairs[0]._expiration = expiration
+    assert fiat_convert.get_price(crypto_symbol='BTC', fiat_symbol='USD') == 28000.0
+    assert fiat_convert._pairs[0]._expiration is not expiration

freqtrade/tests/test_main.py

@@ -4,13 +4,14 @@ from unittest.mock import MagicMock
 
 import pytest
 import requests
+import logging
 from sqlalchemy import create_engine
 
 from freqtrade import DependencyException, OperationalException
 from freqtrade.analyze import SignalType
 from freqtrade.exchange import Exchanges
 from freqtrade.main import create_trade, handle_trade, init, \
-    get_target_bid, _process
+    get_target_bid, _process, execute_sell
 from freqtrade.misc import get_state, State
 from freqtrade.persistence import Trade
 
@@ -40,8 +41,8 @@ def test_process_trade_creation(default_conf, ticker, health, mocker):
     assert trade.is_open
     assert trade.open_date is not None
     assert trade.exchange == Exchanges.BITTREX.name
-    assert trade.open_rate == 0.072661
+    assert trade.open_rate == 0.00001099
-    assert trade.amount == 0.6881270557795791
+    assert trade.amount == 90.99181073703367
 
 
 def test_process_exchange_failures(default_conf, ticker, health, mocker):
@@ -115,11 +116,11 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
     whitelist = copy.deepcopy(default_conf['exchange']['pair_whitelist'])
 
     init(default_conf, create_engine('sqlite://'))
-    create_trade(15.0)
+    create_trade(0.001)
 
     trade = Trade.query.first()
     assert trade is not None
-    assert trade.stake_amount == 15.0
+    assert trade.stake_amount == 0.001
     assert trade.is_open
     assert trade.open_date is not None
     assert trade.exchange == Exchanges.BITTREX.name
@@ -127,8 +128,8 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
     # Simulate fulfilled LIMIT_BUY order for trade
     trade.update(limit_buy_order)
 
-    assert trade.open_rate == 0.07256061
+    assert trade.open_rate == 0.00001099
-    assert trade.amount == 206.43811673387373
+    assert trade.amount == 90.99181073
 
     assert whitelist == default_conf['exchange']['pair_whitelist']
 
@@ -137,7 +138,9 @@ def test_create_trade_minimal_amount(default_conf, ticker, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
-    buy_mock = mocker.patch('freqtrade.main.exchange.buy', MagicMock(return_value='mocked_limit_buy'))
+    buy_mock = mocker.patch(
+        'freqtrade.main.exchange.buy', MagicMock(return_value='mocked_limit_buy')
+    )
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
                           get_ticker=ticker)
@@ -177,6 +180,23 @@ def test_create_trade_no_pairs(default_conf, ticker, mocker):
         create_trade(default_conf['stake_amount'])
 
 
+def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker):
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
+    mocker.patch.multiple('freqtrade.main.exchange',
+                          validate_pairs=MagicMock(),
+                          get_ticker=ticker,
+                          buy=MagicMock(return_value='mocked_limit_buy'))
+
+    with pytest.raises(DependencyException, match=r'.*No pair in whitelist.*'):
+        conf = copy.deepcopy(default_conf)
+        conf['exchange']['pair_whitelist'] = ["BTC_ETH"]
+        conf['exchange']['pair_blacklist'] = ["BTC_ETH"]
+        mocker.patch.dict('freqtrade.main._CONF', conf)
+        create_trade(default_conf['stake_amount'])
+
+
 def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
@@ -184,14 +204,17 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
                           get_ticker=MagicMock(return_value={
-                              'bid': 0.17256061,
+                              'bid': 0.00001172,
-                              'ask': 0.172661,
+                              'ask': 0.00001173,
-                              'last': 0.17256061
+                              'last': 0.00001172
                           }),
                           buy=MagicMock(return_value='mocked_limit_buy'),
                           sell=MagicMock(return_value='mocked_limit_sell'))
+    mocker.patch.multiple('freqtrade.fiat_convert.Pymarketcap',
+                          ticker=MagicMock(return_value={'price_usd': 15000.0}),
+                          _cache_symbols=MagicMock(return_value={'BTC': 1}))
     init(default_conf, create_engine('sqlite://'))
-    create_trade(15.0)
+    create_trade(0.001)
 
     trade = Trade.query.first()
     assert trade
@@ -205,11 +228,72 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
     # Simulate fulfilled LIMIT_SELL order for trade
     trade.update(limit_sell_order)
 
