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dependabot
...
feat/kvsto
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be72670ca2 | ||
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cf2cb94f8d | ||
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fa3a81b022 | ||
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4d4f4bf23e | ||
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c083723698 |
@@ -274,20 +274,19 @@ A backtesting result will look like that:
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| XRP/BTC | 35 | 0.66 | 22.96 | 0.00114897 | 11.48 | 3:49:00 | 12 0 23 34.3 |
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| ZEC/BTC | 22 | -0.46 | -10.18 | -0.00050971 | -5.09 | 2:22:00 | 7 0 15 31.8 |
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| TOTAL | 429 | 0.36 | 152.41 | 0.00762792 | 76.20 | 4:12:00 | 186 0 243 43.4 |
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====================================================== LEFT OPEN TRADES REPORT ======================================================
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| Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Win Draw Loss Win% |
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|:---------|---------:|---------------:|---------------:|-----------------:|---------------:|:---------------|--------------------:|
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| ADA/BTC | 1 | 0.89 | 0.89 | 0.00004434 | 0.44 | 6:00:00 | 1 0 0 100 |
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| LTC/BTC | 1 | 0.68 | 0.68 | 0.00003421 | 0.34 | 2:00:00 | 1 0 0 100 |
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| TOTAL | 2 | 0.78 | 1.57 | 0.00007855 | 0.78 | 4:00:00 | 2 0 0 100 |
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==================== EXIT REASON STATS ====================
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========================================================= EXIT REASON STATS ==========================================================
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| Exit Reason | Exits | Wins | Draws | Losses |
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|:-------------------|--------:|------:|-------:|--------:|
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| trailing_stop_loss | 205 | 150 | 0 | 55 |
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| stop_loss | 166 | 0 | 0 | 166 |
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| exit_signal | 56 | 36 | 0 | 20 |
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| force_exit | 2 | 0 | 0 | 2 |
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====================================================== LEFT OPEN TRADES REPORT ======================================================
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| Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Win Draw Loss Win% |
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|:---------|---------:|---------------:|---------------:|-----------------:|---------------:|:---------------|--------------------:|
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| ADA/BTC | 1 | 0.89 | 0.89 | 0.00004434 | 0.44 | 6:00:00 | 1 0 0 100 |
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| LTC/BTC | 1 | 0.68 | 0.68 | 0.00003421 | 0.34 | 2:00:00 | 1 0 0 100 |
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| TOTAL | 2 | 0.78 | 1.57 | 0.00007855 | 0.78 | 4:00:00 | 2 0 0 100 |
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================== SUMMARY METRICS ==================
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| Metric | Value |
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|-----------------------------+---------------------|
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|
@@ -9,6 +9,9 @@ This same command can also be used to update freqUI, should there be a new relea
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Once the bot is started in trade / dry-run mode (with `freqtrade trade`) - the UI will be available under the configured port below (usually `http://127.0.0.1:8080`).
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!!! info "Alpha release"
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FreqUI is still considered an alpha release - if you encounter bugs or inconsistencies please open a [FreqUI issue](https://github.com/freqtrade/frequi/issues/new/choose).
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!!! Note "developers"
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Developers should not use this method, but instead use the method described in the [freqUI repository](https://github.com/freqtrade/frequi) to get the source-code of freqUI.
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@@ -279,6 +279,7 @@ Return a summary of your profit/loss and performance.
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> ∙ `33.095 EUR`
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>
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> **Total Trade Count:** `138`
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> **Bot started:** `2022-07-11 18:40:44`
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> **First Trade opened:** `3 days ago`
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> **Latest Trade opened:** `2 minutes ago`
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> **Avg. Duration:** `2:33:45`
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@@ -292,6 +293,7 @@ The relative profit of `15.2 Σ%` is be based on the starting capital - so in th
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Starting capital is either taken from the `available_capital` setting, or calculated by using current wallet size - profits.
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Profit Factor is calculated as gross profits / gross losses - and should serve as an overall metric for the strategy.
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Max drawdown corresponds to the backtesting metric `Absolute Drawdown (Account)` - calculated as `(Absolute Drawdown) / (DrawdownHigh + startingBalance)`.
