mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-10 10:21:59 +00:00
Merge branch 'freqtrade:develop' into bt-metrics
This commit is contained in:
commit
f7c7990aff
126
.github/workflows/ci.yml
vendored
126
.github/workflows/ci.yml
vendored
|
@ -31,7 +31,7 @@ jobs:
|
|||
- uses: actions/checkout@v4
|
||||
|
||||
- name: Set up Python
|
||||
uses: actions/setup-python@v4
|
||||
uses: actions/setup-python@v5
|
||||
with:
|
||||
python-version: ${{ matrix.python-version }}
|
||||
|
||||
|
@ -122,18 +122,18 @@ jobs:
|
|||
details: Freqtrade CI failed on ${{ matrix.os }}
|
||||
webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
|
||||
|
||||
build_macos:
|
||||
build-macos:
|
||||
runs-on: ${{ matrix.os }}
|
||||
strategy:
|
||||
matrix:
|
||||
os: [ macos-latest ]
|
||||
os: [ "macos-latest" ]
|
||||
python-version: ["3.9", "3.10", "3.11"]
|
||||
|
||||
steps:
|
||||
- uses: actions/checkout@v4
|
||||
|
||||
- name: Set up Python
|
||||
uses: actions/setup-python@v4
|
||||
uses: actions/setup-python@v5
|
||||
with:
|
||||
python-version: ${{ matrix.python-version }}
|
||||
check-latest: true
|
||||
|
@ -143,14 +143,13 @@ jobs:
|
|||
id: cache
|
||||
with:
|
||||
path: ~/dependencies/
|
||||
key: ${{ runner.os }}-dependencies
|
||||
key: ${{ matrix.os }}-dependencies
|
||||
|
||||
- name: pip cache (macOS)
|
||||
uses: actions/cache@v3
|
||||
if: runner.os == 'macOS'
|
||||
with:
|
||||
path: ~/Library/Caches/pip
|
||||
key: test-${{ matrix.os }}-${{ matrix.python-version }}-pip
|
||||
key: ${{ matrix.os }}-${{ matrix.python-version }}-pip
|
||||
|
||||
- name: TA binary *nix
|
||||
if: steps.cache.outputs.cache-hit != 'true'
|
||||
|
@ -158,7 +157,6 @@ jobs:
|
|||
cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies/; cd ..
|
||||
|
||||
- name: Installation - macOS
|
||||
if: runner.os == 'macOS'
|
||||
run: |
|
||||
# brew update
|
||||
# TODO: Should be the brew upgrade
|
||||
|
@ -175,7 +173,7 @@ jobs:
|
|||
rm /usr/local/bin/python3-config || true
|
||||
rm /usr/local/bin/python3.11-config || true
|
||||
|
||||
brew install hdf5 c-blosc
|
||||
brew install hdf5 c-blosc libomp
|
||||
python -m pip install --upgrade pip wheel
|
||||
export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
|
||||
export TA_LIBRARY_PATH=${HOME}/dependencies/lib
|
||||
|
@ -231,7 +229,7 @@ jobs:
|
|||
details: Test Succeeded!
|
||||
webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
|
||||
|
||||
build_windows:
|
||||
build-windows:
|
||||
|
||||
runs-on: ${{ matrix.os }}
|
||||
strategy:
|
||||
|
@ -243,7 +241,7 @@ jobs:
|
|||
- uses: actions/checkout@v4
|
||||
|
||||
- name: Set up Python
|
||||
uses: actions/setup-python@v4
|
||||
uses: actions/setup-python@v5
|
||||
with:
|
||||
python-version: ${{ matrix.python-version }}
|
||||
|
||||
|
@ -301,13 +299,13 @@ jobs:
|
|||
details: Test Failed
|
||||
webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
|
||||
|
||||
mypy_version_check:
|
||||
mypy-version-check:
|
||||
runs-on: ubuntu-22.04
|
||||
steps:
|
||||
- uses: actions/checkout@v4
|
||||
|
||||
- name: Set up Python
|
||||
uses: actions/setup-python@v4
|
||||
uses: actions/setup-python@v5
|
||||
with:
|
||||
python-version: "3.10"
|
||||
|
||||
|
@ -321,12 +319,12 @@ jobs:
|
|||
steps:
|
||||
- uses: actions/checkout@v4
|
||||
|
||||
- uses: actions/setup-python@v4
|
||||
- uses: actions/setup-python@v5
|
||||
with:
|
||||
python-version: "3.10"
|
||||
- uses: pre-commit/action@v3.0.0
|
||||
|
||||
docs_check:
|
||||
docs-check:
|
||||
runs-on: ubuntu-22.04
|
||||
steps:
|
||||
- uses: actions/checkout@v4
|
||||
|
@ -336,7 +334,7 @@ jobs:
|
|||
./tests/test_docs.sh
|
||||
|
||||
- name: Set up Python
|
||||
uses: actions/setup-python@v4
|
||||
uses: actions/setup-python@v5
|
||||
with:
|
||||
python-version: "3.11"
|
||||
|
||||
|
@ -362,7 +360,7 @@ jobs:
|
|||
- uses: actions/checkout@v4
|
||||
|
||||
- name: Set up Python
|
||||
uses: actions/setup-python@v4
|
||||
uses: actions/setup-python@v5
|
||||
with:
|
||||
python-version: "3.9"
|
||||
|
||||
|
@ -406,10 +404,10 @@ jobs:
|
|||
notify-complete:
|
||||
needs: [
|
||||
build_linux,
|
||||
build_macos,
|
||||
build_windows,
|
||||
docs_check,
|
||||
mypy_version_check,
|
||||
build-macos,
|
||||
build-windows,
|
||||
docs-check,
|
||||
mypy-version-check,
|
||||
pre-commit,
|
||||
build_linux_online
|
||||
]
|
||||
|
@ -436,8 +434,63 @@ jobs:
|
|||
details: Test Completed!
|
||||
webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
|
||||
|
||||
deploy:
|
||||
needs: [ build_linux, build_macos, build_windows, docs_check, mypy_version_check, pre-commit ]
|
||||
build:
|
||||
name: "Build"
|
||||
needs: [ build_linux, build-macos, build-windows, docs-check, mypy-version-check, pre-commit ]
|
||||
runs-on: ubuntu-22.04
|
||||
|
||||
steps:
|
||||
- uses: actions/checkout@v4
|
||||
|
||||
- name: Set up Python
|
||||
uses: actions/setup-python@v5
|
||||
with:
|
||||
python-version: "3.11"
|
||||
|
||||
- name: Build distribution
|
||||
run: |
|
||||
pip install -U build
|
||||
python -m build --sdist --wheel
|
||||
|
||||
- name: Upload artifacts 📦
|
||||
uses: actions/upload-artifact@v4
|
||||
with:
|
||||
name: freqtrade-build
|
||||
path: |
|
||||
dist
|
||||
retention-days: 10
|
||||
|
||||
deploy-pypi:
|
||||
name: "Deploy to PyPI"
|
||||
needs: [ build ]
|
||||
runs-on: ubuntu-22.04
|
||||
if: (github.event_name == 'release')
|
||||
environment:
|
||||
name: release
|
||||
url: https://pypi.org/p/freqtrade
|
||||
permissions:
|
||||
id-token: write
|
||||
|
||||
steps:
|
||||
- uses: actions/checkout@v4
|
||||
|
||||
- name: Download artifact 📦
|
||||
uses: actions/download-artifact@v4
|
||||
with:
|
||||
name: freqtrade-build
|
||||
path: dist
|
||||
|
||||
- name: Publish to PyPI (Test)
|
||||
uses: pypa/gh-action-pypi-publish@v1.8.11
|
||||
with:
|
||||
repository-url: https://test.pypi.org/legacy/
|
||||
|
||||
- name: Publish to PyPI
|
||||
uses: pypa/gh-action-pypi-publish@v1.8.11
|
||||
|
||||
|
||||
deploy-docker:
|
||||
needs: [ build_linux, build-macos, build-windows, docs-check, mypy-version-check, pre-commit ]
|
||||
runs-on: ubuntu-22.04
|
||||
|
||||
if: (github.event_name == 'push' || github.event_name == 'schedule' || github.event_name == 'release') && github.repository == 'freqtrade/freqtrade'
|
||||
|
@ -446,7 +499,7 @@ jobs:
|
|||
- uses: actions/checkout@v4
|
||||
|
||||
- name: Set up Python
|
||||
uses: actions/setup-python@v4
|
||||
uses: actions/setup-python@v5
|
||||
with:
|
||||
python-version: "3.11"
|
||||
|
||||
|
@ -455,26 +508,6 @@ jobs:
|
|||
run: echo "##[set-output name=branch;]$(echo ${GITHUB_REF##*/})"
|
||||
id: extract_branch
|
||||
|
||||
- name: Build distribution
|
||||
run: |
|
||||
pip install -U setuptools wheel
|
||||
python setup.py sdist bdist_wheel
|
||||
|
||||
- name: Publish to PyPI (Test)
|
||||
uses: pypa/gh-action-pypi-publish@v1.8.11
|
||||
if: (github.event_name == 'release')
|
||||
with:
|
||||
user: __token__
|
||||
password: ${{ secrets.pypi_test_password }}
|
||||
repository_url: https://test.pypi.org/legacy/
|
||||
|
||||
- name: Publish to PyPI
|
||||
uses: pypa/gh-action-pypi-publish@v1.8.11
|
||||
if: (github.event_name == 'release')
|
||||
with:
|
||||
user: __token__
|
||||
password: ${{ secrets.pypi_password }}
|
||||
|
||||
- name: Dockerhub login
|
||||
env:
|
||||
DOCKER_PASSWORD: ${{ secrets.DOCKER_PASSWORD }}
|
||||
|
@ -506,10 +539,11 @@ jobs:
|
|||
run: |
|
||||
build_helpers/publish_docker_multi.sh
|
||||
|
||||
deploy_arm:
|
||||
deploy-arm:
|
||||
name: "Deploy Docker"
|
||||
permissions:
|
||||
packages: write
|
||||
needs: [ deploy ]
|
||||
needs: [ deploy-docker ]
|
||||
# Only run on 64bit machines
|
||||
runs-on: [self-hosted, linux, ARM64]
|
||||
if: (github.event_name == 'push' || github.event_name == 'schedule' || github.event_name == 'release') && github.repository == 'freqtrade/freqtrade'
|
||||
|
|
1
.gitignore
vendored
1
.gitignore
vendored
|
@ -111,7 +111,6 @@ target/
|
|||
#exceptions
|
||||
!*.gitkeep
|
||||
!config_examples/config_binance.example.json
|
||||
!config_examples/config_bittrex.example.json
|
||||
!config_examples/config_full.example.json
|
||||
!config_examples/config_kraken.example.json
|
||||
!config_examples/config_freqai.example.json
|
||||
|
|
|
@ -5,6 +5,7 @@ repos:
|
|||
rev: "6.0.0"
|
||||
hooks:
|
||||
- id: flake8
|
||||
additional_dependencies: [Flake8-pyproject]
|
||||
# stages: [push]
|
||||
|
||||
- repo: https://github.com/pre-commit/mirrors-mypy
|
||||
|
|
|
@ -5,3 +5,5 @@ recursive-include freqtrade/templates/ *.j2 *.ipynb
|
|||
include freqtrade/exchange/binance_leverage_tiers.json
|
||||
include freqtrade/rpc/api_server/ui/fallback_file.html
|
||||
include freqtrade/rpc/api_server/ui/favicon.ico
|
||||
|
||||
prune tests
|
||||
|
|
BIN
build_helpers/TA_Lib-0.4.28-cp312-cp312-win_amd64.whl
Normal file
BIN
build_helpers/TA_Lib-0.4.28-cp312-cp312-win_amd64.whl
Normal file
Binary file not shown.
|
@ -321,7 +321,7 @@ For example, if you have 10 ETH available in your wallet on the exchange and `tr
|
|||
To fully utilize compounding profits when using multiple bots on the same exchange account, you'll want to limit each bot to a certain starting balance.
|
||||
This can be accomplished by setting `available_capital` to the desired starting balance.
|
||||
|
||||
Assuming your account has 10.000 USDT and you want to run 2 different strategies on this exchange.
|
||||
Assuming your account has 10000 USDT and you want to run 2 different strategies on this exchange.
|
||||
You'd set `available_capital=5000` - granting each bot an initial capital of 5000 USDT.
|
||||
The bot will then split this starting balance equally into `max_open_trades` buckets.
|
||||
Profitable trades will result in increased stake-sizes for this bot - without affecting the stake-sizes of the other bot.
|
||||
|
|
|
@ -181,48 +181,6 @@ freqtrade download-data --exchange kraken --dl-trades -p BTC/EUR BCH/EUR
|
|||
Please pay attention that rateLimit configuration entry holds delay in milliseconds between requests, NOT requests\sec rate.
|
||||
So, in order to mitigate Kraken API "Rate limit exceeded" exception, this configuration should be increased, NOT decreased.
|
||||
|
||||
## Bittrex
|
||||
|
||||
### Order types
|
||||
|
||||
Bittrex does not support market orders. If you have a message at the bot startup about this, you should change order type values set in your configuration and/or in the strategy from `"market"` to `"limit"`. See some more details on this [here in the FAQ](faq.md#im-getting-the-exchange-bittrex-does-not-support-market-orders-message-and-cannot-run-my-strategy).
|
||||
|
||||
Bittrex also does not support `VolumePairlist` due to limited / split API constellation at the moment.
|
||||
Please use `StaticPairlist`. Other pairlists (other than `VolumePairlist`) should not be affected.
|
||||
|
||||
### Volume pairlist
|
||||
|
||||
Bittrex does not support the direct usage of VolumePairList. This can however be worked around by using the advanced mode with `lookback_days: 1` (or more), which will emulate 24h volume.
|
||||
|
||||
Read more in the [pairlist documentation](plugins.md#volumepairlist-advanced-mode).
|
||||
|
||||
### Restricted markets
|
||||
|
||||
Bittrex split its exchange into US and International versions.
|
||||
The International version has more pairs available, however the API always returns all pairs, so there is currently no automated way to detect if you're affected by the restriction.
|
||||
|
||||
If you have restricted pairs in your whitelist, you'll get a warning message in the log on Freqtrade startup for each restricted pair.
