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Merge remote-tracking branch 'upstream/develop' into feature/fetch-public-trades

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This commit is contained in:
Joe Schr 2024-06-19 20:38:50 +02:00
commit ffda564f05
65 changed files with 1276 additions and 824 deletions
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8
.github/workflows/ci.yml vendored
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@ -24,7 +24,7 @@ jobs:
runs-on: ${{ matrix.os }}
strategy:
matrix:
os: [ ubuntu-20.04, ubuntu-22.04 ]
os: [ "ubuntu-20.04", "ubuntu-22.04", "ubuntu-24.04" ]
python-version: ["3.9", "3.10", "3.11", "3.12"]
steps:
@ -322,7 +322,7 @@ jobs:
run: |
$PSVersionTable
Set-PSRepository psgallery -InstallationPolicy trusted
Install-Module -Name Pester -RequiredVersion 5.3.1 -Confirm:$false -Force
Install-Module -Name Pester -RequiredVersion 5.3.1 -Confirm:$false -Force -SkipPublisherCheck
$Error.clear()
Invoke-Pester -Path "tests" -CI
if ($Error.Length -gt 0) {exit 1}
@ -533,12 +533,12 @@ jobs:
- name: Publish to PyPI (Test)
uses: pypa/gh-action-pypi-publish@v1.8.14
uses: pypa/gh-action-pypi-publish@v1.9.0
with:
repository-url: https://test.pypi.org/legacy/
- name: Publish to PyPI
uses: pypa/gh-action-pypi-publish@v1.8.14
uses: pypa/gh-action-pypi-publish@v1.9.0
deploy-docker:

4
.pre-commit-config.yaml
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@ -2,7 +2,7 @@
# See https://pre-commit.com/hooks.html for more hooks
repos:
- repo: https://github.com/pycqa/flake8
rev: "7.0.0"
rev: "7.1.0"
hooks:
- id: flake8
additional_dependencies: [Flake8-pyproject]
@ -31,7 +31,7 @@ repos:
- repo: https://github.com/charliermarsh/ruff-pre-commit
# Ruff version.
rev: 'v0.4.7'
rev: 'v0.4.9'
hooks:
- id: ruff

2
Dockerfile
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@ -1,4 +1,4 @@
FROM python:3.12.3-slim-bookworm as base
FROM python:3.12.4-slim-bookworm as base
# Setup env
ENV LANG C.UTF-8

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62
docs/backtesting.md
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@ -253,36 +253,36 @@ A backtesting result will look like that:
```
================================================ BACKTESTING REPORT =================================================
| Pair | Entries | Avg Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Wins Draws Loss Win% |
|:---------|--------:|---------------:|-----------------:|---------------:|:-------------|-------------------------:|
| ADA/BTC | 35 | -0.11 | -0.00019428 | -1.94 | 4:35:00 | 14 0 21 40.0 |
| ARK/BTC | 11 | -0.41 | -0.00022647 | -2.26 | 2:03:00 | 3 0 8 27.3 |
| BTS/BTC | 32 | 0.31 | 0.00048938 | 4.89 | 5:05:00 | 18 0 14 56.2 |
| DASH/BTC | 13 | -0.08 | -0.00005343 | -0.53 | 4:39:00 | 6 0 7 46.2 |
| ENG/BTC | 18 | 1.36 | 0.00122807 | 12.27 | 2:50:00 | 8 0 10 44.4 |
| EOS/BTC | 36 | 0.08 | 0.00015304 | 1.53 | 3:34:00 | 16 0 20 44.4 |
| ETC/BTC | 26 | 0.37 | 0.00047576 | 4.75 | 6:14:00 | 11 0 15 42.3 |
| ETH/BTC | 33 | 0.30 | 0.00049856 | 4.98 | 7:31:00 | 16 0 17 48.5 |
| IOTA/BTC | 32 | 0.03 | 0.00005444 | 0.54 | 3:12:00 | 14 0 18 43.8 |
| LSK/BTC | 15 | 1.75 | 0.00131413 | 13.13 | 2:58:00 | 6 0 9 40.0 |
| LTC/BTC | 32 | -0.04 | -0.00006886 | -0.69 | 4:49:00 | 11 0 21 34.4 |
| NANO/BTC | 17 | 1.26 | 0.00107058 | 10.70 | 1:55:00 | 10 0 7 58.5 |
| NEO/BTC | 23 | 0.82 | 0.00094936 | 9.48 | 2:59:00 | 10 0 13 43.5 |
| REQ/BTC | 9 | 1.17 | 0.00052734 | 5.27 | 3:47:00 | 4 0 5 44.4 |
| XLM/BTC | 16 | 1.22 | 0.00097800 | 9.77 | 3:15:00 | 7 0 9 43.8 |
| XMR/BTC | 23 | -0.18 | -0.00020696 | -2.07 | 5:30:00 | 12 0 11 52.2 |
| XRP/BTC | 35 | 0.66 | 0.00114897 | 11.48 | 3:49:00 | 12 0 23 34.3 |
| ZEC/BTC | 22 | -0.46 | -0.00050971 | -5.09 | 2:22:00 | 7 0 15 31.8 |
| TOTAL | 429 | 0.36 | 0.00762792 | 76.20 | 4:12:00 | 186 0 243 43.4 |
| Pair | Trades | Avg Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Wins Draws Loss Win% |
|----------+--------+----------------+------------------+----------------+--------------+--------------------------|
| ADA/BTC | 35 | -0.11 | -0.00019428 | -1.94 | 4:35:00 | 14 0 21 40.0 |
| ARK/BTC | 11 | -0.41 | -0.00022647 | -2.26 | 2:03:00 | 3 0 8 27.3 |
| BTS/BTC | 32 | 0.31 | 0.00048938 | 4.89 | 5:05:00 | 18 0 14 56.2 |
| DASH/BTC | 13 | -0.08 | -0.00005343 | -0.53 | 4:39:00 | 6 0 7 46.2 |
| ENG/BTC | 18 | 1.36 | 0.00122807 | 12.27 | 2:50:00 | 8 0 10 44.4 |
| EOS/BTC | 36 | 0.08 | 0.00015304 | 1.53 | 3:34:00 | 16 0 20 44.4 |
| ETC/BTC | 26 | 0.37 | 0.00047576 | 4.75 | 6:14:00 | 11 0 15 42.3 |
| ETH/BTC | 33 | 0.30 | 0.00049856 | 4.98 | 7:31:00 | 16 0 17 48.5 |
| IOTA/BTC | 32 | 0.03 | 0.00005444 | 0.54 | 3:12:00 | 14 0 18 43.8 |
| LSK/BTC | 15 | 1.75 | 0.00131413 | 13.13 | 2:58:00 | 6 0 9 40.0 |
| LTC/BTC | 32 | -0.04 | -0.00006886 | -0.69 | 4:49:00 | 11 0 21 34.4 |
| NANO/BTC | 17 | 1.26 | 0.00107058 | 10.70 | 1:55:00 | 10 0 7 58.5 |
| NEO/BTC | 23 | 0.82 | 0.00094936 | 9.48 | 2:59:00 | 10 0 13 43.5 |
| REQ/BTC | 9 | 1.17 | 0.00052734 | 5.27 | 3:47:00 | 4 0 5 44.4 |
| XLM/BTC | 16 | 1.22 | 0.00097800 | 9.77 | 3:15:00 | 7 0 9 43.8 |
| XMR/BTC | 23 | -0.18 | -0.00020696 | -2.07 | 5:30:00 | 12 0 11 52.2 |
| XRP/BTC | 35 | 0.66 | 0.00114897 | 11.48 | 3:49:00 | 12 0 23 34.3 |
| ZEC/BTC | 22 | -0.46 | -0.00050971 | -5.09 | 2:22:00 | 7 0 15 31.8 |
| TOTAL | 429 | 0.36 | 0.00762792 | 76.20 | 4:12:00 | 186 0 243 43.4 |
============================================= LEFT OPEN TRADES REPORT =============================================
| Pair | Entries | Avg Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Win Draw Loss Win% |
|:---------|---------:|---------------:|-----------------:|---------------:|:---------------|--------------------:|
| ADA/BTC | 1 | 0.89 | 0.00004434 | 0.44 | 6:00:00 | 1 0 0 100 |
| LTC/BTC | 1 | 0.68 | 0.00003421 | 0.34 | 2:00:00 | 1 0 0 100 |
| TOTAL | 2 | 0.78 | 0.00007855 | 0.78 | 4:00:00 | 2 0 0 100 |
| Pair | Trades | Avg Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Win Draw Loss Win% |
|----------+---------+----------------+------------------+----------------+----------------+---------------------|
| ADA/BTC | 1 | 0.89 | 0.00004434 | 0.44 | 6:00:00 | 1 0 0 100 |
| LTC/BTC | 1 | 0.68 | 0.00003421 | 0.34 | 2:00:00 | 1 0 0 100 |
| TOTAL | 2 | 0.78 | 0.00007855 | 0.78 | 4:00:00 | 2 0 0 100 |
==================== EXIT REASON STATS ====================
| Exit Reason | Exits | Wins | Draws | Losses |
|:-------------------|--------:|------:|-------:|--------:|
|--------------------+---------+-------+--------+---------|
| trailing_stop_loss | 205 | 150 | 0 | 55 |
| stop_loss | 166 | 0 | 0 | 166 |
| exit_signal | 56 | 36 | 0 | 20 |
@ -631,10 +631,10 @@ Detailed output for all strategies one after the other will be available, so mak
```
================================================== STRATEGY SUMMARY ===================================================================
| Strategy | Entries | Avg Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Wins | Draws | Losses | Drawdown % |
|:------------|---------:|---------------:|-----------------:|---------------:|:---------------|------:|-------:|-------:|-----------:|
| Strategy1 | 429 | 0.36 | 0.00762792 | 76.20 | 4:12:00 | 186 | 0 | 243 | 45.2 |
| Strategy2 | 1487 | -0.13 | -0.00988917 | -98.79 | 4:43:00 | 662 | 0 | 825 | 241.68 |
| Strategy | Trades | Avg Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Wins | Draws | Losses | Drawdown % |
|-------------+---------+----------------+------------------+----------------+----------------+-------+--------+--------+------------|
| Strategy1 | 429 | 0.36 | 0.00762792 | 76.20 | 4:12:00 | 186 | 0 | 243 | 45.2 |
| Strategy2 | 1487 | -0.13 | -0.00988917 | -98.79 | 4:43:00 | 662 | 0 | 825 | 241.68 |
```
## Next step

2
docs/requirements-docs.txt
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@ -1,6 +1,6 @@
markdown==3.6
mkdocs==1.6.0
mkdocs-material==9.5.25
mkdocs-material==9.5.27
mdx_truly_sane_lists==1.3
pymdown-extensions==10.8.1
jinja2==3.1.4

8
docs/rest-api.md
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@ -118,6 +118,14 @@ By default, the script assumes `127.0.0.1` (localhost) and port `8080` to be use
freqtrade-client --config rest_config.json <command> [optional parameters]
```
Commands with many arguments may require keyword arguments (for clarity) - which can be provided as follows:
``` bash
freqtrade-client --config rest_config.json forceenter BTC/USDT long enter_tag=GutFeeling
```
This method will work for all arguments - check the "show" command for a list of available parameters.
??? Note "Programmatic use"
The `freqtrade-client` package (installable independent of freqtrade) can be used in your own scripts to interact with the freqtrade API.
to do so, please use the following:

