mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-10 10:21:59 +00:00
Merge branch 'develop' into feat/refactor-ws
This commit is contained in:
Timothy Pogue
commit
98d87b3ba6
|
|
@ -10,7 +10,8 @@ from typing import Any, Dict, Iterator, List, Mapping, Union
|
|||
from typing.io import IO
|
||||
from urllib.parse import urlparse
|
||||
|
||||
import pandas
|
||||
import orjson
|
||||
import pandas as pd
|
||||
import rapidjson
|
||||
|
||||
from freqtrade.constants import DECIMAL_PER_COIN_FALLBACK, DECIMALS_PER_COIN
|
||||
|
|
@ -256,7 +257,7 @@ def parse_db_uri_for_logging(uri: str):
|
|||
return parsed_db_uri.geturl().replace(f':{pwd}@', ':*****@')
|
||||
|
||||
|
||||
def dataframe_to_json(dataframe: pandas.DataFrame) -> str:
|
||||
def dataframe_to_json(dataframe: pd.DataFrame) -> str:
|
||||
"""
|
||||
Serialize a DataFrame for transmission over the wire using JSON
|
||||
:param dataframe: A pandas DataFrame
|
||||
|
|
@ -265,23 +266,28 @@ def dataframe_to_json(dataframe: pandas.DataFrame) -> str:
|
|||
# https://github.com/pandas-dev/pandas/issues/24889
|
||||
# https://github.com/pandas-dev/pandas/issues/40443
|
||||
# We need to convert to a dict to avoid mem leak
|
||||
return dataframe.to_dict(orient='tight')
|
||||
def default(z):
|
||||
if isinstance(z, pd.Timestamp):
|
||||
return z.timestamp() * 1e3
|
||||
raise TypeError
|
||||
|
||||
return str(orjson.dumps(dataframe.to_dict(orient='split'), default=default), 'utf-8')
|
||||
|
||||
|
||||
def json_to_dataframe(data: str) -> pandas.DataFrame:
|
||||
def json_to_dataframe(data: str) -> pd.DataFrame:
|
||||
"""
|
||||
Deserialize JSON into a DataFrame
|
||||
:param data: A JSON string
|
||||
:returns: A pandas DataFrame from the JSON string
|
||||
"""
|
||||
dataframe = pandas.DataFrame.from_dict(data, orient='tight')
|
||||
dataframe = pd.read_json(data, orient='split')
|
||||
if 'date' in dataframe.columns:
|
||||
dataframe['date'] = pandas.to_datetime(dataframe['date'], unit='ms', utc=True)
|
||||
dataframe['date'] = pd.to_datetime(dataframe['date'], unit='ms', utc=True)
|
||||
|
||||
return dataframe
|
||||
|
||||
|
||||
def remove_entry_exit_signals(dataframe: pandas.DataFrame):
|
||||
def remove_entry_exit_signals(dataframe: pd.DataFrame):
|
||||
"""
|
||||
Remove Entry and Exit signals from a DataFrame
|
||||
|
||||
|
|
|
|||
|
|
@ -90,6 +90,13 @@ class Order(_DECL_BASE):
|
|||
def safe_filled(self) -> float:
|
||||
return self.filled if self.filled is not None else self.amount or 0.0
|
||||
|
||||
@property
|
||||
def safe_remaining(self) -> float:
|
||||
return (
|
||||
self.remaining if self.remaining is not None else
|
||||
self.amount - (self.filled or 0.0)
|
||||
)
|
||||
|
||||
@property
|
||||
def safe_fee_base(self) -> float:
|
||||
return self.ft_fee_base or 0.0
|
||||
|
|
|
|||
|
|
@ -4,7 +4,7 @@ from typing import Any, Dict, Union
|
|||
|
||||
import orjson
|
||||
import rapidjson
|
||||
from pandas import DataFrame, Timestamp
|
||||
from pandas import DataFrame
|
||||
|
||||
from freqtrade.misc import dataframe_to_json, json_to_dataframe
|
||||
from freqtrade.rpc.api_server.ws.proxy import WebSocketProxy
|
||||
|
|
@ -51,11 +51,6 @@ def _json_default(z):
|
|||
'__type__': 'dataframe',
|
||||
'__value__': dataframe_to_json(z)
|
||||
}
|
||||
# Pandas returns a Timestamp object, we need to
|
||||
# convert it to a timestamp int (with ms) for orjson
|
||||
# to handle it
|
||||
if isinstance(z, Timestamp):
|
||||
return z.timestamp() * 1e3
|
||||
raise TypeError
|
||||
|
||||
|
||||
|
|
|
|||
|
|
@ -218,9 +218,10 @@ class RPC:
|
|||
stoploss_current_dist_pct=round(stoploss_current_dist_ratio * 100, 2),
|
||||
stoploss_entry_dist=stoploss_entry_dist,
|
||||
stoploss_entry_dist_ratio=round(stoploss_entry_dist_ratio, 8),
|
||||
open_order='({} {} rem={:.8f})'.format(
|
||||
order.order_type, order.side, order.remaining
|
||||
) if order else None,
|
||||
open_order=(
|
||||
f'({order.order_type} {order.side} rem={order.safe_remaining:.8f})' if
|
||||
order else None
|
||||
),
|
||||
))
|
||||
results.append(trade_dict)
|
||||
return results
|
||||
|
|
|
|||
|
|
@ -101,7 +101,7 @@ def json_deserialize(message):
|
|||
:param message: The message to deserialize
|
||||
"""
|
||||
def json_to_dataframe(data: str) -> pandas.DataFrame:
|
||||
dataframe = pandas.DataFrame.from_dict(data, orient='tight')
|
||||
dataframe = pandas.read_json(data, orient='split')
|
||||
if 'date' in dataframe.columns:
|
||||
dataframe['date'] = pandas.to_datetime(dataframe['date'], unit='ms', utc=True)
|
||||
|
||||
|
|
|
|||
|
|
@ -1,6 +1,7 @@
|
|||
# pragma pylint: disable=missing-docstring, C0103
|
||||
# pragma pylint: disable=invalid-sequence-index, invalid-name, too-many-arguments
|
||||
|
||||
from copy import deepcopy
|
||||
from datetime import datetime, timedelta, timezone
|
||||
from unittest.mock import ANY, MagicMock, PropertyMock
|
||||
|
||||
|
|
@ -28,113 +29,7 @@ def prec_satoshi(a, b) -> float:
|
|||
|
||||
# Unit tests
|
||||
def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
|
||||
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
_is_dry_limit_order_filled=MagicMock(side_effect=[False, True]),
|
||||
)
|
||||
|
||||
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
||||
patch_get_signal(freqtradebot)
|
||||
rpc = RPC(freqtradebot)
|
||||
|
||||
freqtradebot.state = State.RUNNING
|
||||
with pytest.raises(RPCException, match=r'.*no active trade*'):
|
||||
rpc._rpc_trade_status()
|
||||
|
||||
freqtradebot.enter_positions()
