diff --git a/build_helpers/publish_docker_arm64.sh b/build_helpers/publish_docker_arm64.sh
index e7b69b2dc..1ad8074d4 100755
--- a/build_helpers/publish_docker_arm64.sh
+++ b/build_helpers/publish_docker_arm64.sh
@@ -42,7 +42,7 @@ docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_I
docker tag freqtrade:$TAG_PLOT_ARM ${CACHE_IMAGE}:$TAG_PLOT_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 DefaultStrategy
+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 StrategyTestV2
if [ $? -ne 0 ]; then
echo "failed running backtest"
diff --git a/build_helpers/publish_docker_multi.sh b/build_helpers/publish_docker_multi.sh
index 4010eed45..dd6ac841e 100755
--- a/build_helpers/publish_docker_multi.sh
+++ b/build_helpers/publish_docker_multi.sh
@@ -53,7 +53,7 @@ docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${CACHE_IMAGE
docker tag freqtrade:$TAG_PLOT ${CACHE_IMAGE}:$TAG_PLOT
# 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 DefaultStrategy
+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 StrategyTestV2
if [ $? -ne 0 ]; then
echo "failed running backtest"
diff --git a/config_examples/config_full.example.json b/config_examples/config_full.example.json
index 3ca413281..d0f3f0df6 100644
--- a/config_examples/config_full.example.json
+++ b/config_examples/config_full.example.json
@@ -174,7 +174,7 @@
"heartbeat_interval": 60
},
"disable_dataframe_checks": false,
- "strategy": "DefaultStrategy",
+ "strategy": "SampleStrategy",
"strategy_path": "user_data/strategies/",
"dataformat_ohlcv": "json",
"dataformat_trades": "jsongz"
diff --git a/docs/advanced-hyperopt.md b/docs/advanced-hyperopt.md
index 5e71df67c..8f233438b 100644
--- a/docs/advanced-hyperopt.md
+++ b/docs/advanced-hyperopt.md
@@ -335,7 +335,7 @@ Once the optimized parameters and conditions have been implemented into your str
To achieve same results (number of trades, their durations, profit, etc.) than during Hyperopt, please use same configuration and parameters (timerange, timeframe, ...) used for hyperopt `--dmmp`/`--disable-max-market-positions` and `--eps`/`--enable-position-stacking` for Backtesting.
-Should results don't match, please double-check to make sure you transferred all conditions correctly.
+Should results not match, please double-check to make sure you transferred all conditions correctly.
Pay special care to the stoploss (and trailing stoploss) parameters, as these are often set in configuration files, which override changes to the strategy.
You should also carefully review the log of your backtest to ensure that there were no parameters inadvertently set by the configuration (like `stoploss` or `trailing_stop`).
diff --git a/docs/backtesting.md b/docs/backtesting.md
index 3e3bfc9fe..66e682745 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -66,7 +66,7 @@ optional arguments:
this together with `--export trades`, the strategy-
name is injected into the filename (so `backtest-
data.json` becomes `backtest-data-
- DefaultStrategy.json`
+ SampleStrategy.json`
--export {none,trades}
Export backtest results (default: trades).
--export-filename PATH
diff --git a/docs/bot-basics.md b/docs/bot-basics.md
index 44181abfa..80443a0bf 100644
--- a/docs/bot-basics.md
+++ b/docs/bot-basics.md
@@ -7,7 +7,7 @@ This page provides you some basic concepts on how Freqtrade works and operates.
* **Strategy**: Your trading strategy, telling the bot what to do.
* **Trade**: Open position.
* **Open Order**: Order which is currently placed on the exchange, and is not yet complete.
-* **Pair**: Tradable pair, usually in the format of Quote/Base (e.g. XRP/USDT).
+* **Pair**: Tradable pair, usually in the format of Base/Quote (e.g. XRP/USDT).
* **Timeframe**: Candle length to use (e.g. `"5m"`, `"1h"`, ...).
* **Indicators**: Technical indicators (SMA, EMA, RSI, ...).
* **Limit order**: Limit orders which execute at the defined limit price or better.
@@ -36,11 +36,12 @@ By default, loop runs every few seconds (`internals.process_throttle_secs`) and
* Calls `check_sell_timeout()` strategy callback for open sell orders.
* Verifies existing positions and eventually places sell orders.
* Considers stoploss, ROI and sell-signal, `custom_sell()` and `custom_stoploss()`.
- * Determine sell-price based on `ask_strategy` configuration setting.
+ * Determine sell-price based on `ask_strategy` configuration setting or by using the `custom_exit_price()` callback.
* Before a sell order is placed, `confirm_trade_exit()` strategy callback is called.
* Check if trade-slots are still available (if `max_open_trades` is reached).
* Verifies buy signal trying to enter new positions.
- * Determine buy-price based on `bid_strategy` configuration setting.
+ * Determine buy-price based on `bid_strategy` configuration setting, or by using the `custom_entry_price()` callback.
+ * Determine stake size by calling the `custom_stake_amount()` callback.
* Before a buy order is placed, `confirm_trade_entry()` strategy callback is called.
This loop will be repeated again and again until the bot is stopped.
diff --git a/docs/configuration.md b/docs/configuration.md
index fd4806fe6..09198e019 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -105,11 +105,12 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `ask_strategy.order_book_top` | Bot will use the top N rate in Order Book "price_side" to sell. I.e. a value of 2 will allow the bot to pick the 2nd ask rate in [Order Book Asks](#sell-price-with-orderbook-enabled)
*Defaults to `1`.*
**Datatype:** Positive Integer
| `use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `true`.*
**Datatype:** Boolean
| `sell_profit_only` | Wait until the bot reaches `sell_profit_offset` before taking a sell decision. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `false`.*
**Datatype:** Boolean
-| `sell_profit_offset` | Sell-signal is only active above this value. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `0.0`.*
**Datatype:** Float (as ratio)
+| `sell_profit_offset` | Sell-signal is only active above this value. Only active in combination with `sell_profit_only=True`. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `0.0`.*
**Datatype:** Float (as ratio)
| `ignore_roi_if_buy_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `false`.*
**Datatype:** Boolean
| `ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used.
**Datatype:** Integer
| `order_types` | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).
**Datatype:** Dict
| `order_time_in_force` | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy).
**Datatype:** Dict
+| `custom_price_max_distance_ratio` | Configure maximum distance ratio between current and custom entry or exit price.
*Defaults to `0.02` 2%).*
**Datatype:** Positive float
| `exchange.name` | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename).
**Datatype:** String
| `exchange.sandbox` | Use the 'sandbox' version of the exchange, where the exchange provides a sandbox for risk-free integration. See [here](sandbox-testing.md) in more details.
**Datatype:** Boolean
| `exchange.key` | API key to use for the exchange. Only required when you are in production mode.
**Keep it in secret, do not disclose publicly.**
**Datatype:** String
diff --git a/docs/exchanges.md b/docs/exchanges.md
index 29b9bb533..5f54a524e 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -105,7 +105,7 @@ To use subaccounts with FTX, you need to edit the configuration and add the foll
## Kucoin
-Kucoin requries a passphrase for each api key, you will therefore need to add this key into the configuration so your exchange section looks as follows:
+Kucoin requires a passphrase for each api key, you will therefore need to add this key into the configuration so your exchange section looks as follows:
```json
"exchange": {
diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 96f9ff177..1eb90f1bc 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -48,7 +48,7 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
[--hyperopt-path PATH] [--eps] [--dmmp]
[--enable-protections]
[--dry-run-wallet DRY_RUN_WALLET] [-e INT]
- [--spaces {all,buy,sell,roi,stoploss,trailing,default} [{all,buy,sell,roi,stoploss,trailing,default} ...]]
+ [--spaces {all,buy,sell,roi,stoploss,trailing,protection,default} [{all,buy,sell,roi,stoploss,trailing,protection,default} ...]]
[--print-all] [--no-color] [--print-json] [-j JOBS]
[--random-state INT] [--min-trades INT]
[--hyperopt-loss NAME] [--disable-param-export]
@@ -92,7 +92,7 @@ optional arguments:
Starting balance, used for backtesting / hyperopt and
dry-runs.
-e INT, --epochs INT Specify number of epochs (default: 100).
- --spaces {all,buy,sell,roi,stoploss,trailing,default} [{all,buy,sell,roi,stoploss,trailing,default} ...]
+ --spaces {all,buy,sell,roi,stoploss,trailing,protection,default} [{all,buy,sell,roi,stoploss,trailing,protection,default} ...]
Specify which parameters to hyperopt. Space-separated
list.
--print-all Print all results, not only the best ones.
@@ -456,7 +456,7 @@ class MyAwesomeStrategy(IStrategy):
"only_per_pair": False
})
- return protection
+ return prot
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# ...
@@ -576,7 +576,8 @@ Legal values are:
* `roi`: just optimize the minimal profit table for your strategy
* `stoploss`: search for the best stoploss value
* `trailing`: search for the best trailing stop values
-* `default`: `all` except `trailing`
+* `protection`: search for the best protection parameters (read the [protections section](#optimizing-protections) on how to properly define these)
+* `default`: `all` except `trailing` and `protection`
* space-separated list of any of the above values for example `--spaces roi stoploss`
The default Hyperopt Search Space, used when no `--space` command line option is specified, does not include the `trailing` hyperspace. We recommend you to run optimization for the `trailing` hyperspace separately, when the best parameters for other hyperspaces were found, validated and pasted into your custom strategy.
@@ -826,8 +827,8 @@ After you run Hyperopt for the desired amount of epochs, you can later list all
Once the optimized strategy has been implemented into your strategy, you should backtest this strategy to make sure everything is working as expected.
-To achieve same results (number of trades, their durations, profit, etc.) than during Hyperopt, please use same configuration and parameters (timerange, timeframe, ...) used for hyperopt `--dmmp`/`--disable-max-market-positions` and `--eps`/`--enable-position-stacking` for Backtesting.
+To achieve same the results (number of trades, their durations, profit, etc.) as during Hyperopt, please use the same configuration and parameters (timerange, timeframe, ...) used for hyperopt `--dmmp`/`--disable-max-market-positions` and `--eps`/`--enable-position-stacking` for Backtesting.
-Should results don't match, please double-check to make sure you transferred all conditions correctly.
+Should results not match, please double-check to make sure you transferred all conditions correctly.
Pay special care to the stoploss (and trailing stoploss) parameters, as these are often set in configuration files, which override changes to the strategy.
You should also carefully review the log of your backtest to ensure that there were no parameters inadvertently set by the configuration (like `stoploss` or `trailing_stop`).
diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 047821f2d..d820c9412 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
mkdocs==1.2.2
-mkdocs-material==7.2.2
+mkdocs-material==7.2.5
mdx_truly_sane_lists==1.2
pymdown-extensions==8.2
diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 0704473fb..4409af6ea 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -357,6 +357,55 @@ See [Dataframe access](#dataframe-access) for more information about dataframe u
---
+## Custom order price rules
+
+By default, freqtrade use the orderbook to automatically set an order price([Relevant documentation](configuration.md#prices-used-for-orders)), you also have the option to create custom order prices based on your strategy.
+
+You can use this feature by creating a `custom_entry_price()` function in your strategy file to customize entry prices and `custom_exit_price()` for exits.
+
+!!! Note
+ If your custom pricing function return None or an invalid value, price will fall back to `proposed_rate`, which is based on the regular pricing configuration.
+
+### Custom order entry and exit price example
+
+``` python
+from datetime import datetime, timedelta, timezone
+from freqtrade.persistence import Trade
+
+class AwesomeStrategy(IStrategy):
+
+ # ... populate_* methods
+
+ def custom_entry_price(self, pair: str, current_time: datetime,
+ proposed_rate, **kwargs) -> float:
+
+ dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
+ timeframe=self.timeframe)
+ new_entryprice = dataframe['bollinger_10_lowerband'].iat[-1]
+
+ return new_entryprice
+
+ def custom_exit_price(self, pair: str, trade: Trade,
+ current_time: datetime, proposed_rate: float,
+ current_profit: float, **kwargs) -> float:
+
+ dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
+ timeframe=self.timeframe)
+ new_exitprice = dataframe['bollinger_10_upperband'].iat[-1]
+
+ return new_exitprice
+
+```
+
+!!! Warning
+ Modifying entry and exit prices will only work for limit orders. Depending on the price chosen, this can result in a lot of unfilled orders. By default the maximum allowed distance between the current price and the custom price is 2%, this value can be changed in config with the `custom_price_max_distance_ratio` parameter.
+
+!!! Example
+ If the new_entryprice is 97, the proposed_rate is 100 and the `custom_price_max_distance_ratio` is set to 2%, The retained valid custom entry price will be 98.
+
+!!! Warning "No backtesting support"
+ Custom entry-prices are currently not supported during backtesting.
+
## Custom order timeout rules
Simple, time-based order-timeouts can be configured either via strategy or in the configuration in the `unfilledtimeout` section.
diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md
index 27192aa2f..dd7e07824 100644
--- a/docs/strategy_analysis_example.md
+++ b/docs/strategy_analysis_example.md
@@ -228,7 +228,7 @@ graph = generate_candlestick_graph(pair=pair,
# Show graph inline
# graph.show()
-# Render graph in a seperate window
+# Render graph in a separate window
graph.show(renderer="browser")
```
diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py
index 852cab92e..1fe90e83a 100644
--- a/freqtrade/commands/build_config_commands.py
+++ b/freqtrade/commands/build_config_commands.py
@@ -66,16 +66,22 @@ def ask_user_config() -> Dict[str, Any]:
{
"type": "text",
"name": "stake_amount",
- "message": "Please insert your stake amount:",
+ "message": f"Please insert your stake amount (Number or '{UNLIMITED_STAKE_AMOUNT}'):",
"default": "0.01",
"validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_float(val),
+ "filter": lambda val: '"' + UNLIMITED_STAKE_AMOUNT + '"'
+ if val == UNLIMITED_STAKE_AMOUNT
+ else val
},
{
"type": "text",
"name": "max_open_trades",
"message": f"Please insert max_open_trades (Integer or '{UNLIMITED_STAKE_AMOUNT}'):",
"default": "3",
- "validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_int(val)
+ "validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_int(val),
+ "filter": lambda val: '"' + UNLIMITED_STAKE_AMOUNT + '"'
+ if val == UNLIMITED_STAKE_AMOUNT
+ else val
},
{
"type": "text",
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index 8f10bbd0a..cf7cb804c 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -166,7 +166,7 @@ AVAILABLE_CLI_OPTIONS = {
'Please note that ticker-interval needs to be set either in config '
'or via command line. When using this together with `--export trades`, '
'the strategy-name is injected into the filename '
- '(so `backtest-data.json` becomes `backtest-data-DefaultStrategy.json`',
+ '(so `backtest-data.json` becomes `backtest-data-SampleStrategy.json`',
nargs='+',
),
"export": Arg(
diff --git a/freqtrade/commands/deploy_commands.py b/freqtrade/commands/deploy_commands.py
index eb65579e2..c98335e0b 100644
--- a/freqtrade/commands/deploy_commands.py
+++ b/freqtrade/commands/deploy_commands.py
@@ -74,8 +74,6 @@ def start_new_strategy(args: Dict[str, Any]) -> None:
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
if "strategy" in args and args["strategy"]:
- if args["strategy"] == "DefaultStrategy":
- raise OperationalException("DefaultStrategy is not allowed as name.")
new_path = config['user_data_dir'] / USERPATH_STRATEGIES / (args['strategy'] + '.py')
@@ -128,8 +126,6 @@ def start_new_hyperopt(args: Dict[str, Any]) -> None:
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
if 'hyperopt' in args and args['hyperopt']:
- if args['hyperopt'] == 'DefaultHyperopt':
- raise OperationalException("DefaultHyperopt is not allowed as name.")
new_path = config['user_data_dir'] / USERPATH_HYPEROPTS / (args['hyperopt'] + '.py')
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index de4bc99b4..efcd1aaca 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -49,6 +49,8 @@ USERPATH_NOTEBOOKS = 'notebooks'
TELEGRAM_SETTING_OPTIONS = ['on', 'off', 'silent']
ENV_VAR_PREFIX = 'FREQTRADE__'
+NON_OPEN_EXCHANGE_STATES = ('cancelled', 'canceled', 'closed', 'expired')
+
# Define decimals per coin for outputs
# Only used for outputs.
@@ -191,6 +193,9 @@ CONF_SCHEMA = {
},
'required': ['price_side']
},
+ 'custom_price_max_distance_ratio': {
+ 'type': 'number', 'minimum': 0.0
+ },
'order_types': {
'type': 'object',
'properties': {
diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index d62712cbb..7d97661c4 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -19,7 +19,7 @@ logger = logging.getLogger(__name__)
BT_DATA_COLUMNS_OLD = ["pair", "profit_percent", "open_date", "close_date", "index",
"trade_duration", "open_rate", "close_rate", "open_at_end", "sell_reason"]
-# Mid-term format, crated by BacktestResult Named Tuple
+# Mid-term format, created by BacktestResult Named Tuple
BT_DATA_COLUMNS_MID = ['pair', 'profit_percent', 'open_date', 'close_date', 'trade_duration',
'open_rate', 'close_rate', 'open_at_end', 'sell_reason', 'fee_open',
'fee_close', 'amount', 'profit_abs', 'profit_ratio']
diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py
index 040f58d62..ca6464965 100644
--- a/freqtrade/data/converter.py
+++ b/freqtrade/data/converter.py
@@ -242,7 +242,7 @@ def convert_trades_format(config: Dict[str, Any], convert_from: str, convert_to:
:param config: Config dictionary
:param convert_from: Source format
:param convert_to: Target format
- :param erase: Erase souce data (does not apply if source and target format are identical)
+ :param erase: Erase source data (does not apply if source and target format are identical)
"""
from freqtrade.data.history.idatahandler import get_datahandler
src = get_datahandler(config['datadir'], convert_from)
@@ -267,7 +267,7 @@ def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to:
:param config: Config dictionary
:param convert_from: Source format
:param convert_to: Target format
- :param erase: Erase souce data (does not apply if source and target format are identical)
+ :param erase: Erase source data (does not apply if source and target format are identical)
"""
from freqtrade.data.history.idatahandler import get_datahandler
src = get_datahandler(config['datadir'], convert_from)
diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py
index 1459dfd78..6f125aaa9 100644
--- a/freqtrade/data/history/history_utils.py
+++ b/freqtrade/data/history/history_utils.py
@@ -117,10 +117,11 @@ def refresh_data(datadir: Path,
:param timerange: Limit data to be loaded to this timerange
"""
data_handler = get_datahandler(datadir, data_format)
- for pair in pairs:
- _download_pair_history(pair=pair, timeframe=timeframe,
- datadir=datadir, timerange=timerange,
- exchange=exchange, data_handler=data_handler)
+ for idx, pair in enumerate(pairs):
+ process = f'{idx}/{len(pairs)}'
+ _download_pair_history(pair=pair, process=process,
+ timeframe=timeframe, datadir=datadir,
+ timerange=timerange, exchange=exchange, data_handler=data_handler)
def _load_cached_data_for_updating(pair: str, timeframe: str, timerange: Optional[TimeRange],
@@ -153,13 +154,14 @@ def _load_cached_data_for_updating(pair: str, timeframe: str, timerange: Optiona
return data, start_ms
-def _download_pair_history(datadir: Path,
+def _download_pair_history(pair: str, *,
+ datadir: Path,
exchange: Exchange,
- pair: str, *,
- new_pairs_days: int = 30,
timeframe: str = '5m',
- timerange: Optional[TimeRange] = None,
- data_handler: IDataHandler = None) -> bool:
+ process: str = '',
+ new_pairs_days: int = 30,
+ data_handler: IDataHandler = None,
+ timerange: Optional[TimeRange] = None) -> bool:
"""
Download latest candles from the exchange for the pair and timeframe passed in parameters
The data is downloaded starting from the last correct data that
@@ -177,7 +179,7 @@ def _download_pair_history(datadir: Path,
try:
logger.info(
- f'Download history data for pair: "{pair}", timeframe: {timeframe} '
+ f'Download history data for pair: "{pair}" ({process}), timeframe: {timeframe} '
f'and store in {datadir}.'