5
docs/strategy-callbacks.md
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@ -467,7 +467,7 @@ The helper function `stoploss_from_absolute()` can be used to convert from an ab
??? Example "Returning a stoploss using absolute price from the custom stoploss function"
If we want to trail a stop price at 2xATR below current price we can call `stoploss_from_absolute(current_rate + (side * candle['atr'] * 2), current_rate, is_short=trade.is_short, leverage=trade.leverage)`.
If we want to trail a stop price at 2xATR below current price we can call `stoploss_from_absolute(current_rate + (side * candle['atr'] * 2), current_rate=current_rate, is_short=trade.is_short, leverage=trade.leverage)`.
For futures, we need to adjust the direction (up or down), as well as adjust for leverage, since the [`custom_stoploss`](strategy-callbacks.md#custom-stoploss) callback returns the ["risk for this trade"](stoploss.md#stoploss-and-leverage) - not the relative price movement.
``` python
@ -492,7 +492,8 @@ The helper function `stoploss_from_absolute()` can be used to convert from an ab
candle = dataframe.iloc[-1].squeeze()
side = 1 if trade.is_short else -1
return stoploss_from_absolute(current_rate + (side * candle['atr'] * 2),
current_rate, is_short=trade.is_short,
current_rate=current_rate,
is_short=trade.is_short,
leverage=trade.leverage)
```

44
docs/trade-object.md
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@ -13,28 +13,28 @@ The following attributes / properties are available for each individual trade -
| Attribute | DataType | Description |
|------------|-------------|-------------|
`pair`| string | Pair of this trade
`is_open`| boolean | Is the trade currently open, or has it been concluded
`open_rate`| float | Rate this trade was entered at (Avg. entry rate in case of trade-adjustments)
`close_rate`| float | Close rate - only set when is_open = False
`stake_amount`| float | Amount in Stake (or Quote) currency.
`amount`| float | Amount in Asset / Base currency that is currently owned.
`open_date`| datetime | Timestamp when trade was opened **use `open_date_utc` instead**
`open_date_utc`| datetime | Timestamp when trade was opened - in UTC
`close_date`| datetime | Timestamp when trade was closed **use `close_date_utc` instead**
`close_date_utc`| datetime | Timestamp when trade was closed - in UTC
`close_profit`| float | Relative profit at the time of trade closure. `0.01` == 1%
`close_profit_abs`| float | Absolute profit (in stake currency) at the time of trade closure.
`leverage` | float | Leverage used for this trade - defaults to 1.0 in spot markets.
`enter_tag`| string | Tag provided on entry via the `enter_tag` column in the dataframe
`is_short` | boolean | True for short trades, False otherwise
`orders` | Order[] | List of order objects attached to this trade (includes both filled and cancelled orders)
`date_last_filled_utc` | datetime | Time of the last filled order
`entry_side` | "buy" / "sell" | Order Side the trade was entered
`exit_side` | "buy" / "sell" | Order Side that will result in a trade exit / position reduction.
`trade_direction` | "long" / "short" | Trade direction in text - long or short.
`nr_of_successful_entries` | int | Number of successful (filled) entry orders
`nr_of_successful_exits` | int | Number of successful (filled) exit orders
| `pair` | string | Pair of this trade. |
| `is_open` | boolean | Is the trade currently open, or has it been concluded. |
| `open_rate` | float | Rate this trade was entered at (Avg. entry rate in case of trade-adjustments). |
| `close_rate` | float | Close rate - only set when is_open = False. |
| `stake_amount` | float | Amount in Stake (or Quote) currency. |
| `amount` | float | Amount in Asset / Base currency that is currently owned. |
| `open_date` | datetime | Timestamp when trade was opened **use `open_date_utc` instead** |
| `open_date_utc` | datetime | Timestamp when trade was opened - in UTC. |
| `close_date` | datetime | Timestamp when trade was closed **use `close_date_utc` instead** |
| `close_date_utc` | datetime | Timestamp when trade was closed - in UTC. |
| `close_profit` | float | Relative profit at the time of trade closure. `0.01` == 1% |
| `close_profit_abs` | float | Absolute profit (in stake currency) at the time of trade closure. |
| `leverage` | float | Leverage used for this trade - defaults to 1.0 in spot markets. |
| `enter_tag` | string | Tag provided on entry via the `enter_tag` column in the dataframe. |
| `is_short` | boolean | True for short trades, False otherwise. |
| `orders` | Order[] | List of order objects attached to this trade (includes both filled and cancelled orders). |
| `date_last_filled_utc` | datetime | Time of the last filled order. |
| `entry_side` | "buy" / "sell" | Order Side the trade was entered. |
| `exit_side` | "buy" / "sell" | Order Side that will result in a trade exit / position reduction. |
| `trade_direction` | "long" / "short" | Trade direction in text - long or short. |
| `nr_of_successful_entries` | int | Number of successful (filled) entry orders. |
| `nr_of_successful_exits` | int | Number of successful (filled) exit orders. |
## Class methods

2
freqtrade/__init__.py
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@ -30,5 +30,5 @@ if "dev" in __version__:
versionfile = Path("./freqtrade_commit")
if versionfile.is_file():
__version__ = f"docker-{__version__}-{versionfile.read_text()[:8]}"
except Exception:
except Exception: # noqa: S110
pass

2
freqtrade/commands/build_config_commands.py
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@ -187,7 +187,7 @@ def ask_user_config() -> Dict[str, Any]:
"Insert Api server Listen Address (0.0.0.0 for docker, "
"otherwise best left untouched)"
),
"default": "127.0.0.1" if not running_in_docker() else "0.0.0.0",
"default": "127.0.0.1" if not running_in_docker() else "0.0.0.0", # noqa: S104
"when": lambda x: x["api_server"],
},
{

3
freqtrade/configuration/configuration.py
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@ -2,6 +2,7 @@
This module contains the configuration class
"""
import ast
import logging
import warnings
from copy import deepcopy
@ -301,7 +302,7 @@ class Configuration:
# Edge section:
if "stoploss_range" in self.args and self.args["stoploss_range"]:
txt_range = eval(self.args["stoploss_range"])
txt_range = ast.literal_eval(self.args["stoploss_range"])
config["edge"].update({"stoploss_range_min": txt_range[0]})
config["edge"].update({"stoploss_range_max": txt_range[1]})
config["edge"].update({"stoploss_range_step": txt_range[2]})

1128
freqtrade/exchange/binance_leverage_tiers.json
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2
freqtrade/exchange/exchange.py
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@ -271,7 +271,7 @@ class Exchange:
def close(self):
logger.debug("Exchange object destroyed, closing async loop")
if (
self._api_async
getattr(self, "_api_async", None)
and inspect.iscoroutinefunction(self._api_async.close)
and self._api_async.session
):

3
freqtrade/freqai/torch/PyTorchModelTrainer.py
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@ -148,7 +148,8 @@ class PyTorchModelTrainer(PyTorchTrainerInterface):
the motivation here is that `n_steps` is easier to optimize and keep stable,
across different n_obs - the number of data points.
"""
assert isinstance(self.n_steps, int), "Either `n_steps` or `n_epochs` should be set."
if not isinstance(self.n_steps, int):
raise ValueError("Either `n_steps` or `n_epochs` should be set.")
n_batches = n_obs // self.batch_size
n_epochs = max(self.n_steps // n_batches, 1)
if n_epochs <= 10:

2
freqtrade/freqtradebot.py
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@ -217,7 +217,7 @@ class FreqtradeBot(LoggingMixin):
except Exception:
# Exceptions here will be happening if the db disappeared.
# At which point we can no longer commit anyway.
pass
logger.exception("Error during cleanup")
def startup(self) -> None:
"""

2
freqtrade/optimize/backtest_caching.py
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@ -13,7 +13,7 @@ def get_strategy_run_id(strategy) -> str:
:param strategy: strategy object.
:return: hex string id.
"""
digest = hashlib.sha1()
digest = hashlib.sha1() # noqa: S324
config = deepcopy(strategy.config)
# Options that have no impact on results of individual backtest.

