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Merge branch 'freqtrade:develop' into develop

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hippocritical 2023-05-17 22:14:51 +02:00 committed by GitHub
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19 changed files with 61 additions and 53 deletions
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4
.pre-commit-config.yaml
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@ -17,8 +17,8 @@ repos:
- types-filelock==3.2.7
- types-requests==2.30.0.0
- types-tabulate==0.9.0.2
- types-python-dateutil==2.8.19.12
- SQLAlchemy==2.0.12
- types-python-dateutil==2.8.19.13
- SQLAlchemy==2.0.13
# stages: [push]
- repo: https://github.com/pycqa/isort

4
docs/requirements-docs.txt
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@ -1,6 +1,6 @@
markdown==3.3.7
mkdocs==1.4.3
mkdocs-material==9.1.10
mkdocs-material==9.1.12
mdx_truly_sane_lists==1.3
pymdown-extensions==9.11
pymdown-extensions==10.0.1
jinja2==3.1.2

6
freqtrade/freqtradebot.py
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@ -1018,7 +1018,7 @@ class FreqtradeBot(LoggingMixin):
'base_currency': self.exchange.get_pair_base_currency(trade.pair),
'fiat_currency': self.config.get('fiat_display_currency', None),
'amount': order.safe_amount_after_fee if fill else (order.amount or trade.amount),
'open_date': trade.open_date or datetime.utcnow(),
'open_date': trade.open_date_utc or datetime.now(timezone.utc),
'current_rate': current_rate,
'sub_trade': sub_trade,
}
@ -1741,8 +1741,8 @@ class FreqtradeBot(LoggingMixin):
'enter_tag': trade.enter_tag,
'sell_reason': trade.exit_reason, # Deprecated
'exit_reason': trade.exit_reason,
'open_date': trade.open_date,
'close_date': trade.close_date or datetime.utcnow(),
'open_date': trade.open_date_utc,
'close_date': trade.close_date_utc or datetime.now(timezone.utc),
'stake_amount': trade.stake_amount,
'stake_currency': self.config['stake_currency'],
'base_currency': self.exchange.get_pair_base_currency(trade.pair),

2
freqtrade/persistence/trade_model.py
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@ -425,7 +425,7 @@ class LocalTrade():
@property
def close_date_utc(self):
return self.close_date.replace(tzinfo=timezone.utc)
return self.close_date.replace(tzinfo=timezone.utc) if self.close_date else None
@property
def entry_side(self) -> str:

2
freqtrade/rpc/api_server/api_schemas.py
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@ -100,8 +100,10 @@ class Profit(BaseModel):
trade_count: int
closed_trade_count: int
first_trade_date: str
first_trade_humanized: str
first_trade_timestamp: int
latest_trade_date: str
latest_trade_humanized: str
latest_trade_timestamp: int
avg_duration: str
best_pair: str

5
freqtrade/rpc/api_server/api_v1.py
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@ -45,7 +45,8 @@ logger = logging.getLogger(__name__)
# 2.25: Add several profit values to /status endpoint
# 2.26: increase /balance output
# 2.27: Add /trades/<id>/reload endpoint
API_VERSION = 2.27
# 2.28: Switch reload endpoint to Post
API_VERSION = 2.28
# Public API, requires no auth.
router_public = APIRouter()
@ -133,7 +134,7 @@ def trade_cancel_open_order(tradeid: int, rpc: RPC = Depends(get_rpc)):
return rpc._rpc_trade_status([tradeid])[0]
@router.get('/trades/{tradeid}/reload', response_model=OpenTradeSchema, tags=['trading'])
@router.post('/trades/{tradeid}/reload', response_model=OpenTradeSchema, tags=['trading'])
def trade_reload(tradeid: int, rpc: RPC = Depends(get_rpc)):
rpc._rpc_reload_trade_from_exchange(tradeid)
return rpc._rpc_trade_status([tradeid])[0]

