Merge branch 'freqtrade:develop' into fix-docs

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Stefano Ariestasia 2022-01-04 13:44:03 +08:00 committed by GitHub
commit fa620d3f7b
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90 changed files with 1033 additions and 521 deletions

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@ -5,9 +5,17 @@ updates:
schedule: schedule:
interval: daily interval: daily
open-pull-requests-limit: 10 open-pull-requests-limit: 10
- package-ecosystem: pip - package-ecosystem: pip
directory: "/" directory: "/"
schedule: schedule:
interval: weekly interval: weekly
open-pull-requests-limit: 10 open-pull-requests-limit: 10
target-branch: develop target-branch: develop
- package-ecosystem: "github-actions"
directory: "/"
schedule:
interval: "weekly"
open-pull-requests-limit: 10
target-branch: develop

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@ -3,7 +3,6 @@ name: Freqtrade CI
on: on:
push: push:
branches: branches:
- master
- stable - stable
- develop - develop
tags: tags:
@ -20,7 +19,7 @@ jobs:
strategy: strategy:
matrix: matrix:
os: [ ubuntu-18.04, ubuntu-20.04 ] os: [ ubuntu-18.04, ubuntu-20.04 ]
python-version: [3.7, 3.8, 3.9] python-version: ["3.7", "3.8", "3.9", "3.10"]
steps: steps:
- uses: actions/checkout@v2 - uses: actions/checkout@v2
@ -39,7 +38,7 @@ jobs:
- name: pip cache (linux) - name: pip cache (linux)
uses: actions/cache@v2 uses: actions/cache@v2
if: startsWith(matrix.os, 'ubuntu') if: runner.os == 'Linux'
with: with:
path: ~/.cache/pip path: ~/.cache/pip
key: test-${{ matrix.os }}-${{ matrix.python-version }}-pip key: test-${{ matrix.os }}-${{ matrix.python-version }}-pip
@ -50,8 +49,9 @@ jobs:
cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies/; cd .. cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies/; cd ..
- name: Installation - *nix - name: Installation - *nix
if: runner.os == 'Linux'
run: | run: |
python -m pip install --upgrade pip python -m pip install --upgrade pip wheel
export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
export TA_LIBRARY_PATH=${HOME}/dependencies/lib export TA_LIBRARY_PATH=${HOME}/dependencies/lib
export TA_INCLUDE_PATH=${HOME}/dependencies/include export TA_INCLUDE_PATH=${HOME}/dependencies/include
@ -69,7 +69,7 @@ jobs:
if: matrix.python-version == '3.9' if: matrix.python-version == '3.9'
- name: Coveralls - name: Coveralls
if: (startsWith(matrix.os, 'ubuntu-20') && matrix.python-version == '3.8') if: (runner.os == 'Linux' && matrix.python-version == '3.8')
env: env:
# Coveralls token. Not used as secret due to github not providing secrets to forked repositories # Coveralls token. Not used as secret due to github not providing secrets to forked repositories
COVERALLS_REPO_TOKEN: 6D1m0xupS3FgutfuGao8keFf9Hc0FpIXu COVERALLS_REPO_TOKEN: 6D1m0xupS3FgutfuGao8keFf9Hc0FpIXu
@ -101,23 +101,20 @@ jobs:
run: | run: |
mypy freqtrade scripts mypy freqtrade scripts
- name: Slack Notification - name: Discord notification
uses: lazy-actions/slatify@v3.0.0 uses: rjstone/discord-webhook-notify@v1
if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false) if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
with: with:
type: ${{ job.status }} severity: error
job_name: '*Freqtrade CI ${{ matrix.os }}*' details: Freqtrade CI failed on ${{ matrix.os }}
mention: 'here' webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
mention_if: 'failure'
channel: '#notifications'
url: ${{ secrets.SLACK_WEBHOOK }}
build_macos: build_macos:
runs-on: ${{ matrix.os }} runs-on: ${{ matrix.os }}
strategy: strategy:
matrix: matrix:
os: [ macos-latest ] os: [ macos-latest ]
python-version: [3.7, 3.8, 3.9] python-version: ["3.7", "3.8", "3.9", "3.10"]
steps: steps:
- uses: actions/checkout@v2 - uses: actions/checkout@v2
@ -136,7 +133,7 @@ jobs:
- name: pip cache (macOS) - name: pip cache (macOS)
uses: actions/cache@v2 uses: actions/cache@v2
if: startsWith(matrix.os, 'macOS') if: runner.os == 'macOS'
with: with:
path: ~/Library/Caches/pip path: ~/Library/Caches/pip
key: test-${{ matrix.os }}-${{ matrix.python-version }}-pip key: test-${{ matrix.os }}-${{ matrix.python-version }}-pip
@ -147,10 +144,11 @@ jobs:
cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies/; cd .. cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies/; cd ..
- name: Installation - macOS - name: Installation - macOS
if: runner.os == 'macOS'
run: | run: |
brew update brew update
brew install hdf5 c-blosc brew install hdf5 c-blosc
python -m pip install --upgrade pip python -m pip install --upgrade pip wheel
export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
export TA_LIBRARY_PATH=${HOME}/dependencies/lib export TA_LIBRARY_PATH=${HOME}/dependencies/lib
export TA_INCLUDE_PATH=${HOME}/dependencies/include export TA_INCLUDE_PATH=${HOME}/dependencies/include
@ -162,7 +160,7 @@ jobs:
pytest --random-order --cov=freqtrade --cov-config=.coveragerc pytest --random-order --cov=freqtrade --cov-config=.coveragerc
- name: Coveralls - name: Coveralls
if: (startsWith(matrix.os, 'ubuntu-20') && matrix.python-version == '3.8') if: (runner.os == 'Linux' && matrix.python-version == '3.8')
env: env:
# Coveralls token. Not used as secret due to github not providing secrets to forked repositories # Coveralls token. Not used as secret due to github not providing secrets to forked repositories
COVERALLS_REPO_TOKEN: 6D1m0xupS3FgutfuGao8keFf9Hc0FpIXu COVERALLS_REPO_TOKEN: 6D1m0xupS3FgutfuGao8keFf9Hc0FpIXu
@ -194,17 +192,13 @@ jobs:
run: | run: |
mypy freqtrade scripts mypy freqtrade scripts
- name: Slack Notification - name: Discord notification
uses: lazy-actions/slatify@v3.0.0 uses: rjstone/discord-webhook-notify@v1
if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false) if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
with: with:
type: ${{ job.status }} severity: error
job_name: '*Freqtrade CI ${{ matrix.os }}*' details: Test Succeeded!
mention: 'here' webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
mention_if: 'failure'
channel: '#notifications'
url: ${{ secrets.SLACK_WEBHOOK }}
build_windows: build_windows:
@ -212,7 +206,7 @@ jobs:
strategy: strategy:
matrix: matrix:
os: [ windows-latest ] os: [ windows-latest ]
python-version: [3.7, 3.8] python-version: ["3.7", "3.8", "3.9", "3.10"]
steps: steps:
- uses: actions/checkout@v2 - uses: actions/checkout@v2
@ -224,7 +218,6 @@ jobs:
- name: Pip cache (Windows) - name: Pip cache (Windows)
uses: actions/cache@preview uses: actions/cache@preview
if: startsWith(runner.os, 'Windows')
with: with:
path: ~\AppData\Local\pip\Cache path: ~\AppData\Local\pip\Cache
key: ${{ matrix.os }}-${{ matrix.python-version }}-pip key: ${{ matrix.os }}-${{ matrix.python-version }}-pip
@ -257,16 +250,13 @@ jobs:
run: | run: |
mypy freqtrade scripts mypy freqtrade scripts
- name: Slack Notification - name: Discord notification
uses: lazy-actions/slatify@v3.0.0 uses: rjstone/discord-webhook-notify@v1
if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false) if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
with: with:
type: ${{ job.status }} severity: error
job_name: '*Freqtrade CI windows*' details: Test Failed
mention: 'here' webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
mention_if: 'failure'
channel: '#notifications'
url: ${{ secrets.SLACK_WEBHOOK }}
docs_check: docs_check:
runs-on: ubuntu-20.04 runs-on: ubuntu-20.04
@ -288,14 +278,13 @@ jobs:
pip install mkdocs pip install mkdocs
mkdocs build mkdocs build
- name: Slack Notification - name: Discord notification
uses: lazy-actions/slatify@v3.0.0 uses: rjstone/discord-webhook-notify@v1
if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false) if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
with: with:
type: ${{ job.status }} severity: error
job_name: '*Freqtrade Docs*' details: Freqtrade doc test failed!
channel: '#notifications' webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
url: ${{ secrets.SLACK_WEBHOOK }}
cleanup-prior-runs: cleanup-prior-runs:
runs-on: ubuntu-20.04 runs-on: ubuntu-20.04
@ -306,7 +295,7 @@ jobs:
env: env:
GITHUB_TOKEN: "${{ secrets.GITHUB_TOKEN }}" GITHUB_TOKEN: "${{ secrets.GITHUB_TOKEN }}"
# Notify on slack only once - when CI completes (and after deploy) in case it's successfull # Notify only once - when CI completes (and after deploy) in case it's successfull
notify-complete: notify-complete:
needs: [ build_linux, build_macos, build_windows, docs_check ] needs: [ build_linux, build_macos, build_windows, docs_check ]
runs-on: ubuntu-20.04 runs-on: ubuntu-20.04
@ -320,14 +309,13 @@ jobs:
env: env:
GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }} GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
- name: Slack Notification - name: Discord notification
uses: lazy-actions/slatify@v3.0.0 uses: rjstone/discord-webhook-notify@v1
if: always() && steps.check.outputs.has-permission && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false) if: always() && steps.check.outputs.has-permission && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
with: with:
type: ${{ job.status }} severity: info
job_name: '*Freqtrade CI*' details: Test Completed!
channel: '#notifications' webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
url: ${{ secrets.SLACK_WEBHOOK }}
deploy: deploy:
needs: [ build_linux, build_macos, build_windows, docs_check ] needs: [ build_linux, build_macos, build_windows, docs_check ]
@ -385,7 +373,7 @@ jobs:
- name: Set up Docker Buildx - name: Set up Docker Buildx
id: buildx id: buildx
uses: crazy-max/ghaction-docker-buildx@v1 uses: crazy-max/ghaction-docker-buildx@v3.3.1
with: with:
buildx-version: latest buildx-version: latest
qemu-version: latest qemu-version: latest
@ -400,17 +388,13 @@ jobs:
run: | run: |
build_helpers/publish_docker_multi.sh build_helpers/publish_docker_multi.sh
- name: Discord notification
- name: Slack Notification uses: rjstone/discord-webhook-notify@v1
uses: lazy-actions/slatify@v3.0.0
if: always() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false) if: always() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
with: with:
type: ${{ job.status }} severity: info
job_name: '*Freqtrade CI Deploy*' details: Deploy Succeeded!
mention: 'here' webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
mention_if: 'failure'
channel: '#notifications'
url: ${{ secrets.SLACK_WEBHOOK }}
deploy_arm: deploy_arm:

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@ -10,7 +10,7 @@ jobs:
steps: steps:
- uses: actions/checkout@v1 - uses: actions/checkout@v1
- name: Docker Hub Description - name: Docker Hub Description
uses: peter-evans/dockerhub-description@v2.1.0 uses: peter-evans/dockerhub-description@v2.4.3
env: env:
DOCKERHUB_USERNAME: ${{ secrets.DOCKER_USERNAME }} DOCKERHUB_USERNAME: ${{ secrets.DOCKER_USERNAME }}
DOCKERHUB_PASSWORD: ${{ secrets.DOCKER_PASSWORD }} DOCKERHUB_PASSWORD: ${{ secrets.DOCKER_PASSWORD }}

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@ -1,55 +0,0 @@
os:
- linux
dist: bionic
language: python
python:
- 3.8
services:
- docker
env:
global:
- IMAGE_NAME=freqtradeorg/freqtrade
install:
- cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies; cd ..
- export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
- export TA_LIBRARY_PATH=${HOME}/dependencies/lib
- export TA_INCLUDE_PATH=${HOME}/dependencies/include
- pip install -r requirements-dev.txt
- pip install -e .
jobs:
include:
- stage: tests
script:
- pytest --random-order --cov=freqtrade --cov-config=.coveragerc
# Allow failure for coveralls
# - coveralls || true
name: pytest
- script:
- cp config_examples/config_bittrex.example.json config.json
- freqtrade create-userdir --userdir user_data
- freqtrade backtesting --datadir tests/testdata --strategy SampleStrategy
name: backtest
- script:
- cp config_examples/config_bittrex.example.json config.json
- freqtrade create-userdir --userdir user_data
- freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily
name: hyperopt
- script: flake8
name: flake8
- script:
# Test Documentation boxes -
# !!! <TYPE>: is not allowed!
# !!! <TYPE> "title" - Title needs to be quoted!
- grep -Er '^!{3}\s\S+:|^!{3}\s\S+\s[^"]' docs/*; test $? -ne 0
name: doc syntax
- script: mypy freqtrade scripts
name: mypy
notifications:
slack:
secure: bKLXmOrx8e2aPZl7W8DA5BdPAXWGpI5UzST33oc1G/thegXcDVmHBTJrBs4sZak6bgAclQQrdZIsRd2eFYzHLalJEaw6pk7hoAw8SvLnZO0ZurWboz7qg2+aZZXfK4eKl/VUe4sM9M4e/qxjkK+yWG7Marg69c4v1ypF7ezUi1fPYILYw8u0paaiX0N5UX8XNlXy+PBlga2MxDjUY70MuajSZhPsY2pDUvYnMY1D/7XN3cFW0g+3O8zXjF0IF4q1Z/1ASQe+eYjKwPQacE+O8KDD+ZJYoTOFBAPllrtpO1jnOPFjNGf3JIbVMZw4bFjIL0mSQaiSUaUErbU3sFZ5Or79rF93XZ81V7uEZ55vD8KMfR2CB1cQJcZcj0v50BxLo0InkFqa0Y8Nra3sbpV4fV5Oe8pDmomPJrNFJnX6ULQhQ1gTCe0M5beKgVms5SITEpt4/Y0CmLUr6iHDT0CUiyMIRWAXdIgbGh1jfaWOMksybeRevlgDsIsNBjXmYI1Sw2ZZR2Eo2u4R6zyfyjOMLwYJ3vgq9IrACv2w5nmf0+oguMWHf6iWi2hiOqhlAN1W74+3HsYQcqnuM3LGOmuCnPprV1oGBqkPXjIFGpy21gNx4vHfO1noLUyJnMnlu2L7SSuN1CdLsnjJ1hVjpJjPfqB4nn8g12x87TqM1bOm+3Q=
cache:
pip: True
directories:
- $HOME/dependencies

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@ -1,4 +1,4 @@
FROM python:3.9.9-slim-bullseye as base FROM python:3.10.0-slim-bullseye as base
# Setup env # Setup env
ENV LANG C.UTF-8 ENV LANG C.UTF-8

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@ -197,7 +197,7 @@ To run this bot we recommend you a cloud instance with a minimum of:
### Software requirements ### Software requirements
- [Python 3.7.x](http://docs.python-guide.org/en/latest/starting/installation/) - [Python >= 3.7](http://docs.python-guide.org/en/latest/starting/installation/)
- [pip](https://pip.pypa.io/en/stable/installing/) - [pip](https://pip.pypa.io/en/stable/installing/)
- [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git) - [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
- [TA-Lib](https://mrjbq7.github.io/ta-lib/install.html) - [TA-Lib](https://mrjbq7.github.io/ta-lib/install.html)

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@ -1,19 +1,21 @@
# Downloads don't work automatically, since the URL is regenerated via javascript. # Downloads don't work automatically, since the URL is regenerated via javascript.
# Downloaded from https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib # Downloaded from https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib
python -m pip install --upgrade pip python -m pip install --upgrade pip wheel
$pyv = python -c "import sys; print(f'{sys.version_info.major}.{sys.version_info.minor}')" $pyv = python -c "import sys; print(f'{sys.version_info.major}.{sys.version_info.minor}')"
if ($pyv -eq '3.7') { if ($pyv -eq '3.7') {
pip install build_helpers\TA_Lib-0.4.21-cp37-cp37m-win_amd64.whl pip install build_helpers\TA_Lib-0.4.23-cp37-cp37m-win_amd64.whl
} }
if ($pyv -eq '3.8') { if ($pyv -eq '3.8') {
pip install build_helpers\TA_Lib-0.4.21-cp38-cp38-win_amd64.whl pip install build_helpers\TA_Lib-0.4.23-cp38-cp38-win_amd64.whl
} }
if ($pyv -eq '3.9') { if ($pyv -eq '3.9') {
pip install build_helpers\TA_Lib-0.4.21-cp39-cp39-win_amd64.whl pip install build_helpers\TA_Lib-0.4.23-cp39-cp39-win_amd64.whl
}
if ($pyv -eq '3.10') {
pip install build_helpers\TA_Lib-0.4.23-cp310-cp310-win_amd64.whl
} }
pip install -r requirements-dev.txt pip install -r requirements-dev.txt
pip install -e . pip install -e .

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@ -13,7 +13,7 @@ A sample of this can be found below, which is identical to the Default Hyperopt
``` python ``` python
from datetime import datetime from datetime import datetime
from typing import Dict from typing import Any, Dict
from pandas import DataFrame from pandas import DataFrame

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@ -176,12 +176,15 @@ Log messages are send to `syslog` with the `user` facility. So you can see them
On many systems `syslog` (`rsyslog`) fetches data from `journald` (and vice versa), so both `--logfile syslog` or `--logfile journald` can be used and the messages be viewed with both `journalctl` and a syslog viewer utility. You can combine this in any way which suites you better. On many systems `syslog` (`rsyslog`) fetches data from `journald` (and vice versa), so both `--logfile syslog` or `--logfile journald` can be used and the messages be viewed with both `journalctl` and a syslog viewer utility. You can combine this in any way which suites you better.
For `rsyslog` the messages from the bot can be redirected into a separate dedicated log file. To achieve this, add For `rsyslog` the messages from the bot can be redirected into a separate dedicated log file. To achieve this, add
``` ```
if $programname startswith "freqtrade" then -/var/log/freqtrade.log if $programname startswith "freqtrade" then -/var/log/freqtrade.log
``` ```
to one of the rsyslog configuration files, for example at the end of the `/etc/rsyslog.d/50-default.conf`. to one of the rsyslog configuration files, for example at the end of the `/etc/rsyslog.d/50-default.conf`.
For `syslog` (`rsyslog`), the reduction mode can be switched on. This will reduce the number of repeating messages. For instance, multiple bot Heartbeat messages will be reduced to a single message when nothing else happens with the bot. To achieve this, set in `/etc/rsyslog.conf`: For `syslog` (`rsyslog`), the reduction mode can be switched on. This will reduce the number of repeating messages. For instance, multiple bot Heartbeat messages will be reduced to a single message when nothing else happens with the bot. To achieve this, set in `/etc/rsyslog.conf`:
``` ```
# Filter duplicated messages # Filter duplicated messages
$RepeatedMsgReduction on $RepeatedMsgReduction on

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@ -484,8 +484,8 @@ Since backtesting lacks some detailed information about what happens within a ca
- ROI applies before trailing-stop, ensuring profits are "top-capped" at ROI if both ROI and trailing stop applies - ROI applies before trailing-stop, ensuring profits are "top-capped" at ROI if both ROI and trailing stop applies
- Sell-reason does not explain if a trade was positive or negative, just what triggered the sell (this can look odd if negative ROI values are used) - Sell-reason does not explain if a trade was positive or negative, just what triggered the sell (this can look odd if negative ROI values are used)
- Evaluation sequence (if multiple signals happen on the same candle) - Evaluation sequence (if multiple signals happen on the same candle)
- ROI (if not stoploss)
- Sell-signal - Sell-signal
- ROI (if not stoploss)
- Stoploss - Stoploss
Taking these assumptions, backtesting tries to mirror real trading as closely as possible. However, backtesting will **never** replace running a strategy in dry-run mode. Taking these assumptions, backtesting tries to mirror real trading as closely as possible. However, backtesting will **never** replace running a strategy in dry-run mode.