2
freqtrade/optimize/hyperopt.py
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@ -489,7 +489,7 @@ class Hyperopt:
)
def _set_random_state(self, random_state: Optional[int]) -> int:
return random_state or random.randint(1, 2**16 - 1)
return random_state or random.randint(1, 2**16 - 1) # noqa: S311
def advise_and_trim(self, data: Dict[str, DataFrame]) -> Dict[str, DataFrame]:
preprocessed = self.backtesting.strategy.advise_all_indicators(data)

72
freqtrade/optimize/optimize_reports/bt_output.py
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@ -1,5 +1,5 @@
import logging
from typing import Any, Dict, List
from typing import Any, Dict, List, Union
from tabulate import tabulate
@ -20,13 +20,13 @@ def _get_line_floatfmt(stake_currency: str) -> List[str]:
def _get_line_header(
first_column: str, stake_currency: str, direction: str = "Entries"
first_column: Union[str, List[str]], stake_currency: str, direction: str = "Trades"
) -> List[str]:
"""
Generate header lines (goes in line with _generate_result_line())
"""
return [
first_column,
*([first_column] if isinstance(first_column, str) else first_column),
direction,
"Avg Profit %",
f"Tot Profit {stake_currency}",
@ -54,7 +54,7 @@ def text_table_bt_results(pair_results: List[Dict[str, Any]], stake_currency: st
:return: pretty printed table with tabulate as string
"""
headers = _get_line_header("Pair", stake_currency)
headers = _get_line_header("Pair", stake_currency, "Trades")
floatfmt = _get_line_floatfmt(stake_currency)
output = [
[
@ -79,20 +79,30 @@ def text_table_tags(tag_type: str, tag_results: List[Dict[str, Any]], stake_curr
:param stake_currency: stake-currency - used to correctly name headers
:return: pretty printed table with tabulate as string
"""
floatfmt = _get_line_floatfmt(stake_currency)
fallback: str = ""
is_list = False
if tag_type == "enter_tag":
headers = _get_line_header("TAG", stake_currency)
else:
headers = _get_line_header("Enter Tag", stake_currency, "Entries")
elif tag_type == "exit_tag":
headers = _get_line_header("Exit Reason", stake_currency, "Exits")
fallback = "exit_reason"
else:
# Mix tag
headers = _get_line_header(["Enter Tag", "Exit Reason"], stake_currency, "Trades")
floatfmt.insert(0, "s")
is_list = True
floatfmt = _get_line_floatfmt(stake_currency)
output = [
[
(
t["key"]
*(
(
(t["key"] if isinstance(t["key"], list) else [t["key"], ""])
if is_list
else [t["key"]]
)
if t.get("key") is not None and len(str(t["key"])) > 0
else t.get(fallback, "OTHER")
else [t.get(fallback, "OTHER")]
),
t["trades"],
t["profit_mean_pct"],
@ -144,7 +154,7 @@ def text_table_strategy(strategy_results, stake_currency: str) -> str:
:return: pretty printed table with tabulate as string
"""
floatfmt = _get_line_floatfmt(stake_currency)
headers = _get_line_header("Strategy", stake_currency)
headers = _get_line_header("Strategy", stake_currency, "Trades")
# _get_line_header() is also used for per-pair summary. Per-pair drawdown is mostly useless
# therefore we slip this column in only for strategy summary here.
headers.append("Drawdown")
@ -380,6 +390,32 @@ def text_table_add_metrics(strat_results: Dict) -> str:
return message
def _show_tag_subresults(results: Dict[str, Any], stake_currency: str):
"""
Print tag subresults (enter_tag, exit_reason_summary, mix_tag_stats)
"""
if (enter_tags := results.get("results_per_enter_tag")) is not None:
table = text_table_tags("enter_tag", enter_tags, stake_currency)
if isinstance(table, str) and len(table) > 0:
print(" ENTER TAG STATS ".center(len(table.splitlines()[0]), "="))
print(table)
if (exit_reasons := results.get("exit_reason_summary")) is not None:
table = text_table_tags("exit_tag", exit_reasons, stake_currency)
if isinstance(table, str) and len(table) > 0:
print(" EXIT REASON STATS ".center(len(table.splitlines()[0]), "="))
print(table)
if (mix_tag := results.get("mix_tag_stats")) is not None:
table = text_table_tags("mix_tag", mix_tag, stake_currency)
if isinstance(table, str) and len(table) > 0:
print(" MIXED TAG STATS ".center(len(table.splitlines()[0]), "="))
print(table)
def show_backtest_result(
strategy: str, results: Dict[str, Any], stake_currency: str, backtest_breakdown: List[str]
):
@ -398,19 +434,7 @@ def show_backtest_result(
print(" LEFT OPEN TRADES REPORT ".center(len(table.splitlines()[0]), "="))
print(table)
if (enter_tags := results.get("results_per_enter_tag")) is not None:
table = text_table_tags("enter_tag", enter_tags, stake_currency)
if isinstance(table, str) and len(table) > 0:
print(" ENTER TAG STATS ".center(len(table.splitlines()[0]), "="))
print(table)
if (exit_reasons := results.get("exit_reason_summary")) is not None:
table = text_table_tags("exit_tag", exit_reasons, stake_currency)
if isinstance(table, str) and len(table) > 0:
print(" EXIT REASON STATS ".center(len(table.splitlines()[0]), "="))
print(table)
_show_tag_subresults(results, stake_currency)
for period in backtest_breakdown:
if period in results.get("periodic_breakdown", {}):

33
freqtrade/optimize/optimize_reports/optimize_reports.py
View File

@ -1,7 +1,7 @@
import logging
from copy import deepcopy
from datetime import datetime, timedelta, timezone
from typing import Any, Dict, List, Tuple, Union
from typing import Any, Dict, List, Literal, Tuple, Union
import numpy as np
from pandas import DataFrame, Series, concat, to_datetime
@ -68,7 +68,9 @@ def generate_rejected_signals(
return rejected_candles_only
def _generate_result_line(result: DataFrame, starting_balance: int, first_column: str) -> Dict:
def _generate_result_line(
result: DataFrame, starting_balance: int, first_column: Union[str, List[str]]
) -> Dict:
"""
Generate one result dict, with "first_column" as key.
"""
@ -141,7 +143,10 @@ def generate_pair_metrics(
def generate_tag_metrics(
tag_type: str, starting_balance: int, results: DataFrame, skip_nan: bool = False
tag_type: Union[Literal["enter_tag", "exit_reason"], List[Literal["enter_tag", "exit_reason"]]],
starting_balance: int,
results: DataFrame,
skip_nan: bool = False,
) -> List[Dict]:
"""
Generates and returns a list of metrics for the given tag trades and the results dataframe
@ -153,13 +158,14 @@ def generate_tag_metrics(
tabular_data = []
if tag_type in results.columns:
for tag, count in results[tag_type].value_counts().items():
result = results[results[tag_type] == tag]
if skip_nan and result["profit_abs"].isnull().all():
if all(
tag in results.columns for tag in (tag_type if isinstance(tag_type, list) else [tag_type])
):
for tags, group in results.groupby(tag_type):
if skip_nan and group["profit_abs"].isnull().all():
continue
tabular_data.append(_generate_result_line(result, starting_balance, tag))
tabular_data.append(_generate_result_line(group, starting_balance, tags))
# Sort by total profit %:
tabular_data = sorted(tabular_data, key=lambda k: k["profit_total_abs"], reverse=True)
@ -378,12 +384,18 @@ def generate_strategy_stats(
skip_nan=False,
)
enter_tag_results = generate_tag_metrics(
enter_tag_stats = generate_tag_metrics(
"enter_tag", starting_balance=start_balance, results=results, skip_nan=False
)
exit_reason_stats = generate_tag_metrics(
"exit_reason", starting_balance=start_balance, results=results, skip_nan=False
)
mix_tag_stats = generate_tag_metrics(
["enter_tag", "exit_reason"],
starting_balance=start_balance,
results=results,
skip_nan=False,
)
left_open_results = generate_pair_metrics(
pairlist,
stake_currency=stake_currency,
@ -425,8 +437,9 @@ def generate_strategy_stats(
"best_pair": best_pair,
"worst_pair": worst_pair,
"results_per_pair": pair_results,
"results_per_enter_tag": enter_tag_results,
"results_per_enter_tag": enter_tag_stats,
"exit_reason_summary": exit_reason_stats,
"mix_tag_stats": mix_tag_stats,
"left_open_trades": left_open_results,
"total_trades": len(results),
"trade_count_long": len(results.loc[~results["is_short"]]),

21
freqtrade/plugins/pairlist/AgeFilter.py
View File

@ -5,11 +5,11 @@ Minimum age (days listed) pair list filter
import logging
from copy import deepcopy
from datetime import timedelta
from typing import Any, Dict, List, Optional
from typing import Dict, List, Optional
from pandas import DataFrame
from freqtrade.constants import Config, ListPairsWithTimeframes
from freqtrade.constants import ListPairsWithTimeframes
from freqtrade.exceptions import OperationalException
from freqtrade.exchange.types import Tickers
from freqtrade.misc import plural
@ -21,24 +21,17 @@ logger = logging.getLogger(__name__)
class AgeFilter(IPairList):
def __init__(
self,
exchange,
pairlistmanager,
config: Config,
pairlistconfig: Dict[str, Any],
pairlist_pos: int,
) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
def __init__(self, *args, **kwargs) -> None:
super().__init__(*args, **kwargs)
# Checked symbols cache (dictionary of ticker symbol => timestamp)
self._symbolsChecked: Dict[str, int] = {}
self._symbolsCheckFailed = PeriodicCache(maxsize=1000, ttl=86_400)
self._min_days_listed = pairlistconfig.get("min_days_listed", 10)
self._max_days_listed = pairlistconfig.get("max_days_listed")
self._min_days_listed = self._pairlistconfig.get("min_days_listed", 10)
self._max_days_listed = self._pairlistconfig.get("max_days_listed")
candle_limit = exchange.ohlcv_candle_limit("1d", self._config["candle_type_def"])
candle_limit = self._exchange.ohlcv_candle_limit("1d", self._config["candle_type_def"])
if self._min_days_listed < 1:
raise OperationalException("AgeFilter requires min_days_listed to be >= 1")
if self._min_days_listed > candle_limit:

13
freqtrade/plugins/pairlist/FullTradesFilter.py
View File

@ -3,9 +3,8 @@ Full trade slots pair list filter
"""
import logging
from typing import Any, Dict, List
from typing import List
from freqtrade.constants import Config
from freqtrade.exchange.types import Tickers
from freqtrade.persistence import Trade
from freqtrade.plugins.pairlist.IPairList import IPairList
@ -15,16 +14,6 @@ logger = logging.getLogger(__name__)
class FullTradesFilter(IPairList):
def __init__(
self,
exchange,
pairlistmanager,
config: Config,
pairlistconfig: Dict[str, Any],
pairlist_pos: int,
) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
@property
def needstickers(self) -> bool:
"""

5
freqtrade/plugins/pairlist/IPairList.py
View File

@ -3,7 +3,7 @@ PairList Handler base class
"""
import logging
from abc import ABC, abstractmethod, abstractproperty
from abc import ABC, abstractmethod
from copy import deepcopy
from typing import Any, Dict, List, Literal, Optional, TypedDict, Union
@ -87,7 +87,8 @@ class IPairList(LoggingMixin, ABC):
"""
return self.__class__.__name__
@abstractproperty
@property
@abstractmethod
def needstickers(self) -> bool:
"""
Boolean property defining if tickers are necessary.

