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Merge branch 'develop' into maint/python_3.14

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This commit is contained in:
Matthias
2025-12-16 17:39:55 +01:00
parent 0340d36af2 eb3e8b82f9
commit 4540e2ceea
109 changed files with 9500 additions and 7567 deletions
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.github/dependabot.yml
+4 -4
View File
@@ -2,7 +2,7 @@ version: 2
updates:
- package-ecosystem: docker
cooldown:
default-days: 4
default-days: 7
directories:
- "/"
- "/docker"
@@ -16,7 +16,7 @@ updates:
- package-ecosystem: devcontainers
directory: "/"
cooldown:
default-days: 4
default-days: 7
schedule:
interval: daily
open-pull-requests-limit: 10
@@ -24,7 +24,7 @@ updates:
- package-ecosystem: pip
directory: "/"
cooldown:
default-days: 4
default-days: 7
exclude:
- ccxt
schedule:
@@ -51,7 +51,7 @@ updates:
- package-ecosystem: "github-actions"
directory: "/"
cooldown:
default-days: 4
default-days: 7
schedule:
interval: "weekly"
open-pull-requests-limit: 10
.github/workflows/binance-lev-tier-update.yml
+2 -2
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@@ -15,7 +15,7 @@ jobs:
environment:
name: develop
steps:
- uses: actions/checkout@v5
- uses: actions/checkout@v6.0.1
with:
persist-credentials: false
@@ -34,7 +34,7 @@ jobs:
run: python build_helpers/binance_update_lev_tiers.py
- uses: peter-evans/create-pull-request@271a8d0340265f705b14b6d32b9829c1cb33d45e # v7.0.8
- uses: peter-evans/create-pull-request@84ae59a2cdc2258d6fa0732dd66352dddae2a412 # v7.0.9
with:
token: ${{ secrets.REPO_SCOPED_TOKEN }}
add-paths: freqtrade/exchange/binance_leverage_tiers.json
.github/workflows/ci.yml
+34 -26
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@@ -28,7 +28,7 @@ jobs:
python-version: ["3.11", "3.12", "3.13", "3.14"]
steps:
- uses: actions/checkout@v5
- uses: actions/checkout@v6.0.1
with:
persist-credentials: false
@@ -38,7 +38,7 @@ jobs:
python-version: ${{ matrix.python-version }}
- name: Install uv
uses: astral-sh/setup-uv@85856786d1ce8acfbcc2f13a5f3fbd6b938f9f41 # v7.1.2
uses: astral-sh/setup-uv@1e862dfacbd1d6d858c55d9b792c756523627244 # v7.1.4
with:
activate-environment: true
enable-cache: true
@@ -74,15 +74,17 @@ jobs:
run: |
pytest --random-order --cov=freqtrade --cov=freqtrade_client --cov-config=.coveragerc
- name: Coveralls
- uses: codecov/codecov-action@5a1091511ad55cbe89839c7260b706298ca349f7 # v5.5.1
if: (runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-24.04')
with:
fail_ci_if_error: true
token: ${{ secrets.CODECOV_TOKEN }}
- name: Cleanup codecov dirty state files
if: (runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-24.04')
env:
# Coveralls token. Not used as secret due to github not providing secrets to forked repositories
COVERALLS_REPO_TOKEN: 6D1m0xupS3FgutfuGao8keFf9Hc0FpIXu
run: |
# Allow failure for coveralls
uv pip install coveralls
coveralls || true
# See https://github.com/codecov/codecov-action/issues/1851
rm -rf codecov codecov.SHA256SUM codecov.SHA256SUM.sig
- name: Run json schema extract
# This should be kept before the repository check to ensure that the schema is up-to-date
@@ -175,7 +177,7 @@ jobs:
name: "Mypy Version Check"
runs-on: ubuntu-24.04
steps:
- uses: actions/checkout@v5
- uses: actions/checkout@v6.0.1
with:
persist-credentials: false
@@ -193,7 +195,7 @@ jobs:
name: "Pre-commit checks"
runs-on: ubuntu-22.04
steps:
- uses: actions/checkout@v5
- uses: actions/checkout@v6.0.1
with:
persist-credentials: false
@@ -206,7 +208,7 @@ jobs:
name: "Documentation build"
runs-on: ubuntu-22.04
steps:
- uses: actions/checkout@v5
- uses: actions/checkout@v6.0.1
with:
persist-credentials: false
@@ -238,7 +240,7 @@ jobs:
name: "Tests and Linting - Online tests"
runs-on: ubuntu-24.04
steps:
- uses: actions/checkout@v5
- uses: actions/checkout@v6.0.1
with:
persist-credentials: false
@@ -248,7 +250,7 @@ jobs:
python-version: "3.12"
- name: Install uv
uses: astral-sh/setup-uv@85856786d1ce8acfbcc2f13a5f3fbd6b938f9f41 # v7.1.2
uses: astral-sh/setup-uv@1e862dfacbd1d6d858c55d9b792c756523627244 # v7.1.4
with:
activate-environment: true
enable-cache: true
@@ -273,10 +275,7 @@ jobs:
# Notify only once - when CI completes (and after deploy) in case it's successful
notify-complete:
needs: [
tests,
docs-check,
