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Merge branch 'freqtrade:develop' into bt-metrics

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This commit is contained in:
Stefano Ariestasia
2023-11-27 10:46:21 +09:00
committed by GitHub
parent 63e702a3bf 0b3a6aa9de
commit 4bcb4fdd82
32 changed files with 215 additions and 121 deletions
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12
.github/workflows/ci.yml vendored
View File

@@ -90,7 +90,7 @@ jobs:
- name: Backtesting (multi)
run: |
cp config_examples/config_bittrex.example.json config.json
cp tests/testdata/config.tests.json config.json
freqtrade create-userdir --userdir user_data
freqtrade new-strategy -s AwesomeStrategy
freqtrade new-strategy -s AwesomeStrategyMin --template minimal
@@ -98,7 +98,7 @@ jobs:
- name: Hyperopt
run: |
cp config_examples/config_bittrex.example.json config.json
cp tests/testdata/config.tests.json config.json
freqtrade create-userdir --userdir user_data
freqtrade hyperopt --datadir tests/testdata -e 6 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all
@@ -200,14 +200,14 @@ jobs:
- name: Backtesting
run: |
cp config_examples/config_bittrex.example.json config.json
cp tests/testdata/config.tests.json config.json
freqtrade create-userdir --userdir user_data
freqtrade new-strategy -s AwesomeStrategyAdv --template advanced
freqtrade backtesting --datadir tests/testdata --strategy AwesomeStrategyAdv
- name: Hyperopt
run: |
cp config_examples/config_bittrex.example.json config.json
cp tests/testdata/config.tests.json config.json
freqtrade create-userdir --userdir user_data
freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all
@@ -275,13 +275,13 @@ jobs:
- name: Backtesting
run: |
cp config_examples/config_bittrex.example.json config.json
cp tests/testdata/config.tests.json config.json
freqtrade create-userdir --userdir user_data
freqtrade backtesting --datadir tests/testdata --strategy SampleStrategy
- name: Hyperopt
run: |
cp config_examples/config_bittrex.example.json config.json
cp tests/testdata/config.tests.json config.json
freqtrade create-userdir --userdir user_data
freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all

2
Dockerfile
View File

@@ -1,4 +1,4 @@
FROM python:3.11.6-slim-bullseye as base
FROM python:3.11.6-slim-bookworm as base
# Setup env
ENV LANG C.UTF-8

1
README.md
View File

@@ -28,7 +28,6 @@ hesitate to read the source code and understand the mechanism of this bot.
Please read the [exchange specific notes](docs/exchanges.md) to learn about eventual, special configurations needed for each exchange.
- [X] [Binance](https://www.binance.com/)
- [X] [Bittrex](https://bittrex.com/)
- [X] [Gate.io](https://www.gate.io/ref/6266643)
- [X] [Huobi](http://huobi.com/)
- [X] [Kraken](https://kraken.com/)

2
build_helpers/publish_docker_arm64.sh
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@@ -54,7 +54,7 @@ docker tag freqtrade:$TAG_FREQAI_ARM ${CACHE_IMAGE}:$TAG_FREQAI_ARM
docker tag freqtrade:$TAG_FREQAI_RL_ARM ${CACHE_IMAGE}:$TAG_FREQAI_RL_ARM
# Run backtest
docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG_ARM} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV3
docker run --rm -v $(pwd)/tests/testdata/config.tests.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG_ARM} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV3
if [ $? -ne 0 ]; then
echo "failed running backtest"

2
build_helpers/publish_docker_multi.sh
View File

@@ -67,7 +67,7 @@ docker tag freqtrade:$TAG_FREQAI ${CACHE_IMAGE}:$TAG_FREQAI
docker tag freqtrade:$TAG_FREQAI_RL ${CACHE_IMAGE}:$TAG_FREQAI_RL
# Run backtest
docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV3
docker run --rm -v $(pwd)/tests/testdata/config.tests.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV3
if [ $? -ne 0 ]; then
echo "failed running backtest"

