CTYPTO/freqtrade
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2026-01-20 05:50:36 +00:00
Code Issues Packages Projects Releases Wiki Activity

Merge branch 'develop' into api-server-list-custom-data

Browse Source
This commit is contained in:
Axel-CH
2025-03-12 10:39:43 -04:00
parent 429505b134 8288a5cf91
commit c30db9d0d6
24 changed files with 320 additions and 202 deletions
Download Patch File Download Diff File Expand all files Collapse all files

6
.pre-commit-config.yaml
View File

@@ -16,7 +16,7 @@ repos:
additional_dependencies:
- types-cachetools==5.5.0.20240820
- types-filelock==3.2.7
- types-requests==2.32.0.20250301
- types-requests==2.32.0.20250306
- types-tabulate==0.9.0.20241207
- types-python-dateutil==2.9.0.20241206
- SQLAlchemy==2.0.38
@@ -31,7 +31,7 @@ repos:
- repo: https://github.com/charliermarsh/ruff-pre-commit
# Ruff version.
rev: 'v0.9.9'
rev: 'v0.9.10'
hooks:
- id: ruff
- id: ruff-format
@@ -70,6 +70,6 @@ repos:
# Ensure github actions remain safe
- repo: https://github.com/woodruffw/zizmor-pre-commit
rev: v1.4.1
rev: v1.5.0
hooks:
- id: zizmor

53
build_helpers/schema.json
View File

@@ -257,7 +257,8 @@
"enum": [
"day",
"week",
"month"
"month",
"year"
]
}
},
@@ -1366,10 +1367,10 @@
"type": "boolean",
"default": false
},
"keras": {
"description": "Use Keras for model training.",
"type": "boolean",
"default": false
"identifier": {
"description": "A unique ID for the current model. Must be changed when modifying features.",
"type": "string",
"default": "example"
},
"write_metrics_to_disk": {
"description": "Write metrics to disk?",
@@ -1399,16 +1400,50 @@
"type": "number",
"default": 7
},
"identifier": {
"description": "A unique ID for the current model. Must be changed when modifying features.",
"type": "string",
"default": "example"
"live_retrain_hours": {
"description": "Frequency of retraining during dry/live runs.",
"type": "number",
"default": 0
},
"expiration_hours": {
"description": "Avoid making predictions if a model is more than `expiration_hours` old. Defaults to 0 (no expiration).",
"type": "number",
"default": 0
},
"save_backtest_models": {
"description": "Save models to disk when running backtesting.",
"type": "boolean",
"default": false
},
"fit_live_predictions_candles": {
"description": "Number of historical candles to use for computing target (label) statistics from prediction data, instead of from the training dataset.",
"type": "boolean",
"default": false
},
"data_kitchen_thread_count": {
"description": "Designate the number of threads you want to use for data processing (outlier methods, normalization, etc.).",
"type": "integer"
},
"activate_tensorboard": {
"description": "Indicate whether or not to activate tensorboard",
"type": "boolean",
"default": true
},
"wait_for_training_iteration_on_reload": {
"description": "Wait for the next training iteration to complete after /reload or ctrl+c.",
"type": "boolean",
"default": true
},
"continual_learning": {
"description": "Use the final state of the most recently trained model as starting point for the new model, allowing for incremental learning.",
"type": "boolean",
"default": false
},
"keras": {
"description": "Use Keras for model training.",
"type": "boolean",
"default": false
},
"feature_parameters": {
"description": "The parameters used to engineer the feature set",
"type": "object",

7
docs/commands/backtesting-show.md
View File

@@ -2,7 +2,7 @@
usage: freqtrade backtesting-show [-h] [-v] [--no-color] [--logfile FILE] [-V]
[-c PATH] [-d PATH] [--userdir PATH]
[--export-filename PATH] [--show-pair-list]
[--breakdown {day,week,month} [{day,week,month} ...]]
[--breakdown {day,week,month,year} [{day,week,month,year} ...]]
options:
-h, --help show this help message and exit
@@ -11,8 +11,9 @@ options:
`--export` to be set as well. Example: `--export-filen
ame=user_data/backtest_results/backtest_today.json`
--show-pair-list Show backtesting pairlist sorted by profit.
--breakdown {day,week,month} [{day,week,month} ...]
Show backtesting breakdown per [day, week, month].
--breakdown {day,week,month,year} [{day,week,month,year} ...]
Show backtesting breakdown per [day, week, month,
year].
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).

