mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-09-20 09:31:12 +00:00
Merge branch 'develop' into test_coverage
This commit is contained in:
kryofly
commit
e94e6292e9
|
|
@ -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,
|
||||
|
|
|
|||
|
|
@ -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.
|
||||
|
|
|
|||
48
docs/plotting.md
Normal file
48
docs/plotting.md
Normal file
|
|
@ -0,0 +1,48 @@
|
|||
# Plotting
|
||||
This page explains how to plot prices, indicator, profits.
|
||||
|
||||
## Table of Contents
|
||||
- [Plot price and indicators](#plot-price-and-indicators)
|
||||
- [Plot profit](#plot-profit)
|
||||
|
||||
## Plot price and indicators
|
||||
Usage for the price plotter:
|
||||
script/plot_dataframe.py [-h] [-p pair]
|
||||
|
||||
Example
|
||||
```
|
||||
python script/plot_dataframe.py -p BTC_ETH,BTC_LTC
|
||||
```
|
||||
|
||||
The -p pair argument, can be used to specify what
|
||||
pair you would like to plot.
|
||||
|
||||
|
||||
## Plot profit
|
||||
|
||||
The profit plotter show a picture with three plots:
|
||||
1) Average closing price for all pairs
|
||||
2) The summarized profit made by backtesting.
|
||||
Note that this is not the real-world profit, but
|
||||
more of an estimate.
|
||||
3) Each pair individually profit
|
||||
|
||||
The first graph is good to get a grip of how the overall market
|
||||
progresses.
|
||||
|
||||
The second graph will show how you algorithm works or doesnt.
|
||||
Perhaps you want an algorithm that steadily makes small profits,
|
||||
or one that acts less seldom, but makes big swings.
|
||||
|
||||
The third graph can be useful to spot outliers, events in pairs
|
||||
that makes profit spikes.
|
||||
|
||||
Usage for the profit plotter:
|
||||
script/plot_profit.py [-h] [-p pair] [--datadir directory] [--ticker_interval num]
|
||||
|
||||
The -p pair argument, can be used to plot a single pair
|
||||
|
||||
Example
|
||||
```
|
||||
python python scripts/plot_profit.py --datadir ../freqtrade/freqtrade/tests/testdata-20171221/ -p BTC_LTC
|
||||
```
|
||||
|
|
@ -281,38 +281,31 @@ def analyze_ticker(ticker_history: List[Dict]) -> DataFrame:
|
|||
return dataframe
|
||||
|
||||
|
||||
# FIX: 20180109, there could be some confusion because we will make a
|
||||
# boolean result (execute the action or not depending on the signal).
|
||||
# But the above checks can also return False, and we hide that.
|
||||
# 20180119 Update to above fix, after an code update we now return
|
||||
# a tuple (buy, sell). We could take advantage of this
|
||||
# To distinguish an error from an non-signal situation (False, False)
|
||||
# by just returning False.
|
||||
# In short, if we return False it is error, If a tuple we
|
||||
# get the signal situation.
|
||||
def get_signal(pair: str) -> (bool, bool):
|
||||
# FIX: Maybe return False, if an error has occured,
|
||||
# Otherwise we might mask an error as an non-signal-scenario
|
||||
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
|
||||
:return: (Buy, Sell) A bool-tuple indicating buy/sell signal
|
||||
"""
|
||||
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)
|
||||
return (False, False) # return False ?
|
||||
|
||||
try:
|
||||
dataframe = analyze_ticker(ticker_hist)
|
||||
except ValueError as ex:
|
||||
logger.warning('Unable to analyze ticker for pair %s: %s', pair, str(ex))
|
||||
return (False, False)
|
||||
return (False, False) # return False ?
|
||||
except Exception as ex:
|
||||
logger.exception('Unexpected error when analyzing ticker for pair %s: %s', pair, str(ex))
|
||||
return (False, False)
|
||||
return (False, False) # return False ?
|
||||
|
||||
if dataframe.empty:
|
||||
logger.warning('Empty dataframe for pair %s', pair)
|
||||
return (False, False)
|
||||
return (False, False) # return False ?
