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49 Commits

Author SHA1 Message Date
dependabot[bot]
2a302740bd Bump pandas from 1.5.3 to 2.0.0
Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.5.3 to 2.0.0.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Commits](https://github.com/pandas-dev/pandas/compare/v1.5.3...v2.0.0)

---
updated-dependencies:
- dependency-name: pandas
  dependency-type: direct:production
  update-type: version-update:semver-major
...

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2023-04-10 17:38:33 +00:00
Matthias
37ed37dc76 Merge pull request #8485 from freqtrade/dependabot/pip/develop/mkdocs-material-9.1.6
Bump mkdocs-material from 9.1.5 to 9.1.6
2023-04-10 19:37:54 +02:00
Matthias
5cb688c112 Merge pull request #8482 from freqtrade/dependabot/pip/develop/websockets-11.0.1
Bump websockets from 11.0 to 11.0.1
2023-04-10 19:37:37 +02:00
Matthias
3e394d0612 Merge pull request #8480 from freqtrade/dependabot/pip/develop/sqlalchemy-2.0.9
Bump sqlalchemy from 2.0.8 to 2.0.9
2023-04-10 19:37:17 +02:00
dependabot[bot]
c4c2298686 Bump mkdocs-material from 9.1.5 to 9.1.6
Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 9.1.5 to 9.1.6.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/9.1.5...9.1.6)

---
updated-dependencies:
- dependency-name: mkdocs-material
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

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2023-04-10 16:17:10 +00:00
Matthias
3fb892fcb8 Merge pull request #8483 from freqtrade/dependabot/pip/develop/ruff-0.0.261
Bump ruff from 0.0.260 to 0.0.261
2023-04-10 18:16:24 +02:00
Matthias
9968348324 Merge pull request #8481 from freqtrade/dependabot/pip/develop/ccxt-3.0.59
Bump ccxt from 3.0.58 to 3.0.59
2023-04-10 18:15:44 +02:00
dependabot[bot]
fa293c54f8 Bump websockets from 11.0 to 11.0.1
Bumps [websockets](https://github.com/aaugustin/websockets) from 11.0 to 11.0.1.
- [Release notes](https://github.com/aaugustin/websockets/releases)
- [Commits](https://github.com/aaugustin/websockets/compare/11.0...11.0.1)

---
updated-dependencies:
- dependency-name: websockets
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

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2023-04-10 15:46:40 +00:00
Matthias
95449ca886 Merge pull request #8478 from freqtrade/dependabot/pip/develop/schedule-1.2.0
Bump schedule from 1.1.0 to 1.2.0
2023-04-10 17:45:44 +02:00
Matthias
70fa4a53cd pre-commit - bump sqlalchemy 2023-04-10 17:45:23 +02:00
dependabot[bot]
467c63ff01 Bump ruff from 0.0.260 to 0.0.261
Bumps [ruff](https://github.com/charliermarsh/ruff) from 0.0.260 to 0.0.261.
- [Release notes](https://github.com/charliermarsh/ruff/releases)
- [Changelog](https://github.com/charliermarsh/ruff/blob/main/BREAKING_CHANGES.md)
- [Commits](https://github.com/charliermarsh/ruff/compare/v0.0.260...v0.0.261)

---
updated-dependencies:
- dependency-name: ruff
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

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2023-04-10 15:25:04 +00:00
Matthias
b8a9c200fe Merge pull request #8479 from freqtrade/dependabot/pip/develop/pre-commit-3.2.2
Bump pre-commit from 3.2.1 to 3.2.2
2023-04-10 17:24:02 +02:00
Matthias
7c10af65a1 Merge pull request #8477 from freqtrade/dependabot/pip/develop/plotly-5.14.1
Bump plotly from 5.14.0 to 5.14.1
2023-04-10 16:44:35 +02:00
Matthias
e2cd23b1d2 Remove deprecated pandas option 2023-04-10 16:33:56 +02:00
dependabot[bot]
0d408d3d43 Bump ccxt from 3.0.58 to 3.0.59
Bumps [ccxt](https://github.com/ccxt/ccxt) from 3.0.58 to 3.0.59.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md)
- [Commits](https://github.com/ccxt/ccxt/compare/3.0.58...3.0.59)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2023-04-10 14:20:19 +00:00
dependabot[bot]
2309197771 Bump sqlalchemy from 2.0.8 to 2.0.9
Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 2.0.8 to 2.0.9.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/main/CHANGES.rst)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