32
config_examples/config_binance.example.json
View File

@@ -1,6 +1,6 @@
{
"max_open_trades": 3,
"stake_currency": "BTC",
"stake_currency": "USDT",
"stake_amount": 0.05,
"tradable_balance_ratio": 0.99,
"fiat_display_currency": "USD",
@@ -36,21 +36,21 @@
"ccxt_async_config": {
},
"pair_whitelist": [
"ALGO/BTC",
"ATOM/BTC",
"BAT/BTC",
"BCH/BTC",
"BRD/BTC",
"EOS/BTC",
"ETH/BTC",
"IOTA/BTC",
"LINK/BTC",
"LTC/BTC",
"NEO/BTC",
"NXS/BTC",
"XMR/BTC",
"XRP/BTC",
"XTZ/BTC"
"ALGO/USDT",
"ATOM/USDT",
"BAT/USDT",
"BCH/USDT",
"BRD/USDT",
"EOS/USDT",
"ETH/USDT",
"IOTA/USDT",
"LINK/USDT",
"LTC/USDT",
"NEO/USDT",
"NXS/USDT",
"XMR/USDT",
"XRP/USDT",
"XTZ/USDT"
],
"pair_blacklist": [
"BNB/.*"

6
docker/Dockerfile.armhf
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@@ -1,4 +1,4 @@
FROM python:3.9.16-slim-bullseye as base
FROM python:3.11.6-slim-bookworm as base
# Setup env
ENV LANG C.UTF-8
@@ -11,7 +11,7 @@ ENV FT_APP_ENV="docker"
# Prepare environment
RUN mkdir /freqtrade \
&& apt-get update \
&& apt-get -y install sudo libatlas3-base libopenblas-base curl sqlite3 libhdf5-dev libutf8proc-dev libsnappy-dev \
&& apt-get -y install sudo libatlas3-base libopenblas-dev curl sqlite3 libhdf5-dev libutf8proc-dev libsnappy-dev \
&& apt-get clean \
&& useradd -u 1000 -G sudo -U -m ftuser \
&& chown ftuser:ftuser /freqtrade \
@@ -24,7 +24,7 @@ WORKDIR /freqtrade
# Install dependencies
FROM base as python-deps
RUN apt-get update \
&& apt-get -y install build-essential libssl-dev libffi-dev libopenblas-dev libgfortran5 pkg-config cmake gcc \
&& apt-get -y install build-essential libssl-dev libffi-dev libgfortran5 pkg-config cmake gcc \
&& apt-get clean \
&& echo "[global]\nextra-index-url=https://www.piwheels.org/simple" > /etc/pip.conf

4
docs/backtesting.md
View File

@@ -170,11 +170,11 @@ freqtrade backtesting --strategy AwesomeStrategy --dry-run-wallet 1000
Using a different on-disk historical candle (OHLCV) data source
Assume you downloaded the history data from the Bittrex exchange and kept it in the `user_data/data/bittrex-20180101` directory.
Assume you downloaded the history data from the Binance exchange and kept it in the `user_data/data/binance-20180101` directory.
You can then use this data for backtesting as follows:
```bash
freqtrade backtesting --strategy AwesomeStrategy --datadir user_data/data/bittrex-20180101
freqtrade backtesting --strategy AwesomeStrategy --datadir user_data/data/binance-20180101
```
---

4
docs/configuration.md
View File

@@ -594,7 +594,7 @@ creating trades on the exchange.
```json
"exchange": {
"name": "bittrex",
"name": "binance",
"key": "key",
"secret": "secret",
...
@@ -644,7 +644,7 @@ API Keys are usually only required for live trading (trading for real money, bot
```json
{
"exchange": {
"name": "bittrex",
"name": "binance",
"key": "af8ddd35195e9dc500b9a6f799f6f5c93d89193b",
"secret": "08a9dc6db3d7b53e1acebd9275677f4b0a04f1a5",
//"password": "", // Optional, not needed by all exchanges)

1
docs/freqai-parameter-table.md
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@@ -74,7 +74,6 @@ Mandatory parameters are marked as **Required** and have to be set in one of the
| | **Reinforcement Learning Parameters within the `freqai.rl_config` sub dictionary**
| `rl_config` | A dictionary containing the control parameters for a Reinforcement Learning model. <br> **Datatype:** Dictionary.
| `train_cycles` | Training time steps will be set based on the `train_cycles * number of training data points. <br> **Datatype:** Integer.
| `cpu_count` | Number of processors to dedicate to the Reinforcement Learning training process. <br> **Datatype:** int.
| `max_trade_duration_candles`| Guides the agent training to keep trades below desired length. Example usage shown in `prediction_models/ReinforcementLearner.py` within the customizable `calculate_reward()` function. <br> **Datatype:** int.
| `model_type` | Model string from stable_baselines3 or SBcontrib. Available strings include: `'TRPO', 'ARS', 'RecurrentPPO', 'MaskablePPO', 'PPO', 'A2C', 'DQN'`. User should ensure that `model_training_parameters` match those available to the corresponding stable_baselines3 model by visiting their documentaiton. [PPO doc](https://stable-baselines3.readthedocs.io/en/master/modules/ppo.html) (external website) <br> **Datatype:** string.
| `policy_type` | One of the available policy types from stable_baselines3 <br> **Datatype:** string.

