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Fix conflicts
This commit is contained in:
Anton
commit
ceeb98dda9
2
.gitignore
vendored
2
.gitignore
vendored
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@ -1,7 +1,7 @@
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# Freqtrade rules
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freqtrade/tests/testdata/*.json
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hyperopt_conf.py
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config.json
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config*.json
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*.sqlite
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.hyperopt
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logfile.txt
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|
|
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@ -1,4 +1,4 @@
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FROM python:3.6.4-slim-stretch
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FROM python:3.6.5-slim-stretch
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|
||||
# Install TA-lib
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RUN apt-get update && apt-get -y install curl build-essential && apt-get clean
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|
|
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|
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@ -48,5 +48,7 @@
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"initial_state": "running",
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"internals": {
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"process_throttle_secs": 5
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}
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||||
},
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"strategy": "DefaultStrategy",
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"strategy_path": "/some/folder/"
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}
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|
|
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|
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@ -14,12 +14,12 @@ Since the version `0.16.0` the bot allows using custom strategy file.
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This is very simple. Copy paste your strategy file into the folder
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||||
`user_data/strategies`.
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Let assume you have a strategy file `awesome-strategy.py`:
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Let assume you have a class called `AwesomeStrategy` in the file `awesome-strategy.py`:
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1. Move your file into `user_data/strategies` (you should have `user_data/strategies/awesome-strategy.py`
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2. Start the bot with the param `--strategy awesome-strategy` (the parameter is the name of the file without '.py')
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2. Start the bot with the param `--strategy AwesomeStrategy` (the parameter is the class name)
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||||
|
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```bash
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python3 ./freqtrade/main.py --strategy awesome_strategy
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python3 ./freqtrade/main.py --strategy AwesomeStrategy
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```
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## Change your strategy
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@ -35,11 +35,18 @@ A strategy file contains all the information needed to build a good strategy:
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- Stoploss recommended
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- Hyperopt parameter
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The bot also include a sample strategy you can update: `user_data/strategies/test_strategy.py`.
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You can test it with the parameter: `--strategy test_strategy`
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The bot also include a sample strategy called `TestStrategy` you can update: `user_data/strategies/test_strategy.py`.
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You can test it with the parameter: `--strategy TestStrategy`
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|
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```bash
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python3 ./freqtrade/main.py --strategy awesome_strategy
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python3 ./freqtrade/main.py --strategy AwesomeStrategy
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```
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|
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### Specify custom strategy location
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If you want to use a strategy from a different folder you can pass `--strategy-path`
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|
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```bash
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python3 ./freqtrade/main.py --strategy AwesomeStrategy --strategy-path /some/folder
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```
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|
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**For the following section we will use the [user_data/strategies/test_strategy.py](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py)
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|
|
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@ -26,9 +26,9 @@ optional arguments:
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--version show program's version number and exit
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-c PATH, --config PATH
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specify configuration file (default: config.json)
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-s PATH, --strategy PATH
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specify strategy file (default:
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freqtrade/strategy/default_strategy.py)
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-s NAME, --strategy NAME
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specify strategy class name (default: DefaultStrategy)
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--strategy-path PATH specify additional strategy lookup path
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--dry-run-db Force dry run to use a local DB
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"tradesv3.dry_run.sqlite" instead of memory DB. Work
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only if dry_run is enabled.
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|
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@ -48,21 +48,19 @@ python3 ./freqtrade/main.py -c path/far/far/away/config.json
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```
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|
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### How to use --strategy?
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This parameter will allow you to load your custom strategy file. Per
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default without `--strategy` or `-s` the bot will load the
|
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`default_strategy` included with the bot (`freqtrade/strategy/default_strategy.py`).
|
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This parameter will allow you to load your custom strategy class.
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Per default without `--strategy` or `-s` the bot will load the
|
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`DefaultStrategy` included with the bot (`freqtrade/strategy/default_strategy.py`).
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The bot will search your strategy file into `user_data/strategies` and
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`freqtrade/strategy`.
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The bot will search your strategy file within `user_data/strategies` and `freqtrade/strategy`.
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|
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To load a strategy, simply pass the file name (without .py) in this
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parameters.
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To load a strategy, simply pass the class name (e.g.: `CustomStrategy`) in this parameter.
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|
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**Example:**
|
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In `user_data/strategies` you have a file `my_awesome_strategy.py` to
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||||
load it:
|
||||
In `user_data/strategies` you have a file `my_awesome_strategy.py` which has
|
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a strategy class called `AwesomeStrategy` to load it:
|
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```bash
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python3 ./freqtrade/main.py --strategy my_awesome_strategy
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python3 ./freqtrade/main.py --strategy AwesomeStrategy
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```
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If the bot does not find your strategy file, it will display in an error
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@ -70,9 +68,16 @@ message the reason (File not found, or errors in your code).
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Learn more about strategy file in [optimize your bot](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md).
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### How to use --strategy-path?
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This parameter allows you to add an additional strategy lookup path, which gets
|
||||
checked before the default locations (The passed path must be a folder!):
|
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```bash
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python3 ./freqtrade/main.py --strategy AwesomeStrategy --strategy-path /some/folder
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```
|
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|
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#### How to install a strategy?
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This is very simple. Copy paste your strategy file into the folder
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`user_data/strategies`. And voila, the bot is ready to use it.
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`user_data/strategies` or use `--strategy-path`. And voila, the bot is ready to use it.
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### How to use --dynamic-whitelist?
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Per default `--dynamic-whitelist` will retrieve the 20 currencies based
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|
|
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|
|
@ -35,6 +35,8 @@ The table below will list all configuration parameters.
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| `telegram.token` | token | No | Your Telegram bot token. Only required if `telegram.enabled` is `true`.
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| `telegram.chat_id` | chat_id | No | Your personal Telegram account id. Only required if `telegram.enabled` is `true`.
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| `initial_state` | running | No | Defines the initial application state. More information below.
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| `strategy` | DefaultStrategy | No | Defines Strategy class to use.
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| `strategy_path` | null | No | Adds an additional strategy lookup path (must be a folder).
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| `internals.process_throttle_secs` | 5 | Yes | Set the process throttle. Value in second.
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|
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The definition of each config parameters is in
|
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|
|
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|
|
@ -127,3 +127,14 @@ Day Profit BTC Profit USD
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|||
|
||||
## /version
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||||
> **Version:** `0.14.3`
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|
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### using proxy with telegram
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in [freqtrade/freqtrade/rpc/telegram.py](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/rpc/telegram.py) replace
|
||||
```
|
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self._updater = Updater(token=self._config['telegram']['token'], workers=0)
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```
|
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with
|
||||
```
|
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self._updater = Updater(token=self._config['telegram']['token'], request_kwargs={'proxy_url': 'socks5://127.0.0.1:1080/'}, workers=0)
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```
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|
|
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|
|
@ -16,9 +16,9 @@ class OperationalException(BaseException):
|
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"""
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|
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|
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class NetworkException(BaseException):
|
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class TemporaryError(BaseException):
|
||||
"""
|
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Network related error.
|
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Temporary network or exchange related error.
|
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This could happen when an exchange is congested, unavailable, or the user
|
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has networking problems. Usually resolves itself after a time.
|
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"""
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|
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|
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@ -9,10 +9,10 @@ from typing import Dict, List, Tuple
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import arrow
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from pandas import DataFrame, to_datetime
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|
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from freqtrade import constants
|
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from freqtrade.exchange import get_ticker_history
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from freqtrade.persistence import Trade
|
||||
from freqtrade.strategy.strategy import Strategy
|
||||
from freqtrade.constants import Constants
|
||||
from freqtrade.strategy.resolver import StrategyResolver
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|
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|
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logger = logging.getLogger(__name__)
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|
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@ -37,7 +37,7 @@ class Analyze(object):
|
|||
:param config: Bot configuration (use the one from Configuration())
|
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"""
|
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self.config = config
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self.strategy = Strategy(self.config)
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self.strategy = StrategyResolver(self.config).strategy
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|
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@staticmethod
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def parse_ticker_dataframe(ticker: list) -> DataFrame:
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|
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@ -54,7 +54,14 @@ class Analyze(object):
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utc=True,
|
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infer_datetime_format=True)
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|
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frame.sort_values('date', inplace=True)
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# group by index and aggregate results to eliminate duplicate ticks
|
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frame = frame.groupby(by='date', as_index=False, sort=True).agg({
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'open': 'first',
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'high': 'max',
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'low': 'min',
|
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'close': 'last',
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'volume': 'max',
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})
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return frame
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|
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def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
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|
|
@ -139,7 +146,7 @@ class Analyze(object):
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|
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# Check if dataframe is out of date
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signal_date = arrow.get(latest['date'])
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interval_minutes = Constants.TICKER_INTERVAL_MINUTES[interval]
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interval_minutes = constants.TICKER_INTERVAL_MINUTES[interval]
|
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if signal_date < arrow.utcnow() - timedelta(minutes=(interval_minutes + 5)):
|
||||
logger.warning(
|
||||
'Outdated history for pair %s. Last tick is %s minutes old',
|
||||
|
|
|
|||
|
|
@ -9,8 +9,7 @@ import re
|
|||
import arrow
|
||||
from typing import List, Tuple, Optional
|
||||
|
||||
from freqtrade import __version__
|
||||
from freqtrade.constants import Constants
|
||||
from freqtrade import __version__, constants
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|
||||
|
||||
class Arguments(object):
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||||
|
|
@ -81,9 +80,16 @@ class Arguments(object):
|
|||
)
|
||||
self.parser.add_argument(
|
||||
'-s', '--strategy',
|
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help='specify strategy file (default: %(default)s)',
|
||||
help='specify strategy class name (default: %(default)s)',
|
||||
dest='strategy',
|
||||
default='default_strategy',
|
||||
default='DefaultStrategy',
|
||||
type=str,
|
||||
metavar='NAME',
|
||||
)
|
||||
self.parser.add_argument(
|
||||
'--strategy-path',
|
||||
help='specify additional strategy lookup path',
|
||||
dest='strategy_path',
|
||||
type=str,
|
||||
metavar='PATH',
|
||||
)
|
||||
|
|
@ -92,7 +98,7 @@ class Arguments(object):
|
|||
help='dynamically generate and update whitelist \
|
||||
based on 24h BaseVolume (Default 20 currencies)', # noqa
|
||||
dest='dynamic_whitelist',
|
||||
const=Constants.DYNAMIC_WHITELIST,
|
||||
const=constants.DYNAMIC_WHITELIST,
|