|
||||
|
||||
The warning message will look similar to the following:
|
||||
|
||||
``` output
|
||||
[...] Message: bittrex {"success":false,"message":"RESTRICTED_MARKET","result":null,"explanation":null}"
|
||||
```
|
||||
|
||||
If you're an "International" customer on the Bittrex exchange, then this warning will probably not impact you.
|
||||
If you're a US customer, the bot will fail to create orders for these pairs, and you should remove them from your whitelist.
|
||||
|
||||
You can get a list of restricted markets by using the following snippet:
|
||||
|
||||
``` python
|
||||
import ccxt
|
||||
ct = ccxt.bittrex()
|
||||
lm = ct.load_markets()
|
||||
|
||||
res = [p for p, x in lm.items() if 'US' in x['info']['prohibitedIn']]
|
||||
print(res)
|
||||
```
|
||||
|
||||
## Kucoin
|
||||
|
||||
Kucoin requires a passphrase for each api key, you will therefore need to add this key into the configuration so your exchange section looks as follows:
|
||||
|
|
|
@ -130,7 +130,7 @@ This warning can point to one of the below problems:
|
|||
|
||||
### I'm getting the "Exchange XXX does not support market orders." message and cannot run my strategy
|
||||
|
||||
As the message says, your exchange does not support market orders and you have one of the [order types](configuration.md/#understand-order_types) set to "market". Your strategy was probably written with other exchanges in mind and sets "market" orders for "stoploss" orders, which is correct and preferable for most of the exchanges supporting market orders (but not for Bittrex and Gate.io).
|
||||
As the message says, your exchange does not support market orders and you have one of the [order types](configuration.md/#understand-order_types) set to "market". Your strategy was probably written with other exchanges in mind and sets "market" orders for "stoploss" orders, which is correct and preferable for most of the exchanges supporting market orders (but not for Gate.io).
|
||||
|
||||
To fix this, redefine order types in the strategy to use "limit" instead of "market":
|
||||
|
||||
|
|
|
@ -112,8 +112,8 @@ For convenience `lookback_days` can be specified, which will imply that 1d candl
|
|||
!!! Warning "Performance implications when using lookback range"
|
||||
If used in first position in combination with lookback, the computation of the range based volume can be time and resource consuming, as it downloads candles for all tradable pairs. Hence it's highly advised to use the standard approach with `VolumeFilter` to narrow the pairlist down for further range volume calculation.
|
||||
|
||||
??? Tip "Unsupported exchanges (Bittrex, Gemini)"
|
||||
On some exchanges (like Bittrex and Gemini), regular VolumePairList does not work as the api does not natively provide 24h volume. This can be worked around by using candle data to build the volume.
|
||||
??? Tip "Unsupported exchanges"
|
||||
On some exchanges (like Gemini), regular VolumePairList does not work as the api does not natively provide 24h volume. This can be worked around by using candle data to build the volume.
|
||||
To roughly simulate 24h volume, you can use the following configuration.
|
||||
Please note that These pairlists will only refresh once per day.
|
||||
|
||||
|
|
|
@ -1,6 +1,6 @@
|
|||
markdown==3.5.1
|
||||
mkdocs==1.5.3
|
||||
mkdocs-material==9.4.14
|
||||
mkdocs-material==9.5.2
|
||||
mdx_truly_sane_lists==1.3
|
||||
pymdown-extensions==10.5
|
||||
jinja2==3.1.2
|
||||
|
|
|
@ -242,7 +242,6 @@ bitkk True missing opt: fetchMyTrades
|
|||
bitmart True
|
||||
bitmax True missing opt: fetchMyTrades
|
||||
bitpanda True
|
||||
bittrex True
|
||||
bitvavo True
|
||||
bitz True missing opt: fetchMyTrades
|
||||
btcalpha True missing opt: fetchTicker, fetchTickers
|
||||
|
@ -324,7 +323,6 @@ bitpanda True
|
|||
bitso False missing: fetchOHLCV
|
||||
bitstamp True missing opt: fetchTickers
|
||||
bitstamp1 False missing: fetchOrder, fetchOHLCV
|
||||
bittrex True
|
||||
bitvavo True
|
||||
bitz True missing opt: fetchMyTrades
|
||||
bl3p False missing: fetchOrder, fetchOHLCV
|
||||
|
|
|
@ -67,7 +67,7 @@ def validate_config_schema(conf: Dict[str, Any], preliminary: bool = False) -> D
|
|||
)
|
||||
|
||||
|
||||
def validate_config_consistency(conf: Dict[str, Any], preliminary: bool = False) -> None:
|
||||
def validate_config_consistency(conf: Dict[str, Any], *, preliminary: bool = False) -> None:
|
||||
"""
|
||||
Validate the configuration consistency.
|
||||
Should be ran after loading both configuration and strategy,
|
||||
|
@ -86,7 +86,7 @@ def validate_config_consistency(conf: Dict[str, Any], preliminary: bool = False)
|
|||
_validate_ask_orderbook(conf)
|
||||
_validate_freqai_hyperopt(conf)
|
||||
_validate_freqai_backtest(conf)
|
||||
_validate_freqai_include_timeframes(conf)
|
||||
_validate_freqai_include_timeframes(conf, preliminary=preliminary)
|
||||
_validate_consumers(conf)
|
||||
validate_migrated_strategy_settings(conf)
|
||||
|
||||
|
@ -335,7 +335,7 @@ def _validate_freqai_hyperopt(conf: Dict[str, Any]) -> None:
|
|||
'Using analyze-per-epoch parameter is not supported with a FreqAI strategy.')
|
||||
|
||||
|
||||
def _validate_freqai_include_timeframes(conf: Dict[str, Any]) -> None:
|
||||
def _validate_freqai_include_timeframes(conf: Dict[str, Any], preliminary: bool) -> None:
|
||||
freqai_enabled = conf.get('freqai', {}).get('enabled', False)
|
||||
if freqai_enabled:
|
||||
main_tf = conf.get('timeframe', '5m')
|
||||
|
@ -355,7 +355,7 @@ def _validate_freqai_include_timeframes(conf: Dict[str, Any]) -> None:
|
|||
f"`include_timeframes`.Offending include-timeframes: {', '.join(offending_lines)}")
|
||||
|
||||
# Ensure that the base timeframe is included in the include_timeframes list
|
||||
if main_tf not in freqai_include_timeframes:
|
||||
if not preliminary and main_tf not in freqai_include_timeframes:
|
||||
feature_parameters = conf.get('freqai', {}).get('feature_parameters', {})
|
||||
include_timeframes = [main_tf] + freqai_include_timeframes
|
||||
conf.get('freqai', {}).get('feature_parameters', {}) \
|
||||
|
|
|
@ -326,7 +326,10 @@ def load_backtest_data(filename: Union[Path, str], strategy: Optional[str] = Non
|
|||
"Please specify a strategy.")
|
||||
|
||||
if strategy not in data['strategy']:
|
||||
raise ValueError(f"Strategy {strategy} not available in the backtest result.")
|
||||
raise ValueError(
|
||||
f"Strategy {strategy} not available in the backtest result. "
|
||||
f"Available strategies are '{','.join(data['strategy'].keys())}'"
|
||||
)
|
||||
|
||||
data = data['strategy'][strategy]['trades']
|
||||
df = pd.DataFrame(data)
|
||||
|
|
|
@ -116,8 +116,8 @@ def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str)
|
|||
len_after = len(df)
|
||||
pct_missing = (len_after - len_before) / len_before if len_before > 0 else 0
|
||||
if len_before != len_after:
|
||||
message = (f"Missing data fillup for {pair}: before: {len_before} - after: {len_after}"
|
||||
f" - {pct_missing:.2%}")
|
||||
message = (f"Missing data fillup for {pair}, {timeframe}: "
|
||||
f"before: {len_before} - after: {len_after} - {pct_missing:.2%}")
|
||||
if pct_missing > 0.01:
|
||||
logger.info(message)
|
||||
else:
|
||||
|
|
|
@ -6,7 +6,6 @@ from freqtrade.exchange.exchange import Exchange
|
|||
from freqtrade.exchange.binance import Binance
|
||||
from freqtrade.exchange.bitmart import Bitmart
|
||||
from freqtrade.exchange.bitpanda import Bitpanda
|
||||
from freqtrade.exchange.bittrex import Bittrex
|
||||
from freqtrade.exchange.bitvavo import Bitvavo
|
||||
from freqtrade.exchange.bybit import Bybit
|
||||
from freqtrade.exchange.coinbasepro import Coinbasepro
|
||||
|
|
File diff suppressed because it is too large
Load Diff
|
@ -1,25 +0,0 @@
|
|||
""" Bittrex exchange subclass """
|
||||
import logging
|
||||
from typing import Dict
|
||||
|
||||
from freqtrade.exchange import Exchange
|
||||
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
class Bittrex(Exchange):
|
||||
"""
|
||||
Bittrex exchange class. Contains adjustments needed for Freqtrade to work
|
||||
with this exchange.
|
||||
"""
|
||||
|
||||
_ft_has: Dict = {
|
||||
"ohlcv_candle_limit_per_timeframe": {
|
||||
'1m': 1440,
|
||||
'5m': 288,
|
||||
'1h': 744,
|
||||
'1d': 365,
|
||||
},
|
||||
"l2_limit_range": [1, 25, 500],
|
||||
}
|
|
@ -330,6 +330,7 @@ class Exchange:
|
|||
Exchange ohlcv candle limit
|
||||
Uses ohlcv_candle_limit_per_timeframe if the exchange has different limits
|
||||
per timeframe (e.g. bittrex), otherwise falls back to ohlcv_candle_limit
|
||||
TODO: this is most likely no longer needed since only bittrex needed this.
|
||||
:param timeframe: Timeframe to check
|
||||
:param candle_type: Candle-type
|
||||
:param since_ms: Starting timestamp
|
||||
|
|
|
@ -323,7 +323,7 @@ class FreqaiDataDrawer:
|
|||
index = self.historic_predictions[pair].index[-1:]
|
||||
columns = self.historic_predictions[pair].columns
|
||||
|
||||
zeros_df = pd.DataFrame(np.zeros, index=index, columns=columns)
|
||||
zeros_df = pd.DataFrame(np.zeros((1, len(columns))), index=index, columns=columns)
|
||||
self.historic_predictions[pair] = pd.concat(
|
||||
[self.historic_predictions[pair], zeros_df], ignore_index=True, axis=0)
|
||||
df = self.historic_predictions[pair]
|
||||
|
|
|
@ -244,7 +244,7 @@ class FreqaiDataKitchen:
|
|||
f"{self.pair}: dropped {len(unfiltered_df) - len(filtered_df)} training points"
|
||||
f" due to NaNs in populated dataset {len(unfiltered_df)}."
|
||||
)
|
||||
if len(unfiltered_df) == 0 and not self.live:
|
||||
if len(filtered_df) == 0 and not self.live:
|
||||
raise OperationalException(
|
||||
f"{self.pair}: all training data dropped due to NaNs. "
|
||||
"You likely did not download enough training data prior "
|
||||
|
|
|
@ -0,0 +1,82 @@
|
|||
import logging
|
||||
from typing import Any, Dict, Tuple
|
||||
|
||||
import numpy as np
|
||||
import numpy.typing as npt
|
||||
from pandas import DataFrame
|
||||
from sklearn.ensemble import RandomForestClassifier
|
||||
from sklearn.preprocessing import LabelEncoder
|
||||
|
||||
from freqtrade.freqai.base_models.BaseClassifierModel import BaseClassifierModel
|
||||
from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
|
||||
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
class SKLearnRandomForestClassifier(BaseClassifierModel):
|
||||
"""
|
||||
User created prediction model. The class inherits IFreqaiModel, which
|
||||
means it has full access to all Frequency AI functionality. Typically,
|
||||
users would use this to override the common `fit()`, `train()`, or
|
||||
`predict()` methods to add their custom data handling tools or change
|
||||
various aspects of the training that cannot be configured via the
|
||||
top level config.json file.
|
||||
"""
|
||||
|
||||
def fit(self, data_dictionary: Dict, dk: FreqaiDataKitchen, **kwargs) -> Any:
|
||||
"""
|
||||
User sets up the training and test data to fit their desired model here
|
||||
:param data_dictionary: the dictionary holding all data for train, test,
|
||||
labels, weights
|
||||
:param dk: The datakitchen object for the current coin/model
|
||||
"""
|
||||
|
||||
X = data_dictionary["train_features"].to_numpy()
|
||||
y = data_dictionary["train_labels"].to_numpy()[:, 0]
|
||||
|
||||
if self.freqai_info.get('data_split_parameters', {}).get('test_size', 0.1) == 0:
|
||||
eval_set = None
|
||||
else:
|
||||
test_features = data_dictionary["test_features"].to_numpy()
|
||||
test_labels = data_dictionary["test_labels"].to_numpy()[:, 0]
|
||||
|
||||
eval_set = (test_features, test_labels)
|
||||
|
||||
if self.freqai_info.get("continual_learning", False):
|
||||
logger.warning("Continual learning is not supported for "
|
||||
"SKLearnRandomForestClassifier, ignoring.")
|
||||
|
||||
train_weights = data_dictionary["train_weights"]
|
||||
|
||||
model = RandomForestClassifier(**self.model_training_parameters)
|
||||
|
||||
model.fit(X=X, y=y, sample_weight=train_weights)
|
||||
if eval_set:
|
||||
logger.info("Score: %s", model.score(eval_set[0], eval_set[1]))
|
||||
|
||||
return model
|
||||
|
||||
def predict(
|
||||
self, unfiltered_df: DataFrame, dk: FreqaiDataKitchen, **kwargs
|
||||
) -> Tuple[DataFrame, npt.NDArray[np.int_]]:
|
||||
"""
|
||||
Filter the prediction features data and predict with it.
|
||||
:param unfiltered_df: Full dataframe for the current backtest period.
