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Merge pull request #391 from jblestang/support_multiple_ticker

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Support multiple tickers
This commit is contained in:
Gérald LONLAS 2018-01-20 11:02:42 -08:00 committed by GitHub
commit d2371b5bac
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GPG Key ID: 4AEE18F83AFDEB23
16 changed files with 165 additions and 87 deletions
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1
config.json.example
View File

@ -4,6 +4,7 @@
"stake_amount": 0.05,
"fiat_display_currency": "USD",
"dry_run": false,
"ticker_interval": "5",
"minimal_roi": {
"40": 0.0,
"30": 0.01,

1
docs/configuration.md
View File

@ -17,6 +17,7 @@ The table below will list all configuration parameters.
| `max_open_trades` | 3 | Yes | Number of trades open your bot will have.
| `stake_currency` | BTC | Yes | Crypto-currency used for trading.
| `stake_amount` | 0.05 | Yes | Amount of crypto-currency your bot will use for each trade. Per default, the bot will use (0.05 BTC x 3) = 0.15 BTC in total will be always engaged.
| `ticker_interval` | ["1", "5", "30, "60", "1440"] | No | The ticker interval to use (1min, 5 min, 30 min, 1 hour or 1 day). Defaut is 5 minutes
| `fiat_display_currency` | USD | Yes | Fiat currency used to show your profits. More information below.
| `dry_run` | true | Yes | Define if the bot must be in Dry-run or production mode.
| `minimal_roi` | See below | Yes | Set the threshold in percent the bot will use to sell a trade. More information below.

4
freqtrade/analyze.py
View File

@ -281,13 +281,13 @@ def analyze_ticker(ticker_history: List[Dict]) -> DataFrame:
return dataframe
def get_signal(pair: str) -> (bool, bool):
def get_signal(pair: str, interval: int) -> (bool, bool):
"""
Calculates current signal based several technical analysis indicators
:param pair: pair in format BTC_ANT or BTC-ANT
:return: (True, False) if pair is good for buying and not for selling
"""
ticker_hist = get_ticker_history(pair)
ticker_hist = get_ticker_history(pair, interval)
if not ticker_hist:
logger.warning('Empty ticker history for pair %s', pair)
return (False, False)

2
freqtrade/exchange/__init__.py
View File

@ -139,7 +139,7 @@ def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict:
@cached(TTLCache(maxsize=100, ttl=30))
def get_ticker_history(pair: str, tick_interval: Optional[int] = 5) -> List[Dict]:
def get_ticker_history(pair: str, tick_interval) -> List[Dict]:
return _API.get_ticker_history(pair, tick_interval)

6
freqtrade/exchange/bittrex.py
View File

@ -142,6 +142,12 @@ class Bittrex(Exchange):
interval = 'oneMin'
elif tick_interval == 5:
interval = 'fiveMin'
elif tick_interval == 30:
interval = 'thirtyMin'
elif tick_interval == 60:
interval = 'hour'
elif tick_interval == 1440:
interval = 'Day'
else:
raise ValueError('Cannot parse tick_interval: {}'.format(tick_interval))

