Merge branch 'freqtrade:develop' into bt-metrics

This commit is contained in:
Stefano Ariestasia
2023-12-20 20:33:45 +09:00
committed by GitHub
59 changed files with 3433 additions and 815 deletions

View File

@@ -30,7 +30,7 @@ def test_validate_is_int():
assert not validate_is_int('-ee')
@pytest.mark.parametrize('exchange', ['bittrex', 'binance', 'kraken'])
@pytest.mark.parametrize('exchange', ['bybit', 'binance', 'kraken'])
def test_start_new_config(mocker, caplog, exchange):
wt_mock = mocker.patch.object(Path, "write_text", MagicMock())
mocker.patch.object(Path, "exists", MagicMock(return_value=True))

View File

@@ -32,7 +32,7 @@ from tests.conftest_trades import MOCK_TRADE_COUNT
def test_setup_utils_configuration():
args = [
'list-exchanges', '--config', 'config_examples/config_bittrex.example.json',
'list-exchanges', '--config', 'tests/testdata/testconfigs/main_test_config.json',
]
config = setup_utils_configuration(get_args(args), RunMode.OTHER)
@@ -49,7 +49,7 @@ def test_start_trading_fail(mocker, caplog):
exitmock = mocker.patch("freqtrade.worker.Worker.exit", MagicMock())
args = [
'trade',
'-c', 'config_examples/config_bittrex.example.json'
'-c', 'tests/testdata/testconfigs/main_test_config.json'
]
start_trading(get_args(args))
assert exitmock.call_count == 1
@@ -68,7 +68,7 @@ def test_start_webserver(mocker, caplog):
args = [
'webserver',
'-c', 'config_examples/config_bittrex.example.json'
'-c', 'tests/testdata/testconfigs/main_test_config.json'
]
start_webserver(get_args(args))
assert api_server_mock.call_count == 1
@@ -84,7 +84,7 @@ def test_list_exchanges(capsys):
captured = capsys.readouterr()
assert re.match(r"Exchanges available for Freqtrade.*", captured.out)
assert re.search(r".*binance.*", captured.out)
assert re.search(r".*bittrex.*", captured.out)
assert re.search(r".*bybit.*", captured.out)
# Test with --one-column
args = [
@@ -95,7 +95,7 @@ def test_list_exchanges(capsys):
start_list_exchanges(get_args(args))
captured = capsys.readouterr()
assert re.search(r"^binance$", captured.out, re.MULTILINE)
assert re.search(r"^bittrex$", captured.out, re.MULTILINE)
assert re.search(r"^bybit$", captured.out, re.MULTILINE)
# Test with --all
args = [
@@ -107,7 +107,7 @@ def test_list_exchanges(capsys):
captured = capsys.readouterr()
assert re.match(r"All exchanges supported by the ccxt library.*", captured.out)
assert re.search(r".*binance.*", captured.out)
assert re.search(r".*bittrex.*", captured.out)
assert re.search(r".*bingx.*", captured.out)
assert re.search(r".*bitmex.*", captured.out)
# Test with --one-column --all
@@ -120,7 +120,7 @@ def test_list_exchanges(capsys):
start_list_exchanges(get_args(args))
captured = capsys.readouterr()
assert re.search(r"^binance$", captured.out, re.MULTILINE)
assert re.search(r"^bittrex$", captured.out, re.MULTILINE)
assert re.search(r"^bingx$", captured.out, re.MULTILINE)
assert re.search(r"^bitmex$", captured.out, re.MULTILINE)
@@ -133,7 +133,7 @@ def test_list_timeframes(mocker, capsys):
'1h': 'hour',
'1d': 'day',
}
patch_exchange(mocker, api_mock=api_mock, id='bittrex')
patch_exchange(mocker, api_mock=api_mock, id='bybit')
args = [
"list-timeframes",
]
@@ -143,25 +143,25 @@ def test_list_timeframes(mocker, capsys):
match=r"This command requires a configured exchange.*"):
start_list_timeframes(pargs)
# Test with --config config_examples/config_bittrex.example.json
# Test with --config tests/testdata/testconfigs/main_test_config.json
args = [
"list-timeframes",
'--config', 'config_examples/config_bittrex.example.json',
'--config', 'tests/testdata/testconfigs/main_test_config.json',
]
start_list_timeframes(get_args(args))
captured = capsys.readouterr()
assert re.match("Timeframes available for the exchange `Bittrex`: "
assert re.match("Timeframes available for the exchange `Bybit`: "
"1m, 5m, 30m, 1h, 1d",
captured.out)
# Test with --exchange bittrex
# Test with --exchange bybit
args = [
"list-timeframes",
"--exchange", "bittrex",
"--exchange", "bybit",
]
start_list_timeframes(get_args(args))
captured = capsys.readouterr()
assert re.match("Timeframes available for the exchange `Bittrex`: "
assert re.match("Timeframes available for the exchange `Bybit`: "
"1m, 5m, 30m, 1h, 1d",
captured.out)
@@ -190,7 +190,7 @@ def test_list_timeframes(mocker, capsys):
# Test with --one-column
args = [
"list-timeframes",
'--config', 'config_examples/config_bittrex.example.json',
'--config', 'tests/testdata/testconfigs/main_test_config.json',
"--one-column",
]
start_list_timeframes(get_args(args))
@@ -217,7 +217,7 @@ def test_list_timeframes(mocker, capsys):
def test_list_markets(mocker, markets_static, capsys):
api_mock = MagicMock()
patch_exchange(mocker, api_mock=api_mock, id='bittrex', mock_markets=markets_static)
patch_exchange(mocker, api_mock=api_mock, id='binance', mock_markets=markets_static)
# Test with no --config
args = [
@@ -229,15 +229,15 @@ def test_list_markets(mocker, markets_static, capsys):
match=r"This command requires a configured exchange.*"):
start_list_markets(pargs, False)
# Test with --config config_examples/config_bittrex.example.json
# Test with --config tests/testdata/testconfigs/main_test_config.json
args = [
"list-markets",
'--config', 'config_examples/config_bittrex.example.json',
'--config', 'tests/testdata/testconfigs/main_test_config.json',
"--print-list",
]
start_list_markets(get_args(args), False)
captured = capsys.readouterr()
assert ("Exchange Bittrex has 12 active markets: "
assert ("Exchange Binance has 12 active markets: "
"ADA/USDT:USDT, BLK/BTC, ETH/BTC, ETH/USDT, ETH/USDT:USDT, LTC/BTC, "
"LTC/ETH, LTC/USD, NEO/BTC, TKN/BTC, XLTCUSDT, XRP/BTC.\n"
in captured.out)
@@ -255,16 +255,16 @@ def test_list_markets(mocker, markets_static, capsys):
assert re.match("\nExchange Binance has 12 active markets:\n",
captured.out)
patch_exchange(mocker, api_mock=api_mock, id="bittrex", mock_markets=markets_static)
patch_exchange(mocker, api_mock=api_mock, id="binance", mock_markets=markets_static)
# Test with --all: all markets
args = [
"list-markets", "--all",
'--config', 'config_examples/config_bittrex.example.json',
'--config', 'tests/testdata/testconfigs/main_test_config.json',
"--print-list",
]
start_list_markets(get_args(args), False)
captured = capsys.readouterr()
assert ("Exchange Bittrex has 14 markets: "
assert ("Exchange Binance has 14 markets: "
"ADA/USDT:USDT, BLK/BTC, BTT/BTC, ETH/BTC, ETH/USDT, ETH/USDT:USDT, "
"LTC/BTC, LTC/ETH, LTC/USD, LTC/USDT, NEO/BTC, TKN/BTC, XLTCUSDT, XRP/BTC.\n"
in captured.out)
@@ -272,24 +272,24 @@ def test_list_markets(mocker, markets_static, capsys):
# Test list-pairs subcommand: active pairs
args = [
"list-pairs",
'--config', 'config_examples/config_bittrex.example.json',
'--config', 'tests/testdata/testconfigs/main_test_config.json',
"--print-list",
]
start_list_markets(get_args(args), True)
captured = capsys.readouterr()
assert ("Exchange Bittrex has 9 active pairs: "
assert ("Exchange Binance has 9 active pairs: "
"BLK/BTC, ETH/BTC, ETH/USDT, LTC/BTC, LTC/ETH, LTC/USD, NEO/BTC, TKN/BTC, XRP/BTC.\n"
in captured.out)
# Test list-pairs subcommand with --all: all pairs
args = [
"list-pairs", "--all",
'--config', 'config_examples/config_bittrex.example.json',
'--config', 'tests/testdata/testconfigs/main_test_config.json',
"--print-list",
]
start_list_markets(get_args(args), True)
captured = capsys.readouterr()
assert ("Exchange Bittrex has 11 pairs: "
