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make signal getting parametrized

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This commit is contained in:
Janne Sinivirta 2017-11-14 19:06:03 +02:00 committed by gcarq
parent d86dcc4752
commit c12a9ebd92
5 changed files with 36 additions and 30 deletions
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15
freqtrade/analyze.py
View File

@ -1,3 +1,4 @@
from enum import Enum
import logging import logging
from datetime import timedelta from datetime import timedelta
@ -10,6 +11,10 @@ from freqtrade.vendor.qtpylib.indicators import awesome_oscillator
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
class SignalType(Enum):
BUY = "buy"
SELL = "sell"
def parse_ticker_dataframe(ticker: list) -> DataFrame: def parse_ticker_dataframe(ticker: list) -> DataFrame:
""" """
@ -90,9 +95,9 @@ def analyze_ticker(pair: str) -> DataFrame:
return dataframe return dataframe
def get_buy_signal(pair: str) -> bool: def get_signal(pair: str, signal: SignalType) -> bool:
""" """
Calculates a buy signal based several technical analysis indicators Calculates current signal based several technical analysis indicators
:param pair: pair in format BTC_ANT or BTC-ANT :param pair: pair in format BTC_ANT or BTC-ANT
:return: True if pair is good for buying, False otherwise :return: True if pair is good for buying, False otherwise
""" """
@ -107,6 +112,6 @@ def get_buy_signal(pair: str) -> bool:
if signal_date < arrow.now() - timedelta(minutes=10): if signal_date < arrow.now() - timedelta(minutes=10):
return False return False
signal = latest['buy'] == 1 result = latest[signal.value] == 1
logger.debug('buy_trigger: %s (pair=%s, signal=%s)', latest['date'], pair, signal) logger.debug('%s_trigger: %s (pair=%s, signal=%s)', signal.value, latest['date'], pair, result)
return signal return result

9
freqtrade/main.py
View File

@ -13,9 +13,10 @@ from cachetools import cached, TTLCache
from jsonschema import validate from jsonschema import validate
from freqtrade import __version__, exchange, persistence from freqtrade import __version__, exchange, persistence
from freqtrade.analyze import get_buy_signal from freqtrade.analyze import get_signal, SignalType
from freqtrade.misc import CONF_SCHEMA, State, get_state, update_state, build_arg_parser, throttle, \ from freqtrade.misc import (
FreqtradeException CONF_SCHEMA, State, get_state, update_state, build_arg_parser, throttle, FreqtradeException
)
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
from freqtrade.rpc import telegram from freqtrade.rpc import telegram
@ -223,7 +224,7 @@ def create_trade(stake_amount: float) -> Optional[Trade]:
# Pick pair based on StochRSI buy signals # Pick pair based on StochRSI buy signals
for _pair in whitelist: for _pair in whitelist:
if get_buy_signal(_pair): if get_signal(_pair, SignalType.BUY):
pair = _pair pair = _pair
break break
else: else:

6
freqtrade/tests/test_analyze.py
View File

@ -5,7 +5,7 @@ import pytest
from pandas import DataFrame from pandas import DataFrame
from freqtrade.analyze import parse_ticker_dataframe, populate_buy_trend, populate_indicators, \ from freqtrade.analyze import parse_ticker_dataframe, populate_buy_trend, populate_indicators, \
get_buy_signal get_signal, SignalType
@pytest.fixture @pytest.fixture
@ -32,8 +32,8 @@ def test_populates_buy_trend(result):
def test_returns_latest_buy_signal(mocker): def test_returns_latest_buy_signal(mocker):
buydf = DataFrame([{'buy': 1, 'date': datetime.today()}]) buydf = DataFrame([{'buy': 1, 'date': datetime.today()}])
mocker.patch('freqtrade.analyze.analyze_ticker', return_value=buydf) mocker.patch('freqtrade.analyze.analyze_ticker', return_value=buydf)
assert get_buy_signal('BTC-ETH') assert get_signal('BTC-ETH', SignalType.BUY)
buydf = DataFrame([{'buy': 0, 'date': datetime.today()}]) buydf = DataFrame([{'buy': 0, 'date': datetime.today()}])
mocker.patch('freqtrade.analyze.analyze_ticker', return_value=buydf) mocker.patch('freqtrade.analyze.analyze_ticker', return_value=buydf)
assert not get_buy_signal('BTC-ETH') assert not get_signal('BTC-ETH', SignalType.BUY)

