Merge branch 'freqtrade:develop' into pos_adjust

freqtrade/data/btanalysis.py

@@ -100,6 +100,9 @@ def get_latest_hyperopt_file(directory: Union[Path, str], predef_filename: str =
     if isinstance(directory, str):
         directory = Path(directory)
     if predef_filename:
+        if Path(predef_filename).is_absolute():
+            raise OperationalException(
+                "--hyperopt-filename expects only the filename, not an absolute path.")
         return directory / predef_filename
     return directory / get_latest_hyperopt_filename(directory)
 

freqtrade/misc.py

@@ -248,8 +248,10 @@ def get_strategy_run_id(strategy) -> str:
         if k in config:
             del config[k]
 
+    # Explicitly allow NaN values (e.g. max_open_trades).
+    # as it does not matter for getting the hash.
     digest.update(rapidjson.dumps(config, default=str,
-                                  number_mode=rapidjson.NM_NATIVE).encode('utf-8'))
+                                  number_mode=rapidjson.NM_NAN).encode('utf-8'))
     with open(strategy.__file__, 'rb') as fp:
         digest.update(fp.read())
     return digest.hexdigest().lower()

freqtrade/optimize/hyperopt_tools.py

@@ -137,6 +137,7 @@ class HyperoptTools():
         }
         if not HyperoptTools._test_hyperopt_results_exist(results_file):
             # No file found.
+            logger.warning(f"Hyperopt file {results_file} not found.")
             return [], 0
 
         epochs = []

freqtrade/rpc/api_server/api_v1.py

@@ -20,7 +20,7 @@ from freqtrade.rpc.api_server.api_schemas import (AvailablePairs, Balances, Blac
                                                   Stats, StatusMsg, StrategyListResponse,
                                                   StrategyResponse, SysInfo, Version,
                                                   WhitelistResponse)
-from freqtrade.rpc.api_server.deps import get_config, get_rpc, get_rpc_optional
+from freqtrade.rpc.api_server.deps import get_config, get_exchange, get_rpc, get_rpc_optional
 from freqtrade.rpc.rpc import RPCException
 
 
@@ -217,12 +217,14 @@ def pair_candles(pair: str, timeframe: str, limit: Optional[int], rpc: RPC = Dep
 
 @router.get('/pair_history', response_model=PairHistory, tags=['candle data'])
 def pair_history(pair: str, timeframe: str, timerange: str, strategy: str,
-                 config=Depends(get_config)):
+                 config=Depends(get_config), exchange=Depends(get_exchange)):
+    # The initial call to this endpoint can be slow, as it may need to initialize
+    # the exchange class.
     config = deepcopy(config)
     config.update({
         'strategy': strategy,
     })
-    return RPC._rpc_analysed_history_full(config, pair, timeframe, timerange)
+    return RPC._rpc_analysed_history_full(config, pair, timeframe, timerange, exchange)
 
 
 @router.get('/plot_config', response_model=PlotConfig, tags=['candle data'])

freqtrade/rpc/api_server/deps.py

@@ -1,5 +1,7 @@
 from typing import Any, Dict, Iterator, Optional
 
+from fastapi import Depends
+
 from freqtrade.persistence import Trade
 from freqtrade.rpc.rpc import RPC, RPCException
 
@@ -28,3 +30,11 @@ def get_config() -> Dict[str, Any]:
 
 def get_api_config() -> Dict[str, Any]:
     return ApiServer._config['api_server']
+
+
+def get_exchange(config=Depends(get_config)):
+    if not ApiServer._exchange:
+        from freqtrade.resolvers import ExchangeResolver
+        ApiServer._exchange = ExchangeResolver.load_exchange(
+            config['exchange']['name'], config)
+    return ApiServer._exchange

freqtrade/rpc/api_server/webserver.py

@@ -41,6 +41,8 @@ class ApiServer(RPCHandler):
     _has_rpc: bool = False
     _bgtask_running: bool = False
     _config: Dict[str, Any] = {}
+    # Exchange - only available in webserver mode.
+    _exchange = None
 
     def __new__(cls, *args, **kwargs):
         """

freqtrade/rpc/rpc.py

@@ -1000,7 +1000,7 @@ class RPC:
 
     @staticmethod
     def _rpc_analysed_history_full(config, pair: str, timeframe: str,
-                                   timerange: str) -> Dict[str, Any]:
+                                   timerange: str, exchange) -> Dict[str, Any]:
         timerange_parsed = TimeRange.parse_timerange(timerange)
 
         _data = load_data(
@@ -1015,7 +1015,7 @@ class RPC:
         from freqtrade.data.dataprovider import DataProvider
         from freqtrade.resolvers.strategy_resolver import StrategyResolver
         strategy = StrategyResolver.load_strategy(config)
-        strategy.dp = DataProvider(config, exchange=None, pairlists=None)
+        strategy.dp = DataProvider(config, exchange=exchange, pairlists=None)
 
         df_analyzed = strategy.analyze_ticker(_data[pair], {'pair': pair})
 

tests/data/test_btanalysis.py

@@ -51,6 +51,12 @@ def test_get_latest_hyperopt_file(testdatadir):
     res = get_latest_hyperopt_file(str(testdatadir.parent))
     assert res == testdatadir.parent / "hyperopt_results.pickle"
 
+    # Test with absolute path
+    with pytest.raises(
+        OperationalException,
+            match="--hyperopt-filename expects only the filename, not an absolute path."):
+        get_latest_hyperopt_file(str(testdatadir.parent), str(testdatadir.parent))
+
 
 def test_load_backtest_metadata(mocker, testdatadir):
     res = load_backtest_metadata(testdatadir / 'nonexistant.file.json')

tests/optimize/test_backtesting.py

@@ -21,6 +21,7 @@ from freqtrade.data.dataprovider import DataProvider
 from freqtrade.data.history import get_timerange
 from freqtrade.enums import RunMode, SellType
 from freqtrade.exceptions import DependencyException, OperationalException
+from freqtrade.misc import get_strategy_run_id
 from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.persistence import LocalTrade
 from freqtrade.resolvers import StrategyResolver
@@ -1357,3 +1358,13 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda
 
     for line in exists:
         assert log_has(line, caplog)
+
+
+def test_get_strategy_run_id(default_conf_usdt):
+    default_conf_usdt.update({
+        'strategy': 'StrategyTestV2',
+        'max_open_trades': float('inf')
+        })
+    strategy = StrategyResolver.load_strategy(default_conf_usdt)
+    x = get_strategy_run_id(strategy)
+    assert isinstance(x, str)

tests/optimize/test_hyperopt_tools.py

@@ -10,7 +10,7 @@ import rapidjson
 from freqtrade.constants import FTHYPT_FILEVERSION
 from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.hyperopt_tools import HyperoptTools, hyperopt_serializer
-from tests.conftest import log_has
+from tests.conftest import log_has, log_has_re
 
 
 # Functions for recurrent object patching
@@ -24,6 +24,7 @@ def test_save_results_saves_epochs(hyperopt, tmpdir, caplog) -> None:
     hyperopt.results_file = Path(tmpdir / 'ut_results.fthypt')
 
     hyperopt_epochs = HyperoptTools.load_filtered_results(hyperopt.results_file, {})
+    assert log_has_re("Hyperopt file .* not found.", caplog)
     assert hyperopt_epochs == ([], 0)
 
     # Test writing to temp dir and reading again