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Merge branch 'develop' into mypy_typecheck

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xmatthias 2018-06-03 10:35:56 +02:00
commit 50fc5f91ca
15 changed files with 140 additions and 59 deletions
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2
docs/backtesting.md
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@ -83,6 +83,8 @@ The full timerange specification:
- Use tickframes till 2018/01/31: `--timerange=-20180131`
- Use tickframes since 2018/01/31: `--timerange=20180131-`
- Use tickframes since 2018/01/31 till 2018/03/01 : `--timerange=20180131-20180301`
- Use tickframes between POSIX timestamps 1527595200 1527618600:
`--timerange=1527595200-1527618600`
**Update testdata directory**

9
freqtrade/arguments.py
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@ -223,6 +223,9 @@ class Arguments(object):
syntax = [(r'^-(\d{8})$', (None, 'date')),
(r'^(\d{8})-$', ('date', None)),
(r'^(\d{8})-(\d{8})$', ('date', 'date')),
(r'^-(\d{10})$', (None, 'date')),
(r'^(\d{10})-$', ('date', None)),
(r'^(\d{10})-(\d{10})$', ('date', 'date')),
(r'^(-\d+)$', (None, 'line')),
(r'^(\d+)-$', ('line', None)),
(r'^(\d+)-(\d+)$', ('index', 'index'))]
@ -237,14 +240,16 @@ class Arguments(object):
if stype[0]:
starts = rvals[index]
if stype[0] == 'date':
start = arrow.get(starts, 'YYYYMMDD').timestamp
start = int(starts) if len(starts) == 10 \
else arrow.get(starts, 'YYYYMMDD').timestamp
else:
start = int(starts)
index += 1
if stype[1]:
stops = rvals[index]
if stype[1] == 'date':
stop = arrow.get(stops, 'YYYYMMDD').timestamp
stop = int(stops) if len(stops) == 10 \
else arrow.get(stops, 'YYYYMMDD').timestamp
else:
stop = int(stops)
return stype, start, stop

2
freqtrade/configuration.py
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@ -145,7 +145,7 @@ class Configuration(object):
# If --datadir is used we add it to the configuration
if 'datadir' in self.args and self.args.datadir:
config.update({'datadir': self.args.datadir})
logger.info('Parameter --datadir detected: %s ...', self.args.datadir)
logger.info('Using data folder: %s ...', self.args.datadir)
# If -r/--refresh-pairs-cached is used we add it to the configuration
if 'refresh_pairs' in self.args and self.args.refresh_pairs:

7
freqtrade/optimize/__init__.py
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@ -103,7 +103,12 @@ def load_data(datadir: str,
if pairdata:
result[pair] = pairdata
else:
logger.warn('No data for pair %s, use --update-pairs-cached to download the data', pair)
logger.warning(
'No data for pair: "%s", Interval: %s. '
'Use --refresh-pairs-cached to download the data',
pair,
ticker_interval
)
return result

2
freqtrade/optimize/backtesting.py
View File

@ -94,7 +94,7 @@ class Backtesting(object):
len(results[results.profit_BTC > 0]),
len(results[results.profit_BTC < 0])
])
return tabulate(tabular_data, headers=headers, floatfmt=floatfmt)
return tabulate(tabular_data, headers=headers, floatfmt=floatfmt, tablefmt="pipe")
def _get_sell_trade_entry(
self, pair: str, buy_row: DataFrame,

7
freqtrade/optimize/hyperopt.py
View File

@ -455,6 +455,7 @@ class Hyperopt(Backtesting):
if trade_count == 0 or trade_duration > self.max_accepted_trade_duration:
print('.', end='')
sys.stdout.flush()
return {
'status': STATUS_FAIL,
'loss': float('inf')
@ -479,16 +480,16 @@ class Hyperopt(Backtesting):
'result': result_explanation,
}
@staticmethod
def format_results(results: DataFrame) -> str:
def format_results(self, results: DataFrame) -> str:
"""
Return the format result in a string
"""
return ('{:6d} trades. Avg profit {: 5.2f}%. '
'Total profit {: 11.8f} BTC ({:.4f}Σ%). Avg duration {:5.1f} mins.').format(
'Total profit {: 11.8f} {} ({:.4f}Σ%). Avg duration {:5.1f} mins.').format(
len(results.index),
results.profit_percent.mean() * 100.0,
results.profit_BTC.sum(),
self.config['stake_currency'],
results.profit_percent.sum(),
results.duration.mean(),
)

