Merge branch 'develop' into feat/pairlistconfig

freqtrade/__init__.py

@@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = '2023.5.dev'
+__version__ = '2023.6.dev'
 
 if 'dev' in __version__:
     from pathlib import Path

freqtrade/configuration/config_validation.py

@@ -174,7 +174,7 @@ def _validate_whitelist(conf: Dict[str, Any]) -> None:
         return
 
     for pl in conf.get('pairlists', [{'method': 'StaticPairList'}]):
-        if (pl.get('method') == 'StaticPairList'
+        if (isinstance(pl, dict) and pl.get('method') == 'StaticPairList'
                 and not conf.get('exchange', {}).get('pair_whitelist')):
             raise OperationalException("StaticPairList requires pair_whitelist to be set.")
 

freqtrade/exchange/binance.py

@@ -65,7 +65,7 @@ class Binance(Exchange):
         """
         try:
             if self.trading_mode == TradingMode.FUTURES and not self._config['dry_run']:
-                position_side = self._api.fapiPrivateGetPositionsideDual()
+                position_side = self._api.fapiPrivateGetPositionSideDual()
                 self._log_exchange_response('position_side_setting', position_side)
                 assets_margin = self._api.fapiPrivateGetMultiAssetsMargin()
                 self._log_exchange_response('multi_asset_margin', assets_margin)

freqtrade/exchange/okx.py

@@ -169,27 +169,11 @@ class Okx(Exchange):
             params['posSide'] = self._get_posSide(side, True)
         return params
 
-    def fetch_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
+    def _convert_stop_order(self, pair: str, order_id: str, order: Dict) -> Dict:
-        if self._config['dry_run']:
+        if (
-            return self.fetch_dry_run_order(order_id)
+            order['status'] == 'closed'
-
+            and (real_order_id := order.get('info', {}).get('ordId')) is not None
-        try:
+        ):
-            params1 = {'stop': True}
-            order_reg = self._api.fetch_order(order_id, pair, params=params1)
-            self._log_exchange_response('fetch_stoploss_order', order_reg)
-            return order_reg
-        except ccxt.OrderNotFound:
-            pass
-        params2 = {'stop': True, 'ordType': 'conditional'}
-        for method in (self._api.fetch_open_orders, self._api.fetch_closed_orders,
-                       self._api.fetch_canceled_orders):
-            try:
-                orders = method(pair, params=params2)
-                orders_f = [order for order in orders if order['id'] == order_id]
-                if orders_f:
-                    order = orders_f[0]
-                    if (order['status'] == 'closed'
-                            and (real_order_id := order.get('info', {}).get('ordId')) is not None):
             # Once a order triggered, we fetch the regular followup order.
             order_reg = self.fetch_order(real_order_id, pair)
             self._log_exchange_response('fetch_stoploss_order1', order_reg)
@@ -200,6 +184,27 @@ class Okx(Exchange):
             return order_reg
         order['type'] = 'stoploss'
         return order
+
+    def fetch_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
+        if self._config['dry_run']:
+            return self.fetch_dry_run_order(order_id)
+
+        try:
+            params1 = {'stop': True}
+            order_reg = self._api.fetch_order(order_id, pair, params=params1)
+            self._log_exchange_response('fetch_stoploss_order', order_reg)
+            return self._convert_stop_order(pair, order_id, order_reg)
+        except ccxt.OrderNotFound:
+            pass
+        params2 = {'stop': True, 'ordType': 'conditional'}
+        for method in (self._api.fetch_open_orders, self._api.fetch_closed_orders,
+                       self._api.fetch_canceled_orders):
+            try:
+                orders = method(pair, params=params2)
+                orders_f = [order for order in orders if order['id'] == order_id]
+                if orders_f:
+                    order = orders_f[0]
+                    return self._convert_stop_order(pair, order_id, order)
             except ccxt.BaseError:
                 pass
         raise RetryableOrderError(

freqtrade/freqai/RL/BaseEnvironment.py

@@ -180,7 +180,7 @@ class BaseEnvironment(gym.Env):
     def reset_tensorboard_log(self):
         self.tensorboard_metrics = {}
 