mypy-version-check,
pre-commit,
build,
build-linux-online
]
runs-on: ubuntu-22.04
@@ -304,12 +303,24 @@ jobs:
webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
build:
if: always()
name: "Build"
needs: [ tests, docs-check, mypy-version-check, pre-commit ]
needs: [
tests,
docs-check,
mypy-version-check,
pre-commit,
]
runs-on: ubuntu-22.04
steps:
- uses: actions/checkout@v5
- name: Decide whether the needed jobs succeeded or failed
uses: re-actors/alls-green@05ac9388f0aebcb5727afa17fcccfecd6f8ec5fe # v1.2.2
with:
jobs: ${{ toJSON(needs) }}
- uses: actions/checkout@v6.0.1
with:
persist-credentials: false
@@ -356,7 +367,7 @@ jobs:
id-token: write
steps:
- uses: actions/checkout@v5
- uses: actions/checkout@v6.0.1
with:
persist-credentials: false
@@ -385,7 +396,7 @@ jobs:
id-token: write
steps:
- uses: actions/checkout@v5
- uses: actions/checkout@v6.0.1
with:
persist-credentials: false
@@ -403,10 +414,7 @@ jobs:
docker-build:
name: "Docker Build and Deploy"
needs: [
tests,
docs-check,
mypy-version-check,
pre-commit
build,
]
if: (github.event_name == 'push' || github.event_name == 'schedule' || github.event_name == 'release') && github.repository == 'freqtrade/freqtrade'
uses: ./.github/workflows/docker-build.yml
.github/workflows/deploy-docs.yml
+1 -1
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@@ -19,7 +19,7 @@ jobs:
name: Deploy Docs through mike
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v5
- uses: actions/checkout@v6.0.1
with:
persist-credentials: true
.github/workflows/devcontainer-build.yml
+1 -1
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@@ -24,7 +24,7 @@ jobs:
packages: write
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v5
- uses: actions/checkout@v6.0.1
with:
persist-credentials: false
- name: Login to GitHub Container Registry
.github/workflows/docker-build.yml
+2 -2
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@@ -33,7 +33,7 @@ jobs:
if: github.repository == 'freqtrade/freqtrade'
steps:
- uses: actions/checkout@v5
- uses: actions/checkout@v6.0.1
with:
persist-credentials: false
@@ -152,7 +152,7 @@ jobs:
if: github.repository == 'freqtrade/freqtrade'
steps:
- uses: actions/checkout@v5
- uses: actions/checkout@v6.0.1
with:
persist-credentials: false
.github/workflows/docker-update-readme.yml
+1 -1
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@@ -11,7 +11,7 @@ jobs:
dockerHubDescription:
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v5
- uses: actions/checkout@v6.0.1
with:
persist-credentials: false
.github/workflows/pre-commit-update.yml
+2 -2
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@@ -13,7 +13,7 @@ jobs:
auto-update:
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v5
- uses: actions/checkout@v6.0.1
with:
persist-credentials: false
@@ -28,7 +28,7 @@ jobs:
- name: Run auto-update
run: pre-commit autoupdate
- uses: peter-evans/create-pull-request@271a8d0340265f705b14b6d32b9829c1cb33d45e # v7.0.8
- uses: peter-evans/create-pull-request@84ae59a2cdc2258d6fa0732dd66352dddae2a412 # v7.0.9
with:
token: ${{ secrets.REPO_SCOPED_TOKEN }}
add-paths: .pre-commit-config.yaml
.github/workflows/zizmor.yml
+3 -2
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@@ -14,6 +14,7 @@ permissions: {}
jobs:
zizmor:
name: Run zizmor 🌈
runs-on: ubuntu-latest
permissions:
security-events: write
@@ -21,9 +22,9 @@ jobs:
# actions: read # only needed for private repos
steps:
- name: Checkout repository
uses: actions/checkout@08c6903cd8c0fde910a37f88322edcfb5dd907a8 # v5.0.0
uses: actions/checkout@v6.0.1
with:
persist-credentials: false
- name: Run zizmor 🌈
uses: zizmorcore/zizmor-action@e673c3917a1aef3c65c972347ed84ccd013ecda4 # v0.2.0
uses: zizmorcore/zizmor-action@e639db99335bc9038abc0e066dfcd72e23d26fb4 # v0.3.0
.pre-commit-config.yaml
+5 -5
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@@ -21,7 +21,7 @@ repos:
# stages: [push]
- repo: https://github.com/pre-commit/mirrors-mypy
rev: "v1.18.2"
rev: "v1.19.1"
hooks:
- id: mypy
exclude: build_helpers
@@ -30,8 +30,8 @@ repos:
- types-filelock==3.2.7
- types-requests==2.32.4.20250913
- types-tabulate==0.9.0.20241207
- types-python-dateutil==2.9.0.20251008
- scipy-stubs==1.16.3.0
- types-python-dateutil==2.9.0.20251115
- scipy-stubs==1.16.3.2
- SQLAlchemy==2.0.44
# stages: [push]
@@ -44,7 +44,7 @@ repos:
- repo: https://github.com/charliermarsh/ruff-pre-commit
# Ruff version.
rev: 'v0.14.4'
rev: 'v0.14.9'
hooks:
- id: ruff
- id: ruff-format
@@ -83,6 +83,6 @@ repos:
# Ensure github actions remain safe
- repo: https://github.com/woodruffw/zizmor-pre-commit
rev: v1.16.3
rev: v1.18.0
hooks:
- id: zizmor
README.md
+2 -2
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@@ -15,7 +15,7 @@ This software is for educational purposes only. Do not risk money which
you are afraid to lose. USE THE SOFTWARE AT YOUR OWN RISK. THE AUTHORS
AND ALL AFFILIATES ASSUME NO RESPONSIBILITY FOR YOUR TRADING RESULTS.
Always start by running a trading bot in Dry-run and do not engage money
Always start by running a trading bot in Dry-Run and do not engage money
before you understand how it works and what profit/loss you should
expect.
@@ -24,7 +24,7 @@ hesitate to read the source code and understand the mechanism of this bot.
## Supported Exchange marketplaces
Please read the [exchange specific notes](docs/exchanges.md) to learn about eventual, special configurations needed for each exchange.
Please read the [exchange-specific notes](docs/exchanges.md) to learn about special configurations that maybe needed for each exchange.
- [X] [Binance](https://www.binance.com/)
- [X] [BingX](https://bingx.com/invite/0EM9RX)
build_helpers/create_command_partials.py
+6
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@@ -1,4 +1,5 @@
import subprocess # noqa: S404, RUF100
import sys
from pathlib import Path
@@ -62,4 +63,9 @@ def extract_command_partials():
if __name__ == "__main__":
if sys.version_info < (3, 13): # pragma: no cover
sys.exit(
"argparse output changed in Python 3.13+. "
"To keep command partials up to date, please run this script with Python 3.13+."
)
extract_command_partials()
docs/commands/download-data.md
+6
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@@ -11,6 +11,7 @@ usage: freqtrade download-data [-h] [-v] [--no-color] [--logfile FILE] [-V]
[--data-format-ohlcv {json,jsongz,feather,parquet}]
[--data-format-trades {json,jsongz,feather,parquet}]
[--trading-mode {spot,margin,futures}]
[--candle-types {spot,futures,mark,index,premiumIndex,funding_rate} [{spot,futures,mark,index,premiumIndex,funding_rate} ...]]
[--prepend]
options:
@@ -50,6 +51,11 @@ options:
`feather`).
--trading-mode, --tradingmode {spot,margin,futures}
Select Trading mode
--candle-types {spot,futures,mark,index,premiumIndex,funding_rate} [{spot,futures,mark,index,premiumIndex,funding_rate} ...]
Select candle type to download. Defaults to the
necessary candles for the selected trading mode (e.g.
'spot' or ('futures', 'funding_rate' and 'mark') for
futures).
--prepend Allow data prepending. (Data-appending is disabled)
Common arguments:
docs/commands/list-timeframes.md
+3
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@@ -2,11 +2,14 @@
usage: freqtrade list-timeframes [-h] [-v] [--no-color] [--logfile FILE] [-V]
[-c PATH] [-d PATH] [--userdir PATH]
[--exchange EXCHANGE] [-1]
[--trading-mode {spot,margin,futures}]
options:
-h, --help show this help message and exit
--exchange EXCHANGE Exchange name. Only valid if no config is provided.
-1, --one-column Print output in one column.
--trading-mode, --tradingmode {spot,margin,futures}
Select Trading mode
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
docs/configuration.md
+1 -1
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@@ -675,7 +675,7 @@ Should you experience problems you suspect are caused by websockets, you can dis
Should you be required to use a proxy, please refer to the [proxy section](#using-a-proxy-with-freqtrade) for more information.
!!! Info "Rollout"
We're implementing this out slowly, ensuring stability of your bots.
We're rolling this out slowly, ensuring stability of your bots.
Currently, usage is limited to ohlcv data streams.
It's also limited to a few exchanges, with new exchanges being added on an ongoing basis.
docs/data-download.md
+1
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@@ -60,6 +60,7 @@ freqtrade download-data --exchange binance --pairs ".*/USDT"
* Given starting points are ignored if data is already available, downloading only missing data up to today.
* Use `--timeframes` to specify what timeframe download the historical candle (OHLCV) data for. Default is `--timeframes 1m 5m` which will download 1-minute and 5-minute data.
