class FreqtradeBot(object): """ Freqtrade is the main class of the bot. This is from here the bot start its logic. """ def __init__(self, config: Dict[str, Any]) -> None: """ Init all variables and object the bot need to work :param config: configuration dict, you can use the Configuration.get_config() method to get the config dict. """ logger.info( 'Starting freqtrade %s', __version__, ) # Init bot states self.state = State.STOPPED # Init objects self.config = config self.strategy: IStrategy = StrategyResolver(self.config).strategy self.rpc: RPCManager = RPCManager(self) self.persistence = None self.exchange = Exchange(self.config) self.wallets = Wallets(self.exchange) 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'] self._init_modules() def _init_modules(self) -> None: """ Initializes all modules and updates the config :return: None """ # Initialize all modules persistence.init(self.config) # Set initial application state initial_state = self.config.get('initial_state') if initial_state: self.state = State[initial_state.upper()] else: self.state = State.STOPPED def cleanup(self) -> None: """ Cleanup pending resources on an already stopped bot :return: None """ logger.info('Cleaning up modules ...') self.rpc.cleanup() persistence.cleanup() def worker(self, old_state: State = None) -> State: """ Trading routine that must be run at each loop :param old_state: the previous service state from the previous call :return: current service state """ # Log state transition state = self.state if state != old_state: self.rpc.send_msg({ 'type': RPCMessageType.STATUS_NOTIFICATION, 'status': f'{state.name.lower()}' }) logger.info('Changing state to: %s', state.name) if state == State.RUNNING: self.rpc.startup_messages(self.config, self.pairlists) if state == State.STOPPED: time.sleep(1) elif state == State.RUNNING: min_secs = self.config.get('internals', {}).get('process_throttle_secs', constants.PROCESS_THROTTLE_SECS) self._throttle(func=self._process, min_secs=min_secs) return state def _throttle(self, func: Callable[..., Any], min_secs: float, *args, **kwargs) -> Any: """ Throttles the given callable that it takes at least `min_secs` to finish execution. :param func: Any callable :param min_secs: minimum execution time in seconds :return: Any """ start = time.time() result = func(*args, **kwargs) end = time.time() duration = max(min_secs - (end - start), 0.0) logger.debug('Throttling %s for %.2f seconds', func.__name__, duration) time.sleep(duration) return result def _process(self) -> bool: """ Queries the persistence layer for open trades and handles them, otherwise a new trade is created. :return: True if one or more trades has been created or closed, False otherwise """ state_changed = False try: # Refresh whitelist self.pairlists.refresh_pairlist() self.active_pair_whitelist = self.pairlists.whitelist # Calculating Edge positiong # Should be called before refresh_tickers # Otherwise it will override cached klines in exchange # with delta value (klines only from last refresh_pairs) if self.edge: self.edge.calculate() self.active_pair_whitelist = self.edge.adjust( self.active_pair_whitelist) # Query trades from persistence layer trades = Trade.query.filter(Trade.is_open.is_(True)).all() # Extend active-pair whitelist with pairs from open trades # ensures that tickers are downloaded for open trades self.active_pair_whitelist.extend([ trade.pair for trade in trades if trade.pair not in self.active_pair_whitelist ]) # Refreshing candles self.exchange.refresh_tickers(self.active_pair_whitelist, self.strategy.ticker_interval) # First process current opened trades for trade in trades: state_changed |= self.process_maybe_execute_sell(trade) # Then looking for buy opportunities if len(trades) < self.config['max_open_trades']: state_changed = self.process_maybe_execute_buy() if 'unfilledtimeout' in self.config: # Check and handle any