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Merge branch 'freqtrade:develop' into plot_hyperopt_stats

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4
docs/backtesting.md
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@ -26,7 +26,7 @@ usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
optional arguments:
-h, --help show this help message and exit
-i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
-i TIMEFRAME, --timeframe TIMEFRAME
Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
--timerange TIMERANGE
Specify what timerange of data to use.
@ -63,7 +63,7 @@ optional arguments:
`30m`, `1h`, `1d`).
--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
Provide a space-separated list of strategies to
backtest. Please note that ticker-interval needs to be
backtest. Please note that timeframe needs to be
set either in config or via command line. When using
this together with `--export trades`, the strategy-
name is injected into the filename (so `backtest-

2
docs/bot-basics.md
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@ -24,7 +24,7 @@ By default, loop runs every few seconds (`internals.process_throttle_secs`) and
* Fetch open trades from persistence.
* Calculate current list of tradable pairs.
* Download ohlcv data for the pairlist including all [informative pairs](strategy-customization.md#get-data-for-non-tradeable-pairs)
* Download OHLCV data for the pairlist including all [informative pairs](strategy-customization.md#get-data-for-non-tradeable-pairs)
This step is only executed once per Candle to avoid unnecessary network traffic.
* Call `bot_loop_start()` strategy callback.
* Analyze strategy per pair.

2
docs/configuration.md
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@ -86,7 +86,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `amend_last_stake_amount` | Use reduced last stake amount if necessary. [More information below](#configuring-amount-per-trade). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
| `last_stake_amount_min_ratio` | Defines minimum stake amount that has to be left and executed. Applies only to the last stake amount when it's amended to a reduced value (i.e. if `amend_last_stake_amount` is set to `true`). [More information below](#configuring-amount-per-trade). <br>*Defaults to `0.5`.* <br> **Datatype:** Float (as ratio)
| `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals. <br>*Defaults to `0.05` (5%).* <br> **Datatype:** Positive Float as ratio.
| `timeframe` | The timeframe (former ticker interval) to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** String
| `timeframe` | The timeframe to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** String
| `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency). <br> **Datatype:** String
| `dry_run` | **Required.** Define if the bot must be in Dry Run or production mode. <br>*Defaults to `true`.* <br> **Datatype:** Boolean
| `dry_run_wallet` | Define the starting amount in stake currency for the simulated wallet used by the bot running in Dry Run mode.<br>*Defaults to `1000`.* <br> **Datatype:** Float

4
docs/deprecated.md
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@ -24,6 +24,10 @@ Please refer to [pairlists](plugins.md#pairlists-and-pairlist-handlers) instead.
Did only download the latest 500 candles, so was ineffective in getting good backtest data.
Removed in 2019-7-dev (develop branch) and in freqtrade 2019.8.
### `ticker_interval` (now `timeframe`)
Support for `ticker_interval` terminology was deprecated in 2020.6 in favor of `timeframe` - and compatibility code was removed in 2022.3.
### Allow running multiple pairlists in sequence
The former `"pairlist"` section in the configuration has been removed, and is replaced by `"pairlists"` - being a list to specify a sequence of pairlists.

2
docs/edge.md
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@ -222,7 +222,7 @@ usage: freqtrade edge [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
optional arguments:
-h, --help show this help message and exit
-i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
-i TIMEFRAME, --timeframe TIMEFRAME
Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
--timerange TIMERANGE
Specify what timerange of data to use.

3
docs/exchanges.md
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@ -210,6 +210,9 @@ OKX requires a passphrase for each api key, you will therefore need to add this
## Gate.io
!!! Tip "Stoploss on Exchange"
Gate.io supports `stoploss_on_exchange` and uses `stop-loss-limit` orders. It provides great advantages, so we recommend to benefit from it by enabling stoploss on exchange..
Gate.io allows the use of `POINT` to pay for fees. As this is not a tradable currency (no regular market available), automatic fee calculations will fail (and default to a fee of 0).
The configuration parameter `exchange.unknown_fee_rate` can be used to specify the exchange rate between Point and the stake currency. Obviously, changing the stake-currency will also require changes to this value.

2
docs/hyperopt.md
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@ -55,7 +55,7 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
optional arguments:
-h, --help show this help message and exit
-i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
-i TIMEFRAME, --timeframe TIMEFRAME
Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
--timerange TIMERANGE
Specify what timerange of data to use.

4
docs/plotting.md
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@ -65,7 +65,7 @@ optional arguments:
_today.json`
--timerange TIMERANGE
Specify what timerange of data to use.
-i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
-i TIMEFRAME, --timeframe TIMEFRAME
Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
--no-trades Skip using trades from backtesting file and DB.
@ -330,7 +330,7 @@ optional arguments:
--trade-source {DB,file}
Specify the source for trades (Can be DB or file
(backtest file)) Default: file
-i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
-i TIMEFRAME, --timeframe TIMEFRAME
Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
--auto-open Automatically open generated plot.

2
docs/stoploss.md
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@ -24,7 +24,7 @@ These modes can be configured with these values:
```
!!! Note
Stoploss on exchange is only supported for Binance (stop-loss-limit), Huobi (stop-limit), Kraken (stop-loss-market, stop-loss-limit), FTX (stop limit and stop-market) and kucoin (stop-limit and stop-market) as of now.
