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Anton 2018-05-03 11:16:29 +03:00
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2
.gitignore vendored
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@ -1,7 +1,7 @@
# Freqtrade rules # Freqtrade rules
freqtrade/tests/testdata/*.json freqtrade/tests/testdata/*.json
hyperopt_conf.py hyperopt_conf.py
config.json config*.json
*.sqlite *.sqlite
.hyperopt .hyperopt
logfile.txt logfile.txt

2
Dockerfile
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@ -1,4 +1,4 @@
FROM python:3.6.4-slim-stretch FROM python:3.6.5-slim-stretch
# Install TA-lib # Install TA-lib
RUN apt-get update && apt-get -y install curl build-essential && apt-get clean RUN apt-get update && apt-get -y install curl build-essential && apt-get clean

4
config_full.json.example
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@ -48,5 +48,7 @@
"initial_state": "running", "initial_state": "running",
"internals": { "internals": {
"process_throttle_secs": 5 "process_throttle_secs": 5
} },
"strategy": "DefaultStrategy",
"strategy_path": "/some/folder/"
} }

19
docs/bot-optimization.md
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@ -14,12 +14,12 @@ Since the version `0.16.0` the bot allows using custom strategy file.
This is very simple. Copy paste your strategy file into the folder This is very simple. Copy paste your strategy file into the folder
`user_data/strategies`. `user_data/strategies`.
Let assume you have a strategy file `awesome-strategy.py`: Let assume you have a class called `AwesomeStrategy` in the file `awesome-strategy.py`:
1. Move your file into `user_data/strategies` (you should have `user_data/strategies/awesome-strategy.py` 1. Move your file into `user_data/strategies` (you should have `user_data/strategies/awesome-strategy.py`
2. Start the bot with the param `--strategy awesome-strategy` (the parameter is the name of the file without '.py') 2. Start the bot with the param `--strategy AwesomeStrategy` (the parameter is the class name)
```bash ```bash
python3 ./freqtrade/main.py --strategy awesome_strategy python3 ./freqtrade/main.py --strategy AwesomeStrategy
``` ```
## Change your strategy ## Change your strategy
@ -35,11 +35,18 @@ A strategy file contains all the information needed to build a good strategy:
- Stoploss recommended - Stoploss recommended
- Hyperopt parameter - Hyperopt parameter
The bot also include a sample strategy you can update: `user_data/strategies/test_strategy.py`. The bot also include a sample strategy called `TestStrategy` you can update: `user_data/strategies/test_strategy.py`.
You can test it with the parameter: `--strategy test_strategy` You can test it with the parameter: `--strategy TestStrategy`
```bash ```bash
python3 ./freqtrade/main.py --strategy awesome_strategy python3 ./freqtrade/main.py --strategy AwesomeStrategy
```
### Specify custom strategy location
If you want to use a strategy from a different folder you can pass `--strategy-path`
```bash
python3 ./freqtrade/main.py --strategy AwesomeStrategy --strategy-path /some/folder
``` ```
**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) **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)

33
docs/bot-usage.md
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@ -26,9 +26,9 @@ optional arguments:
--version show program's version number and exit --version show program's version number and exit
-c PATH, --config PATH -c PATH, --config PATH
specify configuration file (default: config.json) specify configuration file (default: config.json)
-s PATH, --strategy PATH -s NAME, --strategy NAME
specify strategy file (default: specify strategy class name (default: DefaultStrategy)
freqtrade/strategy/default_strategy.py) --strategy-path PATH specify additional strategy lookup path
--dry-run-db Force dry run to use a local DB --dry-run-db Force dry run to use a local DB
"tradesv3.dry_run.sqlite" instead of memory DB. Work "tradesv3.dry_run.sqlite" instead of memory DB. Work
only if dry_run is enabled. only if dry_run is enabled.
@ -48,21 +48,19 @@ python3 ./freqtrade/main.py -c path/far/far/away/config.json
``` ```
### How to use --strategy? ### How to use --strategy?
This parameter will allow you to load your custom strategy file. Per This parameter will allow you to load your custom strategy class.
default without `--strategy` or `-s` the bot will load the Per default without `--strategy` or `-s` the bot will load the
`default_strategy` included with the bot (`freqtrade/strategy/default_strategy.py`). `DefaultStrategy` included with the bot (`freqtrade/strategy/default_strategy.py`).
The bot will search your strategy file into `user_data/strategies` and The bot will search your strategy file within `user_data/strategies` and `freqtrade/strategy`.
`freqtrade/strategy`.
To load a strategy, simply pass the file name (without .py) in this To load a strategy, simply pass the class name (e.g.: `CustomStrategy`) in this parameter.
parameters.
**Example:** **Example:**
In `user_data/strategies` you have a file `my_awesome_strategy.py` to In `user_data/strategies` you have a file `my_awesome_strategy.py` which has
load it: a strategy class called `AwesomeStrategy` to load it:
```bash ```bash
python3 ./freqtrade/main.py --strategy my_awesome_strategy python3 ./freqtrade/main.py --strategy AwesomeStrategy
``` ```
If the bot does not find your strategy file, it will display in an error If the bot does not find your strategy file, it will display in an error
@ -70,9 +68,16 @@ message the reason (File not found, or errors in your code).
Learn more about strategy file in [optimize your bot](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md). Learn more about strategy file in [optimize your bot](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md).
### How to use --strategy-path?
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!):
```bash
python3 ./freqtrade/main.py --strategy AwesomeStrategy --strategy-path /some/folder
```
#### How to install a strategy? #### How to install a strategy?
This is very simple. Copy paste your strategy file into the folder This is very simple. Copy paste your strategy file into the folder
`user_data/strategies`. And voila, the bot is ready to use it. `user_data/strategies` or use `--strategy-path`. And voila, the bot is ready to use it.
### How to use --dynamic-whitelist? ### How to use --dynamic-whitelist?
Per default `--dynamic-whitelist` will retrieve the 20 currencies based Per default `--dynamic-whitelist` will retrieve the 20 currencies based

2
docs/configuration.md
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@ -35,6 +35,8 @@ The table below will list all configuration parameters.
| `telegram.token` | token | No | Your Telegram bot token. Only required if `telegram.enabled` is `true`. | `telegram.token` | token | No | Your Telegram bot token. Only required if `telegram.enabled` is `true`.
| `telegram.chat_id` | chat_id | No | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. | `telegram.chat_id` | chat_id | No | Your personal Telegram account id. Only required if `telegram.enabled` is `true`.
| `initial_state` | running | No | Defines the initial application state. More information below. | `initial_state` | running | No | Defines the initial application state. More information below.
| `strategy` | DefaultStrategy | No | Defines Strategy class to use.
| `strategy_path` | null | No | Adds an additional strategy lookup path (must be a folder).
| `internals.process_throttle_secs` | 5 | Yes | Set the process throttle. Value in second. | `internals.process_throttle_secs` | 5 | Yes | Set the process throttle. Value in second.
The definition of each config parameters is in The definition of each config parameters is in

11
docs/telegram-usage.md
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@ -127,3 +127,14 @@ Day Profit BTC Profit USD
## /version ## /version
> **Version:** `0.14.3` > **Version:** `0.14.3`
### using proxy with telegram
in [freqtrade/freqtrade/rpc/telegram.py](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/rpc/telegram.py) replace
```
self._updater = Updater(token=self._config['telegram']['token'], workers=0)
```
with
```
self._updater = Updater(token=self._config['telegram']['token'], request_kwargs={'proxy_url': 'socks5://127.0.0.1:1080/'}, workers=0)
```

4
freqtrade/__init__.py
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@ -16,9 +16,9 @@ class OperationalException(BaseException):
""" """
class NetworkException(BaseException): class TemporaryError(BaseException):
""" """
Network related error. Temporary network or exchange related error.
This could happen when an exchange is congested, unavailable, or the user This could happen when an exchange is congested, unavailable, or the user
has networking problems. Usually resolves itself after a time. has networking problems. Usually resolves itself after a time.