|
||||
|
||||
latest = dataframe.iloc[-1]
|
||||
|
||||
|
|
@ -320,7 +313,7 @@ def get_signal(pair: str) -> (bool, bool):
|
|||
signal_date = arrow.get(latest['date'])
|
||||
if signal_date < arrow.now() - timedelta(minutes=10):
|
||||
logger.warning('Too old dataframe for pair %s', pair)
|
||||
return (False, False)
|
||||
return (False, False) # return False ?
|
||||
|
||||
(buy, sell) = latest[SignalType.BUY.value] == 1, latest[SignalType.SELL.value] == 1
|
||||
logger.debug('trigger: %s (pair=%s) buy=%s sell=%s', latest['date'], pair, str(buy), str(sell))
|
||||
|
|
|
|||
|
|
@ -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)
|
||||
|
||||
|
||||
|
|
|
|||
|
|
@ -122,9 +122,10 @@ class Bittrex(Exchange):
|
|||
raise OperationalException('{message} params=({pair})'.format(
|
||||
message=data['message'],
|
||||
pair=pair))
|
||||
|
||||
keys = ['Bid', 'Ask', 'Last']
|
||||
if not data.get('result') or\
|
||||
not all(key in data.get('result', {}) for key in ['Bid', 'Ask', 'Last']):
|
||||
not all(key in data.get('result', {}) for key in keys) or\
|
||||
not all(data.get('result', {})[key] is not None for key in keys):
|
||||
raise ContentDecodingError('{message} params=({pair})'.format(
|
||||
message='Got invalid response from bittrex',
|
||||
pair=pair))
|
||||
|
|
@ -141,6 +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))
|
||||
|
||||
|
|
|
|||
|
|
@ -54,14 +54,14 @@ def refresh_whitelist(whitelist: List[str]) -> List[str]:
|
|||
return final_list
|
||||
|
||||
|
||||
def process_maybe_execute_buy(conf):
|
||||
def process_maybe_execute_buy(conf, interval):
|
||||
"""
|
||||
Tries to execute a buy trade in a safe way
|
||||
:return: True if executed
|
||||
"""
|
||||
try:
|
||||
# Create entity and execute trade
|
||||
if create_trade(float(conf['stake_amount'])):
|
||||
if create_trade(float(_CONF['stake_amount']), interval):
|
||||
return True
|
||||
else:
|
||||
logger.info(
|
||||
|
|
@ -74,7 +74,7 @@ def process_maybe_execute_buy(conf):
|
|||
return False
|
||||
|
||||
|
||||
def process_maybe_execute_sell(trade):
|
||||
def process_maybe_execute_sell(trade, interval):
|
||||
"""
|
||||
Tries to execute a sell trade
|
||||
:return: True if executed
|
||||
|
|
@ -87,11 +87,11 @@ def process_maybe_execute_sell(trade):
|
|||
|
||||
if trade.is_open and trade.open_order_id is None:
|
||||
# Check if we can sell our current pair
|
||||
return handle_trade(trade)
|
||||
return handle_trade(trade, interval)
|
||||
return False
|
||||
|
||||
|
||||
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.
