Commit Graph

2690 Commits

Author SHA1 Message Date
iuvbio 39232cbcbb loop over whitelist only instead of all markets 2019-03-17 16:04:09 +01:00
Matthias a7b60f6780 update trailing_stop with high in case of backtesting 2019-03-17 16:03:44 +01:00
Matthias 05ab1c2e0a Fix some comments 2019-03-17 16:02:13 +01:00
Matthias 8c7e8255bb Add detailed test for trailing stop 2019-03-17 16:01:34 +01:00
Matthias f0e5113a7f Use Magicmock instead of lambda for mocking 2019-03-17 15:39:05 +01:00
Matthias a830bee9c7 Enable trailing_stop for BTContainer tests 2019-03-17 15:28:04 +01:00
Matthias a77d513513 Fix backteest detail numbering ... 2019-03-17 13:27:32 +01:00
Matthias 7b99daebd7 Update docstring for adjust_stoploss 2019-03-17 13:19:24 +01:00
Matthias 2d4a2fd10b Use oppen_rate instead of artificial defaults 2019-03-17 13:12:04 +01:00
Matthias a0e6cd93b6 Use bids, not asks for sell-rate detection 2019-03-17 11:27:01 +01:00
Matthias fc360608b7 Rename function to adjust_min_max 2019-03-16 20:14:45 +01:00
Matthias 01733c94fa Split up tests for adjust_stoploss and adjust_highlow 2019-03-16 20:04:55 +01:00
Matthias 68a9b14eca Min-rate should not default to 0 2019-03-16 20:04:39 +01:00
Matthias 738ed93221 call new function 2019-03-16 19:54:34 +01:00
Matthias 7166a474ae Add min_rate - always update min/max rates 2019-03-16 19:54:16 +01:00
Matthias e7f6df46e8 Add missing bt file 2019-03-16 19:15:20 +01:00
Matthias a123246ac9 Add test for load_backtest_data 2019-03-16 17:50:57 +01:00
Matthias ddb9933c91 Remove duplicate-check from test - it's in btanalysis 2019-03-16 17:28:28 +01:00
Matthias 9f7f089d8a adjust plot_dataframe to use btanalysis 2019-03-16 17:28:28 +01:00
Matthias e1f48c2b46 Add btanalysis file 2019-03-16 17:28:28 +01:00
Matthias 6666d31ee9
Merge pull request #1648 from hroff-1902/sd-watchdog
Support for systemd watchdog
2019-03-16 13:46:04 +01:00
Matthias 29aa159827 Add test for get_sell_rate 2019-03-16 13:32:26 +01:00
Matthias 6bfc37309e refactor getting sell/current rate for telegram and selling
fix #1658
2019-03-16 13:24:10 +01:00
Matthias b9b15e5f32 Align help message for forcebuy 2019-03-16 11:04:24 +01:00
Matthias d66e6510e3
Merge pull request #1645 from mishaker/trailing_only_offset
Adding an option for trailing stoploss: "trailing_only_offset_is_reached"
2019-03-16 10:43:56 +01:00
Matthias d42ebab575 Rename function and add test 2019-03-16 10:38:25 +01:00
Matthias 44acf2f471 Catch syntaxerror on import 2019-03-15 19:50:38 +01:00
iuvbio 95a3b5c41e check if ticker sort key is populated 2019-03-14 22:48:42 +01:00
misagh edf2cd0b92 configuration test fixed 2019-03-14 09:26:31 +01:00
misagh b5034cf535 TSL validator removed from exchange 2019-03-14 09:04:41 +01:00
misagh 29305dd070 config validation moved to configuration file 2019-03-14 09:01:03 +01:00
misagh 3c99e3b7c7 test adapted to new market refactoring 2019-03-14 09:00:28 +01:00
misagh 9a226ec7e6 conflict with develop resolved 2019-03-14 07:56:21 +01:00
Misagh 2959600f52
Merge pull request #1656 from freqtrade/fix/1633
Default value for minimal_roi
2019-03-14 07:51:07 +01:00
Matthias ff9231eec4 Format attributes-table 2019-03-14 06:42:27 +01:00
Matthias 6b8f5963a8
Merge pull request #1623 from iuvbio/markets_refactor
