Merge pull request #808 from xmatthias/mypy_typecheck

add mypy typechecking
This commit is contained in:
Matthias 2018-06-03 10:43:55 +02:00 committed by GitHub
commit fff7ec1dab
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22 changed files with 96 additions and 111 deletions

1
.gitignore vendored
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@ -90,3 +90,4 @@ target/
.vscode
.pytest_cache/
.mypy_cache/

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@ -13,7 +13,7 @@ addons:
install:
- ./install_ta-lib.sh
- export LD_LIBRARY_PATH=/usr/local/lib:$LD_LIBRARY_PATH
- pip install --upgrade flake8 coveralls pytest-random-order
- pip install --upgrade flake8 coveralls pytest-random-order mypy
- pip install -r requirements.txt
- pip install -e .
jobs:
@ -26,6 +26,7 @@ jobs:
- cp config.json.example config.json
- python freqtrade/main.py hyperopt -e 5
- script: flake8 freqtrade
- script: mypy freqtrade
after_success:
- coveralls
notifications:

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@ -12,7 +12,7 @@ from pandas import DataFrame, to_datetime
from freqtrade import constants
from freqtrade.exchange import get_ticker_history
from freqtrade.persistence import Trade
from freqtrade.strategy.resolver import StrategyResolver
from freqtrade.strategy.resolver import StrategyResolver, IStrategy
logger = logging.getLogger(__name__)
@ -37,7 +37,7 @@ class Analyze(object):
:param config: Bot configuration (use the one from Configuration())
"""
self.config = config
self.strategy = StrategyResolver(self.config).strategy
self.strategy: IStrategy = StrategyResolver(self.config).strategy
@staticmethod
def parse_ticker_dataframe(ticker: list) -> DataFrame:

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@ -17,9 +17,9 @@ class Arguments(object):
Arguments Class. Manage the arguments received by the cli
"""
def __init__(self, args: List[str], description: str):
def __init__(self, args: List[str], description: str) -> None:
self.args = args
self.parsed_arg = None
self.parsed_arg: Optional[argparse.Namespace] = None
self.parser = argparse.ArgumentParser(description=description)
def _load_args(self) -> None:
@ -211,7 +211,8 @@ class Arguments(object):
self.hyperopt_options(hyperopt_cmd)
@staticmethod
def parse_timerange(text: str) -> Optional[Tuple[List, int, int]]:
def parse_timerange(text: Optional[str]) -> Optional[Tuple[Tuple,
Optional[int], Optional[int]]]:
"""
Parse the value of the argument --timerange to determine what is the range desired
:param text: value from --timerange
@ -234,23 +235,23 @@ class Arguments(object):
if match: # Regex has matched
rvals = match.groups()
index = 0
start = None
stop = None
start: Optional[int] = None
stop: Optional[int] = None
if stype[0]:
start = rvals[index]
starts = rvals[index]
if stype[0] == 'date':
start = int(start) if len(start) == 10 \
else arrow.get(start, 'YYYYMMDD').timestamp
start = int(starts) if len(starts) == 10 \
else arrow.get(starts, 'YYYYMMDD').timestamp
else:
start = int(start)
start = int(starts)
index += 1
if stype[1]:
stop = rvals[index]
stops = rvals[index]
if stype[1] == 'date':
stop = int(stop) if len(stop) == 10 \
else arrow.get(stop, 'YYYYMMDD').timestamp
stop = int(stops) if len(stops) == 10 \
else arrow.get(stops, 'YYYYMMDD').timestamp
else:
stop = int(stop)
stop = int(stops)
return stype, start, stop
raise Exception('Incorrect syntax for timerange "%s"' % text)

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@ -5,7 +5,7 @@ This module contains the configuration class
import json
import logging
from argparse import Namespace
from typing import Dict, Any
from typing import Optional, Dict, Any
from jsonschema import Draft4Validator, validate
from jsonschema.exceptions import ValidationError, best_match
import ccxt
@ -23,7 +23,7 @@ class Configuration(object):
"""
def __init__(self, args: Namespace) -> None:
self.args = args
self.config = None
self.config: Optional[Dict[str, Any]] = None
def load_config(self) -> Dict[str, Any]:
"""
@ -192,7 +192,7 @@ class Configuration(object):
validate(conf, constants.CONF_SCHEMA)
return conf
except ValidationError as exception:
logger.fatal(
logger.critical(
'Invalid configuration. See config.json.example. Reason: %s',
exception
)