|
||||
|
|
@ -114,10 +114,10 @@ def _process(nb_assets: Optional[int] = 0) -> bool:
|
|||
# Query trades from persistence layer
|
||||
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
||||
if len(trades) < _CONF['max_open_trades']:
|
||||
state_changed = process_maybe_execute_buy(_CONF)
|
||||
state_changed = process_maybe_execute_buy(_CONF, interval)
|
||||
|
||||
for trade in trades:
|
||||
state_changed = process_maybe_execute_sell(trade) or state_changed
|
||||
state_changed |= process_maybe_execute_sell(trade, interval)
|
||||
|
||||
if 'unfilledtimeout' in _CONF:
|
||||
# Check and handle any timed out open orders
|
||||
|
|
@ -291,7 +291,7 @@ 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
|
||||
|
|
@ -319,7 +319,6 @@ 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)
|
||||
|
|
@ -336,7 +335,7 @@ 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
|
||||
|
|
@ -518,6 +517,7 @@ def main(sysargv=sys.argv[1:]) -> int:
|
|||
_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:
|
||||
|
|
|
|||
|
|
@ -116,6 +116,14 @@ def common_args_parser(description: str):
|
|||
type=str,
|
||||
metavar='PATH',
|
||||
)
|
||||
parser.add_argument(
|
||||
'--datadir',
|
||||
help='path to backtest data (default freqdata/tests/testdata)',
|
||||
dest='datadir',
|
||||
default=os.path.join('freqtrade', 'tests', 'testdata'),
|
||||
type=str,
|
||||
metavar='PATH',
|
||||
)
|
||||
return parser
|
||||
|
||||
|
||||
|
|
@ -132,14 +140,6 @@ def parse_args(args: List[str], description: str):
|
|||
action='store_true',
|
||||
dest='dry_run_db',
|
||||
)
|
||||
parser.add_argument(
|
||||
'--datadir',
|
||||
help='path to backtest data (default freqdata/tests/testdata',
|
||||
dest='datadir',
|
||||
default=os.path.join('freqtrade', 'tests', 'testdata'),
|
||||
type=str,
|
||||
metavar='PATH',
|
||||
)
|
||||
parser.add_argument(
|
||||
'--dynamic-whitelist',
|
||||
help='dynamically generate and update whitelist \
|
||||
|
|
@ -155,51 +155,43 @@ def parse_args(args: List[str], description: str):
|
|||
return parser.parse_args(args)
|
||||
|
||||
|
||||
def build_subcommands(parser: argparse.ArgumentParser) -> None:
|
||||
""" Builds and attaches all subcommands """
|
||||
from freqtrade.optimize import backtesting, hyperopt
|
||||
|
||||
subparsers = parser.add_subparsers(dest='subparser')
|
||||
|
||||
# Add backtesting subcommand
|
||||
backtesting_cmd = subparsers.add_parser('backtesting', help='backtesting module')
|
||||
backtesting_cmd.set_defaults(func=backtesting.start)
|
||||
backtesting_cmd.add_argument(
|
||||
def backtesting_options(parser: argparse.ArgumentParser) -> None:
|
||||
parser.add_argument(
|
||||
'-l', '--live',
|
||||
action='store_true',
|
||||
dest='live',
|
||||
help='using live data',
|
||||
)
|
||||
backtesting_cmd.add_argument(
|
||||
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,
|
||||
metavar='INT',
|
||||
)
|
||||
backtesting_cmd.add_argument(
|
||||
parser.add_argument(
|
||||
'--realistic-simulation',
|
||||
help='uses max_open_trades from config to simulate real world limitations',
|
||||
action='store_true',
|
||||
dest='realistic_simulation',
|
||||
)
|
||||
backtesting_cmd.add_argument(
|
||||
parser.add_argument(
|
||||
'-r', '--refresh-pairs-cached',
|
||||
help='refresh the pairs files in tests/testdata with the latest data from Bittrex. \
|
||||
Use it if you want to run your backtesting with up-to-date data.',
|
||||
action='store_true',
|
||||
dest='refresh_pairs',
|
||||
)
|
||||
backtesting_cmd.add_argument(
|
||||
parser.add_argument(
|
||||
'--export',
|
||||
help='Export backtest results, argument are: trades\
|
||||
Example --export trades',
|
||||
Example --export=trades',
|
||||
type=str,
|
||||
default=None,
|
||||
dest='export',
|
||||
)
|
||||
backtesting_cmd.add_argument(
|
||||
parser.add_argument(
|
||||
'--timerange',
|
||||
help='Specify what timerange of data to use.',