|
||||
:return:
|
||||
:pred_df: dataframe containing the predictions
|
||||
:do_predict: np.array of 1s and 0s to indicate places where freqai needed to remove
|
||||
data (NaNs) or felt uncertain about data (PCA and DI index)
|
||||
"""
|
||||
|
||||
(pred_df, dk.do_predict) = super().predict(unfiltered_df, dk, **kwargs)
|
||||
|
||||
le = LabelEncoder()
|
||||
label = dk.label_list[0]
|
||||
labels_before = list(dk.data['labels_std'].keys())
|
||||
labels_after = le.fit_transform(labels_before).tolist()
|
||||
pred_df[label] = le.inverse_transform(pred_df[label])
|
||||
pred_df = pred_df.rename(
|
||||
columns={labels_after[i]: labels_before[i] for i in range(len(labels_before))})
|
||||
|
||||
return (pred_df, dk.do_predict)
|
|
@ -580,7 +580,8 @@ class FreqtradeBot(LoggingMixin):
|
|||
else:
|
||||
self.log_once(f"Pair {pair} is currently locked.", logger.info)
|
||||
return False
|
||||
stake_amount = self.wallets.get_trade_stake_amount(pair, self.edge)
|
||||
stake_amount = self.wallets.get_trade_stake_amount(
|
||||
pair, self.config['max_open_trades'], self.edge)
|
||||
|
||||
bid_check_dom = self.config.get('entry_pricing', {}).get('check_depth_of_market', {})
|
||||
if ((bid_check_dom.get('enabled', False)) and
|
||||
|
|
|
@ -147,9 +147,7 @@ class Backtesting:
|
|||
|
||||
if self.config.get('freqai', {}).get('enabled', False):
|
||||
# For FreqAI, increase the required_startup to includes the training data
|
||||
self.freqai_startup_candles = self.dataprovider.get_required_startup(
|
||||
self.timeframe
|
||||
)
|
||||
self.required_startup = self.dataprovider.get_required_startup(self.timeframe)
|
||||
|
||||
# Add maximum startup candle count to configuration for informative pairs support
|
||||
self.config['startup_candle_count'] = self.required_startup
|
||||
|
@ -236,17 +234,12 @@ class Backtesting:
|
|||
"""
|
||||
self.progress.init_step(BacktestState.DATALOAD, 1)
|
||||
|
||||
if self.config.get('freqai', {}).get('enabled', False):
|
||||
startup_candle_count = self.freqai_startup_candles
|
||||
else:
|
||||
startup_candle_count = self.config['startup_candle_count']
|
||||
|
||||
data = history.load_data(
|
||||
datadir=self.config['datadir'],
|
||||
pairs=self.pairlists.whitelist,
|
||||
timeframe=self.timeframe,
|
||||
timerange=self.timerange,
|
||||
startup_candles=startup_candle_count,
|
||||
startup_candles=self.config['startup_candle_count'],
|
||||
fail_without_data=True,
|
||||
data_format=self.config['dataformat_ohlcv'],
|
||||
candle_type=self.config.get('candle_type_def', CandleType.SPOT)
|
||||
|
@ -283,11 +276,13 @@ class Backtesting:
|
|||
else:
|
||||
self.detail_data = {}
|
||||
if self.trading_mode == TradingMode.FUTURES:
|
||||
self.funding_fee_timeframe: str = self.exchange.get_option('mark_ohlcv_timeframe')
|
||||
self.funding_fee_timeframe_secs: int = timeframe_to_seconds(self.funding_fee_timeframe)
|
||||
# Load additional futures data.
|
||||
funding_rates_dict = history.load_data(
|
||||
datadir=self.config['datadir'],
|
||||
pairs=self.pairlists.whitelist,
|
||||
timeframe=self.exchange.get_option('mark_ohlcv_timeframe'),
|
||||
timeframe=self.funding_fee_timeframe,
|
||||
timerange=self.timerange,
|
||||
startup_candles=0,
|
||||
fail_without_data=True,
|
||||
|
@ -299,7 +294,7 @@ class Backtesting:
|
|||
mark_rates_dict = history.load_data(
|
||||
datadir=self.config['datadir'],
|
||||
pairs=self.pairlists.whitelist,
|
||||
timeframe=self.exchange.get_option('mark_ohlcv_timeframe'),
|
||||
timeframe=self.funding_fee_timeframe,
|
||||
timerange=self.timerange,
|
||||
startup_candles=0,
|
||||
fail_without_data=True,
|
||||
|
@ -601,6 +596,8 @@ class Backtesting:
|
|||
"""
|
||||
if order and self._get_order_filled(order.ft_price, row):
|
||||
order.close_bt_order(current_date, trade)
|
||||
self._run_funding_fees(trade, current_date, force=True)
|
||||
|
||||
if not (order.ft_order_side == trade.exit_side and order.safe_amount == trade.amount):
|
||||
# trade is still open
|
||||
trade.set_liquidation_price(self.exchange.get_liquidation_price(
|
||||
|
@ -722,16 +719,7 @@ class Backtesting:
|
|||
self, trade: LocalTrade, row: Tuple, current_time: datetime
|
||||
) -> Optional[LocalTrade]:
|
||||
|
||||
if self.trading_mode == TradingMode.FUTURES:
|
||||
trade.set_funding_fees(
|
||||
self.exchange.calculate_funding_fees(
|
||||
self.futures_data[trade.pair],
|
||||
amount=trade.amount,
|
||||
is_short=trade.is_short,
|
||||
open_date=trade.date_last_filled_utc,
|
||||
close_date=current_time
|
||||
)
|
||||
)
|
||||
self._run_funding_fees(trade, current_time)
|
||||
|
||||
# Check if we need to adjust our current positions
|
||||
if self.strategy.position_adjustment_enable:
|
||||
|
@ -750,6 +738,27 @@ class Backtesting:
|
|||
return t
|
||||
return None
|
||||
|
||||
def _run_funding_fees(self, trade: LocalTrade, current_time: datetime, force: bool = False):
|
||||
"""
|
||||
Calculate funding fees if necessary and add them to the trade.
|
||||
"""
|
||||
if self.trading_mode == TradingMode.FUTURES:
|
||||
|
||||
if (
|
||||
force
|
||||
or (current_time.timestamp() % self.funding_fee_timeframe_secs) == 0
|
||||
):
|
||||
# Funding fee interval.
|
||||
trade.set_funding_fees(
|
||||
self.exchange.calculate_funding_fees(
|
||||
self.futures_data[trade.pair],
|
||||
amount=trade.amount,
|
||||
is_short=trade.is_short,
|
||||
open_date=trade.date_last_filled_utc,
|
||||
close_date=current_time
|
||||
)
|
||||
)
|
||||
|
||||
def get_valid_price_and_stake(
|
||||
self, pair: str, row: Tuple, propose_rate: float, stake_amount: float,
|
||||
direction: LongShort, current_time: datetime, entry_tag: Optional[str],
|
||||
|
@ -779,7 +788,8 @@ class Backtesting:
|
|||
leverage = trade.leverage if trade else 1.0
|
||||
if not pos_adjust:
|
||||
try:
|
||||
stake_amount = self.wallets.get_trade_stake_amount(pair, None, update=False)
|
||||
stake_amount = self.wallets.get_trade_stake_amount(
|
||||
pair, self.strategy.max_open_trades, update=False)
|
||||
except DependencyException:
|
||||
return 0, 0, 0, 0
|
||||
|
||||
|
@ -961,7 +971,7 @@ class Backtesting:
|
|||
|
||||
def trade_slot_available(self, open_trade_count: int) -> bool:
|
||||
# Always allow trades when max_open_trades is enabled.
|
||||
max_open_trades: IntOrInf = self.config['max_open_trades']
|
||||
max_open_trades: IntOrInf = self.strategy.max_open_trades
|
||||
if max_open_trades <= 0 or open_trade_count < max_open_trades:
|
||||
return True
|
||||
# Rejected trade
|
||||
|
|
|
@ -500,7 +500,7 @@ class Hyperopt:
|
|||
while i < 5 and len(asked_non_tried) < n_points:
|
||||
if i < 3:
|
||||
self.opt.cache_ = {}
|
||||
asked = unique_list(self.opt.ask(n_points=n_points * 5))
|
||||
asked = unique_list(self.opt.ask(n_points=n_points * 5 if i > 0 else n_points))
|
||||
is_random = [False for _ in range(len(asked))]
|
||||
else:
|
||||
asked = unique_list(self.opt.space.rvs(n_samples=n_points * 5))
|
||||
|
@ -637,6 +637,10 @@ class Hyperopt:
|
|||
|
||||
HyperoptTools.show_epoch_details(self.current_best_epoch, self.total_epochs,
|
||||
self.print_json)
|
||||
elif self.num_epochs_saved > 0:
|
||||
print(
|
||||
f"No good result found for given optimization function in {self.num_epochs_saved} "
|
||||
f"{plural(self.num_epochs_saved, 'epoch')}.")
|
||||
else:
|
||||
# This is printed when Ctrl+C is pressed quickly, before first epochs have
|
||||
# a chance to be evaluated.
|
||||
|
|
|
@ -471,6 +471,7 @@ class FreqAIModelListResponse(BaseModel):
|
|||
class StrategyResponse(BaseModel):
|
||||
strategy: str
|
||||
code: str
|
||||
timeframe: Optional[str]
|
||||
|
||||
|
||||
class AvailablePairs(BaseModel):
|
||||
|
|
|
@ -350,6 +350,7 @@ def get_strategy(strategy: str, config=Depends(get_config)):
|
|||
return {
|
||||
'strategy': strategy_obj.get_strategy_name(),
|
||||
'code': strategy_obj.__source__,
|
||||
'timeframe': getattr(strategy_obj, 'timeframe', None),
|
||||
}
|
||||
|
||||
|
||||
|
|
|
@ -28,6 +28,7 @@ coingecko_mapping = {
|
|||
'busd': 'binance-usd',
|
||||
'tusd': 'true-usd',
|
||||
'usdc': 'usd-coin',
|
||||
'btc': 'bitcoin'
|
||||
}
|
||||
|
||||
|
||||
|
|
|
@ -121,8 +121,8 @@ class RPC:
|
|||
'stake_currency_decimals': decimals_per_coin(config['stake_currency']),
|
||||
'stake_amount': str(config['stake_amount']),
|
||||
'available_capital': config.get('available_capital'),
|
||||
'max_open_trades': (config['max_open_trades']
|
||||
if config['max_open_trades'] != float('inf') else -1),
|
||||
'max_open_trades': (config.get('max_open_trades', 0)
|
||||
if config.get('max_open_trades', 0) != float('inf') else -1),
|
||||
'minimal_roi': config['minimal_roi'].copy() if 'minimal_roi' in config else {},
|
||||
'stoploss': config.get('stoploss'),
|
||||
'stoploss_on_exchange': config.get('order_types',
|
||||
|
@ -914,7 +914,8 @@ class RPC:
|
|||
|
||||
if not stake_amount:
|
||||
# gen stake amount
|
||||
stake_amount = self._freqtrade.wallets.get_trade_stake_amount(pair)
|
||||
stake_amount = self._freqtrade.wallets.get_trade_stake_amount(
|
||||
pair, self._config['max_open_trades'])
|
||||
|
||||
# execute buy
|
||||
if not order_type:
|
||||
|
|
|
@ -6,7 +6,7 @@ import talib.abstract as ta
|
|||
from pandas import DataFrame
|
||||
from technical import qtpylib
|
||||
|
||||
from freqtrade.strategy import CategoricalParameter, IStrategy
|
||||
from freqtrade.strategy import IStrategy
|
||||
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
@ -45,11 +45,6 @@ class FreqaiExampleStrategy(IStrategy):
|
|||
startup_candle_count: int = 40
|
||||
can_short = True
|
||||
|
||||
std_dev_multiplier_buy = CategoricalParameter(
|
||||
[0.75, 1, 1.25, 1.5, 1.75], default=1.25, space="buy", optimize=True)
|
||||
std_dev_multiplier_sell = CategoricalParameter(
|
||||
[0.75, 1, 1.25, 1.5, 1.75], space="sell", default=1.25, optimize=True)
|
||||
|
||||
def feature_engineering_expand_all(self, dataframe: DataFrame, period: int,
|
||||
metadata: Dict, **kwargs) -> DataFrame:
|
||||
"""
|
||||
|
@ -239,21 +234,13 @@ class FreqaiExampleStrategy(IStrategy):
|
|||
|
||||
dataframe = self.freqai.start(dataframe, metadata, self)
|
||||
|
||||
for val in self.std_dev_multiplier_buy.range:
|
||||
dataframe[f'target_roi_{val}'] = (
|
||||
dataframe["&-s_close_mean"] + dataframe["&-s_close_std"] * val
|
||||
)
|
||||
for val in self.std_dev_multiplier_sell.range:
|
||||
dataframe[f'sell_roi_{val}'] = (
|
||||
dataframe["&-s_close_mean"] - dataframe["&-s_close_std"] * val
|
||||
)
|
||||
return dataframe
|
||||
|
||||
def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
|
||||
|
||||
enter_long_conditions = [
|
||||
df["do_predict"] == 1,
|
||||
df["&-s_close"] > df[f"target_roi_{self.std_dev_multiplier_buy.value}"],
|
||||
df["&-s_close"] > 0.01,
|
||||
]
|
||||
|
||||
if enter_long_conditions:
|
||||
|
@ -263,7 +250,7 @@ class FreqaiExampleStrategy(IStrategy):
|
|||
|
||||
enter_short_conditions = [
|
||||
df["do_predict"] == 1,
|
||||
df["&-s_close"] < df[f"sell_roi_{self.std_dev_multiplier_sell.value}"],
|
||||
df["&-s_close"] < -0.01,
|
||||
]
|
||||
|
||||
if enter_short_conditions:
|
||||
|
@ -276,14 +263,14 @@ class FreqaiExampleStrategy(IStrategy):
|
|||
def populate_exit_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
|
||||
exit_long_conditions = [
|
||||
df["do_predict"] == 1,
|
||||
df["&-s_close"] < df[f"sell_roi_{self.std_dev_multiplier_sell.value}"] * 0.25,
|
||||
df["&-s_close"] < 0
|
||||
]
|
||||
if exit_long_conditions:
|
||||
df.loc[reduce(lambda x, y: x & y, exit_long_conditions), "exit_long"] = 1
|
||||
|
||||
exit_short_conditions = [
|
||||
df["do_predict"] == 1,
|
||||
df["&-s_close"] > df[f"target_roi_{self.std_dev_multiplier_buy.value}"] * 0.25,
|
||||
df["&-s_close"] > 0
|
||||
]
|
||||
if exit_short_conditions:
|
||||
df.loc[reduce(lambda x, y: x & y, exit_short_conditions), "exit_short"] = 1
|
||||
|
|
|
@ -39,7 +39,7 @@
|
|||
},
|
||||
{{ exchange | indent(4) }},
|
||||
"pairlists": [
|
||||
{{ '{"method": "StaticPairList"}' if exchange_name == 'bittrex' else volume_pairlist }}
|
||||
{{ volume_pairlist }}
|
||||
],
|
||||
"telegram": {
|
||||
"enabled": {{ telegram | lower }},
|
||||
|
|
|
@ -6,7 +6,7 @@ from copy import deepcopy
|
|||
from datetime import datetime, timedelta
|
||||
from typing import Dict, NamedTuple, Optional
|
||||
|
||||
from freqtrade.constants import UNLIMITED_STAKE_AMOUNT, Config
|
||||
from freqtrade.constants import UNLIMITED_STAKE_AMOUNT, Config, IntOrInf
|
||||
from freqtrade.enums import RunMode, TradingMode
|
||||
from freqtrade.exceptions import DependencyException
|
||||
from freqtrade.exchange import Exchange
|
||||
|
@ -262,15 +262,15 @@ class Wallets:
|
|||
return min(self.get_total_stake_amount() - Trade.total_open_trades_stakes(), free)
|
||||
|
||||
def _calculate_unlimited_stake_amount(self, available_amount: float,
|
||||
val_tied_up: float) -> float:
|
||||
val_tied_up: float, max_open_trades: IntOrInf) -> float:
|
||||
"""
|
||||
Calculate stake amount for "unlimited" stake amount
|
||||
:return: 0 if max number of trades reached, else stake_amount to use.