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type=int,
|
||||
metavar='INT',
|
||||
nargs='?',
|
||||
|
|
@ -163,7 +169,7 @@ class Arguments(object):
|
|||
'-e', '--epochs',
|
||||
help='specify number of epochs (default: %(default)d)',
|
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dest='epochs',
|
||||
default=Constants.HYPEROPT_EPOCH,
|
||||
default=constants.HYPEROPT_EPOCH,
|
||||
type=int,
|
||||
metavar='INT',
|
||||
)
|
||||
|
|
|
|||
|
|
@ -10,8 +10,7 @@ from jsonschema import Draft4Validator, validate
|
|||
from jsonschema.exceptions import ValidationError, best_match
|
||||
import ccxt
|
||||
|
||||
from freqtrade import OperationalException
|
||||
from freqtrade.constants import Constants
|
||||
from freqtrade import OperationalException, constants
|
||||
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
|
@ -34,8 +33,12 @@ class Configuration(object):
|
|||
logger.info('Using config: %s ...', self.args.config)
|
||||
config = self._load_config_file(self.args.config)
|
||||
|
||||
# Add the strategy file to use
|
||||
config.update({'strategy': self.args.strategy})
|
||||
# Set strategy if not specified in config and or if it's non default
|
||||
if self.args.strategy != constants.DEFAULT_STRATEGY or not config.get('strategy'):
|
||||
config.update({'strategy': self.args.strategy})
|
||||
|
||||
if self.args.strategy_path:
|
||||
config.update({'strategy_path': self.args.strategy_path})
|
||||
|
||||
# Load Common configuration
|
||||
config = self._load_common_config(config)
|
||||
|
|
@ -186,7 +189,7 @@ class Configuration(object):
|
|||
:return: Returns the config if valid, otherwise throw an exception
|
||||
"""
|
||||
try:
|
||||
validate(conf, Constants.CONF_SCHEMA)
|
||||
validate(conf, constants.CONF_SCHEMA)
|
||||
return conf
|
||||
except ValidationError as exception:
|
||||
logger.fatal(
|
||||
|
|
@ -194,7 +197,7 @@ class Configuration(object):
|
|||
exception
|
||||
)
|
||||
raise ValidationError(
|
||||
best_match(Draft4Validator(Constants.CONF_SCHEMA).iter_errors(conf)).message
|
||||
best_match(Draft4Validator(constants.CONF_SCHEMA).iter_errors(conf)).message
|
||||
)
|
||||
|
||||
def get_config(self) -> Dict[str, Any]:
|
||||
|
|
|
|||
|
|
@ -1,136 +1,131 @@
|
|||
# pragma pylint: disable=too-few-public-methods
|
||||
|
||||
"""
|
||||
List bot constants
|
||||
bot constants
|
||||
"""
|
||||
DYNAMIC_WHITELIST = 20 # pairs
|
||||
PROCESS_THROTTLE_SECS = 5 # sec
|
||||
TICKER_INTERVAL = 5 # min
|
||||
HYPEROPT_EPOCH = 100 # epochs
|
||||
RETRY_TIMEOUT = 30 # sec
|
||||
DEFAULT_STRATEGY = 'DefaultStrategy'
|
||||
|
||||
TICKER_INTERVAL_MINUTES = {
|
||||
'1m': 1,
|
||||
'5m': 5,
|
||||
'15m': 15,
|
||||
'30m': 30,
|
||||
'1h': 60,
|
||||
'2h': 120,
|
||||
'4h': 240,
|
||||
'6h': 360,
|
||||
'12h': 720,
|
||||
'1d': 1440,
|
||||
'1w': 10080,
|
||||
}
|
||||
|
||||
|
||||
class Constants(object):
|
||||
"""
|
||||
Static class that contain all bot constants
|
||||
"""
|
||||
DYNAMIC_WHITELIST = 20 # pairs
|
||||
PROCESS_THROTTLE_SECS = 5 # sec
|
||||
TICKER_INTERVAL = 5 # min
|
||||
HYPEROPT_EPOCH = 100 # epochs
|
||||
RETRY_TIMEOUT = 30 # sec
|
||||
DEFAULT_STRATEGY = 'default_strategy'
|
||||
|
||||
TICKER_INTERVAL_MINUTES = {
|
||||
'1m': 1,
|
||||
'5m': 5,
|
||||
'15m': 15,
|
||||
'30m': 30,
|
||||
'1h': 60,
|
||||
'2h': 120,
|
||||
'4h': 240,
|
||||
'6h': 360,
|
||||
'12h': 720,
|
||||
'1d': 1440,
|
||||
'1w': 10080,
|
||||
}
|
||||
|
||||
# Required json-schema for user specified config
|
||||
CONF_SCHEMA = {
|
||||
'type': 'object',
|
||||
'properties': {
|
||||
'max_open_trades': {'type': 'integer', 'minimum': 1},
|
||||
'ticker_interval': {'type': 'string', 'enum': list(TICKER_INTERVAL_MINUTES.keys())},
|
||||
'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT']},
|
||||
'stake_amount': {'type': 'number', 'minimum': 0.0005},
|
||||
'fiat_display_currency': {'type': 'string', 'enum': ['AUD', 'BRL', 'CAD', 'CHF',
|
||||
'CLP', 'CNY', 'CZK', 'DKK',
|
||||
'EUR', 'GBP', 'HKD', 'HUF',
|
||||
'IDR', 'ILS', 'INR', 'JPY',
|
||||
'KRW', 'MXN', 'MYR', 'NOK',
|
||||
'NZD', 'PHP', 'PKR', 'PLN',
|
||||
'RUB', 'SEK', 'SGD', 'THB',
|
||||
'TRY', 'TWD', 'ZAR', 'USD']},
|
||||
'dry_run': {'type': 'boolean'},
|
||||
'minimal_roi': {
|
||||
'type': 'object',
|
||||
'patternProperties': {
|
||||
'^[0-9.]+$': {'type': 'number'}
|
||||
# Required json-schema for user specified config
|
||||
CONF_SCHEMA = {
|
||||
'type': 'object',
|
||||
'properties': {
|
||||
'max_open_trades': {'type': 'integer', 'minimum': 1},
|
||||
'ticker_interval': {'type': 'string', 'enum': list(TICKER_INTERVAL_MINUTES.keys())},
|
||||
'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT']},
|
||||
'stake_amount': {'type': 'number', 'minimum': 0.0005},
|
||||
'fiat_display_currency': {'type': 'string', 'enum': ['AUD', 'BRL', 'CAD', 'CHF',
|
||||
'CLP', 'CNY', 'CZK', 'DKK',
|
||||
'EUR', 'GBP', 'HKD', 'HUF',
|
||||
'IDR', 'ILS', 'INR', 'JPY',
|
||||
'KRW', 'MXN', 'MYR', 'NOK',
|
||||
'NZD', 'PHP', 'PKR', 'PLN',
|
||||
'RUB', 'SEK', 'SGD', 'THB',
|
||||
'TRY', 'TWD', 'ZAR', 'USD']},
|
||||
'dry_run': {'type': 'boolean'},
|
||||
'minimal_roi': {
|
||||
'type': 'object',
|
||||
'patternProperties': {
|
||||
'^[0-9.]+$': {'type': 'number'}
|
||||
},
|
||||
'minProperties': 1
|
||||
},
|
||||
'stoploss': {'type': 'number', 'maximum': 0, 'exclusiveMaximum': True},
|
||||
'unfilledtimeout': {'type': 'integer', 'minimum': 0},
|
||||
'bid_strategy': {
|
||||
'type': 'object',
|
||||
'properties': {
|
||||
'ask_last_balance': {
|
||||
'type': 'number',
|
||||
'minimum': 0,
|
||||
'maximum': 1,
|
||||
'exclusiveMaximum': False
|
||||
},
|
||||
'minProperties': 1
|
||||
},
|
||||
'stoploss': {'type': 'number', 'maximum': 0, 'exclusiveMaximum': True},
|
||||
'unfilledtimeout': {'type': 'integer', 'minimum': 0},
|
||||
'bid_strategy': {
|
||||
'type': 'object',
|
||||
'properties': {
|
||||
'ask_last_balance': {
|
||||
'type': 'number',
|
||||
'minimum': 0,
|
||||
'maximum': 1,
|
||||
'exclusiveMaximum': False
|
||||
},
|
||||
},
|
||||
'required': ['ask_last_balance']
|
||||
},
|
||||
'exchange': {'$ref': '#/definitions/exchange'},
|
||||
'experimental': {
|
||||
'type': 'object',
|
||||
'properties': {
|
||||
'use_sell_signal': {'type': 'boolean'},
|
||||
'sell_profit_only': {'type': 'boolean'}
|
||||
}
|
||||
},
|
||||
'telegram': {
|
||||
'type': 'object',
|
||||
'properties': {
|
||||
'enabled': {'type': 'boolean'},
|
||||
'token': {'type': 'string'},
|
||||
'chat_id': {'type': 'string'},
|
||||
},
|
||||
'required': ['enabled', 'token', 'chat_id']
|
||||
},
|
||||
'initial_state': {'type': 'string', 'enum': ['running', 'stopped']},
|
||||
'internals': {
|
||||
'type': 'object',
|
||||
'properties': {
|
||||
'process_throttle_secs': {'type': 'number'},
|
||||
'interval': {'type': 'integer'}
|
||||
}
|
||||
'required': ['ask_last_balance']
|
||||
},
|
||||
'exchange': {'$ref': '#/definitions/exchange'},
|
||||
'experimental': {
|
||||
'type': 'object',
|
||||
'properties': {
|
||||
'use_sell_signal': {'type': 'boolean'},
|
||||
'sell_profit_only': {'type': 'boolean'}
|
||||
}
|
||||
},
|
||||
'definitions': {
|
||||
'exchange': {
|
||||
'type': 'object',
|
||||
'properties': {
|
||||
'name': {'type': 'string'},
|
||||
'key': {'type': 'string'},
|
||||
'secret': {'type': 'string'},
|
||||
'pair_whitelist': {
|
||||
'type': 'array',
|
||||
'items': {
|
||||
'type': 'string',
|
||||
'pattern': '^[0-9A-Z]+/[0-9A-Z]+$'
|
||||
},
|
||||
'uniqueItems': True
|
||||
},
|
||||
'pair_blacklist': {
|
||||
'type': 'array',
|
||||
'items': {
|
||||
'type': 'string',
|
||||
'pattern': '^[0-9A-Z]+/[0-9A-Z]+$'
|
||||
},
|
||||
'uniqueItems': True
|
||||
}
|
||||
},
|
||||
'required': ['name', 'key', 'secret', 'pair_whitelist']
|
||||
}
|
||||
'telegram': {
|
||||
'type': 'object',
|
||||
'properties': {
|
||||
'enabled': {'type': 'boolean'},
|
||||
'token': {'type': 'string'},
|
||||
'chat_id': {'type': 'string'},
|
||||
},
|
||||
'required': ['enabled', 'token', 'chat_id']
|
||||
},
|
||||
'anyOf': [
|
||||
{'required': ['exchange']}
|
||||
],
|
||||
'required': [
|
||||
'max_open_trades',
|
||||
'stake_currency',
|
||||
'stake_amount',
|
||||
'fiat_display_currency',
|
||||
'dry_run',
|
||||
'bid_strategy',
|
||||
'telegram'
|
||||
]
|
||||
}
|
||||
'initial_state': {'type': 'string', 'enum': ['running', 'stopped']},
|
||||
'internals': {
|
||||
'type': 'object',
|
||||
'properties': {
|
||||
'process_throttle_secs': {'type': 'number'},
|
||||
'interval': {'type': 'integer'}
|
||||
}
|
||||
}
|
||||
},
|
||||
'definitions': {
|
||||
'exchange': {
|
||||
'type': 'object',
|
||||
'properties': {
|
||||
'name': {'type': 'string'},
|
||||
'key': {'type': 'string'},
|
||||
'secret': {'type': 'string'},
|
||||
'pair_whitelist': {
|
||||
'type': 'array',
|
||||
'items': {
|
||||
'type': 'string',
|
||||
'pattern': '^[0-9A-Z]+/[0-9A-Z]+$'
|
||||
},
|
||||
'uniqueItems': True
|
||||
},
|
||||
'pair_blacklist': {
|
||||
'type': 'array',
|
||||
'items': {
|
||||
'type': 'string',
|
||||
'pattern': '^[0-9A-Z]+/[0-9A-Z]+$'
|
||||
},
|
||||
'uniqueItems': True
|
||||
}
|
||||
},
|
||||
'required': ['name', 'key', 'secret', 'pair_whitelist']
|
||||
}
|
||||
},
|
||||
'anyOf': [
|
||||
{'required': ['exchange']}
|
||||
],
|
||||
'required': [
|
||||
'max_open_trades',
|
||||
'stake_currency',
|
||||
'stake_amount',
|
||||
'fiat_display_currency',
|
||||
'dry_run',
|
||||
'bid_strategy',
|
||||
'telegram'
|
||||
]
|
||||
}
|
||||
|
|
|
|||
|
|
@ -3,11 +3,12 @@
|
|||
import logging
|
||||
from random import randint
|
||||
from typing import List, Dict, Any, Optional
|
||||
from datetime import datetime
|
||||
|
||||
import ccxt
|
||||
import arrow
|
||||
|
||||
from freqtrade import OperationalException, DependencyException, NetworkException
|
||||
from freqtrade import OperationalException, DependencyException, TemporaryError
|
||||
from freqtrade.constants import Constants
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
|
@ -15,7 +16,7 @@ logger = logging.getLogger(__name__)
|
|||
# Current selected exchange
|
||||
_API: ccxt.Exchange = None
|
||||
|
||||
_CONF: dict = {}
|
||||
_CONF: Dict = {}
|
||||
API_RETRY_COUNT = 4
|
||||
|
||||
# Holds all open sell orders for dry_run
|
||||
|
|
@ -33,15 +34,16 @@ def retrier(f):
|
|||
count = kwargs.pop('count', API_RETRY_COUNT)
|
||||
try:
|
||||
return f(*args, **kwargs)
|
||||
except (NetworkException, DependencyException) as ex:
|
||||
logger.warning('%s returned exception: "%s"', f, ex)
|
||||
except (TemporaryError, DependencyException) as ex:
|
||||
logger.warning('%s() returned exception: "%s"', f.__name__, ex)
|
||||
if count > 0:
|
||||
count -= 1
|
||||
kwargs.update({'count': count})
|
||||
logger.warning('retrying %s still for %s times', f, count)
|
||||
logger.warning('retrying %s() still for %s times', f.__name__, count)
|
||||
return wrapper(*args, **kwargs)
|
||||
else:
|
||||
raise OperationalException('Giving up retrying: %s', f)
|
||||
logger.warning('Giving up retrying: %s()', f.__name__)
|
||||
raise ex
|
||||
return wrapper
|
||||
|
||||
|
||||
|
|
@ -144,7 +146,8 @@ def buy(pair: str, rate: float, amount: float) -> Dict:
|
|||
'side': 'buy',
|
||||
'remaining': 0.0,
|
||||
'datetime': arrow.utcnow().isoformat(),
|
||||
'status': 'closed'
|
||||
'status': 'closed',
|
||||
'fee': None
|
||||
}
|
||||
return {'id': order_id}
|
||||
|
||||
|
|
@ -162,10 +165,10 @@ def buy(pair: str, rate: float, amount: float) -> Dict:
|
|||
'Tried to buy amount {} at rate {} (total {}).'
|
||||
'Message: {}'.format(pair, amount, rate, rate*amount, e)
|
||||
)
|
||||
except ccxt.NetworkError as e:
|
||||
raise NetworkException(
|
||||
'Could not place buy order due to networking error. Message: {}'.format(e)
|
||||
)
|
||||
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
||||
raise TemporaryError(
|
||||
'Could not place buy order due to {}. Message: {}'.format(
|
||||
e.__class__.__name__, e))
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e)
|
||||
|
||||
|
|
@ -200,23 +203,30 @@ def sell(pair: str, rate: float, amount: float) -> Dict:
|
|||
'Tried to sell amount {} at rate {} (total {}).'
|
||||
'Message: {}'.format(pair, amount, rate, rate*amount, e)
|
||||
)
|
||||
except ccxt.NetworkError as e:
|
||||
raise NetworkException(
|
||||
'Could not place sell order due to networking error. Message: {}'.format(e)
|
||||
)
|
||||
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
||||
raise TemporaryError(
|
||||
'Could not place sell order due to {}. Message: {}'.format(
|
||||
e.__class__.__name__, e))
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e)
|
||||
|
||||
|
||||
@retrier
|
||||
def get_balance(currency: str) -> float:
|
||||
if _CONF['dry_run']:
|
||||
return 999.9
|
||||
|
||||
# ccxt exception is already handled by get_balances
|
||||
balances = get_balances()
|
||||
return balances[currency]['free']
|
||||
balance = balances.get(currency)
|
||||
if balance is None:
|
||||
raise TemporaryError(
|
||||
'Could not get {} balance due to malformed exchange response: {}'.format(
|
||||
currency, balances))
|
||||
return balance['free']
|
||||
|
||||
|
||||
@retrier
|
||||
def get_balances() -> dict:
|
||||
if _CONF['dry_run']:
|
||||
return {}
|
||||
|
|
@ -230,10 +240,10 @@ def get_balances() -> dict:
|
|||
balances.pop("used", None)
|
||||
|
||||
return balances
|
||||
except ccxt.NetworkError as e:
|
||||
raise NetworkException(
|
||||
'Could not get balance due to networking error. Message: {}'.format(e)
|
||||
)
|
||||
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
||||
raise TemporaryError(
|
||||
'Could not get balance due to {}. Message: {}'.format(
|
||||
e.__class__.__name__, e))
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e)
|
||||
|
||||
|
|
@ -242,17 +252,17 @@ def get_balances() -> dict:
|
|||
def get_tickers() -> Dict:
|
||||
try:
|
||||
return _API.fetch_tickers()
|
||||
except ccxt.NetworkError as e:
|
||||
raise NetworkException(
|
||||
'Could not load tickers due to networking error. Message: {}'.format(e)
|
||||
)
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e)
|
||||
except ccxt.NotSupported as e:
|
||||
raise OperationalException(
|
||||
'Exchange {} does not support fetching tickers in batch.'
|
||||
'Message: {}'.format(_API.name, e)
|
||||
)
|
||||
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
||||
raise TemporaryError(
|
||||
'Could not load tickers due to {}. Message: {}'.format(
|
||||
e.__class__.__name__, e))
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e)
|
||||
|
||||
|
||||
# TODO: remove refresh argument, keeping it to keep track of where it was intended to be used
|
||||
|
|
@ -260,10 +270,10 @@ def get_tickers() -> Dict:
|
|||
def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict:
|
||||
try:
|
||||
return _API.fetch_ticker(pair)
|
||||
except ccxt.NetworkError as e:
|
||||
raise NetworkException(
|
||||
'Could not load tickers due to networking error. Message: {}'.format(e)
|
||||
)
|
||||
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
||||
raise TemporaryError(
|
||||
'Could not load ticker history due to {}. Message: {}'.format(
|
||||
e.__class__.__name__, e))
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e)
|
||||
|
||||
|
|
@ -296,38 +306,39 @@ def get_ticker_history(pair: str, tick_interval: str, since_ms: Optional[int] =
|
|||
since_ms = data[-1][0] + 1
|
||||
|
||||
return data
|
||||
|
||||
except ccxt.NetworkError as e:
|
||||
raise NetworkException(
|
||||
'Could not load ticker history due to networking error. Message: {}'.format(e)
|
||||
)
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException('Could not fetch ticker data. Msg: {}'.format(e))
|
||||
except ccxt.NotSupported as e:
|
||||
raise OperationalException(
|
||||
'Exchange {} does not support fetching historical candlestick data.'
|
||||
'Message: {}'.format(_API.name, e)
|
||||
)
|
||||
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
||||
raise TemporaryError(
|
||||
'Could not load ticker history due to {}. Message: {}'.format(
|
||||
e.__class__.__name__, e))
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException('Could not fetch ticker data. Msg: {}'.format(e))
|
||||
|
||||
|
||||
@retrier
|
||||
def cancel_order(order_id: str, pair: str) -> None:
|
||||
if _CONF['dry_run']:
|
||||
return
|
||||
|
||||
try:
|
||||
return _API.cancel_order(order_id, pair)
|
||||
except ccxt.NetworkError as e:
|
||||
raise NetworkException(
|
||||
'Could not get order due to networking error. Message: {}'.format(e)
|
||||
)
|
||||
except ccxt.InvalidOrder as e:
|
||||
raise DependencyException(
|
||||
'Could not cancel order. Message: {}'.format(e)
|
||||
)
|
||||
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
||||
raise TemporaryError(
|
||||
'Could not cancel order due to {}. Message: {}'.format(
|
||||
e.__class__.__name__, e))
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e)
|
||||
|
||||
|
||||
@retrier
|
||||
def get_order(order_id: str, pair: str) -> Dict:
|
||||
if _CONF['dry_run']:
|
||||
order = _DRY_RUN_OPEN_ORDERS[order_id]
|
||||
|
|
@ -337,14 +348,34 @@ def get_order(order_id: str, pair: str) -> Dict:
|
|||
return order
|
||||
try:
|
||||
return _API.fetch_order(order_id, pair)
|
||||
except ccxt.NetworkError as e:
|
||||
raise NetworkException(
|
||||
'Could not get order due to networking error. Message: {}'.format(e)
|
||||
)
|
||||
except ccxt.InvalidOrder as e:
|
||||
raise DependencyException(
|
||||
'Could not get order. Message: {}'.format(e)
|
||||
)
|
||||
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
||||
raise TemporaryError(
|
||||
'Could not get order due to {}. Message: {}'.format(
|
||||
e.__class__.__name__, e))
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e)
|
||||
|
||||
|
||||
@retrier
|
||||
def get_trades_for_order(order_id: str, pair: str, since: datetime) -> List:
|
||||
if _CONF['dry_run']:
|
||||
return []
|
||||
if not exchange_has('fetchMyTrades'):
|
||||
return []
|
||||
try:
|
||||
my_trades = _API.fetch_my_trades(pair, since.timestamp())
|
||||
matched_trades = [trade for trade in my_trades if trade['order'] == order_id]
|
||||
|
||||
return matched_trades
|
||||
|
||||
except ccxt.NetworkError as e:
|
||||
raise TemporaryError(
|
||||
'Could not get trades due to networking error. Message: {}'.format(e)
|
||||
)
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e)
|
||||
|
||||
|
|
@ -360,13 +391,14 @@ def get_pair_detail_url(pair: str) -> str:
|
|||
return ""
|
||||
|
||||
|
||||
@retrier
|
||||
def get_markets() -> List[dict]:
|
||||
try:
|
||||
return _API.fetch_markets()
|
||||
except ccxt.NetworkError as e:
|
||||
raise NetworkException(
|
||||
'Could not load markets due to networking error. Message: {}'.format(e)
|
||||
)
|
||||
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
||||
raise TemporaryError(
|
||||
'Could not load markets due to {}. Message: {}'.format(
|
||||
e.__class__.__name__, e))
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e)
|
||||
|
||||
|
|
@ -379,11 +411,29 @@ def get_id() -> str:
|
|||
return _API.id
|
||||
|
||||
|
||||
@retrier
|
||||
def get_fee(symbol='ETH/BTC', type='', side='', amount=1,
|
||||
price=1, taker_or_maker='maker') -> float:
|
||||
# validate that markets are loaded before trying to get fee
|
||||
if _API.markets is None or len(_API.markets) == 0:
|
||||
_API.load_markets()
|
||||
try:
|
||||
# validate that markets are loaded before trying to get fee
|
||||
if _API.markets is None or len(_API.markets) == 0:
|
||||
_API.load_markets()
|
||||
|
||||
return _API.calculate_fee(symbol=symbol, type=type, side=side, amount=amount,
|
||||
price=price, takerOrMaker=taker_or_maker)['rate']
|
||||
return _API.calculate_fee(symbol=symbol, type=type, side=side, amount=amount,
|
||||
price=price, takerOrMaker=taker_or_maker)['rate']
|
||||
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
||||
raise TemporaryError(
|
||||
'Could not get fee info due to {}. Message: {}'.format(
|
||||
e.__class__.__name__, e))
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e)
|
||||
|
||||
|
||||
def get_amount_lots(pair: str, amount: float) -> float:
|
||||
"""
|
||||
get buyable amount rounding, ..