|
||||
default=None,
|
||||
|
|
@ -207,10 +199,9 @@ def build_subcommands(parser: argparse.ArgumentParser) -> None:
|
|||
dest='timerange',
|
||||
)
|
||||
|
||||
# Add hyperopt subcommand
|
||||
hyperopt_cmd = subparsers.add_parser('hyperopt', help='hyperopt module')
|
||||
hyperopt_cmd.set_defaults(func=hyperopt.start)
|
||||
hyperopt_cmd.add_argument(
|
||||
|
||||
def hyperopt_options(parser: argparse.ArgumentParser) -> None:
|
||||
parser.add_argument(
|
||||
'-e', '--epochs',
|
||||
help='specify number of epochs (default: 100)',
|
||||
dest='epochs',
|
||||
|
|
@ -218,13 +209,13 @@ def build_subcommands(parser: argparse.ArgumentParser) -> None:
|
|||
type=int,
|
||||
metavar='INT',
|
||||
)
|
||||
hyperopt_cmd.add_argument(
|
||||
parser.add_argument(
|
||||
'--use-mongodb',
|
||||
help='parallelize evaluations with mongodb (requires mongod in PATH)',
|
||||
dest='mongodb',
|
||||
action='store_true',
|
||||
)
|
||||
hyperopt_cmd.add_argument(
|
||||
parser.add_argument(
|
||||
'-i', '--ticker-interval',
|
||||
help='specify ticker interval in minutes (default: 5)',
|
||||
dest='ticker_interval',
|
||||
|
|
@ -232,7 +223,7 @@ def build_subcommands(parser: argparse.ArgumentParser) -> None:
|
|||
type=int,
|
||||
metavar='INT',
|
||||
)
|
||||
hyperopt_cmd.add_argument(
|
||||
parser.add_argument(
|
||||
'--timerange',
|
||||
help='Specify what timerange of data to use.',
|
||||
default=None,
|
||||
|
|
@ -271,11 +262,29 @@ def parse_timerange(text):
|
|||
raise Exception('Incorrect syntax for timerange "%s"' % text)
|
||||
|
||||
|
||||
def build_subcommands(parser: argparse.ArgumentParser) -> None:
|
||||
""" Builds and attaches all subcommands """
|
||||
from freqtrade.optimize import backtesting, hyperopt
|
||||
|
||||
subparsers = parser.add_subparsers(dest='subparser')
|
||||
|
||||
# Add backtesting subcommand
|
||||
backtesting_cmd = subparsers.add_parser('backtesting', help='backtesting module')
|
||||
backtesting_cmd.set_defaults(func=backtesting.start)
|
||||
backtesting_options(backtesting_cmd)
|
||||
|
||||
# Add hyperopt subcommand
|
||||
hyperopt_cmd = subparsers.add_parser('hyperopt', help='hyperopt module')
|
||||
hyperopt_cmd.set_defaults(func=hyperopt.start)
|
||||
hyperopt_options(hyperopt_cmd)
|
||||
|
||||
|
||||
# Required json-schema for user specified config
|
||||
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',
|
||||
|
|
@ -329,7 +338,8 @@ CONF_SCHEMA = {
|
|||
'internals': {
|
||||
'type': 'object',
|
||||
'properties': {
|
||||
'process_throttle_secs': {'type': 'number'}
|
||||
'process_throttle_secs': {'type': 'number'},
|
||||
'interval': {'type': 'integer'}
|
||||
}
|
||||
}
|
||||
},
|
||||
|
|
@ -365,6 +375,7 @@ CONF_SCHEMA = {
|
|||
],
|
||||
'required': [
|
||||
'max_open_trades',
|
||||
'ticker_interval',
|
||||
'stake_currency',
|
||||
'stake_amount',
|
||||
'fiat_display_currency',
|
||||
|
|
|
|||
|
|
@ -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
|
||||
|
|
|
|||
|
|
@ -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'])
|
||||
|
||||
|
|
|
|||
|
|
@ -27,6 +27,7 @@ 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,
|
||||
|
|
|
|||
|
|
@ -200,14 +200,14 @@ def test_get_ticker(default_conf, mocker, ticker):
|
|||
assert ticker['ask'] == 1
|
||||
|
||||
|
||||
def test_get_ticker_history(mocker, ticker):
|
||||
def test_get_ticker_history(default_conf, mocker, ticker):
|
||||
api_mock = MagicMock()
|
||||
tick = 123
|
||||
api_mock.get_ticker_history = MagicMock(return_value=tick)
|
||||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
|
||||
# retrieve original ticker
|
||||
ticks = get_ticker_history(pair='BTC_ETH')
|
||||
ticks = get_ticker_history('BTC_ETH', int(default_conf['ticker_interval']))
|
||||
assert ticks == 123
|
||||
|
||||
# change the ticker
|
||||
|
|
@ -216,7 +216,7 @@ def test_get_ticker_history(mocker, ticker):