-    assert trade.close_rate == 0.0802134
+    assert trade.close_rate == 0.00001173
-    assert trade.close_profit == 0.10046755
+    assert trade.close_profit == 0.06201057
+    assert trade.calc_profit() == 0.00006217
     assert trade.close_date is not None
 
 
+def test_handle_trade_roi(default_conf, ticker, limit_buy_order, mocker, caplog):
+    default_conf.update({'experimental': {'use_sell_signal': True}})
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
+    mocker.patch.multiple('freqtrade.main.exchange',
+                          validate_pairs=MagicMock(),
+                          get_ticker=ticker,
+                          buy=MagicMock(return_value='mocked_limit_buy'))
+    mocker.patch('freqtrade.main.min_roi_reached', return_value=True)
+
+    init(default_conf, create_engine('sqlite://'))
+    create_trade(0.001)
+
+    trade = Trade.query.first()
+    trade.is_open = True
+
+    # FIX: sniffing logs, suggest handle_trade should not execute_sell
+    #      instead that responsibility should be moved out of handle_trade(),
+    #      we might just want to check if we are in a sell condition without
+    #      executing
+    # if ROI is reached we must sell
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: False)
+    assert handle_trade(trade)
+    assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
+    # if ROI is reached we must sell even if sell-signal is not signalled
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    assert handle_trade(trade)
+    assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
+
+
+def test_handle_trade_experimental(default_conf, ticker, limit_buy_order, mocker, caplog):
+    default_conf.update({'experimental': {'use_sell_signal': True}})
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
+    mocker.patch.multiple('freqtrade.main.exchange',
+                          validate_pairs=MagicMock(),
+                          get_ticker=ticker,
+                          buy=MagicMock(return_value='mocked_limit_buy'))
+    mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
+
+    init(default_conf, create_engine('sqlite://'))
+    create_trade(0.001)
+
+    trade = Trade.query.first()
+    trade.is_open = True
+
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: False)
+    value_returned = handle_trade(trade)
+    assert ('freqtrade', logging.DEBUG, 'Checking sell_signal ...') in caplog.record_tuples
+    assert value_returned is False
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    assert handle_trade(trade)
+    s = 'Executing sell due to sell signal ...'
+    assert ('freqtrade', logging.DEBUG, s) in caplog.record_tuples
+
+
 def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
@@ -221,7 +305,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo
 
     # Create trade and sell it
     init(default_conf, create_engine('sqlite://'))
-    create_trade(15.0)
+    create_trade(0.001)
 