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@ -290,7 +290,7 @@ def get_ticker_history(pair: str, tick_interval: str, since_ms: Optional[int] =
# chached data was already downloaded
till_time_ms = min(till_time_ms, arrow.utcnow().shift(minutes=-10).timestamp * 1000)
data = []
data: List[Dict[Any, Any]] = []
while not since_ms or since_ms < till_time_ms:
data_part = _API.fetch_ohlcv(pair, timeframe=tick_interval, since=since_ms)

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@ -5,7 +5,7 @@ e.g BTC to USD
import logging
import time
from typing import Dict
from typing import Dict, List
from coinmarketcap import Market
from requests.exceptions import RequestException
@ -34,7 +34,7 @@ class CryptoFiat(object):
self.price = 0.0
# Private attributes
self._expiration = 0
self._expiration = 0.0
self.crypto_symbol = crypto_symbol.upper()
self.fiat_symbol = fiat_symbol.upper()
@ -65,7 +65,7 @@ class CryptoToFiatConverter(object):
This object is also a Singleton
"""
__instance = None
_coinmarketcap = None
_coinmarketcap: Market = None
# Constants
SUPPORTED_FIAT = [
@ -87,7 +87,7 @@ class CryptoToFiatConverter(object):
return CryptoToFiatConverter.__instance
def __init__(self) -> None:
self._pairs = []
self._pairs: List[CryptoFiat] = []
self._load_cryptomap()
def _load_cryptomap(self) -> None:

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@ -33,7 +33,7 @@ class FreqtradeBot(object):
This is from here the bot start its logic.
"""
def __init__(self, config: Dict[str, Any], db_url: Optional[str] = None):
def __init__(self, config: Dict[str, Any], db_url: Optional[str] = None)-> None:
"""
Init all variables and object the bot need to work
:param config: configuration dict, you can use the Configuration.get_config()
@ -51,9 +51,9 @@ class FreqtradeBot(object):
# Init objects
self.config = config
self.analyze = None
self.fiat_converter = None
self.rpc = None
self.analyze = Analyze(self.config)
self.fiat_converter = CryptoToFiatConverter()
self.rpc: RPCManager = RPCManager(self)
self.persistence = None
self.exchange = None
@ -66,9 +66,6 @@ class FreqtradeBot(object):
:return: None
"""
# Initialize all modules
self.analyze = Analyze(self.config)
self.fiat_converter = CryptoToFiatConverter()
self.rpc = RPCManager(self)
persistence.init(self.config, db_url)
exchange.init(self.config)
@ -93,7 +90,7 @@ class FreqtradeBot(object):
persistence.cleanup()
return True
def worker(self, old_state: None) -> State:
def worker(self, old_state: State = None) -> State:
"""
Trading routine that must be run at each loop
:param old_state: the previous service state from the previous call

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@ -13,7 +13,7 @@ def went_down(series: Series) -> bool:
return series < series.shift(1)
def ehlers_super_smoother(series: Series, smoothing: float = 6) -> type(Series):
def ehlers_super_smoother(series: Series, smoothing: float = 6) -> Series:
magic = pi * sqrt(2) / smoothing
a1 = exp(-magic)
coeff2 = 2 * a1 * cos(magic)

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@ -83,7 +83,7 @@ def file_dump_json(filename, data, is_zip=False) -> None:
json.dump(data, fp, default=str)
def format_ms_time(date: str) -> str:
def format_ms_time(date: int) -> str:
"""
convert MS date to readable format.
: epoch-string in ms

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@ -4,8 +4,8 @@ import gzip
import json
import logging
import os
from typing import Optional, List, Dict, Tuple, Any
import arrow
from typing import Optional, List, Dict, Tuple
from freqtrade import misc, constants
from freqtrade.exchange import get_ticker_history
@ -144,7 +144,9 @@ def download_pairs(datadir, pairs: List[str],
def load_cached_data_for_updating(filename: str,
tick_interval: str,
timerange: Optional[Tuple[Tuple, int, int]]) -> Tuple[list, int]:
timerange: Optional[Tuple[Tuple, int, int]]) -> Tuple[
List[Any],
Optional[int]]:
"""
Load cached data and choose what part of the data should be updated
"""