12
freqtrade/main.py
View File

@ -54,7 +54,7 @@ def refresh_whitelist(whitelist: List[str]) -> List[str]:
return final_list
def _process(nb_assets: Optional[int] = 0) -> bool:
def _process(interval: int, nb_assets: Optional[int] = 0) -> bool:
"""
Queries the persistence layer for open trades and handles them,
otherwise a new trade is created.
@ -79,7 +79,7 @@ def _process(nb_assets: Optional[int] = 0) -> bool:
if len(trades) < _CONF['max_open_trades']:
try:
# Create entity and execute trade
state_changed = create_trade(float(_CONF['stake_amount']))
state_changed = create_trade(float(_CONF['stake_amount']), interval)
if not state_changed:
logger.info(
'Checked all whitelisted currencies. '
@ -97,7 +97,7 @@ def _process(nb_assets: Optional[int] = 0) -> bool:
if trade.is_open and trade.open_order_id is None:
# Check if we can sell our current pair
state_changed = handle_trade(trade) or state_changed
state_changed = handle_trade(trade, interval) or state_changed
if 'unfilledtimeout' in _CONF:
# Check and handle any timed out open orders
@ -250,7 +250,7 @@ def min_roi_reached(trade: Trade, current_rate: float, current_time: datetime) -
return False
def handle_trade(trade: Trade) -> bool:
def handle_trade(trade: Trade, interval: int) -> bool:
"""
Sells the current pair if the threshold is reached and updates the trade record.
:return: True if trade has been sold, False otherwise
@ -278,7 +278,6 @@ def handle_trade(trade: Trade) -> bool:
if not buy and trade.calc_profit(rate=current_rate) <= 0:
return False
# Experimental: Check if sell signal has been enabled and triggered
if sell and not buy:
logger.debug('Executing sell due to sell signal ...')
execute_sell(trade, current_rate)
@ -295,7 +294,7 @@ def get_target_bid(ticker: Dict[str, float]) -> float:
return ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
def create_trade(stake_amount: float) -> bool:
def create_trade(stake_amount: float, interval: int) -> bool:
"""
Checks the implemented trading indicator(s) for a randomly picked pair,
if one pair triggers the buy_signal a new trade record gets created
@ -477,6 +476,7 @@ def main(sysargv=sys.argv[1:]) -> None:
_process,
min_secs=_CONF['internals'].get('process_throttle_secs', 10),
nb_assets=args.dynamic_whitelist,
interval=int(_CONF.get('ticker_interval', "5"))
)
old_state = new_state
except KeyboardInterrupt:

7
freqtrade/misc.py
View File

@ -164,7 +164,7 @@ def backtesting_options(parser: argparse.ArgumentParser) -> None:
)
parser.add_argument(
'-i', '--ticker-interval',
help='specify ticker interval in minutes (default: 5)',
help='specify ticker interval in minutes (1, 5, 30, 60, 1440)',
dest='ticker_interval',
default=5,
type=int,
@ -284,6 +284,7 @@ CONF_SCHEMA = {
'type': 'object',
'properties': {
'max_open_trades': {'type': 'integer', 'minimum': 1},
'ticker_interval': {'type': 'string', 'enum': ['1', '5', '30', '60', '1440']},
'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT']},
'stake_amount': {'type': 'number', 'minimum': 0.0005},
'fiat_display_currency': {'type': 'string', 'enum': ['AUD', 'BRL', 'CAD', 'CHF',
@ -337,7 +338,8 @@ CONF_SCHEMA = {
'internals': {
'type': 'object',
'properties': {
'process_throttle_secs': {'type': 'number'}
'process_throttle_secs': {'type': 'number'},
'interval': {'type': 'integer'}
}
}
},
@ -373,6 +375,7 @@ CONF_SCHEMA = {
],
'required': [
'max_open_trades',
'ticker_interval',
'stake_currency',
'stake_amount',
'fiat_display_currency',

17
freqtrade/optimize/__init__.py
View File

@ -49,10 +49,8 @@ def load_tickerdata_file(datadir, pair, ticker_interval,
return pairdata
def load_data(datadir: str, ticker_interval: int = 5,
pairs: Optional[List[str]] = None,
refresh_pairs: Optional[bool] = False,
timerange=None) -> Dict[str, List]:
def load_data(datadir: str, ticker_interval: int, pairs: Optional[List[str]] = None,
refresh_pairs: Optional[bool] = False, timerange=None) -> Dict[str, List]:
"""
Loads ticker history data for the given parameters
:param ticker_interval: ticker interval in minutes
@ -66,7 +64,7 @@ def load_data(datadir: str, ticker_interval: int = 5,
# If the user force the refresh of pairs
if refresh_pairs:
logger.info('Download data for all pairs and store them in %s', datadir)
download_pairs(datadir, _pairs)
download_pairs(datadir, _pairs, ticker_interval)
for pair in _pairs:
pairdata = load_tickerdata_file(datadir, pair, ticker_interval, timerange=timerange)
@ -96,16 +94,15 @@ def make_testdata_path(datadir: str) -> str:
'..', 'tests', 'testdata'))
def download_pairs(datadir, pairs: List[str]) -> bool:
"""For each pairs passed in parameters, download 1 and 5 ticker intervals"""
def download_pairs(datadir, pairs: List[str], ticker_interval: int) -> bool:
"""For each pairs passed in parameters, download the ticker intervals"""
for pair in pairs:
try:
for interval in [1, 5]:
download_backtesting_testdata(datadir, pair=pair, interval=interval)
download_backtesting_testdata(datadir, pair=pair, interval=ticker_interval)
except BaseException:
logger.info('Failed to download the pair: "{pair}", Interval: {interval} min'.format(
pair=pair,
interval=interval,
interval=ticker_interval,
))
return False
return True