1
docs/index.md
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@@ -40,7 +40,6 @@ Freqtrade is a free and open source crypto trading bot written in Python. It is
Please read the [exchange specific notes](exchanges.md) to learn about eventual, special configurations needed for each exchange.
- [X] [Binance](https://www.binance.com/)
- [X] [Bittrex](https://bittrex.com/)
- [X] [Gate.io](https://www.gate.io/ref/6266643)
- [X] [Huobi](http://huobi.com/)
- [X] [Kraken](https://kraken.com/)

2
docs/requirements-docs.txt
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@@ -1,6 +1,6 @@
markdown==3.5.1
mkdocs==1.5.3
mkdocs-material==9.4.8
mkdocs-material==9.4.10
mdx_truly_sane_lists==1.3
pymdown-extensions==10.4
jinja2==3.1.2

54
docs/utils.md
View File

@@ -427,25 +427,33 @@ zb True missing opt: fetchMyTrades
Use the `list-timeframes` subcommand to see the list of timeframes available for the exchange.
```
usage: freqtrade list-timeframes [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [--exchange EXCHANGE] [-1]
usage: freqtrade list-timeframes [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH]
[--exchange EXCHANGE] [-1]
optional arguments:
options:
-h, --help show this help message and exit
--exchange EXCHANGE Exchange name (default: `bittrex`). Only valid if no config is provided.
--exchange EXCHANGE Exchange name. Only valid if no config is provided.
-1, --one-column Print output in one column.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified. Special values are: 'syslog', 'journald'. See the documentation for more details.
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default: `config.json`). Multiple --config options may be used. Can be set to `-`
to read config from stdin.
-d PATH, --datadir PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```
* Example: see the timeframes for the 'binance' exchange, set in the configuration file:
@@ -479,20 +487,17 @@ usage: freqtrade list-markets [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [--exchange EXCHANGE]
[--print-list] [--print-json] [-1] [--print-csv]
[--base BASE_CURRENCY [BASE_CURRENCY ...]]
[--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]] [-a]
[--trading-mode {spot,margin,futures}]
[--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]]
[-a] [--trading-mode {spot,margin,futures}]
usage: freqtrade list-pairs [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [--exchange EXCHANGE]
[--print-list] [--print-json] [-1] [--print-csv]
[--base BASE_CURRENCY [BASE_CURRENCY ...]]
[--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]] [-a]
[--trading-mode {spot,margin,futures}]
optional arguments:
options:
-h, --help show this help message and exit
--exchange EXCHANGE Exchange name (default: `bittrex`). Only valid if no
config is provided.
--exchange EXCHANGE Exchange name. Only valid if no config is provided.
--print-list Print list of pairs or market symbols. By default data
is printed in the tabular format.
--print-json Print list of pairs or market symbols in JSON format.
@@ -504,20 +509,22 @@ optional arguments:
Specify quote currency(-ies). Space-separated list.
-a, --all Print all pairs or market symbols. By default only
active ones are shown.
--trading-mode {spot,margin,futures}
--trading-mode {spot,margin,futures}, --tradingmode {spot,margin,futures}
Select Trading mode
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified. Special values are:
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default: `config.json`).
Multiple --config options may be used. Can be set to
`-` to read config from stdin.
-d PATH, --datadir PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