""" """

17
freqtrade/analyze.py
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@ -9,10 +9,10 @@ from typing import Dict, List, Tuple
import arrow import arrow
from pandas import DataFrame, to_datetime from pandas import DataFrame, to_datetime
from freqtrade import constants
from freqtrade.exchange import get_ticker_history from freqtrade.exchange import get_ticker_history
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
from freqtrade.strategy.strategy import Strategy from freqtrade.strategy.resolver import StrategyResolver
from freqtrade.constants import Constants
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -37,7 +37,7 @@ class Analyze(object):
:param config: Bot configuration (use the one from Configuration()) :param config: Bot configuration (use the one from Configuration())
""" """
self.config = config self.config = config
self.strategy = Strategy(self.config) self.strategy = StrategyResolver(self.config).strategy
@staticmethod @staticmethod
def parse_ticker_dataframe(ticker: list) -> DataFrame: def parse_ticker_dataframe(ticker: list) -> DataFrame:
@ -54,7 +54,14 @@ class Analyze(object):
utc=True, utc=True,
infer_datetime_format=True) infer_datetime_format=True)
frame.sort_values('date', inplace=True) # group by index and aggregate results to eliminate duplicate ticks
frame = frame.groupby(by='date', as_index=False, sort=True).agg({
'open': 'first',
'high': 'max',
'low': 'min',
'close': 'last',
'volume': 'max',
})
return frame return frame
def populate_indicators(self, dataframe: DataFrame) -> DataFrame: def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
@ -139,7 +146,7 @@ class Analyze(object):
# Check if dataframe is out of date # Check if dataframe is out of date
signal_date = arrow.get(latest['date']) signal_date = arrow.get(latest['date'])
interval_minutes = Constants.TICKER_INTERVAL_MINUTES[interval] interval_minutes = constants.TICKER_INTERVAL_MINUTES[interval]
if signal_date < arrow.utcnow() - timedelta(minutes=(interval_minutes + 5)): if signal_date < arrow.utcnow() - timedelta(minutes=(interval_minutes + 5)):
logger.warning( logger.warning(
'Outdated history for pair %s. Last tick is %s minutes old', 'Outdated history for pair %s. Last tick is %s minutes old',

18
freqtrade/arguments.py
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@ -9,8 +9,7 @@ import re
import arrow import arrow
from typing import List, Tuple, Optional from typing import List, Tuple, Optional
from freqtrade import __version__ from freqtrade import __version__, constants
from freqtrade.constants import Constants
class Arguments(object): class Arguments(object):
@ -81,9 +80,16 @@ class Arguments(object):
) )
self.parser.add_argument( self.parser.add_argument(
'-s', '--strategy', '-s', '--strategy',
help='specify strategy file (default: %(default)s)', help='specify strategy class name (default: %(default)s)',
dest='strategy', 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, type=str,
metavar='PATH', metavar='PATH',
) )
@ -92,7 +98,7 @@ class Arguments(object):
help='dynamically generate and update whitelist \ help='dynamically generate and update whitelist \
based on 24h BaseVolume (Default 20 currencies)', # noqa based on 24h BaseVolume (Default 20 currencies)', # noqa
dest='dynamic_whitelist', dest='dynamic_whitelist',
const=Constants.DYNAMIC_WHITELIST, const=constants.DYNAMIC_WHITELIST,
type=int, type=int,
metavar='INT', metavar='INT',
nargs='?', nargs='?',
@ -163,7 +169,7 @@ class Arguments(object):
'-e', '--epochs', '-e', '--epochs',
help='specify number of epochs (default: %(default)d)', help='specify number of epochs (default: %(default)d)',
dest='epochs', dest='epochs',
default=Constants.HYPEROPT_EPOCH, default=constants.HYPEROPT_EPOCH,
type=int, type=int,
metavar='INT', metavar='INT',
) )

13
freqtrade/configuration.py
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@ -10,8 +10,7 @@ from jsonschema import Draft4Validator, validate
from jsonschema.exceptions import ValidationError, best_match from jsonschema.exceptions import ValidationError, best_match
import ccxt import ccxt
from freqtrade import OperationalException from freqtrade import OperationalException, constants
from freqtrade.constants import Constants
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -34,9 +33,13 @@ class Configuration(object):
logger.info('Using config: %s ...', self.args.config) logger.info('Using config: %s ...', self.args.config)
config = self._load_config_file(self.args.config) config = self._load_config_file(self.args.config)
# Add the strategy file to use # 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}) config.update({'strategy': self.args.strategy})
if self.args.strategy_path:
config.update({'strategy_path': self.args.strategy_path})
# Load Common configuration # Load Common configuration
config = self._load_common_config(config) config = self._load_common_config(config)
@ -186,7 +189,7 @@ class Configuration(object):
:return: Returns the config if valid, otherwise throw an exception :return: Returns the config if valid, otherwise throw an exception
""" """
try: try:
validate(conf, Constants.CONF_SCHEMA) validate(conf, constants.CONF_SCHEMA)
return conf return conf
except ValidationError as exception: except ValidationError as exception:
logger.fatal( logger.fatal(
@ -194,7 +197,7 @@ class Configuration(object):
exception exception
) )
raise ValidationError( 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]: def get_config(self) -> Dict[str, Any]:

31
freqtrade/constants.py
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@ -1,22 +1,16 @@
# pragma pylint: disable=too-few-public-methods # 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 = {
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, '1m': 1,
'5m': 5, '5m': 5,
'15m': 15, '15m': 15,
@ -28,10 +22,11 @@ class Constants(object):
'12h': 720, '12h': 720,
'1d': 1440, '1d': 1440,
'1w': 10080, '1w': 10080,
} }
# Required json-schema for user specified config
CONF_SCHEMA = { # Required json-schema for user specified config
CONF_SCHEMA = {
'type': 'object', 'type': 'object',
'properties': { 'properties': {
'max_open_trades': {'type': 'integer', 'minimum': 1}, 'max_open_trades': {'type': 'integer', 'minimum': 1},
@ -133,4 +128,4 @@ class Constants(object):
'bid_strategy', 'bid_strategy',
'telegram' 'telegram'
] ]
} }

148
freqtrade/exchange/__init__.py
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@ -3,11 +3,12 @@
import logging import logging
from random import randint from random import randint
from typing import List, Dict, Any, Optional from typing import List, Dict, Any, Optional
from datetime import datetime
import ccxt import ccxt
import arrow import arrow
from freqtrade import OperationalException, DependencyException, NetworkException from freqtrade import OperationalException, DependencyException, TemporaryError
from freqtrade.constants import Constants from freqtrade.constants import Constants
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -15,7 +16,7 @@ logger = logging.getLogger(__name__)
# Current selected exchange # Current selected exchange
_API: ccxt.Exchange = None _API: ccxt.Exchange = None
_CONF: dict = {} _CONF: Dict = {}
API_RETRY_COUNT = 4 API_RETRY_COUNT = 4
# Holds all open sell orders for dry_run # Holds all open sell orders for dry_run
@ -33,15 +34,16 @@ def retrier(f):
count = kwargs.pop('count', API_RETRY_COUNT) count = kwargs.pop('count', API_RETRY_COUNT)
try: try:
return f(*args, **kwargs) return f(*args, **kwargs)
except (NetworkException, DependencyException) as ex: except (TemporaryError, DependencyException) as ex:
logger.warning('%s returned exception: "%s"', f, ex) logger.warning('%s() returned exception: "%s"', f.__name__, ex)
if count > 0: if count > 0:
count -= 1 count -= 1
kwargs.update({'count': count}) 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) return wrapper(*args, **kwargs)
else: else:
raise OperationalException('Giving up retrying: %s', f) logger.warning('Giving up retrying: %s()', f.__name__)
raise ex
return wrapper return wrapper
@ -144,7 +146,8 @@ def buy(pair: str, rate: float, amount: float) -> Dict:
'side': 'buy', 'side': 'buy',
'remaining': 0.0, 'remaining': 0.0,
'datetime': arrow.utcnow().isoformat(), 'datetime': arrow.utcnow().isoformat(),
'status': 'closed' 'status': 'closed',
'fee': None
} }
return {'id': order_id} return {'id': order_id}
@ -162,10 +165,10 @@ def buy(pair: str, rate: float, amount: float) -> Dict:
'Tried to buy amount {} at rate {} (total {}).' 'Tried to buy amount {} at rate {} (total {}).'
'Message: {}'.format(pair, amount, rate, rate*amount, e) 'Message: {}'.format(pair, amount, rate, rate*amount, e)
) )
except ccxt.NetworkError as e: except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise NetworkException( raise TemporaryError(
'Could not place buy order due to networking error. Message: {}'.format(e) 'Could not place buy order due to {}. Message: {}'.format(
) e.__class__.__name__, e))
except ccxt.BaseError as e: except ccxt.BaseError as e:
raise OperationalException(e) raise OperationalException(e)
@ -200,23 +203,30 @@ def sell(pair: str, rate: float, amount: float) -> Dict:
'Tried to sell amount {} at rate {} (total {}).' 'Tried to sell amount {} at rate {} (total {}).'
'Message: {}'.format(pair, amount, rate, rate*amount, e) 'Message: {}'.format(pair, amount, rate, rate*amount, e)
) )
except ccxt.NetworkError as e: except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise NetworkException( raise TemporaryError(
'Could not place sell order due to networking error. Message: {}'.format(e) 'Could not place sell order due to {}. Message: {}'.format(
) e.__class__.__name__, e))
except ccxt.BaseError as e: except ccxt.BaseError as e:
raise OperationalException(e) raise OperationalException(e)
@retrier
def get_balance(currency: str) -> float: def get_balance(currency: str) -> float:
if _CONF['dry_run']: if _CONF['dry_run']:
return 999.9 return 999.9
# ccxt exception is already handled by get_balances # ccxt exception is already handled by get_balances
balances = 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: def get_balances() -> dict:
if _CONF['dry_run']: if _CONF['dry_run']:
return {} return {}
@ -230,10 +240,10 @@ def get_balances() -> dict:
balances.pop("used", None) balances.pop("used", None)
return balances return balances
except ccxt.NetworkError as e: except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise NetworkException( raise TemporaryError(
'Could not get balance due to networking error. Message: {}'.format(e) 'Could not get balance due to {}. Message: {}'.format(
) e.__class__.__name__, e))
except ccxt.BaseError as e: except ccxt.BaseError as e:
raise OperationalException(e) raise OperationalException(e)
@ -242,17 +252,17 @@ def get_balances() -> dict:
def get_tickers() -> Dict: def get_tickers() -> Dict:
try: try:
return _API.fetch_tickers() 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: except ccxt.NotSupported as e:
raise OperationalException( raise OperationalException(
'Exchange {} does not support fetching tickers in batch.' 'Exchange {} does not support fetching tickers in batch.'
'Message: {}'.format(_API.name, e) '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 # 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: def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict:
try: try:
return _API.fetch_ticker(pair) return _API.fetch_ticker(pair)
except ccxt.NetworkError as e: except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise NetworkException( raise TemporaryError(
'Could not load tickers due to networking error. Message: {}'.format(e) 'Could not load ticker history due to {}. Message: {}'.format(
) e.__class__.__name__, e))
except ccxt.BaseError as e: except ccxt.BaseError as e:
raise OperationalException(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 since_ms = data[-1][0] + 1
return data 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: except ccxt.NotSupported as e:
raise OperationalException( raise OperationalException(
'Exchange {} does not support fetching historical candlestick data.' 'Exchange {} does not support fetching historical candlestick data.'
