def start_test_pairlist(args: Dict[str, Any]) -> None:
"""
Test Pairlist configuration
"""
from freqtrade.pairlist.pairlistmanager import PairListManager
config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
exchange = ExchangeResolver(config['exchange']['name'],
config,
validate=False).exchange
quote_currencies = args.get('quote_currencies')
if not quote_currencies:
quote_currencies = [config.get('stake_currency')]
results = {}
for curr in quote_currencies:
config['stake_currency'] = curr
# Do not use ticker_interval set in the config
pairlists = PairListManager(exchange, config)
pairlists.refresh_pairlist()
results[curr] = pairlists.whitelist
for curr, pairlist in results.items():
if not args.get('print_one_column', False):
print(f"Pairs for {curr}: ")
if args.get('print_one_column', False):
print('\n'.join(pairlist))
elif args.get('list_pairs_print_json', False):
print(rapidjson.dumps(list(pairlist), default=str))
else:
print(pairlist)
def __init__(self, config: Dict[str, Any]) -> None:
self.config = config
# Reset keys for backtesting
self.config['exchange']['key'] = ''
self.config['exchange']['secret'] = ''
self.config['exchange']['password'] = ''
self.config['exchange']['uid'] = ''
self.config['dry_run'] = True
self.strategylist: List[IStrategy] = []
exchange_name = self.config.get('exchange', {}).get('name',
'bittrex').title()
self.exchange = ExchangeResolver(exchange_name, self.config).exchange
self.fee = self.exchange.get_fee()
if self.config.get('runmode') != RunMode.HYPEROPT:
self.dataprovider = DataProvider(self.config, self.exchange)
IStrategy.dp = self.dataprovider
if self.config.get('strategy_list', None):
# Force one interval
self.ticker_interval = str(self.config.get('ticker_interval'))
self.ticker_interval_mins = timeframe_to_minutes(
self.ticker_interval)
for strat in list(self.config['strategy_list']):
stratconf = deepcopy(self.config)
stratconf['strategy'] = strat
self.strategylist.append(StrategyResolver(stratconf).strategy)
else:
# only one strategy
self.strategylist.append(StrategyResolver(self.config).strategy)
# Load one strategy
self._set_strategy(self.strategylist[0])
def __init__(self, config: Dict[str, Any]) -> None:
self.config = config
# Reset keys for backtesting
self.config['exchange']['key'] = ''
self.config['exchange']['secret'] = ''
self.config['exchange']['password'] = ''
self.config['exchange']['uid'] = ''
self.config['dry_run'] = True
self.strategylist: List[IStrategy] = []
self.exchange = ExchangeResolver(self.config['exchange']['name'],
self.config).exchange
self.fee = self.exchange.get_fee()
if self.config.get('runmode') != RunMode.HYPEROPT:
self.dataprovider = DataProvider(self.config, self.exchange)
IStrategy.dp = self.dataprovider
if self.config.get('strategy_list', None):
for strat in list(self.config['strategy_list']):
stratconf = deepcopy(self.config)
stratconf['strategy'] = strat
self.strategylist.append(StrategyResolver(stratconf).strategy)
else:
# No strategy list specified, only one strategy
self.strategylist.append(StrategyResolver(self.config).strategy)
# Load one (first) strategy
self._set_strategy(self.strategylist[0])
def analyse_and_plot_pairs(config: Dict[str, Any]):
"""
From arguments provided in cli:
-Initialise backtest env
-Get tickers data
-Generate Dafaframes populated with indicators and signals
-Load trades excecuted on same periods
-Generate Plotly plot objects
-Generate plot files
:return: None
"""
exchange = ExchangeResolver(config.get('exchange', {}).get('name'), config).exchange
strategy = StrategyResolver(config).strategy
if "pairs" in config:
pairs = config["pairs"].split(',')
else:
pairs = config["exchange"]["pair_whitelist"]
# Set timerange to use
timerange = Arguments.parse_timerange(config["timerange"])
ticker_interval = strategy.ticker_interval
tickers = history.load_data(
datadir=Path(str(config.get("datadir"))),
pairs=pairs,
ticker_interval=config['ticker_interval'],
refresh_pairs=config.get('refresh_pairs', False),
timerange=timerange,
exchange=exchange,
live=config.get("live", False),
)
pair_counter = 0
for pair, data in tickers.items():
pair_counter += 1
logger.info("analyse pair %s", pair)
tickers = {}
tickers[pair] = data
dataframe = generate_dataframe(strategy, tickers, pair)