assert ("Exchange Binance has 11 pairs: "
"BLK/BTC, BTT/BTC, ETH/BTC, ETH/USDT, LTC/BTC, LTC/ETH, LTC/USD, LTC/USDT, NEO/BTC, "
"TKN/BTC, XRP/BTC.\n"
in captured.out)
@@ -297,133 +297,133 @@ def test_list_markets(mocker, markets_static, capsys):
# active markets, base=ETH, LTC
args = [
"list-markets",
'--config', 'config_examples/config_bittrex.example.json',
'--config', 'tests/testdata/testconfigs/main_test_config.json',
"--base", "ETH", "LTC",
"--print-list",
]
start_list_markets(get_args(args), False)
captured = capsys.readouterr()
assert ("Exchange Bittrex has 7 active markets with ETH, LTC as base currencies: "
assert ("Exchange Binance has 7 active markets with ETH, LTC as base currencies: "
"ETH/BTC, ETH/USDT, ETH/USDT:USDT, LTC/BTC, LTC/ETH, LTC/USD, XLTCUSDT.\n"
in captured.out)
# active markets, base=LTC
args = [
"list-markets",
'--config', 'config_examples/config_bittrex.example.json',
'--config', 'tests/testdata/testconfigs/main_test_config.json',
"--base", "LTC",
"--print-list",
]
start_list_markets(get_args(args), False)
captured = capsys.readouterr()
assert ("Exchange Bittrex has 4 active markets with LTC as base currency: "
assert ("Exchange Binance has 4 active markets with LTC as base currency: "
"LTC/BTC, LTC/ETH, LTC/USD, XLTCUSDT.\n"
in captured.out)
# active markets, quote=USDT, USD
args = [
"list-markets",
'--config', 'config_examples/config_bittrex.example.json',
'--config', 'tests/testdata/testconfigs/main_test_config.json',
"--quote", "USDT", "USD",
"--print-list",
]
start_list_markets(get_args(args), False)
captured = capsys.readouterr()
assert ("Exchange Bittrex has 5 active markets with USDT, USD as quote currencies: "
assert ("Exchange Binance has 5 active markets with USDT, USD as quote currencies: "
"ADA/USDT:USDT, ETH/USDT, ETH/USDT:USDT, LTC/USD, XLTCUSDT.\n"
in captured.out)
# active markets, quote=USDT
args = [
"list-markets",
'--config', 'config_examples/config_bittrex.example.json',
'--config', 'tests/testdata/testconfigs/main_test_config.json',
"--quote", "USDT",
"--print-list",
]
start_list_markets(get_args(args), False)
captured = capsys.readouterr()
assert ("Exchange Bittrex has 4 active markets with USDT as quote currency: "
assert ("Exchange Binance has 4 active markets with USDT as quote currency: "
"ADA/USDT:USDT, ETH/USDT, ETH/USDT:USDT, XLTCUSDT.\n"
in captured.out)
# active markets, base=LTC, quote=USDT
args = [
"list-markets",
'--config', 'config_examples/config_bittrex.example.json',
'--config', 'tests/testdata/testconfigs/main_test_config.json',
"--base", "LTC", "--quote", "USDT",
"--print-list",
]
start_list_markets(get_args(args), False)
captured = capsys.readouterr()
assert ("Exchange Bittrex has 1 active market with LTC as base currency and "
assert ("Exchange Binance has 1 active market with LTC as base currency and "
"with USDT as quote currency: XLTCUSDT.\n"
in captured.out)
# active pairs, base=LTC, quote=USDT
args = [
"list-pairs",
'--config', 'config_examples/config_bittrex.example.json',
'--config', 'tests/testdata/testconfigs/main_test_config.json',
"--base", "LTC", "--quote", "USD",
"--print-list",
]
start_list_markets(get_args(args), True)
captured = capsys.readouterr()
assert ("Exchange Bittrex has 1 active pair with LTC as base currency and "
assert ("Exchange Binance has 1 active pair with LTC as base currency and "
"with USD as quote currency: LTC/USD.\n"
in captured.out)
# active markets, base=LTC, quote=USDT, NONEXISTENT
args = [
"list-markets",
'--config', 'config_examples/config_bittrex.example.json',
'--config', 'tests/testdata/testconfigs/main_test_config.json',
"--base", "LTC", "--quote", "USDT", "NONEXISTENT",
"--print-list",
]
start_list_markets(get_args(args), False)
captured = capsys.readouterr()
assert ("Exchange Bittrex has 1 active market with LTC as base currency and "
assert ("Exchange Binance has 1 active market with LTC as base currency and "
"with USDT, NONEXISTENT as quote currencies: XLTCUSDT.\n"
in captured.out)
# active markets, base=LTC, quote=NONEXISTENT
args = [
"list-markets",
'--config', 'config_examples/config_bittrex.example.json',
'--config', 'tests/testdata/testconfigs/main_test_config.json',
"--base", "LTC", "--quote", "NONEXISTENT",
"--print-list",
]
start_list_markets(get_args(args), False)
captured = capsys.readouterr()
assert ("Exchange Bittrex has 0 active markets with LTC as base currency and "
assert ("Exchange Binance has 0 active markets with LTC as base currency and "
"with NONEXISTENT as quote currency.\n"
in captured.out)
# Test tabular output
args = [
"list-markets",
'--config', 'config_examples/config_bittrex.example.json',
'--config', 'tests/testdata/testconfigs/main_test_config.json',
]
start_list_markets(get_args(args), False)
captured = capsys.readouterr()
assert ("Exchange Bittrex has 12 active markets:\n"
assert ("Exchange Binance has 12 active markets:\n"
in captured.out)
# Test tabular output, no markets found
args = [
"list-markets",
'--config', 'config_examples/config_bittrex.example.json',
'--config', 'tests/testdata/testconfigs/main_test_config.json',
"--base", "LTC", "--quote", "NONEXISTENT",
]
start_list_markets(get_args(args), False)
captured = capsys.readouterr()
assert ("Exchange Bittrex has 0 active markets with LTC as base currency and "
assert ("Exchange Binance has 0 active markets with LTC as base currency and "
"with NONEXISTENT as quote currency.\n"
in captured.out)
# Test --print-json
args = [
"list-markets",
'--config', 'config_examples/config_bittrex.example.json',
'--config', 'tests/testdata/testconfigs/main_test_config.json',
"--print-json"
]
start_list_markets(get_args(args), False)
@@ -435,7 +435,7 @@ def test_list_markets(mocker, markets_static, capsys):
# Test --print-csv
args = [
"list-markets",
'--config', 'config_examples/config_bittrex.example.json',
'--config', 'tests/testdata/testconfigs/main_test_config.json',
"--print-csv"
]
start_list_markets(get_args(args), False)
@@ -447,7 +447,7 @@ def test_list_markets(mocker, markets_static, capsys):
# Test --one-column
args = [
"list-markets",
'--config', 'config_examples/config_bittrex.example.json',
'--config', 'tests/testdata/testconfigs/main_test_config.json',
"--one-column"
]
start_list_markets(get_args(args), False)
@@ -459,7 +459,7 @@ def test_list_markets(mocker, markets_static, capsys):
# Test --one-column
args = [
"list-markets",
'--config', 'config_examples/config_bittrex.example.json',
'--config', 'tests/testdata/testconfigs/main_test_config.json',
"--one-column"
]
with pytest.raises(OperationalException, match=r"Cannot get markets.*"):
@@ -971,7 +971,7 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
patched_configuration_load_config_file(mocker, default_conf)
args = [
'test-pairlist',
'-c', 'config_examples/config_bittrex.example.json'
'-c', 'tests/testdata/testconfigs/main_test_config.json'
]
start_test_pairlist(get_args(args))
@@ -985,7 +985,7 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
args = [
'test-pairlist',
'-c', 'config_examples/config_bittrex.example.json',
'-c', 'tests/testdata/testconfigs/main_test_config.json',
'--one-column',
]
start_test_pairlist(get_args(args))
@@ -994,7 +994,7 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
args = [
'test-pairlist',
'-c', 'config_examples/config_bittrex.example.json',
'-c', 'tests/testdata/testconfigs/main_test_config.json',
'--print-json',
]
start_test_pairlist(get_args(args))

