Merge branch 'freqtrade:develop' into bt-metrics

This commit is contained in:
Stefano Ariestasia 2023-12-20 20:33:45 +09:00 committed by GitHub
commit f7c7990aff
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59 changed files with 3433 additions and 815 deletions

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@ -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
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@ -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

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@ -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

View File

@ -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

Binary file not shown.

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@ -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.

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@ -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:

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@ -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":

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@ -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.

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@ -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

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@ -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

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@ -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', {}) \

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@ -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)

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@ -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:

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@ -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

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@ -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],
}

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@ -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

View File

@ -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]

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@ -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 "

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@ -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)

View File

@ -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

View File

@ -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

View File

@ -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.

View File

@ -471,6 +471,7 @@ class FreqAIModelListResponse(BaseModel):
class StrategyResponse(BaseModel):
strategy: str
code: str
timeframe: Optional[str]
class AvailablePairs(BaseModel):

View File

@ -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),
}

View File

@ -28,6 +28,7 @@ coingecko_mapping = {
'busd': 'binance-usd',
'tusd': 'true-usd',
'usdc': 'usd-coin',
'btc': 'bitcoin'
}

View File

@ -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:

View File

@ -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

View File

@ -39,7 +39,7 @@
},
{{ exchange | indent(4) }},
"pairlists": [
{{ '{"method": "StaticPairList"}' if exchange_name == 'bittrex' else volume_pairlist }}
{{ volume_pairlist }}
],
"telegram": {
"enabled": {{ telegram | lower }},

View File

@ -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)

View File

@ -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",
]

View File

@ -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

View File

@ -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

View File

@ -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

View File

@ -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

View File

@ -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

View File

@ -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

View File

@ -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",
)

View File

@ -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))

View File

@ -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))

View File

@ -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')

View File

@ -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)

View File

@ -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

View File

@ -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)

View File

@ -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")

View File

@ -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)

View File

@ -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):

View File

@ -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:

View File

@ -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({

View File

@ -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',

View File

@ -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')

View File

@ -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',

View File

@ -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:

View File

@ -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

View File

@ -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

View File

@ -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))

View File

@ -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

View File

@ -29,7 +29,7 @@
"order_book_top": 1
},
"exchange": {
"name": "bittrex",
"name": "binance",
"key": "your_exchange_key",
"secret": "your_exchange_secret",
"ccxt_config": {},