Markets refactor
2019-03-14 06:22:18 +01:00
iuvbio a1841c35ae reset _last_markets_refresh 2019-03-13 20:18:49 +01:00
Matthias 2bf5a3843d Use close_rate for notification if available 2019-03-13 19:41:58 +01:00
Matthias 6b948cfc7e Don't move notify_sell to rpc_manager - it needs exchange stuff 2019-03-12 22:01:19 +01:00
Matthias 9054165e8a Adjust test, since rpc_message is now called on buy and sel 2019-03-12 21:55:18 +01:00
Matthias 11cc33a982 Refactor notify_sell to rpc_manager
* Call sell_notify also when stoploss_on_exchange is hit

fix #1653
2019-03-12 21:55:00 +01:00
Matthias e2bcaa4d75 Set Requested_close_rate to stoploss when stoploss_on_exchange was hit 2019-03-12 21:54:52 +01:00
Matthias 94b2d48d02 Add default value for minimal_roi (1000%)
fix #1633
2019-03-12 19:37:58 +01:00
iuvbio 7ffe65770e fix test 2019-03-12 17:54:16 +01:00
iuvbio cb9849e192 add markets_refresh_interval to CONF_SCHEMA 2019-03-12 16:54:59 +01:00
Misagh 954963b40e
Merge pull request #1651 from freqtrade/fix/importerror_strats
Catch ModuleNotFoundError when importing external code
2019-03-12 16:37:30 +01:00
iuvbio 779bcdd990 remove reload for async api 2019-03-12 16:35:32 +01:00
iuvbio 0ffefe44a7 reorder vars 2019-03-12 16:31:22 +01:00
iuvbio deddbda26e delete markets patch from conftest 2019-03-12 16:31:22 +01:00
iuvbio 1a92bf9e8e add test 2019-03-12 16:31:22 +01:00
iuvbio 8741017819 remove get_markets 2019-03-12 16:31:22 +01:00
iuvbio 0d980134e7 add markets reload func 2019-03-12 16:31:22 +01:00
iuvbio 3ad0686bc7 fix typing 2019-03-12 16:31:22 +01:00
iuvbio df9410cd15 check if markets were loaded 2019-03-12 16:31:22 +01:00
iuvbio 041e9957dd add reload argument 2019-03-12 16:31:22 +01:00
iuvbio 6b97af4a03 add comment 2019-03-12 16:31:22 +01:00
iuvbio e234158cc9 update tests 2019-03-12 16:31:22 +01:00
iuvbio c30fb7f590 return markets as dict 2019-03-12 16:31:22 +01:00
iuvbio 5c840f333f slight change to exception message 2019-03-12 16:31:22 +01:00
iuvbio b24a22b0b6 use self.markets instead of get_markets 2019-03-12 16:31:22 +01:00
iuvbio 47cc04c0a3 use self.markets instead of _api.markets 2019-03-12 16:31:22 +01:00
iuvbio ccad883256 adjust get_markets 2019-03-12 16:31:22 +01:00
iuvbio 3a2aa54d2a add markets property 2019-03-12 16:31:22 +01:00
iuvbio d423f58566 replace fetch_markets 2019-03-12 16:31:22 +01:00
misagh a772ab323e adding the option to resolver 2019-03-12 15:43:53 +01:00
misagh f55d75e7fc TSL validation tests added 2019-03-12 15:35:44 +01:00
misagh 36e95bc868 unnecessary variable removed 2019-03-12 13:10:59 +01:00
misagh 3e40f5c588 if condition simplified 2019-03-12 13:09:27 +01:00
misagh 643262bc6a add trailing stop loss config validator 2019-03-12 13:03:29 +01:00
misagh f1f311e456 Merge branch 'develop' into trailing_only_offset 2019-03-12 12:32:10 +01:00
Misagh c1a22dda46
Merge pull request #1654 from freqtrade/feat/startup_stoploss
Add stoploss to startup messages
2019-03-12 11:48:29 +01:00
Matthias 48d33b070f Add stoploss to startup messages 2019-03-12 07:06:42 +01:00
Matthias 0eb9dd5fe5 Don't use timeInForce for market orders 2019-03-11 20:30:36 +01:00
Matthias 4705b7da0e Add time_in_force test for sell 2019-03-11 20:30:16 +01:00
