Merge branch 'freqtrade:develop' into develop

.github/workflows/ci.yml

@@ -318,6 +318,17 @@ jobs:
       run: |
         mypy freqtrade scripts tests
 
+    - name: Run Pester tests (PowerShell)
+      run: |
+        $PSVersionTable
+        Set-PSRepository psgallery -InstallationPolicy trusted
+        Install-Module -Name Pester -RequiredVersion 5.3.1 -Confirm:$false -Force
+        $Error.clear()
+        Invoke-Pester -Path "tests" -CI
+        if ($Error.Length -gt 0) {exit 1}
+
+      shell: powershell
+
     - name: Discord notification
       uses: rjstone/discord-webhook-notify@v1
       if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)

docs/windows_installation.md

@@ -5,6 +5,30 @@ We **strongly** recommend that Windows users use [Docker](docker_quickstart.md)
 If that is not possible, try using the Windows Linux subsystem (WSL) - for which the Ubuntu instructions should work.
 Otherwise, please follow the instructions below.
 
+All instructions assume that python 3.9+ is installed and available.
+
+## Clone the git repository
+
+First of all clone the repository by running:
+
+``` powershell
+git clone https://github.com/freqtrade/freqtrade.git
+```
+
+Now, choose your installation method, either automatically via script (recommended) or manually following the corresponding instructions.
+
+## Install freqtrade automatically
+
+### Run the installation script
+
+The script will ask you a few questions to determine which parts should be installed.
+
+```powershell
+Set-ExecutionPolicy -ExecutionPolicy Bypass
+cd freqtrade
+. .\setup.ps1
+```
+
 ## Install freqtrade manually
 
 !!! Note "64bit Python version"
@@ -14,13 +38,7 @@ Otherwise, please follow the instructions below.
 !!! Hint
     Using the [Anaconda Distribution](https://www.anaconda.com/distribution/) under Windows can greatly help with installation problems. Check out the [Anaconda installation section](installation.md#installation-with-conda) in the documentation for more information.
 
-### 1. Clone the git repository
+### Install ta-lib
-
-```bash
-git clone https://github.com/freqtrade/freqtrade.git
-```
-
-### 2. Install ta-lib
 
 Install ta-lib according to the [ta-lib documentation](https://github.com/TA-Lib/ta-lib-python#windows).
 

freqtrade/enums/runmode.py

@@ -1,7 +1,7 @@
 from enum import Enum
 
 
-class RunMode(Enum):
+class RunMode(str, Enum):
     """
     Bot running mode (backtest, hyperopt, ...)
     can be "live", "dry-run", "backtest", "edge", "hyperopt".

requirements.txt

@@ -1,5 +1,7 @@
 numpy==1.26.4
 pandas==2.2.2
+bottleneck==1.3.8
+numexpr==2.10.0
 pandas-ta==0.3.14b
 
