Merge branch 'develop' into trailing_only_offset

.travis.yml

@@ -23,10 +23,13 @@ install:
 - pip install -r requirements-dev.txt
 - pip install -e .
 jobs:
+
   include:
     - stage: tests
       script:
       - pytest --cov=freqtrade --cov-config=.coveragerc freqtrade/tests/
+      # Allow failure for coveralls
+      - coveralls || true  
       name: pytest
     - script:
       - cp config.json.example config.json
@@ -47,9 +50,6 @@ jobs:
         - build_helpers/publish_docker.sh
       name: "Build and test and push docker image"
 
-after_success:
-  - coveralls
-
 notifications:
   slack:
     secure: 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

docs/configuration.md

@@ -39,6 +39,7 @@ Mandatory Parameters are marked as **Required**.
 | `order_types` | None | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-strategy).
 | `order_time_in_force` | None | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-strategy).
 | `exchange.name` | bittrex | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename).
+| `exchange.sandbox` | false | Use the 'sandbox' version of the exchange, where the exchange provides a sandbox for risk-free integration. See [here](sandbox-testing.md) in more details.
 | `exchange.key` | key | API key to use for the exchange. Only required when you are in production mode.
 | `exchange.secret` | secret | API secret to use for the exchange. Only required when you are in production mode.
 | `exchange.pair_whitelist` | [] | List of currency to use by the bot. Can be overrided with `--dynamic-whitelist` param.

docs/edge.md

@@ -36,7 +36,7 @@ Complementary Loss Rate (*L*) is defined as
 
 or, which is the same, as
 
-    R = 1 – W
+    L = 1 – W
 
 ### Risk Reward Ratio
 Risk Reward Ratio (*R*) is a formula used to measure the expected gains of a given investment against the risk of loss. It is basically what you potentially win divided by what you potentially lose:

docs/sql_cheatsheet.md

@@ -44,6 +44,14 @@ CREATE TABLE trades (
 	open_date DATETIME NOT NULL,
 	close_date DATETIME,
 	open_order_id VARCHAR,
+	stop_loss FLOAT,
+	initial_stop_loss FLOAT,
+	stoploss_order_id VARCHAR,
+	stoploss_last_update DATETIME,
+	max_rate FLOAT,
+	sell_reason VARCHAR,
+	strategy VARCHAR,
+	ticker_interval INTEGER,
 	PRIMARY KEY (id),
 	CHECK (is_open IN (0, 1))
 );
@@ -55,38 +63,45 @@ CREATE TABLE trades (
 SELECT * FROM trades;
 ```
 
-## Fix trade still open after a /forcesell
+## Fix trade still open after a manual sell on the exchange
+
+!!! Warning:
+  Manually selling on the exchange should not be done by default, since the bot does not detect this and will try to sell anyway.
+  /foresell <tradeid> should accomplish the same thing.
+
+!!! Note:
+  This should not be necessary after /forcesell, as forcesell orders are closed automatically by the bot on the next iteration.
 
 ```sql
 UPDATE trades
-SET is_open=0, close_date=<close_date>, close_rate=<close_rate>, close_profit=close_rate/open_rate-1  
+SET is_open=0, close_date=<close_date>, close_rate=<close_rate>, close_profit=close_rate/open_rate-1, sell_reason=<sell_reason>  
 WHERE id=<trade_ID_to_update>;
 ```
 
-**Example:**
+##### Example
+
 ```sql
 UPDATE trades
-SET is_open=0, close_date='2017-12-20 03:08:45.103418', close_rate=0.19638016, close_profit=0.0496  
+SET is_open=0, close_date='2017-12-20 03:08:45.103418', close_rate=0.19638016, close_profit=0.0496, sell_reason='force_sell'  
 WHERE id=31;
 ```
 
 ## Insert manually a new trade
 
 ```sql
-INSERT 
+INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close, open_rate, stake_amount, amount, open_date)
-INTO trades (exchange, pair, is_open, fee_open, fee_close, open_rate, stake_amount, amount, open_date) 
+VALUES ('bittrex', 'ETH/BTC', 1, 0.0025, 0.0025, <open_rate>, <stake_amount>, <amount>, '<datetime>')
-VALUES ('BITTREX', 'BTC_<COIN>', 1, 0.0025, 0.0025, <open_rate>, <stake_amount>, <amount>, '<datetime>')
 ```
 
-**Example:**
+##### Example:
+
 ```sql
-INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close, open_rate, stake_amount, amount, open_date) VALUES ('BITTREX', 'BTC_ETC', 1, 0.0025, 0.0025, 0.00258580, 0.002, 0.7715262081, '2017-11-28 12:44:24.000000')
+INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close, open_rate, stake_amount, amount, open_date)
+VALUES ('bittrex', 'ETH/BTC', 1, 0.0025, 0.0025, 0.00258580, 0.002, 0.7715262081, '2017-11-28 12:44:24.000000')
 ```
 
 ## Fix wrong fees in the table
-If your DB was created before 
+If your DB was created before [PR#200](https://github.com/freqtrade/freqtrade/pull/200) was merged (before 12/23/17).
-[PR#200](https://github.com/freqtrade/freqtrade/pull/200) was merged
-(before 12/23/17).
 