     trade = Trade.query.first()
     assert trade
@@ -247,3 +331,104 @@ def test_balance_fully_last_side(mocker):
 def test_balance_bigger_last_ask(mocker):
     mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'ask_last_balance': 1.0}})
     assert get_target_bid({'ask': 5, 'last': 10}) == 5
+
+
+def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker):
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch('freqtrade.rpc.init', MagicMock())
+    rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
+    mocker.patch.multiple('freqtrade.main.exchange',
+                          validate_pairs=MagicMock(),
+                          get_ticker=ticker)
+    mocker.patch.multiple('freqtrade.fiat_convert.Pymarketcap',
+                          ticker=MagicMock(return_value={'price_usd': 15000.0}),
+                          _cache_symbols=MagicMock(return_value={'BTC': 1}))
+    init(default_conf, create_engine('sqlite://'))
+
+    # Create some test data
+    create_trade(0.001)
+
+    trade = Trade.query.first()
+    assert trade
+
+    # Increase the price and sell it
+    mocker.patch.multiple('freqtrade.main.exchange',
+                          validate_pairs=MagicMock(),
+                          get_ticker=ticker_sell_up)
+
+    execute_sell(trade=trade, limit=ticker_sell_up()['bid'])
+
+    assert rpc_mock.call_count == 2
+    assert 'Selling [BTC/ETH]' in rpc_mock.call_args_list[-1][0][0]
+    assert '0.00001172' in rpc_mock.call_args_list[-1][0][0]
+    assert 'profit: ~6.11%, 0.00006126' in rpc_mock.call_args_list[-1][0][0]
+    assert '0.919 USD' in rpc_mock.call_args_list[-1][0][0]
+
+
+def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker):
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch('freqtrade.rpc.init', MagicMock())
+    rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
+    mocker.patch.multiple('freqtrade.rpc.telegram',
+                          _CONF=default_conf,
+                          init=MagicMock(),
+                          send_msg=MagicMock())
+    mocker.patch.multiple('freqtrade.main.exchange',
+                          validate_pairs=MagicMock(),
+                          get_ticker=ticker)
+    mocker.patch.multiple('freqtrade.fiat_convert.Pymarketcap',
+                          ticker=MagicMock(return_value={'price_usd': 15000.0}),
+                          _cache_symbols=MagicMock(return_value={'BTC': 1}))
+    init(default_conf, create_engine('sqlite://'))
+
+    # Create some test data
+    create_trade(0.001)
+
+    trade = Trade.query.first()
+    assert trade
+
+    # Decrease the price and sell it
+    mocker.patch.multiple('freqtrade.main.exchange',
+                          validate_pairs=MagicMock(),
+                          get_ticker=ticker_sell_down)
+
+    execute_sell(trade=trade, limit=ticker_sell_down()['bid'])
+
+    assert rpc_mock.call_count == 2
+    assert 'Selling [BTC/ETH]' in rpc_mock.call_args_list[-1][0][0]
+    assert '0.00001044' in rpc_mock.call_args_list[-1][0][0]
+    assert 'profit: ~-5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0]
+    assert '-0.824 USD' in rpc_mock.call_args_list[-1][0][0]
+
+
+def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker):
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch('freqtrade.rpc.init', MagicMock())
+    rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
+    mocker.patch.multiple('freqtrade.main.exchange',
+                          validate_pairs=MagicMock(),
+                          get_ticker=ticker)
+    init(default_conf, create_engine('sqlite://'))
+
+    # Create some test data
+    create_trade(0.001)
+
+    trade = Trade.query.first()
+    assert trade
+
+    # Increase the price and sell it
+    mocker.patch.multiple('freqtrade.main.exchange',
+                          validate_pairs=MagicMock(),
+                          get_ticker=ticker_sell_up)
+    mocker.patch('freqtrade.main._CONF', {})
+
+    execute_sell(trade=trade, limit=ticker_sell_up()['bid'])
+
+    assert rpc_mock.call_count == 2
+    assert 'Selling [BTC/ETH]' in rpc_mock.call_args_list[-1][0][0]
+    assert '0.00001172' in rpc_mock.call_args_list[-1][0][0]
+    assert '(profit: ~6.11%, 0.00006126)' in rpc_mock.call_args_list[-1][0][0]
+    assert 'USD' not in rpc_mock.call_args_list[-1][0][0]

freqtrade/tests/test_misc.py

@@ -16,21 +16,33 @@ def test_throttle():
         return 42
 
     start = time.time()
-    result = throttle(func, 0.1)
+    result = throttle(func, min_secs=0.1)
     end = time.time()
 
     assert result == 42
     assert end - start > 0.1
 
-    result = throttle(func, -1)
+    result = throttle(func, min_secs=-1)
     assert result == 42
 