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@ -33,18 +33,6 @@ class Backtesting(object):
"""
def __init__(self, config: Dict[str, Any]) -> None:
self.config = config
self.analyze = None
self.ticker_interval = None
self.tickerdata_to_dataframe = None
self.populate_buy_trend = None
self.populate_sell_trend = None
self._init()
def _init(self) -> None:
"""
Init objects required for backtesting
:return: None
"""
self.analyze = Analyze(self.config)
self.ticker_interval = self.analyze.strategy.ticker_interval
self.tickerdata_to_dataframe = self.analyze.tickerdata_to_dataframe
@ -78,7 +66,7 @@ class Backtesting(object):
Generates and returns a text table for the given backtest data and the results dataframe
:return: pretty printed table with tabulate as str
"""
stake_currency = self.config.get('stake_currency')
stake_currency = str(self.config.get('stake_currency'))
floatfmt = ('s', 'd', '.2f', '.8f', '.1f')
tabular_data = []
@ -168,7 +156,7 @@ class Backtesting(object):
record = args.get('record', None)
records = []
trades = []
trade_count_lock = {}
trade_count_lock: Dict = {}
for pair, pair_data in processed.items():
pair_data['buy'], pair_data['sell'] = 0, 0 # cleanup from previous run
@ -230,8 +218,9 @@ class Backtesting(object):
else:
logger.info('Using local backtesting data (using whitelist in given config) ...')
timerange = Arguments.parse_timerange(self.config.get('timerange'))
data = optimize.load_data(
timerange = Arguments.parse_timerange(None if self.config.get(
'timerange') is None else str(self.config.get('timerange')))
data = optimize.load_data( # type: ignore # timerange will be refactored
self.config['datadir'],
pairs=pairs,
ticker_interval=self.ticker_interval,

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@ -14,7 +14,7 @@ from argparse import Namespace
from functools import reduce
from math import exp
from operator import itemgetter
from typing import Dict, Any, Callable
from typing import Dict, Any, Callable, Optional
import numpy
import talib.abstract as ta
@ -60,7 +60,7 @@ class Hyperopt(Backtesting):
self.expected_max_profit = 3.0
# Configuration and data used by hyperopt
self.processed = None
self.processed: Optional[Dict[str, Any]] = None
# Hyperopt Trials
self.trials_file = os.path.join('user_data', 'hyperopt_trials.pickle')
@ -344,7 +344,7 @@ class Hyperopt(Backtesting):
"""
Return the space to use during Hyperopt
"""
spaces = {}
spaces: Dict = {}
if self.has_space('buy'):
spaces = {**spaces, **Hyperopt.indicator_space()}
if self.has_space('roi'):
@ -495,16 +495,17 @@ class Hyperopt(Backtesting):
)
def start(self) -> None:
timerange = Arguments.parse_timerange(self.config.get('timerange'))
data = load_data(
datadir=self.config.get('datadir'),
timerange = Arguments.parse_timerange(None if self.config.get(
'timerange') is None else str(self.config.get('timerange')))
data = load_data( # type: ignore # timerange will be refactored
datadir=str(self.config.get('datadir')),
pairs=self.config['exchange']['pair_whitelist'],
ticker_interval=self.ticker_interval,
timerange=timerange
)
if self.has_space('buy'):
self.analyze.populate_indicators = Hyperopt.populate_indicators
self.analyze.populate_indicators = Hyperopt.populate_indicators # type: ignore
self.processed = self.tickerdata_to_dataframe(data)
if self.config.get('mongodb'):

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@ -5,7 +5,7 @@ This module contains the class to persist trades into SQLite
import logging
from datetime import datetime
from decimal import Decimal, getcontext
from typing import Dict, Optional
from typing import Dict, Optional, Any
import arrow
from sqlalchemy import (Boolean, Column, DateTime, Float, Integer, String,
@ -21,7 +21,7 @@ from sqlalchemy import inspect
logger = logging.getLogger(__name__)
_CONF = {}
_DECL_BASE = declarative_base()
_DECL_BASE: Any = declarative_base()
def init(config: dict, engine: Optional[Engine] = None) -> None:

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@ -2,9 +2,9 @@
This module contains class to define a RPC communications
"""
import logging
from datetime import datetime, timedelta
from datetime import datetime, timedelta, date
from decimal import Decimal
from typing import Tuple, Any
from typing import Dict, Tuple, Any
import arrow
import sqlalchemy as sql
@ -114,7 +114,7 @@ class RPC(object):
self, timescale: int,
stake_currency: str, fiat_display_currency: str) -> Tuple[bool, Any]:
today = datetime.utcnow().date()
profit_days = {}
profit_days: Dict[date, Dict] = {}
if not (isinstance(timescale, int) and timescale > 0):
return True, '*Daily [n]:* `must be an integer greater than 0`'
@ -172,7 +172,7 @@ class RPC(object):
durations = []
for trade in trades:
current_rate = None
current_rate: float = 0.0
if not trade.open_rate:
continue
@ -278,7 +278,7 @@ class RPC(object):
value = fiat.convert_amount(total, 'BTC', symbol)
return False, (output, total, symbol, value)
def rpc_start(self) -> (bool, str):
def rpc_start(self) -> Tuple[bool, str]:
"""
Handler for start.
"""
@ -288,7 +288,7 @@ class RPC(object):
self.freqtrade.state = State.RUNNING
return False, '`Starting trader ...`'
def rpc_stop(self) -> (bool, str):
def rpc_stop(self) -> Tuple[bool, str]:
"""
Handler for stop.
"""

