Merge branch 'develop' into timeperiod

docs/backtesting.md

@@ -60,6 +60,21 @@ Example:
 python3 ./freqtrade/main.py backtesting --timeperiod -200
 ```
 
+**Update testdata directory
+To update your testdata directory, or download into another testdata directory:
+```bash
+mkdir freqtrade/tests/testdata-20180113
+cp freqtrade/tests/testdata/pairs.json freqtrade/tests/testdata-20180113
+cd freqtrade/tests/testdata-20180113
+
+Possibly edit pairs.json file to include/exclude pairs
+
+python download_backtest_data.py -p pairs.json
+```
+
+The script will read your pairs.json file, and download ticker data
+into the current working directory.
+
 
 For help about backtesting usage, please refer to 
 [Backtesting commands](#backtesting-commands).

docs/faq.md

@@ -2,20 +2,70 @@
 
 #### I have waited 5 minutes, why hasn't the bot made any trades yet?!
 
-Depending on the buy strategy, the amount of whitelisted coins, the situation of the market etc, it can take up to hours to find good entry position for a trade. Be patient!
+Depending on the buy strategy, the amount of whitelisted coins, the 
+situation of the market etc, it can take up to hours to find good entry 
+position for a trade. Be patient!
 
 #### I have made 12 trades already, why is my total profit negative?!
 
-I understand your disappointment but unfortunately 12 trades is just not enough to say anything. If you run backtesting, you can see that our current algorithm does leave you on the plus side, but that is after thousands of trades and even there, you will be left with losses on specific coins that you have traded tens if not hundreds of times. We of course constantly aim to improve the bot but it will _always_ be a gamble, which should leave you with modest wins on monthly basis but you can't say much from few trades.
+I understand your disappointment but unfortunately 12 trades is just 
+not enough to say anything. If you run backtesting, you can see that our 
+current algorithm does leave you on the plus side, but that is after 
+thousands of trades and even there, you will be left with losses on 
+specific coins that you have traded tens if not hundreds of times. We 
+of course constantly aim to improve the bot but it will _always_ be a 
+gamble, which should leave you with modest wins on monthly basis but 
+you can't say much from few trades.
 
-#### I’d like to change the stake amount. Can I just stop the bot with /stop and then change the config.json and run it again?
+#### I’d like to change the stake amount. Can I just stop the bot with 
+/stop and then change the config.json and run it again?
 
-Not quite. Trades are persisted to a database but the configuration is currently only read when the bot is killed and restarted. `/stop` more like pauses. You can stop your bot, adjust settings and start it again.
+Not quite. Trades are persisted to a database but the configuration is 
+currently only read when the bot is killed and restarted. `/stop` more 
+like pauses. You can stop your bot, adjust settings and start it again.
 
 #### I want to improve the bot with a new strategy
 
-That's great. We have a nice backtesting and hyperoptimizing setup. See the tutorial [[here|Testing-new-strategies-with-Hyperopt]].
+That's great. We have a nice backtesting and hyperoptimizing setup. See 
+the tutorial [here|Testing-new-strategies-with-Hyperopt](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#hyperopt-commands).
 
-#### Is there a setting to only SELL the coins being held and not perform anymore BUYS?
+#### Is there a setting to only SELL the coins being held and not 
+perform anymore BUYS?
+
+You can use the `/forcesell all` command from Telegram. 
+
+### How many epoch do I need to get a good Hyperopt result?
+Per default Hyperopts without `-e` or `--epochs` parameter will only 
+run 100 epochs, means 100 evals of your triggers, guards, .... Too few 
+to find a great result (unless if you are very lucky), so you probably 
+have to run it for 10.000 or more. But it will take an eternity to 
+compute.
+
+We recommend you to run it at least 10.000 epochs:
+```bash
+python3 ./freqtrade/main.py hyperopt -e 10000
+```
+
+or if you want intermediate result to see
+```bash
+for i in {1..100}; do python3 ./freqtrade/main.py hyperopt -e 100; done
+```
+
+#### Why it is so long to run hyperopt?
+Finding a great Hyperopt results takes time. 
