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Merge branch 'develop' into backtest_live_models

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This commit is contained in:
Wagner Costa Santos 2022-09-28 08:49:15 -03:00
commit df0927cdee
11 changed files with 43 additions and 19 deletions
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17
.github/workflows/ci.yml vendored
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@ -407,15 +407,6 @@ jobs:
run: |
build_helpers/publish_docker_multi.sh
- name: Discord notification
uses: rjstone/discord-webhook-notify@v1
if: always() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false) && (github.event_name != 'schedule')
with:
severity: info
details: Deploy Succeeded!
webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
deploy_arm:
needs: [ deploy ]
# Only run on 64bit machines
@ -443,3 +434,11 @@ jobs:
BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}
run: |
build_helpers/publish_docker_arm64.sh
- name: Discord notification
uses: rjstone/discord-webhook-notify@v1
if: always() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false) && (github.event_name != 'schedule')
with:
severity: info
details: Deploy Succeeded!
webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}

4
.pre-commit-config.yaml
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@ -34,7 +34,9 @@ repos:
exclude: |
(?x)^(
tests/.*|
.*\.svg
.*\.svg|
.*\.yml|
.*\.json
)$
- id: mixed-line-ending
- id: debug-statements

2
config_examples/config_freqai.example.json
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@ -78,7 +78,7 @@
10,
20
],
"plot_feature_importance": false
"plot_feature_importances": 0
},
"data_split_parameters": {
"test_size": 0.33,

3
docker/Dockerfile.jupyter
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@ -1,7 +1,8 @@
FROM freqtradeorg/freqtrade:develop_plot
RUN pip install jupyterlab --user --no-cache-dir
# Pin jupyter-client to avoid tornado version conflict
RUN pip install jupyterlab jupyter-client==7.3.4 --user --no-cache-dir
# Empty the ENTRYPOINT to allow all commands
ENTRYPOINT []

2
docker/docker-compose-jupyter.yml
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@ -10,7 +10,7 @@ services:
ports:
- "127.0.0.1:8888:8888"
volumes:
- "./user_data:/freqtrade/user_data"
- "../user_data:/freqtrade/user_data"
# Default command used when running `docker compose up`
command: >
jupyter lab --port=8888 --ip 0.0.0.0 --allow-root

2
freqtrade/constants.py
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@ -552,7 +552,7 @@ CONF_SCHEMA = {
"weight_factor": {"type": "number", "default": 0},
"principal_component_analysis": {"type": "boolean", "default": False},
"use_SVM_to_remove_outliers": {"type": "boolean", "default": False},
"plot_feature_importance": {"type": "boolean", "default": False},
"plot_feature_importances": {"type": "integer", "default": 0},
"svm_params": {"type": "object",
"properties": {
"shuffle": {"type": "boolean", "default": False},

4
freqtrade/rpc/api_server/api_backtest.py
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@ -5,6 +5,7 @@ from datetime import datetime
from typing import Any, Dict, List
from fastapi import APIRouter, BackgroundTasks, Depends
from fastapi.exceptions import HTTPException
from freqtrade.configuration.config_validation import validate_config_consistency
from freqtrade.data.btanalysis import get_backtest_resultlist, load_and_merge_backtest_result
@ -31,6 +32,9 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
if ApiServer._bgtask_running:
raise RPCException('Bot Background task already running')
if ':' in bt_settings.strategy:
raise HTTPException(status_code=500, detail="base64 encoded strategies are not allowed.")
btconfig = deepcopy(config)
settings = dict(bt_settings)
# Pydantic models will contain all keys, but non-provided ones are None

2
freqtrade/rpc/api_server/api_v1.py
View File

@ -265,6 +265,8 @@ def list_strategies(config=Depends(get_config)):
@router.get('/strategy/{strategy}', response_model=StrategyResponse, tags=['strategy'])
def get_strategy(strategy: str, config=Depends(get_config)):
if ":" in strategy:
raise HTTPException(status_code=500, detail="base64 encoded strategies are not allowed.")
config_ = deepcopy(config)
from freqtrade.resolvers.strategy_resolver import StrategyResolver

