mirror of
https://github.com/freqtrade/freqtrade.git
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Merge branch 'develop' into doc/pricing_reasons
This commit is contained in:
Matthias
commit
6688a2c112
18
.github/workflows/ci.yml
vendored
18
.github/workflows/ci.yml
vendored
|
|
@ -64,19 +64,17 @@ jobs:
|
|||
pip install -e .
|
||||
|
||||
- name: Tests
|
||||
env:
|
||||
COVERALLS_REPO_TOKEN: ${{ secrets.COVERALLS_REPO_TOKEN }}
|
||||
COVERALLS_SERVICE_NAME: travis-ci
|
||||
TRAVIS: "true"
|
||||
run: |
|
||||
pytest --random-order --cov=freqtrade --cov-config=.coveragerc
|
||||
|
||||
- name: Coveralls
|
||||
if: startsWith(matrix.os, 'ubuntu')
|
||||
env:
|
||||
# Coveralls token. Not used as secret due to github not providing secrets to forked repositories
|
||||
COVERALLS_REPO_TOKEN: 6D1m0xupS3FgutfuGao8keFf9Hc0FpIXu
|
||||
run: |
|
||||
# Allow failure for coveralls
|
||||
# Fake travis environment to get coveralls working correctly
|
||||
export TRAVIS_PULL_REQUEST="https://github.com/${GITHUB_REPOSITORY}/pull/$(cat $GITHUB_EVENT_PATH | jq -r .number)"
|
||||
export TRAVIS_BRANCH=${GITHUB_REF#"ref/heads"}
|
||||
export CI_BRANCH=${GITHUB_REF#"ref/heads"}
|
||||
echo "${TRAVIS_BRANCH}"
|
||||
coveralls || true
|
||||
coveralls -v || true
|
||||
|
||||
- name: Backtesting
|
||||
run: |
|
||||
|
|
|
|||
|
|
@ -1,4 +1,4 @@
|
|||
FROM python:3.7.5-slim-stretch
|
||||
FROM python:3.7.6-slim-stretch
|
||||
|
||||
RUN apt-get update \
|
||||
&& apt-get -y install curl build-essential libssl-dev \
|
||||
|
|
|
|||
|
|
@ -45,14 +45,17 @@ optional arguments:
|
|||
-h, --help show this help message and exit
|
||||
--db-url PATH Override trades database URL, this is useful in custom
|
||||
deployments (default: `sqlite:///tradesv3.sqlite` for
|
||||
Live Run mode, `sqlite://` for Dry Run).
|
||||
Live Run mode, `sqlite:///tradesv3.dryrun.sqlite` for
|
||||
Dry Run).
|
||||
--sd-notify Notify systemd service manager.
|
||||
--dry-run Enforce dry-run for trading (removes Exchange secrets
|
||||
and simulates trades).
|
||||
|
||||
Common arguments:
|
||||
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
|
||||
--logfile FILE Log to the file specified.
|
||||
--logfile FILE Log to the file specified. Special values are:
|
||||
'syslog', 'journald'. See the documentation for more
|
||||
details.
|
||||
-V, --version show program's version number and exit
|
||||
-c PATH, --config PATH
|
||||
Specify configuration file (default: `config.json`).
|
||||
|
|
@ -68,6 +71,7 @@ Strategy arguments:
|
|||
Specify strategy class name which will be used by the
|
||||
bot.
|
||||
--strategy-path PATH Specify additional strategy lookup path.
|
||||
|
||||
```
|
||||
|
||||
### How to specify which configuration file be used?
|
||||
|
|
@ -192,8 +196,8 @@ Backtesting also uses the config specified via `-c/--config`.
|
|||
usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
|
||||
[-d PATH] [--userdir PATH] [-s NAME]
|
||||
[--strategy-path PATH] [-i TICKER_INTERVAL]
|
||||
[--timerange TIMERANGE] [--max_open_trades INT]
|
||||
[--stake_amount STAKE_AMOUNT] [--fee FLOAT]
|
||||
[--timerange TIMERANGE] [--max-open-trades INT]
|
||||
[--stake-amount STAKE_AMOUNT] [--fee FLOAT]
|
||||
[--eps] [--dmmp]
|
||||
[--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
|
||||
[--export EXPORT] [--export-filename PATH]
|
||||
|
|
@ -205,10 +209,12 @@ optional arguments:
|
|||
`1d`).
|
||||
--timerange TIMERANGE
|
||||
Specify what timerange of data to use.
|
||||
--max_open_trades INT
|
||||
Specify max_open_trades to use.
|
||||
--stake_amount STAKE_AMOUNT
|
||||
Specify stake_amount.
|
||||
--max-open-trades INT
|
||||
Override the value of the `max_open_trades`
|
||||
configuration setting.
|
||||
--stake-amount STAKE_AMOUNT
|
||||
Override the value of the `stake_amount` configuration
|
||||
setting.
|
||||
--fee FLOAT Specify fee ratio. Will be applied twice (on trade
|
||||
entry and exit).
|
||||
--eps, --enable-position-stacking
|
||||
|
|
@ -270,8 +276,8 @@ to find optimal parameter values for your stategy.
|
|||
usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
|
||||
[--userdir PATH] [-s NAME] [--strategy-path PATH]
|
||||
[-i TICKER_INTERVAL] [--timerange TIMERANGE]
|
||||
[--max_open_trades INT]
|
||||
[--stake_amount STAKE_AMOUNT] [--fee FLOAT]
|
||||
[--max-open-trades INT]
|
||||
[--stake-amount STAKE_AMOUNT] [--fee FLOAT]
|
||||
[--hyperopt NAME] [--hyperopt-path PATH] [--eps]
|
||||
[-e INT]
|
||||
[--spaces {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]]
|
||||
|
|
@ -286,10 +292,12 @@ optional arguments:
|
|||
`1d`).
|
||||
--timerange TIMERANGE
|
||||
Specify what timerange of data to use.
|
||||
--max_open_trades INT
|
||||
Specify max_open_trades to use.
|
||||
--stake_amount STAKE_AMOUNT
|
||||
Specify stake_amount.
|
||||
--max-open-trades INT
|
||||
Override the value of the `max_open_trades`
|
||||
configuration setting.
|
||||
--stake-amount STAKE_AMOUNT
|
||||
Override the value of the `stake_amount` configuration
|
||||
setting.
|
||||
--fee FLOAT Specify fee ratio. Will be applied twice (on trade
|
||||
entry and exit).
|
||||
--hyperopt NAME Specify hyperopt class name which will be used by the
|
||||
|
|
@ -360,7 +368,7 @@ To know your trade expectancy and winrate against historical data, you can use E
|
|||
usage: freqtrade edge [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
|
||||
[--userdir PATH] [-s NAME] [--strategy-path PATH]
|
||||
[-i TICKER_INTERVAL] [--timerange TIMERANGE]
|
||||
[--max_open_trades INT] [--stake_amount STAKE_AMOUNT]
|
||||
[--max-open-trades INT] [--stake-amount STAKE_AMOUNT]
|
||||
[--fee FLOAT] [--stoplosses STOPLOSS_RANGE]
|
||||
|
||||
optional arguments:
|
||||
|
|
@ -370,10 +378,12 @@ optional arguments:
|
|||
`1d`).
|
||||
--timerange TIMERANGE
|
||||
Specify what timerange of data to use.
|
||||
--max_open_trades INT
|
||||
Specify max_open_trades to use.
|
||||
--stake_amount STAKE_AMOUNT
|
||||
Specify stake_amount.
|
||||
--max-open-trades INT
|
||||
Override the value of the `max_open_trades`
|
||||
configuration setting.
|
||||
--stake-amount STAKE_AMOUNT
|
||||
Override the value of the `stake_amount` configuration
|
||||
setting.
|
||||
--fee FLOAT Specify fee ratio. Will be applied twice (on trade
|
||||
entry and exit).
|
||||
--stoplosses STOPLOSS_RANGE
|
||||
|
|
|
|||
|
|
@ -55,8 +55,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi
|
|||
| `trailing_stop_positive` | Changes stoploss once profit has been reached. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br> ***Datatype:*** *Float*
|
||||
| `trailing_stop_positive_offset` | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0` (no offset).* <br> ***Datatype:*** *Float*
|
||||
| `trailing_only_offset_is_reached` | Only apply trailing stoploss when the offset is reached. [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> ***Datatype:*** *Boolean*
|
||||
| `unfilledtimeout.buy` | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled. <br> ***Datatype:*** *Integer*
|
||||
| `unfilledtimeout.sell` | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled. <br> ***Datatype:*** *Integer*
|
||||
| `unfilledtimeout.buy` | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled. [Strategy Override](#parameters-in-the-strategy).<br> ***Datatype:*** *Integer*
|
||||
| `unfilledtimeout.sell` | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled. [Strategy Override](#parameters-in-the-strategy).<br> ***Datatype:*** *Integer*
|
||||
| `bid_strategy.ask_last_balance` | **Required.** Set the bidding price. More information [below](#buy-price-without-orderbook).
|
||||
| `bid_strategy.use_order_book` | Enable buying using the rates in [Order Book Bids](#buy-price-with-orderbook-enabled). <br> ***Datatype:*** *Boolean*
|
||||
| `bid_strategy.order_book_top` | Bot will use the top N rate in Order Book Bids to buy. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in [Order Book Bids](#buy-price-with-orderbook-enabled). <br>*Defaults to `1`.* <br> ***Datatype:*** *Positive Integer*
|
||||
|
|
@ -96,7 +96,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
|
|||
| `api_server.listen_port` | Bind Port. See the [API Server documentation](rest-api.md) for more details. <br> ***Datatype:*** *Integer between 1024 and 65535*
|
||||
| `api_server.username` | Username for API server. See the [API Server documentation](rest-api.md) for more details. **Keep it in secret, do not disclose publicly.**<br> ***Datatype:*** *String*
|
||||
| `api_server.password` | Password for API server. See the [API Server documentation](rest-api.md) for more details. **Keep it in secret, do not disclose publicly.**<br> ***Datatype:*** *String*
|
||||
| `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite://` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances. <br> ***Datatype:*** *String, SQLAlchemy connect string*
|
||||
| `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite:///tradesv3.dryrun.sqlite` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances. <br> ***Datatype:*** *String, SQLAlchemy connect string*
|
||||
| `initial_state` | Defines the initial application state. More information below. <br>*Defaults to `stopped`.* <br> ***Datatype:*** *Enum, either `stopped` or `running`*
|
||||
| `forcebuy_enable` | Enables the RPC Commands to force a buy. More information below. <br> ***Datatype:*** *Boolean*
|
||||
| `strategy` | **Required** Defines Strategy class to use. Recommended to be set via `--strategy NAME`. <br> ***Datatype:*** *ClassName*
|
||||
|
|
@ -124,6 +124,7 @@ Values set in the configuration file always overwrite values set in the strategy
|
|||
* `order_time_in_force`
|
||||
* `stake_currency`
|
||||
* `stake_amount`
|
||||
* `unfilledtimeout`
|
||||
* `use_sell_signal` (ask_strategy)
|
||||
* `sell_profit_only` (ask_strategy)
|
||||
* `ignore_roi_if_buy_signal` (ask_strategy)
|
||||
|
|
|
|||
|
|
@ -266,4 +266,29 @@ Once the PR against master is merged (best right after merging):
|
|||
* Use the button "Draft a new release" in the Github UI (subsection releases).