 
+def test_throttle_with_assets():
+
+    def func(nb_assets=-1):
+        return nb_assets
+
+    result = throttle(func, min_secs=0.1, nb_assets=666)
+    assert result == 666
+
+    result = throttle(func, min_secs=0.1)
+    assert result == -1
+
+
 def test_parse_args_defaults():
     args = parse_args([])
     assert args is not None
     assert args.config == 'config.json'
-    assert args.dynamic_whitelist is False
+    assert args.dynamic_whitelist is None
     assert args.loglevel == 20
 
 
@@ -58,11 +70,23 @@ def test_parse_args_verbose():
 def test_parse_args_dynamic_whitelist():
     args = parse_args(['--dynamic-whitelist'])
     assert args is not None
-    assert args.dynamic_whitelist is True
+    assert args.dynamic_whitelist is 20
+
+
+def test_parse_args_dynamic_whitelist_10():
+    args = parse_args(['--dynamic-whitelist', '10'])
+    assert args is not None
+    assert args.dynamic_whitelist is 10
+
+
+def test_parse_args_dynamic_whitelist_invalid_values():
+    with pytest.raises(SystemExit, match=r'2'):
+        parse_args(['--dynamic-whitelist', 'abc'])
 
 
 def test_parse_args_backtesting(mocker):
-    backtesting_mock = mocker.patch('freqtrade.optimize.backtesting.start', MagicMock())
+    backtesting_mock = mocker.patch(
+        'freqtrade.optimize.backtesting.start', MagicMock())
     args = parse_args(['backtesting'])
     assert args is None
     assert backtesting_mock.call_count == 1
@@ -85,8 +109,14 @@ def test_parse_args_backtesting_invalid():
 
 
 def test_parse_args_backtesting_custom(mocker):
-    backtesting_mock = mocker.patch('freqtrade.optimize.backtesting.start', MagicMock())
+    backtesting_mock = mocker.patch(
-    args = parse_args(['-c', 'test_conf.json', 'backtesting', '--live', '--ticker-interval', '1'])
+        'freqtrade.optimize.backtesting.start', MagicMock())
+    args = parse_args([
+        '-c', 'test_conf.json',
+        'backtesting',
+        '--live',
+        '--ticker-interval', '1',
+        '--refresh-pairs-cached'])
     assert args is None
     assert backtesting_mock.call_count == 1
 
@@ -97,10 +127,12 @@ def test_parse_args_backtesting_custom(mocker):
     assert call_args.subparser == 'backtesting'
     assert call_args.func is not None
     assert call_args.ticker_interval == 1
+    assert call_args.refresh_pairs is True
 
 
 def test_parse_args_hyperopt(mocker):
-    hyperopt_mock = mocker.patch('freqtrade.optimize.hyperopt.start', MagicMock())
+    hyperopt_mock = mocker.patch(
+        'freqtrade.optimize.hyperopt.start', MagicMock())
     args = parse_args(['hyperopt'])
     assert args is None
     assert hyperopt_mock.call_count == 1
@@ -113,7 +145,8 @@ def test_parse_args_hyperopt(mocker):
 
 
 def test_parse_args_hyperopt_custom(mocker):
-    hyperopt_mock = mocker.patch('freqtrade.optimize.hyperopt.start', MagicMock())
+    hyperopt_mock = mocker.patch(
+        'freqtrade.optimize.hyperopt.start', MagicMock())
     args = parse_args(['-c', 'test_conf.json', 'hyperopt', '--epochs', '20'])
     assert args is None
     assert hyperopt_mock.call_count == 1
@@ -138,7 +171,10 @@ def test_load_config(default_conf, mocker):
 def test_load_config_invalid_pair(default_conf, mocker):
     conf = deepcopy(default_conf)
     conf['exchange']['pair_whitelist'].append('BTC-ETH')
-    mocker.patch('freqtrade.misc.open', mocker.mock_open(read_data=json.dumps(conf)))
+    mocker.patch(
+        'freqtrade.misc.open',
+        mocker.mock_open(
+            read_data=json.dumps(conf)))
     with pytest.raises(ValidationError, match=r'.*does not match.*'):
         load_config('somefile')
 