)
@@ -234,7 +236,7 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
"""
pairs_not_available = []
data_handler = get_datahandler(datadir, data_format)
- for pair in pairs:
+ for idx, pair in enumerate(pairs, start=1):
if pair not in exchange.markets:
pairs_not_available.append(pair)
logger.info(f"Skipping pair {pair}...")
@@ -247,10 +249,11 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
f'Deleting existing data for pair {pair}, interval {timeframe}.')
logger.info(f'Downloading pair {pair}, interval {timeframe}.')
- _download_pair_history(datadir=datadir, exchange=exchange,
- pair=pair, timeframe=str(timeframe),
- new_pairs_days=new_pairs_days,
- timerange=timerange, data_handler=data_handler)
+ process = f'{idx}/{len(pairs)}'
+ _download_pair_history(pair=pair, process=process,
+ datadir=datadir, exchange=exchange,
+ timerange=timerange, data_handler=data_handler,
+ timeframe=str(timeframe), new_pairs_days=new_pairs_days)
return pairs_not_available
diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py
index 015e0c869..b0c88a51a 100644
--- a/freqtrade/exchange/__init__.py
+++ b/freqtrade/exchange/__init__.py
@@ -15,6 +15,7 @@ from freqtrade.exchange.exchange import (available_exchanges, ccxt_exchanges,
timeframe_to_seconds, validate_exchange,
validate_exchanges)
from freqtrade.exchange.ftx import Ftx
+from freqtrade.exchange.gateio import Gateio
from freqtrade.exchange.hitbtc import Hitbtc
from freqtrade.exchange.kraken import Kraken
from freqtrade.exchange.kucoin import Kucoin
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index cde643cff..ecf3302d8 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -19,7 +19,8 @@ from ccxt.base.decimal_to_precision import (ROUND_DOWN, ROUND_UP, TICK_SIZE, TRU
decimal_to_precision)
from pandas import DataFrame
-from freqtrade.constants import DEFAULT_AMOUNT_RESERVE_PERCENT, ListPairsWithTimeframes
+from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES,
+ ListPairsWithTimeframes)
from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFundsError,
InvalidOrderException, OperationalException, PricingError,
@@ -351,9 +352,16 @@ class Exchange:
def validate_stakecurrency(self, stake_currency: str) -> None:
"""
Checks stake-currency against available currencies on the exchange.
+ Only runs on startup. If markets have not been loaded, there's been a problem with
+ the connection to the exchange.
:param stake_currency: Stake-currency to validate
:raise: OperationalException if stake-currency is not available.
"""
+ if not self._markets:
+ raise OperationalException(
+ 'Could not load markets, therefore cannot start. '
+ 'Please investigate the above error for more details.'
+ )
quote_currencies = self.get_quote_currencies()
if stake_currency not in quote_currencies:
raise OperationalException(
@@ -804,7 +812,7 @@ class Exchange:
:param order: Order dict as returned from fetch_order()
:return: True if order has been cancelled without being filled, False otherwise.
"""
- return (order.get('status') in ('closed', 'canceled', 'cancelled')
+ return (order.get('status') in NON_OPEN_EXCHANGE_STATES
and order.get('filled') == 0.0)
@retrier
@@ -1038,7 +1046,7 @@ class Exchange:
logger.debug(f"Using Last {conf_strategy['price_side'].capitalize()} / Last Price")
ticker = self.fetch_ticker(pair)
ticker_rate = ticker[conf_strategy['price_side']]
- if ticker['last']:
+ if ticker['last'] and ticker_rate:
if side == 'buy' and ticker_rate > ticker['last']:
balance = conf_strategy['ask_last_balance']
ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)
@@ -1253,7 +1261,7 @@ class Exchange:
logger.debug("Refreshing candle (OHLCV) data for %d pairs", len(pair_list))
input_coroutines = []
-
+ cached_pairs = []
# Gather coroutines to run
for pair, timeframe in set(pair_list):
if (((pair, timeframe) not in self._klines)
@@ -1265,6 +1273,7 @@ class Exchange:
"Using cached candle (OHLCV) data for pair %s, timeframe %s ...",
pair, timeframe
)
+ cached_pairs.append((pair, timeframe))
results = asyncio.get_event_loop().run_until_complete(
asyncio.gather(*input_coroutines, return_exceptions=True))
@@ -1287,6 +1296,10 @@ class Exchange:
results_df[(pair, timeframe)] = ohlcv_df
if cache:
self._klines[(pair, timeframe)] = ohlcv_df
+ # Return cached klines
+ for pair, timeframe in cached_pairs:
+ results_df[(pair, timeframe)] = self.klines((pair, timeframe), copy=False)
+
return results_df
def _now_is_time_to_refresh(self, pair: str, timeframe: str) -> bool:
@@ -1497,7 +1510,7 @@ class Exchange:
:returns List of trade data
"""
if not self.exchange_has("fetchTrades"):
- raise OperationalException("This exchange does not suport downloading Trades.")
+ raise OperationalException("This exchange does not support downloading Trades.")
return asyncio.get_event_loop().run_until_complete(
self._async_get_trade_history(pair=pair, since=since,
diff --git a/freqtrade/exchange/gateio.py b/freqtrade/exchange/gateio.py
new file mode 100644
index 000000000..9c910a10d
--- /dev/null
+++ b/freqtrade/exchange/gateio.py
@@ -0,0 +1,23 @@
+""" Gate.io exchange subclass """
+import logging
+from typing import Dict
+
+from freqtrade.exchange import Exchange
+
+
+logger = logging.getLogger(__name__)
+
+
+class Gateio(Exchange):
+ """
+ Gate.io exchange class. Contains adjustments needed for Freqtrade to work
+ with this exchange.
+
+ Please note that this exchange is not included in the list of exchanges
+ officially supported by the Freqtrade development team. So some features
+ may still not work as expected.
+ """
+
+ _ft_has: Dict = {
+ "ohlcv_candle_limit": 1000,
+ }
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 09aa06adf..259270483 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -433,11 +433,11 @@ class FreqtradeBot(LoggingMixin):
if ((bid_check_dom.get('enabled', False)) and
(bid_check_dom.get('bids_to_ask_delta', 0) > 0)):
if self._check_depth_of_market_buy(pair, bid_check_dom):
- return self.execute_buy(pair, stake_amount, buy_tag=buy_tag)
+ return self.execute_entry(pair, stake_amount, buy_tag=buy_tag)
else:
return False
- return self.execute_buy(pair, stake_amount, buy_tag=buy_tag)
+ return self.execute_entry(pair, stake_amount, buy_tag=buy_tag)
else:
return False
@@ -465,8 +465,8 @@ class FreqtradeBot(LoggingMixin):
logger.info(f"Bids to asks delta for {pair} does not satisfy condition.")
return False
- def execute_buy(self, pair: str, stake_amount: float, price: Optional[float] = None,
- forcebuy: bool = False, buy_tag: Optional[str] = None) -> bool:
+ def execute_entry(self, pair: str, stake_amount: float, price: Optional[float] = None,
+ forcebuy: bool = False, buy_tag: Optional[str] = None) -> bool:
"""
Executes a limit buy for the given pair
:param pair: pair for which we want to create a LIMIT_BUY
@@ -479,7 +479,13 @@ class FreqtradeBot(LoggingMixin):
buy_limit_requested = price
else:
# Calculate price
- buy_limit_requested = self.exchange.get_rate(pair, refresh=True, side="buy")
+ proposed_buy_rate = self.exchange.get_rate(pair, refresh=True, side="buy")
+ custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
+ default_retval=proposed_buy_rate)(
+ pair=pair, current_time=datetime.now(timezone.utc),
+ proposed_rate=proposed_buy_rate)
+
+ buy_limit_requested = self.get_valid_price(custom_entry_price, proposed_buy_rate)
if not buy_limit_requested:
raise PricingError('Could not determine buy price.')
@@ -739,7 +745,7 @@ class FreqtradeBot(LoggingMixin):
trade.stoploss_order_id = None
logger.error(f'Unable to place a stoploss order on exchange. {e}')
logger.warning('Selling the trade forcefully')
- self.execute_sell(trade, trade.stop_loss, sell_reason=SellCheckTuple(
+ self.execute_trade_exit(trade, trade.stop_loss, sell_reason=SellCheckTuple(
sell_type=SellType.EMERGENCY_SELL))
except ExchangeError:
@@ -857,7 +863,7 @@ class FreqtradeBot(LoggingMixin):
if should_sell.sell_flag:
logger.info(f'Executing Sell for {trade.pair}. Reason: {should_sell.sell_type}')
- self.execute_sell(trade, sell_rate, should_sell)
+ self.execute_trade_exit(trade, sell_rate, should_sell)
return True
return False
@@ -939,7 +945,7 @@ class FreqtradeBot(LoggingMixin):
was_trade_fully_canceled = False
# Cancelled orders may have the status of 'canceled' or 'closed'
- if order['status'] not in ('cancelled', 'canceled', 'closed'):
+ if order['status'] not in constants.NON_OPEN_EXCHANGE_STATES:
filled_val = order.get('filled', 0.0) or 0.0
filled_stake = filled_val * trade.open_rate
minstake = self.exchange.get_min_pair_stake_amount(
@@ -955,7 +961,7 @@ class FreqtradeBot(LoggingMixin):
# Avoid race condition where the order could not be cancelled coz its already filled.
# Simply bailing here is the only safe way - as this order will then be
# handled in the next iteration.
- if corder.get('status') not in ('cancelled', 'canceled', 'closed'):
+ if corder.get('status') not in constants.NON_OPEN_EXCHANGE_STATES:
logger.warning(f"Order {trade.open_order_id} for {trade.pair} not cancelled.")
return False
else:
@@ -977,7 +983,7 @@ class FreqtradeBot(LoggingMixin):
# if trade is partially complete, edit the stake details for the trade
# and close the order
# cancel_order may not contain the full order dict, so we need to fallback
- # to the order dict aquired before cancelling.
+ # to the order dict acquired before cancelling.
# we need to fall back to the values from order if corder does not contain these keys.
trade.amount = filled_amount
trade.stake_amount = trade.amount * trade.open_rate
@@ -1058,9 +1064,9 @@ class FreqtradeBot(LoggingMixin):
raise DependencyException(
f"Not enough amount to sell. Trade-amount: {amount}, Wallet: {wallet_amount}")
- def execute_sell(self, trade: Trade, limit: float, sell_reason: SellCheckTuple) -> bool:
+ def execute_trade_exit(self, trade: Trade, limit: float, sell_reason: SellCheckTuple) -> bool:
"""
- Executes a limit sell for the given trade and limit
+ Executes a trade exit for the given trade and limit
:param trade: Trade instance
:param limit: limit rate for the sell order
:param sell_reason: Reason the sell was triggered
@@ -1076,6 +1082,17 @@ class FreqtradeBot(LoggingMixin):
and self.strategy.order_types['stoploss_on_exchange']:
limit = trade.stop_loss
+ # set custom_exit_price if available
+ proposed_limit_rate = limit
+ current_profit = trade.calc_profit_ratio(limit)
+ custom_exit_price = strategy_safe_wrapper(self.strategy.custom_exit_price,
+ default_retval=proposed_limit_rate)(
+ pair=trade.pair, trade=trade,
+ current_time=datetime.now(timezone.utc),
+ proposed_rate=proposed_limit_rate, current_profit=current_profit)
+
+ limit = self.get_valid_price(custom_exit_price, proposed_limit_rate)
+
# First cancelling stoploss on exchange ...
if self.strategy.order_types.get('stoploss_on_exchange') and trade.stoploss_order_id:
try:
@@ -1125,7 +1142,7 @@ class FreqtradeBot(LoggingMixin):
trade.close_rate_requested = limit
trade.sell_reason = sell_reason.sell_reason
# In case of market sell orders the order can be closed immediately
- if order.get('status', 'unknown') == 'closed':
+ if order.get('status', 'unknown') in ('closed', 'expired'):
self.update_trade_state(trade, trade.open_order_id, order)
Trade.commit()
@@ -1364,7 +1381,9 @@ class FreqtradeBot(LoggingMixin):
if fee_currency:
# fee_rate should use mean
fee_rate = sum(fee_rate_array) / float(len(fee_rate_array)) if fee_rate_array else None
- trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side', ''))
+ if fee_rate is not None and fee_rate < 0.02:
+ # Only update if fee-rate is < 2%
+ trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side', ''))
if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC):
logger.warning(f"Amount {amount} does not match amount {trade.amount}")
@@ -1375,3 +1394,26 @@ class FreqtradeBot(LoggingMixin):
amount=amount, fee_abs=fee_abs)
else:
return amount
+
+ def get_valid_price(self, custom_price: float, proposed_price: float) -> float:
+ """
+ Return the valid price.
+ Check if the custom price is of the good type if not return proposed_price
+ :return: valid price for the order
+ """
+ if custom_price:
+ try:
+ valid_custom_price = float(custom_price)
+ except ValueError:
+ valid_custom_price = proposed_price
+ else:
+ valid_custom_price = proposed_price
+
+ cust_p_max_dist_r = self.config.get('custom_price_max_distance_ratio', 0.02)
+ min_custom_price_allowed = proposed_price - (proposed_price * cust_p_max_dist_r)
+ max_custom_price_allowed = proposed_price + (proposed_price * cust_p_max_dist_r)
+
+ # Bracket between min_custom_price_allowed and max_custom_price_allowed
+ return max(
+ min(valid_custom_price, max_custom_price_allowed),
+ min_custom_price_allowed)
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 901900121..e0b35df32 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -107,13 +107,25 @@ class Hyperopt:
# Populate "fallback" functions here
# (hasattr is slow so should not be run during "regular" operations)
if hasattr(self.custom_hyperopt, 'populate_indicators'):
- self.backtesting.strategy.advise_indicators = ( # type: ignore
+ logger.warning(
+ "DEPRECATED: Using `populate_indicators()` in the hyperopt file is deprecated. "
+ "Please move these methods to your strategy."
+ )
+ self.backtesting.strategy.populate_indicators = ( # type: ignore
self.custom_hyperopt.populate_indicators) # type: ignore
if hasattr(self.custom_hyperopt, 'populate_buy_trend'):
- self.backtesting.strategy.advise_buy = ( # type: ignore
+ logger.warning(
+ "DEPRECATED: Using `populate_buy_trend()` in the hyperopt file is deprecated. "
+ "Please move these methods to your strategy."
+ )
+ self.backtesting.strategy.populate_buy_trend = ( # type: ignore
self.custom_hyperopt.populate_buy_trend) # type: ignore
if hasattr(self.custom_hyperopt, 'populate_sell_trend'):
- self.backtesting.strategy.advise_sell = ( # type: ignore
+ logger.warning(
+ "DEPRECATED: Using `populate_sell_trend()` in the hyperopt file is deprecated. "
+ "Please move these methods to your strategy."
+ )
+ self.backtesting.strategy.populate_sell_trend = ( # type: ignore
self.custom_hyperopt.populate_sell_trend) # type: ignore
# Use max_open_trades for hyperopt as well, except --disable-max-market-positions is set
diff --git a/freqtrade/optimize/hyperopt_auto.py b/freqtrade/optimize/hyperopt_auto.py
index 03f7dd21e..43e92d9c6 100644
--- a/freqtrade/optimize/hyperopt_auto.py
+++ b/freqtrade/optimize/hyperopt_auto.py
@@ -74,7 +74,7 @@ class HyperOptAuto(IHyperOpt):
return self._get_indicator_space('sell', 'sell_indicator_space')
def protection_space(self) -> List['Dimension']:
- return self._get_indicator_space('protection', 'indicator_space')
+ return self._get_indicator_space('protection', 'protection_space')
def generate_roi_table(self, params: Dict) -> Dict[int, float]:
return self._get_func('generate_roi_table')(params)
diff --git a/freqtrade/optimize/default_hyperopt_loss.py b/freqtrade/optimize/hyperopt_loss_short_trade_dur.py
similarity index 100%
rename from freqtrade/optimize/default_hyperopt_loss.py
rename to freqtrade/optimize/hyperopt_loss_short_trade_dur.py
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 5eaca7966..8c8c1e0a9 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -13,7 +13,7 @@ from sqlalchemy.orm import Query, declarative_base, relationship, scoped_session
from sqlalchemy.pool import StaticPool
from sqlalchemy.sql.schema import UniqueConstraint
-from freqtrade.constants import DATETIME_PRINT_FORMAT
+from freqtrade.constants import DATETIME_PRINT_FORMAT, NON_OPEN_EXCHANGE_STATES
from freqtrade.enums import SellType
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.misc import safe_value_fallback
@@ -159,7 +159,7 @@ class Order(_DECL_BASE):
self.order_date = datetime.fromtimestamp(order['timestamp'] / 1000, tz=timezone.utc)
self.ft_is_open = True
- if self.status in ('closed', 'canceled', 'cancelled'):
+ if self.status in NON_OPEN_EXCHANGE_STATES:
self.ft_is_open = False
if (order.get('filled', 0.0) or 0.0) > 0:
self.order_filled_date = datetime.now(timezone.utc)
diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index 2fbf343ce..509c03e90 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -538,7 +538,7 @@ def load_and_plot_trades(config: Dict[str, Any]):
- Initializes plot-script
- Get candle (OHLCV) data
- Generate Dafaframes populated with indicators and signals based on configured strategy
- - Load trades excecuted during the selected period
+ - Load trades executed during the selected period
- Generate Plotly plot objects
- Generate plot files
:return: None
diff --git a/freqtrade/plugins/pairlist/IPairList.py b/freqtrade/plugins/pairlist/IPairList.py
index bfde2ace0..0155f918b 100644
--- a/freqtrade/plugins/pairlist/IPairList.py
+++ b/freqtrade/plugins/pairlist/IPairList.py
@@ -150,18 +150,20 @@ class IPairList(LoggingMixin, ABC):
for pair in pairlist:
# pair is not in the generated dynamic market or has the wrong stake currency
if pair not in markets:
- logger.warning(f"Pair {pair} is not compatible with exchange "
- f"{self._exchange.name}. Removing it from whitelist..")
+ self.log_once(f"Pair {pair} is not compatible with exchange "
+ f"{self._exchange.name}. Removing it from whitelist..",
+ logger.warning)
continue
if not self._exchange.market_is_tradable(markets[pair]):
- logger.warning(f"Pair {pair} is not tradable with Freqtrade."
- "Removing it from whitelist..")
+ self.log_once(f"Pair {pair} is not tradable with Freqtrade."
+ "Removing it from whitelist..", logger.warning)
continue
if self._exchange.get_pair_quote_currency(pair) != self._config['stake_currency']:
- logger.warning(f"Pair {pair} is not compatible with your stake currency "
- f"{self._config['stake_currency']}. Removing it from whitelist..")