'Message: {}'.format(_API.name, e) '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: def cancel_order(order_id: str, pair: str) -> None:
if _CONF['dry_run']: if _CONF['dry_run']:
return return
try: try:
return _API.cancel_order(order_id, pair) 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: except ccxt.InvalidOrder as e:
raise DependencyException( raise DependencyException(
'Could not cancel order. Message: {}'.format(e) '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: except ccxt.BaseError as e:
raise OperationalException(e) raise OperationalException(e)
@retrier
def get_order(order_id: str, pair: str) -> Dict: def get_order(order_id: str, pair: str) -> Dict:
if _CONF['dry_run']: if _CONF['dry_run']:
order = _DRY_RUN_OPEN_ORDERS[order_id] order = _DRY_RUN_OPEN_ORDERS[order_id]
@ -337,14 +348,34 @@ def get_order(order_id: str, pair: str) -> Dict:
return order return order
try: try:
return _API.fetch_order(order_id, pair) 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: except ccxt.InvalidOrder as e:
raise DependencyException( raise DependencyException(
'Could not get order. Message: {}'.format(e) '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: except ccxt.BaseError as e:
raise OperationalException(e) raise OperationalException(e)
@ -360,13 +391,14 @@ def get_pair_detail_url(pair: str) -> str:
return "" return ""
@retrier
def get_markets() -> List[dict]: def get_markets() -> List[dict]:
try: try:
return _API.fetch_markets() return _API.fetch_markets()
except ccxt.NetworkError as e: except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise NetworkException( raise TemporaryError(
'Could not load markets due to networking error. Message: {}'.format(e) 'Could not load markets due to {}. Message: {}'.format(
) e.__class__.__name__, e))
except ccxt.BaseError as e: except ccxt.BaseError as e:
raise OperationalException(e) raise OperationalException(e)
@ -379,11 +411,29 @@ def get_id() -> str:
return _API.id return _API.id
@retrier
def get_fee(symbol='ETH/BTC', type='', side='', amount=1, def get_fee(symbol='ETH/BTC', type='', side='', amount=1,
price=1, taker_or_maker='maker') -> float: price=1, taker_or_maker='maker') -> float:
try:
# validate that markets are loaded before trying to get fee # validate that markets are loaded before trying to get fee
if _API.markets is None or len(_API.markets) == 0: if _API.markets is None or len(_API.markets) == 0:
_API.load_markets() _API.load_markets()
return _API.calculate_fee(symbol=symbol, type=type, side=side, amount=amount, return _API.calculate_fee(symbol=symbol, type=type, side=side, amount=amount,
price=price, takerOrMaker=taker_or_maker)['rate'] 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)

86
freqtrade/freqtradebot.py
View File

@ -3,7 +3,6 @@ Freqtrade is the main module of this bot. It contains the class Freqtrade()
""" """
import copy import copy
import json
import logging import logging
import time import time
import traceback import traceback
@ -12,19 +11,19 @@ from typing import Dict, List, Optional, Any, Callable
import arrow import arrow
import requests import requests
from cachetools import cached, TTLCache from cachetools import TTLCache, cached
from freqtrade import ( 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.analyze import Analyze
from freqtrade.constants import Constants
from freqtrade.fiat_convert import CryptoToFiatConverter from freqtrade.fiat_convert import CryptoToFiatConverter
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
from freqtrade.rpc.rpc_manager import RPCManager from freqtrade.rpc.rpc_manager import RPCManager
from freqtrade.state import State from freqtrade.state import State
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -111,7 +110,7 @@ class FreqtradeBot(object):
elif state == State.RUNNING: elif state == State.RUNNING:
min_secs = self.config.get('internals', {}).get( min_secs = self.config.get('internals', {}).get(
'process_throttle_secs', 'process_throttle_secs',
Constants.PROCESS_THROTTLE_SECS constants.PROCESS_THROTTLE_SECS
) )
nb_assets = self.config.get('dynamic_whitelist', None) nb_assets = self.config.get('dynamic_whitelist', None)
@ -173,9 +172,9 @@ class FreqtradeBot(object):
self.check_handle_timedout(self.config['unfilledtimeout']) self.check_handle_timedout(self.config['unfilledtimeout'])
Trade.session.flush() Trade.session.flush()
except (requests.exceptions.RequestException, json.JSONDecodeError) as error: except TemporaryError as error:
logger.warning('%s, retrying in 30 seconds...', error) logger.warning('%s, retrying in 30 seconds...', error)
time.sleep(Constants.RETRY_TIMEOUT) time.sleep(constants.RETRY_TIMEOUT)
except OperationalException: except OperationalException:
self.rpc.send_msg( self.rpc.send_msg(
'*Status:* OperationalException:\n```\n{traceback}```{hint}' '*Status:* OperationalException:\n```\n{traceback}```{hint}'
@ -287,7 +286,7 @@ class FreqtradeBot(object):
if not whitelist: if not whitelist:
raise DependencyException('No currency pairs in 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: for _pair in whitelist:
(buy, sell) = self.analyze.get_signal(_pair, interval) (buy, sell) = self.analyze.get_signal(_pair, interval)
if buy and not sell: 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 is applied twice because we make a LIMIT_BUY and LIMIT_SELL
fee = exchange.get_fee(symbol=pair, taker_or_maker='maker')
trade = Trade( trade = Trade(
pair=pair, pair=pair,
stake_amount=stake_amount, stake_amount=stake_amount,
amount=amount, amount=amount,
fee=exchange.get_fee(taker_or_maker='maker'), fee_open=fee,
fee_close=fee,
open_rate=buy_limit, open_rate=buy_limit,
open_date=datetime.utcnow(), open_date=datetime.utcnow(),
exchange=exchange.get_id(), exchange=exchange.get_id(),
@ -358,17 +359,74 @@ class FreqtradeBot(object):
Tries to execute a sell trade Tries to execute a sell trade
:return: True if executed :return: True if executed
""" """
try:
# Get order details for actual price per unit # Get order details for actual price per unit
if trade.open_order_id: if trade.open_order_id:
# Update trade with order values # Update trade with order values
logger.info('Found open order for %s', trade) logger.info('Found open order for %s', trade)
trade.update(exchange.get_order(trade.open_order_id, trade.pair)) 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
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: if trade.is_open and trade.open_order_id is None:
# Check if we can sell our current pair # Check if we can sell our current pair
return self.handle_trade(trade) return self.handle_trade(trade)
except DependencyException as exception:
logger.warning('Unable to sell trade: %s', exception)
return False 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: def handle_trade(self, trade: Trade) -> bool:
""" """
Sells the current pair if the threshold is reached and updates the trade record. 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): if self.analyze.should_sell(trade, current_rate, datetime.utcnow(), buy, sell):
self.execute_sell(trade, current_rate) self.execute_sell(trade, current_rate)
return True return True
logger.info('Found no sell signals for whitelisted currencies. Trying again..')
return False return False
def check_handle_timedout(self, timeoutvalue: int) -> None: def check_handle_timedout(self, timeoutvalue: int) -> None:
@ -426,7 +484,7 @@ class FreqtradeBot(object):
"""Buy timeout - cancel order """Buy timeout - cancel order
:return: True if order was fully cancelled :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 order['remaining'] == order['amount']:
# if trade is not partially completed, just delete the trade # if trade is not partially completed, just delete the trade
Trade.session.delete(trade) Trade.session.delete(trade)
@ -456,7 +514,7 @@ class FreqtradeBot(object):
""" """
if order['remaining'] == order['amount']: if order['remaining'] == order['amount']:
# if trade is not partially completed, just cancel the trade # 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_rate = None
trade.close_profit = None trade.close_profit = None
trade.close_date = None trade.close_date = None

7
freqtrade/main.py
View File

@ -3,7 +3,6 @@
Main Freqtrade bot script. Main Freqtrade bot script.
Read the documentation to know what cli arguments you need. Read the documentation to know what cli arguments you need.
""" """
import logging import logging
import sys import sys
from typing import List 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 # Means if Backtesting or Hyperopt have been called we exit the bot
if hasattr(args, 'func'): if hasattr(args, 'func'):
args.func(args) args.func(args)
return 0 return
freqtrade = None freqtrade = None
return_code = 1
try: try:
# Load and validate configuration # Load and validate configuration
config = Configuration(args).get_config() config = Configuration(args).get_config()
@ -46,12 +46,13 @@ def main(sysargv: List[str]) -> None:
except KeyboardInterrupt: except KeyboardInterrupt:
logger.info('SIGINT received, aborting ...') logger.info('SIGINT received, aborting ...')
return_code = 0
except BaseException: except BaseException:
logger.exception('Fatal exception!') logger.exception('Fatal exception!')
finally: finally:
if freqtrade: if freqtrade:
freqtrade.clean() freqtrade.clean()
sys.exit(0) sys.exit(return_code)
def set_loggers() -> None: def set_loggers() -> None:

9
freqtrade/optimize/__init__.py
View File

@ -183,11 +183,11 @@ def load_cached_data_for_updating(filename: str,
return (data, since_ms) return (data, since_ms)
# FIX: 20180110, suggest rename interval to tick_interval
def download_backtesting_testdata(datadir: str, def download_backtesting_testdata(datadir: str,
pair: str, pair: str,
tick_interval: str = '5m', 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 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 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 pairs: list of pairs to download
:param tick_interval: ticker interval :param tick_interval: ticker interval
:param timerange: range of time to download :param timerange: range of time to download
:return: bool :return: None
""" """
path = make_testdata_path(datadir) 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])) logger.debug("New End: %s", misc.format_ms_time(data[-1][0]))
misc.file_dump_json(filename, data) misc.file_dump_json(filename, data)
return True

30
freqtrade/optimize/backtesting.py
View File

@ -4,11 +4,12 @@
This module contains the backtesting logic This module contains the backtesting logic
""" """
import logging import logging
import operator
from argparse import Namespace from argparse import Namespace
from typing import Dict, Tuple, Any, List, Optional from typing import Dict, Tuple, Any, List, Optional
import arrow import arrow
from pandas import DataFrame, Series from pandas import DataFrame
from tabulate import tabulate from tabulate import tabulate
import freqtrade.optimize as optimize import freqtrade.optimize as optimize
@ -19,7 +20,6 @@ from freqtrade.configuration import Configuration
from freqtrade.misc import file_dump_json from freqtrade.misc import file_dump_json
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -66,11 +66,12 @@ class Backtesting(object):
:param data: dictionary with preprocessed backtesting data :param data: dictionary with preprocessed backtesting data
:return: tuple containing min_date, max_date :return: tuple containing min_date, max_date