 ```sql
 UPDATE trades SET fee=0.0025 WHERE fee=0.005;

freqtrade/exchange/exchange.py

@@ -298,7 +298,7 @@ class Exchange(object):
             'amount': amount,
             "cost": amount * rate,
             'type': ordertype,
-            'side': 'buy',
+            'side': side,
             'remaining': amount,
             'datetime': arrow.utcnow().isoformat(),
             'status': "open",
@@ -352,7 +352,7 @@ class Exchange(object):
             return dry_order
 
         params = self._params.copy()
-        if time_in_force != 'gtc':
+        if time_in_force != 'gtc' and ordertype != 'market':
             params.update({'timeInForce': time_in_force})
 
         return self.create_order(pair, ordertype, 'buy', amount, rate, params)
@@ -365,7 +365,7 @@ class Exchange(object):
             return dry_order
 
         params = self._params.copy()
-        if time_in_force != 'gtc':
+        if time_in_force != 'gtc' and ordertype != 'market':
             params.update({'timeInForce': time_in_force})
 
         return self.create_order(pair, ordertype, 'sell', amount, rate, params)

freqtrade/rpc/rpc_manager.py

@@ -61,6 +61,8 @@ class RPCManager(object):
         stake_currency = config['stake_currency']
         stake_amount = config['stake_amount']
         minimal_roi = config['minimal_roi']
+        stoploss = config['stoploss']
+        trailing_stop = config['trailing_stop']
         ticker_interval = config['ticker_interval']
         exchange_name = config['exchange']['name']
         strategy_name = config.get('strategy', '')
@@ -69,6 +71,7 @@ class RPCManager(object):
             'status': f'*Exchange:* `{exchange_name}`\n'
                       f'*Stake per trade:* `{stake_amount} {stake_currency}`\n'
                       f'*Minimum ROI:* `{minimal_roi}`\n'
+                      f'*{"Trailing " if trailing_stop else ""}Stoploss:* `{stoploss}`\n'
                       f'*Ticker Interval:* `{ticker_interval}`\n'
                       f'*Strategy:* `{strategy_name}`'
         })

freqtrade/tests/exchange/test_exchange.py

@@ -4,7 +4,7 @@ import copy
 import logging
 from datetime import datetime
 from random import randint
-from unittest.mock import Mock, MagicMock, PropertyMock
+from unittest.mock import MagicMock, Mock, PropertyMock
 
 import arrow
 import ccxt
@@ -12,11 +12,10 @@ import pytest
 from pandas import DataFrame
 
 from freqtrade import DependencyException, OperationalException, TemporaryError
-from freqtrade.exchange import Exchange, Kraken, Binance
+from freqtrade.exchange import Binance, Exchange, Kraken
 from freqtrade.exchange.exchange import API_RETRY_COUNT
-from freqtrade.tests.conftest import get_patched_exchange, log_has, log_has_re
 from freqtrade.resolvers.exchange_resolver import ExchangeResolver
-
+from freqtrade.tests.conftest import get_patched_exchange, log_has, log_has_re
 
 # Make sure to always keep one exchange here which is NOT subclassed!!
 EXCHANGES = ['bittrex', 'binance', 'kraken', ]
@@ -470,6 +469,9 @@ def test_dry_run_order(default_conf, mocker, side, exchange_name):
         pair='ETH/BTC', ordertype='limit', side=side, amount=1, rate=200)
     assert 'id' in order
     assert f'dry_run_{side}_' in order["id"]
+    assert order["side"] == side
+    assert order["type"] == "limit"
+    assert order["pair"] == "ETH/BTC"
 
 
 @pytest.mark.parametrize("side", [
@@ -588,11 +590,10 @@ def test_buy_prod(default_conf, mocker, exchange_name):
                      amount=1, rate=200, time_in_force=time_in_force)
 