---
updated-dependencies:
- dependency-name: sqlalchemy
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

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2023-04-10 14:20:14 +00:00
dependabot[bot]
66fe9abce0 Bump pre-commit from 3.2.1 to 3.2.2
Bumps [pre-commit](https://github.com/pre-commit/pre-commit) from 3.2.1 to 3.2.2.
- [Release notes](https://github.com/pre-commit/pre-commit/releases)
- [Changelog](https://github.com/pre-commit/pre-commit/blob/main/CHANGELOG.md)
- [Commits](https://github.com/pre-commit/pre-commit/compare/v3.2.1...v3.2.2)

---
updated-dependencies:
- dependency-name: pre-commit
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

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2023-04-10 14:20:03 +00:00
dependabot[bot]
200c18f3e4 Bump schedule from 1.1.0 to 1.2.0
Bumps [schedule](https://github.com/dbader/schedule) from 1.1.0 to 1.2.0.
- [Release notes](https://github.com/dbader/schedule/releases)
- [Changelog](https://github.com/dbader/schedule/blob/master/HISTORY.rst)
- [Commits](https://github.com/dbader/schedule/compare/1.1.0...1.2.0)

---
updated-dependencies:
- dependency-name: schedule
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2023-04-10 14:19:59 +00:00
dependabot[bot]
351b5f6e65 Bump plotly from 5.14.0 to 5.14.1
Bumps [plotly](https://github.com/plotly/plotly.py) from 5.14.0 to 5.14.1.
- [Release notes](https://github.com/plotly/plotly.py/releases)
- [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md)
- [Commits](https://github.com/plotly/plotly.py/compare/v5.14.0...v5.14.1)

---
updated-dependencies:
- dependency-name: plotly
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2023-04-10 14:19:56 +00:00
Matthias
605cc20a21 Merge pull request #8459 from freqtrade/feat/kvstore
Add initial bot start time to /profit endpoint
2023-04-10 14:49:01 +02:00
Matthias
f73d2a5371 Ensure bot_start is called when visualizing results 2023-04-10 14:48:02 +02:00
Matthias
485a074674 Merge pull request #8472 from freqtrade/dependabot/pip/develop/types-python-dateutil-2.8.19.12
Bump types-python-dateutil from 2.8.19.11 to 2.8.19.12
2023-04-10 14:42:53 +02:00
Matthias
865cf5232b Merge pull request #8471 from freqtrade/dependabot/pip/develop/mypy-1.2.0
Bump mypy from 1.1.1 to 1.2.0
2023-04-10 14:42:35 +02:00
Matthias
95a24c3133 Merge pull request #8467 from freqtrade/dependabot/pip/develop/orjson-3.8.10
Bump orjson from 3.8.9 to 3.8.10
2023-04-10 14:41:25 +02:00
Matthias
6833059c70 Merge pull request #8474 from freqtrade/dependabot/github_actions/develop/pypa/gh-action-pypi-publish-1.8.5
Bump pypa/gh-action-pypi-publish from 1.8.4 to 1.8.5
2023-04-10 08:03:55 +02:00
Matthias
3833dc0b78 pre-commit - bump dateutil 2023-04-10 07:54:01 +02:00
Matthias
e0d3c771db Merge pull request #8465 from freqtrade/dependabot/pip/develop/ccxt-3.0.58
Bump ccxt from 3.0.50 to 3.0.58
2023-04-10 07:53:21 +02:00
dependabot[bot]
5a18ab0784 Bump mypy from 1.1.1 to 1.2.0
Bumps [mypy](https://github.com/python/mypy) from 1.1.1 to 1.2.0.
- [Release notes](https://github.com/python/mypy/releases)
- [Commits](https://github.com/python/mypy/compare/v1.1.1...v1.2.0)

---
updated-dependencies:
- dependency-name: mypy
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