if config["trade_source"] == "DB":
trades = load_trades_from_db(config["db_url"])
elif config["trade_source"] == "file":
trades = load_backtest_data(Path(config["exportfilename"]))
trades = trades.loc[trades['pair'] == pair]
trades = extract_trades_of_period(dataframe, trades)
fig = generate_graph(
pair=pair,
data=dataframe,
trades=trades,
indicators1=config["indicators1"].split(","),
indicators2=config["indicators2"].split(",")
)
generate_plot_file(fig, pair, ticker_interval)
logger.info('End of ploting process %s plots generated', pair_counter)
def get_patched_exchange(mocker, config, api_mock=None, id='bittrex') -> Exchange:
patch_exchange(mocker, api_mock, id)
config["exchange"]["name"] = id
try:
exchange = ExchangeResolver(id, config).exchange
except ImportError:
exchange = Exchange(config)
return exchange
def __init__(self, config: Dict[str, Any]) -> None:
"""
Init all variables and objects the bot needs to work
:param config: configuration dict, you can use Configuration.get_config()
to get the config dict.
"""
logger.info('Starting freqtrade %s', __version__)
# Init bot state
self.state = State.STOPPED
# Init objects
self.config = config
self._heartbeat_msg = 0
self.heartbeat_interval = self.config.get('internals', {}).get(
'heartbeat_interval', 60)
self.strategy: IStrategy = StrategyResolver(self.config).strategy
# Check config consistency here since strategies can set certain options
validate_config_consistency(config)
self.exchange = ExchangeResolver(self.config['exchange']['name'],
self.config).exchange
self.wallets = Wallets(self.config, self.exchange)
self.dataprovider = DataProvider(self.config, self.exchange)
# Attach Dataprovider to Strategy baseclass
IStrategy.dp = self.dataprovider
# Attach Wallets to Strategy baseclass
IStrategy.wallets = self.wallets
self.pairlists = PairListManager(self.exchange, self.config)
# Initializing Edge only if enabled
self.edge = Edge(self.config, self.exchange, self.strategy) if \
self.config.get('edge', {}).get('enabled', False) else None
self.active_pair_whitelist = self._refresh_whitelist()
persistence.init(self.config.get('db_url', None),
clean_open_orders=self.config.get('dry_run', False))
# Set initial bot state from config
initial_state = self.config.get('initial_state')
self.state = State[
initial_state.upper()] if initial_state else State.STOPPED
# RPC runs in separate threads, can start handling external commands just after
# initialization, even before Freqtradebot has a chance to start its throttling,
# so anything in the Freqtradebot instance should be ready (initialized), including
# the initial state of the bot.
# Keep this at the end of this initialization method.
self.rpc: RPCManager = RPCManager(self)
def start_download_data(args: Dict[str, Any]) -> None:
"""
Download data (former download_backtest_data.py script)
"""
config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
timerange = TimeRange()
if 'days' in config:
time_since = arrow.utcnow().shift(
days=-config['days']).strftime("%Y%m%d")
timerange = TimeRange.parse_timerange(f'{time_since}-')
if 'pairs' not in config:
raise OperationalException(
"Downloading data requires a list of pairs. "
"Please check the documentation on how to configure this.")
dl_path = Path(config['datadir'])
logger.info(f'About to download pairs: {config["pairs"]}, '
f'intervals: {config["timeframes"]} to {dl_path}')
pairs_not_available: List[str] = []
# Init exchange
exchange = ExchangeResolver(config['exchange']['name'], config).exchange
try:
if config.get('download_trades'):
pairs_not_available = refresh_backtest_trades_data(
exchange,
pairs=config["pairs"],
datadir=Path(config['datadir']),
timerange=timerange,
erase=config.get("erase"))
# Convert downloaded trade data to different timeframes
convert_trades_to_ohlcv(pairs=config["pairs"],
timeframes=config["timeframes"],
datadir=Path(config['datadir']),
timerange=timerange,
erase=config.get("erase"))
else:
pairs_not_available = refresh_backtest_ohlcv_data(
exchange,
pairs=config["pairs"],
timeframes=config["timeframes"],
dl_path=Path(config['datadir']),
timerange=timerange,
erase=config.get("erase"))
except KeyboardInterrupt:
sys.exit("SIGINT received, aborting ...")