* To use exchange, timeframe and list of pairs as defined in your configuration file, use the `-c/--config` option. With this, the script uses the whitelist defined in the config as the list of currency pairs to download data for and does not require the pairs.json file. You can combine `-c/--config` with most other options.
* When downloading futures data (`--trading-mode futures` or a configuration specifying futures mode), freqtrade will automatically download the necessary candle types (e.g. `mark` and `funding_rate` candles) unless specified otherwise via `--candle-types`.
??? Note "Permission denied errors"
If your configuration directory `user_data` was made by docker, you may get the following error:
docs/deprecated.md
+37
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@@ -98,3 +98,40 @@ Please use configuration based [log setup](advanced-setup.md#advanced-logging) i
The edge module has been deprecated in 2023.9 and removed in 2025.6.
All functionalities of edge have been removed, and having edge configured will result in an error.
## Adjustment to dynamic funding rate handling
With version 2025.12, the handling of dynamic funding rates has been adjusted to also support dynamic funding rates down to 1h funding intervals.
As a consequence, the mark and funding rate timeframes have been changed to 1h for every supported futures exchange.
As the timeframe for both mark and funding_fee candles has changed (usually from 8h to 1h) - already downloaded data will have to be adjusted or partially re-downloaded.
You can either re-download everything (`freqtrade download-data [...] --erase` - :warning: can take a long time) - or download the updated data selectively.
### Strategy
Most strategies should not need adjustments to continue to work as expected - however, strategies using `@informative("8h", candle_type="funding_rate")` or similar will have to switch the timeframe to 1h.
The same is true for `dp.get_pair_dataframe(metadata["pair"], "8h", candle_type="funding_rate")` - which will need to be switched to 1h.
freqtrade will auto-adjust the timeframe and return `funding_rates` despite the wrongly given timeframe. It'll issue a warning - and may still break your strategy.
### Selective data re-download
The script below should serve as an example - you may need to adjust the timeframe and exchange to your needs!
``` bash
# Cleanup no longer needed data
rm user_data/data/<exchange>/futures/*-mark-*
rm user_data/data/<exchange>/futures/*-funding_rate-*
# download new data (only required once to fix the mark and funding fee data)
freqtrade download-data -t 1h --trading-mode futures --candle-types funding_rate mark [...] --timerange <full timerange you've got other data for>
```
The result of the above will be that your funding_rates and mark data will have the 1h timeframe.
you can verify this with `freqtrade list-data --exchange <yourexchange> --show`.
!!! Note "Additional arguments"
Additional arguments to the above commands may be necessary, like configuration files or explicit user_data if they deviate from the default.
**Hyperliquid** is a special case now - which will no longer require 1h mark data - but will use regular candles instead (this data never existed and is identical to 1h futures candles). As we don't support download-data for hyperliquid (they don't provide historic data) - there won't be actions necessary for hyperliquid users.
docs/developer.md
+12 -3
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@@ -26,10 +26,19 @@ Alternatively (e.g. if your system is not supported by the setup.sh script), fol
This will install all required tools for development, including `pytest`, `ruff`, `mypy`, and `coveralls`.
Then install the git hook scripts by running `pre-commit install`, so your changes will be verified locally before committing.
This avoids a lot of waiting for CI already, as some basic formatting checks are done locally on your machine.
Run the following command to install the git hook scripts:
Before opening a pull request, please familiarize yourself with our [Contributing Guidelines](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md).
``` bash
pre-commit install
```
These pre-commit scripts check your changes automatically before each commit.
If any formatting issues are found, the commit will fail and will prompt for fixes.
This reduces unnecessary CI failures, reduces maintenance burden, and improves code quality.
You can run the checks manually when necessary with `pre-commit run -a`.
Before opening a pull request, please also familiarize yourself with our [Contributing Guidelines](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md).
### Devcontainer setup
docs/includes/pairlists.md
+1 -1
View File
@@ -417,7 +417,7 @@ This filter allows freqtrade to ignore pairs until they have been listed for at
Removes pairs that will be delisted on the exchange maximum `max_days_from_now` days from now (defaults to `0` which remove all future delisted pairs no matter how far from now). Currently this filter only supports following exchanges:
!!! Note "Available exchanges"
Delist filter is only available on Binance, where Binance Futures will work for both dry and live modes, while Binance Spot is limited to live mode (for technical reasons).
Delist filter is available on Bybit Futures, Bitget Futures and Binance, where Binance Futures will work for both dry and live modes, while Binance Spot is limited to live mode (for technical reasons).
!!! Warning "Backtesting"
`DelistFilter` does not support backtesting mode.
docs/requirements-docs.txt
+2 -2
View File
@@ -1,7 +1,7 @@
markdown==3.10
mkdocs==1.6.1
mkdocs-material==9.6.23
mkdocs-material==9.7.0
mdx_truly_sane_lists==1.3
pymdown-extensions==10.16.1
pymdown-extensions==10.18
jinja2==3.1.6
mike==2.1.3
docs/stoploss.md
+6 -1
View File
@@ -31,9 +31,14 @@ The Order-type will be ignored if only one mode is available.