View File

@@ -91,6 +91,8 @@ def generate_test_data(timeframe: str, size: int, start: str = '2020-07-05'):
base = np.random.normal(20, 2, size=size)
if timeframe == '1M':
date = pd.date_range(start, periods=size, freq='1MS', tz='UTC')
elif timeframe == '1w':
date = pd.date_range(start, periods=size, freq='1W-MON', tz='UTC')
else:
tf_mins = timeframe_to_minutes(timeframe)
date = pd.date_range(start, periods=size, freq=f'{tf_mins}min', tz='UTC')

View File

@@ -64,7 +64,7 @@ def test_ohlcv_fill_up_missing_data(testdatadir, caplog):
# Column names should not change
assert (data.columns == data2.columns).all()
assert log_has_re(f"Missing data fillup for UNITTEST/BTC: before: "
assert log_has_re(f"Missing data fillup for UNITTEST/BTC, 1m: before: "
f"{len(data)} - after: {len(data2)}.*", caplog)
# Test fillup actually fixes invalid backtest data
@@ -128,7 +128,7 @@ def test_ohlcv_fill_up_missing_data2(caplog):
# Column names should not change
assert (data.columns == data2.columns).all()
assert log_has_re(f"Missing data fillup for UNITTEST/BTC: before: "
assert log_has_re(f"Missing data fillup for UNITTEST/BTC, {timeframe}: before: "
f"{len(data)} - after: {len(data2)}.*", caplog)