finally:
if pairs_not_available:
logger.info(
f"Pairs [{','.join(pairs_not_available)}] not available "
f"on exchange {exchange.name}.")
def start_download_data(args: Namespace) -> None:
"""
Download data (former download_backtest_data.py script)
"""
config = setup_utils_configuration(args, RunMode.OTHER)
timerange = TimeRange()
if 'days' in config:
time_since = arrow.utcnow().shift(
days=-config['days']).strftime("%Y%m%d")
timerange = TimeRange.parse_timerange(f'{time_since}-')
dl_path = Path(config['datadir'])
logger.info(f'About to download pairs: {config["pairs"]}, '
f'intervals: {config["timeframes"]} to {dl_path}')
pairs_not_available = []
try:
# Init exchange
exchange = ExchangeResolver(config['exchange']['name'],
config).exchange
for pair in config["pairs"]:
if pair not in exchange.markets:
pairs_not_available.append(pair)
logger.info(f"Skipping pair {pair}...")
continue
for ticker_interval in config["timeframes"]:
pair_print = pair.replace('/', '_')
filename = f'{pair_print}-{ticker_interval}.json'
dl_file = dl_path.joinpath(filename)
if config.get("erase") and dl_file.exists():
logger.info(
f'Deleting existing data for pair {pair}, interval {ticker_interval}.'
)
dl_file.unlink()
logger.info(
f'Downloading pair {pair}, interval {ticker_interval}.')
download_pair_history(datadir=dl_path,
exchange=exchange,
pair=pair,
ticker_interval=str(ticker_interval),
timerange=timerange)
except KeyboardInterrupt:
sys.exit("SIGINT received, aborting ...")
finally:
if pairs_not_available:
logger.info(
f"Pairs [{','.join(pairs_not_available)}] not available "
f"on exchange {config['exchange']['name']}.")
# configuration.resolve_pairs_list()
print(config)
def __init__(self, config: Dict[str, Any]) -> None:
"""
Init all variables and objects the bot needs to work
:param config: configuration dict, you can use Configuration.get_config()
to get the config dict.
"""
logger.info('Starting freqtrade %s', __version__)
# Init bot state
self.state = State.STOPPED
# Init objects
self.config = config
self.strategy: IStrategy = StrategyResolver(self.config).strategy
# Check config consistency here since strategies can set certain options
validate_config_consistency(config)
self.rpc: RPCManager = RPCManager(self)
self.exchange = ExchangeResolver(self.config['exchange']['name'], self.config).exchange
self.wallets = Wallets(self.config, self.exchange)
self.dataprovider = DataProvider(self.config, self.exchange)
# Attach Dataprovider to Strategy baseclass
IStrategy.dp = self.dataprovider
# Attach Wallets to Strategy baseclass
IStrategy.wallets = self.wallets
pairlistname = self.config.get('pairlist', {}).get('method', 'StaticPairList')
self.pairlists = PairListResolver(pairlistname, self, self.config).pairlist
# Initializing Edge only if enabled
self.edge = Edge(self.config, self.exchange, self.strategy) if \
self.config.get('edge', {}).get('enabled', False) else None
self.active_pair_whitelist: List[str] = self.config['exchange']['pair_whitelist']
persistence.init(self.config.get('db_url', None),
clean_open_orders=self.config.get('dry_run', False))
# Stoploss on exchange does not make sense, therefore we need to disable that.
if (self.dataprovider.runmode == RunMode.DRY_RUN and
self.strategy.order_types.get('stoploss_on_exchange', False)):
logger.info("Disabling stoploss_on_exchange during dry-run.")
self.strategy.order_types['stoploss_on_exchange'] = False
config['order_types']['stoploss_on_exchange'] = False
# Set initial bot state from config
initial_state = self.config.get('initial_state')
self.state = State[initial_state.upper()] if initial_state else State.STOPPED
def __init__(self, config: Dict[str, Any]) -> None:
"""
Init all variables and objects the bot needs to work
:param config: configuration dict, you can use Configuration.get_config()
to get the config dict.