6
freqtrade/rpc/rpc.py
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@ -316,8 +316,10 @@ class RPC(object):
and order['side'] == 'buy':
exchange.cancel_order(trade.open_order_id, trade.pair)
trade.close(order.get('price') or trade.open_rate)
# TODO: sell amount which has been bought already
return
# Do the best effort, if we don't know 'filled' amount, don't try selling
if order['filled'] is None:
return
trade.amount = order['filled']
# Ignore trades with an attached LIMIT_SELL order
if order and order['status'] == 'open' \

23
freqtrade/tests/optimize/test_backtesting.py
View File

@ -181,7 +181,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config
assert log_has(
'Parameter --datadir detected: {} ...'.format(config['datadir']),
'Using data folder: {} ...'.format(config['datadir']),
caplog.record_tuples
)
assert 'ticker_interval' in config
@ -229,7 +229,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config
assert log_has(
'Parameter --datadir detected: {} ...'.format(config['datadir']),
'Using data folder: {} ...'.format(config['datadir']),
caplog.record_tuples
)
assert 'ticker_interval' in config
@ -357,16 +357,15 @@ def test_generate_text_table(default_conf, mocker):
)
result_str = (
'pair buy count avg profit % '
'total profit BTC avg duration profit loss\n'
'------- ----------- -------------- '
'------------------ -------------- -------- ------\n'
'ETH/BTC 2 15.00 '
'0.60000000 20.0 2 0\n'
'TOTAL 2 15.00 '
'0.60000000 20.0 2 0'
'| pair | buy count | avg profit % | '
'total profit BTC | avg duration | profit | loss |\n'
'|:--------|------------:|---------------:|'
'-------------------:|---------------:|---------:|-------:|\n'
'| ETH/BTC | 2 | 15.00 | '
'0.60000000 | 20.0 | 2 | 0 |\n'
'| TOTAL | 2 | 15.00 | '
'0.60000000 | 20.0 | 2 | 0 |'
)
assert backtesting._generate_text_table(data={'ETH/BTC': {}}, results=results) == result_str
@ -615,7 +614,7 @@ def test_backtest_start_live(default_conf, mocker, caplog):
'Parameter -l/--live detected ...',
'Using max_open_trades: 1 ...',
'Parameter --timerange detected: -100 ..',
'Parameter --datadir detected: freqtrade/tests/testdata ...',
'Using data folder: freqtrade/tests/testdata ...',
'Using stake_currency: BTC ...',
'Using stake_amount: 0.001 ...',
'Downloading data for all pairs in whitelist ...',

21
freqtrade/tests/optimize/test_hyperopt.py
View File

@ -389,10 +389,12 @@ def test_start_uses_mongotrials(mocker, init_hyperopt, default_conf) -> None:
# test buy_strategy_generator def populate_buy_trend
# test optimizer if 'ro_t1' in params
def test_format_results():
def test_format_results(init_hyperopt):
"""
Test Hyperopt.format_results()
"""
# Test with BTC as stake_currency
trades = [
('ETH/BTC', 2, 2, 123),
('LTC/BTC', 1, 1, 123),
@ -400,8 +402,21 @@ def test_format_results():
]
labels = ['currency', 'profit_percent', 'profit_BTC', 'duration']
df = pd.DataFrame.from_records(trades, columns=labels)
x = Hyperopt.format_results(df)
assert x.find(' 66.67%')
result = _HYPEROPT.format_results(df)
assert result.find(' 66.67%')
assert result.find('Total profit 1.00000000 BTC')
assert result.find('2.0000Σ %')
# Test with EUR as stake_currency
trades = [
('ETH/EUR', 2, 2, 123),
('LTC/EUR', 1, 1, 123),
('XPR/EUR', -1, -2, -246)
]
df = pd.DataFrame.from_records(trades, columns=labels)
result = _HYPEROPT.format_results(df)
assert result.find('Total profit 1.00000000 EUR')
def test_signal_handler(mocker, init_hyperopt):