""" """
all_dates = Series([]) timeframe = [
for pair_data in data.values(): (arrow.get(min(frame.date)), arrow.get(max(frame.date)))
all_dates = all_dates.append(pair_data['date']) for frame in data.values()
all_dates.sort_values(inplace=True) ]
return arrow.get(all_dates.iloc[0]), arrow.get(all_dates.iloc[-1]) 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: def _generate_text_table(self, data: Dict[str, Dict], results: DataFrame) -> str:
""" """
@ -113,12 +114,14 @@ class Backtesting(object):
stake_amount = args['stake_amount'] stake_amount = args['stake_amount']
max_open_trades = args.get('max_open_trades', 0) max_open_trades = args.get('max_open_trades', 0)
fee = exchange.get_fee()
trade = Trade( trade = Trade(
open_rate=buy_row.close, open_rate=buy_row.close,
open_date=buy_row.date, open_date=buy_row.date,
stake_amount=stake_amount, stake_amount=stake_amount,
amount=stake_amount / buy_row.open, amount=stake_amount / buy_row.open,
fee=exchange.get_fee() fee_open=fee,
fee_close=fee
) )
# calculate win/lose forwards from buy point # calculate win/lose forwards from buy point
@ -199,9 +202,9 @@ class Backtesting(object):
# record a tuple of pair, current_profit_percent, # record a tuple of pair, current_profit_percent,
# entry-date, duration # entry-date, duration
records.append((pair, trade_entry[1], records.append((pair, trade_entry[1],
row.date.timestamp(), row.date.strftime('%s'),
row2.date.timestamp(), row2.date.strftime('%s'),
row.date, trade_entry[3])) index, trade_entry[3]))
# For now export inside backtest(), maybe change so that backtest() # For now export inside backtest(), maybe change so that backtest()
# returns a tuple like: (dataframe, records, logs, etc) # returns a tuple like: (dataframe, records, logs, etc)
if record and record.find('trades') >= 0: if record and record.find('trades') >= 0:
@ -302,12 +305,9 @@ def start(args: Namespace) -> None:
:param args: Cli args from Arguments() :param args: Cli args from Arguments()
:return: None :return: None
""" """
# Initialize logger
logger.info('Starting freqtrade in Backtesting mode')
# Initialize configuration # Initialize configuration
config = setup_configuration(args) config = setup_configuration(args)
logger.info('Starting freqtrade in Backtesting mode')
# Initialize backtesting object # Initialize backtesting object
backtesting = Backtesting(config) backtesting = Backtesting(config)

5
freqtrade/optimize/hyperopt.py
View File

@ -29,7 +29,6 @@ from freqtrade.optimize import load_data
from freqtrade.optimize.backtesting import Backtesting from freqtrade.optimize.backtesting import Backtesting
from user_data.hyperopt_conf import hyperopt_optimize_conf from user_data.hyperopt_conf import hyperopt_optimize_conf
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -591,11 +590,11 @@ def start(args: Namespace) -> None:
logging.getLogger('hyperopt.mongoexp').setLevel(logging.WARNING) logging.getLogger('hyperopt.mongoexp').setLevel(logging.WARNING)
logging.getLogger('hyperopt.tpe').setLevel(logging.WARNING) logging.getLogger('hyperopt.tpe').setLevel(logging.WARNING)
logger.info('Starting freqtrade in Hyperopt mode')
# Initialize configuration # Initialize configuration
# Monkey patch the configuration with hyperopt_conf.py # Monkey patch the configuration with hyperopt_conf.py
configuration = Configuration(args) configuration = Configuration(args)
logger.info('Starting freqtrade in Hyperopt mode')
optimize_config = hyperopt_optimize_conf() optimize_config = hyperopt_optimize_conf()
config = configuration._load_common_config(optimize_config) config = configuration._load_common_config(optimize_config)
config = configuration._load_backtesting_config(config) config = configuration._load_backtesting_config(config)

11
freqtrade/persistence.py
View File

@ -85,7 +85,8 @@ class Trade(_DECL_BASE):
exchange = Column(String, nullable=False) exchange = Column(String, nullable=False)
pair = Column(String, nullable=False) pair = Column(String, nullable=False)
is_open = Column(Boolean, nullable=False, default=True) 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) open_rate = Column(Float)
close_rate = Column(Float) close_rate = Column(Float)
close_profit = Column(Float) close_profit = Column(Float)
@ -156,7 +157,7 @@ class Trade(_DECL_BASE):
getcontext().prec = 8 getcontext().prec = 8
buy_trade = (Decimal(self.amount) * Decimal(self.open_rate)) 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) return float(buy_trade + fees)
def calc_close_trade_price( def calc_close_trade_price(
@ -177,7 +178,7 @@ class Trade(_DECL_BASE):
return 0.0 return 0.0
sell_trade = (Decimal(self.amount) * Decimal(rate or self.close_rate)) 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) return float(sell_trade - fees)
def calc_profit( def calc_profit(
@ -195,7 +196,7 @@ class Trade(_DECL_BASE):
open_trade_price = self.calc_open_trade_price() open_trade_price = self.calc_open_trade_price()
close_trade_price = self.calc_close_trade_price( close_trade_price = self.calc_close_trade_price(
rate=(rate or self.close_rate), 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)) 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() open_trade_price = self.calc_open_trade_price()
close_trade_price = self.calc_close_trade_price( close_trade_price = self.calc_close_trade_price(
rate=(rate or self.close_rate), 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)) return float("{0:.8f}".format((close_trade_price / open_trade_price) - 1))

2
freqtrade/strategy/default_strategy.py
View File

@ -7,8 +7,6 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
from freqtrade.indicator_helpers import fishers_inverse from freqtrade.indicator_helpers import fishers_inverse
from freqtrade.strategy.interface import IStrategy from freqtrade.strategy.interface import IStrategy
class_name = 'DefaultStrategy'
class DefaultStrategy(IStrategy): class DefaultStrategy(IStrategy):
""" """

3
freqtrade/strategy/interface.py
View File

@ -33,7 +33,6 @@ class IStrategy(ABC):
Based on TA indicators, populates the buy signal for the given dataframe Based on TA indicators, populates the buy signal for the given dataframe
:param dataframe: DataFrame :param dataframe: DataFrame
:return: DataFrame with buy column :return: DataFrame with buy column
:return:
""" """
@abstractmethod @abstractmethod
@ -41,5 +40,5 @@ class IStrategy(ABC):
""" """
Based on TA indicators, populates the sell signal for the given dataframe Based on TA indicators, populates the sell signal for the given dataframe
:param dataframe: DataFrame :param dataframe: DataFrame
:return: DataFrame with buy column :return: DataFrame with sell column
""" """

130
freqtrade/strategy/resolver.py Normal file
View 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

169
freqtrade/strategy/strategy.py
View File

@ -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)

95
freqtrade/tests/conftest.py
View File

@ -12,7 +12,7 @@ from sqlalchemy import create_engine
from telegram import Chat, Message, Update from telegram import Chat, Message, Update
from freqtrade.analyze import Analyze from freqtrade.analyze import Analyze
from freqtrade.constants import Constants from freqtrade import constants
from freqtrade.freqtradebot import FreqtradeBot from freqtrade.freqtradebot import FreqtradeBot
logging.getLogger('').setLevel(logging.INFO) logging.getLogger('').setLevel(logging.INFO)
@ -87,7 +87,7 @@ def default_conf():
"initial_state": "running", "initial_state": "running",
"loglevel": logging.DEBUG "loglevel": logging.DEBUG
} }
validate(configuration, Constants.CONF_SCHEMA) validate(configuration, constants.CONF_SCHEMA)
return configuration return configuration
@ -207,7 +207,7 @@ def markets_empty():
return MagicMock(return_value=[]) return MagicMock(return_value=[])
@pytest.fixture @pytest.fixture(scope='function')
def limit_buy_order(): def limit_buy_order():
return { return {
'id': 'mocked_limit_buy', 'id': 'mocked_limit_buy',
@ -302,7 +302,7 @@ def ticker_history():
0.05874751, 0.05874751,
], ],
[ [
1511686800, 1511686800000,
8.891e-05, 8.891e-05,
8.893e-05, 8.893e-05,
8.875e-05, 8.875e-05,
@ -498,3 +498,90 @@ def result():
# that inserts a trade of some type and open-status # that inserts a trade of some type and open-status
# return the open-order-id # return the open-order-id
# See tests in rpc/main that could use this # 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
}

38
freqtrade/tests/exchange/test_exchange.py
View File

@ -4,14 +4,15 @@ import logging
from copy import deepcopy from copy import deepcopy
from random import randint from random import randint
from unittest.mock import MagicMock, PropertyMock from unittest.mock import MagicMock, PropertyMock
import ccxt
import ccxt
import pytest 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 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 from freqtrade.tests.conftest import log_has
API_INIT = False API_INIT = False
@ -148,7 +149,7 @@ def test_buy_prod(default_conf, mocker):
mocker.patch('freqtrade.exchange._API', api_mock) mocker.patch('freqtrade.exchange._API', api_mock)
buy(pair='ETH/BTC', rate=200, amount=1) 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) api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.NetworkError)
mocker.patch('freqtrade.exchange._API', api_mock) mocker.patch('freqtrade.exchange._API', api_mock)
buy(pair='ETH/BTC', rate=200, amount=1) 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) mocker.patch('freqtrade.exchange._API', api_mock)
sell(pair='ETH/BTC', rate=200, amount=1) 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) api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.NetworkError)
mocker.patch('freqtrade.exchange._API', api_mock) mocker.patch('freqtrade.exchange._API', api_mock)
sell(pair='ETH/BTC', rate=200, amount=1) 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']['total'] == 10.0
assert get_balances()['1ST']['used'] == 0.0 assert get_balances()['1ST']['used'] == 0.0
with pytest.raises(NetworkException): with pytest.raises(TemporaryError):
api_mock.fetch_balance = MagicMock(side_effect=ccxt.NetworkError) api_mock.fetch_balance = MagicMock(side_effect=ccxt.NetworkError)
mocker.patch('freqtrade.exchange._API', api_mock) mocker.patch('freqtrade.exchange._API', api_mock)
get_balances() get_balances()
assert api_mock.fetch_balance.call_count == exchange.API_RETRY_COUNT + 1
with pytest.raises(OperationalException): with pytest.raises(OperationalException):
api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError) api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError)
mocker.patch('freqtrade.exchange._API', api_mock) mocker.patch('freqtrade.exchange._API', api_mock)
get_balances() get_balances()
assert api_mock.fetch_balance.call_count == 1
# This test is somewhat redundant with # This test is somewhat redundant with
@ -310,7 +313,7 @@ def test_get_ticker(default_conf, mocker):
assert ticker['bid'] == 0.5 assert ticker['bid'] == 0.5
assert ticker['ask'] == 1 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) api_mock.fetch_ticker = MagicMock(side_effect=ccxt.NetworkError)
mocker.patch('freqtrade.exchange._API', api_mock) mocker.patch('freqtrade.exchange._API', api_mock)
get_ticker(pair='ETH/BTC', refresh=True) 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][4] == 9
assert ticks[0][5] == 10 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) api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NetworkError)