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@ -56,7 +56,11 @@ This loop will be repeated again and again until the bot is stopped.
* Calculate buy / sell signals (calls `populate_buy_trend()` and `populate_sell_trend()` once per pair). * Calculate buy / sell signals (calls `populate_buy_trend()` and `populate_sell_trend()` once per pair).
* Loops per candle simulating entry and exit points. * Loops per candle simulating entry and exit points.
* Confirm trade buy / sell (calls `confirm_trade_entry()` and `confirm_trade_exit()` if implemented in the strategy). * Confirm trade buy / sell (calls `confirm_trade_entry()` and `confirm_trade_exit()` if implemented in the strategy).
* Call `custom_entry_price()` (if implemented in the strategy) to determine entry price (Prices are moved to be within the opening candle).
* Determine stake size by calling the `custom_stake_amount()` callback.
* Call `custom_stoploss()` and `custom_sell()` to find custom exit points. * Call `custom_stoploss()` and `custom_sell()` to find custom exit points.
* For sells based on sell-signal and custom-sell: Call `custom_exit_price()` to determine exit price (Prices are moved to be within the closing candle).
* Generate backtest report output * Generate backtest report output
!!! Note !!! Note

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@ -126,14 +126,16 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `exchange.key` | API key to use for the exchange. Only required when you are in production mode.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String | `exchange.key` | API key to use for the exchange. Only required when you are in production mode.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
| `exchange.secret` | API secret to use for the exchange. Only required when you are in production mode.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String | `exchange.secret` | API secret to use for the exchange. Only required when you are in production mode.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
| `exchange.password` | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String | `exchange.password` | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
| `exchange.uid` | API uid to use for the exchange. Only required when you are in production mode and for exchanges that use uid for API requests.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
| `exchange.pair_whitelist` | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Supports regex pairs as `.*/BTC`. Not used by VolumePairList. [More information](plugins.md#pairlists-and-pairlist-handlers). <br> **Datatype:** List | `exchange.pair_whitelist` | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Supports regex pairs as `.*/BTC`. Not used by VolumePairList. [More information](plugins.md#pairlists-and-pairlist-handlers). <br> **Datatype:** List
| `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting. [More information](plugins.md#pairlists-and-pairlist-handlers). <br> **Datatype:** List | `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting. [More information](plugins.md#pairlists-and-pairlist-handlers). <br> **Datatype:** List
| `exchange.ccxt_config` | Additional CCXT parameters passed to both ccxt instances (sync and async). This is usually the correct place for ccxt configurations. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) <br> **Datatype:** Dict | `exchange.ccxt_config` | Additional CCXT parameters passed to both ccxt instances (sync and async). This is usually the correct place for additional ccxt configurations. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation). Please avoid adding exchange secrets here (use the dedicated fields instead), as they may be contained in logs. <br> **Datatype:** Dict
| `exchange.ccxt_sync_config` | Additional CCXT parameters passed to the regular (sync) ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) <br> **Datatype:** Dict | `exchange.ccxt_sync_config` | Additional CCXT parameters passed to the regular (sync) ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) <br> **Datatype:** Dict
| `exchange.ccxt_async_config` | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) <br> **Datatype:** Dict | `exchange.ccxt_async_config` | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) <br> **Datatype:** Dict
| `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. <br>*Defaults to `60` minutes.* <br> **Datatype:** Positive Integer | `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. <br>*Defaults to `60` minutes.* <br> **Datatype:** Positive Integer
| `exchange.skip_pair_validation` | Skip pairlist validation on startup.<br>*Defaults to `false`<br> **Datatype:** Boolean | `exchange.skip_pair_validation` | Skip pairlist validation on startup.<br>*Defaults to `false`<br> **Datatype:** Boolean
| `exchange.skip_open_order_update` | Skips open order updates on startup should the exchange cause problems. Only relevant in live conditions.<br>*Defaults to `false`<br> **Datatype:** Boolean | `exchange.skip_open_order_update` | Skips open order updates on startup should the exchange cause problems. Only relevant in live conditions.<br>*Defaults to `false`<br> **Datatype:** Boolean
| `exchange.unknown_fee_rate` | Fallback value to use when calculating trading fees. This can be useful for exchanges which have fees in non-tradable currencies. The value provided here will be multiplied with the "fee cost".<br>*Defaults to `None`<br> **Datatype:** float
| `exchange.log_responses` | Log relevant exchange responses. For debug mode only - use with care.<br>*Defaults to `false`<br> **Datatype:** Boolean | `exchange.log_responses` | Log relevant exchange responses. For debug mode only - use with care.<br>*Defaults to `false`<br> **Datatype:** Boolean
| `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation. | `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation.
| `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. <br>*Defaults to `true`.* <br> **Datatype:** Boolean | `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. <br>*Defaults to `true`.* <br> **Datatype:** Boolean

View File

@ -324,9 +324,8 @@ jupyter nbconvert --ClearOutputPreprocessor.enabled=True --to markdown freqtrade
This documents some decisions taken for the CI Pipeline. This documents some decisions taken for the CI Pipeline.
* CI runs on all OS variants, Linux (ubuntu), macOS and Windows. * CI runs on all OS variants, Linux (ubuntu), macOS and Windows.
* Docker images are build for the branches `stable` and `develop`. * Docker images are build for the branches `stable` and `develop`, and are built as multiarch builds, supporting multiple platforms via the same tag.
* Docker images containing Plot dependencies are also available as `stable_plot` and `develop_plot`. * Docker images containing Plot dependencies are also available as `stable_plot` and `develop_plot`.
* Raspberry PI Docker images are postfixed with `_pi` - so tags will be `:stable_pi` and `develop_pi`.
* Docker images contain a file, `/freqtrade/freqtrade_commit` containing the commit this image is based of. * Docker images contain a file, `/freqtrade/freqtrade_commit` containing the commit this image is based of.
* Full docker image rebuilds are run once a week via schedule. * Full docker image rebuilds are run once a week via schedule.
* Deployments run on ubuntu. * Deployments run on ubuntu.

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@ -199,6 +199,11 @@ OKEX requires a passphrase for each api key, you will therefore need to add this
!!! Warning !!! Warning
OKEX only provides 100 candles per api call. Therefore, the strategy will only have a pretty low amount of data available in backtesting mode. OKEX only provides 100 candles per api call. Therefore, the strategy will only have a pretty low amount of data available in backtesting mode.
## Gate.io
Gate.io allows the use of `POINT` to pay for fees. As this is not a tradable currency (no regular market available), automatic fee calculations will fail (and default to a fee of 0).
The configuration parameter `exchange.unknown_fee_rate` can be used to specify the exchange rate between Point and the stake currency. Obviously, changing the stake-currency will also require changes to this value.
## All exchanges ## All exchanges
Should you experience constant errors with Nonce (like `InvalidNonce`), it is best to regenerate the API keys. Resetting Nonce is difficult and it's usually easier to regenerate the API keys. Should you experience constant errors with Nonce (like `InvalidNonce`), it is best to regenerate the API keys. Resetting Nonce is difficult and it's usually easier to regenerate the API keys.

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@ -196,7 +196,7 @@ Trade count is used as a tie breaker.
You can use the `minutes` parameter to only consider performance of the past X minutes (rolling window). You can use the `minutes` parameter to only consider performance of the past X minutes (rolling window).
Not defining this parameter (or setting it to 0) will use all-time performance. Not defining this parameter (or setting it to 0) will use all-time performance.
The optional `min_profit` parameter defines the minimum profit a pair must have to be considered. The optional `min_profit` (as ratio -> a setting of `0.01` corresponds to 1%) parameter defines the minimum profit a pair must have to be considered.
Pairs below this level will be filtered out. Pairs below this level will be filtered out.
Using this parameter without `minutes` is highly discouraged, as it can lead to an empty pairlist without a way to recover. Using this parameter without `minutes` is highly discouraged, as it can lead to an empty pairlist without a way to recover.
@ -206,7 +206,7 @@ Using this parameter without `minutes` is highly discouraged, as it can lead to
{ {
"method": "PerformanceFilter", "method": "PerformanceFilter",
"minutes": 1440, // rolling 24h "minutes": 1440, // rolling 24h
"min_profit": 0.01 "min_profit": 0.01 // minimal profit 1%
} }
], ],
``` ```
@ -260,7 +260,7 @@ Min price precision for SHITCOIN/BTC is 8 decimals. If its price is 0.00000011 -
Shuffles (randomizes) pairs in the pairlist. It can be used for preventing the bot from trading some of the pairs more frequently then others when you want all pairs be treated with the same priority. Shuffles (randomizes) pairs in the pairlist. It can be used for preventing the bot from trading some of the pairs more frequently then others when you want all pairs be treated with the same priority.
!!! Tip !!! Tip
You may set the `seed` value for this Pairlist to obtain reproducible results, which can be useful for repeated backtesting sessions. If `seed` is not set, the pairs are shuffled in the non-repeatable random order. You may set the `seed` value for this Pairlist to obtain reproducible results, which can be useful for repeated backtesting sessions. If `seed` is not set, the pairs are shuffled in the non-repeatable random order. ShuffleFilter will automatically detect runmodes and apply the `seed` only for backtesting modes - if a `seed` value is set.
#### SpreadFilter #### SpreadFilter

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@ -36,6 +36,10 @@ The easiest way to install and run Freqtrade is to clone the bot Github reposito
These requirements apply to both [Script Installation](#script-installation) and [Manual Installation](#manual-installation). These requirements apply to both [Script Installation](#script-installation) and [Manual Installation](#manual-installation).
!!! Note "ARM64 systems"
If you are running an ARM64 system (like a MacOS M1 or an Oracle VM), please use [docker](docker_quickstart.md) to run freqtrade.
While native installation is possible with some manual effort, this is not supported at the moment.
### Install guide ### Install guide
* [Python >= 3.7.x](http://docs.python-guide.org/en/latest/starting/installation/) * [Python >= 3.7.x](http://docs.python-guide.org/en/latest/starting/installation/)
@ -416,16 +420,3 @@ open /Library/Developer/CommandLineTools/Packages/macOS_SDK_headers_for_macOS_10
``` ```
If this file is inexistent, then you're probably on a different version of MacOS, so you may need to consult the internet for specific resolution details. If this file is inexistent, then you're probably on a different version of MacOS, so you may need to consult the internet for specific resolution details.
### MacOS installation error with python 3.9
When using python 3.9 on macOS, it's currently necessary to install some os-level modules to allow dependencies to compile.
The errors you'll see happen during installation and are related to the installation of `tables` or `blosc`.
You can install the necessary libraries with the following command:
```bash
brew install hdf5 c-blosc
```
After this, please run the installation (script) again.

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@ -283,6 +283,8 @@ The `plot-profit` subcommand shows an interactive graph with three plots:
* The summarized profit made by backtesting. * The summarized profit made by backtesting.
Note that this is not the real-world profit, but more of an estimate. Note that this is not the real-world profit, but more of an estimate.
* Profit for each individual pair. * Profit for each individual pair.
* Parallelism of trades.
* Underwater (Periods of drawdown).
The first graph is good to get a grip of how the overall market progresses. The first graph is good to get a grip of how the overall market progresses.
@ -292,6 +294,8 @@ This graph will also highlight the start (and end) of the Max drawdown period.
The third graph can be useful to spot outliers, events in pairs that cause profit spikes. The third graph can be useful to spot outliers, events in pairs that cause profit spikes.
The forth graph can help you analyze trade parallelism, showing how often max_open_trades have been maxed out.
Possible options for the `freqtrade plot-profit` subcommand: Possible options for the `freqtrade plot-profit` subcommand:
``` ```

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@ -1,4 +1,4 @@
mkdocs==1.2.3 mkdocs==1.2.3
mkdocs-material==7.3.6 mkdocs-material==8.1.4
mdx_truly_sane_lists==1.2 mdx_truly_sane_lists==1.2
pymdown-extensions==9.1 pymdown-extensions==9.1

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@ -127,6 +127,21 @@ The provided exit-tag is then used as sell-reason - and shown as such in backtes
!!! Note !!! Note
`sell_reason` is limited to 100 characters, remaining data will be truncated. `sell_reason` is limited to 100 characters, remaining data will be truncated.
## Strategy version
You can implement custom strategy versioning by using the "version" method, and returning the version you would like this strategy to have.
``` python
def version(self) -> str:
"""
Returns version of the strategy.
"""
return "1.1"
```
!!! Note
You should make sure to implement proper version control (like a git repository) alongside this, as freqtrade will not keep historic versions of your strategy, so it's up to the user to be able to eventually roll back to a prior version of the strategy.
## Derived strategies ## Derived strategies
The strategies can be derived from other strategies. This avoids duplication of your custom strategy code. You can use this technique to override small parts of your main strategy, leaving the rest untouched: The strategies can be derived from other strategies. This avoids duplication of your custom strategy code. You can use this technique to override small parts of your main strategy, leaving the rest untouched:

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@ -387,8 +387,10 @@ class AwesomeStrategy(IStrategy):
**Example**: **Example**:
If the new_entryprice is 97, the proposed_rate is 100 and the `custom_price_max_distance_ratio` is set to 2%, The retained valid custom entry price will be 98, which is 2% below the current (proposed) rate. If the new_entryprice is 97, the proposed_rate is 100 and the `custom_price_max_distance_ratio` is set to 2%, The retained valid custom entry price will be 98, which is 2% below the current (proposed) rate.
!!! Warning "No backtesting support" !!! Warning "Backtesting"
Custom entry-prices are currently not supported during backtesting. While Custom prices are supported in backtesting (starting with 2021.12), prices will be moved to within the candle's high/low prices.
This behavior is currently being tested, and might be changed at a later point.
`custom_exit_price()` is only called for sells of type Sell_signal and Custom sell. All other sell-types will use regular backtesting prices.
## Custom order timeout rules ## Custom order timeout rules

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@ -50,7 +50,7 @@ Sample configuration (tested using IFTTT).
The url in `webhook.url` should point to the correct url for your webhook. If you're using [IFTTT](https://ifttt.com) (as shown in the sample above) please insert your event and key to the url. The url in `webhook.url` should point to the correct url for your webhook. If you're using [IFTTT](https://ifttt.com) (as shown in the sample above) please insert your event and key to the url.
You can set the POST body format to Form-Encoded (default) or JSON-Encoded. Use `"format": "form"` or `"format": "json"` respectively. Example configuration for Mattermost Cloud integration: You can set the POST body format to Form-Encoded (default), JSON-Encoded, or raw data. Use `"format": "form"`, `"format": "json"`, or `"format": "raw"` respectively. Example configuration for Mattermost Cloud integration:
```json ```json
"webhook": { "webhook": {
@ -63,7 +63,36 @@ You can set the POST body format to Form-Encoded (default) or JSON-Encoded. Use
}, },
``` ```
The result would be POST request with e.g. `{"text":"Status: running"}` body and `Content-Type: application/json` header which results `Status: running` message in the Mattermost channel. The result would be a POST request with e.g. `{"text":"Status: running"}` body and `Content-Type: application/json` header which results `Status: running` message in the Mattermost channel.
When using the Form-Encoded or JSON-Encoded configuration you can configure any number of payload values, and both the key and value will be ouput in the POST request. However, when using the raw data format you can only configure one value and it **must** be named `"data"`. In this instance the data key will not be output in the POST request, only the value. For example:
```json
"webhook": {
"enabled": true,
"url": "https://<YOURHOOKURL>",
"format": "raw",
"webhookstatus": {
"data": "Status: {status}"
}
},
```
The result would be a POST request with e.g. `Status: running` body and `Content-Type: text/plain` header.
Optional parameters are available to enable automatic retries for webhook messages. The `webhook.retries` parameter can be set for the maximum number of retries the webhook request should attempt if it is unsuccessful (i.e. HTTP response status is not 200). By default this is set to `0` which is disabled. An additional `webhook.retry_delay` parameter can be set to specify the time in seconds between retry attempts. By default this is set to `0.1` (i.e. 100ms). Note that increasing the number of retries or retry delay may slow down the trader if there are connectivity issues with the webhook. Example configuration for retries:
```json
"webhook": {
"enabled": true,
"url": "https://<YOURHOOKURL>",
"retries": 3,
"retry_delay": 0.2,
"webhookstatus": {
"status": "Status: {status}"
}
},
```
Different payloads can be configured for different events. Not all fields are necessary, but you should configure at least one of the dicts, otherwise the webhook will never be called. Different payloads can be configured for different events. Not all fields are necessary, but you should configure at least one of the dicts, otherwise the webhook will never be called.
@ -75,11 +104,13 @@ Possible parameters are:
* `trade_id` * `trade_id`
* `exchange` * `exchange`
* `pair` * `pair`
* `limit` * ~~`limit` # Deprecated - should no longer be used.~~
* `open_rate`
* `amount` * `amount`
* `open_date` * `open_date`
* `stake_amount` * `stake_amount`
* `stake_currency` * `stake_currency`
* `base_currency`
* `fiat_currency` * `fiat_currency`
* `order_type` * `order_type`
* `current_rate` * `current_rate`
@ -98,6 +129,7 @@ Possible parameters are:
* `open_date` * `open_date`
* `stake_amount` * `stake_amount`
* `stake_currency` * `stake_currency`
* `base_currency`
* `fiat_currency` * `fiat_currency`
* `order_type` * `order_type`
* `current_rate` * `current_rate`
@ -116,7 +148,10 @@ Possible parameters are:
* `open_date` * `open_date`
* `stake_amount` * `stake_amount`
* `stake_currency` * `stake_currency`
* `base_currency`
* `fiat_currency` * `fiat_currency`
* `order_type`
* `current_rate`
* `buy_tag` * `buy_tag`
### Webhooksell ### Webhooksell
@ -134,6 +169,7 @@ Possible parameters are:
* `profit_amount` * `profit_amount`
* `profit_ratio` * `profit_ratio`
* `stake_currency` * `stake_currency`
* `base_currency`
* `fiat_currency` * `fiat_currency`
* `sell_reason` * `sell_reason`
* `order_type` * `order_type`
@ -156,6 +192,7 @@ Possible parameters are:
* `profit_amount` * `profit_amount`
* `profit_ratio` * `profit_ratio`
* `stake_currency` * `stake_currency`
* `base_currency`
* `fiat_currency` * `fiat_currency`
* `sell_reason` * `sell_reason`
* `order_type` * `order_type`
@ -178,6 +215,7 @@ Possible parameters are:
* `profit_amount` * `profit_amount`
* `profit_ratio` * `profit_ratio`
* `stake_currency` * `stake_currency`
* `base_currency`
* `fiat_currency` * `fiat_currency`
* `sell_reason` * `sell_reason`
* `order_type` * `order_type`

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@ -23,9 +23,9 @@ git clone https://github.com/freqtrade/freqtrade.git
Install ta-lib according to the [ta-lib documentation](https://github.com/mrjbq7/ta-lib#windows). Install ta-lib according to the [ta-lib documentation](https://github.com/mrjbq7/ta-lib#windows).
As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of unofficial pre-compiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which need to be downloaded and installed using `pip install TA_Lib-0.4.21-cp38-cp38-win_amd64.whl` (make sure to use the version matching your python version). As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of unofficial pre-compiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which need to be downloaded and installed using `pip install TA_Lib-0.4.23-cp38-cp38-win_amd64.whl` (make sure to use the version matching your python version).
Freqtrade provides these dependencies for the latest 2 Python versions (3.7 and 3.8) and for 64bit Windows. Freqtrade provides these dependencies for the latest 3 Python versions (3.7, 3.8, 3.9 and 3.10) and for 64bit Windows.
Other versions must be downloaded from the above link. Other versions must be downloaded from the above link.
``` powershell ``` powershell

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@ -1,6 +1,6 @@
from datetime import datetime, timezone from datetime import datetime, timezone
from cachetools.ttl import TTLCache from cachetools import TTLCache
class PeriodicCache(TTLCache): class PeriodicCache(TTLCache):

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@ -50,6 +50,8 @@ USERPATH_STRATEGIES = 'strategies'
USERPATH_NOTEBOOKS = 'notebooks' USERPATH_NOTEBOOKS = 'notebooks'
TELEGRAM_SETTING_OPTIONS = ['on', 'off', 'silent'] TELEGRAM_SETTING_OPTIONS = ['on', 'off', 'silent']
WEBHOOK_FORMAT_OPTIONS = ['form', 'json', 'raw']
ENV_VAR_PREFIX = 'FREQTRADE__' ENV_VAR_PREFIX = 'FREQTRADE__'
NON_OPEN_EXCHANGE_STATES = ('cancelled', 'canceled', 'closed', 'expired') NON_OPEN_EXCHANGE_STATES = ('cancelled', 'canceled', 'closed', 'expired')
@ -312,10 +314,16 @@ CONF_SCHEMA = {
'type': 'object', 'type': 'object',
'properties': { 'properties': {
'enabled': {'type': 'boolean'}, 'enabled': {'type': 'boolean'},
'url': {'type': 'string'},
'format': {'type': 'string', 'enum': WEBHOOK_FORMAT_OPTIONS, 'default': 'form'},
'retries': {'type': 'integer', 'minimum': 0},
'retry_delay': {'type': 'number', 'minimum': 0},
'webhookbuy': {'type': 'object'}, 'webhookbuy': {'type': 'object'},
'webhookbuycancel': {'type': 'object'}, 'webhookbuycancel': {'type': 'object'},
'webhookbuyfill': {'type': 'object'},
'webhooksell': {'type': 'object'}, 'webhooksell': {'type': 'object'},
'webhooksellcancel': {'type': 'object'}, 'webhooksellcancel': {'type': 'object'},
'webhooksellfill': {'type': 'object'},
'webhookstatus': {'type': 'object'}, 'webhookstatus': {'type': 'object'},
}, },
}, },
@ -387,6 +395,7 @@ CONF_SCHEMA = {
}, },
'uniqueItems': True 'uniqueItems': True
}, },
'unknown_fee_rate': {'type': 'number'},
'outdated_offset': {'type': 'integer', 'minimum': 1}, 'outdated_offset': {'type': 'integer', 'minimum': 1},
'markets_refresh_interval': {'type': 'integer'}, 'markets_refresh_interval': {'type': 'integer'},
'ccxt_config': {'type': 'object'}, 'ccxt_config': {'type': 'object'},

View File

@ -325,6 +325,7 @@ def combine_dataframes_with_mean(data: Dict[str, pd.DataFrame],
:param column: Column in the original dataframes to use :param column: Column in the original dataframes to use
:return: DataFrame with the column renamed to the dict key, and a column :return: DataFrame with the column renamed to the dict key, and a column
named mean, containing the mean of all pairs. named mean, containing the mean of all pairs.
:raise: ValueError if no data is provided.
""" """
df_comb = pd.concat([data[pair].set_index('date').rename( df_comb = pd.concat([data[pair].set_index('date').rename(
{column: pair}, axis=1)[pair] for pair in data], axis=1) {column: pair}, axis=1)[pair] for pair in data], axis=1)
@ -360,6 +361,36 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
return df return df
def _calc_drawdown_series(profit_results: pd.DataFrame, *, date_col: str, value_col: str
) -> pd.DataFrame:
max_drawdown_df = pd.DataFrame()
max_drawdown_df['cumulative'] = profit_results[value_col].cumsum()
max_drawdown_df['high_value'] = max_drawdown_df['cumulative'].cummax()
max_drawdown_df['drawdown'] = max_drawdown_df['cumulative'] - max_drawdown_df['high_value']
max_drawdown_df['date'] = profit_results.loc[:, date_col]
return max_drawdown_df
def calculate_underwater(trades: pd.DataFrame, *, date_col: str = 'close_date',
value_col: str = 'profit_ratio'
):
"""
Calculate max drawdown and the corresponding close dates
:param trades: DataFrame containing trades (requires columns close_date and profit_ratio)
:param date_col: Column in DataFrame to use for dates (defaults to 'close_date')
:param value_col: Column in DataFrame to use for values (defaults to 'profit_ratio')
:return: Tuple (float, highdate, lowdate, highvalue, lowvalue) with absolute max drawdown,
high and low time and high and low value.
:raise: ValueError if trade-dataframe was found empty.
"""
if len(trades) == 0:
raise ValueError("Trade dataframe empty.")
profit_results = trades.sort_values(date_col).reset_index(drop=True)
max_drawdown_df = _calc_drawdown_series(profit_results, date_col=date_col, value_col=value_col)
return max_drawdown_df
def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_date', def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_date',
value_col: str = 'profit_ratio' value_col: str = 'profit_ratio'
) -> Tuple[float, pd.Timestamp, pd.Timestamp, float, float]: ) -> Tuple[float, pd.Timestamp, pd.Timestamp, float, float]:
@ -375,10 +406,7 @@ def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_date'
if len(trades) == 0: if len(trades) == 0:
raise ValueError("Trade dataframe empty.") raise ValueError("Trade dataframe empty.")
profit_results = trades.sort_values(date_col).reset_index(drop=True) profit_results = trades.sort_values(date_col).reset_index(drop=True)
max_drawdown_df = pd.DataFrame() max_drawdown_df = _calc_drawdown_series(profit_results, date_col=date_col, value_col=value_col)
max_drawdown_df['cumulative'] = profit_results[value_col].cumsum()
max_drawdown_df['high_value'] = max_drawdown_df['cumulative'].cummax()
max_drawdown_df['drawdown'] = max_drawdown_df['cumulative'] - max_drawdown_df['high_value']
idxmin = max_drawdown_df['drawdown'].idxmin() idxmin = max_drawdown_df['drawdown'].idxmin()
if idxmin == 0: if idxmin == 0:

