Merge pull request #12546 from freqtrade/dependabot/pip/develop/time-machine-3.0.0

chore(deps-dev): bump time-machine from 2.19.0 to 3.0.0

freqtrade/exchange/binance.py

@@ -5,7 +5,6 @@ from datetime import UTC, datetime
 from pathlib import Path
 
 import ccxt
-from cachetools import TTLCache
 from pandas import DataFrame
 
 from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS
@@ -21,6 +20,7 @@ from freqtrade.exchange.common import retrier
 from freqtrade.exchange.exchange_types import FtHas, Tickers
 from freqtrade.exchange.exchange_utils_timeframe import timeframe_to_msecs
 from freqtrade.misc import deep_merge_dicts, json_load
+from freqtrade.util import FtTTLCache
 from freqtrade.util.datetime_helpers import dt_from_ts, dt_ts
 
 
@@ -76,7 +76,7 @@ class Binance(Exchange):
 
     def __init__(self, *args, **kwargs) -> None:
         super().__init__(*args, **kwargs)
-        self._spot_delist_schedule_cache: TTLCache = TTLCache(maxsize=100, ttl=300)
+        self._spot_delist_schedule_cache: FtTTLCache = FtTTLCache(maxsize=100, ttl=300)
 
     def get_proxy_coin(self) -> str:
         """

freqtrade/exchange/exchange.py

@@ -16,7 +16,6 @@ from typing import Any, Literal, TypeGuard, TypeVar
 
 import ccxt
 import ccxt.pro as ccxt_pro
-from cachetools import TTLCache
 from ccxt import TICK_SIZE
 from dateutil import parser
 from pandas import DataFrame, concat
@@ -107,9 +106,8 @@ from freqtrade.misc import (
     file_load_json,
     safe_value_fallback2,
 )
-from freqtrade.util import dt_from_ts, dt_now
+from freqtrade.util import FtTTLCache, PeriodicCache, dt_from_ts, dt_now
 from freqtrade.util.datetime_helpers import dt_humanize_delta, dt_ts, format_ms_time
-from freqtrade.util.periodic_cache import PeriodicCache
 
 
 logger = logging.getLogger(__name__)
@@ -230,13 +228,13 @@ class Exchange:
 
         self._cache_lock = Lock()
         # Cache for 10 minutes ...
-        self._fetch_tickers_cache: TTLCache = TTLCache(maxsize=4, ttl=60 * 10)
+        self._fetch_tickers_cache: FtTTLCache = FtTTLCache(maxsize=4, ttl=60 * 10)
         # Cache values for 300 to avoid frequent polling of the exchange for prices
         # Caching only applies to RPC methods, so prices for open trades are still
         # refreshed once every iteration.
         # Shouldn't be too high either, as it'll freeze UI updates in case of open orders.
-        self._exit_rate_cache: TTLCache = TTLCache(maxsize=100, ttl=300)
-        self._entry_rate_cache: TTLCache = TTLCache(maxsize=100, ttl=300)
+        self._exit_rate_cache: FtTTLCache = FtTTLCache(maxsize=100, ttl=300)
+        self._entry_rate_cache: FtTTLCache = FtTTLCache(maxsize=100, ttl=300)
 
         # Holds candles
         self._klines: dict[PairWithTimeframe, DataFrame] = {}
@@ -2164,7 +2162,9 @@ class Exchange:
         name = side.capitalize()
         strat_name = "entry_pricing" if side == "entry" else "exit_pricing"
 
-        cache_rate: TTLCache = self._entry_rate_cache if side == "entry" else self._exit_rate_cache
+        cache_rate: FtTTLCache = (
+            self._entry_rate_cache if side == "entry" else self._exit_rate_cache
+        )
         if not refresh:
             with self._cache_lock:
                 rate = cache_rate.get(pair)

freqtrade/mixins/logging_mixin.py

@@ -1,6 +1,8 @@
 from collections.abc import Callable
 
-from cachetools import TTLCache, cached
+from cachetools import cached
+
+from freqtrade.util import FtTTLCache
 
 
 class LoggingMixin:
@@ -18,7 +20,7 @@ class LoggingMixin:
         """
         self.logger = logger
         self.refresh_period = refresh_period
-        self._log_cache: TTLCache = TTLCache(maxsize=1024, ttl=self.refresh_period)
+        self._log_cache: FtTTLCache = FtTTLCache(maxsize=1024, ttl=self.refresh_period)
 
     def log_once(self, message: str, logmethod: Callable, force_show: bool = False) -> None:
         """

freqtrade/plugins/pairlist/MarketCapPairList.py

@@ -7,11 +7,10 @@ Provides dynamic pair list based on Market Cap
 import logging
 import math
 
