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Merge branch 'develop' into feat/freqai

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This commit is contained in:
Matthias 2022-07-16 18:14:34 +02:00
commit f6bfd89cef
40 changed files with 13321 additions and 12208 deletions
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4
.github/workflows/ci.yml vendored
View File

@ -351,7 +351,7 @@ jobs:
python setup.py sdist bdist_wheel
- name: Publish to PyPI (Test)
uses: pypa/gh-action-pypi-publish@master
uses: pypa/gh-action-pypi-publish@v1.5.0
if: (github.event_name == 'release')
with:
user: __token__
@ -359,7 +359,7 @@ jobs:
repository_url: https://test.pypi.org/legacy/
- name: Publish to PyPI
uses: pypa/gh-action-pypi-publish@master
uses: pypa/gh-action-pypi-publish@v1.5.0
if: (github.event_name == 'release')
with:
user: __token__

3
config_examples/config_full.example.json
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@ -155,7 +155,8 @@
"entry_cancel": "on",
"exit_cancel": "on",
"protection_trigger": "off",
"protection_trigger_global": "on"
"protection_trigger_global": "on",
"show_candle": "off"
},
"reload": true,
"balance_dust_level": 0.01

2
docs/developer.md
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@ -334,7 +334,7 @@ lev_tiers = exchange.fetch_leverage_tiers()
# Assumes this is running in the root of the repository.
file = Path('freqtrade/exchange/binance_leverage_tiers.json')
json.dump(lev_tiers, file.open('w'), indent=2)
json.dump(dict(sorted(lev_tiers.items())), file.open('w'), indent=2)
```

23
docs/hyperopt.md
View File

@ -272,6 +272,7 @@ The last one we call `trigger` and use it to decide which buy trigger we want to
!!! Note "Parameter space assignment"
Parameters must either be assigned to a variable named `buy_*` or `sell_*` - or contain `space='buy'` | `space='sell'` to be assigned to a space correctly.
If no parameter is available for a space, you'll receive the error that no space was found when running hyperopt.
Parameters with unclear space (e.g. `adx_period = IntParameter(4, 24, default=14)` - no explicit nor implicit space) will not be detected and will therefore be ignored.
So let's write the buy strategy using these values:
@ -334,6 +335,7 @@ There are four parameter types each suited for different purposes.
## Optimizing an indicator parameter
Assuming you have a simple strategy in mind - a EMA cross strategy (2 Moving averages crossing) - and you'd like to find the ideal parameters for this strategy.
By default, we assume a stoploss of 5% - and a take-profit (`minimal_roi`) of 10% - which means freqtrade will sell the trade once 10% profit has been reached.
``` python
from pandas import DataFrame
@ -348,6 +350,9 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
class MyAwesomeStrategy(IStrategy):
stoploss = -0.05
timeframe = '15m'
minimal_roi = {
"0": 0.10
},
# Define the parameter spaces
buy_ema_short = IntParameter(3, 50, default=5)
buy_ema_long = IntParameter(15, 200, default=50)
@ -403,7 +408,7 @@ Using `self.buy_ema_short.range` will return a range object containing all entri
In this case (`IntParameter(3, 50, default=5)`), the loop would run for all numbers between 3 and 50 (`[3, 4, 5, ... 49, 50]`).
By using this in a loop, hyperopt will generate 48 new columns (`['buy_ema_3', 'buy_ema_4', ... , 'buy_ema_50']`).
Hyperopt itself will then use the selected value to create the buy and sell signals
Hyperopt itself will then use the selected value to create the buy and sell signals.
While this strategy is most likely too simple to provide consistent profit, it should serve as an example how optimize indicator parameters.
@ -867,6 +872,22 @@ To combat these, you have multiple options:
* reduce the number of parallel processes (`-j <n>`)
* Increase the memory of your machine
## The objective has been evaluated at this point before.
If you see `The objective has been evaluated at this point before.` - then this is a sign that your space has been exhausted, or is close to that.
Basically all points in your space have been hit (or a local minima has been hit) - and hyperopt does no longer find points in the multi-dimensional space it did not try yet.
Freqtrade tries to counter the "local minima" problem by using new, randomized points in this case.
Example:
``` python
buy_ema_short = IntParameter(5, 20, default=10, space="buy", optimize=True)
# This is the only parameter in the buy space
```
The `buy_ema_short` space has 15 possible values (`5, 6, ... 19, 20`). If you now run hyperopt for the buy space, hyperopt will only have 15 values to try before running out of options.
Your epochs should therefore be aligned to the possible values - or you should be ready to interrupt a run if you norice a lot of `The objective has been evaluated at this point before.` warnings.
## Show details of Hyperopt results
After you run Hyperopt for the desired amount of epochs, you can later list all results for analysis, select only best or profitable once, and show the details for any of the epochs previously evaluated. This can be done with the `hyperopt-list` and `hyperopt-show` sub-commands. The usage of these sub-commands is described in the [Utils](utils.md#list-hyperopt-results) chapter.

3
docs/requirements-docs.txt
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@ -1,5 +1,6 @@
markdown==3.3.7
mkdocs==1.3.0
mkdocs-material==8.3.8
mkdocs-material==8.3.9
mdx_truly_sane_lists==1.2
pymdown-extensions==9.5
jinja2==3.1.2

2
docs/strategy-advanced.md
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@ -224,3 +224,5 @@ for val in self.buy_ema_short.range:
# Append columns to existing dataframe
merged_frame = pd.concat(frames, axis=1)
```
Freqtrade does however also counter this by running `dataframe.copy()` on the dataframe right after the `populate_indicators()` method - so performance implications of this should be low to non-existant.