7
docs/commands/backtesting.md
View File

@@ -15,7 +15,7 @@ usage: freqtrade backtesting [-h] [-v] [--no-color] [--logfile FILE] [-V]
[--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
[--export {none,trades,signals}]
[--export-filename PATH]
[--breakdown {day,week,month} [{day,week,month} ...]]
[--breakdown {day,week,month,year} [{day,week,month,year} ...]]
[--cache {none,day,week,month}]
[--freqai-backtest-live-models]
@@ -65,8 +65,9 @@ options:
Use this filename for backtest results.Requires
`--export` to be set as well. Example: `--export-filen
ame=user_data/backtest_results/backtest_today.json`
--breakdown {day,week,month} [{day,week,month} ...]
Show backtesting breakdown per [day, week, month].
--breakdown {day,week,month,year} [{day,week,month,year} ...]
Show backtesting breakdown per [day, week, month,
year].
--cache {none,day,week,month}
Load a cached backtest result no older than specified
age (default: day).

7
docs/commands/hyperopt-show.md
View File

@@ -4,7 +4,7 @@ usage: freqtrade hyperopt-show [-h] [-v] [--no-color] [--logfile FILE] [-V]
[--profitable] [-n INT] [--print-json]
[--hyperopt-filename FILENAME] [--no-header]
[--disable-param-export]
[--breakdown {day,week,month} [{day,week,month} ...]]
[--breakdown {day,week,month,year} [{day,week,month,year} ...]]
options:
-h, --help show this help message and exit
@@ -18,8 +18,9 @@ options:
--no-header Do not print epoch details header.
--disable-param-export
Disable automatic hyperopt parameter export.
--breakdown {day,week,month} [{day,week,month} ...]
Show backtesting breakdown per [day, week, month].
--breakdown {day,week,month,year} [{day,week,month,year} ...]
Show backtesting breakdown per [day, week, month,
year].
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).

2
freqtrade/commands/cli_options.py
View File

@@ -224,7 +224,7 @@ AVAILABLE_CLI_OPTIONS = {
),
"backtest_breakdown": Arg(
"--breakdown",
help="Show backtesting breakdown per [day, week, month].",
help="Show backtesting breakdown per [day, week, month, year].",
nargs="+",
choices=constants.BACKTEST_BREAKDOWNS,
),