18
freqtrade/plugins/pairlist/MarketCapPairList.py
View File

@ -5,11 +5,10 @@ Provides dynamic pair list based on Market Cap
"""
import logging
from typing import Any, Dict, List
from typing import Dict, List
from cachetools import TTLCache
from freqtrade.constants import Config
from freqtrade.exceptions import OperationalException
from freqtrade.exchange.types import Tickers
from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter
@ -22,15 +21,8 @@ logger = logging.getLogger(__name__)
class MarketCapPairList(IPairList):
is_pairlist_generator = True
def __init__(
self,
exchange,
pairlistmanager,
config: Config,
pairlistconfig: Dict[str, Any],
pairlist_pos: int,
) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
def __init__(self, *args, **kwargs) -> None:
super().__init__(*args, **kwargs)
if "number_assets" not in self._pairlistconfig:
raise OperationalException(
@ -38,14 +30,14 @@ class MarketCapPairList(IPairList):
'for "pairlist.config.number_assets"'
)
self._stake_currency = config["stake_currency"]
self._stake_currency = self._config["stake_currency"]
self._number_assets = self._pairlistconfig["number_assets"]
self._max_rank = self._pairlistconfig.get("max_rank", 30)
self._refresh_period = self._pairlistconfig.get("refresh_period", 86400)
self._marketcap_cache: TTLCache = TTLCache(maxsize=1, ttl=self._refresh_period)
self._def_candletype = self._config["candle_type_def"]
_coingecko_config = config.get("coingecko", {})
_coingecko_config = self._config.get("coingecko", {})
self._coingecko: FtCoinGeckoApi = FtCoinGeckoApi(
api_key=_coingecko_config.get("api_key", ""),

18
freqtrade/plugins/pairlist/OffsetFilter.py
View File

@ -3,9 +3,8 @@ Offset pair list filter
"""
import logging
from typing import Any, Dict, List
from typing import Dict, List
from freqtrade.constants import Config
from freqtrade.exceptions import OperationalException
from freqtrade.exchange.types import Tickers
from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter
@ -15,18 +14,11 @@ logger = logging.getLogger(__name__)
class OffsetFilter(IPairList):
def __init__(
self,
exchange,
pairlistmanager,
config: Config,
pairlistconfig: Dict[str, Any],
pairlist_pos: int,
) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
def __init__(self, *args, **kwargs) -> None:
super().__init__(*args, **kwargs)
self._offset = pairlistconfig.get("offset", 0)
self._number_pairs = pairlistconfig.get("number_assets", 0)
self._offset = self._pairlistconfig.get("offset", 0)
self._number_pairs = self._pairlistconfig.get("number_assets", 0)
if self._offset < 0:
raise OperationalException("OffsetFilter requires offset to be >= 0")

18
freqtrade/plugins/pairlist/PerformanceFilter.py
View File

@ -3,11 +3,10 @@ Performance pair list filter
"""
import logging
from typing import Any, Dict, List
from typing import Dict, List
import pandas as pd
from freqtrade.constants import Config
from freqtrade.exchange.types import Tickers
from freqtrade.persistence import Trade
from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter
@ -17,18 +16,11 @@ logger = logging.getLogger(__name__)
class PerformanceFilter(IPairList):
def __init__(
self,
exchange,
pairlistmanager,
config: Config,
pairlistconfig: Dict[str, Any],
pairlist_pos: int,
) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
def __init__(self, *args, **kwargs) -> None:
super().__init__(*args, **kwargs)
self._minutes = pairlistconfig.get("minutes", 0)
self._min_profit = pairlistconfig.get("min_profit")
self._minutes = self._pairlistconfig.get("minutes", 0)
self._min_profit = self._pairlistconfig.get("min_profit")
@property
def needstickers(self) -> bool:

14
freqtrade/plugins/pairlist/PrecisionFilter.py
View File

@ -3,9 +3,8 @@ Precision pair list filter
"""
import logging
from typing import Any, Dict, Optional
from typing import Optional
from freqtrade.constants import Config
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import ROUND_UP
from freqtrade.exchange.types import Ticker
@ -16,15 +15,8 @@ logger = logging.getLogger(__name__)
class PrecisionFilter(IPairList):
def __init__(
self,
exchange,
pairlistmanager,
config: Config,
pairlistconfig: Dict[str, Any],
pairlist_pos: int,
) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
def __init__(self, *args, **kwargs) -> None:
super().__init__(*args, **kwargs)
if "stoploss" not in self._config:
raise OperationalException(

22
freqtrade/plugins/pairlist/PriceFilter.py
View File

@ -3,9 +3,8 @@ Price pair list filter
"""
import logging
from typing import Any, Dict, Optional
from typing import Dict, Optional
from freqtrade.constants import Config
from freqtrade.exceptions import OperationalException
from freqtrade.exchange.types import Ticker
from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter
@ -15,26 +14,19 @@ logger = logging.getLogger(__name__)
class PriceFilter(IPairList):
def __init__(
self,
exchange,
pairlistmanager,
config: Config,
pairlistconfig: Dict[str, Any],
pairlist_pos: int,
) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
def __init__(self, *args, **kwargs) -> None:
super().__init__(*args, **kwargs)
self._low_price_ratio = pairlistconfig.get("low_price_ratio", 0)
self._low_price_ratio = self._pairlistconfig.get("low_price_ratio", 0)
if self._low_price_ratio < 0:
raise OperationalException("PriceFilter requires low_price_ratio to be >= 0")
self._min_price = pairlistconfig.get("min_price", 0)
self._min_price = self._pairlistconfig.get("min_price", 0)
if self._min_price < 0:
raise OperationalException("PriceFilter requires min_price to be >= 0")
self._max_price = pairlistconfig.get("max_price", 0)
self._max_price = self._pairlistconfig.get("max_price", 0)
if self._max_price < 0:
raise OperationalException("PriceFilter requires max_price to be >= 0")
self._max_value = pairlistconfig.get("max_value", 0)
self._max_value = self._pairlistconfig.get("max_value", 0)
if self._max_value < 0:
raise OperationalException("PriceFilter requires max_value to be >= 0")
self._enabled = (

15
freqtrade/plugins/pairlist/ProducerPairList.py
View File

@ -5,7 +5,7 @@ Provides pair list from Leader data
"""
import logging
from typing import Any, Dict, List, Optional
from typing import Dict, List, Optional
from freqtrade.exceptions import OperationalException
from freqtrade.exchange.types import Tickers
@ -32,19 +32,12 @@ class ProducerPairList(IPairList):
is_pairlist_generator = True
def __init__(
self,
exchange,
pairlistmanager,
config: Dict[str, Any],
pairlistconfig: Dict[str, Any],
pairlist_pos: int,
) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
def __init__(self, *args, **kwargs) -> None:
super().__init__(*args, **kwargs)
self._num_assets: int = self._pairlistconfig.get("number_assets", 0)
self._producer_name = self._pairlistconfig.get("producer_name", "default")
if not config.get("external_message_consumer", {}).get("enabled"):
if not self._config.get("external_message_consumer", {}).get("enabled"):
raise OperationalException(
"ProducerPairList requires external_message_consumer to be enabled."
)

12
freqtrade/plugins/pairlist/RemotePairList.py
View File

@ -14,7 +14,6 @@ from cachetools import TTLCache
from freqtrade import __version__
from freqtrade.configuration.load_config import CONFIG_PARSE_MODE
from freqtrade.constants import Config
from freqtrade.exceptions import OperationalException
from freqtrade.exchange.types import Tickers
from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter
@ -27,15 +26,8 @@ logger = logging.getLogger(__name__)
class RemotePairList(IPairList):
is_pairlist_generator = True
def __init__(
self,
exchange,
pairlistmanager,
config: Config,
pairlistconfig: Dict[str, Any],
pairlist_pos: int,
) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
def __init__(self, *args, **kwargs) -> None:
super().__init__(*args, **kwargs)
if "number_assets" not in self._pairlistconfig:
raise OperationalException(

22
freqtrade/plugins/pairlist/ShuffleFilter.py
View File

@ -4,9 +4,8 @@ Shuffle pair list filter
import logging
import random
from typing import Any, Dict, List, Literal
from typing import Dict, List, Literal
from freqtrade.constants import Config
from freqtrade.enums import RunMode
from freqtrade.exchange import timeframe_to_seconds
from freqtrade.exchange.types import Tickers
@ -20,27 +19,20 @@ ShuffleValues = Literal["candle", "iteration"]
class ShuffleFilter(IPairList):
def __init__(
self,
exchange,
pairlistmanager,
config: Config,
pairlistconfig: Dict[str, Any],
pairlist_pos: int,
) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
def __init__(self, *args, **kwargs) -> None:
super().__init__(*args, **kwargs)
# 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):
if self._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")
self._seed = self._pairlistconfig.get("seed")
logger.info(f"Backtesting mode detected, applying seed value: {self._seed}")
self._random = random.Random(self._seed)
self._shuffle_freq: ShuffleValues = pairlistconfig.get("shuffle_frequency", "candle")
self._random = random.Random(self._seed) # noqa: S311
self._shuffle_freq: ShuffleValues = self._pairlistconfig.get("shuffle_frequency", "candle")
self.__pairlist_cache = PeriodicCache(
maxsize=1000, ttl=timeframe_to_seconds(self._config["timeframe"])
)