 ccxt==4.3.35

setup.ps1

@@ -0,0 +1,285 @@
+Clear-Host
+
+$Timestamp = Get-Date -Format "yyyyMMdd_HHmmss"
+$Global:LogFilePath = Join-Path $env:TEMP "script_log_$Timestamp.txt"
+
+$RequirementFiles = @("requirements.txt", "requirements-dev.txt", "requirements-hyperopt.txt", "requirements-freqai.txt", "requirements-freqai-rl.txt", "requirements-plot.txt")
+$VenvName = ".venv"
+$VenvDir = Join-Path $PSScriptRoot $VenvName
+
+function Write-Log {
+  param (
+    [string]$Message,
+    [string]$Level = 'INFO'
+  )
+
+  if (-not (Test-Path -Path $LogFilePath)) {
+    New-Item -ItemType File -Path $LogFilePath -Force | Out-Null
+  }
+
+  switch ($Level) {
+    'INFO' { Write-Host $Message -ForegroundColor Green }
+    'WARNING' { Write-Host $Message -ForegroundColor Yellow }
+    'ERROR' { Write-Host $Message -ForegroundColor Red }
+    'PROMPT' { Write-Host $Message -ForegroundColor Cyan }
+  }
+
+  "${Level}: $Message" | Out-File $LogFilePath -Append
+}
+
+function Get-UserSelection {
+  param (
+    [string]$Prompt,
+    [string[]]$Options,
+    [string]$DefaultChoice = 'A',
+    [bool]$AllowMultipleSelections = $true
+  )
+
+  Write-Log "$Prompt`n" -Level 'PROMPT'
+  for ($I = 0; $I -lt $Options.Length; $I++) {
+    Write-Log "$([char](65 + $I)). $($Options[$I])" -Level 'PROMPT'
+  }
+
+  if ($AllowMultipleSelections) {
+    Write-Log "`nSelect one or more options by typing the corresponding letters, separated by commas." -Level 'PROMPT'
+  }
+  else {
+    Write-Log "`nSelect an option by typing the corresponding letter." -Level 'PROMPT'
+  }
+
+  [string]$UserInput = Read-Host
+  if ([string]::IsNullOrEmpty($UserInput)) {
+    $UserInput = $DefaultChoice
+  }
+  $UserInput = $UserInput.ToUpper()
+
+  if ($AllowMultipleSelections) {
+    $Selections = $UserInput.Split(',') | ForEach-Object { $_.Trim() }
+    $SelectedIndices = @()
+    foreach ($Selection in $Selections) {
+      if ($Selection -match '^[A-Z]$') {
+        $Index = [int][char]$Selection - [int][char]'A'
+        if ($Index -ge 0 -and $Index -lt $Options.Length) {
+          $SelectedIndices += $Index
+        }
+        else {
+          Write-Log "Invalid input: $Selection. Please enter letters within the valid range of options." -Level 'ERROR'
+          return -1
+        }
+      }
+      else {
+        Write-Log "Invalid input: $Selection. Please enter a letter between A and Z." -Level 'ERROR'
+        return -1
+      }
+    }
+    return $SelectedIndices
+  }
+  else {
+    if ($UserInput -match '^[A-Z]$') {
+      $SelectedIndex = [int][char]$UserInput - [int][char]'A'
+      if ($SelectedIndex -ge 0 -and $SelectedIndex -lt $Options.Length) {
+        return $SelectedIndex
+      }
+      else {
+        Write-Log "Invalid input: $UserInput. Please enter a letter within the valid range of options." -Level 'ERROR'
+        return -1
+      }
+    }
+    else {
+      Write-Log "Invalid input: $UserInput. Please enter a letter between A and Z." -Level 'ERROR'
+      return -1
+    }
+  }
+}
+
+function Exit-Script {
+  param (
+    [int]$ExitCode,
+    [bool]$WaitForKeypress = $true
+  )
+
+  if ($ExitCode -ne 0) {
+    Write-Log "Script failed. Would you like to open the log file? (Y/N)" -Level 'PROMPT'
+    $openLog = Read-Host
+    if ($openLog -eq 'Y' -or $openLog -eq 'y') {
+      Start-Process notepad.exe -ArgumentList $LogFilePath
+    }
+  }
+  elseif ($WaitForKeypress) {
+    Write-Log "Press any key to exit..."
+    $host.UI.RawUI.ReadKey("NoEcho,IncludeKeyDown") | Out-Null
+  }
+
+  return $ExitCode
+}
+
+function Test-PythonExecutable {
+  param(
+    [string]$PythonExecutable
+  )
+
+  $DeactivateVenv = Join-Path $VenvDir "Scripts\Deactivate.bat"
+  if (Test-Path $DeactivateVenv) {
+    Write-Host "Deactivating virtual environment..." 2>&1 | Out-File $LogFilePath -Append
+    & $DeactivateVenv
+    Write-Host "Virtual environment deactivated." 2>&1 | Out-File $LogFilePath -Append
+  }
+  else {
+    Write-Host "Deactivation script not found: $DeactivateVenv" 2>&1 | Out-File $LogFilePath -Append
+  }
+
+  $PythonCmd = Get-Command $PythonExecutable -ErrorAction SilentlyContinue
+  if ($PythonCmd) {
+    $VersionOutput = & $PythonCmd.Source --version 2>&1
+    if ($LASTEXITCODE -eq 0) {
+      $Version = $VersionOutput | Select-String -Pattern "Python (\d+\.\d+\.\d+)" | ForEach-Object { $_.Matches.Groups[1].Value }
+      Write-Log "Python version $Version found using executable '$PythonExecutable'."
+      return $true
+    }
+    else {
+      Write-Log "Python executable '$PythonExecutable' not working correctly." -Level 'ERROR'
+      return $false
+    }
+  }
+  else {
+    Write-Log "Python executable '$PythonExecutable' not found." -Level 'ERROR'
+    return $false
+  }
+}
+
+function Find-PythonExecutable {
+  $PythonExecutables = @(
+    "python",