mocker.patch('freqtrade.exchange._API', api_mock) mocker.patch('freqtrade.exchange._API', api_mock)
# new symbol to get around cache # new symbol to get around cache
@ -406,20 +409,23 @@ def test_cancel_order(default_conf, mocker):
mocker.patch('freqtrade.exchange._API', api_mock) mocker.patch('freqtrade.exchange._API', api_mock)
assert cancel_order(order_id='_', pair='TKN/BTC') == 123 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) api_mock.cancel_order = MagicMock(side_effect=ccxt.NetworkError)
mocker.patch('freqtrade.exchange._API', api_mock) mocker.patch('freqtrade.exchange._API', api_mock)
cancel_order(order_id='_', pair='TKN/BTC') cancel_order(order_id='_', pair='TKN/BTC')
assert api_mock.cancel_order.call_count == exchange.API_RETRY_COUNT + 1
with pytest.raises(DependencyException): with pytest.raises(DependencyException):
api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder) api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder)
mocker.patch('freqtrade.exchange._API', api_mock) mocker.patch('freqtrade.exchange._API', api_mock)
cancel_order(order_id='_', pair='TKN/BTC') cancel_order(order_id='_', pair='TKN/BTC')
assert api_mock.cancel_order.call_count == exchange.API_RETRY_COUNT + 1
with pytest.raises(OperationalException): with pytest.raises(OperationalException):
api_mock.cancel_order = MagicMock(side_effect=ccxt.BaseError) api_mock.cancel_order = MagicMock(side_effect=ccxt.BaseError)
mocker.patch('freqtrade.exchange._API', api_mock) mocker.patch('freqtrade.exchange._API', api_mock)
cancel_order(order_id='_', pair='TKN/BTC') cancel_order(order_id='_', pair='TKN/BTC')
assert api_mock.cancel_order.call_count == 1
def test_get_order(default_conf, mocker): 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) mocker.patch('freqtrade.exchange._API', api_mock)
assert exchange.get_order('X', 'TKN/BTC') == 456 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) api_mock.fetch_order = MagicMock(side_effect=ccxt.NetworkError)
mocker.patch('freqtrade.exchange._API', api_mock) mocker.patch('freqtrade.exchange._API', api_mock)
exchange.get_order(order_id='_', pair='TKN/BTC') exchange.get_order(order_id='_', pair='TKN/BTC')
assert api_mock.fetch_order.call_count == exchange.API_RETRY_COUNT + 1
with pytest.raises(DependencyException): with pytest.raises(DependencyException):
api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder) api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder)
mocker.patch('freqtrade.exchange._API', api_mock) mocker.patch('freqtrade.exchange._API', api_mock)
exchange.get_order(order_id='_', pair='TKN/BTC') exchange.get_order(order_id='_', pair='TKN/BTC')
assert api_mock.fetch_order.call_count == exchange.API_RETRY_COUNT + 1
with pytest.raises(OperationalException): with pytest.raises(OperationalException):
api_mock.fetch_order = MagicMock(side_effect=ccxt.BaseError) api_mock.fetch_order = MagicMock(side_effect=ccxt.BaseError)
mocker.patch('freqtrade.exchange._API', api_mock) mocker.patch('freqtrade.exchange._API', api_mock)
exchange.get_order(order_id='_', pair='TKN/BTC') exchange.get_order(order_id='_', pair='TKN/BTC')
assert api_mock.fetch_order.call_count == 1
def test_get_name(default_conf, mocker): 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) mocker.patch('freqtrade.exchange._API', api_mock)
assert get_fee() == 0.025 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

143
freqtrade/tests/optimize/test_backtesting.py
View File

@ -6,7 +6,6 @@ import random
from copy import deepcopy from copy import deepcopy
from typing import List from typing import List
from unittest.mock import MagicMock from unittest.mock import MagicMock
import pytest
import numpy as np import numpy as np
import pandas as pd import pandas as pd
@ -18,19 +17,6 @@ from freqtrade.arguments import Arguments
from freqtrade.optimize.backtesting import Backtesting, start, setup_configuration from freqtrade.optimize.backtesting import Backtesting, start, setup_configuration
from freqtrade.tests.conftest import log_has 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]: def get_args(args) -> List[str]:
return Arguments(args, '').get_parsed_arg() return Arguments(args, '').get_parsed_arg()
@ -96,8 +82,9 @@ def load_data_test(what):
return data return data
def simple_backtest(config, contour, num_results) -> None: def simple_backtest(config, contour, num_results, mocker) -> None:
backtesting = _BACKTESTING mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
backtesting = Backtesting(config)
data = load_data_test(contour) data = load_data_test(contour)
processed = backtesting.tickerdata_to_dataframe(data) processed = backtesting.tickerdata_to_dataframe(data)
@ -128,12 +115,14 @@ def _load_pair_as_ticks(pair, tickfreq):
# FIX: fixturize this? # 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 = optimize.load_data(None, ticker_interval='8m', pairs=[pair])
data = trim_dictlist(data, -200) data = trim_dictlist(data, -200)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
backtesting = Backtesting(conf)
return { return {
'stake_amount': conf['stake_amount'], 'stake_amount': conf['stake_amount'],
'processed': _BACKTESTING.tickerdata_to_dataframe(data), 'processed': backtesting.tickerdata_to_dataframe(data),
'max_open_trades': 10, 'max_open_trades': 10,
'realistic': True, 'realistic': True,
'record': record 'record': record
@ -169,21 +158,6 @@ def _trend_alternate(dataframe=None):
return dataframe 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 # Unit tests
def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> None: 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 = [ args = [
'--config', 'config.json', '--config', 'config.json',
'--strategy', 'default_strategy', '--strategy', 'DefaultStrategy',
'backtesting' 'backtesting'
] ]
@ -236,7 +210,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
args = [ args = [
'--config', 'config.json', '--config', 'config.json',
'--strategy', 'default_strategy', '--strategy', 'DefaultStrategy',
'--datadir', '/foo/bar', '--datadir', '/foo/bar',
'backtesting', 'backtesting',
'--ticker-interval', '1m', '--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 Test start() function
""" """
start_mock = MagicMock() start_mock = MagicMock()
mocker.patch('freqtrade.exchange.get_fee', fee) 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.optimize.backtesting.Backtesting.start', start_mock)
mocker.patch('freqtrade.configuration.open', mocker.mock_open( mocker.patch('freqtrade.configuration.open', mocker.mock_open(
read_data=json.dumps(default_conf) read_data=json.dumps(default_conf)
)) ))
args = [ args = [
'--config', 'config.json', '--config', 'config.json',
'--strategy', 'default_strategy', '--strategy', 'DefaultStrategy',
'backtesting' 'backtesting'
] ]
args = get_args(args) args = get_args(args)
@ -342,16 +317,16 @@ def test_backtesting_init(mocker, default_conf) -> None:
assert callable(backtesting.populate_sell_trend) 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 Test Backtesting.tickerdata_to_dataframe() method
""" """
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
timerange = ((None, 'line'), None, -100) timerange = ((None, 'line'), None, -100)
tick = optimize.load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange) tick = optimize.load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
tickerlist = {'UNITTEST/BTC': tick} tickerlist = {'UNITTEST/BTC': tick}
backtesting = _BACKTESTING backtesting = Backtesting(default_conf)
data = backtesting.tickerdata_to_dataframe(tickerlist) data = backtesting.tickerdata_to_dataframe(tickerlist)
assert len(data['UNITTEST/BTC']) == 100 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']) 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 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( data = backtesting.tickerdata_to_dataframe(
optimize.load_data( 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' 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 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( results = pd.DataFrame(
{ {
@ -451,13 +428,13 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
assert log_has(line, caplog.record_tuples) 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 Test Backtesting.backtest() method
""" """
mocker.patch('freqtrade.exchange.get_fee', fee) mocker.patch('freqtrade.exchange.get_fee', fee)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
backtesting = _BACKTESTING backtesting = Backtesting(default_conf)
data = optimize.load_data(None, ticker_interval='5m', pairs=['UNITTEST/BTC']) data = optimize.load_data(None, ticker_interval='5m', pairs=['UNITTEST/BTC'])
data = trim_dictlist(data, -200) data = trim_dictlist(data, -200)
@ -472,13 +449,13 @@ def test_backtest(init_backtesting, default_conf, fee, mocker) -> None:
assert not results.empty 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 Test Backtesting.backtest() method with 1 min ticker
""" """
mocker.patch('freqtrade.exchange.get_fee', fee) mocker.patch('freqtrade.exchange.get_fee', fee)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
backtesting = _BACKTESTING backtesting = Backtesting(default_conf)
# Run a backtesting for an exiting 5min ticker_interval # Run a backtesting for an exiting 5min ticker_interval
data = optimize.load_data(None, ticker_interval='1m', pairs=['UNITTEST/BTC']) 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 assert not results.empty
def test_processed(init_backtesting) -> None: def test_processed(default_conf, mocker) -> None:
""" """
Test Backtesting.backtest() method with offline data 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') dict_of_tickerrows = load_data_test('raise')
dataframes = backtesting.tickerdata_to_dataframe(dict_of_tickerrows) dataframes = backtesting.tickerdata_to_dataframe(dict_of_tickerrows)
@ -510,69 +488,90 @@ def test_processed(init_backtesting) -> None:
assert col in cols 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) mocker.patch('freqtrade.optimize.backtesting.exchange.get_fee', fee)
tests = [['raise', 17], ['lower', 0], ['sine', 17]] tests = [['raise', 17], ['lower', 0], ['sine', 17]]
for [contour, numres] in tests: 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) # 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.get_fee', fee)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
ticks = [1, 5] ticks = [1, 5]
fun = _BACKTESTING.populate_buy_trend fun = Backtesting(default_conf).populate_buy_trend
for _ in ticks: for _ in ticks:
backtest_conf = _make_backtest_conf(conf=default_conf) backtest_conf = _make_backtest_conf(mocker, conf=default_conf)
results = _run_backtest_1(fun, backtest_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 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 # Override the default buy trend function in our default_strategy
def fun(dataframe=None): def fun(dataframe=None):
buy_value = 1 buy_value = 1
sell_value = 1 sell_value = 1
return _trend(dataframe, buy_value, sell_value) return _trend(dataframe, buy_value, sell_value)
backtest_conf = _make_backtest_conf(conf=default_conf) mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
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 results.empty 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 # Override the default buy trend function in our default_strategy
def fun(dataframe=None): def fun(dataframe=None):