+
+If you wonder why it takes a while to find great hyperopt results
+
+This answer was written during the under the release 0.15.1, when we had
+:
+- 8 triggers
+- 9 guards: let's say we evaluate even 10 values from each
+- 1 stoploss calculation: let's say we want 10 values from that too to 
+be evaluated
+
+The following calculation is still very rough and not very precise
+but it will give the idea. With only these triggers and guards there is 
+already 8*10^9*10 evaluations. A roughly total of 80 billion evals. 
+Did you run 100 000 evals? Congrats, you've done roughly 1 / 100 000 th 
+of the search space.
 
-You can use the `/forcesell all` command from Telegram.

docs/installation.md

@@ -40,7 +40,7 @@ cd freqtrade
 ```
 4. Copy `config.sample` to `config.json`
 ```bash
-cp config.json.example config.json
+cp -n config.json.example config.json
 ```
 To edit the config please refer to the [Bot Configuration](https://github.com/gcarq/freqtrade/blob/develop/docs/configuration.md) page
 5. Create your DB file (Optional, the bot will create it if it is missing)
@@ -194,7 +194,7 @@ The following steps are made for Linux/mac environment
 ## 4. Prepare the bot
 ```bash
 cd freqtrade
-cp config.json.example config.json
+cp -n config.json.example config.json
 ```
 To edit the config please refer to [Bot Configuration](https://github.com/gcarq/freqtrade/blob/develop/docs/configuration.md)
 

docs/sql_cheatsheet.md

@@ -67,6 +67,18 @@ SET is_open=0, close_date='2017-12-20 03:08:45.103418', close_rate=0.19638016, c
 WHERE id=31;
 ```
 
+## Insert manually a new trade
+
+```sql
+INSERT 
+INTO trades (exchange, pair, is_open, fee, open_rate, stake_amount, amount, open_date) 
+VALUES ('BITTREX', 'BTC_<COIN>', 1, 0.0025, <open_rate>, <stake_amount>, <amount>, '<datetime>')
+```
+
+**Example:**
+```sql
+INSERT INTO trades (exchange, pair, is_open, fee, open_rate, stake_amount, amount, open_date) VALUES ('BITTREX', 'BTC_ETC', 1, 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 

freqtrade/__init__.py

@@ -1,5 +1,5 @@
 """ FreqTrade bot """
-__version__ = '0.14.3'
+__version__ = '0.15.1'
 
 
 class DependencyException(BaseException):

freqtrade/exchange/bittrex.py

@@ -123,10 +123,8 @@ class Bittrex(Exchange):
                     message=data['message'],
                     pair=pair))
 
-            if not data.get('result') \
-                    or not data['result'].get('Bid') \
-                    or not data['result'].get('Ask') \
-                    or not data['result'].get('Last'):
+            if not data.get('result') or\
+                    not all(key in data.get('result', {}) for key in ['Bid', 'Ask', 'Last']):
                 raise ContentDecodingError('{message} params=({pair})'.format(
                     message='Got invalid response from bittrex',
                     pair=pair))

freqtrade/misc.py

@@ -15,6 +15,11 @@ from freqtrade import __version__
 logger = logging.getLogger(__name__)
 
 
+def file_dump_json(filename, data):
+    with open(filename, 'w') as fp:
+        json.dump(data, fp)
+
+
 class State(enum.Enum):
     RUNNING = 0
     STOPPED = 1

freqtrade/tests/exchange/test_exchange_bittrex.py

@@ -212,7 +212,18 @@ def test_exchange_bittrex_get_ticker_bad():
     wb = make_wrap_bittrex()
     fb = FakeBittrex()
     fb.result = {'success': True,
-                 'result': {'Bid': 1}}  # incomplete result
+                 'result': {'Bid': 1, 'Ask': 0}}  # incomplete result
+