+    "python3.12",
+    "python3.11",
+    "python3.10",
+    "python3.9",
+    "python3",
+    "C:\Users\$env:USERNAME\AppData\Local\Programs\Python\Python312\python.exe",
+    "C:\Users\$env:USERNAME\AppData\Local\Programs\Python\Python311\python.exe",
+    "C:\Users\$env:USERNAME\AppData\Local\Programs\Python\Python310\python.exe",
+    "C:\Users\$env:USERNAME\AppData\Local\Programs\Python\Python39\python.exe",
+    "C:\Python312\python.exe",
+    "C:\Python311\python.exe",
+    "C:\Python310\python.exe",
+    "C:\Python39\python.exe"
+  )
+
+
+  foreach ($Executable in $PythonExecutables) {
+    if (Test-PythonExecutable -PythonExecutable $Executable) {
+      return $Executable
+    }
+  }
+
+  return $null
+}
+function Main {
+  "Starting the operations..." | Out-File $LogFilePath -Append
+  "Current directory: $(Get-Location)" | Out-File $LogFilePath -Append
+
+  # Exit on lower versions than Python 3.9 or when Python executable not found
+  $PythonExecutable = Find-PythonExecutable
+  if ($null -eq $PythonExecutable) {
+    Write-Log "No suitable Python executable found. Please ensure that Python 3.9 or higher is installed and available in the system PATH." -Level 'ERROR'
+    Exit 1
+  }
+
+  # Define the path to the Python executable in the virtual environment
+  $ActivateVenv = "$VenvDir\Scripts\Activate.ps1"
+
+  # Check if the virtual environment exists, if not, create it
+  if (-Not (Test-Path $ActivateVenv)) {
+    Write-Log "Virtual environment not found. Creating virtual environment..." -Level 'ERROR'
+    & $PythonExecutable -m venv $VenvName 2>&1 | Out-File $LogFilePath -Append
+    if ($LASTEXITCODE -ne 0) {
+      Write-Log "Failed to create virtual environment." -Level 'ERROR'
+      Exit-Script -exitCode 1
+    }
+    else {
+      Write-Log "Virtual environment created."
+    }
+  }
+
+  # Activate the virtual environment and check if it was successful
+  Write-Log "Virtual environment found. Activating virtual environment..."
+  & $ActivateVenv 2>&1 | Out-File $LogFilePath -Append
+  # Check if virtual environment is activated
+  if ($env:VIRTUAL_ENV) {
+    Write-Log "Virtual environment is activated at: $($env:VIRTUAL_ENV)"
+  }
+  else {
+    Write-Log "Failed to activate virtual environment." -Level 'ERROR'
+    Exit-Script -exitCode 1
+  }
+
+  # Ensure pip
+  python -m ensurepip --default-pip 2>&1 | Out-File $LogFilePath -Append
+
+  # Pull latest updates only if the repository state is not dirty
+  Write-Log "Checking if the repository is clean..."
+  $Status = & "git" status --porcelain
+  if ($Status) {
+    Write-Log "Changes in local git repository. Skipping git pull."
+  }
+  else {
+    Write-Log "Pulling latest updates..."
+    & "git" pull 2>&1 | Out-File $LogFilePath -Append
+    if ($LASTEXITCODE -ne 0) {
+      Write-Log "Failed to pull updates from Git." -Level 'ERROR'
+      Exit-Script -exitCode 1
+    }
+  }
+
+  if (-not (Test-Path "$VenvDir\Lib\site-packages\talib")) {
+    # Install TA-Lib using the virtual environment's pip
+    Write-Log "Installing TA-Lib using virtual environment's pip..."
+    python -m pip install --find-links=build_helpers\ --prefer-binary TA-Lib 2>&1 | Out-File $LogFilePath -Append
+    if ($LASTEXITCODE -ne 0) {
+      Write-Log "Failed to install TA-Lib." -Level 'ERROR'
+      Exit-Script -exitCode 1
+    }
+  }
+
+  # Present options for requirement files
+  $SelectedIndices = Get-UserSelection -prompt "Select which requirement files to install:" -options $RequirementFiles -defaultChoice 'A'
+
+  # Cache the selected requirement files
+  $SelectedRequirementFiles = @()
+  $PipInstallArguments = @()
+  foreach ($Index in $SelectedIndices) {
+    $RelativePath = $RequirementFiles[$Index]
+    if (Test-Path $RelativePath) {
+      $SelectedRequirementFiles += $RelativePath
+      $PipInstallArguments += "-r", $RelativePath  # Add each flag and path as separate elements
+    }
+    else {
+      Write-Log "Requirement file not found: $RelativePath" -Level 'ERROR'
+      Exit-Script -exitCode 1
+    }
+  }
+  if ($PipInstallArguments.Count -ne 0) {
+    & pip install @PipInstallArguments # Use array splatting to pass arguments correctly
+  }
+
+  # Install freqtrade from setup using the virtual environment's Python
+  Write-Log "Installing freqtrade from setup..."
+  pip install -e . 2>&1 | Out-File $LogFilePath -Append
+  if ($LASTEXITCODE -ne 0) {
+    Write-Log "Failed to install freqtrade." -Level 'ERROR'
+    Exit-Script -exitCode 1
+  }
+
+  Write-Log "Installing freqUI..."
+  python freqtrade install-ui 2>&1 | Out-File $LogFilePath -Append
+  if ($LASTEXITCODE -ne 0) {
+    Write-Log "Failed to install freqUI." -Level 'ERROR'
+    Exit-Script -exitCode 1
+  }
+
+  Write-Log "Installation/Update complete!"
+  Exit-Script -exitCode 0
+}
+
+# Call the Main function
+Main