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@ -1,6 +1,7 @@
"""
This module contains class to manage RPC communications (Telegram, Slack, ...)
"""
from typing import Any, List
import logging
from freqtrade.rpc.telegram import Telegram
@ -21,8 +22,8 @@ class RPCManager(object):
"""
self.freqtrade = freqtrade
self.registered_modules = []
self.telegram = None
self.registered_modules: List[str] = []
self.telegram: Any = None
self._init()
def _init(self) -> None:

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@ -18,7 +18,7 @@ from freqtrade.rpc.rpc import RPC
logger = logging.getLogger(__name__)
def authorized_only(command_handler: Callable[[Bot, Update], None]) -> Callable[..., Any]:
def authorized_only(command_handler: Callable[[Any, Bot, Update], None]) -> Callable[..., Any]:
"""
Decorator to check if the message comes from the correct chat_id
:param command_handler: Telegram CommandHandler
@ -65,7 +65,7 @@ class Telegram(RPC):
"""
super().__init__(freqtrade)
self._updater = None
self._updater: Updater = None
self._config = freqtrade.config
self._init()

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@ -2,7 +2,7 @@
IStrategy interface
This module defines the interface to apply for strategies
"""
from typing import Dict
from abc import ABC, abstractmethod
from pandas import DataFrame
@ -16,9 +16,13 @@ class IStrategy(ABC):
Attributes you can use:
minimal_roi -> Dict: Minimal ROI designed for the strategy
stoploss -> float: optimal stoploss designed for the strategy
ticker_interval -> int: value of the ticker interval to use for the strategy
ticker_interval -> str: value of the ticker interval to use for the strategy
"""
minimal_roi: Dict
stoploss: float
ticker_interval: str
@abstractmethod
def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
"""

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@ -33,7 +33,8 @@ class StrategyResolver(object):
# Verify the strategy is in the configuration, otherwise fallback to the default strategy
strategy_name = config.get('strategy') or constants.DEFAULT_STRATEGY
self.strategy = self._load_strategy(strategy_name, extra_dir=config.get('strategy_path'))
self.strategy: IStrategy = self._load_strategy(strategy_name,
extra_dir=config.get('strategy_path'))
# Set attributes
# Check if we need to override configuration
@ -61,7 +62,7 @@ class StrategyResolver(object):
self.strategy.stoploss = float(self.strategy.stoploss)
def _load_strategy(
self, strategy_name: str, extra_dir: Optional[str] = None) -> Optional[IStrategy]:
self, strategy_name: str, extra_dir: Optional[str] = None) -> IStrategy:
"""
Search and loads the specified strategy.
:param strategy_name: name of the module to import
@ -101,7 +102,7 @@ class StrategyResolver(object):
# Generate spec based on absolute path
spec = importlib.util.spec_from_file_location('user_data.strategies', module_path)
module = importlib.util.module_from_spec(spec)
spec.loader.exec_module(module)
spec.loader.exec_module(module) # type: ignore # importlib does not use typehints
valid_strategies_gen = (
obj for name, obj in inspect.getmembers(module, inspect.isclass)

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@ -286,23 +286,6 @@ def test_start(mocker, fee, default_conf, caplog) -> None:
assert start_mock.call_count == 1
def test_backtesting__init__(mocker, default_conf) -> None:
"""
Test Backtesting.__init__() method
"""
init_mock = MagicMock()
mocker.patch('freqtrade.optimize.backtesting.Backtesting._init', init_mock)
backtesting = Backtesting(default_conf)
assert backtesting.config == default_conf
assert backtesting.analyze is None
assert backtesting.ticker_interval is None
assert backtesting.tickerdata_to_dataframe is None
assert backtesting.populate_buy_trend is None
assert backtesting.populate_sell_trend is None
assert init_mock.call_count == 1
def test_backtesting_init(mocker, default_conf) -> None:
"""
Test Backtesting._init() method