|
||||
* Use the version-number specified as tag.
|
||||
* Use "master" as reference (this step comes after the above PR is merged).
|
||||
* Use the above changelog as release comment (as codeblock).
|
||||
* Use the above changelog as release comment (as codeblock)
|
||||
|
||||
### After-release
|
||||
|
||||
* Update version in develop by postfixing that with `-dev` (`2019.6 -> 2019.6-dev`).
|
||||
* Create a PR against develop to update that branch.
|
||||
|
||||
## Releases
|
||||
|
||||
### pypi
|
||||
|
||||
To create a pypi release, please run the following commands:
|
||||
|
||||
Additional requirement: `wheel`, `twine` (for uploading), account on pypi with proper permissions.
|
||||
|
||||
``` bash
|
||||
python setup.py sdist bdist_wheel
|
||||
|
||||
# For pypi test (to check if some change to the installation did work)
|
||||
twine upload --repository-url https://test.pypi.org/legacy/ dist/*
|
||||
|
||||
# For production:
|
||||
twine upload dist/*
|
||||
```
|
||||
|
||||
Please don't push non-releases to the productive / real pypi instance.
|
||||
|
|
|
|||
|
|
@ -164,8 +164,7 @@ docker run -d \
|
|||
```
|
||||
|
||||
!!! Note
|
||||
db-url defaults to `sqlite:///tradesv3.sqlite` but it defaults to `sqlite://` if `dry_run=True` is being used.
|
||||
To override this behaviour use a custom db-url value: i.e.: `--db-url sqlite:///tradesv3.dryrun.sqlite`
|
||||
When using docker, it's best to specify `--db-url` explicitly to ensure that the database URL and the mounted database file match.
|
||||
|
||||
!!! Note
|
||||
All available bot command line parameters can be added to the end of the `docker run` command.
|
||||
|
|
|
|||
|
|
@ -23,58 +23,43 @@ The `freqtrade plot-dataframe` subcommand shows an interactive graph with three
|
|||
Possible arguments:
|
||||
|
||||
```
|
||||
usage: freqtrade plot-dataframe [-h] [-v] [--logfile FILE] [-V] [-c PATH]
|
||||
[-d PATH] [--userdir PATH] [-s NAME]
|
||||
[--strategy-path PATH] [-p PAIRS [PAIRS ...]]
|
||||
[--indicators1 INDICATORS1 [INDICATORS1 ...]]
|
||||
[--indicators2 INDICATORS2 [INDICATORS2 ...]]
|
||||
[--plot-limit INT] [--db-url PATH]
|
||||
[--trade-source {DB,file}] [--export EXPORT]
|
||||
[--export-filename PATH]
|
||||
[--timerange TIMERANGE] [-i TICKER_INTERVAL]
|
||||
usage: freqtrade plot-dataframe [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [-s NAME]
|
||||
[--strategy-path PATH] [-p PAIRS [PAIRS ...]] [--indicators1 INDICATORS1 [INDICATORS1 ...]]
|
||||
[--indicators2 INDICATORS2 [INDICATORS2 ...]] [--plot-limit INT] [--db-url PATH]
|
||||
[--trade-source {DB,file}] [--export EXPORT] [--export-filename PATH] [--timerange TIMERANGE]
|
||||
[-i TICKER_INTERVAL]
|
||||
|
||||
optional arguments:
|
||||
-h, --help show this help message and exit
|
||||
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
|
||||
Show profits for only these pairs. Pairs are space-
|
||||
separated.
|
||||
Show profits for only these pairs. Pairs are space-separated.
|
||||
--indicators1 INDICATORS1 [INDICATORS1 ...]
|
||||
Set indicators from your strategy you want in the
|
||||
first row of the graph. Space-separated list. Example:
|
||||
Set indicators from your strategy you want in the first row of the graph. Space-separated list. Example:
|
||||
`ema3 ema5`. Default: `['sma', 'ema3', 'ema5']`.
|
||||
--indicators2 INDICATORS2 [INDICATORS2 ...]
|
||||
Set indicators from your strategy you want in the
|
||||
third row of the graph. Space-separated list. Example:
|
||||
Set indicators from your strategy you want in the third row of the graph. Space-separated list. Example:
|
||||
`fastd fastk`. Default: `['macd', 'macdsignal']`.
|
||||
--plot-limit INT Specify tick limit for plotting. Notice: too high
|
||||
values cause huge files. Default: 750.
|
||||
--db-url PATH Override trades database URL, this is useful in custom
|
||||
deployments (default: `sqlite:///tradesv3.sqlite` for
|
||||
Live Run mode, `sqlite://` for Dry Run).
|
||||
--plot-limit INT Specify tick limit for plotting. Notice: too high values cause huge files. Default: 750.
|
||||
--db-url PATH Override trades database URL, this is useful in custom deployments (default: `sqlite:///tradesv3.sqlite`
|
||||
for Live Run mode, `sqlite:///tradesv3.dryrun.sqlite` for Dry Run).
|
||||
--trade-source {DB,file}
|
||||
Specify the source for trades (Can be DB or file
|
||||
(backtest file)) Default: file
|
||||
--export EXPORT Export backtest results, argument are: trades.
|
||||
Example: `--export=trades`
|
||||
Specify the source for trades (Can be DB or file (backtest file)) Default: file
|
||||
--export EXPORT Export backtest results, argument are: trades. Example: `--export=trades`
|
||||
--export-filename PATH
|
||||
Save backtest results to the file with this filename
|
||||
(default: `user_data/backtest_results/backtest-
|
||||
result.json`). Requires `--export` to be set as well.
|
||||
Example: `--export-filename=user_data/backtest_results
|
||||
/backtest_today.json`
|
||||
Save backtest results to the file with this filename. Requires `--export` to be set as well. Example:
|
||||
`--export-filename=user_data/backtest_results/backtest_today.json`
|
||||
--timerange TIMERANGE
|
||||
Specify what timerange of data to use.
|
||||
-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
|
||||
Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
|
||||
`1d`).
|
||||
Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`).
|
||||
|
||||
Common arguments:
|
||||
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
|
||||
--logfile FILE Log to the file specified.
|
||||
--logfile FILE Log to the file specified. Special values are: 'syslog', 'journald'. See the documentation for more
|
||||
details.
|
||||
-V, --version show program's version number and exit
|
||||
-c PATH, --config PATH
|
||||
Specify configuration file (default: `config.json`).
|
||||
Multiple --config options may be used. Can be set to
|
||||
Specify configuration file (default: `config.json`). Multiple --config options may be used. Can be set to
|
||||
`-` to read config from stdin.
|
||||
-d PATH, --datadir PATH
|
||||
Path to directory with historical backtesting data.
|
||||
|
|
@ -83,8 +68,7 @@ Common arguments:
|
|||
|
||||
Strategy arguments:
|
||||
-s NAME, --strategy NAME
|
||||
Specify strategy class name (default:
|
||||
`DefaultStrategy`).
|
||||
Specify strategy class name which will be used by the bot.
|
||||
--strategy-path PATH Specify additional strategy lookup path.
|
||||
|
||||
```
|
||||
|
|
@ -173,14 +157,14 @@ optional arguments:
|
|||
--export EXPORT Export backtest results, argument are: trades.
|
||||
Example: `--export=trades`
|
||||
--export-filename PATH
|
||||
Save backtest results to the file with this filename
|
||||
(default: `user_data/backtest_results/backtest-
|
||||
result.json`). Requires `--export` to be set as well.
|
||||
Example: `--export-filename=user_data/backtest_results
|
||||
/backtest_today.json`
|
||||
Save backtest results to the file with this filename.
|
||||
Requires `--export` to be set as well. Example:
|
||||
`--export-filename=user_data/backtest_results/backtest
|
||||
_today.json`
|
||||
--db-url PATH Override trades database URL, this is useful in custom
|
||||
deployments (default: `sqlite:///tradesv3.sqlite` for
|
||||
Live Run mode, `sqlite://` for Dry Run).
|
||||
Live Run mode, `sqlite:///tradesv3.dryrun.sqlite` for
|
||||
Dry Run).
|
||||
--trade-source {DB,file}
|
||||
Specify the source for trades (Can be DB or file
|
||||
(backtest file)) Default: file
|
||||
|
|
@ -190,7 +174,9 @@ optional arguments:
|
|||
|
||||
Common arguments:
|
||||
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
|
||||
--logfile FILE Log to the file specified.
|
||||
--logfile FILE Log to the file specified. Special values are:
|
||||
'syslog', 'journald'. See the documentation for more
|
||||
details.
|
||||
-V, --version show program's version number and exit
|
||||
-c PATH, --config PATH
|
||||
Specify configuration file (default: `config.json`).
|
||||
|
|
|
|||
|
|
@ -455,6 +455,51 @@ Sample return value: ETH/BTC had 5 trades, with a total profit of 1.5% (ratio of
|
|||
!!! Warning
|
||||
Trade history is not available during backtesting or hyperopt.
|
||||
|
||||
### Prevent trades from happening for a specific pair
|
||||
|
||||
Freqtrade locks pairs automatically for the current candle (until that candle is over) when a pair is sold, preventing an immediate re-buy of that pair.
|
||||
|
||||
Locked pairs will show the message `Pair <pair> is currently locked.`.
|
||||
|
||||
#### Locking pairs from within the strategy
|
||||
|
||||
Sometimes it may be desired to lock a pair after certain events happen (e.g. multiple losing trades in a row).
|
||||
|
||||
Freqtrade has an easy method to do this from within the strategy, by calling `self.lock_pair(pair, until)`.
|
||||
`until` must be a datetime object in the future, after which trading will be reenabled for that pair.
|
||||
|
||||
Locks can also be lifted manually, by calling `self.unlock_pair(pair)`.
|
||||
|
||||
To verify if a pair is currently locked, use `self.is_pair_locked(pair)`.
|
||||
|
||||
!!! Note
|
||||
Locked pairs are not persisted, so a restart of the bot, or calling `/reload_conf` will reset locked pairs.
|
||||
|
||||
!!! Warning
|
||||
Locking pairs is not functioning during backtesting.
