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Refactor exchange to class

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This commit is contained in:
xmatthias 2018-06-17 12:41:33 +02:00
parent e3c91df081
commit 21edcbdc27
5 changed files with 356 additions and 371 deletions
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6
freqtrade/analyze.py
View File

@ -10,7 +10,7 @@ import arrow
from pandas import DataFrame, to_datetime
from freqtrade import constants
from freqtrade.exchange import get_ticker_history
from freqtrade.exchange import Exchange
from freqtrade.persistence import Trade
from freqtrade.strategy.resolver import StrategyResolver, IStrategy
@ -110,14 +110,14 @@ class Analyze(object):
dataframe = self.populate_sell_trend(dataframe)
return dataframe
def get_signal(self, pair: str, interval: str) -> Tuple[bool, bool]:
def get_signal(self, exchange: Exchange, pair: str, interval: str) -> Tuple[bool, bool]:
"""
Calculates current signal based several technical analysis indicators
:param pair: pair in format ANT/BTC
:param interval: Interval to use (in min)
:return: (Buy, Sell) A bool-tuple indicating buy/sell signal
"""
ticker_hist = get_ticker_history(pair, interval)
ticker_hist = exchange.get_ticker_history(pair, interval)
if not ticker_hist:
logger.warning('Empty ticker history for pair %s', pair)
return False, False

194
freqtrade/exchange/__init__.py
View File

@ -12,16 +12,8 @@ from freqtrade import constants, OperationalException, DependencyException, Temp
logger = logging.getLogger(__name__)
# Current selected exchange
_API: ccxt.Exchange = None
_CONF: Dict = {}
API_RETRY_COUNT = 4
_CACHED_TICKER: Dict[str, Any] = {}
# Holds all open sell orders for dry_run
_DRY_RUN_OPEN_ORDERS: Dict[str, Any] = {}
# Urls to exchange markets, insert quote and base with .format()
_EXCHANGE_URLS = {
@ -74,7 +66,17 @@ def init_ccxt(exchange_config: dict) -> ccxt.Exchange:
return api
def init(config: dict) -> None:
class Exchange(object):
# Current selected exchange
_API: ccxt.Exchange = None
_CONF: Dict = {}
_CACHED_TICKER: Dict[str, Any] = {}
# Holds all open sell orders for dry_run
_DRY_RUN_OPEN_ORDERS: Dict[str, Any] = {}
def __init__(self, config: dict) -> None:
"""
Initializes this module with the given config,
it does basic validation whether the specified
@ -82,23 +84,28 @@ def init(config: dict) -> None:
:param config: config to use
:return: None
"""
global _CONF, _API
self._API
_CONF.update(config)
self._CONF.update(config)
if config['dry_run']:
logger.info('Instance is running with dry_run enabled')
exchange_config = config['exchange']
_API = init_ccxt(exchange_config)
self._API = init_ccxt(exchange_config)
logger.info('Using Exchange "%s"', get_name())
logger.info('Using Exchange "%s"', self.get_name())
# Check if all pairs are available
validate_pairs(config['exchange']['pair_whitelist'])
self.validate_pairs(config['exchange']['pair_whitelist'])
def get_name(self) -> str:
return self._API.name
def validate_pairs(pairs: List[str]) -> None:
def get_id(self) -> str:
return self._API.id
def validate_pairs(self, pairs: List[str]) -> None:
"""
Checks if all given pairs are tradable on the current exchange.
Raises OperationalException if one pair is not available.
@ -107,12 +114,12 @@ def validate_pairs(pairs: List[str]) -> None:
"""
try:
markets = _API.load_markets()
markets = self._API.load_markets()
except ccxt.BaseError as e:
logger.warning('Unable to validate pairs (assuming they are correct). Reason: %s', e)
return
stake_cur = _CONF['stake_currency']
stake_cur = self._CONF['stake_currency']
for pair in pairs:
# Note: ccxt has BaseCurrency/QuoteCurrency format for pairs
# TODO: add a support for having coins in BTC/USDT format
@ -121,24 +128,21 @@ def validate_pairs(pairs: List[str]) -> None:
f'Pair {pair} not compatible with stake_currency: {stake_cur}')
if pair not in markets:
raise OperationalException(
f'Pair {pair} is not available at {get_name()}')
f'Pair {pair} is not available at {self.get_name()}')
def exchange_has(endpoint: str) -> bool:
def exchange_has(self, endpoint: str) -> bool:
"""
Checks if exchange implements a specific API endpoint.