|
|||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
|
||||
# ensure caching will still return the original ticker
|
||||
get_ticker_history(pair='BTC_ETH')
|
||||
ticks = get_ticker_history('BTC_ETH', int(default_conf['ticker_interval']))
|
||||
assert ticks == 123
|
||||
|
||||
|
||||
|
|
|
|||
|
|
@ -232,6 +232,11 @@ def test_exchange_bittrex_get_ticker_bad():
|
|||
with pytest.raises(btx.OperationalException, match=r'.*gone bad.*'):
|
||||
wb.get_ticker('BTC_ETH')
|
||||
|
||||
fb.result = {'success': True,
|
||||
'result': {'Bid': 1, 'Ask': 0, 'Last': None}} # incomplete result
|
||||
with pytest.raises(ContentDecodingError, match=r'.*Got invalid response from bittrex params.*'):
|
||||
wb.get_ticker('BTC_ETH')
|
||||
|
||||
|
||||
def test_exchange_bittrex_get_ticker_history_one():
|
||||
wb = make_wrap_bittrex()
|
||||
|
|
|
|||
|
|
@ -44,6 +44,23 @@ 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)
|
||||
|
|
@ -52,7 +69,7 @@ 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,
|
||||
|
|
@ -114,17 +131,28 @@ 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)
|
||||
|
||||
|
||||
|
|
@ -140,7 +168,7 @@ 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)
|
||||
|
|
@ -185,10 +213,11 @@ def test_load_tickerdata_file():
|
|||
assert _btc_unittest_length == len(tickerdata)
|
||||
|
||||
|
||||
def test_init(mocker):
|
||||
def test_init(default_conf, mocker):
|
||||
conf = {'exchange': {'pair_whitelist': []}}
|
||||
mocker.patch('freqtrade.optimize.hyperopt_optimize_conf', return_value=conf)
|
||||
assert {} == optimize.load_data('', pairs=[], refresh_pairs=True)
|
||||
assert {} == optimize.load_data('', pairs=[], refresh_pairs=True,
|
||||
ticker_interval=int(default_conf['ticker_interval']))
|
||||
|
||||
|
||||
def test_tickerdata_to_dataframe():
|
||||
|
|
|
|||
|
|
@ -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)
|
||||
|
||||
|
|
|
|||
|
|
@ -44,13 +44,13 @@ 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):
|
||||
|
|
@ -59,46 +59,46 @@ 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_empty(mocker, caplog):
|
||||
def test_get_signal_empty(default_conf, mocker, caplog):
|
||||
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=None)
|
||||
assert (False, False) == get_signal('foo')
|
||||
assert (False, False) == get_signal('foo', int(default_conf['ticker_interval']))
|
||||
assert tt.log_has('Empty ticker history for pair foo',
|
||||
caplog.record_tuples)
|
||||
|
||||
|
||||
def test_get_signal_execption_valueerror(mocker, caplog):
|
||||
def test_get_signal_exception_valueerror(default_conf, mocker, caplog):
|
||||
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
|
||||
mocker.patch('freqtrade.analyze.analyze_ticker',
|
||||
side_effect=ValueError('xyz'))
|
||||
assert (False, False) == get_signal('foo')
|
||||
assert (False, False) == get_signal('foo', int(default_conf['ticker_interval']))
|
||||
assert tt.log_has('Unable to analyze ticker for pair foo: xyz',
|
||||
caplog.record_tuples)
|
||||
|
||||
|
||||
def test_get_signal_empty_dataframe(mocker, caplog):
|
||||
def test_get_signal_empty_dataframe(default_conf, mocker, caplog):
|
||||
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
|
||||
mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame([]))
|
||||
assert (False, False) == get_signal('xyz')
|
||||
assert (False, False) == get_signal('xyz', int(default_conf['ticker_interval']))
|
||||
assert tt.log_has('Empty dataframe for pair xyz',
|
||||
caplog.record_tuples)
|
||||
|
||||
|
||||
def test_get_signal_old_dataframe(mocker, caplog):
|
||||
def test_get_signal_old_dataframe(default_conf, mocker, caplog):
|
||||
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
|
||||
# FIX: The get_signal function has hardcoded 10, which we must inturn hardcode
|
||||
oldtime = arrow.utcnow() - datetime.timedelta(minutes=11)
|
||||
