lychiyu/freqtrade_origin
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2024-09-20 09:31:12 +00:00
Code Issues Actions 1 Packages Projects Releases Wiki Activity

Merge remote-tracking branch 'origin' into use-datasieve

Browse Source
This commit is contained in:
robcaulk 2023-06-07 19:23:36 +02:00
commit f10f00f5e8
37 changed files with 1073 additions and 612 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

5
.devcontainer/Dockerfile
View File

@ -1,11 +1,12 @@
FROM freqtradeorg/freqtrade:develop
FROM freqtradeorg/freqtrade:develop_freqairl
USER root
# Install dependencies
COPY requirements-dev.txt /freqtrade/
RUN apt-get update \
&& apt-get -y install git mercurial sudo vim build-essential \
&& apt-get -y install --no-install-recommends apt-utils dialog \
&& apt-get -y install --no-install-recommends git sudo vim build-essential \
&& apt-get clean \
&& mkdir -p /home/ftuser/.vscode-server /home/ftuser/.vscode-server-insiders /home/ftuser/commandhistory \
&& echo "export PROMPT_COMMAND='history -a'" >> /home/ftuser/.bashrc \

35
.devcontainer/devcontainer.json
View File

@ -19,23 +19,24 @@
"postCreateCommand": "freqtrade create-userdir --userdir user_data/",
"workspaceFolder": "/workspaces/freqtrade",
"settings": {
"terminal.integrated.shell.linux": "/bin/bash",
"editor.insertSpaces": true,
"files.trimTrailingWhitespace": true,
"[markdown]": {
"files.trimTrailingWhitespace": false,
"customizations": {
"settings": {
"terminal.integrated.shell.linux": "/bin/bash",
"editor.insertSpaces": true,
"files.trimTrailingWhitespace": true,
"[markdown]": {
"files.trimTrailingWhitespace": false,
},
"python.pythonPath": "/usr/local/bin/python",
},
"python.pythonPath": "/usr/local/bin/python",
},
// Add the IDs of extensions you want installed when the container is created.
"extensions": [
"ms-python.python",
"ms-python.vscode-pylance",
"davidanson.vscode-markdownlint",
"ms-azuretools.vscode-docker",
"vscode-icons-team.vscode-icons",
],
// Add the IDs of extensions you want installed when the container is created.
"extensions": [
"ms-python.python",
"ms-python.vscode-pylance",
"davidanson.vscode-markdownlint",
"ms-azuretools.vscode-docker",
"vscode-icons-team.vscode-icons",
],
}
}

6
.pre-commit-config.yaml
View File

@ -8,14 +8,14 @@ repos:
# stages: [push]
- repo: https://github.com/pre-commit/mirrors-mypy
rev: "v1.0.1"
rev: "v1.3.0"
hooks:
- id: mypy
exclude: build_helpers
additional_dependencies:
- types-cachetools==5.3.0.5
- types-filelock==3.2.7
- types-requests==2.30.0.0
- types-requests==2.31.0.1
- types-tabulate==0.9.0.2
- types-python-dateutil==2.8.19.13
- SQLAlchemy==2.0.15
@ -30,7 +30,7 @@ repos:
- repo: https://github.com/charliermarsh/ruff-pre-commit
# Ruff version.
rev: 'v0.0.263'
rev: 'v0.0.270'
hooks:
- id: ruff

2
docs/freqai.md
View File

@ -76,7 +76,7 @@ pip install -r requirements-freqai.txt
### Usage with docker
If you are using docker, a dedicated tag with FreqAI dependencies is available as `:freqai`. As such - you can replace the image line in your docker compose file with `image: freqtradeorg/freqtrade:develop_freqai`. This image contains the regular FreqAI dependencies. Similar to native installs, Catboost will not be available on ARM based devices.
If you are using docker, a dedicated tag with FreqAI dependencies is available as `:freqai`. As such - you can replace the image line in your docker compose file with `image: freqtradeorg/freqtrade:develop_freqai`. This image contains the regular FreqAI dependencies. Similar to native installs, Catboost will not be available on ARM based devices. If you would like to use PyTorch or Reinforcement learning, you should use the torch or RL tags, `image: freqtradeorg/freqtrade:develop_freqaitorch`, `image: freqtradeorg/freqtrade:develop_freqairl`.
!!! note "docker-compose-freqai.yml"
We do provide an explicit docker-compose file for this in `docker/docker-compose-freqai.yml` - which can be used via `docker compose -f docker/docker-compose-freqai.yml run ...` - or can be copied to replace the original docker file. This docker-compose file also contains a (disabled) section to enable GPU resources within docker containers. This obviously assumes the system has GPU resources available.

2
docs/requirements-docs.txt
View File

@ -1,6 +1,6 @@
markdown==3.3.7
mkdocs==1.4.3
mkdocs-material==9.1.14
mkdocs-material==9.1.15
mdx_truly_sane_lists==1.3
pymdown-extensions==10.0.1
jinja2==3.1.2

8
docs/strategy-customization.md
View File

@ -342,16 +342,12 @@ The above configuration would therefore mean:
The calculation does include fees.
To disable ROI completely, set it to an insanely high number:
To disable ROI completely, set it to an empty dictionary:
```python
minimal_roi = {
"0": 100
}
minimal_roi = {}
```
While technically not completely disabled, this would exit once the trade reaches 10000% Profit.
To use times based on candle duration (timeframe), the following snippet can be handy.
This will allow you to change the timeframe for the strategy, and ROI times will still be set as candles (e.g. after 3 candles ...)