8
docs/strategy-callbacks.md
View File

@ -82,8 +82,9 @@ Called before entering a trade, makes it possible to manage your position size w
```python
class AwesomeStrategy(IStrategy):
def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
proposed_stake: float, min_stake: float, max_stake: float,
entry_tag: Optional[str], side: str, **kwargs) -> float:
proposed_stake: float, min_stake: Optional[float], max_stake: float,
leverage: float, entry_tag: Optional[str], side: str,
**kwargs) -> float:
dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe)
current_candle = dataframe.iloc[-1].squeeze()
@ -675,7 +676,8 @@ class DigDeeperStrategy(IStrategy):
# This is called when placing the initial order (opening trade)
def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
proposed_stake: float, min_stake: Optional[float], max_stake: float,
entry_tag: Optional[str], side: str, **kwargs) -> float:
leverage: float, entry_tag: Optional[str], side: str,
**kwargs) -> float:
# We need to leave most of the funds for possible further DCA orders
# This also applies to fixed stakes

2
docs/strategy_analysis_example.md
View File

@ -31,11 +31,13 @@ pair = "BTC/USDT"
```python
# Load data using values set above
from freqtrade.data.history import load_pair_history
from freqtrade.enums import CandleType
candles = load_pair_history(datadir=data_location,
timeframe=config["timeframe"],
pair=pair,
data_format = "hdf5",
candle_type=CandleType.SPOT,
)
# Confirm success

5
docs/telegram-usage.md
View File

@ -97,7 +97,8 @@ Example configuration showing the different settings:
"entry_fill": "off",
"exit_fill": "off",
"protection_trigger": "off",
"protection_trigger_global": "on"
"protection_trigger_global": "on",
"show_candle": "off"
},
"reload": true,
"balance_dust_level": 0.01
@ -108,7 +109,7 @@ Example configuration showing the different settings:
`exit` notifications are sent when the order is placed, while `exit_fill` notifications are sent when the order is filled on the exchange.
`*_fill` notifications are off by default and must be explicitly enabled.
`protection_trigger` notifications are sent when a protection triggers and `protection_trigger_global` notifications trigger when global protections are triggered.
`show_candle` - show candle values as part of entry/exit messages. Only possible value is "ohlc".
`balance_dust_level` will define what the `/balance` command takes as "dust" - Currencies with a balance below this will be shown.
`reload` allows you to disable reload-buttons on selected messages.

4
freqtrade/constants.py
View File

@ -314,6 +314,10 @@ CONF_SCHEMA = {
'type': 'string',
'enum': TELEGRAM_SETTING_OPTIONS,
},
'show_candle': {
'type': 'string',
'enum': ['off', 'ohlc'],
},
}
},
'reload': {'type': 'boolean'},

24876
freqtrade/exchange/binance_leverage_tiers.json
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File diff suppressed because it is too large Load Diff

4
freqtrade/exchange/common.py
View File

@ -46,6 +46,7 @@ MAP_EXCHANGE_CHILDCLASS = {
'binanceje': 'binance',
'binanceusdm': 'binance',
'okex': 'okx',
'gate': 'gateio',
}
SUPPORTED_EXCHANGES = [
@ -63,17 +64,16 @@ EXCHANGE_HAS_REQUIRED = [
'fetchOrder',
'cancelOrder',
'createOrder',
# 'createLimitOrder', 'createMarketOrder',
'fetchBalance',
# Public endpoints
'loadMarkets',
'fetchOHLCV',
]
EXCHANGE_HAS_OPTIONAL = [
# Private
'fetchMyTrades', # Trades for order - fee detection
'createLimitOrder', 'createMarketOrder', # Either OR for orders
# 'setLeverage', # Margin/Futures trading
# 'setMarginMode', # Margin/Futures trading
# 'fetchFundingHistory', # Futures trading

91
freqtrade/exchange/exchange.py
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@ -77,7 +77,9 @@ class Exchange:
"mark_ohlcv_price": "mark",
"mark_ohlcv_timeframe": "8h",
"ccxt_futures_name": "swap",
"fee_cost_in_contracts": False, # Fee cost needs contract conversion
"needs_trading_fees": False, # use fetch_trading_fees to cache fees
"order_props_in_contracts": ['amount', 'cost', 'filled', 'remaining'],
}
_ft_has: Dict = {}
_ft_has_futures: Dict = {}
@ -174,23 +176,11 @@ class Exchange:
logger.info(f'Using Exchange "{self.name}"')
if validate:
# Check if timeframe is available
self.validate_timeframes(config.get('timeframe'))
# Initial markets load
self._load_markets()
# Check if all pairs are available
self.validate_stakecurrency(config['stake_currency'])
if not exchange_config.get('skip_pair_validation'):
self.validate_pairs(config['exchange']['pair_whitelist'])
self.validate_ordertypes(config.get('order_types', {}))
self.validate_order_time_in_force(config.get('order_time_in_force', {}))
self.validate_config(config)
self.required_candle_call_count = self.validate_required_startup_candles(
config.get('startup_candle_count', 0), config.get('timeframe', ''))
self.validate_trading_mode_and_margin_mode(self.trading_mode, self.margin_mode)
self.validate_pricing(config['exit_pricing'])
self.validate_pricing(config['entry_pricing'])
# Converts the interval provided in minutes in config to seconds
self.markets_refresh_interval: int = exchange_config.get(
@ -213,6 +203,20 @@ class Exchange:
logger.info("Closing async ccxt session.")
self.loop.run_until_complete(self._api_async.close())
def validate_config(self, config):
# Check if timeframe is available
self.validate_timeframes(config.get('timeframe'))
# Check if all pairs are available
self.validate_stakecurrency(config['stake_currency'])
if not config['exchange'].get('skip_pair_validation'):
self.validate_pairs(config['exchange']['pair_whitelist'])
self.validate_ordertypes(config.get('order_types', {}))
self.validate_order_time_in_force(config.get('order_time_in_force', {}))
self.validate_trading_mode_and_margin_mode(self.trading_mode, self.margin_mode)
self.validate_pricing(config['exit_pricing'])
self.validate_pricing(config['entry_pricing'])
def _init_ccxt(self, exchange_config: Dict[str, Any], ccxt_module: CcxtModuleType = ccxt,
ccxt_kwargs: Dict = {}) -> ccxt.Exchange:
"""
@ -422,7 +426,7 @@ class Exchange:
if 'symbol' in order and order['symbol'] is not None:
contract_size = self._get_contract_size(order['symbol'])
if contract_size != 1:
for prop in ['amount', 'cost', 'filled', 'remaining']:
for prop in self._ft_has.get('order_props_in_contracts', []):
if prop in order and order[prop] is not None:
order[prop] = order[prop] * contract_size
return order
@ -820,7 +824,7 @@ class Exchange:
'price': rate,
'average': rate,
'amount': _amount,
'cost': _amount * rate / leverage,
'cost': _amount * rate,
'type': ordertype,
'side': side,
'filled': 0,
@ -1631,27 +1635,35 @@ class Exchange:
and order['fee']['cost'] is not None
)
def calculate_fee_rate(self, order: Dict) -> Optional[float]:
def calculate_fee_rate(
self, fee: Dict, symbol: str, cost: float, amount: float) -> Optional[float]:
"""
Calculate fee rate if it's not given by the exchange.