@@ -532,7 +539,7 @@ Pairs/markets are sorted by its symbol string in the printed output.
### Examples
* Print the list of active pairs with quote currency USD on exchange, specified in the default
configuration file (i.e. pairs on the "Bittrex" exchange) in JSON format:
configuration file (i.e. pairs on the "Binance" exchange) in JSON format:
```
$ freqtrade list-pairs --quote USD --print-json
@@ -564,7 +571,7 @@ usage: freqtrade test-pairlist [-h] [--userdir PATH] [-v] [-c PATH]
[--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]]
[-1] [--print-json] [--exchange EXCHANGE]
optional arguments:
options:
-h, --help show this help message and exit
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
@@ -578,8 +585,7 @@ optional arguments:
Specify quote currency(-ies). Space-separated list.
-1, --one-column Print output in one column.
--print-json Print list of pairs or market symbols in JSON format.
--exchange EXCHANGE Exchange name (default: `bittrex`). Only valid if no
config is provided.
--exchange EXCHANGE Exchange name. Only valid if no config is provided.
```

1
freqtrade/commands/build_config_commands.py
View File

@@ -108,7 +108,6 @@ def ask_user_config() -> Dict[str, Any]:
"choices": [
"binance",
"binanceus",
"bittrex",
"gate",
"huobi",
"kraken",

1
freqtrade/exchange/common.py
View File

@@ -52,7 +52,6 @@ MAP_EXCHANGE_CHILDCLASS = {
SUPPORTED_EXCHANGES = [
'binance',
'bittrex',
'gate',
'huobi',
'kraken',

32
freqtrade/exchange/exchange.py
View File

@@ -486,11 +486,14 @@ class Exchange:
except ccxt.BaseError:
logger.exception('Unable to initialize markets.')
def reload_markets(self) -> None:
def reload_markets(self, force: bool = False) -> None:
"""Reload markets both sync and async if refresh interval has passed """
# Check whether markets have to be reloaded
if (self._last_markets_refresh > 0) and (
self._last_markets_refresh + self.markets_refresh_interval > dt_ts()):
if (
not force
and self._last_markets_refresh > 0
and (self._last_markets_refresh + self.markets_refresh_interval > dt_ts())
):
return None
logger.debug("Performing scheduled market reload..")
try:
@@ -1228,16 +1231,16 @@ class Exchange:
return order
except ccxt.InsufficientFunds as e:
raise InsufficientFundsError(
f'Insufficient funds to create {ordertype} sell order on market {pair}. '
f'Tried to sell amount {amount} at rate {limit_rate}. '
f'Message: {e}') from e
except ccxt.InvalidOrder as e:
f'Insufficient funds to create {ordertype} {side} order on market {pair}. '
f'Tried to {side} amount {amount} at rate {limit_rate} with '
f'stop-price {stop_price_norm}. Message: {e}') from e
except (ccxt.InvalidOrder, ccxt.BadRequest) as e:
# Errors:
# `Order would trigger immediately.`
raise InvalidOrderException(
f'Could not create {ordertype} sell order on market {pair}. '
f'Tried to sell amount {amount} at rate {limit_rate}. '
f'Message: {e}') from e
f'Could not create {ordertype} {side} order on market {pair}. '
f'Tried to {side} amount {amount} at rate {limit_rate} with '
f'stop-price {stop_price_norm}. Message: {e}') from e
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
@@ -1496,8 +1499,9 @@ class Exchange:
@retrier
def fetch_bids_asks(self, symbols: Optional[List[str]] = None, cached: bool = False) -> Dict:
"""
:param symbols: List of symbols to fetch
:param cached: Allow cached result
:return: fetch_tickers result
:return: fetch_bids_asks result
"""
if not self.exchange_has('fetchBidsAsks'):
return {}
@@ -1546,6 +1550,12 @@ class Exchange:
raise OperationalException(
f'Exchange {self._api.name} does not support fetching tickers in batch. '
f'Message: {e}') from e
except ccxt.BadSymbol as e:
logger.warning(f"Could not load tickers due to {e.__class__.__name__}. Message: {e} ."