@@ -146,6 +182,9 @@ def test_load_config_invalid_pair(default_conf, mocker):
 def test_load_config_missing_attributes(default_conf, mocker):
     conf = deepcopy(default_conf)
     conf.pop('exchange')
-    mocker.patch('freqtrade.misc.open', mocker.mock_open(read_data=json.dumps(conf)))
+    mocker.patch(
+        'freqtrade.misc.open',
+        mocker.mock_open(
+            read_data=json.dumps(conf)))
     with pytest.raises(ValidationError, match=r'.*\'exchange\' is a required property.*'):
         load_config('somefile')

freqtrade/tests/test_optimize_backtesting.py

@@ -1,16 +0,0 @@
-# pragma pylint: disable=missing-docstring,W0212
-
-
-from freqtrade import exchange, optimize
-from freqtrade.exchange import Bittrex
-from freqtrade.optimize.backtesting import backtest
-
-
-def test_backtest(default_conf, mocker):
-    mocker.patch.dict('freqtrade.main._CONF', default_conf)
-    exchange._API = Bittrex({'key': '', 'secret': ''})
-
-    data = optimize.load_data(ticker_interval=5, pairs=['BTC_ETH'])
-    results = backtest(default_conf, optimize.preprocess(data), 10, True)
-    num_resutls = len(results)
-    assert num_resutls > 0

freqtrade/tests/test_optimize_hyperopt.py

@@ -1,6 +0,0 @@
-# pragma pylint: disable=missing-docstring,W0212
-
-
-def test_optimizer(default_conf, mocker):
-    # TODO: implement test
-    pass

freqtrade/tests/test_persistence.py

@@ -1,15 +1,125 @@
 # pragma pylint: disable=missing-docstring
 import pytest
 
+import os
 from freqtrade.exchange import Exchanges
-from freqtrade.persistence import Trade
+from freqtrade.persistence import init, Trade
 