|
||||
"""
|
||||
if self._config['max_open_trades'] == 0:
|
||||
if max_open_trades == 0:
|
||||
return 0
|
||||
|
||||
possible_stake = (available_amount + val_tied_up) / self._config['max_open_trades']
|
||||
possible_stake = (available_amount + val_tied_up) / max_open_trades
|
||||
# Theoretical amount can be above available amount - therefore limit to available amount!
|
||||
return min(possible_stake, available_amount)
|
||||
|
||||
|
@ -298,7 +298,8 @@ class Wallets:
|
|||
|
||||
return stake_amount
|
||||
|
||||
def get_trade_stake_amount(self, pair: str, edge=None, update: bool = True) -> float:
|
||||
def get_trade_stake_amount(
|
||||
self, pair: str, max_open_trades: IntOrInf, edge=None, update: bool = True) -> float:
|
||||
"""
|
||||
Calculate stake amount for the trade
|
||||
:return: float: Stake amount
|
||||
|
@ -322,7 +323,7 @@ class Wallets:
|
|||
stake_amount = self._config['stake_amount']
|
||||
if stake_amount == UNLIMITED_STAKE_AMOUNT:
|
||||
stake_amount = self._calculate_unlimited_stake_amount(
|
||||
available_amount, val_tied_up)
|
||||
available_amount, val_tied_up, max_open_trades)
|
||||
|
||||
return self._check_available_stake_amount(stake_amount, available_amount)
|
||||
|
||||
|
|
|
@ -2,6 +2,55 @@
|
|||
requires = ["setuptools >= 64.0.0", "wheel"]
|
||||
build-backend = "setuptools.build_meta"
|
||||
|
||||
[project]
|
||||
name = "freqtrade"
|
||||
dynamic = ["version", "dependencies", "optional-dependencies"]
|
||||
|
||||
authors = [
|
||||
{name = "Freqtrade Team"},
|
||||
{name = "Freqtrade Team", email = "freqtrade@protonmail.com"},
|
||||
]
|
||||
|
||||
description = "Freqtrade - Crypto Trading Bot"
|
||||
readme = "README.md"
|
||||
requires-python = ">=3.9"
|
||||
license = {text = "GPLv3"}
|
||||
# license = "GPLv3"
|
||||
classifiers = [
|
||||
"Environment :: Console",
|
||||
"Intended Audience :: Science/Research",
|
||||
"License :: OSI Approved :: GNU General Public License v3 (GPLv3)",
|
||||
"Programming Language :: Python :: 3.9",
|
||||
"Programming Language :: Python :: 3.10",
|
||||
"Programming Language :: Python :: 3.11",
|
||||
"Operating System :: MacOS",
|
||||
"Operating System :: Unix",
|
||||
"Topic :: Office/Business :: Financial :: Investment",
|
||||
]
|
||||
|
||||
|
||||
[project.urls]
|
||||
Homepage = "https://github.com/freqtrade/freqtrade"
|
||||
Documentation = "https://freqtrade.io"
|
||||
"Bug Tracker" = "https://github.com/freqtrade/freqtrade/issues"
|
||||
|
||||
|
||||
[project.scripts]
|
||||
freqtrade = "freqtrade.main:main"
|
||||
|
||||
[tool.setuptools]
|
||||
include-package-data = true
|
||||
zip-safe = false
|
||||
|
||||
[tool.setuptools.packages.find]
|
||||
where = ["."]
|
||||
include = ["freqtrade*"]
|
||||
exclude = ["tests", "tests.*"]
|
||||
namespaces = true
|
||||
|
||||
[tool.setuptools.dynamic]
|
||||
version = {attr = "freqtrade.__version__"}
|
||||
|
||||
[tool.black]
|
||||
line-length = 100
|
||||
exclude = '''
|
||||
|
@ -93,3 +142,18 @@ max-complexity = 12
|
|||
|
||||
[tool.ruff.per-file-ignores]
|
||||
"tests/*" = ["S"]
|
||||
|
||||
[tool.flake8]
|
||||
# Default from https://flake8.pycqa.org/en/latest/user/options.html#cmdoption-flake8-ignore
|
||||
# minus E226
|
||||
ignore = ["E121","E123","E126","E24","E704","W503","W504"]
|
||||
max-line-length = 100
|
||||
max-complexity = 12
|
||||
exclude = [
|
||||
".git",
|
||||
"__pycache__",
|
||||
".eggs",
|
||||
"user_data",
|
||||
".venv",
|
||||
".env",
|
||||
]
|
||||
|
|
|
@ -7,15 +7,15 @@
|
|||
-r docs/requirements-docs.txt
|
||||
|
||||
coveralls==3.3.1
|
||||
ruff==0.1.6
|
||||
ruff==0.1.8
|
||||
mypy==1.7.1
|
||||
pre-commit==3.5.0
|
||||
pre-commit==3.6.0
|
||||
pytest==7.4.3
|
||||
pytest-asyncio==0.21.1
|
||||
pytest-cov==4.1.0
|
||||
pytest-mock==3.12.0
|
||||
pytest-random-order==1.1.0
|
||||
isort==5.12.0
|
||||
isort==5.13.2
|
||||
# For datetime mocking
|
||||
time-machine==2.13.0
|
||||
|
||||
|
|
|
@ -2,7 +2,7 @@
|
|||
-r requirements-freqai.txt
|
||||
|
||||
# Required for freqai-rl
|
||||
torch==2.0.1
|
||||
torch==2.1.2
|
||||
#until these branches will be released we can use this
|
||||
gymnasium==0.29.1
|
||||
stable_baselines3==2.2.1
|
||||
|
|
|
@ -3,7 +3,7 @@
|
|||
-r requirements-plot.txt
|
||||
|
||||
# Required for freqai
|
||||
scikit-learn==1.1.3
|
||||
scikit-learn==1.3.2
|
||||
joblib==1.3.2
|
||||
catboost==1.2.2; 'arm' not in platform_machine
|
||||
lightgbm==4.1.0
|
||||
|
|
|
@ -3,6 +3,6 @@
|
|||
|
||||
# Required for hyperopt
|
||||
scipy==1.11.4
|
||||
scikit-learn==1.1.3
|
||||
scikit-optimize==0.9.0
|
||||
scikit-learn==1.3.2
|
||||
ft-scikit-optimize==0.9.2
|
||||
filelock==3.13.1
|
||||
|
|
|
@ -1,8 +1,8 @@
|
|||
numpy==1.26.2
|
||||
pandas==2.1.3
|
||||
pandas==2.1.4
|
||||
pandas-ta==0.3.14b
|
||||
|
||||
ccxt==4.1.76
|
||||
ccxt==4.1.91
|
||||
cryptography==41.0.7
|
||||
aiohttp==3.9.1
|
||||
SQLAlchemy==2.0.23
|
||||
|
@ -15,7 +15,7 @@ requests==2.31.0
|
|||
urllib3==2.1.0
|
||||
jsonschema==4.20.0
|
||||
TA-Lib==0.4.28
|
||||
technical==1.4.0
|
||||
technical==1.4.2
|
||||
tabulate==0.9.0
|
||||
pycoingecko==3.1.0
|
||||
jinja2==3.1.2
|
||||
|
@ -28,7 +28,7 @@ pyarrow==14.0.1; platform_machine != 'armv7l'
|
|||
py_find_1st==1.1.6
|
||||
|
||||
# Load ticker files 30% faster
|
||||
python-rapidjson==1.13
|
||||
python-rapidjson==1.14
|
||||
# Properly format api responses
|
||||
orjson==3.9.10
|
||||
|
||||
|
@ -36,12 +36,12 @@ orjson==3.9.10
|
|||
sdnotify==0.3.2
|
||||
|
||||
# API Server
|
||||
fastapi==0.104.1
|
||||
fastapi==0.105.0
|
||||
pydantic==2.5.2
|
||||
uvicorn==0.24.0.post1
|
||||
pyjwt==2.8.0
|
||||
aiofiles==23.2.1
|
||||
psutil==5.9.6
|
||||
psutil==5.9.7
|
||||
|
||||
# Support for colorized terminal output
|
||||
colorama==0.4.6
|
||||
|
|
53
setup.cfg
53
setup.cfg
|
@ -1,53 +0,0 @@
|
|||
[metadata]
|
||||
name = freqtrade
|
||||
version = attr: freqtrade.__version__
|
||||
author = Freqtrade Team
|
||||
author_email = freqtrade@protonmail.com
|
||||
description = Freqtrade - Crypto Trading Bot
|
||||
long_description = file: README.md
|
||||
long_description_content_type = text/markdown
|
||||
url = https://github.com/freqtrade/freqtrade
|
||||
project_urls =
|
||||
Bug Tracker = https://github.com/freqtrade/freqtrade/issues
|
||||
license = GPLv3
|
||||
classifiers =
|
||||
Environment :: Console
|
||||
Intended Audience :: Science/Research
|
||||
License :: OSI Approved :: GNU General Public License v3 (GPLv3)
|
||||
Programming Language :: Python :: 3.9
|
||||
Programming Language :: Python :: 3.10
|
||||
Programming Language :: Python :: 3.11
|
||||
Operating System :: MacOS
|
||||
Operating System :: Unix
|
||||
Topic :: Office/Business :: Financial :: Investment
|
||||
|
||||
|
||||
[options]
|
||||
zip_safe = False
|
||||
include_package_data = True
|
||||
tests_require =
|
||||
pytest
|
||||
pytest-asyncio
|
||||
pytest-cov
|
||||
pytest-mock
|
||||
|
||||
packages = find:
|
||||
python_requires = >=3.9
|
||||
|
||||
[options.entry_points]
|
||||
console_scripts =
|
||||
freqtrade = freqtrade.main:main
|
||||
|
||||
[flake8]
|
||||
# Default from https://flake8.pycqa.org/en/latest/user/options.html#cmdoption-flake8-ignore
|
||||
# minus E226
|
||||
ignore = E121,E123,E126,E24,E704,W503,W504
|
||||
max-line-length = 100
|
||||
max-complexity = 12
|
||||
exclude =
|
||||
.git,
|
||||
__pycache__,
|
||||
.eggs,
|
||||
user_data,
|
||||
.venv
|
||||
.env
|
5
setup.py
5
setup.py
|
@ -5,8 +5,8 @@ from setuptools import setup
|
|||
plot = ['plotly>=4.0']
|
||||
hyperopt = [
|
||||
'scipy',
|
||||
'scikit-learn<=1.1.3',
|
||||
'scikit-optimize>=0.7.0',
|
||||
'scikit-learn',
|
||||
'ft-scikit-optimize>=0.9.2',
|
||||
'filelock',
|
||||
]
|
||||
|
||||
|
@ -122,4 +122,5 @@ setup(
|
|||
'freqai_rl': freqai_rl,
|
||||
'all': all_extra,
|
||||
},
|
||||
url="https://github.com/freqtrade/freqtrade",
|
||||
)
|
||||
|
|
|
@ -30,7 +30,7 @@ def test_validate_is_int():
|
|||
assert not validate_is_int('-ee')
|
||||
|
||||
|
||||
@pytest.mark.parametrize('exchange', ['bittrex', 'binance', 'kraken'])
|
||||
@pytest.mark.parametrize('exchange', ['bybit', 'binance', 'kraken'])
|
||||
def test_start_new_config(mocker, caplog, exchange):
|
||||
wt_mock = mocker.patch.object(Path, "write_text", MagicMock())
|
||||
mocker.patch.object(Path, "exists", MagicMock(return_value=True))
|
||||
|
|
|
@ -32,7 +32,7 @@ from tests.conftest_trades import MOCK_TRADE_COUNT
|
|||
|
||||
def test_setup_utils_configuration():
|
||||
args = [
|
||||
'list-exchanges', '--config', 'config_examples/config_bittrex.example.json',
|
||||
'list-exchanges', '--config', 'tests/testdata/testconfigs/main_test_config.json',
|
||||
]
|
||||
|
||||
config = setup_utils_configuration(get_args(args), RunMode.OTHER)
|
||||
|
@ -49,7 +49,7 @@ def test_start_trading_fail(mocker, caplog):
|
|||
exitmock = mocker.patch("freqtrade.worker.Worker.exit", MagicMock())
|
||||
args = [
|
||||
'trade',
|
||||
'-c', 'config_examples/config_bittrex.example.json'
|
||||
'-c', 'tests/testdata/testconfigs/main_test_config.json'
|
||||
]
|
||||
start_trading(get_args(args))
|
||||
assert exitmock.call_count == 1
|
||||
|
@ -68,7 +68,7 @@ def test_start_webserver(mocker, caplog):
|
|||
|
||||
args = [
|
||||
'webserver',
|
||||
'-c', 'config_examples/config_bittrex.example.json'
|
||||
'-c', 'tests/testdata/testconfigs/main_test_config.json'
|
||||
]
|
||||
start_webserver(get_args(args))
|
||||
assert api_server_mock.call_count == 1
|
||||
|
@ -84,7 +84,7 @@ def test_list_exchanges(capsys):
|
|||
captured = capsys.readouterr()
|
||||
assert re.match(r"Exchanges available for Freqtrade.*", captured.out)
|
||||
assert re.search(r".*binance.*", captured.out)
|
||||
assert re.search(r".*bittrex.*", captured.out)
|
||||
assert re.search(r".*bybit.*", captured.out)
|
||||
|
||||
# Test with --one-column
|
||||
args = [
|
||||
|
@ -95,7 +95,7 @@ def test_list_exchanges(capsys):
|
|||
start_list_exchanges(get_args(args))
|
||||
captured = capsys.readouterr()
|
||||
assert re.search(r"^binance$", captured.out, re.MULTILINE)
|
||||
assert re.search(r"^bittrex$", captured.out, re.MULTILINE)
|
||||
assert re.search(r"^bybit$", captured.out, re.MULTILINE)
|
||||
|
||||
# Test with --all
|
||||
args = [
|
||||
|
@ -107,7 +107,7 @@ def test_list_exchanges(capsys):