timed out open orders self.check_handle_timedout() Trade.session.flush() except TemporaryError as error: logger.warning('%s, retrying in 30 seconds...', error) time.sleep(constants.RETRY_TIMEOUT) except OperationalException: tb = traceback.format_exc() hint = 'Issue `/start` if you think it is safe to restart.' self.rpc.send_msg({ 'type': RPCMessageType.STATUS_NOTIFICATION, 'status': f'OperationalException:\n```\n{tb}```{hint}' }) logger.exception('OperationalException. Stopping trader ...') self.state = State.STOPPED return state_changed def get_target_bid(self, pair: str, ticker: Dict[str, float]) -> float: """ Calculates bid target between current ask price and last price :param ticker: Ticker to use for getting Ask and Last Price :return: float: Price """ if ticker['ask'] < ticker['last']: ticker_rate = ticker['ask'] else: balance = self.config['bid_strategy']['ask_last_balance'] ticker_rate = ticker['ask'] + balance * (ticker['last'] - ticker['ask']) used_rate = ticker_rate config_bid_strategy = self.config.get('bid_strategy', {}) if 'use_order_book' in config_bid_strategy and\ config_bid_strategy.get('use_order_book', False): logger.info('Getting price from order book') order_book_top = config_bid_strategy.get('order_book_top', 1) order_book = self.exchange.get_order_book(pair, order_book_top) logger.debug('order_book %s', order_book) # top 1 = index 0 order_book_rate = order_book['bids'][order_book_top - 1][0] # if ticker has lower rate, then use ticker ( usefull if down trending ) logger.info('...top %s order book buy rate %0.8f', order_book_top, order_book_rate) if ticker_rate < order_book_rate: logger.info('...using ticker rate instead %0.8f', ticker_rate) used_rate = ticker_rate else: used_rate = order_book_rate else: logger.info('Using Last Ask / Last Price') used_rate = ticker_rate return used_rate def _get_trade_stake_amount(self, pair) -> Optional[float]: """ Check if stake amount can be fulfilled with the available balance for the stake currency :return: float: Stake Amount """ if self.edge: return self.edge.stake_amount( pair, self.wallets.get_free(self.config['stake_currency']), self.wallets.get_total(self.config['stake_currency']), Trade.total_open_trades_stakes()) else: stake_amount = self.config['stake_amount'] avaliable_amount = self.wallets.get_free(self.config['stake_currency']) if stake_amount == constants.UNLIMITED_STAKE_AMOUNT: open_trades = len( Trade.query.filter(Trade.is_open.is_(True)).all()) if open_trades >= self.config['max_open_trades']: logger.warning( 'Can\'t open a new trade: max number of trades is reached') return None return avaliable_amount / (self.config['max_open_trades'] - open_trades) # Check if stake_amount is fulfilled if avaliable_amount < stake_amount: raise DependencyException( 'Available balance(%f %s) is lower than stake amount(%f %s)' % (avaliable_amount, self.config['stake_currency'], stake_amount, self.config['stake_currency'])) return stake_amount def _get_min_pair_stake_amount(self, pair: str, price: float) -> Optional[float]: markets = self.exchange.get_markets() markets = [m for m in markets if m['symbol'] == pair] if not markets: raise ValueError( f'Can\'t get market information for symbol {pair}') market = markets[0] if 'limits' not in market: return None min_stake_amounts = [] limits = market['limits'] if ('cost' in limits and 'min' in limits['cost'] and limits['cost']['min'] is not None): min_stake_amounts.append(limits['cost']['min']) if ('amount' in limits and 'min' in limits['amount'] and limits['amount']['min'] is not None): min_stake_amounts.append(limits['amount']['min'] * price) if not min_stake_amounts: return None amount_reserve_percent = 1 - 0.05 # reserve 5% + stoploss if self.strategy.stoploss is not None: amount_reserve_percent += self.strategy.stoploss # it should not be more than 50% amount_reserve_percent = max(amount_reserve_percent, 0.5) return