16
freqtrade/plugins/pairlist/SpreadFilter.py
View File

@ -3,9 +3,8 @@ Spread pair list filter
"""
import logging
from typing import Any, Dict, Optional
from typing import Dict, Optional
from freqtrade.constants import Config
from freqtrade.exceptions import OperationalException
from freqtrade.exchange.types import Ticker
from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter
@ -15,17 +14,10 @@ logger = logging.getLogger(__name__)
class SpreadFilter(IPairList):
def __init__(
self,
exchange,
pairlistmanager,
config: Config,
pairlistconfig: Dict[str, Any],
pairlist_pos: int,
) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
def __init__(self, *args, **kwargs) -> None:
super().__init__(*args, **kwargs)
self._max_spread_ratio = pairlistconfig.get("max_spread_ratio", 0.005)
self._max_spread_ratio = self._pairlistconfig.get("max_spread_ratio", 0.005)
self._enabled = self._max_spread_ratio != 0
if not self._exchange.get_option("tickers_have_bid_ask"):

14
freqtrade/plugins/pairlist/StaticPairList.py
View File

@ -6,9 +6,8 @@ Provides pair white list as it configured in config
import logging
from copy import deepcopy
from typing import Any, Dict, List
from typing import Dict, List
from freqtrade.constants import Config
from freqtrade.exchange.types import Tickers
from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter
@ -19,15 +18,8 @@ logger = logging.getLogger(__name__)
class StaticPairList(IPairList):
is_pairlist_generator = True
def __init__(
self,
exchange,
pairlistmanager,
config: Config,
pairlistconfig: Dict[str, Any],
pairlist_pos: int,
) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
def __init__(self, *args, **kwargs) -> None:
super().__init__(*args, **kwargs)
self._allow_inactive = self._pairlistconfig.get("allow_inactive", False)

27
freqtrade/plugins/pairlist/VolatilityFilter.py
View File

@ -5,13 +5,13 @@ Volatility pairlist filter
import logging
import sys
from datetime import timedelta
from typing import Any, Dict, List, Optional
from typing import Dict, List, Optional
import numpy as np
from cachetools import TTLCache
from pandas import DataFrame
from freqtrade.constants import Config, ListPairsWithTimeframes
from freqtrade.constants import ListPairsWithTimeframes
from freqtrade.exceptions import OperationalException
from freqtrade.exchange.types import Tickers
from freqtrade.misc import plural
@ -27,26 +27,19 @@ class VolatilityFilter(IPairList):
Filters pairs by volatility
"""
def __init__(
self,
exchange,
pairlistmanager,
config: Config,
pairlistconfig: Dict[str, Any],
pairlist_pos: int,
) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
def __init__(self, *args, **kwargs) -> None:
super().__init__(*args, **kwargs)
self._days = pairlistconfig.get("lookback_days", 10)
self._min_volatility = pairlistconfig.get("min_volatility", 0)
self._max_volatility = pairlistconfig.get("max_volatility", sys.maxsize)
self._refresh_period = pairlistconfig.get("refresh_period", 1440)
self._days = self._pairlistconfig.get("lookback_days", 10)
self._min_volatility = self._pairlistconfig.get("min_volatility", 0)
self._max_volatility = self._pairlistconfig.get("max_volatility", sys.maxsize)
self._refresh_period = self._pairlistconfig.get("refresh_period", 1440)
self._def_candletype = self._config["candle_type_def"]
self._sort_direction: Optional[str] = pairlistconfig.get("sort_direction", None)
self._sort_direction: Optional[str] = self._pairlistconfig.get("sort_direction", None)
self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
candle_limit = exchange.ohlcv_candle_limit("1d", self._config["candle_type_def"])
candle_limit = self._exchange.ohlcv_candle_limit("1d", self._config["candle_type_def"])
if self._days < 1:
raise OperationalException("VolatilityFilter requires lookback_days to be >= 1")
if self._days > candle_limit:

17
freqtrade/plugins/pairlist/VolumePairList.py
View File

@ -10,7 +10,7 @@ from typing import Any, Dict, List, Literal
from cachetools import TTLCache
from freqtrade.constants import Config, ListPairsWithTimeframes
from freqtrade.constants import ListPairsWithTimeframes
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_prev_date
from freqtrade.exchange.types import Tickers
@ -27,15 +27,8 @@ SORT_VALUES = ["quoteVolume"]
class VolumePairList(IPairList):
is_pairlist_generator = True
def __init__(
self,
exchange,
pairlistmanager,
config: Config,
pairlistconfig: Dict[str, Any],
pairlist_pos: int,
) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
def __init__(self, *args, **kwargs) -> None:
super().__init__(*args, **kwargs)
if "number_assets" not in self._pairlistconfig:
raise OperationalException(
@ -43,7 +36,7 @@ class VolumePairList(IPairList):
'for "pairlist.config.number_assets"'
)
self._stake_currency = config["stake_currency"]
self._stake_currency = self._config["stake_currency"]
self._number_pairs = self._pairlistconfig["number_assets"]
self._sort_key: Literal["quoteVolume"] = self._pairlistconfig.get("sort_key", "quoteVolume")
self._min_value = self._pairlistconfig.get("min_value", 0)
@ -94,7 +87,7 @@ class VolumePairList(IPairList):
if not self._validate_keys(self._sort_key):
raise OperationalException(f"key {self._sort_key} not in {SORT_VALUES}")
candle_limit = exchange.ohlcv_candle_limit(
candle_limit = self._exchange.ohlcv_candle_limit(
self._lookback_timeframe, self._config["candle_type_def"]
)
if self._lookback_period < 0:

27
freqtrade/plugins/pairlist/rangestabilityfilter.py
View File

@ -4,12 +4,12 @@ Rate of change pairlist filter
import logging
from datetime import timedelta
from typing import Any, Dict, List, Optional
from typing import Dict, List, Optional
from cachetools import TTLCache
from pandas import DataFrame
from freqtrade.constants import Config, ListPairsWithTimeframes
from freqtrade.constants import ListPairsWithTimeframes
from freqtrade.exceptions import OperationalException
from freqtrade.exchange.types import Tickers
from freqtrade.misc import plural
@ -21,26 +21,19 @@ logger = logging.getLogger(__name__)
class RangeStabilityFilter(IPairList):
def __init__(
self,
exchange,
pairlistmanager,
config: Config,
pairlistconfig: Dict[str, Any],
pairlist_pos: int,
) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
def __init__(self, *args, **kwargs) -> None:
super().__init__(*args, **kwargs)
self._days = pairlistconfig.get("lookback_days", 10)
self._min_rate_of_change = pairlistconfig.get("min_rate_of_change", 0.01)
self._max_rate_of_change = pairlistconfig.get("max_rate_of_change")
self._refresh_period = pairlistconfig.get("refresh_period", 86400)
self._days = self._pairlistconfig.get("lookback_days", 10)
self._min_rate_of_change = self._pairlistconfig.get("min_rate_of_change", 0.01)
self._max_rate_of_change = self._pairlistconfig.get("max_rate_of_change")
self._refresh_period = self._pairlistconfig.get("refresh_period", 86400)
self._def_candletype = self._config["candle_type_def"]
self._sort_direction: Optional[str] = pairlistconfig.get("sort_direction", None)
self._sort_direction: Optional[str] = self._pairlistconfig.get("sort_direction", None)
self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
candle_limit = exchange.ohlcv_candle_limit("1d", self._config["candle_type_def"])
candle_limit = self._exchange.ohlcv_candle_limit("1d", self._config["candle_type_def"])
if self._days < 1:
raise OperationalException("RangeStabilityFilter requires lookback_days to be >= 1")
if self._days > candle_limit:

22
freqtrade/rpc/api_server/api_auth.py
View File

@ -31,7 +31,7 @@ security = HTTPBasic()
oauth2_scheme = OAuth2PasswordBearer(tokenUrl="token", auto_error=False)
def get_user_from_token(token, secret_key: str, token_type: str = "access") -> str:
def get_user_from_token(token, secret_key: str, token_type: str = "access") -> str: # noqa: S107
credentials_exception = HTTPException(
status_code=status.HTTP_401_UNAUTHORIZED,
detail="Could not validate credentials",
@ -86,11 +86,11 @@ async def validate_ws_token(
await ws.close(code=status.WS_1008_POLICY_VIOLATION)
def create_token(data: dict, secret_key: str, token_type: str = "access") -> str:
def create_token(data: dict, secret_key: str, token_type: str = "access") -> str: # noqa: S107
to_encode = data.copy()
if token_type == "access":
if token_type == "access": # noqa: S105
expire = datetime.now(timezone.utc) + timedelta(minutes=15)
elif token_type == "refresh":
elif token_type == "refresh": # noqa: S105
expire = datetime.now(timezone.utc) + timedelta(days=30)
else:
raise ValueError()
@ -127,9 +127,15 @@ def token_login(
):
if verify_auth(api_config, form_data.username, form_data.password):
token_data = {"identity": {"u": form_data.username}}
access_token = create_token(token_data, api_config.get("jwt_secret_key", "super-secret"))
access_token = create_token(
token_data,
api_config.get("jwt_secret_key", "super-secret"),
token_type="access", # noqa: S106
)
refresh_token = create_token(
token_data, api_config.get("jwt_secret_key", "super-secret"), token_type="refresh"
token_data,
api_config.get("jwt_secret_key", "super-secret"),
token_type="refresh", # noqa: S106
)
return {
"access_token": access_token,
@ -148,6 +154,8 @@ def token_refresh(token: str = Depends(oauth2_scheme), api_config=Depends(get_ap
u = get_user_from_token(token, api_config.get("jwt_secret_key", "super-secret"), "refresh")
token_data = {"identity": {"u": u}}
access_token = create_token(
token_data, api_config.get("jwt_secret_key", "super-secret"), token_type="access"
token_data,
api_config.get("jwt_secret_key", "super-secret"),
token_type="access", # noqa: S106
)
return {"access_token": access_token}