buy_value = 0 buy_value = 0
sell_value = 1 sell_value = 1
return _trend(dataframe, buy_value, sell_value) return _trend(dataframe, buy_value, sell_value)
backtest_conf = _make_backtest_conf(conf=default_conf) mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
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 results.empty 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) mocker.patch('freqtrade.optimize.backtesting.exchange.get_fee', fee)
backtest_conf = _make_backtest_conf(conf=default_conf, pair='UNITTEST/BTC') mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
results = _run_backtest_1(_trend_alternate, backtest_conf) 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 assert len(results) == 3
def test_backtest_record(init_backtesting, default_conf, fee, mocker): def test_backtest_record(default_conf, fee, mocker):
names = [] names = []
records = [] 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.exchange.get_fee', fee)
mocker.patch( mocker.patch(
'freqtrade.optimize.backtesting.file_dump_json', 'freqtrade.optimize.backtesting.file_dump_json',
new=lambda n, r: (names.append(n), records.append(r)) new=lambda n, r: (names.append(n), records.append(r))
) )
backtest_conf = _make_backtest_conf( backtest_conf = _make_backtest_conf(
mocker,
conf=default_conf, conf=default_conf,
pair='UNITTEST/BTC', pair='UNITTEST/BTC',
record="trades" 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 len(results) == 3
# Assert file_dump_json was only called once # Assert file_dump_json was only called once
assert names == ['backtest-result.json'] assert names == ['backtest-result.json']
@ -595,7 +594,7 @@ def test_backtest_record(init_backtesting, default_conf, fee, mocker):
assert dur > 0 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 = deepcopy(default_conf)
conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC'] conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
mocker.patch('freqtrade.exchange.get_ticker_history', 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.live = True
args.datadir = None args.datadir = None
args.export = None args.export = None
args.strategy = 'default_strategy' args.strategy = 'DefaultStrategy'
args.timerange = '-100' # needed due to MagicMock malleability args.timerange = '-100' # needed due to MagicMock malleability
args = [ args = [
'--config', 'config.json', '--config', 'config.json',
'--strategy', 'default_strategy', '--strategy', 'DefaultStrategy',
'backtesting', 'backtesting',
'--ticker-interval', '1m', '--ticker-interval', '1m',
'--live', '--live',

19
freqtrade/tests/optimize/test_hyperopt.py
View File

@ -3,17 +3,16 @@ import os
import signal import signal
from copy import deepcopy from copy import deepcopy
from unittest.mock import MagicMock from unittest.mock import MagicMock
import pytest
import pandas as pd import pandas as pd
import pytest
from freqtrade.optimize.__init__ import load_tickerdata_file from freqtrade.optimize.__init__ import load_tickerdata_file
from freqtrade.optimize.hyperopt import Hyperopt, start 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.conftest import log_has
from freqtrade.tests.optimize.test_backtesting import get_args from freqtrade.tests.optimize.test_backtesting import get_args
# Avoid to reinit the same object again and again # Avoid to reinit the same object again and again
_HYPEROPT_INITIALIZED = False _HYPEROPT_INITIALIZED = False
_HYPEROPT = None _HYPEROPT = None
@ -71,12 +70,12 @@ def test_start(mocker, default_conf, caplog) -> None:
args = [ args = [
'--config', 'config.json', '--config', 'config.json',
'--strategy', 'default_strategy', '--strategy', 'DefaultStrategy',
'hyperopt', 'hyperopt',
'--epochs', '5' '--epochs', '5'
] ]
args = get_args(args) args = get_args(args)
Strategy({'strategy': 'default_strategy'}) StrategyResolver({'strategy': 'DefaultStrategy'})
start(args) start(args)
import pprint import pprint
@ -94,7 +93,7 @@ def test_loss_calculation_prefer_correct_trade_count(init_hyperopt) -> None:
Test Hyperopt.calculate_loss() Test Hyperopt.calculate_loss()
""" """
hyperopt = _HYPEROPT hyperopt = _HYPEROPT
Strategy({'strategy': 'default_strategy'}) StrategyResolver({'strategy': 'DefaultStrategy'})
correct = hyperopt.calculate_loss(1, hyperopt.target_trades, 20) correct = hyperopt.calculate_loss(1, hyperopt.target_trades, 20)
over = hyperopt.calculate_loss(1, hyperopt.target_trades + 100, 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 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 = _HYPEROPT
hyperopt.current_best_loss = 2 hyperopt.current_best_loss = 2
hyperopt.log_results( 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.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf)
mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock()) mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock())
Strategy({'strategy': 'default_strategy'}) StrategyResolver({'strategy': 'DefaultStrategy'})
hyperopt = Hyperopt(conf) hyperopt = Hyperopt(conf)
hyperopt.trials = create_trials(mocker) hyperopt.trials = create_trials(mocker)
hyperopt.tickerdata_to_dataframe = MagicMock() 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.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf)
mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock()) mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock())
Strategy({'strategy': 'default_strategy'}) StrategyResolver({'strategy': 'DefaultStrategy'})
hyperopt = Hyperopt(conf) hyperopt = Hyperopt(conf)
hyperopt.trials = create_trials(mocker) hyperopt.trials = create_trials(mocker)
hyperopt.tickerdata_to_dataframe = MagicMock() 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.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock()) mocker.patch('freqtrade.exchange.validate_pairs', MagicMock())
Strategy({'strategy': 'default_strategy'}) StrategyResolver({'strategy': 'DefaultStrategy'})
hyperopt = Hyperopt(conf) hyperopt = Hyperopt(conf)
hyperopt.trials = trials hyperopt.trials = trials
hyperopt.tickerdata_to_dataframe = MagicMock() hyperopt.tickerdata_to_dataframe = MagicMock()

8
freqtrade/tests/optimize/test_optimize.py
View File

@ -291,10 +291,12 @@ def test_download_backtesting_testdata2(mocker) -> None:
[1509836520000, 0.00162008, 0.00162008, 0.00162008, 0.00162008, 108.14853839], [1509836520000, 0.00162008, 0.00162008, 0.00162008, 0.00162008, 108.14853839],
[1509836580000, 0.00161, 0.00161, 0.00161, 0.00161, 82.390199] [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) 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: def test_load_tickerdata_file() -> None:

12
freqtrade/tests/strategy/test_default_strategy.py
View File

@ -1,10 +1,16 @@
import json
import pytest
from pandas import DataFrame 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(): @pytest.fixture
assert class_name == DefaultStrategy.__name__ 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(): def test_default_strategy_structure():

138
freqtrade/tests/strategy/test_strategy.py
View File

@ -1,89 +1,85 @@
# pragma pylint: disable=missing-docstring, protected-access, C0103 # pragma pylint: disable=missing-docstring, protected-access, C0103
import logging import logging
import os
from freqtrade.strategy.strategy import Strategy import pytest
from freqtrade.strategy.interface import IStrategy
def test_sanitize_module_name(): from freqtrade.strategy.resolver import StrategyResolver
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'
def test_search_strategy(): def test_search_strategy():
assert Strategy._search_strategy('default_strategy') == '.' default_location = os.path.join(os.path.dirname(
assert Strategy._search_strategy('test_strategy') == 'user_data.strategies.' os.path.realpath(__file__)), '..', '..', 'strategy'
assert Strategy._search_strategy('super_duper') is None )
assert isinstance(
StrategyResolver._search_strategy(default_location, 'DefaultStrategy'), IStrategy
def test_strategy_structure(): )
assert hasattr(Strategy, 'populate_indicators') assert StrategyResolver._search_strategy(default_location, 'NotFoundStrategy') is None
assert hasattr(Strategy, 'populate_buy_trend')
assert hasattr(Strategy, 'populate_sell_trend')
def test_load_strategy(result): def test_load_strategy(result):
strategy = Strategy() resolver = StrategyResolver()
resolver._load_strategy('TestStrategy')
assert not hasattr(Strategy, 'custom_strategy') assert hasattr(resolver.strategy, 'populate_indicators')
strategy._load_strategy('test_strategy') assert 'adx' in resolver.strategy.populate_indicators(result)
assert not hasattr(Strategy, 'custom_strategy')
assert hasattr(strategy.custom_strategy, 'populate_indicators')
assert 'adx' in strategy.populate_indicators(result)
def test_load_not_found_strategy(caplog): def test_load_strategy_custom_directory(result):
strategy = Strategy() 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') assert hasattr(resolver.strategy, 'populate_indicators')
assert 'adx' in resolver.strategy.populate_indicators(result)
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') strategy._load_strategy('NotFoundStrategy')
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_strategy(result): def test_strategy(result):
strategy = Strategy({'strategy': 'default_strategy'}) resolver = StrategyResolver({'strategy': 'DefaultStrategy'})
assert hasattr(strategy.custom_strategy, 'minimal_roi') assert hasattr(resolver.strategy, 'minimal_roi')
assert strategy.minimal_roi[0] == 0.04 assert resolver.strategy.minimal_roi[0] == 0.04
assert hasattr(strategy.custom_strategy, 'stoploss') assert hasattr(resolver.strategy, 'stoploss')
assert strategy.stoploss == -0.10 assert resolver.strategy.stoploss == -0.10
assert hasattr(strategy.custom_strategy, 'populate_indicators') assert hasattr(resolver.strategy, 'populate_indicators')
assert 'adx' in strategy.populate_indicators(result) assert 'adx' in resolver.strategy.populate_indicators(result)
assert hasattr(strategy.custom_strategy, 'populate_buy_trend') assert hasattr(resolver.strategy, 'populate_buy_trend')
dataframe = strategy.populate_buy_trend(strategy.populate_indicators(result)) dataframe = resolver.strategy.populate_buy_trend(resolver.strategy.populate_indicators(result))
assert 'buy' in dataframe.columns assert 'buy' in dataframe.columns
assert hasattr(strategy.custom_strategy, 'populate_sell_trend') assert hasattr(resolver.strategy, 'populate_sell_trend')
dataframe = strategy.populate_sell_trend(strategy.populate_indicators(result)) dataframe = resolver.strategy.populate_sell_trend(resolver.strategy.populate_indicators(result))
assert 'sell' in dataframe.columns assert 'sell' in dataframe.columns
def test_strategy_override_minimal_roi(caplog): def test_strategy_override_minimal_roi(caplog):
caplog.set_level(logging.INFO) caplog.set_level(logging.INFO)
config = { config = {
'strategy': 'default_strategy', 'strategy': 'DefaultStrategy',
'minimal_roi': { 'minimal_roi': {
"0": 0.5 "0": 0.5
} }
} }
strategy = Strategy(config) resolver = StrategyResolver(config)
assert hasattr(strategy.custom_strategy, 'minimal_roi') assert hasattr(resolver.strategy, 'minimal_roi')
assert strategy.minimal_roi[0] == 0.5 assert resolver.strategy.minimal_roi[0] == 0.5
assert ('freqtrade.strategy.strategy', assert ('freqtrade.strategy.resolver',
logging.INFO, logging.INFO,
'Override strategy \'minimal_roi\' with value in config file.' 'Override strategy \'minimal_roi\' with value in config file.'