Matthias c0f276a892 Move kraken specific tests to their own file 2019-03-11 20:22:51 +01:00
Matthias e666c6850e Fix tests so Market orders should not send timeInForce 2019-03-11 20:20:51 +01:00
Matthias f9aa3c27be Catch ModuleNotFoundError when importing external code 2019-03-11 19:49:03 +01:00
hroff-1902 41add9f8ca code cleanup; added message to systemd for reconfiguration 2019-03-11 15:38:00 +03:00
hroff-1902 8730852d6e Support for systemd watchdog via sd_notify 2019-03-10 21:04:38 +03:00
misagh ca496c13b8 TSL only offset test added 2019-03-10 17:11:28 +01:00
misagh 9c1c962aa7 if condition fixed 2019-03-09 20:30:56 +01:00
misagh c122eab77b added trailing_only_offset_is_reached option 2019-03-09 20:13:35 +01:00
Matthias 4cd70138b6 Add test to make sure this ain't reintroduced 2019-03-08 21:26:21 +01:00
Matthias 0a2cacbba8 Fix #1637 2019-03-08 21:17:12 +01:00
Matthias e67ffd2d87 Fix issue that backtest is broken when stoploss_on_exchange is on 2019-03-06 19:55:34 +01:00
Matthias 2d0aca0d20 Move --customhyperopts to hyperopt section 2019-03-04 07:24:05 +01:00
Matthias 3c5deb9aaf Add test for precision_remove ...
BTT should not be in the list when that is enabled.
2019-03-03 15:31:48 +01:00
iuvbio e2cbb7e7da remove remnants markets and precisionlist 2019-03-03 13:41:51 +01:00
iuvbio 064f6629ab delete separate pairlist 2019-03-03 00:35:25 +01:00
iuvbio 786244c0d3 Merge branch 'develop' into feature/volume-precision-pairlist 2019-03-02 18:55:40 +01:00
iuvbio e1ae0d7e90 remove markets changes 2019-03-02 18:53:42 +01:00
iuvbio c36fa0c7e2 add ticker argumet to get_target_bid 2019-03-02 17:24:48 +01:00
iuvbio 24c587518a add precision_filter 2019-03-02 17:24:28 +01:00
hroff-1902 b792f00553 exchange cleanup 2019-03-01 02:13:16 +03:00
hroff-1902 4df44d8b32 wallets cleanup 2019-03-01 01:26:29 +03:00
Misagh 7e62a4a79c
Merge pull request #1602 from hroff-1902/no-recursion-edge
[Minor] comments: removed mentioning recursion, typos, etc.
2019-02-27 11:50:29 +01:00
hroff-1902 761861f0b7 comments: removed mentioning recursion, typos, etc. 2019-02-27 13:35:06 +03:00
Misagh 4e291795a6
Merge pull request #1601 from hroff-1902/no-recursion-edge
eliminate recursion in Edge
2019-02-27 11:18:23 +01:00
hroff-1902 4c2961f0d9 eliminate recursion in _detect_next_stop_or_sell_point() 2019-02-27 06:31:27 +03:00
Matthias ef26484153 Super() should not be called with parameters
source: https://realpython.com/python-super/
2019-02-26 21:01:50 +01:00
Matthias 79aac473b3 Remove market_url from tests 2019-02-26 19:27:28 +01:00
Matthias 6c75b8a36a Remove pair market url 2019-02-26 19:27:28 +01:00
Matthias ee0e381d65
Merge pull request #1595 from freqtrade/binance_subclass
Create binance Subclass and parametrize exchange-tests
2019-02-26 19:26:23 +01:00
Misagh cee4116b80
Merge pull request #1576 from hroff-1902/patch-10
Minor: code cleanup in _process()
2019-02-26 10:17:21 +01:00
Matthias 0c53bd6dd4 Complete refactor, moving query_trades to persistance as get_open_trades 2019-02-25 20:00:17 +01:00
Matthias 006635003e Fix small typos 2019-02-24 20:18:41 +01:00
Matthias f2fd5205ef Fix typo 2019-02-24 20:13:38 +01:00
Matthias 31be4d2454 Add parametrized tests 2019-02-24 20:08:27 +01:00
Matthias 5c18346cd5 Add typehint to binance dict 2019-02-24 20:01:20 +01:00