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Bot started date will refer to the date the bot was first started. For older bots, this will default to the first trade's open date.
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### /forceexit <trade_id>
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@@ -1291,7 +1291,7 @@ class FreqaiDataKitchen:
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return dataframe
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def use_strategy_to_populate_indicators( # noqa: C901
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def use_strategy_to_populate_indicators(
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self,
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strategy: IStrategy,
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corr_dataframes: dict = {},
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@@ -1362,12 +1362,12 @@ class FreqaiDataKitchen:
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dataframe = self.populate_features(dataframe.copy(), corr_pair, strategy,
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corr_dataframes, base_dataframes, True)
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if self.live:
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dataframe = strategy.set_freqai_targets(dataframe.copy(), metadata=metadata)
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dataframe = self.remove_special_chars_from_feature_names(dataframe)
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dataframe = strategy.set_freqai_targets(dataframe.copy(), metadata=metadata)
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self.get_unique_classes_from_labels(dataframe)
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dataframe = self.remove_special_chars_from_feature_names(dataframe)
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if self.config.get('reduce_df_footprint', False):
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dataframe = reduce_dataframe_footprint(dataframe)
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@@ -306,7 +306,7 @@ class IFreqaiModel(ABC):
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if check_features:
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self.dd.load_metadata(dk)
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dataframe_dummy_features = self.dk.use_strategy_to_populate_indicators(
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strategy, prediction_dataframe=dataframe.tail(1), pair=pair
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strategy, prediction_dataframe=dataframe.tail(1), pair=metadata["pair"]
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)
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dk.find_features(dataframe_dummy_features)
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self.check_if_feature_list_matches_strategy(dk)
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@@ -316,7 +316,7 @@ class IFreqaiModel(ABC):
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else:
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if populate_indicators:
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dataframe = self.dk.use_strategy_to_populate_indicators(
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strategy, prediction_dataframe=dataframe, pair=pair
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strategy, prediction_dataframe=dataframe, pair=metadata["pair"]
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)
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populate_indicators = False
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@@ -332,10 +332,6 @@ class IFreqaiModel(ABC):
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dataframe_train = dk.slice_dataframe(tr_train, dataframe_base_train)
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dataframe_backtest = dk.slice_dataframe(tr_backtest, dataframe_base_backtest)
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dataframe_train = dk.remove_special_chars_from_feature_names(dataframe_train)
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dataframe_backtest = dk.remove_special_chars_from_feature_names(dataframe_backtest)
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dk.get_unique_classes_from_labels(dataframe_train)
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if not self.model_exists(dk):
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dk.find_features(dataframe_train)
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dk.find_labels(dataframe_train)
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@@ -26,6 +26,7 @@ from freqtrade.exchange import (ROUND_DOWN, ROUND_UP, timeframe_to_minutes, time
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from freqtrade.misc import safe_value_fallback, safe_value_fallback2
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from freqtrade.mixins import LoggingMixin
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from freqtrade.persistence import Order, PairLocks, Trade, init_db
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from freqtrade.persistence.key_value_store import set_startup_time
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from freqtrade.plugins.pairlistmanager import PairListManager
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from freqtrade.plugins.protectionmanager import ProtectionManager
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from freqtrade.resolvers import ExchangeResolver, StrategyResolver
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@@ -182,6 +183,7 @@ class FreqtradeBot(LoggingMixin):
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performs startup tasks
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"""
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migrate_binance_futures_names(self.config)
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set_startup_time()
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self.rpc.startup_messages(self.config, self.pairlists, self.protections)
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# Update older trades with precision and precision mode
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@@ -865,11 +865,6 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
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print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
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print(table)
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table = text_table_bt_results(results['left_open_trades'], stake_currency=stake_currency)
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if isinstance(table, str) and len(table) > 0:
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print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
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print(table)
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if (results.get('results_per_enter_tag') is not None
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or results.get('results_per_buy_tag') is not None):
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# results_per_buy_tag is deprecated and should be removed 2 versions after short golive.