2
freqtrade/__init__.py
View File

@ -1,5 +1,5 @@
""" Freqtrade bot """
__version__ = '2023.5.dev'
__version__ = '2023.6.dev'
if 'dev' in __version__:
from pathlib import Path

37
freqtrade/commands/list_commands.py
View File

@ -1,7 +1,7 @@
import csv
import logging
import sys
from typing import Any, Dict, List
from typing import Any, Dict, List, Union
import rapidjson
from colorama import Fore, Style
@ -11,9 +11,10 @@ from tabulate import tabulate
from freqtrade.configuration import setup_utils_configuration
from freqtrade.enums import RunMode
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import market_is_active, validate_exchanges
from freqtrade.exchange import list_available_exchanges, market_is_active
from freqtrade.misc import parse_db_uri_for_logging, plural
from freqtrade.resolvers import ExchangeResolver, StrategyResolver
from freqtrade.types import ValidExchangesType
logger = logging.getLogger(__name__)
@ -25,18 +26,42 @@ def start_list_exchanges(args: Dict[str, Any]) -> None:
:param args: Cli args from Arguments()
:return: None
"""
exchanges = validate_exchanges(args['list_exchanges_all'])
exchanges = list_available_exchanges(args['list_exchanges_all'])
if args['print_one_column']:
print('\n'.join([e[0] for e in exchanges]))
print('\n'.join([e['name'] for e in exchanges]))
else:
headers = {
'name': 'Exchange name',
'valid': 'Valid',
'supported': 'Supported',
'trade_modes': 'Markets',
'comment': 'Reason',
}
def build_entry(exchange: ValidExchangesType, valid: bool):
valid_entry = {'valid': exchange['valid']} if valid else {}
result: Dict[str, Union[str, bool]] = {
'name': exchange['name'],
**valid_entry,
'supported': 'Official' if exchange['supported'] else '',
'trade_modes': ', '.join(
(f"{a['margin_mode']} " if a['margin_mode'] else '') + a['trading_mode']
for a in exchange['trade_modes']
),
'comment': exchange['comment'],
}
return result
if args['list_exchanges_all']:
print("All exchanges supported by the ccxt library:")
exchanges = [build_entry(e, True) for e in exchanges]
else:
print("Exchanges available for Freqtrade:")
exchanges = [e for e in exchanges if e[1] is not False]
exchanges = [build_entry(e, False) for e in exchanges if e['valid'] is not False]
print(tabulate(exchanges, headers=['Exchange name', 'Valid', 'reason']))
print(tabulate(exchanges, headers=headers, ))
def _print_objs_tabular(objs: List, print_colorized: bool) -> None:

2
freqtrade/configuration/config_validation.py
View File

@ -174,7 +174,7 @@ def _validate_whitelist(conf: Dict[str, Any]) -> None:
return
for pl in conf.get('pairlists', [{'method': 'StaticPairList'}]):
if (pl.get('method') == 'StaticPairList'
if (isinstance(pl, dict) and pl.get('method') == 'StaticPairList'
and not conf.get('exchange', {}).get('pair_whitelist')):
raise OperationalException("StaticPairList requires pair_whitelist to be set.")

1
freqtrade/constants.py
View File

@ -148,7 +148,6 @@ CONF_SCHEMA = {
'patternProperties': {
'^[0-9.]+$': {'type': 'number'}
},
'minProperties': 1
},
'amount_reserve_percent': {'type': 'number', 'minimum': 0.0, 'maximum': 0.5},
'stoploss': {'type': 'number', 'maximum': 0, 'exclusiveMaximum': True, 'minimum': -1},

10
freqtrade/exchange/__init__.py
View File

@ -13,11 +13,11 @@ from freqtrade.exchange.exchange_utils import (ROUND_DOWN, ROUND_UP, amount_to_c
amount_to_contracts, amount_to_precision,
available_exchanges, ccxt_exchanges,
contracts_to_amount, date_minus_candles,
is_exchange_known_ccxt, market_is_active,
price_to_precision, timeframe_to_minutes,
timeframe_to_msecs, timeframe_to_next_date,
timeframe_to_prev_date, timeframe_to_seconds,
validate_exchange, validate_exchanges)
is_exchange_known_ccxt, list_available_exchanges,
market_is_active, price_to_precision,
timeframe_to_minutes, timeframe_to_msecs,
timeframe_to_next_date, timeframe_to_prev_date,
timeframe_to_seconds, validate_exchange)
from freqtrade.exchange.gate import Gate
from freqtrade.exchange.hitbtc import Hitbtc
from freqtrade.exchange.huobi import Huobi