|
||||
|
||||
# Open order...
|
||||
results = rpc._rpc_trade_status()
|
||||
assert results[0] == {
|
||||
'trade_id': 1,
|
||||
'pair': 'ETH/BTC',
|
||||
'base_currency': 'ETH',
|
||||
'quote_currency': 'BTC',
|
||||
'open_date': ANY,
|
||||
'open_timestamp': ANY,
|
||||
'is_open': ANY,
|
||||
'fee_open': ANY,
|
||||
'fee_open_cost': ANY,
|
||||
'fee_open_currency': ANY,
|
||||
'fee_close': fee.return_value,
|
||||
'fee_close_cost': ANY,
|
||||
'fee_close_currency': ANY,
|
||||
'open_rate_requested': ANY,
|
||||
'open_trade_value': 0.0010025,
|
||||
'close_rate_requested': ANY,
|
||||
'sell_reason': ANY,
|
||||
'exit_reason': ANY,
|
||||
'exit_order_status': ANY,
|
||||
'min_rate': ANY,
|
||||
'max_rate': ANY,
|
||||
'strategy': ANY,
|
||||
'buy_tag': ANY,
|
||||
'enter_tag': ANY,
|
||||
'timeframe': 5,
|
||||
'open_order_id': ANY,
|
||||
'close_date': None,
|
||||
'close_timestamp': None,
|
||||
'open_rate': 1.098e-05,
|
||||
'close_rate': None,
|
||||
'current_rate': 1.099e-05,
|
||||
'amount': 91.07468124,
|
||||
'amount_requested': 91.07468124,
|
||||
'stake_amount': 0.001,
|
||||
'trade_duration': None,
|
||||
'trade_duration_s': None,
|
||||
'close_profit': None,
|
||||
'close_profit_pct': None,
|
||||
'close_profit_abs': None,
|
||||
'current_profit': 0.0,
|
||||
'current_profit_pct': 0.0,
|
||||
'current_profit_abs': 0.0,
|
||||
'profit_ratio': 0.0,
|
||||
'profit_pct': 0.0,
|
||||
'profit_abs': 0.0,
|
||||
'profit_fiat': ANY,
|
||||
'stop_loss_abs': 0.0,
|
||||
'stop_loss_pct': None,
|
||||
'stop_loss_ratio': None,
|
||||
'stoploss_order_id': None,
|
||||
'stoploss_last_update': ANY,
|
||||
'stoploss_last_update_timestamp': ANY,
|
||||
'initial_stop_loss_abs': 0.0,
|
||||
'initial_stop_loss_pct': None,
|
||||
'initial_stop_loss_ratio': None,
|
||||
'stoploss_current_dist': -1.099e-05,
|
||||
'stoploss_current_dist_ratio': -1.0,
|
||||
'stoploss_current_dist_pct': pytest.approx(-100.0),
|
||||
'stoploss_entry_dist': -0.0010025,
|
||||
'stoploss_entry_dist_ratio': -1.0,
|
||||
'open_order': '(limit buy rem=91.07468123)',
|
||||
'realized_profit': 0.0,
|
||||
'exchange': 'binance',
|
||||
'leverage': 1.0,
|
||||
'interest_rate': 0.0,
|
||||
'liquidation_price': None,
|
||||
'is_short': False,
|
||||
'funding_fees': 0.0,
|
||||
'trading_mode': TradingMode.SPOT,
|
||||
'orders': [{
|
||||
'amount': 91.07468123, 'average': 1.098e-05, 'safe_price': 1.098e-05,
|
||||
'cost': 0.0009999999999054, 'filled': 0.0, 'ft_order_side': 'buy',
|
||||
'order_date': ANY, 'order_timestamp': ANY, 'order_filled_date': ANY,
|
||||
'order_filled_timestamp': ANY, 'order_type': 'limit', 'price': 1.098e-05,
|
||||
'is_open': True, 'pair': 'ETH/BTC', 'order_id': ANY,
|
||||
'remaining': 91.07468123, 'status': ANY, 'ft_is_entry': True,
|
||||
}],
|
||||
}
|
||||
|
||||
# Fill open order ...
|
||||
freqtradebot.manage_open_orders()
|
||||
trades = Trade.get_open_trades()
|
||||
freqtradebot.exit_positions(trades)
|
||||
|
||||
results = rpc._rpc_trade_status()
|
||||
assert results[0] == {
|
||||
gen_response = {
|
||||
'trade_id': 1,
|
||||
'pair': 'ETH/BTC',
|
||||
'base_currency': 'ETH',
|
||||
|
|
@ -213,91 +108,103 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
|
|||
'remaining': ANY, 'status': ANY, 'ft_is_entry': True,
|
||||
}],
|
||||
}
|
||||
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
fetch_ticker=ticker,
|
||||
get_fee=fee,
|
||||
_is_dry_limit_order_filled=MagicMock(side_effect=[False, True]),
|
||||
)
|
||||
|
||||
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
||||
patch_get_signal(freqtradebot)
|
||||
rpc = RPC(freqtradebot)
|
||||
|
||||
freqtradebot.state = State.RUNNING
|
||||
with pytest.raises(RPCException, match=r'.*no active trade*'):
|
||||
rpc._rpc_trade_status()
|
||||
|
||||
freqtradebot.enter_positions()
