def test_setup_configuration_unlimited_stake_amount(mocker, default_conf,
caplog) -> None:
default_conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
mocker.patch('freqtrade.configuration.open',
mocker.mock_open(read_data=json.dumps(default_conf)))
args = [
'--config', 'config.json', '--strategy', 'DefaultStrategy',
'backtesting'
]
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
setup_configuration(get_args(args))
def get_trading_env(args: Namespace):
"""
Initalize freqtrade Exchange and Strategy, split pairs recieved in parameter
:return: Strategy
"""
global _CONF
# Load the configuration
_CONF.update(setup_configuration(args))
print(_CONF)
pairs = args.pairs.split(',')
if pairs is None:
logger.critical('Parameter --pairs mandatory;. E.g --pairs ETH/BTC,XRP/BTC')
exit()
# 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()
return [strategy, exchange, pairs]
def test_setup_bt_configuration_with_arguments(mocker, default_conf,
caplog) -> None:
mocker.patch('freqtrade.configuration.open',
mocker.mock_open(read_data=json.dumps(default_conf)))
mocker.patch('freqtrade.configuration.Configuration._create_datadir',
lambda s, c, x: x)
args = [
'--config', 'config.json', '--strategy', 'DefaultStrategy',
'--datadir', '/foo/bar', 'backtesting', '--ticker-interval', '1m',
'--live', '--enable-position-stacking',
'--disable-max-market-positions', '--refresh-pairs-cached',
'--timerange', ':100', '--export', '/bar/foo', '--export-filename',
'foo_bar.json'
]
config = setup_configuration(get_args(args))
assert 'max_open_trades' in config
assert 'stake_currency' in config
assert 'stake_amount' in config
assert 'exchange' in config
assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config
assert log_has('Using data folder: {} ...'.format(config['datadir']),
caplog.record_tuples)
assert 'ticker_interval' in config
assert log_has('Parameter -i/--ticker-interval detected ...',
caplog.record_tuples)
assert log_has('Using ticker_interval: 1m ...', caplog.record_tuples)
assert 'live' in config
assert log_has('Parameter -l/--live detected ...', caplog.record_tuples)
assert 'position_stacking' in config
assert log_has('Parameter --enable-position-stacking detected ...',
caplog.record_tuples)
assert 'use_max_market_positions' in config
assert log_has('Parameter --disable-max-market-positions detected ...',
caplog.record_tuples)
assert log_has('max_open_trades set to unlimited ...',
caplog.record_tuples)
assert 'refresh_pairs' in config
assert log_has('Parameter -r/--refresh-pairs-cached detected ...',
caplog.record_tuples)
assert 'timerange' in config
assert log_has(
'Parameter --timerange detected: {} ...'.format(config['timerange']),
caplog.record_tuples)
assert 'export' in config
assert log_has(
'Parameter --export detected: {} ...'.format(config['export']),
caplog.record_tuples)
assert 'exportfilename' in config
assert log_has(
'Storing backtest results to {} ...'.format(config['exportfilename']),
caplog.record_tuples)
def test_setup_configuration_with_arguments(mocker, default_conf,
caplog) -> None:
"""
Test setup_configuration() function
"""
mocker.patch('freqtrade.configuration.open',
mocker.mock_open(read_data=json.dumps(default_conf)))
args = [
'--config', 'config.json', '--strategy', 'DefaultStrategy',
'--datadir', '/foo/bar', 'backtesting', '--ticker-interval', '1m',
'--live', '--realistic-simulation', '--refresh-pairs-cached',
'--timerange', ':100', '--export', '/bar/foo', '--export-filename',
'foo_bar.json'
]
config = setup_configuration(get_args(args))
assert 'max_open_trades' in config
assert 'stake_currency' in config
assert 'stake_amount' in config
assert 'exchange' in config
assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config
assert log_has('Using data folder: {} ...'.format(config['datadir']),
caplog.record_tuples)
assert 'ticker_interval' in config
assert log_has('Parameter -i/--ticker-interval detected ...',
caplog.record_tuples)
assert log_has('Using ticker_interval: 1m ...', caplog.record_tuples)
assert 'live' in config
assert log_has('Parameter -l/--live detected ...', caplog.record_tuples)
assert 'realistic_simulation' in config
assert log_has('Parameter --realistic-simulation detected ...',
caplog.record_tuples)
assert log_has('Using max_open_trades: 1 ...', caplog.record_tuples)
assert 'refresh_pairs' in config
assert log_has('Parameter -r/--refresh-pairs-cached detected ...',
caplog.record_tuples)
assert 'timerange' in config
assert log_has(
'Parameter --timerange detected: {} ...'.format(config['timerange']),
caplog.record_tuples)
assert 'export' in config
assert log_has(
'Parameter --export detected: {} ...'.format(config['export']),
caplog.record_tuples)
assert 'exportfilename' in config
assert log_has(
'Storing backtest results to {} ...'.format(config['exportfilename']),
caplog.record_tuples)
def test_setup_configuration_without_arguments(mocker, default_conf,
caplog) -> None:
mocker.patch('freqtrade.configuration.open',
mocker.mock_open(read_data=json.dumps(default_conf)))
args = [
'--config', 'config.json', '--strategy', 'DefaultStrategy',
'backtesting'
]
config = setup_configuration(get_args(args))
assert 'max_open_trades' in config
assert 'stake_currency' in config
assert 'stake_amount' in config
assert 'exchange' in config
assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config
assert log_has('Using data folder: {} ...'.format(config['datadir']),
caplog.record_tuples)
assert 'ticker_interval' in config
assert not log_has('Parameter -i/--ticker-interval detected ...',
caplog.record_tuples)
assert 'live' not in config
assert not log_has('Parameter -l/--live detected ...',
caplog.record_tuples)
assert 'position_stacking' not in config
assert not log_has('Parameter --enable-position-stacking detected ...',
caplog.record_tuples)
assert 'refresh_pairs' not in config
assert not log_has('Parameter -r/--refresh-pairs-cached detected ...',
caplog.record_tuples)
assert 'timerange' not in config
assert 'export' not in config
assert 'runmode' in config
assert config['runmode'] == RunMode.BACKTEST
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.')
tickers[pair] = exchange.get_candle_history(pair, tick_interval)
else:
tickers = optimize.load_data(
datadir=_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')))
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))
# 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:
analyze = Analyze(_CONF)
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 = analyze.get_ticker_interval()
# Load pair tickers
tickers = {}
if args.live:
logger.info('Downloading pair.')
tickers[pair] = exchange.get_ticker_history(pair, tick_interval)
else:
tickers = optimize.load_data(datadir=_CONF.get("datadir"),
pairs=[pair],
ticker_interval=tick_interval,
refresh_pairs=_CONF.get(
'refresh_pairs', False),
timerange=timerange)
# No ticker found, or impossible to download
if tickers == {}:
exit()
# Get trades already made from the DB
trades: List[Trade] = []
if args.db_url:
persistence.init(_CONF)
trades = Trade.query.filter(Trade.pair.is_(pair)).all()
dataframes = analyze.tickerdata_to_dataframe(tickers)
dataframe = dataframes[pair]
dataframe = analyze.populate_buy_trend(dataframe)
dataframe = analyze.populate_sell_trend(dataframe)
if len(dataframe.index) > 750:
logger.warning('Ticker contained more than 750 candles, clipping.')
fig = generate_graph(pair=pair,
trades=trades,
data=dataframe.tail(750),
args=args)
plot(fig, filename=os.path.join('user_data', 'freqtrade-plot.html'))