1154
freqtrade/exchange/binance_leverage_tiers.json
View File

File diff suppressed because it is too large Load Diff

68
freqtrade/exchange/exchange.py
View File

@ -191,7 +191,7 @@ class Exchange:
# Converts the interval provided in minutes in config to seconds
self.markets_refresh_interval: int = exchange_conf.get(
"markets_refresh_interval", 60) * 60
"markets_refresh_interval", 60) * 60 * 1000
if self.trading_mode != TradingMode.SPOT and load_leverage_tiers:
self.fill_leverage_tiers()
@ -1662,39 +1662,18 @@ class Exchange:
price_side = self._get_price_side(side, is_short, conf_strategy)
price_side_word = price_side.capitalize()
if conf_strategy.get('use_order_book', False):
order_book_top = conf_strategy.get('order_book_top', 1)
if order_book is None:
order_book = self.fetch_l2_order_book(pair, order_book_top)
logger.debug('order_book %s', order_book)
# top 1 = index 0
try:
obside: OBLiteral = 'bids' if price_side == 'bid' else 'asks'
rate = order_book[obside][order_book_top - 1][0]
except (IndexError, KeyError) as e:
logger.warning(
f"{pair} - {name} Price at location {order_book_top} from orderbook "
f"could not be determined. Orderbook: {order_book}"
)
raise PricingError from e
logger.debug(f"{pair} - {name} price from orderbook {price_side_word}"
f"side - top {order_book_top} order book {side} rate {rate:.8f}")
rate = self._get_rate_from_ob(pair, side, order_book, name, price_side,
order_book_top)
else:
logger.debug(f"Using Last {price_side_word} / Last Price")
logger.debug(f"Using Last {price_side.capitalize()} / Last Price")
if ticker is None:
ticker = self.fetch_ticker(pair)
ticker_rate = ticker[price_side]
if ticker['last'] and ticker_rate:
if side == 'entry' and ticker_rate > ticker['last']:
balance = conf_strategy.get('price_last_balance', 0.0)
ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)
elif side == 'exit' and ticker_rate < ticker['last']:
balance = conf_strategy.get('price_last_balance', 0.0)
ticker_rate = ticker_rate - balance * (ticker_rate - ticker['last'])
rate = ticker_rate
rate = self._get_rate_from_ticker(side, ticker, conf_strategy, price_side)
if rate is None:
raise PricingError(f"{name}-Rate for {pair} was empty.")
@ -1703,6 +1682,43 @@ class Exchange:
return rate
def _get_rate_from_ticker(self, side: EntryExit, ticker: Ticker, conf_strategy: Dict[str, Any],
price_side: BidAsk) -> Optional[float]:
"""
Get rate from ticker.
"""
ticker_rate = ticker[price_side]
if ticker['last'] and ticker_rate:
if side == 'entry' and ticker_rate > ticker['last']:
balance = conf_strategy.get('price_last_balance', 0.0)
ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)
elif side == 'exit' and ticker_rate < ticker['last']:
balance = conf_strategy.get('price_last_balance', 0.0)
ticker_rate = ticker_rate - balance * (ticker_rate - ticker['last'])
rate = ticker_rate
return rate
def _get_rate_from_ob(self, pair: str, side: EntryExit, order_book: OrderBook, name: str,
price_side: BidAsk, order_book_top: int) -> float:
"""
Get rate from orderbook
:raises: PricingError if rate could not be determined.
"""
logger.debug('order_book %s', order_book)
# top 1 = index 0
try:
obside: OBLiteral = 'bids' if price_side == 'bid' else 'asks'
rate = order_book[obside][order_book_top - 1][0]
except (IndexError, KeyError) as e:
logger.warning(
f"{pair} - {name} Price at location {order_book_top} from orderbook "
f"could not be determined. Orderbook: {order_book}"
)
raise PricingError from e
logger.debug(f"{pair} - {name} price from orderbook {price_side.capitalize()}"
f"side - top {order_book_top} order book {side} rate {rate:.8f}")
return rate
def get_rates(self, pair: str, refresh: bool, is_short: bool) -> Tuple[float, float]:
entry_rate = None
exit_rate = None

37
freqtrade/exchange/exchange_utils.py
View File

@ -9,7 +9,9 @@ import ccxt
from ccxt import (DECIMAL_PLACES, ROUND, ROUND_DOWN, ROUND_UP, SIGNIFICANT_DIGITS, TICK_SIZE,
TRUNCATE, decimal_to_precision)
from freqtrade.exchange.common import BAD_EXCHANGES, EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED
from freqtrade.exchange.common import (BAD_EXCHANGES, EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED,
SUPPORTED_EXCHANGES)
from freqtrade.types import ValidExchangesType
from freqtrade.util import FtPrecise
from freqtrade.util.datetime_helpers import dt_from_ts, dt_ts
@ -55,14 +57,41 @@ def validate_exchange(exchange: str) -> Tuple[bool, str]:
return True, ''
def validate_exchanges(all_exchanges: bool) -> List[Tuple[str, bool, str]]:
def _build_exchange_list_entry(
exchange_name: str, exchangeClasses: Dict[str, Any]) -> ValidExchangesType:
valid, comment = validate_exchange(exchange_name)
result: ValidExchangesType = {
'name': exchange_name,
'valid': valid,
'supported': exchange_name.lower() in SUPPORTED_EXCHANGES,
'comment': comment,
'trade_modes': [{'trading_mode': 'spot', 'margin_mode': ''}],
}
if resolved := exchangeClasses.get(exchange_name.lower()):
supported_modes = [{'trading_mode': 'spot', 'margin_mode': ''}] + [
{'trading_mode': tm.value, 'margin_mode': mm.value}
for tm, mm in resolved['class']._supported_trading_mode_margin_pairs
]
result.update({
'trade_modes': supported_modes,
})
return result
def list_available_exchanges(all_exchanges: bool) -> List[ValidExchangesType]:
"""
:return: List of tuples with exchangename, valid, reason.
"""
exchanges = ccxt_exchanges() if all_exchanges else available_exchanges()
exchanges_valid = [
(e, *validate_exchange(e)) for e in exchanges
from freqtrade.resolvers.exchange_resolver import ExchangeResolver
subclassed = {e['name'].lower(): e for e in ExchangeResolver.search_all_objects({}, False)}
exchanges_valid: List[ValidExchangesType] = [
_build_exchange_list_entry(e, subclassed) for e in exchanges
]
return exchanges_valid

1
freqtrade/exchange/gate.py
View File

@ -33,7 +33,6 @@ class Gate(Exchange):
_ft_has_futures: Dict = {
"needs_trading_fees": True,
"marketOrderRequiresPrice": False,
"tickers_have_bid_ask": False,
"fee_cost_in_contracts": False, # Set explicitly to false for clarity
"order_props_in_contracts": ['amount', 'filled', 'remaining'],
"stop_price_type_field": "price_type",