11
freqtrade/rpc/rpc.py
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@ -25,7 +25,7 @@ from freqtrade.exceptions import ExchangeError, PricingError
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_msecs
from freqtrade.loggers import bufferHandler
from freqtrade.misc import decimals_per_coin, shorten_date
from freqtrade.persistence import PairLocks, Trade
from freqtrade.persistence import Order, PairLocks, Trade
from freqtrade.persistence.models import PairLock
from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
@ -166,9 +166,9 @@ class RPC:
else:
results = []
for trade in trades:
order = None
order: Optional[Order] = None
if trade.open_order_id:
order = self._freqtrade.exchange.fetch_order(trade.open_order_id, trade.pair)
order = trade.select_order_by_order_id(trade.open_order_id)
# calculate profit and send message to user
if trade.is_open:
try:
@ -219,7 +219,7 @@ class RPC:
stoploss_entry_dist=stoploss_entry_dist,
stoploss_entry_dist_ratio=round(stoploss_entry_dist_ratio, 8),
open_order='({} {} rem={:.8f})'.format(
order['type'], order['side'], order['remaining']
order.order_type, order.side, order.remaining
) if order else None,
))
results.append(trade_dict)
@ -773,6 +773,9 @@ class RPC:
is_short = trade.is_short
if not self._freqtrade.strategy.position_adjustment_enable:
raise RPCException(f'position for {pair} already open - id: {trade.id}')
else:
if Trade.get_open_trade_count() >= self._config['max_open_trades']:
raise RPCException("Maximum number of trades is reached.")
if not stake_amount:
# gen stake amount

6
tests/rpc/test_rpc.py
View File

@ -45,7 +45,6 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
freqtradebot.enter_positions()
trades = Trade.get_open_trades()
trades[0].open_order_id = None
freqtradebot.exit_positions(trades)
results = rpc._rpc_trade_status()
@ -1031,6 +1030,7 @@ def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
def test_rpc_force_entry(mocker, default_conf, ticker, fee, limit_buy_order_open) -> None:
default_conf['force_entry_enable'] = True
default_conf['max_open_trades'] = 0
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
buy_mm = MagicMock(return_value=limit_buy_order_open)
mocker.patch.multiple(
@ -1045,6 +1045,10 @@ def test_rpc_force_entry(mocker, default_conf, ticker, fee, limit_buy_order_open
patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
pair = 'ETH/BTC'
with pytest.raises(RPCException, match='Maximum number of trades is reached.'):
rpc._rpc_force_entry(pair, None)
freqtradebot.config['max_open_trades'] = 5
trade = rpc._rpc_force_entry(pair, None)
assert isinstance(trade, Trade)
assert trade.pair == pair

9
tests/rpc/test_rpc_apiserver.py
View File

@ -1477,6 +1477,10 @@ def test_api_strategy(botclient):
rc = client_get(client, f"{BASE_URI}/strategy/NoStrat")
assert_response(rc, 404)
# Disallow base64 strategies
rc = client_get(client, f"{BASE_URI}/strategy/xx:cHJpbnQoImhlbGxvIHdvcmxkIik=")
assert_response(rc, 500)
def test_list_available_pairs(botclient):
ftbot, client = botclient
@ -1650,6 +1654,11 @@ def test_api_backtesting(botclient, mocker, fee, caplog, tmpdir):
assert not result['running']
assert result['status_msg'] == 'Backtest reset'
# Disallow base64 strategies
data['strategy'] = "xx:cHJpbnQoImhlbGxvIHdvcmxkIik="
rc = client_post(client, f"{BASE_URI}/backtest", data=json.dumps(data))
assert_response(rc, 500)
def test_api_backtest_history(botclient, mocker, testdatadir):
ftbot, client = botclient