|
||||
|
||||
# Open order...
|
||||
results = rpc._rpc_trade_status()
|
||||
response_unfilled = deepcopy(gen_response)
|
||||
# Different from "filled" response:
|
||||
response_unfilled.update({
|
||||
'amount': 91.07468124,
|
||||
'profit_ratio': 0.0,
|
||||
'profit_pct': 0.0,
|
||||
'profit_abs': 0.0,
|
||||
'current_profit': 0.0,
|
||||
'current_profit_pct': 0.0,
|
||||
'current_profit_abs': 0.0,
|
||||
'stop_loss_abs': 0.0,
|
||||
'stop_loss_pct': None,
|
||||
'stop_loss_ratio': None,
|
||||
'stoploss_current_dist': -1.099e-05,
|
||||
'stoploss_current_dist_ratio': -1.0,
|
||||
'stoploss_current_dist_pct': pytest.approx(-100.0),
|
||||
'stoploss_entry_dist': -0.0010025,
|
||||
'stoploss_entry_dist_ratio': -1.0,
|
||||
'initial_stop_loss_abs': 0.0,
|
||||
'initial_stop_loss_pct': None,
|
||||
'initial_stop_loss_ratio': None,
|
||||
'open_order': '(limit buy rem=91.07468123)',
|
||||
})
|
||||
response_unfilled['orders'][0].update({
|
||||
'is_open': True,
|
||||
'filled': 0.0,
|
||||
'remaining': 91.07468123
|
||||
})
|
||||
assert results[0] == response_unfilled
|
||||
|
||||
# Open order without remaining
|
||||
trade = Trade.get_open_trades()[0]
|
||||
# kucoin case (no remaining set).
|
||||
trade.orders[0].remaining = None
|
||||
Trade.commit()
|
||||
|
||||
results = rpc._rpc_trade_status()
|
||||
# Reuse above object, only remaining changed.
|
||||
response_unfilled['orders'][0].update({
|
||||
'remaining': None
|
||||
})
|
||||
assert results[0] == response_unfilled
|
||||
|
||||
trade = Trade.get_open_trades()[0]
|
||||
trade.orders[0].remaining = trade.amount
|
||||
Trade.commit()