"""
logger.info('Starting freqtrade %s', __version__)
# Init bot state
self.state = State.STOPPED
# Init objects
self.config = config
self.strategy: IStrategy = StrategyResolver(self.config).strategy
self.rpc: RPCManager = RPCManager(self)
self.exchange = ExchangeResolver(self.config['exchange']['name'],
self.config).exchange
self.wallets = Wallets(self.config, self.exchange)
self.dataprovider = DataProvider(self.config, self.exchange)
# Attach Dataprovider to Strategy baseclass
IStrategy.dp = self.dataprovider
# Attach Wallets to Strategy baseclass
IStrategy.wallets = self.wallets
pairlistname = self.config.get('pairlist',
{}).get('method', 'StaticPairList')
self.pairlists = PairListResolver(pairlistname, self,
self.config).pairlist
# Initializing Edge only if enabled
self.edge = Edge(self.config, self.exchange, self.strategy) if \
self.config.get('edge', {}).get('enabled', False) else None
self.active_pair_whitelist: List[str] = self.config['exchange'][
'pair_whitelist']
persistence.init(self.config.get('db_url', None),
clean_open_orders=self.config.get('dry_run', False))
# Set initial bot state from config
initial_state = self.config.get('initial_state')
self.state = State[
initial_state.upper()] if initial_state else State.STOPPED
def start_list_timeframes(args: Dict[str, Any]) -> None:
"""
Print ticker intervals (timeframes) available on Exchange
"""
config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
# Do not use ticker_interval set in the config
config['ticker_interval'] = None
# Init exchange
exchange = ExchangeResolver(config['exchange']['name'],
config,
validate=False).exchange
if args['print_one_column']:
print('\n'.join(exchange.timeframes))
else:
print(f"Timeframes available for the exchange `{exchange.name}`: "
f"{', '.join(exchange.timeframes)}")
def __init__(self, config: Dict[str, Any]) -> None:
self.config = config
# Reset keys for backtesting
remove_credentials(self.config)
self.strategylist: List[IStrategy] = []
self.exchange = ExchangeResolver(self.config['exchange']['name'],
self.config).exchange
if config.get('fee'):
self.fee = config['fee']
else:
self.fee = self.exchange.get_fee()
if self.config.get('runmode') != RunMode.HYPEROPT:
self.dataprovider = DataProvider(self.config, self.exchange)
IStrategy.dp = self.dataprovider
if self.config.get('strategy_list', None):
for strat in list(self.config['strategy_list']):
stratconf = deepcopy(self.config)
stratconf['strategy'] = strat
self.strategylist.append(StrategyResolver(stratconf).strategy)
validate_config_consistency(stratconf)
else:
# No strategy list specified, only one strategy
self.strategylist.append(StrategyResolver(self.config).strategy)
validate_config_consistency(self.config)
if "ticker_interval" not in self.config:
raise OperationalException(
"Ticker-interval needs to be set in either configuration "
"or as cli argument `--ticker-interval 5m`")
self.timeframe = str(self.config.get('ticker_interval'))
self.timeframe_mins = timeframe_to_minutes(self.timeframe)
# Get maximum required startup period
self.required_startup = max(
[strat.startup_candle_count for strat in self.strategylist])
# Load one (first) strategy
self._set_strategy(self.strategylist[0])
def __init__(self, config: Dict[str, Any]) -> None:
self.config = config
# Reset keys for backtesting
self.config['exchange']['key'] = ''
self.config['exchange']['secret'] = ''
self.config['exchange']['password'] = ''
self.config['exchange']['uid'] = ''
self.config['dry_run'] = True
self.strategylist: List[IStrategy] = []
self.exchange = ExchangeResolver(self.config['exchange']['name'],
self.config).exchange
if config.get('fee'):
self.fee = config['fee']
else:
self.fee = self.exchange.get_fee()
if self.config.get('runmode') != RunMode.HYPEROPT:
self.dataprovider = DataProvider(self.config, self.exchange)
IStrategy.dp = self.dataprovider
if self.config.get('strategy_list', None):
for strat in list(self.config['strategy_list']):
stratconf = deepcopy(self.config)
stratconf['strategy'] = strat
self.strategylist.append(StrategyResolver(stratconf).strategy)