179
freqtrade/commands/list_commands.py
View File

@@ -17,11 +17,11 @@ def start_list_exchanges(args: dict[str, Any]) -> None:
:param args: Cli args from Arguments()
:return: None
"""
from rich.console import Console
from rich.table import Table
from rich.text import Text
from freqtrade.exchange import list_available_exchanges
from freqtrade.loggers.rich_console import get_rich_console
available_exchanges: list[ValidExchangesType] = list_available_exchanges(
args["list_exchanges_all"]
@@ -77,15 +77,16 @@ def start_list_exchanges(args: dict[str, Any]) -> None:
)
# table.add_row(*[exchange[header] for header in headers])
console = Console()
console = get_rich_console()
console.print(table)
def _print_objs_tabular(objs: list, print_colorized: bool) -> None:
from rich.console import Console
from rich.table import Table
from rich.text import Text
from freqtrade.loggers.rich_console import get_rich_console
names = [s["name"] for s in objs]
objs_to_print: list[dict[str, Text | str]] = [
{
@@ -118,10 +119,7 @@ def _print_objs_tabular(objs: list, print_colorized: bool) -> None:
for row in objs_to_print:
table.add_row(*[row[header] for header in objs_to_print[0].keys()])
console = Console(
color_system="auto" if print_colorized else None,
width=200 if "pytest" in sys.modules else None,
)
console = get_rich_console(color_system="auto" if print_colorized else None)
console.print(table)
@@ -219,7 +217,7 @@ def start_list_markets(args: dict[str, Any], pairs_only: bool = False) -> None:
"""
from freqtrade.configuration import setup_utils_configuration
from freqtrade.exchange import market_is_active
from freqtrade.misc import plural
from freqtrade.misc import plural, safe_value_fallback
from freqtrade.resolvers import ExchangeResolver
from freqtrade.util import print_rich_table
@@ -246,88 +244,99 @@ def start_list_markets(args: dict[str, Any], pairs_only: bool = False) -> None:
except Exception as e:
raise OperationalException(f"Cannot get markets. Reason: {e}") from e
else:
summary_str = (
(f"Exchange {exchange.name} has {len(pairs)} ")
+ ("active " if active_only else "")
+ (plural(len(pairs), "pair" if pairs_only else "market"))
+ (
f" with {', '.join(base_currencies)} as base "
f"{plural(len(base_currencies), 'currency', 'currencies')}"
if base_currencies
else ""
)
+ (" and" if base_currencies and quote_currencies else "")
+ (
f" with {', '.join(quote_currencies)} as quote "
f"{plural(len(quote_currencies), 'currency', 'currencies')}"
if quote_currencies
else ""
)
tickers = exchange.get_tickers()
summary_str = (
(f"Exchange {exchange.name} has {len(pairs)} ")
+ ("active " if active_only else "")
+ (plural(len(pairs), "pair" if pairs_only else "market"))
+ (
f" with {', '.join(base_currencies)} as base "
f"{plural(len(base_currencies), 'currency', 'currencies')}"
if base_currencies
else ""
)
+ (" and" if base_currencies and quote_currencies else "")
+ (
f" with {', '.join(quote_currencies)} as quote "
f"{plural(len(quote_currencies), 'currency', 'currencies')}"
if quote_currencies
else ""
)
)
headers = [
"Id",
"Symbol",
"Base",
"Quote",
"Active",
"Spot",
"Margin",
"Future",
"Leverage",
]
headers = [
"Id",
"Symbol",
"Base",
"Quote",
"Active",
"Spot",
"Margin",
"Future",
"Leverage",
"Min Stake",
]
tabular_data = [
{
"Id": v["id"],
"Symbol": v["symbol"],
"Base": v["base"],
"Quote": v["quote"],
"Active": market_is_active(v),
"Spot": "Spot" if exchange.market_is_spot(v) else "",
"Margin": "Margin" if exchange.market_is_margin(v) else "",
"Future": "Future" if exchange.market_is_future(v) else "",
"Leverage": exchange.get_max_leverage(v["symbol"], 20),
}
for _, v in pairs.items()
]
tabular_data = [
{
"Id": v["id"],
"Symbol": v["symbol"],
"Base": v["base"],
"Quote": v["quote"],
"Active": market_is_active(v),
"Spot": "Spot" if exchange.market_is_spot(v) else "",
"Margin": "Margin" if exchange.market_is_margin(v) else "",
"Future": "Future" if exchange.market_is_future(v) else "",
"Leverage": exchange.get_max_leverage(v["symbol"], 20),
"Min Stake": round(
exchange.get_min_pair_stake_amount(
v["symbol"],
safe_value_fallback(tickers.get(v["symbol"], {}), "last", "ask", 0.0),
0.0,
)
or 0.0,
8,
),
}
for _, v in pairs.items()
]
if (
args.get("print_one_column", False)
or args.get("list_pairs_print_json", False)
or args.get("print_csv", False)
):
# Print summary string in the log in case of machine-readable
# regular formats.
logger.info(f"{summary_str}.")
if (
args.get("print_one_column", False)
or args.get("list_pairs_print_json", False)
or args.get("print_csv", False)
):
# Print summary string in the log in case of machine-readable
# regular formats.
logger.info(f"{summary_str}.")
else:
# Print empty string separating leading logs and output in case of
# human-readable formats.
print()
if pairs:
if args.get("print_list", False):
# print data as a list, with human-readable summary
print(f"{summary_str}: {', '.join(pairs.keys())}.")
elif args.get("print_one_column", False):
print("\n".join(pairs.keys()))
elif args.get("list_pairs_print_json", False):
import rapidjson
print(rapidjson.dumps(list(pairs.keys()), default=str))
elif args.get("print_csv", False):
writer = csv.DictWriter(sys.stdout, fieldnames=headers)
writer.writeheader()
writer.writerows(tabular_data)
else:
# Print empty string separating leading logs and output in case of
# human-readable formats.
print()
if pairs:
if args.get("print_list", False):
# print data as a list, with human-readable summary
print(f"{summary_str}: {', '.join(pairs.keys())}.")
elif args.get("print_one_column", False):
print("\n".join(pairs.keys()))
elif args.get("list_pairs_print_json", False):
import rapidjson
print(rapidjson.dumps(list(pairs.keys()), default=str))
elif args.get("print_csv", False):
writer = csv.DictWriter(sys.stdout, fieldnames=headers)
writer.writeheader()
writer.writerows(tabular_data)
else:
print_rich_table(tabular_data, headers, summary_str)
elif not (
args.get("print_one_column", False)
or args.get("list_pairs_print_json", False)
or args.get("print_csv", False)
):
print(f"{summary_str}.")
print_rich_table(tabular_data, headers, summary_str)
elif not (
args.get("print_one_column", False)
or args.get("list_pairs_print_json", False)
or args.get("print_csv", False)
):
print(f"{summary_str}.")
def start_show_trades(args: dict[str, Any]) -> None:

65
freqtrade/configuration/config_schema.py
View File

@@ -965,10 +965,13 @@ CONF_SCHEMA = {
"type": "boolean",
"default": False,
},
"keras": {
"description": "Use Keras for model training.",
"type": "boolean",
"default": False,
"identifier": {
"description": (
"A unique ID for the current model. "
"Must be changed when modifying features."
),
"type": "string",
"default": "example",
},
"write_metrics_to_disk": {
"description": "Write metrics to disk?",
@@ -1000,13 +1003,43 @@ CONF_SCHEMA = {
"type": "number",
"default": 7,
},
"identifier": {
"live_retrain_hours": {
"description": "Frequency of retraining during dry/live runs.",
"type": "number",
"default": 0,
},
"expiration_hours": {
"description": (
"A unique ID for the current model. "
"Must be changed when modifying features."
"Avoid making predictions if a model is more than `expiration_hours` "
"old. Defaults to 0 (no expiration)."
),
"type": "string",
"default": "example",
"type": "number",
"default": 0,
},
"save_backtest_models": {
"description": "Save models to disk when running backtesting.",
"type": "boolean",
"default": False,
},
"fit_live_predictions_candles": {
"description": (
"Number of historical candles to use for computing target (label) "
"statistics from prediction data, instead of from the training dataset."
),
"type": "boolean",
"default": False,
},
"data_kitchen_thread_count": {
"description": (
"Designate the number of threads you want to use for data processing "
"(outlier methods, normalization, etc.)."
),
"type": "integer",
},
"activate_tensorboard": {
"description": "Indicate whether or not to activate tensorboard",
"type": "boolean",
"default": True,
},
"wait_for_training_iteration_on_reload": {
"description": (
@@ -1015,6 +1048,20 @@ CONF_SCHEMA = {
"type": "boolean",
"default": True,
},
"continual_learning": {
"description": (
"Use the final state of the most recently trained model "
"as starting point for the new model, allowing for "
"incremental learning."
),
"type": "boolean",
"default": False,
},
"keras": {
"description": "Use Keras for model training.",
"type": "boolean",
"default": False,
},
"feature_parameters": {
"description": "The parameters used to engineer the feature set",
"type": "object",

2
freqtrade/constants.py
View File

@@ -59,7 +59,7 @@ AVAILABLE_PAIRLISTS = [
"VolatilityFilter",
]
AVAILABLE_DATAHANDLERS = ["json", "jsongz", "feather", "parquet"]
BACKTEST_BREAKDOWNS = ["day", "week", "month"]
BACKTEST_BREAKDOWNS = ["day", "week", "month", "year"]
BACKTEST_CACHE_AGE = ["none", "day", "week", "month"]
BACKTEST_CACHE_DEFAULT = "day"
DRY_RUN_WALLET = 1000

13
freqtrade/data/dataprovider.py
View File

@@ -49,7 +49,7 @@ class DataProvider:
self._pairlists = pairlists
self.__rpc = rpc
self.__cached_pairs: dict[PairWithTimeframe, tuple[DataFrame, datetime]] = {}
self.__slice_index: int | None = None
self.__slice_index: dict[str, int] = {}
self.__slice_date: datetime | None = None
self.__cached_pairs_backtesting: dict[PairWithTimeframe, DataFrame] = {}
@@ -69,13 +69,13 @@ class DataProvider:
self.producers = self._config.get("external_message_consumer", {}).get("producers", [])
self.external_data_enabled = len(self.producers) > 0
def _set_dataframe_max_index(self, limit_index: int):
def _set_dataframe_max_index(self, pair: str, limit_index: int):
"""
Limit analyzed dataframe to max specified index.
Only relevant in backtesting.
:param limit_index: dataframe index.
"""
self.__slice_index = limit_index
self.__slice_index[pair] = limit_index
def _set_dataframe_max_date(self, limit_date: datetime):
"""
@@ -393,9 +393,10 @@ class DataProvider:
df, date = self.__cached_pairs[pair_key]
else:
df, date = self.__cached_pairs[pair_key]
if self.__slice_index is not None:
max_index = self.__slice_index
if (max_index := self.__slice_index.get(pair)) is not None:
df = df.iloc[max(0, max_index - MAX_DATAFRAME_CANDLES) : max_index]
else:
return (DataFrame(), datetime.fromtimestamp(0, tz=timezone.utc))
return df, date
else:
return (DataFrame(), datetime.fromtimestamp(0, tz=timezone.utc))
@@ -430,7 +431,7 @@ class DataProvider:
# Don't reset backtesting pairs -
# otherwise they're reloaded each time during hyperopt due to with analyze_per_epoch
# self.__cached_pairs_backtesting = {}
self.__slice_index = 0
self.__slice_index = {}
# Exchange functions

6
freqtrade/exchange/binance.py
View File

@@ -274,12 +274,12 @@ class Binance(Exchange):
def dry_run_liquidation_price(
self,
pair: str,
open_rate: float, # Entry price of position
open_rate: float,
is_short: bool,
amount: float,
stake_amount: float,
leverage: float,
wallet_balance: float, # Or margin balance
wallet_balance: float,
open_trades: list,
) -> float | None:
"""
@@ -293,8 +293,6 @@ class Binance(Exchange):
:param amount: Absolute value of position size incl. leverage (in base currency)
:param stake_amount: Stake amount - Collateral in settle currency.
:param leverage: Leverage used for this position.
:param trading_mode: SPOT, MARGIN, FUTURES, etc.
:param margin_mode: Either ISOLATED or CROSS
:param wallet_balance: Amount of margin_mode in the wallet being used to trade
Cross-Margin Mode: crossWalletBalance
Isolated-Margin Mode: isolatedWalletBalance