|
|||
captured = capsys.readouterr()
|
||||
assert re.match(r"All exchanges supported by the ccxt library.*", captured.out)
|
||||
assert re.search(r".*binance.*", captured.out)
|
||||
assert re.search(r".*bittrex.*", captured.out)
|
||||
assert re.search(r".*bingx.*", captured.out)
|
||||
assert re.search(r".*bitmex.*", captured.out)
|
||||
|
||||
# Test with --one-column --all
|
||||
|
@ -120,7 +120,7 @@ def test_list_exchanges(capsys):
|
|||
start_list_exchanges(get_args(args))
|
||||
captured = capsys.readouterr()
|
||||
assert re.search(r"^binance$", captured.out, re.MULTILINE)
|
||||
assert re.search(r"^bittrex$", captured.out, re.MULTILINE)
|
||||
assert re.search(r"^bingx$", captured.out, re.MULTILINE)
|
||||
assert re.search(r"^bitmex$", captured.out, re.MULTILINE)
|
||||
|
||||
|
||||
|
@ -133,7 +133,7 @@ def test_list_timeframes(mocker, capsys):
|
|||
'1h': 'hour',
|
||||
'1d': 'day',
|
||||
}
|
||||
patch_exchange(mocker, api_mock=api_mock, id='bittrex')
|
||||
patch_exchange(mocker, api_mock=api_mock, id='bybit')
|
||||
args = [
|
||||
"list-timeframes",
|
||||
]
|
||||
|
@ -143,25 +143,25 @@ def test_list_timeframes(mocker, capsys):
|
|||
match=r"This command requires a configured exchange.*"):
|
||||
start_list_timeframes(pargs)
|
||||
|
||||
# Test with --config config_examples/config_bittrex.example.json
|
||||
# Test with --config tests/testdata/testconfigs/main_test_config.json
|
||||
args = [
|
||||
"list-timeframes",
|
||||
'--config', 'config_examples/config_bittrex.example.json',
|
||||
'--config', 'tests/testdata/testconfigs/main_test_config.json',
|
||||
]
|
||||
start_list_timeframes(get_args(args))
|
||||
captured = capsys.readouterr()
|
||||
assert re.match("Timeframes available for the exchange `Bittrex`: "
|
||||
assert re.match("Timeframes available for the exchange `Bybit`: "
|
||||
"1m, 5m, 30m, 1h, 1d",
|
||||
captured.out)
|
||||
|
||||
# Test with --exchange bittrex
|
||||
# Test with --exchange bybit
|
||||
args = [
|
||||
"list-timeframes",
|
||||
"--exchange", "bittrex",
|
||||
"--exchange", "bybit",
|
||||
]
|
||||
start_list_timeframes(get_args(args))
|
||||
captured = capsys.readouterr()
|
||||
assert re.match("Timeframes available for the exchange `Bittrex`: "
|
||||
assert re.match("Timeframes available for the exchange `Bybit`: "
|
||||
"1m, 5m, 30m, 1h, 1d",
|
||||
captured.out)
|
||||
|
||||
|
@ -190,7 +190,7 @@ def test_list_timeframes(mocker, capsys):
|
|||
# Test with --one-column
|
||||
args = [
|
||||
"list-timeframes",
|
||||
'--config', 'config_examples/config_bittrex.example.json',
|
||||
'--config', 'tests/testdata/testconfigs/main_test_config.json',
|
||||
"--one-column",
|
||||
]
|
||||
start_list_timeframes(get_args(args))
|
||||
|
@ -217,7 +217,7 @@ def test_list_timeframes(mocker, capsys):
|
|||
def test_list_markets(mocker, markets_static, capsys):
|
||||
|
||||
api_mock = MagicMock()
|
||||
patch_exchange(mocker, api_mock=api_mock, id='bittrex', mock_markets=markets_static)
|
||||
patch_exchange(mocker, api_mock=api_mock, id='binance', mock_markets=markets_static)
|
||||
|
||||
# Test with no --config
|
||||
args = [
|
||||
|
@ -229,15 +229,15 @@ def test_list_markets(mocker, markets_static, capsys):
|
|||
match=r"This command requires a configured exchange.*"):
|
||||
start_list_markets(pargs, False)
|
||||
|
||||
# Test with --config config_examples/config_bittrex.example.json
|
||||
# Test with --config tests/testdata/testconfigs/main_test_config.json
|
||||
args = [
|
||||
"list-markets",
|
||||
'--config', 'config_examples/config_bittrex.example.json',
|
||||
'--config', 'tests/testdata/testconfigs/main_test_config.json',
|
||||
"--print-list",
|
||||
]
|
||||
start_list_markets(get_args(args), False)
|
||||
captured = capsys.readouterr()
|
||||
assert ("Exchange Bittrex has 12 active markets: "
|
||||
assert ("Exchange Binance has 12 active markets: "
|
||||
"ADA/USDT:USDT, BLK/BTC, ETH/BTC, ETH/USDT, ETH/USDT:USDT, LTC/BTC, "
|
||||
"LTC/ETH, LTC/USD, NEO/BTC, TKN/BTC, XLTCUSDT, XRP/BTC.\n"
|
||||
in captured.out)
|
||||
|
@ -255,16 +255,16 @@ def test_list_markets(mocker, markets_static, capsys):
|
|||
assert re.match("\nExchange Binance has 12 active markets:\n",
|
||||
captured.out)
|
||||
|
||||
patch_exchange(mocker, api_mock=api_mock, id="bittrex", mock_markets=markets_static)
|
||||
patch_exchange(mocker, api_mock=api_mock, id="binance", mock_markets=markets_static)
|
||||
# Test with --all: all markets
|
||||
args = [
|
||||
"list-markets", "--all",
|
||||
'--config', 'config_examples/config_bittrex.example.json',
|
||||
'--config', 'tests/testdata/testconfigs/main_test_config.json',
|
||||
"--print-list",
|
||||
]
|
||||
start_list_markets(get_args(args), False)
|
||||
captured = capsys.readouterr()
|
||||
assert ("Exchange Bittrex has 14 markets: "
|
||||
assert ("Exchange Binance has 14 markets: "
|
||||
"ADA/USDT:USDT, BLK/BTC, BTT/BTC, ETH/BTC, ETH/USDT, ETH/USDT:USDT, "
|
||||
"LTC/BTC, LTC/ETH, LTC/USD, LTC/USDT, NEO/BTC, TKN/BTC, XLTCUSDT, XRP/BTC.\n"
|
||||
in captured.out)
|
||||
|
@ -272,24 +272,24 @@ def test_list_markets(mocker, markets_static, capsys):
|
|||
# Test list-pairs subcommand: active pairs
|
||||
args = [
|
||||
"list-pairs",
|
||||
'--config', 'config_examples/config_bittrex.example.json',
|
||||
'--config', 'tests/testdata/testconfigs/main_test_config.json',
|
||||
"--print-list",
|
||||
]
|
||||
start_list_markets(get_args(args), True)
|
||||
captured = capsys.readouterr()
|
||||
assert ("Exchange Bittrex has 9 active pairs: "
|
||||
assert ("Exchange Binance has 9 active pairs: "
|
||||
"BLK/BTC, ETH/BTC, ETH/USDT, LTC/BTC, LTC/ETH, LTC/USD, NEO/BTC, TKN/BTC, XRP/BTC.\n"
|
||||
in captured.out)
|
||||
|
||||
# Test list-pairs subcommand with --all: all pairs
|
||||
args = [
|
||||
"list-pairs", "--all",
|
||||
'--config', 'config_examples/config_bittrex.example.json',
|
||||
'--config', 'tests/testdata/testconfigs/main_test_config.json',
|
||||
"--print-list",
|
||||
]
|
||||
start_list_markets(get_args(args), True)
|
||||
captured = capsys.readouterr()
|
||||
assert ("Exchange Bittrex has 11 pairs: "
|
||||
assert ("Exchange Binance has 11 pairs: "
|
||||
"BLK/BTC, BTT/BTC, ETH/BTC, ETH/USDT, LTC/BTC, LTC/ETH, LTC/USD, LTC/USDT, NEO/BTC, "
|
||||
"TKN/BTC, XRP/BTC.\n"
|
||||
in captured.out)
|
||||
|
@ -297,133 +297,133 @@ def test_list_markets(mocker, markets_static, capsys):
|
|||
# active markets, base=ETH, LTC
|
||||
args = [
|
||||
"list-markets",
|
||||
'--config', 'config_examples/config_bittrex.example.json',
|
||||
'--config', 'tests/testdata/testconfigs/main_test_config.json',
|
||||
"--base", "ETH", "LTC",
|
||||
"--print-list",
|
||||
]
|
||||
start_list_markets(get_args(args), False)
|
||||
captured = capsys.readouterr()
|
||||
assert ("Exchange Bittrex has 7 active markets with ETH, LTC as base currencies: "
|
||||
assert ("Exchange Binance has 7 active markets with ETH, LTC as base currencies: "
|
||||
"ETH/BTC, ETH/USDT, ETH/USDT:USDT, LTC/BTC, LTC/ETH, LTC/USD, XLTCUSDT.\n"
|
||||
in captured.out)
|
||||
|
||||
# active markets, base=LTC
|
||||
args = [
|
||||
"list-markets",
|
||||
'--config', 'config_examples/config_bittrex.example.json',
|
||||
'--config', 'tests/testdata/testconfigs/main_test_config.json',
|
||||
"--base", "LTC",
|
||||
"--print-list",
|
||||
]
|
||||
start_list_markets(get_args(args), False)
|
||||
captured = capsys.readouterr()
|
||||
assert ("Exchange Bittrex has 4 active markets with LTC as base currency: "
|
||||
assert ("Exchange Binance has 4 active markets with LTC as base currency: "
|
||||
"LTC/BTC, LTC/ETH, LTC/USD, XLTCUSDT.\n"
|
||||
in captured.out)
|
||||
|
||||
# active markets, quote=USDT, USD
|
||||
args = [
|
||||
"list-markets",
|
||||
'--config', 'config_examples/config_bittrex.example.json',
|
||||
'--config', 'tests/testdata/testconfigs/main_test_config.json',
|
||||
"--quote", "USDT", "USD",
|
||||
"--print-list",
|
||||
]
|
||||
start_list_markets(get_args(args), False)
|
||||
captured = capsys.readouterr()
|
||||
assert ("Exchange Bittrex has 5 active markets with USDT, USD as quote currencies: "
|
||||
assert ("Exchange Binance has 5 active markets with USDT, USD as quote currencies: "
|
||||
"ADA/USDT:USDT, ETH/USDT, ETH/USDT:USDT, LTC/USD, XLTCUSDT.\n"
|
||||
in captured.out)
|
||||
|
||||
# active markets, quote=USDT
|
||||
args = [
|
||||
"list-markets",
|
||||
'--config', 'config_examples/config_bittrex.example.json',
|
||||
'--config', 'tests/testdata/testconfigs/main_test_config.json',
|
||||
"--quote", "USDT",
|
||||
"--print-list",
|
||||
]
|
||||
start_list_markets(get_args(args), False)
|
||||
captured = capsys.readouterr()
|
||||
assert ("Exchange Bittrex has 4 active markets with USDT as quote currency: "
|
||||
assert ("Exchange Binance has 4 active markets with USDT as quote currency: "
|
||||
"ADA/USDT:USDT, ETH/USDT, ETH/USDT:USDT, XLTCUSDT.\n"
|
||||
in captured.out)
|
||||
|
||||
# active markets, base=LTC, quote=USDT
|
||||
args = [
|
||||
"list-markets",
|
||||
'--config', 'config_examples/config_bittrex.example.json',
|
||||
'--config', 'tests/testdata/testconfigs/main_test_config.json',
|
||||
"--base", "LTC", "--quote", "USDT",
|
||||
"--print-list",
|
||||
]
|
||||
start_list_markets(get_args(args), False)
|
||||
captured = capsys.readouterr()
|
||||
assert ("Exchange Bittrex has 1 active market with LTC as base currency and "
|
||||
assert ("Exchange Binance has 1 active market with LTC as base currency and "
|
||||
"with USDT as quote currency: XLTCUSDT.\n"
|
||||
in captured.out)
|
||||
|
||||
# active pairs, base=LTC, quote=USDT
|
||||
args = [
|
||||
"list-pairs",
|
||||
'--config', 'config_examples/config_bittrex.example.json',
|
||||
'--config', 'tests/testdata/testconfigs/main_test_config.json',
|
||||
"--base", "LTC", "--quote", "USD",
|
||||
"--print-list",
|
||||
]
|
||||
start_list_markets(get_args(args), True)
|
||||
captured = capsys.readouterr()
|
||||
assert ("Exchange Bittrex has 1 active pair with LTC as base currency and "
|
||||
assert ("Exchange Binance has 1 active pair with LTC as base currency and "
|
||||
"with USD as quote currency: LTC/USD.\n"
|
||||
in captured.out)
|
||||
|
||||
# active markets, base=LTC, quote=USDT, NONEXISTENT
|
||||