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@@ -889,6 +884,11 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
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print(' EXIT REASON STATS '.center(len(table.splitlines()[0]), '='))
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print(table)
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table = text_table_bt_results(results['left_open_trades'], stake_currency=stake_currency)
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if isinstance(table, str) and len(table) > 0:
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print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
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print(table)
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for period in backtest_breakdown:
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days_breakdown_stats = generate_periodic_breakdown_stats(
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trade_list=results['trades'], period=period)
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@@ -917,11 +917,11 @@ def show_backtest_results(config: Config, backtest_stats: Dict):
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strategy, results, stake_currency,
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config.get('backtest_breakdown', []))
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if len(backtest_stats['strategy']) > 0:
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if len(backtest_stats['strategy']) > 1:
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# Print Strategy summary table
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table = text_table_strategy(backtest_stats['strategy_comparison'], stake_currency)
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print(f"Backtested {results['backtest_start']} -> {results['backtest_end']} |"
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print(f"{results['backtest_start']} -> {results['backtest_end']} |"
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f" Max open trades : {results['max_open_trades']}")
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print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '='))
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print(table)
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@@ -1,5 +1,6 @@
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# flake8: noqa: F401
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from freqtrade.persistence.key_value_store import KeyStoreKeys, KeyValueStore
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from freqtrade.persistence.models import init_db
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from freqtrade.persistence.pairlock_middleware import PairLocks
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from freqtrade.persistence.trade_model import LocalTrade, Order, Trade
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179
freqtrade/persistence/key_value_store.py
Normal file
179
freqtrade/persistence/key_value_store.py
Normal file
@@ -0,0 +1,179 @@
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from datetime import datetime, timezone
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from enum import Enum
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from typing import ClassVar, Optional, Union
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from sqlalchemy import String
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from sqlalchemy.orm import Mapped, mapped_column
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from freqtrade.persistence.base import ModelBase, SessionType
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ValueTypes = Union[str, datetime, float, int]
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class ValueTypesEnum(str, Enum):
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STRING = 'str'
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DATETIME = 'datetime'
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FLOAT = 'float'
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INT = 'int'
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class KeyStoreKeys(str, Enum):
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BOT_START_TIME = 'bot_start_time'
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STARTUP_TIME = 'startup_time'
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class _KeyValueStoreModel(ModelBase):
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"""
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Pair Locks database model.
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"""
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__tablename__ = 'KeyValueStore'
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session: ClassVar[SessionType]
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id: Mapped[int] = mapped_column(primary_key=True)
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key: Mapped[KeyStoreKeys] = mapped_column(String(25), nullable=False, index=True)
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value_type: Mapped[ValueTypesEnum] = mapped_column(String(20), nullable=False)
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string_value: Mapped[Optional[str]]
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datetime_value: Mapped[Optional[datetime]]
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float_value: Mapped[Optional[float]]
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int_value: Mapped[Optional[int]]
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class KeyValueStore():
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"""
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Generic bot-wide, persistent key-value store
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Can be used to store generic values, e.g. very first bot startup time.
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Supports the types str, datetime, float and int.
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"""
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@staticmethod
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def store_value(key: KeyStoreKeys, value: ValueTypes) -> None:
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"""
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Store the given value for the given key.
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:param key: Key to store the value for - can be used in get-value to retrieve the key
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:param value: Value to store - can be str, datetime, float or int
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"""
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kv = _KeyValueStoreModel.session.query(_KeyValueStoreModel).filter(
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_KeyValueStoreModel.key == key).first()
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if kv is None:
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kv = _KeyValueStoreModel(key=key)
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if isinstance(value, str):
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kv.value_type = ValueTypesEnum.STRING
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kv.string_value = value
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elif isinstance(value, datetime):
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kv.value_type = ValueTypesEnum.DATETIME
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kv.datetime_value = value
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elif isinstance(value, float):
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kv.value_type = ValueTypesEnum.FLOAT
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kv.float_value = value
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elif isinstance(value, int):
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kv.value_type = ValueTypesEnum.INT
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kv.int_value = value
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else:
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raise ValueError(f'Unknown value type {kv.value_type}')
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_KeyValueStoreModel.session.add(kv)
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_KeyValueStoreModel.session.commit()
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@staticmethod
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def delete_value(key: KeyStoreKeys) -> None:
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"""
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Delete the value for the given key.