20
freqtrade/exchange/bybit.py
View File

@@ -166,15 +166,16 @@ class Bybit(Exchange):
PERPETUAL:
bybit:
https://www.bybithelp.com/HelpCenterKnowledge/bybitHC_Article?language=en_US&id=000001067
https://www.bybit.com/en/help-center/article/Liquidation-Price-Calculation-under-Isolated-Mode-Unified-Trading-Account#b
Long:
Liquidation Price = (
Entry Price * (1 - Initial Margin Rate + Maintenance Margin Rate)
- Extra Margin Added/ Contract)
Entry Price - [(Initial Margin - Maintenance Margin)/Contract Quantity]
- (Extra Margin Added/Contract Quantity))
Short:
Liquidation Price = (
Entry Price * (1 + Initial Margin Rate - Maintenance Margin Rate)
+ Extra Margin Added/ Contract)
Entry Price + [(Initial Margin - Maintenance Margin)/Contract Quantity]
+ (Extra Margin Added/Contract Quantity))
Implementation Note: Extra margin is currently not used.
@@ -184,8 +185,6 @@ class Bybit(Exchange):
:param amount: Absolute value of position size incl. leverage (in base currency)
:param stake_amount: Stake amount - Collateral in settle currency.
:param leverage: Leverage used for this position.
:param trading_mode: SPOT, MARGIN, FUTURES, etc.
:param margin_mode: Either ISOLATED or CROSS
:param wallet_balance: Amount of margin_mode in the wallet being used to trade
Cross-Margin Mode: crossWalletBalance
Isolated-Margin Mode: isolatedWalletBalance
@@ -198,13 +197,16 @@ class Bybit(Exchange):
if self.trading_mode == TradingMode.FUTURES and self.margin_mode == MarginMode.ISOLATED:
if market["inverse"]:
raise OperationalException("Freqtrade does not yet support inverse contracts")
initial_margin_rate = 1 / leverage
position_value = amount * open_rate
initial_margin = position_value / leverage
maintenance_margin = position_value * mm_ratio
margin_diff_per_contract = (initial_margin - maintenance_margin) / amount
# See docstring - ignores extra margin!
if is_short:
return open_rate * (1 + initial_margin_rate - mm_ratio)
return open_rate + margin_diff_per_contract
else:
return open_rate * (1 - initial_margin_rate + mm_ratio)
return open_rate - margin_diff_per_contract
else:
raise OperationalException(

6
freqtrade/exchange/exchange.py
View File

@@ -3688,12 +3688,12 @@ class Exchange:
def dry_run_liquidation_price(
self,
pair: str,
open_rate: float, # Entry price of position
open_rate: float,
is_short: bool,
amount: float,
stake_amount: float,
leverage: float,
wallet_balance: float, # Or margin balance
wallet_balance: float,
open_trades: list,
) -> float | None:
"""
@@ -3714,8 +3714,6 @@ class Exchange:
:param amount: Absolute value of position size incl. leverage (in base currency)
:param stake_amount: Stake amount - Collateral in settle currency.
:param leverage: Leverage used for this position.
:param trading_mode: SPOT, MARGIN, FUTURES, etc.
:param margin_mode: Either ISOLATED or CROSS
:param wallet_balance: Amount of margin_mode in the wallet being used to trade
Cross-Margin Mode: crossWalletBalance
Isolated-Margin Mode: isolatedWalletBalance

6
freqtrade/loggers/__init__.py
View File

@@ -3,12 +3,11 @@ from logging import Formatter
from logging.handlers import RotatingFileHandler, SysLogHandler
from pathlib import Path
from rich.console import Console
from freqtrade.constants import Config
from freqtrade.exceptions import OperationalException
from freqtrade.loggers.buffering_handler import FTBufferingHandler
from freqtrade.loggers.ft_rich_handler import FtRichHandler
from freqtrade.loggers.rich_console import get_rich_console
from freqtrade.loggers.set_log_levels import set_loggers
@@ -22,7 +21,8 @@ LOGFORMAT = "%(asctime)s - %(name)s - %(levelname)s - %(message)s"
bufferHandler = FTBufferingHandler(1000)
bufferHandler.setFormatter(Formatter(LOGFORMAT))
error_console = Console(stderr=True, color_system=None)
error_console = get_rich_console(stderr=True, color_system=None)
def get_existing_handlers(handlertype):