"Reloading markets.")
self.reload_markets(True)
# Re-raise exception to repeat the call.
raise TemporaryError from e
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:

7
freqtrade/freqai/tensorboard/TensorboardCallback.py
View File

@@ -3,7 +3,6 @@ from typing import Any, Dict, Type, Union
from stable_baselines3.common.callbacks import BaseCallback
from stable_baselines3.common.logger import HParam
from stable_baselines3.common.vec_env import VecEnv
from freqtrade.freqai.RL.BaseEnvironment import BaseActions
@@ -13,13 +12,9 @@ class TensorboardCallback(BaseCallback):
Custom callback for plotting additional values in tensorboard and
episodic summary reports.
"""
# Override training_env type to fix type errors
training_env: Union[VecEnv, None] = None
def __init__(self, verbose=1, actions: Type[Enum] = BaseActions):
super().__init__(verbose)
self.model: Any = None
self.logger: Any = None
self.actions: Type[Enum] = actions
def _on_training_start(self) -> None:
@@ -47,8 +42,6 @@ class TensorboardCallback(BaseCallback):
def _on_step(self) -> bool:
local_info = self.locals["infos"][0]
if self.training_env is None:
return True
if hasattr(self.training_env, 'envs'):
tensorboard_metrics = self.training_env.envs[0].unwrapped.tensorboard_metrics

2
freqtrade/optimize/hyperopt_auto.py
View File

@@ -21,7 +21,7 @@ logger = logging.getLogger(__name__)
def _format_exception_message(space: str, ignore_missing_space: bool) -> None:
msg = (f"The '{space}' space is included into the hyperoptimization "
f"but no parameter for this space was not found in your Strategy. "
f"but no parameter for this space was found in your Strategy. "
)
if ignore_missing_space:
logger.warning(msg + "This space will be ignored.")

5
freqtrade/persistence/trade_model.py
View File

@@ -1066,7 +1066,10 @@ class LocalTrade:
exit_amount = o.safe_amount_after_fee
prof = self.calculate_profit(exit_rate, exit_amount, float(avg_price))
close_profit_abs += prof.profit_abs
close_profit = prof.profit_ratio
if total_stake > 0:
# This needs to be calculated based on the last occuring exit to be aligned
# with realized_profit.
close_profit = (close_profit_abs / total_stake) * self.leverage
else:
total_stake = total_stake + self._calc_open_trade_value(tmp_amount, price)
max_stake_amount += (tmp_amount * price)

3
freqtrade/plot/plotting.py
View File

@@ -21,6 +21,7 @@ from freqtrade.misc import pair_to_filename
from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
from freqtrade.resolvers import ExchangeResolver, StrategyResolver
from freqtrade.strategy import IStrategy
from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
logger = logging.getLogger(__name__)
@@ -636,7 +637,7 @@ def load_and_plot_trades(config: Config):
exchange = ExchangeResolver.load_exchange(config)
IStrategy.dp = DataProvider(config, exchange)
strategy.ft_bot_start()
strategy.bot_loop_start(datetime.now(timezone.utc))
strategy_safe_wrapper(strategy.bot_loop_start)(current_time=datetime.now(timezone.utc))
plot_elements = init_plotscript(config, list(exchange.markets), strategy.startup_candle_count)
timerange = plot_elements['timerange']
trades = plot_elements['trades']

3
freqtrade/templates/FreqaiExampleStrategy.py
View File

@@ -290,9 +290,6 @@ class FreqaiExampleStrategy(IStrategy):
return df
def get_ticker_indicator(self):
return int(self.config["timeframe"][:-1])
def confirm_trade_entry(
self,
pair: str,

2
requirements-dev.txt
View File

@@ -7,7 +7,7 @@
-r docs/requirements-docs.txt
coveralls==3.3.1
ruff==0.1.5
ruff==0.1.6
mypy==1.7.0
pre-commit==3.5.0
pytest==7.4.3

2
requirements-freqai-rl.txt
View File

@@ -5,7 +5,7 @@
torch==2.0.1
#until these branches will be released we can use this