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:param key: Key to delete the value for
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"""
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kv = _KeyValueStoreModel.session.query(_KeyValueStoreModel).filter(
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_KeyValueStoreModel.key == key).first()
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if kv is not None:
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_KeyValueStoreModel.session.delete(kv)
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_KeyValueStoreModel.session.commit()
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@staticmethod
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def get_value(key: KeyStoreKeys) -> Optional[ValueTypes]:
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"""
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Get the value for the given key.
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:param key: Key to get the value for
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"""
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kv = _KeyValueStoreModel.session.query(_KeyValueStoreModel).filter(
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_KeyValueStoreModel.key == key).first()
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if kv is None:
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return None
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if kv.value_type == ValueTypesEnum.STRING:
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return kv.string_value
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if kv.value_type == ValueTypesEnum.DATETIME and kv.datetime_value is not None:
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return kv.datetime_value.replace(tzinfo=timezone.utc)
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if kv.value_type == ValueTypesEnum.FLOAT:
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return kv.float_value
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if kv.value_type == ValueTypesEnum.INT:
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return kv.int_value
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# This should never happen unless someone messed with the database manually
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raise ValueError(f'Unknown value type {kv.value_type}') # pragma: no cover
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@staticmethod
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def get_string_value(key: KeyStoreKeys) -> Optional[str]:
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"""
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Get the value for the given key.
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:param key: Key to get the value for
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"""
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kv = _KeyValueStoreModel.session.query(_KeyValueStoreModel).filter(
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_KeyValueStoreModel.key == key,
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_KeyValueStoreModel.value_type == ValueTypesEnum.STRING).first()
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if kv is None:
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return None
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return kv.string_value
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@staticmethod
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def get_datetime_value(key: KeyStoreKeys) -> Optional[datetime]:
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"""
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Get the value for the given key.
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:param key: Key to get the value for
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"""
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kv = _KeyValueStoreModel.session.query(_KeyValueStoreModel).filter(
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_KeyValueStoreModel.key == key,
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_KeyValueStoreModel.value_type == ValueTypesEnum.DATETIME).first()
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if kv is None or kv.datetime_value is None:
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return None
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return kv.datetime_value.replace(tzinfo=timezone.utc)
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@staticmethod
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def get_float_value(key: KeyStoreKeys) -> Optional[float]:
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"""
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Get the value for the given key.
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:param key: Key to get the value for
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"""
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kv = _KeyValueStoreModel.session.query(_KeyValueStoreModel).filter(
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_KeyValueStoreModel.key == key,
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_KeyValueStoreModel.value_type == ValueTypesEnum.FLOAT).first()
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if kv is None:
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return None
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return kv.float_value
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@staticmethod
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def get_int_value(key: KeyStoreKeys) -> Optional[int]:
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"""
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Get the value for the given key.
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:param key: Key to get the value for
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"""
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kv = _KeyValueStoreModel.session.query(_KeyValueStoreModel).filter(
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_KeyValueStoreModel.key == key,
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_KeyValueStoreModel.value_type == ValueTypesEnum.INT).first()
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if kv is None:
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return None
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return kv.int_value
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def set_startup_time():
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"""
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sets bot_start_time to the first trade open date - or "now" on new databases.