+    with pytest.raises(ContentDecodingError, match=r'.*Got invalid response from bittrex params.*'):
+        wb.get_ticker('BTC_ETH')
+    fb.result = {'success': False,
+                 'message': 'gone bad'
+                 }
+    with pytest.raises(btx.OperationalException, match=r'.*gone bad.*'):
+        wb.get_ticker('BTC_ETH')
+
+    fb.result = {'success': True,
+                 'result': {}}  # incomplete result
     with pytest.raises(ContentDecodingError, match=r'.*Got invalid response from bittrex params.*'):
         wb.get_ticker('BTC_ETH')
     fb.result = {'success': False,

freqtrade/tests/testdata/download_backtest_data.py

@@ -1,29 +1,38 @@
 #!/usr/bin/env python3
 
 """This script generate json data from bittrex"""
+import sys
 import json
-from os import path
 
 from freqtrade import exchange
 from freqtrade.exchange import Bittrex
+from freqtrade import misc
 
-PAIRS = [
-    'BTC_BCC', 'BTC_ETH', 'BTC_MER', 'BTC_POWR', 'BTC_ETC',
-    'BTC_OK', 'BTC_NEO', 'BTC_EMC2', 'BTC_DASH', 'BTC_LSK',
-    'BTC_LTC', 'BTC_XZC', 'BTC_OMG', 'BTC_STRAT', 'BTC_XRP',
-    'BTC_QTUM', 'BTC_WAVES', 'BTC_VTC', 'BTC_XLM', 'BTC_MCO'
-]
-TICKER_INTERVAL = 5  # ticker interval in minutes (currently implemented: 1 and 5)
-OUTPUT_DIR = path.dirname(path.realpath(__file__))
+parser = misc.common_args_parser('download utility')
+parser.add_argument(
+        '-p', '--pair',
+        help='JSON file containing pairs to download',
+        dest='pair',
+        default=None
+)
+args = parser.parse_args(sys.argv[1:])
+
+TICKER_INTERVALS = [1, 5]  # ticker interval in minutes (currently implemented: 1 and 5)
+PAIRS = []
+
+if args.pair:
+    with open(args.pair) as file:
+        PAIRS = json.load(file)
+PAIRS = list(set(PAIRS))
+
+print('About to download pairs:', PAIRS)
 
 # Init Bittrex exchange
 exchange._API = Bittrex({'key': '', 'secret': ''})
 
 for pair in PAIRS:
-    data = exchange.get_ticker_history(pair, TICKER_INTERVAL)
-    filename = path.join(OUTPUT_DIR, '{}-{}.json'.format(
-        pair,
-        TICKER_INTERVAL,
-    ))
-    with open(filename, 'w') as fp:
-        json.dump(data, fp)
+    for tick_interval in TICKER_INTERVALS:
+        print('downloading pair %s, interval %s' % (pair, tick_interval))
+        data = exchange.get_ticker_history(pair, tick_interval)
+        filename = '{}-{}.json'.format(pair, tick_interval)
+        misc.file_dump_json(filename, data)

freqtrade/tests/testdata/pairs.json

@@ -0,0 +1,23 @@
+[
+ "BTC_ADA",
+ "BTC_BAT",
+ "BTC_DASH",
+ "BTC_ETC",
+ "BTC_ETH",
+ "BTC_GBYTE",
+ "BTC_LSK",
+ "BTC_LTC",
+ "BTC_NEO",
+ "BTC_NXT",
+ "BTC_POWR",
+ "BTC_STORJ",
+ "BTC_QTUM",
+ "BTC_WAVES",
+ "BTC_VTC",
+ "BTC_XLM",
+ "BTC_XMR",
+ "BTC_XVG",
+ "BTC_XRP",
+ "BTC_ZEC"
+]
+

requirements.txt

@@ -11,7 +11,7 @@ scikit-learn==0.19.1
 scipy==1.0.0
 jsonschema==2.6.0
 numpy==1.14.0
-TA-Lib==0.4.14
+TA-Lib==0.4.15
 pytest==3.3.2
 pytest-mock==1.6.3
 pytest-cov==2.5.1
@@ -19,7 +19,7 @@ hyperopt==0.1
 # do not upgrade networkx before this is fixed https://github.com/hyperopt/hyperopt/issues/325
 networkx==1.11
 tabulate==0.8.2
-pymarketcap==3.3.145
+pymarketcap==3.3.148
 
 # Required for plotting data
 #matplotlib==2.1.0

scripts/plot_dataframe.py

@@ -10,7 +10,7 @@ from freqtrade.misc import common_args_parser
 
 
 def plot_parse_args(args ):
-    parser = common_args_parser(args, 'Graph utility')
+    parser = common_args_parser(description='Graph utility')
     parser.add_argument(
         '-p', '--pair',
         help = 'What currency pair',