9
freqtrade/optimize/backtesting.py
View File

@ -176,17 +176,20 @@ def start(args):
logger.info('Using config: %s ...', args.config)
config = misc.load_config(args.config)
logger.info('Using ticker_interval: %s ...', args.ticker_interval)
ticker_interval = config.get('ticker_interval', args.ticker_interval)
logger.info('Using ticker_interval: %s ...', ticker_interval)
data = {}
pairs = config['exchange']['pair_whitelist']
if args.live:
logger.info('Downloading data for all pairs in whitelist ...')
for pair in pairs:
data[pair] = exchange.get_ticker_history(pair, args.ticker_interval)
data[pair] = exchange.get_ticker_history(pair, ticker_interval)
else:
logger.info('Using local backtesting data (using whitelist in given config) ...')
data = optimize.load_data(args.datadir, pairs=pairs, ticker_interval=ticker_interval,
refresh_pairs=args.refresh_pairs)
logger.info('Using stake_currency: %s ...', config['stake_currency'])
logger.info('Using stake_amount: %s ...', config['stake_amount'])

1
freqtrade/tests/conftest.py
View File

@ -18,6 +18,7 @@ def default_conf():
"stake_currency": "BTC",
"stake_amount": 0.001,
"fiat_display_currency": "USD",
"ticker_interval": "5",
"dry_run": True,
"minimal_roi": {
"40": 0.0,

40
freqtrade/tests/optimize/test_optimize.py
View File

@ -43,6 +43,23 @@ def _clean_test_file(file: str) -> None:
os.rename(file_swp, file)
def test_load_data_30min_ticker(default_conf, ticker_history, mocker, caplog):
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
file = 'freqtrade/tests/testdata/BTC_UNITTEST-30.json'
_backup_file(file, copy_file=True)
optimize.load_data(None, pairs=['BTC_UNITTEST'], ticker_interval=30)
assert os.path.isfile(file) is True
assert ('freqtrade.optimize',
logging.INFO,
'Download the pair: "BTC_ETH", Interval: 30 min'
) not in caplog.record_tuples
_clean_test_file(file)
def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog):
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
mocker.patch.dict('freqtrade.main._CONF', default_conf)
@ -51,7 +68,7 @@ def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog):
file = 'freqtrade/tests/testdata/BTC_ETH-5.json'
_backup_file(file, copy_file=True)
optimize.load_data(None, pairs=['BTC_ETH'])
optimize.load_data(None, pairs=['BTC_ETH'], ticker_interval=5)
assert os.path.isfile(file) is True
assert ('freqtrade.optimize',
logging.INFO,
@ -113,17 +130,28 @@ def test_download_pairs(default_conf, ticker_history, mocker):
_backup_file(file2_1)
_backup_file(file2_5)
assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI']) is True
assert os.path.isfile(file1_1) is False
assert os.path.isfile(file2_1) is False
assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI'], ticker_interval=1) is True
assert os.path.isfile(file1_1) is True
assert os.path.isfile(file1_5) is True
assert os.path.isfile(file2_1) is True
assert os.path.isfile(file2_5) is True
# clean files freshly downloaded
_clean_test_file(file1_1)
_clean_test_file(file1_5)
_clean_test_file(file2_1)
assert os.path.isfile(file1_5) is False
assert os.path.isfile(file2_5) is False
assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI'], ticker_interval=5) is True
assert os.path.isfile(file1_5) is True
assert os.path.isfile(file2_5) is True
# clean files freshly downloaded
_clean_test_file(file1_5)
_clean_test_file(file2_5)
@ -139,7 +167,7 @@ def test_download_pairs_exception(default_conf, ticker_history, mocker, caplog):
_backup_file(file1_1)
_backup_file(file1_5)
download_pairs(None, pairs=['BTC-MEME'])
download_pairs(None, pairs=['BTC-MEME'], ticker_interval=1)
# clean files freshly downloaded
_clean_test_file(file1_1)
_clean_test_file(file1_5)