Wrapper around ccxt 'has' attribute
:param endpoint: Name of endpoint (e.g. 'fetchOHLCV', 'fetchTickers')
:return: bool
"""
return endpoint in _API.has and _API.has[endpoint]
return endpoint in self._API.has and self._API.has[endpoint]
def buy(pair: str, rate: float, amount: float) -> Dict:
if _CONF['dry_run']:
global _DRY_RUN_OPEN_ORDERS
def buy(self, pair: str, rate: float, amount: float) -> Dict:
if self._CONF['dry_run']:
order_id = f'dry_run_buy_{randint(0, 10**6)}'
_DRY_RUN_OPEN_ORDERS[order_id] = {
self._DRY_RUN_OPEN_ORDERS[order_id] = {
'pair': pair,
'price': rate,
'amount': amount,
@ -152,7 +156,7 @@ def buy(pair: str, rate: float, amount: float) -> Dict:
return {'id': order_id}
try:
return _API.create_limit_buy_order(pair, amount, rate)
return self._API.create_limit_buy_order(pair, amount, rate)
except ccxt.InsufficientFunds as e:
raise DependencyException(
f'Insufficient funds to create limit buy order on market {pair}.'
@ -169,12 +173,10 @@ def buy(pair: str, rate: float, amount: float) -> Dict:
except ccxt.BaseError as e:
raise OperationalException(e)
def sell(pair: str, rate: float, amount: float) -> Dict:
if _CONF['dry_run']:
global _DRY_RUN_OPEN_ORDERS
def sell(self, pair: str, rate: float, amount: float) -> Dict:
if self._CONF['dry_run']:
order_id = f'dry_run_sell_{randint(0, 10**6)}'
_DRY_RUN_OPEN_ORDERS[order_id] = {
self._DRY_RUN_OPEN_ORDERS[order_id] = {
'pair': pair,
'price': rate,
'amount': amount,
@ -187,7 +189,7 @@ def sell(pair: str, rate: float, amount: float) -> Dict:
return {'id': order_id}
try:
return _API.create_limit_sell_order(pair, amount, rate)
return self._API.create_limit_sell_order(pair, amount, rate)
except ccxt.InsufficientFunds as e:
raise DependencyException(
f'Insufficient funds to create limit sell order on market {pair}.'
@ -204,28 +206,26 @@ def sell(pair: str, rate: float, amount: float) -> Dict:
except ccxt.BaseError as e:
raise OperationalException(e)
@retrier
def get_balance(currency: str) -> float:
if _CONF['dry_run']:
@retrier
def get_balance(self, currency: str) -> float:
if self._CONF['dry_run']:
return 999.9
# ccxt exception is already handled by get_balances
balances = get_balances()
balances = self.get_balances()
balance = balances.get(currency)
if balance is None:
raise TemporaryError(
f'Could not get {currency} balance due to malformed exchange response: {balances}')
return balance['free']
@retrier
def get_balances() -> dict:
if _CONF['dry_run']:
@retrier
def get_balances(self) -> dict:
if self._CONF['dry_run']:
return {}
try:
balances = _API.fetch_balance()
balances = self._API.fetch_balance()
# Remove additional info from ccxt results
balances.pop("info", None)
balances.pop("free", None)
@ -239,14 +239,13 @@ def get_balances() -> dict:
except ccxt.BaseError as e:
raise OperationalException(e)
@retrier
def get_tickers() -> Dict:
@retrier
def get_tickers(self) -> Dict:
try:
return _API.fetch_tickers()
return self._API.fetch_tickers()
except ccxt.NotSupported as e:
raise OperationalException(
f'Exchange {_API.name} does not support fetching tickers in batch.'
f'Exchange {self._API.name} does not support fetching tickers in batch.'