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2023-04-10 05:51:33 +00:00
Matthias
1d66f82b1d Merge pull request #8469 from freqtrade/dependabot/pip/develop/filelock-3.11.0
Bump filelock from 3.10.6 to 3.11.0
2023-04-10 07:50:48 +02:00
Matthias
2e765fe6d1 Merge pull request #8470 from freqtrade/dependabot/pip/develop/pymdown-extensions-9.11
Bump pymdown-extensions from 9.10 to 9.11
2023-04-10 07:50:25 +02:00
Matthias
21ea02bbcf Merge pull request #8466 from freqtrade/dependabot/pip/develop/pytest-7.3.0
Bump pytest from 7.2.2 to 7.3.0
2023-04-10 07:49:57 +02:00
dependabot[bot]
2ea0157197 Bump pypa/gh-action-pypi-publish from 1.8.4 to 1.8.5
Bumps [pypa/gh-action-pypi-publish](https://github.com/pypa/gh-action-pypi-publish) from 1.8.4 to 1.8.5.
- [Release notes](https://github.com/pypa/gh-action-pypi-publish/releases)
- [Commits](https://github.com/pypa/gh-action-pypi-publish/compare/v1.8.4...v1.8.5)

---
updated-dependencies:
- dependency-name: pypa/gh-action-pypi-publish
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2023-04-10 03:57:51 +00:00
dependabot[bot]
03352f3b62 Bump types-python-dateutil from 2.8.19.11 to 2.8.19.12
Bumps [types-python-dateutil](https://github.com/python/typeshed) from 2.8.19.11 to 2.8.19.12.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-python-dateutil
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

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2023-04-10 03:57:04 +00:00
dependabot[bot]
26eb4f7fe6 Bump pymdown-extensions from 9.10 to 9.11
Bumps [pymdown-extensions](https://github.com/facelessuser/pymdown-extensions) from 9.10 to 9.11.
- [Release notes](https://github.com/facelessuser/pymdown-extensions/releases)
- [Commits](https://github.com/facelessuser/pymdown-extensions/compare/9.10...9.11)

---
updated-dependencies:
- dependency-name: pymdown-extensions
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2023-04-10 03:56:57 +00:00
dependabot[bot]
7e1f3aa545 Bump filelock from 3.10.6 to 3.11.0
Bumps [filelock](https://github.com/tox-dev/py-filelock) from 3.10.6 to 3.11.0.
- [Release notes](https://github.com/tox-dev/py-filelock/releases)
- [Changelog](https://github.com/tox-dev/py-filelock/blob/main/docs/changelog.rst)
- [Commits](https://github.com/tox-dev/py-filelock/compare/3.10.6...3.11.0)

---
updated-dependencies:
- dependency-name: filelock
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2023-04-10 03:56:51 +00:00
dependabot[bot]
14532e3a56 Bump orjson from 3.8.9 to 3.8.10
Bumps [orjson](https://github.com/ijl/orjson) from 3.8.9 to 3.8.10.
- [Release notes](https://github.com/ijl/orjson/releases)
- [Changelog](https://github.com/ijl/orjson/blob/master/CHANGELOG.md)
- [Commits](https://github.com/ijl/orjson/compare/3.8.9...3.8.10)

---
updated-dependencies:
- dependency-name: orjson
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2023-04-10 03:56:42 +00:00
dependabot[bot]
a449f7c78c Bump pytest from 7.2.2 to 7.3.0
Bumps [pytest](https://github.com/pytest-dev/pytest) from 7.2.2 to 7.3.0.
- [Release notes](https://github.com/pytest-dev/pytest/releases)
- [Changelog](https://github.com/pytest-dev/pytest/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest/compare/7.2.2...7.3.0)

---
updated-dependencies:
- dependency-name: pytest
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2023-04-10 03:56:38 +00:00
dependabot[bot]
8854ef8cba Bump ccxt from 3.0.50 to 3.0.58
Bumps [ccxt](https://github.com/ccxt/ccxt) from 3.0.50 to 3.0.58.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md)
- [Commits](https://github.com/ccxt/ccxt/compare/3.0.50...3.0.58)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

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2023-04-10 03:56:33 +00:00
Matthias
526943f29e Remove freqUI alpha warning 2023-04-09 19:44:38 +02:00
Matthias
f5a5c2d6b9 Improve imports 2023-04-08 16:44:33 +02:00
Matthias
a102cfdfc9 Add new /profit fields to API 2023-04-08 16:41:25 +02:00
Matthias
be72670ca2 Add documentation about /profit change 2023-04-08 16:40:14 +02:00
Matthias
cf2cb94f8d Add bot start date to /profit output 2023-04-08 16:38:44 +02:00
Matthias
fa3a81b022 convert Keys to enum 2023-04-08 16:28:50 +02:00
Matthias
7ff30c6df8 Add additional, typesafe getters 2023-04-08 16:24:38 +02:00
Matthias
7751768b2e Store initial_time value 2023-04-08 16:13:16 +02:00
Matthias
ac817b7808 Improve docstrings for key-value store 2023-04-08 10:09:31 +02:00
Matthias
4d4f4bf23e Add test for key_value_store 2023-04-08 10:07:21 +02:00
Matthias
c083723698 Add initial version of key value store 2023-04-08 10:07:03 +02:00
23 changed files with 294 additions and 47 deletions