|
||||
|
||||
##### Pair locking example
|
||||
|
||||
``` python
|
||||
from freqtrade.persistence import Trade
|
||||
from datetime import timedelta, datetime, timezone
|
||||
# Put the above lines a the top of the strategy file, next to all the other imports
|
||||
# --------
|
||||
|
||||
# Within populate indicators (or populate_buy):
|
||||
if self.config['runmode'] in ('live', 'dry_run'):
|
||||
# fetch closed trades for the last 2 days
|
||||
trades = Trade.get_trades([Trade.pair == metadata['pair'],
|
||||
Trade.open_date > datetime.utcnow() - timedelta(days=2),
|
||||
Trade.is_open == False,
|
||||
]).all()
|
||||
# Analyze the conditions you'd like to lock the pair .... will probably be different for every strategy
|
||||
sumprofit = sum(trade.close_profit for trade in trades)
|
||||
if sumprofit < 0:
|
||||
# Lock pair for 12 hours
|
||||
self.lock_pair(metadata['pair'], until=datetime.now(timezone.utc) + timedelta(hours=12))
|
||||
```
|
||||
|
||||
### Print created dataframe
|
||||
|
||||
To inspect the created dataframe, you can issue a print-statement in either `populate_buy_trend()` or `populate_sell_trend()`.
|
||||
|
|
@ -479,11 +524,6 @@ def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
|||
|
||||
Printing more than a few rows is also possible (simply use `print(dataframe)` instead of `print(dataframe.tail())`), however not recommended, as that will be very verbose (~500 lines per pair every 5 seconds).
|
||||
|
||||
### Where can i find a strategy template?
|
||||
|
||||
The strategy template is located in the file
|
||||
[user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_strategy.py).
|
||||
|
||||
### Specify custom strategy location
|
||||
|
||||
If you want to use a strategy from a different directory you can pass `--strategy-path`
|
||||
|
|
|
|||
|
|
@ -44,9 +44,9 @@ candles.head()
|
|||
```python
|
||||
# Load strategy using values set above
|
||||
from freqtrade.resolvers import StrategyResolver
|
||||
strategy = StrategyResolver({'strategy': strategy_name,
|
||||
'user_data_dir': user_data_dir,
|
||||
'strategy_path': strategy_location}).strategy
|
||||
strategy = StrategyResolver.load_strategy({'strategy': strategy_name,
|
||||
'user_data_dir': user_data_dir,
|
||||
'strategy_path': strategy_location})
|
||||
|
||||
# Generate buy/sell signals using strategy
|
||||
df = strategy.analyze_ticker(candles, {'pair': pair})
|
||||
|
|
|
|||
|
|
@ -118,14 +118,14 @@ AVAILABLE_CLI_OPTIONS = {
|
|||
help='Specify what timerange of data to use.',
|
||||
),
|
||||
"max_open_trades": Arg(
|
||||
'--max_open_trades',
|
||||
help='Specify max_open_trades to use.',
|
||||
'--max-open-trades',
|
||||
help='Override the value of the `max_open_trades` configuration setting.',
|
||||
type=int,
|
||||
metavar='INT',
|
||||
),
|
||||
"stake_amount": Arg(
|
||||
'--stake_amount',
|
||||
help='Specify stake_amount.',
|
||||
'--stake-amount',
|
||||
help='Override the value of the `stake_amount` configuration setting.',
|
||||
type=float,
|
||||
),
|
||||
# Backtesting
|
||||
|
|
|
|||
|
|
@ -223,13 +223,13 @@ class Configuration:
|
|||
logger.info('max_open_trades set to unlimited ...')
|
||||
elif 'max_open_trades' in self.args and self.args["max_open_trades"]:
|
||||
config.update({'max_open_trades': self.args["max_open_trades"]})
|
||||
logger.info('Parameter --max_open_trades detected, '
|
||||
logger.info('Parameter --max-open-trades detected, '
|
||||
'overriding max_open_trades to: %s ...', config.get('max_open_trades'))
|
||||
elif config['runmode'] in NON_UTIL_MODES:
|
||||
logger.info('Using max_open_trades: %s ...', config.get('max_open_trades'))
|
||||
|
||||
self._args_to_config(config, argname='stake_amount',
|
||||
logstring='Parameter --stake_amount detected, '
|
||||
logstring='Parameter --stake-amount detected, '
|
||||
'overriding stake_amount to: {} ...')
|
||||
|
||||
self._args_to_config(config, argname='fee',
|
||||
|
|
|
|||
|
|
@ -10,7 +10,7 @@ HYPEROPT_EPOCH = 100 # epochs
|
|||
RETRY_TIMEOUT = 30 # sec
|
||||
DEFAULT_HYPEROPT_LOSS = 'DefaultHyperOptLoss'
|
||||
DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite'
|
||||
DEFAULT_DB_DRYRUN_URL = 'sqlite://'
|
||||
DEFAULT_DB_DRYRUN_URL = 'sqlite:///tradesv3.dryrun.sqlite'
|
||||
UNLIMITED_STAKE_AMOUNT = 'unlimited'
|
||||
DEFAULT_AMOUNT_RESERVE_PERCENT = 0.05
|
||||
REQUIRED_ORDERTIF = ['buy', 'sell']
|
||||
|
|
|
|||
|
|
@ -55,12 +55,12 @@ class FreqtradeBot:
|
|||
|
||||
self.heartbeat_interval = self.config.get('internals', {}).get('heartbeat_interval', 60)
|
||||
|
||||
self.strategy: IStrategy = StrategyResolver(self.config).strategy
|
||||
self.strategy: IStrategy = StrategyResolver.load_strategy(self.config)
|
||||
|
||||
# Check config consistency here since strategies can set certain options
|
||||
validate_config_consistency(config)
|
||||
|
||||
self.exchange = ExchangeResolver(self.config['exchange']['name'], self.config).exchange
|
||||
self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
|
||||
|
||||
persistence.init(self.config.get('db_url', None),
|
||||
clean_open_orders=self.config.get('dry_run', False))
|
||||
|
|
|
|||
|
|
@ -60,7 +60,7 @@ class Backtesting:
|
|||
# Reset keys for backtesting
|
||||
remove_credentials(self.config)
|
||||
self.strategylist: List[IStrategy] = []
|
||||
self.exchange = ExchangeResolver(self.config['exchange']['name'], self.config).exchange
|
||||
self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
|
||||
|
||||
if config.get('fee'):
|
||||
self.fee = config['fee']
|
||||
|
|
@ -75,12 +75,12 @@ class Backtesting:
|
|||
for strat in list(self.config['strategy_list']):
|
||||
stratconf = deepcopy(self.config)
|
||||
stratconf['strategy'] = strat
|
||||
self.strategylist.append(StrategyResolver(stratconf).strategy)
|
||||
self.strategylist.append(StrategyResolver.load_strategy(stratconf))
|
||||
validate_config_consistency(stratconf)
|
||||
|
||||
else:
|
||||
# No strategy list specified, only one strategy
|
||||
self.strategylist.append(StrategyResolver(self.config).strategy)
|
||||
self.strategylist.append(StrategyResolver.load_strategy(self.config))
|
||||
validate_config_consistency(self.config)
|
||||
|
||||
if "ticker_interval" not in self.config:
|
||||
|
|
|
|||
|
|
@ -34,7 +34,7 @@ class EdgeCli:
|
|||
remove_credentials(self.config)
|
||||
self.config['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
|
||||
self.exchange = Exchange(self.config)
|
||||
self.strategy = StrategyResolver(self.config).strategy
|
||||
self.strategy = StrategyResolver.load_strategy(self.config)
|
||||
|
||||
validate_config_consistency(self.config)
|
||||
|
||||
|
|
@ -42,11 +42,9 @@ class EdgeCli:
|
|||
# Set refresh_pairs to false for edge-cli (it must be true for edge)
|
||||
self.edge._refresh_pairs = False
|
||||
|
||||
self.timerange = TimeRange.parse_timerange(None if self.config.get(
|
||||
self.edge._timerange = TimeRange.parse_timerange(None if self.config.get(
|
||||
'timerange') is None else str(self.config.get('timerange')))
|
||||
|
||||
self.edge._timerange = self.timerange
|
||||
|
||||
def _generate_edge_table(self, results: dict) -> str:
|
||||
|
||||
floatfmt = ('s', '.10g', '.2f', '.2f', '.2f', '.2f', 'd', '.d')
|
||||
|
|
|
|||
|
|
@ -64,9 +64,9 @@ class Hyperopt:
|
|||
|
||||
self.backtesting = Backtesting(self.config)
|
||||
|
||||
self.custom_hyperopt = HyperOptResolver(self.config).hyperopt
|
||||
self.custom_hyperopt = HyperOptResolver.load_hyperopt(self.config)
|
||||
|
||||
self.custom_hyperoptloss = HyperOptLossResolver(self.config).hyperoptloss
|
||||
self.custom_hyperoptloss = HyperOptLossResolver.load_hyperoptloss(self.config)
|
||||
self.calculate_loss = self.custom_hyperoptloss.hyperopt_loss_function
|
||||
|
||||
self.trials_file = (self.config['user_data_dir'] /
|
||||
|
|
|
|||
|
|
@ -28,13 +28,13 @@ class PairListManager():
|
|||
if 'method' not in pl:
|
||||
logger.warning(f"No method in {pl}")
|
||||
continue
|
||||
pairl = PairListResolver(pl.get('method'),
|
||||
exchange=exchange,
|
||||
pairlistmanager=self,
|
||||
config=config,
|
||||
pairlistconfig=pl,
|
||||
pairlist_pos=len(self._pairlists)
|
||||
).pairlist
|
||||
pairl = PairListResolver.load_pairlist(pl.get('method'),
|
||||
exchange=exchange,
|
||||
pairlistmanager=self,
|
||||
config=config,
|
||||
pairlistconfig=pl,
|
||||
pairlist_pos=len(self._pairlists)
|
||||
)
|
||||
self._tickers_needed = pairl.needstickers or self._tickers_needed
|
||||
self._pairlists.append(pairl)
|
||||
|
||||
|
|
|
|||
|
|
@ -340,7 +340,7 @@ def load_and_plot_trades(config: Dict[str, Any]):
|
|||
- Generate plot files
|
||||
:return: None
|
||||
"""
|
||||
strategy = StrategyResolver(config).strategy
|
||||
strategy = StrategyResolver.load_strategy(config)
|
||||
|
||||
plot_elements = init_plotscript(config)
|
||||
trades = plot_elements['trades']
|
||||
|
|
|
|||
|
|
@ -15,9 +15,8 @@ class ExchangeResolver(IResolver):
|
|||
This class contains all the logic to load a custom exchange class
|
||||
"""
|
||||
|
||||
__slots__ = ['exchange']
|
||||
|
||||
def __init__(self, exchange_name: str, config: dict, validate: bool = True) -> None:
|
||||
@staticmethod
|
||||
def load_exchange(exchange_name: str, config: dict, validate: bool = True) -> Exchange:
|
||||
"""
|
||||
Load the custom class from config parameter
|
||||
:param config: configuration dictionary
|
||||
|
|
@ -25,17 +24,20 @@ class ExchangeResolver(IResolver):
|
|||
# Map exchange name to avoid duplicate classes for identical exchanges
|
||||
exchange_name = MAP_EXCHANGE_CHILDCLASS.get(exchange_name, exchange_name)
|
||||
exchange_name = exchange_name.title()
|
||||
exchange = None
|
||||
try:
|
||||
self.exchange = self._load_exchange(exchange_name, kwargs={'config': config,
|
||||
'validate': validate})
|
||||
exchange = ExchangeResolver._load_exchange(exchange_name,
|
||||
kwargs={'config': config,
|
||||
'validate': validate})
|
||||
except ImportError:
|
||||
logger.info(
|
||||
f"No {exchange_name} specific subclass found. Using the generic class instead.")