 
-def test_update(limit_buy_order, limit_sell_order):
+def test_init_create_session(default_conf, mocker):
+    mocker.patch.dict('freqtrade.persistence._CONF', default_conf)
+
+    # Check if init create a session
+    init(default_conf)
+    assert hasattr(Trade, 'session')
+    assert type(Trade.session).__name__ is 'Session'
+
+
+def test_init_dry_run_db(default_conf, mocker):
+    default_conf.update({'dry_run_db': True})
+    mocker.patch.dict('freqtrade.persistence._CONF', default_conf)
+
+    # First, protect the existing 'tradesv3.dry_run.sqlite' (Do not delete user data)
+    dry_run_db = 'tradesv3.dry_run.sqlite'
+    dry_run_db_swp = dry_run_db + '.swp'
+
+    if os.path.isfile(dry_run_db):
+        os.rename(dry_run_db, dry_run_db_swp)
+
+    # Check if the new tradesv3.dry_run.sqlite was created
+    init(default_conf)
+    assert os.path.isfile(dry_run_db) is True
+
+    # Delete the file made for this unitest and rollback to the previous
+    # tradesv3.dry_run.sqlite file
+
+    # 1. Delete file from the test
+    if os.path.isfile(dry_run_db):
+        os.remove(dry_run_db)
+
+    # 2. Rollback to the initial file
+    if os.path.isfile(dry_run_db_swp):
+        os.rename(dry_run_db_swp, dry_run_db)
+
+
+def test_init_dry_run_without_db(default_conf, mocker):
+    default_conf.update({'dry_run_db': False})
+    mocker.patch.dict('freqtrade.persistence._CONF', default_conf)
+
+    # First, protect the existing 'tradesv3.dry_run.sqlite' (Do not delete user data)
+    dry_run_db = 'tradesv3.dry_run.sqlite'
+    dry_run_db_swp = dry_run_db + '.swp'
+
+    if os.path.isfile(dry_run_db):
+        os.rename(dry_run_db, dry_run_db_swp)
+
+    # Check if the new tradesv3.dry_run.sqlite was created
+    init(default_conf)
+    assert os.path.isfile(dry_run_db) is False
+
+    # Rollback to the initial 'tradesv3.dry_run.sqlite' file
+    if os.path.isfile(dry_run_db_swp):
+        os.rename(dry_run_db_swp, dry_run_db)
+
+
+def test_init_prod_db(default_conf, mocker):
+    default_conf.update({'dry_run': False})
+    mocker.patch.dict('freqtrade.persistence._CONF', default_conf)
+
+    # First, protect the existing 'tradesv3.sqlite' (Do not delete user data)
+    prod_db = 'tradesv3.sqlite'
+    prod_db_swp = prod_db + '.swp'
+
+    if os.path.isfile(prod_db):
+        os.rename(prod_db, prod_db_swp)
+
+    # Check if the new tradesv3.sqlite was created
+    init(default_conf)
+    assert os.path.isfile(prod_db) is True
+
+    # Delete the file made for this unitest and rollback to the previous tradesv3.sqlite file
+
+    # 1. Delete file from the test
+    if os.path.isfile(prod_db):
+        os.remove(prod_db)
+
+    # Rollback to the initial 'tradesv3.sqlite' file
+    if os.path.isfile(prod_db_swp):
+        os.rename(prod_db_swp, prod_db)
+
+
+def test_update_with_bittrex(limit_buy_order, limit_sell_order):
+    """
+    On this test we will buy and sell a crypto currency.
+
+    Buy
+    - Buy: 90.99181073 Crypto at 0.00001099 BTC
+        (90.99181073*0.00001099 = 0.0009999 BTC)
+    - Buying fee: 0.25%
+    - Total cost of buy trade: 0.001002500 BTC
+        ((90.99181073*0.00001099) + ((90.99181073*0.00001099)*0.0025))
+
+    Sell
+    - Sell: 90.99181073 Crypto at 0.00001173 BTC
+        (90.99181073*0.00001173 = 0,00106733394 BTC)
+    - Selling fee: 0.25%
+    - Total cost of sell trade: 0.001064666 BTC
+        ((90.99181073*0.00001173) - ((90.99181073*0.00001173)*0.0025))
+
+    Profit/Loss: +0.000062166 BTC
+        (Sell:0.001064666 - Buy:0.001002500)
+    Profit/Loss percentage: 0.0620
+        ((0.001064666/0.001002500)-1 = 6.20%)
+
+    :param limit_buy_order:
+    :param limit_sell_order:
+    :return:
+    """
+
     trade = Trade(
         pair='BTC_ETH',
-        stake_amount=1.00,
+        stake_amount=0.001,
-        fee=0.1,
+        fee=0.0025,
         exchange=Exchanges.BITTREX,
     )
     assert trade.open_order_id is None
@@ -20,18 +130,53 @@ def test_update(limit_buy_order, limit_sell_order):
     trade.open_order_id = 'something'
     trade.update(limit_buy_order)
     assert trade.open_order_id is None
-    assert trade.open_rate == 0.07256061
+    assert trade.open_rate == 0.00001099
     assert trade.close_profit is None
     assert trade.close_date is None
 
     trade.open_order_id = 'something'
     trade.update(limit_sell_order)
     assert trade.open_order_id is None
-    assert trade.open_rate == 0.07256061
+    assert trade.close_rate == 0.00001173
-    assert trade.close_profit == 0.00546755
+    assert trade.close_profit == 0.06201057
     assert trade.close_date is not None
 