min(min_stake_amounts) / amount_reserve_percent def create_trade(self) -> bool: """ Checks the implemented trading indicator(s) for a randomly picked pair, if one pair triggers the buy_signal a new trade record gets created :return: True if a trade object has been created and persisted, False otherwise """ interval = self.strategy.ticker_interval whitelist = copy.deepcopy(self.active_pair_whitelist) # Remove currently opened and latest pairs from whitelist for trade in Trade.query.filter(Trade.is_open.is_(True)).all(): if trade.pair in whitelist: whitelist.remove(trade.pair) logger.debug('Ignoring %s in pair whitelist', trade.pair) if not whitelist: raise DependencyException('No currency pairs in whitelist') # running get_signal on historical data fetched for _pair in whitelist: (buy, sell) = self.strategy.get_signal(_pair, interval, self.exchange.klines(_pair)) if buy and not sell: stake_amount = self._get_trade_stake_amount(_pair) if not stake_amount: return False logger.info( 'Buy signal found: about create a new trade with stake_amount: %f ...', stake_amount) bidstrat_check_depth_of_market = self.config.get('bid_strategy', {}).\ get('check_depth_of_market', {}) if (bidstrat_check_depth_of_market.get('enabled', False)) and\ (bidstrat_check_depth_of_market.get('bids_to_ask_delta', 0) > 0): if self._check_depth_of_market_buy( _pair, bidstrat_check_depth_of_market): return self.execute_buy(_pair, stake_amount) else: return False return self.execute_buy(_pair, stake_amount) return False def _check_depth_of_market_buy(self, pair: str, conf: Dict) -> bool: """ Checks depth of market before executing a buy """ conf_bids_to_ask_delta = conf.get('bids_to_ask_delta', 0) logger.info('checking depth of market for %s', pair) order_book = self.exchange.get_order_book(pair, 1000) order_book_data_frame = order_book_to_dataframe( order_book['bids'], order_book['asks']) order_book_bids = order_book_data_frame['b_size'].sum() order_book_asks = order_book_data_frame['a_size'].sum() bids_ask_delta = order_book_bids / order_book_asks logger.info('bids: %s, asks: %s, delta: %s', order_book_bids, order_book_asks, bids_ask_delta) if bids_ask_delta >= conf_bids_to_ask_delta: return True return False def execute_buy(self, pair: str, stake_amount: float, price: Optional[float] = None) -> bool: """ Executes a limit buy for the given pair :param pair: pair for which we want to create a LIMIT_BUY :return: None """ pair_s = pair.replace('_', '/') pair_url = self.exchange.get_pair_detail_url(pair) stake_currency = self.config['stake_currency'] fiat_currency = self.config.get('fiat_display_currency', None) time_in_force = self.strategy.order_time_in_force['buy'] if price: buy_limit_requested = price else: # Calculate amount buy_limit_requested = self.get_target_bid( pair, self.exchange.get_ticker(pair)) min_stake_amount = self._get_min_pair_stake_amount( pair_s, buy_limit_requested) if min_stake_amount is not None and min_stake_amount > stake_amount: logger.warning( f'Can\'t open a new trade for {pair_s}: stake amount' f' is too small ({stake_amount} < {min_stake_amount})') return False amount = stake_amount / buy_limit_requested order = self.exchange.buy(pair=pair, ordertype=self.strategy.order_types['buy'], amount=amount, rate=buy_limit_requested, time_in_force=time_in_force) order_id = order['id'] order_status = order.get('status', None) # we assume the order is executed at the price requested buy_limit_filled_price = buy_limit_requested if order_status == 'expired' or order_status == 'rejected': order_type = self.strategy.order_types['buy'] order_tif = self.strategy.order_time_in_force['buy'] # return false if the order is not filled if float(order['filled']) == 0: logger.warning( 'Buy %s order with time in force %s for %s is %s by %s.' ' zero amount is fulfilled.', order_tif, order_type, pair_s, order_status, self.exchange.name) return False else: # the