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@ -6,7 +6,6 @@ from typing import List, Optional
import numpy as np import numpy as np
import pandas as pd import pandas as pd
from freqtrade import misc
from freqtrade.configuration import TimeRange from freqtrade.configuration import TimeRange
from freqtrade.constants import (DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS, from freqtrade.constants import (DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS,
ListPairsWithTimeframes, TradeList) ListPairsWithTimeframes, TradeList)
@ -61,10 +60,10 @@ class HDF5DataHandler(IDataHandler):
filename = self._pair_data_filename(self._datadir, pair, timeframe) filename = self._pair_data_filename(self._datadir, pair, timeframe)
ds = pd.HDFStore(filename, mode='a', complevel=9, complib='blosc') _data.loc[:, self._columns].to_hdf(
ds.put(key, _data.loc[:, self._columns], format='table', data_columns=['date']) filename, key, mode='a', complevel=9, complib='blosc',
format='table', data_columns=['date']
ds.close() )
def _ohlcv_load(self, pair: str, timeframe: str, def _ohlcv_load(self, pair: str, timeframe: str,
timerange: Optional[TimeRange] = None) -> pd.DataFrame: timerange: Optional[TimeRange] = None) -> pd.DataFrame:
@ -99,19 +98,6 @@ class HDF5DataHandler(IDataHandler):
'low': 'float', 'close': 'float', 'volume': 'float'}) 'low': 'float', 'close': 'float', 'volume': 'float'})
return pairdata return pairdata
def ohlcv_purge(self, pair: str, timeframe: str) -> bool:
"""
Remove data for this pair
:param pair: Delete data for this pair.
:param timeframe: Timeframe (e.g. "5m")
:return: True when deleted, false if file did not exist.
"""
filename = self._pair_data_filename(self._datadir, pair, timeframe)
if filename.exists():
filename.unlink()
return True
return False
def ohlcv_append(self, pair: str, timeframe: str, data: pd.DataFrame) -> None: def ohlcv_append(self, pair: str, timeframe: str, data: pd.DataFrame) -> None:
""" """
Append data to existing data structures Append data to existing data structures
@ -142,11 +128,11 @@ class HDF5DataHandler(IDataHandler):
""" """
key = self._pair_trades_key(pair) key = self._pair_trades_key(pair)
ds = pd.HDFStore(self._pair_trades_filename(self._datadir, pair), pd.DataFrame(data, columns=DEFAULT_TRADES_COLUMNS).to_hdf(
mode='a', complevel=9, complib='blosc') self._pair_trades_filename(self._datadir, pair), key,
ds.put(key, pd.DataFrame(data, columns=DEFAULT_TRADES_COLUMNS), mode='a', complevel=9, complib='blosc',
format='table', data_columns=['timestamp']) format='table', data_columns=['timestamp']
ds.close() )
def trades_append(self, pair: str, data: TradeList): def trades_append(self, pair: str, data: TradeList):
""" """
@ -180,17 +166,9 @@ class HDF5DataHandler(IDataHandler):
trades[['id', 'type']] = trades[['id', 'type']].replace({np.nan: None}) trades[['id', 'type']] = trades[['id', 'type']].replace({np.nan: None})
return trades.values.tolist() return trades.values.tolist()
def trades_purge(self, pair: str) -> bool: @classmethod
""" def _get_file_extension(cls):
Remove data for this pair return "h5"
:param pair: Delete data for this pair.
:return: True when deleted, false if file did not exist.
"""
filename = self._pair_trades_filename(self._datadir, pair)
if filename.exists():
filename.unlink()
return True
return False
@classmethod @classmethod
def _pair_ohlcv_key(cls, pair: str, timeframe: str) -> str: def _pair_ohlcv_key(cls, pair: str, timeframe: str) -> str:
@ -199,15 +177,3 @@ class HDF5DataHandler(IDataHandler):
@classmethod @classmethod
def _pair_trades_key(cls, pair: str) -> str: def _pair_trades_key(cls, pair: str) -> str:
return f"{pair}/trades" return f"{pair}/trades"
@classmethod
def _pair_data_filename(cls, datadir: Path, pair: str, timeframe: str) -> Path:
pair_s = misc.pair_to_filename(pair)
filename = datadir.joinpath(f'{pair_s}-{timeframe}.h5')
return filename
@classmethod
def _pair_trades_filename(cls, datadir: Path, pair: str) -> Path:
pair_s = misc.pair_to_filename(pair)
filename = datadir.joinpath(f'{pair_s}-trades.h5')
return filename

View File

@ -12,6 +12,7 @@ from typing import List, Optional, Type
from pandas import DataFrame from pandas import DataFrame
from freqtrade import misc
from freqtrade.configuration import TimeRange from freqtrade.configuration import TimeRange
from freqtrade.constants import ListPairsWithTimeframes, TradeList from freqtrade.constants import ListPairsWithTimeframes, TradeList
from freqtrade.data.converter import clean_ohlcv_dataframe, trades_remove_duplicates, trim_dataframe from freqtrade.data.converter import clean_ohlcv_dataframe, trades_remove_duplicates, trim_dataframe
@ -26,6 +27,13 @@ class IDataHandler(ABC):
def __init__(self, datadir: Path) -> None: def __init__(self, datadir: Path) -> None:
self._datadir = datadir self._datadir = datadir
@classmethod
def _get_file_extension(cls) -> str:
"""
Get file extension for this particular datahandler
"""
raise NotImplementedError()
@abstractclassmethod @abstractclassmethod
def ohlcv_get_available_data(cls, datadir: Path) -> ListPairsWithTimeframes: def ohlcv_get_available_data(cls, datadir: Path) -> ListPairsWithTimeframes:
""" """
@ -70,7 +78,6 @@ class IDataHandler(ABC):
:return: DataFrame with ohlcv data, or empty DataFrame :return: DataFrame with ohlcv data, or empty DataFrame
""" """
@abstractmethod
def ohlcv_purge(self, pair: str, timeframe: str) -> bool: def ohlcv_purge(self, pair: str, timeframe: str) -> bool:
""" """
Remove data for this pair Remove data for this pair
@ -78,6 +85,11 @@ class IDataHandler(ABC):
:param timeframe: Timeframe (e.g. "5m") :param timeframe: Timeframe (e.g. "5m")
:return: True when deleted, false if file did not exist. :return: True when deleted, false if file did not exist.
""" """
filename = self._pair_data_filename(self._datadir, pair, timeframe)
if filename.exists():
filename.unlink()
return True
return False
@abstractmethod @abstractmethod
def ohlcv_append(self, pair: str, timeframe: str, data: DataFrame) -> None: def ohlcv_append(self, pair: str, timeframe: str, data: DataFrame) -> None:
@ -123,13 +135,17 @@ class IDataHandler(ABC):
:return: List of trades :return: List of trades
""" """
@abstractmethod
def trades_purge(self, pair: str) -> bool: def trades_purge(self, pair: str) -> bool:
""" """
Remove data for this pair Remove data for this pair
:param pair: Delete data for this pair. :param pair: Delete data for this pair.
:return: True when deleted, false if file did not exist. :return: True when deleted, false if file did not exist.
""" """
filename = self._pair_trades_filename(self._datadir, pair)
if filename.exists():
filename.unlink()
return True
return False
def trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> TradeList: def trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> TradeList:
""" """
@ -141,6 +157,18 @@ class IDataHandler(ABC):
""" """
return trades_remove_duplicates(self._trades_load(pair, timerange=timerange)) return trades_remove_duplicates(self._trades_load(pair, timerange=timerange))
@classmethod
def _pair_data_filename(cls, datadir: Path, pair: str, timeframe: str) -> Path:
pair_s = misc.pair_to_filename(pair)
filename = datadir.joinpath(f'{pair_s}-{timeframe}.{cls._get_file_extension()}')
return filename
@classmethod
def _pair_trades_filename(cls, datadir: Path, pair: str) -> Path:
pair_s = misc.pair_to_filename(pair)
filename = datadir.joinpath(f'{pair_s}-trades.{cls._get_file_extension()}')
return filename
def ohlcv_load(self, pair, timeframe: str, def ohlcv_load(self, pair, timeframe: str,
timerange: Optional[TimeRange] = None, timerange: Optional[TimeRange] = None,
fill_missing: bool = True, fill_missing: bool = True,
@ -173,7 +201,7 @@ class IDataHandler(ABC):
enddate = pairdf.iloc[-1]['date'] enddate = pairdf.iloc[-1]['date']
if timerange_startup: if timerange_startup:
self._validate_pairdata(pair, pairdf, timerange_startup) self._validate_pairdata(pair, pairdf, timeframe, timerange_startup)
pairdf = trim_dataframe(pairdf, timerange_startup) pairdf = trim_dataframe(pairdf, timerange_startup)
if self._check_empty_df(pairdf, pair, timeframe, warn_no_data): if self._check_empty_df(pairdf, pair, timeframe, warn_no_data):
return pairdf return pairdf
@ -200,7 +228,7 @@ class IDataHandler(ABC):
return True return True
return False return False
def _validate_pairdata(self, pair, pairdata: DataFrame, timerange: TimeRange): def _validate_pairdata(self, pair, pairdata: DataFrame, timeframe: str, timerange: TimeRange):
""" """
Validates pairdata for missing data at start end end and logs warnings. Validates pairdata for missing data at start end end and logs warnings.
:param pairdata: Dataframe to validate :param pairdata: Dataframe to validate
@ -210,12 +238,12 @@ class IDataHandler(ABC):
if timerange.starttype == 'date': if timerange.starttype == 'date':
start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc) start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
if pairdata.iloc[0]['date'] > start: if pairdata.iloc[0]['date'] > start:
logger.warning(f"Missing data at start for pair {pair}, " logger.warning(f"Missing data at start for pair {pair} at {timeframe}, "
f"data starts at {pairdata.iloc[0]['date']:%Y-%m-%d %H:%M:%S}") f"data starts at {pairdata.iloc[0]['date']:%Y-%m-%d %H:%M:%S}")
if timerange.stoptype == 'date': if timerange.stoptype == 'date':
stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc) stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
if pairdata.iloc[-1]['date'] < stop: if pairdata.iloc[-1]['date'] < stop:
logger.warning(f"Missing data at end for pair {pair}, " logger.warning(f"Missing data at end for pair {pair} at {timeframe}, "
f"data ends at {pairdata.iloc[-1]['date']:%Y-%m-%d %H:%M:%S}") f"data ends at {pairdata.iloc[-1]['date']:%Y-%m-%d %H:%M:%S}")

View File

@ -174,34 +174,10 @@ class JsonDataHandler(IDataHandler):
pass pass
return tradesdata return tradesdata
def trades_purge(self, pair: str) -> bool:
"""
Remove data for this pair
:param pair: Delete data for this pair.
:return: True when deleted, false if file did not exist.
"""
filename = self._pair_trades_filename(self._datadir, pair)
if filename.exists():
filename.unlink()
return True
return False
@classmethod
def _pair_data_filename(cls, datadir: Path, pair: str, timeframe: str) -> Path:
pair_s = misc.pair_to_filename(pair)
filename = datadir.joinpath(f'{pair_s}-{timeframe}.{cls._get_file_extension()}')
return filename
@classmethod @classmethod
def _get_file_extension(cls): def _get_file_extension(cls):
return "json.gz" if cls._use_zip else "json" return "json.gz" if cls._use_zip else "json"
@classmethod
def _pair_trades_filename(cls, datadir: Path, pair: str) -> Path:
pair_s = misc.pair_to_filename(pair)
filename = datadir.joinpath(f'{pair_s}-trades.{cls._get_file_extension()}')
return filename
class JsonGzDataHandler(JsonDataHandler): class JsonGzDataHandler(JsonDataHandler):

View File

@ -1,5 +1,6 @@
# flake8: noqa: F401 # flake8: noqa: F401
from freqtrade.enums.backteststate import BacktestState from freqtrade.enums.backteststate import BacktestState
from freqtrade.enums.ordertypevalue import OrderTypeValues
from freqtrade.enums.rpcmessagetype import RPCMessageType from freqtrade.enums.rpcmessagetype import RPCMessageType
from freqtrade.enums.runmode import NON_UTIL_MODES, OPTIMIZE_MODES, TRADING_MODES, RunMode from freqtrade.enums.runmode import NON_UTIL_MODES, OPTIMIZE_MODES, TRADING_MODES, RunMode
from freqtrade.enums.selltype import SellType from freqtrade.enums.selltype import SellType

View File

@ -0,0 +1,6 @@
from enum import Enum
class OrderTypeValues(str, Enum):
limit = 'limit'
market = 'market'

View File

@ -5,6 +5,7 @@ from freqtrade.exchange.exchange import Exchange
# isort: on # isort: on
from freqtrade.exchange.bibox import Bibox from freqtrade.exchange.bibox import Bibox
from freqtrade.exchange.binance import Binance from freqtrade.exchange.binance import Binance
from freqtrade.exchange.bitpanda import Bitpanda
from freqtrade.exchange.bittrex import Bittrex from freqtrade.exchange.bittrex import Bittrex
from freqtrade.exchange.bybit import Bybit from freqtrade.exchange.bybit import Bybit
from freqtrade.exchange.coinbasepro import Coinbasepro from freqtrade.exchange.coinbasepro import Coinbasepro

View File

@ -0,0 +1,37 @@
""" Bitpanda exchange subclass """
import logging
from datetime import datetime, timezone
from typing import Dict, List, Optional
from freqtrade.exchange import Exchange
logger = logging.getLogger(__name__)
class Bitpanda(Exchange):
"""
Bitpanda exchange class. Contains adjustments needed for Freqtrade to work
with this exchange.
"""
def get_trades_for_order(self, order_id: str, pair: str, since: datetime,
params: Optional[Dict] = None) -> List:
"""
Fetch Orders using the "fetch_my_trades" endpoint and filter them by order-id.
The "since" argument passed in is coming from the database and is in UTC,
as timezone-native datetime object.
From the python documentation:
> Naive datetime instances are assumed to represent local time
Therefore, calling "since.timestamp()" will get the UTC timestamp, after applying the
transformation from local timezone to UTC.
This works for timezones UTC+ since then the result will contain trades from a few hours
instead of from the last 5 seconds, however fails for UTC- timezones,
since we're then asking for trades with a "since" argument in the future.
:param order_id order_id: Order-id as given when creating the order
:param pair: Pair the order is for
:param since: datetime object of the order creation time. Assumes object is in UTC.
"""
params = {'to': int(datetime.now(timezone.utc).timestamp() * 1000)}
return super().get_trades_for_order(order_id, pair, since, params)

View File

@ -4,9 +4,20 @@ import time
from functools import wraps from functools import wraps
from freqtrade.exceptions import DDosProtection, RetryableOrderError, TemporaryError from freqtrade.exceptions import DDosProtection, RetryableOrderError, TemporaryError
from freqtrade.mixins import LoggingMixin
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
__logging_mixin = None
def _get_logging_mixin():
# Logging-mixin to cache kucoin responses
# Only to be used in retrier
global __logging_mixin
if not __logging_mixin:
__logging_mixin = LoggingMixin(logger)
return __logging_mixin
# Maximum default retry count. # Maximum default retry count.
@ -72,28 +83,33 @@ def calculate_backoff(retrycount, max_retries):
def retrier_async(f): def retrier_async(f):
async def wrapper(*args, **kwargs): async def wrapper(*args, **kwargs):
count = kwargs.pop('count', API_RETRY_COUNT) count = kwargs.pop('count', API_RETRY_COUNT)
kucoin = args[0].name == "Kucoin" # Check if the exchange is KuCoin.
try: try:
return await f(*args, **kwargs) return await f(*args, **kwargs)
except TemporaryError as ex: except TemporaryError as ex:
logger.warning('%s() returned exception: "%s"', f.__name__, ex) msg = f'{f.__name__}() returned exception: "{ex}". '
if count > 0: if count > 0:
logger.warning('retrying %s() still for %s times', f.__name__, count) msg += f'Retrying still for {count} times.'
count -= 1 count -= 1
kwargs.update({'count': count}) kwargs['count'] = count
if isinstance(ex, DDosProtection): if isinstance(ex, DDosProtection):
if "kucoin" in str(ex) and "429000" in str(ex): if kucoin and "429000" in str(ex):
# Temporary fix for 429000 error on kucoin # Temporary fix for 429000 error on kucoin
# see https://github.com/freqtrade/freqtrade/issues/5700 for details. # see https://github.com/freqtrade/freqtrade/issues/5700 for details.
logger.warning( _get_logging_mixin().log_once(
f"Kucoin 429 error, avoid triggering DDosProtection backoff delay. " f"Kucoin 429 error, avoid triggering DDosProtection backoff delay. "
f"{count} tries left before giving up") f"{count} tries left before giving up", logmethod=logger.warning)
# Reset msg to avoid logging too many times.
msg = ''
else: else:
backoff_delay = calculate_backoff(count + 1, API_RETRY_COUNT) backoff_delay = calculate_backoff(count + 1, API_RETRY_COUNT)
logger.info(f"Applying DDosProtection backoff delay: {backoff_delay}") logger.info(f"Applying DDosProtection backoff delay: {backoff_delay}")
await asyncio.sleep(backoff_delay) await asyncio.sleep(backoff_delay)
if msg:
logger.warning(msg)
return await wrapper(*args, **kwargs) return await wrapper(*args, **kwargs)
else: else:
logger.warning('Giving up retrying: %s()', f.__name__) logger.warning(msg + 'Giving up.')
raise ex raise ex
return wrapper return wrapper
@ -106,9 +122,9 @@ def retrier(_func=None, retries=API_RETRY_COUNT):
try: try:
return f(*args, **kwargs) return f(*args, **kwargs)
except (TemporaryError, RetryableOrderError) as ex: except (TemporaryError, RetryableOrderError) as ex:
logger.warning('%s() returned exception: "%s"', f.__name__, ex) msg = f'{f.__name__}() returned exception: "{ex}". '
if count > 0: if count > 0:
logger.warning('retrying %s() still for %s times', f.__name__, count) logger.warning(msg + f'Retrying still for {count} times.')
count -= 1 count -= 1
kwargs.update({'count': count}) kwargs.update({'count': count})
if isinstance(ex, (DDosProtection, RetryableOrderError)): if isinstance(ex, (DDosProtection, RetryableOrderError)):
@ -118,7 +134,7 @@ def retrier(_func=None, retries=API_RETRY_COUNT):
time.sleep(backoff_delay) time.sleep(backoff_delay)
return wrapper(*args, **kwargs) return wrapper(*args, **kwargs)
else: else:
logger.warning('Giving up retrying: %s()', f.__name__) logger.warning(msg + 'Giving up.')
raise ex raise ex
return wrapper return wrapper
# Support both @retrier and @retrier(retries=2) syntax # Support both @retrier and @retrier(retries=2) syntax