 
-def test_buy_considers_time_in_force(default_conf, mocker):
+@pytest.mark.parametrize("exchange_name", EXCHANGES)
+def test_buy_considers_time_in_force(default_conf, mocker, exchange_name):
     api_mock = MagicMock()
     order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
-    order_type = 'market'
-    time_in_force = 'ioc'
     api_mock.create_order = MagicMock(return_value={
         'id': order_id,
         'info': {
@@ -602,7 +603,27 @@ def test_buy_considers_time_in_force(default_conf, mocker):
     default_conf['dry_run'] = False
     mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
     mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
-    exchange = get_patched_exchange(mocker, default_conf, api_mock)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+
+    order_type = 'limit'
+    time_in_force = 'ioc'
+
+    order = exchange.buy(pair='ETH/BTC', ordertype=order_type,
+                         amount=1, rate=200, time_in_force=time_in_force)
+
+    assert 'id' in order
+    assert 'info' in order
+    assert order['id'] == order_id
+    assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
+    assert api_mock.create_order.call_args[0][1] == order_type
+    assert api_mock.create_order.call_args[0][2] == 'buy'
+    assert api_mock.create_order.call_args[0][3] == 1
+    assert api_mock.create_order.call_args[0][4] == 200
+    assert "timeInForce" in api_mock.create_order.call_args[0][5]
+    assert api_mock.create_order.call_args[0][5]["timeInForce"] == time_in_force
+
+    order_type = 'market'
+    time_in_force = 'ioc'
 
     order = exchange.buy(pair='ETH/BTC', ordertype=order_type,
                          amount=1, rate=200, time_in_force=time_in_force)
@@ -615,68 +636,8 @@ def test_buy_considers_time_in_force(default_conf, mocker):
     assert api_mock.create_order.call_args[0][2] == 'buy'
     assert api_mock.create_order.call_args[0][3] == 1
     assert api_mock.create_order.call_args[0][4] is None
-    assert api_mock.create_order.call_args[0][5] == {'timeInForce': 'ioc'}
+    # Market orders should not send timeInForce!!
-
+    assert "timeInForce" not in api_mock.create_order.call_args[0][5]
-
-def test_buy_kraken_trading_agreement(default_conf, mocker):
-    api_mock = MagicMock()
-    order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
-    order_type = 'market'
-    time_in_force = 'ioc'
-    api_mock.create_order = MagicMock(return_value={
-        'id': order_id,
-        'info': {
-            'foo': 'bar'
-        }
-    })
-    default_conf['dry_run'] = False
-
-    mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
-    mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
-
-    order = exchange.buy(pair='ETH/BTC', ordertype=order_type,
-                         amount=1, rate=200, time_in_force=time_in_force)
-
-    assert 'id' in order
-    assert 'info' in order
-    assert order['id'] == order_id
-    assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
-    assert api_mock.create_order.call_args[0][1] == order_type
-    assert api_mock.create_order.call_args[0][2] == 'buy'
-    assert api_mock.create_order.call_args[0][3] == 1
-    assert api_mock.create_order.call_args[0][4] is None
-    assert api_mock.create_order.call_args[0][5] == {'timeInForce': 'ioc',
-                                                     'trading_agreement': 'agree'}
-
-
-def test_sell_kraken_trading_agreement(default_conf, mocker):
-    api_mock = MagicMock()
-    order_id = 'test_prod_sell_{}'.format(randint(0, 10 ** 6))
-    order_type = 'market'
-    api_mock.create_order = MagicMock(return_value={
-        'id': order_id,
-        'info': {
-            'foo': 'bar'
-        }
-    })
-    default_conf['dry_run'] = False
-
-    mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
-    mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
-
-    order = exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
-
-    assert 'id' in order
-    assert 'info' in order
-    assert order['id'] == order_id
-    assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
-    assert api_mock.create_order.call_args[0][1] == order_type
-    assert api_mock.create_order.call_args[0][2] == 'sell'
-    assert api_mock.create_order.call_args[0][3] == 1
-    assert api_mock.create_order.call_args[0][4] is None
-    assert api_mock.create_order.call_args[0][5] == {'trading_agreement': 'agree'}
 
 
 def test_sell_dry_run(default_conf, mocker):
@@ -747,6 +708,55 @@ def test_sell_prod(default_conf, mocker, exchange_name):
         exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
 