args = [
|
||||
"list-markets",
|
||||
'--config', 'config_examples/config_bittrex.example.json',
|
||||
'--config', 'tests/testdata/testconfigs/main_test_config.json',
|
||||
"--base", "LTC", "--quote", "USDT", "NONEXISTENT",
|
||||
"--print-list",
|
||||
]
|
||||
start_list_markets(get_args(args), False)
|
||||
captured = capsys.readouterr()
|
||||
assert ("Exchange Bittrex has 1 active market with LTC as base currency and "
|
||||
assert ("Exchange Binance has 1 active market with LTC as base currency and "
|
||||
"with USDT, NONEXISTENT as quote currencies: XLTCUSDT.\n"
|
||||
in captured.out)
|
||||
|
||||
# active markets, base=LTC, quote=NONEXISTENT
|
||||
args = [
|
||||
"list-markets",
|
||||
'--config', 'config_examples/config_bittrex.example.json',
|
||||
'--config', 'tests/testdata/testconfigs/main_test_config.json',
|
||||
"--base", "LTC", "--quote", "NONEXISTENT",
|
||||
"--print-list",
|
||||
]
|
||||
start_list_markets(get_args(args), False)
|
||||
captured = capsys.readouterr()
|
||||
assert ("Exchange Bittrex has 0 active markets with LTC as base currency and "
|
||||
assert ("Exchange Binance has 0 active markets with LTC as base currency and "
|
||||
"with NONEXISTENT as quote currency.\n"
|
||||
in captured.out)
|
||||
|
||||
# Test tabular output
|
||||
args = [
|
||||
"list-markets",
|
||||
'--config', 'config_examples/config_bittrex.example.json',
|
||||
'--config', 'tests/testdata/testconfigs/main_test_config.json',
|
||||
]
|
||||
start_list_markets(get_args(args), False)
|
||||
captured = capsys.readouterr()
|
||||
assert ("Exchange Bittrex has 12 active markets:\n"
|
||||
assert ("Exchange Binance has 12 active markets:\n"
|
||||
in captured.out)
|
||||
|
||||
# Test tabular output, no markets found
|
||||
args = [
|
||||
"list-markets",
|
||||
'--config', 'config_examples/config_bittrex.example.json',
|
||||
'--config', 'tests/testdata/testconfigs/main_test_config.json',
|
||||
"--base", "LTC", "--quote", "NONEXISTENT",
|
||||
]
|
||||
start_list_markets(get_args(args), False)
|
||||
captured = capsys.readouterr()
|
||||
assert ("Exchange Bittrex has 0 active markets with LTC as base currency and "
|
||||
assert ("Exchange Binance has 0 active markets with LTC as base currency and "
|
||||
"with NONEXISTENT as quote currency.\n"
|
||||
in captured.out)
|
||||
|
||||
# Test --print-json
|
||||
args = [
|
||||
"list-markets",
|
||||
'--config', 'config_examples/config_bittrex.example.json',
|
||||
'--config', 'tests/testdata/testconfigs/main_test_config.json',
|
||||
"--print-json"
|
||||
]
|
||||
start_list_markets(get_args(args), False)
|
||||
|
@ -435,7 +435,7 @@ def test_list_markets(mocker, markets_static, capsys):
|
|||
# Test --print-csv
|
||||
args = [
|
||||
"list-markets",
|
||||
'--config', 'config_examples/config_bittrex.example.json',
|
||||
'--config', 'tests/testdata/testconfigs/main_test_config.json',
|
||||
"--print-csv"
|
||||
]
|
||||
start_list_markets(get_args(args), False)
|
||||
|
@ -447,7 +447,7 @@ def test_list_markets(mocker, markets_static, capsys):
|
|||
# Test --one-column
|
||||
args = [
|
||||
"list-markets",
|
||||
'--config', 'config_examples/config_bittrex.example.json',
|
||||
'--config', 'tests/testdata/testconfigs/main_test_config.json',
|
||||
"--one-column"
|
||||
]
|
||||
start_list_markets(get_args(args), False)
|
||||
|
@ -459,7 +459,7 @@ def test_list_markets(mocker, markets_static, capsys):
|
|||
# Test --one-column
|
||||
args = [
|
||||
"list-markets",
|
||||
'--config', 'config_examples/config_bittrex.example.json',
|
||||
'--config', 'tests/testdata/testconfigs/main_test_config.json',
|
||||
"--one-column"
|
||||
]
|
||||
with pytest.raises(OperationalException, match=r"Cannot get markets.*"):
|
||||
|
@ -971,7 +971,7 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
|
|||
patched_configuration_load_config_file(mocker, default_conf)
|
||||
args = [
|
||||
'test-pairlist',
|
||||
'-c', 'config_examples/config_bittrex.example.json'
|
||||
'-c', 'tests/testdata/testconfigs/main_test_config.json'
|
||||
]
|
||||
|
||||
start_test_pairlist(get_args(args))
|
||||
|
@ -985,7 +985,7 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
|
|||
|
||||
args = [
|
||||
'test-pairlist',
|
||||
'-c', 'config_examples/config_bittrex.example.json',
|
||||
'-c', 'tests/testdata/testconfigs/main_test_config.json',
|
||||
'--one-column',
|
||||
]
|
||||
start_test_pairlist(get_args(args))
|
||||
|
@ -994,7 +994,7 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
|
|||
|
||||
args = [
|
||||
'test-pairlist',
|
||||
'-c', 'config_examples/config_bittrex.example.json',
|
||||
'-c', 'tests/testdata/testconfigs/main_test_config.json',
|
||||
'--print-json',
|
||||
]
|
||||
start_test_pairlist(get_args(args))
|
||||
|
|
|
@ -91,6 +91,8 @@ def generate_test_data(timeframe: str, size: int, start: str = '2020-07-05'):
|
|||
base = np.random.normal(20, 2, size=size)
|
||||
if timeframe == '1M':
|
||||
date = pd.date_range(start, periods=size, freq='1MS', tz='UTC')
|
||||
elif timeframe == '1w':
|
||||
date = pd.date_range(start, periods=size, freq='1W-MON', tz='UTC')
|
||||
else:
|
||||
tf_mins = timeframe_to_minutes(timeframe)
|
||||
date = pd.date_range(start, periods=size, freq=f'{tf_mins}min', tz='UTC')
|
||||
|
|
|
@ -64,7 +64,7 @@ def test_ohlcv_fill_up_missing_data(testdatadir, caplog):
|
|||
# Column names should not change
|
||||
assert (data.columns == data2.columns).all()
|
||||
|
||||
assert log_has_re(f"Missing data fillup for UNITTEST/BTC: before: "
|
||||
assert log_has_re(f"Missing data fillup for UNITTEST/BTC, 1m: before: "
|
||||
f"{len(data)} - after: {len(data2)}.*", caplog)
|
||||
|
||||
# Test fillup actually fixes invalid backtest data
|
||||
|
@ -128,7 +128,7 @@ def test_ohlcv_fill_up_missing_data2(caplog):
|
|||
# Column names should not change
|
||||
assert (data.columns == data2.columns).all()
|
||||
|
||||
assert log_has_re(f"Missing data fillup for UNITTEST/BTC: before: "
|
||||
assert log_has_re(f"Missing data fillup for UNITTEST/BTC, {timeframe}: before: "
|
||||
f"{len(data)} - after: {len(data2)}.*", caplog)
|
||||
|
||||
|
||||
|
|
|
@ -500,3 +500,89 @@ def test_dp__add_external_df(default_conf_usdt):
|
|||
# 36 hours - from 2022-01-03 12:00:00+00:00 to 2022-01-05 00:00:00+00:00
|
||||
assert isinstance(res[1], int)
|
||||
assert res[1] == 0
|
||||
|
||||
|
||||
def test_dp_get_required_startup(default_conf_usdt):
|
||||
timeframe = '1h'
|
||||
default_conf_usdt["timeframe"] = timeframe
|
||||
dp = DataProvider(default_conf_usdt, None)
|
||||
|
||||
# No FreqAI config
|
||||
assert dp.get_required_startup('5m', False) == 0
|
||||
assert dp.get_required_startup('1h', False) == 0
|
||||
assert dp.get_required_startup('1d', False) == 0
|
||||
assert dp.get_required_startup('1d', True) == 0
|
||||
assert dp.get_required_startup('1d') == 0
|
||||
|
||||
dp._config['startup_candle_count'] = 20
|
||||
assert dp.get_required_startup('5m', False) == 20
|
||||
assert dp.get_required_startup('5m', True) == 20
|
||||
assert dp.get_required_startup('1h', False) == 20
|
||||
assert dp.get_required_startup('1h') == 20
|
||||
|
||||
# With freqAI config
|
||||
|
||||
dp._config['freqai'] = {
|
||||
'enabled': True,
|
||||
'train_period_days': 20,
|
||||
'feature_parameters': {
|
||||
'indicator_periods_candles': [
|
||||
5,
|
||||
20,
|
||||
]
|
||||
}
|
||||
}
|
||||
assert dp.get_required_startup('5m', False) == 20
|
||||
assert dp.get_required_startup('5m', True) == 5780
|
||||
|
||||
assert dp.get_required_startup('1h', False) == 20
|
||||
assert dp.get_required_startup('1h', True) == 500
|
||||
|
||||
assert dp.get_required_startup('1d', False) == 20
|
||||
assert dp.get_required_startup('1d', True) == 40
|
||||
assert dp.get_required_startup('1d') == 40
|
||||
|
||||
# FreqAI kindof ignores startup_candle_count if it's below indicator_periods_candles
|
||||
dp._config['startup_candle_count'] = 0
|
||||
assert dp.get_required_startup('5m', False) == 20
|
||||
assert dp.get_required_startup('5m', True) == 5780
|
||||
|
||||
assert dp.get_required_startup('1h', False) == 20
|
||||
assert dp.get_required_startup('1h', True) == 500
|
||||
|
||||
assert dp.get_required_startup('1d', False) == 20
|
||||
assert dp.get_required_startup('1d', True) == 40
|
||||
assert dp.get_required_startup('1d') == 40
|
||||
|
||||
dp._config['freqai']['feature_parameters']['indicator_periods_candles'][1] = 50
|
||||
assert dp.get_required_startup('5m', False) == 50
|
||||
assert dp.get_required_startup('5m', True) == 5810
|
||||
|
||||
assert dp.get_required_startup('1h', False) == 50
|
||||
assert dp.get_required_startup('1h', True) == 530
|
||||
|
||||
assert dp.get_required_startup('1d', False) == 50
|
||||
assert dp.get_required_startup('1d', True) == 70
|
||||
assert dp.get_required_startup('1d') == 70
|
||||
|
||||
# scenario from issue https://github.com/freqtrade/freqtrade/issues/9432
|
||||
dp._config['freqai'] = {
|
||||
'enabled': True,
|
||||
'train_period_days': 180,
|
||||
'feature_parameters': {
|
||||
'indicator_periods_candles': [
|
||||
10,
|
||||
20,
|
||||
]
|
||||
}
|
||||
}
|
||||
dp._config['startup_candle_count'] = 40
|
||||
assert dp.get_required_startup('5m', False) == 40
|
||||
assert dp.get_required_startup('5m', True) == 51880
|
||||
|
||||
assert dp.get_required_startup('1h', False) == 40
|
||||
assert dp.get_required_startup('1h', True) == 4360
|
||||
|
||||
assert dp.get_required_startup('1d', False) == 40
|
||||
assert dp.get_required_startup('1d', True) == 220
|
||||
assert dp.get_required_startup('1d') == 220
|
||||
|
|
|
@ -13,7 +13,7 @@ from freqtrade.enums import CandleType, MarginMode, TradingMode
|
|||
from freqtrade.exceptions import (DDosProtection, DependencyException, ExchangeError,
|
||||
InsufficientFundsError, InvalidOrderException,
|
||||
OperationalException, PricingError, TemporaryError)
|
||||
from freqtrade.exchange import (Binance, Bittrex, Exchange, Kraken, market_is_active,
|
||||
from freqtrade.exchange import (Binance, Bybit, Exchange, Kraken, market_is_active,
|
||||
timeframe_to_prev_date)
|
||||
from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, API_RETRY_COUNT,
|
||||
calculate_backoff, remove_exchange_credentials)
|
||||
|
@ -228,10 +228,10 @@ def test_exchange_resolver(default_conf, mocker, caplog):