-from cachetools import TTLCache
-
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.exchange_types import Tickers
 from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter, SupportsBacktesting
+from freqtrade.util import FtTTLCache
 from freqtrade.util.coin_gecko import FtCoinGeckoApi
 
 
@@ -38,7 +37,7 @@ class MarketCapPairList(IPairList):
         self._max_rank = self._pairlistconfig.get("max_rank", 30)
         self._refresh_period = self._pairlistconfig.get("refresh_period", 86400)
         self._categories = self._pairlistconfig.get("categories", [])
-        self._marketcap_cache: TTLCache = TTLCache(maxsize=1, ttl=self._refresh_period)
+        self._marketcap_cache: FtTTLCache = FtTTLCache(maxsize=1, ttl=self._refresh_period)
 
         _coingecko_config = self._config.get("coingecko", {})
 

freqtrade/plugins/pairlist/PercentChangePairList.py

@@ -10,7 +10,6 @@ import logging
 from datetime import timedelta
 from typing import TypedDict
 
-from cachetools import TTLCache
 from pandas import DataFrame
 
 from freqtrade.constants import ListPairsWithTimeframes, PairWithTimeframe
@@ -18,7 +17,7 @@ from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_prev_date
 from freqtrade.exchange.exchange_types import Ticker, Tickers
 from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter, SupportsBacktesting
-from freqtrade.util import dt_now, format_ms_time
+from freqtrade.util import FtTTLCache, dt_now, format_ms_time
 
 
 logger = logging.getLogger(__name__)
@@ -47,7 +46,7 @@ class PercentChangePairList(IPairList):
         self._min_value = self._pairlistconfig.get("min_value", None)
         self._max_value = self._pairlistconfig.get("max_value", None)
         self._refresh_period = self._pairlistconfig.get("refresh_period", 1800)
-        self._pair_cache: TTLCache = TTLCache(maxsize=1, ttl=self._refresh_period)
+        self._pair_cache: FtTTLCache = FtTTLCache(maxsize=1, ttl=self._refresh_period)
         self._lookback_days = self._pairlistconfig.get("lookback_days", 0)
         self._lookback_timeframe = self._pairlistconfig.get("lookback_timeframe", "1d")
         self._lookback_period = self._pairlistconfig.get("lookback_period", 0)

freqtrade/plugins/pairlist/RemotePairList.py

@@ -10,7 +10,6 @@ from typing import Any
 
 import rapidjson
 import requests
-from cachetools import TTLCache
 
 from freqtrade import __version__
 from freqtrade.configuration.load_config import CONFIG_PARSE_MODE
@@ -18,6 +17,7 @@ from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.exchange_types import Tickers
 from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter, SupportsBacktesting
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
+from freqtrade.util import FtTTLCache
 
 
 logger = logging.getLogger(__name__)
@@ -48,7 +48,7 @@ class RemotePairList(IPairList):
         self._number_pairs = self._pairlistconfig["number_assets"]
         self._refresh_period: int = self._pairlistconfig.get("refresh_period", 1800)
         self._keep_pairlist_on_failure = self._pairlistconfig.get("keep_pairlist_on_failure", True)
-        self._pair_cache: TTLCache = TTLCache(maxsize=1, ttl=self._refresh_period)
+        self._pair_cache: FtTTLCache = FtTTLCache(maxsize=1, ttl=self._refresh_period)
         self._pairlist_url = self._pairlistconfig.get("pairlist_url", "")
         self._read_timeout = self._pairlistconfig.get("read_timeout", 60)
         self._bearer_token = self._pairlistconfig.get("bearer_token", "")
@@ -159,7 +159,7 @@ class RemotePairList(IPairList):
             )
 
