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Merge branch 'develop' into feat/pairlistconfig

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This commit is contained in:
Matthias 2023-05-28 10:01:43 +02:00
commit 3d05669f61
14 changed files with 47 additions and 43 deletions
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2
freqtrade/__init__.py
View File

@ -1,5 +1,5 @@
""" Freqtrade bot """
__version__ = '2023.5.dev'
__version__ = '2023.6.dev'
if 'dev' in __version__:
from pathlib import Path

2
freqtrade/configuration/config_validation.py
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@ -174,7 +174,7 @@ def _validate_whitelist(conf: Dict[str, Any]) -> None:
return
for pl in conf.get('pairlists', [{'method': 'StaticPairList'}]):
if (pl.get('method') == 'StaticPairList'
if (isinstance(pl, dict) and pl.get('method') == 'StaticPairList'
and not conf.get('exchange', {}).get('pair_whitelist')):
raise OperationalException("StaticPairList requires pair_whitelist to be set.")

2
freqtrade/exchange/binance.py
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@ -65,7 +65,7 @@ class Binance(Exchange):
"""
try:
if self.trading_mode == TradingMode.FUTURES and not self._config['dry_run']:
position_side = self._api.fapiPrivateGetPositionsideDual()
position_side = self._api.fapiPrivateGetPositionSideDual()
self._log_exchange_response('position_side_setting', position_side)
assets_margin = self._api.fapiPrivateGetMultiAssetsMargin()
self._log_exchange_response('multi_asset_margin', assets_margin)

31
freqtrade/exchange/okx.py
View File

@ -169,6 +169,22 @@ class Okx(Exchange):
params['posSide'] = self._get_posSide(side, True)
return params
def _convert_stop_order(self, pair: str, order_id: str, order: Dict) -> Dict:
if (
order['status'] == 'closed'
and (real_order_id := order.get('info', {}).get('ordId')) is not None
):
# Once a order triggered, we fetch the regular followup order.
order_reg = self.fetch_order(real_order_id, pair)
self._log_exchange_response('fetch_stoploss_order1', order_reg)
order_reg['id_stop'] = order_reg['id']
order_reg['id'] = order_id
order_reg['type'] = 'stoploss'
order_reg['status_stop'] = 'triggered'
return order_reg
order['type'] = 'stoploss'
return order
def fetch_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
if self._config['dry_run']:
return self.fetch_dry_run_order(order_id)
@ -177,7 +193,7 @@ class Okx(Exchange):
params1 = {'stop': True}
order_reg = self._api.fetch_order(order_id, pair, params=params1)
self._log_exchange_response('fetch_stoploss_order', order_reg)
return order_reg
return self._convert_stop_order(pair, order_id, order_reg)
except ccxt.OrderNotFound:
pass
params2 = {'stop': True, 'ordType': 'conditional'}
@ -188,18 +204,7 @@ class Okx(Exchange):
orders_f = [order for order in orders if order['id'] == order_id]
if orders_f:
order = orders_f[0]
if (order['status'] == 'closed'
and (real_order_id := order.get('info', {}).get('ordId')) is not None):
# Once a order triggered, we fetch the regular followup order.
order_reg = self.fetch_order(real_order_id, pair)
self._log_exchange_response('fetch_stoploss_order1', order_reg)
order_reg['id_stop'] = order_reg['id']
order_reg['id'] = order_id
order_reg['type'] = 'stoploss'
order_reg['status_stop'] = 'triggered'
return order_reg
order['type'] = 'stoploss'
return order
return self._convert_stop_order(pair, order_id, order)
except ccxt.BaseError:
pass
raise RetryableOrderError(

2
freqtrade/freqai/RL/BaseEnvironment.py
View File

@ -180,7 +180,7 @@ class BaseEnvironment(gym.Env):
def reset_tensorboard_log(self):
self.tensorboard_metrics = {}
def reset(self):
def reset(self, seed=None):
"""
Reset is called at the beginning of every episode
"""

6
freqtrade/freqai/tensorboard/base_tensorboard.py
View File

@ -10,8 +10,7 @@ logger = logging.getLogger(__name__)
class BaseTensorboardLogger:
def __init__(self, logdir: Path, activate: bool = True):
logger.warning("Tensorboard is not installed, no logs will be written."
"Ensure torch is installed, or use the torch/RL docker images")
pass
def log_scalar(self, tag: str, scalar_value: Any, step: int):
return
@ -23,8 +22,7 @@ class BaseTensorboardLogger:
class BaseTensorBoardCallback(TrainingCallback):
def __init__(self, logdir: Path, activate: bool = True):
logger.warning("Tensorboard is not installed, no logs will be written."
"Ensure torch is installed, or use the torch/RL docker images")
pass
def after_iteration(
self, model, epoch: int, evals_log: TrainingCallback.EvalsLog

2
freqtrade/freqtradebot.py
View File

@ -1075,7 +1075,7 @@ class FreqtradeBot(LoggingMixin):
trades_closed = 0
for trade in trades:
if not self.wallets.check_exit_amount(trade):
if trade.open_order_id is None and not self.wallets.check_exit_amount(trade):
logger.warning(
f'Not enough {trade.safe_base_currency} in wallet to exit {trade}. '
'Trying to recover.')