f'Message: {e}')
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
@ -254,15 +253,13 @@ def get_tickers() -> Dict:
except ccxt.BaseError as e:
raise OperationalException(e)
@retrier
def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict:
global _CACHED_TICKER
if refresh or pair not in _CACHED_TICKER.keys():
@retrier
def get_ticker(self, pair: str, refresh: Optional[bool] = True) -> dict:
if refresh or pair not in self._CACHED_TICKER.keys():
try:
data = _API.fetch_ticker(pair)
data = self._API.fetch_ticker(pair)
try:
_CACHED_TICKER[pair] = {
self._CACHED_TICKER[pair] = {
'bid': float(data['bid']),
'ask': float(data['ask']),
}
@ -276,11 +273,11 @@ def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict:
raise OperationalException(e)
else:
logger.info("returning cached ticker-data for %s", pair)
return _CACHED_TICKER[pair]
return self._CACHED_TICKER[pair]
@retrier
def get_ticker_history(pair: str, tick_interval: str, since_ms: Optional[int] = None) -> List[Dict]:
@retrier
def get_ticker_history(self, pair: str, tick_interval: str,
since_ms: Optional[int] = None) -> List[Dict]:
try:
# last item should be in the time interval [now - tick_interval, now]
till_time_ms = arrow.utcnow().shift(
@ -294,7 +291,7 @@ def get_ticker_history(pair: str, tick_interval: str, since_ms: Optional[int] =
data: List[Dict[Any, Any]] = []
while not since_ms or since_ms < till_time_ms:
data_part = _API.fetch_ohlcv(pair, timeframe=tick_interval, since=since_ms)
data_part = self._API.fetch_ohlcv(pair, timeframe=tick_interval, since=since_ms)
# Because some exchange sort Tickers ASC and other DESC.
# Ex: Bittrex returns a list of tickers ASC (oldest first, newest last)
@ -315,7 +312,7 @@ def get_ticker_history(pair: str, tick_interval: str, since_ms: Optional[int] =
return data
except ccxt.NotSupported as e:
raise OperationalException(
f'Exchange {_API.name} does not support fetching historical candlestick data.'
f'Exchange {self._API.name} does not support fetching historical candlestick data.'
f'Message: {e}')
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
@ -323,14 +320,13 @@ def get_ticker_history(pair: str, tick_interval: str, since_ms: Optional[int] =
except ccxt.BaseError as e:
raise OperationalException(f'Could not fetch ticker data. Msg: {e}')
@retrier
def cancel_order(order_id: str, pair: str) -> None:
if _CONF['dry_run']:
@retrier
def cancel_order(self, order_id: str, pair: str) -> None:
if self._CONF['dry_run']:
return
try:
return _API.cancel_order(order_id, pair)
return self._API.cancel_order(order_id, pair)
except ccxt.InvalidOrder as e:
raise DependencyException(
f'Could not cancel order. Message: {e}')
@ -340,17 +336,16 @@ def cancel_order(order_id: str, pair: str) -> None:
except ccxt.BaseError as e:
raise OperationalException(e)
@retrier
def get_order(order_id: str, pair: str) -> Dict:
if _CONF['dry_run']:
order = _DRY_RUN_OPEN_ORDERS[order_id]
@retrier
def get_order(self, order_id: str, pair: str) -> Dict:
if self._CONF['dry_run']:
order = self._DRY_RUN_OPEN_ORDERS[order_id]
order.update({
'id': order_id
})
return order
try:
return _API.fetch_order(order_id, pair)
return self._API.fetch_order(order_id, pair)
except ccxt.InvalidOrder as e:
raise DependencyException(
f'Could not get order. Message: {e}')
@ -360,15 +355,14 @@ def get_order(order_id: str, pair: str) -> Dict:
except ccxt.BaseError as e:
raise OperationalException(e)
@retrier
def get_trades_for_order(order_id: str, pair: str, since: datetime) -> List:
if _CONF['dry_run']:
@retrier
def get_trades_for_order(self, order_id: str, pair: str, since: datetime) -> List:
if self._CONF['dry_run']:
return []
if not exchange_has('fetchMyTrades'):
if not self.exchange_has('fetchMyTrades'):
return []
try:
my_trades = _API.fetch_my_trades(pair, since.timestamp())
my_trades = self._API.fetch_my_trades(pair, since.timestamp())
matched_trades = [trade for trade in my_trades if trade['order'] == order_id]
return matched_trades
@ -379,46 +373,35 @@ def get_trades_for_order(order_id: str, pair: str, since: datetime) -> List:
except ccxt.BaseError as e:
raise OperationalException(e)
def get_pair_detail_url(pair: str) -> str:
def get_pair_detail_url(self, pair: str) -> str:
try:
url_base = _API.urls.get('www')
url_base = self._API.urls.get('www')
base, quote = pair.split('/')
return url_base + _EXCHANGE_URLS[_API.id].format(base=base, quote=quote)
return url_base + _EXCHANGE_URLS[self._API.id].format(base=base, quote=quote)
except KeyError:
logger.warning('Could not get exchange url for %s', get_name())
logger.warning('Could not get exchange url for %s', self.get_name())
return ""
@retrier
def get_markets() -> List[dict]:
@retrier
def get_markets(self) -> List[dict]:
try:
return _API.fetch_markets()
return self._API.fetch_markets()
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not load markets due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
def get_name() -> str:
return _API.name
def get_id() -> str:
return _API.id
@retrier
def get_fee(symbol='ETH/BTC', type='', side='', amount=1,
@retrier
def get_fee(self, symbol='ETH/BTC', type='', side='', amount=1,
price=1, taker_or_maker='maker') -> float:
try:
# validate that markets are loaded before trying to get fee
if _API.markets is None or len(_API.markets) == 0:
_API.load_markets()
if self._API.markets is None or len(self._API.markets) == 0:
self._API.load_markets()
return _API.calculate_fee(symbol=symbol, type=type, side=side, amount=amount,
return self._API.calculate_fee(symbol=symbol, type=type, side=side, amount=amount,
price=price, takerOrMaker=taker_or_maker)['rate']
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
@ -426,12 +409,11 @@ def get_fee(symbol='ETH/BTC', type='', side='', amount=1,
except ccxt.BaseError as e:
raise OperationalException(e)
def get_amount_lots(pair: str, amount: float) -> float:
def get_amount_lots(self, pair: str, amount: float) -> float:
"""
get buyable amount rounding, ..
"""
# validate that markets are loaded before trying to get fee
if not _API.markets:
_API.load_markets()
return _API.amount_to_lots(pair, amount)
if not self._API.markets:
self._API.load_markets()
return self._API.amount_to_lots(pair, amount)

49
freqtrade/freqtradebot.py
View File

@ -14,11 +14,11 @@ import requests
from cachetools import TTLCache, cached
from freqtrade import (
DependencyException, OperationalException, TemporaryError,
exchange, persistence, __version__,
DependencyException, OperationalException, TemporaryError, persistence, __version__,
)
from freqtrade import constants
from freqtrade.analyze import Analyze
from freqtrade.exchange import Exchange
from freqtrade.fiat_convert import CryptoToFiatConverter
from freqtrade.persistence import Trade
from freqtrade.rpc.rpc_manager import RPCManager
@ -66,7 +66,7 @@ class FreqtradeBot(object):
# Initialize all modules
persistence.init(self.config)
exchange.init(self.config)
self.exchange = Exchange(self.config)
# Set initial application state
initial_state = self.config.get('initial_state')
@ -186,13 +186,13 @@ class FreqtradeBot(object):
:return: List of pairs
"""
if not exchange.exchange_has('fetchTickers'):
if not self.exchange.exchange_has('fetchTickers'):
raise OperationalException(
'Exchange does not support dynamic whitelist.'
