Merge branch 'develop' into pr/initrv/8426

.github/workflows/ci.yml

@@ -57,7 +57,7 @@ jobs:
     - name: Installation - *nix
       if: runner.os == 'Linux'
       run: |
-        python -m pip install --upgrade pip wheel
+        python -m pip install --upgrade pip==23.0.1 wheel
         export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
         export TA_LIBRARY_PATH=${HOME}/dependencies/lib
         export TA_INCLUDE_PATH=${HOME}/dependencies/include
@@ -163,7 +163,7 @@ jobs:
         rm /usr/local/bin/python3.11-config || true
 
         brew install hdf5 c-blosc
-        python -m pip install --upgrade pip wheel
+        python -m pip install --upgrade pip==23.0.1 wheel
         export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
         export TA_LIBRARY_PATH=${HOME}/dependencies/lib
         export TA_INCLUDE_PATH=${HOME}/dependencies/include
@@ -352,7 +352,7 @@ jobs:
     - name: Installation - *nix
       if: runner.os == 'Linux'
       run: |
-        python -m pip install --upgrade pip wheel
+        python -m pip install --upgrade pip==23.0.1 wheel
         export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
         export TA_LIBRARY_PATH=${HOME}/dependencies/lib
         export TA_INCLUDE_PATH=${HOME}/dependencies/include

Dockerfile

@@ -25,7 +25,7 @@ FROM base as python-deps
 RUN  apt-get update \
   && apt-get -y install build-essential libssl-dev git libffi-dev libgfortran5 pkg-config cmake gcc \
   && apt-get clean \
-  && pip install --upgrade pip
+  && pip install --upgrade pip==23.0.1
 
 # Install TA-lib
 COPY build_helpers/* /tmp/

README.md

@@ -210,6 +210,6 @@ To run this bot we recommend you a cloud instance with a minimum of:
 - [Python >= 3.8](http://docs.python-guide.org/en/latest/starting/installation/)
 - [pip](https://pip.pypa.io/en/stable/installing/)
 - [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
-- [TA-Lib](https://mrjbq7.github.io/ta-lib/install.html)
+- [TA-Lib](https://ta-lib.github.io/ta-lib-python/)
 - [virtualenv](https://virtualenv.pypa.io/en/stable/installation.html) (Recommended)
 - [Docker](https://www.docker.com/products/docker) (Recommended)

build_helpers/install_windows.ps1

@@ -1,21 +1,21 @@
 # Downloads don't work automatically, since the URL is regenerated via javascript.
 # Downloaded from https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib
 
-python -m pip install --upgrade pip wheel
+python -m pip install --upgrade pip==23.0.1 wheel
 
 $pyv = python -c "import sys; print(f'{sys.version_info.major}.{sys.version_info.minor}')"
 
 if ($pyv -eq '3.8') {
-    pip install build_helpers\TA_Lib-0.4.25-cp38-cp38-win_amd64.whl
+    pip install build_helpers\TA_Lib-0.4.26-cp38-cp38-win_amd64.whl
 }
 if ($pyv -eq '3.9') {
-    pip install build_helpers\TA_Lib-0.4.25-cp39-cp39-win_amd64.whl
+    pip install build_helpers\TA_Lib-0.4.26-cp39-cp39-win_amd64.whl
 }
 if ($pyv -eq '3.10') {
-    pip install build_helpers\TA_Lib-0.4.25-cp310-cp310-win_amd64.whl
+    pip install build_helpers\TA_Lib-0.4.26-cp310-cp310-win_amd64.whl
 }
 if ($pyv -eq '3.11') {
-    pip install build_helpers\TA_Lib-0.4.25-cp311-cp311-win_amd64.whl
+    pip install build_helpers\TA_Lib-0.4.26-cp311-cp311-win_amd64.whl
 }
 pip install -r requirements-dev.txt
 pip install -e .

docs/installation.md

@@ -52,7 +52,7 @@ These requirements apply to both [Script Installation](#script-installation) and
 * [pip](https://pip.pypa.io/en/stable/installing/)
 * [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
 * [virtualenv](https://virtualenv.pypa.io/en/stable/installation.html) (Recommended)
-* [TA-Lib](https://mrjbq7.github.io/ta-lib/install.html) (install instructions [below](#install-ta-lib))
+* [TA-Lib](https://ta-lib.github.io/ta-lib-python/) (install instructions [below](#install-ta-lib))
 
 ### Install code
 
@@ -210,7 +210,7 @@ sudo ./build_helpers/install_ta-lib.sh
 
 ##### TA-Lib manual installation
 
-Official webpage: https://mrjbq7.github.io/ta-lib/install.html
+[Official installation guide](https://ta-lib.github.io/ta-lib-python/install.html)
 
 ```bash
 wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz

docs/windows_installation.md

@@ -24,9 +24,9 @@ git clone https://github.com/freqtrade/freqtrade.git
 
 Install ta-lib according to the [ta-lib documentation](https://github.com/mrjbq7/ta-lib#windows).
 
-As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of unofficial pre-compiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which need to be downloaded and installed using `pip install TA_Lib-0.4.25-cp38-cp38-win_amd64.whl` (make sure to use the version matching your python version).
+As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), Freqtrade provides these dependencies (in the binary wheel format) for the latest 3 Python versions (3.8, 3.9, 3.10 and 3.11) and for 64bit Windows.
+These Wheels are also used by CI running on windows, and are therefore tested together with freqtrade.
 
-Freqtrade provides these dependencies for the latest 3 Python versions (3.8, 3.9, 3.10 and 3.11) and for 64bit Windows.
 Other versions must be downloaded from the above link.
 