View File

@@ -500,3 +500,89 @@ def test_dp__add_external_df(default_conf_usdt):
# 36 hours - from 2022-01-03 12:00:00+00:00 to 2022-01-05 00:00:00+00:00
assert isinstance(res[1], int)
assert res[1] == 0
def test_dp_get_required_startup(default_conf_usdt):
timeframe = '1h'
default_conf_usdt["timeframe"] = timeframe
dp = DataProvider(default_conf_usdt, None)
# No FreqAI config
assert dp.get_required_startup('5m', False) == 0
assert dp.get_required_startup('1h', False) == 0
assert dp.get_required_startup('1d', False) == 0
assert dp.get_required_startup('1d', True) == 0
assert dp.get_required_startup('1d') == 0
dp._config['startup_candle_count'] = 20
assert dp.get_required_startup('5m', False) == 20
assert dp.get_required_startup('5m', True) == 20
assert dp.get_required_startup('1h', False) == 20
assert dp.get_required_startup('1h') == 20
# With freqAI config
dp._config['freqai'] = {
'enabled': True,
'train_period_days': 20,
'feature_parameters': {
'indicator_periods_candles': [
5,
20,
]
}
}
assert dp.get_required_startup('5m', False) == 20
assert dp.get_required_startup('5m', True) == 5780
assert dp.get_required_startup('1h', False) == 20
assert dp.get_required_startup('1h', True) == 500
assert dp.get_required_startup('1d', False) == 20
assert dp.get_required_startup('1d', True) == 40
assert dp.get_required_startup('1d') == 40
# FreqAI kindof ignores startup_candle_count if it's below indicator_periods_candles
dp._config['startup_candle_count'] = 0
assert dp.get_required_startup('5m', False) == 20
assert dp.get_required_startup('5m', True) == 5780
assert dp.get_required_startup('1h', False) == 20
assert dp.get_required_startup('1h', True) == 500
assert dp.get_required_startup('1d', False) == 20
assert dp.get_required_startup('1d', True) == 40
assert dp.get_required_startup('1d') == 40
dp._config['freqai']['feature_parameters']['indicator_periods_candles'][1] = 50
assert dp.get_required_startup('5m', False) == 50
assert dp.get_required_startup('5m', True) == 5810
assert dp.get_required_startup('1h', False) == 50
assert dp.get_required_startup('1h', True) == 530
assert dp.get_required_startup('1d', False) == 50
assert dp.get_required_startup('1d', True) == 70
assert dp.get_required_startup('1d') == 70
# scenario from issue https://github.com/freqtrade/freqtrade/issues/9432
dp._config['freqai'] = {
'enabled': True,
'train_period_days': 180,
'feature_parameters': {
'indicator_periods_candles': [
10,
20,
]
}
}
dp._config['startup_candle_count'] = 40
assert dp.get_required_startup('5m', False) == 40
assert dp.get_required_startup('5m', True) == 51880
assert dp.get_required_startup('1h', False) == 40
assert dp.get_required_startup('1h', True) == 4360
assert dp.get_required_startup('1d', False) == 40
assert dp.get_required_startup('1d', True) == 220
assert dp.get_required_startup('1d') == 220