'Please edit your config and restart the bot'
)
tickers = exchange.get_tickers()
tickers = self.exchange.get_tickers()
# check length so that we make sure that '/' is actually in the string
tickers = [v for k, v in tickers.items()
if len(k.split('/')) == 2 and k.split('/')[1] == base_currency]
@ -210,7 +210,7 @@ class FreqtradeBot(object):
black_listed
"""
sanitized_whitelist = whitelist
markets = exchange.get_markets()
markets = self.exchange.get_markets()
markets = [m for m in markets if m['quote'] == self.config['stake_currency']]
known_pairs = set()
@ -255,7 +255,7 @@ class FreqtradeBot(object):
interval = self.analyze.get_ticker_interval()
stake_currency = self.config['stake_currency']
fiat_currency = self.config['fiat_display_currency']
exc_name = exchange.get_name()
exc_name = self.exchange.get_name()
logger.info(
'Checking buy signals to create a new trade with stake_amount: %f ...',
@ -263,7 +263,7 @@ class FreqtradeBot(object):
)
whitelist = copy.deepcopy(self.config['exchange']['pair_whitelist'])
# Check if stake_amount is fulfilled
if exchange.get_balance(stake_currency) < stake_amount:
if self.exchange.get_balance(stake_currency) < stake_amount:
raise DependencyException(
f'stake amount is not fulfilled (currency={stake_currency})')
@ -278,19 +278,19 @@ class FreqtradeBot(object):
# Pick pair based on buy signals
for _pair in whitelist:
(buy, sell) = self.analyze.get_signal(_pair, interval)
(buy, sell) = self.analyze.get_signal(self.exchange, _pair, interval)
if buy and not sell:
pair = _pair
break
else:
return False
pair_s = pair.replace('_', '/')
pair_url = exchange.get_pair_detail_url(pair)
pair_url = self.exchange.get_pair_detail_url(pair)
# Calculate amount
buy_limit = self.get_target_bid(exchange.get_ticker(pair))
buy_limit = self.get_target_bid(self.exchange.get_ticker(pair))
amount = stake_amount / buy_limit
order_id = exchange.buy(pair, buy_limit, amount)['id']
order_id = self.exchange.buy(pair, buy_limit, amount)['id']
stake_amount_fiat = self.fiat_converter.convert_amount(
stake_amount,
@ -305,7 +305,7 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
{stake_currency}, {stake_amount_fiat:.3f} {fiat_currency})`"""
)
# Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
fee = exchange.get_fee(symbol=pair, taker_or_maker='maker')
fee = self.exchange.get_fee(symbol=pair, taker_or_maker='maker')
trade = Trade(
pair=pair,
stake_amount=stake_amount,
@ -315,7 +315,7 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
open_rate=buy_limit,
open_rate_requested=buy_limit,
open_date=datetime.utcnow(),
exchange=exchange.get_id(),
exchange=self.exchange.get_id(),
open_order_id=order_id
)
Trade.session.add(trade)
@ -348,7 +348,7 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
if trade.open_order_id:
# Update trade with order values
logger.info('Found open order for %s', trade)
order = exchange.get_order(trade.open_order_id, trade.pair)
order = self.exchange.get_order(trade.open_order_id, trade.pair)
# Try update amount (binance-fix)
try:
new_amount = self.get_real_amount(trade, order)
@ -372,7 +372,7 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
def get_real_amount(self, trade: Trade, order: Dict) -> float:
"""
Get real amount for the trade
Necessary for exchanges which charge fees in base currency (e.g. binance)
Necessary for self.exchanges which charge fees in base currency (e.g. binance)
"""
order_amount = order['amount']
# Only run for closed orders
@ -388,7 +388,8 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
return new_amount
# Fallback to Trades
trades = exchange.get_trades_for_order(trade.open_order_id, trade.pair, trade.open_date)
trades = self.exchange.get_trades_for_order(trade.open_order_id, trade.pair,
trade.open_date)
if len(trades) == 0:
logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade)
@ -420,7 +421,7 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
raise ValueError(f'attempt to handle closed trade: {trade}')
logger.debug('Handling %s ...', trade)
current_rate = exchange.get_ticker(trade.pair)['bid']
current_rate = self.exchange.get_ticker(trade.pair)['bid']
(buy, sell) = (False, False)