View File

@@ -425,7 +425,7 @@ jobs:
python setup.py sdist bdist_wheel
- name: Publish to PyPI (Test)
uses: pypa/gh-action-pypi-publish@v1.8.4
uses: pypa/gh-action-pypi-publish@v1.8.5
if: (github.event_name == 'release')
with:
user: __token__
@@ -433,7 +433,7 @@ jobs:
repository_url: https://test.pypi.org/legacy/
- name: Publish to PyPI
uses: pypa/gh-action-pypi-publish@v1.8.4
uses: pypa/gh-action-pypi-publish@v1.8.5
if: (github.event_name == 'release')
with:
user: __token__

View File

@@ -17,8 +17,8 @@ repos:
- types-filelock==3.2.7
- types-requests==2.28.11.17
- types-tabulate==0.9.0.2
- types-python-dateutil==2.8.19.11
- SQLAlchemy==2.0.8
- types-python-dateutil==2.8.19.12
- SQLAlchemy==2.0.9
# stages: [push]
- repo: https://github.com/pycqa/isort

View File

@@ -1,6 +1,6 @@
markdown==3.3.7
mkdocs==1.4.2
mkdocs-material==9.1.5
mkdocs-material==9.1.6
mdx_truly_sane_lists==1.3
pymdown-extensions==9.10
pymdown-extensions==9.11
jinja2==3.1.2

View File

@@ -9,9 +9,6 @@ This same command can also be used to update freqUI, should there be a new relea
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`).
!!! info "Alpha release"
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).
!!! Note "developers"
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.

View File

@@ -279,6 +279,7 @@ Return a summary of your profit/loss and performance.
> ∙ `33.095 EUR`
>
> **Total Trade Count:** `138`
> **Bot started:** `2022-07-11 18:40:44`
> **First Trade opened:** `3 days ago`
> **Latest Trade opened:** `2 minutes ago`
> **Avg. Duration:** `2:33:45`
@@ -292,6 +293,7 @@ The relative profit of `15.2 Σ%` is be based on the starting capital - so in th
Starting capital is either taken from the `available_capital` setting, or calculated by using current wallet size - profits.
Profit Factor is calculated as gross profits / gross losses - and should serve as an overall metric for the strategy.
Max drawdown corresponds to the backtesting metric `Absolute Drawdown (Account)` - calculated as `(Absolute Drawdown) / (DrawdownHigh + startingBalance)`.
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.
### /forceexit <trade_id>

View File

@@ -246,14 +246,8 @@ def _load_backtest_data_df_compatibility(df: pd.DataFrame) -> pd.DataFrame:
"""
Compatibility support for older backtest data.
"""
df['open_date'] = pd.to_datetime(df['open_date'],
utc=True,
infer_datetime_format=True
)
df['close_date'] = pd.to_datetime(df['close_date'],
utc=True,
infer_datetime_format=True
)
df['open_date'] = pd.to_datetime(df['open_date'], utc=True)
df['close_date'] = pd.to_datetime(df['close_date'], utc=True)
# Compatibility support for pre short Columns
if 'is_short' not in df.columns:
df['is_short'] = False

View File

@@ -34,7 +34,7 @@ def ohlcv_to_dataframe(ohlcv: list, timeframe: str, pair: str, *,
cols = DEFAULT_DATAFRAME_COLUMNS
df = DataFrame(ohlcv, columns=cols)
df['date'] = to_datetime(df['date'], unit='ms', utc=True, infer_datetime_format=True)
df['date'] = to_datetime(df['date'], unit='ms', utc=True)
# Some exchanges return int values for Volume and even for OHLC.
# Convert them since TA-LIB indicators used in the strategy assume floats

View File

@@ -63,10 +63,7 @@ class FeatherDataHandler(IDataHandler):
pairdata.columns = self._columns
pairdata = pairdata.astype(dtype={'open': 'float', 'high': 'float',
'low': 'float', 'close': 'float', 'volume': 'float'})
pairdata['date'] = to_datetime(pairdata['date'],
unit='ms',
utc=True,
infer_datetime_format=True)
pairdata['date'] = to_datetime(pairdata['date'], unit='ms', utc=True)
return pairdata
def ohlcv_append(