|
||||
|
||||
# Fill open order ...
|
||||
freqtradebot.manage_open_orders()
|
||||
trades = Trade.get_open_trades()
|
||||
freqtradebot.exit_positions(trades)
|
||||
|
||||
results = rpc._rpc_trade_status()
|
||||
|
||||
response = deepcopy(gen_response)
|
||||
assert results[0] == response
|
||||
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_rate',
|
||||
MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
|
||||
results = rpc._rpc_trade_status()
|
||||
assert isnan(results[0]['current_profit'])
|
||||
assert isnan(results[0]['current_rate'])
|
||||
assert results[0] == {
|
||||
'trade_id': 1,
|
||||
'pair': 'ETH/BTC',
|
||||
'base_currency': 'ETH',
|
||||
'quote_currency': 'BTC',
|
||||
'open_date': ANY,
|
||||
'open_timestamp': ANY,
|
||||
'is_open': ANY,
|
||||
'fee_open': ANY,
|
||||
'fee_open_cost': ANY,
|
||||
'fee_open_currency': ANY,
|
||||
'fee_close': fee.return_value,
|
||||
'fee_close_cost': ANY,
|
||||
'fee_close_currency': ANY,
|
||||
'open_rate_requested': ANY,
|
||||
'open_trade_value': ANY,
|
||||
'close_rate_requested': ANY,
|
||||
'sell_reason': ANY,
|
||||
'exit_reason': ANY,
|
||||
'exit_order_status': ANY,
|
||||
'min_rate': ANY,
|
||||
'max_rate': ANY,
|
||||
'strategy': ANY,
|
||||
'buy_tag': ANY,
|
||||
'enter_tag': ANY,
|
||||
'timeframe': ANY,
|
||||
'open_order_id': ANY,
|
||||
'close_date': None,
|
||||
'close_timestamp': None,
|
||||
'open_rate': 1.098e-05,
|
||||
'close_rate': None,
|
||||
'current_rate': ANY,
|
||||
'amount': 91.07468123,
|
||||
'amount_requested': 91.07468124,
|
||||
'trade_duration': ANY,
|
||||
'trade_duration_s': ANY,
|
||||
'stake_amount': 0.001,
|
||||
'close_profit': None,
|
||||
'close_profit_pct': None,
|
||||
'close_profit_abs': None,
|
||||
'current_profit': ANY,
|
||||
'current_profit_pct': ANY,
|
||||
'current_profit_abs': ANY,
|
||||
'profit_ratio': ANY,
|
||||
'profit_pct': ANY,
|
||||
'profit_abs': ANY,
|
||||
'profit_fiat': ANY,
|
||||
'stop_loss_abs': 9.89e-06,
|
||||
'stop_loss_pct': -10.0,
|
||||
'stop_loss_ratio': -0.1,
|
||||
'stoploss_order_id': None,
|
||||
'stoploss_last_update': ANY,
|
||||
'stoploss_last_update_timestamp': ANY,
|
||||
'initial_stop_loss_abs': 9.89e-06,
|
||||
'initial_stop_loss_pct': -10.0,
|
||||
'initial_stop_loss_ratio': -0.1,
|
||||
response_norate = deepcopy(gen_response)
|
||||
# Update elements that are NaN when no rate is available.
|
||||
response_norate.update({
|
||||
'stoploss_current_dist': ANY,
|
||||
'stoploss_current_dist_ratio': ANY,
|
||||
'stoploss_current_dist_pct': ANY,
|
||||
'stoploss_entry_dist': -0.00010402,
|
||||
'stoploss_entry_dist_ratio': -0.10376381,
|
||||
'open_order': None,
|
||||
'exchange': 'binance',
|
||||
'realized_profit': 0.0,
|
||||
'leverage': 1.0,
|
||||
'interest_rate': 0.0,
|
||||
'liquidation_price': None,
|
||||
'is_short': False,
|
||||
'funding_fees': 0.0,
|
||||
'trading_mode': TradingMode.SPOT,
|
||||
'orders': [{
|
||||
'amount': 91.07468123, 'average': 1.098e-05, 'safe_price': 1.098e-05,
|
||||
'cost': 0.0009999999999054, 'filled': 91.07468123, 'ft_order_side': 'buy',
|
||||
'order_date': ANY, 'order_timestamp': ANY, 'order_filled_date': ANY,
|
||||
'order_filled_timestamp': ANY, 'order_type': 'limit', 'price': 1.098e-05,
|
||||
'is_open': False, 'pair': 'ETH/BTC', 'order_id': ANY,
|
||||
'remaining': ANY, 'status': ANY, 'ft_is_entry': True,
|
||||
}],
|
||||
}
|
||||
'profit_ratio': ANY,
|
||||
'profit_pct': ANY,
|
||||
'profit_abs': ANY,
|
||||
'current_profit_abs': ANY,
|
||||
'current_profit': ANY,
|
||||
'current_profit_pct': ANY,
|
||||
'current_rate': ANY,
|
||||
})
|
||||
assert results[0] == response_norate
|
||||
|
||||
|
||||
def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
|
||||
|
|
|
|||
Loading…
Reference in New Issue
Block a user