:param order: Order or trade (one trade) dict
:param fee: ccxt Fee dict - must contain cost / currency / rate
:param symbol: Symbol of the order
:param cost: Total cost of the order
:param amount: Amount of the order
"""
if order['fee'].get('rate') is not None:
return order['fee'].get('rate')
fee_curr = order['fee']['currency']
if fee.get('rate') is not None:
return fee.get('rate')
fee_curr = fee.get('currency')
if fee_curr is None:
return None
fee_cost = float(fee['cost'])
if self._ft_has['fee_cost_in_contracts']:
# Convert cost via "contracts" conversion
fee_cost = self._contracts_to_amount(symbol, fee['cost'])
# Calculate fee based on order details
if fee_curr in self.get_pair_base_currency(order['symbol']):
if fee_curr == self.get_pair_base_currency(symbol):
# Base currency - divide by amount
return round(
order['fee']['cost'] / safe_value_fallback2(order, order, 'filled', 'amount'), 8)
elif fee_curr in self.get_pair_quote_currency(order['symbol']):
return round(fee_cost / amount, 8)
elif fee_curr == self.get_pair_quote_currency(symbol):
# Quote currency - divide by cost
return round(self._contracts_to_amount(
order['symbol'], order['fee']['cost']) / order['cost'],
8) if order['cost'] else None
return round(fee_cost / cost, 8) if cost else None
else:
# If Fee currency is a different currency
if not order['cost']:
if not cost:
# If cost is None or 0.0 -> falsy, return None
return None
try:
@ -1663,19 +1675,28 @@ class Exchange:
fee_to_quote_rate = self._config['exchange'].get('unknown_fee_rate', None)
if not fee_to_quote_rate:
return None
return round((self._contracts_to_amount(
order['symbol'], order['fee']['cost']) * fee_to_quote_rate) / order['cost'], 8)
return round((fee_cost * fee_to_quote_rate) / cost, 8)
def extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, Optional[float]]:
def extract_cost_curr_rate(self, fee: Dict, symbol: str, cost: float,
amount: float) -> Tuple[float, str, Optional[float]]:
"""
Extract tuple of cost, currency, rate.
Requires order_has_fee to run first!
:param order: Order or trade (one trade) dict
:param fee: ccxt Fee dict - must contain cost / currency / rate
:param symbol: Symbol of the order
:param cost: Total cost of the order
:param amount: Amount of the order
:return: Tuple with cost, currency, rate of the given fee dict
"""
return (order['fee']['cost'],
order['fee']['currency'],
self.calculate_fee_rate(order))
return (float(fee['cost']),
fee['currency'],
self.calculate_fee_rate(
fee,
symbol,
cost,
amount
)
)
# Historic data

26
freqtrade/exchange/gateio.py
View File

@ -1,12 +1,13 @@
""" Gate.io exchange subclass """
import logging
from datetime import datetime
from typing import Dict, List, Optional, Tuple
from typing import Any, Dict, List, Optional, Tuple
from freqtrade.constants import BuySell
from freqtrade.enums import MarginMode, TradingMode
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import Exchange
from freqtrade.misc import safe_value_fallback2
logger = logging.getLogger(__name__)
@ -32,7 +33,9 @@ class Gateio(Exchange):
}
_ft_has_futures: Dict = {
"needs_trading_fees": True
"needs_trading_fees": True,
"fee_cost_in_contracts": False, # Set explicitly to false for clarity
"order_props_in_contracts": ['amount', 'filled', 'remaining'],
}
_supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [
@ -95,12 +98,29 @@ class Gateio(Exchange):
}
return trades
def get_order_id_conditional(self, order: Dict[str, Any]) -> str:
if self.trading_mode == TradingMode.FUTURES:
return safe_value_fallback2(order, order, 'id_stop', 'id')
return order['id']
def fetch_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
return self.fetch_order(
order = self.fetch_order(
order_id=order_id,
pair=pair,
params={'stop': True}
)
if self.trading_mode == TradingMode.FUTURES:
if order['status'] == 'closed':
# Places a real order - which we need to fetch explicitly.
new_orderid = order.get('info', {}).get('trade_id')
if new_orderid:
order1 = self.fetch_order(order_id=new_orderid, pair=pair, params=params)
order1['id_stop'] = order1['id']
order1['id'] = order_id
order1['stopPrice'] = order.get('stopPrice')
return order1
return order
def cancel_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
return self.cancel_order(

1
freqtrade/exchange/okx.py
View File

@ -28,6 +28,7 @@ class Okx(Exchange):
}
_ft_has_futures: Dict = {
"tickers_have_quoteVolume": False,
"fee_cost_in_contracts": True,
}
_supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [

21
freqtrade/freqtradebot.py
View File

@ -332,6 +332,8 @@ class FreqtradeBot(LoggingMixin):
if not trade.is_open and not trade.fee_updated(trade.exit_side):
# Get sell fee
order = trade.select_order(trade.exit_side, False)
if not order:
order = trade.select_order('stoploss', False)
if order:
logger.info(
f"Updating {trade.exit_side}-fee on trade {trade}"
@ -634,7 +636,7 @@ class FreqtradeBot(LoggingMixin):
pair=pair, order_type=order_type, amount=amount, rate=enter_limit_requested,
time_in_force=time_in_force, current_time=datetime.now(timezone.utc),
entry_tag=enter_tag, side=trade_side):
logger.info(f"User requested abortion of buying {pair}")
logger.info(f"User denied entry for {pair}.")
return False
order = self.exchange.create_order(
pair=pair,
@ -814,7 +816,7 @@ class FreqtradeBot(LoggingMixin):
pair=pair, current_time=datetime.now(timezone.utc),
current_rate=enter_limit_requested, proposed_stake=stake_amount,
min_stake=min_stake_amount, max_stake=min(max_stake_amount, stake_available),
entry_tag=entry_tag, side=trade_side
leverage=leverage, entry_tag=entry_tag, side=trade_side
)
stake_amount = self.wallets.validate_stake_amount(
@ -1465,7 +1467,7 @@ class FreqtradeBot(LoggingMixin):
time_in_force=time_in_force, exit_reason=exit_reason,
sell_reason=exit_reason, # sellreason -> compatibility
current_time=datetime.now(timezone.utc)):
logger.info(f"User requested abortion of {trade.pair} exit.")