|
||||
"""
|
||||
# validate that markets are loaded before trying to get fee
|
||||
if not _API.markets:
|
||||
_API.load_markets()
|
||||
return _API.amount_to_lots(pair, amount)
|
||||
|
|
|
|||
|
|
@ -3,7 +3,6 @@ Freqtrade is the main module of this bot. It contains the class Freqtrade()
|
|||
"""
|
||||
|
||||
import copy
|
||||
import json
|
||||
import logging
|
||||
import time
|
||||
import traceback
|
||||
|
|
@ -12,19 +11,19 @@ from typing import Dict, List, Optional, Any, Callable
|
|||
|
||||
import arrow
|
||||
import requests
|
||||
from cachetools import cached, TTLCache
|
||||
from cachetools import TTLCache, cached
|
||||
|
||||
from freqtrade import (
|
||||
DependencyException, OperationalException, exchange, persistence, __version__
|
||||
DependencyException, OperationalException, TemporaryError,
|
||||
exchange, persistence, __version__,
|
||||
)
|
||||
from freqtrade import constants
|
||||
from freqtrade.analyze import Analyze
|
||||
from freqtrade.constants import Constants
|
||||
from freqtrade.fiat_convert import CryptoToFiatConverter
|
||||
from freqtrade.persistence import Trade
|
||||
from freqtrade.rpc.rpc_manager import RPCManager
|
||||
from freqtrade.state import State
|
||||
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
|
|
@ -111,7 +110,7 @@ class FreqtradeBot(object):
|
|||
elif state == State.RUNNING:
|
||||
min_secs = self.config.get('internals', {}).get(
|
||||
'process_throttle_secs',
|
||||
Constants.PROCESS_THROTTLE_SECS
|
||||
constants.PROCESS_THROTTLE_SECS
|
||||
)
|
||||
|
||||
nb_assets = self.config.get('dynamic_whitelist', None)
|
||||
|
|
@ -173,9 +172,9 @@ class FreqtradeBot(object):
|
|||
self.check_handle_timedout(self.config['unfilledtimeout'])
|
||||
Trade.session.flush()
|
||||
|
||||
except (requests.exceptions.RequestException, json.JSONDecodeError) as error:
|
||||
except TemporaryError as error:
|
||||
logger.warning('%s, retrying in 30 seconds...', error)
|
||||
time.sleep(Constants.RETRY_TIMEOUT)
|
||||
time.sleep(constants.RETRY_TIMEOUT)
|
||||
except OperationalException:
|
||||
self.rpc.send_msg(
|
||||
'*Status:* OperationalException:\n```\n{traceback}```{hint}'
|
||||
|
|
@ -287,7 +286,7 @@ class FreqtradeBot(object):
|
|||
if not whitelist:
|
||||
raise DependencyException('No currency pairs in whitelist')
|
||||
|
||||
# Pick pair based on StochRSI buy signals
|
||||
# Pick pair based on buy signals
|
||||
for _pair in whitelist:
|
||||
(buy, sell) = self.analyze.get_signal(_pair, interval)
|
||||
if buy and not sell:
|
||||
|
|
@ -323,11 +322,13 @@ class FreqtradeBot(object):
|
|||
)
|
||||
)
|
||||
# Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
|
||||
fee = exchange.get_fee(symbol=pair, taker_or_maker='maker')
|
||||
trade = Trade(
|
||||
pair=pair,
|
||||
stake_amount=stake_amount,
|
||||
amount=amount,
|
||||
fee=exchange.get_fee(taker_or_maker='maker'),
|
||||
fee_open=fee,
|
||||
fee_close=fee,
|
||||
open_rate=buy_limit,
|
||||
open_date=datetime.utcnow(),
|
||||
exchange=exchange.get_id(),
|
||||
|
|
@ -358,17 +359,74 @@ class FreqtradeBot(object):
|
|||
Tries to execute a sell trade
|
||||
:return: True if executed
|
||||
"""
|
||||
# Get order details for actual price per unit
|
||||
if trade.open_order_id:
|
||||
# Update trade with order values
|
||||
logger.info('Found open order for %s', trade)
|
||||
trade.update(exchange.get_order(trade.open_order_id, trade.pair))
|
||||
try:
|
||||
# Get order details for actual price per unit
|
||||
if trade.open_order_id:
|
||||
# Update trade with order values
|
||||
logger.info('Found open order for %s', trade)
|
||||
order = exchange.get_order(trade.open_order_id, trade.pair)
|
||||
# Try update amount (binance-fix)
|
||||
try:
|
||||
new_amount = self.get_real_amount(trade, order)
|
||||
if order['amount'] != new_amount:
|
||||
order['amount'] = new_amount
|
||||
# Fee was applied, so set to 0
|
||||
trade.fee_open = 0
|
||||
|
||||
if trade.is_open and trade.open_order_id is None:
|
||||
# Check if we can sell our current pair
|
||||
return self.handle_trade(trade)
|
||||
except OperationalException as exception:
|
||||
logger.warning("could not update trade amount: %s", exception)
|
||||
|
||||
trade.update(order)
|
||||
|
||||
if trade.is_open and trade.open_order_id is None:
|
||||
# Check if we can sell our current pair
|
||||
return self.handle_trade(trade)
|
||||
except DependencyException as exception:
|
||||
logger.warning('Unable to sell trade: %s', exception)
|
||||
return False
|
||||
|
||||
def get_real_amount(self, trade: Trade, order: Dict) -> float:
|
||||
"""
|
||||
Get real amount for the trade
|
||||
Necessary for exchanges which charge fees in base currency (e.g. binance)
|
||||
"""
|
||||
order_amount = order['amount']
|
||||
# Only run for closed orders
|
||||
if trade.fee_open == 0 or order['status'] == 'open':
|
||||
return order_amount
|
||||
|
||||
# use fee from order-dict if possible
|
||||
if 'fee' in order and order['fee']:
|
||||
if trade.pair.startswith(order['fee']['currency']):
|
||||
new_amount = order_amount - order['fee']['cost']
|
||||
logger.info("Applying fee on amount for %s (from %s to %s) from Order",
|
||||
trade, order['amount'], new_amount)
|
||||
return new_amount
|
||||
|
||||
# Fallback to Trades
|
||||
trades = exchange.get_trades_for_order(trade.open_order_id, trade.pair, trade.open_date)
|
||||
|
||||
if len(trades) == 0:
|
||||
logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade)
|
||||
return order_amount
|
||||
amount = 0
|
||||
fee_abs = 0
|
||||
for exectrade in trades:
|
||||
amount += exectrade['amount']
|
||||
if "fee" in exectrade:
|
||||
# only applies if fee is in quote currency!
|
||||
if trade.pair.startswith(exectrade['fee']['currency']):
|
||||
fee_abs += exectrade['fee']['cost']
|
||||
|
||||
if amount != order_amount:
|
||||
logger.warning("amount {} does not match amount {}".format(amount, trade.amount))
|
||||
raise OperationalException("Half bought? Amounts don't match")
|
||||
real_amount = amount - fee_abs
|
||||
if fee_abs != 0:
|
||||
logger.info("Applying fee on amount for {} (from {} to {}) from Trades".format(
|
||||
trade, order['amount'], real_amount))
|
||||
return real_amount
|
||||
|
||||
def handle_trade(self, trade: Trade) -> bool:
|
||||
"""
|
||||
Sells the current pair if the threshold is reached and updates the trade record.
|
||||
|
|
@ -388,7 +446,7 @@ class FreqtradeBot(object):
|
|||
if self.analyze.should_sell(trade, current_rate, datetime.utcnow(), buy, sell):
|
||||
self.execute_sell(trade, current_rate)
|
||||
return True
|
||||
|
||||
logger.info('Found no sell signals for whitelisted currencies. Trying again..')
|
||||
return False
|
||||
|
||||
def check_handle_timedout(self, timeoutvalue: int) -> None:
|
||||
|
|
@ -426,7 +484,7 @@ class FreqtradeBot(object):
|
|||
"""Buy timeout - cancel order
|
||||
:return: True if order was fully cancelled
|
||||
"""
|
||||
exchange.cancel_order(trade.open_order_id)
|
||||
exchange.cancel_order(trade.open_order_id, trade.pair)
|
||||
if order['remaining'] == order['amount']:
|
||||
# if trade is not partially completed, just delete the trade
|
||||
Trade.session.delete(trade)
|
||||
|
|
@ -456,7 +514,7 @@ class FreqtradeBot(object):
|
|||
"""
|
||||
if order['remaining'] == order['amount']:
|
||||
# if trade is not partially completed, just cancel the trade
|
||||
exchange.cancel_order(trade.open_order_id)
|
||||
exchange.cancel_order(trade.open_order_id, trade.pair)
|
||||
trade.close_rate = None
|
||||
trade.close_profit = None
|
||||
trade.close_date = None
|
||||
|
|
|
|||
|
|
@ -3,7 +3,6 @@
|
|||
Main Freqtrade bot script.
|
||||
Read the documentation to know what cli arguments you need.
|
||||
"""
|
||||
|
||||
import logging
|
||||
import sys
|
||||
from typing import List
|
||||
|
|
@ -30,9 +29,10 @@ def main(sysargv: List[str]) -> None:
|
|||
# Means if Backtesting or Hyperopt have been called we exit the bot
|
||||
if hasattr(args, 'func'):
|
||||
args.func(args)
|
||||
return 0
|
||||
return
|
||||
|
||||
freqtrade = None
|
||||
return_code = 1
|
||||
try:
|
||||
# Load and validate configuration
|
||||
config = Configuration(args).get_config()
|
||||
|
|
@ -46,12 +46,13 @@ def main(sysargv: List[str]) -> None:
|
|||
|
||||
except KeyboardInterrupt:
|
||||
logger.info('SIGINT received, aborting ...')
|
||||
return_code = 0
|
||||
except BaseException:
|
||||
logger.exception('Fatal exception!')
|
||||
finally:
|
||||
if freqtrade:
|
||||
freqtrade.clean()
|
||||
sys.exit(0)
|
||||
sys.exit(return_code)
|
||||
|
||||
|
||||
def set_loggers() -> None:
|
||||
|
|
|
|||
|
|
@ -183,11 +183,11 @@ def load_cached_data_for_updating(filename: str,
|
|||
return (data, since_ms)
|
||||
|
||||
|
||||
# FIX: 20180110, suggest rename interval to tick_interval
|
||||
def download_backtesting_testdata(datadir: str,
|
||||
pair: str,
|
||||
tick_interval: str = '5m',
|
||||
timerange: Optional[Tuple[Tuple, int, int]] = None) -> bool:
|
||||
timerange: Optional[Tuple[Tuple, int, int]] = None) -> None:
|
||||
|
||||
"""
|
||||
Download the latest ticker intervals from the exchange for the pairs passed in parameters
|
||||
The data is downloaded starting from the last correct ticker interval data that
|
||||
|
|
@ -198,7 +198,8 @@ def download_backtesting_testdata(datadir: str,
|
|||
:param pairs: list of pairs to download
|
||||
:param tick_interval: ticker interval
|
||||
:param timerange: range of time to download
|
||||
:return: bool
|
||||
:return: None
|
||||
|
||||
"""
|
||||
|
||||
path = make_testdata_path(datadir)
|
||||
|
|
@ -223,5 +224,3 @@ def download_backtesting_testdata(datadir: str,
|
|||
logger.debug("New End: %s", misc.format_ms_time(data[-1][0]))
|
||||
|
||||
misc.file_dump_json(filename, data)
|
||||
|
||||
return True
|
||||
|
|
|
|||
|
|
@ -4,11 +4,12 @@
|
|||
This module contains the backtesting logic
|
||||
"""
|
||||
import logging
|
||||
import operator
|
||||
from argparse import Namespace
|
||||
from typing import Dict, Tuple, Any, List, Optional
|
||||
|
||||
import arrow
|
||||
from pandas import DataFrame, Series
|
||||
from pandas import DataFrame
|
||||
from tabulate import tabulate
|
||||
|
||||
import freqtrade.optimize as optimize
|
||||
|
|
@ -19,7 +20,6 @@ from freqtrade.configuration import Configuration
|
|||
from freqtrade.misc import file_dump_json
|
||||
from freqtrade.persistence import Trade
|
||||
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
|
|
@ -66,11 +66,12 @@ class Backtesting(object):
|
|||
:param data: dictionary with preprocessed backtesting data
|
||||
:return: tuple containing min_date, max_date
|
||||
"""
|
||||
all_dates = Series([])
|
||||
for pair_data in data.values():
|
||||
all_dates = all_dates.append(pair_data['date'])
|
||||
all_dates.sort_values(inplace=True)
|
||||
return arrow.get(all_dates.iloc[0]), arrow.get(all_dates.iloc[-1])
|
||||
timeframe = [
|
||||
(arrow.get(min(frame.date)), arrow.get(max(frame.date)))
|
||||
for frame in data.values()
|
||||
]
|
||||
return min(timeframe, key=operator.itemgetter(0))[0], \
|
||||
max(timeframe, key=operator.itemgetter(1))[1]
|
||||
|
||||
def _generate_text_table(self, data: Dict[str, Dict], results: DataFrame) -> str:
|
||||
"""
|
||||
|
|
@ -113,12 +114,14 @@ class Backtesting(object):
|
|||
|
||||
stake_amount = args['stake_amount']
|
||||
max_open_trades = args.get('max_open_trades', 0)
|
||||
fee = exchange.get_fee()
|
||||
trade = Trade(
|
||||
open_rate=buy_row.close,
|
||||
open_date=buy_row.date,
|
||||
stake_amount=stake_amount,
|
||||
amount=stake_amount / buy_row.open,
|
||||
fee=exchange.get_fee()
|
||||
fee_open=fee,
|
||||
fee_close=fee
|
||||
)
|
||||
|
||||
# calculate win/lose forwards from buy point
|
||||
|
|
@ -199,9 +202,9 @@ class Backtesting(object):
|
|||
# record a tuple of pair, current_profit_percent,
|
||||
# entry-date, duration
|
||||
records.append((pair, trade_entry[1],
|
||||
row.date.timestamp(),
|
||||
row2.date.timestamp(),
|
||||
row.date, trade_entry[3]))
|
||||
row.date.strftime('%s'),
|
||||
row2.date.strftime('%s'),
|
||||
index, trade_entry[3]))
|
||||
# For now export inside backtest(), maybe change so that backtest()
|
||||
# returns a tuple like: (dataframe, records, logs, etc)
|
||||
if record and record.find('trades') >= 0:
|
||||
|
|
@ -302,12 +305,9 @@ def start(args: Namespace) -> None:
|
|||
:param args: Cli args from Arguments()
|
||||
:return: None
|
||||
"""
|
||||
|
||||
# Initialize logger
|
||||
logger.info('Starting freqtrade in Backtesting mode')
|
||||
|
||||
# Initialize configuration
|
||||
config = setup_configuration(args)
|
||||
logger.info('Starting freqtrade in Backtesting mode')
|
||||
|
||||
# Initialize backtesting object
|
||||
backtesting = Backtesting(config)
|
||||
|
|
|
|||
|
|
@ -29,7 +29,6 @@ from freqtrade.optimize import load_data
|
|||
from freqtrade.optimize.backtesting import Backtesting
|
||||
from user_data.hyperopt_conf import hyperopt_optimize_conf
|
||||
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
|
|
@ -591,11 +590,11 @@ def start(args: Namespace) -> None:
|
|||
logging.getLogger('hyperopt.mongoexp').setLevel(logging.WARNING)
|
||||
logging.getLogger('hyperopt.tpe').setLevel(logging.WARNING)
|
||||
|
||||
logger.info('Starting freqtrade in Hyperopt mode')
|
||||
|
||||
# Initialize configuration
|
||||
# Monkey patch the configuration with hyperopt_conf.py
|
||||
configuration = Configuration(args)
|
||||
logger.info('Starting freqtrade in Hyperopt mode')
|
||||
|
||||
optimize_config = hyperopt_optimize_conf()
|
||||
config = configuration._load_common_config(optimize_config)
|
||||
config = configuration._load_backtesting_config(config)
|
||||
|
|
|
|||
|
|
@ -85,7 +85,8 @@ class Trade(_DECL_BASE):
|
|||
exchange = Column(String, nullable=False)
|
||||
pair = Column(String, nullable=False)
|
||||
is_open = Column(Boolean, nullable=False, default=True)
|
||||
fee = Column(Float, nullable=False, default=0.0)
|
||||
fee_open = Column(Float, nullable=False, default=0.0)
|
||||
fee_close = Column(Float, nullable=False, default=0.0)
|
||||
open_rate = Column(Float)
|
||||
close_rate = Column(Float)
|
||||
close_profit = Column(Float)
|
||||
|
|
@ -156,7 +157,7 @@ class Trade(_DECL_BASE):
|
|||
getcontext().prec = 8
|
||||
|
||||
buy_trade = (Decimal(self.amount) * Decimal(self.open_rate))
|
||||
fees = buy_trade * Decimal(fee or self.fee)
|
||||
fees = buy_trade * Decimal(fee or self.fee_open)
|
||||
return float(buy_trade + fees)
|
||||
|
||||
def calc_close_trade_price(
|
||||
|
|
@ -177,7 +178,7 @@ class Trade(_DECL_BASE):
|
|||
return 0.0
|
||||
|
||||
sell_trade = (Decimal(self.amount) * Decimal(rate or self.close_rate))
|
||||
fees = sell_trade * Decimal(fee or self.fee)
|
||||
fees = sell_trade * Decimal(fee or self.fee_close)
|
||||
return float(sell_trade - fees)
|
||||
|
||||
def calc_profit(
|
||||
|
|
@ -195,7 +196,7 @@ class Trade(_DECL_BASE):
|
|||
open_trade_price = self.calc_open_trade_price()
|
||||
close_trade_price = self.calc_close_trade_price(
|
||||
rate=(rate or self.close_rate),
|
||||
fee=(fee or self.fee)
|
||||
fee=(fee or self.fee_close)
|
||||
)
|
||||
return float("{0:.8f}".format(close_trade_price - open_trade_price))
|
||||
|
||||
|
|
@ -215,7 +216,7 @@ class Trade(_DECL_BASE):
|
|||
open_trade_price = self.calc_open_trade_price()
|
||||
close_trade_price = self.calc_close_trade_price(
|
||||
rate=(rate or self.close_rate),
|
||||
fee=(fee or self.fee)
|
||||
fee=(fee or self.fee_close)
|
||||
)
|
||||
|
||||
return float("{0:.8f}".format((close_trade_price / open_trade_price) - 1))
|
||||
|
|
|
|||
|
|
@ -7,8 +7,6 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
|
|||
from freqtrade.indicator_helpers import fishers_inverse
|
||||
from freqtrade.strategy.interface import IStrategy
|
||||
|
||||
class_name = 'DefaultStrategy'
|
||||
|
||||
|
||||
class DefaultStrategy(IStrategy):
|
||||
"""
|
||||
|
|
|
|||
|
|
@ -33,7 +33,6 @@ class IStrategy(ABC):
|
|||
Based on TA indicators, populates the buy signal for the given dataframe
|
||||
:param dataframe: DataFrame
|
||||
:return: DataFrame with buy column
|
||||
:return:
|
||||
"""
|
||||
|
||||
@abstractmethod
|
||||
|
|
@ -41,5 +40,5 @@ class IStrategy(ABC):
|
|||
"""
|
||||
Based on TA indicators, populates the sell signal for the given dataframe
|
||||
:param dataframe: DataFrame
|
||||
:return: DataFrame with buy column
|
||||
:return: DataFrame with sell column
|
||||
"""
|
||||
|
|
|
|||
130
freqtrade/strategy/resolver.py
Normal file
130
freqtrade/strategy/resolver.py
Normal file
|
|
@ -0,0 +1,130 @@
|
|||
# pragma pylint: disable=attribute-defined-outside-init
|
||||
|
||||
"""
|
||||
This module load custom strategies
|
||||
"""
|
||||
import importlib.util
|
||||
import inspect
|
||||
import logging
|
||||
import os
|
||||
from collections import OrderedDict
|
||||
from typing import Optional, Dict, Type
|
||||
|
||||
from freqtrade import constants
|
||||
from freqtrade.strategy.interface import IStrategy
|
||||
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
class StrategyResolver(object):
|
||||
"""
|
||||
This class contains all the logic to load custom strategy class
|
||||
"""
|
||||
|
||||
__slots__ = ['strategy']
|
||||
|
||||
def __init__(self, config: Optional[Dict] = None) -> None:
|
||||
"""
|
||||
Load the custom class from config parameter
|
||||
:param config: configuration dictionary or None
|
||||
"""
|
||||
config = config or {}
|
||||
|
||||
# Verify the strategy is in the configuration, otherwise fallback to the default strategy
|
||||
strategy_name = config.get('strategy') or constants.DEFAULT_STRATEGY
|
||||
self.strategy = self._load_strategy(strategy_name, extra_dir=config.get('strategy_path'))
|
||||
|
||||
# Set attributes
|
||||
# Check if we need to override configuration
|
||||
if 'minimal_roi' in config:
|
||||
self.strategy.minimal_roi = config['minimal_roi']
|
||||
logger.info("Override strategy \'minimal_roi\' with value in config file.")
