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17 Commits

Author SHA1 Message Date
Matthias
cf770d496b Improve visual display of progressbar 2023-04-09 18:25:50 +02:00
Matthias
bfd9e35e34 Replace hyperopt progressbar with rich progressbar 2023-04-09 18:17:22 +02:00
Matthias
299e788891 Dump progressbar2 dependency 2023-04-09 18:07:38 +02:00
Matthias
4c1de4ad56 Update tests 2023-04-09 18:07:38 +02:00
Matthias
ed57e7d43b Refactor logging to be a package, instead of a module 2023-04-09 16:48:18 +02:00
Matthias
818d18d4e0 Add StdErrStreamHandler to logging 2023-04-09 16:23:00 +02:00
Matthias
b6aac5079b REmove Rich-progress wrapper again 2023-04-09 16:21:30 +02:00
Matthias
40450ebecc Add dependency on Rich 2023-04-09 16:05:23 +02:00
Matthias
d532da9071 Add Rich Progressbar Wrapper 2023-04-09 16:04:31 +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
26 changed files with 114 additions and 345 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

@@ -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

@@ -1,24 +1,11 @@
import logging
import sys
from logging import Formatter
from logging.handlers import BufferingHandler, RotatingFileHandler, SysLogHandler
from logging.handlers import RotatingFileHandler, SysLogHandler
from freqtrade.constants import Config
from freqtrade.exceptions import OperationalException
class FTBufferingHandler(BufferingHandler):
def flush(self):
"""
Override Flush behaviour - we keep half of the configured capacity
otherwise, we have moments with "empty" logs.
"""
self.acquire()
try:
# Keep half of the records in buffer.
self.buffer = self.buffer[-int(self.capacity / 2):]
finally:
self.release()
from freqtrade.loggers.buffering_handler import FTBufferingHandler
from freqtrade.loggers.std_err_stream_handler import FTStdErrStreamHandler
logger = logging.getLogger(__name__)
@@ -69,7 +56,7 @@ def setup_logging_pre() -> None:
logging.basicConfig(
level=logging.INFO,
format=LOGFORMAT,
handlers=[logging.StreamHandler(sys.stderr), bufferHandler]
handlers=[FTStdErrStreamHandler(), bufferHandler]
)

View File

@@ -0,0 +1,15 @@
from logging.handlers import BufferingHandler
class FTBufferingHandler(BufferingHandler):
def flush(self):
"""
Override Flush behaviour - we keep half of the configured capacity
otherwise, we have moments with "empty" logs.
"""
self.acquire()
try:
# Keep half of the records in buffer.
self.buffer = self.buffer[-int(self.capacity / 2):]
finally:
self.release()

View File

@@ -0,0 +1,26 @@
import sys
from logging import Handler
class FTStdErrStreamHandler(Handler):
def flush(self):
"""
Override Flush behaviour - we keep half of the configured capacity
otherwise, we have moments with "empty" logs.
"""
self.acquire()
try:
sys.stderr.flush()
finally:
self.release()
def emit(self, record):
try:
msg = self.format(record)
# Don't keep a reference to stderr - this can be problematic with progressbars.
sys.stderr.write(msg + '\n')
self.flush()
except RecursionError:
raise
except Exception:
self.handleError(record)

View File

@@ -13,13 +13,13 @@ from math import ceil
from pathlib import Path
from typing import Any, Dict, List, Optional, Tuple
import progressbar
import rapidjson
from colorama import Fore, Style
from colorama import init as colorama_init
from joblib import Parallel, cpu_count, delayed, dump, load, wrap_non_picklable_objects
from joblib.externals import cloudpickle
from pandas import DataFrame
from rich.progress import (BarColumn, MofNCompleteColumn, Progress, TaskProgressColumn, TextColumn,
TimeElapsedColumn, TimeRemainingColumn)
from freqtrade.constants import DATETIME_PRINT_FORMAT, FTHYPT_FILEVERSION, LAST_BT_RESULT_FN, Config
from freqtrade.data.converter import trim_dataframes
@@ -44,8 +44,6 @@ with warnings.catch_warnings():
from skopt import Optimizer
from skopt.space import Dimension
progressbar.streams.wrap_stderr()
progressbar.streams.wrap_stdout()
logger = logging.getLogger(__name__)
@@ -520,29 +518,6 @@ class Hyperopt:
else:
return self.opt.ask(n_points=n_points), [False for _ in range(n_points)]
def get_progressbar_widgets(self):
if self.print_colorized:
widgets = [
' [Epoch ', progressbar.Counter(), ' of ', str(self.total_epochs),
' (', progressbar.Percentage(), ')] ',
progressbar.Bar(marker=progressbar.AnimatedMarker(
fill='\N{FULL BLOCK}',
fill_wrap=Fore.GREEN + '{}' + Fore.RESET,
marker_wrap=Style.BRIGHT + '{}' + Style.RESET_ALL,
)),
' [', progressbar.ETA(), ', ', progressbar.Timer(), ']',
]
else:
widgets = [
' [Epoch ', progressbar.Counter(), ' of ', str(self.total_epochs),
' (', progressbar.Percentage(), ')] ',
progressbar.Bar(marker=progressbar.AnimatedMarker(
fill='\N{FULL BLOCK}',
)),
' [', progressbar.ETA(), ', ', progressbar.Timer(), ']',
]
return widgets
def evaluate_result(self, val: Dict[str, Any], current: int, is_random: bool):
"""
Evaluate results returned from generate_optimizer
@@ -602,11 +577,19 @@ class Hyperopt:
logger.info(f'Effective number of parallel workers used: {jobs}')
# Define progressbar
widgets = self.get_progressbar_widgets()
with progressbar.ProgressBar(
max_value=self.total_epochs, redirect_stdout=False, redirect_stderr=False,
widgets=widgets
with Progress(
TextColumn("[progress.description]{task.description}"),
BarColumn(bar_width=None),
MofNCompleteColumn(),
TaskProgressColumn(),
"",
TimeElapsedColumn(),
"",
TimeRemainingColumn(),
expand=True,
) as pbar:
task = pbar.add_task("Epochs", total=self.total_epochs)
start = 0
if self.analyze_per_epoch:
@@ -616,7 +599,7 @@ class Hyperopt:
f_val0 = self.generate_optimizer(asked[0])
self.opt.tell(asked, [f_val0['loss']])
self.evaluate_result(f_val0, 1, is_random[0])
pbar.update(1)
pbar.update(task, advance=1)
start += 1
evals = ceil((self.total_epochs - start) / jobs)
@@ -630,14 +613,12 @@ class Hyperopt:
f_val = self.run_optimizer_parallel(parallel, asked)
self.opt.tell(asked, [v['loss'] for v in f_val])
# Calculate progressbar outputs
for j, val in enumerate(f_val):
# Use human-friendly indexes here (starting from 1)
current = i * jobs + j + 1 + start
self.evaluate_result(val, current, is_random[j])
pbar.update(current)
pbar.update(task, advance=1)
except KeyboardInterrupt:
print('User interrupted..')