--8<-- "includes/exchange-features.md"
!!! Note "Tight stoploss"
<ins>Do not set too low/tight stoploss value when using stop loss on exchange!</ins>
Do not set too low/tight stoploss value when using stop loss on exchange!
If set to low/tight you will have greater risk of missing fill on the order and stoploss will not work.
!!! Warning "Loose stoploss"
Using stoploss on exchange with a very wide stoploss (e.g. -1) may fail to place the stoploss order on exchange due to exchange limitations.
In that case, the bot will fallback to using the `emergency_exit` order type to place a market order as placing the stoploss order failed.
Freqtrade currently does not implement a limitation to avoid this situation, so please ensure your stoploss values are within reasonable limits for your exchange or disable stoploss on exchange.
### stoploss_on_exchange and stoploss_on_exchange_limit_ratio
Enable or Disable stop loss on exchange.
docs/strategy-callbacks.md
+2 -2
View File
@@ -634,7 +634,7 @@ class AwesomeStrategy(IStrategy):
## Custom order price rules
By default, freqtrade use the orderbook to automatically set an order price([Relevant documentation](configuration.md#prices-used-for-orders)), you also have the option to create custom order prices based on your strategy.
By default, freqtrade use the orderbook to automatically set an order price ([Relevant documentation](configuration.md#prices-used-for-orders)), you also have the option to create custom order prices based on your strategy.
You can use this feature by creating a `custom_entry_price()` function in your strategy file to customize entry prices and `custom_exit_price()` for exits.
@@ -644,7 +644,7 @@ Each of these methods are called right before placing an order on the exchange.
If your custom pricing function return None or an invalid value, price will fall back to `proposed_rate`, which is based on the regular pricing configuration.
!!! Note
Using custom_entry_price, the Trade object will be available as soon as the first entry order associated with the trade is created, for the first entry, `trade` parameter value will be `None`.
When using `custom_entry_price()`, the Trade object will be available as soon as the first entry order associated with the trade is created, for the first entry, `trade` parameter value will be `None`.
### Custom order entry and exit price example
freqtrade/__init__.py
+1 -1
View File
@@ -1,6 +1,6 @@
"""Freqtrade bot"""
__version__ = "2025.11-dev"
__version__ = "2025.12-dev"
if "dev" in __version__:
from pathlib import Path
freqtrade/commands/arguments.py
+8 -2
View File
@@ -3,6 +3,7 @@ This module contains the argument manager class
"""
from argparse import ArgumentParser, Namespace, _ArgumentGroup
from copy import deepcopy
from functools import partial
from pathlib import Path
from typing import Any
@@ -104,7 +105,7 @@ ARGS_BACKTEST_SHOW = [
ARGS_LIST_EXCHANGES = ["print_one_column", "list_exchanges_all", "trading_mode", "dex_exchanges"]
ARGS_LIST_TIMEFRAMES = ["exchange", "print_one_column"]
ARGS_LIST_TIMEFRAMES = ["exchange", "print_one_column", "trading_mode"]
ARGS_LIST_PAIRS = [
"exchange",
@@ -174,6 +175,7 @@ ARGS_DOWNLOAD_DATA = [
"dataformat_ohlcv",
"dataformat_trades",
"trading_mode",
"candle_types",
"prepend_data",
]
@@ -348,7 +350,11 @@ class Arguments:
def _build_args(self, optionlist: list[str], parser: ArgumentParser | _ArgumentGroup) -> None:
for val in optionlist:
opt = AVAILABLE_CLI_OPTIONS[val]
parser.add_argument(*opt.cli, dest=val, **opt.kwargs)
options = deepcopy(opt.kwargs)
help_text = options.pop("help", None)
if opt.fthelp and isinstance(opt.fthelp, dict) and hasattr(parser, "prog"):
help_text = opt.fthelp.get(parser.prog, help_text)
parser.add_argument(*opt.cli, dest=val, help=help_text, **options)
def _build_subcommands(self) -> None:
"""
freqtrade/commands/cli_options.py
+15 -1
View File
@@ -38,8 +38,14 @@ def check_int_nonzero(value: str) -> int:
class Arg:
# Optional CLI arguments
def __init__(self, *args, **kwargs):
def __init__(self, *args, fthelp: dict[str, str] | None = None, **kwargs):
"""
CLI Arguments - used to build subcommand parsers consistently.
:param fthelp: dict - fthelp per command - should be "freqtrade <command>": help_text
If not provided or not found, 'help' from kwargs is used instead.