Matthias e0b634ba3b Parametrize exchanges and test multiple exchanges 2019-02-24 19:59:45 +01:00
Matthias a05155cb75 Adapt failing test 2019-02-24 19:41:47 +01:00
Matthias 455b168366 add _ft_has to exchangeclass 2019-02-24 19:35:29 +01:00
Matthias 06f486a8eb Add binance exchange subclass 2019-02-24 19:30:05 +01:00
Matthias 2531961bf8
Merge pull request #1571 from hroff-1902/patch-9
multiple --config options
2019-02-24 13:50:39 +01:00
Matthias 9b288c6933 Add test to specifically test for merged dict 2019-02-24 13:29:22 +01:00
iuvbio 403ed48c3e rename _store_dry_order 2019-02-23 16:28:13 +01:00
iuvbio ec6794b9ba fix dry_orders 2019-02-23 16:03:15 +01:00
iuvbio 98bca30dfb reorganize imports 2019-02-22 21:16:31 +01:00
iuvbio cc0fae8e4e change < to <= 2019-02-22 21:13:08 +01:00
iuvbio 8d8da71f20 Merge branch 'develop' into feature/volume-precision-pairlist 2019-02-22 20:31:24 +01:00
iuvbio 9a097214a6 return complete dry_order in buy and sell 2019-02-22 19:22:48 +01:00
iuvbio 71774bce6f Merge branch 'develop' of https://github.com/freqtrade/freqtrade into order_creation 2019-02-22 19:02:31 +01:00
iuvbio b79d967371 add tests, further consolidate orders 2019-02-22 01:48:35 +01:00
iuvbio 69bb6ebaf6 fix comments 2019-02-21 22:43:15 +01:00
iuvbio bf5d2a68f5 Merge branch 'develop' into order_creation 2019-02-21 19:03:29 +01:00
Matthias be754244a3 Only resolve exchanges from correct location 2019-02-21 07:07:45 +01:00
Matthias e0f426d863 Allow import freqtrade.exchange.* 2019-02-21 06:59:52 +01:00
Matthias e987a915e8 Rename exchange file 2019-02-21 06:56:22 +01:00
Matthias 2dcb4134cc Merge branch 'develop' into pr/iuvbio/1563 2019-02-21 06:29:37 +01:00
Matthias e309f75118
Merge pull request #1581 from hroff-1902/patch-11
Minor changes to exchange
2019-02-21 06:25:47 +01:00
iuvbio b5758e67f9 order creation cleanup 2019-02-21 00:29:59 +01:00
hroff-1902 2851833726 added _now_is_time_to_refresh() 2019-02-21 01:20:24 +03:00
hroff-1902 c1ef6940b0 removed wrong comment: tuple is not created here 2019-02-21 00:47:18 +03:00
hroff-1902 2aba9c081c fixed typos in comments 2019-02-21 00:46:35 +03:00
hroff-1902 eb21170691
added amount_reserve_percent into config json-schema 2019-02-21 00:26:02 +03:00
Matthias 4315c157c7 Move exception handling to resolver, add test 2019-02-20 20:13:23 +01:00
hroff-1902 4fbba98168 tests adjusted for multiple --config options 2019-02-20 17:54:20 +03:00
hroff-1902 87c82dea3d support for multiple --config in the download_backtest_data.py utility 2019-02-20 17:00:35 +03:00
hroff-1902 c08a2b6638 help message fixed 2019-02-20 16:23:09 +03:00
hroff-1902 7bc874c7fd comments adjusted 2019-02-20 16:12:17 +03:00
hroff-1902 fac0e4e603 more code cleanup in _process() 2019-02-20 16:01:56 +03:00
hroff-1902 199e3d2234 typo in a comment 2019-02-20 15:13:21 +03:00
hroff-1902 5906d37818 code cleanup in _process() 2019-02-20 15:12:04 +03:00
iuvbio e495ffec78 align dry_run_orders 2019-02-20 02:38:16 +01:00
iuvbio 84ccb85184 Merge branch 'develop' into feature/volume-precision-pairlist 2019-02-20 01:03:03 +01:00
iuvbio 686949b258 Merge branch 'develop' into kraken_support 2019-02-20 00:52:10 +01:00
iuvbio 3e2f90a32a formatting 2019-02-19 22:27:20 +01:00