2
freqtrade/rpc/rpc.py
View File

@ -1466,6 +1466,8 @@ class RPC:
from freqtrade.resolvers.strategy_resolver import StrategyResolver
strategy = StrategyResolver.load_strategy(config)
# Manually load hyperparameters, as we don't call the bot-start callback.
strategy.ft_load_hyper_params(False)
if strategy.plot_config and "subplots" not in strategy.plot_config:
strategy.plot_config["subplots"] = {}

2
ft_client/freqtrade_client/__init__.py
View File

@ -31,7 +31,7 @@ if "dev" in __version__:
versionfile = Path("./freqtrade_commit")
if versionfile.is_file():
__version__ = f"docker-{__version__}-{versionfile.read_text()[:8]}"
except Exception:
except Exception: # noqa: S110
pass
__all__ = ["FtRestClient"]

21
ft_client/freqtrade_client/ft_client.py
View File

@ -81,12 +81,12 @@ def print_commands():
print(f"{x}\n\t{doc}\n")
def main_exec(args: Dict[str, Any]):
if args.get("show"):
def main_exec(parsed: Dict[str, Any]):
if parsed.get("show"):
print_commands()
sys.exit()
config = load_config(args["config"])
config = load_config(parsed["config"])
url = config.get("api_server", {}).get("listen_ip_address", "127.0.0.1")
port = config.get("api_server", {}).get("listen_port", "8080")
username = config.get("api_server", {}).get("username")
@ -96,13 +96,24 @@ def main_exec(args: Dict[str, Any]):
client = FtRestClient(server_url, username, password)
m = [x for x, y in inspect.getmembers(client) if not x.startswith("_")]
command = args["command"]
command = parsed["command"]
if command not in m:
logger.error(f"Command {command} not defined")
print_commands()
return
print(json.dumps(getattr(client, command)(*args["command_arguments"])))
# Split arguments with = into key/value pairs
kwargs = {x.split("=")[0]: x.split("=")[1] for x in parsed["command_arguments"] if "=" in x}
args = [x for x in parsed["command_arguments"] if "=" not in x]
try:
res = getattr(client, command)(*args, **kwargs)
print(json.dumps(res))
except TypeError as e:
logger.error(f"Error executing command {command}: {e}")
sys.exit(1)
except Exception as e:
logger.error(f"Fatal Error executing command {command}: {e}")
sys.exit(1)
def main():

32
ft_client/freqtrade_client/ft_rest_client.py
View File

@ -54,7 +54,7 @@ class FtRestClient:
# return resp.text
return resp.json()
except ConnectionError:
logger.warning("Connection error")
logger.warning(f"Connection error - could not connect to {netloc}.")
def _get(self, apipath, params: ParamsT = None):
return self._call("GET", apipath, params=params)
@ -312,20 +312,48 @@ class FtRestClient:
data = {"pair": pair, "price": price}
return self._post("forcebuy", data=data)
def forceenter(self, pair, side, price=None):
def forceenter(
self,
pair,
side,
price=None,
*,
order_type=None,
stake_amount=None,
leverage=None,
enter_tag=None,
):
"""Force entering a trade
:param pair: Pair to buy (ETH/BTC)
:param side: 'long' or 'short'
:param price: Optional - price to buy
:param order_type: Optional keyword argument - 'limit' or 'market'
:param stake_amount: Optional keyword argument - stake amount (as float)
:param leverage: Optional keyword argument - leverage (as float)
:param enter_tag: Optional keyword argument - entry tag (as string, default: 'force_enter')
:return: json object of the trade
"""
data = {
"pair": pair,
"side": side,
}
if price:
data["price"] = price
if order_type:
data["ordertype"] = order_type
if stake_amount:
data["stakeamount"] = stake_amount
if leverage:
data["leverage"] = leverage
if enter_tag:
data["entry_tag"] = enter_tag
return self._post("forceenter", data=data)
def forceexit(self, tradeid, ordertype=None, amount=None):

176
ft_client/test_client/test_rest_client.py
View File

@ -1,5 +1,5 @@
import re
from unittest.mock import MagicMock
from unittest.mock import ANY, MagicMock
import pytest
from requests.exceptions import ConnectionError
@ -52,70 +52,89 @@ def test_FtRestClient_call_invalid(caplog):
@pytest.mark.parametrize(
"method,args",
"method,args,kwargs",
[
("start", []),
("stop", []),
("stopbuy", []),
("reload_config", []),
("balance", []),
("count", []),
("entries", []),
("exits", []),
("mix_tags", []),
("locks", []),
("lock_add", ["XRP/USDT", "2024-01-01 20:00:00Z", "*", "rand"]),
("delete_lock", [2]),
("daily", []),
("daily", [15]),
("weekly", []),
("weekly", [15]),
("monthly", []),
("monthly", [12]),
("edge", []),
("profit", []),
("stats", []),
("performance", []),
("status", []),
("version", []),
("show_config", []),
("ping", []),
("logs", []),
("logs", [55]),
("trades", []),
("trades", [5]),
("trades", [5, 5]), # With offset
("trade", [1]),
("delete_trade", [1]),
("cancel_open_order", [1]),
("whitelist", []),
("blacklist", []),
("blacklist", ["XRP/USDT"]),
("blacklist", ["XRP/USDT", "BTC/USDT"]),
("forcebuy", ["XRP/USDT"]),
("forcebuy", ["XRP/USDT", 1.5]),
("forceenter", ["XRP/USDT", "short"]),
("forceenter", ["XRP/USDT", "short", 1.5]),
("forceexit", [1]),
("forceexit", [1, "limit"]),
("forceexit", [1, "limit", 100]),
("strategies", []),
("strategy", ["sampleStrategy"]),
("pairlists_available", []),
("plot_config", []),
("available_pairs", []),
("available_pairs", ["5m"]),
("pair_candles", ["XRP/USDT", "5m"]),
("pair_candles", ["XRP/USDT", "5m", 500]),
("pair_history", ["XRP/USDT", "5m", "SampleStrategy"]),
("sysinfo", []),
("health", []),
("start", [], {}),
("stop", [], {}),
("stopbuy", [], {}),
("reload_config", [], {}),
("balance", [], {}),
("count", [], {}),
("entries", [], {}),
("exits", [], {}),
("mix_tags", [], {}),
("locks", [], {}),
("lock_add", ["XRP/USDT", "2024-01-01 20:00:00Z", "*", "rand"], {}),
("delete_lock", [2], {}),
("daily", [], {}),
("daily", [15], {}),
("weekly", [], {}),
("weekly", [15], {}),
("monthly", [], {}),
("monthly", [12], {}),
("edge", [], {}),
("profit", [], {}),
("stats", [], {}),
("performance", [], {}),
("status", [], {}),
("version", [], {}),
("show_config", [], {}),
("ping", [], {}),
("logs", [], {}),
("logs", [55], {}),
("trades", [], {}),
("trades", [5], {}),
("trades", [5, 5], {}), # With offset
("trade", [1], {}),
("delete_trade", [1], {}),
("cancel_open_order", [1], {}),
("whitelist", [], {}),
("blacklist", [], {}),
("blacklist", ["XRP/USDT"], {}),
("blacklist", ["XRP/USDT", "BTC/USDT"], {}),
("forcebuy", ["XRP/USDT"], {}),
("forcebuy", ["XRP/USDT", 1.5], {}),
("forceenter", ["XRP/USDT", "short"], {}),
("forceenter", ["XRP/USDT", "short", 1.5], {}),
("forceenter", ["XRP/USDT", "short", 1.5], {"order_type": "market"}),
("forceenter", ["XRP/USDT", "short", 1.5], {"order_type": "market", "stake_amount": 100}),
(
"forceenter",
["XRP/USDT", "short", 1.5],
{"order_type": "market", "stake_amount": 100, "leverage": 10.0},
),
(
"forceenter",
["XRP/USDT", "short", 1.5],
{
"order_type": "market",
"stake_amount": 100,
"leverage": 10.0,
"enter_tag": "test_force_enter",
},
),
("forceexit", [1], {}),
("forceexit", [1, "limit"], {}),
("forceexit", [1, "limit", 100], {}),
("strategies", [], {}),
("strategy", ["sampleStrategy"], {}),
("pairlists_available", [], {}),
("plot_config", [], {}),
("available_pairs", [], {}),
("available_pairs", ["5m"], {}),
("pair_candles", ["XRP/USDT", "5m"], {}),
("pair_candles", ["XRP/USDT", "5m", 500], {}),
("pair_candles", ["XRP/USDT", "5m", 500], {"columns": ["close_time,close"]}),
("pair_history", ["XRP/USDT", "5m", "SampleStrategy"], {}),
("pair_history", ["XRP/USDT", "5m"], {"strategy": "SampleStrategy"}),
("sysinfo", [], {}),
("health", [], {}),
],
)
def test_FtRestClient_call_explicit_methods(method, args):
def test_FtRestClient_call_explicit_methods(method, args, kwargs):
client, mock = get_rest_client()
exec = getattr(client, method)
exec(*args)
exec(*args, **kwargs)
assert mock.call_count == 1
@ -148,3 +167,40 @@ def test_ft_client(mocker, capsys, caplog):
)
main_exec(args)
assert log_has_re("Command whatever not defined", caplog)
@pytest.mark.parametrize(
"params, expected_args, expected_kwargs",
[
("forceenter BTC/USDT long", ["BTC/USDT", "long"], {}),
("forceenter BTC/USDT long limit", ["BTC/USDT", "long", "limit"], {}),
(
# Skip most parameters, only providing enter_tag
"forceenter BTC/USDT long enter_tag=deadBeef",
["BTC/USDT", "long"],
{"enter_tag": "deadBeef"},
),
(
"forceenter BTC/USDT long invalid_key=123",
[],
SystemExit,
# {"invalid_key": "deadBeef"},
),
],
)
def test_ft_client_argparsing(mocker, params, expected_args, expected_kwargs, caplog):
mocked_method = params.split(" ")[0]
mocker.patch("freqtrade_client.ft_client.load_config", return_value={}, autospec=True)
mm = mocker.patch(
f"freqtrade_client.ft_client.FtRestClient.{mocked_method}", return_value={}, autospec=True
)
args = add_arguments(params.split(" "))
if isinstance(expected_kwargs, dict):
main_exec(args)
mm.assert_called_once_with(ANY, *expected_args, **expected_kwargs)
else:
with pytest.raises(expected_kwargs):
main_exec(args)
assert log_has_re(f"Error executing command {mocked_method}: got an unexpected .*", caplog)
mm.assert_not_called()