logger.info(f"User denied exit for {trade.pair}.")
return False
try:
@ -1742,7 +1744,8 @@ class FreqtradeBot(LoggingMixin):
trade_base_currency = self.exchange.get_pair_base_currency(trade.pair)
# use fee from order-dict if possible
if self.exchange.order_has_fee(order):
fee_cost, fee_currency, fee_rate = self.exchange.extract_cost_curr_rate(order)
fee_cost, fee_currency, fee_rate = self.exchange.extract_cost_curr_rate(
order['fee'], order['symbol'], order['cost'], order_obj.safe_filled)
logger.info(f"Fee for Trade {trade} [{order_obj.ft_order_side}]: "
f"{fee_cost:.8g} {fee_currency} - rate: {fee_rate}")
if fee_rate is None or fee_rate < 0.02:
@ -1780,7 +1783,15 @@ class FreqtradeBot(LoggingMixin):
for exectrade in trades:
amount += exectrade['amount']
if self.exchange.order_has_fee(exectrade):
fee_cost_, fee_currency, fee_rate_ = self.exchange.extract_cost_curr_rate(exectrade)
# Prefer singular fee
fees = [exectrade['fee']]
else:
fees = exectrade.get('fees', [])
for fee in fees:
fee_cost_, fee_currency, fee_rate_ = self.exchange.extract_cost_curr_rate(
fee, exectrade['symbol'], exectrade['cost'], exectrade['amount']
)
fee_cost += fee_cost_
if fee_rate_ is not None:
fee_rate_array.append(fee_rate_)

2
freqtrade/optimize/backtesting.py
View File

@ -727,7 +727,7 @@ class Backtesting:
pair=pair, current_time=current_time, current_rate=propose_rate,
proposed_stake=stake_amount, min_stake=min_stake_amount,
max_stake=min(stake_available, max_stake_amount),
entry_tag=entry_tag, side=direction)
leverage=leverage, entry_tag=entry_tag, side=direction)
stake_amount_val = self.wallets.validate_stake_amount(
pair=pair,

14
freqtrade/optimize/hyperopt.py
View File

@ -6,6 +6,7 @@ This module contains the hyperopt logic
import logging
import random
import sys
import warnings
from datetime import datetime, timezone
from math import ceil
@ -17,6 +18,7 @@ import rapidjson
from colorama import Fore, Style
from colorama import init as colorama_init
from joblib import Parallel, cpu_count, delayed, dump, load, wrap_non_picklable_objects
from joblib.externals import cloudpickle
from pandas import DataFrame
from freqtrade.constants import DATETIME_PRINT_FORMAT, FTHYPT_FILEVERSION, LAST_BT_RESULT_FN
@ -87,6 +89,7 @@ class Hyperopt:
self.backtesting._set_strategy(self.backtesting.strategylist[0])
self.custom_hyperopt.strategy = self.backtesting.strategy
self.hyperopt_pickle_magic(self.backtesting.strategy.__class__.__bases__)
self.custom_hyperoptloss: IHyperOptLoss = HyperOptLossResolver.load_hyperoptloss(
self.config)
self.calculate_loss = self.custom_hyperoptloss.hyperopt_loss_function
@ -137,6 +140,17 @@ class Hyperopt:
logger.info(f"Removing `{p}`.")
p.unlink()
def hyperopt_pickle_magic(self, bases) -> None:
"""
Hyperopt magic to allow strategy inheritance across files.
For this to properly work, we need to register the module of the imported class
to pickle as value.
"""
for modules in bases:
if modules.__name__ != 'IStrategy':
cloudpickle.register_pickle_by_value(sys.modules[modules.__module__])
self.hyperopt_pickle_magic(modules.__bases__)
def _get_params_dict(self, dimensions: List[Dimension], raw_params: List[Any]) -> Dict:
# Ensure the number of dimensions match

53
freqtrade/persistence/migrations.py
View File

@ -1,9 +1,10 @@
import logging
from typing import List
from sqlalchemy import inspect, text
from sqlalchemy import inspect, select, text, tuple_, update
from freqtrade.exceptions import OperationalException
from freqtrade.persistence.trade_model import Order, Trade
logger = logging.getLogger(__name__)
@ -251,31 +252,31 @@ def set_sqlite_to_wal(engine):
def fix_old_dry_orders(engine):
with engine.begin() as connection:
connection.execute(
text(
"""
update orders
set ft_is_open = 0
where ft_is_open = 1 and (ft_trade_id, order_id) not in (
select id, stoploss_order_id from trades where stoploss_order_id is not null
) and ft_order_side = 'stoploss'
and order_id like 'dry_%'
"""
)
)
connection.execute(
text(
"""
update orders
set ft_is_open = 0
where ft_is_open = 1
and (ft_trade_id, order_id) not in (
select id, open_order_id from trades where open_order_id is not null
) and ft_order_side != 'stoploss'
and order_id like 'dry_%'
"""
)
)
stmt = update(Order).where(
Order.ft_is_open.is_(True),
tuple_(Order.ft_trade_id, Order.order_id).not_in(
select(
Trade.id, Trade.stoploss_order_id
).where(Trade.stoploss_order_id.is_not(None))
),
Order.ft_order_side == 'stoploss',
Order.order_id.like('dry%'),
).values(ft_is_open=False)
connection.execute(stmt)
stmt = update(Order).where(
Order.ft_is_open.is_(True),
tuple_(Order.ft_trade_id, Order.order_id).not_in(
select(
Trade.id, Trade.open_order_id
).where(Trade.open_order_id.is_not(None))
),
Order.ft_order_side != 'stoploss',
Order.order_id.like('dry%')
).values(ft_is_open=False)
connection.execute(stmt)
def check_migrate(engine, decl_base, previous_tables) -> None:

2