View File

@@ -13,7 +13,7 @@ from freqtrade.enums import CandleType, MarginMode, TradingMode
from freqtrade.exceptions import (DDosProtection, DependencyException, ExchangeError,
InsufficientFundsError, InvalidOrderException,
OperationalException, PricingError, TemporaryError)
from freqtrade.exchange import (Binance, Bittrex, Exchange, Kraken, market_is_active,
from freqtrade.exchange import (Binance, Bybit, Exchange, Kraken, market_is_active,
timeframe_to_prev_date)
from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, API_RETRY_COUNT,
calculate_backoff, remove_exchange_credentials)
@@ -228,10 +228,10 @@ def test_exchange_resolver(default_conf, mocker, caplog):
assert log_has_re(r"No .* specific subclass found. Using the generic class instead.", caplog)
caplog.clear()
default_conf['exchange']['name'] = 'Bittrex'
default_conf['exchange']['name'] = 'Bybit'
exchange = ExchangeResolver.load_exchange(default_conf)
assert isinstance(exchange, Exchange)
assert isinstance(exchange, Bittrex)
assert isinstance(exchange, Bybit)
assert not log_has_re(r"No .* specific subclass found. Using the generic class instead.",
caplog)
caplog.clear()
@@ -263,8 +263,8 @@ def test_exchange_resolver(default_conf, mocker, caplog):
def test_validate_order_time_in_force(default_conf, mocker, caplog):
caplog.set_level(logging.INFO)
# explicitly test bittrex, exchanges implementing other policies need separate tests
ex = get_patched_exchange(mocker, default_conf, id="bittrex")
# explicitly test bybit, exchanges implementing other policies need separate tests
ex = get_patched_exchange(mocker, default_conf, id="bybit")
tif = {
"buy": "gtc",
"sell": "gtc",
@@ -273,11 +273,14 @@ def test_validate_order_time_in_force(default_conf, mocker, caplog):
ex.validate_order_time_in_force(tif)
tif2 = {
"buy": "fok",
"sell": "ioc",
"sell": "ioc22",
}
with pytest.raises(OperationalException, match=r"Time in force.*not supported for .*"):
ex.validate_order_time_in_force(tif2)
tif2 = {
"buy": "fok",
"sell": "ioc",
}
# Patch to see if this will pass if the values are in the ft dict
ex._ft_has.update({"order_time_in_force": ["GTC", "FOK", "IOC"]})
ex.validate_order_time_in_force(tif2)
@@ -915,7 +918,6 @@ def test_validate_ordertypes(default_conf, mocker):
mocker.patch(f'{EXMS}.validate_timeframes')
mocker.patch(f'{EXMS}.validate_stakecurrency')
mocker.patch(f'{EXMS}.validate_pricing')
mocker.patch(f'{EXMS}.name', 'Bittrex')
default_conf['order_types'] = {
'entry': 'limit',
@@ -2766,7 +2768,6 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na
assert res_ohlcv[9][4] == 0.07668
assert res_ohlcv[9][5] == 16.65244264
# Bittrex use-case (real data from Bittrex)
# This OHLCV data is ordered ASC (oldest first, newest last)
ohlcv = [
[1527827700000, 0.07659999, 0.0766, 0.07627, 0.07657998, 1.85216924],
@@ -3410,7 +3411,7 @@ def test_get_fee(default_conf, mocker, exchange_name):
def test_stoploss_order_unsupported_exchange(default_conf, mocker):
exchange = get_patched_exchange(mocker, default_conf, id='bittrex')
exchange = get_patched_exchange(mocker, default_conf, id='bitpanda')
with pytest.raises(OperationalException, match=r"stoploss is not implemented .*"):
exchange.create_stoploss(
pair='ETH/BTC',
@@ -3606,10 +3607,10 @@ def test_ohlcv_candle_limit(default_conf, mocker, exchange_name):
timeframes = ('1m', '5m', '1h')
expected = exchange._ft_has['ohlcv_candle_limit']
for timeframe in timeframes:
if 'ohlcv_candle_limit_per_timeframe' in exchange._ft_has:
expected = exchange._ft_has['ohlcv_candle_limit_per_timeframe'][timeframe]
# This should only run for bittrex
assert exchange_name == 'bittrex'
# if 'ohlcv_candle_limit_per_timeframe' in exchange._ft_has:
# expected = exchange._ft_has['ohlcv_candle_limit_per_timeframe'][timeframe]
# This should only run for bittrex
# assert exchange_name == 'bittrex'
assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT) == expected
@@ -4522,10 +4523,10 @@ def test_amount_to_contract_precision(
@pytest.mark.parametrize('exchange_name,open_rate,is_short,trading_mode,margin_mode', [
# Bittrex
('bittrex', 2.0, False, 'spot', None),
('bittrex', 2.0, False, 'spot', 'cross'),
('bittrex', 2.0, True, 'spot', 'isolated'),
# Bybit
('bybit', 2.0, False, 'spot', None),
('bybit', 2.0, False, 'spot', 'cross'),
('bybit', 2.0, True, 'spot', 'isolated'),
# Binance
('binance', 2.0, False, 'spot', None),
('binance', 2.0, False, 'spot', 'cross'),
@@ -4947,7 +4948,7 @@ def test_get_max_leverage_futures(default_conf, mocker, leverage_tiers):
exchange.get_max_leverage("BTC/USDT:USDT", 1000000000.01)
@pytest.mark.parametrize("exchange_name", ['bittrex', 'binance', 'kraken', 'gate', 'okx', 'bybit'])
@pytest.mark.parametrize("exchange_name", ['binance', 'kraken', 'gate', 'okx', 'bybit'])
def test__get_params(mocker, default_conf, exchange_name):
api_mock = MagicMock()
mocker.patch(f'{EXMS}.exchange_has', return_value=True)

View File

@@ -218,9 +218,6 @@ class TestCCXTExchange:
def test_ccxt__async_get_candle_history(self, exchange: EXCHANGE_FIXTURE_TYPE):
exc, exchangename = exchange
if exchangename in ('bittrex'):
# For some weired reason, this test returns random lengths for bittrex.
pytest.skip("Exchange doesn't provide stable ohlcv history")
if not exc._ft_has['ohlcv_has_history']:
pytest.skip("Exchange does not support candle history")

View File

@@ -20,6 +20,21 @@ def is_mac() -> bool:
return "Darwin" in machine
@pytest.fixture(autouse=True)
def patch_torch_initlogs(mocker) -> None:
if is_mac():
# Mock torch import completely
import sys
import types
module_name = 'torch'
mocked_module = types.ModuleType(module_name)
sys.modules[module_name] = mocked_module
else:
mocker.patch("torch._logging._init_logs")
@pytest.fixture(scope="function")
def freqai_conf(default_conf, tmp_path):
freqaiconf = deepcopy(default_conf)

View File

@@ -176,6 +176,7 @@ def test_extract_data_and_train_model_MultiTargets(mocker, freqai_conf, model, s
'CatboostClassifier',
'XGBoostClassifier',
'XGBoostRFClassifier',
'SKLearnRandomForestClassifier',
'PyTorchMLPClassifier',
])
def test_extract_data_and_train_model_Classifiers(mocker, freqai_conf, model):