View File

@@ -75,10 +75,7 @@ class JsonDataHandler(IDataHandler):
return DataFrame(columns=self._columns)
pairdata = pairdata.astype(dtype={'open': 'float', 'high': 'float',
'low': 'float', 'close': 'float', 'volume': 'float'})
pairdata['date'] = to_datetime(pairdata['date'],
unit='ms',
utc=True,
infer_datetime_format=True)
pairdata['date'] = to_datetime(pairdata['date'], unit='ms', utc=True)
return pairdata
def ohlcv_append(

View File

@@ -62,10 +62,7 @@ class ParquetDataHandler(IDataHandler):
pairdata.columns = self._columns
pairdata = pairdata.astype(dtype={'open': 'float', 'high': 'float',
'low': 'float', 'close': 'float', 'volume': 'float'})
pairdata['date'] = to_datetime(pairdata['date'],
unit='ms',
utc=True,
infer_datetime_format=True)
pairdata['date'] = to_datetime(pairdata['date'], unit='ms', utc=True)
return pairdata
def ohlcv_append(

View File

@@ -26,6 +26,7 @@ from freqtrade.exchange import (ROUND_DOWN, ROUND_UP, timeframe_to_minutes, time
from freqtrade.misc import safe_value_fallback, safe_value_fallback2
from freqtrade.mixins import LoggingMixin
from freqtrade.persistence import Order, PairLocks, Trade, init_db
from freqtrade.persistence.key_value_store import set_startup_time
from freqtrade.plugins.pairlistmanager import PairListManager
from freqtrade.plugins.protectionmanager import ProtectionManager
from freqtrade.resolvers import ExchangeResolver, StrategyResolver
@@ -182,6 +183,7 @@ class FreqtradeBot(LoggingMixin):
performs startup tasks
"""
migrate_binance_futures_names(self.config)
set_startup_time()
self.rpc.startup_messages(self.config, self.pairlists, self.protections)
# Update older trades with precision and precision mode

View File

@@ -1,5 +1,6 @@
# flake8: noqa: F401
from freqtrade.persistence.key_value_store import KeyStoreKeys, KeyValueStore
from freqtrade.persistence.models import init_db
from freqtrade.persistence.pairlock_middleware import PairLocks
from freqtrade.persistence.trade_model import LocalTrade, Order, Trade