22
freqtrade/tests/rpc/test_rpc_telegram.py
View File

@ -102,7 +102,7 @@ def test_status_handle(default_conf, update, ticker, mocker):
msg_mock.reset_mock()
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
# Trigger status while we have a fulfilled order for the open trade
_status(bot=MagicMock(), update=update)
@ -138,7 +138,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker):
msg_mock.reset_mock()
# Create some test data
create_trade(15.0)
create_trade(15.0, int(default_conf['ticker_interval']))
_status_table(bot=MagicMock(), update=update)
@ -176,7 +176,7 @@ def test_profit_handle(
msg_mock.reset_mock()
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
@ -225,7 +225,7 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker):
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
@ -262,7 +262,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, m
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
# Decrease the price and sell it
mocker.patch.multiple('freqtrade.main.exchange',
@ -324,7 +324,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker):
# Create some test data
for _ in range(4):
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
rpc_mock.reset_mock()
update.message.text = '/forcesell all'
@ -389,7 +389,7 @@ def test_performance_handle(
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
@ -427,7 +427,7 @@ def test_daily_handle(
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
@ -454,8 +454,8 @@ def test_daily_handle(
# Reset msg_mock
msg_mock.reset_mock()
# Add two other trades
create_trade(0.001)
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
create_trade(0.001, int(default_conf['ticker_interval']))
trades = Trade.query.all()
for trade in trades:
@ -502,7 +502,7 @@ def test_count_handle(default_conf, update, ticker, mocker):
update_state(State.RUNNING)
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
msg_mock.reset_mock()
_count(bot=MagicMock(), update=update)

10
freqtrade/tests/test_analyze.py
View File

@ -42,13 +42,13 @@ def test_returns_latest_buy_signal(mocker):
'freqtrade.analyze.analyze_ticker',
return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
)
assert get_signal('BTC-ETH') == (True, False)
assert get_signal('BTC-ETH', 5) == (True, False)
mocker.patch(
'freqtrade.analyze.analyze_ticker',
return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
)
assert get_signal('BTC-ETH') == (False, True)
assert get_signal('BTC-ETH', 5) == (False, True)
def test_returns_latest_sell_signal(mocker):
@ -57,13 +57,13 @@ def test_returns_latest_sell_signal(mocker):
'freqtrade.analyze.analyze_ticker',
return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
)
assert get_signal('BTC-ETH') == (False, True)
assert get_signal('BTC-ETH', 5) == (False, True)
mocker.patch(
'freqtrade.analyze.analyze_ticker',
return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
)
assert get_signal('BTC-ETH') == (True, False)
assert get_signal('BTC-ETH', 5) == (True, False)
def test_get_signal_handles_exceptions(mocker):
@ -71,4 +71,4 @@ def test_get_signal_handles_exceptions(mocker):
mocker.patch('freqtrade.analyze.analyze_ticker',
side_effect=Exception('invalid ticker history '))
assert get_signal('BTC-ETH') == (False, False)
assert get_signal('BTC-ETH', 5) == (False, False)