tests/freqai/conftest.py

@@ -50,6 +50,7 @@ def freqai_conf(default_conf, tmp_path):
     freqaiconf.update(
         {
             "datadir": Path(default_conf["datadir"]),
+            "runmode": "backtest",
             "strategy": "freqai_test_strat",
             "user_data_dir": tmp_path,
             "strategy-path": "freqtrade/tests/strategy/strats",

tests/plugins/test_pairlist.py

@@ -773,6 +773,7 @@ def test_VolumePairList_whitelist_gen(
     whitelist_result,
     caplog,
 ) -> None:
+    whitelist_conf["runmode"] = "backtest"
     whitelist_conf["pairlists"] = pairlists
     whitelist_conf["stake_currency"] = base_currency
 
@@ -1270,6 +1271,7 @@ def test_ShuffleFilter_init(mocker, whitelist_conf, caplog) -> None:
         {"method": "StaticPairList"},
         {"method": "ShuffleFilter", "seed": 43},
     ]
+    whitelist_conf["runmode"] = "backtest"
 
     exchange = get_patched_exchange(mocker, whitelist_conf)
     plm = PairListManager(exchange, whitelist_conf)

tests/setup.Tests.ps1

@@ -0,0 +1,177 @@
+
+Describe "Setup and Tests" {
+  BeforeAll {
+    # Setup variables
+    $SetupScriptPath = Join-Path $PSScriptRoot "..\setup.ps1"
+    $Global:LogFilePath = Join-Path $env:TEMP "script_log.txt"
+
+    # Check if the setup script exists
+    if (-Not (Test-Path -Path $SetupScriptPath)) {
+      Write-Host "Error: setup.ps1 script not found at path: $SetupScriptPath"
+      exit 1
+    }
+
+    # Mock main to prevent it from running
+    Mock Main {}
+
+    . $SetupScriptPath
+  }
+
+  Context "Write-Log Tests" -Tag "Unit" {
+    It "should write INFO level log" {
+      if (Test-Path $Global:LogFilePath){
+        Remove-Item $Global:LogFilePath -ErrorAction SilentlyContinue
+      }
+
+      Write-Log -Message "Test Info Message" -Level "INFO"
+      $Global:LogFilePath | Should -Exist
+
+      $LogContent = Get-Content $Global:LogFilePath
+      $LogContent | Should -Contain "INFO: Test Info Message"
+    }
+
+    It "should write ERROR level log" {
+      if (Test-Path $Global:LogFilePath){
+        Remove-Item $Global:LogFilePath -ErrorAction SilentlyContinue
+      }
+
+      Write-Log -Message "Test Error Message" -Level "ERROR"
+      $Global:LogFilePath | Should -Exist
+
+      $LogContent = Get-Content $Global:LogFilePath
+      $LogContent | Should -Contain "ERROR: Test Error Message"
+    }
+  }
+
+  Describe "Get-UserSelection Tests" {
+    Context "Valid input" {
+      It "Should return the correct index for a valid single selection" {
+        $Options = @("Option1", "Option2", "Option3")
+        Mock Read-Host { return "B" }
+        $Result = Get-UserSelection -prompt "Select an option" -options $Options
+        $Result | Should -Be 1
+      }
+
+      It "Should return the correct index for a valid single selection" {
+        $Options = @("Option1", "Option2", "Option3")
+        Mock Read-Host { return "b" }
+        $Result = Get-UserSelection -prompt "Select an option" -options $Options
+        $Result | Should -Be 1
+      }
+
+      It "Should return the default choice when no input is provided" {
+        $Options = @("Option1", "Option2", "Option3")
+        Mock Read-Host { return "" }
+        $Result = Get-UserSelection -prompt "Select an option" -options $Options -defaultChoice "C"
+        $Result | Should -Be 2
+      }
+    }
+
+    Context "Invalid input" {
+      It "Should return -1 for an invalid letter selection" {
+        $Options = @("Option1", "Option2", "Option3")
+        Mock Read-Host { return "X" }
+        $Result = Get-UserSelection -prompt "Select an option" -options $Options
+        $Result | Should -Be -1
+      }
+
+      It "Should return -1 for a selection outside the valid range" {