|
|||
assert log_has_re(r"No .* specific subclass found. Using the generic class instead.", caplog)
|
||||
caplog.clear()
|
||||
|
||||
default_conf['exchange']['name'] = 'Bittrex'
|
||||
default_conf['exchange']['name'] = 'Bybit'
|
||||
exchange = ExchangeResolver.load_exchange(default_conf)
|
||||
assert isinstance(exchange, Exchange)
|
||||
assert isinstance(exchange, Bittrex)
|
||||
assert isinstance(exchange, Bybit)
|
||||
assert not log_has_re(r"No .* specific subclass found. Using the generic class instead.",
|
||||
caplog)
|
||||
caplog.clear()
|
||||
|
@ -263,8 +263,8 @@ def test_exchange_resolver(default_conf, mocker, caplog):
|
|||
|
||||
def test_validate_order_time_in_force(default_conf, mocker, caplog):
|
||||
caplog.set_level(logging.INFO)
|
||||
# explicitly test bittrex, exchanges implementing other policies need separate tests
|
||||
ex = get_patched_exchange(mocker, default_conf, id="bittrex")
|
||||
# explicitly test bybit, exchanges implementing other policies need separate tests
|
||||
ex = get_patched_exchange(mocker, default_conf, id="bybit")
|
||||
tif = {
|
||||
"buy": "gtc",
|
||||
"sell": "gtc",
|
||||
|
@ -273,11 +273,14 @@ def test_validate_order_time_in_force(default_conf, mocker, caplog):
|
|||
ex.validate_order_time_in_force(tif)
|
||||
tif2 = {
|
||||
"buy": "fok",
|
||||
"sell": "ioc",
|
||||
"sell": "ioc22",
|
||||
}
|
||||
with pytest.raises(OperationalException, match=r"Time in force.*not supported for .*"):
|
||||
ex.validate_order_time_in_force(tif2)
|
||||
|
||||
tif2 = {
|
||||
"buy": "fok",
|
||||
"sell": "ioc",
|
||||
}
|
||||
# Patch to see if this will pass if the values are in the ft dict
|
||||
ex._ft_has.update({"order_time_in_force": ["GTC", "FOK", "IOC"]})
|
||||
ex.validate_order_time_in_force(tif2)
|
||||
|
@ -915,7 +918,6 @@ def test_validate_ordertypes(default_conf, mocker):
|
|||
mocker.patch(f'{EXMS}.validate_timeframes')
|
||||
mocker.patch(f'{EXMS}.validate_stakecurrency')
|
||||
mocker.patch(f'{EXMS}.validate_pricing')
|
||||
mocker.patch(f'{EXMS}.name', 'Bittrex')
|
||||
|
||||
default_conf['order_types'] = {
|
||||
'entry': 'limit',
|
||||
|
@ -2766,7 +2768,6 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na
|
|||
assert res_ohlcv[9][4] == 0.07668
|
||||
assert res_ohlcv[9][5] == 16.65244264
|
||||
|
||||
# Bittrex use-case (real data from Bittrex)
|
||||
# This OHLCV data is ordered ASC (oldest first, newest last)
|
||||
ohlcv = [
|
||||
[1527827700000, 0.07659999, 0.0766, 0.07627, 0.07657998, 1.85216924],
|
||||
|
@ -3410,7 +3411,7 @@ def test_get_fee(default_conf, mocker, exchange_name):
|
|||
|
||||
|
||||
def test_stoploss_order_unsupported_exchange(default_conf, mocker):
|
||||
exchange = get_patched_exchange(mocker, default_conf, id='bittrex')
|
||||
exchange = get_patched_exchange(mocker, default_conf, id='bitpanda')
|
||||
with pytest.raises(OperationalException, match=r"stoploss is not implemented .*"):
|
||||
exchange.create_stoploss(
|
||||
pair='ETH/BTC',
|
||||
|
@ -3606,10 +3607,10 @@ def test_ohlcv_candle_limit(default_conf, mocker, exchange_name):
|
|||
timeframes = ('1m', '5m', '1h')
|
||||
expected = exchange._ft_has['ohlcv_candle_limit']
|
||||
for timeframe in timeframes:
|
||||
if 'ohlcv_candle_limit_per_timeframe' in exchange._ft_has:
|
||||
expected = exchange._ft_has['ohlcv_candle_limit_per_timeframe'][timeframe]
|
||||
# This should only run for bittrex
|
||||
assert exchange_name == 'bittrex'
|
||||
# if 'ohlcv_candle_limit_per_timeframe' in exchange._ft_has:
|
||||
# expected = exchange._ft_has['ohlcv_candle_limit_per_timeframe'][timeframe]
|
||||
# This should only run for bittrex
|
||||
# assert exchange_name == 'bittrex'
|
||||
assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT) == expected
|
||||
|
||||
|
||||
|
@ -4522,10 +4523,10 @@ def test_amount_to_contract_precision(
|
|||
|
||||
|
||||
@pytest.mark.parametrize('exchange_name,open_rate,is_short,trading_mode,margin_mode', [
|
||||
# Bittrex
|
||||
('bittrex', 2.0, False, 'spot', None),
|
||||
('bittrex', 2.0, False, 'spot', 'cross'),
|
||||
('bittrex', 2.0, True, 'spot', 'isolated'),
|
||||
# Bybit
|
||||
('bybit', 2.0, False, 'spot', None),
|
||||
('bybit', 2.0, False, 'spot', 'cross'),
|
||||
('bybit', 2.0, True, 'spot', 'isolated'),
|
||||
# Binance
|
||||
('binance', 2.0, False, 'spot', None),
|
||||
('binance', 2.0, False, 'spot', 'cross'),
|
||||
|
@ -4947,7 +4948,7 @@ def test_get_max_leverage_futures(default_conf, mocker, leverage_tiers):
|
|||
exchange.get_max_leverage("BTC/USDT:USDT", 1000000000.01)
|
||||
|
||||
|
||||
@pytest.mark.parametrize("exchange_name", ['bittrex', 'binance', 'kraken', 'gate', 'okx', 'bybit'])
|
||||
@pytest.mark.parametrize("exchange_name", ['binance', 'kraken', 'gate', 'okx', 'bybit'])
|
||||
def test__get_params(mocker, default_conf, exchange_name):
|
||||
api_mock = MagicMock()
|
||||
mocker.patch(f'{EXMS}.exchange_has', return_value=True)
|
||||
|
|
|
@ -218,9 +218,6 @@ class TestCCXTExchange:
|
|||
|
||||
def test_ccxt__async_get_candle_history(self, exchange: EXCHANGE_FIXTURE_TYPE):
|
||||
exc, exchangename = exchange
|
||||
if exchangename in ('bittrex'):
|
||||
# For some weired reason, this test returns random lengths for bittrex.
|
||||
pytest.skip("Exchange doesn't provide stable ohlcv history")
|
||||
|
||||
if not exc._ft_has['ohlcv_has_history']:
|
||||
pytest.skip("Exchange does not support candle history")
|
||||
|
|
|
@ -20,6 +20,21 @@ def is_mac() -> bool:
|
|||
return "Darwin" in machine
|
||||
|
||||
|
||||
@pytest.fixture(autouse=True)
|
||||
def patch_torch_initlogs(mocker) -> None:
|
||||
|
||||
if is_mac():
|
||||
# Mock torch import completely
|
||||
import sys
|
||||
import types
|
||||
|
||||
module_name = 'torch'
|
||||
mocked_module = types.ModuleType(module_name)
|
||||
sys.modules[module_name] = mocked_module
|
||||
else:
|
||||
mocker.patch("torch._logging._init_logs")
|
||||
|
||||
|
||||
@pytest.fixture(scope="function")
|
||||
def freqai_conf(default_conf, tmp_path):
|
||||
freqaiconf = deepcopy(default_conf)
|
||||
|
|
|
@ -176,6 +176,7 @@ def test_extract_data_and_train_model_MultiTargets(mocker, freqai_conf, model, s
|
|||
'CatboostClassifier',
|
||||
'XGBoostClassifier',
|
||||
'XGBoostRFClassifier',
|
||||
'SKLearnRandomForestClassifier',
|
||||
'PyTorchMLPClassifier',
|
||||
])
|
||||
def test_extract_data_and_train_model_Classifiers(mocker, freqai_conf, model):
|
||||
|
|
|
@ -549,6 +549,7 @@ def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None:
|
|||
default_conf_usdt['exchange']['pair_whitelist'] = ['.*']
|
||||
backtesting = Backtesting(default_conf_usdt)
|
||||
backtesting._set_strategy(backtesting.strategylist[0])
|
||||
mocker.patch('freqtrade.optimize.backtesting.Backtesting._run_funding_fees')
|
||||
pair = 'ETH/USDT:USDT'
|
||||
row = [
|
||||
pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0),
|
||||
|
@ -851,9 +852,13 @@ def test_backtest_one_detail(default_conf_usdt, fee, mocker, testdatadir, use_de
|
|||
assert late_entry > 0
|
||||
|
||||
|
||||
@pytest.mark.parametrize('use_detail', [True, False])
|
||||
@pytest.mark.parametrize('use_detail,exp_funding_fee, exp_ff_updates', [
|
||||
(True, -0.018054162, 11),
|
||||
(False, -0.01780296, 5),
|
||||
])
|
||||
def test_backtest_one_detail_futures(
|
||||
default_conf_usdt, fee, mocker, testdatadir, use_detail) -> None:
|
||||
default_conf_usdt, fee, mocker, testdatadir, use_detail, exp_funding_fee,
|
||||
exp_ff_updates) -> None:
|
||||
default_conf_usdt['use_exit_signal'] = False
|
||||
default_conf_usdt['trading_mode'] = 'futures'
|
||||
default_conf_usdt['margin_mode'] = 'isolated'
|
||||
|
@ -882,6 +887,8 @@ def test_backtest_one_detail_futures(
|
|||
default_conf_usdt['max_open_trades'] = 10
|
||||
|
||||
backtesting = Backtesting(default_conf_usdt)
|
||||
ff_spy = mocker.spy(backtesting.exchange, 'calculate_funding_fees')
|
||||
|
||||
backtesting._set_strategy(backtesting.strategylist[0])
|
||||
backtesting.strategy.populate_entry_trend = advise_entry
|
||||
backtesting.strategy.custom_entry_price = custom_entry_price
|
||||
|
@ -936,13 +943,22 @@ def test_backtest_one_detail_futures(
|
|||
|
||||
assert (round(ln2.iloc[0]["low"], 6) <= round(
|
||||
t["close_rate"], 6) <= round(ln2.iloc[0]["high"], 6))
|
||||
assert -0.0181 < Trade.trades[1].funding_fees < -0.01
|
||||
assert pytest.approx(Trade.trades[1].funding_fees) == exp_funding_fee
|
||||
assert ff_spy.call_count == exp_ff_updates
|
||||
# assert late_entry > 0
|
||||
|
||||
|
||||
@pytest.mark.parametrize('use_detail', [True, False])
|
||||
@pytest.mark.parametrize('use_detail,entries,max_stake,ff_updates,expected_ff', [
|
||||
(True, 50, 3000, 54, -1.18038144),
|
||||
(False, 6, 360, 10, -0.14679994),
|
||||
])
|
||||
def test_backtest_one_detail_futures_funding_fees(
|
||||
default_conf_usdt, fee, mocker, testdatadir, use_detail) -> None:
|
||||
default_conf_usdt, fee, mocker, testdatadir, use_detail, entries, max_stake,
|
||||
ff_updates, expected_ff,
|
||||
) -> None:
|
||||
"""
|
||||
Funding fees are expected to differ, as the maximum position size differs.
|
||||
"""
|
||||
default_conf_usdt['use_exit_signal'] = False
|
||||
default_conf_usdt['trading_mode'] = 'futures'
|
||||
default_conf_usdt['margin_mode'] = 'isolated'
|
||||
|
@ -975,6 +991,7 @@ def test_backtest_one_detail_futures_funding_fees(
|
|||
default_conf_usdt['max_open_trades'] = 1
|
||||
|
||||
backtesting = Backtesting(default_conf_usdt)
|
||||
ff_spy = mocker.spy(backtesting.exchange, 'calculate_funding_fees')
|
||||
backtesting._set_strategy(backtesting.strategylist[0])
|
||||
backtesting.strategy.populate_entry_trend = advise_entry
|
||||
backtesting.strategy.adjust_trade_position = adjust_trade_position
|
||||
|
@ -1000,13 +1017,18 @@ def test_backtest_one_detail_futures_funding_fees(
|
|||
assert len(results) == 1
|
||||
|
||||
assert 'orders' in results.columns
|
||||
# funding_fees have been calculated for each funding-fee candle
|
||||
# the trade is open for 26 hours - hence we expect the 8h fee to apply 4 times.
|
||||
# Additional counts will happen due each successful entry, which needs to call this, too.
|
||||
assert ff_spy.call_count == ff_updates
|
||||
|
||||
for t in Trade.trades:
