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'))