+ self.log_once(f"Pair {pair} is not compatible with your stake currency "
+ f"{self._config['stake_currency']}. Removing it from whitelist..",
+ logger.warning)
continue
# Check if market is active
diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index 901fde2d0..c70e4a904 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -4,6 +4,7 @@ Volume PairList provider
Provides dynamic pair list based on trade volumes
"""
import logging
+from functools import partial
from typing import Any, Dict, List
import arrow
@@ -115,7 +116,7 @@ class VolumePairList(IPairList):
pairlist = self._pair_cache.get('pairlist')
if pairlist:
# Item found - no refresh necessary
- return pairlist
+ return pairlist.copy()
else:
# Use fresh pairlist
# Check if pair quote currency equals to the stake currency.
@@ -126,7 +127,7 @@ class VolumePairList(IPairList):
pairlist = [s['symbol'] for s in filtered_tickers]
pairlist = self.filter_pairlist(pairlist, tickers)
- self._pair_cache['pairlist'] = pairlist
+ self._pair_cache['pairlist'] = pairlist.copy()
return pairlist
@@ -203,7 +204,7 @@ class VolumePairList(IPairList):
# Validate whitelist to only have active market pairs
pairs = self._whitelist_for_active_markets([s['symbol'] for s in sorted_tickers])
- pairs = self.verify_blacklist(pairs, logger.info)
+ pairs = self.verify_blacklist(pairs, partial(self.log_once, logmethod=logger.info))
# Limit pairlist to the requested number of pairs
pairs = pairs[:self._number_pairs]
diff --git a/freqtrade/plugins/pairlist/rangestabilityfilter.py b/freqtrade/plugins/pairlist/rangestabilityfilter.py
index ef7f2cbcb..3e5a002ff 100644
--- a/freqtrade/plugins/pairlist/rangestabilityfilter.py
+++ b/freqtrade/plugins/pairlist/rangestabilityfilter.py
@@ -120,5 +120,6 @@ class RangeStabilityFilter(IPairList):
logger.info)
result = False
self._pair_cache[pair] = result
-
+ else:
+ self.log_once(f"Removed {pair} from whitelist, no candles found.", logger.info)
return result
diff --git a/freqtrade/rpc/api_server/uvicorn_threaded.py b/freqtrade/rpc/api_server/uvicorn_threaded.py
index 2f72cb74c..b63999f51 100644
--- a/freqtrade/rpc/api_server/uvicorn_threaded.py
+++ b/freqtrade/rpc/api_server/uvicorn_threaded.py
@@ -32,8 +32,11 @@ class UvicornServer(uvicorn.Server):
asyncio_setup()
else:
asyncio.set_event_loop(uvloop.new_event_loop())
-
- loop = asyncio.get_event_loop()
+ try:
+ loop = asyncio.get_event_loop()
+ except RuntimeError:
+ # When running in a thread, we'll not have an eventloop yet.
+ loop = asyncio.new_event_loop()
loop.run_until_complete(self.serve(sockets=sockets))
@contextlib.contextmanager
diff --git a/freqtrade/rpc/api_server/web_ui.py b/freqtrade/rpc/api_server/web_ui.py
index 76c8ed8f2..b04269c61 100644
--- a/freqtrade/rpc/api_server/web_ui.py
+++ b/freqtrade/rpc/api_server/web_ui.py
@@ -29,6 +29,16 @@ async def ui_version():
}
+def is_relative_to(path, base) -> bool:
+ # Helper function simulating behaviour of is_relative_to, which was only added in python 3.9
+ try:
+ path.relative_to(base)
+ return True
+ except ValueError:
+ pass
+ return False
+
+
@router_ui.get('/{rest_of_path:path}', include_in_schema=False)
async def index_html(rest_of_path: str):
"""
@@ -37,8 +47,11 @@ async def index_html(rest_of_path: str):
if rest_of_path.startswith('api') or rest_of_path.startswith('.'):
raise HTTPException(status_code=404, detail="Not Found")
uibase = Path(__file__).parent / 'ui/installed/'
- if (uibase / rest_of_path).is_file():
- return FileResponse(str(uibase / rest_of_path))
+ filename = uibase / rest_of_path
+ # It's security relevant to check "relative_to".
+ # Without this, Directory-traversal is possible.
+ if filename.is_file() and is_relative_to(filename, uibase):
+ return FileResponse(str(filename))
index_file = uibase / 'index.html'
if not index_file.is_file():
diff --git a/freqtrade/rpc/fiat_convert.py b/freqtrade/rpc/fiat_convert.py
index cdc09b437..f4e82261e 100644
--- a/freqtrade/rpc/fiat_convert.py
+++ b/freqtrade/rpc/fiat_convert.py
@@ -5,7 +5,7 @@ e.g BTC to USD
import datetime
import logging
-from typing import Dict
+from typing import Dict, List
from cachetools.ttl import TTLCache
from pycoingecko import CoinGeckoAPI
@@ -25,8 +25,7 @@ class CryptoToFiatConverter:
"""
__instance = None
_coingekko: CoinGeckoAPI = None
-
- _cryptomap: Dict = {}
+ _coinlistings: List[Dict] = []
_backoff: float = 0.0
def __new__(cls):
@@ -49,9 +48,8 @@ class CryptoToFiatConverter:
def _load_cryptomap(self) -> None:
try:
- coinlistings = self._coingekko.get_coins_list()
- # Create mapping table from symbol to coingekko_id
- self._cryptomap = {x['symbol']: x['id'] for x in coinlistings}
+ # Use list-comprehension to ensure we get a list.
+ self._coinlistings = [x for x in self._coingekko.get_coins_list()]
except RequestException as request_exception:
if "429" in str(request_exception):
logger.warning(
@@ -69,6 +67,24 @@ class CryptoToFiatConverter:
logger.error(
f"Could not load FIAT Cryptocurrency map for the following problem: {exception}")
+ def _get_gekko_id(self, crypto_symbol):
+ if not self._coinlistings:
+ if self._backoff <= datetime.datetime.now().timestamp():
+ self._load_cryptomap()
+ # Still not loaded.
+ if not self._coinlistings:
+ return None
+ else:
+ return None
+ found = [x for x in self._coinlistings if x['symbol'] == crypto_symbol]
+ if len(found) == 1:
+ return found[0]['id']
+
+ if len(found) > 0:
+ # Wrong!
+ logger.warning(f"Found multiple mappings in goingekko for {crypto_symbol}.")
+ return None
+
def convert_amount(self, crypto_amount: float, crypto_symbol: str, fiat_symbol: str) -> float:
"""
Convert an amount of crypto-currency to fiat
@@ -143,22 +159,14 @@ class CryptoToFiatConverter:
if crypto_symbol == fiat_symbol:
return 1.0
- if self._cryptomap == {}:
- if self._backoff <= datetime.datetime.now().timestamp():
- self._load_cryptomap()
- # return 0.0 if we still don't have data to check, no reason to proceed
- if self._cryptomap == {}:
- return 0.0
- else:
- return 0.0
+ _gekko_id = self._get_gekko_id(crypto_symbol)
- if crypto_symbol not in self._cryptomap:
+ if not _gekko_id:
# return 0 for unsupported stake currencies (fiat-convert should not break the bot)
logger.warning("unsupported crypto-symbol %s - returning 0.0", crypto_symbol)
return 0.0
try:
- _gekko_id = self._cryptomap[crypto_symbol]
return float(
self._coingekko.get_price(
ids=_gekko_id,
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 902975fde..95a37452b 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -557,7 +557,7 @@ class RPC:
current_rate = self._freqtrade.exchange.get_rate(
trade.pair, refresh=False, side="sell")
sell_reason = SellCheckTuple(sell_type=SellType.FORCE_SELL)
- self._freqtrade.execute_sell(trade, current_rate, sell_reason)
+ self._freqtrade.execute_trade_exit(trade, current_rate, sell_reason)
# ---- EOF def _exec_forcesell ----
if self._freqtrade.state != State.RUNNING:
@@ -613,7 +613,7 @@ class RPC:
stakeamount = self._freqtrade.wallets.get_trade_stake_amount(pair)
# execute buy
- if self._freqtrade.execute_buy(pair, stakeamount, price, forcebuy=True):
+ if self._freqtrade.execute_entry(pair, stakeamount, price, forcebuy=True):
Trade.commit()
trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first()
return trade
@@ -776,7 +776,7 @@ class RPC:
if has_content:
dataframe.loc[:, '__date_ts'] = dataframe.loc[:, 'date'].view(int64) // 1000 // 1000
- # Move open to seperate column when signal for easy plotting
+ # Move open to separate column when signal for easy plotting
if 'buy' in dataframe.columns:
buy_mask = (dataframe['buy'] == 1)
buy_signals = int(buy_mask.sum())
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index bb8980a53..91963f223 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -120,6 +120,8 @@ class IStrategy(ABC, HyperStrategyMixin):
# and wallets - access to the current balance.
dp: Optional[DataProvider] = None
wallets: Optional[Wallets] = None
+ # Filled from configuration
+ stake_currency: str
# container variable for strategy source code
__source__: str = ''
@@ -280,6 +282,43 @@ class IStrategy(ABC, HyperStrategyMixin):
"""
return self.stoploss
+ def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
+ **kwargs) -> float:
+ """
+ Custom entry price logic, returning the new entry price.
+
+ For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+ When not implemented by a strategy, returns None, orderbook is used to set entry price
+
+ :param pair: Pair that's currently analyzed
+ :param current_time: datetime object, containing the current datetime
+ :param proposed_rate: Rate, calculated based on pricing settings in ask_strategy.
+ :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+ :return float: New entry price value if provided
+ """
+ return proposed_rate
+
+ def custom_exit_price(self, pair: str, trade: Trade,
+ current_time: datetime, proposed_rate: float,
+ current_profit: float, **kwargs) -> float:
+ """
+ Custom exit price logic, returning the new exit price.
+
+ For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+ When not implemented by a strategy, returns None, orderbook is used to set exit price
+
+ :param pair: Pair that's currently analyzed
+ :param trade: trade object.
+ :param current_time: datetime object, containing the current datetime
+ :param proposed_rate: Rate, calculated based on pricing settings in ask_strategy.
+ :param current_profit: Current profit (as ratio), calculated based on current_rate.
+ :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+ :return float: New exit price value if provided
+ """
+ return proposed_rate
+
def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
current_profit: float, **kwargs) -> Optional[Union[str, bool]]:
"""
diff --git a/freqtrade/templates/subtemplates/exchange_binance.j2 b/freqtrade/templates/subtemplates/exchange_binance.j2
index 03aa0560c..38ba4fa5c 100644
--- a/freqtrade/templates/subtemplates/exchange_binance.j2
+++ b/freqtrade/templates/subtemplates/exchange_binance.j2
@@ -36,6 +36,6 @@
"BNB/TUSD",
"BNB/USDC",
"BNB/USDS",
- "BNB/USDT",
+ "BNB/USDT"
]
}
diff --git a/requirements-dev.txt b/requirements-dev.txt
index 9629bbea1..67ee0035b 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -6,7 +6,7 @@
coveralls==3.2.0
flake8==3.9.2
flake8-type-annotations==0.1.0
-flake8-tidy-imports==4.3.0
+flake8-tidy-imports==4.4.1
mypy==0.910
pytest==6.2.4
pytest-asyncio==0.15.1
@@ -19,7 +19,7 @@ isort==5.9.3
nbconvert==6.1.0
# mypy types
-types-cachetools==0.1.10
+types-cachetools==4.2.0
types-filelock==0.1.5
types-requests==2.25.6
types-tabulate==0.8.2
diff --git a/requirements-plot.txt b/requirements-plot.txt
index e03fd4d66..62836a729 100644
--- a/requirements-plot.txt
+++ b/requirements-plot.txt
@@ -1,5 +1,5 @@
# Include all requirements to run the bot.
-r requirements.txt
-plotly==5.1.0
+plotly==5.3.0
diff --git a/requirements.txt b/requirements.txt
index 0e107d8e0..f77edddfe 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,11 +1,11 @@
-numpy==1.21.1
-pandas==1.3.1
+numpy==1.21.2
+pandas==1.3.2
-ccxt==1.54.74
+ccxt==1.55.56
# Pin cryptography for now due to rust build errors with piwheels
-cryptography==3.4.7
+cryptography==3.4.8
aiohttp==3.7.4.post0
-SQLAlchemy==1.4.22
+SQLAlchemy==1.4.23
python-telegram-bot==13.7
arrow==1.1.1
cachetools==4.2.2
@@ -31,8 +31,8 @@ python-rapidjson==1.4
sdnotify==0.3.2
# API Server
-fastapi==0.68.0
-uvicorn==0.14.0
+fastapi==0.68.1
+uvicorn==0.15.0
pyjwt==2.1.0
aiofiles==0.7.0
@@ -40,4 +40,4 @@ aiofiles==0.7.0
colorama==0.4.4
# Building config files interactively
questionary==1.10.0
-prompt-toolkit==3.0.19
+prompt-toolkit==3.0.20
diff --git a/setup.sh b/setup.sh
index a85bd3104..feb0241f8 100755
--- a/setup.sh
+++ b/setup.sh
@@ -163,7 +163,7 @@ function update() {
# Reset Develop or Stable branch
function reset() {
echo "----------------------------"
- echo "Reseting branch and virtual env"
+ echo "Resetting branch and virtual env"
echo "----------------------------"
if [ "1" == $(git branch -vv |grep -cE "\* develop|\* stable") ]
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index fc5101979..1da9e5100 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -510,17 +510,6 @@ def test_start_new_strategy(mocker, caplog):
start_new_strategy(get_args(args))
-def test_start_new_strategy_DefaultStrat(mocker, caplog):
- args = [
- "new-strategy",
- "--strategy",
- "DefaultStrategy"
- ]
- with pytest.raises(OperationalException,
- match=r"DefaultStrategy is not allowed as name\."):
- start_new_strategy(get_args(args))
-
-
def test_start_new_strategy_no_arg(mocker, caplog):
args = [
"new-strategy",
@@ -552,17 +541,6 @@ def test_start_new_hyperopt(mocker, caplog):
start_new_hyperopt(get_args(args))
-def test_start_new_hyperopt_DefaultHyperopt(mocker, caplog):
- args = [
- "new-hyperopt",
- "--hyperopt",
- "DefaultHyperopt"
- ]
- with pytest.raises(OperationalException,
- match=r"DefaultHyperopt is not allowed as name\."):
- start_new_hyperopt(get_args(args))
-
-
def test_start_new_hyperopt_no_arg(mocker):
args = [
"new-hyperopt",
@@ -827,9 +805,9 @@ def test_start_list_strategies(mocker, caplog, capsys):
# pargs['config'] = None
start_list_strategies(pargs)
captured = capsys.readouterr()
- assert "TestStrategyLegacy" in captured.out
- assert "legacy_strategy.py" not in captured.out
- assert "DefaultStrategy" in captured.out
+ assert "TestStrategyLegacyV1" in captured.out
+ assert "legacy_strategy_v1.py" not in captured.out
+ assert "StrategyTestV2" in captured.out
# Test regular output
args = [
@@ -842,9 +820,9 @@ def test_start_list_strategies(mocker, caplog, capsys):
# pargs['config'] = None
start_list_strategies(pargs)
captured = capsys.readouterr()
- assert "TestStrategyLegacy" in captured.out
- assert "legacy_strategy.py" in captured.out
- assert "DefaultStrategy" in captured.out
+ assert "TestStrategyLegacyV1" in captured.out
+ assert "legacy_strategy_v1.py" in captured.out
+ assert "StrategyTestV2" in captured.out
def test_start_list_hyperopts(mocker, caplog, capsys):
@@ -861,7 +839,7 @@ def test_start_list_hyperopts(mocker, caplog, capsys):
captured = capsys.readouterr()
assert "TestHyperoptLegacy" not in captured.out
assert "legacy_hyperopt.py" not in captured.out
- assert "DefaultHyperOpt" in captured.out
+ assert "HyperoptTestSepFile" in captured.out
assert "test_hyperopt.py" not in captured.out
# Test regular output
@@ -876,7 +854,7 @@ def test_start_list_hyperopts(mocker, caplog, capsys):
captured = capsys.readouterr()
assert "TestHyperoptLegacy" not in captured.out
assert "legacy_hyperopt.py" not in captured.out
- assert "DefaultHyperOpt" in captured.out
+ assert "HyperoptTestSepFile" in captured.out
def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
diff --git a/tests/conftest.py b/tests/conftest.py
index 0c9a96e2b..5e08e7097 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -323,7 +323,7 @@ def get_default_conf(testdatadir):
"user_data_dir": Path("user_data"),
"verbosity": 3,
"strategy_path": str(Path(__file__).parent / "strategy" / "strats"),
- "strategy": "DefaultStrategy",
+ "strategy": "StrategyTestV2",
"disableparamexport": True,
"internals": {},
"export": "none",
diff --git a/tests/conftest_trades.py b/tests/conftest_trades.py
index b92b51144..024803be0 100644
--- a/tests/conftest_trades.py
+++ b/tests/conftest_trades.py
@@ -33,7 +33,7 @@ def mock_trade_1(fee):
open_rate=0.123,
exchange='binance',
open_order_id='dry_run_buy_12345',
- strategy='DefaultStrategy',
+ strategy='StrategyTestV2',
timeframe=5,
)
o = Order.parse_from_ccxt_object(mock_order_1(), 'ETH/BTC', 'buy')
@@ -87,7 +87,7 @@ def mock_trade_2(fee):
exchange='binance',
is_open=False,
open_order_id='dry_run_sell_12345',
- strategy='DefaultStrategy',
+ strategy='StrategyTestV2',
timeframe=5,
sell_reason='sell_signal',
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
@@ -146,7 +146,7 @@ def mock_trade_3(fee):
close_profit_abs=0.000155,
exchange='binance',
is_open=False,
- strategy='DefaultStrategy',
+ strategy='StrategyTestV2',
timeframe=5,
sell_reason='roi',
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
@@ -189,7 +189,7 @@ def mock_trade_4(fee):
open_rate=0.123,
exchange='binance',
open_order_id='prod_buy_12345',
- strategy='DefaultStrategy',
+ strategy='StrategyTestV2',
timeframe=5,
)
o = Order.parse_from_ccxt_object(mock_order_4(), 'ETC/BTC', 'buy')
diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py
index 6bde60926..1dcd04a80 100644
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@@ -93,7 +93,7 @@ def test_load_backtest_data_new_format(testdatadir):
def test_load_backtest_data_multi(testdatadir):
filename = testdatadir / "backtest-result_multistrat.json"
- for strategy in ('DefaultStrategy', 'TestStrategy'):
+ for strategy in ('StrategyTestV2', 'TestStrategy'):
bt_data = load_backtest_data(filename, strategy=strategy)
assert isinstance(bt_data, DataFrame)
assert set(bt_data.columns) == set(BT_DATA_COLUMNS_MID)
@@ -128,7 +128,7 @@ def test_load_trades_from_db(default_conf, fee, mocker):
for col in BT_DATA_COLUMNS:
if col not in ['index', 'open_at_end']:
assert col in trades.columns
- trades = load_trades_from_db(db_url=default_conf['db_url'], strategy='DefaultStrategy')
+ trades = load_trades_from_db(db_url=default_conf['db_url'], strategy='StrategyTestV2')
assert len(trades) == 4
trades = load_trades_from_db(db_url=default_conf['db_url'], strategy='NoneStrategy')
assert len(trades) == 0
@@ -186,7 +186,7 @@ def test_load_trades(default_conf, mocker):
db_url=default_conf.get('db_url'),
exportfilename=default_conf.get('exportfilename'),
no_trades=False,
- strategy="DefaultStrategy",
+ strategy="StrategyTestV2",
)
assert db_mock.call_count == 1
diff --git a/tests/data/test_converter.py b/tests/data/test_converter.py
index 802fd4b12..6c95a9f18 100644
--- a/tests/data/test_converter.py
+++ b/tests/data/test_converter.py
@@ -119,7 +119,7 @@ def test_ohlcv_fill_up_missing_data2(caplog):
# 3rd candle has been filled
row = data2.loc[2, :]
assert row['volume'] == 0
- # close shoult match close of previous candle
+ # close should match close of previous candle
assert row['close'] == data.loc[1, 'close']
assert row['open'] == row['close']
assert row['high'] == row['close']
diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py
index e43309743..0f42068c1 100644
--- a/tests/data/test_dataprovider.py
+++ b/tests/data/test_dataprovider.py
@@ -66,7 +66,7 @@ def test_historic_ohlcv_dataformat(mocker, default_conf, ohlcv_history):
hdf5loadmock.assert_not_called()
jsonloadmock.assert_called_once()
- # Swiching to dataformat hdf5
+ # Switching to dataformat hdf5
hdf5loadmock.reset_mock()
jsonloadmock.reset_mock()
default_conf["dataformat_ohlcv"] = "hdf5"
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index 9cfe861ea..575a590e7 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -133,8 +133,8 @@ def test_load_data_with_new_pair_1min(ohlcv_history_list, mocker, caplog,
load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC')
assert file.is_file()
assert log_has_re(
- 'Download history data for pair: "MEME/BTC", timeframe: 1m '
- 'and store in .*', caplog
+ r'Download history data for pair: "MEME/BTC" \(0/1\), timeframe: 1m '
+ r'and store in .*', caplog
)
@@ -200,15 +200,15 @@ def test_load_cached_data_for_updating(mocker, testdatadir) -> None:
assert start_ts == test_data[0][0] - 1000
# timeframe starts in the center of the cached data
- # should return the chached data w/o the last item
+ # should return the cached data w/o the last item
timerange = TimeRange('date', None, test_data[0][0] / 1000 + 1, 0)
data, start_ts = _load_cached_data_for_updating('UNITTEST/BTC', '1m', timerange, data_handler)
assert_frame_equal(data, test_data_df.iloc[:-1])
assert test_data[-2][0] <= start_ts < test_data[-1][0]
- # timeframe starts after the chached data
- # should return the chached data w/o the last item
+ # timeframe starts after the cached data
+ # should return the cached data w/o the last item
timerange = TimeRange('date', None, test_data[-1][0] / 1000 + 100, 0)
data, start_ts = _load_cached_data_for_updating('UNITTEST/BTC', '1m', timerange, data_handler)
assert_frame_equal(data, test_data_df.iloc[:-1])
@@ -278,8 +278,10 @@ def test_download_pair_history2(mocker, default_conf, testdatadir) -> None:
return_value=None)
mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=tick)
exchange = get_patched_exchange(mocker, default_conf)
- _download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", timeframe='1m')
- _download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", timeframe='3m')
+ _download_pair_history(datadir=testdatadir, exchange=exchange, pair="UNITTEST/BTC",
+ timeframe='1m')
+ _download_pair_history(datadir=testdatadir, exchange=exchange, pair="UNITTEST/BTC",
+ timeframe='3m')
assert json_dump_mock.call_count == 2
@@ -378,7 +380,7 @@ def test_file_dump_json_tofile(testdatadir) -> None:
def test_get_timerange(default_conf, mocker, testdatadir) -> None:
patch_exchange(mocker)
- default_conf.update({'strategy': 'DefaultStrategy'})
+ default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
data = strategy.advise_all_indicators(
@@ -396,7 +398,7 @@ def test_get_timerange(default_conf, mocker, testdatadir) -> None:
def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir) -> None:
patch_exchange(mocker)
- default_conf.update({'strategy': 'DefaultStrategy'})
+ default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
data = strategy.advise_all_indicators(
@@ -420,7 +422,7 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir)
def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> None:
patch_exchange(mocker)
- default_conf.update({'strategy': 'DefaultStrategy'})
+ default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
timerange = TimeRange('index', 'index', 200, 250)
diff --git a/tests/exchange/test_ccxt_compat.py b/tests/exchange/test_ccxt_compat.py
index dce10da84..3a32d108b 100644
--- a/tests/exchange/test_ccxt_compat.py
+++ b/tests/exchange/test_ccxt_compat.py
@@ -42,6 +42,11 @@ EXCHANGES = {
'hasQuoteVolume': True,
'timeframe': '5m',
},
+ 'gateio': {
+ 'pair': 'BTC/USDT',
+ 'hasQuoteVolume': True,
+ 'timeframe': '5m',
+ },
}
@@ -142,8 +147,8 @@ class TestCCXTExchange():
def test_ccxt_get_fee(self, exchange):
exchange, exchangename = exchange
pair = EXCHANGES[exchangename]['pair']
-
- assert 0 < exchange.get_fee(pair, 'limit', 'buy') < 1
- assert 0 < exchange.get_fee(pair, 'limit', 'sell') < 1
- assert 0 < exchange.get_fee(pair, 'market', 'buy') < 1
- assert 0 < exchange.get_fee(pair, 'market', 'sell') < 1
+ threshold = 0.01
+ assert 0 < exchange.get_fee(pair, 'limit', 'buy') < threshold
+ assert 0 < exchange.get_fee(pair, 'limit', 'sell') < threshold
+ assert 0 < exchange.get_fee(pair, 'market', 'buy') < threshold
+ assert 0 < exchange.get_fee(pair, 'market', 'sell') < threshold
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 9ac9f84e5..42da5dddc 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -557,7 +557,7 @@ def test_reload_markets_exception(default_conf, mocker, caplog):
@pytest.mark.parametrize("stake_currency", ['ETH', 'BTC', 'USDT'])
-def test_validate_stake_currency(default_conf, stake_currency, mocker, caplog):
+def test_validate_stakecurrency(default_conf, stake_currency, mocker, caplog):
default_conf['stake_currency'] = stake_currency
api_mock = MagicMock()
type(api_mock).load_markets = MagicMock(return_value={
@@ -571,7 +571,7 @@ def test_validate_stake_currency(default_conf, stake_currency, mocker, caplog):
Exchange(default_conf)
-def test_validate_stake_currency_error(default_conf, mocker, caplog):
+def test_validate_stakecurrency_error(default_conf, mocker, caplog):
default_conf['stake_currency'] = 'XRP'
api_mock = MagicMock()
type(api_mock).load_markets = MagicMock(return_value={
@@ -587,6 +587,13 @@ def test_validate_stake_currency_error(default_conf, mocker, caplog):
'Available currencies are: BTC, ETH, USDT'):
Exchange(default_conf)
+ type(api_mock).load_markets = MagicMock(side_effect=ccxt.NetworkError('No connection.'))
+ mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
+
+ with pytest.raises(OperationalException,
+ match=r'Could not load markets, therefore cannot start\. Please.*'):
+ Exchange(default_conf)
+
def test_get_quote_currencies(default_conf, mocker):
ex = get_patched_exchange(mocker, default_conf)
@@ -1564,13 +1571,16 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
pairs = [('IOTA/ETH', '5m'), ('XRP/ETH', '5m')]
# empty dicts
assert not exchange._klines
- exchange.refresh_latest_ohlcv(pairs, cache=False)
+ res = exchange.refresh_latest_ohlcv(pairs, cache=False)
# No caching
assert not exchange._klines
+
+ assert len(res) == len(pairs)
assert exchange._api_async.fetch_ohlcv.call_count == 2
exchange._api_async.fetch_ohlcv.reset_mock()
- exchange.refresh_latest_ohlcv(pairs)
+ res = exchange.refresh_latest_ohlcv(pairs)
+ assert len(res) == len(pairs)
assert log_has(f'Refreshing candle (OHLCV) data for {len(pairs)} pairs', caplog)
assert exchange._klines
@@ -1587,12 +1597,16 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
assert exchange.klines(pair, copy=False) is exchange.klines(pair, copy=False)
# test caching
- exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m')])
+ res = exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m')])
+ assert len(res) == len(pairs)
assert exchange._api_async.fetch_ohlcv.call_count == 2
assert log_has(f"Using cached candle (OHLCV) data for pair {pairs[0][0]}, "
f"timeframe {pairs[0][1]} ...",
caplog)
+ res = exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m'), ('XRP/ETH', '1d')],
+ cache=False)
+ assert len(res) == 3
@pytest.mark.asyncio
@@ -1844,6 +1858,31 @@ def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask,
assert log_has("Using cached sell rate for ETH/BTC.", caplog)
+@pytest.mark.parametrize("entry,side,ask,bid,last,last_ab,expected", [
+ ('buy', 'ask', None, 4, 4, 0, 4), # ask not available
+ ('buy', 'ask', None, None, 4, 0, 4), # ask not available
+ ('buy', 'bid', 6, None, 4, 0, 5), # bid not available
+ ('buy', 'bid', None, None, 4, 0, 5), # No rate available
+ ('sell', 'ask', None, 4, 4, 0, 4), # ask not available
+ ('sell', 'ask', None, None, 4, 0, 4), # ask not available
+ ('sell', 'bid', 6, None, 4, 0, 5), # bid not available
+ ('sell', 'bid', None, None, 4, 0, 5), # bid not available
+])
+def test_get_ticker_rate_error(mocker, entry, default_conf, caplog, side, ask, bid,
+ last, last_ab, expected) -> None:
+ caplog.set_level(logging.DEBUG)
+ default_conf['bid_strategy']['ask_last_balance'] = last_ab
+ default_conf['bid_strategy']['price_side'] = side
+ default_conf['ask_strategy']['price_side'] = side
+ default_conf['ask_strategy']['ask_last_balance'] = last_ab
+ exchange = get_patched_exchange(mocker, default_conf)
+ mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
+ return_value={'ask': ask, 'last': last, 'bid': bid})
+
+ with pytest.raises(PricingError):
+ exchange.get_rate('ETH/BTC', refresh=True, side=entry)
+
+
@pytest.mark.parametrize('side,expected', [
('bid', 0.043936), # Value from order_book_l2 fiture - bids side
('ask', 0.043949), # Value from order_book_l2 fiture - asks side
@@ -2182,7 +2221,7 @@ def test_get_historic_trades_notsupported(default_conf, mocker, caplog, exchange
pair = 'ETH/BTC'
with pytest.raises(OperationalException,
- match="This exchange does not suport downloading Trades."):
+ match="This exchange does not support downloading Trades."):
exchange.get_historic_trades(pair, since=trades_history[0][0],
until=trades_history[-1][0])
diff --git a/tests/optimize/conftest.py b/tests/optimize/conftest.py
index a7fd238d1..95c9fef97 100644
--- a/tests/optimize/conftest.py
+++ b/tests/optimize/conftest.py
@@ -16,7 +16,7 @@ def hyperopt_conf(default_conf):
hyperconf.update({
'datadir': Path(default_conf['datadir']),
'runmode': RunMode.HYPEROPT,
- 'hyperopt': 'DefaultHyperOpt',
+ 'hyperopt': 'HyperoptTestSepFile',
'hyperopt_loss': 'ShortTradeDurHyperOptLoss',
'hyperopt_path': str(Path(__file__).parent / 'hyperopts'),
'epochs': 1,
diff --git a/tests/optimize/hyperopts/default_hyperopt.py b/tests/optimize/hyperopts/hyperopt_test_sep_file.py
similarity index 99%
rename from tests/optimize/hyperopts/default_hyperopt.py
rename to tests/optimize/hyperopts/hyperopt_test_sep_file.py
index 2e2bca3d0..0fa1e1959 100644
--- a/tests/optimize/hyperopts/default_hyperopt.py
+++ b/tests/optimize/hyperopts/hyperopt_test_sep_file.py
@@ -11,7 +11,7 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
from freqtrade.optimize.hyperopt_interface import IHyperOpt
-class DefaultHyperOpt(IHyperOpt):
+class HyperoptTestSepFile(IHyperOpt):
"""
Default hyperopt provided by the Freqtrade bot.
You can override it with your own Hyperopt
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 1b4285339..2248cd4c1 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -155,7 +155,7 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
args = [
'backtesting',
'--config', 'config.json',
- '--strategy', 'DefaultStrategy',
+ '--strategy', 'StrategyTestV2',
'--export', 'none'
]
@@ -190,7 +190,7 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
args = [
'backtesting',
'--config', 'config.json',
- '--strategy', 'DefaultStrategy',
+ '--strategy', 'StrategyTestV2',
'--datadir', '/foo/bar',
'--timeframe', '1m',
'--enable-position-stacking',
@@ -240,7 +240,7 @@ def test_setup_optimize_configuration_stake_amount(mocker, default_conf, caplog)
args = [
'backtesting',
'--config', 'config.json',
- '--strategy', 'DefaultStrategy',
+ '--strategy', 'StrategyTestV2',
'--stake-amount', '1',
'--starting-balance', '2'
]
@@ -251,7 +251,7 @@ def test_setup_optimize_configuration_stake_amount(mocker, default_conf, caplog)
args = [
'backtesting',
'--config', 'config.json',
- '--strategy', 'DefaultStrategy',
+ '--strategy', 'StrategyTestV2',
'--stake-amount', '1',
'--starting-balance', '0.5'
]
@@ -269,7 +269,7 @@ def test_start(mocker, fee, default_conf, caplog) -> None:
args = [
'backtesting',
'--config', 'config.json',
- '--strategy', 'DefaultStrategy',
+ '--strategy', 'StrategyTestV2',
]
pargs = get_args(args)
start_backtesting(pargs)
@@ -302,7 +302,7 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
def test_backtesting_init_no_timeframe(mocker, default_conf, caplog) -> None:
patch_exchange(mocker)
del default_conf['timeframe']
- default_conf['strategy_list'] = ['DefaultStrategy',
+ default_conf['strategy_list'] = ['StrategyTestV2',
'SampleStrategy']
mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5))
@@ -340,7 +340,7 @@ def test_data_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
assert len(processed['UNITTEST/BTC']) == 102
# Load strategy to compare the result between Backtesting function and strategy are the same
- default_conf.update({'strategy': 'DefaultStrategy'})
+ default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
processed2 = strategy.advise_all_indicators(data)
@@ -482,7 +482,7 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
Backtesting(default_conf)
# Multiple strategies
- default_conf['strategy_list'] = ['DefaultStrategy', 'TestStrategyLegacy']
+ default_conf['strategy_list'] = ['StrategyTestV2', 'TestStrategyLegacyV1']
with pytest.raises(OperationalException,
match='PrecisionFilter not allowed for backtesting multiple strategies.'):
Backtesting(default_conf)
@@ -785,7 +785,7 @@ def test_backtest_pricecontours(default_conf, fee, mocker, testdatadir,
def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):
- # Override the default buy trend function in our default_strategy
+ # Override the default buy trend function in our StrategyTestV2
def fun(dataframe=None, pair=None):
buy_value = 1
sell_value = 1
@@ -801,7 +801,7 @@ def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):
def test_backtest_only_sell(mocker, default_conf, testdatadir):
- # Override the default buy trend function in our default_strategy
+ # Override the default buy trend function in our StrategyTestV2
def fun(dataframe=None, pair=None):
buy_value = 0
sell_value = 1
@@ -928,7 +928,7 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
args = [
'backtesting',
'--config', 'config.json',
- '--strategy', 'DefaultStrategy',
+ '--strategy', 'StrategyTestV2',
'--datadir', str(testdatadir),
'--timeframe', '1m',
'--timerange', '1510694220-1510700340',
@@ -999,8 +999,8 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
'--enable-position-stacking',
'--disable-max-market-positions',
'--strategy-list',
- 'DefaultStrategy',
- 'TestStrategyLegacy',
+ 'StrategyTestV2',
+ 'TestStrategyLegacyV1',
]
args = get_args(args)
start_backtesting(args)
@@ -1022,8 +1022,8 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
'Backtesting with data from 2017-11-14 21:17:00 '
'up to 2017-11-14 22:58:00 (0 days).',
'Parameter --enable-position-stacking detected ...',
- 'Running backtesting for Strategy DefaultStrategy',
- 'Running backtesting for Strategy TestStrategyLegacy',
+ 'Running backtesting for Strategy StrategyTestV2',
+ 'Running backtesting for Strategy TestStrategyLegacyV1',
]
for line in exists:
@@ -1103,8 +1103,8 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
'--enable-position-stacking',
'--disable-max-market-positions',
'--strategy-list',
- 'DefaultStrategy',
- 'TestStrategyLegacy',
+ 'StrategyTestV2',
+ 'TestStrategyLegacyV1',
]
args = get_args(args)
start_backtesting(args)
@@ -1120,8 +1120,8 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
'Backtesting with data from 2017-11-14 21:17:00 '
'up to 2017-11-14 22:58:00 (0 days).',
'Parameter --enable-position-stacking detected ...',
- 'Running backtesting for Strategy DefaultStrategy',
- 'Running backtesting for Strategy TestStrategyLegacy',
+ 'Running backtesting for Strategy StrategyTestV2',
+ 'Running backtesting for Strategy TestStrategyLegacyV1',
]
for line in exists:
@@ -1208,7 +1208,7 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
'--timeframe', '5m',
'--timeframe-detail', '1m',
'--strategy-list',
- 'DefaultStrategy'
+ 'StrategyTestV2'
]
args = get_args(args)
start_backtesting(args)
@@ -1222,7 +1222,7 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
'up to 2019-10-13 11:10:00 (2 days).',
'Backtesting with data from 2019-10-11 01:40:00 '
'up to 2019-10-13 11:10:00 (2 days).',
- 'Running backtesting for Strategy DefaultStrategy',
+ 'Running backtesting for Strategy StrategyTestV2',
]
for line in exists:
diff --git a/tests/optimize/test_edge_cli.py b/tests/optimize/test_edge_cli.py
index 6818a573b..18d5f1c76 100644
--- a/tests/optimize/test_edge_cli.py
+++ b/tests/optimize/test_edge_cli.py
@@ -16,7 +16,7 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
args = [
'edge',
'--config', 'config.json',
- '--strategy', 'DefaultStrategy',
+ '--strategy', 'StrategyTestV2',
]
config = setup_optimize_configuration(get_args(args), RunMode.EDGE)
@@ -46,7 +46,7 @@ def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> N
args = [
'edge',
'--config', 'config.json',
- '--strategy', 'DefaultStrategy',
+ '--strategy', 'StrategyTestV2',
'--datadir', '/foo/bar',
'--timeframe', '1m',
'--timerange', ':100',
@@ -80,7 +80,7 @@ def test_start(mocker, fee, edge_conf, caplog) -> None:
args = [
'edge',
'--config', 'config.json',
- '--strategy', 'DefaultStrategy',
+ '--strategy', 'StrategyTestV2',
]
pargs = get_args(args)
start_edge(pargs)
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 0ca79d268..565d6077a 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -22,7 +22,7 @@ from freqtrade.strategy.hyper import IntParameter
from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
patched_configuration_load_config_file)
-from .hyperopts.default_hyperopt import DefaultHyperOpt
+from .hyperopts.hyperopt_test_sep_file import HyperoptTestSepFile
def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, caplog) -> None:
@@ -31,7 +31,7 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca
args = [
'hyperopt',
'--config', 'config.json',
- '--hyperopt', 'DefaultHyperOpt',
+ '--hyperopt', 'HyperoptTestSepFile',
]
config = setup_optimize_configuration(get_args(args), RunMode.HYPEROPT)
@@ -63,7 +63,7 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
args = [
'hyperopt',
'--config', 'config.json',
- '--hyperopt', 'DefaultHyperOpt',
+ '--hyperopt', 'HyperoptTestSepFile',
'--datadir', '/foo/bar',
'--timeframe', '1m',
'--timerange', ':100',
@@ -115,7 +115,7 @@ def test_setup_hyperopt_configuration_stake_amount(mocker, default_conf) -> None
args = [
'hyperopt',
'--config', 'config.json',
- '--hyperopt', 'DefaultHyperOpt',
+ '--hyperopt', 'HyperoptTestSepFile',
'--stake-amount', '1',
'--starting-balance', '2'
]
@@ -125,7 +125,7 @@ def test_setup_hyperopt_configuration_stake_amount(mocker, default_conf) -> None
args = [
'hyperopt',
'--config', 'config.json',
- '--strategy', 'DefaultStrategy',
+ '--strategy', 'StrategyTestV2',
'--stake-amount', '1',
'--starting-balance', '0.5'
]
@@ -136,7 +136,7 @@ def test_setup_hyperopt_configuration_stake_amount(mocker, default_conf) -> None
def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
patched_configuration_load_config_file(mocker, default_conf)
- hyperopt = DefaultHyperOpt
+ hyperopt = HyperoptTestSepFile
delattr(hyperopt, 'populate_indicators')
delattr(hyperopt, 'populate_buy_trend')
delattr(hyperopt, 'populate_sell_trend')
@@ -144,7 +144,7 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
'freqtrade.resolvers.hyperopt_resolver.HyperOptResolver.load_object',
MagicMock(return_value=hyperopt(default_conf))
)
- default_conf.update({'hyperopt': 'DefaultHyperOpt'})
+ default_conf.update({'hyperopt': 'HyperoptTestSepFile'})
x = HyperOptResolver.load_hyperopt(default_conf)
assert not hasattr(x, 'populate_indicators')
assert not hasattr(x, 'populate_buy_trend')
@@ -184,7 +184,7 @@ def test_start_not_installed(mocker, default_conf, import_fails) -> None:
args = [
'hyperopt',
'--config', 'config.json',
- '--hyperopt', 'DefaultHyperOpt',
+ '--hyperopt', 'HyperoptTestSepFile',
'--hyperopt-path',
str(Path(__file__).parent / "hyperopts"),
'--epochs', '5',
@@ -205,7 +205,7 @@ def test_start(mocker, hyperopt_conf, caplog) -> None:
args = [
'hyperopt',
'--config', 'config.json',
- '--hyperopt', 'DefaultHyperOpt',
+ '--hyperopt', 'HyperoptTestSepFile',
'--hyperopt-loss', 'SharpeHyperOptLossDaily',
'--epochs', '5'
]
@@ -229,7 +229,7 @@ def test_start_no_data(mocker, hyperopt_conf) -> None:
args = [
'hyperopt',
'--config', 'config.json',
- '--hyperopt', 'DefaultHyperOpt',
+ '--hyperopt', 'HyperoptTestSepFile',
'--hyperopt-loss', 'SharpeHyperOptLossDaily',
'--epochs', '5'
]
@@ -247,7 +247,7 @@ def test_start_filelock(mocker, hyperopt_conf, caplog) -> None:
args = [
'hyperopt',
'--config', 'config.json',
- '--hyperopt', 'DefaultHyperOpt',
+ '--hyperopt', 'HyperoptTestSepFile',
'--hyperopt-loss', 'SharpeHyperOptLossDaily',
'--epochs', '5'
]
diff --git a/tests/optimize/test_hyperopt_tools.py b/tests/optimize/test_hyperopt_tools.py
index cbcb13384..9c2b2e8fc 100644
--- a/tests/optimize/test_hyperopt_tools.py
+++ b/tests/optimize/test_hyperopt_tools.py
@@ -64,34 +64,53 @@ def test_load_previous_results2(mocker, testdatadir, caplog) -> None:
@pytest.mark.parametrize("spaces, expected_results", [
(['buy'],
- {'buy': True, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': False}),
+ {'buy': True, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': False,
+ 'protection': False}),
(['sell'],
- {'buy': False, 'sell': True, 'roi': False, 'stoploss': False, 'trailing': False}),
+ {'buy': False, 'sell': True, 'roi': False, 'stoploss': False, 'trailing': False,
+ 'protection': False}),
(['roi'],
- {'buy': False, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False}),
+ {'buy': False, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False,
+ 'protection': False}),
(['stoploss'],
- {'buy': False, 'sell': False, 'roi': False, 'stoploss': True, 'trailing': False}),
+ {'buy': False, 'sell': False, 'roi': False, 'stoploss': True, 'trailing': False,
+ 'protection': False}),
(['trailing'],
- {'buy': False, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': True}),
+ {'buy': False, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': True,
+ 'protection': False}),
(['buy', 'sell', 'roi', 'stoploss'],
- {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
+ {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False,
+ 'protection': False}),
(['buy', 'sell', 'roi', 'stoploss', 'trailing'],
- {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
+ {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True,
+ 'protection': False}),
(['buy', 'roi'],
- {'buy': True, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False}),
+ {'buy': True, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False,
+ 'protection': False}),
(['all'],
- {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
+ {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True,
+ 'protection': True}),
(['default'],
- {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
+ {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False,
+ 'protection': False}),
(['default', 'trailing'],
- {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
+ {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True,
+ 'protection': False}),
(['all', 'buy'],
- {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
+ {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True,
+ 'protection': True}),
(['default', 'buy'],
- {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
+ {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False,
+ 'protection': False}),
+ (['all'],
+ {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True,
+ 'protection': True}),
+ (['protection'],
+ {'buy': False, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': False,
+ 'protection': True}),
])
def test_has_space(hyperopt_conf, spaces, expected_results):
- for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing']:
+ for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing', 'protection']:
hyperopt_conf.update({'spaces': spaces})
assert HyperoptTools.has_space(hyperopt_conf, s) == expected_results[s]
@@ -148,9 +167,9 @@ def test__pprint_dict():
def test_get_strategy_filename(default_conf):
- x = HyperoptTools.get_strategy_filename(default_conf, 'DefaultStrategy')
+ x = HyperoptTools.get_strategy_filename(default_conf, 'StrategyTestV2')
assert isinstance(x, Path)
- assert x == Path(__file__).parents[1] / 'strategy/strats/default_strategy.py'
+ assert x == Path(__file__).parents[1] / 'strategy/strats/strategy_test_v2.py'
x = HyperoptTools.get_strategy_filename(default_conf, 'NonExistingStrategy')
assert x is None
@@ -158,7 +177,7 @@ def test_get_strategy_filename(default_conf):
def test_export_params(tmpdir):
- filename = Path(tmpdir) / "DefaultStrategy.json"
+ filename = Path(tmpdir) / "StrategyTestV2.json"
assert not filename.is_file()
params = {
"params_details": {
@@ -186,12 +205,12 @@ def test_export_params(tmpdir):
}
}
- HyperoptTools.export_params(params, "DefaultStrategy", filename)
+ HyperoptTools.export_params(params, "StrategyTestV2", filename)
assert filename.is_file()
content = rapidjson.load(filename.open('r'))
- assert content['strategy_name'] == 'DefaultStrategy'
+ assert content['strategy_name'] == 'StrategyTestV2'
assert 'params' in content
assert "buy" in content["params"]
assert "sell" in content["params"]
@@ -204,7 +223,7 @@ def test_try_export_params(default_conf, tmpdir, caplog, mocker):
default_conf['disableparamexport'] = False
export_mock = mocker.patch("freqtrade.optimize.hyperopt_tools.HyperoptTools.export_params")
- filename = Path(tmpdir) / "DefaultStrategy.json"
+ filename = Path(tmpdir) / "StrategyTestV2.json"
assert not filename.is_file()
params = {
"params_details": {
@@ -233,17 +252,17 @@ def test_try_export_params(default_conf, tmpdir, caplog, mocker):
FTHYPT_FILEVERSION: 2,
}
- HyperoptTools.try_export_params(default_conf, "DefaultStrategy22", params)
+ HyperoptTools.try_export_params(default_conf, "StrategyTestV222", params)
assert log_has("Strategy not found, not exporting parameter file.", caplog)
assert export_mock.call_count == 0
caplog.clear()
- HyperoptTools.try_export_params(default_conf, "DefaultStrategy", params)
+ HyperoptTools.try_export_params(default_conf, "StrategyTestV2", params)
assert export_mock.call_count == 1
- assert export_mock.call_args_list[0][0][1] == 'DefaultStrategy'
- assert export_mock.call_args_list[0][0][2].name == 'default_strategy.json'
+ assert export_mock.call_args_list[0][0][1] == 'StrategyTestV2'
+ assert export_mock.call_args_list[0][0][2].name == 'strategy_test_v2.json'
def test_params_print(capsys):
diff --git a/tests/optimize/test_hyperoptloss.py b/tests/optimize/test_hyperoptloss.py
index ea0caac04..0082bcc34 100644
--- a/tests/optimize/test_hyperoptloss.py
+++ b/tests/optimize/test_hyperoptloss.py
@@ -4,7 +4,7 @@ from unittest.mock import MagicMock
import pytest
from freqtrade.exceptions import OperationalException
-from freqtrade.optimize.default_hyperopt_loss import ShortTradeDurHyperOptLoss
+from freqtrade.optimize.hyperopt_loss_short_trade_dur import ShortTradeDurHyperOptLoss
from freqtrade.resolvers.hyperopt_resolver import HyperOptLossResolver
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index 3f31efb95..83caefd2d 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -52,7 +52,7 @@ def test_text_table_bt_results():
def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
- default_conf.update({'strategy': 'DefaultStrategy'})
+ default_conf.update({'strategy': 'StrategyTestV2'})
StrategyResolver.load_strategy(default_conf)
results = {'DefStrat': {
diff --git a/tests/rpc/test_fiat_convert.py b/tests/rpc/test_fiat_convert.py
index 9fb1122f5..2fe5d4a56 100644
--- a/tests/rpc/test_fiat_convert.py
+++ b/tests/rpc/test_fiat_convert.py
@@ -22,7 +22,7 @@ def test_fiat_convert_is_supported(mocker):
def test_fiat_convert_find_price(mocker):
fiat_convert = CryptoToFiatConverter()
- fiat_convert._cryptomap = {}
+ fiat_convert._coinlistings = {}
fiat_convert._backoff = 0
mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._load_cryptomap',
return_value=None)
@@ -44,7 +44,7 @@ def test_fiat_convert_find_price(mocker):
def test_fiat_convert_unsupported_crypto(mocker, caplog):
- mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._cryptomap', return_value=[])
+ mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._coinlistings', return_value=[])
fiat_convert = CryptoToFiatConverter()
assert fiat_convert._find_price(crypto_symbol='CRYPTO_123', fiat_symbol='EUR') == 0.0
assert log_has('unsupported crypto-symbol CRYPTO_123 - returning 0.0', caplog)
@@ -88,9 +88,9 @@ def test_fiat_convert_two_FIAT(mocker):
def test_loadcryptomap(mocker):
fiat_convert = CryptoToFiatConverter()
- assert len(fiat_convert._cryptomap) == 2
+ assert len(fiat_convert._coinlistings) == 2
- assert fiat_convert._cryptomap["btc"] == "bitcoin"
+ assert fiat_convert._get_gekko_id("btc") == "bitcoin"
def test_fiat_init_network_exception(mocker):
@@ -102,11 +102,10 @@ def test_fiat_init_network_exception(mocker):
)
# with pytest.raises(RequestEsxception):
fiat_convert = CryptoToFiatConverter()
- fiat_convert._cryptomap = {}
+ fiat_convert._coinlistings = {}
fiat_convert._load_cryptomap()
- length_cryptomap = len(fiat_convert._cryptomap)
- assert length_cryptomap == 0
+ assert len(fiat_convert._coinlistings) == 0
def test_fiat_convert_without_network(mocker):
@@ -132,11 +131,10 @@ def test_fiat_too_many_requests_response(mocker, caplog):
)
# with pytest.raises(RequestEsxception):
fiat_convert = CryptoToFiatConverter()
- fiat_convert._cryptomap = {}
+ fiat_convert._coinlistings = {}
fiat_convert._load_cryptomap()
- length_cryptomap = len(fiat_convert._cryptomap)
- assert length_cryptomap == 0
+ assert len(fiat_convert._coinlistings) == 0
assert fiat_convert._backoff > datetime.datetime.now().timestamp()
assert log_has(
'Too many requests for Coingecko API, backing off and trying again later.',
@@ -144,20 +142,33 @@ def test_fiat_too_many_requests_response(mocker, caplog):
)
+def test_fiat_multiple_coins(mocker, caplog):
+ fiat_convert = CryptoToFiatConverter()
+ fiat_convert._coinlistings = [
+ {'id': 'helium', 'symbol': 'hnt', 'name': 'Helium'},
+ {'id': 'hymnode', 'symbol': 'hnt', 'name': 'Hymnode'},
+ {'id': 'bitcoin', 'symbol': 'btc', 'name': 'Bitcoin'},
+ ]
+
+ assert fiat_convert._get_gekko_id('btc') == 'bitcoin'
+ assert fiat_convert._get_gekko_id('hnt') is None
+
+ assert log_has('Found multiple mappings in goingekko for hnt.', caplog)
+
+
def test_fiat_invalid_response(mocker, caplog):
# Because CryptoToFiatConverter is a Singleton we reset the listings
- listmock = MagicMock(return_value="{'novalidjson':DEADBEEFf}")
+ listmock = MagicMock(return_value=None)
mocker.patch.multiple(
'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
get_coins_list=listmock,
)
# with pytest.raises(RequestEsxception):
fiat_convert = CryptoToFiatConverter()
- fiat_convert._cryptomap = {}
+ fiat_convert._coinlistings = []
fiat_convert._load_cryptomap()
- length_cryptomap = len(fiat_convert._cryptomap)
- assert length_cryptomap == 0
+ assert len(fiat_convert._coinlistings) == 0
assert log_has_re('Could not load FIAT Cryptocurrency map for the following problem: .*',
caplog)
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 136fa157c..0ba42c4ce 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -35,7 +35,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
freqtradebot.state = State.RUNNING
@@ -192,7 +192,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
)
del default_conf['fiat_display_currency']
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
freqtradebot.state = State.RUNNING
@@ -239,7 +239,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
stake_currency = default_conf['stake_currency']
fiat_display_currency = default_conf['fiat_display_currency']
@@ -371,7 +371,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
stake_currency = default_conf['stake_currency']
fiat_display_currency = default_conf['fiat_display_currency']
@@ -459,7 +459,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
stake_currency = default_conf['stake_currency']
fiat_display_currency = default_conf['fiat_display_currency']
@@ -526,7 +526,7 @@ def test_rpc_balance_handle_error(default_conf, mocker):
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
rpc._fiat_converter = CryptoToFiatConverter()
with pytest.raises(RPCException, match="Error getting current tickers."):
@@ -567,7 +567,7 @@ def test_rpc_balance_handle(default_conf, mocker, tickers):
)
default_conf['dry_run'] = False
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
rpc._fiat_converter = CryptoToFiatConverter()
@@ -612,7 +612,7 @@ def test_rpc_start(mocker, default_conf) -> None:
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
freqtradebot.state = State.STOPPED
@@ -633,7 +633,7 @@ def test_rpc_stop(mocker, default_conf) -> None:
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
freqtradebot.state = State.RUNNING
@@ -655,7 +655,7 @@ def test_rpc_stopbuy(mocker, default_conf) -> None:
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
freqtradebot.state = State.RUNNING
@@ -687,7 +687,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=1000)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
freqtradebot.state = State.STOPPED
@@ -805,7 +805,7 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
# Create some test data
@@ -838,7 +838,7 @@ def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
counts = rpc._rpc_count()
@@ -863,7 +863,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order_open) ->
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
pair = 'ETH/BTC'
trade = rpc._rpc_forcebuy(pair, None)
@@ -889,7 +889,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order_open) ->
# Test not buying
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
freqtradebot.config['stake_amount'] = 0
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
pair = 'TKN/BTC'
trade = rpc._rpc_forcebuy(pair, None)
@@ -902,7 +902,7 @@ def test_rpcforcebuy_stopped(mocker, default_conf) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
pair = 'ETH/BTC'
with pytest.raises(RPCException, match=r'trader is not running'):
@@ -913,7 +913,7 @@ def test_rpcforcebuy_disabled(mocker, default_conf) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
pair = 'ETH/BTC'
with pytest.raises(RPCException, match=r'Forcebuy not enabled.'):
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 1517b6fcc..2852486ed 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -109,6 +109,11 @@ def test_api_ui_fallback(botclient):
rc = client_get(client, "/something")
assert rc.status_code == 200
+ # Test directory traversal
+ rc = client_get(client, '%2F%2F%2Fetc/passwd')
+ assert rc.status_code == 200
+ assert '`freqtrade install-ui`' in rc.text
+
def test_api_ui_version(botclient, mocker):
ftbot, client = botclient
@@ -442,7 +447,7 @@ def test_api_balance(botclient, mocker, rpc_balance):
def test_api_count(botclient, mocker, ticker, fee, markets):
ftbot, client = botclient
- patch_get_signal(ftbot, (True, False, None))
+ patch_get_signal(ftbot)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker),
@@ -504,7 +509,7 @@ def test_api_locks(botclient):
def test_api_show_config(botclient, mocker):
ftbot, client = botclient
- patch_get_signal(ftbot, (True, False, None))
+ patch_get_signal(ftbot)
rc = client_get(client, f"{BASE_URI}/show_config")
assert_response(rc)
@@ -522,7 +527,7 @@ def test_api_show_config(botclient, mocker):
def test_api_daily(botclient, mocker, ticker, fee, markets):
ftbot, client = botclient
- patch_get_signal(ftbot, (True, False, None))
+ patch_get_signal(ftbot)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker),
@@ -540,7 +545,7 @@ def test_api_daily(botclient, mocker, ticker, fee, markets):
def test_api_trades(botclient, mocker, fee, markets):
ftbot, client = botclient
- patch_get_signal(ftbot, (True, False, None))
+ patch_get_signal(ftbot)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=markets)
@@ -568,7 +573,7 @@ def test_api_trades(botclient, mocker, fee, markets):
def test_api_trade_single(botclient, mocker, fee, ticker, markets):
ftbot, client = botclient
- patch_get_signal(ftbot, (True, False, None))
+ patch_get_signal(ftbot)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=markets),
@@ -588,7 +593,7 @@ def test_api_trade_single(botclient, mocker, fee, ticker, markets):
def test_api_delete_trade(botclient, mocker, fee, markets):
ftbot, client = botclient
- patch_get_signal(ftbot, (True, False, None))
+ patch_get_signal(ftbot)
stoploss_mock = MagicMock()
cancel_mock = MagicMock()
mocker.patch.multiple(
@@ -662,7 +667,7 @@ def test_api_logs(botclient):
def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
ftbot, client = botclient
- patch_get_signal(ftbot, (True, False, None))
+ patch_get_signal(ftbot)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker),
@@ -678,7 +683,7 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
@pytest.mark.usefixtures("init_persistence")
def test_api_profit(botclient, mocker, ticker, fee, markets):
ftbot, client = botclient
- patch_get_signal(ftbot, (True, False, None))
+ patch_get_signal(ftbot)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker),
@@ -729,7 +734,7 @@ def test_api_profit(botclient, mocker, ticker, fee, markets):
@pytest.mark.usefixtures("init_persistence")
def test_api_stats(botclient, mocker, ticker, fee, markets,):
ftbot, client = botclient
- patch_get_signal(ftbot, (True, False, None))
+ patch_get_signal(ftbot)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker),
@@ -757,7 +762,7 @@ def test_api_stats(botclient, mocker, ticker, fee, markets,):
def test_api_performance(botclient, fee):
ftbot, client = botclient
- patch_get_signal(ftbot, (True, False, None))
+ patch_get_signal(ftbot)
trade = Trade(
pair='LTC/ETH',
@@ -803,7 +808,7 @@ def test_api_performance(botclient, fee):
def test_api_status(botclient, mocker, ticker, fee, markets):
ftbot, client = botclient
- patch_get_signal(ftbot, (True, False, None))
+ patch_get_signal(ftbot)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker),
@@ -874,7 +879,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
'open_trade_value': 15.1668225,
'sell_reason': None,
'sell_order_status': None,
- 'strategy': 'DefaultStrategy',
+ 'strategy': 'StrategyTestV2',
'buy_tag': None,
'timeframe': 5,
'exchange': 'binance',
@@ -979,7 +984,7 @@ def test_api_forcebuy(botclient, mocker, fee):
close_rate=0.265441,
id=22,
timeframe=5,
- strategy="DefaultStrategy"
+ strategy="StrategyTestV2"
))
mocker.patch("freqtrade.rpc.RPC._rpc_forcebuy", fbuy_mock)
@@ -1029,7 +1034,7 @@ def test_api_forcebuy(botclient, mocker, fee):
'open_trade_value': 0.24605460,
'sell_reason': None,
'sell_order_status': None,
- 'strategy': 'DefaultStrategy',
+ 'strategy': 'StrategyTestV2',
'buy_tag': None,
'timeframe': 5,
'exchange': 'binance',
@@ -1046,7 +1051,7 @@ def test_api_forcesell(botclient, mocker, ticker, fee, markets):
markets=PropertyMock(return_value=markets),
_is_dry_limit_order_filled=MagicMock(return_value=False),
)
- patch_get_signal(ftbot, (True, False, None))
+ patch_get_signal(ftbot)
rc = client_post(client, f"{BASE_URI}/forcesell",
data='{"tradeid": "1"}')
@@ -1096,7 +1101,7 @@ def test_api_pair_candles(botclient, ohlcv_history):
f"{BASE_URI}/pair_candles?limit={amount}&pair=XRP%2FBTC&timeframe={timeframe}")
assert_response(rc)
assert 'strategy' in rc.json()
- assert rc.json()['strategy'] == 'DefaultStrategy'
+ assert rc.json()['strategy'] == 'StrategyTestV2'
assert 'columns' in rc.json()
assert 'data_start_ts' in rc.json()
assert 'data_start' in rc.json()
@@ -1134,19 +1139,19 @@ def test_api_pair_history(botclient, ohlcv_history):
# No pair
rc = client_get(client,
f"{BASE_URI}/pair_history?timeframe={timeframe}"
- "&timerange=20180111-20180112&strategy=DefaultStrategy")
+ "&timerange=20180111-20180112&strategy=StrategyTestV2")
assert_response(rc, 422)
# No Timeframe
rc = client_get(client,
f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC"
- "&timerange=20180111-20180112&strategy=DefaultStrategy")
+ "&timerange=20180111-20180112&strategy=StrategyTestV2")
assert_response(rc, 422)
# No timerange
rc = client_get(client,
f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC&timeframe={timeframe}"
- "&strategy=DefaultStrategy")
+ "&strategy=StrategyTestV2")
assert_response(rc, 422)
# No strategy
@@ -1158,14 +1163,14 @@ def test_api_pair_history(botclient, ohlcv_history):
# Working
rc = client_get(client,
f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC&timeframe={timeframe}"
- "&timerange=20180111-20180112&strategy=DefaultStrategy")
+ "&timerange=20180111-20180112&strategy=StrategyTestV2")
assert_response(rc, 200)
assert rc.json()['length'] == 289
assert len(rc.json()['data']) == rc.json()['length']
assert 'columns' in rc.json()
assert 'data' in rc.json()
assert rc.json()['pair'] == 'UNITTEST/BTC'
- assert rc.json()['strategy'] == 'DefaultStrategy'
+ assert rc.json()['strategy'] == 'StrategyTestV2'
assert rc.json()['data_start'] == '2018-01-11 00:00:00+00:00'
assert rc.json()['data_start_ts'] == 1515628800000
assert rc.json()['data_stop'] == '2018-01-12 00:00:00+00:00'
@@ -1174,7 +1179,7 @@ def test_api_pair_history(botclient, ohlcv_history):
# No data found
rc = client_get(client,
f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC&timeframe={timeframe}"
- "&timerange=20200111-20200112&strategy=DefaultStrategy")
+ "&timerange=20200111-20200112&strategy=StrategyTestV2")
assert_response(rc, 502)
assert rc.json()['error'] == ("Error querying /api/v1/pair_history: "
"No data for UNITTEST/BTC, 5m in 20200111-20200112 found.")