 
+def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order):
+    trade = Trade(
+        pair='BTC_ETH',
+        stake_amount=0.001,
+        fee=0.0025,
+        exchange=Exchanges.BITTREX,
+    )
+
+    trade.open_order_id = 'something'
+    trade.update(limit_buy_order)
+    assert trade.calc_open_trade_price() == 0.001002500
+
+    trade.update(limit_sell_order)
+    assert trade.calc_close_trade_price() == 0.0010646656
+
+    # Profit in BTC
+    assert trade.calc_profit() == 0.00006217
+
+    # Profit in percent
+    assert trade.calc_profit_percent() == 0.06201057
+
+
+def test_calc_close_trade_price_exception(limit_buy_order):
+    trade = Trade(
+        pair='BTC_ETH',
+        stake_amount=0.001,
+        fee=0.0025,
+        exchange=Exchanges.BITTREX,
+    )
+
+    trade.open_order_id = 'something'
+    trade.update(limit_buy_order)
+    assert trade.calc_close_trade_price() == 0.0
+
+
 def test_update_open_order(limit_buy_order):
     trade = Trade(
         pair='BTC_ETH',
@@ -64,3 +209,103 @@ def test_update_invalid_order(limit_buy_order):
     limit_buy_order['type'] = 'invalid'
     with pytest.raises(ValueError, match=r'Unknown order type'):
         trade.update(limit_buy_order)
+
+
+def test_calc_open_trade_price(limit_buy_order):
+    trade = Trade(
+        pair='BTC_ETH',
+        stake_amount=0.001,
+        fee=0.0025,
+        exchange=Exchanges.BITTREX,
+    )
+    trade.open_order_id = 'open_trade'
+    trade.update(limit_buy_order)  # Buy @ 0.00001099
+
+    # Get the open rate price with the standard fee rate
+    assert trade.calc_open_trade_price() == 0.001002500
+
+    # Get the open rate price with a custom fee rate
+    assert trade.calc_open_trade_price(fee=0.003) == 0.001003000
+
+
+def test_calc_close_trade_price(limit_buy_order, limit_sell_order):
+    trade = Trade(
+        pair='BTC_ETH',
+        stake_amount=0.001,
+        fee=0.0025,
+        exchange=Exchanges.BITTREX,
+    )
+    trade.open_order_id = 'close_trade'
+    trade.update(limit_buy_order)  # Buy @ 0.00001099
+
+    # Get the close rate price with a custom close rate and a regular fee rate
+    assert trade.calc_close_trade_price(rate=0.00001234) == 0.0011200318
+
+    # Get the close rate price with a custom close rate and a custom fee rate
+    assert trade.calc_close_trade_price(rate=0.00001234, fee=0.003) == 0.0011194704
+
+    # Test when we apply a Sell order, and ask price with a custom fee rate
+    trade.update(limit_sell_order)
+    assert trade.calc_close_trade_price(fee=0.005) == 0.0010619972
+
+
+def test_calc_profit(limit_buy_order, limit_sell_order):
+    trade = Trade(
+        pair='BTC_ETH',
+        stake_amount=0.001,
+        fee=0.0025,
+        exchange=Exchanges.BITTREX,
+    )
+    trade.open_order_id = 'profit_percent'
+    trade.update(limit_buy_order)  # Buy @ 0.00001099
+
+    # Custom closing rate and regular fee rate
+    # Higher than open rate
+    assert trade.calc_profit(rate=0.00001234) == 0.00011753
+    # Lower than open rate
+    assert trade.calc_profit(rate=0.00000123) == -0.00089086
+
+    # Custom closing rate and custom fee rate
+    # Higher than open rate
+    assert trade.calc_profit(rate=0.00001234, fee=0.003) == 0.00011697
+    # Lower than open rate
+    assert trade.calc_profit(rate=0.00000123, fee=0.003) == -0.00089092
+
+    # Only custom fee without sell order applied
+    with pytest.raises(TypeError):
+        trade.calc_profit(fee=0.003)
+
+    # Test when we apply a Sell order. Sell higher than open rate @ 0.00001173
+    trade.update(limit_sell_order)
+    assert trade.calc_profit() == 0.00006217
+
+    # Test with a custom fee rate on the close trade
+    assert trade.calc_profit(fee=0.003) == 0.00006163
+
+
+def test_calc_profit_percent(limit_buy_order, limit_sell_order):
+    trade = Trade(
+        pair='BTC_ETH',
+        stake_amount=0.001,
+        fee=0.0025,
+        exchange=Exchanges.BITTREX,
+    )
+    trade.open_order_id = 'profit_percent'
+    trade.update(limit_buy_order)  # Buy @ 0.00001099
+
+    # Get percent of profit with a custom rate (Higher than open rate)
+    assert trade.calc_profit_percent(rate=0.00001234) == 0.1172387
+
+    # Get percent of profit with a custom rate (Lower than open rate)
+    assert trade.calc_profit_percent(rate=0.00000123) == -0.88863827
+
+    # Only custom fee without sell order applied
+    with pytest.raises(TypeError):
+        trade.calc_profit_percent(fee=0.003)
+
+    # Test when we apply a Sell order. Sell higher than open rate @ 0.00001173
+    trade.update(limit_sell_order)
+    assert trade.calc_profit_percent() == 0.06201057
+
+    # Test with a custom fee rate on the close trade
+    assert trade.calc_profit_percent(fee=0.003) == 0.0614782