 ``` powershell
@@ -45,8 +45,6 @@ freqtrade
     The above installation script assumes you're using powershell on a 64bit windows.
     Commands for the legacy CMD windows console may differ.
 
-> Thanks [Owdr](https://github.com/Owdr) for the commands. Source: [Issue #222](https://github.com/freqtrade/freqtrade/issues/222)
-
 ### Error during installation on Windows
 
 ``` bash

freqtrade/exchange/exchange.py

@@ -886,7 +886,7 @@ class Exchange:
                 'filled': _amount,
                 'remaining': 0.0,
                 'status': "closed",
-                'cost': (dry_order['amount'] * average) / leverage
+                'cost': (dry_order['amount'] * average)
             })
             # market orders will always incurr taker fees
             dry_order = self.add_dry_order_fee(pair, dry_order, 'taker')

freqtrade/freqai/base_models/BasePyTorchRegressor.py

@@ -45,5 +45,6 @@ class BasePyTorchRegressor(BasePyTorchModel):
             device=self.device
         )
         y = self.model.model(x)
+        y = y.cpu()
         pred_df = DataFrame(y.detach().numpy(), columns=[dk.label_list[0]])
         return (pred_df, dk.do_predict)

freqtrade/freqai/torch/PyTorchModelTrainer.py

@@ -143,8 +143,8 @@ class PyTorchModelTrainer(PyTorchTrainerInterface):
         """
         data_loader_dictionary = {}
         for split in splits:
-            x = self.data_convertor.convert_x(data_dictionary[f"{split}_features"])
-            y = self.data_convertor.convert_y(data_dictionary[f"{split}_labels"])
+            x = self.data_convertor.convert_x(data_dictionary[f"{split}_features"], self.device)
+            y = self.data_convertor.convert_y(data_dictionary[f"{split}_labels"], self.device)
             dataset = TensorDataset(*x, *y)
             data_loader = DataLoader(
                 dataset,

freqtrade/rpc/telegram.py

@@ -66,10 +66,7 @@ def authorized_only(command_handler: Callable[..., None]) -> Callable[..., Any]:
 
         chat_id = int(self._config['telegram']['chat_id'])
         if cchat_id != chat_id:
-            logger.info(
-                'Rejected unauthorized message from: %s',
-                update.message.chat_id
-            )
+            logger.info(f'Rejected unauthorized message from: {update.message.chat_id}')
             return wrapper
         # Rollback session to avoid getting data stored in a transaction.
         Trade.rollback()

requirements.txt

@@ -12,7 +12,7 @@ cachetools==4.2.2
 requests==2.28.2
 urllib3==1.26.15
 jsonschema==4.17.3
-TA-Lib==0.4.25
+TA-Lib==0.4.26
 technical==1.4.0
 tabulate==0.9.0
 pycoingecko==3.1.0

setup.sh

@@ -50,7 +50,7 @@ function updateenv() {
     SYS_ARCH=$(uname -m)
     echo "pip install in-progress. Please wait..."
     # Setuptools 65.5.0 is the last version that can install gym==0.21.0
-    ${PYTHON} -m pip install --upgrade pip wheel setuptools==65.5.1
+    ${PYTHON} -m pip install --upgrade pip==23.0.1 wheel setuptools==65.5.1
     REQUIREMENTS_HYPEROPT=""
     REQUIREMENTS_PLOT=""
     REQUIREMENTS_FREQAI=""

tests/conftest.py

@@ -504,7 +504,7 @@ def get_default_conf(testdatadir):
             {"method": "StaticPairList"}
         ],
         "telegram": {
-            "enabled": True,
+            "enabled": False,
             "token": "token",
             "chat_id": "0",
             "notification_settings": {},

tests/exchange/test_exchange.py

@@ -1255,9 +1255,10 @@ def test_create_dry_run_order_fees(
     ("buy", 29.563, True, True),
     ("sell", 21.563, True, True),
 ])
+@pytest.mark.parametrize("leverage", [1, 2, 5])
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test_create_dry_run_order_limit_fill(default_conf, mocker, side, price, filled, caplog,
-                                         exchange_name, order_book_l2_usd, converted):
+                                         exchange_name, order_book_l2_usd, converted, leverage):
     default_conf['dry_run'] = True
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
     mocker.patch.multiple(EXMS,
@@ -1271,7 +1272,7 @@ def test_create_dry_run_order_limit_fill(default_conf, mocker, side, price, fill
         side=side,
         amount=1,
         rate=price,
-        leverage=1.0
+        leverage=leverage,
     )
     assert order_book_l2_usd.call_count == 1
     assert 'id' in order
@@ -1295,6 +1296,7 @@ def test_create_dry_run_order_limit_fill(default_conf, mocker, side, price, fill
     assert order_book_l2_usd.call_count == (1 if not filled else 0)
     assert order_closed['status'] == ('open' if not filled else 'closed')
     assert order_closed['filled'] == (0 if not filled else 1)