|
||||
|
||||
if 'stoploss' in config:
|
||||
self.strategy.stoploss = config['stoploss']
|
||||
logger.info(
|
||||
"Override strategy \'stoploss\' with value in config file: %s.", config['stoploss']
|
||||
)
|
||||
|
||||
if 'ticker_interval' in config:
|
||||
self.strategy.ticker_interval = config['ticker_interval']
|
||||
logger.info(
|
||||
"Override strategy \'ticker_interval\' with value in config file: %s.",
|
||||
config['ticker_interval']
|
||||
)
|
||||
|
||||
# Sort and apply type conversions
|
||||
self.strategy.minimal_roi = OrderedDict(sorted(
|
||||
{int(key): value for (key, value) in self.strategy.minimal_roi.items()}.items(),
|
||||
key=lambda t: t[0]))
|
||||
self.strategy.stoploss = float(self.strategy.stoploss)
|
||||
|
||||
def _load_strategy(
|
||||
self, strategy_name: str, extra_dir: Optional[str] = None) -> Optional[IStrategy]:
|
||||
"""
|
||||
Search and loads the specified strategy.
|
||||
:param strategy_name: name of the module to import
|
||||
:param extra_dir: additional directory to search for the given strategy
|
||||
:return: Strategy instance or None
|
||||
"""
|
||||
current_path = os.path.dirname(os.path.realpath(__file__))
|
||||
abs_paths = [
|
||||
os.path.join(current_path, '..', '..', 'user_data', 'strategies'),
|
||||
current_path,
|
||||
]
|
||||
|
||||
if extra_dir:
|
||||
# Add extra strategy directory on top of search paths
|
||||
abs_paths.insert(0, extra_dir)
|
||||
|
||||
for path in abs_paths:
|
||||
strategy = self._search_strategy(path, strategy_name)
|
||||
if strategy:
|
||||
logger.info('Using resolved strategy %s from \'%s\'', strategy_name, path)
|
||||
return strategy
|
||||
|
||||
raise ImportError(
|
||||
"Impossible to load Strategy '{}'. This class does not exist"
|
||||
" or contains Python code errors".format(strategy_name)
|
||||
)
|
||||
|
||||
@staticmethod
|
||||
def _get_valid_strategies(module_path: str, strategy_name: str) -> Optional[Type[IStrategy]]:
|
||||
"""
|
||||
Returns a list of all possible strategies for the given module_path
|
||||
:param module_path: absolute path to the module
|
||||
:param strategy_name: Class name of the strategy
|
||||
:return: Tuple with (name, class) or None
|
||||
"""
|
||||
|
||||
# Generate spec based on absolute path
|
||||
spec = importlib.util.spec_from_file_location('user_data.strategies', module_path)
|
||||
module = importlib.util.module_from_spec(spec)
|
||||
spec.loader.exec_module(module)
|
||||
|
||||
valid_strategies_gen = (
|
||||
obj for name, obj in inspect.getmembers(module, inspect.isclass)
|
||||
if strategy_name == name and IStrategy in obj.__bases__
|
||||
)
|
||||
return next(valid_strategies_gen, None)
|
||||
|
||||
@staticmethod
|
||||
def _search_strategy(directory: str, strategy_name: str) -> Optional[IStrategy]:
|
||||
"""
|
||||
Search for the strategy_name in the given directory
|
||||
:param directory: relative or absolute directory path
|
||||
:return: name of the strategy class
|
||||
"""
|
||||
logger.debug('Searching for strategy %s in \'%s\'', strategy_name, directory)
|
||||
for entry in os.listdir(directory):
|
||||
# Only consider python files
|
||||
if not entry.endswith('.py'):
|
||||
logger.debug('Ignoring %s', entry)
|
||||
continue
|
||||
strategy = StrategyResolver._get_valid_strategies(
|
||||
os.path.abspath(os.path.join(directory, entry)), strategy_name
|
||||
)
|
||||
if strategy:
|
||||
return strategy()
|
||||
return None
|
||||
|
|
@ -1,169 +0,0 @@
|
|||
# pragma pylint: disable=attribute-defined-outside-init
|
||||
|
||||
"""
|
||||
This module load custom strategies
|
||||
"""
|
||||
import importlib
|
||||
import logging
|
||||
import os
|
||||
import sys
|
||||
from collections import OrderedDict
|
||||
|
||||
from pandas import DataFrame
|
||||
|
||||
from freqtrade.constants import Constants
|
||||
from freqtrade.strategy.interface import IStrategy
|
||||
|
||||
sys.path.insert(0, r'../../user_data/strategies')
|
||||
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
class Strategy(object):
|
||||
"""
|
||||
This class contains all the logic to load custom strategy class
|
||||
"""
|
||||
def __init__(self, config: dict = {}) -> None:
|
||||
"""
|
||||
Load the custom class from config parameter
|
||||
:param config:
|
||||
:return:
|
||||
"""
|
||||
# Verify the strategy is in the configuration, otherwise fallback to the default strategy
|
||||
if 'strategy' in config:
|
||||
strategy = config['strategy']
|
||||
else:
|
||||
strategy = Constants.DEFAULT_STRATEGY
|
||||
|
||||
# Load the strategy
|
||||
self._load_strategy(strategy)
|
||||
|
||||
# Set attributes
|
||||
# Check if we need to override configuration
|
||||
if 'minimal_roi' in config:
|
||||
self.custom_strategy.minimal_roi = config['minimal_roi']
|
||||
logger.info("Override strategy \'minimal_roi\' with value in config file.")
|
||||
|
||||
if 'stoploss' in config:
|
||||
self.custom_strategy.stoploss = config['stoploss']
|
||||
logger.info(
|
||||
"Override strategy \'stoploss\' with value in config file: %s.", config['stoploss']
|
||||
)
|
||||
|
||||
if 'ticker_interval' in config:
|
||||
self.custom_strategy.ticker_interval = config['ticker_interval']
|
||||
logger.info(
|
||||
"Override strategy \'ticker_interval\' with value in config file: %s.",
|
||||
config['ticker_interval']
|
||||
)
|
||||
|
||||
# Minimal ROI designed for the strategy
|
||||
self.minimal_roi = OrderedDict(sorted(
|
||||
{int(key): value for (key, value) in self.custom_strategy.minimal_roi.items()}.items(),
|
||||
key=lambda t: t[0])) # sort after converting to number
|
||||
|
||||
# Optimal stoploss designed for the strategy
|
||||
self.stoploss = float(self.custom_strategy.stoploss)
|
||||
|
||||
self.ticker_interval = self.custom_strategy.ticker_interval
|
||||
|
||||
def _load_strategy(self, strategy_name: str) -> None:
|
||||
"""
|
||||
Search and load the custom strategy. If no strategy found, fallback on the default strategy
|
||||
Set the object into self.custom_strategy
|
||||
:param strategy_name: name of the module to import
|
||||
:return: None
|
||||
"""
|
||||
|
||||
try:
|
||||
# Start by sanitizing the file name (remove any extensions)
|
||||
strategy_name = self._sanitize_module_name(filename=strategy_name)
|
||||
|
||||
# Search where can be the strategy file
|
||||
path = self._search_strategy(filename=strategy_name)
|
||||
|
||||
# Load the strategy
|
||||
self.custom_strategy = self._load_class(path + strategy_name)
|
||||
|
||||
# Fallback to the default strategy
|
||||
except (ImportError, TypeError) as error:
|
||||
logger.error(
|
||||
"Impossible to load Strategy 'user_data/strategies/%s.py'. This file does not exist"
|
||||
" or contains Python code errors",
|
||||
strategy_name
|
||||
)
|
||||
logger.error(
|
||||
"The error is:\n%s.",
|
||||
error
|
||||
)
|
||||
|
||||
def _load_class(self, filename: str) -> IStrategy:
|
||||
"""
|
||||
Import a strategy as a module
|
||||
:param filename: path to the strategy (path from freqtrade/strategy/)
|
||||
:return: return the strategy class
|
||||
"""
|
||||
module = importlib.import_module(filename, __package__)
|
||||
custom_strategy = getattr(module, module.class_name)
|
||||
|
||||
logger.info("Load strategy class: %s (%s.py)", module.class_name, filename)
|
||||
return custom_strategy()
|
||||
|
||||
@staticmethod
|
||||
def _sanitize_module_name(filename: str) -> str:
|
||||
"""
|
||||
Remove any extension from filename
|
||||
:param filename: filename to sanatize
|
||||
:return: return the filename without extensions
|
||||
"""
|
||||
filename = os.path.basename(filename)
|
||||
filename = os.path.splitext(filename)[0]
|
||||
return filename
|
||||
|
||||
@staticmethod
|
||||
def _search_strategy(filename: str) -> str:
|
||||
"""
|
||||
Search for the Strategy file in different folder
|
||||
1. search into the user_data/strategies folder
|
||||
2. search into the freqtrade/strategy folder
|
||||
3. if nothing found, return None
|
||||
:param strategy_name: module name to search
|
||||
:return: module path where is the strategy
|
||||
"""
|
||||
pwd = os.path.dirname(os.path.realpath(__file__)) + '/'
|
||||
user_data = os.path.join(pwd, '..', '..', 'user_data', 'strategies', filename + '.py')
|
||||
strategy_folder = os.path.join(pwd, filename + '.py')
|
||||
|
||||
path = None
|
||||
if os.path.isfile(user_data):
|
||||
path = 'user_data.strategies.'
|
||||
elif os.path.isfile(strategy_folder):
|
||||
path = '.'