4
freqtrade/freqtradebot.py
View File

@ -1302,6 +1302,10 @@ class FreqtradeBot(LoggingMixin):
f"(orderid:{order['id']}) in order to add another one ...")
self.cancel_stoploss_on_exchange(trade)
if not trade.is_open:
logger.warning(
f"Trade {trade} is closed, not creating trailing stoploss order.")
return
# Create new stoploss order
if not self.create_stoploss_order(trade=trade, stop_price=stoploss_norm):

2
freqtrade/loggers/__init__.py
View File

@ -32,7 +32,7 @@ def _set_loggers(verbosity: int = 0, api_verbosity: str = 'info') -> None:
logging.INFO if verbosity <= 2 else logging.DEBUG
)
logging.getLogger('telegram').setLevel(logging.INFO)
logging.getLogger('httpx').setLevel(logging.INFO)
logging.getLogger('httpx').setLevel(logging.WARNING)
logging.getLogger('werkzeug').setLevel(
logging.ERROR if api_verbosity == 'error' else logging.INFO

4
freqtrade/plugins/pairlist/VolatilityFilter.py
View File

@ -74,7 +74,7 @@ class VolatilityFilter(IPairList):
needed_pairs: ListPairsWithTimeframes = [
(p, '1d', self._def_candletype) for p in pairlist if p not in self._pair_cache]
since_ms = dt_ts(dt_floor_day(dt_now()) - timedelta(days=self._days - 1))
since_ms = dt_ts(dt_floor_day(dt_now()) - timedelta(days=self._days))
# Get all candles
candles = {}
if needed_pairs:
@ -103,7 +103,7 @@ class VolatilityFilter(IPairList):
result = False
if daily_candles is not None and not daily_candles.empty:
returns = (np.log(daily_candles.close / daily_candles.close.shift(-1)))
returns = (np.log(daily_candles["close"].shift(1) / daily_candles["close"]))
returns.fillna(0, inplace=True)
volatility_series = returns.rolling(window=self._days).std() * np.sqrt(self._days)

26
freqtrade/resolvers/exchange_resolver.py
View File

@ -2,7 +2,8 @@
This module loads custom exchanges
"""
import logging
from typing import Optional
from inspect import isclass
from typing import Any, Dict, List, Optional
import freqtrade.exchange as exchanges
from freqtrade.constants import Config, ExchangeConfig
@ -72,3 +73,26 @@ class ExchangeResolver(IResolver):
f"Impossible to load Exchange '{exchange_name}'. This class does not exist "
"or contains Python code errors."
)
@classmethod
def search_all_objects(cls, config: Config, enum_failed: bool,
recursive: bool = False) -> List[Dict[str, Any]]:
"""
Searches for valid objects
:param config: Config object
:param enum_failed: If True, will return None for modules which fail.
Otherwise, failing modules are skipped.
:param recursive: Recursively walk directory tree searching for strategies
:return: List of dicts containing 'name', 'class' and 'location' entries
"""
result = []
for exchange_name in dir(exchanges):
exchange = getattr(exchanges, exchange_name)
if isclass(exchange) and issubclass(exchange, Exchange):
result.append({
'name': exchange_name,
'class': exchange,
'location': exchange.__module__,
'location_rel: ': exchange.__module__.replace('freqtrade.', ''),
})
return result

2
freqtrade/resolvers/iresolver.py
View File

@ -41,7 +41,7 @@ class IResolver:
object_type: Type[Any]
object_type_str: str
user_subdir: Optional[str] = None
initial_search_path: Optional[Path]
initial_search_path: Optional[Path] = None
# Optional config setting containing a path (strategy_path, freqaimodel_path)
extra_path: Optional[str] = None

17
freqtrade/rpc/api_server/api_backtest.py
View File

@ -16,14 +16,14 @@ from freqtrade.exchange.common import remove_exchange_credentials
from freqtrade.misc import deep_merge_dicts
from freqtrade.rpc.api_server.api_schemas import (BacktestHistoryEntry, BacktestRequest,
BacktestResponse)
from freqtrade.rpc.api_server.deps import get_config, is_webserver_mode
from freqtrade.rpc.api_server.deps import get_config
from freqtrade.rpc.api_server.webserver_bgwork import ApiBG
from freqtrade.rpc.rpc import RPCException
logger = logging.getLogger(__name__)
# Private API, protected by authentication
# Private API, protected by authentication and webserver_mode dependency
router = APIRouter()
@ -102,7 +102,7 @@ def __run_backtest_bg(btconfig: Config):
@router.post('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
async def api_start_backtest(
bt_settings: BacktestRequest, background_tasks: BackgroundTasks,
config=Depends(get_config), ws_mode=Depends(is_webserver_mode)):
config=Depends(get_config)):
ApiBG.bt['bt_error'] = None
"""Start backtesting if not done so already"""
if ApiBG.bgtask_running:
@ -143,7 +143,7 @@ async def api_start_backtest(
@router.get('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
def api_get_backtest(ws_mode=Depends(is_webserver_mode)):
def api_get_backtest():
"""
Get backtesting result.
Returns Result after backtesting has been ran.
@ -188,7 +188,7 @@ def api_get_backtest(ws_mode=Depends(is_webserver_mode)):
@router.delete('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
def api_delete_backtest(ws_mode=Depends(is_webserver_mode)):
def api_delete_backtest():
"""Reset backtesting"""
if ApiBG.bgtask_running:
return {
@ -215,7 +215,7 @@ def api_delete_backtest(ws_mode=Depends(is_webserver_mode)):
@router.get('/backtest/abort', response_model=BacktestResponse, tags=['webserver', 'backtest'])
def api_backtest_abort(ws_mode=Depends(is_webserver_mode)):
def api_backtest_abort():
if not ApiBG.bgtask_running:
return {
"status": "not_running",
@ -236,15 +236,14 @@ def api_backtest_abort(ws_mode=Depends(is_webserver_mode)):
@router.get('/backtest/history', response_model=List[BacktestHistoryEntry],
tags=['webserver', 'backtest'])
def api_backtest_history(config=Depends(get_config), ws_mode=Depends(is_webserver_mode)):
def api_backtest_history(config=Depends(get_config)):
# Get backtest result history, read from metadata files
return get_backtest_resultlist(config['user_data_dir'] / 'backtest_results')
@router.get('/backtest/history/result', response_model=BacktestResponse,
tags=['webserver', 'backtest'])
def api_backtest_history_result(filename: str, strategy: str, config=Depends(get_config),
ws_mode=Depends(is_webserver_mode)):
def api_backtest_history_result(filename: str, strategy: str, config=Depends(get_config)):
# Get backtest result history, read from metadata files
fn = config['user_data_dir'] / 'backtest_results' / filename
results: Dict[str, Any] = {