107
freqtrade/tests/test_main.py
View File

@ -63,7 +63,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, m
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert not trades
result = _process()
result = _process(interval=int(default_conf['ticker_interval']))
assert result is True
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
@ -89,7 +89,7 @@ def test_process_exchange_failures(default_conf, ticker, health, mocker):
get_wallet_health=health,
buy=MagicMock(side_effect=requests.exceptions.RequestException))
init(default_conf, create_engine('sqlite://'))
result = _process()
result = _process(interval=int(default_conf['ticker_interval']))
assert result is False
assert sleep_mock.has_calls()
@ -107,7 +107,7 @@ def test_process_operational_exception(default_conf, ticker, health, mocker):
init(default_conf, create_engine('sqlite://'))
assert get_state() == State.RUNNING
result = _process()
result = _process(interval=int(default_conf['ticker_interval']))
assert result is False
assert get_state() == State.STOPPED
assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]
@ -127,12 +127,12 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, m
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert not trades
result = _process()
result = _process(interval=int(default_conf['ticker_interval']))
assert result is True
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert len(trades) == 1
result = _process()
result = _process(interval=int(default_conf['ticker_interval']))
assert result is False
@ -148,7 +148,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
whitelist = copy.deepcopy(default_conf['exchange']['pair_whitelist'])
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade is not None
@ -178,7 +178,7 @@ def test_create_trade_minimal_amount(default_conf, ticker, mocker):
get_ticker=ticker)
init(default_conf, create_engine('sqlite://'))
min_stake_amount = 0.0005
create_trade(min_stake_amount)
create_trade(min_stake_amount, int(default_conf['ticker_interval']))
rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2]
assert rate * amount >= min_stake_amount
@ -193,7 +193,7 @@ def test_create_trade_no_stake_amount(default_conf, ticker, mocker):
buy=MagicMock(return_value='mocked_limit_buy'),
get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5))
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
create_trade(default_conf['stake_amount'])
create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval']))
def test_create_trade_no_pairs(default_conf, ticker, mocker):
@ -209,7 +209,7 @@ def test_create_trade_no_pairs(default_conf, ticker, mocker):
conf = copy.deepcopy(default_conf)
conf['exchange']['pair_whitelist'] = []
mocker.patch.dict('freqtrade.main._CONF', conf)
create_trade(default_conf['stake_amount'])
create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval']))
def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker):
@ -226,7 +226,7 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker):
conf['exchange']['pair_whitelist'] = ["BTC_ETH"]
conf['exchange']['pair_blacklist'] = ["BTC_ETH"]
mocker.patch.dict('freqtrade.main._CONF', conf)
create_trade(default_conf['stake_amount'])
create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval']))
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
@ -246,7 +246,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
ticker=MagicMock(return_value={'price_usd': 15000.0}),
_cache_symbols=MagicMock(return_value={'BTC': 1}))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
@ -255,7 +255,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
assert trade.is_open is True
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
handle_trade(trade)
assert handle_trade(trade, int(default_conf['ticker_interval'])) is True
assert trade.open_order_id == 'mocked_limit_sell'
# Simulate fulfilled LIMIT_SELL order for trade
@ -280,7 +280,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker, caplog):
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
# Buy and Sell triggering, so doing nothing ...
trades = Trade.query.all()
@ -288,21 +288,21 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker, caplog):
# Buy is triggering, so buying ...
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trades = Trade.query.all()
assert len(trades) == 1
assert trades[0].is_open is True
# Buy and Sell are not triggering, so doing nothing ...
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, False))
assert handle_trade(trades[0]) is False
assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is False
trades = Trade.query.all()
assert len(trades) == 1
assert trades[0].is_open is True
# Buy and Sell are triggering, so doing nothing ...
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, True))
assert handle_trade(trades[0]) is False
assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is False
trades = Trade.query.all()
assert len(trades) == 1
assert trades[0].is_open is True
@ -310,7 +310,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker, caplog):
# Sell is triggering, guess what : we are Selling!
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
trades = Trade.query.all()
assert handle_trade(trades[0]) is True
assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is True
def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
@ -326,7 +326,7 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
mocker.patch('freqtrade.main.min_roi_reached', return_value=True)
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
trade.is_open = True
@ -337,11 +337,11 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
# executing
# if ROI is reached we must sell
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade)
assert handle_trade(trade, interval=int(default_conf['ticker_interval']))
assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
# if ROI is reached we must sell even if sell-signal is not signalled
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade)
assert handle_trade(trade, interval=int(default_conf['ticker_interval']))
assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
@ -358,16 +358,16 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog):
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
trade.is_open = True
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, False))
value_returned = handle_trade(trade)
value_returned = handle_trade(trade, int(default_conf['ticker_interval']))
assert value_returned is False
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade)
assert handle_trade(trade, int(default_conf['ticker_interval']))
s = 'Executing sell due to sell signal ...'
assert ('freqtrade', logging.DEBUG, s) in caplog.record_tuples
@ -383,7 +383,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo
# Create trade and sell it
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
@ -393,7 +393,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo
assert trade.is_open is False
with pytest.raises(ValueError, match=r'.*closed trade.*'):
handle_trade(trade)
handle_trade(trade, int(default_conf['ticker_interval']))
def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mocker):
@ -531,7 +531,7 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker):
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
@ -568,7 +568,7 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker):
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
@ -587,7 +587,7 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker):
assert '-0.824 USD' in rpc_mock.call_args_list[-1][0][0]
def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker):
def test_execute_sell_without_conf_sell_down(default_conf, ticker, ticker_sell_down, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch('freqtrade.rpc.init', MagicMock())
@ -598,7 +598,39 @@ def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker)
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
# Decrease the price and sell it
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker_sell_down)
mocker.patch('freqtrade.main._CONF', {})
execute_sell(trade=trade, limit=ticker_sell_down()['bid'])
print(rpc_mock.call_args_list[-1][0][0])
assert rpc_mock.call_count == 2
assert 'Selling [BTC/ETH]' in rpc_mock.call_args_list[-1][0][0]
assert '0.00001044' in rpc_mock.call_args_list[-1][0][0]
assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0]
def test_execute_sell_without_conf_sell_up(default_conf, ticker, ticker_sell_up, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker)
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
@ -638,12 +670,12 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker):
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
trade.update(limit_buy_order)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade) is True
assert handle_trade(trade, int(default_conf['ticker_interval'])) is True
def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
@ -666,12 +698,12 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
trade.update(limit_buy_order)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade) is True
assert handle_trade(trade, int(default_conf['ticker_interval'])) is True
def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
@ -694,12 +726,12 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
trade.update(limit_buy_order)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade) is False
assert handle_trade(trade, int(default_conf['ticker_interval'])) is False
def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
@ -722,10 +754,9 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
trade.update(limit_buy_order)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade) is True
assert handle_trade(trade, int(default_conf['ticker_interval'])) is True