) in caplog.record_tuples ) in caplog.record_tuples
@ -92,14 +88,14 @@ def test_strategy_override_minimal_roi(caplog):
def test_strategy_override_stoploss(caplog): def test_strategy_override_stoploss(caplog):
caplog.set_level(logging.INFO) caplog.set_level(logging.INFO)
config = { config = {
'strategy': 'default_strategy', 'strategy': 'DefaultStrategy',
'stoploss': -0.5 'stoploss': -0.5
} }
strategy = Strategy(config) resolver = StrategyResolver(config)
assert hasattr(strategy.custom_strategy, 'stoploss') assert hasattr(resolver.strategy, 'stoploss')
assert strategy.stoploss == -0.5 assert resolver.strategy.stoploss == -0.5
assert ('freqtrade.strategy.strategy', assert ('freqtrade.strategy.resolver',
logging.INFO, logging.INFO,
'Override strategy \'stoploss\' with value in config file: -0.5.' 'Override strategy \'stoploss\' with value in config file: -0.5.'
) in caplog.record_tuples ) in caplog.record_tuples
@ -109,34 +105,14 @@ def test_strategy_override_ticker_interval(caplog):
caplog.set_level(logging.INFO) caplog.set_level(logging.INFO)
config = { config = {
'strategy': 'default_strategy', 'strategy': 'DefaultStrategy',
'ticker_interval': 60 'ticker_interval': 60
} }
strategy = Strategy(config) resolver = StrategyResolver(config)
assert hasattr(strategy.custom_strategy, 'ticker_interval') assert hasattr(resolver.strategy, 'ticker_interval')
assert strategy.ticker_interval == 60 assert resolver.strategy.ticker_interval == 60
assert ('freqtrade.strategy.strategy', assert ('freqtrade.strategy.resolver',
logging.INFO, logging.INFO,
'Override strategy \'ticker_interval\' with value in config file: 60.' 'Override strategy \'ticker_interval\' with value in config file: 60.'
) in caplog.record_tuples ) 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

2
freqtrade/tests/test_analyze.py
View File

@ -16,7 +16,7 @@ from freqtrade.optimize.__init__ import load_tickerdata_file
from freqtrade.tests.conftest import log_has from freqtrade.tests.conftest import log_has
# Avoid to reinit the same object again and again # Avoid to reinit the same object again and again
_ANALYZE = Analyze({'strategy': 'default_strategy'}) _ANALYZE = Analyze({'strategy': 'DefaultStrategy'})
def test_signaltype_object() -> None: def test_signaltype_object() -> None:

20
freqtrade/tests/test_arguments.py
View File

@ -71,6 +71,26 @@ def test_parse_args_invalid() -> None:
Arguments(['-c'], '').get_parsed_arg() 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: def test_parse_args_dynamic_whitelist() -> None:
args = Arguments(['--dynamic-whitelist'], '').get_parsed_arg() args = Arguments(['--dynamic-whitelist'], '').get_parsed_arg()
assert args.dynamic_whitelist == 20 assert args.dynamic_whitelist == 20

46
freqtrade/tests/test_configuration.py
View File

@ -99,8 +99,8 @@ def test_load_config(default_conf, mocker) -> None:
configuration = Configuration(args) configuration = Configuration(args)
validated_conf = configuration.load_config() validated_conf = configuration.load_config()
assert 'strategy' in validated_conf assert validated_conf.get('strategy') == 'DefaultStrategy'
assert validated_conf['strategy'] == 'default_strategy' assert validated_conf.get('strategy_path') is None
assert 'dynamic_whitelist' not in validated_conf assert 'dynamic_whitelist' not in validated_conf
assert 'dry_run_db' 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 = [ args = [
'--dynamic-whitelist', '10', '--dynamic-whitelist', '10',
'--strategy', 'test_strategy', '--strategy', 'TestStrategy',
'--dry-run-db' '--strategy-path', '/some/path',
'--dry-run-db',
] ]
args = Arguments(args, '').get_parsed_arg() args = Arguments(args, '').get_parsed_arg()
configuration = Configuration(args) configuration = Configuration(args)
validated_conf = configuration.load_config() validated_conf = configuration.load_config()
assert 'dynamic_whitelist' in validated_conf assert validated_conf.get('dynamic_whitelist') == 10
assert validated_conf['dynamic_whitelist'] == 10 assert validated_conf.get('strategy') == 'TestStrategy'
assert 'strategy' in validated_conf assert validated_conf.get('strategy_path') == '/some/path'
assert validated_conf['strategy'] == 'test_strategy' assert validated_conf.get('dry_run_db') is True
assert 'dry_run_db' in validated_conf
assert validated_conf['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: def test_show_info(default_conf, mocker, caplog) -> None:
@ -141,7 +161,7 @@ def test_show_info(default_conf, mocker, caplog) -> None:
args = [ args = [
'--dynamic-whitelist', '10', '--dynamic-whitelist', '10',
'--strategy', 'test_strategy', '--strategy', 'TestStrategy',
'--dry-run-db' '--dry-run-db'
] ]
args = Arguments(args, '').get_parsed_arg() args = Arguments(args, '').get_parsed_arg()
@ -185,7 +205,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
args = [ args = [
'--config', 'config.json', '--config', 'config.json',
'--strategy', 'default_strategy', '--strategy', 'DefaultStrategy',
'backtesting' 'backtesting'
] ]
@ -229,7 +249,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
args = [ args = [
'--config', 'config.json', '--config', 'config.json',
'--strategy', 'default_strategy', '--strategy', 'DefaultStrategy',
'--datadir', '/foo/bar', '--datadir', '/foo/bar',
'backtesting', 'backtesting',
'--ticker-interval', '1m', '--ticker-interval', '1m',

19
freqtrade/tests/test_constants.py
View File

@ -2,25 +2,24 @@
Unit test file for constants.py Unit test file for constants.py
""" """
from freqtrade.constants import Constants from freqtrade import constants
def test_constant_object() -> None: def test_constant_object() -> None:
""" """
Test the Constants object has the mandatory Constants Test the Constants object has the mandatory Constants
""" """
assert hasattr(Constants, 'CONF_SCHEMA') assert hasattr(constants, 'CONF_SCHEMA')
assert hasattr(Constants, 'DYNAMIC_WHITELIST') assert hasattr(constants, 'DYNAMIC_WHITELIST')
assert hasattr(Constants, 'PROCESS_THROTTLE_SECS') assert hasattr(constants, 'PROCESS_THROTTLE_SECS')
assert hasattr(Constants, 'TICKER_INTERVAL') assert hasattr(constants, 'TICKER_INTERVAL')
assert hasattr(Constants, 'HYPEROPT_EPOCH') assert hasattr(constants, 'HYPEROPT_EPOCH')
assert hasattr(Constants, 'RETRY_TIMEOUT') assert hasattr(constants, 'RETRY_TIMEOUT')
assert hasattr(Constants, 'DEFAULT_STRATEGY') assert hasattr(constants, 'DEFAULT_STRATEGY')
def test_conf_schema() -> None: def test_conf_schema() -> None:
""" """
Test the CONF_SCHEMA is from the right type Test the CONF_SCHEMA is from the right type
""" """
constant = Constants() assert isinstance(constants.CONF_SCHEMA, dict)
assert isinstance(constant.CONF_SCHEMA, dict)

8
freqtrade/tests/test_dataframe.py
View File

@ -4,7 +4,7 @@ import pandas
from freqtrade.analyze import Analyze from freqtrade.analyze import Analyze
from freqtrade.optimize import load_data from freqtrade.optimize import load_data
from freqtrade.strategy.strategy import Strategy from freqtrade.strategy.resolver import StrategyResolver
_pairs = ['ETH/BTC'] _pairs = ['ETH/BTC']
@ -15,19 +15,19 @@ def load_dataframe_pair(pairs):
assert isinstance(pairs[0], str) assert isinstance(pairs[0], str)
dataframe = ld[pairs[0]] dataframe = ld[pairs[0]]
analyze = Analyze({'strategy': 'default_strategy'}) analyze = Analyze({'strategy': 'DefaultStrategy'})
dataframe = analyze.analyze_ticker(dataframe) dataframe = analyze.analyze_ticker(dataframe)
return dataframe return dataframe
def test_dataframe_load(): def test_dataframe_load():
Strategy({'strategy': 'default_strategy'}) StrategyResolver({'strategy': 'DefaultStrategy'})
dataframe = load_dataframe_pair(_pairs) dataframe = load_dataframe_pair(_pairs)
assert isinstance(dataframe, pandas.core.frame.DataFrame) assert isinstance(dataframe, pandas.core.frame.DataFrame)
def test_dataframe_columns_exists(): def test_dataframe_columns_exists():
Strategy({'strategy': 'default_strategy'}) StrategyResolver({'strategy': 'DefaultStrategy'})
dataframe = load_dataframe_pair(_pairs) dataframe = load_dataframe_pair(_pairs)
assert 'high' in dataframe.columns assert 'high' in dataframe.columns
assert 'low' in dataframe.columns assert 'low' in dataframe.columns

190
freqtrade/tests/test_freqtradebot.py
View File

@ -16,7 +16,7 @@ import pytest
import requests import requests
from sqlalchemy import create_engine from sqlalchemy import create_engine
from freqtrade import DependencyException, OperationalException from freqtrade import DependencyException, OperationalException, TemporaryError
from freqtrade.freqtradebot import FreqtradeBot from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
from freqtrade.state import State from freqtrade.state import State
@ -451,7 +451,7 @@ def test_process_exchange_failures(default_conf, ticker, markets, mocker) -> Non
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
get_ticker=ticker, get_ticker=ticker,
get_markets=markets, 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) 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) 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 Test process_maybe_execute_sell() method
""" """
freqtrade = get_patched_freqtradebot(mocker, default_conf) freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True)) 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 = MagicMock()
trade.open_order_id = '123' trade.open_order_id = '123'
trade.open_fee = 0.001
assert not freqtrade.process_maybe_execute_sell(trade) 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.is_open = True
trade.open_order_id = None trade.open_order_id = None
# Assert we call handle_trade() if trade is feasible for execution # 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', exchange='bittrex',
open_order_id='123456789', open_order_id='123456789',
amount=90.99181073, amount=90.99181073,