Stoploss on exchange is only supported for Binance (stop-loss-limit), Huobi (stop-limit), Kraken (stop-loss-market, stop-loss-limit), FTX (stop limit and stop-market) Gateio (stop-limit), and Kucoin (stop-limit and stop-market) as of now.
<ins>Do not set too low/tight stoploss value if using stop loss on exchange!</ins>
If set to low/tight then you have greater risk of missing fill on the order and stoploss will not work.

2
docs/strategy-customization.md
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@ -325,7 +325,7 @@ stoploss = -0.10
For the full documentation on stoploss features, look at the dedicated [stoploss page](stoploss.md).
### Timeframe (formerly ticker interval)
### Timeframe
This is the set of candles the bot should download and use for the analysis.
Common values are `"1m"`, `"5m"`, `"15m"`, `"1h"`, however all values supported by your exchange should work.

1
docs/telegram-usage.md
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@ -277,6 +277,7 @@ Starting capital is either taken from the `available_capital` setting, or calcul
> **BITTREX:** Buying ETH/BTC with limit `0.03400000` (`1.000000 ETH`, `225.290 USD`)
Omitting the pair will open a query asking for the pair to buy (based on the current whitelist).
Trades crated through `/forcebuy` will have the buy-tag of `forceentry`.
![Telegram force-buy screenshot](assets/telegram_forcebuy.png)

15
docs/utils.md
View File

@ -517,20 +517,25 @@ Requires a configuration with specified `pairlists` attribute.
Can be used to generate static pairlists to be used during backtesting / hyperopt.
```
usage: freqtrade test-pairlist [-h] [-c PATH]
usage: freqtrade test-pairlist [-h] [-v] [-c PATH]
[--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]]
[-1] [--print-json]
[-1] [--print-json] [--exchange EXCHANGE]
optional arguments:
-h, --help show this help message and exit
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
-c PATH, --config PATH
Specify configuration file (default: `config.json`).
Multiple --config options may be used. Can be set to
`-` to read config from stdin.
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]
Specify quote currency(-ies). Space-separated list.
-1, --one-column Print output in one column.
--print-json Print list of pairs or market symbols in JSON format.
--exchange EXCHANGE Exchange name (default: `bittrex`). Only valid if no
config is provided.
```
### Examples

2
freqtrade/commands/arguments.py
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@ -51,7 +51,7 @@ ARGS_LIST_PAIRS = ["exchange", "print_list", "list_pairs_print_json", "print_one
"print_csv", "base_currencies", "quote_currencies", "list_pairs_all"]
ARGS_TEST_PAIRLIST = ["verbosity", "config", "quote_currencies", "print_one_column",
"list_pairs_print_json"]
"list_pairs_print_json", "exchange"]
ARGS_CREATE_USERDIR = ["user_data_dir", "reset"]

4
freqtrade/commands/cli_options.py
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@ -117,7 +117,7 @@ AVAILABLE_CLI_OPTIONS = {
),
# Optimize common
"timeframe": Arg(
'-i', '--timeframe', '--ticker-interval',
'-i', '--timeframe',
help='Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).',
),
"timerange": Arg(
@ -169,7 +169,7 @@ AVAILABLE_CLI_OPTIONS = {
"strategy_list": Arg(
'--strategy-list',
help='Provide a space-separated list of strategies to backtest. '
'Please note that ticker-interval needs to be set either in config '
'Please note that timeframe needs to be set either in config '
'or via command line. When using this together with `--export trades`, '
'the strategy-name is injected into the filename '
'(so `backtest-data.json` becomes `backtest-data-SampleStrategy.json`',

11
freqtrade/configuration/deprecated_settings.py
View File

@ -100,16 +100,11 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
"from the edge configuration."
)
if 'ticker_interval' in config:
logger.warning(
"DEPRECATED: "
raise OperationalException(
"DEPRECATED: 'ticker_interval' detected. "
"Please use 'timeframe' instead of 'ticker_interval."
)
if 'timeframe' in config:
raise OperationalException(
"Both 'timeframe' and 'ticker_interval' detected."
"Please remove 'ticker_interval' from your configuration to continue operating."
)
config['timeframe'] = config['ticker_interval']
if 'protections' in config:
logger.warning("DEPRECATED: Setting 'protections' in the configuration is deprecated.")