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

@@ -6,4 +6,3 @@ scipy==1.10.1
scikit-learn==1.1.3
scikit-optimize==0.9.0
filelock==3.10.6
progressbar2==4.2.0

View File

@@ -20,6 +20,7 @@ jinja2==3.1.2
tables==3.8.0
blosc==1.11.1
joblib==1.2.0
rich==13.3.3
pyarrow==11.0.0; platform_machine != 'armv7l'
# find first, C search in arrays

View File

@@ -8,7 +8,6 @@ hyperopt = [
'scikit-learn',
'scikit-optimize>=0.7.0',
'filelock',
'progressbar2',
]
freqai = [
@@ -82,6 +81,7 @@ setup(
'numpy',
'pandas',
'joblib>=1.2.0',
'rich',
'pyarrow; platform_machine != "armv7l"',
'fastapi',
'pydantic>=1.8.0',

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@@ -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)

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@@ -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")

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@@ -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': '',
}

View File

@@ -23,7 +23,8 @@ from freqtrade.configuration.load_config import (load_config_file, load_file, lo
from freqtrade.constants import DEFAULT_DB_DRYRUN_URL, DEFAULT_DB_PROD_URL, ENV_VAR_PREFIX
from freqtrade.enums import RunMode
from freqtrade.exceptions import OperationalException
from freqtrade.loggers import FTBufferingHandler, _set_loggers, setup_logging, setup_logging_pre
from freqtrade.loggers import (FTBufferingHandler, FTStdErrStreamHandler, _set_loggers,
setup_logging, setup_logging_pre)
from tests.conftest import (CURRENT_TEST_STRATEGY, log_has, log_has_re,
patched_configuration_load_config_file)
@@ -658,7 +659,7 @@ def test_set_loggers_syslog():
setup_logging(config)
assert len(logger.handlers) == 3
assert [x for x in logger.handlers if type(x) == logging.handlers.SysLogHandler]
assert [x for x in logger.handlers if type(x) == logging.StreamHandler]
assert [x for x in logger.handlers if type(x) == FTStdErrStreamHandler]
assert [x for x in logger.handlers if type(x) == FTBufferingHandler]
# setting up logging again should NOT cause the loggers to be added a second time.
setup_logging(config)
@@ -681,7 +682,7 @@ def test_set_loggers_Filehandler(tmpdir):
setup_logging(config)
assert len(logger.handlers) == 3
assert [x for x in logger.handlers if type(x) == logging.handlers.RotatingFileHandler]
assert [x for x in logger.handlers if type(x) == logging.StreamHandler]
assert [x for x in logger.handlers if type(x) == FTStdErrStreamHandler]
assert [x for x in logger.handlers if type(x) == FTBufferingHandler]
# setting up logging again should NOT cause the loggers to be added a second time.
setup_logging(config)
@@ -706,7 +707,7 @@ def test_set_loggers_journald(mocker):
setup_logging(config)
assert len(logger.handlers) == 3
assert [x for x in logger.handlers if type(x).__name__ == "JournaldLogHandler"]
assert [x for x in logger.handlers if type(x) == logging.StreamHandler]
assert [x for x in logger.handlers if type(x) == FTStdErrStreamHandler]
# reset handlers to not break pytest
logger.handlers = orig_handlers