order is partially fulfilled # in case of IOC orders we can check immediately # if the order is fulfilled fully or partially logger.warning( 'Buy %s order with time in force %s for %s is %s by %s.' ' %s amount fulfilled out of %s (%s remaining which is canceled).', order_tif, order_type, pair_s, order_status, self.exchange.name, order['filled'], order['amount'], order['remaining']) stake_amount = order['cost'] amount = order['amount'] buy_limit_filled_price = order['price'] order_id = None # in case of FOK the order may be filled immediately and fully elif order_status == 'closed': stake_amount = order['cost'] amount = order['amount'] buy_limit_filled_price = order['price'] order_id = None self.rpc.send_msg({ 'type': RPCMessageType.BUY_NOTIFICATION, 'exchange': self.exchange.name.capitalize(), 'pair': pair_s, 'market_url': pair_url, 'limit': buy_limit_filled_price, 'stake_amount': stake_amount, 'stake_currency': stake_currency, 'fiat_currency': fiat_currency }) # Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL fee = self.exchange.get_fee(symbol=pair, taker_or_maker='maker') trade = Trade(pair=pair, stake_amount=stake_amount, amount=amount, fee_open=fee, fee_close=fee, open_rate=buy_limit_filled_price, open_rate_requested=buy_limit_requested, open_date=datetime.utcnow(), exchange=self.exchange.id, open_order_id=order_id, strategy=self.strategy.get_strategy_name(), ticker_interval=constants.TICKER_INTERVAL_MINUTES[ self.config['ticker_interval']]) Trade.session.add(trade) Trade.session.flush() # Updating wallets self.wallets.update() return True def process_maybe_execute_buy(self) -> bool: """ Tries to execute a buy trade in a safe way :return: True if executed """ try: # Create entity and execute trade if self.create_trade(): return True logger.info( 'Found no buy signals for whitelisted currencies. Trying again..' ) return False except DependencyException as exception: logger.warning('Unable to create trade: %s', exception) return False def process_maybe_execute_sell(self, trade: Trade) -> bool: """ Tries to execute a sell trade :return: True if executed """ try: # Get order details for actual price per unit if trade.open_order_id: # Update trade with order values logger.info('Found open order for %s', trade) order = self.exchange.get_order(trade.open_order_id, trade.pair) # Try update amount (binance-fix) try: new_amount = self.get_real_amount(trade, order) if order['amount'] != new_amount: order['amount'] = new_amount # Fee was applied, so set to 0 trade.fee_open = 0 except OperationalException as exception: logger.warning("could not update trade amount: %s", exception) trade.update(order) if self.strategy.order_types.get( 'stoploss_on_exchange') and trade.is_open: result = self.handle_stoploss_on_exchange(trade) if result: self.wallets.update() return result if trade.is_open and trade.open_order_id is None: # Check if we can sell our current pair result = self.handle_trade(trade) # Updating wallets if any trade occured if result: self.wallets.update() return result except DependencyException as exception: logger.warning('Unable to sell trade: %s', exception) return False def get_real_amount(self, trade: Trade, order: Dict) -> float: """ Get real amount for the trade Necessary for self.exchanges which charge fees in base currency (e.g. binance) """ order_amount = order['amount'] # Only run for closed orders if trade.fee_open == 0 or order['status'] == 'open': return order_amount # use fee from order-dict if possible if 'fee' in order and order['fee'] and (order['fee'].keys() >= {'currency', 'cost'}): if trade.pair.startswith(order['fee']['currency']): new_amount = order_amount - order['fee']['cost'] logger.info( "Applying fee on amount for %s (from %s to %s) from Order", trade, order['amount'], new_amount) return new_amount # Fallback to Trades trades = self.exchange.get_trades_for_order(trade.open_order_id, trade.pair, trade.open_date) if