5
freqtrade/rpc/api_server/api_schemas.py
View File

@ -5,6 +5,7 @@ from pydantic import BaseModel
from freqtrade.constants import DATETIME_PRINT_FORMAT, IntOrInf
from freqtrade.enums import OrderTypeValues, SignalDirection, TradingMode
from freqtrade.types import ValidExchangesType
class Ping(BaseModel):
@ -396,6 +397,10 @@ class StrategyListResponse(BaseModel):
strategies: List[str]
class ExchangeListResponse(BaseModel):
exchanges: List[ValidExchangesType]
class FreqAIModelListResponse(BaseModel):
freqaimodels: List[str]

15
freqtrade/rpc/api_server/api_v1.py
View File

@ -12,7 +12,8 @@ from freqtrade.exceptions import OperationalException
from freqtrade.rpc import RPC
from freqtrade.rpc.api_server.api_schemas import (AvailablePairs, Balances, BlacklistPayload,
BlacklistResponse, Count, Daily,
DeleteLockRequest, DeleteTrade, ForceEnterPayload,
DeleteLockRequest, DeleteTrade,
ExchangeListResponse, ForceEnterPayload,
ForceEnterResponse, ForceExitPayload,
FreqAIModelListResponse, Health, Locks, Logs,
OpenTradeSchema, PairHistory, PerformanceEntry,
@ -46,7 +47,8 @@ logger = logging.getLogger(__name__)
# 2.26: increase /balance output
# 2.27: Add /trades/<id>/reload endpoint
# 2.28: Switch reload endpoint to Post
API_VERSION = 2.28
# 2.29: Add /exchanges endpoint
API_VERSION = 2.29
# Public API, requires no auth.
router_public = APIRouter()
@ -312,6 +314,15 @@ def get_strategy(strategy: str, config=Depends(get_config)):
}
@router.get('/exchanges', response_model=ExchangeListResponse, tags=[])
def list_exchanges(config=Depends(get_config)):
from freqtrade.exchange import list_available_exchanges
exchanges = list_available_exchanges(config)
return {
'exchanges': exchanges,
}
@router.get('/freqaimodels', response_model=FreqAIModelListResponse, tags=['freqai'])
def list_freqaimodels(config=Depends(get_config)):
from freqtrade.resolvers.freqaimodel_resolver import FreqaiModelResolver

5
freqtrade/rpc/api_server/deps.py
View File

@ -1,7 +1,7 @@
from typing import Any, AsyncIterator, Dict, Optional
from uuid import uuid4
from fastapi import Depends
from fastapi import Depends, HTTPException
from freqtrade.enums import RunMode
from freqtrade.persistence import Trade
@ -57,5 +57,6 @@ def get_message_stream():
def is_webserver_mode(config=Depends(get_config)):
if config['runmode'] != RunMode.WEBSERVER:
raise RPCException('Bot is not in the correct state')
raise HTTPException(status_code=503,
detail='Bot is not in the correct state.')
return None

4
freqtrade/rpc/api_server/webserver.py
View File

@ -118,6 +118,7 @@ class ApiServer(RPCHandler):
from freqtrade.rpc.api_server.api_v1 import router as api_v1
from freqtrade.rpc.api_server.api_v1 import router_public as api_v1_public
from freqtrade.rpc.api_server.api_ws import router as ws_router
from freqtrade.rpc.api_server.deps import is_webserver_mode
from freqtrade.rpc.api_server.web_ui import router_ui
app.include_router(api_v1_public, prefix="/api/v1")
@ -126,7 +127,8 @@ class ApiServer(RPCHandler):
dependencies=[Depends(http_basic_or_jwt_token)],
)
app.include_router(api_backtest, prefix="/api/v1",
dependencies=[Depends(http_basic_or_jwt_token)],
dependencies=[Depends(http_basic_or_jwt_token),
Depends(is_webserver_mode)],
)
app.include_router(ws_router, prefix="/api/v1")
app.include_router(router_login, prefix="/api/v1", tags=["auth"])