gymnasium==0.29.1
stable_baselines3==2.1.0
stable_baselines3==2.2.1
sb3_contrib>=2.0.0a9
# Progress bar for stable-baselines3 and sb3-contrib
tqdm==4.66.1

2
requirements-hyperopt.txt
View File

@@ -2,7 +2,7 @@
-r requirements.txt
# Required for hyperopt
scipy==1.11.3
scipy==1.11.4
scikit-learn==1.1.3
scikit-optimize==0.9.0
filelock==3.13.1

13
requirements.txt
View File

@@ -2,9 +2,9 @@ numpy==1.26.2
pandas==2.1.3
pandas-ta==0.3.14b
ccxt==4.1.52
ccxt==4.1.57
cryptography==41.0.5
aiohttp==3.8.6
aiohttp==3.9.0
SQLAlchemy==2.0.23
python-telegram-bot==20.6
# can't be hard-pinned due to telegram-bot pinning httpx with ~
@@ -12,17 +12,16 @@ httpx>=0.24.1
arrow==1.3.0
cachetools==5.3.2
requests==2.31.0
urllib3==2.0.7
jsonschema==4.19.2
urllib3==2.1.0
jsonschema==4.20.0
TA-Lib==0.4.28
technical==1.4.0
tabulate==0.9.0
pycoingecko==3.1.0
jinja2==3.1.2
tables==3.9.1
blosc==1.11.1
joblib==1.3.2
rich==13.6.0
rich==13.7.0
pyarrow==14.0.1; platform_machine != 'armv7l'
# find first, C search in arrays
@@ -38,7 +37,7 @@ sdnotify==0.3.2
# API Server
fastapi==0.104.1
pydantic==2.4.2
pydantic==2.5.1
uvicorn==0.24.0.post1
pyjwt==2.8.0
aiofiles==23.2.1

10
tests/exchange/test_exchange.py
View File

@@ -1851,7 +1851,7 @@ def test_fetch_bids_asks(default_conf, mocker):
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_tickers(default_conf, mocker, exchange_name):
def test_get_tickers(default_conf, mocker, exchange_name, caplog):
api_mock = MagicMock()
tick = {'ETH/BTC': {
'symbol': 'ETH/BTC',
@@ -1900,6 +1900,14 @@ def test_get_tickers(default_conf, mocker, exchange_name):
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.get_tickers()
caplog.clear()
api_mock.fetch_tickers = MagicMock(side_effect=[ccxt.BadSymbol("SomeSymbol"), []])
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
x = exchange.get_tickers()
assert x == []
assert log_has_re(r'Could not load tickers due to BadSymbol\..*SomeSymbol', caplog)
caplog.clear()
api_mock.fetch_tickers = MagicMock(return_value={})
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.get_tickers()

2
tests/exchange/test_exchange_utils.py
View File

@@ -18,7 +18,7 @@ from tests.conftest import log_has_re
def test_check_exchange(default_conf, caplog) -> None:
# Test an officially supported by Freqtrade team exchange
default_conf['runmode'] = RunMode.DRY_RUN
default_conf.get('exchange').update({'name': 'BITTREX'})
default_conf.get('exchange').update({'name': 'BINANCE'})
assert check_exchange(default_conf)
assert log_has_re(r"Exchange .* is officially supported by the Freqtrade development team\.",
caplog)

6
tests/optimize/test_hyperopt.py
View File

@@ -310,6 +310,8 @@ def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
'freqtrade.optimize.hyperopt.get_timerange',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
)
# Dummy-reduce points to ensure scikit-learn is forced to generate new values
mocker.patch('freqtrade.optimize.hyperopt.INITIAL_POINTS', 2)
parallel = mocker.patch(
'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
@@ -860,6 +862,8 @@ def test_simplified_interface_failed(mocker, hyperopt_conf, space) -> None:
def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmp_path, fee) -> None:
patch_exchange(mocker)
mocker.patch(f'{EXMS}.get_fee', fee)
# Dummy-reduce points to ensure scikit-learn is forced to generate new values
mocker.patch('freqtrade.optimize.hyperopt.INITIAL_POINTS', 2)
(tmp_path / 'hyperopt_results').mkdir(parents=True)
# No hyperopt needed
hyperopt_conf.update({
@@ -904,6 +908,8 @@ def test_in_strategy_auto_hyperopt_with_parallel(mocker, hyperopt_conf, tmp_path
mocker.patch(f'{EXMS}.markets',
PropertyMock(return_value=get_markets()))