3
freqtrade/tests/optimize/test_optimize.py
View File

@ -105,7 +105,8 @@ def test_load_data_with_new_pair_1min(ticker_history, mocker, caplog) -> None:
refresh_pairs=False,
pairs=['MEME/BTC'])
assert os.path.isfile(file) is False
assert log_has('No data for pair MEME/BTC, use --update-pairs-cached to download the data',
assert log_has('No data for pair: "MEME/BTC", Interval: 1m. '
'Use --refresh-pairs-cached to download the data',
caplog.record_tuples)
# download a new pair if refresh_pairs is set

34
freqtrade/tests/rpc/test_rpc.py
View File

@ -449,20 +449,44 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
freqtradebot.state = State.RUNNING
assert cancel_order_mock.call_count == 0
# make an limit-buy open trade
trade = Trade.query.filter(Trade.id == '1').first()
filled_amount = trade.amount / 2
mocker.patch(
'freqtrade.freqtradebot.exchange.get_order',
return_value={
'status': 'open',
'type': 'limit',
'side': 'buy'
'side': 'buy',
'filled': filled_amount
}
)
# check that the trade is called, which is done
# by ensuring exchange.cancel_order is called
# check that the trade is called, which is done by ensuring exchange.cancel_order is called
# and trade amount is updated
(error, res) = rpc.rpc_forcesell('1')
assert not error
assert res == ''
assert cancel_order_mock.call_count == 1
assert trade.amount == filled_amount
freqtradebot.create_trade()
trade = Trade.query.filter(Trade.id == '2').first()
amount = trade.amount
# make an limit-buy open trade, if there is no 'filled', don't sell it
mocker.patch(
'freqtrade.freqtradebot.exchange.get_order',
return_value={
'status': 'open',
'type': 'limit',
'side': 'buy',
'filled': None
}
)
# check that the trade is called, which is done by ensuring exchange.cancel_order is called
(error, res) = rpc.rpc_forcesell('2')
assert not error
assert res == ''
assert cancel_order_mock.call_count == 2
assert trade.amount == amount
freqtradebot.create_trade()
# make an limit-sell open trade
@ -474,11 +498,11 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
'side': 'sell'
}
)
(error, res) = rpc.rpc_forcesell('2')
(error, res) = rpc.rpc_forcesell('3')
assert not error
assert res == ''
# status quo, no exchange calls
assert cancel_order_mock.call_count == 1
assert cancel_order_mock.call_count == 2
def test_performance_handle(default_conf, ticker, limit_buy_order, fee,

6
freqtrade/tests/test_arguments.py
View File

@ -116,6 +116,12 @@ def test_parse_timerange_incorrect() -> None:
timerange = Arguments.parse_timerange('20100522-20150730')
assert timerange == (('date', 'date'), 1274486400, 1438214400)
# Added test for unix timestamp - BTC genesis date
assert (('date', None), 1231006505, None) == Arguments.parse_timerange('1231006505-')
assert ((None, 'date'), None, 1233360000) == Arguments.parse_timerange('-1233360000')
timerange = Arguments.parse_timerange('1231006505-1233360000')
assert timerange == (('date', 'date'), 1231006505, 1233360000)
with pytest.raises(Exception, match=r'Incorrect syntax.*'):
Arguments.parse_timerange('-')

4
freqtrade/tests/test_configuration.py
View File

@ -236,7 +236,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config
assert log_has(
'Parameter --datadir detected: {} ...'.format(config['datadir']),
'Using data folder: {} ...'.format(config['datadir']),
caplog.record_tuples
)
assert 'ticker_interval' in config
@ -287,7 +287,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config
assert log_has(
'Parameter --datadir detected: {} ...'.format(config['datadir']),
'Using data folder: {} ...'.format(config['datadir']),
caplog.record_tuples
)
assert 'ticker_interval' in config

2
requirements.txt
View File

@ -1,4 +1,4 @@
ccxt==1.14.73
ccxt==1.14.120
SQLAlchemy==1.2.8
python-telegram-bot==10.1.0
arrow==0.12.1