21
pyproject.toml
View File

@ -138,7 +138,7 @@ extend-select = [
# "EXE", # flake8-executable
# "C4", # flake8-comprehensions
"YTT", # flake8-2020
# "S", # flake8-bandit
"S", # flake8-bandit
# "DTZ", # flake8-datetimez
# "RSE", # flake8-raise
# "TCH", # flake8-type-checking
@ -151,13 +151,30 @@ extend-ignore = [
"E272", # Multiple spaces before keyword
"E221", # Multiple spaces before operator
"B007", # Loop control variable not used
"S603", # `subprocess` call: check for execution of untrusted input
"S607", # Starting a process with a partial executable path
"S608", # Possible SQL injection vector through string-based query construction
]
[tool.ruff.lint.mccabe]
max-complexity = 12
[tool.ruff.lint.per-file-ignores]
"tests/*" = ["S"]
"freqtrade/freqai/**/*.py" = [
"S311" # Standard pseudo-random generators are not suitable for cryptographic purposes
]
"tests/**/*.py" = [
"S101", # allow assert in tests
"S104", # Possible binding to all interfaces
"S311", # Standard pseudo-random generators are not suitable for cryptographic purposes
"S105", # Possible hardcoded password assigned to: "secret"
"S106", # Possible hardcoded password assigned to argument: "token_type"
"S110", # `try`-`except`-`pass` detected, consider logging the exception
]
"ft_client/test_client/**/*.py" = [
"S101", # allow assert in tests
]
[tool.ruff.lint.flake8-bugbear]
# Allow default arguments like, e.g., `data: List[str] = fastapi.Query(None)`.

4
requirements-dev.txt
View File

@ -7,10 +7,10 @@
-r docs/requirements-docs.txt
coveralls==4.0.1
ruff==0.4.7
ruff==0.4.9
mypy==1.10.0
pre-commit==3.7.1
pytest==8.2.1
pytest==8.2.2
pytest-asyncio==0.23.7
pytest-cov==5.0.0
pytest-mock==3.14.0

3
requirements-freqai-rl.txt
View File

@ -2,7 +2,8 @@
-r requirements-freqai.txt
# Required for freqai-rl
torch==2.2.2
torch==2.3.1; sys_platform != 'darwin' or platform_machine != 'x86_64'
torch==2.2.2; sys_platform == 'darwin' and platform_machine == 'x86_64'
gymnasium==0.29.1
stable_baselines3==2.3.2
sb3_contrib>=2.2.1

4
requirements-freqai.txt
View File

@ -6,7 +6,7 @@
scikit-learn==1.5.0
joblib==1.4.2
catboost==1.2.5; 'arm' not in platform_machine
lightgbm==4.3.0
lightgbm==4.4.0
xgboost==2.0.3
tensorboard==2.16.2
tensorboard==2.17.0
datasieve==0.1.7

2
requirements-hyperopt.txt
View File

@ -5,4 +5,4 @@
scipy==1.13.1
scikit-learn==1.5.0
ft-scikit-optimize==0.9.2
filelock==3.14.0
filelock==3.15.1

16
requirements.txt
View File

@ -4,19 +4,19 @@ bottleneck==1.3.8
numexpr==2.10.0
pandas-ta==0.3.14b
ccxt==4.3.38
cryptography==42.0.7
ccxt==4.3.46
cryptography==42.0.8
aiohttp==3.9.5
SQLAlchemy==2.0.30
python-telegram-bot==21.2
python-telegram-bot==21.3
# can't be hard-pinned due to telegram-bot pinning httpx with ~
httpx>=0.24.1
humanize==4.9.0
cachetools==5.3.3
requests==2.32.3
urllib3==2.2.1
urllib3==2.2.2
jsonschema==4.22.0
TA-Lib==0.4.30
TA-Lib==0.4.31
technical==1.4.3
tabulate==0.9.0
pycoingecko==3.1.0
@ -32,14 +32,14 @@ py_find_1st==1.1.6
# Load ticker files 30% faster
python-rapidjson==1.17
# Properly format api responses
orjson==3.10.3
orjson==3.10.5
# Notify systemd
sdnotify==0.3.2
# API Server
fastapi==0.111.0
pydantic==2.7.2
pydantic==2.7.4
uvicorn==0.30.1
pyjwt==2.8.0
aiofiles==23.2.1
@ -62,4 +62,4 @@ websockets==12.0
janus==1.0.0
ast-comments==1.2.2
packaging==24.0
packaging==24.1

8
tests/data/test_entryexitanalysis.py
View File

@ -67,10 +67,10 @@ def test_backtest_analysis_nomock(default_conf, mocker, caplog, testdatadir, use
"enter_tag_long_b",
],
"exit_reason": [
ExitType.ROI,
ExitType.EXIT_SIGNAL,
ExitType.STOP_LOSS,
ExitType.TRAILING_STOP_LOSS,
ExitType.ROI.value,
ExitType.EXIT_SIGNAL.value,
ExitType.STOP_LOSS.value,
ExitType.TRAILING_STOP_LOSS.value,
],
}
)

4
tests/exchange/test_exchange.py
View File

@ -7,7 +7,7 @@ from unittest.mock import MagicMock, Mock, PropertyMock, patch
import ccxt
import pytest
from numpy import NaN
from numpy import nan
from pandas import DataFrame, to_datetime
from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS
@ -5014,7 +5014,7 @@ def test_get_max_leverage_from_margin(default_conf, mocker, pair, nominal_value,
(10, 0.0001, 2.0, 1.0, 0.002, 0.002),
(10, 0.0002, 2.0, 0.01, 0.004, 0.00004),
(10, 0.0002, 2.5, None, 0.005, None),
(10, 0.0002, NaN, None, 0.0, None),
(10, 0.0002, nan, None, 0.0, None),
],
)
def test_calculate_funding_fees(

8
tests/optimize/test_backtesting.py
View File

@ -1650,11 +1650,11 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
]
args = get_args(args)
start_backtesting(args)
# 2 backtests, 4 tables
# 2 backtests, 6 tables (entry, exit, mixed - each 2x)
assert backtestmock.call_count == 2
assert text_table_mock.call_count == 4
assert strattable_mock.call_count == 1
assert tag_metrics_mock.call_count == 4
assert tag_metrics_mock.call_count == 6
assert strat_summary.call_count == 1
# check the logs, that will contain the backtest result
@ -1709,7 +1709,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
"open_rate": [0.104445, 0.10302485],
"close_rate": [0.104969, 0.103541],
"is_short": [False, False],
"exit_reason": [ExitType.ROI, ExitType.ROI],
"exit_reason": [ExitType.ROI.value, ExitType.ROI.value],
}
)
result2 = pd.DataFrame(
@ -1729,7 +1729,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
"open_rate": [0.104445, 0.10302485, 0.122541],
"close_rate": [0.104969, 0.103541, 0.123541],
"is_short": [False, False, False],
"exit_reason": [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS],
"exit_reason": [ExitType.ROI.value, ExitType.ROI.value, ExitType.STOP_LOSS.value],
}
)
backtestmock = MagicMock(

16
tests/optimize/test_hyperopt.py
View File

@ -415,10 +415,10 @@ def test_hyperopt_format_results(hyperopt):
"is_short": [False, False, False, False],
"stake_amount": [0.01, 0.01, 0.01, 0.01],
"exit_reason": [
ExitType.ROI,
ExitType.STOP_LOSS,
ExitType.ROI,
ExitType.FORCE_EXIT,
ExitType.ROI.value,
ExitType.STOP_LOSS.value,
ExitType.ROI.value,
ExitType.FORCE_EXIT.value,
],
}
),
@ -507,10 +507,10 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
"is_short": [False, False, False, False],
"stake_amount": [0.01, 0.01, 0.01, 0.01],
"exit_reason": [
ExitType.ROI,
ExitType.STOP_LOSS,
ExitType.ROI,
ExitType.FORCE_EXIT,
ExitType.ROI.value,
ExitType.STOP_LOSS.value,
ExitType.ROI.value,
ExitType.FORCE_EXIT.value,
],
}
),