+    assert order_closed['cost'] == 1 * order_closed['average']
 
     order_book_l2_usd.reset_mock()
 
@@ -1317,9 +1319,10 @@ def test_create_dry_run_order_limit_fill(default_conf, mocker, side, price, fill
     ("sell", 25.564, 1000, 25.5555),  # More than orderbook return
     ("sell", 27, 10000, 25.65),  # max-slippage 5%
 ])
+@pytest.mark.parametrize("leverage", [1, 2, 5])
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test_create_dry_run_order_market_fill(default_conf, mocker, side, rate, amount, endprice,
-                                          exchange_name, order_book_l2_usd):
+                                          exchange_name, order_book_l2_usd, leverage):
     default_conf['dry_run'] = True
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
     mocker.patch.multiple(EXMS,
@@ -1333,7 +1336,7 @@ def test_create_dry_run_order_market_fill(default_conf, mocker, side, rate, amou
         side=side,
         amount=amount,
         rate=rate,
-        leverage=1.0
+        leverage=leverage,
     )
     assert 'id' in order
     assert f'dry_run_{side}_' in order["id"]
@@ -1342,6 +1345,8 @@ def test_create_dry_run_order_market_fill(default_conf, mocker, side, rate, amou
     assert order["symbol"] == "LTC/USDT"
     assert order['status'] == 'closed'
     assert order['filled'] == amount
+    assert order['amount'] == amount
+    assert pytest.approx(order['cost']) == amount * order['average']
     assert round(order["average"], 4) == round(endprice, 4)
 
 

tests/rpc/test_rpc_manager.py

@@ -28,6 +28,7 @@ def test_init_telegram_disabled(mocker, default_conf, caplog) -> None:
 
 def test_init_telegram_enabled(mocker, default_conf, caplog) -> None:
     caplog.set_level(logging.DEBUG)
+    default_conf['telegram']['enabled'] = True
     mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
     rpc_manager = RPCManager(get_patched_freqtradebot(mocker, default_conf))
 
@@ -52,6 +53,7 @@ def test_cleanup_telegram_disabled(mocker, default_conf, caplog) -> None:
 
 def test_cleanup_telegram_enabled(mocker, default_conf, caplog) -> None:
     caplog.set_level(logging.DEBUG)
+    default_conf['telegram']['enabled'] = True
     mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
     telegram_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.cleanup', MagicMock())
 
@@ -85,7 +87,7 @@ def test_send_msg_telegram_disabled(mocker, default_conf, caplog) -> None:
 def test_send_msg_telegram_error(mocker, default_conf, caplog) -> None:
     mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
     mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', side_effect=ValueError())
-
+    default_conf['telegram']['enabled'] = True
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
     rpc_manager = RPCManager(freqtradebot)
     rpc_manager.send_msg({
@@ -99,6 +101,7 @@ def test_send_msg_telegram_error(mocker, default_conf, caplog) -> None:
 
 def test_process_msg_queue(mocker, default_conf, caplog) -> None:
     telegram_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg')
+    default_conf['telegram']['enabled'] = True
     default_conf['telegram']['allow_custom_messages'] = True
     mocker.patch('freqtrade.rpc.telegram.Telegram._init')
 
@@ -115,9 +118,9 @@ def test_process_msg_queue(mocker, default_conf, caplog) -> None:
 
 
 def test_send_msg_telegram_enabled(mocker, default_conf, caplog) -> None:
+    default_conf['telegram']['enabled'] = True
     telegram_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg')
     mocker.patch('freqtrade.rpc.telegram.Telegram._init')
-
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
     rpc_manager = RPCManager(freqtradebot)
     rpc_manager.send_msg({
@@ -166,7 +169,8 @@ def test_send_msg_webhook_CustomMessagetype(mocker, default_conf, caplog) -> Non
         caplog)
 
 
-def test_startupmessages_telegram_enabled(mocker, default_conf, caplog) -> None:
+def test_startupmessages_telegram_enabled(mocker, default_conf) -> None:
+    default_conf['telegram']['enabled'] = True
     telegram_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock())
     mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
 

tests/rpc/test_rpc_telegram.py

@@ -36,6 +36,13 @@ from tests.conftest import (CURRENT_TEST_STRATEGY, EXMS, create_mock_trades,
                             patch_exchange, patch_get_signal, patch_whitelist)
 
 
+@pytest.fixture
+def default_conf(default_conf) -> dict:
+    # Telegram is enabled by default
+    default_conf['telegram']['enabled'] = True
+    return default_conf
+
+
 class DummyCls(Telegram):
     """
     Dummy class for testing the Telegram @authorized_only decorator