18
freqtrade/rpc/rpc.py
View File

@ -755,7 +755,7 @@ class RPC:
return {'status': 'Reloaded from orders from exchange'}
def __exec_force_exit(self, trade: Trade, ordertype: Optional[str],
amount: Optional[float] = None) -> None:
amount: Optional[float] = None) -> bool:
# Check if there is there is an open order
fully_canceled = False
if trade.open_order_id:
@ -770,6 +770,9 @@ class RPC:
self._freqtrade.handle_cancel_exit(trade, order, CANCEL_REASON['FORCE_EXIT'])
if not fully_canceled:
if trade.open_order_id is not None:
# Order cancellation failed, so we can't exit.
return False
# Get current rate and execute sell
current_rate = self._freqtrade.exchange.get_rate(
trade.pair, side='exit', is_short=trade.is_short, refresh=True)
@ -790,6 +793,9 @@ class RPC:
trade, current_rate, exit_check, ordertype=order_type,
sub_trade_amt=sub_amount)
return True
return False
def _rpc_force_exit(self, trade_id: str, ordertype: Optional[str] = None, *,
amount: Optional[float] = None) -> Dict[str, str]:
"""
@ -802,12 +808,12 @@ class RPC:
with self._freqtrade._exit_lock:
if trade_id == 'all':
# Execute sell for all open orders
# Execute exit for all open orders
for trade in Trade.get_open_trades():
self.__exec_force_exit(trade, ordertype)
Trade.commit()
self._freqtrade.wallets.update()
return {'result': 'Created sell orders for all open trades.'}
return {'result': 'Created exit orders for all open trades.'}
# Query for trade
trade = Trade.get_trades(
@ -817,10 +823,12 @@ class RPC:
logger.warning('force_exit: Invalid argument received')
raise RPCException('invalid argument')
self.__exec_force_exit(trade, ordertype, amount)
result = self.__exec_force_exit(trade, ordertype, amount)
Trade.commit()
self._freqtrade.wallets.update()
return {'result': f'Created sell order for trade {trade_id}.'}
if not result:
raise RPCException('Failed to exit trade.')
return {'result': f'Created exit order for trade {trade_id}.'}
def _force_entry_validations(self, pair: str, order_side: SignalDirection):
if not self._freqtrade.config.get('force_entry_enable', False):

18
freqtrade/strategy/interface.py
View File

@ -48,7 +48,7 @@ class IStrategy(ABC, HyperStrategyMixin):
_ft_params_from_file: Dict
# associated minimal roi
minimal_roi: Dict = {"0": 10.0}
minimal_roi: Dict = {}
# associated stoploss
stoploss: float
@ -1085,6 +1085,11 @@ class IStrategy(ABC, HyperStrategyMixin):
exits: List[ExitCheckTuple] = []
current_rate = rate
current_profit = trade.calc_profit_ratio(current_rate)
current_profit_best = current_profit
if low is not None or high is not None:
# Set current rate to high for backtesting ROI exits
current_rate_best = (low if trade.is_short else high) or rate
current_profit_best = trade.calc_profit_ratio(current_rate_best)
trade.adjust_min_max_rates(high or current_rate, low or current_rate)
@ -1093,20 +1098,13 @@ class IStrategy(ABC, HyperStrategyMixin):
current_profit=current_profit,
force_stoploss=force_stoploss, low=low, high=high)
# Set current rate to high for backtesting exits
current_rate = (low if trade.is_short else high) or rate
current_profit = trade.calc_profit_ratio(current_rate)
# if enter signal and ignore_roi is set, we don't need to evaluate min_roi.
roi_reached = (not (enter and self.ignore_roi_if_entry_signal)
and self.min_roi_reached(trade=trade, current_profit=current_profit,
and self.min_roi_reached(trade=trade, current_profit=current_profit_best,
current_time=current_time))
exit_signal = ExitType.NONE
custom_reason = ''
# use provided rate in backtesting, not high/low.
current_rate = rate
current_profit = trade.calc_profit_ratio(current_rate)
if self.use_exit_signal:
if exit_ and not enter:
@ -1265,7 +1263,7 @@ class IStrategy(ABC, HyperStrategyMixin):
:return: minimal ROI entry value or None if none proper ROI entry was found.
"""
# Get highest entry in ROI dict where key <= trade-duration
roi_list = list(filter(lambda x: x <= trade_dur, self.minimal_roi.keys()))
roi_list = [x for x in self.minimal_roi.keys() if x <= trade_dur]
if not roi_list:
return None, None
roi_entry = max(roi_list)

1
freqtrade/types/__init__.py Normal file
View File

@ -0,0 +1 @@
from freqtrade.types.valid_exchanges_type import ValidExchangesType # noqa: F401

17
freqtrade/types/valid_exchanges_type.py Normal file
View File

@ -0,0 +1,17 @@
# Used for list-exchanges
from typing import List
from typing_extensions import TypedDict
class TradeModeType(TypedDict):
trading_mode: str
margin_mode: str
class ValidExchangesType(TypedDict):
name: str
valid: bool
supported: bool
comment: str
trade_modes: List[TradeModeType]

6
requirements-dev.txt
View File

@ -7,12 +7,12 @@
-r docs/requirements-docs.txt
coveralls==3.3.1
ruff==0.0.269
ruff==0.0.270
mypy==1.3.0
pre-commit==3.3.2
pytest==7.3.1
pytest-asyncio==0.21.0
pytest-cov==4.0.0
pytest-cov==4.1.0
pytest-mock==3.10.0
pytest-random-order==1.1.0
isort==5.12.0
@ -25,6 +25,6 @@ nbconvert==7.4.0
# mypy types
types-cachetools==5.3.0.5
types-filelock==3.2.7
types-requests==2.30.0.0
types-requests==2.31.0.1
types-tabulate==0.9.0.2
types-python-dateutil==2.8.19.13