View File

@ -83,6 +83,8 @@ class Exchange:
self._api: ccxt.Exchange = None self._api: ccxt.Exchange = None
self._api_async: ccxt_async.Exchange = None self._api_async: ccxt_async.Exchange = None
self._markets: Dict = {} self._markets: Dict = {}
self.loop = asyncio.new_event_loop()
asyncio.set_event_loop(self.loop)
self._config.update(config) self._config.update(config)
@ -170,8 +172,10 @@ class Exchange:
def close(self): def close(self):
logger.debug("Exchange object destroyed, closing async loop") logger.debug("Exchange object destroyed, closing async loop")
if self._api_async and inspect.iscoroutinefunction(self._api_async.close): if (self._api_async and inspect.iscoroutinefunction(self._api_async.close)
asyncio.get_event_loop().run_until_complete(self._api_async.close()) and self._api_async.session):
logger.info("Closing async ccxt session.")
self.loop.run_until_complete(self._api_async.close())
def _init_ccxt(self, exchange_config: Dict[str, Any], ccxt_module: CcxtModuleType = ccxt, def _init_ccxt(self, exchange_config: Dict[str, Any], ccxt_module: CcxtModuleType = ccxt,
ccxt_kwargs: Dict = {}) -> ccxt.Exchange: ccxt_kwargs: Dict = {}) -> ccxt.Exchange:
@ -326,7 +330,7 @@ class Exchange:
def _load_async_markets(self, reload: bool = False) -> None: def _load_async_markets(self, reload: bool = False) -> None:
try: try:
if self._api_async: if self._api_async:
asyncio.get_event_loop().run_until_complete( self.loop.run_until_complete(
self._api_async.load_markets(reload=reload)) self._api_async.load_markets(reload=reload))
except (asyncio.TimeoutError, ccxt.BaseError) as e: except (asyncio.TimeoutError, ccxt.BaseError) as e:
@ -685,16 +689,20 @@ class Exchange:
if not self.exchange_has('fetchL2OrderBook'): if not self.exchange_has('fetchL2OrderBook'):
return True return True
ob = self.fetch_l2_order_book(pair, 1) ob = self.fetch_l2_order_book(pair, 1)
if side == 'buy': try:
price = ob['asks'][0][0] if side == 'buy':
logger.debug(f"{pair} checking dry buy-order: price={price}, limit={limit}") price = ob['asks'][0][0]
if limit >= price: logger.debug(f"{pair} checking dry buy-order: price={price}, limit={limit}")
return True if limit >= price:
else: return True
price = ob['bids'][0][0] else:
logger.debug(f"{pair} checking dry sell-order: price={price}, limit={limit}") price = ob['bids'][0][0]
if limit <= price: logger.debug(f"{pair} checking dry sell-order: price={price}, limit={limit}")
return True if limit <= price:
return True
except IndexError:
# Ignore empty orderbooks when filling - can be filled with the next iteration.
pass
return False return False
def check_dry_limit_order_filled(self, order: Dict[str, Any]) -> Dict[str, Any]: def check_dry_limit_order_filled(self, order: Dict[str, Any]) -> Dict[str, Any]:
@ -1087,7 +1095,8 @@ class Exchange:
# Fee handling # Fee handling
@retrier @retrier
def get_trades_for_order(self, order_id: str, pair: str, since: datetime) -> List: def get_trades_for_order(self, order_id: str, pair: str, since: datetime,
params: Optional[Dict] = None) -> List:
""" """
Fetch Orders using the "fetch_my_trades" endpoint and filter them by order-id. Fetch Orders using the "fetch_my_trades" endpoint and filter them by order-id.
The "since" argument passed in is coming from the database and is in UTC, The "since" argument passed in is coming from the database and is in UTC,
@ -1111,8 +1120,10 @@ class Exchange:
try: try:
# Allow 5s offset to catch slight time offsets (discovered in #1185) # Allow 5s offset to catch slight time offsets (discovered in #1185)
# since needs to be int in milliseconds # since needs to be int in milliseconds
_params = params if params else {}
my_trades = self._api.fetch_my_trades( my_trades = self._api.fetch_my_trades(
pair, int((since.replace(tzinfo=timezone.utc).timestamp() - 5) * 1000)) pair, int((since.replace(tzinfo=timezone.utc).timestamp() - 5) * 1000),
params=_params)
matched_trades = [trade for trade in my_trades if trade['order'] == order_id] matched_trades = [trade for trade in my_trades if trade['order'] == order_id]
self._log_exchange_response('get_trades_for_order', matched_trades) self._log_exchange_response('get_trades_for_order', matched_trades)
@ -1190,9 +1201,11 @@ class Exchange:
tick = self.fetch_ticker(comb) tick = self.fetch_ticker(comb)
fee_to_quote_rate = safe_value_fallback2(tick, tick, 'last', 'ask') fee_to_quote_rate = safe_value_fallback2(tick, tick, 'last', 'ask')
return round((order['fee']['cost'] * fee_to_quote_rate) / order['cost'], 8)
except ExchangeError: except ExchangeError:
return None fee_to_quote_rate = self._config['exchange'].get('unknown_fee_rate', None)
if not fee_to_quote_rate:
return None
return round((order['fee']['cost'] * fee_to_quote_rate) / order['cost'], 8)
def extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, Optional[float]]: def extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, Optional[float]]:
""" """
@ -1218,7 +1231,7 @@ class Exchange:
:param since_ms: Timestamp in milliseconds to get history from :param since_ms: Timestamp in milliseconds to get history from
:return: List with candle (OHLCV) data :return: List with candle (OHLCV) data
""" """
pair, timeframe, data = asyncio.get_event_loop().run_until_complete( pair, timeframe, data = self.loop.run_until_complete(
self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe, self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe,
since_ms=since_ms, is_new_pair=is_new_pair)) since_ms=since_ms, is_new_pair=is_new_pair))
logger.info(f"Downloaded data for {pair} with length {len(data)}.") logger.info(f"Downloaded data for {pair} with length {len(data)}.")
@ -1263,7 +1276,7 @@ class Exchange:
results = await asyncio.gather(*input_coro, return_exceptions=True) results = await asyncio.gather(*input_coro, return_exceptions=True)
for res in results: for res in results:
if isinstance(res, Exception): if isinstance(res, Exception):
logger.warning("Async code raised an exception: %s", res.__class__.__name__) logger.warning(f"Async code raised an exception: {repr(res)}")
if raise_: if raise_:
raise raise
continue continue
@ -1317,27 +1330,32 @@ class Exchange:
) )
cached_pairs.append((pair, timeframe)) cached_pairs.append((pair, timeframe))
results = asyncio.get_event_loop().run_until_complete(
asyncio.gather(*input_coroutines, return_exceptions=True))
results_df = {} results_df = {}
# handle caching # Chunk requests into batches of 100 to avoid overwelming ccxt Throttling
for res in results: for input_coro in chunks(input_coroutines, 100):
if isinstance(res, Exception): async def gather_stuff():
logger.warning("Async code raised an exception: %s", res.__class__.__name__) return await asyncio.gather(*input_coro, return_exceptions=True)
continue
# Deconstruct tuple (has 3 elements) results = self.loop.run_until_complete(gather_stuff())
pair, timeframe, ticks = res
# keeping last candle time as last refreshed time of the pair # handle caching
if ticks: for res in results:
self._pairs_last_refresh_time[(pair, timeframe)] = ticks[-1][0] // 1000 if isinstance(res, Exception):
# keeping parsed dataframe in cache logger.warning(f"Async code raised an exception: {repr(res)}")
ohlcv_df = ohlcv_to_dataframe( continue
ticks, timeframe, pair=pair, fill_missing=True, # Deconstruct tuple (has 3 elements)
drop_incomplete=self._ohlcv_partial_candle) pair, timeframe, ticks = res
results_df[(pair, timeframe)] = ohlcv_df # keeping last candle time as last refreshed time of the pair
if cache: if ticks:
self._klines[(pair, timeframe)] = ohlcv_df self._pairs_last_refresh_time[(pair, timeframe)] = ticks[-1][0] // 1000
# keeping parsed dataframe in cache
ohlcv_df = ohlcv_to_dataframe(
ticks, timeframe, pair=pair, fill_missing=True,
drop_incomplete=self._ohlcv_partial_candle)
results_df[(pair, timeframe)] = ohlcv_df
if cache:
self._klines[(pair, timeframe)] = ohlcv_df
# Return cached klines # Return cached klines
for pair, timeframe in cached_pairs: for pair, timeframe in cached_pairs:
results_df[(pair, timeframe)] = self.klines((pair, timeframe), copy=False) results_df[(pair, timeframe)] = self.klines((pair, timeframe), copy=False)
@ -1554,7 +1572,7 @@ class Exchange:
if not self.exchange_has("fetchTrades"): if not self.exchange_has("fetchTrades"):
raise OperationalException("This exchange does not support downloading Trades.") raise OperationalException("This exchange does not support downloading Trades.")
return asyncio.get_event_loop().run_until_complete( return self.loop.run_until_complete(
self._async_get_trade_history(pair=pair, since=since, self._async_get_trade_history(pair=pair, since=since,
until=until, from_id=from_id)) until=until, from_id=from_id))

View File

@ -126,6 +126,7 @@ class FreqtradeBot(LoggingMixin):
self.rpc.cleanup() self.rpc.cleanup()
cleanup_db() cleanup_db()
self.exchange.close()
def startup(self) -> None: def startup(self) -> None:
""" """
@ -278,7 +279,8 @@ class FreqtradeBot(LoggingMixin):
if order: if order:
logger.info(f"Updating sell-fee on trade {trade} for order {order.order_id}.") logger.info(f"Updating sell-fee on trade {trade} for order {order.order_id}.")
self.update_trade_state(trade, order.order_id, self.update_trade_state(trade, order.order_id,
stoploss_order=order.ft_order_side == 'stoploss') stoploss_order=order.ft_order_side == 'stoploss',
send_msg=False)
trades: List[Trade] = Trade.get_open_trades_without_assigned_fees() trades: List[Trade] = Trade.get_open_trades_without_assigned_fees()
for trade in trades: for trade in trades:
@ -286,7 +288,7 @@ class FreqtradeBot(LoggingMixin):
order = trade.select_order('buy', False) order = trade.select_order('buy', False)
if order: if order:
logger.info(f"Updating buy-fee on trade {trade} for order {order.order_id}.") logger.info(f"Updating buy-fee on trade {trade} for order {order.order_id}.")
self.update_trade_state(trade, order.order_id) self.update_trade_state(trade, order.order_id, send_msg=False)
def handle_insufficient_funds(self, trade: Trade): def handle_insufficient_funds(self, trade: Trade):
""" """
@ -308,7 +310,7 @@ class FreqtradeBot(LoggingMixin):
order = trade.select_order('buy', False) order = trade.select_order('buy', False)
if order: if order:
logger.info(f"Updating buy-fee on trade {trade} for order {order.order_id}.") logger.info(f"Updating buy-fee on trade {trade} for order {order.order_id}.")
self.update_trade_state(trade, order.order_id) self.update_trade_state(trade, order.order_id, send_msg=False)
def refind_lost_order(self, trade): def refind_lost_order(self, trade):
""" """
@ -578,10 +580,6 @@ class FreqtradeBot(LoggingMixin):
) )
trade.orders.append(order_obj) trade.orders.append(order_obj)
# Update fees if order is closed
if order_status == 'closed':
self.update_trade_state(trade, order_id, order)
Trade.query.session.add(trade) Trade.query.session.add(trade)
Trade.commit() Trade.commit()
@ -590,19 +588,25 @@ class FreqtradeBot(LoggingMixin):
self._notify_enter(trade, order_type) self._notify_enter(trade, order_type)
# Update fees if order is closed
if order_status == 'closed':
self.update_trade_state(trade, order_id, order)
return True return True
def _notify_enter(self, trade: Trade, order_type: str) -> None: def _notify_enter(self, trade: Trade, order_type: Optional[str] = None,
fill: bool = False) -> None:
""" """
Sends rpc notification when a buy occurred. Sends rpc notification when a buy occurred.
""" """
msg = { msg = {
'trade_id': trade.id, 'trade_id': trade.id,
'type': RPCMessageType.BUY, 'type': RPCMessageType.BUY_FILL if fill else RPCMessageType.BUY,
'buy_tag': trade.buy_tag, 'buy_tag': trade.buy_tag,
'exchange': self.exchange.name.capitalize(), 'exchange': self.exchange.name.capitalize(),
'pair': trade.pair, 'pair': trade.pair,
'limit': trade.open_rate, 'limit': trade.open_rate, # Deprecated (?)
'open_rate': trade.open_rate,
'order_type': order_type, 'order_type': order_type,
'stake_amount': trade.stake_amount, 'stake_amount': trade.stake_amount,
'stake_currency': self.config['stake_currency'], 'stake_currency': self.config['stake_currency'],
@ -641,22 +645,6 @@ class FreqtradeBot(LoggingMixin):
# Send the message # Send the message
self.rpc.send_msg(msg) self.rpc.send_msg(msg)
def _notify_enter_fill(self, trade: Trade) -> None:
msg = {
'trade_id': trade.id,
'type': RPCMessageType.BUY_FILL,
'buy_tag': trade.buy_tag,
'exchange': self.exchange.name.capitalize(),
'pair': trade.pair,
'open_rate': trade.open_rate,
'stake_amount': trade.stake_amount,
'stake_currency': self.config['stake_currency'],
'fiat_currency': self.config.get('fiat_display_currency', None),
'amount': trade.amount,
'open_date': trade.open_date,
}
self.rpc.send_msg(msg)
# #
# SELL / exit positions / close trades logic and methods # SELL / exit positions / close trades logic and methods
# #
@ -679,7 +667,7 @@ class FreqtradeBot(LoggingMixin):
trades_closed += 1 trades_closed += 1
except DependencyException as exception: except DependencyException as exception:
logger.warning('Unable to sell trade %s: %s', trade.pair, exception) logger.warning(f'Unable to sell trade {trade.pair}: {exception}')
# Updating wallets if any trade occurred # Updating wallets if any trade occurred
if trades_closed: if trades_closed:
@ -923,8 +911,12 @@ class FreqtradeBot(LoggingMixin):
if max_timeouts > 0 and canceled_count >= max_timeouts: if max_timeouts > 0 and canceled_count >= max_timeouts:
logger.warning(f'Emergencyselling trade {trade}, as the sell order ' logger.warning(f'Emergencyselling trade {trade}, as the sell order '
f'timed out {max_timeouts} times.') f'timed out {max_timeouts} times.')
self.execute_trade_exit(trade, order.get('price'), sell_reason=SellCheckTuple( try:
sell_type=SellType.EMERGENCY_SELL)) self.execute_trade_exit(
trade, order.get('price'),
sell_reason=SellCheckTuple(sell_type=SellType.EMERGENCY_SELL))
except DependencyException as exception:
logger.warning(f'Unable to emergency sell trade {trade.pair}: {exception}')
def cancel_all_open_orders(self) -> None: def cancel_all_open_orders(self) -> None:
""" """
@ -1154,16 +1146,16 @@ class FreqtradeBot(LoggingMixin):
trade.sell_order_status = '' trade.sell_order_status = ''
trade.close_rate_requested = limit trade.close_rate_requested = limit
trade.sell_reason = exit_tag or sell_reason.sell_reason trade.sell_reason = exit_tag or sell_reason.sell_reason
# In case of market sell orders the order can be closed immediately
if order.get('status', 'unknown') in ('closed', 'expired'):
self.update_trade_state(trade, trade.open_order_id, order)
Trade.commit()
# Lock pair for one candle to prevent immediate re-buys # Lock pair for one candle to prevent immediate re-buys
self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc), self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
reason='Auto lock') reason='Auto lock')
self._notify_exit(trade, order_type) self._notify_exit(trade, order_type)
# In case of market sell orders the order can be closed immediately
if order.get('status', 'unknown') in ('closed', 'expired'):
self.update_trade_state(trade, trade.open_order_id, order)
Trade.commit()
return True return True
@ -1260,13 +1252,14 @@ class FreqtradeBot(LoggingMixin):
# #
def update_trade_state(self, trade: Trade, order_id: str, action_order: Dict[str, Any] = None, def update_trade_state(self, trade: Trade, order_id: str, action_order: Dict[str, Any] = None,
stoploss_order: bool = False) -> bool: stoploss_order: bool = False, send_msg: bool = True) -> bool:
""" """
Checks trades with open orders and updates the amount if necessary Checks trades with open orders and updates the amount if necessary
Handles closing both buy and sell orders. Handles closing both buy and sell orders.
:param trade: Trade object of the trade we're analyzing :param trade: Trade object of the trade we're analyzing
:param order_id: Order-id of the order we're analyzing :param order_id: Order-id of the order we're analyzing
:param action_order: Already acquired order object :param action_order: Already acquired order object
:param send_msg: Send notification - should always be True except in "recovery" methods
:return: True if order has been cancelled without being filled partially, False otherwise :return: True if order has been cancelled without being filled partially, False otherwise
""" """
if not order_id: if not order_id:
@ -1306,13 +1299,13 @@ class FreqtradeBot(LoggingMixin):
# Updating wallets when order is closed # Updating wallets when order is closed
if not trade.is_open: if not trade.is_open:
if not stoploss_order and not trade.open_order_id: if send_msg and not stoploss_order and not trade.open_order_id:
self._notify_exit(trade, '', True) self._notify_exit(trade, '', True)
self.handle_protections(trade.pair) self.handle_protections(trade.pair)
self.wallets.update() self.wallets.update()
elif not trade.open_order_id: elif send_msg and not trade.open_order_id:
# Buy fill # Buy fill
self._notify_enter_fill(trade) self._notify_enter(trade, fill=True)
return False return False

View File

@ -246,6 +246,9 @@ class Backtesting:
Helper function to convert a processed dataframes into lists for performance reasons. Helper function to convert a processed dataframes into lists for performance reasons.
Used by backtest() - so keep this optimized for performance. Used by backtest() - so keep this optimized for performance.
:param processed: a processed dictionary with format {pair, data}, which gets cleared to
optimize memory usage!
""" """
# Every change to this headers list must evaluate further usages of the resulting tuple # Every change to this headers list must evaluate further usages of the resulting tuple
# and eventually change the constants for indexes at the top # and eventually change the constants for indexes at the top
@ -254,7 +257,8 @@ class Backtesting:
self.progress.init_step(BacktestState.CONVERT, len(processed)) self.progress.init_step(BacktestState.CONVERT, len(processed))
# Create dict with data # Create dict with data
for pair, pair_data in processed.items(): for pair in processed.keys():
pair_data = processed[pair]
self.check_abort() self.check_abort()
self.progress.increment() self.progress.increment()
if not pair_data.empty: if not pair_data.empty:
@ -283,6 +287,9 @@ class Backtesting:
# Convert from Pandas to list for performance reasons # Convert from Pandas to list for performance reasons
# (Looping Pandas is slow.) # (Looping Pandas is slow.)
data[pair] = df_analyzed[headers].values.tolist() data[pair] = df_analyzed[headers].values.tolist()
# Do not hold on to old data to reduce memory usage
processed[pair] = pair_data = None
return data return data
def _get_close_rate(self, sell_row: Tuple, trade: LocalTrade, sell: SellCheckTuple, def _get_close_rate(self, sell_row: Tuple, trade: LocalTrade, sell: SellCheckTuple,
@ -342,10 +349,7 @@ class Backtesting:
# use Open rate if open_rate > calculated sell rate # use Open rate if open_rate > calculated sell rate
return sell_row[OPEN_IDX] return sell_row[OPEN_IDX]
# Use the maximum between close_rate and low as we return close_rate
# cannot sell outside of a candle.
# Applies when a new ROI setting comes in place and the whole candle is above that.
return min(max(close_rate, sell_row[LOW_IDX]), sell_row[HIGH_IDX])
else: else:
# This should not be reached... # This should not be reached...
@ -366,6 +370,17 @@ class Backtesting:
trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60) trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
closerate = self._get_close_rate(sell_row, trade, sell, trade_dur) closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
# call the custom exit price,with default value as previous closerate
current_profit = trade.calc_profit_ratio(closerate)
if sell.sell_type in (SellType.SELL_SIGNAL, SellType.CUSTOM_SELL):
# Custom exit pricing only for sell-signals
closerate = strategy_safe_wrapper(self.strategy.custom_exit_price,
default_retval=closerate)(
pair=trade.pair, trade=trade,
current_time=sell_row[DATE_IDX],
proposed_rate=closerate, current_profit=current_profit)
# Use the maximum between close_rate and low as we cannot sell outside of a candle.
closerate = min(max(closerate, sell_row[LOW_IDX]), sell_row[HIGH_IDX])
# Confirm trade exit: # Confirm trade exit:
time_in_force = self.strategy.order_time_in_force['sell'] time_in_force = self.strategy.order_time_in_force['sell']
@ -424,13 +439,21 @@ class Backtesting:
stake_amount = self.wallets.get_trade_stake_amount(pair, None) stake_amount = self.wallets.get_trade_stake_amount(pair, None)
except DependencyException: except DependencyException:
return None return None
# let's call the custom entry price, using the open price as default price
propose_rate = strategy_safe_wrapper(self.strategy.custom_entry_price,
default_retval=row[OPEN_IDX])(
pair=pair, current_time=row[DATE_IDX].to_pydatetime(),
proposed_rate=row[OPEN_IDX]) # default value is the open rate
min_stake_amount = self.exchange.get_min_pair_stake_amount(pair, row[OPEN_IDX], -0.05) or 0 # Move rate to within the candle's low/high rate
propose_rate = min(max(propose_rate, row[LOW_IDX]), row[HIGH_IDX])
min_stake_amount = self.exchange.get_min_pair_stake_amount(pair, propose_rate, -0.05) or 0
max_stake_amount = self.wallets.get_available_stake_amount() max_stake_amount = self.wallets.get_available_stake_amount()
stake_amount = strategy_safe_wrapper(self.strategy.custom_stake_amount, stake_amount = strategy_safe_wrapper(self.strategy.custom_stake_amount,
default_retval=stake_amount)( default_retval=stake_amount)(
pair=pair, current_time=row[DATE_IDX].to_pydatetime(), current_rate=row[OPEN_IDX], pair=pair, current_time=row[DATE_IDX].to_pydatetime(), current_rate=propose_rate,
proposed_stake=stake_amount, min_stake=min_stake_amount, max_stake=max_stake_amount) proposed_stake=stake_amount, min_stake=min_stake_amount, max_stake=max_stake_amount)
stake_amount = self.wallets.validate_stake_amount(pair, stake_amount, min_stake_amount) stake_amount = self.wallets.validate_stake_amount(pair, stake_amount, min_stake_amount)
@ -441,7 +464,7 @@ class Backtesting:
time_in_force = self.strategy.order_time_in_force['sell'] time_in_force = self.strategy.order_time_in_force['sell']
# Confirm trade entry: # Confirm trade entry:
if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)( if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
pair=pair, order_type=order_type, amount=stake_amount, rate=row[OPEN_IDX], pair=pair, order_type=order_type, amount=stake_amount, rate=propose_rate,
time_in_force=time_in_force, current_time=row[DATE_IDX].to_pydatetime()): time_in_force=time_in_force, current_time=row[DATE_IDX].to_pydatetime()):
return None return None
@ -450,10 +473,10 @@ class Backtesting:
has_buy_tag = len(row) >= BUY_TAG_IDX + 1 has_buy_tag = len(row) >= BUY_TAG_IDX + 1
trade = LocalTrade( trade = LocalTrade(
pair=pair, pair=pair,
open_rate=row[OPEN_IDX], open_rate=propose_rate,
open_date=row[DATE_IDX].to_pydatetime(), open_date=row[DATE_IDX].to_pydatetime(),
stake_amount=stake_amount, stake_amount=stake_amount,
amount=round(stake_amount / row[OPEN_IDX], 8), amount=round(stake_amount / propose_rate, 8),
fee_open=self.fee, fee_open=self.fee,
fee_close=self.fee, fee_close=self.fee,
is_open=True, is_open=True,
@ -503,7 +526,8 @@ class Backtesting:
Of course try to not have ugly code. By some accessor are sometime slower than functions. Of course try to not have ugly code. By some accessor are sometime slower than functions.
Avoid extensive logging in this method and functions it calls. Avoid extensive logging in this method and functions it calls.
:param processed: a processed dictionary with format {pair, data} :param processed: a processed dictionary with format {pair, data}, which gets cleared to
optimize memory usage!
:param start_date: backtesting timerange start datetime :param start_date: backtesting timerange start datetime
:param end_date: backtesting timerange end datetime :param end_date: backtesting timerange end datetime
:param max_open_trades: maximum number of concurrent trades, <= 0 means unlimited :param max_open_trades: maximum number of concurrent trades, <= 0 means unlimited