@@ -1212,21 +1217,21 @@ def test_api_strategies(botclient):
assert_response(rc)
assert rc.json() == {'strategies': [
- 'DefaultStrategy',
'HyperoptableStrategy',
- 'TestStrategyLegacy'
+ 'StrategyTestV2',
+ 'TestStrategyLegacyV1'
]}
def test_api_strategy(botclient):
ftbot, client = botclient
- rc = client_get(client, f"{BASE_URI}/strategy/DefaultStrategy")
+ rc = client_get(client, f"{BASE_URI}/strategy/StrategyTestV2")
assert_response(rc)
- assert rc.json()['strategy'] == 'DefaultStrategy'
+ assert rc.json()['strategy'] == 'StrategyTestV2'
- data = (Path(__file__).parents[1] / "strategy/strats/default_strategy.py").read_text()
+ data = (Path(__file__).parents[1] / "strategy/strats/strategy_test_v2.py").read_text()
assert rc.json()['code'] == data
rc = client_get(client, f"{BASE_URI}/strategy/NoStrat")
@@ -1283,7 +1288,7 @@ def test_api_backtesting(botclient, mocker, fee, caplog):
# start backtesting
data = {
- "strategy": "DefaultStrategy",
+ "strategy": "StrategyTestV2",
"timeframe": "5m",
"timerange": "20180110-20180111",
"max_open_trades": 3,
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index b678c3363..2013dad7d 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -119,7 +119,7 @@ def test_authorized_only(default_conf, mocker, caplog, update) -> None:
rpc = RPC(bot)
dummy = DummyCls(rpc, default_conf)
- patch_get_signal(bot, (True, False, None))
+ patch_get_signal(bot)
dummy.dummy_handler(update=update, context=MagicMock())
assert dummy.state['called'] is True
assert log_has('Executing handler: dummy_handler for chat_id: 0', caplog)
@@ -139,7 +139,7 @@ def test_authorized_only_unauthorized(default_conf, mocker, caplog) -> None:
rpc = RPC(bot)
dummy = DummyCls(rpc, default_conf)
- patch_get_signal(bot, (True, False, None))
+ patch_get_signal(bot)
dummy.dummy_handler(update=update, context=MagicMock())
assert dummy.state['called'] is False
assert not log_has('Executing handler: dummy_handler for chat_id: 3735928559', caplog)
@@ -155,7 +155,7 @@ def test_authorized_only_exception(default_conf, mocker, caplog, update) -> None
bot = FreqtradeBot(default_conf)
rpc = RPC(bot)
dummy = DummyCls(rpc, default_conf)
- patch_get_signal(bot, (True, False, None))
+ patch_get_signal(bot)
dummy.dummy_exception(update=update, context=MagicMock())
assert dummy.state['called'] is False
@@ -229,7 +229,7 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
freqtradebot.state = State.STOPPED
# Status is also enabled when stopped
@@ -286,7 +286,7 @@ def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
freqtradebot.state = State.STOPPED
# Status table is also enabled when stopped
@@ -330,7 +330,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
# Create some test data
freqtradebot.enter_positions()
@@ -401,7 +401,7 @@ def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None:
)
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
# Try invalid data
msg_mock.reset_mock()
@@ -433,7 +433,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
)
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
telegram._profit(update=update, context=MagicMock())
assert msg_mock.call_count == 1
@@ -488,7 +488,7 @@ def test_telegram_stats(default_conf, update, ticker, ticker_sell_up, fee,
get_fee=fee,
)
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
telegram._stats(update=update, context=MagicMock())
assert msg_mock.call_count == 1
@@ -514,7 +514,7 @@ def test_telegram_balance_handle(default_conf, update, mocker, rpc_balance, tick
side_effect=lambda a, b: f"{a}/{b}")
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
telegram._balance(update=update, context=MagicMock())
result = msg_mock.call_args_list[0][0][0]
@@ -537,7 +537,7 @@ def test_balance_handle_empty_response(default_conf, update, mocker) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value={})
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
freqtradebot.config['dry_run'] = False
telegram._balance(update=update, context=MagicMock())
@@ -550,7 +550,7 @@ def test_balance_handle_empty_response_dry(default_conf, update, mocker) -> None
mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value={})
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
telegram._balance(update=update, context=MagicMock())
result = msg_mock.call_args_list[0][0][0]
@@ -579,7 +579,7 @@ def test_balance_handle_too_large_response(default_conf, update, mocker) -> None
})
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
telegram._balance(update=update, context=MagicMock())
assert msg_mock.call_count > 1
@@ -678,7 +678,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
freqtradebot = FreqtradeBot(default_conf)
rpc = RPC(freqtradebot)
telegram = Telegram(rpc, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
# Create some test data
freqtradebot.enter_positions()
@@ -737,7 +737,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
freqtradebot = FreqtradeBot(default_conf)
rpc = RPC(freqtradebot)
telegram = Telegram(rpc, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
# Create some test data
freqtradebot.enter_positions()
@@ -798,7 +798,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
freqtradebot = FreqtradeBot(default_conf)
rpc = RPC(freqtradebot)
telegram = Telegram(rpc, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
# Create some test data
freqtradebot.enter_positions()
@@ -839,7 +839,7 @@ def test_forcesell_handle_invalid(default_conf, update, mocker) -> None:
return_value=15000.0)
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
# Trader is not running
freqtradebot.state = State.STOPPED
@@ -877,7 +877,7 @@ def test_forcebuy_handle(default_conf, update, mocker) -> None:
mocker.patch('freqtrade.rpc.RPC._rpc_forcebuy', fbuy_mock)
telegram, freqtradebot, _ = get_telegram_testobject(mocker, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
# /forcebuy ETH/BTC
context = MagicMock()
@@ -906,7 +906,7 @@ def test_forcebuy_handle_exception(default_conf, update, mocker) -> None:
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
update.message.text = '/forcebuy ETH/Nonepair'
telegram._forcebuy(update=update, context=MagicMock())
@@ -923,7 +923,7 @@ def test_forcebuy_no_pair(default_conf, update, mocker) -> None:
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
context = MagicMock()
context.args = []
@@ -951,7 +951,7 @@ def test_performance_handle(default_conf, update, ticker, fee,
get_fee=fee,
)
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
# Create some test data
freqtradebot.enter_positions()
@@ -979,7 +979,7 @@ def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
get_fee=fee,
)
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
freqtradebot.state = State.STOPPED
telegram._count(update=update, context=MagicMock())
@@ -1008,7 +1008,7 @@ def test_telegram_lock_handle(default_conf, update, ticker, fee, mocker) -> None
get_fee=fee,
)
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
- patch_get_signal(freqtradebot, (True, False, None))
+ patch_get_signal(freqtradebot)
telegram._locks(update=update, context=MagicMock())
assert msg_mock.call_count == 1
assert 'No active locks.' in msg_mock.call_args_list[0][0][0]
@@ -1236,7 +1236,7 @@ def test_show_config_handle(default_conf, update, mocker) -> None:
assert msg_mock.call_count == 1
assert '*Mode:* `{}`'.format('Dry-run') in msg_mock.call_args_list[0][0][0]
assert '*Exchange:* `binance`' in msg_mock.call_args_list[0][0][0]
- assert '*Strategy:* `DefaultStrategy`' in msg_mock.call_args_list[0][0][0]
+ assert '*Strategy:* `StrategyTestV2`' in msg_mock.call_args_list[0][0][0]
assert '*Stoploss:* `-0.1`' in msg_mock.call_args_list[0][0][0]
msg_mock.reset_mock()
@@ -1245,7 +1245,7 @@ def test_show_config_handle(default_conf, update, mocker) -> None:
assert msg_mock.call_count == 1
assert '*Mode:* `{}`'.format('Dry-run') in msg_mock.call_args_list[0][0][0]
assert '*Exchange:* `binance`' in msg_mock.call_args_list[0][0][0]
- assert '*Strategy:* `DefaultStrategy`' in msg_mock.call_args_list[0][0][0]
+ assert '*Strategy:* `StrategyTestV2`' in msg_mock.call_args_list[0][0][0]
assert '*Initial Stoploss:* `-0.1`' in msg_mock.call_args_list[0][0][0]
diff --git a/tests/strategy/strats/failing_strategy.py b/tests/strategy/strats/failing_strategy.py
index f8eaac3c3..a65a0ddc2 100644
--- a/tests/strategy/strats/failing_strategy.py
+++ b/tests/strategy/strats/failing_strategy.py
@@ -5,5 +5,5 @@ import nonexiting_module # noqa
from freqtrade.strategy.interface import IStrategy
-class TestStrategyLegacy(IStrategy):
+class TestStrategyLegacyV1(IStrategy):
pass
diff --git a/tests/strategy/strats/legacy_strategy.py b/tests/strategy/strats/legacy_strategy_v1.py
similarity index 98%
rename from tests/strategy/strats/legacy_strategy.py
rename to tests/strategy/strats/legacy_strategy_v1.py
index 9ef00b110..ebfce632b 100644
--- a/tests/strategy/strats/legacy_strategy.py
+++ b/tests/strategy/strats/legacy_strategy_v1.py
@@ -10,7 +10,7 @@ from freqtrade.strategy.interface import IStrategy
# --------------------------------
# This class is a sample. Feel free to customize it.
-class TestStrategyLegacy(IStrategy):
+class TestStrategyLegacyV1(IStrategy):
"""
This is a test strategy using the legacy function headers, which will be
removed in a future update.
diff --git a/tests/strategy/strats/default_strategy.py b/tests/strategy/strats/strategy_test_v2.py
similarity index 98%
rename from tests/strategy/strats/default_strategy.py
rename to tests/strategy/strats/strategy_test_v2.py
index 7171b93ae..53e39526f 100644
--- a/tests/strategy/strats/default_strategy.py
+++ b/tests/strategy/strats/strategy_test_v2.py
@@ -7,9 +7,9 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
from freqtrade.strategy.interface import IStrategy
-class DefaultStrategy(IStrategy):
+class StrategyTestV2(IStrategy):
"""
- Default Strategy provided by freqtrade bot.
+ Strategy used by tests freqtrade bot.
Please do not modify this strategy, it's intended for internal use only.
Please look at the SampleStrategy in the user_data/strategy directory
or strategy repository https://github.com/freqtrade/freqtrade-strategies
diff --git a/tests/strategy/test_default_strategy.py b/tests/strategy/test_default_strategy.py
index 92ac9f63a..6426ebe5f 100644
--- a/tests/strategy/test_default_strategy.py
+++ b/tests/strategy/test_default_strategy.py
@@ -4,20 +4,20 @@ from pandas import DataFrame
from freqtrade.persistence.models import Trade
-from .strats.default_strategy import DefaultStrategy
+from .strats.strategy_test_v2 import StrategyTestV2
-def test_default_strategy_structure():
- assert hasattr(DefaultStrategy, 'minimal_roi')
- assert hasattr(DefaultStrategy, 'stoploss')
- assert hasattr(DefaultStrategy, 'timeframe')
- assert hasattr(DefaultStrategy, 'populate_indicators')
- assert hasattr(DefaultStrategy, 'populate_buy_trend')
- assert hasattr(DefaultStrategy, 'populate_sell_trend')
+def test_strategy_test_v2_structure():
+ assert hasattr(StrategyTestV2, 'minimal_roi')
+ assert hasattr(StrategyTestV2, 'stoploss')
+ assert hasattr(StrategyTestV2, 'timeframe')
+ assert hasattr(StrategyTestV2, 'populate_indicators')
+ assert hasattr(StrategyTestV2, 'populate_buy_trend')
+ assert hasattr(StrategyTestV2, 'populate_sell_trend')
-def test_default_strategy(result, fee):
- strategy = DefaultStrategy({})
+def test_strategy_test_v2(result, fee):
+ strategy = StrategyTestV2({})
metadata = {'pair': 'ETH/BTC'}
assert type(strategy.minimal_roi) is dict
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index cb4b8bd63..128599668 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -22,11 +22,11 @@ from freqtrade.strategy.interface import SellCheckTuple
from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
from tests.conftest import log_has, log_has_re
-from .strats.default_strategy import DefaultStrategy
+from .strats.strategy_test_v2 import StrategyTestV2
# Avoid to reinit the same object again and again
-_STRATEGY = DefaultStrategy(config={})
+_STRATEGY = StrategyTestV2(config={})
_STRATEGY.dp = DataProvider({}, None, None)
@@ -148,7 +148,7 @@ def test_get_signal_no_sell_column(default_conf, mocker, caplog, ohlcv_history):
def test_ignore_expired_candle(default_conf):
- default_conf.update({'strategy': 'DefaultStrategy'})
+ default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
strategy.ignore_buying_expired_candle_after = 60
@@ -229,7 +229,7 @@ def test_assert_df(ohlcv_history, caplog):
def test_advise_all_indicators(default_conf, testdatadir) -> None:
- default_conf.update({'strategy': 'DefaultStrategy'})
+ default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
timerange = TimeRange.parse_timerange('1510694220-1510700340')
@@ -240,7 +240,7 @@ def test_advise_all_indicators(default_conf, testdatadir) -> None:
def test_advise_all_indicators_copy(mocker, default_conf, testdatadir) -> None:
- default_conf.update({'strategy': 'DefaultStrategy'})
+ default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
aimock = mocker.patch('freqtrade.strategy.interface.IStrategy.advise_indicators')
timerange = TimeRange.parse_timerange('1510694220-1510700340')
@@ -258,7 +258,7 @@ def test_min_roi_reached(default_conf, fee) -> None:
min_roi_list = [{20: 0.05, 55: 0.01, 0: 0.1},
{0: 0.1, 20: 0.05, 55: 0.01}]
for roi in min_roi_list:
- default_conf.update({'strategy': 'DefaultStrategy'})
+ default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
strategy.minimal_roi = roi
trade = Trade(
@@ -297,7 +297,7 @@ def test_min_roi_reached2(default_conf, fee) -> None:
},
]
for roi in min_roi_list:
- default_conf.update({'strategy': 'DefaultStrategy'})
+ default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
strategy.minimal_roi = roi
trade = Trade(
@@ -332,7 +332,7 @@ def test_min_roi_reached3(default_conf, fee) -> None:
30: 0.05,
55: 0.30,
}
- default_conf.update({'strategy': 'DefaultStrategy'})
+ default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
strategy.minimal_roi = min_roi
trade = Trade(
@@ -385,7 +385,7 @@ def test_min_roi_reached3(default_conf, fee) -> None:
def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, trailing, custom,
profit2, adjusted2, expected2, custom_stop) -> None:
- default_conf.update({'strategy': 'DefaultStrategy'})
+ default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
trade = Trade(
@@ -433,7 +433,7 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
def test_custom_sell(default_conf, fee, caplog) -> None:
- default_conf.update({'strategy': 'DefaultStrategy'})
+ default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
trade = Trade(
@@ -487,7 +487,7 @@ def test_analyze_ticker_default(ohlcv_history, mocker, caplog) -> None:
advise_sell=sell_mock,
)
- strategy = DefaultStrategy({})
+ strategy = StrategyTestV2({})
strategy.analyze_ticker(ohlcv_history, {'pair': 'ETH/BTC'})
assert ind_mock.call_count == 1
assert buy_mock.call_count == 1
@@ -518,7 +518,7 @@ def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) ->
advise_sell=sell_mock,
)
- strategy = DefaultStrategy({})
+ strategy = StrategyTestV2({})
strategy.dp = DataProvider({}, None, None)
strategy.process_only_new_candles = True
@@ -550,7 +550,7 @@ def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) ->
@pytest.mark.usefixtures("init_persistence")
def test_is_pair_locked(default_conf):
- default_conf.update({'strategy': 'DefaultStrategy'})
+ default_conf.update({'strategy': 'StrategyTestV2'})
PairLocks.timeframe = default_conf['timeframe']
PairLocks.use_db = True
strategy = StrategyResolver.load_strategy(default_conf)
@@ -603,7 +603,7 @@ def test_is_pair_locked(default_conf):
def test_is_informative_pairs_callback(default_conf):
- default_conf.update({'strategy': 'TestStrategyLegacy'})
+ default_conf.update({'strategy': 'TestStrategyLegacyV1'})
strategy = StrategyResolver.load_strategy(default_conf)
# Should return empty
# Uses fallback to base implementation
@@ -630,7 +630,7 @@ def test_strategy_safe_wrapper_error(caplog, error):
assert ret
caplog.clear()
- # Test supressing error
+ # Test suppressing error
ret = strategy_safe_wrapper(failing_method, message='DeadBeef', supress_error=True)()
assert log_has_re(r'DeadBeef.*', caplog)
diff --git a/tests/strategy/test_strategy_loading.py b/tests/strategy/test_strategy_loading.py
index 115a2fbde..2cbc9d0c6 100644
--- a/tests/strategy/test_strategy_loading.py
+++ b/tests/strategy/test_strategy_loading.py
@@ -18,7 +18,7 @@ def test_search_strategy():
s, _ = StrategyResolver._search_object(