18
requirements.txt
View File

@ -1,17 +1,17 @@
numpy==1.24.3
pandas==2.0.1
pandas==2.0.2
pandas-ta==0.3.14b
ccxt==3.1.5
cryptography==40.0.2; platform_machine != 'armv7l'
ccxt==3.1.23
cryptography==41.0.1; platform_machine != 'armv7l'
cryptography==40.0.1; platform_machine == 'armv7l'
aiohttp==3.8.4
SQLAlchemy==2.0.15
python-telegram-bot==20.3
# can't be hard-pinned due to telegram-bot pinning httpx with ~
httpx>=0.23.3
httpx>=0.24.1
arrow==1.2.3
cachetools==5.3.0
cachetools==5.3.1
requests==2.31.0
urllib3==2.0.2
jsonschema==4.17.3
@ -23,7 +23,7 @@ jinja2==3.1.2
tables==3.8.0
blosc==1.11.1
joblib==1.2.0
rich==13.3.5
rich==13.4.1
pyarrow==12.0.0; platform_machine != 'armv7l'
# find first, C search in arrays
@ -32,14 +32,14 @@ py_find_1st==1.1.5
# Load ticker files 30% faster
python-rapidjson==1.10
# Properly format api responses
orjson==3.8.12
orjson==3.9.0
# Notify systemd
sdnotify==0.3.2
# API Server
fastapi==0.95.2
pydantic==1.10.7
fastapi==0.96.0
pydantic==1.10.8
uvicorn==0.22.0
pyjwt==2.7.0
aiofiles==23.1.0

2
setup.py
View File

@ -107,7 +107,7 @@ setup(
'ast-comments',
'aiohttp',
'cryptography',
'httpx',
'httpx>=0.24.1',
'python-dateutil',
'packaging',
],

16
tests/exchange/test_exchange.py
View File

@ -633,21 +633,23 @@ def test__load_markets(default_conf, mocker, caplog):
assert ex.markets == expected_return
def test_reload_markets(default_conf, mocker, caplog):
def test_reload_markets(default_conf, mocker, caplog, time_machine):
caplog.set_level(logging.DEBUG)
initial_markets = {'ETH/BTC': {}}
updated_markets = {'ETH/BTC': {}, "LTC/BTC": {}}
start_dt = dt_now()
time_machine.move_to(start_dt, tick=False)
api_mock = MagicMock()
api_mock.load_markets = MagicMock(return_value=initial_markets)
default_conf['exchange']['markets_refresh_interval'] = 10
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance",
mock_markets=False)
exchange._load_async_markets = MagicMock()
exchange._last_markets_refresh = dt_ts()
assert exchange._last_markets_refresh == dt_ts()
assert exchange.markets == initial_markets
time_machine.move_to(start_dt + timedelta(minutes=8), tick=False)
# less than 10 minutes have passed, no reload
exchange.reload_markets()
assert exchange.markets == initial_markets
@ -655,12 +657,18 @@ def test_reload_markets(default_conf, mocker, caplog):
api_mock.load_markets = MagicMock(return_value=updated_markets)
# more than 10 minutes have passed, reload is executed
exchange._last_markets_refresh = dt_ts(dt_now() - timedelta(minutes=15))
time_machine.move_to(start_dt + timedelta(minutes=11), tick=False)
exchange.reload_markets()
assert exchange.markets == updated_markets
assert exchange._load_async_markets.call_count == 1
assert log_has('Performing scheduled market reload..', caplog)
# Not called again
exchange._load_async_markets.reset_mock()
exchange.reload_markets()
assert exchange._load_async_markets.call_count == 0
def test_reload_markets_exception(default_conf, mocker, caplog):
caplog.set_level(logging.DEBUG)

2
tests/optimize/test_backtest_detail.py
View File

@ -820,7 +820,7 @@ tc52 = BTContainer(data=[
[2, 4900, 5250, 4500, 5100, 6172, 0, 0], # Order readjust
[3, 5100, 5100, 4650, 4750, 6172, 0, 0], # stoploss hit?
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.03, roi={"0": 0.10}, profit_perc=-0.03,
stop_loss=-0.03, roi={}, profit_perc=-0.03,
use_exit_signal=True, timeout=1000,
custom_entry_price=4200, adjust_entry_price=5200,
trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2, is_short=False)]

76
tests/rpc/test_rpc.py
View File

@ -703,15 +703,15 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None:
rpc._rpc_force_exit(None)
msg = rpc._rpc_force_exit('all')
assert msg == {'result': 'Created sell orders for all open trades.'}
assert msg == {'result': 'Created exit orders for all open trades.'}
freqtradebot.enter_positions()
msg = rpc._rpc_force_exit('all')
assert msg == {'result': 'Created sell orders for all open trades.'}
assert msg == {'result': 'Created exit orders for all open trades.'}
freqtradebot.enter_positions()
msg = rpc._rpc_force_exit('2')
assert msg == {'result': 'Created sell order for trade 2.'}
assert msg == {'result': 'Created exit order for trade 2.'}
freqtradebot.state = State.STOPPED
with pytest.raises(RPCException, match=r'.*trader is not running*'):
@ -761,27 +761,11 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None:
freqtradebot.config['max_open_trades'] = 3
freqtradebot.enter_positions()
trade = Trade.session.scalars(select(Trade).filter(Trade.id == '2')).first()
amount = trade.amount
# make an limit-buy open trade, if there is no 'filled', don't sell it
mocker.patch(
f'{EXMS}.fetch_order',
return_value={
'status': 'open',
'type': 'limit',
'side': 'buy',
'filled': None
}
)
# check that the trade is called, which is done by ensuring exchange.cancel_order is called
msg = rpc._rpc_force_exit('4')
assert msg == {'result': 'Created sell order for trade 4.'}
assert cancel_order_mock.call_count == 2
assert trade.amount == amount
cancel_order_mock.reset_mock()
trade = Trade.session.scalars(select(Trade).filter(Trade.id == '3')).first()
# make an limit-sell open trade
amount = trade.amount
# make an limit-sell open order trade
mocker.patch(
f'{EXMS}.fetch_order',
return_value={
@ -794,10 +778,54 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None:
'id': trade.orders[0].order_id,
}
)
cancel_order_3 = mocker.patch(
f'{EXMS}.cancel_order_with_result',
return_value={
'status': 'canceled',
'type': 'limit',
'side': 'sell',
'amount': amount,
'remaining': amount,
'filled': 0.0,
'id': trade.orders[0].order_id,
}
)
msg = rpc._rpc_force_exit('3')
assert msg == {'result': 'Created sell order for trade 3.'}
assert msg == {'result': 'Created exit order for trade 3.'}
# status quo, no exchange calls
assert cancel_order_mock.call_count == 3
assert cancel_order_3.call_count == 1
assert cancel_order_mock.call_count == 0
trade = Trade.session.scalars(select(Trade).filter(Trade.id == '2')).first()
amount = trade.amount
# make an limit-buy open trade, if there is no 'filled', don't sell it
mocker.patch(
f'{EXMS}.fetch_order',
return_value={
'status': 'open',
'type': 'limit',
'side': 'buy',
'filled': None
}
)
cancel_order_4 = mocker.patch(
f'{EXMS}.cancel_order_with_result',
return_value={
'status': 'canceled',
'type': 'limit',
'side': 'sell',
'amount': amount,
'remaining': 0.0,
'filled': amount,
'id': trade.orders[0].order_id,
}
)
# check that the trade is called, which is done by ensuring exchange.cancel_order is called
msg = rpc._rpc_force_exit('4')
assert msg == {'result': 'Created exit order for trade 4.'}
assert cancel_order_4.call_count == 1
assert cancel_order_mock.call_count == 0
assert trade.amount == amount
def test_performance_handle(default_conf_usdt, ticker, fee, mocker) -> None:

53
tests/rpc/test_rpc_apiserver.py
View File

@ -1333,7 +1333,7 @@ def test_api_forceexit(botclient, mocker, ticker, fee, markets):
rc = client_post(client, f"{BASE_URI}/forceexit",
data={"tradeid": "5", "ordertype": "market", "amount": 23})
assert_response(rc)
assert rc.json() == {'result': 'Created sell order for trade 5.'}
assert rc.json() == {'result': 'Created exit order for trade 5.'}
Trade.rollback()
trade = Trade.get_trades([Trade.id == 5]).first()
@ -1343,7 +1343,7 @@ def test_api_forceexit(botclient, mocker, ticker, fee, markets):
rc = client_post(client, f"{BASE_URI}/forceexit",
data={"tradeid": "5"})
assert_response(rc)
assert rc.json() == {'result': 'Created sell order for trade 5.'}
assert rc.json() == {'result': 'Created exit order for trade 5.'}
Trade.rollback()
trade = Trade.get_trades([Trade.id == 5]).first()
@ -1578,6 +1578,47 @@ def test_api_strategy(botclient):
assert_response(rc, 500)
def test_api_exchanges(botclient):
ftbot, client = botclient
rc = client_get(client, f"{BASE_URI}/exchanges")
assert_response(rc)
response = rc.json()
assert isinstance(response['exchanges'], list)
assert len(response['exchanges']) > 20
okx = [x for x in response['exchanges'] if x['name'] == 'okx'][0]
assert okx == {
"name": "okx",
"valid": True,
"supported": True,
"comment": "",
"trade_modes": [
{
"trading_mode": "spot",
"margin_mode": ""
},
{
"trading_mode": "futures",
"margin_mode": "isolated"
}
]
}
mexc = [x for x in response['exchanges'] if x['name'] == 'mexc'][0]
assert mexc == {
"name": "mexc",
"valid": True,
"supported": False,
"comment": "",
"trade_modes": [
{
"trading_mode": "spot",
"margin_mode": ""
}
]
}
def test_api_freqaimodels(botclient, tmpdir, mocker):
ftbot, client = botclient
ftbot.config['user_data_dir'] = Path(tmpdir)
@ -1673,7 +1714,8 @@ def test_api_backtesting(botclient, mocker, fee, caplog, tmpdir):
rc = client_get(client, f"{BASE_URI}/backtest")
# Backtest prevented in default mode
assert_response(rc, 502)
assert_response(rc, 503)
assert rc.json()['detail'] == 'Bot is not in the correct state.'
ftbot.config['runmode'] = RunMode.WEBSERVER
# Backtesting not started yet
@ -1812,7 +1854,9 @@ def test_api_backtest_history(botclient, mocker, testdatadir):
])
rc = client_get(client, f"{BASE_URI}/backtest/history")
assert_response(rc, 502)
assert_response(rc, 503)
assert rc.json()['detail'] == 'Bot is not in the correct state.'
ftbot.config['user_data_dir'] = testdatadir
ftbot.config['runmode'] = RunMode.WEBSERVER
@ -1930,3 +1974,4 @@ def test_api_ws_send_msg(default_conf, mocker, caplog):
finally:
ApiServer.shutdown()
ApiServer.shutdown()

4
tests/test_main.py
View File

@ -118,7 +118,7 @@ def test_main_operational_exception(mocker, default_conf, caplog) -> None:
def test_main_operational_exception1(mocker, default_conf, caplog) -> None:
patch_exchange(mocker)
mocker.patch(
'freqtrade.commands.list_commands.validate_exchanges',
'freqtrade.commands.list_commands.list_available_exchanges',
MagicMock(side_effect=ValueError('Oh snap!'))
)
patched_configuration_load_config_file(mocker, default_conf)
@ -132,7 +132,7 @@ def test_main_operational_exception1(mocker, default_conf, caplog) -> None:
assert log_has('Fatal exception!', caplog)
assert not log_has_re(r'SIGINT.*', caplog)
mocker.patch(
'freqtrade.commands.list_commands.validate_exchanges',
'freqtrade.commands.list_commands.list_available_exchanges',
MagicMock(side_effect=KeyboardInterrupt)
)
with pytest.raises(SystemExit):