12
freqtrade/edge/edge_positioning.py
View File

@ -219,9 +219,11 @@ class Edge:
"""
final = []
for pair, info in self._cached_pairs.items():
if info.expectancy > float(self.edge_config.get('minimum_expectancy', 0.2)) and \
info.winrate > float(self.edge_config.get('minimum_winrate', 0.60)) and \
pair in pairs:
if (
info.expectancy > float(self.edge_config.get('minimum_expectancy', 0.2))
and info.winrate > float(self.edge_config.get('minimum_winrate', 0.60))
and pair in pairs
):
final.append(pair)
if self._final_pairs != final:
@ -246,8 +248,8 @@ class Edge:
"""
final = []
for pair, info in self._cached_pairs.items():
if info.expectancy > float(self.edge_config.get('minimum_expectancy', 0.2)) and \
info.winrate > float(self.edge_config.get('minimum_winrate', 0.60)):
if (info.expectancy > float(self.edge_config.get('minimum_expectancy', 0.2)) and
info.winrate > float(self.edge_config.get('minimum_winrate', 0.60))):
final.append({
'Pair': pair,
'Winrate': info.winrate,

8
freqtrade/exchange/exchange.py
View File

@ -882,11 +882,11 @@ class Exchange:
raise OperationalException(e) from e
@retrier(retries=API_FETCH_ORDER_RETRY_COUNT)
def fetch_order(self, order_id: str, pair: str) -> Dict:
def fetch_order(self, order_id: str, pair: str, params={}) -> Dict:
if self._config['dry_run']:
return self.fetch_dry_run_order(order_id)
try:
order = self._api.fetch_order(order_id, pair)
order = self._api.fetch_order(order_id, pair, params=params)
self._log_exchange_response('fetch_order', order)
return order
except ccxt.OrderNotFound as e:
@ -929,7 +929,7 @@ class Exchange:
and order.get('filled') == 0.0)
@retrier
def cancel_order(self, order_id: str, pair: str) -> Dict:
def cancel_order(self, order_id: str, pair: str, params={}) -> Dict:
if self._config['dry_run']:
try:
order = self.fetch_dry_run_order(order_id)
@ -940,7 +940,7 @@ class Exchange:
return {}
try:
order = self._api.cancel_order(order_id, pair)
order = self._api.cancel_order(order_id, pair, params=params)
self._log_exchange_response('cancel_order', order)
return order
except ccxt.InvalidOrder as e:

25
freqtrade/exchange/gateio.py
View File

@ -22,13 +22,34 @@ class Gateio(Exchange):
_ft_has: Dict = {
"ohlcv_candle_limit": 1000,
"ohlcv_volume_currency": "quote",
"stoploss_order_types": {"limit": "limit"},
"stoploss_on_exchange": True,
}
_headers = {'X-Gate-Channel-Id': 'freqtrade'}
def validate_ordertypes(self, order_types: Dict) -> None:
super().validate_ordertypes(order_types)
if any(v == 'market' for k, v in order_types.items()):
raise OperationalException(
f'Exchange {self.name} does not support market orders.')
def fetch_stoploss_order(self, order_id: str, pair: str, params={}) -> Dict:
return self.fetch_order(
order_id=order_id,
pair=pair,
params={'stop': True}
)
def cancel_stoploss_order(self, order_id: str, pair: str, params={}) -> Dict:
return self.cancel_order(
order_id=order_id,
pair=pair,
params={'stop': True}
)
def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
"""
Verify stop_loss against stoploss-order value (limit or price)
Returns True if adjustment is necessary.
"""
return stop_loss > float(order['stopPrice'])

15
freqtrade/freqtradebot.py
View File

@ -1428,14 +1428,14 @@ class FreqtradeBot(LoggingMixin):
def handle_order_fee(self, trade: Trade, order_obj: Order, order: Dict[str, Any]) -> None:
# Try update amount (binance-fix)
try:
new_amount = self.get_real_amount(trade, order)
new_amount = self.get_real_amount(trade, order, order_obj)
if not isclose(safe_value_fallback(order, 'filled', 'amount'), new_amount,
abs_tol=constants.MATH_CLOSE_PREC):
order_obj.ft_fee_base = trade.amount - new_amount
except DependencyException as exception:
logger.warning("Could not update trade amount: %s", exception)
def get_real_amount(self, trade: Trade, order: Dict) -> float:
def get_real_amount(self, trade: Trade, order: Dict, order_obj: Order) -> float:
"""
Detect and update trade fee.
Calls trade.update_fee() upon correct detection.
@ -1453,7 +1453,7 @@ class FreqtradeBot(LoggingMixin):
# use fee from order-dict if possible
if self.exchange.order_has_fee(order):
fee_cost, fee_currency, fee_rate = self.exchange.extract_cost_curr_rate(order)
logger.info(f"Fee for Trade {trade} [{order.get('side')}]: "
logger.info(f"Fee for Trade {trade} [{order_obj.ft_order_side}]: "
f"{fee_cost:.8g} {fee_currency} - rate: {fee_rate}")
if fee_rate is None or fee_rate < 0.02:
# Reject all fees that report as > 2%.
@ -1465,17 +1465,18 @@ class FreqtradeBot(LoggingMixin):
return self.apply_fee_conditional(trade, trade_base_currency,
amount=order_amount, fee_abs=fee_cost)
return order_amount
return self.fee_detection_from_trades(trade, order, order_amount, order.get('trades', []))
return self.fee_detection_from_trades(
trade, order, order_obj, order_amount, order.get('trades', []))
def fee_detection_from_trades(self, trade: Trade, order: Dict, order_amount: float,
trades: List) -> float:
def fee_detection_from_trades(self, trade: Trade, order: Dict, order_obj: Order,
order_amount: float, trades: List) -> float:
"""
fee-detection fallback to Trades.
Either uses provided trades list or the result of fetch_my_trades to get correct fee.