freqtrade/persistence/trade_model.py
View File

@ -821,7 +821,7 @@ class LocalTrade():
self.open_rate = total_stake / total_amount
self.stake_amount = total_stake / (self.leverage or 1.0)
self.amount = total_amount
self.fee_open_cost = self.fee_open * self.stake_amount
self.fee_open_cost = self.fee_open * total_stake
self.recalc_open_trade_value()
if self.stop_loss_pct is not None and self.open_rate is not None:
self.adjust_stop_loss(self.open_rate, self.stop_loss_pct)

18
freqtrade/rpc/telegram.py
View File

@ -243,6 +243,22 @@ class Telegram(RPCHandler):
"""
return f"{msg['exchange']}{' (dry)' if self._config['dry_run'] else ''}"
def _add_analyzed_candle(self, pair: str) -> str:
candle_val = self._config['telegram'].get(
'notification_settings', {}).get('show_candle', 'off')
if candle_val != 'off':
if candle_val == 'ohlc':
analyzed_df, _ = self._rpc._freqtrade.dataprovider.get_analyzed_dataframe(
pair, self._config['timeframe'])
candle = analyzed_df.iloc[-1].squeeze() if len(analyzed_df) > 0 else None
if candle is not None:
return (
f"*Candle OHLC*: `{candle['open']}, {candle['high']}, "
f"{candle['low']}, {candle['close']}`\n"
)
return ''
def _format_entry_msg(self, msg: Dict[str, Any]) -> str:
if self._rpc._fiat_converter:
msg['stake_amount_fiat'] = self._rpc._fiat_converter.convert_amount(
@ -259,6 +275,7 @@ class Telegram(RPCHandler):
f" {entry_side['entered'] if is_fill else entry_side['enter']} {msg['pair']}"
f" (#{msg['trade_id']})\n"
)
message += self._add_analyzed_candle(msg['pair'])
message += f"*Enter Tag:* `{msg['enter_tag']}`\n" if msg.get('enter_tag') else ""
message += f"*Amount:* `{msg['amount']:.8f}`\n"
if msg.get('leverage') and msg.get('leverage', 1.0) != 1.0:
@ -306,6 +323,7 @@ class Telegram(RPCHandler):
message = (
f"{msg['emoji']} *{self._exchange_from_msg(msg)}:* "
f"{'Exited' if is_fill else 'Exiting'} {msg['pair']} (#{msg['trade_id']})\n"
f"{self._add_analyzed_candle(msg['pair'])}"
f"*{'Profit' if is_fill else 'Unrealized Profit'}:* "
f"`{msg['profit_ratio']:.2%}{msg['profit_extra']}`\n"
f"*Enter Tag:* `{msg['enter_tag']}`\n"

1
freqtrade/strategy/hyper.py
View File

@ -191,6 +191,7 @@ def detect_parameters(
and attr.category is not None and attr.category != category):
raise OperationalException(
f'Inconclusive parameter name {attr_name}, category: {attr.category}.')
if (category == attr.category or
(attr_name.startswith(category + '_') and attr.category is None)):
yield attr_name, attr

4
freqtrade/strategy/interface.py
View File

@ -442,7 +442,8 @@ class IStrategy(ABC, HyperStrategyMixin):
def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
proposed_stake: float, min_stake: Optional[float], max_stake: float,
entry_tag: Optional[str], side: str, **kwargs) -> float:
leverage: float, entry_tag: Optional[str], side: str,
**kwargs) -> float:
"""
Customize stake size for each new trade.
@ -452,6 +453,7 @@ class IStrategy(ABC, HyperStrategyMixin):
:param proposed_stake: A stake amount proposed by the bot.
:param min_stake: Minimal stake size allowed by exchange.
:param max_stake: Balance available for trading.
:param leverage: Leverage selected for this trade.
:param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
:param side: 'long' or 'short' - indicating the direction of the proposed trade
:return: A stake size, which is between min_stake and max_stake.

2
freqtrade/templates/strategy_analysis_example.ipynb
View File

@ -51,11 +51,13 @@
"source": [
"# Load data using values set above\n",
"from freqtrade.data.history import load_pair_history\n",
"from freqtrade.enums import CandleType\n",
"\n",
"candles = load_pair_history(datadir=data_location,\n",
" timeframe=config[\"timeframe\"],\n",
" pair=pair,\n",
" data_format = \"hdf5\",\n",
" candle_type=CandleType.SPOT,\n",
" )\n",
"\n",
"# Confirm success\n",

6
freqtrade/templates/subtemplates/strategy_methods_advanced.j2
View File

@ -79,9 +79,10 @@ def custom_exit_price(self, pair: str, trade: 'Trade',
"""
return proposed_rate
def custom_stake_amount(self, pair: str, current_time: 'datetime', current_rate: float,
def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
proposed_stake: float, min_stake: Optional[float], max_stake: float,
entry_tag: 'Optional[str]', side: str, **kwargs) -> float:
leverage: float, entry_tag: Optional[str], side: str,
**kwargs) -> float:
"""
Customize stake size for each new trade.
@ -91,6 +92,7 @@ def custom_stake_amount(self, pair: str, current_time: 'datetime', current_rate:
:param proposed_stake: A stake amount proposed by the bot.
:param min_stake: Minimal stake size allowed by exchange.
:param max_stake: Balance available for trading.
:param leverage: Leverage selected for this trade.
:param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
:param side: 'long' or 'short' - indicating the direction of the proposed trade
:return: A stake size, which is between min_stake and max_stake.