 
+@pytest.mark.parametrize("exchange_name", EXCHANGES)
+def test_sell_considers_time_in_force(default_conf, mocker, exchange_name):
+    api_mock = MagicMock()
+    order_id = 'test_prod_sell_{}'.format(randint(0, 10 ** 6))
+    api_mock.create_order = MagicMock(return_value={
+        'id': order_id,
+        'info': {
+            'foo': 'bar'
+        }
+    })
+    default_conf['dry_run'] = False
+    mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+
+    order_type = 'limit'
+    time_in_force = 'ioc'
+
+    order = exchange.sell(pair='ETH/BTC', ordertype=order_type,
+                          amount=1, rate=200, time_in_force=time_in_force)
+
+    assert 'id' in order
+    assert 'info' in order
+    assert order['id'] == order_id
+    assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
+    assert api_mock.create_order.call_args[0][1] == order_type
+    assert api_mock.create_order.call_args[0][2] == 'sell'
+    assert api_mock.create_order.call_args[0][3] == 1
+    assert api_mock.create_order.call_args[0][4] == 200
+    assert "timeInForce" in api_mock.create_order.call_args[0][5]
+    assert api_mock.create_order.call_args[0][5]["timeInForce"] == time_in_force
+
+    order_type = 'market'
+    time_in_force = 'ioc'
+    order = exchange.sell(pair='ETH/BTC', ordertype=order_type,
+                          amount=1, rate=200, time_in_force=time_in_force)
+
+    assert 'id' in order
+    assert 'info' in order
+    assert order['id'] == order_id
+    assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
+    assert api_mock.create_order.call_args[0][1] == order_type
+    assert api_mock.create_order.call_args[0][2] == 'sell'
+    assert api_mock.create_order.call_args[0][3] == 1
+    assert api_mock.create_order.call_args[0][4] is None
+    # Market orders should not send timeInForce!!
+    assert "timeInForce" not in api_mock.create_order.call_args[0][5]
+
+
 def test_get_balance_dry_run(default_conf, mocker):
     default_conf['dry_run'] = True
 

freqtrade/tests/exchange/test_kraken.py

@@ -0,0 +1,67 @@
+# pragma pylint: disable=missing-docstring, C0103, bad-continuation, global-statement
+# pragma pylint: disable=protected-access
+from random import randint
+from unittest.mock import MagicMock
+
+from freqtrade.tests.conftest import get_patched_exchange
+
+
+def test_buy_kraken_trading_agreement(default_conf, mocker):
+    api_mock = MagicMock()
+    order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
+    order_type = 'limit'
+    time_in_force = 'ioc'
+    api_mock.create_order = MagicMock(return_value={
+        'id': order_id,
+        'info': {
+            'foo': 'bar'
+        }
+    })
+    default_conf['dry_run'] = False
+
+    mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
+
+    order = exchange.buy(pair='ETH/BTC', ordertype=order_type,
+                         amount=1, rate=200, time_in_force=time_in_force)
+
+    assert 'id' in order
+    assert 'info' in order
+    assert order['id'] == order_id
+    assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
+    assert api_mock.create_order.call_args[0][1] == order_type
+    assert api_mock.create_order.call_args[0][2] == 'buy'
+    assert api_mock.create_order.call_args[0][3] == 1
+    assert api_mock.create_order.call_args[0][4] == 200
+    assert api_mock.create_order.call_args[0][5] == {'timeInForce': 'ioc',
+                                                     'trading_agreement': 'agree'}
+
+
+def test_sell_kraken_trading_agreement(default_conf, mocker):
+    api_mock = MagicMock()
+    order_id = 'test_prod_sell_{}'.format(randint(0, 10 ** 6))
+    order_type = 'market'
+    api_mock.create_order = MagicMock(return_value={
+        'id': order_id,
+        'info': {
+            'foo': 'bar'
+        }
+    })
+    default_conf['dry_run'] = False
+
+    mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
+
+    order = exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
+
+    assert 'id' in order
+    assert 'info' in order
+    assert order['id'] == order_id
+    assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
+    assert api_mock.create_order.call_args[0][1] == order_type
+    assert api_mock.create_order.call_args[0][2] == 'sell'
+    assert api_mock.create_order.call_args[0][3] == 1
+    assert api_mock.create_order.call_args[0][4] is None
+    assert api_mock.create_order.call_args[0][5] == {'trading_agreement': 'agree'}

requirements-plot.txt

@@ -1,5 +1,5 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==3.6.1
+plotly==3.7.0
 

requirements.txt

@@ -1,5 +1,5 @@
-ccxt==1.18.345
+ccxt==1.18.357
-SQLAlchemy==1.3.0
+SQLAlchemy==1.3.1
 python-telegram-bot==11.1.0
 arrow==0.13.1
 cachetools==3.1.0