Merge pull request #1 from italodamato/develop

freqtrade/data/btanalysis.py

@@ -100,6 +100,9 @@ def get_latest_hyperopt_file(directory: Union[Path, str], predef_filename: str =
     if isinstance(directory, str):
         directory = Path(directory)
     if predef_filename:
+        if Path(predef_filename).is_absolute():
+            raise OperationalException(
+                "--hyperopt-filename expects only the filename, not an absolute path.")
         return directory / predef_filename
     return directory / get_latest_hyperopt_filename(directory)
 

freqtrade/misc.py

@@ -248,8 +248,10 @@ def get_strategy_run_id(strategy) -> str:
         if k in config:
             del config[k]
 
+    # Explicitly allow NaN values (e.g. max_open_trades).
+    # as it does not matter for getting the hash.
     digest.update(rapidjson.dumps(config, default=str,
-                                  number_mode=rapidjson.NM_NATIVE).encode('utf-8'))
+                                  number_mode=rapidjson.NM_NAN).encode('utf-8'))
     with open(strategy.__file__, 'rb') as fp:
         digest.update(fp.read())
     return digest.hexdigest().lower()

freqtrade/optimize/hyperopt_tools.py

@@ -137,6 +137,7 @@ class HyperoptTools():
         }
         if not HyperoptTools._test_hyperopt_results_exist(results_file):
             # No file found.
+            logger.warning(f"Hyperopt file {results_file} not found.")
             return [], 0
 
         epochs = []

freqtrade/plot/plotting.py

@@ -235,11 +235,12 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
     # Trades can be empty
     if trades is not None and len(trades) > 0:
         # Create description for sell summarizing the trade
-        trades['desc'] = trades.apply(lambda row: f"{row['profit_ratio']:.2%}, "
-                                                  f"{row['buy_tag']}, "
-                                                  f"{row['sell_reason']}, "
-                                                  f"{row['trade_duration']} min",
-                                      axis=1)
+        trades['desc'] = trades.apply(
+            lambda row: f"{row['profit_ratio']:.2%}, " +
+            (f"{row['buy_tag']}, " if row['buy_tag'] is not None else "") +
+            f"{row['sell_reason']}, " +
+            f"{row['trade_duration']} min",
+            axis=1)
         trade_buys = go.Scatter(
             x=trades["open_date"],
             y=trades["open_rate"],

freqtrade/rpc/api_server/api_schemas.py

@@ -277,6 +277,7 @@ class ForceBuyPayload(BaseModel):
     pair: str
     price: Optional[float]
     ordertype: Optional[OrderTypeValues]
+    stakeamount: Optional[float]
 
 
 class ForceSellPayload(BaseModel):

freqtrade/rpc/api_server/api_v1.py

@@ -20,7 +20,7 @@ from freqtrade.rpc.api_server.api_schemas import (AvailablePairs, Balances, Blac
                                                   Stats, StatusMsg, StrategyListResponse,
                                                   StrategyResponse, SysInfo, Version,
                                                   WhitelistResponse)
-from freqtrade.rpc.api_server.deps import get_config, get_rpc, get_rpc_optional
+from freqtrade.rpc.api_server.deps import get_config, get_exchange, get_rpc, get_rpc_optional
 from freqtrade.rpc.rpc import RPCException
 
 
@@ -31,7 +31,8 @@ logger = logging.getLogger(__name__)
 # Version increments should happen in "small" steps (1.1, 1.12, ...) unless big changes happen.
 # 1.11: forcebuy and forcesell accept ordertype
 # 1.12: add blacklist delete endpoint
-API_VERSION = 1.12
+# 1.13: forcebuy supports stake_amount
+API_VERSION = 1.13
 
 # Public API, requires no auth.
 router_public = APIRouter()
@@ -134,7 +135,9 @@ def show_config(rpc: Optional[RPC] = Depends(get_rpc_optional), config=Depends(g
 @router.post('/forcebuy', response_model=ForceBuyResponse, tags=['trading'])
 def forcebuy(payload: ForceBuyPayload, rpc: RPC = Depends(get_rpc)):
     ordertype = payload.ordertype.value if payload.ordertype else None
-    trade = rpc._rpc_forcebuy(payload.pair, payload.price, ordertype)
+    stake_amount = payload.stakeamount if payload.stakeamount else None
+
+    trade = rpc._rpc_forcebuy(payload.pair, payload.price, ordertype, stake_amount)
 
     if trade:
         return ForceBuyResponse.parse_obj(trade.to_json())
@@ -217,12 +220,14 @@ def pair_candles(pair: str, timeframe: str, limit: Optional[int], rpc: RPC = Dep
 
 @router.get('/pair_history', response_model=PairHistory, tags=['candle data'])
 def pair_history(pair: str, timeframe: str, timerange: str, strategy: str,
-                 config=Depends(get_config)):
+                 config=Depends(get_config), exchange=Depends(get_exchange)):
+    # The initial call to this endpoint can be slow, as it may need to initialize
+    # the exchange class.
     config = deepcopy(config)
     config.update({
         'strategy': strategy,
     })
-    return RPC._rpc_analysed_history_full(config, pair, timeframe, timerange)
+    return RPC._rpc_analysed_history_full(config, pair, timeframe, timerange, exchange)
 