|
||||
if not hasattr(self, "exchange"):
|
||||
self.exchange = Exchange(config, validate=validate)
|
||||
if not exchange:
|
||||
exchange = Exchange(config, validate=validate)
|
||||
return exchange
|
||||
|
||||
def _load_exchange(
|
||||
self, exchange_name: str, kwargs: dict) -> Exchange:
|
||||
@staticmethod
|
||||
def _load_exchange(exchange_name: str, kwargs: dict) -> Exchange:
|
||||
"""
|
||||
Loads the specified exchange.
|
||||
Only checks for exchanges exported in freqtrade.exchanges
|
||||
|
|
|
|||
|
|
@ -20,11 +20,11 @@ class HyperOptResolver(IResolver):
|
|||
"""
|
||||
This class contains all the logic to load custom hyperopt class
|
||||
"""
|
||||
__slots__ = ['hyperopt']
|
||||
|
||||
def __init__(self, config: Dict) -> None:
|
||||
@staticmethod
|
||||
def load_hyperopt(config: Dict) -> IHyperOpt:
|
||||
"""
|
||||
Load the custom class from config parameter
|
||||
Load the custom hyperopt class from config parameter
|
||||
:param config: configuration dictionary
|
||||
"""
|
||||
if not config.get('hyperopt'):
|
||||
|
|
@ -33,21 +33,23 @@ class HyperOptResolver(IResolver):
|
|||
|
||||
hyperopt_name = config['hyperopt']
|
||||
|
||||
self.hyperopt = self._load_hyperopt(hyperopt_name, config,
|
||||
extra_dir=config.get('hyperopt_path'))
|
||||
hyperopt = HyperOptResolver._load_hyperopt(hyperopt_name, config,
|
||||
extra_dir=config.get('hyperopt_path'))
|
||||
|
||||
if not hasattr(self.hyperopt, 'populate_indicators'):
|
||||
if not hasattr(hyperopt, 'populate_indicators'):
|
||||
logger.warning("Hyperopt class does not provide populate_indicators() method. "
|
||||
"Using populate_indicators from the strategy.")
|
||||
if not hasattr(self.hyperopt, 'populate_buy_trend'):
|
||||
if not hasattr(hyperopt, 'populate_buy_trend'):
|
||||
logger.warning("Hyperopt class does not provide populate_buy_trend() method. "
|
||||
"Using populate_buy_trend from the strategy.")
|
||||
if not hasattr(self.hyperopt, 'populate_sell_trend'):
|
||||
if not hasattr(hyperopt, 'populate_sell_trend'):
|
||||
logger.warning("Hyperopt class does not provide populate_sell_trend() method. "
|
||||
"Using populate_sell_trend from the strategy.")
|
||||
return hyperopt
|
||||
|
||||
@staticmethod
|
||||
def _load_hyperopt(
|
||||
self, hyperopt_name: str, config: Dict, extra_dir: Optional[str] = None) -> IHyperOpt:
|
||||
hyperopt_name: str, config: Dict, extra_dir: Optional[str] = None) -> IHyperOpt:
|
||||
"""
|
||||
Search and loads the specified hyperopt.
|
||||
:param hyperopt_name: name of the module to import
|
||||
|
|
@ -57,11 +59,12 @@ class HyperOptResolver(IResolver):
|
|||
"""
|
||||
current_path = Path(__file__).parent.parent.joinpath('optimize').resolve()
|
||||
|
||||
abs_paths = self.build_search_paths(config, current_path=current_path,
|
||||
user_subdir=USERPATH_HYPEROPTS, extra_dir=extra_dir)
|
||||
abs_paths = IResolver.build_search_paths(config, current_path=current_path,
|
||||
user_subdir=USERPATH_HYPEROPTS,
|
||||
extra_dir=extra_dir)
|
||||
|
||||
hyperopt = self._load_object(paths=abs_paths, object_type=IHyperOpt,
|
||||
object_name=hyperopt_name, kwargs={'config': config})
|
||||
hyperopt = IResolver._load_object(paths=abs_paths, object_type=IHyperOpt,
|
||||
object_name=hyperopt_name, kwargs={'config': config})
|
||||
if hyperopt:
|
||||
return hyperopt
|
||||
raise OperationalException(
|
||||
|
|
@ -74,9 +77,9 @@ class HyperOptLossResolver(IResolver):
|
|||
"""
|
||||
This class contains all the logic to load custom hyperopt loss class
|
||||
"""
|
||||
__slots__ = ['hyperoptloss']
|
||||
|
||||
def __init__(self, config: Dict) -> None:
|
||||
@staticmethod
|
||||
def load_hyperoptloss(config: Dict) -> IHyperOptLoss:
|
||||
"""
|
||||
Load the custom class from config parameter
|
||||
:param config: configuration dictionary
|
||||
|
|
@ -86,20 +89,21 @@ class HyperOptLossResolver(IResolver):
|
|||
# default hyperopt loss
|
||||
hyperoptloss_name = config.get('hyperopt_loss') or DEFAULT_HYPEROPT_LOSS
|
||||
|
||||
self.hyperoptloss = self._load_hyperoptloss(
|
||||
hyperoptloss = HyperOptLossResolver._load_hyperoptloss(
|
||||
hyperoptloss_name, config, extra_dir=config.get('hyperopt_path'))
|
||||
|
||||
# Assign ticker_interval to be used in hyperopt
|
||||
self.hyperoptloss.__class__.ticker_interval = str(config['ticker_interval'])
|
||||
hyperoptloss.__class__.ticker_interval = str(config['ticker_interval'])
|
||||
|
||||
if not hasattr(self.hyperoptloss, 'hyperopt_loss_function'):
|
||||
if not hasattr(hyperoptloss, 'hyperopt_loss_function'):
|
||||
raise OperationalException(
|
||||
f"Found HyperoptLoss class {hyperoptloss_name} does not "
|
||||
"implement `hyperopt_loss_function`.")
|
||||
return hyperoptloss
|
||||
|
||||
def _load_hyperoptloss(
|
||||
self, hyper_loss_name: str, config: Dict,
|
||||
extra_dir: Optional[str] = None) -> IHyperOptLoss:
|
||||
@staticmethod
|
||||
def _load_hyperoptloss(hyper_loss_name: str, config: Dict,
|
||||
extra_dir: Optional[str] = None) -> IHyperOptLoss:
|
||||
"""
|
||||
Search and loads the specified hyperopt loss class.
|
||||
:param hyper_loss_name: name of the module to import
|
||||
|
|
@ -109,11 +113,12 @@ class HyperOptLossResolver(IResolver):
|
|||
"""
|
||||
current_path = Path(__file__).parent.parent.joinpath('optimize').resolve()
|
||||
|
||||
abs_paths = self.build_search_paths(config, current_path=current_path,
|
||||
user_subdir=USERPATH_HYPEROPTS, extra_dir=extra_dir)
|
||||
abs_paths = IResolver.build_search_paths(config, current_path=current_path,
|
||||
user_subdir=USERPATH_HYPEROPTS,
|
||||
extra_dir=extra_dir)
|
||||
|
||||
hyperoptloss = self._load_object(paths=abs_paths, object_type=IHyperOptLoss,
|
||||
object_name=hyper_loss_name)
|
||||
hyperoptloss = IResolver._load_object(paths=abs_paths, object_type=IHyperOptLoss,
|
||||
object_name=hyper_loss_name)
|
||||
if hyperoptloss:
|
||||
return hyperoptloss
|
||||
|
||||
|
|
|
|||
|
|
@ -17,7 +17,8 @@ class IResolver:
|
|||
This class contains all the logic to load custom classes
|
||||
"""
|
||||
|
||||
def build_search_paths(self, config, current_path: Path, user_subdir: Optional[str] = None,
|
||||
@staticmethod
|
||||
def build_search_paths(config, current_path: Path, user_subdir: Optional[str] = None,
|
||||
extra_dir: Optional[str] = None) -> List[Path]:
|
||||
|
||||
abs_paths: List[Path] = [current_path]
|
||||
|
|
|
|||
|
|
@ -18,23 +18,29 @@ class PairListResolver(IResolver):
|
|||
This class contains all the logic to load custom PairList class
|
||||
"""
|
||||
|
||||
__slots__ = ['pairlist']
|
||||
|
||||
def __init__(self, pairlist_name: str, exchange, pairlistmanager,
|
||||
config: dict, pairlistconfig: dict, pairlist_pos: int) -> None:
|
||||
@staticmethod
|
||||
def load_pairlist(pairlist_name: str, exchange, pairlistmanager,
|
||||
config: dict, pairlistconfig: dict, pairlist_pos: int) -> IPairList:
|
||||
"""
|
||||
Load the custom class from config parameter
|
||||
:param config: configuration dictionary or None
|
||||
Load the pairlist with pairlist_name
|
||||
:param pairlist_name: Classname of the pairlist
|
||||
:param exchange: Initialized exchange class
|
||||
:param pairlistmanager: Initialized pairlist manager
|
||||
:param config: configuration dictionary
|
||||
:param pairlistconfig: Configuration dedicated to this pairlist
|
||||
:param pairlist_pos: Position of the pairlist in the list of pairlists
|
||||
:return: initialized Pairlist class
|
||||
"""
|
||||
self.pairlist = self._load_pairlist(pairlist_name, config,
|
||||
kwargs={'exchange': exchange,
|
||||
'pairlistmanager': pairlistmanager,
|
||||
'config': config,
|
||||
'pairlistconfig': pairlistconfig,
|
||||
'pairlist_pos': pairlist_pos})
|
||||
|
||||
def _load_pairlist(
|
||||
self, pairlist_name: str, config: dict, kwargs: dict) -> IPairList:
|
||||
return PairListResolver._load_pairlist(pairlist_name, config,
|
||||
kwargs={'exchange': exchange,
|
||||
'pairlistmanager': pairlistmanager,
|
||||
'config': config,
|
||||
'pairlistconfig': pairlistconfig,
|
||||
'pairlist_pos': pairlist_pos})
|
||||
|
||||
@staticmethod
|
||||
def _load_pairlist(pairlist_name: str, config: dict, kwargs: dict) -> IPairList:
|
||||
"""
|
||||
Search and loads the specified pairlist.