+        $Options = @("Option1", "Option2", "Option3")
+        Mock Read-Host { return "D" }
+        $Result = Get-UserSelection -prompt "Select an option" -options $Options
+        $Result | Should -Be -1
+      }
+
+      It "Should return -1 for a non-letter input" {
+        $Options = @("Option1", "Option2", "Option3")
+        Mock Read-Host { return "1" }
+        $Result = Get-UserSelection -prompt "Select an option" -options $Options
+        $Result | Should -Be -1
+      }
+
+      It "Should return -1 for mixed valid and invalid input" {
+        Mock Read-Host { return "A,X,B,Y,C,Z" }
+        $Options = @("Option1", "Option2", "Option3")
+        $Indices = Get-UserSelection -prompt "Select options" -options $Options -defaultChoice "A"
+        $Indices | Should -Be -1
+      }
+    }
+
+    Context "Multiple selections" {
+      It "Should handle valid input correctly" {
+        Mock Read-Host { return "A, B, C" }
+        $Options = @("Option1", "Option2", "Option3")
+        $Indices = Get-UserSelection -prompt "Select options" -options $Options -defaultChoice "A"
+        $Indices | Should -Be @(0, 1, 2)
+      }
+
+      It "Should handle valid input without whitespace correctly" {
+        Mock Read-Host { return "A,B,C" }
+        $Options = @("Option1", "Option2", "Option3")
+        $Indices = Get-UserSelection -prompt "Select options" -options $Options -defaultChoice "A"
+        $Indices | Should -Be @(0, 1, 2)
+      }
+
+      It "Should return indices for selected options" {
+        Mock Read-Host { return "a,b" }
+        $Options = @("Option1", "Option2", "Option3")
+        $Indices = Get-UserSelection -prompt "Select options" -options $Options
+        $Indices | Should -Be @(0, 1)
+      }
+
+      It "Should return default choice if no input" {
+        Mock Read-Host { return "" }
+        $Options = @("Option1", "Option2", "Option3")
+        $Indices = Get-UserSelection -prompt "Select options" -options $Options -defaultChoice "C"
+        $Indices | Should -Be @(2)
+      }
+
+      It "Should handle invalid input gracefully" {
+        Mock Read-Host { return "x,y,z" }
+        $Options = @("Option1", "Option2", "Option3")
+        $Indices = Get-UserSelection -prompt "Select options" -options $Options -defaultChoice "A"
+        $Indices | Should -Be -1
+      }
+
+      It "Should handle input without whitespace" {
+        Mock Read-Host { return "a,b,c" }
+        $Options = @("Option1", "Option2", "Option3")
+        $Indices = Get-UserSelection -prompt "Select options" -options $Options
+        $Indices | Should -Be @(0, 1, 2)
+      }
+    }
+  }
+
+  Describe "Exit-Script Tests" -Tag "Unit" {
+    BeforeEach {
+      Mock Write-Log {}
+      Mock Start-Process {}
+      Mock Read-Host { return "Y" }
+    }
+
+    It "should exit with the given exit code without waiting for key press" {
+      $ExitCode = Exit-Script -ExitCode 0 -isSubShell $true -waitForKeypress $false
+      $ExitCode | Should -Be 0
+    }
+
+    It "should prompt to open log file on error" {
+      Exit-Script -ExitCode 1 -isSubShell $true -waitForKeypress $false
+      Assert-MockCalled Read-Host -Exactly 1
+      Assert-MockCalled Start-Process -Exactly 1
+    }
+  }
+
+  Context 'Find-PythonExecutable' {
+    It 'Returns the first valid Python executable' {
+      Mock Test-PythonExecutable { $true } -ParameterFilter { $PythonExecutable -eq 'python' }
+      $Result = Find-PythonExecutable
+      $Result | Should -Be 'python'
+    }
+
+    It 'Returns null if no valid Python executable is found' {
+      Mock Test-PythonExecutable { $false }
+      $Result = Find-PythonExecutable
+      $Result | Should -Be $null
+    }
+  }
+}