4
requirements-dev.txt
View File

@ -8,11 +8,11 @@ coveralls==3.3.1
flake8==4.0.1
flake8-tidy-imports==4.8.0
mypy==0.961
pre-commit==2.19.0
pre-commit==2.20.0
pytest==7.1.2
pytest-asyncio==0.18.3
pytest-cov==3.0.0
pytest-mock==3.8.1
pytest-mock==3.8.2
pytest-random-order==1.0.4
isort==5.10.1
# For datetime mocking

22
requirements.txt
View File

@ -1,18 +1,18 @@
numpy==1.23.0
numpy==1.23.1
pandas==1.4.3
pandas-ta==0.3.14b
ccxt==1.89.14
ccxt==1.90.47
# Pin cryptography for now due to rust build errors with piwheels
cryptography==37.0.2
cryptography==37.0.4
aiohttp==3.8.1
SQLAlchemy==1.4.39
python-telegram-bot==13.12
python-telegram-bot==13.13
arrow==1.2.2
cachetools==4.2.2
requests==2.28.0
urllib3==1.26.9
jsonschema==4.6.0
requests==2.28.1
urllib3==1.26.10
jsonschema==4.6.2
TA-Lib==0.4.24
technical==1.3.0
tabulate==0.8.10
@ -26,16 +26,16 @@ joblib==1.1.0
py_find_1st==1.1.5
# Load ticker files 30% faster
python-rapidjson==1.6
python-rapidjson==1.8
# Properly format api responses
orjson==3.7.3
orjson==3.7.7
# Notify systemd
sdnotify==0.3.2
# API Server
fastapi==0.78.0
uvicorn==0.18.1
uvicorn==0.18.2
pyjwt==2.4.0
aiofiles==0.8.0
psutil==5.9.1
@ -44,7 +44,7 @@ psutil==5.9.1
colorama==0.4.5
# Building config files interactively
questionary==1.10.0
prompt-toolkit==3.0.29
prompt-toolkit==3.0.30
# Extensions to datetime library
python-dateutil==2.8.2

68
tests/conftest.py
View File

@ -112,11 +112,8 @@ def patch_exchange(
mock_supported_modes=True
) -> None:
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock(return_value={}))
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_config', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_ordertypes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_pricing')
mocker.patch('freqtrade.exchange.Exchange.id', PropertyMock(return_value=id))
mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value=id.title()))
mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=2))
@ -1694,6 +1691,7 @@ def limit_buy_order_old_partial():
'price': 0.00001099,
'amount': 90.99181073,
'filled': 23.0,
'cost': 90.99181073 * 23.0,
'remaining': 67.99181073,
'status': 'open'
}
@ -3165,60 +3163,46 @@ def leverage_tiers():
"AAVE/USDT": [
{
'min': 0,
'max': 50000,
'max': 5000,
'mmr': 0.01,
'lev': 50,
'maintAmt': 0.0
},
{
'min': 50000,
'max': 250000,
'min': 5000,
'max': 25000,
'mmr': 0.02,
'lev': 25,
'maintAmt': 500.0
'maintAmt': 75.0
},
{
'min': 25000,
'max': 100000,
'mmr': 0.05,
'lev': 10,
'maintAmt': 700.0
},
{
'min': 100000,
'max': 250000,
'mmr': 0.1,
'lev': 5,
'maintAmt': 5700.0
},
{
'min': 250000,
'max': 1000000,
'mmr': 0.05,
'lev': 10,
'maintAmt': 8000.0
},
{
'min': 1000000,
'max': 2000000,
'mmr': 0.1,
'lev': 5,
'maintAmt': 58000.0
},
{
'min': 2000000,
'max': 5000000,
'mmr': 0.125,
'lev': 4,
'maintAmt': 108000.0
},
{
'min': 5000000,
'max': 10000000,
'mmr': 0.1665,
'lev': 3,
'maintAmt': 315500.0
'lev': 2,
'maintAmt': 11950.0
},
{
'min': 10000000,
'max': 20000000,
'mmr': 0.25,
'lev': 2,
'maintAmt': 1150500.0
'max': 50000000,
'mmr': 0.5,
'lev': 1,
'maintAmt': 386950.0
},
{
"min": 20000000,
"max": 50000000,
"mmr": 0.5,
"lev": 1,
"maintAmt": 6150500.0
}
],
"ADA/BUSD": [
{

19
tests/exchange/test_ccxt_compat.py
View File

@ -153,6 +153,25 @@ class TestCCXTExchange():
assert isinstance(markets[pair], dict)
assert exchange.market_is_spot(markets[pair])
def test_has_validations(self, exchange):
exchange, exchangename = exchange
exchange.validate_ordertypes({
'entry': 'limit',
'exit': 'limit',
'stoploss': 'limit',
})
if exchangename == 'gateio':
# gateio doesn't have market orders on spot
return
exchange.validate_ordertypes({
'entry': 'market',
'exit': 'market',
'stoploss': 'market',
})
def test_load_markets_futures(self, exchange_futures):
exchange, exchangename = exchange_futures
if not exchange:

10
tests/exchange/test_exchange.py
View File

@ -1135,7 +1135,7 @@ def test_create_dry_run_order(default_conf, mocker, side, exchange_name, leverag
assert order["symbol"] == "ETH/BTC"
assert order["amount"] == 1
assert order["leverage"] == leverage
assert order["cost"] == 1 * 200 / leverage
assert order["cost"] == 1 * 200
@pytest.mark.parametrize("side,startprice,endprice", [
@ -3544,7 +3544,7 @@ def test_order_has_fee(order, expected) -> None:
def test_extract_cost_curr_rate(mocker, default_conf, order, expected) -> None:
mocker.patch('freqtrade.exchange.Exchange.calculate_fee_rate', MagicMock(return_value=0.01))
ex = get_patched_exchange(mocker, default_conf)
assert ex.extract_cost_curr_rate(order) == expected
assert ex.extract_cost_curr_rate(order['fee'], order['symbol'], cost=20, amount=1) == expected
@pytest.mark.parametrize("order,unknown_fee_rate,expected", [
@ -3582,6 +3582,9 @@ def test_extract_cost_curr_rate(mocker, default_conf, order, expected) -> None:
'fee': {'currency': 'POINT', 'cost': 2.0, 'rate': None}}, 1, 4.0),
({'symbol': 'POINT/BTC', 'amount': 0.04, 'cost': 0.5,
'fee': {'currency': 'POINT', 'cost': 2.0, 'rate': None}}, 2, 8.0),
# Missing currency
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
'fee': {'currency': None, 'cost': 0.005}}, None, None),
])
def test_calculate_fee_rate(mocker, default_conf, order, expected, unknown_fee_rate) -> None:
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'last': 0.081})
@ -3590,7 +3593,8 @@ def test_calculate_fee_rate(mocker, default_conf, order, expected, unknown_fee_r
ex = get_patched_exchange(mocker, default_conf)
assert ex.calculate_fee_rate(order) == expected
assert ex.calculate_fee_rate(order['fee'], order['symbol'],
cost=order['cost'], amount=order['amount']) == expected
@pytest.mark.parametrize('retrycount,max_retries,expected', [

19
tests/exchange/test_gateio.py
View File

@ -53,6 +53,25 @@ def test_fetch_stoploss_order_gateio(default_conf, mocker):
assert fetch_order_mock.call_args_list[0][1]['pair'] == 'ETH/BTC'
assert fetch_order_mock.call_args_list[0][1]['params'] == {'stop': True}
default_conf['trading_mode'] = 'futures'
default_conf['margin_mode'] = 'isolated'
exchange = get_patched_exchange(mocker, default_conf, id='gateio')
exchange.fetch_order = MagicMock(return_value={
'status': 'closed',
'id': '1234',
'stopPrice': 5.62,
'info': {
'trade_id': '222555'
}
})