1
freqtrade/tests/testdata/BTC_UNITEST-30.json vendored Normal file
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File diff suppressed because one or more lines are too long

12
scripts/plot_dataframe.py
View File

@ -18,6 +18,13 @@ def plot_parse_args(args ):
default = 'BTC_ETH',
type = str,
)
parser.add_argument(
'-i', '--interval',
help = 'what interval to use',
dest = 'interval',
default = '5',
type = int,
)
return parser.parse_args(args)
@ -27,11 +34,10 @@ def plot_analyzed_dataframe(args):
:param pair: pair as str
:return: None
"""
pair = args.pair
# Init Bittrex to use public API
exchange._API = exchange.Bittrex({'key': '', 'secret': ''})
ticker = exchange.get_ticker_history(pair)
ticker = exchange.get_ticker_history(args.pair,args.interval)
dataframe = analyze.analyze_ticker(ticker)
dataframe.loc[dataframe['buy'] == 1, 'buy_price'] = dataframe['close']
@ -39,7 +45,7 @@ def plot_analyzed_dataframe(args):
# Two subplots sharing x axis
fig, (ax1, ax2, ax3) = plt.subplots(3, sharex=True)
fig.suptitle(pair, fontsize=14, fontweight='bold')
fig.suptitle(args.pair + " " + str(args.interval), fontsize=14, fontweight='bold')
ax1.plot(dataframe.index.values, dataframe['close'], label='close')
# ax1.plot(dataframe.index.values, dataframe['sell'], 'ro', label='sell')
ax1.plot(dataframe.index.values, dataframe['sma'], '--', label='SMA')