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Merge pull request #2044 from freqtrade/pyup/scheduled-update-2019-07-22

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Scheduled weekly dependency update for week 29
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Matthias 2019-07-29 19:37:28 +02:00 committed by GitHub
commit 8066aba6fe
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9 changed files with 57 additions and 58 deletions
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1
freqtrade/data/btanalysis.py
View File

@ -67,7 +67,6 @@ def evaluate_result_multi(results: pd.DataFrame, freq: str, max_open_trades: int
dates = pd.Series(pd.concat(dates).values, name='date')
df2 = pd.DataFrame(np.repeat(results.values, deltas, axis=0), columns=results.columns)
df2 = df2.astype(dtype={"open_time": "datetime64", "close_time": "datetime64"})
df2 = pd.concat([dates, df2], axis=1)
df2 = df2.set_index('date')
df_final = df2.resample(freq)[['pair']].count()

36
freqtrade/plot/plotting.py
View File

@ -15,9 +15,9 @@ logger = logging.getLogger(__name__)
try:
from plotly import tools
from plotly.subplots import make_subplots
from plotly.offline import plot
import plotly.graph_objs as go
import plotly.graph_objects as go
except ImportError:
logger.exception("Module plotly not found \n Please install using `pip install plotly`")
exit(1)
@ -62,7 +62,7 @@ def init_plotscript(config):
}
def add_indicators(fig, row, indicators: List[str], data: pd.DataFrame) -> tools.make_subplots:
def add_indicators(fig, row, indicators: List[str], data: pd.DataFrame) -> make_subplots:
"""
Generator all the indicator selected by the user for a specific row
:param fig: Plot figure to append to
@ -79,7 +79,7 @@ def add_indicators(fig, row, indicators: List[str], data: pd.DataFrame) -> tools
mode='lines',
name=indicator
)
fig.append_trace(scattergl, row, 1)
fig.add_trace(scattergl, row, 1)
else:
logger.info(
'Indicator "%s" ignored. Reason: This indicator is not found '
@ -90,7 +90,7 @@ def add_indicators(fig, row, indicators: List[str], data: pd.DataFrame) -> tools
return fig
def add_profit(fig, row, data: pd.DataFrame, column: str, name: str) -> tools.make_subplots:
def add_profit(fig, row, data: pd.DataFrame, column: str, name: str) -> make_subplots:
"""
Add profit-plot
:param fig: Plot figure to append to
@ -105,12 +105,12 @@ def add_profit(fig, row, data: pd.DataFrame, column: str, name: str) -> tools.ma
y=data[column],
name=name,
)
fig.append_trace(profit, row, 1)
fig.add_trace(profit, row, 1)
return fig
def plot_trades(fig, trades: pd.DataFrame) -> tools.make_subplots:
def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
"""
Add trades to "fig"
"""
@ -145,8 +145,8 @@ def plot_trades(fig, trades: pd.DataFrame) -> tools.make_subplots:
color='red'
)
)
fig.append_trace(trade_buys, 1, 1)
fig.append_trace(trade_sells, 1, 1)
fig.add_trace(trade_buys, 1, 1)
fig.add_trace(trade_sells, 1, 1)
else:
logger.warning("No trades found.")
return fig
@ -167,7 +167,7 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
"""
# Define the graph
fig = tools.make_subplots(
fig = make_subplots(
rows=3,
cols=1,
shared_xaxes=True,
@ -189,7 +189,7 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
close=data.close,
name='Price'
)
fig.append_trace(candles, 1, 1)
fig.add_trace(candles, 1, 1)
if 'buy' in data.columns:
df_buy = data[data['buy'] == 1]
@ -206,7 +206,7 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
color='green',
)
)
fig.append_trace(buys, 1, 1)
fig.add_trace(buys, 1, 1)
else:
logger.warning("No buy-signals found.")
@ -225,7 +225,7 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
color='red',
)
)
fig.append_trace(sells, 1, 1)
fig.add_trace(sells, 1, 1)
else:
logger.warning("No sell-signals found.")
@ -244,8 +244,8 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
fillcolor="rgba(0,176,246,0.2)",
line={'color': 'rgba(255,255,255,0)'},
)
fig.append_trace(bb_lower, 1, 1)
fig.append_trace(bb_upper, 1, 1)
fig.add_trace(bb_lower, 1, 1)
fig.add_trace(bb_upper, 1, 1)
# Add indicators to main plot
fig = add_indicators(fig=fig, row=1, indicators=indicators1, data=data)
@ -258,7 +258,7 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
y=data['volume'],
name='Volume'
)
fig.append_trace(volume, 2, 1)
fig.add_trace(volume, 2, 1)
# Add indicators to seperate row
fig = add_indicators(fig=fig, row=3, indicators=indicators2, data=data)
@ -281,10 +281,10 @@ def generate_profit_graph(pairs: str, tickers: Dict[str, pd.DataFrame],
name='Avg close price',
)
fig = tools.make_subplots(rows=3, cols=1, shared_xaxes=True, row_width=[1, 1, 1])
fig = make_subplots(rows=3, cols=1, shared_xaxes=True, row_width=[1, 1, 1])
fig['layout'].update(title="Profit plot")
fig.append_trace(avgclose, 1, 1)
fig.add_trace(avgclose, 1, 1)
fig = add_profit(fig, 2, df_comb, 'cum_profit', 'Profit')
for pair in pairs:

2
freqtrade/resolvers/iresolver.py
View File

@ -84,6 +84,6 @@ class IResolver(object):
f"from '{module_path}'...")
return module
except FileNotFoundError:
logger.warning('Path "%s" does not exist.', _path.relative_to(Path.cwd()))
logger.warning('Path "%s" does not exist.', _path.resolve())
return None

54
freqtrade/tests/exchange/test_exchange.py
View File

@ -33,13 +33,13 @@ def get_mock_coro(return_value):
def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
fun, mock_ccxt_fun, **kwargs):
with pytest.raises(TemporaryError):
api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError)
api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeaDBeef"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
getattr(exchange, fun)(**kwargs)
assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1
with pytest.raises(OperationalException):
api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError)
api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
getattr(exchange, fun)(**kwargs)
assert api_mock.__dict__[mock_ccxt_fun].call_count == 1
@ -47,13 +47,13 @@ def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fun, **kwargs):
with pytest.raises(TemporaryError):
api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError)
api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeadBeef"))
exchange = get_patched_exchange(mocker, default_conf, api_mock)
await getattr(exchange, fun)(**kwargs)
assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1
with pytest.raises(OperationalException):
api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError)
api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
exchange = get_patched_exchange(mocker, default_conf, api_mock)
await getattr(exchange, fun)(**kwargs)
assert api_mock.__dict__[mock_ccxt_fun].call_count == 1
@ -256,13 +256,13 @@ def test__load_async_markets(default_conf, mocker, caplog):
def test__load_markets(default_conf, mocker, caplog):
caplog.set_level(logging.INFO)
api_mock = MagicMock()
api_mock.load_markets = MagicMock(side_effect=ccxt.BaseError())
api_mock.load_markets = MagicMock(side_effect=ccxt.BaseError("SomeError"))
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
Exchange(default_conf)
assert log_has('Unable to initialize markets. Reason: ', caplog.record_tuples)
assert log_has('Unable to initialize markets. Reason: SomeError', caplog.record_tuples)
expected_return = {'ETH/BTC': 'available'}
api_mock = MagicMock()
@ -305,7 +305,7 @@ def test__reload_markets_exception(default_conf, mocker, caplog):
caplog.set_level(logging.DEBUG)
api_mock = MagicMock()
api_mock.load_markets = MagicMock(side_effect=ccxt.NetworkError)
api_mock.load_markets = MagicMock(side_effect=ccxt.NetworkError("LoadError"))
default_conf['exchange']['markets_refresh_interval'] = 10
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
@ -634,25 +634,25 @@ def test_buy_prod(default_conf, mocker, exchange_name):
# test exception handling
with pytest.raises(DependencyException):
api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds)
api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("Not enough funds"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.buy(pair='ETH/BTC', ordertype=order_type,
amount=1, rate=200, time_in_force=time_in_force)
with pytest.raises(DependencyException):
api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder)
api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.buy(pair='ETH/BTC', ordertype=order_type,
amount=1, rate=200, time_in_force=time_in_force)
with pytest.raises(TemporaryError):
api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError)
api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("Network disconnect"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.buy(pair='ETH/BTC', ordertype=order_type,
amount=1, rate=200, time_in_force=time_in_force)
with pytest.raises(OperationalException):
api_mock.create_order = MagicMock(side_effect=ccxt.BaseError)
api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.buy(pair='ETH/BTC', ordertype=order_type,
amount=1, rate=200, time_in_force=time_in_force)
@ -758,22 +758,22 @@ def test_sell_prod(default_conf, mocker, exchange_name):
# test exception handling
with pytest.raises(DependencyException):
api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds)
api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
with pytest.raises(DependencyException):
api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder)
api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
with pytest.raises(TemporaryError):
api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError)
api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No Connection"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
with pytest.raises(OperationalException):
api_mock.create_order = MagicMock(side_effect=ccxt.BaseError)
api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
@ -846,7 +846,7 @@ def test_get_balance_prod(default_conf, mocker, exchange_name):
assert exchange.get_balance(currency='BTC') == 123.4
with pytest.raises(OperationalException):
api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError)
api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.get_balance(currency='BTC')
@ -919,7 +919,7 @@ def test_get_tickers(default_conf, mocker, exchange_name):
"get_tickers", "fetch_tickers")
with pytest.raises(OperationalException):
api_mock.fetch_tickers = MagicMock(side_effect=ccxt.NotSupported)
api_mock.fetch_tickers = MagicMock(side_effect=ccxt.NotSupported("DeadBeef"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.get_tickers()
@ -1101,7 +1101,7 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
api_mock = MagicMock()
with pytest.raises(OperationalException, match=r'Could not fetch ticker data*'):
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError)
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
await exchange._async_get_candle_history(pair, "5m",
(arrow.utcnow().timestamp - 2000) * 1000)
@ -1173,15 +1173,15 @@ def test_get_order_book(default_conf, mocker, order_book_l2, exchange_name):
def test_get_order_book_exception(default_conf, mocker, exchange_name):
api_mock = MagicMock()
with pytest.raises(OperationalException):
api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NotSupported)
api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NotSupported("Not supported"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.get_order_book(pair='ETH/BTC', limit=50)
with pytest.raises(TemporaryError):
api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NetworkError)
api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NetworkError("DeadBeef"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.get_order_book(pair='ETH/BTC', limit=50)
with pytest.raises(OperationalException):
api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.BaseError)
api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.get_order_book(pair='ETH/BTC', limit=50)
@ -1294,7 +1294,7 @@ def test_cancel_order(default_conf, mocker, exchange_name):
assert exchange.cancel_order(order_id='_', pair='TKN/BTC') == 123
with pytest.raises(InvalidOrderException):
api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder)
api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder("Did not find order"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.cancel_order(order_id='_', pair='TKN/BTC')
assert api_mock.cancel_order.call_count == 1
@ -1321,7 +1321,7 @@ def test_get_order(default_conf, mocker, exchange_name):
assert exchange.get_order('X', 'TKN/BTC') == 456
with pytest.raises(InvalidOrderException):
api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder)
api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.get_order(order_id='_', pair='TKN/BTC')
assert api_mock.fetch_order.call_count == 1
@ -1437,22 +1437,22 @@ def test_stoploss_limit_order(default_conf, mocker):
# test exception handling
with pytest.raises(DependencyException):
api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds)
api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
with pytest.raises(DependencyException):
api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder)
api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
with pytest.raises(TemporaryError):
api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError)
api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No connection"))
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
with pytest.raises(OperationalException):
api_mock.create_order = MagicMock(side_effect=ccxt.BaseError)
api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)