View File

@@ -549,6 +549,7 @@ def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None:
default_conf_usdt['exchange']['pair_whitelist'] = ['.*']
backtesting = Backtesting(default_conf_usdt)
backtesting._set_strategy(backtesting.strategylist[0])
mocker.patch('freqtrade.optimize.backtesting.Backtesting._run_funding_fees')
pair = 'ETH/USDT:USDT'
row = [
pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0),
@@ -851,9 +852,13 @@ def test_backtest_one_detail(default_conf_usdt, fee, mocker, testdatadir, use_de
assert late_entry > 0
@pytest.mark.parametrize('use_detail', [True, False])
@pytest.mark.parametrize('use_detail,exp_funding_fee, exp_ff_updates', [
(True, -0.018054162, 11),
(False, -0.01780296, 5),
])
def test_backtest_one_detail_futures(
default_conf_usdt, fee, mocker, testdatadir, use_detail) -> None:
default_conf_usdt, fee, mocker, testdatadir, use_detail, exp_funding_fee,
exp_ff_updates) -> None:
default_conf_usdt['use_exit_signal'] = False
default_conf_usdt['trading_mode'] = 'futures'
default_conf_usdt['margin_mode'] = 'isolated'
@@ -882,6 +887,8 @@ def test_backtest_one_detail_futures(
default_conf_usdt['max_open_trades'] = 10
backtesting = Backtesting(default_conf_usdt)
ff_spy = mocker.spy(backtesting.exchange, 'calculate_funding_fees')
backtesting._set_strategy(backtesting.strategylist[0])
backtesting.strategy.populate_entry_trend = advise_entry
backtesting.strategy.custom_entry_price = custom_entry_price
@@ -936,13 +943,22 @@ def test_backtest_one_detail_futures(
assert (round(ln2.iloc[0]["low"], 6) <= round(
t["close_rate"], 6) <= round(ln2.iloc[0]["high"], 6))
assert -0.0181 < Trade.trades[1].funding_fees < -0.01
assert pytest.approx(Trade.trades[1].funding_fees) == exp_funding_fee
assert ff_spy.call_count == exp_ff_updates
# assert late_entry > 0
@pytest.mark.parametrize('use_detail', [True, False])
@pytest.mark.parametrize('use_detail,entries,max_stake,ff_updates,expected_ff', [
(True, 50, 3000, 54, -1.18038144),
(False, 6, 360, 10, -0.14679994),
])
def test_backtest_one_detail_futures_funding_fees(
default_conf_usdt, fee, mocker, testdatadir, use_detail) -> None:
default_conf_usdt, fee, mocker, testdatadir, use_detail, entries, max_stake,
ff_updates, expected_ff,
) -> None:
"""
Funding fees are expected to differ, as the maximum position size differs.
"""
default_conf_usdt['use_exit_signal'] = False
default_conf_usdt['trading_mode'] = 'futures'
default_conf_usdt['margin_mode'] = 'isolated'
@@ -975,6 +991,7 @@ def test_backtest_one_detail_futures_funding_fees(
default_conf_usdt['max_open_trades'] = 1
backtesting = Backtesting(default_conf_usdt)
ff_spy = mocker.spy(backtesting.exchange, 'calculate_funding_fees')
backtesting._set_strategy(backtesting.strategylist[0])
backtesting.strategy.populate_entry_trend = advise_entry
backtesting.strategy.adjust_trade_position = adjust_trade_position
@@ -1000,13 +1017,18 @@ def test_backtest_one_detail_futures_funding_fees(
assert len(results) == 1
assert 'orders' in results.columns
# funding_fees have been calculated for each funding-fee candle
# the trade is open for 26 hours - hence we expect the 8h fee to apply 4 times.
# Additional counts will happen due each successful entry, which needs to call this, too.
assert ff_spy.call_count == ff_updates
for t in Trade.trades:
# At least 4 adjustment orders
assert t.nr_of_successful_entries >= 6
# At least 6 adjustment orders
assert t.nr_of_successful_entries == entries
# Funding fees will vary depending on the number of adjustment orders
# That number is a lot higher with detail data.
assert -1.81 < t.funding_fees < -0.1
assert t.max_stake_amount == max_stake
assert pytest.approx(t.funding_fees) == expected_ff
def test_backtest_timedout_entry_orders(default_conf, fee, mocker, testdatadir) -> None:

View File

@@ -104,6 +104,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera
mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf'))
mocker.patch(f"{EXMS}.get_max_leverage", return_value=10)
mocker.patch(f"{EXMS}.get_maintenance_ratio_and_amt", return_value=(0.1, 0.1))
mocker.patch('freqtrade.optimize.backtesting.Backtesting._run_funding_fees')
patch_exchange(mocker)
default_conf.update({

View File

@@ -1770,6 +1770,7 @@ def test_api_freqaimodels(botclient, tmp_path, mocker):
{'name': 'LightGBMRegressorMultiTarget'},
{'name': 'ReinforcementLearner'},
{'name': 'ReinforcementLearner_multiproc'},
{'name': 'SKlearnRandomForestClassifier'},
{'name': 'XGBoostClassifier'},
{'name': 'XGBoostRFClassifier'},
{'name': 'XGBoostRFRegressor'},
@@ -1788,6 +1789,7 @@ def test_api_freqaimodels(botclient, tmp_path, mocker):
'LightGBMRegressorMultiTarget',
'ReinforcementLearner',
'ReinforcementLearner_multiproc',
'SKlearnRandomForestClassifier',
'XGBoostClassifier',
'XGBoostRFClassifier',
'XGBoostRFRegressor',

View File

@@ -63,7 +63,35 @@ def test_merge_informative_pair():
assert result.iloc[8]['date_1h'] is pd.NaT
def test_merge_informative_pair_high_tf():
def test_merge_informative_pair_weekly():
# Covers roughly 2 months - until 2023-01-10
data = generate_test_data('1h', 1040, '2022-11-28')
informative = generate_test_data('1w', 40, '2022-11-01')
informative['day'] = informative['date'].dt.day_name()
result = merge_informative_pair(data, informative, '1h', '1w', ffill=True)
assert isinstance(result, pd.DataFrame)
# 2022-12-24 is a Saturday
candle1 = result.loc[(result['date'] == '2022-12-24T22:00:00.000Z')]
assert candle1.iloc[0]['date'] == pd.Timestamp('2022-12-24T22:00:00.000Z')
assert candle1.iloc[0]['date_1w'] == pd.Timestamp('2022-12-12T00:00:00.000Z')
candle2 = result.loc[(result['date'] == '2022-12-24T23:00:00.000Z')]
assert candle2.iloc[0]['date'] == pd.Timestamp('2022-12-24T23:00:00.000Z')
assert candle2.iloc[0]['date_1w'] == pd.Timestamp('2022-12-12T00:00:00.000Z')
# 2022-12-25 is a Sunday
candle3 = result.loc[(result['date'] == '2022-12-25T22:00:00.000Z')]
assert candle3.iloc[0]['date'] == pd.Timestamp('2022-12-25T22:00:00.000Z')
# Still old candle
assert candle3.iloc[0]['date_1w'] == pd.Timestamp('2022-12-12T00:00:00.000Z')
candle4 = result.loc[(result['date'] == '2022-12-25T23:00:00.000Z')]
assert candle4.iloc[0]['date'] == pd.Timestamp('2022-12-25T23:00:00.000Z')
assert candle4.iloc[0]['date_1w'] == pd.Timestamp('2022-12-19T00:00:00.000Z')
def test_merge_informative_pair_monthly():
# Covers roughly 2 months - until 2023-01-10
data = generate_test_data('1h', 1040, '2022-11-28')
informative = generate_test_data('1M', 40, '2022-01-01')