18
freqtrade/tests/test_main.py
View File

@ -16,7 +16,7 @@ from freqtrade.persistence import Trade
def test_process_trade_creation(default_conf, ticker, health, mocker): def test_process_trade_creation(default_conf, ticker, health, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch.multiple('freqtrade.main.exchange', mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
get_ticker=ticker, get_ticker=ticker,
@ -45,7 +45,7 @@ def test_process_trade_creation(default_conf, ticker, health, mocker):
def test_process_exchange_failures(default_conf, ticker, health, mocker): def test_process_exchange_failures(default_conf, ticker, health, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None) sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
mocker.patch.multiple('freqtrade.main.exchange', mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
@ -62,7 +62,7 @@ def test_process_runtime_error(default_conf, ticker, health, mocker):
msg_mock = MagicMock() msg_mock = MagicMock()
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=msg_mock) mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=msg_mock)
mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch.multiple('freqtrade.main.exchange', mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
get_ticker=ticker, get_ticker=ticker,
@ -80,7 +80,7 @@ def test_process_runtime_error(default_conf, ticker, health, mocker):
def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, mocker): def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch.multiple('freqtrade.main.exchange', mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
get_ticker=ticker, get_ticker=ticker,
@ -102,7 +102,7 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, m
def test_create_trade(default_conf, ticker, limit_buy_order, mocker): def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange', mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
@ -132,7 +132,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
def test_create_trade_no_stake_amount(default_conf, ticker, mocker): def test_create_trade_no_stake_amount(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange', mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
@ -145,7 +145,7 @@ def test_create_trade_no_stake_amount(default_conf, ticker, mocker):
def test_create_trade_no_pairs(default_conf, ticker, mocker): def test_create_trade_no_pairs(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange', mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
@ -161,7 +161,7 @@ def test_create_trade_no_pairs(default_conf, ticker, mocker):
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker): def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange', mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
@ -194,7 +194,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mocker): def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange', mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),

18
freqtrade/tests/test_telegram.py
View File

@ -79,7 +79,7 @@ def test_authorized_only_exception(default_conf, mocker):
def test_status_handle(default_conf, update, ticker, mocker): def test_status_handle(default_conf, update, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
msg_mock = MagicMock() msg_mock = MagicMock()
mocker.patch.multiple('freqtrade.main.telegram', mocker.patch.multiple('freqtrade.main.telegram',
_CONF=default_conf, _CONF=default_conf,
@ -117,7 +117,7 @@ def test_status_handle(default_conf, update, ticker, mocker):
def test_status_table_handle(default_conf, update, ticker, mocker): def test_status_table_handle(default_conf, update, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
msg_mock = MagicMock() msg_mock = MagicMock()
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.main.telegram', 'freqtrade.main.telegram',
@ -160,7 +160,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker):
def test_profit_handle(default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker): def test_profit_handle(default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
msg_mock = MagicMock() msg_mock = MagicMock()
mocker.patch.multiple('freqtrade.main.telegram', mocker.patch.multiple('freqtrade.main.telegram',
_CONF=default_conf, _CONF=default_conf,
@ -204,7 +204,7 @@ def test_profit_handle(default_conf, update, ticker, limit_buy_order, limit_sell
def test_forcesell_handle(default_conf, update, ticker, mocker): def test_forcesell_handle(default_conf, update, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
msg_mock = MagicMock() msg_mock = MagicMock()
mocker.patch.multiple('freqtrade.main.telegram', mocker.patch.multiple('freqtrade.main.telegram',
_CONF=default_conf, _CONF=default_conf,
@ -232,7 +232,7 @@ def test_forcesell_handle(default_conf, update, ticker, mocker):
def test_forcesell_all_handle(default_conf, update, ticker, mocker): def test_forcesell_all_handle(default_conf, update, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
msg_mock = MagicMock() msg_mock = MagicMock()
mocker.patch.multiple('freqtrade.main.telegram', mocker.patch.multiple('freqtrade.main.telegram',
_CONF=default_conf, _CONF=default_conf,
@ -260,7 +260,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker):
def test_forcesell_handle_invalid(default_conf, update, mocker): def test_forcesell_handle_invalid(default_conf, update, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
msg_mock = MagicMock() msg_mock = MagicMock()
mocker.patch.multiple('freqtrade.main.telegram', mocker.patch.multiple('freqtrade.main.telegram',
_CONF=default_conf, _CONF=default_conf,
@ -297,7 +297,7 @@ def test_forcesell_handle_invalid(default_conf, update, mocker):
def test_performance_handle( def test_performance_handle(
default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker): default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
msg_mock = MagicMock() msg_mock = MagicMock()
mocker.patch.multiple('freqtrade.main.telegram', mocker.patch.multiple('freqtrade.main.telegram',
_CONF=default_conf, _CONF=default_conf,
@ -331,7 +331,7 @@ def test_performance_handle(
def test_count_handle(default_conf, update, ticker, mocker): def test_count_handle(default_conf, update, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
msg_mock = MagicMock() msg_mock = MagicMock()
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.main.telegram', 'freqtrade.main.telegram',
@ -365,7 +365,7 @@ def test_count_handle(default_conf, update, ticker, mocker):
def test_performance_handle_invalid(default_conf, update, mocker): def test_performance_handle_invalid(default_conf, update, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
msg_mock = MagicMock() msg_mock = MagicMock()
mocker.patch.multiple('freqtrade.main.telegram', mocker.patch.multiple('freqtrade.main.telegram',
_CONF=default_conf, _CONF=default_conf,