ticks = DataFrame([{'buy': 1, 'date': oldtime}])
|
||||
mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame(ticks))
|
||||
assert (False, False) == get_signal('xyz')
|
||||
assert (False, False) == get_signal('xyz', int(default_conf['ticker_interval']))
|
||||
assert tt.log_has('Too old dataframe for pair xyz',
|
||||
caplog.record_tuples)
|
||||
|
||||
|
|
@ -108,4 +108,4 @@ 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)
|
||||
|
|
|
|||
|
|
@ -50,9 +50,9 @@ def test_main_start_hyperopt(mocker):
|
|||
def test_process_maybe_execute_buy(default_conf, mocker):
|
||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||
mocker.patch('freqtrade.main.create_trade', return_value=True)
|
||||
assert main.process_maybe_execute_buy(default_conf)
|
||||
assert main.process_maybe_execute_buy(default_conf, int(default_conf['ticker_interval']))
|
||||
mocker.patch('freqtrade.main.create_trade', return_value=False)
|
||||
assert not main.process_maybe_execute_buy(default_conf)
|
||||
assert not main.process_maybe_execute_buy(default_conf, int(default_conf['ticker_interval']))
|
||||
|
||||
|
||||
def test_process_maybe_execute_sell(default_conf, mocker):
|
||||
|
|
@ -61,17 +61,17 @@ def test_process_maybe_execute_sell(default_conf, mocker):
|
|||
mocker.patch('freqtrade.exchange.get_order', return_value=1)
|
||||
trade = MagicMock()
|
||||
trade.open_order_id = '123'
|
||||
assert not main.process_maybe_execute_sell(trade)
|
||||
assert not main.process_maybe_execute_sell(trade, int(default_conf['ticker_interval']))
|
||||
trade.is_open = True
|
||||
trade.open_order_id = None
|
||||
# Assert we call handle_trade() if trade is feasible for execution
|
||||
assert main.process_maybe_execute_sell(trade)
|
||||
assert main.process_maybe_execute_sell(trade, int(default_conf['ticker_interval']))
|
||||
|
||||
|
||||
def test_process_maybe_execute_buy_exception(default_conf, mocker, caplog):
|
||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||
mocker.patch('freqtrade.main.create_trade', MagicMock(side_effect=DependencyException))
|
||||
main.process_maybe_execute_buy(default_conf)
|
||||
main.process_maybe_execute_buy(default_conf, int(default_conf['ticker_interval']))
|
||||
tt.log_has('Unable to create trade:', caplog.record_tuples)
|
||||
|
||||
|
||||
|
|
@ -90,7 +90,7 @@ 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()
|
||||
|
|
@ -116,7 +116,7 @@ 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()
|
||||
|
||||
|
|
@ -134,7 +134,7 @@ 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]
|
||||
|
|
@ -154,12 +154,12 @@ 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
|
||||
|
||||
|
||||
|
|
@ -175,7 +175,7 @@ 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
|
||||
|
|
@ -205,7 +205,7 @@ 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
|
||||
|
||||
|
|
@ -220,7 +220,7 @@ 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):
|
||||
|
|
@ -236,7 +236,7 @@ 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):
|
||||
|
|
@ -253,7 +253,7 @@ 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_create_trade_no_signal(default_conf, ticker, mocker):
|
||||
|
|
@ -267,7 +267,7 @@ def test_create_trade_no_signal(default_conf, ticker, mocker):
|
|||
stake_amount = 10
|
||||
Trade.query = MagicMock()
|
||||
Trade.query.filter = MagicMock()
|
||||
assert not create_trade(stake_amount)
|
||||
assert not create_trade(stake_amount, int(default_conf['ticker_interval']))
|
||||
|
||||
|
||||
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
|
||||
|
|
@ -287,7 +287,7 @@ 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
|
||||
|
|
@ -296,7 +296,7 @@ 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
|
||||
|
|
@ -321,7 +321,7 @@ 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()
|
||||
|
|
@ -329,21 +329,21 @@ 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
|
||||
|
|