View File

@@ -173,7 +173,7 @@ def test_download_data_options() -> None:
def test_plot_dataframe_options() -> None:
args = [
'plot-dataframe',
'-c', 'config_examples/config_bittrex.example.json',
'-c', 'tests/testdata/testconfigs/main_test_config.json',
'--indicators1', 'sma10', 'sma100',
'--indicators2', 'macd', 'fastd', 'fastk',
'--plot-limit', '30',

View File

@@ -146,7 +146,7 @@ def test_get_trade_stake_amount(default_conf_usdt, mocker) -> None:
freqtrade = FreqtradeBot(default_conf_usdt)
result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT')
result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT', 1)
assert result == default_conf_usdt['stake_amount']
@@ -211,12 +211,12 @@ def test_check_available_stake_amount(
if expected[i] is not None:
limit_buy_order_usdt_open['id'] = str(i)
result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT')
result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT', 1)
assert pytest.approx(result) == expected[i]
freqtrade.execute_entry('ETH/USDT', result)
else:
with pytest.raises(DependencyException):
freqtrade.wallets.get_trade_stake_amount('ETH/USDT')
freqtrade.wallets.get_trade_stake_amount('ETH/USDT', 1)
def test_edge_called_in_process(mocker, edge_conf) -> None:
@@ -238,9 +238,9 @@ def test_edge_overrides_stake_amount(mocker, edge_conf) -> None:
freqtrade = FreqtradeBot(edge_conf)
assert freqtrade.wallets.get_trade_stake_amount(
'NEO/BTC', freqtrade.edge) == (999.9 * 0.5 * 0.01) / 0.20
'NEO/BTC', 1, freqtrade.edge) == (999.9 * 0.5 * 0.01) / 0.20
assert freqtrade.wallets.get_trade_stake_amount(
'LTC/BTC', freqtrade.edge) == (999.9 * 0.5 * 0.01) / 0.21
'LTC/BTC', 1, freqtrade.edge) == (999.9 * 0.5 * 0.01) / 0.21
@pytest.mark.parametrize('buy_price_mult,ignore_strat_sl', [
@@ -420,7 +420,8 @@ def test_create_trade_minimal_amount(
else:
assert not freqtrade.create_trade('ETH/USDT')
if not max_open_trades:
assert freqtrade.wallets.get_trade_stake_amount('ETH/USDT', freqtrade.edge) == 0
assert freqtrade.wallets.get_trade_stake_amount(
'ETH/USDT', default_conf_usdt['max_open_trades'], freqtrade.edge) == 0
@pytest.mark.parametrize('whitelist,positions', [
@@ -3485,7 +3486,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_
@pytest.mark.parametrize("is_short", [False, True])
@pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'kraken', 'bittrex'],
@pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'kraken', 'bybit'],
indirect=['limit_buy_order_canceled_empty'])
def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, is_short, fee,
limit_buy_order_canceled_empty) -> None:

View File

@@ -185,7 +185,7 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, mocker, balance_rati
trades = Trade.session.scalars(select(Trade)).all()
assert len(trades) == 4
assert freqtrade.wallets.get_trade_stake_amount('XRP/BTC') == result1
assert freqtrade.wallets.get_trade_stake_amount('XRP/BTC', 5) == result1
rpc._rpc_force_entry('TKN/BTC', None)
@@ -205,7 +205,7 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, mocker, balance_rati
# One trade sold
assert len(trades) == 4
# stake-amount should now be reduced, since one trade was sold at a loss.
assert freqtrade.wallets.get_trade_stake_amount('XRP/BTC') < result1
assert freqtrade.wallets.get_trade_stake_amount('XRP/BTC', 5) < result1
# Validate that balance of sold trade is not in dry-run balances anymore.
bals2 = freqtrade.wallets.get_all_balances()
assert bals != bals2

View File

@@ -67,12 +67,12 @@ def test_main_fatal_exception(mocker, default_conf, caplog) -> None:
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
mocker.patch('freqtrade.freqtradebot.init_db', MagicMock())
args = ['trade', '-c', 'config_examples/config_bittrex.example.json']
args = ['trade', '-c', 'tests/testdata/testconfigs/main_test_config.json']
# Test Main + the KeyboardInterrupt exception
with pytest.raises(SystemExit):
main(args)
assert log_has('Using config: config_examples/config_bittrex.example.json ...', caplog)
assert log_has('Using config: tests/testdata/testconfigs/main_test_config.json ...', caplog)
assert log_has('Fatal exception!', caplog)
@@ -85,12 +85,12 @@ def test_main_keyboard_interrupt(mocker, default_conf, caplog) -> None:
mocker.patch('freqtrade.wallets.Wallets.update', MagicMock())
mocker.patch('freqtrade.freqtradebot.init_db', MagicMock())
args = ['trade', '-c', 'config_examples/config_bittrex.example.json']
args = ['trade', '-c', 'tests/testdata/testconfigs/main_test_config.json']
# Test Main + the KeyboardInterrupt exception
with pytest.raises(SystemExit):
main(args)
assert log_has('Using config: config_examples/config_bittrex.example.json ...', caplog)
assert log_has('Using config: tests/testdata/testconfigs/main_test_config.json ...', caplog)
assert log_has('SIGINT received, aborting ...', caplog)
@@ -106,12 +106,12 @@ def test_main_operational_exception(mocker, default_conf, caplog) -> None:
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
mocker.patch('freqtrade.freqtradebot.init_db', MagicMock())
args = ['trade', '-c', 'config_examples/config_bittrex.example.json']
args = ['trade', '-c', 'tests/testdata/testconfigs/main_test_config.json']
# Test Main + the KeyboardInterrupt exception
with pytest.raises(SystemExit):
main(args)
assert log_has('Using config: config_examples/config_bittrex.example.json ...', caplog)
assert log_has('Using config: tests/testdata/testconfigs/main_test_config.json ...', caplog)
assert log_has('Oh snap!', caplog)
@@ -160,13 +160,13 @@ def test_main_reload_config(mocker, default_conf, caplog) -> None:
args = Arguments([
'trade',
'-c',
'config_examples/config_bittrex.example.json'
'tests/testdata/testconfigs/main_test_config.json'
]).get_parsed_arg()
worker = Worker(args=args, config=default_conf)
with pytest.raises(SystemExit):
main(['trade', '-c', 'config_examples/config_bittrex.example.json'])
main(['trade', '-c', 'tests/testdata/testconfigs/main_test_config.json'])
assert log_has('Using config: config_examples/config_bittrex.example.json ...', caplog)
assert log_has('Using config: tests/testdata/testconfigs/main_test_config.json ...', caplog)
assert worker_mock.call_count == 4
assert reconfigure_mock.call_count == 1
assert isinstance(worker.freqtrade, FreqtradeBot)
@@ -187,7 +187,7 @@ def test_reconfigure(mocker, default_conf) -> None:
args = Arguments([
'trade',
'-c',
'config_examples/config_bittrex.example.json'
'tests/testdata/testconfigs/main_test_config.json'
]).get_parsed_arg()
worker = Worker(args=args, config=default_conf)
freqtrade = worker.freqtrade