10
freqtrade/rpc/rpc.py
View File

@ -540,8 +540,8 @@ class RPC:
fiat_display_currency
) if self._fiat_converter else 0
first_date = trades[0].open_date if trades else None
last_date = trades[-1].open_date if trades else None
first_date = trades[0].open_date_utc if trades else None
last_date = trades[-1].open_date_utc if trades else None
num = float(len(durations) or 1)
bot_start = KeyValueStore.get_datetime_value(KeyStoreKeys.BOT_START_TIME)
return {
@ -563,9 +563,11 @@ class RPC:
'profit_all_fiat': profit_all_fiat,
'trade_count': len(trades),
'closed_trade_count': len([t for t in trades if not t.is_open]),
'first_trade_date': arrow.get(first_date).humanize() if first_date else '',
'first_trade_date': first_date.strftime(DATETIME_PRINT_FORMAT) if first_date else '',
'first_trade_humanized': arrow.get(first_date).humanize() if first_date else '',
'first_trade_timestamp': int(first_date.timestamp() * 1000) if first_date else 0,
'latest_trade_date': arrow.get(last_date).humanize() if last_date else '',
'latest_trade_date': last_date.strftime(DATETIME_PRINT_FORMAT) if last_date else '',
'latest_trade_humanized': arrow.get(last_date).humanize() if last_date else '',
'latest_trade_timestamp': int(last_date.timestamp() * 1000) if last_date else 0,
'avg_duration': str(timedelta(seconds=sum(durations) / num)).split('.')[0],
'best_pair': best_pair[0] if best_pair else '',

4
freqtrade/rpc/telegram.py
View File

@ -853,8 +853,8 @@ class Telegram(RPCHandler):
profit_all_percent = stats['profit_all_percent']
profit_all_fiat = stats['profit_all_fiat']
trade_count = stats['trade_count']
first_trade_date = stats['first_trade_date']
latest_trade_date = stats['latest_trade_date']
first_trade_date = f"{stats['first_trade_humanized']} ({stats['first_trade_date']})"
latest_trade_date = f"{stats['latest_trade_humanized']} ({stats['latest_trade_date']})"
avg_duration = stats['avg_duration']
best_pair = stats['best_pair']
best_pair_profit_ratio = stats['best_pair_profit_ratio']

6
requirements-dev.txt
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@ -7,8 +7,8 @@
-r docs/requirements-docs.txt
coveralls==3.3.1
ruff==0.0.265
mypy==1.2.0
ruff==0.0.267
mypy==1.3.0
pre-commit==3.3.1
pytest==7.3.1
pytest-asyncio==0.21.0
@ -27,4 +27,4 @@ types-cachetools==5.3.0.5
types-filelock==3.2.7
types-requests==2.30.0.0
types-tabulate==0.9.0.2
types-python-dateutil==2.8.19.12
types-python-dateutil==2.8.19.13

2
requirements-freqai-rl.txt
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@ -2,7 +2,7 @@
-r requirements-freqai.txt
# Required for freqai-rl
torch==2.0.0
torch==2.0.1
#until these branches will be released we can use this
gymnasium==0.28.1
stable_baselines3==2.0.0a5

9
requirements.txt
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@ -2,10 +2,11 @@ numpy==1.24.3
pandas==2.0.1
pandas-ta==0.3.14b
ccxt==3.0.97
cryptography==40.0.2
ccxt==3.0.103
cryptography==40.0.2; platform_machine != 'armv7l'
cryptography==40.0.1; platform_machine == 'armv7l'
aiohttp==3.8.4
SQLAlchemy==2.0.12
SQLAlchemy==2.0.13
python-telegram-bot==20.3
# can't be hard-pinned due to telegram-bot pinning httpx with ~
httpx>=0.23.3
@ -40,7 +41,7 @@ sdnotify==0.3.2
fastapi==0.95.1
pydantic==1.10.7
uvicorn==0.22.0
pyjwt==2.6.0
pyjwt==2.7.0
aiofiles==23.1.0
psutil==5.9.5