install_ta-lib.sh

@@ -0,0 +1,8 @@
+if [ ! -f "ta-lib/CHANGELOG.TXT" ]; then
+  curl -O -L http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz
+  tar zxvf ta-lib-0.4.0-src.tar.gz
+  cd ta-lib && ./configure && make && sudo make install && cd ..
+else
+  echo "TA-lib already installed, skipping download and build."
+  cd ta-lib && sudo make install && cd ..
+fi

requirements.txt

@@ -1,12 +1,12 @@
-python-bittrex==0.2.1
+python-bittrex==0.2.2
-SQLAlchemy==1.1.15
+SQLAlchemy==1.2.0
 python-telegram-bot==9.0.0
 arrow==0.12.0
 cachetools==2.0.1
 requests==2.18.4
 urllib3==1.22
 wrapt==1.10.11
-pandas==0.21.0
+pandas==0.21.1
 scikit-learn==0.19.1
 scipy==1.0.0
 jsonschema==2.6.0
@@ -19,6 +19,7 @@ hyperopt==0.1
 # do not upgrade networkx before this is fixed https://github.com/hyperopt/hyperopt/issues/325
 networkx==1.11
 tabulate==0.8.2
+pymarketcap==3.3.141
 
 # Required for plotting data
 #matplotlib==2.1.0

scripts/plot_dataframe.py

@@ -3,7 +3,6 @@
 import matplotlib  # Install PYQT5 manually if you want to test this helper function
 matplotlib.use("Qt5Agg")
 import matplotlib.pyplot as plt
-
 from freqtrade import exchange, analyze
 
 
@@ -16,7 +15,8 @@ def plot_analyzed_dataframe(pair: str) -> None:
 
     # Init Bittrex to use public API
     exchange._API = exchange.Bittrex({'key': '', 'secret': ''})
-    dataframe = analyze.analyze_ticker(pair)
+    ticker = exchange.get_ticker_history(pair)
+    dataframe = analyze.analyze_ticker(ticker)
 
     dataframe.loc[dataframe['buy'] == 1, 'buy_price'] = dataframe['close']
     dataframe.loc[dataframe['sell'] == 1, 'sell_price'] = dataframe['close']
@@ -51,4 +51,3 @@ def plot_analyzed_dataframe(pair: str) -> None:
 
 if __name__ == '__main__':
     plot_analyzed_dataframe('BTC_ETH')
-

setup.cfg

@@ -0,0 +1,4 @@
+[flake8]
+#ignore =
+max-line-length = 100
+max-complexity = 12

setup.py

@@ -35,6 +35,7 @@ setup(name='freqtrade',
           'TA-Lib',
           'tabulate',
           'cachetools',
+          'pymarketcap',
       ],
       include_package_data=True,
       zip_safe=False,