else:
# No strategy list specified, only one strategy
self.strategylist.append(StrategyResolver(self.config).strategy)
if "ticker_interval" not in self.config:
raise OperationalException(
"Ticker-interval needs to be set in either configuration "
"or as cli argument `--ticker-interval 5m`")
self.ticker_interval = str(self.config.get('ticker_interval'))
self.ticker_interval_mins = timeframe_to_minutes(self.ticker_interval)
# Load one (first) strategy
self._set_strategy(self.strategylist[0])
def start_download_data(args: Namespace) -> None:
"""
Download data (former download_backtest_data.py script)
"""
config = setup_utils_configuration(args, RunMode.OTHER)
timerange = TimeRange()
if 'days' in config:
time_since = arrow.utcnow().shift(
days=-config['days']).strftime("%Y%m%d")
timerange = TimeRange.parse_timerange(f'{time_since}-')
dl_path = Path(config['datadir'])
logger.info(f'About to download pairs: {config["pairs"]}, '
f'intervals: {config["timeframes"]} to {dl_path}')
pairs_not_available: List[str] = []
try:
# Init exchange
exchange = ExchangeResolver(config['exchange']['name'],
config).exchange
pairs_not_available = refresh_backtest_ohlcv_data(
exchange,
pairs=config["pairs"],
timeframes=config["timeframes"],
dl_path=Path(config['datadir']),
timerange=timerange,
erase=config.get("erase"))
except KeyboardInterrupt:
sys.exit("SIGINT received, aborting ...")
finally:
if pairs_not_available:
logger.info(
f"Pairs [{','.join(pairs_not_available)}] not available "
f"on exchange {config['exchange']['name']}.")
def init_plotscript(config):
"""
Initialize objects needed for plotting
:return: Dict with tickers, trades, pairs and strategy
"""
exchange: Optional[Exchange] = None
# Exchange is only needed when downloading data!
if config.get("refresh_pairs", False):
exchange = ExchangeResolver(
config.get('exchange', {}).get('name'), config).exchange
strategy = StrategyResolver(config).strategy
if "pairs" in config:
pairs = config["pairs"]
else:
pairs = config["exchange"]["pair_whitelist"]
# Set timerange to use
timerange = TimeRange.parse_timerange(config.get("timerange"))
tickers = history.load_data(
datadir=Path(str(config.get("datadir"))),
pairs=pairs,
ticker_interval=config['ticker_interval'],
refresh_pairs=config.get('refresh_pairs', False),
timerange=timerange,
exchange=exchange,
)
trades = load_trades(config)
return {
"tickers": tickers,
"trades": trades,
"pairs": pairs,
"strategy": strategy,
}
def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
"""
Print pairs/markets on the exchange
:param args: Cli args from Arguments()
:param pairs_only: if True print only pairs, otherwise print all instruments (markets)
:return: None
"""
config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
# Init exchange
exchange = ExchangeResolver(config['exchange']['name'],
config,
validate=False).exchange
# By default only active pairs/markets are to be shown
active_only = not args.get('list_pairs_all', False)
base_currencies = args.get('base_currencies', [])
quote_currencies = args.get('quote_currencies', [])
try:
pairs = exchange.get_markets(base_currencies=base_currencies,
quote_currencies=quote_currencies,
pairs_only=pairs_only,
active_only=active_only)
# Sort the pairs/markets by symbol
pairs = OrderedDict(sorted(pairs.items()))
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 ""))
headers = [
"Id", "Symbol", "Base", "Quote", "Active",
*(['Is pair'] if not pairs_only else [])
]
tabular_data = []
for _, v in pairs.items():
tabular_data.append({
'Id':
v['id'],
'Symbol':
v['symbol'],
'Base':
v['base'],
'Quote':
v['quote'],
'Active':
market_is_active(v),
**({
'Is pair': symbol_is_pair(v['symbol'])
} if not pairs_only else {})
})
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 len(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):
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 data as a table, with the human-readable summary
print(f"{summary_str}:")
print(tabulate(tabular_data, headers='keys', tablefmt='pipe'))
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}.")