|
||||
# At least 4 adjustment orders
|
||||
assert t.nr_of_successful_entries >= 6
|
||||
# At least 6 adjustment orders
|
||||
assert t.nr_of_successful_entries == entries
|
||||
# Funding fees will vary depending on the number of adjustment orders
|
||||
# That number is a lot higher with detail data.
|
||||
assert -1.81 < t.funding_fees < -0.1
|
||||
assert t.max_stake_amount == max_stake
|
||||
assert pytest.approx(t.funding_fees) == expected_ff
|
||||
|
||||
|
||||
def test_backtest_timedout_entry_orders(default_conf, fee, mocker, testdatadir) -> None:
|
||||
|
|
|
@ -104,6 +104,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera
|
|||
mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf'))
|
||||
mocker.patch(f"{EXMS}.get_max_leverage", return_value=10)
|
||||
mocker.patch(f"{EXMS}.get_maintenance_ratio_and_amt", return_value=(0.1, 0.1))
|
||||
mocker.patch('freqtrade.optimize.backtesting.Backtesting._run_funding_fees')
|
||||
|
||||
patch_exchange(mocker)
|
||||
default_conf.update({
|
||||
|
|
|
@ -1770,6 +1770,7 @@ def test_api_freqaimodels(botclient, tmp_path, mocker):
|
|||
{'name': 'LightGBMRegressorMultiTarget'},
|
||||
{'name': 'ReinforcementLearner'},
|
||||
{'name': 'ReinforcementLearner_multiproc'},
|
||||
{'name': 'SKlearnRandomForestClassifier'},
|
||||
{'name': 'XGBoostClassifier'},
|
||||
{'name': 'XGBoostRFClassifier'},
|
||||
{'name': 'XGBoostRFRegressor'},
|
||||
|
@ -1788,6 +1789,7 @@ def test_api_freqaimodels(botclient, tmp_path, mocker):
|
|||
'LightGBMRegressorMultiTarget',
|
||||
'ReinforcementLearner',
|
||||
'ReinforcementLearner_multiproc',
|
||||
'SKlearnRandomForestClassifier',
|
||||
'XGBoostClassifier',
|
||||
'XGBoostRFClassifier',
|
||||
'XGBoostRFRegressor',
|
||||
|
|
|
@ -63,7 +63,35 @@ def test_merge_informative_pair():
|
|||
assert result.iloc[8]['date_1h'] is pd.NaT
|
||||
|
||||
|
||||
def test_merge_informative_pair_high_tf():
|
||||
def test_merge_informative_pair_weekly():
|
||||
# Covers roughly 2 months - until 2023-01-10
|
||||
data = generate_test_data('1h', 1040, '2022-11-28')
|
||||
informative = generate_test_data('1w', 40, '2022-11-01')
|
||||
informative['day'] = informative['date'].dt.day_name()
|
||||
|
||||
result = merge_informative_pair(data, informative, '1h', '1w', ffill=True)
|
||||
assert isinstance(result, pd.DataFrame)
|
||||
# 2022-12-24 is a Saturday
|
||||
candle1 = result.loc[(result['date'] == '2022-12-24T22:00:00.000Z')]
|
||||
assert candle1.iloc[0]['date'] == pd.Timestamp('2022-12-24T22:00:00.000Z')
|
||||
assert candle1.iloc[0]['date_1w'] == pd.Timestamp('2022-12-12T00:00:00.000Z')
|
||||
|
||||
candle2 = result.loc[(result['date'] == '2022-12-24T23:00:00.000Z')]
|
||||
assert candle2.iloc[0]['date'] == pd.Timestamp('2022-12-24T23:00:00.000Z')
|
||||
assert candle2.iloc[0]['date_1w'] == pd.Timestamp('2022-12-12T00:00:00.000Z')
|
||||
|
||||
# 2022-12-25 is a Sunday
|
||||
candle3 = result.loc[(result['date'] == '2022-12-25T22:00:00.000Z')]
|
||||
assert candle3.iloc[0]['date'] == pd.Timestamp('2022-12-25T22:00:00.000Z')
|
||||
# Still old candle
|
||||
assert candle3.iloc[0]['date_1w'] == pd.Timestamp('2022-12-12T00:00:00.000Z')
|
||||
|
||||
candle4 = result.loc[(result['date'] == '2022-12-25T23:00:00.000Z')]
|
||||
assert candle4.iloc[0]['date'] == pd.Timestamp('2022-12-25T23:00:00.000Z')
|
||||
assert candle4.iloc[0]['date_1w'] == pd.Timestamp('2022-12-19T00:00:00.000Z')
|
||||
|
||||
|
||||
def test_merge_informative_pair_monthly():
|
||||
# Covers roughly 2 months - until 2023-01-10
|
||||
data = generate_test_data('1h', 1040, '2022-11-28')
|
||||
informative = generate_test_data('1M', 40, '2022-01-01')
|
||||
|
|
|
@ -173,7 +173,7 @@ def test_download_data_options() -> None:
|
|||
def test_plot_dataframe_options() -> None:
|
||||
args = [
|
||||
'plot-dataframe',
|
||||
'-c', 'config_examples/config_bittrex.example.json',
|
||||
'-c', 'tests/testdata/testconfigs/main_test_config.json',
|
||||
'--indicators1', 'sma10', 'sma100',
|
||||
'--indicators2', 'macd', 'fastd', 'fastk',
|
||||
'--plot-limit', '30',
|
||||
|
|
|
@ -146,7 +146,7 @@ def test_get_trade_stake_amount(default_conf_usdt, mocker) -> None:
|
|||
|
||||
freqtrade = FreqtradeBot(default_conf_usdt)
|
||||
|
||||
result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT')
|
||||
result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT', 1)
|
||||
assert result == default_conf_usdt['stake_amount']
|
||||
|
||||
|
||||
|
@ -211,12 +211,12 @@ def test_check_available_stake_amount(
|
|||
|
||||
if expected[i] is not None:
|
||||
limit_buy_order_usdt_open['id'] = str(i)
|
||||
result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT')
|
||||
result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT', 1)
|
||||
assert pytest.approx(result) == expected[i]
|
||||
freqtrade.execute_entry('ETH/USDT', result)
|
||||
else:
|
||||
with pytest.raises(DependencyException):
|
||||
freqtrade.wallets.get_trade_stake_amount('ETH/USDT')
|
||||
freqtrade.wallets.get_trade_stake_amount('ETH/USDT', 1)
|
||||
|
||||
|
||||
def test_edge_called_in_process(mocker, edge_conf) -> None:
|
||||
|
@ -238,9 +238,9 @@ def test_edge_overrides_stake_amount(mocker, edge_conf) -> None:
|
|||
freqtrade = FreqtradeBot(edge_conf)
|
||||
|
||||
assert freqtrade.wallets.get_trade_stake_amount(
|
||||
'NEO/BTC', freqtrade.edge) == (999.9 * 0.5 * 0.01) / 0.20
|
||||
'NEO/BTC', 1, freqtrade.edge) == (999.9 * 0.5 * 0.01) / 0.20
|
||||
assert freqtrade.wallets.get_trade_stake_amount(
|
||||
'LTC/BTC', freqtrade.edge) == (999.9 * 0.5 * 0.01) / 0.21
|
||||
'LTC/BTC', 1, freqtrade.edge) == (999.9 * 0.5 * 0.01) / 0.21
|
||||
|
||||
|
||||
@pytest.mark.parametrize('buy_price_mult,ignore_strat_sl', [
|
||||
|
@ -420,7 +420,8 @@ def test_create_trade_minimal_amount(
|
|||
else:
|
||||
assert not freqtrade.create_trade('ETH/USDT')
|
||||
if not max_open_trades:
|
||||
assert freqtrade.wallets.get_trade_stake_amount('ETH/USDT', freqtrade.edge) == 0
|
||||
assert freqtrade.wallets.get_trade_stake_amount(
|
||||
'ETH/USDT', default_conf_usdt['max_open_trades'], freqtrade.edge) == 0
|
||||
|
||||
|
||||
@pytest.mark.parametrize('whitelist,positions', [
|
||||
|
@ -3485,7 +3486,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_
|
|||
|
||||
|
||||
@pytest.mark.parametrize("is_short", [False, True])
|
||||
@pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'kraken', 'bittrex'],
|
||||
@pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'kraken', 'bybit'],
|
||||
indirect=['limit_buy_order_canceled_empty'])
|
||||
def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, is_short, fee,
|
||||
limit_buy_order_canceled_empty) -> None:
|
||||
|
|
|
@ -185,7 +185,7 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, mocker, balance_rati
|
|||
|
||||
trades = Trade.session.scalars(select(Trade)).all()
|
||||
assert len(trades) == 4
|
||||
assert freqtrade.wallets.get_trade_stake_amount('XRP/BTC') == result1
|
||||
assert freqtrade.wallets.get_trade_stake_amount('XRP/BTC', 5) == result1
|
||||
|
||||
rpc._rpc_force_entry('TKN/BTC', None)
|
||||
|
||||
|
@ -205,7 +205,7 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, mocker, balance_rati
|
|||
# One trade sold
|
||||
assert len(trades) == 4
|
||||
# stake-amount should now be reduced, since one trade was sold at a loss.
|
||||
assert freqtrade.wallets.get_trade_stake_amount('XRP/BTC') < result1
|
||||
assert freqtrade.wallets.get_trade_stake_amount('XRP/BTC', 5) < result1
|
||||
# Validate that balance of sold trade is not in dry-run balances anymore.
|
||||
bals2 = freqtrade.wallets.get_all_balances()
|
||||
assert bals != bals2
|
||||
|
|
|
@ -67,12 +67,12 @@ def test_main_fatal_exception(mocker, default_conf, caplog) -> None:
|
|||
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
|
||||
mocker.patch('freqtrade.freqtradebot.init_db', MagicMock())
|
||||
|
||||
args = ['trade', '-c', 'config_examples/config_bittrex.example.json']
|
||||
args = ['trade', '-c', 'tests/testdata/testconfigs/main_test_config.json']
|
||||
|
||||
# Test Main + the KeyboardInterrupt exception
|
||||
with pytest.raises(SystemExit):
|
||||
main(args)
|
||||
assert log_has('Using config: config_examples/config_bittrex.example.json ...', caplog)
|
||||
assert log_has('Using config: tests/testdata/testconfigs/main_test_config.json ...', caplog)
|
||||
assert log_has('Fatal exception!', caplog)
|
||||
|
||||
|
||||
|
@ -85,12 +85,12 @@ def test_main_keyboard_interrupt(mocker, default_conf, caplog) -> None:
|
|||
mocker.patch('freqtrade.wallets.Wallets.update', MagicMock())
|
||||
mocker.patch('freqtrade.freqtradebot.init_db', MagicMock())
|
||||
|
||||
args = ['trade', '-c', 'config_examples/config_bittrex.example.json']
|
||||
args = ['trade', '-c', 'tests/testdata/testconfigs/main_test_config.json']
|
||||
|
||||
# Test Main + the KeyboardInterrupt exception
|
||||
with pytest.raises(SystemExit):
|
||||
main(args)
|
||||
assert log_has('Using config: config_examples/config_bittrex.example.json ...', caplog)
|
||||
assert log_has('Using config: tests/testdata/testconfigs/main_test_config.json ...', caplog)
|
||||
assert log_has('SIGINT received, aborting ...', caplog)
|
||||
|
||||
|
||||
|
@ -106,12 +106,12 @@ def test_main_operational_exception(mocker, default_conf, caplog) -> None:
|
|||
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
|
||||
mocker.patch('freqtrade.freqtradebot.init_db', MagicMock())
|
||||
|
||||
args = ['trade', '-c', 'config_examples/config_bittrex.example.json']
|
||||
args = ['trade', '-c', 'tests/testdata/testconfigs/main_test_config.json']
|
||||
|
||||
# Test Main + the KeyboardInterrupt exception
|
||||
with pytest.raises(SystemExit):
|
||||
main(args)
|
||||
assert log_has('Using config: config_examples/config_bittrex.example.json ...', caplog)
|
||||
assert log_has('Using config: tests/testdata/testconfigs/main_test_config.json ...', caplog)
|
||||
assert log_has('Oh snap!', caplog)
|
||||
|
||||
|
||||
|
@ -160,13 +160,13 @@ def test_main_reload_config(mocker, default_conf, caplog) -> None:
|
|||
args = Arguments([
|
||||
'trade',
|
||||
'-c',
|
||||
'config_examples/config_bittrex.example.json'
|
||||
'tests/testdata/testconfigs/main_test_config.json'
|
||||
]).get_parsed_arg()
|
||||
worker = Worker(args=args, config=default_conf)
|
||||
with pytest.raises(SystemExit):
|
||||
main(['trade', '-c', 'config_examples/config_bittrex.example.json'])
|
||||
main(['trade', '-c', 'tests/testdata/testconfigs/main_test_config.json'])
|
||||
|
||||
assert log_has('Using config: config_examples/config_bittrex.example.json ...', caplog)
|
||||
assert log_has('Using config: tests/testdata/testconfigs/main_test_config.json ...', caplog)
|
||||
assert worker_mock.call_count == 4
|
||||
assert reconfigure_mock.call_count == 1
|
||||
assert isinstance(worker.freqtrade, FreqtradeBot)
|
||||
|
@ -187,7 +187,7 @@ def test_reconfigure(mocker, default_conf) -> None:
|
|||
args = Arguments([
|
||||
'trade',
|
||||
'-c',
|
||||
'config_examples/config_bittrex.example.json'
|
||||
'tests/testdata/testconfigs/main_test_config.json'
|
||||
]).get_parsed_arg()
|
||||
worker = Worker(args=args, config=default_conf)
|
||||
freqtrade = worker.freqtrade
|
||||
|
|
|
@ -377,7 +377,7 @@ def test_start_plot_dataframe(mocker):
|
|||
aup = mocker.patch("freqtrade.plot.plotting.load_and_plot_trades", MagicMock())
|
||||
args = [
|
||||
"plot-dataframe",
|
||||
"--config", "config_examples/config_bittrex.example.json",
|
||||
"--config", "tests/testdata/testconfigs/main_test_config.json",
|
||||
"--pairs", "ETH/BTC"
|
||||
]
|
||||
start_plot_dataframe(get_args(args))
|
||||
|
@ -420,7 +420,7 @@ def test_start_plot_profit(mocker):
|
|||
aup = mocker.patch("freqtrade.plot.plotting.plot_profit", MagicMock())
|
||||
args = [
|
||||
"plot-profit",
|
||||
"--config", "config_examples/config_bittrex.example.json",
|
||||
"--config", "tests/testdata/testconfigs/main_test_config.json",
|
||||
"--pairs", "ETH/BTC"
|
||||
]
|
||||
start_plot_profit(get_args(args))
|
||||
|
|
|
@ -121,7 +121,7 @@ def test_get_trade_stake_amount_no_stake_amount(default_conf, mocker) -> None:
|
|||
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
||||
|
||||
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
|
||||
freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
|
||||
freqtrade.wallets.get_trade_stake_amount('ETH/BTC', 1)
|
||||
|
||||
|
||||
@pytest.mark.parametrize("balance_ratio,capital,result1,result2", [
|
||||
|
@ -148,7 +148,6 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_r
|
|||
conf = deepcopy(default_conf)
|
||||
conf['stake_amount'] = UNLIMITED_STAKE_AMOUNT
|
||||
conf['dry_run_wallet'] = 100
|
||||
conf['max_open_trades'] = 2
|
||||
conf['tradable_balance_ratio'] = balance_ratio
|
||||
if capital is not None:
|
||||
conf['available_capital'] = capital
|
||||
|
@ -156,30 +155,28 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_r
|
|||
freqtrade = get_patched_freqtradebot(mocker, conf)
|
||||
|
||||
# no open trades, order amount should be 'balance / max_open_trades'
|
||||
result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT')
|
||||
result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT', 2)
|
||||
assert result == result1
|
||||
|
||||
# create one trade, order amount should be 'balance / (max_open_trades - num_open_trades)'
|
||||
freqtrade.execute_entry('ETH/USDT', result)
|
||||
|
||||
result = freqtrade.wallets.get_trade_stake_amount('LTC/USDT')
|
||||
result = freqtrade.wallets.get_trade_stake_amount('LTC/USDT', 2)
|
||||
assert result == result1
|
||||
|
||||
# create 2 trades, order amount should be None
|
||||
freqtrade.execute_entry('LTC/BTC', result)
|
||||
|
||||
result = freqtrade.wallets.get_trade_stake_amount('XRP/USDT')
|
||||
result = freqtrade.wallets.get_trade_stake_amount('XRP/USDT', 2)
|
||||
assert result == 0
|
||||
|
||||
freqtrade.config['max_open_trades'] = 3
|
||||
freqtrade.config['dry_run_wallet'] = 200
|
||||
freqtrade.wallets.start_cap = 200
|
||||
result = freqtrade.wallets.get_trade_stake_amount('XRP/USDT')
|
||||
result = freqtrade.wallets.get_trade_stake_amount('XRP/USDT', 3)
|
||||
assert round(result, 4) == round(result2, 4)
|
||||
|
||||
# set max_open_trades = None, so do not trade
|
||||
freqtrade.config['max_open_trades'] = 0
|
||||
result = freqtrade.wallets.get_trade_stake_amount('NEO/USDT')
|
||||
result = freqtrade.wallets.get_trade_stake_amount('NEO/USDT', 0)
|
||||
assert result == 0
|
||||
|
||||
|
||||
|
|
|
@ -29,7 +29,7 @@
|
|||
"order_book_top": 1
|
||||
},
|
||||
"exchange": {
|
||||
"name": "bittrex",
|
||||
"name": "binance",
|
||||
"key": "your_exchange_key",
|
||||
"secret": "your_exchange_secret",
|
||||
"ccxt_config": {},
|
Loading…
Reference in New Issue
Block a user