 
 @router.get('/plot_config', response_model=PlotConfig, tags=['candle data'])

freqtrade/rpc/api_server/deps.py

@@ -1,5 +1,7 @@
 from typing import Any, Dict, Iterator, Optional
 
+from fastapi import Depends
+
 from freqtrade.persistence import Trade
 from freqtrade.rpc.rpc import RPC, RPCException
 
@@ -28,3 +30,11 @@ def get_config() -> Dict[str, Any]:
 
 def get_api_config() -> Dict[str, Any]:
     return ApiServer._config['api_server']
+
+
+def get_exchange(config=Depends(get_config)):
+    if not ApiServer._exchange:
+        from freqtrade.resolvers import ExchangeResolver
+        ApiServer._exchange = ExchangeResolver.load_exchange(
+            config['exchange']['name'], config)
+    return ApiServer._exchange

freqtrade/rpc/api_server/webserver.py

@@ -41,6 +41,8 @@ class ApiServer(RPCHandler):
     _has_rpc: bool = False
     _bgtask_running: bool = False
     _config: Dict[str, Any] = {}
+    # Exchange - only available in webserver mode.
+    _exchange = None
 
     def __new__(cls, *args, **kwargs):
         """

freqtrade/rpc/rpc.py

@@ -238,19 +238,26 @@ class RPC:
                         profit_str += f" ({fiat_profit:.2f})"
                         fiat_profit_sum = fiat_profit if isnan(fiat_profit_sum) \
                             else fiat_profit_sum + fiat_profit
-                trades_list.append([
+                detail_trade = [
                     trade.id,
                     trade.pair + ('*' if (trade.open_order_id is not None
                                           and trade.close_rate_requested is None) else '')
-                               + ('**' if (trade.close_rate_requested is not None) else ''),
+                    + ('**' if (trade.close_rate_requested is not None) else ''),
                     shorten_date(arrow.get(trade.open_date).humanize(only_distance=True)),
                     profit_str
-                ])
+                ]
+                if self._config.get('position_adjustment_enable', False):
+                    filled_buys = trade.select_filled_orders('buy')
+                    detail_trade.append(str(len(filled_buys)))
+                trades_list.append(detail_trade)
             profitcol = "Profit"
             if self._fiat_converter:
                 profitcol += " (" + fiat_display_currency + ")"
 
-            columns = ['ID', 'Pair', 'Since', profitcol]
+            if self._config.get('position_adjustment_enable', False):
+                columns = ['ID', 'Pair', 'Since', profitcol, '# Buys']
+            else:
+                columns = ['ID', 'Pair', 'Since', profitcol]
             return trades_list, columns, fiat_profit_sum
 
     def _rpc_daily_profit(
@@ -700,8 +707,8 @@ class RPC:
             self._freqtrade.wallets.update()
             return {'result': f'Created sell order for trade {trade_id}.'}
 
-    def _rpc_forcebuy(self, pair: str, price: Optional[float],
-                      order_type: Optional[str] = None) -> Optional[Trade]:
+    def _rpc_forcebuy(self, pair: str, price: Optional[float], order_type: Optional[str] = None,
+                      stake_amount: Optional[float] = None) -> Optional[Trade]:
         """
         Handler for forcebuy <asset> <price>
         Buys a pair trade at the given or current price
@@ -726,14 +733,15 @@ class RPC:
             if not self._freqtrade.strategy.position_adjustment_enable:
                 raise RPCException(f'position for {pair} already open - id: {trade.id}')
 
-        # gen stake amount
-        stakeamount = self._freqtrade.wallets.get_trade_stake_amount(pair)
+        if not stake_amount:
+            # gen stake amount
+            stake_amount = self._freqtrade.wallets.get_trade_stake_amount(pair)
 
         # execute buy
         if not order_type:
             order_type = self._freqtrade.strategy.order_types.get(
                 'forcebuy', self._freqtrade.strategy.order_types['buy'])
-        if self._freqtrade.execute_entry(pair, stakeamount, price,
+        if self._freqtrade.execute_entry(pair, stake_amount, price,
                                          ordertype=order_type, trade=trade):
             Trade.commit()
             trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first()
@@ -988,7 +996,7 @@ class RPC:
 
     @staticmethod
     def _rpc_analysed_history_full(config, pair: str, timeframe: str,
-                                   timerange: str) -> Dict[str, Any]:
+                                   timerange: str, exchange) -> Dict[str, Any]:
         timerange_parsed = TimeRange.parse_timerange(timerange)
 
         _data = load_data(
@@ -1003,7 +1011,7 @@ class RPC:
         from freqtrade.data.dataprovider import DataProvider
         from freqtrade.resolvers.strategy_resolver import StrategyResolver
         strategy = StrategyResolver.load_strategy(config)
-        strategy.dp = DataProvider(config, exchange=None, pairlists=None)
+        strategy.dp = DataProvider(config, exchange=exchange, pairlists=None)
 
         df_analyzed = strategy.analyze_ticker(_data[pair], {'pair': pair})
 

tests/data/test_btanalysis.py

@@ -51,6 +51,12 @@ def test_get_latest_hyperopt_file(testdatadir):
     res = get_latest_hyperopt_file(str(testdatadir.parent))
     assert res == testdatadir.parent / "hyperopt_results.pickle"
 