|
||||
:param pairlist_name: name of the module to import
|
||||
|
|
@ -44,11 +50,11 @@ class PairListResolver(IResolver):
|
|||
"""
|
||||
current_path = Path(__file__).parent.parent.joinpath('pairlist').resolve()
|
||||
|
||||
abs_paths = self.build_search_paths(config, current_path=current_path,
|
||||
user_subdir=None, extra_dir=None)
|
||||
abs_paths = IResolver.build_search_paths(config, current_path=current_path,
|
||||
user_subdir=None, extra_dir=None)
|
||||
|
||||
pairlist = self._load_object(paths=abs_paths, object_type=IPairList,
|
||||
object_name=pairlist_name, kwargs=kwargs)
|
||||
pairlist = IResolver._load_object(paths=abs_paths, object_type=IPairList,
|
||||
object_name=pairlist_name, kwargs=kwargs)
|
||||
if pairlist:
|
||||
return pairlist
|
||||
raise OperationalException(
|
||||
|
|
|
|||
|
|
@ -20,12 +20,11 @@ logger = logging.getLogger(__name__)
|
|||
|
||||
class StrategyResolver(IResolver):
|
||||
"""
|
||||
This class contains all the logic to load custom strategy class
|
||||
This class contains the logic to load custom strategy class
|
||||
"""
|
||||
|
||||
__slots__ = ['strategy']
|
||||
|
||||
def __init__(self, config: Optional[Dict] = None) -> None:
|
||||
@staticmethod
|
||||
def load_strategy(config: Optional[Dict] = None) -> IStrategy:
|
||||
"""
|
||||
Load the custom class from config parameter
|
||||
:param config: configuration dictionary or None
|
||||
|
|
@ -37,9 +36,9 @@ class StrategyResolver(IResolver):
|
|||
"the strategy class to use.")
|
||||
|
||||
strategy_name = config['strategy']
|
||||
self.strategy: IStrategy = self._load_strategy(strategy_name,
|
||||
config=config,
|
||||
extra_dir=config.get('strategy_path'))
|
||||
strategy: IStrategy = StrategyResolver._load_strategy(
|
||||
strategy_name, config=config,
|
||||
extra_dir=config.get('strategy_path'))
|
||||
|
||||
# make sure ask_strategy dict is available
|
||||
if 'ask_strategy' not in config:
|
||||
|
|
@ -61,15 +60,18 @@ class StrategyResolver(IResolver):
|
|||
("stake_currency", None, False),
|
||||
("stake_amount", None, False),
|
||||
("startup_candle_count", None, False),
|
||||
("unfilledtimeout", None, False),
|
||||
("use_sell_signal", True, True),
|
||||
("sell_profit_only", False, True),
|
||||
("ignore_roi_if_buy_signal", False, True),
|
||||
]
|
||||
for attribute, default, ask_strategy in attributes:
|
||||
if ask_strategy:
|
||||
self._override_attribute_helper(config['ask_strategy'], attribute, default)
|
||||
StrategyResolver._override_attribute_helper(strategy, config['ask_strategy'],
|
||||
attribute, default)
|
||||
else:
|
||||
self._override_attribute_helper(config, attribute, default)
|
||||
StrategyResolver._override_attribute_helper(strategy, config,
|
||||
attribute, default)
|
||||
|
||||
# Loop this list again to have output combined
|
||||
for attribute, _, exp in attributes:
|
||||
|
|
@ -79,14 +81,16 @@ class StrategyResolver(IResolver):
|
|||
logger.info("Strategy using %s: %s", attribute, config[attribute])
|
||||
|
||||
# Sort and apply type conversions
|
||||
self.strategy.minimal_roi = OrderedDict(sorted(
|
||||
{int(key): value for (key, value) in self.strategy.minimal_roi.items()}.items(),
|
||||
strategy.minimal_roi = OrderedDict(sorted(
|
||||
{int(key): value for (key, value) in strategy.minimal_roi.items()}.items(),
|
||||
key=lambda t: t[0]))
|
||||
self.strategy.stoploss = float(self.strategy.stoploss)
|
||||
strategy.stoploss = float(strategy.stoploss)
|
||||
|
||||
self._strategy_sanity_validations()
|
||||
StrategyResolver._strategy_sanity_validations(strategy)
|
||||
return strategy
|
||||
|
||||
def _override_attribute_helper(self, config, attribute: str, default):
|
||||
@staticmethod
|
||||
def _override_attribute_helper(strategy, config, attribute: str, default):
|
||||
"""
|
||||
Override attributes in the strategy.
|
||||
Prevalence:
|
||||
|
|
@ -95,30 +99,32 @@ class StrategyResolver(IResolver):
|
|||
- default (if not None)
|
||||
"""
|
||||
if attribute in config:
|
||||
setattr(self.strategy, attribute, config[attribute])
|
||||
setattr(strategy, attribute, config[attribute])
|
||||
logger.info("Override strategy '%s' with value in config file: %s.",
|
||||
attribute, config[attribute])
|
||||
elif hasattr(self.strategy, attribute):
|
||||
val = getattr(self.strategy, attribute)
|
||||
elif hasattr(strategy, attribute):
|
||||
val = getattr(strategy, attribute)
|
||||
# None's cannot exist in the config, so do not copy them
|
||||
if val is not None:
|
||||
config[attribute] = val
|
||||
# Explicitly check for None here as other "falsy" values are possible
|
||||
elif default is not None:
|
||||
setattr(self.strategy, attribute, default)
|
||||
setattr(strategy, attribute, default)
|
||||
config[attribute] = default
|
||||
|
||||
def _strategy_sanity_validations(self):
|
||||
if not all(k in self.strategy.order_types for k in constants.REQUIRED_ORDERTYPES):
|
||||
raise ImportError(f"Impossible to load Strategy '{self.strategy.__class__.__name__}'. "
|
||||
@staticmethod
|
||||
def _strategy_sanity_validations(strategy):
|
||||
if not all(k in strategy.order_types for k in constants.REQUIRED_ORDERTYPES):
|
||||
raise ImportError(f"Impossible to load Strategy '{strategy.__class__.__name__}'. "
|
||||
f"Order-types mapping is incomplete.")
|
||||
|
||||
if not all(k in self.strategy.order_time_in_force for k in constants.REQUIRED_ORDERTIF):
|
||||
raise ImportError(f"Impossible to load Strategy '{self.strategy.__class__.__name__}'. "
|
||||
if not all(k in strategy.order_time_in_force for k in constants.REQUIRED_ORDERTIF):
|
||||
raise ImportError(f"Impossible to load Strategy '{strategy.__class__.__name__}'. "
|
||||
f"Order-time-in-force mapping is incomplete.")
|
||||
|
||||
def _load_strategy(
|
||||
self, strategy_name: str, config: dict, extra_dir: Optional[str] = None) -> IStrategy:
|
||||
@staticmethod
|
||||
def _load_strategy(strategy_name: str,
|
||||
config: dict, extra_dir: Optional[str] = None) -> IStrategy:
|
||||
"""
|
||||
Search and loads the specified strategy.
|
||||
:param strategy_name: name of the module to import
|
||||
|
|
@ -128,9 +134,9 @@ class StrategyResolver(IResolver):
|
|||
"""
|
||||
current_path = Path(__file__).parent.parent.joinpath('strategy').resolve()
|
||||
|
||||
abs_paths = self.build_search_paths(config, current_path=current_path,
|
||||
user_subdir=constants.USERPATH_STRATEGY,
|
||||
extra_dir=extra_dir)
|
||||
abs_paths = IResolver.build_search_paths(config, current_path=current_path,
|
||||
user_subdir=constants.USERPATH_STRATEGY,
|
||||
extra_dir=extra_dir)
|
||||
|
||||
if ":" in strategy_name:
|
||||
logger.info("loading base64 encoded strategy")
|
||||
|
|
@ -148,8 +154,8 @@ class StrategyResolver(IResolver):
|
|||
# register temp path with the bot
|
||||
abs_paths.insert(0, temp.resolve())
|
||||
|
||||
strategy = self._load_object(paths=abs_paths, object_type=IStrategy,
|
||||
object_name=strategy_name, kwargs={'config': config})
|
||||
strategy = IResolver._load_object(paths=abs_paths, object_type=IStrategy,
|
||||
object_name=strategy_name, kwargs={'config': config})
|
||||
if strategy:
|
||||
strategy._populate_fun_len = len(getfullargspec(strategy.populate_indicators).args)
|
||||
strategy._buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args)
|
||||
|
|
|
|||
|
|
@ -168,11 +168,24 @@ class IStrategy(ABC):
|
|||
"""
|
||||
Locks pair until a given timestamp happens.
|
||||
Locked pairs are not analyzed, and are prevented from opening new trades.
|
||||
Locks can only count up (allowing users to lock pairs for a longer period of time).
|
||||
To remove a lock from a pair, use `unlock_pair()`
|
||||
:param pair: Pair to lock
|
||||
:param until: datetime in UTC until the pair should be blocked from opening new trades.
|
||||
Needs to be timezone aware `datetime.now(timezone.utc)`
|
||||
"""
|
||||
self._pair_locked_until[pair] = until
|
||||
if pair not in self._pair_locked_until or self._pair_locked_until[pair] < until:
|
||||
self._pair_locked_until[pair] = until
|
||||
|
||||
def unlock_pair(self, pair) -> None:
|
||||
"""
|
||||
Unlocks a pair previously locked using lock_pair.
|
||||
Not used by freqtrade itself, but intended to be used if users lock pairs
|
||||
manually from within the strategy, to allow an easy way to unlock pairs.