4
tests/persistence/test_persistence.py
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@ -239,7 +239,7 @@ def test_interest(fee, exchange, is_short, lev, minutes, rate, interest,
stake_amount=20.0,
amount=30.0,
open_rate=2.0,
open_date=datetime.utcnow() - timedelta(minutes=minutes),
open_date=datetime.now(timezone.utc) - timedelta(minutes=minutes),
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange=exchange,
@ -2063,7 +2063,7 @@ def test_trade_truncates_string_fields():
stake_amount=20.0,
amount=30.0,
open_rate=2.0,
open_date=datetime.utcnow() - timedelta(minutes=20),
open_date=datetime.now(timezone.utc) - timedelta(minutes=20),
fee_open=0.001,
fee_close=0.001,
exchange='binance',

10
tests/plugins/test_protections.py
View File

@ -1,5 +1,5 @@
import random
from datetime import datetime, timedelta
from datetime import datetime, timedelta, timezone
import pytest
@ -24,8 +24,8 @@ def generate_mock_trade(pair: str, fee: float, is_open: bool,
stake_amount=0.01,
fee_open=fee,
fee_close=fee,
open_date=datetime.utcnow() - timedelta(minutes=min_ago_open or 200),
close_date=datetime.utcnow() - timedelta(minutes=min_ago_close or 30),
open_date=datetime.now(timezone.utc) - timedelta(minutes=min_ago_open or 200),
close_date=datetime.now(timezone.utc) - timedelta(minutes=min_ago_close or 30),
open_rate=open_rate,
is_open=is_open,
amount=0.01 / open_rate,
@ -87,9 +87,9 @@ def test_protectionmanager(mocker, default_conf):
for handler in freqtrade.protections._protection_handlers:
assert handler.name in constants.AVAILABLE_PROTECTIONS
if not handler.has_global_stop:
assert handler.global_stop(datetime.utcnow(), '*') is None
assert handler.global_stop(datetime.now(timezone.utc), '*') is None
if not handler.has_local_stop:
assert handler.stop_per_pair('XRP/BTC', datetime.utcnow(), '*') is None
assert handler.stop_per_pair('XRP/BTC', datetime.now(timezone.utc), '*') is None
@pytest.mark.parametrize('timeframe,expected,protconf', [

13
tests/rpc/test_rpc.py
View File

@ -261,8 +261,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
assert isnan(fiat_profit_sum)
def test__rpc_timeunit_profit(default_conf_usdt, ticker, fee,
limit_buy_order, limit_sell_order, markets, mocker) -> None:
def test__rpc_timeunit_profit(default_conf_usdt, ticker, fee, markets, mocker) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
EXMS,
@ -295,7 +294,7 @@ def test__rpc_timeunit_profit(default_conf_usdt, ticker, fee,
assert day['starting_balance'] in (pytest.approx(1062.37), pytest.approx(1066.46))
assert day['fiat_value'] in (0.0, )
# ensure first day is current date
assert str(days['data'][0]['date']) == str(datetime.utcnow().date())
assert str(days['data'][0]['date']) == str(datetime.now(timezone.utc).date())
# Try invalid data
with pytest.raises(RPCException, match=r'.*must be an integer greater than 0*'):
@ -415,8 +414,8 @@ def test_rpc_trade_statistics(default_conf_usdt, ticker, fee, mocker) -> None:
assert pytest.approx(stats['profit_all_percent_mean']) == -57.86
assert pytest.approx(stats['profit_all_fiat']) == -85.205614098
assert stats['trade_count'] == 7
assert stats['first_trade_date'] == '2 days ago'
assert stats['latest_trade_date'] == '17 minutes ago'
assert stats['first_trade_humanized'] == '2 days ago'
assert stats['latest_trade_humanized'] == '17 minutes ago'
assert stats['avg_duration'] in ('0:17:40')
assert stats['best_pair'] == 'XRP/USDT'
assert stats['best_rate'] == 10.0
@ -426,8 +425,8 @@ def test_rpc_trade_statistics(default_conf_usdt, ticker, fee, mocker) -> None:
MagicMock(side_effect=ExchangeError("Pair 'XRP/USDT' not available")))
stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
assert stats['trade_count'] == 7
assert stats['first_trade_date'] == '2 days ago'
assert stats['latest_trade_date'] == '17 minutes ago'
assert stats['first_trade_humanized'] == '2 days ago'
assert stats['latest_trade_humanized'] == '17 minutes ago'
assert stats['avg_duration'] in ('0:17:40')
assert stats['best_pair'] == 'XRP/USDT'
assert stats['best_rate'] == 10.0