-    def reset(self):
+    def reset(self, seed=None):
         """
         Reset is called at the beginning of every episode
         """

freqtrade/freqai/tensorboard/base_tensorboard.py

@@ -10,8 +10,7 @@ logger = logging.getLogger(__name__)
 
 class BaseTensorboardLogger:
     def __init__(self, logdir: Path, activate: bool = True):
-        logger.warning("Tensorboard is not installed, no logs will be written."
+        pass
-                       "Ensure torch is installed, or use the torch/RL docker images")
 
     def log_scalar(self, tag: str, scalar_value: Any, step: int):
         return
@@ -23,8 +22,7 @@ class BaseTensorboardLogger:
 class BaseTensorBoardCallback(TrainingCallback):
 
     def __init__(self, logdir: Path, activate: bool = True):
-        logger.warning("Tensorboard is not installed, no logs will be written."
+        pass
-                       "Ensure torch is installed, or use the torch/RL docker images")
 
     def after_iteration(
         self, model, epoch: int, evals_log: TrainingCallback.EvalsLog

freqtrade/freqtradebot.py

@@ -1075,7 +1075,7 @@ class FreqtradeBot(LoggingMixin):
         trades_closed = 0
         for trade in trades:
 
-            if not self.wallets.check_exit_amount(trade):
+            if trade.open_order_id is None and not self.wallets.check_exit_amount(trade):
                 logger.warning(
                     f'Not enough {trade.safe_base_currency} in wallet to exit {trade}. '
                     'Trying to recover.')

freqtrade/misc.py

@@ -8,7 +8,6 @@ from pathlib import Path
 from typing import Any, Dict, Iterator, List, Mapping, Optional, TextIO, Union
 from urllib.parse import urlparse
 
-import orjson
 import pandas as pd
 import rapidjson
 
@@ -249,17 +248,7 @@ def dataframe_to_json(dataframe: pd.DataFrame) -> str:
     :param dataframe: A pandas DataFrame
     :returns: A JSON string of the pandas DataFrame
     """
-    # https://github.com/pandas-dev/pandas/issues/24889
+    return dataframe.to_json(orient='split')
-    # https://github.com/pandas-dev/pandas/issues/40443
-    # We need to convert to a dict to avoid mem leak
-    def default(z):
-        if isinstance(z, pd.Timestamp):
-            return z.timestamp() * 1e3
-        if z is pd.NaT:
-            return 'NaT'
-        raise TypeError
-
-    return str(orjson.dumps(dataframe.to_dict(orient='split'), default=default), 'utf-8')
 
 
 def json_to_dataframe(data: str) -> pd.DataFrame:

freqtrade/plugins/pairlist/VolatilityFilter.py

@@ -98,7 +98,7 @@ class VolatilityFilter(IPairList):
         needed_pairs: ListPairsWithTimeframes = [
             (p, '1d', self._def_candletype) for p in pairlist if p not in self._pair_cache]
 
-        since_ms = dt_ts(dt_floor_day(dt_now()) - timedelta(days=self._days - 1))
+        since_ms = dt_ts(dt_floor_day(dt_now()) - timedelta(days=self._days))
         # Get all candles
         candles = {}
         if needed_pairs:
@@ -127,7 +127,7 @@ class VolatilityFilter(IPairList):
 
         result = False
         if daily_candles is not None and not daily_candles.empty:
-            returns = (np.log(daily_candles.close / daily_candles.close.shift(-1)))
+            returns = (np.log(daily_candles["close"].shift(1) / daily_candles["close"]))
             returns.fillna(0, inplace=True)
 
             volatility_series = returns.rolling(window=self._days).std() * np.sqrt(self._days)

requirements-freqai-rl.txt

@@ -5,7 +5,7 @@
 torch==2.0.1
 #until these branches will be released we can use this
 gymnasium==0.28.1
-stable_baselines3==2.0.0a5
+stable_baselines3==2.0.0a10
-sb3_contrib>=2.0.0a4
+sb3_contrib>=2.0.0a9
 # Progress bar for stable-baselines3 and sb3-contrib
 tqdm==4.65.0