26
freqtrade/loggers/rich_console.py Normal file
View File

@@ -0,0 +1,26 @@
import sys
from shutil import get_terminal_size
from rich.console import Console
def console_width() -> int | None:
"""
Get the width of the console
"""
if any(module in ["pytest", "ipykernel"] for module in sys.modules):
return 200
width, _ = get_terminal_size((1, 24))
# Fall back to 200 if terminal size is not available.
# This is determined by assuming an insane width of 1char, which is unlikely.
w = None if width > 1 else 200
return w
def get_rich_console(**kwargs) -> Console:
"""
Get a rich console with default settings
"""
kwargs["width"] = kwargs.get("width", console_width())
return Console(**kwargs)

4
freqtrade/optimize/backtesting.py
View File

@@ -1552,7 +1552,9 @@ class Backtesting:
row_index += 1
indexes[pair] = row_index
is_last_row = current_time == end_date
self.dataprovider._set_dataframe_max_index(self.required_startup + row_index)
self.dataprovider._set_dataframe_max_index(
pair, self.required_startup + row_index
)
trade_dir = self.check_for_trade_entry(row)
pair_tradedir_cache[pair] = trade_dir

2
freqtrade/optimize/optimize_reports/optimize_reports.py
View File

@@ -212,6 +212,8 @@ def _get_resample_from_period(period: str) -> str:
return "1W-MON"
if period == "month":
return "1ME"
if period == "year":
return "1Y"
raise ValueError(f"Period {period} is not supported.")

3
freqtrade/util/progress_tracker.py
View File

@@ -7,7 +7,6 @@ from rich.progress import (
TimeRemainingColumn,
)
from freqtrade.loggers import error_console
from freqtrade.util.rich_progress import CustomProgress
@@ -21,6 +20,8 @@ def get_progress_tracker(**kwargs) -> CustomProgress:
"""
Get progress Bar with custom columns.
"""
from freqtrade.loggers import error_console
return CustomProgress(
TextColumn("[progress.description]{task.description}"),
BarColumn(bar_width=None),

16
freqtrade/util/rich_tables.py
View File

@@ -1,12 +1,12 @@
import sys
from collections.abc import Sequence
from typing import Any, TypeAlias
from pandas import DataFrame
from rich.console import Console
from rich.table import Column, Table
from rich.text import Text
from freqtrade.loggers.rich_console import get_rich_console
TextOrString: TypeAlias = str | Text
@@ -38,11 +38,7 @@ def print_rich_table(
row_to_add: list[str | Text] = [r if isinstance(r, Text) else str(r) for r in row]
table.add_row(*row_to_add)
width = None
if any(module in ["pytest", "ipykernel"] for module in sys.modules):
width = 200
console = Console(width=width)
console = get_rich_console()
console.print(table)
@@ -74,9 +70,5 @@ def print_df_rich_table(
row = [_format_value(x, floatfmt=".3f") for x in value_list]
table.add_row(*row)
width = None
if any(module in ["pytest", "ipykernel"] for module in sys.modules):
width = 200
console = Console(width=width)
console = get_rich_console()
console.print(table)

4
requirements-dev.txt
View File

@@ -7,7 +7,7 @@
-r docs/requirements-docs.txt
coveralls==4.0.1
ruff==0.9.9
ruff==0.9.10
mypy==1.15.0
pre-commit==4.1.0
pytest==8.3.5
@@ -27,6 +27,6 @@ nbconvert==7.16.6
# mypy types
types-cachetools==5.5.0.20240820
types-filelock==3.2.7
types-requests==2.32.0.20250301
types-requests==2.32.0.20250306
types-tabulate==0.9.0.20241207
types-python-dateutil==2.9.0.20241206

4
requirements.txt
View File

@@ -4,7 +4,7 @@ bottleneck==1.4.2
numexpr==2.10.2
pandas-ta==0.3.14b
ccxt==4.4.64
ccxt==4.4.65
cryptography==44.0.2
aiohttp==3.9.5
SQLAlchemy==2.0.38
@@ -55,7 +55,7 @@ pytz==2025.1
schedule==1.2.2
#WS Messages
websockets==15.0
websockets==15.0.1
janus==2.0.0
ast-comments==1.2.2

8
tests/data/test_dataprovider.py
View File

@@ -408,20 +408,20 @@ def test_get_analyzed_dataframe(mocker, default_conf, ohlcv_history):
# Test backtest mode
default_conf["runmode"] = RunMode.BACKTEST
dp._set_dataframe_max_index(1)
dp._set_dataframe_max_index("XRP/BTC", 1)
dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe)
assert len(dataframe) == 1
dp._set_dataframe_max_index(2)
dp._set_dataframe_max_index("XRP/BTC", 2)
dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe)
assert len(dataframe) == 2
dp._set_dataframe_max_index(3)
dp._set_dataframe_max_index("XRP/BTC", 3)
dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe)
assert len(dataframe) == 3
dp._set_dataframe_max_index(500)
dp._set_dataframe_max_index("XRP/BTC", 500)
dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe)
assert len(dataframe) == len(ohlcv_history)