+    # Test with absolute path
+    with pytest.raises(
+        OperationalException,
+            match="--hyperopt-filename expects only the filename, not an absolute path."):
+        get_latest_hyperopt_file(str(testdatadir.parent), str(testdatadir.parent))
+
 
 def test_load_backtest_metadata(mocker, testdatadir):
     res = load_backtest_metadata(testdatadir / 'nonexistant.file.json')

tests/optimize/test_backtesting.py

@@ -21,6 +21,7 @@ from freqtrade.data.dataprovider import DataProvider
 from freqtrade.data.history import get_timerange
 from freqtrade.enums import RunMode, SellType
 from freqtrade.exceptions import DependencyException, OperationalException
+from freqtrade.misc import get_strategy_run_id
 from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.persistence import LocalTrade
 from freqtrade.resolvers import StrategyResolver
@@ -1357,3 +1358,13 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda
 
     for line in exists:
         assert log_has(line, caplog)
+
+
+def test_get_strategy_run_id(default_conf_usdt):
+    default_conf_usdt.update({
+        'strategy': 'StrategyTestV2',
+        'max_open_trades': float('inf')
+        })
+    strategy = StrategyResolver.load_strategy(default_conf_usdt)
+    x = get_strategy_run_id(strategy)
+    assert isinstance(x, str)

tests/optimize/test_hyperopt_tools.py

@@ -10,7 +10,7 @@ import rapidjson
 from freqtrade.constants import FTHYPT_FILEVERSION
 from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.hyperopt_tools import HyperoptTools, hyperopt_serializer
-from tests.conftest import log_has
+from tests.conftest import log_has, log_has_re
 
 
 # Functions for recurrent object patching
@@ -24,6 +24,7 @@ def test_save_results_saves_epochs(hyperopt, tmpdir, caplog) -> None:
     hyperopt.results_file = Path(tmpdir / 'ut_results.fthypt')
 
     hyperopt_epochs = HyperoptTools.load_filtered_results(hyperopt.results_file, {})
+    assert log_has_re("Hyperopt file .* not found.", caplog)
     assert hyperopt_epochs == ([], 0)
 
     # Test writing to temp dir and reading again

tests/rpc/test_rpc.py

@@ -214,11 +214,17 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
     assert "Since" in headers
     assert "Pair" in headers
+    assert len(result[0]) == 4
     assert 'instantly' == result[0][2]
     assert 'ETH/BTC' in result[0][1]
     assert '-0.41% (-0.06)' == result[0][3]
     assert '-0.06' == f'{fiat_profit_sum:.2f}'
 
+    rpc._config['position_adjustment_enable'] = True
+    result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
+    assert "# Buys" in headers
+    assert len(result[0]) == 5
+
     mocker.patch('freqtrade.exchange.Exchange.get_rate',
                  MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
     result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
@@ -1102,9 +1108,14 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order_open) ->
     with pytest.raises(RPCException,
                        match=r'Wrong pair selected. Only pairs with stake-currency.*'):
         rpc._rpc_forcebuy('LTC/ETH', 0.0001)
-    pair = 'XRP/BTC'
+
+    # Test with defined stake_amount
+    pair = 'LTC/BTC'
+    trade = rpc._rpc_forcebuy(pair, 0.0001, order_type='limit', stake_amount=0.05)
+    assert trade.stake_amount == 0.05
 
     # Test not buying
+    pair = 'XRP/BTC'
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
     freqtradebot.config['stake_amount'] = 0
     patch_get_signal(freqtradebot)

tests/test_plotting.py

@@ -171,7 +171,7 @@ def test_plot_trades(testdatadir, caplog):
     assert len(trades) == len(trade_buy.x)
     assert trade_buy.marker.color == 'cyan'
     assert trade_buy.marker.symbol == 'circle-open'
-    assert trade_buy.text[0] == '3.99%, roi, 15 min'
+    assert trade_buy.text[0] == '3.99%, buy_tag, roi, 15 min'
 
     trade_sell = find_trace_in_fig_data(figure.data, 'Sell - Profit')
     assert isinstance(trade_sell, go.Scatter)
@@ -179,7 +179,7 @@ def test_plot_trades(testdatadir, caplog):
     assert len(trades.loc[trades['profit_ratio'] > 0]) == len(trade_sell.x)
     assert trade_sell.marker.color == 'green'
     assert trade_sell.marker.symbol == 'square-open'
-    assert trade_sell.text[0] == '3.99%, roi, 15 min'
+    assert trade_sell.text[0] == '3.99%, buy_tag, roi, 15 min'
 
     trade_sell_loss = find_trace_in_fig_data(figure.data, 'Sell - Loss')
     assert isinstance(trade_sell_loss, go.Scatter)