|
||||
|
||||
return path
|
||||
|
||||
def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
|
||||
"""
|
||||
Populate indicators that will be used in the Buy and Sell strategy
|
||||
:param dataframe: Raw data from the exchange and parsed by parse_ticker_dataframe()
|
||||
:return: a Dataframe with all mandatory indicators for the strategies
|
||||
"""
|
||||
return self.custom_strategy.populate_indicators(dataframe)
|
||||
|
||||
def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
|
||||
"""
|
||||
Based on TA indicators, populates the buy signal for the given dataframe
|
||||
:param dataframe: DataFrame
|
||||
:return: DataFrame with buy column
|
||||
:return:
|
||||
"""
|
||||
return self.custom_strategy.populate_buy_trend(dataframe)
|
||||
|
||||
def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
|
||||
"""
|
||||
Based on TA indicators, populates the sell signal for the given dataframe
|
||||
:param dataframe: DataFrame
|
||||
:return: DataFrame with buy column
|
||||
"""
|
||||
return self.custom_strategy.populate_sell_trend(dataframe)
|
||||
|
|
@ -12,7 +12,7 @@ from sqlalchemy import create_engine
|
|||
from telegram import Chat, Message, Update
|
||||
|
||||
from freqtrade.analyze import Analyze
|
||||
from freqtrade.constants import Constants
|
||||
from freqtrade import constants
|
||||
from freqtrade.freqtradebot import FreqtradeBot
|
||||
|
||||
logging.getLogger('').setLevel(logging.INFO)
|
||||
|
|
@ -87,7 +87,7 @@ def default_conf():
|
|||
"initial_state": "running",
|
||||
"loglevel": logging.DEBUG
|
||||
}
|
||||
validate(configuration, Constants.CONF_SCHEMA)
|
||||
validate(configuration, constants.CONF_SCHEMA)
|
||||
return configuration
|
||||
|
||||
|
||||
|
|
@ -207,7 +207,7 @@ def markets_empty():
|
|||
return MagicMock(return_value=[])
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
@pytest.fixture(scope='function')
|
||||
def limit_buy_order():
|
||||
return {
|
||||
'id': 'mocked_limit_buy',
|
||||
|
|
@ -302,7 +302,7 @@ def ticker_history():
|
|||
0.05874751,
|
||||
],
|
||||
[
|
||||
1511686800,
|
||||
1511686800000,
|
||||
8.891e-05,
|
||||
8.893e-05,
|
||||
8.875e-05,
|
||||
|
|
@ -498,3 +498,90 @@ def result():
|
|||
# that inserts a trade of some type and open-status
|
||||
# return the open-order-id
|
||||
# See tests in rpc/main that could use this
|
||||
|
||||
|
||||
@pytest.fixture(scope="function")
|
||||
def trades_for_order():
|
||||
return [{'info': {'id': 34567,
|
||||
'orderId': 123456,
|
||||
'price': '0.24544100',
|
||||
'qty': '8.00000000',
|
||||
'commission': '0.00800000',
|
||||
'commissionAsset': 'LTC',
|
||||
'time': 1521663363189,
|
||||
'isBuyer': True,
|
||||
'isMaker': False,
|
||||
'isBestMatch': True},
|
||||
'timestamp': 1521663363189,
|
||||
'datetime': '2018-03-21T20:16:03.189Z',
|
||||
'symbol': 'LTC/ETH',
|
||||
'id': '34567',
|
||||
'order': '123456',
|
||||
'type': None,
|
||||
'side': 'buy',
|
||||
'price': 0.245441,
|
||||
'cost': 1.963528,
|
||||
'amount': 8.0,
|
||||
'fee': {'cost': 0.008, 'currency': 'LTC'}}]
|
||||
|
||||
|
||||
@pytest.fixture(scope="function")
|
||||
def trades_for_order2():
|
||||
return [{'info': {'id': 34567,
|
||||
'orderId': 123456,
|
||||
'price': '0.24544100',
|
||||
'qty': '8.00000000',
|
||||
'commission': '0.00800000',
|
||||
'commissionAsset': 'LTC',
|
||||
'time': 1521663363189,
|
||||
'isBuyer': True,
|
||||
'isMaker': False,
|
||||
'isBestMatch': True},
|
||||
'timestamp': 1521663363189,
|
||||
'datetime': '2018-03-21T20:16:03.189Z',
|
||||
'symbol': 'LTC/ETH',
|
||||
'id': '34567',
|
||||
'order': '123456',
|
||||
'type': None,
|
||||
'side': 'buy',
|
||||
'price': 0.245441,
|
||||
'cost': 1.963528,
|
||||
'amount': 4.0,
|
||||
'fee': {'cost': 0.004, 'currency': 'LTC'}},
|
||||
{'info': {'id': 34567,
|
||||
'orderId': 123456,
|
||||
'price': '0.24544100',
|
||||
'qty': '8.00000000',
|
||||
'commission': '0.00800000',
|
||||
'commissionAsset': 'LTC',
|
||||
'time': 1521663363189,
|
||||
'isBuyer': True,
|
||||
'isMaker': False,
|
||||
'isBestMatch': True},
|
||||
'timestamp': 1521663363189,
|
||||
'datetime': '2018-03-21T20:16:03.189Z',
|
||||
'symbol': 'LTC/ETH',
|
||||
'id': '34567',
|
||||
'order': '123456',
|
||||
'type': None,
|
||||
'side': 'buy',
|
||||
'price': 0.245441,
|
||||
'cost': 1.963528,
|
||||
'amount': 4.0,
|
||||
'fee': {'cost': 0.004, 'currency': 'LTC'}}]
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
def buy_order_fee():
|
||||
return {
|
||||
'id': 'mocked_limit_buy_old',
|
||||
'type': 'limit',
|
||||
'side': 'buy',
|
||||
'pair': 'mocked',
|
||||
'datetime': str(arrow.utcnow().shift(minutes=-601).datetime),
|
||||
'price': 0.245441,
|
||||
'amount': 8.0,
|
||||
'remaining': 90.99181073,
|
||||
'status': 'closed',
|
||||
'fee': None
|
||||
}
|
||||
|
|
|
|||
|
|
@ -4,14 +4,15 @@ import logging
|
|||
from copy import deepcopy
|
||||
from random import randint
|
||||
from unittest.mock import MagicMock, PropertyMock
|
||||
import ccxt
|
||||
|
||||
import ccxt
|
||||
import pytest
|
||||
|
||||
from freqtrade import OperationalException, DependencyException, NetworkException
|
||||
from freqtrade.exchange import init, validate_pairs, buy, sell, get_balance, get_balances, \
|
||||
get_ticker, get_ticker_history, cancel_order, get_name, get_fee, get_id, get_pair_detail_url
|
||||
import freqtrade.exchange as exchange
|
||||
from freqtrade import OperationalException, DependencyException, TemporaryError
|
||||
from freqtrade.exchange import (init, validate_pairs, buy, sell, get_balance, get_balances,
|
||||
get_ticker, get_ticker_history, cancel_order, get_name, get_fee,
|
||||
get_id, get_pair_detail_url, get_amount_lots)
|
||||
from freqtrade.tests.conftest import log_has
|
||||
|
||||
API_INIT = False
|
||||
|
|
@ -148,7 +149,7 @@ def test_buy_prod(default_conf, mocker):
|
|||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
buy(pair='ETH/BTC', rate=200, amount=1)
|
||||
|
||||
with pytest.raises(NetworkException):
|
||||
with pytest.raises(TemporaryError):
|
||||
api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.NetworkError)
|
||||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
buy(pair='ETH/BTC', rate=200, amount=1)
|
||||
|
|
@ -198,7 +199,7 @@ def test_sell_prod(default_conf, mocker):
|
|||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
sell(pair='ETH/BTC', rate=200, amount=1)
|
||||
|
||||
with pytest.raises(NetworkException):
|
||||
with pytest.raises(TemporaryError):
|
||||
api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.NetworkError)
|
||||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
sell(pair='ETH/BTC', rate=200, amount=1)
|
||||
|
|
@ -262,15 +263,17 @@ def test_get_balances_prod(default_conf, mocker):
|
|||
assert get_balances()['1ST']['total'] == 10.0
|
||||
assert get_balances()['1ST']['used'] == 0.0
|
||||
|
||||
with pytest.raises(NetworkException):
|
||||
with pytest.raises(TemporaryError):
|
||||
api_mock.fetch_balance = MagicMock(side_effect=ccxt.NetworkError)
|
||||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
get_balances()
|
||||
assert api_mock.fetch_balance.call_count == exchange.API_RETRY_COUNT + 1
|
||||
|
||||
with pytest.raises(OperationalException):
|
||||
api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError)
|
||||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
get_balances()
|
||||
assert api_mock.fetch_balance.call_count == 1
|
||||
|
||||
|
||||
# This test is somewhat redundant with
|
||||
|
|
@ -310,7 +313,7 @@ def test_get_ticker(default_conf, mocker):
|
|||
assert ticker['bid'] == 0.5
|
||||
assert ticker['ask'] == 1
|
||||
|
||||
with pytest.raises(OperationalException): # test retrier
|
||||
with pytest.raises(TemporaryError): # test retrier
|
||||
api_mock.fetch_ticker = MagicMock(side_effect=ccxt.NetworkError)
|
||||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
get_ticker(pair='ETH/BTC', refresh=True)
|
||||
|
|
@ -377,7 +380,7 @@ def test_get_ticker_history(default_conf, mocker):
|
|||
assert ticks[0][4] == 9
|
||||
assert ticks[0][5] == 10
|
||||
|
||||
with pytest.raises(OperationalException): # test retrier
|
||||
with pytest.raises(TemporaryError): # test retrier
|
||||
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NetworkError)
|
||||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
# new symbol to get around cache
|
||||
|
|
@ -406,20 +409,23 @@ def test_cancel_order(default_conf, mocker):
|
|||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
assert cancel_order(order_id='_', pair='TKN/BTC') == 123
|
||||
|
||||
with pytest.raises(NetworkException):
|
||||
with pytest.raises(TemporaryError):
|
||||
api_mock.cancel_order = MagicMock(side_effect=ccxt.NetworkError)
|
||||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
cancel_order(order_id='_', pair='TKN/BTC')
|
||||
assert api_mock.cancel_order.call_count == exchange.API_RETRY_COUNT + 1
|
||||
|
||||
with pytest.raises(DependencyException):
|
||||
api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder)
|
||||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
cancel_order(order_id='_', pair='TKN/BTC')
|
||||
assert api_mock.cancel_order.call_count == exchange.API_RETRY_COUNT + 1
|
||||
|
||||
with pytest.raises(OperationalException):
|
||||
api_mock.cancel_order = MagicMock(side_effect=ccxt.BaseError)
|
||||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
cancel_order(order_id='_', pair='TKN/BTC')
|
||||
assert api_mock.cancel_order.call_count == 1
|
||||
|
||||
|
||||
def test_get_order(default_conf, mocker):
|
||||
|
|
@ -438,20 +444,23 @@ def test_get_order(default_conf, mocker):
|
|||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
assert exchange.get_order('X', 'TKN/BTC') == 456
|
||||
|
||||
with pytest.raises(NetworkException):
|
||||
with pytest.raises(TemporaryError):
|
||||
api_mock.fetch_order = MagicMock(side_effect=ccxt.NetworkError)
|
||||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
exchange.get_order(order_id='_', pair='TKN/BTC')
|
||||
assert api_mock.fetch_order.call_count == exchange.API_RETRY_COUNT + 1
|
||||
|
||||
with pytest.raises(DependencyException):
|
||||
api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder)
|
||||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
exchange.get_order(order_id='_', pair='TKN/BTC')
|
||||
assert api_mock.fetch_order.call_count == exchange.API_RETRY_COUNT + 1
|
||||
|
||||
with pytest.raises(OperationalException):
|
||||
api_mock.fetch_order = MagicMock(side_effect=ccxt.BaseError)
|
||||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
exchange.get_order(order_id='_', pair='TKN/BTC')
|
||||
assert api_mock.fetch_order.call_count == 1
|
||||
|
||||
|
||||
def test_get_name(default_conf, mocker):
|
||||
|
|
@ -508,3 +517,10 @@ def test_get_fee(default_conf, mocker):
|
|||
})
|
||||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
assert get_fee() == 0.025
|
||||
|
||||
|
||||
def test_get_amount_lots(default_conf, mocker):
|
||||
api_mock = MagicMock()
|
||||
api_mock.amount_to_lots = MagicMock(return_value=1.0)
|
||||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
assert get_amount_lots('LTC/BTC', 1.54) == 1
|
||||
|
|
|
|||
|
|
@ -6,7 +6,6 @@ import random
|
|||
from copy import deepcopy
|
||||
from typing import List
|
||||
from unittest.mock import MagicMock
|
||||
import pytest
|
||||
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
|
|
@ -18,19 +17,6 @@ from freqtrade.arguments import Arguments
|
|||
from freqtrade.optimize.backtesting import Backtesting, start, setup_configuration
|
||||
from freqtrade.tests.conftest import log_has
|
||||
|
||||
# Avoid to reinit the same object again and again
|
||||
_BACKTESTING = None
|
||||
_BACKTESTING_INITIALIZED = False
|
||||
|
||||
|
||||
@pytest.fixture(scope='function')
|
||||
def init_backtesting(default_conf, mocker):
|
||||
global _BACKTESTING_INITIALIZED, _BACKTESTING
|
||||
if not _BACKTESTING_INITIALIZED:
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
_BACKTESTING = Backtesting(default_conf)
|
||||
_BACKTESTING_INITIALIZED = True
|
||||
|
||||
|
||||
def get_args(args) -> List[str]:
|
||||
return Arguments(args, '').get_parsed_arg()
|
||||
|
|
@ -96,8 +82,9 @@ def load_data_test(what):
|
|||
return data
|
||||
|
||||
|
||||
def simple_backtest(config, contour, num_results) -> None:
|
||||
backtesting = _BACKTESTING
|
||||
def simple_backtest(config, contour, num_results, mocker) -> None:
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
backtesting = Backtesting(config)
|
||||
|
||||
data = load_data_test(contour)
|
||||
processed = backtesting.tickerdata_to_dataframe(data)
|
||||
|
|
@ -128,12 +115,14 @@ def _load_pair_as_ticks(pair, tickfreq):
|
|||
|
||||
|
||||
# FIX: fixturize this?
|
||||
def _make_backtest_conf(conf=None, pair='UNITTEST/BTC', record=None):
|
||||
def _make_backtest_conf(mocker, conf=None, pair='UNITTEST/BTC', record=None):
|
||||
data = optimize.load_data(None, ticker_interval='8m', pairs=[pair])
|
||||
data = trim_dictlist(data, -200)
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
backtesting = Backtesting(conf)
|
||||
return {
|
||||
'stake_amount': conf['stake_amount'],
|
||||
'processed': _BACKTESTING.tickerdata_to_dataframe(data),
|
||||
'processed': backtesting.tickerdata_to_dataframe(data),
|
||||
'max_open_trades': 10,
|
||||
'realistic': True,
|
||||
'record': record
|
||||
|
|
@ -169,21 +158,6 @@ def _trend_alternate(dataframe=None):
|
|||
return dataframe
|
||||
|
||||
|
||||
def _run_backtest_1(fun, backtest_conf):
|
||||
# strategy is a global (hidden as a singleton), so we
|
||||
# emulate strategy being pure, by override/restore here
|
||||
# if we dont do this, the override in strategy will carry over
|
||||
# to other tests
|
||||
old_buy = _BACKTESTING.populate_buy_trend
|
||||
old_sell = _BACKTESTING.populate_sell_trend
|
||||
_BACKTESTING.populate_buy_trend = fun # Override
|
||||
_BACKTESTING.populate_sell_trend = fun # Override
|
||||
results = _BACKTESTING.backtest(backtest_conf)
|
||||
_BACKTESTING.populate_buy_trend = old_buy # restore override
|
||||
_BACKTESTING.populate_sell_trend = old_sell # restore override
|
||||
return results
|
||||
|
||||
|
||||
# Unit tests
|
||||
def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> None:
|
||||
"""
|
||||
|
|
@ -195,7 +169,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
|
|||
|
||||
args = [
|
||||
'--config', 'config.json',
|
||||
'--strategy', 'default_strategy',
|
||||
'--strategy', 'DefaultStrategy',
|
||||
'backtesting'
|
||||
]
|
||||
|
||||
|
|
@ -236,7 +210,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
|
|||
|
||||
args = [
|
||||
'--config', 'config.json',
|
||||
'--strategy', 'default_strategy',
|
||||
'--strategy', 'DefaultStrategy',
|
||||
'--datadir', '/foo/bar',
|
||||
'backtesting',
|
||||
'--ticker-interval', '1m',
|
||||
|
|
@ -287,19 +261,20 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
|
|||
)
|
||||
|
||||
|
||||
def test_start(mocker, init_backtesting, fee, default_conf, caplog) -> None:
|
||||
def test_start(mocker, fee, default_conf, caplog) -> None:
|
||||
"""
|
||||
Test start() function
|
||||
"""
|
||||
start_mock = MagicMock()
|
||||
mocker.patch('freqtrade.exchange.get_fee', fee)
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
mocker.patch('freqtrade.optimize.backtesting.Backtesting.start', start_mock)
|
||||
mocker.patch('freqtrade.configuration.open', mocker.mock_open(
|
||||
read_data=json.dumps(default_conf)
|
||||
))
|
||||
args = [
|
||||
'--config', 'config.json',
|
||||
'--strategy', 'default_strategy',
|
||||
'--strategy', 'DefaultStrategy',
|
||||
'backtesting'
|
||||
]
|
||||
args = get_args(args)
|
||||
|
|
@ -342,16 +317,16 @@ def test_backtesting_init(mocker, default_conf) -> None:
|
|||
assert callable(backtesting.populate_sell_trend)
|
||||
|
||||
|
||||
def test_tickerdata_to_dataframe(init_backtesting, default_conf) -> None:
|
||||
def test_tickerdata_to_dataframe(default_conf, mocker) -> None:
|
||||
"""
|
||||
Test Backtesting.tickerdata_to_dataframe() method
|
||||
"""
|
||||
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
timerange = ((None, 'line'), None, -100)
|
||||
tick = optimize.load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
|
||||
tickerlist = {'UNITTEST/BTC': tick}
|
||||
|
||||
backtesting = _BACKTESTING
|
||||
backtesting = Backtesting(default_conf)
|
||||
data = backtesting.tickerdata_to_dataframe(tickerlist)
|
||||
assert len(data['UNITTEST/BTC']) == 100
|
||||
|
||||
|
|
@ -361,11 +336,12 @@ def test_tickerdata_to_dataframe(init_backtesting, default_conf) -> None:
|
|||
assert data['UNITTEST/BTC'].equals(data2['UNITTEST/BTC'])
|
||||
|
||||
|
||||
def test_get_timeframe(init_backtesting) -> None:
|
||||
def test_get_timeframe(default_conf, mocker) -> None:
|
||||
"""
|
||||
Test Backtesting.get_timeframe() method
|
||||
"""
|
||||
backtesting = _BACKTESTING
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
backtesting = Backtesting(default_conf)
|
||||
|
||||
data = backtesting.tickerdata_to_dataframe(
|
||||
optimize.load_data(
|
||||
|
|