68
tests/exchange/test_exchange.py
View File

@@ -6077,44 +6077,47 @@ def test_get_liquidation_price1(mocker, default_conf):
@pytest.mark.parametrize("liquidation_buffer", [0.0])
@pytest.mark.parametrize(
"is_short,trading_mode,exchange_name,margin_mode,leverage,open_rate,amount,expected_liq",
"is_short,trading_mode,exchange_name,margin_mode,leverage,open_rate,amount,mramt,expected_liq",
[
(False, "spot", "binance", "", 5.0, 10.0, 1.0, None),
(True, "spot", "binance", "", 5.0, 10.0, 1.0, None),
(False, "spot", "gate", "", 5.0, 10.0, 1.0, None),
(True, "spot", "gate", "", 5.0, 10.0, 1.0, None),
(False, "spot", "okx", "", 5.0, 10.0, 1.0, None),
(True, "spot", "okx", "", 5.0, 10.0, 1.0, None),
(False, "spot", "binance", "", 5.0, 10.0, 1.0, (0.01, 0.01), None),
(True, "spot", "binance", "", 5.0, 10.0, 1.0, (0.01, 0.01), None),
(False, "spot", "gate", "", 5.0, 10.0, 1.0, (0.01, 0.01), None),
(True, "spot", "gate", "", 5.0, 10.0, 1.0, (0.01, 0.01), None),
(False, "spot", "okx", "", 5.0, 10.0, 1.0, (0.01, 0.01), None),
(True, "spot", "okx", "", 5.0, 10.0, 1.0, (0.01, 0.01), None),
# Binance, short
(True, "futures", "binance", "isolated", 5.0, 10.0, 1.0, 11.89108910891089),
(True, "futures", "binance", "isolated", 3.0, 10.0, 1.0, 13.211221122079207),
(True, "futures", "binance", "isolated", 5.0, 8.0, 1.0, 9.514851485148514),
(True, "futures", "binance", "isolated", 5.0, 10.0, 0.6, 11.897689768976898),
(True, "futures", "binance", "isolated", 5.0, 10.0, 1.0, (0.01, 0.01), 11.89108910891089),
(True, "futures", "binance", "isolated", 3.0, 10.0, 1.0, (0.01, 0.01), 13.211221122079207),
(True, "futures", "binance", "isolated", 5.0, 8.0, 1.0, (0.01, 0.01), 9.514851485148514),
(True, "futures", "binance", "isolated", 5.0, 10.0, 0.6, (0.01, 0.01), 11.897689768976898),
# Binance, long
(False, "futures", "binance", "isolated", 5, 10, 1.0, 8.070707070707071),
(False, "futures", "binance", "isolated", 5, 8, 1.0, 6.454545454545454),
(False, "futures", "binance", "isolated", 3, 10, 1.0, 6.723905723905723),
(False, "futures", "binance", "isolated", 5, 10, 0.6, 8.063973063973064),
(False, "futures", "binance", "isolated", 5, 10, 1.0, (0.01, 0.01), 8.070707070707071),
(False, "futures", "binance", "isolated", 5, 8, 1.0, (0.01, 0.01), 6.454545454545454),
(False, "futures", "binance", "isolated", 3, 10, 1.0, (0.01, 0.01), 6.723905723905723),
(False, "futures", "binance", "isolated", 5, 10, 0.6, (0.01, 0.01), 8.063973063973064),
# Gate/okx, short
(True, "futures", "gate", "isolated", 5, 10, 1.0, 11.87413417771621),
(True, "futures", "gate", "isolated", 5, 10, 2.0, 11.87413417771621),
(True, "futures", "gate", "isolated", 3, 10, 1.0, 13.193482419684678),
(True, "futures", "gate", "isolated", 5, 8, 1.0, 9.499307342172967),
(True, "futures", "okx", "isolated", 3, 10, 1.0, 13.193482419684678),
(True, "futures", "gate", "isolated", 5, 10, 1.0, (0.01, 0.01), 11.87413417771621),
(True, "futures", "gate", "isolated", 5, 10, 2.0, (0.01, 0.01), 11.87413417771621),
(True, "futures", "gate", "isolated", 3, 10, 1.0, (0.01, 0.01), 13.193482419684678),
(True, "futures", "gate", "isolated", 5, 8, 1.0, (0.01, 0.01), 9.499307342172967),
(True, "futures", "okx", "isolated", 3, 10, 1.0, (0.01, 0.01), 13.193482419684678),
# Gate/okx, long
(False, "futures", "gate", "isolated", 5.0, 10.0, 1.0, 8.085708510208207),
(False, "futures", "gate", "isolated", 3.0, 10.0, 1.0, 6.738090425173506),
(False, "futures", "okx", "isolated", 3.0, 10.0, 1.0, 6.738090425173506),
(False, "futures", "gate", "isolated", 5.0, 10.0, 1.0, (0.01, 0.01), 8.085708510208207),
(False, "futures", "gate", "isolated", 3.0, 10.0, 1.0, (0.01, 0.01), 6.738090425173506),
(False, "futures", "okx", "isolated", 3.0, 10.0, 1.0, (0.01, 0.01), 6.738090425173506),
# bybit, long
(False, "futures", "bybit", "isolated", 1.0, 10.0, 1.0, 0.1),
(False, "futures", "bybit", "isolated", 3.0, 10.0, 1.0, 6.7666666),
(False, "futures", "bybit", "isolated", 5.0, 10.0, 1.0, 8.1),
(False, "futures", "bybit", "isolated", 10.0, 10.0, 1.0, 9.1),
(False, "futures", "bybit", "isolated", 1.0, 10.0, 1.0, (0.01, 0.01), 0.1),
(False, "futures", "bybit", "isolated", 3.0, 10.0, 1.0, (0.01, 0.01), 6.7666666),
(False, "futures", "bybit", "isolated", 5.0, 10.0, 1.0, (0.01, 0.01), 8.1),
(False, "futures", "bybit", "isolated", 10.0, 10.0, 1.0, (0.01, 0.01), 9.1),
# From the bybit example - without additional margin
(False, "futures", "bybit", "isolated", 50.0, 40000.0, 1.0, (0.005, None), 39400),
(False, "futures", "bybit", "isolated", 50.0, 20000.0, 1.0, (0.005, None), 19700),
# bybit, short
(True, "futures", "bybit", "isolated", 1.0, 10.0, 1.0, 19.9),
(True, "futures", "bybit", "isolated", 3.0, 10.0, 1.0, 13.233333),
(True, "futures", "bybit", "isolated", 5.0, 10.0, 1.0, 11.9),
(True, "futures", "bybit", "isolated", 10.0, 10.0, 1.0, 10.9),
(True, "futures", "bybit", "isolated", 1.0, 10.0, 1.0, (0.01, 0.01), 19.9),
(True, "futures", "bybit", "isolated", 3.0, 10.0, 1.0, (0.01, 0.01), 13.233333),
(True, "futures", "bybit", "isolated", 5.0, 10.0, 1.0, (0.01, 0.01), 11.9),
(True, "futures", "bybit", "isolated", 10.0, 10.0, 1.0, (0.01, 0.01), 10.9),
],
)
def test_get_liquidation_price(
@@ -6127,6 +6130,7 @@ def test_get_liquidation_price(
leverage,
open_rate,
amount,
mramt,
expected_liq,
liquidation_buffer,
):
@@ -6190,7 +6194,7 @@ def test_get_liquidation_price(
mocker.patch(f"{EXMS}.price_to_precision", lambda s, x, y, **kwargs: y)
exchange = get_patched_exchange(mocker, default_conf_usdt, exchange=exchange_name)
exchange.get_maintenance_ratio_and_amt = MagicMock(return_value=(0.01, 0.01))
exchange.get_maintenance_ratio_and_amt = MagicMock(return_value=mramt)
exchange.name = exchange_name
# default_conf_usdt.update({
# "dry_run": False,