"""
self.cli = args
self.fthelp = fthelp
self.kwargs = kwargs
@@ -422,6 +428,14 @@ AVAILABLE_CLI_OPTIONS = {
),
"candle_types": Arg(
"--candle-types",
fthelp={
"freqtrade download-data": (
"Select candle type to download. "
"Defaults to the necessary candles for the selected trading mode "
"(e.g. 'spot' or ('futures', 'funding_rate' and 'mark') for futures)."
),
"_": "Select candle type to convert. Defaults to all available types.",
},
help="Select candle type to convert. Defaults to all available types.",
choices=[c.value for c in CandleType],
nargs="+",
freqtrade/data/converter/converter.py
+2 -1
View File
@@ -38,7 +38,8 @@ def ohlcv_to_dataframe(
cols = DEFAULT_DATAFRAME_COLUMNS
df = DataFrame(ohlcv, columns=cols)
df["date"] = to_datetime(df["date"], unit="ms", utc=True)
# Floor date to seconds to account for exchange imprecisions
df["date"] = to_datetime(df["date"], unit="ms", utc=True).dt.floor("s")
# Some exchanges return int values for Volume and even for OHLC.
# Convert them since TA-LIB indicators used in the strategy assume floats
freqtrade/data/dataprovider.py
+26
View File
@@ -348,6 +348,22 @@ class DataProvider:
)
return total_candles
def __fix_funding_rate_timeframe(
self, pair: str, timeframe: str | None, candle_type: str
) -> str | None:
if (
candle_type == CandleType.FUNDING_RATE
and (ff_tf := self.get_funding_rate_timeframe()) != timeframe
):
# TODO: does this message make sense? might be pointless as funding fees don't
# have a timeframe
logger.warning(
f"{pair}, {timeframe} requested - funding rate timeframe not matching {ff_tf}."
)
return ff_tf
return timeframe
def get_pair_dataframe(
self, pair: str, timeframe: str | None = None, candle_type: str = ""
) -> DataFrame:
@@ -361,6 +377,7 @@ class DataProvider:
:return: Dataframe for this pair
:param candle_type: '', mark, index, premiumIndex, or funding_rate
"""
timeframe = self.__fix_funding_rate_timeframe(pair, timeframe, candle_type)
if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
# Get live OHLCV data.
data = self.ohlcv(pair=pair, timeframe=timeframe, candle_type=candle_type)
@@ -620,3 +637,12 @@ class DataProvider:
except ExchangeError:
logger.warning(f"Could not fetch market data for {pair}. Assuming no delisting.")
return None
def get_funding_rate_timeframe(self) -> str:
"""
Get the funding rate timeframe from exchange options
:return: Timeframe string
"""
if self._exchange is None:
raise OperationalException(NO_EXCHANGE_EXCEPTION)
return self._exchange.get_option("funding_fee_timeframe")
freqtrade/data/history/datahandlers/idatahandler.py
+11 -1
View File
@@ -397,6 +397,9 @@ class IDataHandler(ABC):
pairdf = self._ohlcv_load(
pair, timeframe, timerange=timerange_startup, candle_type=candle_type
)
if not pairdf.empty and candle_type == CandleType.FUNDING_RATE:
# Funding rate data is sometimes off by a couple of ms - floor to seconds
pairdf["date"] = pairdf["date"].dt.floor("s")
if self._check_empty_df(pairdf, pair, timeframe, candle_type, warn_no_data):
return pairdf
else:
@@ -508,8 +511,15 @@ class IDataHandler(ABC):
Applies to bybit and okx, where funding-fee and mark candles have different timeframes.
"""
paircombs = self.ohlcv_get_available_data(self._datadir, TradingMode.FUTURES)
ff_timeframe_s = timeframe_to_seconds(ff_timeframe)
funding_rate_combs = [
f for f in paircombs if f[2] == CandleType.FUNDING_RATE and f[1] != ff_timeframe
f
for f in paircombs
if f[2] == CandleType.FUNDING_RATE
and f[1] != ff_timeframe
# Only allow smaller timeframes to move from smaller to larger timeframes
and timeframe_to_seconds(f[1]) < ff_timeframe_s
]
if funding_rate_combs:
freqtrade/data/history/history_utils.py
+56 -38
View File
@@ -308,11 +308,15 @@ def _download_pair_history(
candle_type=candle_type,
until_ms=until_ms if until_ms else None,
)
logger.info(f"Downloaded data for {pair} with length {len(new_dataframe)}.")
logger.info(
f"Downloaded data for {pair}, {timeframe}, {candle_type} with length "
f"{len(new_dataframe)}."
)
else:
new_dataframe = pair_candles
logger.info(
f"Downloaded data for {pair} with length {len(new_dataframe)}. Parallel Method."
f"Downloaded data for {pair}, {timeframe}, {candle_type} with length "
f"{len(new_dataframe)}. Parallel Method."