iuvbio bb31e64752 add test_sell_kraken_trading_agreement 2019-02-19 21:56:20 +01:00
iuvbio 481cf02db9 add test and fix exchange_resolver 2019-02-19 19:15:22 +01:00
hroff-1902 2f225e2340 multiple --config options 2019-02-19 15:14:47 +03:00
hroff-1902 f9d68d919c move default amount_reserve_percent value into constants 2019-02-19 11:49:49 +03:00
iuvbio eed1c2344d delete unnecessary arguments 2019-02-18 01:03:09 +01:00
iuvbio 4241caef95 changes to base and subclass 2019-02-17 23:34:15 +01:00
iuvbio 62382809b2 Merge branch 'develop' into feature/volume-precision-pairlist 2019-02-17 16:14:20 +01:00
iuvbio 0572336ff7 revert changes to history 2019-02-17 16:12:40 +01:00
iuvbio d8feceebb5 fix type-hints 2019-02-17 15:54:22 +01:00
iuvbio da4faacd6b flake8 2019-02-17 15:34:44 +01:00
iuvbio 39c28626aa remove error message to make pytest pass 2019-02-17 15:29:58 +01:00
iuvbio 5e8a7a03c3 correct time_in_force param 2019-02-17 15:26:33 +01:00
iuvbio dd2522d8d0 Merge branch 'develop' into kraken_support 2019-02-17 15:21:14 +01:00
iuvbio fe792882b5 load generic class if no subclass exists 2019-02-17 14:42:55 +01:00
iuvbio d3ead2cd09 exchange import is not needed anymore 2019-02-17 04:25:39 +01:00
iuvbio c879591f45 add exchange_resolver to resolver init 2019-02-17 04:22:24 +01:00
iuvbio c315f63e4b use exchange_resolver in freqbot 2019-02-17 04:18:56 +01:00
iuvbio 2fb36b116d change variable names 2019-02-17 04:15:11 +01:00
iuvbio ca388a9acf create exchange_resolver 2019-02-17 04:01:43 +01:00
iuvbio 32b02c9925 kraken subclass 2019-02-17 04:01:17 +01:00
iuvbio 54d5bce445 undo kraken specific changes 2019-02-17 03:59:40 +01:00
iuvbio b7afcf3416 add VolumePrecisionPairList 2019-02-16 22:56:04 +01:00
hroff-1902 ea6d4a9d36
fetch amount_reserve_percent from config 2019-02-16 19:50:55 +03:00
Matthias e0c420b93f
Merge pull request #1550 from hroff-1902/patch-2
execute_buy, handle_trade: do not use ticker if use_order_book:true is set in config
2019-02-16 13:55:33 +01:00
iuvbio 8ed3658447 Merge branch 'develop' into kraken_support 2019-02-15 23:27:41 +01:00
Crypto God 3aa614b983 bump version 2019-02-15 22:51:09 +01:00
Crypto God 3953092edd output error message 2019-02-15 22:50:31 +01:00
Crypto God ef5a0b9afc add Kraken specifics 2019-02-15 22:50:11 +01:00
Matthias 98bd713624 iUpdate orderbook_bid_test 2019-02-14 19:15:16 +01:00
Matthias f852be1a9b Fix tests for get_ticker fix 2019-02-14 07:27:13 +01:00
hroff-1902 b87e15774b
test adjusted 2019-02-13 13:02:57 +03:00
hroff-1902 8e7e670003
Orthography in the log message 2019-02-13 12:42:39 +03:00
hroff-1902 8fc8c985d8
logs: cosmetic changes
"30 seconds" was errorneously hardcoded in the text of the log message, while actually it's RETRY_TIMEOUT which may differ
2019-02-13 12:38:44 +03:00
hroff-1902 69a24c1272
no need for test_ticker parameter just for making current tests happy, tests should be reimplemented 2019-02-13 12:23:22 +03:00
hroff-1902 e8daadfb7e
same approach for the sell side (at handle_trade) 2019-02-13 03:54:57 +03:00
hroff-1902 91629807f7
shame on me 2019-02-13 03:17:54 +03:00
hroff-1902 f551fb5ff7
adjusted for passing tests
Don't like this test_ticker parameter, but it's needed for tests to pass prepared ticker.