(tmp_path / 'hyperopt_results').mkdir(parents=True)
# Dummy-reduce points to ensure scikit-learn is forced to generate new values
mocker.patch('freqtrade.optimize.hyperopt.INITIAL_POINTS', 2)
# No hyperopt needed
hyperopt_conf.update({
'strategy': 'HyperoptableStrategy',

36
tests/persistence/test_persistence.py
View File

@@ -2676,9 +2676,9 @@ def test_order_to_ccxt(limit_buy_order_open, limit_sell_order_usdt_open):
'orders': [
(('buy', 100, 10), (100.0, 10.0, 1000.0, 0.0, None, None)),
(('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None, None)),
(('sell', 50, 12), (150.0, 12.5, 1875.0, -25.0, -25.0, -0.04)),
(('sell', 100, 20), (50.0, 12.5, 625.0, 725.0, 750.0, 0.60)),
(('sell', 50, 5), (50.0, 12.5, 625.0, 350.0, -375.0, -0.60)),
(('sell', 50, 12), (150.0, 12.5, 1875.0, -25.0, -25.0, -0.01)),
(('sell', 100, 20), (50.0, 12.5, 625.0, 725.0, 750.0, 0.29)),
(('sell', 50, 5), (50.0, 12.5, 625.0, 350.0, -375.0, 0.14)),
],
'end_profit': 350.0,
'end_profit_ratio': 0.14,
@@ -2688,9 +2688,9 @@ def test_order_to_ccxt(limit_buy_order_open, limit_sell_order_usdt_open):
'orders': [
(('buy', 100, 10), (100.0, 10.0, 1000.0, 0.0, None, None)),
(('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None, None)),
(('sell', 50, 12), (150.0, 12.5, 1875.0, -28.0625, -28.0625, -0.044788)),
(('sell', 100, 20), (50.0, 12.5, 625.0, 713.8125, 741.875, 0.59201995)),
(('sell', 50, 5), (50.0, 12.5, 625.0, 336.625, -377.1875, -0.60199501)),
(('sell', 50, 12), (150.0, 12.5, 1875.0, -28.0625, -28.0625, -0.011197)),
(('sell', 100, 20), (50.0, 12.5, 625.0, 713.8125, 741.875, 0.2848129)),
(('sell', 50, 5), (50.0, 12.5, 625.0, 336.625, -377.1875, 0.1343142)),
],
'end_profit': 336.625,
'end_profit_ratio': 0.1343142,
@@ -2700,10 +2700,10 @@ def test_order_to_ccxt(limit_buy_order_open, limit_sell_order_usdt_open):
'orders': [
(('buy', 100, 3), (100.0, 3.0, 300.0, 0.0, None, None)),
(('buy', 100, 7), (200.0, 5.0, 1000.0, 0.0, None, None)),
(('sell', 100, 11), (100.0, 5.0, 500.0, 596.0, 596.0, 1.189027)),
(('buy', 150, 15), (250.0, 11.0, 2750.0, 596.0, 596.0, 1.189027)),
(('sell', 100, 19), (150.0, 11.0, 1650.0, 1388.5, 792.5, 0.7186579)),
(('sell', 150, 23), (150.0, 11.0, 1650.0, 3175.75, 1787.25, 1.08048062)),
(('sell', 100, 11), (100.0, 5.0, 500.0, 596.0, 596.0, 0.5945137)),
(('buy', 150, 15), (250.0, 11.0, 2750.0, 596.0, 596.0, 0.5945137)),
(('sell', 100, 19), (150.0, 11.0, 1650.0, 1388.5, 792.5, 0.4261653)),
(('sell', 150, 23), (150.0, 11.0, 1650.0, 3175.75, 1787.25, 0.9747170)),
],
'end_profit': 3175.75,
'end_profit_ratio': 0.9747170,
@@ -2714,10 +2714,10 @@ def test_order_to_ccxt(limit_buy_order_open, limit_sell_order_usdt_open):
'orders': [
(('buy', 100, 3), (100.0, 3.0, 300.0, 0.0, None, None)),
(('buy', 100, 7), (200.0, 5.0, 1000.0, 0.0, None, None)),
(('sell', 100, 11), (100.0, 5.0, 500.0, 600.0, 600.0, 1.2)),
(('buy', 150, 15), (250.0, 11.0, 2750.0, 600.0, 600.0, 1.2)),
(('sell', 100, 19), (150.0, 11.0, 1650.0, 1400.0, 800.0, 0.72727273)),
(('sell', 150, 23), (150.0, 11.0, 1650.0, 3200.0, 1800.0, 1.09090909)),
(('sell', 100, 11), (100.0, 5.0, 500.0, 600.0, 600.0, 0.6)),
(('buy', 150, 15), (250.0, 11.0, 2750.0, 600.0, 600.0, 0.6)),
(('sell', 100, 19), (150.0, 11.0, 1650.0, 1400.0, 800.0, 0.43076923)),
(('sell', 150, 23), (150.0, 11.0, 1650.0, 3200.0, 1800.0, 0.98461538)),
],
'end_profit': 3200.0,
'end_profit_ratio': 0.98461538,
@@ -2727,10 +2727,10 @@ def test_order_to_ccxt(limit_buy_order_open, limit_sell_order_usdt_open):
'orders': [
(('buy', 100, 8), (100.0, 8.0, 800.0, 0.0, None, None)),
(('buy', 100, 9), (200.0, 8.5, 1700.0, 0.0, None, None)),
(('sell', 100, 10), (100.0, 8.5, 850.0, 150.0, 150.0, 0.17647059)),
(('buy', 150, 11), (250.0, 10, 2500.0, 150.0, 150.0, 0.17647059)),
