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Author SHA1 Message Date
dependabot[bot]
3505fbe783 Bump ta-lib from 0.4.25 to 0.4.26
Bumps [ta-lib](https://github.com/ta-lib/ta-lib-python) from 0.4.25 to 0.4.26.
- [Release notes](https://github.com/ta-lib/ta-lib-python/releases)
- [Changelog](https://github.com/TA-Lib/ta-lib-python/blob/master/CHANGELOG)
- [Commits](https://github.com/ta-lib/ta-lib-python/compare/TA_Lib-0.4.25...TA_Lib-0.4.26)

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

Signed-off-by: dependabot[bot] <support@github.com>
2023-04-10 03:56:48 +00:00
Matthias
526943f29e Remove freqUI alpha warning 2023-04-09 19:44:38 +02:00
Matthias
df51111c33 Always show strategy summary 2023-04-09 08:53:36 +02:00
Matthias
dd8900a1c6 Improve ordering of backtest output 2023-04-09 08:53:36 +02:00
Matthias
9c2cdd4fb9 Merge pull request #8388 from freqtrade/patch-pair-colon-bug
Bug fix: FreqAI backtest target setting
2023-04-08 14:16:41 +02:00
robcaulk
c2c97d9f78 make a fake pair_dict instead of MagicMocking it 2023-04-08 13:20:29 +02:00
robcaulk
355fde3bca revert setting dk to live in test_plot_feature_importances 2023-03-29 22:01:54 +02:00
robcaulk
3cabcabcbd ensure labels are properly defined in backtesting 2023-03-27 15:23:01 +02:00
robcaulk
55781e7f10 fix tests 2023-03-26 19:22:52 +02:00
robcaulk
f1e831a7b8 fix bug in backtest target setting 2023-03-26 13:43:59 +02:00
20 changed files with 47 additions and 291 deletions

View File

@@ -274,19 +274,20 @@ A backtesting result will look like that:
| XRP/BTC | 35 | 0.66 | 22.96 | 0.00114897 | 11.48 | 3:49:00 | 12 0 23 34.3 |
| ZEC/BTC | 22 | -0.46 | -10.18 | -0.00050971 | -5.09 | 2:22:00 | 7 0 15 31.8 |
| TOTAL | 429 | 0.36 | 152.41 | 0.00762792 | 76.20 | 4:12:00 | 186 0 243 43.4 |
========================================================= EXIT REASON STATS ==========================================================
| Exit Reason | Exits | Wins | Draws | Losses |
|:-------------------|--------:|------:|-------:|--------:|
| trailing_stop_loss | 205 | 150 | 0 | 55 |
| stop_loss | 166 | 0 | 0 | 166 |
| exit_signal | 56 | 36 | 0 | 20 |
| force_exit | 2 | 0 | 0 | 2 |
====================================================== LEFT OPEN TRADES REPORT ======================================================
| Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Win Draw Loss Win% |
|:---------|---------:|---------------:|---------------:|-----------------:|---------------:|:---------------|--------------------:|
| ADA/BTC | 1 | 0.89 | 0.89 | 0.00004434 | 0.44 | 6:00:00 | 1 0 0 100 |
| LTC/BTC | 1 | 0.68 | 0.68 | 0.00003421 | 0.34 | 2:00:00 | 1 0 0 100 |
| TOTAL | 2 | 0.78 | 1.57 | 0.00007855 | 0.78 | 4:00:00 | 2 0 0 100 |
==================== EXIT REASON STATS ====================
| Exit Reason | Exits | Wins | Draws | Losses |
|:-------------------|--------:|------:|-------:|--------:|
| trailing_stop_loss | 205 | 150 | 0 | 55 |
| stop_loss | 166 | 0 | 0 | 166 |
| exit_signal | 56 | 36 | 0 | 20 |
| force_exit | 2 | 0 | 0 | 2 |
================== SUMMARY METRICS ==================
| Metric | Value |
|-----------------------------+---------------------|

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

@@ -279,7 +279,6 @@ 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`
@@ -293,7 +292,6 @@ 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

@@ -1291,7 +1291,7 @@ class FreqaiDataKitchen:
return dataframe
def use_strategy_to_populate_indicators(
def use_strategy_to_populate_indicators( # noqa: C901
self,
strategy: IStrategy,
corr_dataframes: dict = {},
@@ -1362,12 +1362,12 @@ class FreqaiDataKitchen:
dataframe = self.populate_features(dataframe.copy(), corr_pair, strategy,
corr_dataframes, base_dataframes, True)
dataframe = strategy.set_freqai_targets(dataframe.copy(), metadata=metadata)
if self.live:
dataframe = strategy.set_freqai_targets(dataframe.copy(), metadata=metadata)
dataframe = self.remove_special_chars_from_feature_names(dataframe)
self.get_unique_classes_from_labels(dataframe)
dataframe = self.remove_special_chars_from_feature_names(dataframe)
if self.config.get('reduce_df_footprint', False):
dataframe = reduce_dataframe_footprint(dataframe)