directory=default_location,
- object_name='DefaultStrategy',
+ object_name='StrategyTestV2',
add_source=True,
)
assert issubclass(s, IStrategy)
@@ -74,10 +74,10 @@ def test_load_strategy_base64(result, caplog, default_conf):
def test_load_strategy_invalid_directory(result, caplog, default_conf):
- default_conf['strategy'] = 'DefaultStrategy'
+ default_conf['strategy'] = 'StrategyTestV2'
extra_dir = Path.cwd() / 'some/path'
with pytest.raises(OperationalException):
- StrategyResolver._load_strategy('DefaultStrategy', config=default_conf,
+ StrategyResolver._load_strategy('StrategyTestV2', config=default_conf,
extra_dir=extra_dir)
assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog)
@@ -100,7 +100,7 @@ def test_load_strategy_noname(default_conf):
def test_strategy(result, default_conf):
- default_conf.update({'strategy': 'DefaultStrategy'})
+ default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
metadata = {'pair': 'ETH/BTC'}
@@ -127,7 +127,7 @@ def test_strategy(result, default_conf):
def test_strategy_override_minimal_roi(caplog, default_conf):
caplog.set_level(logging.INFO)
default_conf.update({
- 'strategy': 'DefaultStrategy',
+ 'strategy': 'StrategyTestV2',
'minimal_roi': {
"20": 0.1,
"0": 0.5
@@ -144,7 +144,7 @@ def test_strategy_override_minimal_roi(caplog, default_conf):
def test_strategy_override_stoploss(caplog, default_conf):
caplog.set_level(logging.INFO)
default_conf.update({
- 'strategy': 'DefaultStrategy',
+ 'strategy': 'StrategyTestV2',
'stoploss': -0.5
})
strategy = StrategyResolver.load_strategy(default_conf)
@@ -156,7 +156,7 @@ def test_strategy_override_stoploss(caplog, default_conf):
def test_strategy_override_trailing_stop(caplog, default_conf):
caplog.set_level(logging.INFO)
default_conf.update({
- 'strategy': 'DefaultStrategy',
+ 'strategy': 'StrategyTestV2',
'trailing_stop': True
})
strategy = StrategyResolver.load_strategy(default_conf)
@@ -169,7 +169,7 @@ def test_strategy_override_trailing_stop(caplog, default_conf):
def test_strategy_override_trailing_stop_positive(caplog, default_conf):
caplog.set_level(logging.INFO)
default_conf.update({
- 'strategy': 'DefaultStrategy',
+ 'strategy': 'StrategyTestV2',
'trailing_stop_positive': -0.1,
'trailing_stop_positive_offset': -0.2
@@ -189,7 +189,7 @@ def test_strategy_override_timeframe(caplog, default_conf):
caplog.set_level(logging.INFO)
default_conf.update({
- 'strategy': 'DefaultStrategy',
+ 'strategy': 'StrategyTestV2',
'timeframe': 60,
'stake_currency': 'ETH'
})
@@ -205,7 +205,7 @@ def test_strategy_override_process_only_new_candles(caplog, default_conf):
caplog.set_level(logging.INFO)
default_conf.update({
- 'strategy': 'DefaultStrategy',
+ 'strategy': 'StrategyTestV2',
'process_only_new_candles': True
})
strategy = StrategyResolver.load_strategy(default_conf)
@@ -225,7 +225,7 @@ def test_strategy_override_order_types(caplog, default_conf):
'stoploss_on_exchange': True,
}
default_conf.update({
- 'strategy': 'DefaultStrategy',
+ 'strategy': 'StrategyTestV2',
'order_types': order_types
})
strategy = StrategyResolver.load_strategy(default_conf)
@@ -239,12 +239,12 @@ def test_strategy_override_order_types(caplog, default_conf):
" 'stoploss_on_exchange': True}.", caplog)
default_conf.update({
- 'strategy': 'DefaultStrategy',
+ 'strategy': 'StrategyTestV2',
'order_types': {'buy': 'market'}
})
# Raise error for invalid configuration
with pytest.raises(ImportError,
- match=r"Impossible to load Strategy 'DefaultStrategy'. "
+ match=r"Impossible to load Strategy 'StrategyTestV2'. "
r"Order-types mapping is incomplete."):
StrategyResolver.load_strategy(default_conf)
@@ -258,7 +258,7 @@ def test_strategy_override_order_tif(caplog, default_conf):
}
default_conf.update({
- 'strategy': 'DefaultStrategy',
+ 'strategy': 'StrategyTestV2',
'order_time_in_force': order_time_in_force
})
strategy = StrategyResolver.load_strategy(default_conf)
@@ -271,12 +271,12 @@ def test_strategy_override_order_tif(caplog, default_conf):
" {'buy': 'fok', 'sell': 'gtc'}.", caplog)
default_conf.update({
- 'strategy': 'DefaultStrategy',
+ 'strategy': 'StrategyTestV2',
'order_time_in_force': {'buy': 'fok'}
})
# Raise error for invalid configuration
with pytest.raises(ImportError,
- match=r"Impossible to load Strategy 'DefaultStrategy'. "
+ match=r"Impossible to load Strategy 'StrategyTestV2'. "
r"Order-time-in-force mapping is incomplete."):
StrategyResolver.load_strategy(default_conf)
@@ -284,7 +284,7 @@ def test_strategy_override_order_tif(caplog, default_conf):
def test_strategy_override_use_sell_signal(caplog, default_conf):
caplog.set_level(logging.INFO)
default_conf.update({
- 'strategy': 'DefaultStrategy',
+ 'strategy': 'StrategyTestV2',
})
strategy = StrategyResolver.load_strategy(default_conf)
assert strategy.use_sell_signal
@@ -294,7 +294,7 @@ def test_strategy_override_use_sell_signal(caplog, default_conf):
assert default_conf['use_sell_signal']
default_conf.update({
- 'strategy': 'DefaultStrategy',
+ 'strategy': 'StrategyTestV2',
'use_sell_signal': False,
})
strategy = StrategyResolver.load_strategy(default_conf)
@@ -307,7 +307,7 @@ def test_strategy_override_use_sell_signal(caplog, default_conf):
def test_strategy_override_use_sell_profit_only(caplog, default_conf):
caplog.set_level(logging.INFO)
default_conf.update({
- 'strategy': 'DefaultStrategy',
+ 'strategy': 'StrategyTestV2',
})
strategy = StrategyResolver.load_strategy(default_conf)
assert not strategy.sell_profit_only
@@ -317,7 +317,7 @@ def test_strategy_override_use_sell_profit_only(caplog, default_conf):
assert not default_conf['sell_profit_only']
default_conf.update({
- 'strategy': 'DefaultStrategy',
+ 'strategy': 'StrategyTestV2',
'sell_profit_only': True,
})
strategy = StrategyResolver.load_strategy(default_conf)
@@ -330,7 +330,7 @@ def test_strategy_override_use_sell_profit_only(caplog, default_conf):
@pytest.mark.filterwarnings("ignore:deprecated")
def test_deprecate_populate_indicators(result, default_conf):
default_location = Path(__file__).parent / "strats"
- default_conf.update({'strategy': 'TestStrategyLegacy',
+ default_conf.update({'strategy': 'TestStrategyLegacyV1',
'strategy_path': default_location})
strategy = StrategyResolver.load_strategy(default_conf)
with warnings.catch_warnings(record=True) as w:
@@ -365,7 +365,7 @@ def test_deprecate_populate_indicators(result, default_conf):
def test_call_deprecated_function(result, monkeypatch, default_conf, caplog):
default_location = Path(__file__).parent / "strats"
del default_conf['timeframe']
- default_conf.update({'strategy': 'TestStrategyLegacy',
+ default_conf.update({'strategy': 'TestStrategyLegacyV1',
'strategy_path': default_location})
strategy = StrategyResolver.load_strategy(default_conf)
metadata = {'pair': 'ETH/BTC'}
@@ -395,7 +395,7 @@ def test_call_deprecated_function(result, monkeypatch, default_conf, caplog):
def test_strategy_interface_versioning(result, monkeypatch, default_conf):
- default_conf.update({'strategy': 'DefaultStrategy'})
+ default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
metadata = {'pair': 'ETH/BTC'}
diff --git a/tests/test_arguments.py b/tests/test_arguments.py
index 5374881fa..fca5c6ab9 100644
--- a/tests/test_arguments.py
+++ b/tests/test_arguments.py
@@ -123,7 +123,7 @@ def test_parse_args_backtesting_custom() -> None:
'-c', 'test_conf.json',
'--ticker-interval', '1m',
'--strategy-list',
- 'DefaultStrategy',
+ 'StrategyTestV2',
'SampleStrategy'
]
call_args = Arguments(args).get_parsed_arg()
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 7c555a39e..9aea4fa11 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -404,7 +404,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
arglist = [
'backtesting',
'--config', 'config.json',
- '--strategy', 'DefaultStrategy',
+ '--strategy', 'StrategyTestV2',
]
args = Arguments(arglist).get_parsed_arg()
@@ -441,7 +441,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
arglist = [
'backtesting',
'--config', 'config.json',
- '--strategy', 'DefaultStrategy',
+ '--strategy', 'StrategyTestV2',
'--datadir', '/foo/bar',
'--userdir', "/tmp/freqtrade",
'--ticker-interval', '1m',
@@ -498,7 +498,7 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non
'--ticker-interval', '1m',
'--export', 'trades',
'--strategy-list',
- 'DefaultStrategy',
+ 'StrategyTestV2',
'TestStrategy'
]
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index b1e02a99b..75b67e59c 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -185,7 +185,7 @@ def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_b
limit_buy_order_open['id'] = str(i)
result = freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
assert pytest.approx(result) == expected[i]
- freqtrade.execute_buy('ETH/BTC', result)
+ freqtrade.execute_entry('ETH/BTC', result)
else:
with pytest.raises(DependencyException):
freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
@@ -584,8 +584,8 @@ def test_create_trades_preopen(default_conf, ticker, fee, mocker, limit_buy_orde
patch_get_signal(freqtrade)
# Create 2 existing trades
- freqtrade.execute_buy('ETH/BTC', default_conf['stake_amount'])
- freqtrade.execute_buy('NEO/BTC', default_conf['stake_amount'])
+ freqtrade.execute_entry('ETH/BTC', default_conf['stake_amount'])
+ freqtrade.execute_entry('NEO/BTC', default_conf['stake_amount'])
assert len(Trade.get_open_trades()) == 2
# Change order_id for new orders
@@ -776,7 +776,7 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
assert ("ETH/BTC", default_conf["timeframe"]) in refresh_mock.call_args[0][0]
-def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order_open) -> None:
+def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_order_open) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
freqtrade = FreqtradeBot(default_conf)
@@ -799,7 +799,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
)
pair = 'ETH/BTC'
- assert not freqtrade.execute_buy(pair, stake_amount)
+ assert not freqtrade.execute_entry(pair, stake_amount)
assert buy_rate_mock.call_count == 1
assert buy_mm.call_count == 0
assert freqtrade.strategy.confirm_trade_entry.call_count == 1
@@ -807,7 +807,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
limit_buy_order_open['id'] = '22'
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
- assert freqtrade.execute_buy(pair, stake_amount)
+ assert freqtrade.execute_entry(pair, stake_amount)
assert buy_rate_mock.call_count == 1
assert buy_mm.call_count == 1
call_args = buy_mm.call_args_list[0][1]
@@ -826,7 +826,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
# Test calling with price
limit_buy_order_open['id'] = '33'
fix_price = 0.06
- assert freqtrade.execute_buy(pair, stake_amount, fix_price)
+ assert freqtrade.execute_entry(pair, stake_amount, fix_price)
# Make sure get_rate wasn't called again
assert buy_rate_mock.call_count == 0
@@ -844,7 +844,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
mocker.patch('freqtrade.exchange.Exchange.create_order',
MagicMock(return_value=limit_buy_order))
- assert freqtrade.execute_buy(pair, stake_amount)
+ assert freqtrade.execute_entry(pair, stake_amount)
trade = Trade.query.all()[2]
assert trade
assert trade.open_order_id is None
@@ -861,7 +861,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
limit_buy_order['id'] = '555'
mocker.patch('freqtrade.exchange.Exchange.create_order',
MagicMock(return_value=limit_buy_order))
- assert freqtrade.execute_buy(pair, stake_amount)
+ assert freqtrade.execute_entry(pair, stake_amount)
trade = Trade.query.all()[3]
assert trade
assert trade.open_order_id == '555'
@@ -873,7 +873,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
limit_buy_order['id'] = '556'
freqtrade.strategy.custom_stake_amount = lambda **kwargs: 150.0
- assert freqtrade.execute_buy(pair, stake_amount)
+ assert freqtrade.execute_entry(pair, stake_amount)
trade = Trade.query.all()[4]
assert trade
assert trade.stake_amount == 150
@@ -881,7 +881,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
# Exception case
limit_buy_order['id'] = '557'
freqtrade.strategy.custom_stake_amount = lambda **kwargs: 20 / 0
- assert freqtrade.execute_buy(pair, stake_amount)
+ assert freqtrade.execute_entry(pair, stake_amount)
trade = Trade.query.all()[5]
assert trade
assert trade.stake_amount == 2.0
@@ -896,16 +896,50 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
limit_buy_order['id'] = '66'
mocker.patch('freqtrade.exchange.Exchange.create_order',
MagicMock(return_value=limit_buy_order))
- assert not freqtrade.execute_buy(pair, stake_amount)
+ assert not freqtrade.execute_entry(pair, stake_amount)
# Fail to get price...
mocker.patch('freqtrade.exchange.Exchange.get_rate', MagicMock(return_value=0.0))
with pytest.raises(PricingError, match="Could not determine buy price."):
- freqtrade.execute_buy(pair, stake_amount)
+ freqtrade.execute_entry(pair, stake_amount)
+
+ # In case of custom entry price
+ mocker.patch('freqtrade.exchange.Exchange.get_rate', return_value=0.50)
+ limit_buy_order['status'] = 'open'
+ limit_buy_order['id'] = '5566'
+ freqtrade.strategy.custom_entry_price = lambda **kwargs: 0.508
+ assert freqtrade.execute_entry(pair, stake_amount)
+ trade = Trade.query.all()[6]
+ assert trade
+ assert trade.open_rate_requested == 0.508
+
+ # In case of custom entry price set to None
+ limit_buy_order['status'] = 'open'
+ limit_buy_order['id'] = '5567'
+ freqtrade.strategy.custom_entry_price = lambda **kwargs: None
+
+ mocker.patch.multiple(
+ 'freqtrade.exchange.Exchange',
+ get_rate=MagicMock(return_value=10),
+ )
+
+ assert freqtrade.execute_entry(pair, stake_amount)
+ trade = Trade.query.all()[7]
+ assert trade
+ assert trade.open_rate_requested == 10
+
+ # In case of custom entry price not float type
+ limit_buy_order['status'] = 'open'
+ limit_buy_order['id'] = '5568'
+ freqtrade.strategy.custom_entry_price = lambda **kwargs: "string price"
+ assert freqtrade.execute_entry(pair, stake_amount)
+ trade = Trade.query.all()[8]
+ assert trade
+ assert trade.open_rate_requested == 10
-def test_execute_buy_confirm_error(mocker, default_conf, fee, limit_buy_order) -> None:
+def test_execute_entry_confirm_error(mocker, default_conf, fee, limit_buy_order) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -923,18 +957,18 @@ def test_execute_buy_confirm_error(mocker, default_conf, fee, limit_buy_order) -
pair = 'ETH/BTC'
freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=ValueError)
- assert freqtrade.execute_buy(pair, stake_amount)
+ assert freqtrade.execute_entry(pair, stake_amount)
limit_buy_order['id'] = '222'
freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=Exception)
- assert freqtrade.execute_buy(pair, stake_amount)
+ assert freqtrade.execute_entry(pair, stake_amount)
limit_buy_order['id'] = '2223'
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
- assert freqtrade.execute_buy(pair, stake_amount)
+ assert freqtrade.execute_entry(pair, stake_amount)
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False)
- assert not freqtrade.execute_buy(pair, stake_amount)
+ assert not freqtrade.execute_entry(pair, stake_amount)
def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None:
@@ -1920,7 +1954,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
assert nb_trades == 0
# Buy is triggering, so buying ...
- patch_get_signal(freqtrade, value=(True, False, None))
+ patch_get_signal(freqtrade)
freqtrade.enter_positions()
trades = Trade.query.all()
nb_trades = len(trades)
@@ -1965,7 +1999,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
- patch_get_signal(freqtrade, value=(True, False, None))
+ patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
freqtrade.enter_positions()
@@ -1973,7 +2007,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
trade = Trade.query.first()
trade.is_open = True
- # FIX: sniffing logs, suggest handle_trade should not execute_sell
+ # FIX: sniffing logs, suggest handle_trade should not execute_trade_exit
# instead that responsibility should be moved out of handle_trade(),
# we might just want to check if we are in a sell condition without
# executing
@@ -2599,7 +2633,7 @@ def test_handle_cancel_sell_cancel_exception(mocker, default_conf) -> None:
assert freqtrade.handle_cancel_sell(trade, order, reason) == 'error cancelling order'
-def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> None:
+def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
@@ -2627,16 +2661,16 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
fetch_ticker=ticker_sell_up
)