"""
if not trades:
trades = self.exchange.get_trades_for_order(
self.exchange.get_order_id_conditional(order), trade.pair, trade.open_date)
self.exchange.get_order_id_conditional(order), trade.pair, order_obj.order_date)
if len(trades) == 0:
logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade)

2
freqtrade/optimize/backtesting.py
View File

@ -87,7 +87,7 @@ class Backtesting:
validate_config_consistency(self.config)
if "timeframe" not in self.config:
raise OperationalException("Timeframe (ticker interval) needs to be set in either "
raise OperationalException("Timeframe needs to be set in either "
"configuration or as cli argument `--timeframe 5m`")
self.timeframe = str(self.config.get('timeframe'))
self.timeframe_min = timeframe_to_minutes(self.timeframe)

7
freqtrade/optimize/hyperopt_interface.py
View File

@ -29,15 +29,13 @@ class IHyperOpt(ABC):
Class attributes you can use:
timeframe -> int: value of the timeframe to use for the strategy
"""
ticker_interval: str # DEPRECATED
timeframe: str
strategy: IStrategy
def __init__(self, config: dict) -> None:
self.config = config
# Assign ticker_interval to be used in hyperopt
IHyperOpt.ticker_interval = str(config['timeframe']) # DEPRECATED
# Assign timeframe to be used in hyperopt
IHyperOpt.timeframe = str(config['timeframe'])
def generate_estimator(self, dimensions: List[Dimension], **kwargs) -> EstimatorType:
@ -192,7 +190,7 @@ class IHyperOpt(ABC):
Categorical([True, False], name='trailing_only_offset_is_reached'),
]
# This is needed for proper unpickling the class attribute ticker_interval
# This is needed for proper unpickling the class attribute timeframe
# which is set to the actual value by the resolver.
# Why do I still need such shamanic mantras in modern python?
def __getstate__(self):
@ -202,5 +200,4 @@ class IHyperOpt(ABC):
def __setstate__(self, state):
self.__dict__.update(state)
IHyperOpt.ticker_interval = state['timeframe']
IHyperOpt.timeframe = state['timeframe']

9
freqtrade/persistence/migrations.py
View File

@ -174,16 +174,17 @@ def drop_orders_table(engine, table_back_name: str):
def migrate_orders_table(engine, table_back_name: str, cols_order: List):
ft_fee_base = get_column_def(cols_order, 'ft_fee_base', 'null')
average = get_column_def(cols_order, 'average', 'null')
# let SQLAlchemy create the schema as required
with engine.begin() as connection:
connection.execute(text(f"""
insert into orders ( id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id,
status, symbol, order_type, side, price, amount, filled, average, remaining, cost,
order_date, order_filled_date, order_update_date, ft_fee_base)
status, symbol, order_type, side, price, amount, filled, average, remaining,
cost, order_date, order_filled_date, order_update_date, ft_fee_base)
select id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id,
status, symbol, order_type, side, price, amount, filled, null average, remaining, cost,
order_date, order_filled_date, order_update_date, {ft_fee_base}
status, symbol, order_type, side, price, amount, filled, {average} average, remaining,
cost, order_date, order_filled_date, order_update_date, {ft_fee_base} ft_fee_base
from {table_back_name}
"""))

2
freqtrade/plugins/pairlist/AgeFilter.py
View File

@ -98,7 +98,7 @@ class AgeFilter(IPairList):
"""
Validate age for the ticker
:param pair: Pair that's currently validated
:param ticker: ticker dict as returned from ccxt.fetch_tickers()
:param daily_candles: Downloaded daily candles
:return: True if the pair can stay, false if it should be removed
"""
# Check symbol in cache

2
freqtrade/plugins/pairlist/PrecisionFilter.py
View File

@ -51,7 +51,7 @@ class PrecisionFilter(IPairList):
:param ticker: ticker dict as returned from ccxt.fetch_tickers()
:return: True if the pair can stay, false if it should be removed
"""
stop_price = ticker['ask'] * self._stoploss
stop_price = ticker['last'] * self._stoploss
# Adjust stop-prices to precision
sp = self._exchange.price_to_precision(pair, stop_price)

7
freqtrade/plugins/pairlist/SpreadFilter.py
View File

@ -4,6 +4,7 @@ Spread pair list filter
import logging
from typing import Any, Dict
from freqtrade.exceptions import OperationalException
from freqtrade.plugins.pairlist.IPairList import IPairList
@ -20,6 +21,12 @@ class SpreadFilter(IPairList):
self._max_spread_ratio = pairlistconfig.get('max_spread_ratio', 0.005)
self._enabled = self._max_spread_ratio != 0
if not self._exchange.exchange_has('fetchTickers'):
raise OperationalException(
'Exchange does not support fetchTickers, therefore SpreadFilter cannot be used.'
'Please edit your config and restart the bot.'