@ -351,7 +351,7 @@ 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):
|
||||
|
|
@ -367,7 +367,7 @@ 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
|
||||
|
|
@ -378,11 +378,11 @@ 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
|
||||
|
||||
|
||||
|
|
@ -399,16 +399,16 @@ 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
|
||||
|
||||
|
|
@ -424,7 +424,7 @@ 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
|
||||
|
|
@ -434,7 +434,7 @@ 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):
|
||||
|
|
@ -600,7 +600,7 @@ 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
|
||||
|
|
@ -637,7 +637,7 @@ 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
|
||||
|
|
@ -656,7 +656,7 @@ 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())
|
||||
|
|
@ -667,7 +667,39 @@ 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
|
||||
|
|
@ -707,12 +739,12 @@ 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):
|
||||
|
|
@ -735,12 +767,12 @@ 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):
|
||||
|
|
@ -763,12 +795,12 @@ 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):
|
||||
|
|
@ -791,10 +823,9 @@ 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
1
freqtrade/tests/testdata/BTC_UNITEST-30.json
vendored
Normal file
File diff suppressed because one or more lines are too long
|
|
@ -18,20 +18,26 @@ 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)
|
||||
|
||||
|
||||
def plot_analyzed_dataframe(args) -> None:
|
||||
def plot_analyzed_dataframe(args):
|
||||
"""
|
||||
Calls analyze() and plots the returned dataframe
|
||||
: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) -> None:
|
|||
|
||||
# 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')
|
||||
|
|
|
|||
155
scripts/plot_profit.py
Executable file
155
scripts/plot_profit.py
Executable file
|
|
@ -0,0 +1,155 @@
|
|||
#!/usr/bin/env python3
|
||||
|
||||
import sys
|
||||
import argparse
|
||||
import json
|
||||
import matplotlib.pyplot as plt
|
||||
import numpy as np
|
||||
|
||||
import freqtrade.optimize as optimize
|
||||
import freqtrade.misc as misc
|
||||
import freqtrade.exchange as exchange
|
||||
import freqtrade.analyze as analyze
|
||||
|
||||
|
||||
def plot_parse_args(args ):
|
||||
parser = misc.common_args_parser('Graph utility')
|
||||
# FIX: perhaps delete those backtesting options that are not feasible (shows up in -h)
|
||||
misc.backtesting_options(parser)
|
||||
parser.add_argument(
|
||||
'-p', '--pair',
|
||||
help = 'Show profits for only this pairs. Pairs are comma-separated.',
|
||||
dest = 'pair',
|
||||
default = None
|
||||
)
|
||||
return parser.parse_args(args)
|
||||
|
||||
|
||||
# data:: [ pair, profit-%, enter, exit, time, duration]
|
||||
# data:: ['BTC_XMR', 0.00537847, '1511176800', '1511178000', 5057, 1]
|
||||
# FIX: make use of the enter/exit dates to insert the
|
||||
# profit more precisely into the pg array
|
||||
def make_profit_array(data, px, filter_pairs=[]):
|
||||
pg = np.zeros(px)
|
||||
# Go through the trades
|
||||
# and make an total profit
|
||||
# array
|
||||
for trade in data:
|
||||
pair = trade[0]
|
||||
if filter_pairs and pair not in filter_pairs:
|
||||
continue
|
||||
profit = trade[1]
|
||||
tim = trade[4]
|
||||
dur = trade[5]
|
||||
pg[tim+dur-1] += profit
|
||||
|
||||
# rewrite the pg array to go from
|
||||
# total profits at each timeframe
|
||||
# to accumulated profits
|
||||
pa = 0
|
||||
for x in range(0,len(pg)):
|
||||
p = pg[x] # Get current total percent
|
||||
pa += p # Add to the accumulated percent
|
||||
pg[x] = pa # write back to save memory
|
||||
|
||||
return pg
|
||||
|
||||
|
||||
def plot_profit(args) -> None:
|
||||
"""
|
||||
Plots the total profit for all pairs.
|
||||
Note, the profit calculation isn't realistic.
|
||||
But should be somewhat proportional, and therefor useful
|
||||
in helping out to find a good algorithm.