exchange.fetch_stoploss_order('1234', 'ETH/BTC')
assert exchange.fetch_order.call_count == 2
assert exchange.fetch_order.call_args_list[0][1]['order_id'] == '1234'
assert exchange.fetch_order.call_args_list[1][1]['order_id'] == '222555'
def test_cancel_stoploss_order_gateio(default_conf, mocker):
exchange = get_patched_exchange(mocker, default_conf, id='gateio')

47
tests/optimize/test_hyperopt.py
View File

@ -1,7 +1,7 @@
# pragma pylint: disable=missing-docstring,W0212,C0103
from datetime import datetime, timedelta
from pathlib import Path
from unittest.mock import ANY, MagicMock
from unittest.mock import ANY, MagicMock, PropertyMock
import pandas as pd
import pytest
@ -18,8 +18,8 @@ from freqtrade.optimize.hyperopt_tools import HyperoptTools
from freqtrade.optimize.optimize_reports import generate_strategy_stats
from freqtrade.optimize.space import SKDecimal
from freqtrade.strategy import IntParameter
from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, log_has, log_has_re, patch_exchange,
patched_configuration_load_config_file)
from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, get_markets, log_has, log_has_re,
patch_exchange, patched_configuration_load_config_file)
def generate_result_metrics():
@ -855,7 +855,7 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
'strategy': 'HyperoptableStrategy',
'user_data_dir': Path(tmpdir),
'hyperopt_random_state': 42,
'spaces': ['all']
'spaces': ['all'],
})
hyperopt = Hyperopt(hyperopt_conf)
hyperopt.backtesting.exchange.get_max_leverage = MagicMock(return_value=1.0)
@ -883,6 +883,45 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
hyperopt.get_optimizer([], 2)
def test_in_strategy_auto_hyperopt_with_parallel(mocker, hyperopt_conf, tmpdir, fee) -> None:
mocker.patch('freqtrade.exchange.Exchange.validate_config', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
mocker.patch('freqtrade.exchange.Exchange._load_markets')
mocker.patch('freqtrade.exchange.Exchange.markets',
PropertyMock(return_value=get_markets()))
(Path(tmpdir) / 'hyperopt_results').mkdir(parents=True)
# No hyperopt needed
hyperopt_conf.update({
'strategy': 'HyperoptableStrategy',
'user_data_dir': Path(tmpdir),
'hyperopt_random_state': 42,
'spaces': ['all'],
# Enforce parallelity
'epochs': 2,
'hyperopt_jobs': 2,
'fee': fee.return_value,
})
hyperopt = Hyperopt(hyperopt_conf)
hyperopt.backtesting.exchange.get_max_leverage = lambda *x, **xx: 1.0
hyperopt.backtesting.exchange.get_min_pair_stake_amount = lambda *x, **xx: 1.0
hyperopt.backtesting.exchange.get_max_pair_stake_amount = lambda *x, **xx: 100.0
assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
assert isinstance(hyperopt.backtesting.strategy.buy_rsi, IntParameter)
assert hyperopt.backtesting.strategy.bot_loop_started is True
assert hyperopt.backtesting.strategy.buy_rsi.in_space is True
assert hyperopt.backtesting.strategy.buy_rsi.value == 35
assert hyperopt.backtesting.strategy.sell_rsi.value == 74
assert hyperopt.backtesting.strategy.protection_cooldown_lookback.value == 30
buy_rsi_range = hyperopt.backtesting.strategy.buy_rsi.range
assert isinstance(buy_rsi_range, range)
# Range from 0 - 50 (inclusive)
assert len(list(buy_rsi_range)) == 51
hyperopt.start()
def test_SKDecimal():
space = SKDecimal(1, 2, decimals=2)
assert 1.5 in space

1
tests/rpc/test_rpc_apiserver.py
View File

@ -1398,6 +1398,7 @@ def test_api_strategies(botclient):
assert rc.json() == {'strategies': [
'HyperoptableStrategy',
'HyperoptableStrategyV2',
'InformativeDecoratorTest',
'StrategyTestV2',
'StrategyTestV3',

17
tests/rpc/test_rpc_telegram.py
View File

@ -12,6 +12,7 @@ from unittest.mock import ANY, MagicMock
import arrow
import pytest
from pandas import DataFrame
from telegram import Chat, Message, ReplyKeyboardMarkup, Update
from telegram.error import BadRequest, NetworkError, TelegramError
@ -1655,8 +1656,17 @@ def test_show_config_handle(default_conf, update, mocker) -> None:
(RPCMessageType.ENTRY, 'Long', 'long_signal_01', 1.0),
(RPCMessageType.ENTRY, 'Long', 'long_signal_01', 5.0),
(RPCMessageType.ENTRY, 'Short', 'short_signal_01', 2.0)])
def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type,
def test_send_msg_enter_notification(default_conf, mocker, caplog, message_type,
enter, enter_signal, leverage) -> None:
default_conf['telegram']['notification_settings']['show_candle'] = 'ohlc'
df = DataFrame({
'open': [1.1],
'high': [2.2],
'low': [1.0],
'close': [1.5],
})
mocker.patch('freqtrade.data.dataprovider.DataProvider.get_analyzed_dataframe',
return_value=(df, 1))
msg = {
'type': message_type,
@ -1674,6 +1684,7 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type,
'fiat_currency': 'USD',
'current_rate': 1.099e-05,
'amount': 1333.3333333333335,
'analyzed_candle': {'open': 1.1, 'high': 2.2, 'low': 1.0, 'close': 1.5},
'open_date': arrow.utcnow().shift(hours=-1)
}
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
@ -1683,6 +1694,7 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type,
assert msg_mock.call_args[0][0] == (
f'\N{LARGE BLUE CIRCLE} *Binance (dry):* {enter} ETH/BTC (#1)\n'
'*Candle OHLC*: `1.1, 2.2, 1.0, 1.5`\n'
f'*Enter Tag:* `{enter_signal}`\n'
'*Amount:* `1333.33333333`\n'
f'{leverage_text}'
@ -1710,7 +1722,8 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type,
@pytest.mark.parametrize('message_type,enter_signal', [
(RPCMessageType.ENTRY_CANCEL, 'long_signal_01'),
(RPCMessageType.ENTRY_CANCEL, 'short_signal_01')])
def test_send_msg_buy_cancel_notification(default_conf, mocker, message_type, enter_signal) -> None:
def test_send_msg_enter_cancel_notification(
default_conf, mocker, message_type, enter_signal) -> None:
telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)

4
tests/strategy/strats/hyperoptable_strategy.py
View File

@ -1,13 +1,13 @@
# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
from pandas import DataFrame
from strategy_test_v2 import StrategyTestV2
from strategy_test_v3 import StrategyTestV3
import freqtrade.vendor.qtpylib.indicators as qtpylib
from freqtrade.strategy import BooleanParameter, DecimalParameter, IntParameter, RealParameter
class HyperoptableStrategy(StrategyTestV2):
class HyperoptableStrategy(StrategyTestV3):
"""
Default Strategy provided by freqtrade bot.