@ -379,11 +355,12 @@ def test_get_timeframe(init_backtesting) -> None:
|
|||
assert max_date.isoformat() == '2017-11-14T22:59:00+00:00'
|
||||
|
||||
|
||||
def test_generate_text_table(init_backtesting):
|
||||
def test_generate_text_table(default_conf, mocker):
|
||||
"""
|
||||
Test Backtesting.generate_text_table() method
|
||||
"""
|
||||
backtesting = _BACKTESTING
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
backtesting = Backtesting(default_conf)
|
||||
|
||||
results = pd.DataFrame(
|
||||
{
|
||||
|
|
@ -451,13 +428,13 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
|
|||
assert log_has(line, caplog.record_tuples)
|
||||
|
||||
|
||||
def test_backtest(init_backtesting, default_conf, fee, mocker) -> None:
|
||||
def test_backtest(default_conf, fee, mocker) -> None:
|
||||
"""
|
||||
Test Backtesting.backtest() method
|
||||
"""
|
||||
mocker.patch('freqtrade.exchange.get_fee', fee)
|
||||
|
||||
backtesting = _BACKTESTING
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
backtesting = Backtesting(default_conf)
|
||||
|
||||
data = optimize.load_data(None, ticker_interval='5m', pairs=['UNITTEST/BTC'])
|
||||
data = trim_dictlist(data, -200)
|
||||
|
|
@ -472,13 +449,13 @@ def test_backtest(init_backtesting, default_conf, fee, mocker) -> None:
|
|||
assert not results.empty
|
||||
|
||||
|
||||
def test_backtest_1min_ticker_interval(init_backtesting, default_conf, fee, mocker) -> None:
|
||||
def test_backtest_1min_ticker_interval(default_conf, fee, mocker) -> None:
|
||||
"""
|
||||
Test Backtesting.backtest() method with 1 min ticker
|
||||
"""
|
||||
mocker.patch('freqtrade.exchange.get_fee', fee)
|
||||
|
||||
backtesting = _BACKTESTING
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
backtesting = Backtesting(default_conf)
|
||||
|
||||
# Run a backtesting for an exiting 5min ticker_interval
|
||||
data = optimize.load_data(None, ticker_interval='1m', pairs=['UNITTEST/BTC'])
|
||||
|
|
@ -494,11 +471,12 @@ def test_backtest_1min_ticker_interval(init_backtesting, default_conf, fee, mock
|
|||
assert not results.empty
|
||||
|
||||
|
||||
def test_processed(init_backtesting) -> None:
|
||||
def test_processed(default_conf, mocker) -> None:
|
||||
"""
|
||||
Test Backtesting.backtest() method with offline data
|
||||
"""
|
||||
backtesting = _BACKTESTING
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
backtesting = Backtesting(default_conf)
|
||||
|
||||
dict_of_tickerrows = load_data_test('raise')
|
||||
dataframes = backtesting.tickerdata_to_dataframe(dict_of_tickerrows)
|
||||
|
|
@ -510,69 +488,90 @@ def test_processed(init_backtesting) -> None:
|
|||
assert col in cols
|
||||
|
||||
|
||||
def test_backtest_pricecontours(init_backtesting, default_conf, fee, mocker) -> None:
|
||||
def test_backtest_pricecontours(default_conf, fee, mocker) -> None:
|
||||
mocker.patch('freqtrade.optimize.backtesting.exchange.get_fee', fee)
|
||||
tests = [['raise', 17], ['lower', 0], ['sine', 17]]
|
||||
for [contour, numres] in tests:
|
||||
simple_backtest(default_conf, contour, numres)
|
||||
simple_backtest(default_conf, contour, numres, mocker)
|
||||
|
||||
|
||||
# Test backtest using offline data (testdata directory)
|
||||
def test_backtest_ticks(init_backtesting, default_conf, fee, mocker):
|
||||
def test_backtest_ticks(default_conf, fee, mocker):
|
||||
mocker.patch('freqtrade.exchange.get_fee', fee)
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
ticks = [1, 5]
|
||||
fun = _BACKTESTING.populate_buy_trend
|
||||
fun = Backtesting(default_conf).populate_buy_trend
|
||||
for _ in ticks:
|
||||
backtest_conf = _make_backtest_conf(conf=default_conf)
|
||||
results = _run_backtest_1(fun, backtest_conf)
|
||||
backtest_conf = _make_backtest_conf(mocker, conf=default_conf)
|
||||
backtesting = Backtesting(default_conf)
|
||||
backtesting.populate_buy_trend = fun # Override
|
||||
backtesting.populate_sell_trend = fun # Override
|
||||
results = backtesting.backtest(backtest_conf)
|
||||
assert not results.empty
|
||||
|
||||
|
||||
def test_backtest_clash_buy_sell(init_backtesting, default_conf):
|
||||
def test_backtest_clash_buy_sell(mocker, default_conf):
|
||||
# Override the default buy trend function in our default_strategy
|
||||
def fun(dataframe=None):
|
||||
buy_value = 1
|
||||
sell_value = 1
|
||||
return _trend(dataframe, buy_value, sell_value)
|
||||
|
||||
backtest_conf = _make_backtest_conf(conf=default_conf)
|
||||
results = _run_backtest_1(fun, backtest_conf)
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
backtest_conf = _make_backtest_conf(mocker, conf=default_conf)
|
||||
backtesting = Backtesting(default_conf)
|
||||
backtesting.populate_buy_trend = fun # Override
|
||||
backtesting.populate_sell_trend = fun # Override
|
||||
results = backtesting.backtest(backtest_conf)
|
||||
assert results.empty
|
||||
|
||||
|
||||
def test_backtest_only_sell(init_backtesting, default_conf):
|
||||
def test_backtest_only_sell(mocker, default_conf):
|
||||
# Override the default buy trend function in our default_strategy
|
||||
def fun(dataframe=None):
|
||||
buy_value = 0
|
||||
sell_value = 1
|
||||
return _trend(dataframe, buy_value, sell_value)
|
||||
|
||||
backtest_conf = _make_backtest_conf(conf=default_conf)
|
||||
results = _run_backtest_1(fun, backtest_conf)
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
backtest_conf = _make_backtest_conf(mocker, conf=default_conf)
|
||||
backtesting = Backtesting(default_conf)
|
||||
backtesting.populate_buy_trend = fun # Override
|
||||
backtesting.populate_sell_trend = fun # Override
|
||||
results = backtesting.backtest(backtest_conf)
|
||||
assert results.empty
|
||||
|
||||
|
||||
def test_backtest_alternate_buy_sell(init_backtesting, default_conf, fee, mocker):
|
||||
def test_backtest_alternate_buy_sell(default_conf, fee, mocker):
|
||||
mocker.patch('freqtrade.optimize.backtesting.exchange.get_fee', fee)
|
||||
backtest_conf = _make_backtest_conf(conf=default_conf, pair='UNITTEST/BTC')
|
||||
results = _run_backtest_1(_trend_alternate, backtest_conf)
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
backtest_conf = _make_backtest_conf(mocker, conf=default_conf, pair='UNITTEST/BTC')
|
||||
backtesting = Backtesting(default_conf)
|
||||
backtesting.populate_buy_trend = _trend_alternate # Override
|
||||
backtesting.populate_sell_trend = _trend_alternate # Override
|
||||
results = backtesting.backtest(backtest_conf)
|
||||
assert len(results) == 3
|
||||
|
||||
|
||||
def test_backtest_record(init_backtesting, default_conf, fee, mocker):
|
||||
def test_backtest_record(default_conf, fee, mocker):
|
||||
names = []
|
||||
records = []
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
mocker.patch('freqtrade.optimize.backtesting.exchange.get_fee', fee)
|
||||
mocker.patch(
|
||||
'freqtrade.optimize.backtesting.file_dump_json',
|
||||
new=lambda n, r: (names.append(n), records.append(r))
|
||||
)
|
||||
backtest_conf = _make_backtest_conf(
|
||||
mocker,
|
||||
conf=default_conf,
|
||||
pair='UNITTEST/BTC',
|
||||
record="trades"
|
||||
)
|
||||
results = _run_backtest_1(_trend_alternate, backtest_conf)
|
||||
backtesting = Backtesting(default_conf)
|
||||
backtesting.populate_buy_trend = _trend_alternate # Override
|
||||
backtesting.populate_sell_trend = _trend_alternate # Override
|
||||
results = backtesting.backtest(backtest_conf)
|
||||
assert len(results) == 3
|
||||
# Assert file_dump_json was only called once
|
||||
assert names == ['backtest-result.json']
|
||||
|
|
@ -595,7 +594,7 @@ def test_backtest_record(init_backtesting, default_conf, fee, mocker):
|
|||
assert dur > 0
|
||||
|
||||
|
||||
def test_backtest_start_live(init_backtesting, default_conf, mocker, caplog):
|
||||
def test_backtest_start_live(default_conf, mocker, caplog):
|
||||
conf = deepcopy(default_conf)
|
||||
conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
|
||||
mocker.patch('freqtrade.exchange.get_ticker_history',
|
||||
|
|
@ -613,12 +612,12 @@ def test_backtest_start_live(init_backtesting, default_conf, mocker, caplog):
|
|||
args.live = True
|
||||
args.datadir = None
|
||||
args.export = None
|
||||
args.strategy = 'default_strategy'
|
||||
args.strategy = 'DefaultStrategy'
|
||||
args.timerange = '-100' # needed due to MagicMock malleability
|
||||
|
||||
args = [
|
||||
'--config', 'config.json',
|
||||
'--strategy', 'default_strategy',
|
||||
'--strategy', 'DefaultStrategy',
|
||||
'backtesting',
|
||||
'--ticker-interval', '1m',
|
||||
'--live',
|
||||
|
|
|
|||
|
|
@ -3,17 +3,16 @@ import os
|
|||
import signal
|
||||
from copy import deepcopy
|
||||
from unittest.mock import MagicMock
|
||||
import pytest
|
||||
|
||||
import pandas as pd
|
||||
import pytest
|
||||
|
||||
from freqtrade.optimize.__init__ import load_tickerdata_file
|
||||
from freqtrade.optimize.hyperopt import Hyperopt, start
|
||||
from freqtrade.strategy.strategy import Strategy
|
||||
from freqtrade.strategy.resolver import StrategyResolver
|
||||
from freqtrade.tests.conftest import log_has
|
||||
from freqtrade.tests.optimize.test_backtesting import get_args
|
||||
|
||||
|
||||
# Avoid to reinit the same object again and again
|
||||
_HYPEROPT_INITIALIZED = False
|
||||
_HYPEROPT = None
|
||||
|
|
@ -71,12 +70,12 @@ def test_start(mocker, default_conf, caplog) -> None:
|
|||
|
||||
args = [
|
||||
'--config', 'config.json',
|
||||
'--strategy', 'default_strategy',
|
||||
'--strategy', 'DefaultStrategy',
|
||||
'hyperopt',
|
||||
'--epochs', '5'
|
||||
]
|
||||
args = get_args(args)
|
||||
Strategy({'strategy': 'default_strategy'})
|
||||
StrategyResolver({'strategy': 'DefaultStrategy'})
|
||||
start(args)
|
||||
|
||||
import pprint
|
||||
|
|
@ -94,7 +93,7 @@ def test_loss_calculation_prefer_correct_trade_count(init_hyperopt) -> None:
|
|||
Test Hyperopt.calculate_loss()
|
||||
"""
|
||||
hyperopt = _HYPEROPT
|
||||
Strategy({'strategy': 'default_strategy'})
|
||||
StrategyResolver({'strategy': 'DefaultStrategy'})
|
||||
|
||||
correct = hyperopt.calculate_loss(1, hyperopt.target_trades, 20)
|
||||
over = hyperopt.calculate_loss(1, hyperopt.target_trades + 100, 20)
|
||||
|
|
@ -124,7 +123,7 @@ def test_loss_calculation_has_limited_profit(init_hyperopt) -> None:
|
|||
assert under > correct
|
||||
|
||||
|
||||
def test_log_results_if_loss_improves(init_hyperopt, capsys) -> None:
|
||||
def test_log_results_if_loss_improves(capsys) -> None:
|
||||
hyperopt = _HYPEROPT
|
||||
hyperopt.current_best_loss = 2
|
||||
hyperopt.log_results(
|
||||
|
|
@ -186,7 +185,7 @@ def test_fmin_best_results(mocker, init_hyperopt, default_conf, caplog) -> None:
|
|||
mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf)
|
||||
mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock())
|
||||
|
||||
Strategy({'strategy': 'default_strategy'})
|
||||
StrategyResolver({'strategy': 'DefaultStrategy'})
|
||||
hyperopt = Hyperopt(conf)
|
||||
hyperopt.trials = create_trials(mocker)
|
||||
hyperopt.tickerdata_to_dataframe = MagicMock()
|
||||
|
|
@ -231,7 +230,7 @@ def test_fmin_throw_value_error(mocker, init_hyperopt, default_conf, caplog) ->
|
|||
mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf)
|
||||
mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock())
|
||||
|
||||
Strategy({'strategy': 'default_strategy'})
|
||||
StrategyResolver({'strategy': 'DefaultStrategy'})
|
||||
hyperopt = Hyperopt(conf)
|
||||
hyperopt.trials = create_trials(mocker)
|
||||
hyperopt.tickerdata_to_dataframe = MagicMock()
|
||||
|
|
@ -274,7 +273,7 @@ def test_resuming_previous_hyperopt_results_succeeds(mocker, init_hyperopt, defa
|
|||
mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf)
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock())
|
||||
|
||||
Strategy({'strategy': 'default_strategy'})
|
||||
StrategyResolver({'strategy': 'DefaultStrategy'})
|
||||
hyperopt = Hyperopt(conf)
|
||||
hyperopt.trials = trials
|
||||
hyperopt.tickerdata_to_dataframe = MagicMock()
|
||||
|
|
|
|||
|
|
@ -291,10 +291,12 @@ def test_download_backtesting_testdata2(mocker) -> None:
|
|||
[1509836520000, 0.00162008, 0.00162008, 0.00162008, 0.00162008, 108.14853839],
|
||||
[1509836580000, 0.00161, 0.00161, 0.00161, 0.00161, 82.390199]
|
||||
]
|
||||
mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
|
||||
json_dump_mock = mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
|
||||
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=tick)
|
||||
assert download_backtesting_testdata(None, pair="UNITTEST/BTC", tick_interval='1m')
|
||||
assert download_backtesting_testdata(None, pair="UNITTEST/BTC", tick_interval='3m')
|
||||
|
||||
download_backtesting_testdata(None, pair="UNITTEST/BTC", interval='1m')
|
||||
download_backtesting_testdata(None, pair="UNITTEST/BTC", interval='3m')
|
||||
assert json_dump_mock.call_count == 2
|
||||
|
||||
|
||||
def test_load_tickerdata_file() -> None:
|
||||
|
|
|
|||
|
|
@ -1,10 +1,16 @@
|
|||
import json
|
||||
|
||||
import pytest
|
||||
from pandas import DataFrame
|
||||
|
||||
from freqtrade.strategy.default_strategy import DefaultStrategy, class_name
|
||||
from freqtrade.analyze import Analyze
|
||||
from freqtrade.strategy.default_strategy import DefaultStrategy
|
||||
|
||||
|
||||
def test_default_strategy_class_name():
|
||||
assert class_name == DefaultStrategy.__name__
|
||||
@pytest.fixture
|
||||
def result():
|
||||
with open('freqtrade/tests/testdata/ETH_BTC-1m.json') as data_file:
|
||||
return Analyze.parse_ticker_dataframe(json.load(data_file))
|
||||
|
||||
|
||||
def test_default_strategy_structure():
|
||||
|
|
|
|||
|
|
@ -1,89 +1,85 @@
|
|||
# pragma pylint: disable=missing-docstring, protected-access, C0103
|
||||
|
||||
import logging
|
||||
import os
|
||||
|
||||
from freqtrade.strategy.strategy import Strategy
|
||||
import pytest
|
||||
|
||||
|
||||
def test_sanitize_module_name():
|
||||
assert Strategy._sanitize_module_name('default_strategy') == 'default_strategy'
|
||||
assert Strategy._sanitize_module_name('default_strategy.py') == 'default_strategy'
|
||||
assert Strategy._sanitize_module_name('../default_strategy.py') == 'default_strategy'
|
||||
assert Strategy._sanitize_module_name('../default_strategy') == 'default_strategy'
|
||||
assert Strategy._sanitize_module_name('.default_strategy') == '.default_strategy'
|
||||
assert Strategy._sanitize_module_name('foo-bar') == 'foo-bar'
|
||||
assert Strategy._sanitize_module_name('foo/bar') == 'bar'
|
||||
from freqtrade.strategy.interface import IStrategy
|
||||
from freqtrade.strategy.resolver import StrategyResolver
|
||||
|
||||
|
||||
def test_search_strategy():
|
||||
assert Strategy._search_strategy('default_strategy') == '.'
|
||||
assert Strategy._search_strategy('test_strategy') == 'user_data.strategies.'
|
||||
assert Strategy._search_strategy('super_duper') is None
|
||||
|
||||
|
||||
def test_strategy_structure():
|
||||
assert hasattr(Strategy, 'populate_indicators')
|
||||
assert hasattr(Strategy, 'populate_buy_trend')
|
||||
assert hasattr(Strategy, 'populate_sell_trend')
|
||||
default_location = os.path.join(os.path.dirname(
|
||||
os.path.realpath(__file__)), '..', '..', 'strategy'
|
||||
)
|
||||
assert isinstance(
|
||||
StrategyResolver._search_strategy(default_location, 'DefaultStrategy'), IStrategy
|
||||
)
|
||||
assert StrategyResolver._search_strategy(default_location, 'NotFoundStrategy') is None
|
||||
|
||||
|
||||
def test_load_strategy(result):
|
||||
strategy = Strategy()
|
||||
|
||||
assert not hasattr(Strategy, 'custom_strategy')
|
||||
strategy._load_strategy('test_strategy')
|
||||
|
||||
assert not hasattr(Strategy, 'custom_strategy')
|
||||
|
||||
assert hasattr(strategy.custom_strategy, 'populate_indicators')
|
||||
assert 'adx' in strategy.populate_indicators(result)
|
||||
resolver = StrategyResolver()
|
||||
resolver._load_strategy('TestStrategy')
|
||||
assert hasattr(resolver.strategy, 'populate_indicators')
|
||||
assert 'adx' in resolver.strategy.populate_indicators(result)
|
||||
|
||||
|
||||
def test_load_not_found_strategy(caplog):
|
||||
strategy = Strategy()
|
||||
def test_load_strategy_custom_directory(result):
|
||||
resolver = StrategyResolver()
|
||||
extra_dir = os.path.join('some', 'path')
|
||||
with pytest.raises(
|
||||
FileNotFoundError,
|
||||
match=r".*No such file or directory: '{}'".format(extra_dir)):
|
||||
resolver._load_strategy('TestStrategy', extra_dir)
|
||||
|
||||
assert not hasattr(Strategy, 'custom_strategy')
|
||||
strategy._load_strategy('NotFoundStrategy')
|
||||
assert hasattr(resolver.strategy, 'populate_indicators')
|
||||
assert 'adx' in resolver.strategy.populate_indicators(result)
|
||||
|
||||
error_msg = "Impossible to load Strategy 'user_data/strategies/{}.py'. This file does not " \
|
||||
"exist or contains Python code errors".format('NotFoundStrategy')
|
||||
assert ('freqtrade.strategy.strategy', logging.ERROR, error_msg) in caplog.record_tuples
|
||||
|
||||
def test_load_not_found_strategy():
|
||||
strategy = StrategyResolver()
|
||||
with pytest.raises(ImportError,
|
||||
match=r'Impossible to load Strategy \'NotFoundStrategy\'.'