71
setup.sh
View File

@ -2,16 +2,17 @@
#encoding=utf8
function updateenv () {
echo "
-------------------------
Update your virtual env
-------------------------
"
echo "-------------------------"
echo "Update your virtual env"
echo "-------------------------"
source .env/bin/activate
pip3.6 install --upgrade pip
pip3 install -r requirements.txt --upgrade
pip3 install -r requirements.txt
pip3 install -e .
echo "pip3 install in-progress. Please wait..."
pip3.6 install --quiet --upgrade pip
pip3 install --quiet -r requirements.txt --upgrade
pip3 install --quiet -r requirements.txt
pip3 install --quiet -e .
echo "pip3 install completed"
echo
}
# Install tab lib
@ -29,10 +30,11 @@ function install_macos () {
echo "-------------------------"
echo "Install Brew"
echo "-------------------------"
echo
/usr/bin/ruby -e "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/master/install)"
fi
brew install python3 wget ta-lib
test_and_fix_python_on_mac
}
# Install bot Debian_ubuntu
@ -54,7 +56,6 @@ function reset () {
echo "----------------------------"
echo "Reset branch and virtual env"
echo "----------------------------"
echo
if [ "1" == $(git branch -vv |grep -cE "\* develop|\* master") ]
then
if [ -d ".env" ]; then
@ -77,18 +78,30 @@ function reset () {
echo "Reset ignored because you are not on 'master' or 'develop'."
fi
echo
python3.6 -m venv .env
updateenv
}
function test_and_fix_python_on_mac() {
if ! [ -x "$(command -v python3.6)" ]
then
echo "-------------------------"
echo "Fixing Python"
echo "-------------------------"
echo "Python 3.6 is not linked in your system. Fixing it..."
brew link --overwrite python
echo
fi
}
function config_generator () {
echo "Starting to generate config.json"
echo "-------------------------"
echo
echo "General configuration"
echo "-------------------------"
echo
default_max_trades=3
read -p "Max open trades: (Default: $default_max_trades) " max_trades
max_trades=${max_trades:-$default_max_trades}
@ -105,14 +118,13 @@ function config_generator () {
read -p "Fiat currency: (Default: $default_fiat_currency) " fiat_currency
fiat_currency=${fiat_currency:-$default_fiat_currency}
echo "------------------------"
echo "Bittrex config generator"
echo "------------------------"
echo
echo "Exchange config generator"
echo "------------------------"
read -p "Exchange API key: " api_key
read -p "Exchange API Secret: " api_secret
echo "-------------------------"
echo
echo "Telegram config generator"
echo "-------------------------"
read -p "Telegram Token: " token
@ -131,6 +143,10 @@ function config_generator () {
}
function config () {
echo "-------------------------"
echo "Config file generator"
echo "-------------------------"
if [ -f config.json ]
then
read -p "A config file already exist, do you want to override it [Y/N]? "
@ -144,22 +160,26 @@ function config () {
config_generator
fi
echo
echo "-------------------------"
echo "Config file generated"
echo "-------------------------"
echo "Edit ./config.json to modify Pair and other configurations."
echo
}
function install () {
echo "-------------------------"
echo "Install mandatory dependencies"
echo "-------------------------"
echo
if [ "$(uname -s)" == "Darwin" ]
then
echo "- You are on macOS"
echo "macOS detected. Setup for this system in-progress"
install_macos
elif [ -x "$(command -v apt-get)" ]
then
echo "- You are on Debian/Ubuntu"
echo "Debian/Ubuntu detected. Setup for this system in-progress"
install_debian
else
echo "This script does not support your OS."
@ -167,12 +187,13 @@ function install () {
echo "Wait 10 seconds to continue the next install steps or use ctrl+c to interrupt this shell."
sleep 10
fi
echo
reset
echo "
- Install complete.
"
config
echo "You can now use the bot by executing 'source .env/bin/activate; python3 freqtrade/main.py'."
echo "-------------------------"
echo "Run the bot"
echo "-------------------------"
echo "You can now use the bot by executing 'source .env/bin/activate; python3.6 freqtrade/main.py'."
}
function plot () {