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sets startup_time to "now"
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"""
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st = KeyValueStore.get_value('bot_start_time')
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if st is None:
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from freqtrade.persistence import Trade
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t = Trade.session.query(Trade).order_by(Trade.open_date.asc()).first()
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if t is not None:
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KeyValueStore.store_value('bot_start_time', t.open_date_utc)
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else:
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KeyValueStore.store_value('bot_start_time', datetime.now(timezone.utc))
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KeyValueStore.store_value('startup_time', datetime.now(timezone.utc))
|
@@ -13,6 +13,7 @@ from sqlalchemy.pool import StaticPool
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from freqtrade.exceptions import OperationalException
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from freqtrade.persistence.base import ModelBase
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from freqtrade.persistence.key_value_store import _KeyValueStoreModel
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from freqtrade.persistence.migrations import check_migrate
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from freqtrade.persistence.pairlock import PairLock
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from freqtrade.persistence.trade_model import Order, Trade
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@@ -76,6 +77,7 @@ def init_db(db_url: str) -> None:
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bind=engine, autoflush=False), scopefunc=get_request_or_thread_id)
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Order.session = Trade.session
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PairLock.session = Trade.session
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_KeyValueStoreModel.session = Trade.session
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previous_tables = inspect(engine).get_table_names()
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ModelBase.metadata.create_all(engine)
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|
@@ -108,6 +108,8 @@ class Profit(BaseModel):
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max_drawdown: float
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max_drawdown_abs: float
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trading_volume: Optional[float]
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bot_start_timestamp: int
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||||
bot_start_date: str
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||||
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||||
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||||
class SellReason(BaseModel):
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||||
|
@@ -26,7 +26,7 @@ from freqtrade.exceptions import ExchangeError, PricingError
|
||||
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_msecs
|
||||
from freqtrade.loggers import bufferHandler
|
||||
from freqtrade.misc import decimals_per_coin, shorten_date
|
||||
from freqtrade.persistence import Order, PairLocks, Trade
|
||||
from freqtrade.persistence import KeyStoreKeys, KeyValueStore, Order, PairLocks, Trade
|
||||
from freqtrade.persistence.models import PairLock
|
||||
from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
|
||||
from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
|
||||
@@ -543,6 +543,7 @@ class RPC:
|
||||
first_date = trades[0].open_date if trades else None
|
||||