8
tests/optimize/test_backtesting.py
View File

@@ -1543,8 +1543,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
assert len(evaluate_result_multi(results["results"], "5m", 3)) == 0
# Cached data correctly removed amounts
offset = 1 if tres == 0 else 0
removed_candles = len(data[pair]) - offset
removed_candles = len(data[pair]) - 1
assert len(backtesting.dataprovider.get_analyzed_dataframe(pair, "5m")[0]) == removed_candles
assert (
len(backtesting.dataprovider.get_analyzed_dataframe("NXT/BTC", "5m")[0])
@@ -1663,8 +1662,7 @@ def test_backtest_multi_pair_detail(
assert len(evaluate_result_multi(results["results"], "5m", 3)) == 0
# Cached data correctly removed amounts
offset = 1 if tres == 0 else 0
removed_candles = len(data[pair]) - offset
removed_candles = len(data[pair]) - 1
assert len(backtesting.dataprovider.get_analyzed_dataframe(pair, "5m")[0]) == removed_candles
assert (
len(backtesting.dataprovider.get_analyzed_dataframe("NXT/USDT", "5m")[0])
@@ -1793,7 +1791,7 @@ def test_backtest_multi_pair_detail_simplified(
assert len(evaluate_result_multi(results["results"], "1m", 3)) == 0
# # Cached data correctly removed amounts
offset = 1 if tres == 0 else 0
offset = 1
removed_candles = len(data[pair]) - offset
assert len(backtesting.dataprovider.get_analyzed_dataframe(pair, "1h")[0]) == removed_candles
assert (