|
||||
:param pair: Unlock pair to allow trading again
|
||||
"""
|
||||
if pair in self._pair_locked_until:
|
||||
del self._pair_locked_until[pair]
|
||||
|
||||
def is_pair_locked(self, pair: str) -> bool:
|
||||
"""
|
||||
|
|
|
|||
|
|
@ -73,9 +73,9 @@
|
|||
"source": [
|
||||
"# Load strategy using values set above\n",
|
||||
"from freqtrade.resolvers import StrategyResolver\n",
|
||||
"strategy = StrategyResolver({'strategy': strategy_name,\n",
|
||||
" 'user_data_dir': user_data_dir,\n",
|
||||
" 'strategy_path': strategy_location}).strategy\n",
|
||||
"strategy = StrategyResolver.load_strategy({'strategy': strategy_name,\n",
|
||||
" 'user_data_dir': user_data_dir,\n",
|
||||
" 'strategy_path': strategy_location})\n",
|
||||
"\n",
|
||||
"# Generate buy/sell signals using strategy\n",
|
||||
"df = strategy.analyze_ticker(candles, {'pair': pair})\n",
|
||||
|
|
|
|||
|
|
@ -198,7 +198,7 @@ def start_download_data(args: Dict[str, Any]) -> None:
|
|||
pairs_not_available: List[str] = []
|
||||
|
||||
# Init exchange
|
||||
exchange = ExchangeResolver(config['exchange']['name'], config).exchange
|
||||
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config)
|
||||
try:
|
||||
|
||||
if config.get('download_trades'):
|
||||
|
|
@ -233,7 +233,7 @@ def start_list_timeframes(args: Dict[str, Any]) -> None:
|
|||
config['ticker_interval'] = None
|
||||
|
||||
# Init exchange
|
||||
exchange = ExchangeResolver(config['exchange']['name'], config, validate=False).exchange
|
||||
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
|
||||
|
||||
if args['print_one_column']:
|
||||
print('\n'.join(exchange.timeframes))
|
||||
|
|
@ -252,7 +252,7 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
|
|||
config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
|
||||
|
||||
# Init exchange
|
||||
exchange = ExchangeResolver(config['exchange']['name'], config, validate=False).exchange
|
||||
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
|
||||
|
||||
# By default only active pairs/markets are to be shown
|
||||
active_only = not args.get('list_pairs_all', False)
|
||||
|
|
@ -333,7 +333,7 @@ def start_test_pairlist(args: Dict[str, Any]) -> None:
|
|||
from freqtrade.pairlist.pairlistmanager import PairListManager
|
||||
config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
|
||||
|
||||
exchange = ExchangeResolver(config['exchange']['name'], config, validate=False).exchange
|
||||
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
|
||||
|
||||
quote_currencies = args.get('quote_currencies')
|
||||
if not quote_currencies:
|
||||
|
|
|
|||
|
|
@ -1,7 +1,7 @@
|
|||
# requirements without requirements installable via conda
|
||||
# mainly used for Raspberry pi installs
|
||||
ccxt==1.20.84
|
||||
SQLAlchemy==1.3.11
|
||||
ccxt==1.21.12
|
||||
SQLAlchemy==1.3.12
|
||||
python-telegram-bot==12.2.0
|
||||
arrow==0.15.4
|
||||
cachetools==4.0.0
|
||||
|
|
|
|||
|
|
@ -7,7 +7,7 @@ coveralls==1.9.2
|
|||
flake8==3.7.9
|
||||
flake8-type-annotations==0.1.0
|
||||
flake8-tidy-imports==3.1.0
|
||||
mypy==0.750
|
||||
mypy==0.761
|
||||
pytest==5.3.2
|
||||
pytest-asyncio==0.10.0
|
||||
pytest-cov==2.8.1
|
||||
|
|
|
|||
|
|
@ -2,7 +2,7 @@
|
|||
-r requirements.txt
|
||||
|
||||
# Required for hyperopt
|
||||
scipy==1.3.3
|
||||
scipy==1.4.1
|
||||
scikit-learn==0.22
|
||||
scikit-optimize==0.5.2
|
||||
filelock==3.0.12
|
||||
|
|
|
|||
|
|
@ -1,5 +1,5 @@
|
|||
# Load common requirements
|
||||
-r requirements-common.txt
|
||||
|
||||
numpy==1.17.4
|
||||
numpy==1.18.0
|
||||
pandas==0.25.3
|
||||
|
|
|
|||
12
setup.py
12
setup.py
|
|
@ -59,7 +59,7 @@ setup(name='freqtrade',
|
|||
license='GPLv3',
|
||||
packages=['freqtrade'],
|
||||
setup_requires=['pytest-runner', 'numpy'],
|
||||
tests_require=['pytest', 'pytest-mock', 'pytest-cov'],
|
||||
tests_require=['pytest', 'pytest-asyncio', 'pytest-cov', 'pytest-mock', ],
|
||||
install_requires=[
|
||||
# from requirements-common.txt
|
||||
'ccxt>=1.18.1080',
|
||||
|
|
@ -99,8 +99,12 @@ setup(name='freqtrade',
|
|||
],
|
||||
},
|
||||
classifiers=[
|
||||
'Programming Language :: Python :: 3.6',
|
||||
'License :: OSI Approved :: GNU General Public License v3 (GPLv3)',
|
||||
'Topic :: Office/Business :: Financial :: Investment',
|
||||
'Environment :: Console',
|
||||
'Intended Audience :: Science/Research',
|
||||
'License :: OSI Approved :: GNU General Public License v3 (GPLv3)',
|
||||
'Programming Language :: Python :: 3.6',
|
||||
'Programming Language :: Python :: 3.7',
|
||||
'Operating System :: MacOS',
|
||||
'Operating System :: Unix',
|
||||
'Topic :: Office/Business :: Financial :: Investment',
|
||||
])
|
||||
|
|
|
|||
|
|
@ -77,7 +77,7 @@ def get_patched_exchange(mocker, config, api_mock=None, id='bittrex',
|
|||
patch_exchange(mocker, api_mock, id, mock_markets)
|
||||
config["exchange"]["name"] = id
|
||||
try:
|
||||
exchange = ExchangeResolver(id, config).exchange
|
||||
exchange = ExchangeResolver.load_exchange(id, config)
|
||||
except ImportError:
|
||||
exchange = Exchange(config)
|
||||
return exchange
|
||||
|
|
|
|||
|
|
@ -124,19 +124,19 @@ def test_exchange_resolver(default_conf, mocker, caplog):
|
|||
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
|
||||
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
|
||||
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
|
||||
exchange = ExchangeResolver('Bittrex', default_conf).exchange
|
||||
exchange = ExchangeResolver.load_exchange('Bittrex', default_conf)
|
||||
assert isinstance(exchange, Exchange)
|
||||
assert log_has_re(r"No .* specific subclass found. Using the generic class instead.", caplog)
|
||||
caplog.clear()
|
||||
|
||||
exchange = ExchangeResolver('kraken', default_conf).exchange
|
||||
exchange = ExchangeResolver.load_exchange('kraken', default_conf)
|
||||
assert isinstance(exchange, Exchange)
|
||||
assert isinstance(exchange, Kraken)
|
||||
assert not isinstance(exchange, Binance)
|
||||
assert not log_has_re(r"No .* specific subclass found. Using the generic class instead.",
|
||||
caplog)
|
||||
|
||||
exchange = ExchangeResolver('binance', default_conf).exchange
|
||||
exchange = ExchangeResolver.load_exchange('binance', default_conf)
|
||||
assert isinstance(exchange, Exchange)
|
||||
assert isinstance(exchange, Binance)
|
||||
assert not isinstance(exchange, Kraken)
|
||||
|
|
@ -145,7 +145,7 @@ def test_exchange_resolver(default_conf, mocker, caplog):
|
|||
caplog)
|
||||
|
||||
# Test mapping
|
||||
exchange = ExchangeResolver('binanceus', default_conf).exchange
|
||||
exchange = ExchangeResolver.load_exchange('binanceus', default_conf)
|
||||
assert isinstance(exchange, Exchange)
|
||||
assert isinstance(exchange, Binance)
|
||||
assert not isinstance(exchange, Kraken)
|
||||
|
|
|
|||
|
|
@ -163,7 +163,7 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
|
|||
MagicMock(return_value=hyperopt(default_conf))
|
||||
)
|
||||
default_conf.update({'hyperopt': 'DefaultHyperOpt'})
|
||||
x = HyperOptResolver(default_conf).hyperopt
|
||||
x = HyperOptResolver.load_hyperopt(default_conf)
|
||||
assert not hasattr(x, 'populate_indicators')
|
||||
assert not hasattr(x, 'populate_buy_trend')
|
||||
assert not hasattr(x, 'populate_sell_trend')
|
||||
|
|
@ -180,7 +180,7 @@ def test_hyperoptresolver_wrongname(mocker, default_conf, caplog) -> None:
|
|||
default_conf.update({'hyperopt': "NonExistingHyperoptClass"})
|
||||
|
||||
with pytest.raises(OperationalException, match=r'Impossible to load Hyperopt.*'):
|
||||
HyperOptResolver(default_conf).hyperopt
|
||||
HyperOptResolver.load_hyperopt(default_conf)
|
||||
|
||||
|
||||
def test_hyperoptresolver_noname(default_conf):
|
||||
|
|
@ -188,7 +188,7 @@ def test_hyperoptresolver_noname(default_conf):
|
|||
with pytest.raises(OperationalException,
|
||||
match="No Hyperopt set. Please use `--hyperopt` to specify "
|
||||
"the Hyperopt class to use."):
|
||||
HyperOptResolver(default_conf)
|
||||
HyperOptResolver.load_hyperopt(default_conf)
|
||||
|
||||
|
||||
def test_hyperoptlossresolver(mocker, default_conf, caplog) -> None:
|
||||
|
|
@ -198,7 +198,7 @@ def test_hyperoptlossresolver(mocker, default_conf, caplog) -> None:
|
|||
'freqtrade.resolvers.hyperopt_resolver.HyperOptLossResolver._load_hyperoptloss',
|
||||
MagicMock(return_value=hl)
|
||||
)
|
||||
x = HyperOptLossResolver(default_conf).hyperoptloss
|
||||
x = HyperOptLossResolver.load_hyperoptloss(default_conf)
|
||||
assert hasattr(x, "hyperopt_loss_function")
|
||||
|
||||
|
||||
|
|
@ -206,7 +206,7 @@ def test_hyperoptlossresolver_wrongname(mocker, default_conf, caplog) -> None:
|
|||
default_conf.update({'hyperopt_loss': "NonExistingLossClass"})
|
||||
|
||||
with pytest.raises(OperationalException, match=r'Impossible to load HyperoptLoss.*'):
|
||||
HyperOptLossResolver(default_conf).hyperopt
|
||||
HyperOptLossResolver.load_hyperoptloss(default_conf)
|
||||
|
||||
|
||||
def test_start_not_installed(mocker, default_conf, caplog, import_fails) -> None:
|
||||
|
|
@ -286,7 +286,7 @@ def test_start_filelock(mocker, default_conf, caplog) -> None:
|
|||
|
||||
|
||||
def test_loss_calculation_prefer_correct_trade_count(default_conf, hyperopt_results) -> None:
|
||||
hl = HyperOptLossResolver(default_conf).hyperoptloss
|
||||
hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
|
||||
correct = hl.hyperopt_loss_function(hyperopt_results, 600)
|
||||
over = hl.hyperopt_loss_function(hyperopt_results, 600 + 100)
|
||||
under = hl.hyperopt_loss_function(hyperopt_results, 600 - 100)
|
||||
|
|
@ -298,7 +298,7 @@ def test_loss_calculation_prefer_shorter_trades(default_conf, hyperopt_results)
|
|||
resultsb = hyperopt_results.copy()
|
||||
resultsb.loc[1, 'trade_duration'] = 20
|
||||
|
||||
hl = HyperOptLossResolver(default_conf).hyperoptloss
|
||||
hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
|
||||
longer = hl.hyperopt_loss_function(hyperopt_results, 100)
|
||||
shorter = hl.hyperopt_loss_function(resultsb, 100)
|
||||
assert shorter < longer
|
||||
|
|
@ -310,7 +310,7 @@ def test_loss_calculation_has_limited_profit(default_conf, hyperopt_results) ->
|
|||
results_under = hyperopt_results.copy()
|
||||
results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