|
||||
r' This class does not exist or contains Python code errors'):
|
||||
strategy._load_strategy('NotFoundStrategy')
|
||||
|
||||
|
||||
def test_strategy(result):
|
||||
strategy = Strategy({'strategy': 'default_strategy'})
|
||||
resolver = StrategyResolver({'strategy': 'DefaultStrategy'})
|
||||
|
||||
assert hasattr(strategy.custom_strategy, 'minimal_roi')
|
||||
assert strategy.minimal_roi[0] == 0.04
|
||||
assert hasattr(resolver.strategy, 'minimal_roi')
|
||||
assert resolver.strategy.minimal_roi[0] == 0.04
|
||||
|
||||
assert hasattr(strategy.custom_strategy, 'stoploss')
|
||||
assert strategy.stoploss == -0.10
|
||||
assert hasattr(resolver.strategy, 'stoploss')
|
||||
assert resolver.strategy.stoploss == -0.10
|
||||
|
||||
assert hasattr(strategy.custom_strategy, 'populate_indicators')
|
||||
assert 'adx' in strategy.populate_indicators(result)
|
||||
assert hasattr(resolver.strategy, 'populate_indicators')
|
||||
assert 'adx' in resolver.strategy.populate_indicators(result)
|
||||
|
||||
assert hasattr(strategy.custom_strategy, 'populate_buy_trend')
|
||||
dataframe = strategy.populate_buy_trend(strategy.populate_indicators(result))
|
||||
assert hasattr(resolver.strategy, 'populate_buy_trend')
|
||||
dataframe = resolver.strategy.populate_buy_trend(resolver.strategy.populate_indicators(result))
|
||||
assert 'buy' in dataframe.columns
|
||||
|
||||
assert hasattr(strategy.custom_strategy, 'populate_sell_trend')
|
||||
dataframe = strategy.populate_sell_trend(strategy.populate_indicators(result))
|
||||
assert hasattr(resolver.strategy, 'populate_sell_trend')
|
||||
dataframe = resolver.strategy.populate_sell_trend(resolver.strategy.populate_indicators(result))
|
||||
assert 'sell' in dataframe.columns
|
||||
|
||||
|
||||
def test_strategy_override_minimal_roi(caplog):
|
||||
caplog.set_level(logging.INFO)
|
||||
config = {
|
||||
'strategy': 'default_strategy',
|
||||
'strategy': 'DefaultStrategy',
|
||||
'minimal_roi': {
|
||||
"0": 0.5
|
||||
}
|
||||
}
|
||||
strategy = Strategy(config)
|
||||
resolver = StrategyResolver(config)
|
||||
|
||||
assert hasattr(strategy.custom_strategy, 'minimal_roi')
|
||||
assert strategy.minimal_roi[0] == 0.5
|
||||
assert ('freqtrade.strategy.strategy',
|
||||
assert hasattr(resolver.strategy, 'minimal_roi')
|
||||
assert resolver.strategy.minimal_roi[0] == 0.5
|
||||
assert ('freqtrade.strategy.resolver',
|
||||
logging.INFO,
|
||||
'Override strategy \'minimal_roi\' with value in config file.'
|
||||
) in caplog.record_tuples
|
||||
|
|
@ -92,14 +88,14 @@ def test_strategy_override_minimal_roi(caplog):
|
|||
def test_strategy_override_stoploss(caplog):
|
||||
caplog.set_level(logging.INFO)
|
||||
config = {
|
||||
'strategy': 'default_strategy',
|
||||
'strategy': 'DefaultStrategy',
|
||||
'stoploss': -0.5
|
||||
}
|
||||
strategy = Strategy(config)
|
||||
resolver = StrategyResolver(config)
|
||||
|
||||
assert hasattr(strategy.custom_strategy, 'stoploss')
|
||||
assert strategy.stoploss == -0.5
|
||||
assert ('freqtrade.strategy.strategy',
|
||||
assert hasattr(resolver.strategy, 'stoploss')
|
||||
assert resolver.strategy.stoploss == -0.5
|
||||
assert ('freqtrade.strategy.resolver',
|
||||
logging.INFO,
|
||||
'Override strategy \'stoploss\' with value in config file: -0.5.'
|
||||
) in caplog.record_tuples
|
||||
|
|
@ -109,34 +105,14 @@ def test_strategy_override_ticker_interval(caplog):
|
|||
caplog.set_level(logging.INFO)
|
||||
|
||||
config = {
|
||||
'strategy': 'default_strategy',
|
||||
'strategy': 'DefaultStrategy',
|
||||
'ticker_interval': 60
|
||||
}
|
||||
strategy = Strategy(config)
|
||||
resolver = StrategyResolver(config)
|
||||
|
||||
assert hasattr(strategy.custom_strategy, 'ticker_interval')
|
||||
assert strategy.ticker_interval == 60
|
||||
assert ('freqtrade.strategy.strategy',
|
||||
assert hasattr(resolver.strategy, 'ticker_interval')
|
||||
assert resolver.strategy.ticker_interval == 60
|
||||
assert ('freqtrade.strategy.resolver',
|
||||
logging.INFO,
|
||||
'Override strategy \'ticker_interval\' with value in config file: 60.'
|
||||
) in caplog.record_tuples
|
||||
|
||||
|
||||
def test_strategy_fallback_default_strategy():
|
||||
strategy = Strategy()
|
||||
strategy.logger = logging.getLogger(__name__)
|
||||
|
||||
assert not hasattr(Strategy, 'custom_strategy')
|
||||
strategy._load_strategy('../../super_duper')
|
||||
assert not hasattr(Strategy, 'custom_strategy')
|
||||
|
||||
|
||||
def test_strategy_singleton():
|
||||
strategy1 = Strategy({'strategy': 'default_strategy'})
|
||||
|
||||
assert hasattr(strategy1.custom_strategy, 'minimal_roi')
|
||||
assert strategy1.minimal_roi[0] == 0.04
|
||||
|
||||
strategy2 = Strategy()
|
||||
assert hasattr(strategy2.custom_strategy, 'minimal_roi')
|
||||
assert strategy2.minimal_roi[0] == 0.04
|
||||
|
|
|
|||
|
|
@ -16,7 +16,7 @@ from freqtrade.optimize.__init__ import load_tickerdata_file
|
|||
from freqtrade.tests.conftest import log_has
|
||||
|
||||
# Avoid to reinit the same object again and again
|
||||
_ANALYZE = Analyze({'strategy': 'default_strategy'})
|
||||
_ANALYZE = Analyze({'strategy': 'DefaultStrategy'})
|
||||
|
||||
|
||||
def test_signaltype_object() -> None:
|
||||
|
|
|
|||
|
|
@ -71,6 +71,26 @@ def test_parse_args_invalid() -> None:
|
|||
Arguments(['-c'], '').get_parsed_arg()
|
||||
|
||||
|
||||
def test_parse_args_strategy() -> None:
|
||||
args = Arguments(['--strategy', 'SomeStrategy'], '').get_parsed_arg()
|
||||
assert args.strategy == 'SomeStrategy'
|
||||
|
||||
|
||||
def test_parse_args_strategy_invalid() -> None:
|
||||
with pytest.raises(SystemExit, match=r'2'):
|
||||
Arguments(['--strategy'], '').get_parsed_arg()
|
||||
|
||||
|
||||
def test_parse_args_strategy_path() -> None:
|
||||
args = Arguments(['--strategy-path', '/some/path'], '').get_parsed_arg()
|
||||
assert args.strategy_path == '/some/path'
|
||||
|
||||
|
||||
def test_parse_args_strategy_path_invalid() -> None:
|
||||
with pytest.raises(SystemExit, match=r'2'):
|
||||
Arguments(['--strategy-path'], '').get_parsed_arg()
|
||||
|
||||
|
||||
def test_parse_args_dynamic_whitelist() -> None:
|
||||
args = Arguments(['--dynamic-whitelist'], '').get_parsed_arg()
|
||||
assert args.dynamic_whitelist == 20
|
||||
|
|
|
|||
|
|
@ -99,8 +99,8 @@ def test_load_config(default_conf, mocker) -> None:
|
|||
configuration = Configuration(args)
|
||||
validated_conf = configuration.load_config()
|
||||
|
||||
assert 'strategy' in validated_conf
|
||||
assert validated_conf['strategy'] == 'default_strategy'
|
||||
assert validated_conf.get('strategy') == 'DefaultStrategy'
|
||||
assert validated_conf.get('strategy_path') is None
|
||||
assert 'dynamic_whitelist' not in validated_conf
|
||||
assert 'dry_run_db' not in validated_conf
|
||||
|
||||
|
|
@ -115,20 +115,40 @@ def test_load_config_with_params(default_conf, mocker) -> None:
|
|||
|
||||
args = [
|
||||
'--dynamic-whitelist', '10',
|
||||
'--strategy', 'test_strategy',
|
||||
'--dry-run-db'
|
||||
'--strategy', 'TestStrategy',
|
||||
'--strategy-path', '/some/path',
|
||||
'--dry-run-db',
|
||||
]
|
||||
args = Arguments(args, '').get_parsed_arg()
|
||||
|
||||
configuration = Configuration(args)
|
||||
validated_conf = configuration.load_config()
|
||||
|
||||
assert 'dynamic_whitelist' in validated_conf
|
||||
assert validated_conf['dynamic_whitelist'] == 10
|
||||
assert 'strategy' in validated_conf
|
||||
assert validated_conf['strategy'] == 'test_strategy'
|
||||
assert 'dry_run_db' in validated_conf
|
||||
assert validated_conf['dry_run_db'] is True
|
||||
assert validated_conf.get('dynamic_whitelist') == 10
|
||||
assert validated_conf.get('strategy') == 'TestStrategy'
|
||||
assert validated_conf.get('strategy_path') == '/some/path'
|
||||
assert validated_conf.get('dry_run_db') is True
|
||||
|
||||
|
||||
def test_load_custom_strategy(default_conf, mocker) -> None:
|
||||
"""
|
||||
Test Configuration.load_config() without any cli params
|
||||
"""
|
||||
custom_conf = deepcopy(default_conf)
|
||||
custom_conf.update({
|
||||
'strategy': 'CustomStrategy',
|
||||
'strategy_path': '/tmp/strategies',
|
||||
})
|
||||
mocker.patch('freqtrade.configuration.open', mocker.mock_open(
|
||||
read_data=json.dumps(custom_conf)
|
||||
))
|
||||
|
||||
args = Arguments([], '').get_parsed_arg()
|
||||
configuration = Configuration(args)
|
||||
validated_conf = configuration.load_config()
|
||||
|
||||
assert validated_conf.get('strategy') == 'CustomStrategy'
|
||||
assert validated_conf.get('strategy_path') == '/tmp/strategies'
|
||||
|
||||
|
||||
def test_show_info(default_conf, mocker, caplog) -> None:
|
||||
|
|
@ -141,7 +161,7 @@ def test_show_info(default_conf, mocker, caplog) -> None:
|
|||
|
||||
args = [
|
||||
'--dynamic-whitelist', '10',
|
||||
'--strategy', 'test_strategy',
|
||||
'--strategy', 'TestStrategy',
|
||||
'--dry-run-db'
|
||||
]
|
||||
args = Arguments(args, '').get_parsed_arg()
|
||||
|
|
@ -185,7 +205,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
|
|||
|
||||
args = [
|
||||
'--config', 'config.json',
|
||||
'--strategy', 'default_strategy',
|
||||
'--strategy', 'DefaultStrategy',
|
||||
'backtesting'
|
||||
]
|
||||
|
||||
|
|
@ -229,7 +249,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
|
|||
|
||||
args = [
|
||||
'--config', 'config.json',
|
||||
'--strategy', 'default_strategy',
|
||||
'--strategy', 'DefaultStrategy',
|
||||
'--datadir', '/foo/bar',
|
||||
'backtesting',
|
||||
'--ticker-interval', '1m',
|
||||
|
|
|
|||
|
|
@ -2,25 +2,24 @@
|
|||
Unit test file for constants.py
|
||||
"""
|
||||
|
||||
from freqtrade.constants import Constants
|
||||
from freqtrade import constants
|
||||
|
||||
|
||||
def test_constant_object() -> None:
|
||||
"""
|
||||
Test the Constants object has the mandatory Constants
|
||||
"""
|
||||
assert hasattr(Constants, 'CONF_SCHEMA')
|
||||
assert hasattr(Constants, 'DYNAMIC_WHITELIST')
|
||||
assert hasattr(Constants, 'PROCESS_THROTTLE_SECS')
|
||||
assert hasattr(Constants, 'TICKER_INTERVAL')
|
||||
assert hasattr(Constants, 'HYPEROPT_EPOCH')
|
||||
assert hasattr(Constants, 'RETRY_TIMEOUT')
|
||||
assert hasattr(Constants, 'DEFAULT_STRATEGY')
|
||||
assert hasattr(constants, 'CONF_SCHEMA')
|
||||
assert hasattr(constants, 'DYNAMIC_WHITELIST')
|
||||
assert hasattr(constants, 'PROCESS_THROTTLE_SECS')
|
||||
assert hasattr(constants, 'TICKER_INTERVAL')
|
||||
assert hasattr(constants, 'HYPEROPT_EPOCH')
|
||||
assert hasattr(constants, 'RETRY_TIMEOUT')
|
||||
assert hasattr(constants, 'DEFAULT_STRATEGY')
|
||||
|
||||
|
||||
def test_conf_schema() -> None:
|
||||
"""
|
||||
Test the CONF_SCHEMA is from the right type
|
||||
"""
|
||||
constant = Constants()
|
||||
assert isinstance(constant.CONF_SCHEMA, dict)
|
||||
assert isinstance(constants.CONF_SCHEMA, dict)
|
||||
|
|
|
|||
|
|
@ -4,7 +4,7 @@ import pandas
|
|||
|
||||
from freqtrade.analyze import Analyze
|
||||
from freqtrade.optimize import load_data
|
||||
from freqtrade.strategy.strategy import Strategy
|
||||
from freqtrade.strategy.resolver import StrategyResolver
|
||||
|
||||
_pairs = ['ETH/BTC']
|
||||
|
||||
|
|
@ -15,19 +15,19 @@ def load_dataframe_pair(pairs):
|
|||
assert isinstance(pairs[0], str)
|
||||
dataframe = ld[pairs[0]]
|
||||
|
||||
analyze = Analyze({'strategy': 'default_strategy'})
|
||||
analyze = Analyze({'strategy': 'DefaultStrategy'})
|
||||
dataframe = analyze.analyze_ticker(dataframe)
|
||||
return dataframe
|
||||
|
||||
|
||||
def test_dataframe_load():
|
||||
Strategy({'strategy': 'default_strategy'})
|
||||
StrategyResolver({'strategy': 'DefaultStrategy'})
|
||||
dataframe = load_dataframe_pair(_pairs)
|
||||
assert isinstance(dataframe, pandas.core.frame.DataFrame)
|
||||
|
||||
|
||||
def test_dataframe_columns_exists():
|
||||
Strategy({'strategy': 'default_strategy'})
|
||||
StrategyResolver({'strategy': 'DefaultStrategy'})
|
||||
dataframe = load_dataframe_pair(_pairs)
|
||||
assert 'high' in dataframe.columns
|
||||
assert 'low' in dataframe.columns
|
||||
|
|
|
|||
|
|
@ -16,7 +16,7 @@ import pytest
|
|||
import requests
|
||||
from sqlalchemy import create_engine
|
||||
|
||||
from freqtrade import DependencyException, OperationalException
|
||||
from freqtrade import DependencyException, OperationalException, TemporaryError
|
||||
from freqtrade.freqtradebot import FreqtradeBot
|
||||
from freqtrade.persistence import Trade
|
||||
from freqtrade.state import State
|
||||
|
|
@ -451,7 +451,7 @@ def test_process_exchange_failures(default_conf, ticker, markets, mocker) -> Non
|
|||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
get_markets=markets,
|
||||
buy=MagicMock(side_effect=requests.exceptions.RequestException)
|
||||
buy=MagicMock(side_effect=TemporaryError)
|
||||
)
|
||||
sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
|
||||
|
||||
|
|
@ -568,18 +568,30 @@ def test_process_maybe_execute_buy_exception(mocker, default_conf, caplog) -> No
|
|||
log_has('Unable to create trade:', caplog.record_tuples)
|
||||
|
||||
|
||||
def test_process_maybe_execute_sell(mocker, default_conf) -> None:
|
||||
def test_process_maybe_execute_sell(mocker, default_conf, limit_buy_order, caplog) -> None:
|
||||
"""
|
||||
Test process_maybe_execute_sell() method
|
||||
"""
|
||||
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
||||
|
||||
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
|
||||
mocker.patch('freqtrade.freqtradebot.exchange.get_order', return_value=1)
|
||||
mocker.patch('freqtrade.freqtradebot.exchange.get_order', return_value=limit_buy_order)
|
||||
mocker.patch('freqtrade.freqtradebot.exchange.get_trades_for_order', return_value=[])
|
||||
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
|
||||
return_value=limit_buy_order['amount'])
|
||||
|
||||
trade = MagicMock()
|
||||
trade.open_order_id = '123'
|
||||
trade.open_fee = 0.001
|
||||
assert not freqtrade.process_maybe_execute_sell(trade)
|
||||
# Test amount not modified by fee-logic
|
||||
assert not log_has('Applying fee to amount for Trade {} from 90.99181073 to 90.81'.format(
|
||||
trade), caplog.record_tuples)
|
||||
|
||||
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81)
|
||||
# test amount modified by fee-logic
|
||||
assert not freqtrade.process_maybe_execute_sell(trade)
|
||||
|
||||
trade.is_open = True
|
||||
trade.open_order_id = None
|
||||
# Assert we call handle_trade() if trade is feasible for execution
|