View File

@@ -306,7 +306,7 @@ class IFreqaiModel(ABC):
if check_features:
self.dd.load_metadata(dk)
dataframe_dummy_features = self.dk.use_strategy_to_populate_indicators(
strategy, prediction_dataframe=dataframe.tail(1), pair=metadata["pair"]
strategy, prediction_dataframe=dataframe.tail(1), pair=pair
)
dk.find_features(dataframe_dummy_features)
self.check_if_feature_list_matches_strategy(dk)
@@ -316,7 +316,7 @@ class IFreqaiModel(ABC):
else:
if populate_indicators:
dataframe = self.dk.use_strategy_to_populate_indicators(
strategy, prediction_dataframe=dataframe, pair=metadata["pair"]
strategy, prediction_dataframe=dataframe, pair=pair
)
populate_indicators = False
@@ -332,6 +332,10 @@ class IFreqaiModel(ABC):
dataframe_train = dk.slice_dataframe(tr_train, dataframe_base_train)
dataframe_backtest = dk.slice_dataframe(tr_backtest, dataframe_base_backtest)
dataframe_train = dk.remove_special_chars_from_feature_names(dataframe_train)
dataframe_backtest = dk.remove_special_chars_from_feature_names(dataframe_backtest)
dk.get_unique_classes_from_labels(dataframe_train)
if not self.model_exists(dk):
dk.find_features(dataframe_train)
dk.find_labels(dataframe_train)

View File

@@ -26,7 +26,6 @@ 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
@@ -183,7 +182,6 @@ 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

@@ -865,6 +865,11 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
print(table)
table = text_table_bt_results(results['left_open_trades'], stake_currency=stake_currency)
if isinstance(table, str) and len(table) > 0:
print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
print(table)
if (results.get('results_per_enter_tag') is not None
or results.get('results_per_buy_tag') is not None):
# results_per_buy_tag is deprecated and should be removed 2 versions after short golive.
@@ -884,11 +889,6 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
print(' EXIT REASON STATS '.center(len(table.splitlines()[0]), '='))
print(table)
table = text_table_bt_results(results['left_open_trades'], stake_currency=stake_currency)
if isinstance(table, str) and len(table) > 0:
print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
print(table)
for period in backtest_breakdown:
days_breakdown_stats = generate_periodic_breakdown_stats(
trade_list=results['trades'], period=period)
@@ -917,11 +917,11 @@ def show_backtest_results(config: Config, backtest_stats: Dict):
strategy, results, stake_currency,
config.get('backtest_breakdown', []))
if len(backtest_stats['strategy']) > 1:
if len(backtest_stats['strategy']) > 0:
# Print Strategy summary table
table = text_table_strategy(backtest_stats['strategy_comparison'], stake_currency)
print(f"{results['backtest_start']} -> {results['backtest_end']} |"
print(f"Backtested {results['backtest_start']} -> {results['backtest_end']} |"
f" Max open trades : {results['max_open_trades']}")
print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '='))
print(table)

View File

@@ -1,6 +1,5 @@
# 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

@@ -1,179 +0,0 @@
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

@@ -13,7 +13,6 @@ 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
@@ -77,7 +76,6 @@ 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

@@ -108,8 +108,6 @@ 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 KeyStoreKeys, KeyValueStore, Order, PairLocks, Trade
from freqtrade.persistence import 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
@@ -543,7 +543,6 @@ 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),
@@ -577,8 +576,6 @@ 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:

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 = f"No trades yet.\n*Bot started:* `{stats['bot_start_date']}`"
markdown_msg = 'No trades yet.'
else:
# Message to display
if stats['closed_trade_count'] > 0:
@@ -838,7 +838,6 @@ 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

@@ -12,7 +12,7 @@ cachetools==4.2.2
requests==2.28.2
urllib3==1.26.15
jsonschema==4.17.3
TA-Lib==0.4.25
TA-Lib==0.4.26
technical==1.4.0
tabulate==0.9.0
pycoingecko==3.1.0

View File

@@ -119,6 +119,7 @@ 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)
@@ -152,6 +153,7 @@ 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)

View File

@@ -19,6 +19,7 @@ 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)
@@ -41,6 +42,7 @@ 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)
@@ -60,6 +62,7 @@ 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")
@@ -87,6 +90,7 @@ 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")
@@ -103,8 +107,9 @@ 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 = True
freqai.live = False
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")

View File

@@ -180,6 +180,7 @@ 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)

View File

@@ -87,6 +87,7 @@ 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)
@@ -135,6 +136,7 @@ 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)
@@ -178,6 +180,7 @@ 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)
@@ -371,6 +374,9 @@ 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
@@ -394,6 +400,7 @@ 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)
@@ -425,10 +432,12 @@ 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 = MagicMock()
freqai.dd.pair_dict = {"ADA/BTC": {"model_filename": "fake_name",
"trained_timestamp": 1, "data_path": "", "extras": {}}}
data_load_timerange = TimeRange.parse_timerange("20180110-20180130")
new_timerange = TimeRange.parse_timerange("20180120-20180130")

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@@ -1,69 +0,0 @@
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

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@@ -883,8 +883,6 @@ 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': '',
}