View File

@@ -0,0 +1,179 @@
from datetime import datetime, timezone
from enum import Enum
from typing import ClassVar, Optional, Union
from sqlalchemy import String
from sqlalchemy.orm import Mapped, mapped_column
from freqtrade.persistence.base import ModelBase, SessionType
ValueTypes = Union[str, datetime, float, int]
class ValueTypesEnum(str, Enum):
STRING = 'str'
DATETIME = 'datetime'
FLOAT = 'float'
INT = 'int'
class KeyStoreKeys(str, Enum):
BOT_START_TIME = 'bot_start_time'
STARTUP_TIME = 'startup_time'
class _KeyValueStoreModel(ModelBase):
"""
Pair Locks database model.
"""
__tablename__ = 'KeyValueStore'
session: ClassVar[SessionType]
id: Mapped[int] = mapped_column(primary_key=True)
key: Mapped[KeyStoreKeys] = mapped_column(String(25), nullable=False, index=True)
value_type: Mapped[ValueTypesEnum] = mapped_column(String(20), nullable=False)
string_value: Mapped[Optional[str]]
datetime_value: Mapped[Optional[datetime]]
float_value: Mapped[Optional[float]]
int_value: Mapped[Optional[int]]
class KeyValueStore():
"""
Generic bot-wide, persistent key-value store
Can be used to store generic values, e.g. very first bot startup time.
Supports the types str, datetime, float and int.
"""
@staticmethod
def store_value(key: KeyStoreKeys, value: ValueTypes) -> None:
"""
Store the given value for the given key.
:param key: Key to store the value for - can be used in get-value to retrieve the key
:param value: Value to store - can be str, datetime, float or int
"""
kv = _KeyValueStoreModel.session.query(_KeyValueStoreModel).filter(
_KeyValueStoreModel.key == key).first()
if kv is None:
kv = _KeyValueStoreModel(key=key)
if isinstance(value, str):
kv.value_type = ValueTypesEnum.STRING
kv.string_value = value
elif isinstance(value, datetime):
kv.value_type = ValueTypesEnum.DATETIME
kv.datetime_value = value
elif isinstance(value, float):
kv.value_type = ValueTypesEnum.FLOAT
kv.float_value = value
elif isinstance(value, int):
kv.value_type = ValueTypesEnum.INT
kv.int_value = value
else:
raise ValueError(f'Unknown value type {kv.value_type}')
_KeyValueStoreModel.session.add(kv)
_KeyValueStoreModel.session.commit()
@staticmethod
def delete_value(key: KeyStoreKeys) -> None:
"""
Delete the value for the given key.
:param key: Key to delete the value for
"""
kv = _KeyValueStoreModel.session.query(_KeyValueStoreModel).filter(
_KeyValueStoreModel.key == key).first()
if kv is not None:
_KeyValueStoreModel.session.delete(kv)
_KeyValueStoreModel.session.commit()
@staticmethod
def get_value(key: KeyStoreKeys) -> Optional[ValueTypes]:
"""
Get the value for the given key.
:param key: Key to get the value for
"""
kv = _KeyValueStoreModel.session.query(_KeyValueStoreModel).filter(
_KeyValueStoreModel.key == key).first()
if kv is None:
return None
if kv.value_type == ValueTypesEnum.STRING:
return kv.string_value
if kv.value_type == ValueTypesEnum.DATETIME and kv.datetime_value is not None:
return kv.datetime_value.replace(tzinfo=timezone.utc)
if kv.value_type == ValueTypesEnum.FLOAT:
return kv.float_value
if kv.value_type == ValueTypesEnum.INT:
return kv.int_value
# This should never happen unless someone messed with the database manually
raise ValueError(f'Unknown value type {kv.value_type}') # pragma: no cover
@staticmethod
def get_string_value(key: KeyStoreKeys) -> Optional[str]:
"""
Get the value for the given key.
:param key: Key to get the value for
"""
kv = _KeyValueStoreModel.session.query(_KeyValueStoreModel).filter(
_KeyValueStoreModel.key == key,
_KeyValueStoreModel.value_type == ValueTypesEnum.STRING).first()
if kv is None:
return None
return kv.string_value
@staticmethod
def get_datetime_value(key: KeyStoreKeys) -> Optional[datetime]:
"""
Get the value for the given key.
:param key: Key to get the value for
"""
kv = _KeyValueStoreModel.session.query(_KeyValueStoreModel).filter(
_KeyValueStoreModel.key == key,
_KeyValueStoreModel.value_type == ValueTypesEnum.DATETIME).first()
if kv is None or kv.datetime_value is None:
return None
return kv.datetime_value.replace(tzinfo=timezone.utc)
@staticmethod
def get_float_value(key: KeyStoreKeys) -> Optional[float]:
"""
Get the value for the given key.
:param key: Key to get the value for
"""
kv = _KeyValueStoreModel.session.query(_KeyValueStoreModel).filter(
_KeyValueStoreModel.key == key,
_KeyValueStoreModel.value_type == ValueTypesEnum.FLOAT).first()
if kv is None:
return None
return kv.float_value
@staticmethod
def get_int_value(key: KeyStoreKeys) -> Optional[int]:
"""
Get the value for the given key.
:param key: Key to get the value for
"""
kv = _KeyValueStoreModel.session.query(_KeyValueStoreModel).filter(
_KeyValueStoreModel.key == key,
_KeyValueStoreModel.value_type == ValueTypesEnum.INT).first()
if kv is None:
return None
return kv.int_value
def set_startup_time():
"""
sets bot_start_time to the first trade open date - or "now" on new databases.
sets startup_time to "now"
"""
st = KeyValueStore.get_value('bot_start_time')
if st is None:
from freqtrade.persistence import Trade
t = Trade.session.query(Trade).order_by(Trade.open_date.asc()).first()
if t is not None:
KeyValueStore.store_value('bot_start_time', t.open_date_utc)
else:
KeyValueStore.store_value('bot_start_time', datetime.now(timezone.utc))
KeyValueStore.store_value('startup_time', datetime.now(timezone.utc))

