def test_load_config_invalid_pair(default_conf, mocker):
conf = deepcopy(default_conf)
conf['exchange']['pair_whitelist'].append('BTC-ETH')
mocker.patch('freqtrade.misc.open',
mocker.mock_open(read_data=json.dumps(conf)))
with pytest.raises(ValidationError, match=r'.*does not match.*'):
load_config('somefile')
def test_load_config_missing_attributes(default_conf, mocker):
conf = deepcopy(default_conf)
conf.pop('exchange')
mocker.patch('freqtrade.misc.open',
mocker.mock_open(read_data=json.dumps(conf)))
with pytest.raises(ValidationError,
match=r'.*\'exchange\' is a required property.*'):
load_config('somefile')
def test_load_config_invalid_pair(default_conf, mocker):
conf = deepcopy(default_conf)
conf['exchange']['pair_whitelist'].append('BTC-ETH')
mocker.patch(
'freqtrade.misc.open',
mocker.mock_open(
read_data=json.dumps(conf)))
with pytest.raises(ValidationError, match=r'.*does not match.*'):
load_config('somefile')
def test_load_config_missing_attributes(default_conf, mocker):
conf = deepcopy(default_conf)
conf.pop('exchange')
mocker.patch(
'freqtrade.misc.open',
mocker.mock_open(
read_data=json.dumps(conf)))
with pytest.raises(ValidationError, match=r'.*\'exchange\' is a required property.*'):
load_config('somefile')
def test_load_config(default_conf, mocker):
file_mock = mocker.patch(
'freqtrade.misc.open',
mocker.mock_open(read_data=json.dumps(default_conf)))
validated_conf = load_config('somefile')
assert file_mock.call_count == 1
assert validated_conf.items() >= default_conf.items()
def test_load_config(default_conf, mocker):
file_mock = mocker.patch('freqtrade.misc.open', mocker.mock_open(
read_data=json.dumps(default_conf)
))
validated_conf = load_config('somefile')
assert file_mock.call_count == 1
assert validated_conf.items() >= default_conf.items()
def start(args):
# Initialize logger
logging.basicConfig(
level=args.loglevel,
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
)
exchange._API = Bittrex({'key': '', 'secret': ''})
logger.info('Using config: %s ...', args.config)
config = misc.load_config(args.config)
logger.info('Using ticker_interval: %s ...', args.ticker_interval)
data = {}
pairs = config['exchange']['pair_whitelist']
if args.live:
logger.info('Downloading data for all pairs in whitelist ...')
for pair in pairs:
data[pair] = exchange.get_ticker_history(pair, args.ticker_interval)
else:
logger.info('Using local backtesting data (using whitelist in given config) ...')
data = optimize.load_data(args.datadir, pairs=pairs, ticker_interval=args.ticker_interval,
refresh_pairs=args.refresh_pairs)
logger.info('Using stake_currency: %s ...', config['stake_currency'])
logger.info('Using stake_amount: %s ...', config['stake_amount'])
max_open_trades = 0
if args.realistic_simulation:
logger.info('Using max_open_trades: %s ...', config['max_open_trades'])
max_open_trades = config['max_open_trades']
# Monkey patch config
from freqtrade import main
main._CONF = config
preprocessed = preprocess(data)
# Print timeframe
min_date, max_date = get_timeframe(preprocessed)
logger.info('Measuring data from %s up to %s ...', min_date.isoformat(), max_date.isoformat())
# Execute backtest and print results
results = backtest(
stake_amount=config['stake_amount'],
processed=preprocessed,
max_open_trades=max_open_trades,
realistic=args.realistic_simulation,
sell_profit_only=config.get('experimental', {}).get('sell_profit_only', False),
stoploss=config.get('stoploss'),
use_sell_signal=config.get('experimental', {}).get('use_sell_signal', False)
)
logger.info(
'\n==================================== BACKTESTING REPORT ====================================\n%s', # noqa
generate_text_table(data, results, config['stake_currency'], args.ticker_interval)
)
def main():
"""
Loads and validates the config and handles the main loop
:return: None
"""
global _CONF
args = parse_args(sys.argv[1:])
if not args:
exit(0)
# Initialize logger
logging.basicConfig(
level=args.loglevel,
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
)
logger.info('Starting freqtrade %s (loglevel=%s)', __version__,
logging.getLevelName(args.loglevel))
# Load and validate configuration
_CONF = load_config(args.config)
# Initialize all modules and start main loop
if args.dynamic_whitelist:
logger.info(
'Using dynamically generated whitelist. (--dynamic-whitelist detected)'
)
init(_CONF)
old_state = None
while True:
new_state = get_state()
# Log state transition
if new_state != old_state:
rpc.send_msg('*Status:* `{}`'.format(new_state.name.lower()))
logger.info('Changing state to: %s', new_state.name)
if new_state == State.STOPPED:
time.sleep(1)
elif new_state == State.RUNNING:
throttle(
_process,
min_secs=_CONF['internals'].get('process_throttle_secs', 10),
dynamic_whitelist=args.dynamic_whitelist,
)
old_state = new_state
def test_backtest(backtest_conf, mocker):
print('')
exchange._API = Bittrex({'key': '', 'secret': ''})
# Load configuration file based on env variable
conf_path = os.environ.get('BACKTEST_CONFIG')
if conf_path:
print('Using config: {} ...'.format(conf_path))
config = load_config(conf_path)
else:
config = backtest_conf
# Parse ticker interval
ticker_interval = int(os.environ.get('BACKTEST_TICKER_INTERVAL') or 5)
print('Using ticker_interval: {} ...'.format(ticker_interval))
data = {}
if os.environ.get('BACKTEST_LIVE'):
print('Downloading data for all pairs in whitelist ...')
for pair in config['exchange']['pair_whitelist']:
data[pair] = exchange.get_ticker_history(pair, ticker_interval)
else:
print(
'Using local backtesting data (ignoring whitelist in given config)...'
)
data = load_backtesting_data(ticker_interval)
print('Using stake_currency: {} ...\nUsing stake_amount: {} ...'.format(
config['stake_currency'], config['stake_amount']))
# Print timeframe
min_date, max_date = get_timeframe(data)
print('Measuring data from {} up to {} ...'.format(min_date.isoformat(),
max_date.isoformat()))
# Execute backtest and print results
results = backtest(config, preprocess(data), mocker)
print(
'====================== BACKTESTING REPORT ======================================\n\n'
'NOTE: This Report doesn\'t respect the limits of max_open_trades, \n'
' so the projected values should be taken with a grain of salt.\n'
)
print(generate_text_table(data, results, config['stake_currency']))
def start(args):
global TOTAL_TRIES, PROCESSED, SPACE, TRIALS, _CURRENT_TRIES
TOTAL_TRIES = args.epochs
exchange._API = Bittrex({'key': '', 'secret': ''})
# Initialize logger
logging.basicConfig(
level=args.loglevel,
format='\n%(message)s',
)
logger.info('Using config: %s ...', args.config)
config = load_config(args.config)
pairs = config['exchange']['pair_whitelist']
PROCESSED = optimize.preprocess(
optimize.load_data(args.datadir,
pairs=pairs,
ticker_interval=args.ticker_interval))
if args.mongodb:
logger.info('Using mongodb ...')
logger.info(
'Start scripts/start-mongodb.sh and start-hyperopt-worker.sh manually!'
)
db_name = 'freqtrade_hyperopt'
TRIALS = MongoTrials('mongo://127.0.0.1:1234/{}/jobs'.format(db_name),
exp_key='exp1')
else:
logger.info('Preparing Trials..')
signal.signal(signal.SIGINT, signal_handler)
# read trials file if we have one
if os.path.exists(TRIALS_FILE):
TRIALS = read_trials()
_CURRENT_TRIES = len(TRIALS.results)
TOTAL_TRIES = TOTAL_TRIES + _CURRENT_TRIES
logger.info(
'Continuing with trials. Current: {}, Total: {}'.format(
_CURRENT_TRIES, TOTAL_TRIES))
try:
best_parameters = fmin(fn=optimizer,
space=SPACE,
algo=tpe.suggest,
max_evals=TOTAL_TRIES,
trials=TRIALS)
results = sorted(TRIALS.results, key=itemgetter('loss'))
best_result = results[0]['result']
except ValueError:
best_parameters = {}
best_result = 'Sorry, Hyperopt was not able to find good parameters. Please ' \
'try with more epochs (param: -e).'