12
tests/rpc/test_rpc_apiserver.py
View File

@ -601,7 +601,7 @@ def test_api_daily(botclient, mocker, ticker, fee, markets):
assert len(rc.json()['data']) == 7
assert rc.json()['stake_currency'] == 'BTC'
assert rc.json()['fiat_display_currency'] == 'USD'
assert rc.json()['data'][0]['date'] == str(datetime.utcnow().date())
assert rc.json()['data'][0]['date'] == str(datetime.now(timezone.utc).date())
@pytest.mark.parametrize('is_short', [True, False])
@ -755,7 +755,7 @@ def test_api_trade_reload_trade(botclient, mocker, fee, markets, ticker, is_shor
cancel_stoploss_order=stoploss_mock,
)
rc = client_get(client, f"{BASE_URI}/trades/10/reload")
rc = client_post(client, f"{BASE_URI}/trades/10/reload")
assert_response(rc, 502)
assert 'Could not find trade with id 10.' in rc.json()['error']
assert ftbot.handle_onexchange_order.call_count == 0
@ -763,7 +763,7 @@ def test_api_trade_reload_trade(botclient, mocker, fee, markets, ticker, is_shor
create_mock_trades(fee, is_short=is_short)
Trade.commit()
rc = client_get(client, f"{BASE_URI}/trades/5/reload")
rc = client_post(client, f"{BASE_URI}/trades/5/reload")
assert ftbot.handle_onexchange_order.call_count == 1
@ -888,8 +888,10 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, is_short, expected)
'best_pair_profit_ratio': expected['best_pair_profit_ratio'],
'best_rate': expected['best_rate'],
'first_trade_date': ANY,
'first_trade_humanized': ANY,
'first_trade_timestamp': ANY,
'latest_trade_date': '5 minutes ago',
'latest_trade_date': ANY,
'latest_trade_humanized': '5 minutes ago',
'latest_trade_timestamp': ANY,
'profit_all_coin': pytest.approx(expected['profit_all_coin']),
'profit_all_fiat': pytest.approx(expected['profit_all_fiat']),
@ -1224,7 +1226,7 @@ def test_api_force_entry(botclient, mocker, fee, endpoint):
stake_amount=1,
open_rate=0.245441,
open_order_id="123456",
open_date=datetime.utcnow(),
open_date=datetime.now(timezone.utc),
is_open=False,
is_short=False,
fee_close=fee.return_value,