len(trades) == 0: logger.info( "Applying fee on amount for %s failed: myTrade-Dict empty found", trade) return order_amount amount = 0 fee_abs = 0 for exectrade in trades: amount += exectrade['amount'] if "fee" in exectrade and (exectrade['fee'].keys() >= {'currency', 'cost'}): # only applies if fee is in quote currency! if trade.pair.startswith(exectrade['fee']['currency']): fee_abs += exectrade['fee']['cost'] if amount != order_amount: logger.warning( f"amount {amount} does not match amount {trade.amount}") raise OperationalException("Half bought? Amounts don't match") real_amount = amount - fee_abs if fee_abs != 0: logger.info(f"""Applying fee on amount for {trade} \ (from {order_amount} to {real_amount}) from Trades""") return real_amount def handle_trade(self, trade: Trade) -> bool: """ Sells the current pair if the threshold is reached and updates the trade record. :return: True if trade has been sold, False otherwise """ if not trade.is_open: raise ValueError(f'attempt to handle closed trade: {trade}') logger.debug('Handling %s ...', trade) sell_rate = self.exchange.get_ticker(trade.pair)['bid'] (buy, sell) = (False, False) experimental = self.config.get('experimental', {}) if experimental.get('use_sell_signal') or experimental.get( 'ignore_roi_if_buy_signal'): (buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.ticker_interval, self.exchange.klines(trade.pair)) config_ask_strategy = self.config.get('ask_strategy', {}) if config_ask_strategy.get('use_order_book', False): logger.info('Using order book for selling...') # logger.debug('Order book %s',orderBook) order_book_min = config_ask_strategy.get('order_book_min', 1) order_book_max = config_ask_strategy.get('order_book_max', 1) order_book = self.exchange.get_order_book(trade.pair, order_book_max) for i in range(order_book_min, order_book_max + 1): order_book_rate = order_book['asks'][i - 1][0] # if orderbook has higher rate (high profit), # use orderbook, otherwise just use bids rate logger.info(' order book asks top %s: %0.8f', i, order_book_rate) if sell_rate < order_book_rate: sell_rate = order_book_rate if self.check_sell(trade, sell_rate, buy, sell): return True break else: logger.debug('checking sell') if self.check_sell(trade, sell_rate, buy, sell): return True logger.debug('Found no sell signal for %s.', trade) return False def handle_stoploss_on_exchange(self, trade: Trade) -> bool: """ Check if trade is fulfilled in which case the stoploss on exchange should be added immediately if stoploss on exchnage is enabled. """ result = False # If trade is open and the buy order is fulfilled but there is no stoploss, # then we add a stoploss on exchange if not trade.open_order_id and not trade.stoploss_order_id: if self.edge: stoploss = self.edge.stoploss(pair=trade.pair) else: stoploss = self.strategy.stoploss stop_price = trade.open_rate * (1 + stoploss) # limit price should be less than stop price. # 0.98 is arbitrary here. limit_price = stop_price * 0.98 stoploss_order_id = self.exchange.stoploss_limit( pair=trade.pair, amount=trade.amount, stop_price=stop_price, rate=limit_price)['id'] trade.stoploss_order_id = str(stoploss_order_id) # Or the trade open and there is already a stoploss on exchange. # so we check if it is hit ... elif trade.stoploss_order_id: logger.debug('Handling stoploss on exchange %s ...', trade) order = self.exchange.get_order(trade.stoploss_order_id, trade.pair) if order['status'] == 'closed': trade.