(('sell', 100, 12), (150.0, 10.0, 1500.0, 350.0, 200.0, 0.2)),
(('sell', 150, 14), (150.0, 10.0, 1500.0, 950.0, 600.0, 0.40)),
(('sell', 100, 10), (100.0, 8.5, 850.0, 150.0, 150.0, 0.08823529)),
(('buy', 150, 11), (250.0, 10, 2500.0, 150.0, 150.0, 0.08823529)),
(('sell', 100, 12), (150.0, 10.0, 1500.0, 350.0, 200.0, 0.1044776)),
(('sell', 150, 14), (150.0, 10.0, 1500.0, 950.0, 600.0, 0.283582)),
],
'end_profit': 950.0,
'end_profit_ratio': 0.283582,

10
tests/test_freqtradebot.py
View File

@@ -6569,16 +6569,16 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
# tuple 2 - amount, open_rate, stake_amount, cumulative_profit, realized_profit, rel_profit
(('buy', 100, 10), (100.0, 10.0, 1000.0, 0.0, None, None)),
(('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None, None)),
(('sell', 50, 12), (150.0, 12.5, 1875.0, -28.0625, -28.0625, -0.044788)),
(('sell', 100, 20), (50.0, 12.5, 625.0, 713.8125, 741.875, 0.59201995)),
(('sell', 50, 12), (150.0, 12.5, 1875.0, -28.0625, -28.0625, -0.011197)),
(('sell', 100, 20), (50.0, 12.5, 625.0, 713.8125, 741.875, 0.2848129)),
(('sell', 50, 5), (50.0, 12.5, 625.0, 336.625, 336.625, 0.1343142)), # final profit (sum)
),
(
(('buy', 100, 3), (100.0, 3.0, 300.0, 0.0, None, None)),
(('buy', 100, 7), (200.0, 5.0, 1000.0, 0.0, None, None)),
(('sell', 100, 11), (100.0, 5.0, 500.0, 596.0, 596.0, 1.189027)),
(('buy', 150, 15), (250.0, 11.0, 2750.0, 596.0, 596.0, 1.189027)),
(('sell', 100, 19), (150.0, 11.0, 1650.0, 1388.5, 792.5, 0.7186579)),
(('sell', 100, 11), (100.0, 5.0, 500.0, 596.0, 596.0, 0.5945137)),
(('buy', 150, 15), (250.0, 11.0, 2750.0, 596.0, 596.0, 0.5945137)),
(('sell', 100, 19), (150.0, 11.0, 1650.0, 1388.5, 792.5, 0.4261653)),
(('sell', 150, 23), (150.0, 11.0, 1650.0, 3175.75, 3175.75, 0.9747170)), # final profit
)
])

2
tests/test_integration.py
View File

@@ -1,3 +1,4 @@
import time
from unittest.mock import MagicMock
import pytest
@@ -440,6 +441,7 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker)
assert trade.open_rate == 1.99
assert trade.orders[-1].price == 1.96
assert trade.orders[-1].cost == 120 * leverage
time.sleep(0.1)
# Replace new order with diff. order at a lower price
freqtrade.strategy.adjust_entry_price = MagicMock(return_value=1.95)

74
tests/testdata/config.tests.json vendored Normal file
View File

@@ -0,0 +1,74 @@
{
"max_open_trades": 3,
"stake_currency": "BTC",
"stake_amount": 0.05,
"tradable_balance_ratio": 0.99,
"fiat_display_currency": "USD",
"timeframe": "5m",
"dry_run": true,
"cancel_open_orders_on_exit": false,
"unfilledtimeout": {
"entry": 5,
"exit": 5,
"exit_timeout_count": 0,
"unit": "minutes"
},
"entry_pricing": {
"price_side": "same",
"use_order_book": true,
"order_book_top": 1,
"price_last_balance": 0.0,
"check_depth_of_market": {
"enabled": false,
"bids_to_ask_delta": 1
}
},
"exit_pricing":{
"price_side": "same",
"use_order_book": true,
"order_book_top": 1
},
"exchange": {
"name": "gate",
"key": "your_exchange_key",
"secret": "your_exchange_secret",
"ccxt_config": {},
"ccxt_async_config": {},
"pair_whitelist": [
"ETH/BTC",
"LTC/BTC",
"ETC/BTC",
"XLM/BTC",
"XRP/BTC",
"ADA/BTC",
"DOT/BTC"
],
"pair_blacklist": [
"DOGE/BTC"
]
},
"pairlists": [
{"method": "StaticPairList"}
],
"telegram": {
"enabled": false,
"token": "your_telegram_token",
"chat_id": "your_telegram_chat_id"
},
"api_server": {
"enabled": false,
"listen_ip_address": "127.0.0.1",
"listen_port": 8080,
"verbosity": "error",
"jwt_secret_key": "somethingrandom",
"CORS_origins": [],
"username": "freqtrader",
"password": "SuperSecurePassword"
},
"bot_name": "freqtrade",
"initial_state": "running",
"force_entry_enable": false,
"internals": {
"process_throttle_secs": 5
}
}