15
tests/rpc/test_rpc_telegram.py
View File

@ -52,7 +52,7 @@ def default_conf(default_conf) -> dict:
@pytest.fixture
def update():
message = Message(0, datetime.utcnow(), Chat(0, 0))
message = Message(0, datetime.now(timezone.utc), Chat(0, 0))
_update = Update(0, message=message)
return _update
@ -213,7 +213,7 @@ async def test_authorized_only_unauthorized(default_conf, mocker, caplog) -> Non
patch_exchange(mocker)
caplog.set_level(logging.DEBUG)
chat = Chat(0xdeadbeef, 0)
message = Message(randint(1, 100), datetime.utcnow(), chat)
message = Message(randint(1, 100), datetime.now(timezone.utc), chat)
update = Update(randint(1, 100), message=message)
default_conf['telegram']['enabled'] = False
@ -520,7 +520,7 @@ async def test_daily_handle(default_conf_usdt, update, ticker, fee, mocker, time
assert msg_mock.call_count == 1
assert "Daily Profit over the last 2 days</b>:" in msg_mock.call_args_list[0][0][0]
assert 'Day ' in msg_mock.call_args_list[0][0][0]
assert str(datetime.utcnow().date()) in msg_mock.call_args_list[0][0][0]
assert str(datetime.now(timezone.utc).date()) in msg_mock.call_args_list[0][0][0]
assert ' 6.83 USDT' in msg_mock.call_args_list[0][0][0]
assert ' 7.51 USD' in msg_mock.call_args_list[0][0][0]
assert '(2)' in msg_mock.call_args_list[0][0][0]
@ -533,8 +533,9 @@ async def test_daily_handle(default_conf_usdt, update, ticker, fee, mocker, time
await telegram._daily(update=update, context=context)
assert msg_mock.call_count == 1
assert "Daily Profit over the last 7 days</b>:" in msg_mock.call_args_list[0][0][0]
assert str(datetime.utcnow().date()) in msg_mock.call_args_list[0][0][0]
assert str((datetime.utcnow() - timedelta(days=5)).date()) in msg_mock.call_args_list[0][0][0]
assert str(datetime.now(timezone.utc).date()) in msg_mock.call_args_list[0][0][0]
assert str((datetime.now(timezone.utc) - timedelta(days=5)).date()
) in msg_mock.call_args_list[0][0][0]
assert ' 6.83 USDT' in msg_mock.call_args_list[0][0][0]
assert ' 7.51 USD' in msg_mock.call_args_list[0][0][0]
assert '(2)' in msg_mock.call_args_list[0][0][0]
@ -608,7 +609,7 @@ async def test_weekly_handle(default_conf_usdt, update, ticker, fee, mocker, tim
assert "Weekly Profit over the last 2 weeks (starting from Monday)</b>:" \
in msg_mock.call_args_list[0][0][0]
assert 'Monday ' in msg_mock.call_args_list[0][0][0]
today = datetime.utcnow().date()
today = datetime.now(timezone.utc).date()
first_iso_day_of_current_week = today - timedelta(days=today.weekday())
assert str(first_iso_day_of_current_week) in msg_mock.call_args_list[0][0][0]
assert ' 2.74 USDT' in msg_mock.call_args_list[0][0][0]
@ -677,7 +678,7 @@ async def test_monthly_handle(default_conf_usdt, update, ticker, fee, mocker, ti
assert msg_mock.call_count == 1
assert 'Monthly Profit over the last 2 months</b>:' in msg_mock.call_args_list[0][0][0]
assert 'Month ' in msg_mock.call_args_list[0][0][0]
today = datetime.utcnow().date()
today = datetime.now(timezone.utc).date()
current_month = f"{today.year}-{today.month:02} "
assert current_month in msg_mock.call_args_list[0][0][0]
assert ' 2.74 USDT' in msg_mock.call_args_list[0][0][0]

6
tests/strategy/test_default_strategy.py
View File

@ -1,4 +1,4 @@
from datetime import datetime
from datetime import datetime, timezone
import pytest
from pandas import DataFrame
@ -43,12 +43,12 @@ def test_strategy_test_v3(dataframe_1m, fee, is_short, side):
assert strategy.confirm_trade_entry(pair='ETH/BTC', order_type='limit', amount=0.1,
rate=20000, time_in_force='gtc',
current_time=datetime.utcnow(),
current_time=datetime.now(timezone.utc),
side=side, entry_tag=None) is True
assert strategy.confirm_trade_exit(pair='ETH/BTC', trade=trade, order_type='limit', amount=0.1,
rate=20000, time_in_force='gtc', exit_reason='roi',
sell_reason='roi',
current_time=datetime.utcnow(),
current_time=datetime.now(timezone.utc),
side=side) is True
assert strategy.custom_stoploss(pair='ETH/BTC', trade=trade, current_time=datetime.now(),

0
tests/exchange/test_ccxt_precise.py → tests/utils/test_ccxt_precise.py
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0
tests/test_periodiccache.py → tests/utils/test_periodiccache.py
View File