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value trade.update(order) result = True else: result = False return result def check_sell(self, trade: Trade, sell_rate: float, buy: bool, sell: bool) -> bool: if self.edge: stoploss = self.edge.stoploss(trade.pair) should_sell = self.strategy.should_sell(trade, sell_rate, datetime.utcnow(), buy, sell, force_stoploss=stoploss) else: should_sell = self.strategy.should_sell(trade, sell_rate, datetime.utcnow(), buy, sell) if should_sell.sell_flag: self.execute_sell(trade, sell_rate, should_sell.sell_type) logger.info('executed sell, reason: %s', should_sell.sell_type) return True return False def check_handle_timedout(self) -> None: """ Check if any orders are timed out and cancel if neccessary :param timeoutvalue: Number of minutes until order is considered timed out :return: None """ buy_timeout = self.config['unfilledtimeout']['buy'] sell_timeout = self.config['unfilledtimeout']['sell'] buy_timeoutthreashold = arrow.utcnow().shift( minutes=-buy_timeout).datetime sell_timeoutthreashold = arrow.utcnow().shift( minutes=-sell_timeout).datetime for trade in Trade.query.filter(Trade.open_order_id.isnot(None)).all(): try: # FIXME: Somehow the query above returns results # where the open_order_id is in fact None. # This is probably because the record got # updated via /forcesell in a different thread. if not trade.open_order_id: continue order = self.exchange.get_order(trade.open_order_id, trade.pair) except (RequestException, DependencyException): logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc()) continue ordertime = arrow.get(order['datetime']).datetime # Check if trade is still actually open if float(order['remaining']) == 0.0: self.wallets.update() continue # Check if trade is still actually open if order['status'] == 'open': if order['side'] == 'buy' and ordertime < buy_timeoutthreashold: self.handle_timedout_limit_buy(trade, order) self.wallets.update() elif order[ 'side'] == 'sell' and ordertime < sell_timeoutthreashold: self.handle_timedout_limit_sell(trade, order) self.wallets.update() # FIX: 20180110, why is cancel.order unconditionally here, whereas # it is conditionally called in the # handle_timedout_limit_sell()? def handle_timedout_limit_buy(self, trade: Trade, order: Dict) -> bool: """Buy timeout - cancel order :return: True if order was fully cancelled """ pair_s = trade.pair.replace('_', '/') self.exchange.cancel_order(trade.open_order_id, trade.pair) if order['remaining'] == order['amount']: # if trade is not partially completed, just delete the trade Trade.session.delete(trade) Trade.session.flush() logger.info('Buy order timeout for %s.', trade) self.rpc.send_msg({ 'type': RPCMessageType.STATUS_NOTIFICATION, 'status': f'Unfilled buy order for {pair_s} cancelled due to timeout' }) return True # if trade is partially complete, edit the stake details for the trade # and close the order trade.amount = order['amount'] - order['remaining'] trade.stake_amount = trade.amount * trade.open_rate trade.open_order_id = None logger.info('Partial buy order timeout for %s.', trade) self.rpc.send_msg({ 'type': RPCMessageType.STATUS_NOTIFICATION, 'status': f'Remaining buy order for {pair_s} cancelled due to timeout' }) return False # FIX: 20180110, should cancel_order() be cond. or unconditionally called? def handle_timedout_limit_sell(self, trade: Trade, order: Dict) -> bool: """ Sell timeout - cancel order and update trade :return: True if order was fully cancelled """ pair_s = trade.pair.replace('_', '/') if order['remaining'] == order['amount']: # if trade is not partially completed, just cancel the trade self.exchange.cancel_order(trade.open_order_id, trade.pair) trade.close_rate = None trade.close_profit = None trade.close_date = None trade.is_open = True trade.open_order_id = None self.rpc.send_msg({ 'type': RPCMessageType.STATUS_NOTIFICATION, 'status': f'Unfilled sell order for {pair_s} cancelled due to timeout' }) logger.info('Sell order timeout for %s.', trade) return True # TODO: figure out how to handle partially complete sell orders return False def execute_sell(self, trade: Trade, limit: float, sell_reason: SellType) -> None: """ Executes a limit sell for the given trade and limit :param trade: Trade instance :param limit: limit rate for the sell order :param