)
@property
def needstickers(self) -> bool:
"""

2
freqtrade/plugins/pairlist/VolatilityFilter.py
View File

@ -90,7 +90,7 @@ class VolatilityFilter(IPairList):
"""
Validate trading range
:param pair: Pair that's currently validated
:param ticker: ticker dict as returned from ccxt.fetch_tickers()
:param daily_candles: Downloaded daily candles
:return: True if the pair can stay, false if it should be removed
"""
# Check symbol in cache

2
freqtrade/plugins/pairlist/rangestabilityfilter.py
View File

@ -88,7 +88,7 @@ class RangeStabilityFilter(IPairList):
"""
Validate trading range
:param pair: Pair that's currently validated
:param ticker: ticker dict as returned from ccxt.fetch_tickers()
:param daily_candles: Downloaded daily candles
:return: True if the pair can stay, false if it should be removed
"""
# Check symbol in cache

1
freqtrade/resolvers/hyperopt_resolver.py
View File

@ -44,7 +44,6 @@ class HyperOptLossResolver(IResolver):
extra_dir=config.get('hyperopt_path'))
# Assign timeframe to be used in hyperopt
hyperoptloss.__class__.ticker_interval = str(config['timeframe'])
hyperoptloss.__class__.timeframe = str(config['timeframe'])
return hyperoptloss

12
freqtrade/resolvers/strategy_resolver.py
View File

@ -45,14 +45,6 @@ class StrategyResolver(IResolver):
strategy_name, config=config,
extra_dir=config.get('strategy_path'))
if hasattr(strategy, 'ticker_interval') and not hasattr(strategy, 'timeframe'):
# Assign ticker_interval to timeframe to keep compatibility
if 'timeframe' not in config:
logger.warning(
"DEPRECATED: Please migrate to using 'timeframe' instead of 'ticker_interval'."
)
strategy.timeframe = strategy.ticker_interval
if strategy._ft_params_from_file:
# Set parameters from Hyperopt results file
params = strategy._ft_params_from_file
@ -145,10 +137,6 @@ class StrategyResolver(IResolver):
"""
Normalize attributes to have the correct type.
"""
# Assign deprecated variable - to not break users code relying on this.
if hasattr(strategy, 'timeframe'):
strategy.ticker_interval = strategy.timeframe
# Sort and apply type conversions
if hasattr(strategy, 'minimal_roi'):
strategy.minimal_roi = dict(sorted(

2
freqtrade/rpc/api_server/api_v1.py
View File

@ -137,7 +137,7 @@ def show_config(rpc: Optional[RPC] = Depends(get_rpc_optional), config=Depends(g
def forcebuy(payload: ForceBuyPayload, rpc: RPC = Depends(get_rpc)):
ordertype = payload.ordertype.value if payload.ordertype else None
stake_amount = payload.stakeamount if payload.stakeamount else None
entry_tag = payload.entry_tag if payload.entry_tag else None
entry_tag = payload.entry_tag if payload.entry_tag else 'forceentry'
trade = rpc._rpc_forcebuy(payload.pair, payload.price, ordertype, stake_amount, entry_tag)

4
freqtrade/rpc/rpc.py
View File

@ -582,7 +582,7 @@ class RPC:
else:
try:
pair = self._freqtrade.exchange.get_valid_pair_combination(coin, stake_currency)
rate = tickers.get(pair, {}).get('bid', None)
rate = tickers.get(pair, {}).get('last', None)
if rate:
if pair.startswith(stake_currency) and not pair.endswith(stake_currency):
rate = 1.0 / rate
@ -713,7 +713,7 @@ class RPC:
def _rpc_forcebuy(self, pair: str, price: Optional[float], order_type: Optional[str] = None,
stake_amount: Optional[float] = None,
buy_tag: Optional[str] = None) -> Optional[Trade]:
buy_tag: Optional[str] = 'forceentry') -> Optional[Trade]:
"""
Handler for forcebuy <asset> <price>
Buys a pair trade at the given or current price

3
freqtrade/strategy/interface.py
View File

@ -55,7 +55,7 @@ class IStrategy(ABC, HyperStrategyMixin):
Attributes you can use:
minimal_roi -> Dict: Minimal ROI designed for the strategy
stoploss -> float: optimal stoploss designed for the strategy
timeframe -> str: value of the timeframe (ticker interval) to use with the strategy
timeframe -> str: value of the timeframe to use with the strategy
"""
# Strategy interface version
# Default to version 2
@ -81,7 +81,6 @@ class IStrategy(ABC, HyperStrategyMixin):
use_custom_stoploss: bool = False
# associated timeframe
ticker_interval: str # DEPRECATED
timeframe: str
# Optional order types

10
requirements-dev.txt
View File

@ -6,8 +6,8 @@
coveralls==3.3.1
flake8==4.0.1
flake8-tidy-imports==4.6.0
mypy==0.931
pytest==7.0.1
mypy==0.940
pytest==7.1.0
pytest-asyncio==0.18.2
pytest-cov==3.0.0
pytest-mock==3.7.0
@ -17,12 +17,12 @@ isort==5.10.1
time-machine==2.6.0
# Convert jupyter notebooks to markdown documents
nbconvert==6.4.2
nbconvert==6.4.4
# mypy types
types-cachetools==4.2.10
types-cachetools==5.0.0
types-filelock==3.2.5
types-requests==2.27.11
types-requests==2.27.12
types-tabulate==0.8.5
# Extensions to datetime library

6
requirements.txt
View File

@ -1,8 +1,8 @@
numpy==1.22.2
numpy==1.22.3
pandas==1.4.1