34
tests/optimize/test_optimize_reports.py
View File

@ -70,13 +70,13 @@ def test_text_table_bt_results():
)
result_str = (
"| Pair | Entries | Avg Profit % | Tot Profit BTC | "
"| Pair | Trades | Avg Profit % | Tot Profit BTC | "
"Tot Profit % | Avg Duration | Win Draw Loss Win% |\n"
"|---------+-----------+----------------+------------------+"
"|---------+----------+----------------+------------------+"
"----------------+----------------+-------------------------|\n"
"| ETH/BTC | 3 | 8.33 | 0.50000000 | "
"| ETH/BTC | 3 | 8.33 | 0.50000000 | "
"12.50 | 0:20:00 | 2 0 1 66.7 |\n"
"| TOTAL | 3 | 8.33 | 0.50000000 | "
"| TOTAL | 3 | 8.33 | 0.50000000 | "
"12.50 | 0:20:00 | 2 0 1 66.7 |"
)
@ -116,10 +116,10 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmp_path):
"is_short": [False, False, False, False],
"stake_amount": [0.01, 0.01, 0.01, 0.01],
"exit_reason": [
ExitType.ROI,
ExitType.STOP_LOSS,
ExitType.ROI,
ExitType.FORCE_EXIT,
ExitType.ROI.value,
ExitType.STOP_LOSS.value,
ExitType.ROI.value,
ExitType.FORCE_EXIT.value,
],
}
),
@ -183,10 +183,10 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmp_path):
"is_short": [False, False, False, False],
"stake_amount": [0.01, 0.01, 0.01, 0.01],
"exit_reason": [
ExitType.ROI,
ExitType.ROI,
ExitType.STOP_LOSS,
ExitType.FORCE_EXIT,
ExitType.ROI.value,
ExitType.ROI.value,
ExitType.STOP_LOSS.value,
ExitType.FORCE_EXIT.value,
],
}
),
@ -444,7 +444,7 @@ def test_text_table_exit_reason():
"wins": [2, 0, 0],
"draws": [0, 0, 0],
"losses": [0, 0, 1],
"exit_reason": [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS],
"exit_reason": [ExitType.ROI.value, ExitType.ROI.value, ExitType.STOP_LOSS.value],
}
)
@ -509,13 +509,13 @@ def test_text_table_strategy(testdatadir):
bt_res_data_comparison = bt_res_data.pop("strategy_comparison")
result_str = (
"| Strategy | Entries | Avg Profit % | Tot Profit BTC |"
"| Strategy | Trades | Avg Profit % | Tot Profit BTC |"
" Tot Profit % | Avg Duration | Win Draw Loss Win% | Drawdown |\n"
"|----------------+-----------+----------------+------------------+"
"|----------------+----------+----------------+------------------+"
"----------------+----------------+-------------------------+-----------------------|\n"
"| StrategyTestV2 | 179 | 0.08 | 0.02608550 |"
"| StrategyTestV2 | 179 | 0.08 | 0.02608550 |"
" 260.85 | 3:40:00 | 170 0 9 95.0 | 0.00308222 BTC 8.67% |\n"
"| TestStrategy | 179 | 0.08 | 0.02608550 |"
"| TestStrategy | 179 | 0.08 | 0.02608550 |"
" 260.85 | 3:40:00 | 170 0 9 95.0 | 0.00308222 BTC 8.67% |"
)

12
tests/test_configuration.py
View File

@ -401,11 +401,11 @@ def test_load_dry_run(default_conf, mocker, config_value, expected, arglist) ->
assert validated_conf["runmode"] == (RunMode.DRY_RUN if expected else RunMode.LIVE)
def test_load_custom_strategy(default_conf, mocker) -> None:
def test_load_custom_strategy(default_conf, mocker, tmp_path) -> None:
default_conf.update(
{
"strategy": "CustomStrategy",
"strategy_path": "/tmp/strategies",
"strategy_path": f"{tmp_path}/strategies",
}
)
patched_configuration_load_config_file(mocker, default_conf)
@ -415,7 +415,7 @@ def test_load_custom_strategy(default_conf, mocker) -> None:
validated_conf = configuration.load_config()
assert validated_conf.get("strategy") == "CustomStrategy"
assert validated_conf.get("strategy_path") == "/tmp/strategies"
assert validated_conf.get("strategy_path") == f"{tmp_path}/strategies"
def test_show_info(default_conf, mocker, caplog) -> None:
@ -469,7 +469,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
assert "timerange" not in config
def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> None:
def test_setup_configuration_with_arguments(mocker, default_conf, caplog, tmp_path) -> None:
patched_configuration_load_config_file(mocker, default_conf)
mocker.patch("freqtrade.configuration.configuration.create_datadir", lambda c, x: x)
mocker.patch(
@ -485,7 +485,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
"--datadir",
"/foo/bar",
"--userdir",
"/tmp/freqtrade",
f"{tmp_path}/freqtrade",
"--timeframe",
"1m",
"--enable-position-stacking",
@ -509,7 +509,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
assert "pair_whitelist" in config["exchange"]
assert "datadir" in config
assert log_has("Using data directory: {} ...".format("/foo/bar"), caplog)
assert log_has("Using user-data directory: {} ...".format(Path("/tmp/freqtrade")), caplog)
assert log_has(f"Using user-data directory: {tmp_path / 'freqtrade'} ...", caplog)
assert "user_data_dir" in config
assert "timeframe" in config

48
tests/test_directory_operations.py
View File

@ -24,16 +24,16 @@ def test_create_datadir(mocker, default_conf, caplog) -> None:
assert log_has("Created data directory: /foo/bar", caplog)
def test_create_userdata_dir(mocker, default_conf, caplog) -> None:
def test_create_userdata_dir(mocker, tmp_path, caplog) -> None:
mocker.patch.object(Path, "is_dir", MagicMock(return_value=False))
md = mocker.patch.object(Path, "mkdir", MagicMock())
x = create_userdata_dir("/tmp/bar", create_dir=True)
x = create_userdata_dir(tmp_path / "bar", create_dir=True)
assert md.call_count == 10
assert md.call_args[1]["parents"] is False
assert log_has(f'Created user-data directory: {Path("/tmp/bar")}', caplog)
assert log_has(f'Created user-data directory: {tmp_path / "bar"}', caplog)
assert isinstance(x, Path)
assert str(x) == str(Path("/tmp/bar"))
assert str(x) == str(tmp_path / "bar")
def test_create_userdata_dir_and_chown(mocker, tmp_path, caplog) -> None:
@ -54,63 +54,57 @@ def test_create_userdata_dir_and_chown(mocker, tmp_path, caplog) -> None:
del os.environ["FT_APP_ENV"]
def test_create_userdata_dir_exists(mocker, default_conf, caplog) -> None:
def test_create_userdata_dir_exists(mocker, tmp_path) -> None:
mocker.patch.object(Path, "is_dir", MagicMock(return_value=True))
md = mocker.patch.object(Path, "mkdir", MagicMock())
create_userdata_dir("/tmp/bar")
create_userdata_dir(f"{tmp_path}/bar")
assert md.call_count == 0
def test_create_userdata_dir_exists_exception(mocker, default_conf, caplog) -> None:
def test_create_userdata_dir_exists_exception(mocker, tmp_path) -> None:
mocker.patch.object(Path, "is_dir", MagicMock(return_value=False))
md = mocker.patch.object(Path, "mkdir", MagicMock())
with pytest.raises(
OperationalException, match=r"Directory `.{1,2}tmp.{1,2}bar` does not exist.*"
):
create_userdata_dir("/tmp/bar", create_dir=False)
with pytest.raises(OperationalException, match=r"Directory `.*.{1,2}bar` does not exist.*"):
create_userdata_dir(f"{tmp_path}/bar", create_dir=False)
assert md.call_count == 0
def test_copy_sample_files(mocker, default_conf, caplog) -> None:
def test_copy_sample_files(mocker, tmp_path) -> None:
mocker.patch.object(Path, "is_dir", MagicMock(return_value=True))
mocker.patch.object(Path, "exists", MagicMock(return_value=False))
copymock = mocker.patch("shutil.copy", MagicMock())
copy_sample_files(Path("/tmp/bar"))
copy_sample_files(Path(f"{tmp_path}/bar"))
assert copymock.call_count == 3
assert copymock.call_args_list[0][0][1] == str(
Path("/tmp/bar") / "strategies/sample_strategy.py"
)
assert copymock.call_args_list[0][0][1] == str(tmp_path / "bar/strategies/sample_strategy.py")
assert copymock.call_args_list[1][0][1] == str(
Path("/tmp/bar") / "hyperopts/sample_hyperopt_loss.py"
tmp_path / "bar/hyperopts/sample_hyperopt_loss.py"
)
assert copymock.call_args_list[2][0][1] == str(
Path("/tmp/bar") / "notebooks/strategy_analysis_example.ipynb"
tmp_path / "bar/notebooks/strategy_analysis_example.ipynb"
)
def test_copy_sample_files_errors(mocker, default_conf, caplog) -> None:
def test_copy_sample_files_errors(mocker, tmp_path, caplog) -> None:
mocker.patch.object(Path, "is_dir", MagicMock(return_value=False))
mocker.patch.object(Path, "exists", MagicMock(return_value=False))
mocker.patch("shutil.copy", MagicMock())
with pytest.raises(
OperationalException, match=r"Directory `.{1,2}tmp.{1,2}bar` does not exist\."
):
copy_sample_files(Path("/tmp/bar"))
with pytest.raises(OperationalException, match=r"Directory `.*.{1,2}bar` does not exist\."):
copy_sample_files(Path(f"{tmp_path}/bar"))
mocker.patch.object(Path, "is_dir", MagicMock(side_effect=[True, False]))
with pytest.raises(
OperationalException,
match=r"Directory `.{1,2}tmp.{1,2}bar.{1,2}strategies` does not exist\.",
match=r"Directory `.*.{1,2}bar.{1,2}strategies` does not exist\.",
):
copy_sample_files(Path("/tmp/bar"))
copy_sample_files(Path(f"{tmp_path}/bar"))
mocker.patch.object(Path, "is_dir", MagicMock(return_value=True))
mocker.patch.object(Path, "exists", MagicMock(return_value=True))
copy_sample_files(Path("/tmp/bar"))
copy_sample_files(Path(f"{tmp_path}/bar"))
assert log_has_re(r"File `.*` exists already, not deploying sample file\.", caplog)
caplog.clear()
copy_sample_files(Path("/tmp/bar"), overwrite=True)
copy_sample_files(Path(f"{tmp_path}/bar"), overwrite=True)
assert log_has_re(r"File `.*` exists already, overwriting\.", caplog)