fee=0.0, fee_open=0.0,
fee_close=0.0,
stake_amount=1, stake_amount=1,
open_date=arrow.utcnow().shift(minutes=-601).datetime, open_date=arrow.utcnow().shift(minutes=-601).datetime,
is_open=True is_open=True
@ -851,7 +864,8 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
exchange='bittrex', exchange='bittrex',
open_order_id='123456789', open_order_id='123456789',
amount=90.99181073, amount=90.99181073,
fee=0.0, fee_open=0.0,
fee_close=0.0,
stake_amount=1, stake_amount=1,
open_date=arrow.utcnow().shift(hours=-5).datetime, open_date=arrow.utcnow().shift(hours=-5).datetime,
close_date=arrow.utcnow().shift(minutes=-601).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', exchange='bittrex',
open_order_id='123456789', open_order_id='123456789',
amount=90.99181073, amount=90.99181073,
fee=0.0, fee_open=0.0,
fee_close=0.0,
stake_amount=1, stake_amount=1,
open_date=arrow.utcnow().shift(minutes=-601).datetime, open_date=arrow.utcnow().shift(minutes=-601).datetime,
is_open=True is_open=True
@ -937,7 +952,8 @@ def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) -
exchange='bittrex', exchange='bittrex',
open_order_id='123456789', open_order_id='123456789',
amount=90.99181073, amount=90.99181073,
fee=0.0, fee_open=0.0,
fee_close=0.0,
stake_amount=1, stake_amount=1,
open_date=arrow.utcnow().shift(minutes=-601).datetime, open_date=arrow.utcnow().shift(minutes=-601).datetime,
is_open=True 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) trade.update(limit_buy_order)
patch_get_signal(mocker, value=(False, True)) patch_get_signal(mocker, value=(False, True))
assert freqtrade.handle_trade(trade) is 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)

4
freqtrade/tests/test_misc.py
View File

@ -42,13 +42,11 @@ def test_datesarray_to_datetimearray(ticker_history):
assert date_len == 3 assert date_len == 3
def test_common_datearray(default_conf, mocker) -> None: def test_common_datearray(default_conf) -> None:
""" """
Test common_datearray() Test common_datearray()
:return: None :return: None
""" """
mocker.patch('freqtrade.strategy.strategy.Strategy', MagicMock())
analyze = Analyze(default_conf) analyze = Analyze(default_conf)
tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m') tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
tickerlist = {'UNITTEST/BTC': tick} tickerlist = {'UNITTEST/BTC': tick}

36
freqtrade/tests/test_persistence.py
View File

@ -126,7 +126,8 @@ def test_update_with_bittrex(limit_buy_order, limit_sell_order, fee):
trade = Trade( trade = Trade(
pair='ETH/BTC', pair='ETH/BTC',
stake_amount=0.001, stake_amount=0.001,
fee=fee.return_value, fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='bittrex', exchange='bittrex',
) )
assert trade.open_order_id is None 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( trade = Trade(
pair='ETH/BTC', pair='ETH/BTC',
stake_amount=0.001, stake_amount=0.001,
fee=fee.return_value, fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='bittrex', exchange='bittrex',
) )
@ -177,7 +179,8 @@ def test_calc_close_trade_price_exception(limit_buy_order, fee):
trade = Trade( trade = Trade(
pair='ETH/BTC', pair='ETH/BTC',
stake_amount=0.001, stake_amount=0.001,
fee=fee.return_value, fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='bittrex', exchange='bittrex',
) )
@ -191,7 +194,8 @@ def test_update_open_order(limit_buy_order):
trade = Trade( trade = Trade(
pair='ETH/BTC', pair='ETH/BTC',
stake_amount=1.00, stake_amount=1.00,
fee=0.1, fee_open=0.1,
fee_close=0.1,
exchange='bittrex', exchange='bittrex',
) )
@ -214,7 +218,8 @@ def test_update_invalid_order(limit_buy_order):
trade = Trade( trade = Trade(
pair='ETH/BTC', pair='ETH/BTC',
stake_amount=1.00, stake_amount=1.00,
fee=0.1, fee_open=0.1,
fee_close=0.1,
exchange='bittrex', exchange='bittrex',
) )
limit_buy_order['type'] = 'invalid' limit_buy_order['type'] = 'invalid'
@ -227,7 +232,8 @@ def test_calc_open_trade_price(limit_buy_order, fee):
trade = Trade( trade = Trade(
pair='ETH/BTC', pair='ETH/BTC',
stake_amount=0.001, stake_amount=0.001,
fee=fee.return_value, fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='bittrex', exchange='bittrex',
) )
trade.open_order_id = 'open_trade' 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( trade = Trade(
pair='ETH/BTC', pair='ETH/BTC',
stake_amount=0.001, stake_amount=0.001,
fee=fee.return_value, fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='bittrex', exchange='bittrex',
) )
trade.open_order_id = 'close_trade' trade.open_order_id = 'close_trade'
@ -267,7 +274,8 @@ def test_calc_profit(limit_buy_order, limit_sell_order, fee):
trade = Trade( trade = Trade(
pair='ETH/BTC', pair='ETH/BTC',
stake_amount=0.001, stake_amount=0.001,
fee=fee.return_value, fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='bittrex', exchange='bittrex',
) )
trade.open_order_id = 'profit_percent' trade.open_order_id = 'profit_percent'
@ -298,7 +306,8 @@ def test_calc_profit_percent(limit_buy_order, limit_sell_order, fee):
trade = Trade( trade = Trade(
pair='ETH/BTC', pair='ETH/BTC',
stake_amount=0.001, stake_amount=0.001,
fee=fee.return_value, fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='bittrex', exchange='bittrex',
) )
trade.open_order_id = 'profit_percent' trade.open_order_id = 'profit_percent'
@ -326,7 +335,8 @@ def test_clean_dry_run_db(default_conf, fee):
pair='ETH/BTC', pair='ETH/BTC',
stake_amount=0.001, stake_amount=0.001,
amount=123.0, amount=123.0,
fee=fee.return_value, fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123, open_rate=0.123,
exchange='bittrex', exchange='bittrex',
open_order_id='dry_run_buy_12345' open_order_id='dry_run_buy_12345'
@ -337,7 +347,8 @@ def test_clean_dry_run_db(default_conf, fee):
pair='ETC/BTC', pair='ETC/BTC',
stake_amount=0.001, stake_amount=0.001,
amount=123.0, amount=123.0,
fee=fee.return_value, fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123, open_rate=0.123,
exchange='bittrex', exchange='bittrex',
open_order_id='dry_run_sell_12345' open_order_id='dry_run_sell_12345'
@ -349,7 +360,8 @@ def test_clean_dry_run_db(default_conf, fee):
pair='ETC/BTC', pair='ETC/BTC',
stake_amount=0.001, stake_amount=0.001,
amount=123.0, amount=123.0,
fee=fee.return_value, fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123, open_rate=0.123,
exchange='bittrex', exchange='bittrex',
open_order_id='prod_buy_12345' open_order_id='prod_buy_12345'

12
requirements.txt
View File

@ -1,6 +1,6 @@
ccxt==1.11.149 ccxt==1.11.149
SQLAlchemy==1.2.5 SQLAlchemy==1.2.7
python-telegram-bot==10.0.1 python-telegram-bot==10.0.2
arrow==0.12.1 arrow==0.12.1
cachetools==2.0.1 cachetools==2.0.1
requests==2.18.4 requests==2.18.4
@ -8,12 +8,12 @@ urllib3==1.22
wrapt==1.10.11 wrapt==1.10.11
pandas==0.22.0 pandas==0.22.0
scikit-learn==0.19.1 scikit-learn==0.19.1
scipy==1.0.0 scipy==1.0.1
jsonschema==2.6.0 jsonschema==2.6.0
numpy==1.14.2 numpy==1.14.3
TA-Lib==0.4.17 TA-Lib==0.4.17
pytest==3.5.0 pytest==3.5.1
pytest-mock==1.7.1 pytest-mock==1.10.0
pytest-cov==2.5.1 pytest-cov==2.5.1
hyperopt==0.1 hyperopt==0.1
# do not upgrade networkx before this is fixed https://github.com/hyperopt/hyperopt/issues/325 # do not upgrade networkx before this is fixed https://github.com/hyperopt/hyperopt/issues/325

4
scripts/plot_dataframe.py
View File

@ -27,7 +27,11 @@ from freqtrade import exchange
import freqtrade.optimize as optimize import freqtrade.optimize as optimize
<<<<<<< HEAD
logger = logging.getLogger('freqtrade') logger = logging.getLogger('freqtrade')
=======
logger = logging.getLogger(__name__)
>>>>>>> bddf009a2b6d0e1a19cca558887ce972e99a6238
def plot_analyzed_dataframe(args: Namespace) -> None: def plot_analyzed_dataframe(args: Namespace) -> None:

7
scripts/plot_profit.py
View File

@ -24,13 +24,20 @@ import plotly.graph_objs as go
from freqtrade.arguments import Arguments from freqtrade.arguments import Arguments
from freqtrade.configuration import Configuration from freqtrade.configuration import Configuration
from freqtrade.analyze import Analyze from freqtrade.analyze import Analyze
<<<<<<< HEAD
from freqtrade.constants import Constants from freqtrade.constants import Constants
=======
>>>>>>> bddf009a2b6d0e1a19cca558887ce972e99a6238
import freqtrade.optimize as optimize import freqtrade.optimize as optimize
import freqtrade.misc as misc import freqtrade.misc as misc
<<<<<<< HEAD
logger = logging.getLogger('freqtrade') logger = logging.getLogger('freqtrade')
=======
logger = logging.getLogger(__name__)
>>>>>>> bddf009a2b6d0e1a19cca558887ce972e99a6238
# data:: [ pair, profit-%, enter, exit, time, duration] # data:: [ pair, profit-%, enter, exit, time, duration]

2
setup.sh
View File

@ -117,7 +117,7 @@ function config_generator () {
-e "s/\"your_exchange_key\"/\"$api_key\"/g" \ -e "s/\"your_exchange_key\"/\"$api_key\"/g" \
-e "s/\"your_exchange_secret\"/\"$api_secret\"/g" \ -e "s/\"your_exchange_secret\"/\"$api_secret\"/g" \
-e "s/\"your_telegram_token\"/\"$token\"/g" \ -e "s/\"your_telegram_token\"/\"$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 -e "s/\"dry_run\": false,/\"dry_run\": true,/g" config.json.example > config.json
} }

6
user_data/strategies/test_strategy.py
View File

@ -10,10 +10,6 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
import numpy # noqa 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. # This class is a sample. Feel free to customize it.
class TestStrategy(IStrategy): class TestStrategy(IStrategy):
""" """
@ -45,7 +41,7 @@ class TestStrategy(IStrategy):
stoploss = -0.10 stoploss = -0.10
# Optimal ticker interval for the strategy # Optimal ticker interval for the strategy
ticker_interval = 5 ticker_interval = '5m'
def populate_indicators(self, dataframe: DataFrame) -> DataFrame: def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
""" """