|
||||
|
||||
hl = HyperOptLossResolver(default_conf).hyperoptloss
|
||||
hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
|
||||
correct = hl.hyperopt_loss_function(hyperopt_results, 600)
|
||||
over = hl.hyperopt_loss_function(results_over, 600)
|
||||
under = hl.hyperopt_loss_function(results_under, 600)
|
||||
|
|
@ -325,7 +325,7 @@ def test_sharpe_loss_prefers_higher_profits(default_conf, hyperopt_results) -> N
|
|||
results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
|
||||
|
||||
default_conf.update({'hyperopt_loss': 'SharpeHyperOptLoss'})
|
||||
hl = HyperOptLossResolver(default_conf).hyperoptloss
|
||||
hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
|
||||
correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
|
||||
datetime(2019, 1, 1), datetime(2019, 5, 1))
|
||||
over = hl.hyperopt_loss_function(results_over, len(hyperopt_results),
|
||||
|
|
@ -343,7 +343,7 @@ def test_onlyprofit_loss_prefers_higher_profits(default_conf, hyperopt_results)
|
|||
results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
|
||||
|
||||
default_conf.update({'hyperopt_loss': 'OnlyProfitHyperOptLoss'})
|
||||
hl = HyperOptLossResolver(default_conf).hyperoptloss
|
||||
hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
|
||||
correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
|
||||
datetime(2019, 1, 1), datetime(2019, 5, 1))
|
||||
over = hl.hyperopt_loss_function(results_over, len(hyperopt_results),
|
||||
|
|
|
|||
|
|
@ -53,7 +53,8 @@ def test_load_pairlist_noexist(mocker, markets, default_conf):
|
|||
with pytest.raises(OperationalException,
|
||||
match=r"Impossible to load Pairlist 'NonexistingPairList'. "
|
||||
r"This class does not exist or contains Python code errors."):
|
||||
PairListResolver('NonexistingPairList', bot.exchange, plm, default_conf, {}, 1)
|
||||
PairListResolver.load_pairlist('NonexistingPairList', bot.exchange, plm,
|
||||
default_conf, {}, 1)
|
||||
|
||||
|
||||
def test_refresh_market_pair_not_in_whitelist(mocker, markets, static_pl_conf):
|
||||
|
|
|
|||
|
|
@ -302,6 +302,19 @@ def test_is_pair_locked(default_conf):
|
|||
# ETH/BTC locked for 4 minutes
|
||||
assert strategy.is_pair_locked(pair)
|
||||
|
||||
# Test lock does not change
|
||||
lock = strategy._pair_locked_until[pair]
|
||||
strategy.lock_pair(pair, arrow.utcnow().shift(minutes=2).datetime)
|
||||
assert lock == strategy._pair_locked_until[pair]
|
||||
|
||||
# XRP/BTC should not be locked now
|
||||
pair = 'XRP/BTC'
|
||||
assert not strategy.is_pair_locked(pair)
|
||||
|
||||
# Unlocking a pair that's not locked should not raise an error
|
||||
strategy.unlock_pair(pair)
|
||||
|
||||
# Unlock original pair
|
||||
pair = 'ETH/BTC'
|
||||
strategy.unlock_pair(pair)
|
||||
assert not strategy.is_pair_locked(pair)
|
||||
|
|
|
|||
|
|
@ -39,8 +39,8 @@ def test_load_strategy(default_conf, result):
|
|||
default_conf.update({'strategy': 'SampleStrategy',
|
||||
'strategy_path': str(Path(__file__).parents[2] / 'freqtrade/templates')
|
||||
})
|
||||
resolver = StrategyResolver(default_conf)
|
||||
assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
assert 'rsi' in strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
|
||||
|
||||
|
||||
def test_load_strategy_base64(result, caplog, default_conf):
|
||||
|
|
@ -48,8 +48,8 @@ def test_load_strategy_base64(result, caplog, default_conf):
|
|||
encoded_string = urlsafe_b64encode(file.read()).decode("utf-8")
|
||||
default_conf.update({'strategy': 'SampleStrategy:{}'.format(encoded_string)})
|
||||
|
||||
resolver = StrategyResolver(default_conf)
|
||||
assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
assert 'rsi' in strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
|
||||
# Make sure strategy was loaded from base64 (using temp directory)!!
|
||||
assert log_has_re(r"Using resolved strategy SampleStrategy from '"
|
||||
r".*(/|\\).*(/|\\)SampleStrategy\.py'\.\.\.", caplog)
|
||||
|
|
@ -57,13 +57,13 @@ def test_load_strategy_base64(result, caplog, default_conf):
|
|||
|
||||
def test_load_strategy_invalid_directory(result, caplog, default_conf):
|
||||
default_conf['strategy'] = 'DefaultStrategy'
|
||||
resolver = StrategyResolver(default_conf)
|
||||
extra_dir = Path.cwd() / 'some/path'
|
||||
resolver._load_strategy('DefaultStrategy', config=default_conf, extra_dir=extra_dir)
|
||||
strategy = StrategyResolver._load_strategy('DefaultStrategy', config=default_conf,
|
||||
extra_dir=extra_dir)
|
||||
|
||||
assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog)
|
||||
|
||||
assert 'rsi' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
|
||||
assert 'rsi' in strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
|
||||
|
||||
|
||||
def test_load_not_found_strategy(default_conf):
|
||||
|
|
@ -71,7 +71,7 @@ def test_load_not_found_strategy(default_conf):
|
|||
with pytest.raises(OperationalException,
|
||||
match=r"Impossible to load Strategy 'NotFoundStrategy'. "
|
||||
r"This class does not exist or contains Python code errors."):
|
||||
StrategyResolver(default_conf)
|
||||
StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
|
||||
def test_load_strategy_noname(default_conf):
|
||||
|
|
@ -79,30 +79,30 @@ def test_load_strategy_noname(default_conf):
|
|||
with pytest.raises(OperationalException,
|
||||
match="No strategy set. Please use `--strategy` to specify "
|
||||
"the strategy class to use."):
|
||||
StrategyResolver(default_conf)
|
||||
StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
|
||||
def test_strategy(result, default_conf):
|
||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
||||
|
||||
resolver = StrategyResolver(default_conf)
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
metadata = {'pair': 'ETH/BTC'}
|
||||
assert resolver.strategy.minimal_roi[0] == 0.04
|
||||
assert strategy.minimal_roi[0] == 0.04
|
||||
assert default_conf["minimal_roi"]['0'] == 0.04
|
||||
|
||||
assert resolver.strategy.stoploss == -0.10
|
||||
assert strategy.stoploss == -0.10
|
||||
assert default_conf['stoploss'] == -0.10
|
||||
|
||||
assert resolver.strategy.ticker_interval == '5m'
|
||||
assert strategy.ticker_interval == '5m'
|
||||
assert default_conf['ticker_interval'] == '5m'
|
||||
|
||||
df_indicators = resolver.strategy.advise_indicators(result, metadata=metadata)
|
||||
df_indicators = strategy.advise_indicators(result, metadata=metadata)
|
||||
assert 'adx' in df_indicators
|
||||
|
||||
dataframe = resolver.strategy.advise_buy(df_indicators, metadata=metadata)
|
||||
dataframe = strategy.advise_buy(df_indicators, metadata=metadata)
|
||||
assert 'buy' in dataframe.columns
|
||||
|
||||
dataframe = resolver.strategy.advise_sell(df_indicators, metadata=metadata)
|
||||
dataframe = strategy.advise_sell(df_indicators, metadata=metadata)
|
||||
assert 'sell' in dataframe.columns
|
||||
|
||||
|
||||
|
|
@ -114,9 +114,9 @@ def test_strategy_override_minimal_roi(caplog, default_conf):
|
|||
"0": 0.5
|
||||
}
|
||||
})
|
||||
resolver = StrategyResolver(default_conf)
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
assert resolver.strategy.minimal_roi[0] == 0.5
|
||||
assert strategy.minimal_roi[0] == 0.5
|
||||
assert log_has("Override strategy 'minimal_roi' with value in config file: {'0': 0.5}.", caplog)
|
||||
|
||||
|
||||
|
|
@ -126,9 +126,9 @@ def test_strategy_override_stoploss(caplog, default_conf):
|
|||
'strategy': 'DefaultStrategy',
|
||||
'stoploss': -0.5
|
||||
})
|
||||
resolver = StrategyResolver(default_conf)
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
assert resolver.strategy.stoploss == -0.5
|
||||
assert strategy.stoploss == -0.5
|
||||
assert log_has("Override strategy 'stoploss' with value in config file: -0.5.", caplog)
|
||||
|
||||
|
||||
|
|
@ -138,10 +138,10 @@ def test_strategy_override_trailing_stop(caplog, default_conf):
|
|||
'strategy': 'DefaultStrategy',
|
||||
'trailing_stop': True
|
||||
})
|
||||
resolver = StrategyResolver(default_conf)
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
assert resolver.strategy.trailing_stop
|
||||
assert isinstance(resolver.strategy.trailing_stop, bool)
|
||||
assert strategy.trailing_stop
|
||||
assert isinstance(strategy.trailing_stop, bool)
|
||||
assert log_has("Override strategy 'trailing_stop' with value in config file: True.", caplog)
|
||||
|
||||
|
||||
|
|
@ -153,13 +153,13 @@ def test_strategy_override_trailing_stop_positive(caplog, default_conf):
|
|||
'trailing_stop_positive_offset': -0.2
|
||||
|
||||
})
|
||||
resolver = StrategyResolver(default_conf)
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
assert resolver.strategy.trailing_stop_positive == -0.1
|
||||
assert strategy.trailing_stop_positive == -0.1
|
||||
assert log_has("Override strategy 'trailing_stop_positive' with value in config file: -0.1.",
|
||||
caplog)
|
||||
|
||||
assert resolver.strategy.trailing_stop_positive_offset == -0.2
|
||||
assert strategy.trailing_stop_positive_offset == -0.2
|
||||
assert log_has("Override strategy 'trailing_stop_positive' with value in config file: -0.1.",
|
||||
caplog)
|
||||
|
||||
|
|
@ -172,10 +172,10 @@ def test_strategy_override_ticker_interval(caplog, default_conf):
|
|||
'ticker_interval': 60,
|
||||
'stake_currency': 'ETH'
|
||||
})
|
||||
resolver = StrategyResolver(default_conf)
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
assert resolver.strategy.ticker_interval == 60
|
||||
assert resolver.strategy.stake_currency == 'ETH'
|
||||
assert strategy.ticker_interval == 60
|
||||
assert strategy.stake_currency == 'ETH'
|
||||
assert log_has("Override strategy 'ticker_interval' with value in config file: 60.",
|
||||
caplog)
|
||||
|
||||
|
|
@ -187,9 +187,9 @@ def test_strategy_override_process_only_new_candles(caplog, default_conf):
|
|||
'strategy': 'DefaultStrategy',
|
||||
'process_only_new_candles': True
|
||||
})
|
||||
resolver = StrategyResolver(default_conf)
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
assert resolver.strategy.process_only_new_candles
|
||||
assert strategy.process_only_new_candles
|
||||
assert log_has("Override strategy 'process_only_new_candles' with value in config file: True.",
|
||||
caplog)
|