requirements.txt

@@ -12,7 +12,7 @@ python-telegram-bot==20.3
 httpx>=0.23.3
 arrow==1.2.3
 cachetools==5.3.0
-requests==2.30.0
+requests==2.31.0
 urllib3==2.0.2
 jsonschema==4.17.3
 TA-Lib==0.4.26

scripts/rest_client.py

@@ -279,8 +279,9 @@ class FtRestClient():
         """
         data = {"pair": pair,
                 "side": side,
-                "price": price,
                 }
+        if price:
+            data['price'] = price
         return self._post("forceenter", data=data)
 
     def forceexit(self, tradeid, ordertype=None, amount=None):

tests/exchange/test_binance.py

@@ -514,7 +514,7 @@ def test_fill_leverage_tiers_binance_dryrun(default_conf, mocker, leverage_tiers
 
 def test_additional_exchange_init_binance(default_conf, mocker):
     api_mock = MagicMock()
-    api_mock.fapiPrivateGetPositionsideDual = MagicMock(return_value={"dualSidePosition": True})
+    api_mock.fapiPrivateGetPositionSideDual = MagicMock(return_value={"dualSidePosition": True})
     api_mock.fapiPrivateGetMultiAssetsMargin = MagicMock(return_value={"multiAssetsMargin": True})
     default_conf['dry_run'] = False
     default_conf['trading_mode'] = TradingMode.FUTURES
@@ -522,12 +522,12 @@ def test_additional_exchange_init_binance(default_conf, mocker):
     with pytest.raises(OperationalException,
                        match=r"Hedge Mode is not supported.*\nMulti-Asset Mode is not supported.*"):
         get_patched_exchange(mocker, default_conf, id="binance", api_mock=api_mock)
-    api_mock.fapiPrivateGetPositionsideDual = MagicMock(return_value={"dualSidePosition": False})
+    api_mock.fapiPrivateGetPositionSideDual = MagicMock(return_value={"dualSidePosition": False})
     api_mock.fapiPrivateGetMultiAssetsMargin = MagicMock(return_value={"multiAssetsMargin": False})
     exchange = get_patched_exchange(mocker, default_conf, id="binance", api_mock=api_mock)
     assert exchange
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'binance',
-                           "additional_exchange_init", "fapiPrivateGetPositionsideDual")
+                           "additional_exchange_init", "fapiPrivateGetPositionSideDual")
 
 
 def test__set_leverage_binance(mocker, default_conf):

tests/exchange/test_ccxt_compat.py

@@ -43,6 +43,10 @@ EXCHANGES = {
         'hasQuoteVolumeFutures': True,
         'leverage_tiers_public': False,
         'leverage_in_spot_market': False,
+        'private_methods': [
+            'fapiPrivateGetPositionSideDual',
+            'fapiPrivateGetMultiAssetsMargin'
+        ],
         'sample_order': [{
             "symbol": "SOLUSDT",
             "orderId": 3551312894,
@@ -221,11 +225,13 @@ EXCHANGES = {
         'hasQuoteVolumeFutures': False,
         'leverage_tiers_public': True,
         'leverage_in_spot_market': True,
+        'private_methods': ['fetch_accounts'],
     },
     'bybit': {
         'pair': 'BTC/USDT',
         'stake_currency': 'USDT',
         'hasQuoteVolume': True,
+        'use_ci_proxy': True,
         'timeframe': '1h',
         'futures_pair': 'BTC/USDT:USDT',
         'futures': True,
@@ -755,3 +761,8 @@ class TestCCXTExchange():
             max_stake_amount = futures.get_max_pair_stake_amount(futures_pair, 40000)
             assert (isinstance(max_stake_amount, float))
             assert max_stake_amount >= 0.0
+
+    def test_private_method_presence(self, exchange: EXCHANGE_FIXTURE_TYPE):
+        exch, exchangename = exchange
+        for method in EXCHANGES[exchangename].get('private_methods', []):
+            assert hasattr(exch._api, method)