13
freqtrade/misc.py
View File

@ -8,7 +8,6 @@ from pathlib import Path
from typing import Any, Dict, Iterator, List, Mapping, Optional, TextIO, Union
from urllib.parse import urlparse
import orjson
import pandas as pd
import rapidjson
@ -249,17 +248,7 @@ def dataframe_to_json(dataframe: pd.DataFrame) -> str:
:param dataframe: A pandas DataFrame
:returns: A JSON string of the pandas DataFrame
"""
# https://github.com/pandas-dev/pandas/issues/24889
# https://github.com/pandas-dev/pandas/issues/40443
# We need to convert to a dict to avoid mem leak
def default(z):
if isinstance(z, pd.Timestamp):
return z.timestamp() * 1e3
if z is pd.NaT:
return 'NaT'
raise TypeError
return str(orjson.dumps(dataframe.to_dict(orient='split'), default=default), 'utf-8')
return dataframe.to_json(orient='split')
def json_to_dataframe(data: str) -> pd.DataFrame:

4
freqtrade/plugins/pairlist/VolatilityFilter.py
View File

@ -98,7 +98,7 @@ class VolatilityFilter(IPairList):
needed_pairs: ListPairsWithTimeframes = [
(p, '1d', self._def_candletype) for p in pairlist if p not in self._pair_cache]
since_ms = dt_ts(dt_floor_day(dt_now()) - timedelta(days=self._days - 1))
since_ms = dt_ts(dt_floor_day(dt_now()) - timedelta(days=self._days))
# Get all candles
candles = {}
if needed_pairs:
@ -127,7 +127,7 @@ class VolatilityFilter(IPairList):
result = False
if daily_candles is not None and not daily_candles.empty:
returns = (np.log(daily_candles.close / daily_candles.close.shift(-1)))
returns = (np.log(daily_candles["close"].shift(1) / daily_candles["close"]))
returns.fillna(0, inplace=True)
volatility_series = returns.rolling(window=self._days).std() * np.sqrt(self._days)

4
requirements-freqai-rl.txt
View File

@ -5,7 +5,7 @@
torch==2.0.1
#until these branches will be released we can use this
gymnasium==0.28.1
stable_baselines3==2.0.0a5
sb3_contrib>=2.0.0a4
stable_baselines3==2.0.0a10
sb3_contrib>=2.0.0a9
# Progress bar for stable-baselines3 and sb3-contrib
tqdm==4.65.0

2
requirements.txt
View File

@ -12,7 +12,7 @@ python-telegram-bot==20.3
httpx>=0.23.3
arrow==1.2.3
cachetools==5.3.0
requests==2.30.0
requests==2.31.0
urllib3==2.0.2
jsonschema==4.17.3
TA-Lib==0.4.26

3
scripts/rest_client.py
View File

@ -279,8 +279,9 @@ class FtRestClient():
"""
data = {"pair": pair,
"side": side,
"price": price,
}
if price:
data['price'] = price
return self._post("forceenter", data=data)
def forceexit(self, tradeid, ordertype=None, amount=None):

6
tests/exchange/test_binance.py
View File

@ -514,7 +514,7 @@ def test_fill_leverage_tiers_binance_dryrun(default_conf, mocker, leverage_tiers
def test_additional_exchange_init_binance(default_conf, mocker):
api_mock = MagicMock()
api_mock.fapiPrivateGetPositionsideDual = MagicMock(return_value={"dualSidePosition": True})
api_mock.fapiPrivateGetPositionSideDual = MagicMock(return_value={"dualSidePosition": True})
api_mock.fapiPrivateGetMultiAssetsMargin = MagicMock(return_value={"multiAssetsMargin": True})
default_conf['dry_run'] = False
default_conf['trading_mode'] = TradingMode.FUTURES
@ -522,12 +522,12 @@ def test_additional_exchange_init_binance(default_conf, mocker):
with pytest.raises(OperationalException,
match=r"Hedge Mode is not supported.*\nMulti-Asset Mode is not supported.*"):
get_patched_exchange(mocker, default_conf, id="binance", api_mock=api_mock)
api_mock.fapiPrivateGetPositionsideDual = MagicMock(return_value={"dualSidePosition": False})
api_mock.fapiPrivateGetPositionSideDual = MagicMock(return_value={"dualSidePosition": False})
api_mock.fapiPrivateGetMultiAssetsMargin = MagicMock(return_value={"multiAssetsMargin": False})
exchange = get_patched_exchange(mocker, default_conf, id="binance", api_mock=api_mock)
assert exchange
ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'binance',
"additional_exchange_init", "fapiPrivateGetPositionsideDual")
"additional_exchange_init", "fapiPrivateGetPositionSideDual")
def test__set_leverage_binance(mocker, default_conf):

11
tests/exchange/test_ccxt_compat.py
View File

@ -43,6 +43,10 @@ EXCHANGES = {
'hasQuoteVolumeFutures': True,
'leverage_tiers_public': False,
'leverage_in_spot_market': False,
'private_methods': [
'fapiPrivateGetPositionSideDual',
'fapiPrivateGetMultiAssetsMargin'
],
'sample_order': [{
"symbol": "SOLUSDT",
"orderId": 3551312894,
@ -221,11 +225,13 @@ EXCHANGES = {
'hasQuoteVolumeFutures': False,
'leverage_tiers_public': True,
'leverage_in_spot_market': True,
'private_methods': ['fetch_accounts'],
},
'bybit': {
'pair': 'BTC/USDT',
'stake_currency': 'USDT',
'hasQuoteVolume': True,
'use_ci_proxy': True,
'timeframe': '1h',
'futures_pair': 'BTC/USDT:USDT',
'futures': True,
@ -755,3 +761,8 @@ class TestCCXTExchange():
max_stake_amount = futures.get_max_pair_stake_amount(futures_pair, 40000)
assert (isinstance(max_stake_amount, float))
assert max_stake_amount >= 0.0
def test_private_method_presence(self, exchange: EXCHANGE_FIXTURE_TYPE):
exch, exchangename = exchange
for method in EXCHANGES[exchangename].get('private_methods', []):
assert hasattr(exch._api, method)