edited todos
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@ -160,7 +160,6 @@ def start_list_data(args: Dict[str, Any]) -> None:
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from freqtrade.data.history.idatahandler import get_datahandler
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from freqtrade.data.history.idatahandler import get_datahandler
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dhc = get_datahandler(config['datadir'], config['dataformat_ohlcv'])
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dhc = get_datahandler(config['datadir'], config['dataformat_ohlcv'])
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# TODO-lev: trading-mode should be parsed at config level, and available as Enum in the config.
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paircombs = dhc.ohlcv_get_available_data(config['datadir'], config.get('trading_mode', 'spot'))
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paircombs = dhc.ohlcv_get_available_data(config['datadir'], config.get('trading_mode', 'spot'))
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if args['pairs']:
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if args['pairs']:
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@ -8,8 +8,10 @@ class CandleType(str, Enum):
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MARK = "mark"
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MARK = "mark"
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INDEX = "index"
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INDEX = "index"
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PREMIUMINDEX = "premiumIndex"
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PREMIUMINDEX = "premiumIndex"
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# TODO-lev: not sure this belongs here, as the datatype is really different
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# TODO: Could take up less memory if these weren't a CandleType
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FUNDING_RATE = "funding_rate"
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FUNDING_RATE = "funding_rate"
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BORROW_RATE = "borrow_rate" # * unimplemented
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@staticmethod
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@staticmethod
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def from_string(value: str) -> 'CandleType':
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def from_string(value: str) -> 'CandleType':
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@ -1528,7 +1528,7 @@ class Exchange:
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:return: Dict of [{(pair, timeframe): Dataframe}]
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:return: Dict of [{(pair, timeframe): Dataframe}]
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"""
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"""
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logger.debug("Refreshing candle (OHLCV) data for %d pairs", len(pair_list))
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logger.debug("Refreshing candle (OHLCV) data for %d pairs", len(pair_list))
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# TODO-lev: maybe depend this on candle type?
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# TODO: maybe depend this on candle type?
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drop_incomplete = self._ohlcv_partial_candle if drop_incomplete is None else drop_incomplete
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drop_incomplete = self._ohlcv_partial_candle if drop_incomplete is None else drop_incomplete
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input_coroutines = []
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input_coroutines = []
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cached_pairs = []
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cached_pairs = []
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@ -1049,7 +1049,7 @@ class FreqtradeBot(LoggingMixin):
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Check if trade is fulfilled in which case the stoploss
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Check if trade is fulfilled in which case the stoploss
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on exchange should be added immediately if stoploss on exchange
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on exchange should be added immediately if stoploss on exchange
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is enabled.
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is enabled.
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# TODO-lev: liquidation price always on exchange, even without stoploss_on_exchange
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# TODO: liquidation price always on exchange, even without stoploss_on_exchange
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"""
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"""
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logger.debug('Handling stoploss on exchange %s ...', trade)
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logger.debug('Handling stoploss on exchange %s ...', trade)
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@ -1736,7 +1736,7 @@ class FreqtradeBot(LoggingMixin):
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trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side', ''))
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trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side', ''))
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if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC):
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if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC):
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# TODO-lev: leverage?
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# * Leverage could be a cause for this warning, leverage hasn't been thoroughly tested
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logger.warning(f"Amount {amount} does not match amount {trade.amount}")
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logger.warning(f"Amount {amount} does not match amount {trade.amount}")
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raise DependencyException("Half bought? Amounts don't match")
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raise DependencyException("Half bought? Amounts don't match")
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@ -127,8 +127,6 @@ class Backtesting:
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self.config['startup_candle_count'] = self.required_startup
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self.config['startup_candle_count'] = self.required_startup
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self.exchange.validate_required_startup_candles(self.required_startup, self.timeframe)
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self.exchange.validate_required_startup_candles(self.required_startup, self.timeframe)
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# TODO-lev: This should come from the configuration setting or better a
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# TODO-lev: combination of config/strategy "use_shorts"(?) and "can_short" from the exchange
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self.trading_mode = TradingMode(config.get('trading_mode', 'spot'))
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self.trading_mode = TradingMode(config.get('trading_mode', 'spot'))
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self._can_short = self.trading_mode != TradingMode.SPOT
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self._can_short = self.trading_mode != TradingMode.SPOT
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@ -538,7 +536,7 @@ class Backtesting:
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sell_candle_time: datetime = sell_row[DATE_IDX].to_pydatetime()
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sell_candle_time: datetime = sell_row[DATE_IDX].to_pydatetime()
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if self.trading_mode == TradingMode.FUTURES:
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if self.trading_mode == TradingMode.FUTURES:
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# TODO-lev: liquidation price?
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# TODO: liquidation price?
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trade.funding_fees = self.exchange.calculate_funding_fees(
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trade.funding_fees = self.exchange.calculate_funding_fees(
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self.futures_data[trade.pair],
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self.futures_data[trade.pair],
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amount=trade.amount,
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amount=trade.amount,
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@ -15,7 +15,7 @@ import talib.abstract as ta
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import freqtrade.vendor.qtpylib.indicators as qtpylib
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import freqtrade.vendor.qtpylib.indicators as qtpylib
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# TODO-lev: Create a meaningfull short strategy (not just revresed signs).
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# TODO: Create a meaningfull short strategy (not just revresed signs).
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# This class is a sample. Feel free to customize it.
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# This class is a sample. Feel free to customize it.
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class SampleShortStrategy(IStrategy):
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class SampleShortStrategy(IStrategy):
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"""
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"""
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@ -697,7 +697,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
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backtesting._set_strategy(backtesting.strategylist[0])
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backtesting._set_strategy(backtesting.strategylist[0])
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backtesting.required_startup = 0
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backtesting.required_startup = 0
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if data.leverage > 1.0:
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if data.leverage > 1.0:
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# TODO-lev: Should we initialize this properly??
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# TODO: Should we initialize this properly??
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backtesting._can_short = True
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backtesting._can_short = True
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backtesting.strategy.advise_entry = lambda a, m: frame
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backtesting.strategy.advise_entry = lambda a, m: frame
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backtesting.strategy.advise_exit = lambda a, m: frame
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backtesting.strategy.advise_exit = lambda a, m: frame
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@ -71,7 +71,7 @@ class StrategyTestV3(IStrategy):
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protection_enabled = BooleanParameter(default=True)
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protection_enabled = BooleanParameter(default=True)
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protection_cooldown_lookback = IntParameter([0, 50], default=30)
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protection_cooldown_lookback = IntParameter([0, 50], default=30)
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# TODO-lev: Can this work with protection tests? (replace HyperoptableStrategy implicitly ... )
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# TODO: Can this work with protection tests? (replace HyperoptableStrategy implicitly ... )
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# @property
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# @property
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# def protections(self):
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# def protections(self):
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# prot = []
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# prot = []
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