|
||||
"""
|
||||
|
||||
# We need to use the same pairs, same tick_interval
|
||||
# and same timeperiod as used in backtesting
|
||||
# to match the tickerdata against the profits-results
|
||||
|
||||
filter_pairs = args.pair
|
||||
|
||||
config = misc.load_config(args.config)
|
||||
pairs = config['exchange']['pair_whitelist']
|
||||
if filter_pairs:
|
||||
filter_pairs = filter_pairs.split(',')
|
||||
pairs = list(set(pairs) & set(filter_pairs))
|
||||
print('Filter, keep pairs %s' % pairs)
|
||||
|
||||
tickers = optimize.load_data(args.datadir, pairs=pairs,
|
||||
ticker_interval=args.ticker_interval,
|
||||
refresh_pairs=False)
|
||||
dataframes = optimize.preprocess(tickers)
|
||||
|
||||
# Make an average close price of all the pairs that was involved.
|
||||
# this could be useful to gauge the overall market trend
|
||||
|
||||
# FIX: since the dataframes are of unequal length,
|
||||
# andor has different dates, we need to merge them
|
||||
# But we dont have the date information in the
|
||||
# backtesting results, this is needed to match the dates
|
||||
# For now, assume the dataframes are aligned.
|
||||
max_x = 0
|
||||
for pair, pair_data in dataframes.items():
|
||||
n = len(pair_data['close'])
|
||||
max_x = max(max_x, n)
|
||||
# if max_x != n:
|
||||
# raise Exception('Please rerun script. Input data has different lengths %s'
|
||||
# %('Different pair length: %s <=> %s' %(max_x, n)))
|
||||
print('max_x: %s' %(max_x))
|
||||
|
||||
# We are essentially saying:
|
||||
# array <- sum dataframes[*]['close'] / num_items dataframes
|
||||
# FIX: there should be some onliner numpy/panda for this
|
||||
avgclose = np.zeros(max_x)
|
||||
num = 0
|
||||
for pair, pair_data in dataframes.items():
|
||||
close = pair_data['close']
|
||||
maxprice = max(close) # Normalize price to [0,1]
|
||||
print('Pair %s has length %s' %(pair, len(close)))
|
||||
for x in range(0, len(close)):
|
||||
avgclose[x] += close[x] / maxprice
|
||||
# avgclose += close
|
||||
num += 1
|
||||
avgclose /= num
|
||||
|
||||
# Load the profits results
|
||||
# And make an profits-growth array
|
||||
|
||||
filename = 'backtest-result.json'
|
||||
with open(filename) as file:
|
||||
data = json.load(file)
|
||||
pg = make_profit_array(data, max_x, filter_pairs)
|
||||
|
||||
#
|
||||
# Plot the pairs average close prices, and total profit growth
|
||||
#
|
||||
|
||||
fig, (ax1, ax2, ax3) = plt.subplots(3, sharex=True)
|
||||
fig.suptitle('total profit')
|
||||
ax1.plot(avgclose, label='avgclose')
|
||||
ax2.plot(pg, label='profit')
|
||||
ax1.legend(loc='upper left')
|
||||
ax2.legend(loc='upper left')
|
||||
|
||||
# FIX if we have one line pair in paris
|
||||
# then skip the plotting of the third graph,
|
||||
# or change what we plot
|
||||
# In third graph, we plot each profit separately
|
||||
for pair in pairs:
|
||||
pg = make_profit_array(data, max_x, pair)
|
||||
ax3.plot(pg, label=pair)
|
||||
ax3.legend(loc='upper left')
|
||||
# black background to easier see multiple colors
|
||||
ax3.set_facecolor('black')
|
||||
|
||||
# Fine-tune figure; make subplots close to each other and hide x ticks for
|
||||
# all but bottom plot.
|
||||
fig.subplots_adjust(hspace=0)
|
||||
plt.setp([a.get_xticklabels() for a in fig.axes[:-1]], visible=False)
|
||||
plt.show()
|
||||
|
||||
|
||||
if __name__ == '__main__':
|
||||
args = plot_parse_args(sys.argv[1:])
|
||||
plot_profit(args)
|
||||
Loading…
Reference in New Issue
Block a user