@ -449,7 +450,7 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
# updated via /forcesell in a different thread.
if not trade.open_order_id:
continue
order = exchange.get_order(trade.open_order_id, trade.pair)
order = self.exchange.get_order(trade.open_order_id, trade.pair)
except requests.exceptions.RequestException:
logger.info(
'Cannot query order for %s due to %s',
@ -475,7 +476,7 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
:return: True if order was fully cancelled
"""
pair_s = trade.pair.replace('_', '/')
exchange.cancel_order(trade.open_order_id, trade.pair)
self.exchange.cancel_order(trade.open_order_id, trade.pair)
if order['remaining'] == order['amount']:
# if trade is not partially completed, just delete the trade
Trade.session.delete(trade)
@ -502,7 +503,7 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
pair_s = trade.pair.replace('_', '/')
if order['remaining'] == order['amount']:
# if trade is not partially completed, just cancel the trade
exchange.cancel_order(trade.open_order_id, trade.pair)
self.exchange.cancel_order(trade.open_order_id, trade.pair)
trade.close_rate = None
trade.close_profit = None
trade.close_date = None
@ -525,15 +526,15 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
exc = trade.exchange
pair = trade.pair
# Execute sell and update trade record
order_id = exchange.sell(str(trade.pair), limit, trade.amount)['id']
order_id = self.exchange.sell(str(trade.pair), limit, trade.amount)['id']
trade.open_order_id = order_id
trade.close_rate_requested = limit
fmt_exp_profit = round(trade.calc_profit_percent(rate=limit) * 100, 2)
profit_trade = trade.calc_profit(rate=limit)
current_rate = exchange.get_ticker(trade.pair)['bid']
current_rate = self.exchange.get_ticker(trade.pair)['bid']
profit = trade.calc_profit_percent(limit)
pair_url = exchange.get_pair_detail_url(trade.pair)
pair_url = self.exchange.get_pair_detail_url(trade.pair)
gain = "profit" if fmt_exp_profit > 0 else "loss"
message = f"*{exc}:* Selling\n" \

6
freqtrade/optimize/__init__.py
View File

@ -8,7 +8,7 @@ from typing import Optional, List, Dict, Tuple, Any
import arrow
from freqtrade import misc, constants
from freqtrade.exchange import get_ticker_history
from freqtrade.exchange import Exchange
from freqtrade.arguments import TimeRange
logger = logging.getLogger(__name__)
@ -183,6 +183,7 @@ def load_cached_data_for_updating(filename: str,
def download_backtesting_testdata(datadir: str,
exchange: Exchange,
pair: str,
tick_interval: str = '5m',
timerange: Optional[TimeRange] = None) -> None:
@ -216,7 +217,8 @@ def download_backtesting_testdata(datadir: str,
logger.debug("Current Start: %s", misc.format_ms_time(data[1][0]) if data else 'None')
logger.debug("Current End: %s", misc.format_ms_time(data[-1][0]) if data else 'None')
new_data = get_ticker_history(pair=pair, tick_interval=tick_interval, since_ms=since_ms)
new_data = exchange.get_ticker_history(pair=pair, tick_interval=tick_interval,
since_ms=since_ms)
data.extend(new_data)
logger.debug("New Start: %s", misc.format_ms_time(data[0][0]))

8
freqtrade/optimize/backtesting.py
View File

@ -14,7 +14,7 @@ from pandas import DataFrame
from tabulate import tabulate
import freqtrade.optimize as optimize
from freqtrade import exchange
from freqtrade.exchange import Exchange
from freqtrade.analyze import Analyze
from freqtrade.arguments import Arguments
from freqtrade.configuration import Configuration
@ -61,7 +61,7 @@ class Backtesting(object):
self.config['exchange']['password'] = ''
self.config['exchange']['uid'] = ''
self.config['dry_run'] = True
exchange.init(self.config)
self.exchange = Exchange(self.config)
@staticmethod
def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]:
@ -130,7 +130,7 @@ class Backtesting(object):
stake_amount = args['stake_amount']
max_open_trades = args.get('max_open_trades', 0)
fee = exchange.get_fee()
fee = self.exchange.get_fee()
trade = Trade(
open_rate=buy_row.close,
open_date=buy_row.date,
@ -256,7 +256,7 @@ class Backtesting(object):
if self.config.get('live'):
logger.info('Downloading data for all pairs in whitelist ...')
for pair in pairs:
data[pair] = exchange.get_ticker_history(pair, self.ticker_interval)
data[pair] = self.exchange.get_ticker_history(pair, self.ticker_interval)
else:
logger.info('Using local backtesting data (using whitelist in given config) ...')