)
if data.empty:
@@ -349,6 +353,7 @@ def _download_pair_history(
def refresh_backtest_ohlcv_data(
exchange: Exchange,
*,
pairs: list[str],
timeframes: list[str],
datadir: Path,
@@ -359,6 +364,7 @@ def refresh_backtest_ohlcv_data(
data_format: str | None = None,
prepend: bool = False,
progress_tracker: CustomProgress | None = None,
candle_types: list[CandleType] | None = None,
no_parallel_download: bool = False,
) -> list[str]:
"""
@@ -371,10 +377,44 @@ def refresh_backtest_ohlcv_data(
pairs_not_available = []
fast_candles: dict[PairWithTimeframe, DataFrame] = {}
data_handler = get_datahandler(datadir, data_format)
candle_type = CandleType.get_default(trading_mode)
def_candletype = CandleType.SPOT if trading_mode != "futures" else CandleType.FUTURES
if trading_mode != "futures":
# Ignore user passed candle types for non-futures trading
timeframes_with_candletype = [(tf, def_candletype) for tf in timeframes]
else:
# Filter out SPOT candle type for futures trading
candle_types = (
[ct for ct in candle_types if ct != CandleType.SPOT] if candle_types else None
)
fr_candle_type = CandleType.from_string(exchange.get_option("mark_ohlcv_price"))
tf_funding_rate = exchange.get_option("funding_fee_timeframe")
tf_mark = exchange.get_option("mark_ohlcv_timeframe")
if candle_types:
for ct in candle_types:
exchange.verify_candle_type_support(ct)
timeframes_with_candletype = [
(tf, ct)
for ct in candle_types
for tf in timeframes
if ct != CandleType.FUNDING_RATE
]
else:
# Default behavior
timeframes_with_candletype = [(tf, def_candletype) for tf in timeframes]
timeframes_with_candletype.append((tf_mark, fr_candle_type))
if not candle_types or CandleType.FUNDING_RATE in candle_types:
# All exchanges need FundingRate for futures trading.
# The timeframe is aligned to the mark-price timeframe.
timeframes_with_candletype.append((tf_funding_rate, CandleType.FUNDING_RATE))
# Deduplicate list ...
timeframes_with_candletype = list(dict.fromkeys(timeframes_with_candletype))
logger.debug(
"Downloading %s.", ", ".join(f'"{tf} {ct}"' for tf, ct in timeframes_with_candletype)
)
with progress_tracker as progress:
tf_length = len(timeframes) if trading_mode != "futures" else len(timeframes) + 2
timeframe_task = progress.add_task("Timeframe", total=tf_length)
timeframe_task = progress.add_task("Timeframe", total=len(timeframes_with_candletype))
pair_task = progress.add_task("Downloading data...", total=len(pairs))
for pair in pairs:
@@ -385,11 +425,13 @@ def refresh_backtest_ohlcv_data(
pairs_not_available.append(f"{pair}: Pair not available on exchange.")
logger.info(f"Skipping pair {pair}...")
continue
for timeframe in timeframes:
for timeframe, candle_type in timeframes_with_candletype:
# Get fast candles via parallel method on first loop through per timeframe
# and candle type. Downloads all the pairs in the list and stores them.
# Also skips if only 1 pair/timeframe combination is scheduled for download.
if (
not no_parallel_download
and (len(pairs) + len(timeframes)) > 2
and exchange.get_option("download_data_parallel_quick", True)
and (
((pair, timeframe, candle_type) not in fast_candles)
@@ -410,7 +452,7 @@ def refresh_backtest_ohlcv_data(
# get the already downloaded pair candles if they exist
pair_candles = fast_candles.pop((pair, timeframe, candle_type), None)
progress.update(timeframe_task, description=f"Timeframe {timeframe}")
progress.update(timeframe_task, description=f"Timeframe {timeframe} {candle_type}")
logger.debug(f"Downloading pair {pair}, {candle_type}, interval {timeframe}.")
_download_pair_history(
pair=pair,
@@ -426,33 +468,6 @@ def refresh_backtest_ohlcv_data(
pair_candles=pair_candles, # optional pass of dataframe of parallel candles
)
progress.update(timeframe_task, advance=1)
if trading_mode == "futures":
# Predefined candletype (and timeframe) depending on exchange
# Downloads what is necessary to backtest based on futures data.
tf_mark = exchange.get_option("mark_ohlcv_timeframe")
tf_funding_rate = exchange.get_option("funding_fee_timeframe")
fr_candle_type = CandleType.from_string(exchange.get_option("mark_ohlcv_price"))
# All exchanges need FundingRate for futures trading.
# The timeframe is aligned to the mark-price timeframe.
combs = ((CandleType.FUNDING_RATE, tf_funding_rate), (fr_candle_type, tf_mark))
for candle_type_f, tf in combs:
logger.debug(f"Downloading pair {pair}, {candle_type_f}, interval {tf}.")