6
freqtrade/tests/test_plotting.py
View File

@ -2,8 +2,8 @@
from copy import deepcopy
from unittest.mock import MagicMock
import plotly.graph_objs as go
from plotly import tools
import plotly.graph_objects as go
from plotly.subplots import make_subplots
from freqtrade.configuration import Arguments, TimeRange
from freqtrade.data import history
@ -28,7 +28,7 @@ def find_trace_in_fig_data(data, search_string: str):
def generage_empty_figure():
return tools.make_subplots(
return make_subplots(
rows=3,
cols=1,
shared_xaxes=True,

6
requirements-common.txt
View File

@ -1,7 +1,7 @@
# requirements without requirements installable via conda
# mainly used for Raspberry pi installs
ccxt==1.18.860
SQLAlchemy==1.3.5
ccxt==1.18.965
SQLAlchemy==1.3.6
python-telegram-bot==11.1.0
arrow==0.14.2
cachetools==3.1.1
@ -29,4 +29,4 @@ python-rapidjson==0.7.2
sdnotify==0.3.2
# Api server
flask==1.0.3
flask==1.1.1

6
requirements-dev.txt
View File

@ -2,13 +2,13 @@
-r requirements.txt
-r requirements-plot.txt
flake8==3.7.7
flake8==3.7.8
flake8-type-annotations==0.1.0
flake8-tidy-imports==2.0.0
pytest==5.0.0
pytest==5.0.1
pytest-mock==1.10.4
pytest-asyncio==0.10.0
pytest-cov==2.7.1
pytest-random-order==1.0.4
coveralls==1.8.1
mypy==0.711
mypy==0.720

2
requirements-plot.txt
View File

@ -1,5 +1,5 @@
# Include all requirements to run the bot.
-r requirements.txt
plotly==3.10.0
plotly==4.0.0

2
requirements.txt
View File

@ -2,5 +2,5 @@
-r requirements-common.txt
numpy==1.16.4
pandas==0.24.2
pandas==0.25.0
scipy==1.3.0