View File

@@ -13,6 +13,7 @@ from sqlalchemy.pool import StaticPool
from freqtrade.exceptions import OperationalException
from freqtrade.persistence.base import ModelBase
from freqtrade.persistence.key_value_store import _KeyValueStoreModel
from freqtrade.persistence.migrations import check_migrate
from freqtrade.persistence.pairlock import PairLock
from freqtrade.persistence.trade_model import Order, Trade
@@ -76,6 +77,7 @@ def init_db(db_url: str) -> None:
bind=engine, autoflush=False), scopefunc=get_request_or_thread_id)
Order.session = Trade.session
PairLock.session = Trade.session
_KeyValueStoreModel.session = Trade.session
previous_tables = inspect(engine).get_table_names()
ModelBase.metadata.create_all(engine)

View File

@@ -108,6 +108,8 @@ class Profit(BaseModel):
max_drawdown: float
max_drawdown_abs: float
trading_volume: Optional[float]
bot_start_timestamp: int
bot_start_date: str
class SellReason(BaseModel):

View File

@@ -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:
@@ -1193,6 +1196,7 @@ class RPC:
from freqtrade.resolvers.strategy_resolver import StrategyResolver
strategy = StrategyResolver.load_strategy(config)
strategy.dp = DataProvider(config, exchange=exchange, pairlists=None)
strategy.ft_bot_start()
df_analyzed = strategy.analyze_ticker(_data[pair], {'pair': pair})

View File

@@ -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"

View File

@@ -7,10 +7,10 @@
-r docs/requirements-docs.txt
coveralls==3.3.1
ruff==0.0.260
mypy==1.1.1
pre-commit==3.2.1
pytest==7.2.2
ruff==0.0.261
mypy==1.2.0
pre-commit==3.2.2
pytest==7.3.0
pytest-asyncio==0.21.0
pytest-cov==4.0.0
pytest-mock==3.10.0
@@ -29,4 +29,4 @@ types-cachetools==5.3.0.5
types-filelock==3.2.7
types-requests==2.28.11.17
types-tabulate==0.9.0.2
types-python-dateutil==2.8.19.11
types-python-dateutil==2.8.19.12

View File

@@ -5,5 +5,5 @@
scipy==1.10.1
scikit-learn==1.1.3
scikit-optimize==0.9.0
filelock==3.10.6
filelock==3.11.0
progressbar2==4.2.0

View File

@@ -1,4 +1,4 @@
# Include all requirements to run the bot.
-r requirements.txt
plotly==5.14.0
plotly==5.14.1

View File

@@ -1,11 +1,11 @@
numpy==1.24.2
pandas==1.5.3
pandas==2.0.0
pandas-ta==0.3.14b
ccxt==3.0.50
ccxt==3.0.59
cryptography==40.0.1
aiohttp==3.8.4
SQLAlchemy==2.0.8
SQLAlchemy==2.0.9
python-telegram-bot==13.15
arrow==1.2.3
cachetools==4.2.2
@@ -28,7 +28,7 @@ py_find_1st==1.1.5
# Load ticker files 30% faster
python-rapidjson==1.10
# Properly format api responses
orjson==3.8.9
orjson==3.8.10
# Notify systemd
sdnotify==0.3.2
@@ -50,10 +50,10 @@ prompt-toolkit==3.0.38
python-dateutil==2.8.2
#Futures
schedule==1.1.0
schedule==1.2.0
#WS Messages
websockets==11.0
websockets==11.0.1
janus==1.0.0
ast-comments==1.0.1

View 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

View File

@@ -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': '',
}
@@ -1403,10 +1405,10 @@ def test_api_pair_candles(botclient, ohlcv_history):
])
def test_api_pair_history(botclient, ohlcv_history):
def test_api_pair_history(botclient, mocker):
ftbot, client = botclient
timeframe = '5m'
lfm = mocker.patch('freqtrade.strategy.interface.IStrategy.load_freqAI_model')
# No pair
rc = client_get(client,
f"{BASE_URI}/pair_history?timeframe={timeframe}"
@@ -1440,6 +1442,7 @@ def test_api_pair_history(botclient, ohlcv_history):
assert len(rc.json()['data']) == rc.json()['length']
assert 'columns' in rc.json()
assert 'data' in rc.json()
assert lfm.call_count == 1
assert rc.json()['pair'] == 'UNITTEST/BTC'
assert rc.json()['strategy'] == CURRENT_TEST_STRATEGY
assert rc.json()['data_start'] == '2018-01-11 00:00:00+00:00'