sellreason: Reason the sell was triggered :return: None """ sell_type = 'sell' if sell_reason in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS): sell_type = 'stoploss' # if stoploss is on exchange and we are on dry_run mode, # we consider the sell price stop price if self.config.get('dry_run', False) and sell_type == 'stoploss' \ and self.strategy.order_types['stoploss_on_exchange']: limit = trade.stop_loss # First cancelling stoploss on exchange ... if self.strategy.order_types.get( 'stoploss_on_exchange') and trade.stoploss_order_id: self.exchange.cancel_order(trade.stoploss_order_id, trade.pair) # Execute sell and update trade record order_id = self.exchange.sell( pair=str(trade.pair), ordertype=self.strategy.order_types[sell_type], amount=trade.amount, rate=limit, time_in_force=self.strategy.order_time_in_force['sell'])['id'] trade.open_order_id = order_id trade.close_rate_requested = limit trade.sell_reason = sell_reason.value profit_trade = trade.calc_profit(rate=limit) current_rate = self.exchange.get_ticker(trade.pair)['bid'] profit_percent = trade.calc_profit_percent(limit) pair_url = self.exchange.get_pair_detail_url(trade.pair) gain = "profit" if profit_percent > 0 else "loss" msg = { 'type': RPCMessageType.SELL_NOTIFICATION, 'exchange': trade.exchange.capitalize(), 'pair': trade.pair, 'gain': gain, 'market_url': pair_url, 'limit': limit, 'amount': trade.amount, 'open_rate': trade.open_rate, 'current_rate': current_rate, 'profit_amount': profit_trade, 'profit_percent': profit_percent, 'sell_reason': sell_reason.value } # For regular case, when the configuration exists if 'stake_currency' in self.config and 'fiat_display_currency' in self.config: stake_currency = self.config['stake_currency'] fiat_currency = self.config['fiat_display_currency'] msg.update({ 'stake_currency': stake_currency, 'fiat_currency': fiat_currency, }) # Send the message self.rpc.send_msg(msg) Trade.session.flush()
def plot_analyzed_dataframe(args: Namespace) -> None: """ Calls analyze() and plots the returned dataframe :return: None """ global _CONF # Load the configuration _CONF.update(setup_configuration(args)) print(_CONF) # Set the pair to audit pair = args.pair if pair is None: logger.critical('Parameter --pair mandatory;. E.g --pair ETH/BTC') exit() if '/' not in pair: logger.critical('--pair format must be XXX/YYY') exit() # Set timerange to use timerange = Arguments.parse_timerange(args.timerange) # Load the strategy try: strategy = StrategyResolver(_CONF).strategy exchange = Exchange(_CONF) except AttributeError: logger.critical( 'Impossible to load the strategy. Please check the file "user_data/strategies/%s.py"', args.strategy) exit() # Set the ticker to use tick_interval = strategy.ticker_interval # Load pair tickers tickers = {} if args.live: logger.info('Downloading pair.') exchange.refresh_tickers([pair], tick_interval) tickers[pair] = exchange.klines(pair) else: tickers = history.load_data(datadir=Path(_CONF.get("datadir")), pairs=[pair], ticker_interval=tick_interval, refresh_pairs=_CONF.get( 'refresh_pairs', False), timerange=timerange, exchange=Exchange(_CONF)) # No ticker found, or impossible to download if tickers == {}: exit() # Get trades already made from the DB trades = load_trades(args, pair, timerange) dataframes = strategy.tickerdata_to_dataframe(tickers) dataframe = dataframes[pair] dataframe = strategy.advise_buy(dataframe, {'pair': pair}) dataframe = strategy.advise_sell(dataframe, {'pair': pair}) if len(dataframe.index) > args.plot_limit: logger.warning( 'Ticker contained more than %s candles as defined ' 'with --plot-limit, clipping.', args.plot_limit) dataframe = dataframe.tail(args.plot_limit) trades = trades.loc[trades['opents'] >= dataframe.iloc[0]['date']] fig = generate_graph(pair=pair, trades=trades, data=dataframe, args=args) plot(fig, filename=str(Path('user_data').joinpath('freqtrade-plot.html')))