last_date = trades[-1].open_date if trades else None
|
||||
num = float(len(durations) or 1)
|
||||
bot_start = KeyValueStore.get_datetime_value(KeyStoreKeys.BOT_START_TIME)
|
||||
return {
|
||||
'profit_closed_coin': profit_closed_coin_sum,
|
||||
'profit_closed_percent_mean': round(profit_closed_ratio_mean * 100, 2),
|
||||
@@ -576,6 +577,8 @@ class RPC:
|
||||
'max_drawdown': max_drawdown,
|
||||
'max_drawdown_abs': max_drawdown_abs,
|
||||
'trading_volume': trading_volume,
|
||||
'bot_start_timestamp': int(bot_start.timestamp() * 1000) if bot_start else 0,
|
||||
'bot_start_date': bot_start.strftime(DATETIME_PRINT_FORMAT) if bot_start else '',
|
||||
}
|
||||
|
||||
def _rpc_balance(self, stake_currency: str, fiat_display_currency: str) -> Dict:
|
||||
|
@@ -819,7 +819,7 @@ class Telegram(RPCHandler):
|
||||
best_pair = stats['best_pair']
|
||||
best_pair_profit_ratio = stats['best_pair_profit_ratio']
|
||||
if stats['trade_count'] == 0:
|
||||
markdown_msg = 'No trades yet.'
|
||||
markdown_msg = f"No trades yet.\n*Bot started:* `{stats['bot_start_date']}`"
|
||||
else:
|
||||
# Message to display
|
||||
if stats['closed_trade_count'] > 0:
|
||||
@@ -838,6 +838,7 @@ class Telegram(RPCHandler):
|
||||
f"({profit_all_percent} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
|
||||
f"∙ `{round_coin_value(profit_all_fiat, fiat_disp_cur)}`\n"
|
||||
f"*Total Trade Count:* `{trade_count}`\n"
|
||||
f"*Bot started:* `{stats['bot_start_date']}`\n"
|
||||
f"*{'First Trade opened' if not timescale else 'Showing Profit since'}:* "
|
||||
f"`{first_trade_date}`\n"
|
||||
f"*Latest Trade opened:* `{latest_trade_date}`\n"
|
||||
|
@@ -12,7 +12,7 @@ cachetools==4.2.2
|
||||
requests==2.28.2
|
||||
urllib3==1.26.15
|
||||
jsonschema==4.17.3
|
||||
TA-Lib==0.4.26
|
||||
TA-Lib==0.4.25
|
||||
technical==1.4.0
|
||||
tabulate==0.9.0
|
||||
pycoingecko==3.1.0
|
||||
|
@@ -119,7 +119,6 @@ def make_unfiltered_dataframe(mocker, freqai_conf):
|
||||
freqai = strategy.freqai
|
||||
freqai.live = True
|
||||
freqai.dk = FreqaiDataKitchen(freqai_conf)
|
||||
freqai.dk.live = True
|
||||
freqai.dk.pair = "ADA/BTC"
|
||||
data_load_timerange = TimeRange.parse_timerange("20180110-20180130")
|
||||
freqai.dd.load_all_pair_histories(data_load_timerange, freqai.dk)
|
||||
@@ -153,7 +152,6 @@ def make_data_dictionary(mocker, freqai_conf):
|
||||
freqai = strategy.freqai
|
||||
freqai.live = True
|
||||
freqai.dk = FreqaiDataKitchen(freqai_conf)
|
||||
freqai.dk.live = True
|
||||
freqai.dk.pair = "ADA/BTC"
|
||||
data_load_timerange = TimeRange.parse_timerange("20180110-20180130")
|
||||
freqai.dd.load_all_pair_histories(data_load_timerange, freqai.dk)
|
||||
|
@@ -19,7 +19,6 @@ def test_update_historic_data(mocker, freqai_conf):
|
||||
freqai = strategy.freqai
|
||||
freqai.live = True
|
||||
freqai.dk = FreqaiDataKitchen(freqai_conf)
|
||||
freqai.dk.live = True
|
||||
timerange = TimeRange.parse_timerange("20180110-20180114")
|
||||
|
||||
freqai.dd.load_all_pair_histories(timerange, freqai.dk)
|
||||
@@ -42,7 +41,6 @@ def test_load_all_pairs_histories(mocker, freqai_conf):
|
||||
freqai = strategy.freqai
|
||||
freqai.live = True
|
||||
freqai.dk = FreqaiDataKitchen(freqai_conf)
|
||||
freqai.dk.live = True
|
||||
timerange = TimeRange.parse_timerange("20180110-20180114")
|
||||
freqai.dd.load_all_pair_histories(timerange, freqai.dk)
|
||||
|
||||
@@ -62,7 +60,6 @@ def test_get_base_and_corr_dataframes(mocker, freqai_conf):
|
||||
freqai = strategy.freqai
|
||||
freqai.live = True
|
||||
freqai.dk = FreqaiDataKitchen(freqai_conf)
|
||||
freqai.dk.live = True
|
||||
timerange = TimeRange.parse_timerange("20180110-20180114")
|
||||
freqai.dd.load_all_pair_histories(timerange, freqai.dk)
|
||||
sub_timerange = TimeRange.parse_timerange("20180111-20180114")
|
||||
@@ -90,7 +87,6 @@ def test_use_strategy_to_populate_indicators(mocker, freqai_conf):