# Improve best parameter logging display
if best_parameters:
best_parameters = space_eval(SPACE, best_parameters)
logger.info('Best parameters:\n%s', json.dumps(best_parameters, indent=4))
logger.info('Best Result:\n%s', best_result)
# Store trials result to file to resume next time
save_trials(TRIALS)
def start(args):
# Initialize logger
logging.basicConfig(
level=args.loglevel,
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
)
exchange._API = Bittrex({'key': '', 'secret': ''})
logger.info('Using config: %s ...', args.config)
config = misc.load_config(args.config)
logger.info('Using ticker_interval: %s ...', args.ticker_interval)
data = {}
pairs = config['exchange']['pair_whitelist']
if args.live:
logger.info('Downloading data for all pairs in whitelist ...')
for pair in pairs:
data[pair] = exchange.get_ticker_history(pair,
args.ticker_interval)
else:
logger.info(
'Using local backtesting data (using whitelist in given config) ...'
)
data = optimize.load_data(args.datadir,
pairs=pairs,
ticker_interval=args.ticker_interval,
refresh_pairs=args.refresh_pairs)
logger.info('Using stake_currency: %s ...', config['stake_currency'])
logger.info('Using stake_amount: %s ...', config['stake_amount'])
max_open_trades = 0
if args.realistic_simulation:
logger.info('Using max_open_trades: %s ...', config['max_open_trades'])
max_open_trades = config['max_open_trades']
# Monkey patch config
from freqtrade import main
main._CONF = config
preprocessed = preprocess(data)
# Print timeframe
min_date, max_date = get_timeframe(preprocessed)
logger.info('Measuring data from %s up to %s ...', min_date.isoformat(),
max_date.isoformat())
# Execute backtest and print results
results = backtest(
stake_amount=config['stake_amount'],
processed=preprocessed,
max_open_trades=max_open_trades,
realistic=args.realistic_simulation,
sell_profit_only=config.get('experimental',
{}).get('sell_profit_only', False),
stoploss=config.get('stoploss'),
use_sell_signal=config.get('experimental',
{}).get('use_sell_signal', False))
logger.info(
'\n==================================== BACKTESTING REPORT ====================================\n%s', # noqa
generate_text_table(data, results, config['stake_currency'],
args.ticker_interval))
def main(sysargv=sys.argv[1:]) -> None:
"""
Loads and validates the config and handles the main loop
:return: None
"""
global _CONF
args = parse_args(sysargv,
'Simple High Frequency Trading Bot for crypto currencies')
# A subcommand has been issued
if hasattr(args, 'func'):
args.func(args)
exit(0)
# Initialize logger
logging.basicConfig(
level=args.loglevel,
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
)
logger.info(
'Starting freqtrade %s (loglevel=%s)',
__version__,
logging.getLevelName(args.loglevel)
)
# Load and validate configuration
_CONF = load_config(args.config)
# Initialize all modules and start main loop
if args.dynamic_whitelist:
logger.info('Using dynamically generated whitelist. (--dynamic-whitelist detected)')
# If the user ask for Dry run with a local DB instead of memory
if args.dry_run_db:
if _CONF.get('dry_run', False):
_CONF.update({'dry_run_db': True})
logger.info(
'Dry_run will use the DB file: "tradesv3.dry_run.sqlite". (--dry_run_db detected)'
)
else:
logger.info('Dry run is disabled. (--dry_run_db ignored)')
try:
init(_CONF)
old_state = None
while True:
new_state = get_state()
# Log state transition
if new_state != old_state:
rpc.send_msg('*Status:* `{}`'.format(new_state.name.lower()))
logger.info('Changing state to: %s', new_state.name)
if new_state == State.STOPPED:
time.sleep(1)
elif new_state == State.RUNNING:
throttle(
_process,
min_secs=_CONF['internals'].get('process_throttle_secs', 10),
nb_assets=args.dynamic_whitelist,
)
old_state = new_state
except KeyboardInterrupt:
logger.info('Got SIGINT, aborting ...')