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@ -6,6 +6,7 @@ Unit test file for configuration.py
import json
from copy import deepcopy
from unittest.mock import MagicMock
from argparse import Namespace
import pytest
from jsonschema import ValidationError
@ -37,7 +38,7 @@ def test_load_config_invalid_pair(default_conf) -> None:
conf['exchange']['pair_whitelist'].append('ETH-BTC')
with pytest.raises(ValidationError, match=r'.*does not match.*'):
configuration = Configuration([])
configuration = Configuration(Namespace())
configuration._validate_config(conf)
@ -49,7 +50,7 @@ def test_load_config_missing_attributes(default_conf) -> None:
conf.pop('exchange')
with pytest.raises(ValidationError, match=r'.*\'exchange\' is a required property.*'):
configuration = Configuration([])
configuration = Configuration(Namespace())
configuration._validate_config(conf)
@ -61,7 +62,7 @@ def test_load_config_file(default_conf, mocker, caplog) -> None:
read_data=json.dumps(default_conf)
))
configuration = Configuration([])
configuration = Configuration(Namespace())
validated_conf = configuration._load_config_file('somefile')
assert file_mock.call_count == 1
assert validated_conf.items() >= default_conf.items()
@ -79,7 +80,7 @@ def test_load_config_max_open_trades_zero(default_conf, mocker, caplog) -> None:
read_data=json.dumps(conf)
))
Configuration([])._load_config_file('somefile')
Configuration(Namespace())._load_config_file('somefile')
assert file_mock.call_count == 1
assert log_has('Validating configuration ...', caplog.record_tuples)
@ -92,7 +93,7 @@ def test_load_config_file_exception(mocker, caplog) -> None:
'freqtrade.configuration.open',
MagicMock(side_effect=FileNotFoundError('File not found'))
)
configuration = Configuration([])
configuration = Configuration(Namespace())
with pytest.raises(SystemExit):
configuration._load_config_file('somefile')
@ -128,13 +129,13 @@ def test_load_config_with_params(default_conf, mocker) -> None:
read_data=json.dumps(default_conf)
))
args = [
arglist = [
'--dynamic-whitelist', '10',
'--strategy', 'TestStrategy',
'--strategy-path', '/some/path',
'--dry-run-db',
]
args = Arguments(args, '').get_parsed_arg()
args = Arguments(arglist, '').get_parsed_arg()
configuration = Configuration(args)
validated_conf = configuration.load_config()
@ -174,12 +175,12 @@ def test_show_info(default_conf, mocker, caplog) -> None:
read_data=json.dumps(default_conf)
))
args = [
arglist = [
'--dynamic-whitelist', '10',
'--strategy', 'TestStrategy',
'--dry-run-db'
]
args = Arguments(args, '').get_parsed_arg()
args = Arguments(arglist, '').get_parsed_arg()
configuration = Configuration(args)
configuration.get_config()
@ -202,8 +203,8 @@ def test_show_info(default_conf, mocker, caplog) -> None:
)
# Test the Dry run condition
configuration.config.update({'dry_run': False})
configuration._load_common_config(configuration.config)
configuration.config.update({'dry_run': False}) # type: ignore
configuration._load_common_config(configuration.config) # type: ignore
assert log_has(
'Dry run is disabled. (--dry_run_db ignored)',
caplog.record_tuples
@ -218,13 +219,13 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
read_data=json.dumps(default_conf)
))
args = [
arglist = [
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'backtesting'
]
args = Arguments(args, '').get_parsed_arg()
args = Arguments(arglist, '').get_parsed_arg()
configuration = Configuration(args)
config = configuration.get_config()
@ -262,7 +263,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
read_data=json.dumps(default_conf)
))
args = [
arglist = [
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'--datadir', '/foo/bar',
@ -275,7 +276,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
'--export', '/bar/foo'
]
args = Arguments(args, '').get_parsed_arg()
args = Arguments(arglist, '').get_parsed_arg()
configuration = Configuration(args)
config = configuration.get_config()
@ -326,14 +327,14 @@ def test_hyperopt_with_arguments(mocker, default_conf, caplog) -> None:
read_data=json.dumps(default_conf)
))
args = [
arglist = [
'hyperopt',
'--epochs', '10',
'--use-mongodb',
'--spaces', 'all',
]
args = Arguments(args, '').get_parsed_arg()
args = Arguments(arglist, '').get_parsed_arg()
configuration = Configuration(args)
config = configuration.get_config()
@ -357,7 +358,7 @@ def test_check_exchange(default_conf) -> None:
Test the configuration validator with a missing attribute
"""
conf = deepcopy(default_conf)
configuration = Configuration([])
configuration = Configuration(Namespace())
# Test a valid exchange
conf.get('exchange').update({'name': 'BITTREX'})

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@ -2,3 +2,6 @@
#ignore =
max-line-length = 100
max-complexity = 12
[mypy]
ignore_missing_imports = True