Any ideas?
2019-02-13 03:14:24 +03:00
hroff-1902 e8ef36fb6e
execute_buy: do not use ticker if use_order_book:true is set in config
This PR corresponds to:
https://github.com/freqtrade/freqtrade/issues/1377#issue-386200394
in understanfing that pair Ticker is mostly statistics, but on the other side, create_trade/execute_buy.

It resolves problem with some exchanges (BitMex) where ticker structure returned by ccxt does not contain bid and ask values.

1. On exchanges like Bitmex, set use_order_book: true for buys. FT won't request ticker and will use data from order book only.
2. On exchanges where order book is not available, set use_order_book: false, ticker data (including ask/last balance logic) will be used.
3. On other exchanges, either approach may be used in the config.

Performance: current implementation fetches ticker every time even if order book data will be later used. With this change it's eliminated.

Comparison of order book rate and ticker rate is removed (in order to split fetching order book and ticker completely in execute_buy), so some tests that touch this code may require adjustments.
2019-02-13 02:55:55 +03:00
Matthias d91dbf4090
Merge pull request #1545 from hroff-1902/patch-3
Cosmetic: fix logging
2019-02-11 06:12:17 +01:00
hroff-1902 69f69d965c
test asserts aligned accordingly to new log messages 2019-02-10 23:37:24 +03:00
hroff-1902 5e741a0f73
fixed flake 2019-02-10 22:28:40 +03:00
hroff-1902 d6c0c107ac
fixed flake
hmm, even in the comments?
2019-02-10 22:23:00 +03:00
hroff-1902 7ed15c64ba
what else? 2019-02-10 22:13:40 +03:00
hroff-1902 08d35f3e15
fix checks
Should not make cosmetic changes right in the github editor without local smoketests...
2019-02-10 22:09:11 +03:00
hroff-1902 4dffb17dd6
fix flake 2019-02-10 22:01:46 +03:00
hroff-1902 14d6cdf9b2
OHLCV should be float for TA-LIB indicators in the strategy
Some exchanges (BitMEX) return integer values for Volume field. And sometimes even for OHLC -- same, on BitMEX, since price decrease is 0.5. TA-LIB functions assume floats and fail with exception.
Of course, this can be fixed (converted) in ccxt for particular exchange, but TA-LIB will still fail for exchanges for that such a conversion is not implemented in ccxt code. So let's make perform this conversion here in order to be sure our strategy will not crash on a new exchange.
2019-02-10 21:52:33 +03:00
hroff-1902 b91981f0aa
Cosmetic: fix logging
Output stake_amount as it is defined in the config (it may by int) instead of float. In order to avoid unnecessary questions where and why it was converted to float and changed in the last digit while it should be integer for the exchange...

Other small cosmetic improvements to logging in freqtradebot.py
2019-02-10 21:31:13 +03:00
hroff-1902 585f525879
Cosmetic: fix logging 2019-02-10 21:02:53 +03:00
Matthias 0a71ebce68 Remove unneeded pair conversation, add docstring 2019-02-04 06:13:22 +01:00
Matthias 1d940041e3 Add log test for cancelled order 2019-02-03 13:52:05 +01:00
Matthias 40fea4593f Add log_has_re 2019-02-03 13:52:05 +01:00
Matthias 02c3552954 Adjust comment 2019-02-03 13:52:05 +01:00
Matthias 91ed02134e Add tests for cancelled on exchnage 2019-02-03 13:52:05 +01:00