||||
|
||||
|
|
@ -207,11 +207,11 @@ def test_strategy_override_order_types(caplog, default_conf):
|
|||
'strategy': 'DefaultStrategy',
|
||||
'order_types': order_types
|
||||
})
|
||||
resolver = StrategyResolver(default_conf)
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
assert resolver.strategy.order_types
|
||||
assert strategy.order_types
|
||||
for method in ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']:
|
||||
assert resolver.strategy.order_types[method] == order_types[method]
|
||||
assert strategy.order_types[method] == order_types[method]
|
||||
|
||||
assert log_has("Override strategy 'order_types' with value in config file:"
|
||||
" {'buy': 'market', 'sell': 'limit', 'stoploss': 'limit',"
|
||||
|
|
@ -225,7 +225,7 @@ def test_strategy_override_order_types(caplog, default_conf):
|
|||
with pytest.raises(ImportError,
|
||||
match=r"Impossible to load Strategy 'DefaultStrategy'. "
|
||||
r"Order-types mapping is incomplete."):
|
||||
StrategyResolver(default_conf)
|
||||
StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
|
||||
def test_strategy_override_order_tif(caplog, default_conf):
|
||||
|
|
@ -240,11 +240,11 @@ def test_strategy_override_order_tif(caplog, default_conf):
|
|||
'strategy': 'DefaultStrategy',
|
||||
'order_time_in_force': order_time_in_force
|
||||
})
|
||||
resolver = StrategyResolver(default_conf)
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
assert resolver.strategy.order_time_in_force
|
||||
assert strategy.order_time_in_force
|
||||
for method in ['buy', 'sell']:
|
||||
assert resolver.strategy.order_time_in_force[method] == order_time_in_force[method]
|
||||
assert strategy.order_time_in_force[method] == order_time_in_force[method]
|
||||
|
||||
assert log_has("Override strategy 'order_time_in_force' with value in config file:"
|
||||
" {'buy': 'fok', 'sell': 'gtc'}.", caplog)
|
||||
|
|
@ -257,7 +257,7 @@ def test_strategy_override_order_tif(caplog, default_conf):
|
|||
with pytest.raises(ImportError,
|
||||
match=r"Impossible to load Strategy 'DefaultStrategy'. "
|
||||
r"Order-time-in-force mapping is incomplete."):
|
||||
StrategyResolver(default_conf)
|
||||
StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
|
||||
def test_strategy_override_use_sell_signal(caplog, default_conf):
|
||||
|
|
@ -265,9 +265,9 @@ def test_strategy_override_use_sell_signal(caplog, default_conf):
|
|||
default_conf.update({
|
||||
'strategy': 'DefaultStrategy',
|
||||
})
|
||||
resolver = StrategyResolver(default_conf)
|
||||
assert resolver.strategy.use_sell_signal
|
||||
assert isinstance(resolver.strategy.use_sell_signal, bool)
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
assert strategy.use_sell_signal
|
||||
assert isinstance(strategy.use_sell_signal, bool)
|
||||
# must be inserted to configuration
|
||||
assert 'use_sell_signal' in default_conf['ask_strategy']
|
||||
assert default_conf['ask_strategy']['use_sell_signal']
|
||||
|
|
@ -278,10 +278,10 @@ def test_strategy_override_use_sell_signal(caplog, default_conf):
|
|||
'use_sell_signal': False,
|
||||
},
|
||||
})
|
||||
resolver = StrategyResolver(default_conf)
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
assert not resolver.strategy.use_sell_signal
|
||||
assert isinstance(resolver.strategy.use_sell_signal, bool)
|
||||
assert not strategy.use_sell_signal
|
||||
assert isinstance(strategy.use_sell_signal, bool)
|
||||
assert log_has("Override strategy 'use_sell_signal' with value in config file: False.", caplog)
|
||||
|
||||
|
||||
|
|
@ -290,9 +290,9 @@ def test_strategy_override_use_sell_profit_only(caplog, default_conf):
|
|||
default_conf.update({
|
||||
'strategy': 'DefaultStrategy',
|
||||
})
|
||||
resolver = StrategyResolver(default_conf)
|
||||
assert not resolver.strategy.sell_profit_only
|
||||
assert isinstance(resolver.strategy.sell_profit_only, bool)
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
assert not strategy.sell_profit_only
|
||||
assert isinstance(strategy.sell_profit_only, bool)
|
||||
# must be inserted to configuration
|
||||
assert 'sell_profit_only' in default_conf['ask_strategy']
|
||||
assert not default_conf['ask_strategy']['sell_profit_only']
|
||||
|
|
@ -303,10 +303,10 @@ def test_strategy_override_use_sell_profit_only(caplog, default_conf):
|
|||
'sell_profit_only': True,
|
||||
},
|
||||
})
|
||||
resolver = StrategyResolver(default_conf)
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
assert resolver.strategy.sell_profit_only
|
||||
assert isinstance(resolver.strategy.sell_profit_only, bool)
|
||||
assert strategy.sell_profit_only
|
||||
assert isinstance(strategy.sell_profit_only, bool)
|
||||
assert log_has("Override strategy 'sell_profit_only' with value in config file: True.", caplog)
|
||||
|
||||
|
||||
|
|
@ -315,11 +315,11 @@ def test_deprecate_populate_indicators(result, default_conf):
|
|||
default_location = path.join(path.dirname(path.realpath(__file__)))
|
||||
default_conf.update({'strategy': 'TestStrategyLegacy',
|
||||
'strategy_path': default_location})
|
||||
resolver = StrategyResolver(default_conf)
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
with warnings.catch_warnings(record=True) as w:
|
||||
# Cause all warnings to always be triggered.
|
||||
warnings.simplefilter("always")
|
||||
indicators = resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
|
||||
indicators = strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
|
||||
assert len(w) == 1
|
||||
assert issubclass(w[-1].category, DeprecationWarning)
|
||||
assert "deprecated - check out the Sample strategy to see the current function headers!" \
|
||||
|
|
@ -328,7 +328,7 @@ def test_deprecate_populate_indicators(result, default_conf):
|
|||
with warnings.catch_warnings(record=True) as w:
|
||||
# Cause all warnings to always be triggered.
|
||||
warnings.simplefilter("always")
|
||||
resolver.strategy.advise_buy(indicators, {'pair': 'ETH/BTC'})
|
||||
strategy.advise_buy(indicators, {'pair': 'ETH/BTC'})
|
||||
assert len(w) == 1
|
||||
assert issubclass(w[-1].category, DeprecationWarning)
|
||||
assert "deprecated - check out the Sample strategy to see the current function headers!" \
|
||||
|
|
@ -337,7 +337,7 @@ def test_deprecate_populate_indicators(result, default_conf):
|
|||
with warnings.catch_warnings(record=True) as w:
|
||||
# Cause all warnings to always be triggered.
|
||||
warnings.simplefilter("always")
|
||||
resolver.strategy.advise_sell(indicators, {'pair': 'ETH_BTC'})
|
||||
strategy.advise_sell(indicators, {'pair': 'ETH_BTC'})
|
||||
assert len(w) == 1
|
||||
assert issubclass(w[-1].category, DeprecationWarning)
|
||||
assert "deprecated - check out the Sample strategy to see the current function headers!" \
|
||||
|
|
@ -349,47 +349,47 @@ def test_call_deprecated_function(result, monkeypatch, default_conf):
|
|||
default_location = path.join(path.dirname(path.realpath(__file__)))
|
||||
default_conf.update({'strategy': 'TestStrategyLegacy',
|
||||
'strategy_path': default_location})
|
||||
resolver = StrategyResolver(default_conf)
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
metadata = {'pair': 'ETH/BTC'}
|
||||
|
||||
# Make sure we are using a legacy function
|
||||
assert resolver.strategy._populate_fun_len == 2
|
||||
assert resolver.strategy._buy_fun_len == 2
|
||||
assert resolver.strategy._sell_fun_len == 2
|
||||
assert resolver.strategy.INTERFACE_VERSION == 1
|
||||
assert strategy._populate_fun_len == 2
|
||||
assert strategy._buy_fun_len == 2
|
||||
assert strategy._sell_fun_len == 2
|
||||
assert strategy.INTERFACE_VERSION == 1
|
||||
|
||||
indicator_df = resolver.strategy.advise_indicators(result, metadata=metadata)
|
||||
indicator_df = strategy.advise_indicators(result, metadata=metadata)
|
||||
assert isinstance(indicator_df, DataFrame)
|
||||
assert 'adx' in indicator_df.columns
|
||||
|
||||
buydf = resolver.strategy.advise_buy(result, metadata=metadata)
|
||||
buydf = strategy.advise_buy(result, metadata=metadata)
|
||||
assert isinstance(buydf, DataFrame)
|
||||
assert 'buy' in buydf.columns
|
||||
|
||||
selldf = resolver.strategy.advise_sell(result, metadata=metadata)
|
||||
selldf = strategy.advise_sell(result, metadata=metadata)
|
||||
assert isinstance(selldf, DataFrame)
|
||||
assert 'sell' in selldf
|
||||
|
||||
|
||||
def test_strategy_interface_versioning(result, monkeypatch, default_conf):
|
||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
||||
resolver = StrategyResolver(default_conf)
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
metadata = {'pair': 'ETH/BTC'}
|
||||
|
||||
# Make sure we are using a legacy function
|
||||
assert resolver.strategy._populate_fun_len == 3
|
||||
assert resolver.strategy._buy_fun_len == 3
|
||||
assert resolver.strategy._sell_fun_len == 3
|
||||
assert resolver.strategy.INTERFACE_VERSION == 2
|
||||
assert strategy._populate_fun_len == 3
|
||||
assert strategy._buy_fun_len == 3
|
||||
assert strategy._sell_fun_len == 3
|
||||
assert strategy.INTERFACE_VERSION == 2
|
||||
|
||||
indicator_df = resolver.strategy.advise_indicators(result, metadata=metadata)
|
||||
indicator_df = strategy.advise_indicators(result, metadata=metadata)
|
||||
assert isinstance(indicator_df, DataFrame)
|
||||
assert 'adx' in indicator_df.columns
|
||||
|
||||
buydf = resolver.strategy.advise_buy(result, metadata=metadata)
|
||||
buydf = strategy.advise_buy(result, metadata=metadata)
|
||||
assert isinstance(buydf, DataFrame)
|
||||
assert 'buy' in buydf.columns
|
||||
|
||||
selldf = resolver.strategy.advise_sell(result, metadata=metadata)
|
||||
selldf = strategy.advise_sell(result, metadata=metadata)
|
||||
assert isinstance(selldf, DataFrame)
|
||||
assert 'sell' in selldf
|
||||
|
|
|
|||
|
|
@ -100,7 +100,7 @@ def test_init_dryrun_db(default_conf, mocker):
|
|||
|
||||
init(default_conf['db_url'], default_conf['dry_run'])
|
||||
assert create_engine_mock.call_count == 1
|
||||
assert create_engine_mock.mock_calls[0][1][0] == 'sqlite://'
|
||||
assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tradesv3.dryrun.sqlite'
|
||||
|
||||
|
||||
@pytest.mark.usefixtures("init_persistence")
|
||||
|
|
|
|||
Loading…
Reference in New Issue
Block a user