View File

@@ -377,7 +377,7 @@ def test_start_plot_dataframe(mocker):
aup = mocker.patch("freqtrade.plot.plotting.load_and_plot_trades", MagicMock())
args = [
"plot-dataframe",
"--config", "config_examples/config_bittrex.example.json",
"--config", "tests/testdata/testconfigs/main_test_config.json",
"--pairs", "ETH/BTC"
]
start_plot_dataframe(get_args(args))
@@ -420,7 +420,7 @@ def test_start_plot_profit(mocker):
aup = mocker.patch("freqtrade.plot.plotting.plot_profit", MagicMock())
args = [
"plot-profit",
"--config", "config_examples/config_bittrex.example.json",
"--config", "tests/testdata/testconfigs/main_test_config.json",
"--pairs", "ETH/BTC"
]
start_plot_profit(get_args(args))

View File

@@ -121,7 +121,7 @@ def test_get_trade_stake_amount_no_stake_amount(default_conf, mocker) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
freqtrade.wallets.get_trade_stake_amount('ETH/BTC', 1)
@pytest.mark.parametrize("balance_ratio,capital,result1,result2", [
@@ -148,7 +148,6 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_r
conf = deepcopy(default_conf)
conf['stake_amount'] = UNLIMITED_STAKE_AMOUNT
conf['dry_run_wallet'] = 100
conf['max_open_trades'] = 2
conf['tradable_balance_ratio'] = balance_ratio
if capital is not None:
conf['available_capital'] = capital
@@ -156,30 +155,28 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_r
freqtrade = get_patched_freqtradebot(mocker, conf)
# no open trades, order amount should be 'balance / max_open_trades'
result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT')
result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT', 2)
assert result == result1
# create one trade, order amount should be 'balance / (max_open_trades - num_open_trades)'
freqtrade.execute_entry('ETH/USDT', result)
result = freqtrade.wallets.get_trade_stake_amount('LTC/USDT')
result = freqtrade.wallets.get_trade_stake_amount('LTC/USDT', 2)
assert result == result1
# create 2 trades, order amount should be None
freqtrade.execute_entry('LTC/BTC', result)
result = freqtrade.wallets.get_trade_stake_amount('XRP/USDT')
result = freqtrade.wallets.get_trade_stake_amount('XRP/USDT', 2)
assert result == 0
freqtrade.config['max_open_trades'] = 3
freqtrade.config['dry_run_wallet'] = 200
freqtrade.wallets.start_cap = 200
result = freqtrade.wallets.get_trade_stake_amount('XRP/USDT')
result = freqtrade.wallets.get_trade_stake_amount('XRP/USDT', 3)
assert round(result, 4) == round(result2, 4)
# set max_open_trades = None, so do not trade
freqtrade.config['max_open_trades'] = 0
result = freqtrade.wallets.get_trade_stake_amount('NEO/USDT')
result = freqtrade.wallets.get_trade_stake_amount('NEO/USDT', 0)
assert result == 0

View File

@@ -0,0 +1,77 @@
{
"max_open_trades": 3,
"stake_currency": "BTC",
"stake_amount": 0.05,
"tradable_balance_ratio": 0.99,
"fiat_display_currency": "USD",
"timeframe": "5m",
"dry_run": true,
"cancel_open_orders_on_exit": false,
"unfilledtimeout": {
"entry": 10,
"exit": 10,
"exit_timeout_count": 0,
"unit": "minutes"
},
"entry_pricing": {
"price_side": "same",
"use_order_book": true,
"order_book_top": 1,
"price_last_balance": 0.0,
"check_depth_of_market": {
"enabled": false,
"bids_to_ask_delta": 1
}
},
"exit_pricing":{
"price_side": "same",
"use_order_book": true,
"order_book_top": 1
},
"exchange": {
"name": "binance",
"key": "your_exchange_key",
"secret": "your_exchange_secret",
"ccxt_config": {},
"ccxt_async_config": {},
"pair_whitelist": [
"ETH/BTC",
"LTC/BTC",
"ETC/BTC",
"RVN/BTC",
"CRO/BTC",
"XLM/BTC",
"XRP/BTC",
"TRX/BTC",
"ADA/BTC",
"DOT/BTC"
],
"pair_blacklist": [
"DOGE/BTC"
]
},
"pairlists": [
{"method": "StaticPairList"}
],
"telegram": {
"enabled": false,
"token": "your_telegram_token",
"chat_id": "your_telegram_chat_id"
},
"api_server": {
"enabled": false,
"listen_ip_address": "127.0.0.1",
"listen_port": 8080,
"verbosity": "error",
"jwt_secret_key": "somethingrandom",
"CORS_origins": [],
"username": "freqtrader",
"password": "SuperSecurePassword"
},
"bot_name": "freqtrade",
"initial_state": "running",
"force_entry_enable": false,
"internals": {
"process_throttle_secs": 5
}
}