Please do not modify this strategy, it's intended for internal use only.

54
tests/strategy/strats/hyperoptable_strategy_v2.py Normal file
View File

@ -0,0 +1,54 @@
# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
from strategy_test_v2 import StrategyTestV2
from freqtrade.strategy import BooleanParameter, DecimalParameter, IntParameter, RealParameter
class HyperoptableStrategyV2(StrategyTestV2):
"""
Default Strategy provided by freqtrade bot.
Please do not modify this strategy, it's intended for internal use only.
Please look at the SampleStrategy in the user_data/strategy directory
or strategy repository https://github.com/freqtrade/freqtrade-strategies
for samples and inspiration.
"""
buy_params = {
'buy_rsi': 35,
# Intentionally not specified, so "default" is tested
# 'buy_plusdi': 0.4
}
sell_params = {
'sell_rsi': 74,
'sell_minusdi': 0.4
}
buy_plusdi = RealParameter(low=0, high=1, default=0.5, space='buy')
sell_rsi = IntParameter(low=50, high=100, default=70, space='sell')
sell_minusdi = DecimalParameter(low=0, high=1, default=0.5001, decimals=3, space='sell',
load=False)
protection_enabled = BooleanParameter(default=True)
protection_cooldown_lookback = IntParameter([0, 50], default=30)
@property
def protections(self):
prot = []
if self.protection_enabled.value:
prot.append({
"method": "CooldownPeriod",
"stop_duration_candles": self.protection_cooldown_lookback.value
})
return prot
bot_loop_started = False
def bot_loop_start(self):
self.bot_loop_started = True
def bot_start(self, **kwargs) -> None:
"""
Parameters can also be defined here ...
"""
self.buy_rsi = IntParameter([0, 50], default=30, space='buy')

2
tests/strategy/test_interface.py
View File

@ -916,7 +916,7 @@ def test_hyperopt_parameters():
def test_auto_hyperopt_interface(default_conf):
default_conf.update({'strategy': 'HyperoptableStrategy'})
default_conf.update({'strategy': 'HyperoptableStrategyV2'})
PairLocks.timeframe = default_conf['timeframe']
strategy = StrategyResolver.load_strategy(default_conf)
strategy.ft_bot_start()

6
tests/strategy/test_strategy_loading.py
View File

@ -34,7 +34,7 @@ def test_search_all_strategies_no_failed():
directory = Path(__file__).parent / "strats"
strategies = StrategyResolver.search_all_objects(directory, enum_failed=False)
assert isinstance(strategies, list)
assert len(strategies) == 6
assert len(strategies) == 7
assert isinstance(strategies[0], dict)
@ -42,10 +42,10 @@ def test_search_all_strategies_with_failed():
directory = Path(__file__).parent / "strats"
strategies = StrategyResolver.search_all_objects(directory, enum_failed=True)
assert isinstance(strategies, list)
assert len(strategies) == 7
assert len(strategies) == 8
# with enum_failed=True search_all_objects() shall find 2 good strategies
# and 1 which fails to load
assert len([x for x in strategies if x['class'] is not None]) == 6
assert len([x for x in strategies if x['class'] is not None]) == 7
assert len([x for x in strategies if x['class'] is None]) == 1

59
tests/test_persistence.py
View File

@ -1200,7 +1200,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
0.00258580, {stake}, {amount},
'2019-11-28 12:44:24.000000',
0.0, 0.0, 0.0, '5m',
'buy_order', 'stop_order_id222')
'buy_order', 'dry_stop_order_id222')
""".format(fee=fee.return_value,
stake=default_conf.get("stake_amount"),
amount=amount
@ -1226,7 +1226,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
'buy',
'ETC/BTC',
0,
'buy_order',
'dry_buy_order',
'closed',
'ETC/BTC',
'limit',
@ -1236,14 +1236,46 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
{amount},
0,
{amount * 0.00258580}
),
(
1,
'buy',
'ETC/BTC',
1,
'dry_buy_order22',
'canceled',
'ETC/BTC',
'limit',
'buy',
0.00258580,
{amount},
{amount},
0,
{amount * 0.00258580}
),
(
1,
'stoploss',
'ETC/BTC',
1,
'dry_stop_order_id11X',
'canceled',
'ETC/BTC',
'limit',
'sell',
0.00258580,
{amount},
{amount},
0,
'stop_order_id222',
'closed',
{amount * 0.00258580}
),
(
1,
'stoploss',
'ETC/BTC',
1,
'dry_stop_order_id222',
'open',
'ETC/BTC',
'limit',
'sell',
@ -1292,7 +1324,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
assert trade.exit_reason is None
assert trade.strategy is None
assert trade.timeframe == '5m'
assert trade.stoploss_order_id == 'stop_order_id222'
assert trade.stoploss_order_id == 'dry_stop_order_id222'
assert trade.stoploss_last_update is None
assert log_has("trying trades_bak1", caplog)
assert log_has("trying trades_bak2", caplog)
@ -1302,12 +1334,21 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
assert trade.close_profit_abs is None
orders = trade.orders
assert len(orders) == 2
assert orders[0].order_id == 'buy_order'
assert len(orders) == 4
assert orders[0].order_id == 'dry_buy_order'
assert orders[0].ft_order_side == 'buy'
assert orders[1].order_id == 'stop_order_id222'
assert orders[1].ft_order_side == 'stoploss'
assert orders[-1].order_id == 'dry_stop_order_id222'
assert orders[-1].ft_order_side == 'stoploss'
assert orders[-1].ft_is_open is True
assert orders[1].order_id == 'dry_buy_order22'
assert orders[1].ft_order_side == 'buy'
assert orders[1].ft_is_open is False
assert orders[2].order_id == 'dry_stop_order_id11X'
assert orders[2].ft_order_side == 'stoploss'
assert orders[2].ft_is_open is False
def test_migrate_too_old(mocker, default_conf, fee, caplog):