except BaseException:
logger.exception('Got fatal exception!')
finally:
cleanup()
def start(args):
global TOTAL_TRIES, PROCESSED, SPACE, TRIALS, _CURRENT_TRIES
TOTAL_TRIES = args.epochs
exchange._API = Bittrex({'key': '', 'secret': ''})
# Initialize logger
logging.basicConfig(
level=args.loglevel,
format='\n%(message)s',
)
logger.info('Using config: %s ...', args.config)
config = load_config(args.config)
pairs = config['exchange']['pair_whitelist']
PROCESSED = optimize.preprocess(optimize.load_data(
args.datadir, pairs=pairs, ticker_interval=args.ticker_interval))
if args.mongodb:
logger.info('Using mongodb ...')
logger.info('Start scripts/start-mongodb.sh and start-hyperopt-worker.sh manually!')
db_name = 'freqtrade_hyperopt'
TRIALS = MongoTrials('mongo://127.0.0.1:1234/{}/jobs'.format(db_name), exp_key='exp1')
else:
logger.info('Preparing Trials..')
signal.signal(signal.SIGINT, signal_handler)
# read trials file if we have one
if os.path.exists(TRIALS_FILE):
TRIALS = read_trials()
_CURRENT_TRIES = len(TRIALS.results)
TOTAL_TRIES = TOTAL_TRIES + _CURRENT_TRIES
logger.info(
'Continuing with trials. Current: {}, Total: {}'
.format(_CURRENT_TRIES, TOTAL_TRIES))
try:
best_parameters = fmin(
fn=optimizer,
space=SPACE,
algo=tpe.suggest,
max_evals=TOTAL_TRIES,
trials=TRIALS
)
results = sorted(TRIALS.results, key=itemgetter('loss'))
best_result = results[0]['result']
except ValueError:
best_parameters = {}
best_result = 'Sorry, Hyperopt was not able to find good parameters. Please ' \
'try with more epochs (param: -e).'
# Improve best parameter logging display
if best_parameters:
best_parameters = space_eval(SPACE, best_parameters)
logger.info('Best parameters:\n%s', json.dumps(best_parameters, indent=4))
logger.info('Best Result:\n%s', best_result)
# Store trials result to file to resume next time
save_trials(TRIALS)
def main(sysargv=sys.argv[1:]) -> None:
"""
Loads and validates the config and handles the main loop
:return: None
"""
global _CONF
args = parse_args(
sysargv, 'Simple High Frequency Trading Bot for crypto currencies')
# A subcommand has been issued
if hasattr(args, 'func'):
args.func(args)
exit(0)
# Initialize logger
logging.basicConfig(
level=args.loglevel,
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
)
logger.info('Starting freqtrade %s (loglevel=%s)', __version__,
logging.getLevelName(args.loglevel))
# Load and validate configuration
_CONF = load_config(args.config)
# Initialize all modules and start main loop
if args.dynamic_whitelist:
logger.info(
'Using dynamically generated whitelist. (--dynamic-whitelist detected)'
)
# If the user ask for Dry run with a local DB instead of memory
if args.dry_run_db:
if _CONF.get('dry_run', False):
_CONF.update({'dry_run_db': True})
logger.info(
'Dry_run will use the DB file: "tradesv3.dry_run.sqlite". (--dry_run_db detected)'
)
else:
logger.info('Dry run is disabled. (--dry_run_db ignored)')
try:
init(_CONF)
old_state = None
while True:
new_state = get_state()
# Log state transition
if new_state != old_state:
rpc.send_msg('*Status:* `{}`'.format(new_state.name.lower()))
logger.info('Changing state to: %s', new_state.name)
if new_state == State.STOPPED:
time.sleep(1)
elif new_state == State.RUNNING:
throttle(
_process,
min_secs=_CONF['internals'].get('process_throttle_secs',
10),
nb_assets=args.dynamic_whitelist,
)
old_state = new_state
except KeyboardInterrupt:
logger.info('Got SIGINT, aborting ...')
except BaseException:
logger.exception('Got fatal exception!')
finally:
cleanup()