|
||||
freqai = strategy.freqai
|
||||
freqai.live = True
|
||||
freqai.dk = FreqaiDataKitchen(freqai_conf)
|
||||
freqai.dk.live = True
|
||||
timerange = TimeRange.parse_timerange("20180110-20180114")
|
||||
freqai.dd.load_all_pair_histories(timerange, freqai.dk)
|
||||
sub_timerange = TimeRange.parse_timerange("20180111-20180114")
|
||||
@@ -107,9 +103,8 @@ def test_get_timerange_from_live_historic_predictions(mocker, freqai_conf):
|
||||
exchange = get_patched_exchange(mocker, freqai_conf)
|
||||
strategy.dp = DataProvider(freqai_conf, exchange)
|
||||
freqai = strategy.freqai
|
||||
freqai.live = False
|
||||
freqai.live = True
|
||||
freqai.dk = FreqaiDataKitchen(freqai_conf)
|
||||
freqai.dk.live = False
|
||||
timerange = TimeRange.parse_timerange("20180126-20180130")
|
||||
freqai.dd.load_all_pair_histories(timerange, freqai.dk)
|
||||
sub_timerange = TimeRange.parse_timerange("20180128-20180130")
|
||||
|
@@ -180,7 +180,6 @@ def test_get_full_model_path(mocker, freqai_conf, model):
|
||||
freqai = strategy.freqai
|
||||
freqai.live = True
|
||||
freqai.dk = FreqaiDataKitchen(freqai_conf)
|
||||
freqai.dk.live = True
|
||||
timerange = TimeRange.parse_timerange("20180110-20180130")
|
||||
freqai.dd.load_all_pair_histories(timerange, freqai.dk)
|
||||
|
||||
|
@@ -87,7 +87,6 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
|
||||
freqai.live = True
|
||||
freqai.can_short = can_short
|
||||
freqai.dk = FreqaiDataKitchen(freqai_conf)
|
||||
freqai.dk.live = True
|
||||
freqai.dk.set_paths('ADA/BTC', 10000)
|
||||
timerange = TimeRange.parse_timerange("20180110-20180130")
|
||||
freqai.dd.load_all_pair_histories(timerange, freqai.dk)
|
||||
@@ -136,7 +135,6 @@ def test_extract_data_and_train_model_MultiTargets(mocker, freqai_conf, model, s
|
||||
freqai = strategy.freqai
|
||||
freqai.live = True
|
||||
freqai.dk = FreqaiDataKitchen(freqai_conf)
|
||||
freqai.dk.live = True
|
||||
timerange = TimeRange.parse_timerange("20180110-20180130")
|
||||
freqai.dd.load_all_pair_histories(timerange, freqai.dk)
|
||||
|
||||
@@ -180,7 +178,6 @@ def test_extract_data_and_train_model_Classifiers(mocker, freqai_conf, model):
|
||||
freqai = strategy.freqai
|
||||
freqai.live = True
|
||||
freqai.dk = FreqaiDataKitchen(freqai_conf)
|
||||
freqai.dk.live = True
|
||||
timerange = TimeRange.parse_timerange("20180110-20180130")
|
||||
freqai.dd.load_all_pair_histories(timerange, freqai.dk)
|
||||
|
||||
@@ -374,9 +371,6 @@ def test_backtesting_fit_live_predictions(mocker, freqai_conf, caplog):
|
||||
sub_timerange = TimeRange.parse_timerange("20180129-20180130")
|
||||
corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk)
|
||||
df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, "LTC/BTC")
|
||||
df = strategy.set_freqai_targets(df.copy(), metadata={"pair": "LTC/BTC"})
|
||||
df = freqai.dk.remove_special_chars_from_feature_names(df)
|
||||
freqai.dk.get_unique_classes_from_labels(df)
|
||||
freqai.dk.pair = "ADA/BTC"
|
||||
freqai.dk.full_df = df.fillna(0)
|
||||
freqai.dk.full_df
|
||||
@@ -400,7 +394,6 @@ def test_principal_component_analysis(mocker, freqai_conf):
|
||||
freqai = strategy.freqai
|
||||
freqai.live = True
|
||||
freqai.dk = FreqaiDataKitchen(freqai_conf)
|
||||
freqai.dk.live = True
|
||||
timerange = TimeRange.parse_timerange("20180110-20180130")
|
||||
freqai.dd.load_all_pair_histories(timerange, freqai.dk)
|
||||
|
||||
@@ -432,12 +425,10 @@ def test_plot_feature_importance(mocker, freqai_conf):
|
||||
freqai = strategy.freqai
|
||||
freqai.live = True
|
||||
freqai.dk = FreqaiDataKitchen(freqai_conf)
|
||||
freqai.dk.live = True
|
||||
timerange = TimeRange.parse_timerange("20180110-20180130")
|
||||
freqai.dd.load_all_pair_histories(timerange, freqai.dk)
|
||||
|
||||
freqai.dd.pair_dict = {"ADA/BTC": {"model_filename": "fake_name",
|
||||
"trained_timestamp": 1, "data_path": "", "extras": {}}}