View File

@ -12,7 +12,7 @@ class BTProgress:
def init_step(self, action: BacktestState, max_steps: float): def init_step(self, action: BacktestState, max_steps: float):
self._action = action self._action = action
self._max_steps = max_steps self._max_steps = max_steps
self._proress = 0 self._progress = 0
def set_new_value(self, new_value: float): def set_new_value(self, new_value: float):
self._progress = new_value self._progress = new_value

View File

@ -422,6 +422,7 @@ class Hyperopt:
self.backtesting.exchange.close() self.backtesting.exchange.close()
self.backtesting.exchange._api = None # type: ignore self.backtesting.exchange._api = None # type: ignore
self.backtesting.exchange._api_async = None # type: ignore self.backtesting.exchange._api_async = None # type: ignore
self.backtesting.exchange.loop = None # type: ignore
# self.backtesting.exchange = None # type: ignore # self.backtesting.exchange = None # type: ignore
self.backtesting.pairlists = None # type: ignore self.backtesting.pairlists = None # type: ignore

View File

@ -5,7 +5,8 @@ from typing import Any, Dict, List
import pandas as pd import pandas as pd
from freqtrade.configuration import TimeRange from freqtrade.configuration import TimeRange
from freqtrade.data.btanalysis import (calculate_max_drawdown, combine_dataframes_with_mean, from freqtrade.data.btanalysis import (analyze_trade_parallelism, calculate_max_drawdown,
calculate_underwater, combine_dataframes_with_mean,
create_cum_profit, extract_trades_of_period, load_trades) create_cum_profit, extract_trades_of_period, load_trades)
from freqtrade.data.converter import trim_dataframe from freqtrade.data.converter import trim_dataframe
from freqtrade.data.dataprovider import DataProvider from freqtrade.data.dataprovider import DataProvider
@ -185,6 +186,48 @@ def add_max_drawdown(fig, row, trades: pd.DataFrame, df_comb: pd.DataFrame,
return fig return fig
def add_underwater(fig, row, trades: pd.DataFrame) -> make_subplots:
"""
Add underwater plot
"""
try:
underwater = calculate_underwater(trades, value_col="profit_abs")
underwater = go.Scatter(
x=underwater['date'],
y=underwater['drawdown'],
name="Underwater Plot",
fill='tozeroy',
fillcolor='#cc362b',
line={'color': '#cc362b'},
)
fig.add_trace(underwater, row, 1)
except ValueError:
logger.warning("No trades found - not plotting underwater plot")
return fig
def add_parallelism(fig, row, trades: pd.DataFrame, timeframe: str) -> make_subplots:
"""
Add Chart showing trade parallelism
"""
try:
result = analyze_trade_parallelism(trades, timeframe)
drawdown = go.Scatter(
x=result.index,
y=result['open_trades'],
name="Parallel trades",
fill='tozeroy',
fillcolor='#242222',
line={'color': '#242222'},
)
fig.add_trace(drawdown, row, 1)
except ValueError:
logger.warning("No trades found - not plotting Parallelism.")
return fig
def plot_trades(fig, trades: pd.DataFrame) -> make_subplots: def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
""" """
Add trades to "fig" Add trades to "fig"
@ -460,7 +503,12 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame], def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame],
trades: pd.DataFrame, timeframe: str, stake_currency: str) -> go.Figure: trades: pd.DataFrame, timeframe: str, stake_currency: str) -> go.Figure:
# Combine close-values for all pairs, rename columns to "pair" # Combine close-values for all pairs, rename columns to "pair"
df_comb = combine_dataframes_with_mean(data, "close") try:
df_comb = combine_dataframes_with_mean(data, "close")
except ValueError:
raise OperationalException(
"No data found. Please make sure that data is available for "
"the timerange and pairs selected.")
# Trim trades to available OHLCV data # Trim trades to available OHLCV data
trades = extract_trades_of_period(df_comb, trades, date_index=True) trades = extract_trades_of_period(df_comb, trades, date_index=True)
@ -477,20 +525,30 @@ def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame],
name='Avg close price', name='Avg close price',
) )
fig = make_subplots(rows=3, cols=1, shared_xaxes=True, fig = make_subplots(rows=5, cols=1, shared_xaxes=True,
row_width=[1, 1, 1], row_heights=[1, 1, 1, 0.5, 1],
vertical_spacing=0.05, vertical_spacing=0.05,
subplot_titles=["AVG Close Price", "Combined Profit", "Profit per pair"]) subplot_titles=[
"AVG Close Price",
"Combined Profit",
"Profit per pair",
"Parallelism",
"Underwater",
])
fig['layout'].update(title="Freqtrade Profit plot") fig['layout'].update(title="Freqtrade Profit plot")
fig['layout']['yaxis1'].update(title='Price') fig['layout']['yaxis1'].update(title='Price')
fig['layout']['yaxis2'].update(title=f'Profit {stake_currency}') fig['layout']['yaxis2'].update(title=f'Profit {stake_currency}')
fig['layout']['yaxis3'].update(title=f'Profit {stake_currency}') fig['layout']['yaxis3'].update(title=f'Profit {stake_currency}')
fig['layout']['yaxis4'].update(title='Trade count')
fig['layout']['yaxis5'].update(title='Underwater Plot')
fig['layout']['xaxis']['rangeslider'].update(visible=False) fig['layout']['xaxis']['rangeslider'].update(visible=False)
fig.update_layout(modebar_add=["v1hovermode", "toggleSpikeLines"]) fig.update_layout(modebar_add=["v1hovermode", "toggleSpikeLines"])
fig.add_trace(avgclose, 1, 1) fig.add_trace(avgclose, 1, 1)
fig = add_profit(fig, 2, df_comb, 'cum_profit', 'Profit') fig = add_profit(fig, 2, df_comb, 'cum_profit', 'Profit')
fig = add_max_drawdown(fig, 2, trades, df_comb, timeframe) fig = add_max_drawdown(fig, 2, trades, df_comb, timeframe)
fig = add_parallelism(fig, 4, trades, timeframe)
fig = add_underwater(fig, 5, trades)
for pair in pairs: for pair in pairs:
profit_col = f'cum_profit_{pair}' profit_col = f'cum_profit_{pair}'

View File

@ -68,14 +68,14 @@ class PerformanceFilter(IPairList):
# - then pair name alphametically # - then pair name alphametically
sorted_df = list_df.merge(performance, on='pair', how='left')\ sorted_df = list_df.merge(performance, on='pair', how='left')\
.fillna(0).sort_values(by=['count', 'pair'], ascending=True)\ .fillna(0).sort_values(by=['count', 'pair'], ascending=True)\
.sort_values(by=['profit'], ascending=False) .sort_values(by=['profit_ratio'], ascending=False)
if self._min_profit is not None: if self._min_profit is not None:
removed = sorted_df[sorted_df['profit'] < self._min_profit] removed = sorted_df[sorted_df['profit_ratio'] < self._min_profit]
for _, row in removed.iterrows(): for _, row in removed.iterrows():
self.log_once( self.log_once(
f"Removing pair {row['pair']} since {row['profit']} is " f"Removing pair {row['pair']} since {row['profit_ratio']} is "
f"below {self._min_profit}", logger.info) f"below {self._min_profit}", logger.info)
sorted_df = sorted_df[sorted_df['profit'] >= self._min_profit] sorted_df = sorted_df[sorted_df['profit_ratio'] >= self._min_profit]
pairlist = sorted_df['pair'].tolist() pairlist = sorted_df['pair'].tolist()

View File

@ -5,6 +5,7 @@ import logging
import random import random
from typing import Any, Dict, List from typing import Any, Dict, List
from freqtrade.enums import RunMode
from freqtrade.plugins.pairlist.IPairList import IPairList from freqtrade.plugins.pairlist.IPairList import IPairList
@ -18,7 +19,15 @@ class ShuffleFilter(IPairList):
pairlist_pos: int) -> None: pairlist_pos: int) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos) super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
self._seed = pairlistconfig.get('seed') # Apply seed in backtesting mode to get comparable results,
# but not in live modes to get a non-repeating order of pairs during live modes.
if config.get('runmode') in (RunMode.LIVE, RunMode.DRY_RUN):
self._seed = None
logger.info("Live mode detected, not applying seed.")
else:
self._seed = pairlistconfig.get('seed')
logger.info(f"Backtesting mode detected, applying seed value: {self._seed}")
self._random = random.Random(self._seed) self._random = random.Random(self._seed)
@property @property

View File

@ -8,7 +8,7 @@ from typing import Any, Dict, List, Optional
import arrow import arrow
import numpy as np import numpy as np
from cachetools.ttl import TTLCache from cachetools import TTLCache
from pandas import DataFrame from pandas import DataFrame
from freqtrade.exceptions import OperationalException from freqtrade.exceptions import OperationalException

View File

@ -8,7 +8,7 @@ from functools import partial
from typing import Any, Dict, List from typing import Any, Dict, List
import arrow import arrow
from cachetools.ttl import TTLCache from cachetools import TTLCache
from freqtrade.exceptions import OperationalException from freqtrade.exceptions import OperationalException
from freqtrade.exchange import timeframe_to_minutes from freqtrade.exchange import timeframe_to_minutes

View File

@ -6,7 +6,7 @@ from copy import deepcopy
from typing import Any, Dict, List, Optional from typing import Any, Dict, List, Optional
import arrow import arrow
from cachetools.ttl import TTLCache from cachetools import TTLCache
from pandas import DataFrame from pandas import DataFrame
from freqtrade.exceptions import OperationalException from freqtrade.exceptions import OperationalException

View File

@ -2,13 +2,14 @@
PairList manager class PairList manager class
""" """
import logging import logging
from copy import deepcopy from functools import partial
from typing import Dict, List from typing import Dict, List
from cachetools import TTLCache, cached from cachetools import TTLCache, cached
from freqtrade.constants import ListPairsWithTimeframes from freqtrade.constants import ListPairsWithTimeframes
from freqtrade.exceptions import OperationalException from freqtrade.exceptions import OperationalException
from freqtrade.mixins import LoggingMixin
from freqtrade.plugins.pairlist.IPairList import IPairList from freqtrade.plugins.pairlist.IPairList import IPairList
from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
from freqtrade.resolvers import PairListResolver from freqtrade.resolvers import PairListResolver
@ -17,7 +18,7 @@ from freqtrade.resolvers import PairListResolver
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
class PairListManager(): class PairListManager(LoggingMixin):
def __init__(self, exchange, config: dict) -> None: def __init__(self, exchange, config: dict) -> None:
self._exchange = exchange self._exchange = exchange
@ -41,6 +42,9 @@ class PairListManager():
if not self._pairlist_handlers: if not self._pairlist_handlers:
raise OperationalException("No Pairlist Handlers defined") raise OperationalException("No Pairlist Handlers defined")
refresh_period = config.get('pairlist_refresh_period', 3600)
LoggingMixin.__init__(self, logger, refresh_period)
@property @property
def whitelist(self) -> List[str]: def whitelist(self) -> List[str]:
"""The current whitelist""" """The current whitelist"""
@ -108,9 +112,10 @@ class PairListManager():
except ValueError as err: except ValueError as err:
logger.error(f"Pair blacklist contains an invalid Wildcard: {err}") logger.error(f"Pair blacklist contains an invalid Wildcard: {err}")
return [] return []
for pair in deepcopy(pairlist): log_once = partial(self.log_once, logmethod=logmethod)
for pair in pairlist.copy():
if pair in blacklist: if pair in blacklist:
logmethod(f"Pair {pair} in your blacklist. Removing it from whitelist...") log_once(f"Pair {pair} in your blacklist. Removing it from whitelist...")
pairlist.remove(pair) pairlist.remove(pair)
return pairlist return pairlist

View File

@ -33,6 +33,9 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
if settings[setting] is not None: if settings[setting] is not None:
btconfig[setting] = settings[setting] btconfig[setting] = settings[setting]
# Force dry-run for backtesting
btconfig['dry_run'] = True
# Start backtesting # Start backtesting
# Initialize backtesting object # Initialize backtesting object
def run_backtest(): def run_backtest():

View File

@ -1,10 +1,10 @@
from datetime import date, datetime from datetime import date, datetime
from enum import Enum
from typing import Any, Dict, List, Optional, Union from typing import Any, Dict, List, Optional, Union
from pydantic import BaseModel from pydantic import BaseModel
from freqtrade.constants import DATETIME_PRINT_FORMAT from freqtrade.constants import DATETIME_PRINT_FORMAT
from freqtrade.enums import OrderTypeValues
class Ping(BaseModel): class Ping(BaseModel):
@ -126,20 +126,12 @@ class Daily(BaseModel):
class UnfilledTimeout(BaseModel): class UnfilledTimeout(BaseModel):
buy: int buy: Optional[int]
sell: int sell: Optional[int]
unit: str unit: Optional[str]
exit_timeout_count: Optional[int] exit_timeout_count: Optional[int]
class OrderTypeValues(Enum):
limit = 'limit'
market = 'market'
class Config:
use_enum_values = True
class OrderTypes(BaseModel): class OrderTypes(BaseModel):
buy: OrderTypeValues buy: OrderTypeValues
sell: OrderTypeValues sell: OrderTypeValues
@ -153,6 +145,7 @@ class OrderTypes(BaseModel):
class ShowConfig(BaseModel): class ShowConfig(BaseModel):
version: str version: str
strategy_version: Optional[str]
api_version: float api_version: float
dry_run: bool dry_run: bool
stake_currency: str stake_currency: str
@ -167,7 +160,7 @@ class ShowConfig(BaseModel):
trailing_stop_positive_offset: Optional[float] trailing_stop_positive_offset: Optional[float]
trailing_only_offset_is_reached: Optional[bool] trailing_only_offset_is_reached: Optional[bool]
unfilledtimeout: UnfilledTimeout unfilledtimeout: UnfilledTimeout
order_types: OrderTypes order_types: Optional[OrderTypes]
use_custom_stoploss: Optional[bool] use_custom_stoploss: Optional[bool]
timeframe: Optional[str] timeframe: Optional[str]
timeframe_ms: int timeframe_ms: int

View File

@ -3,7 +3,7 @@ from copy import deepcopy
from pathlib import Path from pathlib import Path
from typing import List, Optional from typing import List, Optional
from fastapi import APIRouter, Depends from fastapi import APIRouter, Depends, Query
from fastapi.exceptions import HTTPException from fastapi.exceptions import HTTPException
from freqtrade import __version__ from freqtrade import __version__
@ -30,7 +30,8 @@ logger = logging.getLogger(__name__)
# Pre-1.1, no version was provided # Pre-1.1, no version was provided
# Version increments should happen in "small" steps (1.1, 1.12, ...) unless big changes happen. # Version increments should happen in "small" steps (1.1, 1.12, ...) unless big changes happen.
# 1.11: forcebuy and forcesell accept ordertype # 1.11: forcebuy and forcesell accept ordertype
API_VERSION = 1.11 # 1.12: add blacklist delete endpoint
API_VERSION = 1.12
# Public API, requires no auth. # Public API, requires no auth.
router_public = APIRouter() router_public = APIRouter()
@ -121,9 +122,11 @@ def edge(rpc: RPC = Depends(get_rpc)):
@router.get('/show_config', response_model=ShowConfig, tags=['info']) @router.get('/show_config', response_model=ShowConfig, tags=['info'])
def show_config(rpc: Optional[RPC] = Depends(get_rpc_optional), config=Depends(get_config)): def show_config(rpc: Optional[RPC] = Depends(get_rpc_optional), config=Depends(get_config)):
state = '' state = ''
strategy_version = None
if rpc: if rpc:
state = rpc._freqtrade.state state = rpc._freqtrade.state
resp = RPC._rpc_show_config(config, state) strategy_version = rpc._freqtrade.strategy.version()
resp = RPC._rpc_show_config(config, state, strategy_version)
resp['api_version'] = API_VERSION resp['api_version'] = API_VERSION
return resp return resp
@ -155,6 +158,13 @@ def blacklist_post(payload: BlacklistPayload, rpc: RPC = Depends(get_rpc)):
return rpc._rpc_blacklist(payload.blacklist) return rpc._rpc_blacklist(payload.blacklist)
@router.delete('/blacklist', response_model=BlacklistResponse, tags=['info', 'pairlist'])
def blacklist_delete(pairs_to_delete: List[str] = Query([]), rpc: RPC = Depends(get_rpc)):
"""Provide a list of pairs to delete from the blacklist"""
return rpc._rpc_blacklist_delete(pairs_to_delete)
@router.get('/whitelist', response_model=WhitelistResponse, tags=['info', 'pairlist']) @router.get('/whitelist', response_model=WhitelistResponse, tags=['info', 'pairlist'])
def whitelist(rpc: RPC = Depends(get_rpc)): def whitelist(rpc: RPC = Depends(get_rpc)):
return rpc._rpc_whitelist() return rpc._rpc_whitelist()

View File

@ -47,7 +47,7 @@ class UvicornServer(uvicorn.Server):
else: else:
asyncio.set_event_loop(uvloop.new_event_loop()) asyncio.set_event_loop(uvloop.new_event_loop())
try: try:
loop = asyncio.get_event_loop() loop = asyncio.get_running_loop()
except RuntimeError: except RuntimeError:
# When running in a thread, we'll not have an eventloop yet. # When running in a thread, we'll not have an eventloop yet.
loop = asyncio.new_event_loop() loop = asyncio.new_event_loop()

View File

@ -7,7 +7,7 @@ import datetime
import logging import logging
from typing import Dict, List from typing import Dict, List
from cachetools.ttl import TTLCache from cachetools import TTLCache
from pycoingecko import CoinGeckoAPI from pycoingecko import CoinGeckoAPI
from requests.exceptions import RequestException from requests.exceptions import RequestException

View File

@ -98,7 +98,8 @@ class RPC:
self._fiat_converter = CryptoToFiatConverter() self._fiat_converter = CryptoToFiatConverter()
@staticmethod @staticmethod
def _rpc_show_config(config, botstate: Union[State, str]) -> Dict[str, Any]: def _rpc_show_config(config, botstate: Union[State, str],
strategy_version: Optional[str] = None) -> Dict[str, Any]:
""" """
Return a dict of config options. Return a dict of config options.
Explicitly does NOT return the full config to avoid leakage of sensitive Explicitly does NOT return the full config to avoid leakage of sensitive
@ -106,6 +107,7 @@ class RPC:
""" """
val = { val = {
'version': __version__, 'version': __version__,
'strategy_version': strategy_version,
'dry_run': config['dry_run'], 'dry_run': config['dry_run'],
'stake_currency': config['stake_currency'], 'stake_currency': config['stake_currency'],
'stake_currency_decimals': decimals_per_coin(config['stake_currency']), 'stake_currency_decimals': decimals_per_coin(config['stake_currency']),
@ -858,6 +860,20 @@ class RPC:
} }
return res return res
def _rpc_blacklist_delete(self, delete: List[str]) -> Dict:
""" Removes pairs from currently active blacklist """
errors = {}
for pair in delete:
if pair in self._freqtrade.pairlists.blacklist:
self._freqtrade.pairlists.blacklist.remove(pair)
else:
errors[pair] = {
'error_msg': f"Pair {pair} is not in the current blacklist."
}
resp = self._rpc_blacklist()
resp['errors'] = errors
return resp
def _rpc_blacklist(self, add: List[str] = None) -> Dict: def _rpc_blacklist(self, add: List[str] = None) -> Dict:
""" Returns the currently active blacklist""" """ Returns the currently active blacklist"""
errors = {} errors = {}

View File

@ -60,6 +60,10 @@ class RPCManager:
} }
""" """
logger.info('Sending rpc message: %s', msg) logger.info('Sending rpc message: %s', msg)
if 'pair' in msg:
msg.update({
'base_currency': self._rpc._freqtrade.exchange.get_pair_base_currency(msg['pair'])
})
for mod in self.registered_modules: for mod in self.registered_modules:
logger.debug('Forwarding message to rpc.%s', mod.name) logger.debug('Forwarding message to rpc.%s', mod.name)
try: try:

View File

@ -111,9 +111,9 @@ class Telegram(RPCHandler):
r'/daily$', r'/daily \d+$', r'/profit$', r'/profit \d+', r'/daily$', r'/daily \d+$', r'/profit$', r'/profit \d+',
r'/stats$', r'/count$', r'/locks$', r'/balance$', r'/stats$', r'/count$', r'/locks$', r'/balance$',
r'/stopbuy$', r'/reload_config$', r'/show_config$', r'/stopbuy$', r'/reload_config$', r'/show_config$',
r'/logs$', r'/whitelist$', r'/blacklist$', r'/edge$', r'/logs$', r'/whitelist$', r'/blacklist$', r'/bl_delete$',
r'/weekly$', r'/weekly \d+$', r'/monthly$', r'/monthly \d+$', r'/weekly$', r'/weekly \d+$', r'/monthly$', r'/monthly \d+$',
r'/forcebuy$', r'/help$', r'/version$'] r'/forcebuy$', r'/edge$', r'/help$', r'/version$']
# Create keys for generation # Create keys for generation
valid_keys_print = [k.replace('$', '') for k in valid_keys] valid_keys_print = [k.replace('$', '') for k in valid_keys]
@ -170,6 +170,7 @@ class Telegram(RPCHandler):
CommandHandler('stopbuy', self._stopbuy), CommandHandler('stopbuy', self._stopbuy),
CommandHandler('whitelist', self._whitelist), CommandHandler('whitelist', self._whitelist),
CommandHandler('blacklist', self._blacklist), CommandHandler('blacklist', self._blacklist),
CommandHandler(['blacklist_delete', 'bl_delete'], self._blacklist_delete),
CommandHandler('logs', self._logs), CommandHandler('logs', self._logs),
CommandHandler('edge', self._edge), CommandHandler('edge', self._edge),
CommandHandler('help', self._help), CommandHandler('help', self._help),
@ -198,8 +199,8 @@ class Telegram(RPCHandler):
self._updater.start_polling( self._updater.start_polling(
bootstrap_retries=-1, bootstrap_retries=-1,
timeout=30, timeout=20,
read_latency=60, read_latency=60, # Assumed transmission latency
drop_pending_updates=True, drop_pending_updates=True,
) )
logger.info( logger.info(
@ -212,6 +213,7 @@ class Telegram(RPCHandler):
Stops all running telegram threads. Stops all running telegram threads.
:return: None :return: None
""" """
# This can take up to `timeout` from the call to `start_polling`.
self._updater.stop() self._updater.stop()
def _format_buy_msg(self, msg: Dict[str, Any]) -> str: def _format_buy_msg(self, msg: Dict[str, Any]) -> str:
@ -1162,22 +1164,28 @@ class Telegram(RPCHandler):
Handler for /blacklist Handler for /blacklist
Shows the currently active blacklist Shows the currently active blacklist
""" """
try: self.send_blacklist_msg(self._rpc._rpc_blacklist(context.args))
blacklist = self._rpc._rpc_blacklist(context.args) def send_blacklist_msg(self, blacklist: Dict):
errmsgs = [] errmsgs = []
for pair, error in blacklist['errors'].items(): for pair, error in blacklist['errors'].items():
errmsgs.append(f"Error adding `{pair}` to blacklist: `{error['error_msg']}`") errmsgs.append(f"Error adding `{pair}` to blacklist: `{error['error_msg']}`")
if errmsgs: if errmsgs:
self._send_msg('\n'.join(errmsgs)) self._send_msg('\n'.join(errmsgs))
message = f"Blacklist contains {blacklist['length']} pairs\n" message = f"Blacklist contains {blacklist['length']} pairs\n"
message += f"`{', '.join(blacklist['blacklist'])}`" message += f"`{', '.join(blacklist['blacklist'])}`"
logger.debug(message) logger.debug(message)
self._send_msg(message) self._send_msg(message)
except RPCException as e:
self._send_msg(str(e)) @authorized_only
def _blacklist_delete(self, update: Update, context: CallbackContext) -> None:
"""
Handler for /bl_delete
Deletes pair(s) from current blacklist
"""
self.send_blacklist_msg(self._rpc._rpc_blacklist_delete(context.args or []))
@authorized_only @authorized_only
def _logs(self, update: Update, context: CallbackContext) -> None: def _logs(self, update: Update, context: CallbackContext) -> None:
@ -1258,6 +1266,8 @@ class Telegram(RPCHandler):
"*/whitelist:* `Show current whitelist` \n" "*/whitelist:* `Show current whitelist` \n"
"*/blacklist [pair]:* `Show current blacklist, or adds one or more pairs " "*/blacklist [pair]:* `Show current blacklist, or adds one or more pairs "
"to the blacklist.` \n" "to the blacklist.` \n"
"*/blacklist_delete [pairs]| /bl_delete [pairs]:* "
"`Delete pair / pattern from blacklist. Will reset on reload_conf.` \n"
"*/reload_config:* `Reload configuration file` \n" "*/reload_config:* `Reload configuration file` \n"
"*/unlock <pair|id>:* `Unlock this Pair (or this lock id if it's numeric)`\n" "*/unlock <pair|id>:* `Unlock this Pair (or this lock id if it's numeric)`\n"
@ -1305,7 +1315,12 @@ class Telegram(RPCHandler):
:param update: message update :param update: message update
:return: None :return: None
""" """
self._send_msg('*Version:* `{}`'.format(__version__)) strategy_version = self._rpc._freqtrade.strategy.version()
version_string = f'*Version:* `{__version__}`'
if strategy_version is not None:
version_string += f', *Strategy version: * `{strategy_version}`'
self._send_msg(version_string)
@authorized_only @authorized_only
def _show_config(self, update: Update, context: CallbackContext) -> None: def _show_config(self, update: Update, context: CallbackContext) -> None:

View File

@ -2,6 +2,7 @@
This module manages webhook communication This module manages webhook communication
""" """
import logging import logging
import time
from typing import Any, Dict from typing import Any, Dict
from requests import RequestException, post from requests import RequestException, post
@ -28,12 +29,9 @@ class Webhook(RPCHandler):
super().__init__(rpc, config) super().__init__(rpc, config)
self._url = self._config['webhook']['url'] self._url = self._config['webhook']['url']
self._format = self._config['webhook'].get('format', 'form') self._format = self._config['webhook'].get('format', 'form')
self._retries = self._config['webhook'].get('retries', 0)
if self._format != 'form' and self._format != 'json': self._retry_delay = self._config['webhook'].get('retry_delay', 0.1)
raise NotImplementedError('Unknown webhook format `{}`, possible values are '
'`form` (default) and `json`'.format(self._format))
def cleanup(self) -> None: def cleanup(self) -> None:
""" """
@ -77,13 +75,30 @@ class Webhook(RPCHandler):
def _send_msg(self, payload: dict) -> None: def _send_msg(self, payload: dict) -> None:
"""do the actual call to the webhook""" """do the actual call to the webhook"""
try: success = False
if self._format == 'form': attempts = 0
post(self._url, data=payload) while not success and attempts <= self._retries:
elif self._format == 'json': if attempts:
post(self._url, json=payload) if self._retry_delay:
else: time.sleep(self._retry_delay)
raise NotImplementedError('Unknown format: {}'.format(self._format)) logger.info("Retrying webhook...")
except RequestException as exc: attempts += 1
logger.warning("Could not call webhook url. Exception: %s", exc)
try:
if self._format == 'form':
response = post(self._url, data=payload)
elif self._format == 'json':
response = post(self._url, json=payload)
elif self._format == 'raw':
response = post(self._url, data=payload['data'],
headers={'Content-Type': 'text/plain'})
else:
raise NotImplementedError('Unknown format: {}'.format(self._format))
# Throw a RequestException if the post was not successful
response.raise_for_status()
success = True
except RequestException as exc:
logger.warning("Could not call webhook url. Exception: %s", exc)

View File

@ -394,6 +394,12 @@ class IStrategy(ABC, HyperStrategyMixin):
""" """
return [] return []
def version(self) -> Optional[str]:
"""
Returns version of the strategy.
"""
return None
### ###
# END - Intended to be overridden by strategy # END - Intended to be overridden by strategy
### ###
@ -697,23 +703,21 @@ class IStrategy(ABC, HyperStrategyMixin):
custom_reason = custom_reason[:CUSTOM_SELL_MAX_LENGTH] custom_reason = custom_reason[:CUSTOM_SELL_MAX_LENGTH]
else: else:
custom_reason = None custom_reason = None
# TODO: return here if sell-signal should be favored over ROI if sell_signal in (SellType.CUSTOM_SELL, SellType.SELL_SIGNAL):
logger.debug(f"{trade.pair} - Sell signal received. "
f"sell_type=SellType.{sell_signal.name}" +
(f", custom_reason={custom_reason}" if custom_reason else ""))
return SellCheckTuple(sell_type=sell_signal, sell_reason=custom_reason)
# Start evaluations # Start evaluations
# Sequence: # Sequence:
# ROI (if not stoploss)
# Sell-signal # Sell-signal
# ROI (if not stoploss)
# Stoploss # Stoploss
if roi_reached and stoplossflag.sell_type != SellType.STOP_LOSS: if roi_reached and stoplossflag.sell_type != SellType.STOP_LOSS:
logger.debug(f"{trade.pair} - Required profit reached. sell_type=SellType.ROI") logger.debug(f"{trade.pair} - Required profit reached. sell_type=SellType.ROI")
return SellCheckTuple(sell_type=SellType.ROI) return SellCheckTuple(sell_type=SellType.ROI)
if sell_signal != SellType.NONE:
logger.debug(f"{trade.pair} - Sell signal received. "
f"sell_type=SellType.{sell_signal.name}" +
(f", custom_reason={custom_reason}" if custom_reason else ""))
return SellCheckTuple(sell_type=sell_signal, sell_reason=custom_reason)
if stoplossflag.sell_flag: if stoplossflag.sell_flag:
logger.debug(f"{trade.pair} - Stoploss hit. sell_type={stoplossflag.sell_type}") logger.debug(f"{trade.pair} - Stoploss hit. sell_type={stoplossflag.sell_type}")

View File

@ -260,8 +260,8 @@ class Wallets:
if self._log: if self._log:
logger.info( logger.info(
f"Adjusted stake amount for pair {pair} is more than 30% bigger than " f"Adjusted stake amount for pair {pair} is more than 30% bigger than "
f"the desired stake ({stake_amount} * 1.3 > {max_stake_amount}), " f"the desired stake amount of ({stake_amount:.8f} * 1.3 = "
f"ignoring trade." f"{stake_amount * 1.3:.8f}) < {min_stake_amount}), ignoring trade."
) )
return 0 return 0
stake_amount = min_stake_amount stake_amount = min_stake_amount

View File

@ -85,9 +85,12 @@ class Worker:
# Log state transition # Log state transition
if state != old_state: if state != old_state:
self.freqtrade.notify_status(f'{state.name.lower()}')
logger.info(f"Changing state to: {state.name}") if old_state != State.RELOAD_CONFIG:
self.freqtrade.notify_status(f'{state.name.lower()}')
logger.info(
f"Changing state{f' from {old_state.name}' if old_state else ''} to: {state.name}")
if state == State.RUNNING: if state == State.RUNNING:
self.freqtrade.startup() self.freqtrade.startup()
@ -113,8 +116,12 @@ class Worker:
if self._heartbeat_interval: if self._heartbeat_interval:
now = time.time() now = time.time()
if (now - self._heartbeat_msg) > self._heartbeat_interval: if (now - self._heartbeat_msg) > self._heartbeat_interval:
version = __version__
strategy_version = self.freqtrade.strategy.version()
if (strategy_version is not None):
version += ', strategy_version: ' + strategy_version
logger.info(f"Bot heartbeat. PID={getpid()}, " logger.info(f"Bot heartbeat. PID={getpid()}, "
f"version='{__version__}', state='{state.name}'") f"version='{version}', state='{state.name}'")
self._heartbeat_msg = now self._heartbeat_msg = now
return state return state

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@ -81,8 +81,10 @@ markdown_extensions:
- pymdownx.snippets: - pymdownx.snippets:
base_path: docs base_path: docs
check_paths: true check_paths: true
- pymdownx.tabbed
- pymdownx.superfences - pymdownx.superfences
- pymdownx.tabbed:
alternate_style: true
- pymdownx.tasklist: - pymdownx.tasklist:
custom_checkbox: true custom_checkbox: true
- pymdownx.tilde
- mdx_truly_sane_lists - mdx_truly_sane_lists

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@ -23,6 +23,7 @@ exclude = '''
line_length = 100 line_length = 100
multi_line_output=0 multi_line_output=0
lines_after_imports=2 lines_after_imports=2
skip_glob = ["**/.env*", "**/env/*", "**/.venv/*", "**/docs/*"]
[build-system] [build-system]
requires = ["setuptools >= 46.4.0", "wheel"] requires = ["setuptools >= 46.4.0", "wheel"]

View File

@ -6,7 +6,7 @@
coveralls==3.3.1 coveralls==3.3.1
flake8==4.0.1 flake8==4.0.1
flake8-tidy-imports==4.5.0 flake8-tidy-imports==4.5.0
mypy==0.910 mypy==0.930
pytest==6.2.5 pytest==6.2.5
pytest-asyncio==0.16.0 pytest-asyncio==0.16.0
pytest-cov==3.0.0 pytest-cov==3.0.0
@ -14,16 +14,16 @@ pytest-mock==3.6.1
pytest-random-order==1.0.4 pytest-random-order==1.0.4
isort==5.10.1 isort==5.10.1
# For datetime mocking # For datetime mocking
time-machine==2.4.0 time-machine==2.5.0
# Convert jupyter notebooks to markdown documents # Convert jupyter notebooks to markdown documents
nbconvert==6.3.0 nbconvert==6.3.0
# mypy types # mypy types
types-cachetools==4.2.5 types-cachetools==4.2.7
types-filelock==3.2.1 types-filelock==3.2.1
types-requests==2.26.0 types-requests==2.26.3
types-tabulate==0.8.3 types-tabulate==0.8.4
# Extensions to datetime library # Extensions to datetime library
types-python-dateutil==2.8.2 types-python-dateutil==2.8.4

View File

@ -2,10 +2,9 @@
-r requirements.txt -r requirements.txt
# Required for hyperopt # Required for hyperopt
scipy==1.7.2 scipy==1.7.3
scikit-learn==1.0.1 scikit-learn==1.0.2
scikit-optimize==0.9.0 scikit-optimize==0.9.0
filelock==3.4.0 filelock==3.4.2
joblib==1.1.0 joblib==1.1.0
psutil==5.8.0
progressbar2==3.55.0 progressbar2==3.55.0

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@ -1,5 +1,5 @@
# Include all requirements to run the bot. # Include all requirements to run the bot.
-r requirements.txt -r requirements.txt
plotly==5.4.0 plotly==5.5.0

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@ -1,24 +1,25 @@
numpy==1.21.4 numpy==1.21.5; python_version <= '3.7'
pandas==1.3.4 numpy==1.22.0; python_version > '3.7'
pandas==1.3.5
pandas-ta==0.3.14b pandas-ta==0.3.14b
ccxt==1.61.92 ccxt==1.66.20
# Pin cryptography for now due to rust build errors with piwheels # Pin cryptography for now due to rust build errors with piwheels
cryptography==36.0.0 cryptography==36.0.1
aiohttp==3.8.1 aiohttp==3.8.1
SQLAlchemy==1.4.27 SQLAlchemy==1.4.29
python-telegram-bot==13.8.1 python-telegram-bot==13.9
arrow==1.2.1 arrow==1.2.1
cachetools==4.2.2 cachetools==4.2.2
requests==2.26.0 requests==2.26.0
urllib3==1.26.7 urllib3==1.26.7
jsonschema==4.2.1 jsonschema==4.3.3
TA-Lib==0.4.21 TA-Lib==0.4.23
technical==1.3.0 technical==1.3.0
tabulate==0.8.9 tabulate==0.8.9
pycoingecko==2.2.0 pycoingecko==2.2.0
jinja2==3.0.3 jinja2==3.0.3
tables==3.6.1 tables==3.7.0
blosc==1.10.6 blosc==1.10.6
# find first, C search in arrays # find first, C search in arrays
@ -31,16 +32,16 @@ python-rapidjson==1.5
sdnotify==0.3.2 sdnotify==0.3.2
# API Server # API Server
fastapi==0.70.0 fastapi==0.70.1
uvicorn==0.15.0 uvicorn==0.16.0
pyjwt==2.3.0 pyjwt==2.3.0
aiofiles==0.7.0 aiofiles==0.8.0
psutil==5.8.0 psutil==5.9.0
# Support for colorized terminal output # Support for colorized terminal output
colorama==0.4.4 colorama==0.4.4
# Building config files interactively # Building config files interactively
questionary==1.10.0 questionary==1.10.0
prompt-toolkit==3.0.22 prompt-toolkit==3.0.24
# Extensions to datetime library # Extensions to datetime library
python-dateutil==2.8.2 python-dateutil==2.8.2

View File

@ -17,6 +17,7 @@ classifiers =
Programming Language :: Python :: 3.7 Programming Language :: Python :: 3.7
Programming Language :: Python :: 3.8 Programming Language :: Python :: 3.8
Programming Language :: Python :: 3.9 Programming Language :: Python :: 3.9
Programming Language :: Python :: 3.10
Operating System :: MacOS Operating System :: MacOS
Operating System :: Unix Operating System :: Unix
Topic :: Office/Business :: Financial :: Investment Topic :: Office/Business :: Financial :: Investment

View File

@ -25,7 +25,7 @@ function check_installed_python() {
exit 2 exit 2
fi fi
for v in 9 8 7 for v in 9 10 8 7
do do
PYTHON="python3.${v}" PYTHON="python3.${v}"
which $PYTHON which $PYTHON
@ -36,7 +36,7 @@ function check_installed_python() {
fi fi
done done
echo "No usable python found. Please make sure to have python3.7 or newer installed" echo "No usable python found. Please make sure to have python3.7 or newer installed."
exit 1 exit 1
} }
@ -219,7 +219,7 @@ function install() {
install_redhat install_redhat
else else
echo "This script does not support your OS." echo "This script does not support your OS."
echo "If you have Python version 3.7 - 3.9, pip, virtualenv, ta-lib you can continue." echo "If you have Python version 3.7 - 3.10, pip, virtualenv, ta-lib you can continue."
echo "Wait 10 seconds to continue the next install steps or use ctrl+c to interrupt this shell." echo "Wait 10 seconds to continue the next install steps or use ctrl+c to interrupt this shell."
sleep 10 sleep 10
fi fi

View File

@ -4,7 +4,6 @@ import logging
import re import re
from copy import deepcopy from copy import deepcopy
from datetime import datetime, timedelta from datetime import datetime, timedelta
from functools import reduce
from pathlib import Path from pathlib import Path
from unittest.mock import MagicMock, Mock, PropertyMock from unittest.mock import MagicMock, Mock, PropertyMock
@ -50,17 +49,23 @@ def pytest_configure(config):
def log_has(line, logs): def log_has(line, logs):
# caplog mocker returns log as a tuple: ('freqtrade.something', logging.WARNING, 'foobar') """Check if line is found on some caplog's message."""
# and we want to match line against foobar in the tuple return any(line == message for message in logs.messages)
return reduce(lambda a, b: a or b,
filter(lambda x: x[2] == line, logs.record_tuples),
False)
def log_has_re(line, logs): def log_has_re(line, logs):
return reduce(lambda a, b: a or b, """Check if line matches some caplog's message."""
filter(lambda x: re.match(line, x[2]), logs.record_tuples), return any(re.match(line, message) for message in logs.messages)
False)
def num_log_has(line, logs):
"""Check how many times line is found in caplog's messages."""
return sum(line == message for message in logs.messages)
def num_log_has_re(line, logs):
"""Check how many times line matches caplog's messages."""
return sum(bool(re.match(line, message)) for message in logs.messages)
def get_args(args): def get_args(args):

View File

@ -11,10 +11,10 @@ from freqtrade.constants import LAST_BT_RESULT_FN
from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, BT_DATA_COLUMNS_MID, BT_DATA_COLUMNS_OLD, from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, BT_DATA_COLUMNS_MID, BT_DATA_COLUMNS_OLD,
analyze_trade_parallelism, calculate_csum, analyze_trade_parallelism, calculate_csum,
calculate_market_change, calculate_max_drawdown, calculate_market_change, calculate_max_drawdown,
combine_dataframes_with_mean, create_cum_profit, calculate_underwater, combine_dataframes_with_mean,
extract_trades_of_period, get_latest_backtest_filename, create_cum_profit, extract_trades_of_period,
get_latest_hyperopt_file, load_backtest_data, load_trades, get_latest_backtest_filename, get_latest_hyperopt_file,
load_trades_from_db) load_backtest_data, load_trades, load_trades_from_db)
from freqtrade.data.history import load_data, load_pair_history from freqtrade.data.history import load_data, load_pair_history
from tests.conftest import create_mock_trades from tests.conftest import create_mock_trades
from tests.conftest_trades import MOCK_TRADE_COUNT from tests.conftest_trades import MOCK_TRADE_COUNT
@ -234,6 +234,13 @@ def test_combine_dataframes_with_mean(testdatadir):
assert "mean" in df.columns assert "mean" in df.columns
def test_combine_dataframes_with_mean_no_data(testdatadir):
pairs = ["ETH/BTC", "ADA/BTC"]
data = load_data(datadir=testdatadir, pairs=pairs, timeframe='6m')
with pytest.raises(ValueError, match=r"No objects to concatenate"):
combine_dataframes_with_mean(data)
def test_create_cum_profit(testdatadir): def test_create_cum_profit(testdatadir):
filename = testdatadir / "backtest-result_test.json" filename = testdatadir / "backtest-result_test.json"
bt_data = load_backtest_data(filename) bt_data = load_backtest_data(filename)
@ -284,9 +291,16 @@ def test_calculate_max_drawdown(testdatadir):
assert isinstance(lval, float) assert isinstance(lval, float)
assert hdate == Timestamp('2018-01-24 14:25:00', tz='UTC') assert hdate == Timestamp('2018-01-24 14:25:00', tz='UTC')
assert lowdate == Timestamp('2018-01-30 04:45:00', tz='UTC') assert lowdate == Timestamp('2018-01-30 04:45:00', tz='UTC')
underwater = calculate_underwater(bt_data)
assert isinstance(underwater, DataFrame)
with pytest.raises(ValueError, match='Trade dataframe empty.'): with pytest.raises(ValueError, match='Trade dataframe empty.'):
drawdown, hdate, lowdate, hval, lval = calculate_max_drawdown(DataFrame()) drawdown, hdate, lowdate, hval, lval = calculate_max_drawdown(DataFrame())
with pytest.raises(ValueError, match='Trade dataframe empty.'):
calculate_underwater(DataFrame())
def test_calculate_csum(testdatadir): def test_calculate_csum(testdatadir):
filename = testdatadir / "backtest-result_test.json" filename = testdatadir / "backtest-result_test.json"

View File

@ -311,7 +311,7 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
assert td != len(data['UNITTEST/BTC']) assert td != len(data['UNITTEST/BTC'])
start_real = data['UNITTEST/BTC'].iloc[0, 0] start_real = data['UNITTEST/BTC'].iloc[0, 0]
assert log_has(f'Missing data at start for pair ' assert log_has(f'Missing data at start for pair '
f'UNITTEST/BTC, data starts at {start_real.strftime("%Y-%m-%d %H:%M:%S")}', f'UNITTEST/BTC at 5m, data starts at {start_real.strftime("%Y-%m-%d %H:%M:%S")}',
caplog) caplog)
# Make sure we start fresh - test missing data at end # Make sure we start fresh - test missing data at end
caplog.clear() caplog.clear()
@ -326,7 +326,7 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
# Shift endtime with +5 - as last candle is dropped (partial candle) # Shift endtime with +5 - as last candle is dropped (partial candle)
end_real = arrow.get(data['UNITTEST/BTC'].iloc[-1, 0]).shift(minutes=5) end_real = arrow.get(data['UNITTEST/BTC'].iloc[-1, 0]).shift(minutes=5)
assert log_has(f'Missing data at end for pair ' assert log_has(f'Missing data at end for pair '
f'UNITTEST/BTC, data ends at {end_real.strftime("%Y-%m-%d %H:%M:%S")}', f'UNITTEST/BTC at 5m, data ends at {end_real.strftime("%Y-%m-%d %H:%M:%S")}',
caplog) caplog)