             self._refresh_period = remote_refresh_period
-            self._pair_cache = TTLCache(maxsize=1, ttl=remote_refresh_period)
+            self._pair_cache = FtTTLCache(maxsize=1, ttl=remote_refresh_period)
 
         self._init_done = True
 

freqtrade/plugins/pairlist/VolatilityFilter.py

@@ -7,7 +7,6 @@ import sys
 from datetime import timedelta
 
 import numpy as np
-from cachetools import TTLCache
 from pandas import DataFrame
 
 from freqtrade.constants import ListPairsWithTimeframes
@@ -15,7 +14,7 @@ from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.exchange_types import Tickers
 from freqtrade.misc import plural
 from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter, SupportsBacktesting
-from freqtrade.util import dt_floor_day, dt_now, dt_ts
+from freqtrade.util import FtTTLCache, dt_floor_day, dt_now, dt_ts
 
 
 logger = logging.getLogger(__name__)
@@ -38,7 +37,7 @@ class VolatilityFilter(IPairList):
         self._def_candletype = self._config["candle_type_def"]
         self._sort_direction: str | None = self._pairlistconfig.get("sort_direction", None)
 
-        self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
+        self._pair_cache: FtTTLCache = FtTTLCache(maxsize=1000, ttl=self._refresh_period)
 
         candle_limit = self._exchange.ohlcv_candle_limit("1d", self._def_candletype)
         if self._days < 1:

freqtrade/plugins/pairlist/VolumePairList.py

@@ -8,14 +8,12 @@ import logging
 from datetime import timedelta
 from typing import Any, Literal
 
-from cachetools import TTLCache
-
 from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_prev_date
 from freqtrade.exchange.exchange_types import Tickers
 from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter, SupportsBacktesting
-from freqtrade.util import dt_now, format_ms_time
+from freqtrade.util import FtTTLCache, dt_now, format_ms_time
 
 
 logger = logging.getLogger(__name__)
@@ -43,7 +41,7 @@ class VolumePairList(IPairList):
         self._min_value = self._pairlistconfig.get("min_value", 0)
         self._max_value = self._pairlistconfig.get("max_value", None)
         self._refresh_period = self._pairlistconfig.get("refresh_period", 1800)
-        self._pair_cache: TTLCache = TTLCache(maxsize=1, ttl=self._refresh_period)
+        self._pair_cache: FtTTLCache = FtTTLCache(maxsize=1, ttl=self._refresh_period)
         self._lookback_days = self._pairlistconfig.get("lookback_days", 0)
         self._lookback_timeframe = self._pairlistconfig.get("lookback_timeframe", "1d")
         self._lookback_period = self._pairlistconfig.get("lookback_period", 0)

freqtrade/plugins/pairlist/rangestabilityfilter.py

@@ -5,7 +5,6 @@ Rate of change pairlist filter
 import logging
 from datetime import timedelta
 
-from cachetools import TTLCache
 from pandas import DataFrame
 
 from freqtrade.constants import ListPairsWithTimeframes
@@ -13,7 +12,7 @@ from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.exchange_types import Tickers
 from freqtrade.misc import plural
 from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter, SupportsBacktesting
-from freqtrade.util import dt_floor_day, dt_now, dt_ts
+from freqtrade.util import FtTTLCache, dt_floor_day, dt_now, dt_ts
 
 
 logger = logging.getLogger(__name__)
@@ -32,7 +31,7 @@ class RangeStabilityFilter(IPairList):
         self._def_candletype = self._config["candle_type_def"]
         self._sort_direction: str | None = self._pairlistconfig.get("sort_direction", None)
 
-        self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
+        self._pair_cache: FtTTLCache = FtTTLCache(maxsize=1000, ttl=self._refresh_period)
 
         candle_limit = self._exchange.ohlcv_candle_limit("1d", self._def_candletype)
         if self._days < 1:

freqtrade/plugins/pairlistmanager.py

@@ -5,7 +5,7 @@ PairList manager class
 import logging
 from functools import partial
 