||||
|
|
@ -812,7 +824,8 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, fe
|
|||
exchange='bittrex',
|
||||
open_order_id='123456789',
|
||||
amount=90.99181073,
|
||||
fee=0.0,
|
||||
fee_open=0.0,
|
||||
fee_close=0.0,
|
||||
stake_amount=1,
|
||||
open_date=arrow.utcnow().shift(minutes=-601).datetime,
|
||||
is_open=True
|
||||
|
|
@ -851,7 +864,8 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
|
|||
exchange='bittrex',
|
||||
open_order_id='123456789',
|
||||
amount=90.99181073,
|
||||
fee=0.0,
|
||||
fee_open=0.0,
|
||||
fee_close=0.0,
|
||||
stake_amount=1,
|
||||
open_date=arrow.utcnow().shift(hours=-5).datetime,
|
||||
close_date=arrow.utcnow().shift(minutes=-601).datetime,
|
||||
|
|
@ -890,7 +904,8 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
|
|||
exchange='bittrex',
|
||||
open_order_id='123456789',
|
||||
amount=90.99181073,
|
||||
fee=0.0,
|
||||
fee_open=0.0,
|
||||
fee_close=0.0,
|
||||
stake_amount=1,
|
||||
open_date=arrow.utcnow().shift(minutes=-601).datetime,
|
||||
is_open=True
|
||||
|
|
@ -937,7 +952,8 @@ def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) -
|
|||
exchange='bittrex',
|
||||
open_order_id='123456789',
|
||||
amount=90.99181073,
|
||||
fee=0.0,
|
||||
fee_open=0.0,
|
||||
fee_close=0.0,
|
||||
stake_amount=1,
|
||||
open_date=arrow.utcnow().shift(minutes=-601).datetime,
|
||||
is_open=True
|
||||
|
|
@ -1299,3 +1315,161 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, mocke
|
|||
trade.update(limit_buy_order)
|
||||
patch_get_signal(mocker, value=(False, True))
|
||||
assert freqtrade.handle_trade(trade) is True
|
||||
|
||||
|
||||
def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, caplog, mocker):
|
||||
"""
|
||||
Test get_real_amount - fee in quote currency
|
||||
"""
|
||||
|
||||
mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order)
|
||||
|
||||
patch_get_signal(mocker)
|
||||
patch_RPCManager(mocker)
|
||||
patch_coinmarketcap(mocker)
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
amount = sum(x['amount'] for x in trades_for_order)
|
||||
trade = Trade(
|
||||
pair='LTC/ETH',
|
||||
amount=amount,
|
||||
exchange='binance',
|
||||
open_rate=0.245441,
|
||||
open_order_id="123456"
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
# Amount is reduced by "fee"
|
||||
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001)
|
||||
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
|
||||
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992) from Trades',
|
||||
caplog.record_tuples)
|
||||
|
||||
|
||||
def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker):
|
||||
"""
|
||||
Test get_real_amount - fee in quote currency
|
||||
"""
|
||||
|
||||
mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=[])
|
||||
|
||||
patch_get_signal(mocker)
|
||||
patch_RPCManager(mocker)
|
||||
patch_coinmarketcap(mocker)
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
amount = buy_order_fee['amount']
|
||||
trade = Trade(
|
||||
pair='LTC/ETH',
|
||||
amount=amount,
|
||||
exchange='binance',
|
||||
open_rate=0.245441,
|
||||
open_order_id="123456"
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
# Amount is reduced by "fee"
|
||||
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
|
||||
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
|
||||
'open_rate=0.24544100, open_since=closed) failed: myTrade-Dict empty found',
|
||||
caplog.record_tuples)
|
||||
|
||||
|
||||
def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, caplog, mocker):
|
||||
"""
|
||||
Test get_real_amount - fees in Stake currency
|
||||
"""
|
||||
trades_for_order[0]['fee']['currency'] = 'ETH'
|
||||
|
||||
patch_get_signal(mocker)
|
||||
patch_RPCManager(mocker)
|
||||
patch_coinmarketcap(mocker)
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order)
|
||||
amount = sum(x['amount'] for x in trades_for_order)
|
||||
trade = Trade(
|
||||
pair='LTC/ETH',
|
||||
amount=amount,
|
||||
exchange='binance',
|
||||
open_rate=0.245441,
|
||||
open_order_id="123456"
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
# Amount does not change
|
||||
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
|
||||
|
||||
|
||||
def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, mocker):
|
||||
"""
|
||||
Test get_real_amount - Fees in BNB
|
||||
"""
|
||||
|
||||
trades_for_order[0]['fee']['currency'] = 'BNB'
|
||||
trades_for_order[0]['fee']['cost'] = 0.00094518
|
||||
|
||||
patch_get_signal(mocker)
|
||||
patch_RPCManager(mocker)
|
||||
patch_coinmarketcap(mocker)
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order)
|
||||
amount = sum(x['amount'] for x in trades_for_order)
|
||||
trade = Trade(
|
||||
pair='LTC/ETH',
|
||||
amount=amount,
|
||||
exchange='binance',
|
||||
open_rate=0.245441,
|
||||
open_order_id="123456"
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
# Amount does not change
|
||||
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
|
||||
|
||||
|
||||
def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, caplog, mocker):
|
||||
"""
|
||||
Test get_real_amount with split trades (multiple trades for this order)
|
||||
"""
|
||||
|
||||
patch_get_signal(mocker)
|
||||
patch_RPCManager(mocker)
|
||||
patch_coinmarketcap(mocker)
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order2)
|
||||
amount = float(sum(x['amount'] for x in trades_for_order2))
|
||||
trade = Trade(
|
||||
pair='LTC/ETH',
|
||||
amount=amount,
|
||||
exchange='binance',
|
||||
open_rate=0.245441,
|
||||
open_order_id="123456"
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
# Amount is reduced by "fee"
|
||||
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001)
|
||||
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
|
||||
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992) from Trades',
|
||||
caplog.record_tuples)
|
||||
|
||||
|
||||
def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee, caplog, mocker):
|
||||
"""
|
||||
Test get_real_amount with split trades (multiple trades for this order)
|
||||
"""
|
||||
limit_buy_order = deepcopy(buy_order_fee)
|
||||
limit_buy_order['fee'] = {'cost': 0.004, 'currency': 'LTC'}
|
||||
|
||||
patch_get_signal(mocker)
|
||||
patch_RPCManager(mocker)
|
||||
patch_coinmarketcap(mocker)
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order)
|
||||
amount = float(sum(x['amount'] for x in trades_for_order))
|
||||
trade = Trade(
|
||||
pair='LTC/ETH',
|
||||
amount=amount,
|
||||
exchange='binance',
|
||||
open_rate=0.245441,
|
||||
open_order_id="123456"
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
# Amount is reduced by "fee"
|
||||
assert freqtrade.get_real_amount(trade, limit_buy_order) == amount - 0.004
|
||||
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
|
||||
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996) from Order',
|
||||
caplog.record_tuples)
|
||||
|
|
|
|||
|
|
@ -42,13 +42,11 @@ def test_datesarray_to_datetimearray(ticker_history):
|
|||
assert date_len == 3
|
||||
|
||||
|
||||
def test_common_datearray(default_conf, mocker) -> None:
|
||||
def test_common_datearray(default_conf) -> None:
|
||||
"""
|
||||
Test common_datearray()
|
||||
:return: None
|
||||
"""
|
||||
mocker.patch('freqtrade.strategy.strategy.Strategy', MagicMock())
|
||||
|
||||
analyze = Analyze(default_conf)
|
||||
tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
|
||||
tickerlist = {'UNITTEST/BTC': tick}
|
||||
|
|
|
|||
|
|
@ -126,7 +126,8 @@ def test_update_with_bittrex(limit_buy_order, limit_sell_order, fee):
|
|||
trade = Trade(
|
||||
pair='ETH/BTC',
|
||||
stake_amount=0.001,
|
||||
fee=fee.return_value,
|
||||
fee_open=fee.return_value,
|
||||
fee_close=fee.return_value,
|
||||
exchange='bittrex',
|
||||
)
|
||||
assert trade.open_order_id is None
|
||||
|
|
@ -154,7 +155,8 @@ def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order, fee):
|
|||
trade = Trade(
|
||||
pair='ETH/BTC',
|
||||
stake_amount=0.001,
|
||||
fee=fee.return_value,
|
||||
fee_open=fee.return_value,
|
||||
fee_close=fee.return_value,
|
||||
exchange='bittrex',
|
||||
)
|
||||
|
||||
|
|
@ -177,7 +179,8 @@ def test_calc_close_trade_price_exception(limit_buy_order, fee):
|
|||
trade = Trade(
|
||||
pair='ETH/BTC',
|
||||
stake_amount=0.001,
|
||||
fee=fee.return_value,
|
||||
fee_open=fee.return_value,
|
||||
fee_close=fee.return_value,
|
||||
exchange='bittrex',
|
||||
)
|
||||
|
||||
|
|
@ -191,7 +194,8 @@ def test_update_open_order(limit_buy_order):
|
|||
trade = Trade(
|
||||
pair='ETH/BTC',
|
||||
stake_amount=1.00,
|
||||
fee=0.1,
|
||||
fee_open=0.1,
|
||||
fee_close=0.1,
|
||||
exchange='bittrex',
|
||||
)
|
||||
|
||||
|
|
@ -214,7 +218,8 @@ def test_update_invalid_order(limit_buy_order):
|
|||
trade = Trade(
|
||||
pair='ETH/BTC',
|
||||
stake_amount=1.00,
|
||||
fee=0.1,
|
||||
fee_open=0.1,
|
||||
fee_close=0.1,
|
||||
exchange='bittrex',
|
||||
)
|
||||
limit_buy_order['type'] = 'invalid'
|
||||
|
|
@ -227,7 +232,8 @@ def test_calc_open_trade_price(limit_buy_order, fee):
|
|||
trade = Trade(
|
||||
pair='ETH/BTC',
|
||||
stake_amount=0.001,
|
||||
fee=fee.return_value,
|
||||
fee_open=fee.return_value,
|
||||
fee_close=fee.return_value,
|
||||
exchange='bittrex',
|
||||
)
|
||||
trade.open_order_id = 'open_trade'
|
||||
|
|
@ -245,7 +251,8 @@ def test_calc_close_trade_price(limit_buy_order, limit_sell_order, fee):
|
|||
trade = Trade(
|
||||
pair='ETH/BTC',
|
||||
stake_amount=0.001,
|
||||
fee=fee.return_value,
|
||||
fee_open=fee.return_value,
|
||||
fee_close=fee.return_value,
|
||||
exchange='bittrex',
|
||||
)
|
||||
trade.open_order_id = 'close_trade'
|
||||
|
|
@ -267,7 +274,8 @@ def test_calc_profit(limit_buy_order, limit_sell_order, fee):
|
|||
trade = Trade(
|
||||
pair='ETH/BTC',
|
||||
stake_amount=0.001,
|
||||
fee=fee.return_value,
|
||||
fee_open=fee.return_value,
|
||||
fee_close=fee.return_value,
|
||||
exchange='bittrex',
|
||||
)
|
||||
trade.open_order_id = 'profit_percent'
|
||||
|
|
@ -298,7 +306,8 @@ def test_calc_profit_percent(limit_buy_order, limit_sell_order, fee):
|
|||
trade = Trade(
|
||||
pair='ETH/BTC',
|
||||
stake_amount=0.001,
|
||||
fee=fee.return_value,
|
||||
fee_open=fee.return_value,
|
||||
fee_close=fee.return_value,
|
||||
exchange='bittrex',
|
||||
)
|
||||
trade.open_order_id = 'profit_percent'
|
||||
|
|
@ -326,7 +335,8 @@ def test_clean_dry_run_db(default_conf, fee):
|
|||
pair='ETH/BTC',
|
||||
stake_amount=0.001,
|
||||
amount=123.0,
|
||||
fee=fee.return_value,
|
||||
fee_open=fee.return_value,
|
||||
fee_close=fee.return_value,
|
||||
open_rate=0.123,
|
||||
exchange='bittrex',
|
||||
open_order_id='dry_run_buy_12345'
|
||||
|
|
@ -337,7 +347,8 @@ def test_clean_dry_run_db(default_conf, fee):
|
|||
pair='ETC/BTC',
|
||||
stake_amount=0.001,
|
||||
amount=123.0,
|
||||
fee=fee.return_value,
|
||||
fee_open=fee.return_value,
|
||||
fee_close=fee.return_value,
|
||||
open_rate=0.123,
|
||||
exchange='bittrex',
|
||||
open_order_id='dry_run_sell_12345'
|
||||
|
|
@ -349,7 +360,8 @@ def test_clean_dry_run_db(default_conf, fee):
|
|||
pair='ETC/BTC',
|
||||
stake_amount=0.001,
|
||||
amount=123.0,
|
||||
fee=fee.return_value,
|
||||
fee_open=fee.return_value,
|
||||
fee_close=fee.return_value,
|
||||
open_rate=0.123,
|
||||
exchange='bittrex',
|
||||
open_order_id='prod_buy_12345'
|
||||
|
|
|
|||
|
|
@ -1,6 +1,6 @@
|
|||
ccxt==1.11.149
|
||||
SQLAlchemy==1.2.5
|
||||
python-telegram-bot==10.0.1
|
||||
SQLAlchemy==1.2.7
|
||||
python-telegram-bot==10.0.2
|
||||
arrow==0.12.1
|
||||
cachetools==2.0.1
|
||||
requests==2.18.4
|
||||
|
|
@ -8,12 +8,12 @@ urllib3==1.22
|
|||
wrapt==1.10.11
|
||||
pandas==0.22.0
|
||||
scikit-learn==0.19.1
|
||||
scipy==1.0.0
|
||||
scipy==1.0.1
|
||||
jsonschema==2.6.0
|
||||
numpy==1.14.2
|
||||
numpy==1.14.3
|
||||
TA-Lib==0.4.17
|
||||
pytest==3.5.0
|
||||
pytest-mock==1.7.1
|
||||
pytest==3.5.1
|
||||
pytest-mock==1.10.0
|
||||
pytest-cov==2.5.1
|
||||
hyperopt==0.1
|
||||
# do not upgrade networkx before this is fixed https://github.com/hyperopt/hyperopt/issues/325
|
||||
|
|
|
|||
|
|
@ -27,7 +27,11 @@ from freqtrade import exchange
|
|||
import freqtrade.optimize as optimize
|
||||
|
||||
|
||||
<<<<<<< HEAD
|
||||
logger = logging.getLogger('freqtrade')
|
||||
=======
|
||||
logger = logging.getLogger(__name__)
|
||||
>>>>>>> bddf009a2b6d0e1a19cca558887ce972e99a6238
|
||||
|
||||
|
||||
def plot_analyzed_dataframe(args: Namespace) -> None:
|
||||
|
|
|
|||
|
|
@ -24,13 +24,20 @@ import plotly.graph_objs as go
|
|||
from freqtrade.arguments import Arguments
|
||||
from freqtrade.configuration import Configuration
|
||||
from freqtrade.analyze import Analyze
|
||||
<<<<<<< HEAD
|
||||
from freqtrade.constants import Constants
|
||||
=======
|
||||
>>>>>>> bddf009a2b6d0e1a19cca558887ce972e99a6238
|
||||
|
||||
import freqtrade.optimize as optimize
|
||||
import freqtrade.misc as misc
|
||||
|
||||
|
||||
<<<<<<< HEAD
|
||||
logger = logging.getLogger('freqtrade')
|
||||
=======
|
||||
logger = logging.getLogger(__name__)
|
||||
>>>>>>> bddf009a2b6d0e1a19cca558887ce972e99a6238
|
||||
|
||||
|
||||
# data:: [ pair, profit-%, enter, exit, time, duration]
|
||||
|
|
|
|||
4
setup.sh
4
setup.sh
|
|
@ -117,7 +117,7 @@ function config_generator () {
|
|||
-e "s/\"your_exchange_key\"/\"$api_key\"/g" \
|
||||
-e "s/\"your_exchange_secret\"/\"$api_secret\"/g" \
|
||||
-e "s/\"your_telegram_token\"/\"$token\"/g" \
|
||||
-e "s/\"your_telegram_chat_id\"/\"$chat_id\"/g"
|
||||
-e "s/\"your_telegram_chat_id\"/\"$chat_id\"/g" \
|
||||
-e "s/\"dry_run\": false,/\"dry_run\": true,/g" config.json.example > config.json
|
||||
|
||||
}
|
||||
|
|
@ -205,4 +205,4 @@ plot
|
|||
help
|
||||
;;
|
||||
esac
|
||||
exit 0
|
||||
exit 0
|
||||
|
|
|
|||
|
|
@ -10,10 +10,6 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
|
|||
import numpy # noqa
|
||||
|
||||
|
||||
# Update this variable if you change the class name
|
||||
class_name = 'TestStrategy'
|
||||
|
||||
|
||||
# This class is a sample. Feel free to customize it.
|
||||
class TestStrategy(IStrategy):
|
||||
"""
|
||||
|
|
@ -45,7 +41,7 @@ class TestStrategy(IStrategy):
|
|||
stoploss = -0.10
|
||||
|
||||
# Optimal ticker interval for the strategy
|
||||
ticker_interval = 5
|
||||
ticker_interval = '5m'
|
||||
|
||||
def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
|
||||
"""
|
||||
|
|
|
|||
Loading…
Reference in New Issue
Block a user