|
||||
freqai.dd.pair_dict = MagicMock()
|
||||
|
||||
data_load_timerange = TimeRange.parse_timerange("20180110-20180130")
|
||||
new_timerange = TimeRange.parse_timerange("20180120-20180130")
|
||||
|
69
tests/persistence/test_key_value_store.py
Normal file
69
tests/persistence/test_key_value_store.py
Normal file
@@ -0,0 +1,69 @@
|
||||
from datetime import datetime, timedelta, timezone
|
||||
|
||||
import pytest
|
||||
|
||||
from freqtrade.persistence.key_value_store import KeyValueStore, set_startup_time
|
||||
from tests.conftest import create_mock_trades_usdt
|
||||
|
||||
|
||||
@pytest.mark.usefixtures("init_persistence")
|
||||
def test_key_value_store(time_machine):
|
||||
start = datetime(2023, 1, 1, 4, tzinfo=timezone.utc)
|
||||
time_machine.move_to(start, tick=False)
|
||||
|
||||
KeyValueStore.store_value("test", "testStringValue")
|
||||
KeyValueStore.store_value("test_dt", datetime.now(timezone.utc))
|
||||
KeyValueStore.store_value("test_float", 22.51)
|
||||
KeyValueStore.store_value("test_int", 15)
|
||||
|
||||
assert KeyValueStore.get_value("test") == "testStringValue"
|
||||
assert KeyValueStore.get_value("test") == "testStringValue"
|
||||
assert KeyValueStore.get_string_value("test") == "testStringValue"
|
||||
assert KeyValueStore.get_value("test_dt") == datetime.now(timezone.utc)
|
||||
assert KeyValueStore.get_datetime_value("test_dt") == datetime.now(timezone.utc)
|
||||
assert KeyValueStore.get_string_value("test_dt") is None
|
||||
assert KeyValueStore.get_float_value("test_dt") is None
|
||||
assert KeyValueStore.get_int_value("test_dt") is None
|
||||
assert KeyValueStore.get_value("test_float") == 22.51
|
||||
assert KeyValueStore.get_float_value("test_float") == 22.51
|
||||
assert KeyValueStore.get_value("test_int") == 15
|
||||
assert KeyValueStore.get_int_value("test_int") == 15
|
||||
assert KeyValueStore.get_datetime_value("test_int") is None
|
||||
|
||||
time_machine.move_to(start + timedelta(days=20, hours=5), tick=False)
|
||||
assert KeyValueStore.get_value("test_dt") != datetime.now(timezone.utc)
|
||||
assert KeyValueStore.get_value("test_dt") == start
|
||||
# Test update works
|
||||
KeyValueStore.store_value("test_dt", datetime.now(timezone.utc))
|
||||
assert KeyValueStore.get_value("test_dt") == datetime.now(timezone.utc)
|
||||
|
||||
KeyValueStore.store_value("test_float", 23.51)
|
||||
assert KeyValueStore.get_value("test_float") == 23.51
|
||||
# test deleting
|
||||
KeyValueStore.delete_value("test_float")
|
||||
assert KeyValueStore.get_value("test_float") is None
|
||||
# Delete same value again (should not fail)
|
||||
KeyValueStore.delete_value("test_float")
|
||||
|
||||
with pytest.raises(ValueError, match=r"Unknown value type"):
|
||||
KeyValueStore.store_value("test_float", {'some': 'dict'})
|
||||
|
||||
|
||||
@pytest.mark.usefixtures("init_persistence")
|
||||
def test_set_startup_time(fee, time_machine):
|
||||
create_mock_trades_usdt(fee)
|
||||
start = datetime.now(timezone.utc)
|
||||
time_machine.move_to(start, tick=False)
|
||||
set_startup_time()
|
||||
|
||||
assert KeyValueStore.get_value("startup_time") == start
|
||||
initial_time = KeyValueStore.get_value("bot_start_time")
|
||||
assert initial_time <= start
|
||||
|
||||
# Simulate bot restart
|
||||
new_start = start + timedelta(days=5)
|
||||
time_machine.move_to(new_start, tick=False)
|
||||
set_startup_time()
|
||||
|
||||
assert KeyValueStore.get_value("startup_time") == new_start
|
||||
assert KeyValueStore.get_value("bot_start_time") == initial_time
|
@@ -883,6 +883,8 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, is_short, expected)
|
||||
'max_drawdown': ANY,
|
||||
'max_drawdown_abs': ANY,
|
||||
'trading_volume': expected['trading_volume'],
|
||||
'bot_start_timestamp': 0,
|
||||
'bot_start_date': '',
|
||||
}
|
||||
|
||||
|
||||
|
Reference in New Issue
Block a user