mohammadian7/freqtrade
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major refactoring to allow proper testing

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This commit includes:
* Reducing complexity of modules
* Remove unneeded wrapper classes
* Implement init() for each module which
  initializes everything based on the config
* Implement some basic tests
This commit is contained in:
gcarq
2017-09-08 15:51:00 +02:00
parent 1dc1018356
commit 3473fd3c90
9 changed files with 747 additions and 590 deletions
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main.py
+145 -118
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@@ -1,19 +1,23 @@
#!/usr/bin/env python
import enum
import json
import logging
import threading
import time
import traceback
from datetime import datetime
from json import JSONDecodeError
from typing import Optional
from jsonschema import validate
from requests import ConnectionError
from wrapt import synchronized
import exchange
import persistence
from rpc import telegram
from analyze import get_buy_signal
from persistence import Trade, Session
from exchange import get_exchange_api, Exchange
from rpc.telegram import TelegramHandler
from utils import get_conf
from persistence import Trade
from misc import conf_schema
logging.basicConfig(level=logging.DEBUG,
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s')
@@ -25,103 +29,79 @@ __license__ = "GPLv3"
__version__ = "0.8.0"
CONFIG = get_conf()
api_wrapper = get_exchange_api(CONFIG)
class State(enum.Enum):
RUNNING = 0
PAUSED = 1
TERMINATE = 2
class TradeThread(threading.Thread):
def __init__(self):
super().__init__()
self._should_stop = False
def stop(self) -> None:
""" stops the trader thread """
self._should_stop = True
def run(self) -> None:
"""
Threaded main function
:return: None
"""
try:
TelegramHandler.send_msg('*Status:* `trader started`')
logger.info('Trader started')
while not self._should_stop:
try:
self._process()
except (ConnectionError, JSONDecodeError, ValueError) as error:
msg = 'Got {} during _process()'.format(error.__class__.__name__)
logger.exception(msg)
finally:
Session.flush()
time.sleep(25)
except (RuntimeError, JSONDecodeError):
TelegramHandler.send_msg('*Status:* Got RuntimeError: ```\n{}\n```'.format(traceback.format_exc()))
logger.exception('RuntimeError. Stopping trader ...')
finally:
TelegramHandler.send_msg('*Status:* `Trader has stopped`')
@staticmethod
def _process() -> None:
"""
Queries the persistence layer for open trades and handles them,
otherwise a new trade is created.
:return: None
"""
# Query trades from persistence layer
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
if len(trades) < CONFIG['max_open_trades']:
try:
# Create entity and execute trade
trade = create_trade(float(CONFIG['stake_amount']), api_wrapper.exchange)
if trade:
Session.add(trade)
else:
logging.info('Got no buy signal...')
except ValueError:
logger.exception('Unable to create trade')
for trade in trades:
# Check if there is already an open order for this trade
orders = api_wrapper.get_open_orders(trade.pair)
orders = [o for o in orders if o['id'] == trade.open_order_id]
if orders:
msg = 'There exists an open order for {}: Order(total={}, remaining={}, type={}, id={})' \
.format(
trade,
round(orders[0]['amount'], 8),
round(orders[0]['remaining'], 8),
orders[0]['type'],
orders[0]['id'])
logger.info(msg)
continue
# Update state
trade.open_order_id = None
# Check if this trade can be marked as closed
if close_trade_if_fulfilled(trade):
logger.info('No open orders found and trade is fulfilled. Marking %s as closed ...', trade)
continue
# Check if we can sell our current pair
handle_trade(trade)
# Initial stopped TradeThread instance
_instance = TradeThread()
_conf = {}
_cur_state = State.RUNNING
@synchronized
def get_instance(recreate: bool=False) -> TradeThread:
def update_state(state: State) -> None:
"""
Get the current instance of this thread. This is a singleton.
:param recreate: Must be True if you want to start the instance
:return: TradeThread instance
Updates the application state
:param state: new state
:return: None
"""
global _instance
if recreate and not _instance.is_alive():
logger.debug('Creating thread instance...')
_instance = TradeThread()
return _instance
global _cur_state
_cur_state = state
@synchronized
def get_state() -> State:
"""
Gets the current application state
:return:
"""
return _cur_state
def _process() -> None:
"""
Queries the persistence layer for open trades and handles them,
otherwise a new trade is created.
:return: None
"""
# Query trades from persistence layer
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
if len(trades) < _conf['max_open_trades']:
try:
# Create entity and execute trade
trade = create_trade(float(_conf['stake_amount']), exchange.cur_exchange)
if trade:
Trade.session.add(trade)
else:
logging.info('Got no buy signal...')
except ValueError:
logger.exception('Unable to create trade')
for trade in trades:
# Check if there is already an open order for this trade
orders = exchange.get_open_orders(trade.pair)
orders = [o for o in orders if o['id'] == trade.open_order_id]
if orders:
msg = 'There exists an open order for {}: Order(total={}, remaining={}, type={}, id={})' \
.format(
trade,
round(orders[0]['amount'], 8),
round(orders[0]['remaining'], 8),
orders[0]['type'],
orders[0]['id'])
logger.info(msg)
continue
# Update state
trade.open_order_id = None
# Check if this trade can be marked as closed
if close_trade_if_fulfilled(trade):
logger.info('No open orders found and trade is fulfilled. Marking %s as closed ...', trade)
continue
# Check if we can sell our current pair
handle_trade(trade)
def close_trade_if_fulfilled(trade: Trade) -> bool:
@@ -134,7 +114,6 @@ def close_trade_if_fulfilled(trade: Trade) -> bool:
# we can close this trade.
if trade.close_profit and trade.close_date and trade.close_rate and not trade.open_order_id:
trade.is_open = False
Session.flush()
return True
return False
@@ -150,14 +129,14 @@ def handle_trade(trade: Trade) -> None:
logger.debug('Handling open trade %s ...', trade)
# Get current rate
current_rate = api_wrapper.get_ticker(trade.pair)['bid']
current_rate = exchange.get_ticker(trade.pair)['bid']
current_profit = 100 * ((current_rate - trade.open_rate) / trade.open_rate)
# Get available balance
currency = trade.pair.split('_')[1]
balance = api_wrapper.get_balance(currency)
balance = exchange.get_balance(currency)
for duration, threshold in sorted(CONFIG['minimal_roi'].items()):
for duration, threshold in sorted(_conf['minimal_roi'].items()):
duration, threshold = float(duration), float(threshold)
# Check if time matches and current rate is above threshold
time_diff = (datetime.utcnow() - trade.open_date).total_seconds() / 60
@@ -167,12 +146,12 @@ def handle_trade(trade: Trade) -> None:
message = '*{}:* Selling [{}]({}) at rate `{:f} (profit: {}%)`'.format(
trade.exchange.name,
trade.pair.replace('_', '/'),
api_wrapper.get_pair_detail_url(trade.pair),
exchange.get_pair_detail_url(trade.pair),
trade.close_rate,
round(profit, 2)
)
logger.info(message)
TelegramHandler.send_msg(message)
telegram.send_msg(message)
return
else:
logger.debug('Threshold not reached. (cur_profit: %1.2f%%)', current_profit)
@@ -180,18 +159,18 @@ def handle_trade(trade: Trade) -> None:
logger.exception('Unable to handle open order')
def create_trade(stake_amount: float, exchange: Exchange) -> Optional[Trade]:
def create_trade(stake_amount: float, _exchange: exchange.Exchange) -> Optional[Trade]:
"""
Checks the implemented trading indicator(s) for a randomly picked pair,
if one pair triggers the buy_signal a new trade record gets created
:param stake_amount: amount of btc to spend
:param exchange: exchange to use
:param _exchange: exchange to use
"""
logger.info('Creating new trade with stake_amount: %f ...', stake_amount)
whitelist = CONFIG[exchange.name.lower()]['pair_whitelist']
whitelist = _conf[_exchange.name.lower()]['pair_whitelist']
# Check if btc_amount is fulfilled
if api_wrapper.get_balance(CONFIG['stake_currency']) < stake_amount:
raise ValueError('stake amount is not fulfilled (currency={}'.format(CONFIG['stake_currency']))
if exchange.get_balance(_conf['stake_currency']) < stake_amount:
raise ValueError('stake amount is not fulfilled (currency={}'.format(_conf['stake_currency']))
# Remove currently opened and latest pairs from whitelist
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
@@ -213,30 +192,78 @@ def create_trade(stake_amount: float, exchange: Exchange) -> Optional[Trade]:
else:
return None
open_rate = api_wrapper.get_ticker(pair)['ask']
open_rate = exchange.get_ticker(pair)['ask']
amount = stake_amount / open_rate
exchange = exchange
order_id = api_wrapper.buy(pair, open_rate, amount)
order_id = exchange.buy(pair, open_rate, amount)
# Create trade entity and return
message = '*{}:* Buying [{}]({}) at rate `{:f}`'.format(
exchange.name,
_exchange.name,
pair.replace('_', '/'),
api_wrapper.get_pair_detail_url(pair),
exchange.get_pair_detail_url(pair),
open_rate
)
logger.info(message)
TelegramHandler.send_msg(message)
telegram.send_msg(message)
return Trade(pair=pair,
btc_amount=stake_amount,
open_rate=open_rate,
open_date=datetime.utcnow(),
amount=amount,
exchange=exchange,
open_order_id=order_id)
exchange=_exchange,
open_order_id=order_id,
is_open=True)
def init(config: dict) -> None:
"""
Initializes all modules and updates the config
:param config: config as dict
:return: None
"""
global _conf
# Initialize all modules
telegram.init(config)
persistence.init(config)
exchange.init(config)
_conf.update(config)
def app(config: dict) -> None:
logger.info('Starting freqtrade %s', __version__)
init(config)
try:
telegram.send_msg('*Status:* `trader started`')
logger.info('Trader started')
while True:
state = get_state()
if state == State.TERMINATE:
return
elif state == State.PAUSED:
time.sleep(1)
elif state == State.RUNNING:
try:
_process()
except (ConnectionError, JSONDecodeError, ValueError) as error:
msg = 'Got {} during _process()'.format(error.__class__.__name__)
logger.exception(msg)
finally:
time.sleep(25)
except (RuntimeError, JSONDecodeError):
telegram.send_msg(
'*Status:* Got RuntimeError: ```\n{}\n```'.format(traceback.format_exc())
)
logger.exception('RuntimeError. Stopping trader ...')
finally:
telegram.send_msg('*Status:* `Trader has stopped`')
if __name__ == '__main__':
logger.info('Starting freqtrade %s', __version__)
TelegramHandler.listen()
while True:
time.sleep(0.5)
with open('config.json') as file:
conf = json.load(file)
validate(conf, conf_schema)
app(conf)