pandas-ta==0.3.14b
ccxt==1.75.12
ccxt==1.76.5
# Pin cryptography for now due to rust build errors with piwheels
cryptography==36.0.1
aiohttp==3.8.1
@ -32,7 +32,7 @@ sdnotify==0.3.2
# API Server
fastapi==0.75.0
uvicorn==0.17.5
uvicorn==0.17.6
pyjwt==2.3.0
aiofiles==0.8.0
psutil==5.9.0

2
setup.py
View File

@ -42,7 +42,7 @@ setup(
],
install_requires=[
# from requirements.txt
'ccxt>=1.74.17',
'ccxt>=1.76.5',
'SQLAlchemy',
'python-telegram-bot>=13.4',
'arrow>=0.17.0',

39
tests/exchange/test_gateio.py
View File

@ -1,8 +1,11 @@
from unittest.mock import MagicMock
import pytest
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import Gateio
from freqtrade.resolvers.exchange_resolver import ExchangeResolver
from tests.conftest import get_patched_exchange
def test_validate_order_types_gateio(default_conf, mocker):
@ -26,3 +29,39 @@ def test_validate_order_types_gateio(default_conf, mocker):
with pytest.raises(OperationalException,
match=r'Exchange .* does not support market orders.'):
ExchangeResolver.load_exchange('gateio', default_conf, True)
def test_fetch_stoploss_order_gateio(default_conf, mocker):
exchange = get_patched_exchange(mocker, default_conf, id='gateio')
fetch_order_mock = MagicMock()
exchange.fetch_order = fetch_order_mock
exchange.fetch_stoploss_order('1234', 'ETH/BTC')
assert fetch_order_mock.call_count == 1
assert fetch_order_mock.call_args_list[0][1]['order_id'] == '1234'
assert fetch_order_mock.call_args_list[0][1]['pair'] == 'ETH/BTC'
assert fetch_order_mock.call_args_list[0][1]['params'] == {'stop': True}
def test_cancel_stoploss_order_gateio(default_conf, mocker):
exchange = get_patched_exchange(mocker, default_conf, id='gateio')
cancel_order_mock = MagicMock()
exchange.cancel_order = cancel_order_mock
exchange.cancel_stoploss_order('1234', 'ETH/BTC')
assert cancel_order_mock.call_count == 1
assert cancel_order_mock.call_args_list[0][1]['order_id'] == '1234'
assert cancel_order_mock.call_args_list[0][1]['pair'] == 'ETH/BTC'
assert cancel_order_mock.call_args_list[0][1]['params'] == {'stop': True}
def test_stoploss_adjust_gateio(mocker, default_conf):
exchange = get_patched_exchange(mocker, default_conf, id='gateio')
order = {
'price': 1500,
'stopPrice': 1500,
}
assert exchange.stoploss_adjust(1501, order)
assert not exchange.stoploss_adjust(1499, order)

9
tests/optimize/test_backtesting.py
View File

@ -314,16 +314,15 @@ def test_backtesting_init_no_timeframe(mocker, default_conf, caplog) -> None:
patch_exchange(mocker)
del default_conf['timeframe']
default_conf['strategy_list'] = ['StrategyTestV2',
'SampleStrategy']
'HyperoptableStrategy']
mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5))
with pytest.raises(OperationalException):
with pytest.raises(OperationalException,
match=r"Timeframe needs to be set in either configuration"):
Backtesting(default_conf)
log_has("Ticker-interval needs to be set in either configuration "
"or as cli argument `--ticker-interval 5m`", caplog)
def test_data_with_fee(default_conf, mocker, testdatadir) -> None:
def test_data_with_fee(default_conf, mocker) -> None:
patch_exchange(mocker)
default_conf['fee'] = 0.1234

4
tests/optimize/test_edge_cli.py
View File

@ -6,8 +6,7 @@ from unittest.mock import MagicMock
from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_edge
from freqtrade.enums import RunMode
from freqtrade.optimize.edge_cli import EdgeCli
from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
patched_configuration_load_config_file)
from tests.conftest import get_args, log_has, patch_exchange, patched_configuration_load_config_file
def test_setup_optimize_configuration_without_arguments(mocker, default_conf, caplog) -> None:
@ -30,7 +29,6 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
assert 'datadir' in config
assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
assert 'timeframe' in config
assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog)
assert 'timerange' not in config
assert 'stoploss_range' not in config

1
tests/optimize/test_hyperopt.py
View File

@ -63,7 +63,6 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca
assert 'datadir' in config
assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
assert 'timeframe' in config
assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog)
assert 'position_stacking' not in config
assert not log_has('Parameter --enable-position-stacking detected ...', caplog)

13
tests/plugins/test_pairlist.py
View File

@ -782,6 +782,19 @@ def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None
get_patched_freqtradebot(mocker, default_conf)
def test_pair_whitelist_not_supported_Spread(mocker, default_conf, tickers) -> None:
default_conf['pairlists'] = [{'method': 'StaticPairList'}, {'method': 'SpreadFilter'}]