# Prevented sell ...
- freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
- sell_reason=SellCheckTuple(sell_type=SellType.ROI))
+ freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
+ sell_reason=SellCheckTuple(sell_type=SellType.ROI))
assert rpc_mock.call_count == 0
assert freqtrade.strategy.confirm_trade_exit.call_count == 1
# Repatch with true
freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
- freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
- sell_reason=SellCheckTuple(sell_type=SellType.ROI))
+ freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
+ sell_reason=SellCheckTuple(sell_type=SellType.ROI))
assert freqtrade.strategy.confirm_trade_exit.call_count == 1
assert rpc_mock.call_count == 1
@@ -2663,7 +2697,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
} == last_msg
-def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker) -> None:
+def test_execute_trade_exit_down(default_conf, ticker, fee, ticker_sell_down, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
@@ -2688,8 +2722,8 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
fetch_ticker=ticker_sell_down
)
- freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
- sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
+ freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'],
+ sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
assert rpc_mock.call_count == 2
last_msg = rpc_mock.call_args_list[-1][0][0]
@@ -2715,8 +2749,73 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
} == last_msg
-def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fee,
- ticker_sell_down, mocker) -> None:
+def test_execute_trade_exit_custom_exit_price(default_conf, ticker, fee, ticker_sell_up,
+ mocker) -> None:
+ rpc_mock = patch_RPCManager(mocker)
+ patch_exchange(mocker)
+ mocker.patch.multiple(
+ 'freqtrade.exchange.Exchange',
+ fetch_ticker=ticker,
+ get_fee=fee,
+ _is_dry_limit_order_filled=MagicMock(return_value=False),
+ )
+ patch_whitelist(mocker, default_conf)
+ freqtrade = FreqtradeBot(default_conf)
+ patch_get_signal(freqtrade)
+ freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=False)
+
+ # Create some test data
+ freqtrade.enter_positions()
+ rpc_mock.reset_mock()
+
+ trade = Trade.query.first()
+ assert trade
+ assert freqtrade.strategy.confirm_trade_exit.call_count == 0
+
+ # Increase the price and sell it
+ mocker.patch.multiple(
+ 'freqtrade.exchange.Exchange',
+ fetch_ticker=ticker_sell_up
+ )
+
+ freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
+
+ # Set a custom exit price
+ freqtrade.strategy.custom_exit_price = lambda **kwargs: 1.170e-05
+
+ freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
+ sell_reason=SellCheckTuple(sell_type=SellType.SELL_SIGNAL))
+
+ # Sell price must be different to default bid price
+
+ assert freqtrade.strategy.confirm_trade_exit.call_count == 1
+
+ assert rpc_mock.call_count == 1
+ last_msg = rpc_mock.call_args_list[-1][0][0]
+ assert {
+ 'trade_id': 1,
+ 'type': RPCMessageType.SELL,
+ 'exchange': 'Binance',
+ 'pair': 'ETH/BTC',
+ 'gain': 'profit',
+ 'limit': 1.170e-05,
+ 'amount': 91.07468123,
+ 'order_type': 'limit',
+ 'open_rate': 1.098e-05,
+ 'current_rate': 1.173e-05,
+ 'profit_amount': 6.041e-05,
+ 'profit_ratio': 0.06025919,
+ 'stake_currency': 'BTC',
+ 'fiat_currency': 'USD',
+ 'sell_reason': SellType.SELL_SIGNAL.value,
+ 'open_date': ANY,
+ 'close_date': ANY,
+ 'close_rate': ANY,
+ } == last_msg
+
+
+def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(default_conf, ticker, fee,
+ ticker_sell_down, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
@@ -2746,8 +2845,8 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
# Setting trade stoploss to 0.01
trade.stop_loss = 0.00001099 * 0.99
- freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
- sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
+ freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'],
+ sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
assert rpc_mock.call_count == 2
last_msg = rpc_mock.call_args_list[-1][0][0]
@@ -2774,7 +2873,8 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
} == last_msg
-def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, caplog) -> None:
+def test_execute_trade_exit_sloe_cancel_exception(
+ mocker, default_conf, ticker, fee, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
side_effect=InvalidOrderException())
@@ -2801,14 +2901,14 @@ def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, c
freqtrade.config['dry_run'] = False
trade.stoploss_order_id = "abcd"
- freqtrade.execute_sell(trade=trade, limit=1234,
- sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
+ freqtrade.execute_trade_exit(trade=trade, limit=1234,
+ sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
assert create_order_mock.call_count == 2
assert log_has('Could not cancel stoploss order abcd', caplog)
-def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticker_sell_up,
- mocker) -> None:
+def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee, ticker_sell_up,
+ mocker) -> None:
default_conf['exchange']['name'] = 'binance'
rpc_mock = patch_RPCManager(mocker)
@@ -2852,8 +2952,8 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
fetch_ticker=ticker_sell_up
)
- freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
- sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
+ freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
+ sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
trade = Trade.query.first()
assert trade
@@ -2861,8 +2961,8 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
assert rpc_mock.call_count == 3
-def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, fee,
- mocker) -> None:
+def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(default_conf, ticker, fee,
+ mocker) -> None:
default_conf['exchange']['name'] = 'binance'
rpc_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
@@ -2933,8 +3033,8 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
assert rpc_mock.call_args_list[2][0][0]['type'] == RPCMessageType.SELL
-def test_execute_sell_market_order(default_conf, ticker, fee,
- ticker_sell_up, mocker) -> None:
+def test_execute_trade_exit_market_order(default_conf, ticker, fee,
+ ticker_sell_up, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
@@ -2960,8 +3060,8 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
)
freqtrade.config['order_types']['sell'] = 'market'
- freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
- sell_reason=SellCheckTuple(sell_type=SellType.ROI))
+ freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
+ sell_reason=SellCheckTuple(sell_type=SellType.ROI))
assert not trade.is_open
assert trade.close_profit == 0.0620716
@@ -2991,8 +3091,8 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
} == last_msg
-def test_execute_sell_insufficient_funds_error(default_conf, ticker, fee,
- ticker_sell_up, mocker) -> None:
+def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee,
+ ticker_sell_up, mocker) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mock_insuf = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_insufficient_funds')
mocker.patch.multiple(
@@ -3019,8 +3119,8 @@ def test_execute_sell_insufficient_funds_error(default_conf, ticker, fee,
)
sell_reason = SellCheckTuple(sell_type=SellType.ROI)
- assert not freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
- sell_reason=sell_reason)
+ assert not freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
+ sell_reason=sell_reason)
assert mock_insuf.call_count == 1
@@ -3276,8 +3376,8 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo
fetch_ticker=ticker_sell_down
)
- freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
- sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
+ freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'],
+ sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
trade.close(ticker_sell_down()['bid'])
assert freqtrade.strategy.is_pair_locked(trade.pair)
@@ -4491,3 +4591,43 @@ def test_refind_lost_order(mocker, default_conf, fee, caplog):
freqtrade.refind_lost_order(trades[4])
assert log_has(f"Error updating {order['id']}.", caplog)
+
+
+def test_get_valid_price(mocker, default_conf) -> None:
+ patch_RPCManager(mocker)
+ patch_exchange(mocker)
+ freqtrade = FreqtradeBot(default_conf)
+ freqtrade.config['custom_price_max_distance_ratio'] = 0.02
+
+ custom_price_string = "10"
+ custom_price_badstring = "10abc"
+ custom_price_float = 10.0
+ custom_price_int = 10
+
+ custom_price_over_max_alwd = 11.0
+ custom_price_under_min_alwd = 9.0
+ proposed_price = 10.1
+
+ valid_price_from_string = freqtrade.get_valid_price(custom_price_string, proposed_price)
+ valid_price_from_badstring = freqtrade.get_valid_price(custom_price_badstring, proposed_price)
+ valid_price_from_int = freqtrade.get_valid_price(custom_price_int, proposed_price)
+ valid_price_from_float = freqtrade.get_valid_price(custom_price_float, proposed_price)
+
+ valid_price_at_max_alwd = freqtrade.get_valid_price(custom_price_over_max_alwd, proposed_price)
+ valid_price_at_min_alwd = freqtrade.get_valid_price(custom_price_under_min_alwd, proposed_price)
+
+ assert isinstance(valid_price_from_string, float)
+ assert isinstance(valid_price_from_badstring, float)
+ assert isinstance(valid_price_from_int, float)
+ assert isinstance(valid_price_from_float, float)
+
+ assert valid_price_from_string == custom_price_float
+ assert valid_price_from_badstring == proposed_price
+ assert valid_price_from_int == custom_price_int
+ assert valid_price_from_float == custom_price_float
+
+ assert valid_price_at_max_alwd < custom_price_over_max_alwd
+ assert valid_price_at_max_alwd > proposed_price
+
+ assert valid_price_at_min_alwd > custom_price_under_min_alwd
+ assert valid_price_at_min_alwd < proposed_price
diff --git a/tests/test_integration.py b/tests/test_integration.py
index b12959a03..215927098 100644
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -9,7 +9,7 @@ from freqtrade.strategy.interface import SellCheckTuple
from tests.conftest import get_patched_freqtradebot, patch_get_signal
-def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
+def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
limit_buy_order, mocker) -> None:
"""
Tests workflow of selling stoploss_on_exchange.
diff --git a/tests/test_plotting.py b/tests/test_plotting.py
index ecadc3f8b..51301a464 100644
--- a/tests/test_plotting.py
+++ b/tests/test_plotting.py
@@ -70,7 +70,6 @@ def test_add_indicators(default_conf, testdatadir, caplog):
indicators1 = {"ema10": {}}
indicators2 = {"macd": {"color": "red"}}
- default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
# Generate buy/sell signals and indicators
@@ -112,7 +111,6 @@ def test_add_areas(default_conf, testdatadir, caplog):
"fill_to": "macdhist"}}
ind_plain = {"macd": {"fill_to": "macdhist"}}
- default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
# Generate buy/sell signals and indicators
@@ -239,7 +237,6 @@ def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir)
data = history.load_pair_history(pair=pair, timeframe='1m',
datadir=testdatadir, timerange=timerange)
- default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
# Generate buy/sell signals and indicators
diff --git a/tests/test_wallets.py b/tests/test_wallets.py
index 9f58cb71d..53e3b758e 100644
--- a/tests/test_wallets.py
+++ b/tests/test_wallets.py
@@ -157,13 +157,13 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_r
assert result == result1
# create one trade, order amount should be 'balance / (max_open_trades - num_open_trades)'
- freqtrade.execute_buy('ETH/USDT', result)
+ freqtrade.execute_entry('ETH/USDT', result)
result = freqtrade.wallets.get_trade_stake_amount('LTC/USDT')
assert result == result1
# create 2 trades, order amount should be None
- freqtrade.execute_buy('LTC/BTC', result)
+ freqtrade.execute_entry('LTC/BTC', result)
result = freqtrade.wallets.get_trade_stake_amount('XRP/USDT')
assert result == 0
diff --git a/tests/testdata/backtest-result_multistrat.json b/tests/testdata/backtest-result_multistrat.json
index 6999050b6..553783dfa 100644
--- a/tests/testdata/backtest-result_multistrat.json
+++ b/tests/testdata/backtest-result_multistrat.json
@@ -1 +1 @@
-{"strategy": {"DefaultStrategy": {"trades": [{"pair": "TRX/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:15:00+00:00", "close_date": "2018-01-10 07:20:00+00:00", "trade_duration": 5, "open_rate": 9.64e-05, "close_rate": 0.00010074887218045112, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1037.344398340249, "profit_abs": 0.00399999999999999}, {"pair": "ADA/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:15:00+00:00", "close_date": "2018-01-10 07:30:00+00:00", "trade_duration": 15, "open_rate": 4.756e-05, "close_rate": 4.9705563909774425e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2102.6072329688814, "profit_abs": 0.00399999999999999}, {"pair": "XLM/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:25:00+00:00", "close_date": "2018-01-10 07:35:00+00:00", "trade_duration": 10, "open_rate": 3.339e-05, "close_rate": 3.489631578947368e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2994.908655286014, "profit_abs": 0.0040000000000000036}, {"pair": "TRX/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:25:00+00:00", "close_date": "2018-01-10 07:40:00+00:00", "trade_duration": 15, "open_rate": 9.696e-05, "close_rate": 0.00010133413533834584, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1031.3531353135315, "profit_abs": 0.00399999999999999}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 07:35:00+00:00", "close_date": "2018-01-10 08:35:00+00:00", "trade_duration": 60, "open_rate": 0.0943, "close_rate": 0.09477268170426063, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.0604453870625663, "profit_abs": 0.0}, {"pair": "XMR/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-10 07:40:00+00:00", "close_date": "2018-01-10 08:10:00+00:00", "trade_duration": 30, "open_rate": 0.02719607, "close_rate": 0.02760503345864661, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 3.677001860930642, "profit_abs": 0.0010000000000000009}, {"pair": "ZEC/BTC", "profit_percent": 0.0, "open_date": "2018-01-10 08:15:00+00:00", "close_date": "2018-01-10 09:55:00+00:00", "trade_duration": 100, "open_rate": 0.04634952, "close_rate": 0.046581848421052625, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2.1575196463739, "profit_abs": 0.0}, {"pair": "NXT/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 14:45:00+00:00", "close_date": "2018-01-10 15:50:00+00:00", "trade_duration": 65, "open_rate": 3.066e-05, "close_rate": 3.081368421052631e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 3261.5786040443577, "profit_abs": -1.3877787807814457e-17}, {"pair": "LTC/BTC", "profit_percent": 0.0, "open_date": "2018-01-10 16:35:00+00:00", "close_date": "2018-01-10 17:15:00+00:00", "trade_duration": 40, "open_rate": 0.0168999, "close_rate": 0.016984611278195488, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 5.917194776300452, "profit_abs": 1.3877787807814457e-17}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 16:40:00+00:00", "close_date": "2018-01-10 17:20:00+00:00", "trade_duration": 40, "open_rate": 0.09132568, "close_rate": 0.0917834528320802, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.0949822656672252, "profit_abs": 0.0}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 18:50:00+00:00", "close_date": "2018-01-10 19:45:00+00:00", "trade_duration": 55, "open_rate": 0.08898003, "close_rate": 0.08942604518796991, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.1238476768326557, "profit_abs": -1.3877787807814457e-17}, {"pair": "ETH/BTC", "profit_percent": 0.0, "open_date": "2018-01-10 22:15:00+00:00", "close_date": "2018-01-10 23:00:00+00:00", "trade_duration": 45, "open_rate": 0.08560008, "close_rate": 0.08602915308270676, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.1682232072680307, "profit_abs": 0.0}, {"pair": "ETC/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-10 22:50:00+00:00", "close_date": "2018-01-10 23:20:00+00:00", "trade_duration": 30, "open_rate": 0.00249083, "close_rate": 0.0025282860902255634, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 40.147260150231055, "profit_abs": 0.000999999999999987}, {"pair": "NXT/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 23:15:00+00:00", "close_date": "2018-01-11 00:15:00+00:00", "trade_duration": 60, "open_rate": 3.022e-05, "close_rate": 3.037147869674185e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 3309.0668431502318, "profit_abs": -1.3877787807814457e-17}, {"pair": "ETC/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-10 23:40:00+00:00", "close_date": "2018-01-11 00:05:00+00:00", "trade_duration": 25, "open_rate": 0.002437, "close_rate": 0.0024980776942355883, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 41.03405826836274, "profit_abs": 0.001999999999999974}, {"pair": "ZEC/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-11 00:00:00+00:00", "close_date": "2018-01-11 00:35:00+00:00", "trade_duration": 35, "open_rate": 0.04771803, "close_rate": 0.04843559436090225, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2.0956439316543456, "profit_abs": 0.0010000000000000009}, {"pair": "XLM/BTC", "profit_percent": -0.10448878, "open_date": "2018-01-11 03:40:00+00:00", "close_date": "2018-01-11 04:25:00+00:00", "trade_duration": 45, "open_rate": 3.651e-05, "close_rate": 3.2859000000000005e-05, "open_at_end": false, "sell_reason": "stop_loss", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2738.9756231169545, "profit_abs": -0.01047499999999997}, {"pair": "ETH/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-11 03:55:00+00:00", "close_date": "2018-01-11 04:25:00+00:00", "trade_duration": 30, "open_rate": 0.08824105, "close_rate": 0.08956798308270676, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.1332594070446804, "profit_abs": 0.0010000000000000009}, {"pair": "ETC/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 04:00:00+00:00", "close_date": "2018-01-11 04:50:00+00:00", "trade_duration": 50, "open_rate": 0.00243, "close_rate": 0.002442180451127819, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 41.1522633744856, "profit_abs": -1.3877787807814457e-17}, {"pair": "ZEC/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-11 04:30:00+00:00", "close_date": "2018-01-11 04:55:00+00:00", "trade_duration": 25, "open_rate": 0.04545064, "close_rate": 0.046589753784461146, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2.200189040242338, "profit_abs": 0.001999999999999988}, {"pair": "XLM/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-11 04:30:00+00:00", "close_date": "2018-01-11 04:50:00+00:00", "trade_duration": 20, "open_rate": 3.372e-05, "close_rate": 3.456511278195488e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2965.599051008304, "profit_abs": 0.001999999999999988}, {"pair": "XMR/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-11 04:55:00+00:00", "close_date": "2018-01-11 05:15:00+00:00", "trade_duration": 20, "open_rate": 0.02644, "close_rate": 0.02710265664160401, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 3.7821482602118004, "profit_abs": 0.001999999999999988}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 11:20:00+00:00", "close_date": "2018-01-11 12:00:00+00:00", "trade_duration": 40, "open_rate": 0.08812, "close_rate": 0.08856170426065162, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.1348161597821154, "profit_abs": 0.0}, {"pair": "XMR/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 11:35:00+00:00", "close_date": "2018-01-11 12:15:00+00:00", "trade_duration": 40, "open_rate": 0.02683577, "close_rate": 0.026970285137844607, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 3.7263696923919087, "profit_abs": 0.0}, {"pair": "ADA/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-11 14:00:00+00:00", "close_date": "2018-01-11 14:25:00+00:00", "trade_duration": 25, "open_rate": 4.919e-05, "close_rate": 5.04228320802005e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2032.9335230737956, "profit_abs": 0.0020000000000000018}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 19:25:00+00:00", "close_date": "2018-01-11 20:35:00+00:00", "trade_duration": 70, "open_rate": 0.08784896, "close_rate": 0.08828930566416039, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.1383174029607181, "profit_abs": -1.3877787807814457e-17}, {"pair": "ADA/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 22:35:00+00:00", "close_date": "2018-01-11 23:30:00+00:00", "trade_duration": 55, "open_rate": 5.105e-05, "close_rate": 5.130588972431077e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1958.8638589618022, "profit_abs": -1.3877787807814457e-17}, {"pair": "XLM/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-11 22:55:00+00:00", "close_date": "2018-01-11 23:25:00+00:00", "trade_duration": 30, "open_rate": 3.96e-05, "close_rate": 4.019548872180451e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2525.252525252525, "profit_abs": 0.0010000000000000148}, {"pair": "NXT/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 22:55:00+00:00", "close_date": "2018-01-11 23:35:00+00:00", "trade_duration": 40, "open_rate": 2.885e-05, "close_rate": 2.899461152882205e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 3466.204506065858, "profit_abs": -1.3877787807814457e-17}, {"pair": "XMR/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-11 23:30:00+00:00", "close_date": "2018-01-12 00:05:00+00:00", "trade_duration": 35, "open_rate": 0.02645, "close_rate": 0.026847744360902256, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 3.780718336483932, "profit_abs": 0.0010000000000000148}, {"pair": "ZEC/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 23:55:00+00:00", "close_date": "2018-01-12 01:15:00+00:00", "trade_duration": 80, "open_rate": 0.048, "close_rate": 0.04824060150375939, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2.0833333333333335, "profit_abs": -1.3877787807814457e-17}, {"pair": "XLM/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-12 21:15:00+00:00", "close_date": "2018-01-12 21:40:00+00:00", "trade_duration": 25, "open_rate": 4.692e-05, "close_rate": 4.809593984962405e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2131.287297527707, "profit_abs": 0.001999999999999974}, {"pair": "ETC/BTC", "profit_percent": -0.0, "open_date": "2018-01-13 00:55:00+00:00", "close_date": "2018-01-13 06:20:00+00:00", "trade_duration": 325, "open_rate": 0.00256966, "close_rate": 0.0025825405012531327, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 38.91565421106294, "profit_abs": 0.0}, {"pair": "ADA/BTC", "profit_percent": 0.0, "open_date": "2018-01-13 10:55:00+00:00", "close_date": "2018-01-13 11:35:00+00:00", "trade_duration": 40, "open_rate": 6.262e-05, "close_rate": 6.293388471177944e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1596.933886937081, "profit_abs": 0.0}, {"pair": "XLM/BTC", "profit_percent": 0.0, "open_date": "2018-01-13 13:05:00+00:00", "close_date": "2018-01-15 14:10:00+00:00", "trade_duration": 2945, "open_rate": 4.73e-05, "close_rate": 4.753709273182957e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2114.1649048625795, "profit_abs": 0.0}, {"pair": "ADA/BTC", "profit_percent": -0.0, "open_date": "2018-01-13 13:30:00+00:00", "close_date": "2018-01-13 14:45:00+00:00", "trade_duration": 75, "open_rate": 6.063e-05, "close_rate": 6.0933909774436085e-05, "open_at_end": 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diff --git a/tests/testdata/backtest-result_new.json b/tests/testdata/backtest-result_new.json
index 5334bf80e..84f3806ea 100644
--- a/tests/testdata/backtest-result_new.json
+++ b/tests/testdata/backtest-result_new.json
@@ -1 +1 @@
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