View File

@ -0,0 +1,47 @@
from datetime import datetime
from unittest.mock import MagicMock
from tests.conftest import get_patched_exchange
def test_get_trades_for_order(default_conf, mocker):
exchange_name = 'bitpanda'
order_id = 'ABCD-ABCD'
since = datetime(2018, 5, 5, 0, 0, 0)
default_conf["dry_run"] = False
mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True)
api_mock = MagicMock()
api_mock.fetch_my_trades = MagicMock(return_value=[{'id': 'TTR67E-3PFBD-76IISV',
'order': 'ABCD-ABCD',
'info': {'pair': 'XLTCZBTC',
'time': 1519860024.4388,
'type': 'buy',
'ordertype': 'limit',
'price': '20.00000',
'cost': '38.62000',
'fee': '0.06179',
'vol': '5',
'id': 'ABCD-ABCD'},
'timestamp': 1519860024438,
'datetime': '2018-02-28T23:20:24.438Z',
'symbol': 'LTC/BTC',
'type': 'limit',
'side': 'buy',
'price': 165.0,
'amount': 0.2340606,
'fee': {'cost': 0.06179, 'currency': 'BTC'}
}])
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
orders = exchange.get_trades_for_order(order_id, 'LTC/BTC', since)
assert len(orders) == 1
assert orders[0]['price'] == 165
assert api_mock.fetch_my_trades.call_count == 1
# since argument should be
assert isinstance(api_mock.fetch_my_trades.call_args[0][1], int)
assert api_mock.fetch_my_trades.call_args[0][0] == 'LTC/BTC'
# Same test twice, hardcoded number and doing the same calculation
assert api_mock.fetch_my_trades.call_args[0][1] == 1525478395000
# bitpanda requires "to" argument.
assert 'to' in api_mock.fetch_my_trades.call_args[1]['params']

View File

@ -20,7 +20,7 @@ from freqtrade.exchange.exchange import (market_is_active, timeframe_to_minutes,
timeframe_to_next_date, timeframe_to_prev_date, timeframe_to_next_date, timeframe_to_prev_date,
timeframe_to_seconds) timeframe_to_seconds)
from freqtrade.resolvers.exchange_resolver import ExchangeResolver from freqtrade.resolvers.exchange_resolver import ExchangeResolver
from tests.conftest import get_mock_coro, get_patched_exchange, log_has, log_has_re from tests.conftest import get_mock_coro, get_patched_exchange, log_has, log_has_re, num_log_has_re
# Make sure to always keep one exchange here which is NOT subclassed!! # Make sure to always keep one exchange here which is NOT subclassed!!
@ -1026,6 +1026,12 @@ def test_create_dry_run_order_limit_fill(default_conf, mocker, side, startprice,
assert order_closed['status'] == 'closed' assert order_closed['status'] == 'closed'
assert order['fee'] assert order['fee']
# Empty orderbook test
mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book',
return_value={'asks': [], 'bids': []})
exchange._dry_run_open_orders[order['id']]['status'] = 'open'
order_closed = exchange.fetch_dry_run_order(order['id'])
@pytest.mark.parametrize("side,rate,amount,endprice", [ @pytest.mark.parametrize("side,rate,amount,endprice", [
# spread is 25.263-25.266 # spread is 25.263-25.266
@ -1734,6 +1740,44 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
(arrow.utcnow().int_timestamp - 2000) * 1000) (arrow.utcnow().int_timestamp - 2000) * 1000)
@pytest.mark.asyncio
async def test__async_kucoin_get_candle_history(default_conf, mocker, caplog):
caplog.set_level(logging.INFO)
api_mock = MagicMock()
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.DDoSProtection(
"kucoin GET https://openapi-v2.kucoin.com/api/v1/market/candles?"
"symbol=ETH-BTC&type=5min&startAt=1640268735&endAt=1640418735"
"429 Too Many Requests" '{"code":"429000","msg":"Too Many Requests"}'))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kucoin")
msg = "Kucoin 429 error, avoid triggering DDosProtection backoff delay"
assert not num_log_has_re(msg, caplog)
for _ in range(3):
with pytest.raises(DDosProtection, match=r'429 Too Many Requests'):
await exchange._async_get_candle_history(
"ETH/BTC", "5m", (arrow.utcnow().int_timestamp - 2000) * 1000, count=3)
assert num_log_has_re(msg, caplog) == 3
caplog.clear()
# Test regular non-kucoin message
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.DDoSProtection(
"kucoin GET https://openapi-v2.kucoin.com/api/v1/market/candles?"
"symbol=ETH-BTC&type=5min&startAt=1640268735&endAt=1640418735"
"429 Too Many Requests" '{"code":"2222222","msg":"Too Many Requests"}'))
msg = r'_async_get_candle_history\(\) returned exception: .*'
msg2 = r'Applying DDosProtection backoff delay: .*'
with patch('freqtrade.exchange.common.asyncio.sleep', get_mock_coro(None)):
for _ in range(3):
with pytest.raises(DDosProtection, match=r'429 Too Many Requests'):
await exchange._async_get_candle_history(
"ETH/BTC", "5m", (arrow.utcnow().int_timestamp - 2000) * 1000, count=3)
# Expect the "returned exception" message 12 times (4 retries * 3 (loop))
assert num_log_has_re(msg, caplog) == 12
assert num_log_has_re(msg2, caplog) == 9
@pytest.mark.asyncio @pytest.mark.asyncio
async def test__async_get_candle_history_empty(default_conf, mocker, caplog): async def test__async_get_candle_history_empty(default_conf, mocker, caplog):
""" Test empty exchange result """ """ Test empty exchange result """
@ -1777,7 +1821,7 @@ def test_refresh_latest_ohlcv_inv_result(default_conf, mocker, caplog):
assert len(res) == 1 assert len(res) == 1
# Test that each is in list at least once as order is not guaranteed # Test that each is in list at least once as order is not guaranteed
assert log_has("Error loading ETH/BTC. Result was [[]].", caplog) assert log_has("Error loading ETH/BTC. Result was [[]].", caplog)
assert log_has("Async code raised an exception: TypeError", caplog) assert log_has("Async code raised an exception: TypeError()", caplog)
def test_get_next_limit_in_list(): def test_get_next_limit_in_list():
@ -2942,39 +2986,49 @@ def test_extract_cost_curr_rate(mocker, default_conf, order, expected) -> None:
assert ex.extract_cost_curr_rate(order) == expected assert ex.extract_cost_curr_rate(order) == expected
@pytest.mark.parametrize("order,expected", [ @pytest.mark.parametrize("order,unknown_fee_rate,expected", [
# Using base-currency # Using base-currency
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05, ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
'fee': {'currency': 'ETH', 'cost': 0.004, 'rate': None}}, 0.1), 'fee': {'currency': 'ETH', 'cost': 0.004, 'rate': None}}, None, 0.1),
({'symbol': 'ETH/BTC', 'amount': 0.05, 'cost': 0.05, ({'symbol': 'ETH/BTC', 'amount': 0.05, 'cost': 0.05,
'fee': {'currency': 'ETH', 'cost': 0.004, 'rate': None}}, 0.08), 'fee': {'currency': 'ETH', 'cost': 0.004, 'rate': None}}, None, 0.08),
# Using quote currency # Using quote currency
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05, ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
'fee': {'currency': 'BTC', 'cost': 0.005}}, 0.1), 'fee': {'currency': 'BTC', 'cost': 0.005}}, None, 0.1),
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05, ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
'fee': {'currency': 'BTC', 'cost': 0.002, 'rate': None}}, 0.04), 'fee': {'currency': 'BTC', 'cost': 0.002, 'rate': None}}, None, 0.04),
# Using foreign currency # Using foreign currency
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05, ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
'fee': {'currency': 'NEO', 'cost': 0.0012}}, 0.001944), 'fee': {'currency': 'NEO', 'cost': 0.0012}}, None, 0.001944),
({'symbol': 'ETH/BTC', 'amount': 2.21, 'cost': 0.02992561, ({'symbol': 'ETH/BTC', 'amount': 2.21, 'cost': 0.02992561,
'fee': {'currency': 'NEO', 'cost': 0.00027452}}, 0.00074305), 'fee': {'currency': 'NEO', 'cost': 0.00027452}}, None, 0.00074305),
# Rate included in return - return as is # Rate included in return - return as is
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05, ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.01}}, 0.01), 'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.01}}, None, 0.01),
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05, ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.005}}, 0.005), 'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.005}}, None, 0.005),
# 0.1% filled - no costs (kraken - #3431) # 0.1% filled - no costs (kraken - #3431)
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.0, ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.0,
'fee': {'currency': 'BTC', 'cost': 0.0, 'rate': None}}, None), 'fee': {'currency': 'BTC', 'cost': 0.0, 'rate': None}}, None, None),
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.0, ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.0,
'fee': {'currency': 'ETH', 'cost': 0.0, 'rate': None}}, 0.0), 'fee': {'currency': 'ETH', 'cost': 0.0, 'rate': None}}, None, 0.0),
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.0, ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.0,
'fee': {'currency': 'NEO', 'cost': 0.0, 'rate': None}}, None), 'fee': {'currency': 'NEO', 'cost': 0.0, 'rate': None}}, None, None),
# Invalid pair combination - POINT/BTC is not a pair
({'symbol': 'POINT/BTC', 'amount': 0.04, 'cost': 0.5,
'fee': {'currency': 'POINT', 'cost': 2.0, 'rate': None}}, None, None),
({'symbol': 'POINT/BTC', 'amount': 0.04, 'cost': 0.5,
'fee': {'currency': 'POINT', 'cost': 2.0, 'rate': None}}, 1, 4.0),
({'symbol': 'POINT/BTC', 'amount': 0.04, 'cost': 0.5,
'fee': {'currency': 'POINT', 'cost': 2.0, 'rate': None}}, 2, 8.0),
]) ])
def test_calculate_fee_rate(mocker, default_conf, order, expected) -> None: def test_calculate_fee_rate(mocker, default_conf, order, expected, unknown_fee_rate) -> None:
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'last': 0.081}) mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'last': 0.081})
if unknown_fee_rate:
default_conf['exchange']['unknown_fee_rate'] = unknown_fee_rate
ex = get_patched_exchange(mocker, default_conf) ex = get_patched_exchange(mocker, default_conf)
assert ex.calculate_fee_rate(order) == expected assert ex.calculate_fee_rate(order) == expected

View File

@ -426,8 +426,6 @@ tc26 = BTContainer(data=[
# Test 27: Sell with signal sell in candle 3 (ROI at signal candle) # Test 27: Sell with signal sell in candle 3 (ROI at signal candle)
# Stoploss at 10% (irrelevant), ROI at 5% (will trigger) - Wins over Sell-signal # Stoploss at 10% (irrelevant), ROI at 5% (will trigger) - Wins over Sell-signal
# TODO: figure out if sell-signal should win over ROI
# Sell-signal wins over stoploss
tc27 = BTContainer(data=[ tc27 = BTContainer(data=[
# D O H L C V B S # D O H L C V B S
[0, 5000, 5025, 4975, 4987, 6172, 1, 0], [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
@ -436,8 +434,8 @@ tc27 = BTContainer(data=[
[3, 5010, 5012, 4986, 5010, 6172, 0, 1], # sell-signal [3, 5010, 5012, 4986, 5010, 6172, 0, 1], # sell-signal
[4, 5010, 5251, 4855, 4995, 6172, 0, 0], # Triggers ROI, sell-signal acted on [4, 5010, 5251, 4855, 4995, 6172, 0, 0], # Triggers ROI, sell-signal acted on
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]], [5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_sell_signal=True, stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.002, use_sell_signal=True,
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=4)] trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
) )
# Test 28: trailing_stop should raise so candle 3 causes a stoploss # Test 28: trailing_stop should raise so candle 3 causes a stoploss

View File

@ -1,6 +1,7 @@
# pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, unused-argument # pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, unused-argument
import random import random
from copy import deepcopy
from datetime import datetime, timedelta, timezone from datetime import datetime, timedelta, timezone
from pathlib import Path from pathlib import Path
from unittest.mock import MagicMock, PropertyMock from unittest.mock import MagicMock, PropertyMock
@ -648,7 +649,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
processed = backtesting.strategy.advise_all_indicators(data) processed = backtesting.strategy.advise_all_indicators(data)
min_date, max_date = get_timerange(processed) min_date, max_date = get_timerange(processed)
result = backtesting.backtest( result = backtesting.backtest(
processed=processed, processed=deepcopy(processed),
start_date=min_date, start_date=min_date,
end_date=max_date, end_date=max_date,
max_open_trades=10, max_open_trades=10,
@ -887,7 +888,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
processed = backtesting.strategy.advise_all_indicators(data) processed = backtesting.strategy.advise_all_indicators(data)
min_date, max_date = get_timerange(processed) min_date, max_date = get_timerange(processed)
backtest_conf = { backtest_conf = {
'processed': processed, 'processed': deepcopy(processed),
'start_date': min_date, 'start_date': min_date,
'end_date': max_date, 'end_date': max_date,
'max_open_trades': 3, 'max_open_trades': 3,
@ -909,7 +910,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
'NXT/BTC', '5m')[0]) == len(data['NXT/BTC']) - 1 - backtesting.strategy.startup_candle_count 'NXT/BTC', '5m')[0]) == len(data['NXT/BTC']) - 1 - backtesting.strategy.startup_candle_count
backtest_conf = { backtest_conf = {
'processed': processed, 'processed': deepcopy(processed),
'start_date': min_date, 'start_date': min_date,
'end_date': max_date, 'end_date': max_date,
'max_open_trades': 1, 'max_open_trades': 1,

View File

@ -169,6 +169,7 @@ def test_start_no_hyperopt_allowed(mocker, hyperopt_conf, caplog) -> None:
def test_start_no_data(mocker, hyperopt_conf) -> None: def test_start_no_data(mocker, hyperopt_conf) -> None:
hyperopt_conf['user_data_dir'] = Path("tests")
patched_configuration_load_config_file(mocker, hyperopt_conf) patched_configuration_load_config_file(mocker, hyperopt_conf)
mocker.patch('freqtrade.data.history.load_pair_history', MagicMock(return_value=pd.DataFrame)) mocker.patch('freqtrade.data.history.load_pair_history', MagicMock(return_value=pd.DataFrame))
mocker.patch( mocker.patch(
@ -189,6 +190,12 @@ def test_start_no_data(mocker, hyperopt_conf) -> None:
with pytest.raises(OperationalException, match='No data found. Terminating.'): with pytest.raises(OperationalException, match='No data found. Terminating.'):
start_hyperopt(pargs) start_hyperopt(pargs)
# Cleanup since that failed hyperopt start leaves a lockfile.
try:
Path(Hyperopt.get_lock_filename(hyperopt_conf)).unlink()
except Exception:
pass
def test_start_filelock(mocker, hyperopt_conf, caplog) -> None: def test_start_filelock(mocker, hyperopt_conf, caplog) -> None:
hyperopt_mock = MagicMock(side_effect=Timeout(Hyperopt.get_lock_filename(hyperopt_conf))) hyperopt_mock = MagicMock(side_effect=Timeout(Hyperopt.get_lock_filename(hyperopt_conf)))

View File

@ -1,5 +1,6 @@
# pragma pylint: disable=missing-docstring,C0103,protected-access # pragma pylint: disable=missing-docstring,C0103,protected-access
import logging
import time import time
from unittest.mock import MagicMock, PropertyMock from unittest.mock import MagicMock, PropertyMock
@ -7,13 +8,14 @@ import pytest
import time_machine import time_machine
from freqtrade.constants import AVAILABLE_PAIRLISTS from freqtrade.constants import AVAILABLE_PAIRLISTS
from freqtrade.enums import RunMode
from freqtrade.exceptions import OperationalException from freqtrade.exceptions import OperationalException
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
from freqtrade.plugins.pairlistmanager import PairListManager from freqtrade.plugins.pairlistmanager import PairListManager
from freqtrade.resolvers import PairListResolver from freqtrade.resolvers import PairListResolver
from tests.conftest import (create_mock_trades, get_patched_exchange, get_patched_freqtradebot, from tests.conftest import (create_mock_trades, get_patched_exchange, get_patched_freqtradebot,
log_has, log_has_re) log_has, log_has_re, num_log_has)
@pytest.fixture(scope="function") @pytest.fixture(scope="function")
@ -216,6 +218,34 @@ def test_invalid_blacklist(mocker, markets, static_pl_conf, caplog):
log_has_re(r"Pair blacklist contains an invalid Wildcard.*", caplog) log_has_re(r"Pair blacklist contains an invalid Wildcard.*", caplog)
def test_remove_logs_for_pairs_already_in_blacklist(mocker, markets, static_pl_conf, caplog):
logger = logging.getLogger(__name__)
freqtrade = get_patched_freqtradebot(mocker, static_pl_conf)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
exchange_has=MagicMock(return_value=True),
markets=PropertyMock(return_value=markets),
)
freqtrade.pairlists.refresh_pairlist()
whitelist = ['ETH/BTC', 'TKN/BTC']
caplog.clear()
caplog.set_level(logging.INFO)
# Ensure all except those in whitelist are removed.
assert set(whitelist) == set(freqtrade.pairlists.whitelist)
assert static_pl_conf['exchange']['pair_blacklist'] == freqtrade.pairlists.blacklist
# Ensure that log message wasn't generated.
assert not log_has('Pair BLK/BTC in your blacklist. Removing it from whitelist...', caplog)
for _ in range(3):
new_whitelist = freqtrade.pairlists.verify_blacklist(
whitelist + ['BLK/BTC'], logger.warning)
# Ensure that the pair is removed from the white list, and properly logged.
assert set(whitelist) == set(new_whitelist)
assert num_log_has('Pair BLK/BTC in your blacklist. Removing it from whitelist...',
caplog) == 1
def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_conf): def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_conf):
mocker.patch.multiple( mocker.patch.multiple(
@ -657,6 +687,22 @@ def test_PerformanceFilter_error(mocker, whitelist_conf, caplog) -> None:
assert log_has("PerformanceFilter is not available in this mode.", caplog) assert log_has("PerformanceFilter is not available in this mode.", caplog)
def test_ShuffleFilter_init(mocker, whitelist_conf, caplog) -> None:
whitelist_conf['pairlists'] = [
{"method": "StaticPairList"},
{"method": "ShuffleFilter", "seed": 42}
]
exchange = get_patched_exchange(mocker, whitelist_conf)
PairListManager(exchange, whitelist_conf)
assert log_has("Backtesting mode detected, applying seed value: 42", caplog)
caplog.clear()
whitelist_conf['runmode'] = RunMode.DRY_RUN
PairListManager(exchange, whitelist_conf)
assert not log_has("Backtesting mode detected, applying seed value: 42", caplog)
assert log_has("Live mode detected, not applying seed.", caplog)
@pytest.mark.usefixtures("init_persistence") @pytest.mark.usefixtures("init_persistence")
def test_PerformanceFilter_lookback(mocker, whitelist_conf, fee, caplog) -> None: def test_PerformanceFilter_lookback(mocker, whitelist_conf, fee, caplog) -> None:
whitelist_conf['exchange']['pair_whitelist'].append('XRP/BTC') whitelist_conf['exchange']['pair_whitelist'].append('XRP/BTC')
@ -1089,33 +1135,34 @@ def test_pairlistmanager_no_pairlist(mocker, whitelist_conf):
# Happy path: Descending order, all values filled # Happy path: Descending order, all values filled
([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}], ([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}],
['ETH/BTC', 'TKN/BTC'], ['ETH/BTC', 'TKN/BTC'],
[{'pair': 'TKN/BTC', 'profit': 5, 'count': 3}, {'pair': 'ETH/BTC', 'profit': 4, 'count': 2}], [{'pair': 'TKN/BTC', 'profit_ratio': 0.05, 'count': 3},
{'pair': 'ETH/BTC', 'profit_ratio': 0.04, 'count': 2}],
['TKN/BTC', 'ETH/BTC']), ['TKN/BTC', 'ETH/BTC']),
# Performance data outside allow list ignored # Performance data outside allow list ignored
([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}], ([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}],
['ETH/BTC', 'TKN/BTC'], ['ETH/BTC', 'TKN/BTC'],
[{'pair': 'OTHER/BTC', 'profit': 5, 'count': 3}, [{'pair': 'OTHER/BTC', 'profit_ratio': 0.05, 'count': 3},
{'pair': 'ETH/BTC', 'profit': 4, 'count': 2}], {'pair': 'ETH/BTC', 'profit_ratio': 0.04, 'count': 2}],
['ETH/BTC', 'TKN/BTC']), ['ETH/BTC', 'TKN/BTC']),
# Partial performance data missing and sorted between positive and negative profit # Partial performance data missing and sorted between positive and negative profit
([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}], ([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}],
['ETH/BTC', 'TKN/BTC', 'LTC/BTC'], ['ETH/BTC', 'TKN/BTC', 'LTC/BTC'],
[{'pair': 'ETH/BTC', 'profit': -5, 'count': 100}, [{'pair': 'ETH/BTC', 'profit_ratio': -0.05, 'count': 100},
{'pair': 'TKN/BTC', 'profit': 4, 'count': 2}], {'pair': 'TKN/BTC', 'profit_ratio': 0.04, 'count': 2}],
['TKN/BTC', 'LTC/BTC', 'ETH/BTC']), ['TKN/BTC', 'LTC/BTC', 'ETH/BTC']),
# Tie in performance data broken by count (ascending) # Tie in performance data broken by count (ascending)
([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}], ([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}],
['ETH/BTC', 'TKN/BTC', 'LTC/BTC'], ['ETH/BTC', 'TKN/BTC', 'LTC/BTC'],
[{'pair': 'LTC/BTC', 'profit': -5.01, 'count': 101}, [{'pair': 'LTC/BTC', 'profit_ratio': -0.0501, 'count': 101},
{'pair': 'TKN/BTC', 'profit': -5.01, 'count': 2}, {'pair': 'TKN/BTC', 'profit_ratio': -0.0501, 'count': 2},
{'pair': 'ETH/BTC', 'profit': -5.01, 'count': 100}], {'pair': 'ETH/BTC', 'profit_ratio': -0.0501, 'count': 100}],
['TKN/BTC', 'ETH/BTC', 'LTC/BTC']), ['TKN/BTC', 'ETH/BTC', 'LTC/BTC']),
# Tie in performance and count, broken by alphabetical sort # Tie in performance and count, broken by alphabetical sort
([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}], ([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}],
['ETH/BTC', 'TKN/BTC', 'LTC/BTC'], ['ETH/BTC', 'TKN/BTC', 'LTC/BTC'],
[{'pair': 'LTC/BTC', 'profit': -5.01, 'count': 1}, [{'pair': 'LTC/BTC', 'profit_ratio': -0.0501, 'count': 1},
{'pair': 'TKN/BTC', 'profit': -5.01, 'count': 1}, {'pair': 'TKN/BTC', 'profit_ratio': -0.0501, 'count': 1},
{'pair': 'ETH/BTC', 'profit': -5.01, 'count': 1}], {'pair': 'ETH/BTC', 'profit_ratio': -0.0501, 'count': 1}],
['ETH/BTC', 'LTC/BTC', 'TKN/BTC']), ['ETH/BTC', 'LTC/BTC', 'TKN/BTC']),
]) ])
def test_performance_filter(mocker, whitelist_conf, pairlists, pair_allowlist, overall_performance, def test_performance_filter(mocker, whitelist_conf, pairlists, pair_allowlist, overall_performance,