mocker.patch.multiple('freqtrade.exchange.Exchange',
get_tickers=tickers,
exchange_has=MagicMock(return_value=False),
)
with pytest.raises(OperationalException,
match=r'Exchange does not support fetchTickers, .*'):
get_patched_freqtradebot(mocker, default_conf)
@pytest.mark.parametrize("pairlist", AVAILABLE_PAIRLISTS)
def test_pairlist_class(mocker, whitelist_conf, markets, pairlist):
whitelist_conf['pairlists'][0]['method'] = pairlist

10
tests/rpc/test_rpc.py
View File

@ -605,8 +605,8 @@ def test_rpc_balance_handle(default_conf, mocker, tickers):
rpc._fiat_converter = CryptoToFiatConverter()
result = rpc._rpc_balance(default_conf['stake_currency'], default_conf['fiat_display_currency'])
assert prec_satoshi(result['total'], 12.309096315)
assert prec_satoshi(result['value'], 184636.44472997)
assert prec_satoshi(result['total'], 12.30909624)
assert prec_satoshi(result['value'], 184636.443606915)
assert tickers.call_count == 1
assert tickers.call_args_list[0][1]['cached'] is True
assert 'USD' == result['symbol']
@ -624,17 +624,16 @@ def test_rpc_balance_handle(default_conf, mocker, tickers):
'est_stake': 0.30794,
'used': 4.0,
'stake': 'BTC',
},
{'free': 5.0,
'balance': 10.0,
'currency': 'USDT',
'est_stake': 0.0011563153318162476,
'est_stake': 0.0011562404610161968,
'used': 5.0,
'stake': 'BTC',
}
]
assert result['total'] == 12.309096315331816
assert result['total'] == 12.309096240461017
def test_rpc_start(mocker, default_conf) -> None:
@ -1148,6 +1147,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order_open) ->
pair = 'LTC/BTC'
trade = rpc._rpc_forcebuy(pair, 0.0001, order_type='limit', stake_amount=0.05)
assert trade.stake_amount == 0.05
assert trade.buy_tag == 'forceentry'
# Test not buying
pair = 'XRP/BTC'

4
tests/strategy/strats/legacy_strategy_v1.py
View File

@ -31,9 +31,7 @@ class TestStrategyLegacyV1(IStrategy):
# This attribute will be overridden if the config file contains "stoploss"
stoploss = -0.10
# Optimal timeframe for the strategy
# Keep the legacy value here to test compatibility
ticker_interval = '5m'
timeframe = '5m'
def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
"""

5
tests/strategy/test_strategy_loading.py
View File

@ -111,7 +111,6 @@ def test_strategy(result, default_conf):
assert default_conf['stoploss'] == -0.10
assert strategy.timeframe == '5m'
assert strategy.ticker_interval == '5m'
assert default_conf['timeframe'] == '5m'
df_indicators = strategy.advise_indicators(result, metadata=metadata)
@ -376,7 +375,6 @@ def test_call_deprecated_function(result, monkeypatch, default_conf, caplog):
assert strategy._sell_fun_len == 2
assert strategy.INTERFACE_VERSION == 1
assert strategy.timeframe == '5m'
assert strategy.ticker_interval == '5m'
indicator_df = strategy.advise_indicators(result, metadata=metadata)
assert isinstance(indicator_df, DataFrame)
@ -390,9 +388,6 @@ def test_call_deprecated_function(result, monkeypatch, default_conf, caplog):
assert isinstance(selldf, DataFrame)
assert 'sell' in selldf
assert log_has("DEPRECATED: Please migrate to using 'timeframe' instead of 'ticker_interval'.",
caplog)
def test_strategy_interface_versioning(result, monkeypatch, default_conf):
default_conf.update({'strategy': 'StrategyTestV2'})

6
tests/test_arguments.py
View File

@ -111,17 +111,17 @@ def test_parse_args_strategy_path_invalid() -> None:
def test_parse_args_backtesting_invalid() -> None:
with pytest.raises(SystemExit, match=r'2'):
Arguments(['backtesting --ticker-interval']).get_parsed_arg()
Arguments(['backtesting --timeframe']).get_parsed_arg()
with pytest.raises(SystemExit, match=r'2'):
Arguments(['backtesting --ticker-interval', 'abc']).get_parsed_arg()
Arguments(['backtesting --timeframe', 'abc']).get_parsed_arg()
def test_parse_args_backtesting_custom() -> None:
args = [
'backtesting',
'-c', 'test_conf.json',
'--ticker-interval', '1m',
'--timeframe', '1m',
'--strategy-list',
'StrategyTestV2',
'SampleStrategy'

16
tests/test_configuration.py
View File

@ -443,7 +443,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
'--strategy', 'StrategyTestV2',
'--datadir', '/foo/bar',
'--userdir', "/tmp/freqtrade",
'--ticker-interval', '1m',
'--timeframe', '1m',
'--enable-position-stacking',
'--disable-max-market-positions',
'--timerange', ':100',
@ -494,7 +494,7 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non
arglist = [
'backtesting',
'--config', 'config.json',
'--ticker-interval', '1m',
'--timeframe', '1m',
'--export', 'trades',
'--strategy-list',
'StrategyTestV2',
@ -1320,22 +1320,14 @@ def test_process_removed_setting(mocker, default_conf, caplog):
def test_process_deprecated_ticker_interval(default_conf, caplog):
message = "DEPRECATED: Please use 'timeframe' instead of 'ticker_interval."