-from cachetools import LRUCache, TTLCache, cached
+from cachetools import LRUCache, cached
 
 from freqtrade.constants import Config, ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
@@ -17,6 +17,7 @@ from freqtrade.mixins import LoggingMixin
 from freqtrade.plugins.pairlist.IPairList import IPairList, SupportsBacktesting
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 from freqtrade.resolvers import PairListResolver
+from freqtrade.util import FtTTLCache
 
 
 logger = logging.getLogger(__name__)
@@ -129,7 +130,7 @@ class PairListManager(LoggingMixin):
         """List of short_desc for each Pairlist Handler"""
         return [{p.name: p.short_desc()} for p in self._pairlist_handlers]
 
-    @cached(TTLCache(maxsize=1, ttl=1800))
+    @cached(FtTTLCache(maxsize=1, ttl=1800))
     def _get_cached_tickers(self) -> Tickers:
         return self._exchange.get_tickers()
 

freqtrade/rpc/api_server/webserver_bgwork.py

@@ -37,7 +37,7 @@ class ApiBG:
 
     # Generic background jobs
 
-    # TODO: Change this to TTLCache
+    # TODO: Change this to FtTTLCache
     jobs: dict[str, JobsContainer] = {}
     # Pairlist evaluate things
     pairlist_running: bool = False

freqtrade/rpc/fiat_convert.py

@@ -7,11 +7,11 @@ import logging
 from datetime import datetime
 from typing import Any
 
-from cachetools import TTLCache
 from requests.exceptions import RequestException
 
 from freqtrade.constants import SUPPORTED_FIAT, Config
 from freqtrade.mixins.logging_mixin import LoggingMixin
+from freqtrade.util import FtTTLCache
 from freqtrade.util.coin_gecko import FtCoinGeckoApi
 
 
@@ -54,7 +54,7 @@ class CryptoToFiatConverter(LoggingMixin):
 
     def __init__(self, config: Config) -> None:
         # Timeout: 6h
-        self._pair_price: TTLCache = TTLCache(maxsize=500, ttl=6 * 60 * 60)
+        self._pair_price: FtTTLCache = FtTTLCache(maxsize=500, ttl=6 * 60 * 60)
 
         _coingecko_config = config.get("coingecko", {})
         self._coingecko = FtCoinGeckoApi(

freqtrade/util/__init__.py

@@ -22,6 +22,7 @@ from freqtrade.util.formatters import (
     round_value,
 )
 from freqtrade.util.ft_precise import FtPrecise
+from freqtrade.util.ft_ttlcache import FtTTLCache
 from freqtrade.util.measure_time import MeasureTime
 from freqtrade.util.periodic_cache import PeriodicCache
 from freqtrade.util.progress_tracker import (  # noqa F401
@@ -59,4 +60,5 @@ __all__ = [
     "print_rich_table",
     "print_df_rich_table",
     "CustomProgress",
+    "FtTTLCache",
 ]

freqtrade/util/ft_ttlcache.py

@@ -0,0 +1,12 @@
+import time
+
+from cachetools import TTLCache
+
+
+class FtTTLCache(TTLCache):
+    """
+    A TTLCache with a different default timer to allow for easier mocking in tests.
+    """
+
+    def __init__(self, maxsize, ttl, timer=time.time, getsizeof=None):
+        super().__init__(maxsize=maxsize, ttl=ttl, timer=timer, getsizeof=getsizeof)

freqtrade/util/measure_time.py

@@ -2,7 +2,7 @@ import logging
 import time
 from collections.abc import Callable
 
-from cachetools import TTLCache
+from freqtrade.util import FtTTLCache
 
 
 logger = logging.getLogger(__name__)
@@ -27,7 +27,7 @@ class MeasureTime:
         """
         self._callback = callback
         self._time_limit = time_limit
-        self.__cache: TTLCache = TTLCache(maxsize=1, ttl=ttl)
+        self.__cache: FtTTLCache = FtTTLCache(maxsize=1, ttl=ttl)
 
     def __enter__(self):
         self._start = time.time()

requirements-dev.txt

@@ -18,7 +18,7 @@ pytest-timeout==2.4.0
 pytest-xdist==3.8.0
 isort==7.0.0
 # For datetime mocking
-time-machine==2.19.0
+time-machine==3.0.0
 
 # Convert jupyter notebooks to markdown documents
 nbconvert==7.16.6