View File

@ -424,7 +424,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
assert stats['trade_count'] == 2 assert stats['trade_count'] == 2
assert stats['first_trade_date'] == 'just now' assert stats['first_trade_date'] == 'just now'
assert stats['latest_trade_date'] == 'just now' assert stats['latest_trade_date'] == 'just now'
assert stats['avg_duration'] in ('0:00:00', '0:00:01') assert stats['avg_duration'] in ('0:00:00', '0:00:01', '0:00:02')
assert stats['best_pair'] == 'ETH/BTC' assert stats['best_pair'] == 'ETH/BTC'
assert prec_satoshi(stats['best_rate'], 6.2) assert prec_satoshi(stats['best_rate'], 6.2)
@ -435,7 +435,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
assert stats['trade_count'] == 2 assert stats['trade_count'] == 2
assert stats['first_trade_date'] == 'just now' assert stats['first_trade_date'] == 'just now'
assert stats['latest_trade_date'] == 'just now' assert stats['latest_trade_date'] == 'just now'
assert stats['avg_duration'] in ('0:00:00', '0:00:01') assert stats['avg_duration'] in ('0:00:00', '0:00:01', '0:00:02')
assert stats['best_pair'] == 'ETH/BTC' assert stats['best_pair'] == 'ETH/BTC'
assert prec_satoshi(stats['best_rate'], 6.2) assert prec_satoshi(stats['best_rate'], 6.2)
assert isnan(stats['profit_all_coin']) assert isnan(stats['profit_all_coin'])
@ -1225,6 +1225,16 @@ def test_rpc_blacklist(mocker, default_conf) -> None:
assert 'errors' in ret assert 'errors' in ret
assert isinstance(ret['errors'], dict) assert isinstance(ret['errors'], dict)
ret = rpc._rpc_blacklist_delete(["DOGE/BTC", 'HOT/BTC'])
assert 'StaticPairList' in ret['method']
assert len(ret['blacklist']) == 2
assert ret['blacklist'] == default_conf['exchange']['pair_blacklist']
assert ret['blacklist'] == ['ETH/BTC', 'XRP/.*']
assert ret['blacklist_expanded'] == ['ETH/BTC', 'XRP/BTC', 'XRP/USDT']
assert 'errors' in ret
assert isinstance(ret['errors'], dict)
def test_rpc_edge_disabled(mocker, default_conf) -> None: def test_rpc_edge_disabled(mocker, default_conf) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())

View File

@ -533,6 +533,7 @@ def test_api_show_config(botclient):
assert rc.json()['timeframe_min'] == 5 assert rc.json()['timeframe_min'] == 5
assert rc.json()['state'] == 'running' assert rc.json()['state'] == 'running'
assert rc.json()['bot_name'] == 'freqtrade' assert rc.json()['bot_name'] == 'freqtrade'
assert rc.json()['strategy_version'] is None
assert not rc.json()['trailing_stop'] assert not rc.json()['trailing_stop']
assert 'bid_strategy' in rc.json() assert 'bid_strategy' in rc.json()
assert 'ask_strategy' in rc.json() assert 'ask_strategy' in rc.json()
@ -954,6 +955,38 @@ def test_api_blacklist(botclient, mocker):
"errors": {}, "errors": {},
} }
rc = client_delete(client, f"{BASE_URI}/blacklist?pairs_to_delete=DOGE/BTC")
assert_response(rc)
assert rc.json() == {"blacklist": ["HOT/BTC", "ETH/BTC", "XRP/.*"],
"blacklist_expanded": ["ETH/BTC", "XRP/BTC", "XRP/USDT"],
"length": 3,
"method": ["StaticPairList"],
"errors": {},
}
rc = client_delete(client, f"{BASE_URI}/blacklist?pairs_to_delete=NOTHING/BTC")
assert_response(rc)
assert rc.json() == {"blacklist": ["HOT/BTC", "ETH/BTC", "XRP/.*"],
"blacklist_expanded": ["ETH/BTC", "XRP/BTC", "XRP/USDT"],
"length": 3,
"method": ["StaticPairList"],
"errors": {
"NOTHING/BTC": {
"error_msg": "Pair NOTHING/BTC is not in the current blacklist."
}
},
}
rc = client_delete(
client,
f"{BASE_URI}/blacklist?pairs_to_delete=HOT/BTC&pairs_to_delete=ETH/BTC")
assert_response(rc)
assert rc.json() == {"blacklist": ["XRP/.*"],
"blacklist_expanded": ["XRP/BTC", "XRP/USDT"],
"length": 1,
"method": ["StaticPairList"],
"errors": {},
}
def test_api_whitelist(botclient): def test_api_whitelist(botclient):
ftbot, client = botclient ftbot, client = botclient

View File

@ -98,7 +98,7 @@ def test_telegram_init(default_conf, mocker, caplog) -> None:
"['stats'], ['daily'], ['weekly'], ['monthly'], " "['stats'], ['daily'], ['weekly'], ['monthly'], "
"['count'], ['locks'], ['unlock', 'delete_locks'], " "['count'], ['locks'], ['unlock', 'delete_locks'], "
"['reload_config', 'reload_conf'], ['show_config', 'show_conf'], " "['reload_config', 'reload_conf'], ['show_config', 'show_conf'], "
"['stopbuy'], ['whitelist'], ['blacklist'], " "['stopbuy'], ['whitelist'], ['blacklist'], ['blacklist_delete', 'bl_delete'], "
"['logs'], ['edge'], ['help'], ['version']" "['logs'], ['edge'], ['help'], ['version']"
"]") "]")
@ -584,7 +584,7 @@ def test_monthly_handle(default_conf, update, ticker, limit_buy_order, fee,
assert 'Monthly Profit over the last 2 months</b>:' in msg_mock.call_args_list[0][0][0] assert 'Monthly Profit over the last 2 months</b>:' in msg_mock.call_args_list[0][0][0]
assert 'Month ' in msg_mock.call_args_list[0][0][0] assert 'Month ' in msg_mock.call_args_list[0][0][0]
today = datetime.utcnow().date() today = datetime.utcnow().date()
current_month = f"{today.year}-{today.month} " current_month = f"{today.year}-{today.month:02} "
assert current_month in msg_mock.call_args_list[0][0][0] assert current_month in msg_mock.call_args_list[0][0][0]
assert str(' 0.00006217 BTC') in msg_mock.call_args_list[0][0][0] assert str(' 0.00006217 BTC') in msg_mock.call_args_list[0][0][0]
assert str(' 0.933 USD') in msg_mock.call_args_list[0][0][0] assert str(' 0.933 USD') in msg_mock.call_args_list[0][0][0]
@ -937,7 +937,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
telegram._forcesell(update=update, context=context) telegram._forcesell(update=update, context=context)
assert msg_mock.call_count == 4 assert msg_mock.call_count == 4
last_msg = msg_mock.call_args_list[-1][0][0] last_msg = msg_mock.call_args_list[-2][0][0]
assert { assert {
'type': RPCMessageType.SELL, 'type': RPCMessageType.SELL,
'trade_id': 1, 'trade_id': 1,
@ -952,6 +952,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
'profit_amount': 6.314e-05, 'profit_amount': 6.314e-05,
'profit_ratio': 0.0629778, 'profit_ratio': 0.0629778,
'stake_currency': 'BTC', 'stake_currency': 'BTC',
'base_currency': 'ETH',
'fiat_currency': 'USD', 'fiat_currency': 'USD',
'buy_tag': ANY, 'buy_tag': ANY,
'sell_reason': SellType.FORCE_SELL.value, 'sell_reason': SellType.FORCE_SELL.value,
@ -1001,7 +1002,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
assert msg_mock.call_count == 4 assert msg_mock.call_count == 4
last_msg = msg_mock.call_args_list[-1][0][0] last_msg = msg_mock.call_args_list[-2][0][0]
assert { assert {
'type': RPCMessageType.SELL, 'type': RPCMessageType.SELL,
'trade_id': 1, 'trade_id': 1,
@ -1016,6 +1017,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
'profit_amount': -5.497e-05, 'profit_amount': -5.497e-05,
'profit_ratio': -0.05482878, 'profit_ratio': -0.05482878,
'stake_currency': 'BTC', 'stake_currency': 'BTC',
'base_currency': 'ETH',
'fiat_currency': 'USD', 'fiat_currency': 'USD',
'buy_tag': ANY, 'buy_tag': ANY,
'sell_reason': SellType.FORCE_SELL.value, 'sell_reason': SellType.FORCE_SELL.value,
@ -1055,7 +1057,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
# Called for each trade 2 times # Called for each trade 2 times
assert msg_mock.call_count == 8 assert msg_mock.call_count == 8
msg = msg_mock.call_args_list[1][0][0] msg = msg_mock.call_args_list[0][0][0]
assert { assert {
'type': RPCMessageType.SELL, 'type': RPCMessageType.SELL,
'trade_id': 1, 'trade_id': 1,
@ -1070,6 +1072,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
'profit_amount': -4.09e-06, 'profit_amount': -4.09e-06,
'profit_ratio': -0.00408133, 'profit_ratio': -0.00408133,
'stake_currency': 'BTC', 'stake_currency': 'BTC',
'base_currency': 'ETH',
'fiat_currency': 'USD', 'fiat_currency': 'USD',
'buy_tag': ANY, 'buy_tag': ANY,
'sell_reason': SellType.FORCE_SELL.value, 'sell_reason': SellType.FORCE_SELL.value,
@ -1470,6 +1473,13 @@ def test_blacklist_static(default_conf, update, mocker) -> None:
in msg_mock.call_args_list[0][0][0]) in msg_mock.call_args_list[0][0][0])
assert freqtradebot.pairlists.blacklist == ["DOGE/BTC", "HOT/BTC", "ETH/BTC", "XRP/.*"] assert freqtradebot.pairlists.blacklist == ["DOGE/BTC", "HOT/BTC", "ETH/BTC", "XRP/.*"]
msg_mock.reset_mock()
context.args = ["DOGE/BTC"]
telegram._blacklist_delete(update=update, context=context)
assert msg_mock.call_count == 1
assert ("Blacklist contains 3 pairs\n`HOT/BTC, ETH/BTC, XRP/.*`"
in msg_mock.call_args_list[0][0][0])
def test_telegram_logs(default_conf, update, mocker) -> None: def test_telegram_logs(default_conf, update, mocker) -> None:
mocker.patch.multiple( mocker.patch.multiple(
@ -1597,12 +1607,20 @@ def test_help_handle(default_conf, update, mocker) -> None:
def test_version_handle(default_conf, update, mocker) -> None: def test_version_handle(default_conf, update, mocker) -> None:
telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf) telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
telegram._version(update=update, context=MagicMock()) telegram._version(update=update, context=MagicMock())
assert msg_mock.call_count == 1 assert msg_mock.call_count == 1
assert '*Version:* `{}`'.format(__version__) in msg_mock.call_args_list[0][0][0] assert '*Version:* `{}`'.format(__version__) in msg_mock.call_args_list[0][0][0]
msg_mock.reset_mock()
freqtradebot.strategy.version = lambda: '1.1.1'
telegram._version(update=update, context=MagicMock())
assert msg_mock.call_count == 1
assert '*Version:* `{}`'.format(__version__) in msg_mock.call_args_list[0][0][0]
assert '*Strategy version: * `1.1.1`' in msg_mock.call_args_list[0][0][0]
def test_show_config_handle(default_conf, update, mocker) -> None: def test_show_config_handle(default_conf, update, mocker) -> None:

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@ -292,3 +292,15 @@ def test__send_msg_with_json_format(default_conf, mocker, caplog):
webhook._send_msg(msg) webhook._send_msg(msg)
assert post.call_args[1] == {'json': msg} assert post.call_args[1] == {'json': msg}
def test__send_msg_with_raw_format(default_conf, mocker, caplog):
default_conf["webhook"] = get_webhook_dict()
default_conf["webhook"]["format"] = "raw"
webhook = Webhook(RPC(get_patched_freqtradebot(mocker, default_conf)), default_conf)
msg = {'data': 'Hello'}
post = MagicMock()
mocker.patch("freqtrade.rpc.webhook.post", post)
webhook._send_msg(msg)
assert post.call_args[1] == {'data': msg['data'], 'headers': {'Content-Type': 'text/plain'}}

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@ -1904,7 +1904,7 @@ def test_handle_trade_roi(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_o
# we might just want to check if we are in a sell condition without # we might just want to check if we are in a sell condition without
# executing # executing
# if ROI is reached we must sell # if ROI is reached we must sell
patch_get_signal(freqtrade, value=(False, True, None, None)) patch_get_signal(freqtrade, value=(False, False, None, None))
assert freqtrade.handle_trade(trade) assert freqtrade.handle_trade(trade)
assert log_has("ETH/USDT - Required profit reached. sell_type=SellType.ROI", assert log_has("ETH/USDT - Required profit reached. sell_type=SellType.ROI",
caplog) caplog)
@ -2171,10 +2171,20 @@ def test_check_handle_timedout_sell_usercustom(default_conf_usdt, ticker_usdt, l
assert open_trade.is_open is True assert open_trade.is_open is True
assert freqtrade.strategy.check_sell_timeout.call_count == 1 assert freqtrade.strategy.check_sell_timeout.call_count == 1
# 2nd canceled trade ... # 2nd canceled trade - Fail execute sell
caplog.clear() caplog.clear()
open_trade.open_order_id = 'order_id_2' open_trade.open_order_id = 'order_id_2'
mocker.patch('freqtrade.persistence.Trade.get_exit_order_count', return_value=1) mocker.patch('freqtrade.persistence.Trade.get_exit_order_count', return_value=1)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.execute_trade_exit',
side_effect=DependencyException)
freqtrade.check_handle_timedout()
assert log_has_re('Unable to emergency sell .*', caplog)
et_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.execute_trade_exit')
caplog.clear()
# 2nd canceled trade ...
open_trade.open_order_id = 'order_id_2'
freqtrade.check_handle_timedout() freqtrade.check_handle_timedout()
assert log_has_re('Emergencyselling trade.*', caplog) assert log_has_re('Emergencyselling trade.*', caplog)
assert et_mock.call_count == 1 assert et_mock.call_count == 1
@ -2979,7 +2989,7 @@ def test_execute_trade_exit_market_order(default_conf_usdt, ticker_usdt, fee,
assert trade.close_profit == 0.09451372 assert trade.close_profit == 0.09451372
assert rpc_mock.call_count == 3 assert rpc_mock.call_count == 3
last_msg = rpc_mock.call_args_list[-1][0][0] last_msg = rpc_mock.call_args_list[-2][0][0]
assert { assert {
'type': RPCMessageType.SELL, 'type': RPCMessageType.SELL,
'trade_id': 1, 'trade_id': 1,
@ -3231,7 +3241,7 @@ def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usdt,
assert freqtrade.handle_trade(trade) is False assert freqtrade.handle_trade(trade) is False
# Test if buy-signal is absent (should sell due to roi = true) # Test if buy-signal is absent (should sell due to roi = true)
patch_get_signal(freqtrade, value=(False, True, None, None)) patch_get_signal(freqtrade, value=(False, False, None, None))
assert freqtrade.handle_trade(trade) is True assert freqtrade.handle_trade(trade) is True
assert trade.sell_reason == SellType.ROI.value assert trade.sell_reason == SellType.ROI.value
@ -3417,11 +3427,11 @@ def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usd
trade = Trade.query.first() trade = Trade.query.first()
trade.update(limit_buy_order_usdt) trade.update(limit_buy_order_usdt)
# Sell due to min_roi_reached # Sell due to min_roi_reached
patch_get_signal(freqtrade, value=(True, True, None, None)) patch_get_signal(freqtrade, value=(True, False, None, None))
assert freqtrade.handle_trade(trade) is True assert freqtrade.handle_trade(trade) is True
# Test if buy-signal is absent # Test if buy-signal is absent
patch_get_signal(freqtrade, value=(False, True, None, None)) patch_get_signal(freqtrade, value=(False, False, None, None))
assert freqtrade.handle_trade(trade) is True assert freqtrade.handle_trade(trade) is True
assert trade.sell_reason == SellType.ROI.value assert trade.sell_reason == SellType.ROI.value

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@ -184,16 +184,18 @@ def test_render_template_fallback(mocker):
assert 'if self.dp' in val assert 'if self.dp' in val
def test_parse_db_uri_for_logging() -> None: @pytest.mark.parametrize('conn_url,expected', [
postgresql_conn_uri = "postgresql+psycopg2://scott123:scott123@host/dbname" ("postgresql+psycopg2://scott123:scott123@host:1245/dbname",
mariadb_conn_uri = "mariadb+mariadbconnector://app_user:Password123!@127.0.0.1:3306/company" "postgresql+psycopg2://scott123:*****@host:1245/dbname"),
mysql_conn_uri = "mysql+pymysql://user:pass@some_mariadb/dbname?charset=utf8mb4" ("postgresql+psycopg2://scott123:scott123@host.name.com/dbname",
sqlite_conn_uri = "sqlite:////freqtrade/user_data/tradesv3.sqlite" "postgresql+psycopg2://scott123:*****@host.name.com/dbname"),
censored_pwd = "*****" ("mariadb+mariadbconnector://app_user:Password123!@127.0.0.1:3306/company",
"mariadb+mariadbconnector://app_user:*****@127.0.0.1:3306/company"),
("mysql+pymysql://user:pass@some_mariadb/dbname?charset=utf8mb4",
"mysql+pymysql://user:*****@some_mariadb/dbname?charset=utf8mb4"),
("sqlite:////freqtrade/user_data/tradesv3.sqlite",
"sqlite:////freqtrade/user_data/tradesv3.sqlite"),
])
def test_parse_db_uri_for_logging(conn_url, expected) -> None:
def get_pwd(x): return x.split(':')[2].split('@')[0] assert parse_db_uri_for_logging(conn_url) == expected
assert get_pwd(parse_db_uri_for_logging(postgresql_conn_uri)) == censored_pwd
assert get_pwd(parse_db_uri_for_logging(mariadb_conn_uri)) == censored_pwd
assert get_pwd(parse_db_uri_for_logging(mysql_conn_uri)) == censored_pwd
assert sqlite_conn_uri == parse_db_uri_for_logging(sqlite_conn_uri)

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@ -336,15 +336,20 @@ def test_generate_profit_graph(testdatadir):
assert fig.layout.yaxis3.title.text == "Profit BTC" assert fig.layout.yaxis3.title.text == "Profit BTC"
figure = fig.layout.figure figure = fig.layout.figure
assert len(figure.data) == 5 assert len(figure.data) == 7
avgclose = find_trace_in_fig_data(figure.data, "Avg close price") avgclose = find_trace_in_fig_data(figure.data, "Avg close price")
assert isinstance(avgclose, go.Scatter) assert isinstance(avgclose, go.Scatter)
profit = find_trace_in_fig_data(figure.data, "Profit") profit = find_trace_in_fig_data(figure.data, "Profit")
assert isinstance(profit, go.Scatter) assert isinstance(profit, go.Scatter)
profit = find_trace_in_fig_data(figure.data, "Max drawdown 10.45%") drawdown = find_trace_in_fig_data(figure.data, "Max drawdown 10.45%")
assert isinstance(profit, go.Scatter) assert isinstance(drawdown, go.Scatter)
parallel = find_trace_in_fig_data(figure.data, "Parallel trades")
assert isinstance(parallel, go.Scatter)
underwater = find_trace_in_fig_data(figure.data, "Underwater Plot")
assert isinstance(underwater, go.Scatter)
for pair in pairs: for pair in pairs:
profit_pair = find_trace_in_fig_data(figure.data, f"Profit {pair}") profit_pair = find_trace_in_fig_data(figure.data, f"Profit {pair}")

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@ -43,7 +43,7 @@ def test_worker_stopped(mocker, default_conf, caplog) -> None:
worker.freqtrade.state = State.STOPPED worker.freqtrade.state = State.STOPPED
state = worker._worker(old_state=State.RUNNING) state = worker._worker(old_state=State.RUNNING)
assert state is State.STOPPED assert state is State.STOPPED
assert log_has('Changing state to: STOPPED', caplog) assert log_has('Changing state from RUNNING to: STOPPED', caplog)
assert mock_throttle.call_count == 1 assert mock_throttle.call_count == 1