config = deepcopy(default_conf)
process_temporary_deprecated_settings(config)
assert not log_has(message, caplog)
del config['timeframe']
config['ticker_interval'] = '15m'
process_temporary_deprecated_settings(config)
assert log_has(message, caplog)
assert config['ticker_interval'] == '15m'
config = deepcopy(default_conf)
# Have both timeframe and ticker interval in config
# Can also happen when using ticker_interval in configuration, and --timeframe as cli argument
config['timeframe'] = '5m'
config['ticker_interval'] = '4h'
with pytest.raises(OperationalException,
match=r"Both 'timeframe' and 'ticker_interval' detected."):
match=r"DEPRECATED: 'ticker_interval' detected. Please use.*"):
process_temporary_deprecated_settings(config)

31
tests/test_freqtradebot.py
View File

@ -3568,9 +3568,9 @@ def test_get_real_amount_quote(default_conf_usdt, trades_for_order, buy_order_fe
open_order_id="123456"
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001)
assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == amount - (amount * 0.001)
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).',
caplog)
@ -3594,8 +3594,9 @@ def test_get_real_amount_quote_dust(default_conf_usdt, trades_for_order, buy_ord
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
walletmock.reset_mock()
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount is kept as is
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == amount
assert walletmock.call_count == 1
assert log_has_re(r'Fee amount for Trade.* was in base currency '
'- Eating Fee 0.008 into dust', caplog)
@ -3616,8 +3617,9 @@ def test_get_real_amount_no_trade(default_conf_usdt, buy_order_fee, caplog, mock
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == amount
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
'open_rate=0.24544100, open_since=closed) failed: myTrade-Dict empty found',
caplog)
@ -3668,7 +3670,8 @@ def test_get_real_amount(
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', side_effect=ExchangeError)
caplog.clear()
assert freqtrade.get_real_amount(trade, buy_order) == amount - fee_reduction_amount
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
assert freqtrade.get_real_amount(trade, buy_order, order_obj) == amount - fee_reduction_amount
if expected_log:
assert log_has(expected_log, caplog)
@ -3715,7 +3718,8 @@ def test_get_real_amount_multi(
# Amount is reduced by "fee"
expected_amount = amount - (amount * fee_reduction_amount)
assert freqtrade.get_real_amount(trade, buy_order_fee) == expected_amount
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == expected_amount
assert log_has(
(
'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
@ -3750,8 +3754,9 @@ def test_get_real_amount_invalid_order(default_conf_usdt, trades_for_order, buy_
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount does not change
assert freqtrade.get_real_amount(trade, limit_buy_order_usdt) == amount
assert freqtrade.get_real_amount(trade, limit_buy_order_usdt, order_obj) == amount
def test_get_real_amount_fees_order(default_conf_usdt, market_buy_order_usdt_doublefee,
@ -3773,7 +3778,8 @@ def test_get_real_amount_fees_order(default_conf_usdt, market_buy_order_usdt_dou
# Amount does not change
assert trade.fee_open == 0.0025
assert freqtrade.get_real_amount(trade, market_buy_order_usdt_doublefee) == 30.0
order_obj = Order.parse_from_ccxt_object(market_buy_order_usdt_doublefee, 'LTC/ETH', 'buy')
assert freqtrade.get_real_amount(trade, market_buy_order_usdt_doublefee, order_obj) == 30.0
assert tfo_mock.call_count == 0
# Fetch fees from trades dict if available to get "proper" values
assert round(trade.fee_open, 4) == 0.001
@ -3797,9 +3803,10 @@ def test_get_real_amount_wrong_amount(default_conf_usdt, trades_for_order, buy_o
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount does not change
with pytest.raises(DependencyException, match=r"Half bought\? Amounts don't match"):
freqtrade.get_real_amount(trade, limit_buy_order_usdt)
freqtrade.get_real_amount(trade, limit_buy_order_usdt, order_obj)
def test_get_real_amount_wrong_amount_rounding(default_conf_usdt, trades_for_order, buy_order_fee,
@ -3821,9 +3828,10 @@ def test_get_real_amount_wrong_amount_rounding(default_conf_usdt, trades_for_ord
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount changes by fee amount.
assert isclose(
freqtrade.get_real_amount(trade, limit_buy_order_usdt),
freqtrade.get_real_amount(trade, limit_buy_order_usdt, order_obj),
amount - (amount * 0.001),
abs_tol=MATH_CLOSE_PREC,
)
@ -3847,7 +3855,8 @@ def test_get_real_amount_open_trade(default_conf_usdt, fee, mocker):
'side': 'buy',
}
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
assert freqtrade.get_real_amount(trade, order) == amount
order_obj = Order.parse_from_ccxt_object(order, 'LTC/ETH', 'buy')
assert freqtrade.get_real_amount(trade, order, order_obj) == amount
@pytest.mark.parametrize('amount,fee_abs,wallet,amount_exp', [

2
tests/test_periodiccache.py
View File

@ -26,7 +26,9 @@ def test_ttl_cache():
assert 'a' in cache1h
t.move_to("2021-09-01 05:59:59 +00:00")
assert 'a' not in cache
assert 'a' in cache1h
t.move_to("2021-09-01 06:00:00 +00:00")
assert 'a' not in cache
assert 'a' not in cache1h