_download_pair_history(
pair=pair,
datadir=datadir,
exchange=exchange,
timerange=timerange,
data_handler=data_handler,
timeframe=str(tf),
new_pairs_days=new_pairs_days,
candle_type=candle_type_f,
erase=erase,
prepend=prepend,
)
progress.update(
timeframe_task, advance=1, description=f"Timeframe {candle_type_f}, {tf}"
)
progress.update(pair_task, advance=1)
progress.update(timeframe_task, description="Timeframe")
@@ -474,7 +489,7 @@ def _download_all_pairs_history_parallel(
:return: Candle pairs with timeframes
"""
candles: dict[PairWithTimeframe, DataFrame] = {}
since = 0
since: int | None = None
if timerange:
if timerange.starttype == "date":
since = timerange.startts * 1000
@@ -482,10 +497,12 @@ def _download_all_pairs_history_parallel(
candle_limit = exchange.ohlcv_candle_limit(timeframe, candle_type)
one_call_min_time_dt = dt_ts(date_minus_candles(timeframe, candle_limit))
# check if we can get all candles in one go, if so then we can download them in parallel
if since > one_call_min_time_dt:
if since is None or since > one_call_min_time_dt:
logger.info(
f"Downloading parallel candles for {timeframe} for all pairs "
f"since {format_ms_time(since)}"
f"Downloading parallel candles for {timeframe} for all pairs"
f" since {format_ms_time(since)}"
if since
else "."
)
needed_pairs: ListPairsWithTimeframes = [
(p, timeframe, candle_type) for p in [p for p in pairs]
@@ -796,6 +813,7 @@ def download_data(
trading_mode=config.get("trading_mode", "spot"),
prepend=config.get("prepend_data", False),
progress_tracker=progress_tracker,
candle_types=config.get("candle_types"),
no_parallel_download=config.get("no_parallel_download", False),
)
finally:
freqtrade/data/metrics.py
+23 -7
View File
@@ -74,9 +74,10 @@ def combined_dataframes_with_rel_mean(
df_comb = combine_dataframes_by_column(data, column)
# Trim dataframes to the given timeframe
df_comb = df_comb.iloc[(df_comb.index >= fromdt) & (df_comb.index < todt)]
rel_mean = df_comb.pct_change().mean(axis=1).fillna(0).cumsum()
df_comb["count"] = df_comb.count(axis=1)
df_comb["mean"] = df_comb.mean(axis=1)
df_comb["rel_mean"] = df_comb["mean"].pct_change().fillna(0).cumsum()
df_comb["rel_mean"] = rel_mean
return df_comb[["mean", "rel_mean", "count"]]
@@ -143,6 +144,20 @@ def _calc_drawdown_series(
max_drawdown_df["drawdown_relative"] = (
max_drawdown_df["high_value"] - max_drawdown_df["cumulative"]
) / max_drawdown_df["high_value"]
# Add zero row at start to account for edge-cases with no winning / losing trades - so high/low
# will be 0.0 in such cases.
zero_row = pd.DataFrame(
{
"cumulative": [0.0],
"high_value": [0.0],
"drawdown": [0.0],
"drawdown_relative": [0.0],
"date": [profit_results.loc[0, date_col]],
}
)
max_drawdown_df = pd.concat([zero_row, max_drawdown_df], ignore_index=True)
return max_drawdown_df
@@ -215,6 +230,7 @@ def calculate_max_drawdown(
max_drawdown_df = _calc_drawdown_series(
profit_results, date_col=date_col, value_col=value_col, starting_balance=starting_balance
)
# max_drawdown_df has an extra zero row at the start
# Calculate maximum drawdown
idxmin = (
@@ -223,15 +239,15 @@ def calculate_max_drawdown(
else max_drawdown_df["drawdown"].idxmin()
)
high_idx = max_drawdown_df.iloc[: idxmin + 1]["high_value"].idxmax()
high_date = profit_results.loc[high_idx, date_col]
low_date = profit_results.loc[idxmin, date_col]
high_val = max_drawdown_df.loc[high_idx, "cumulative"]
low_val = max_drawdown_df.loc[idxmin, "cumulative"]
max_drawdown_rel = max_drawdown_df.loc[idxmin, "drawdown_relative"]
high_date = profit_results.at[max(high_idx - 1, 0), date_col]
low_date = profit_results.at[max(idxmin - 1, 0), date_col]
high_val = max_drawdown_df.at[high_idx, "cumulative"]
low_val = max_drawdown_df.at[idxmin, "cumulative"]
max_drawdown_rel = max_drawdown_df.at[idxmin, "drawdown_relative"]
# Calculate current drawdown
current_high_idx = max_drawdown_df["high_value"].iloc[:-1].idxmax()
current_high_date = profit_results.loc[current_high_idx, date_col]
current_high_date = profit_results.at[max(current_high_idx - 1, 0), date_col]
current_high_value = max_drawdown_df.iloc[-1]["high_value"]
current_cumulative = max_drawdown_df.iloc[-1]["cumulative"]
current_drawdown_abs = current_high_value - current_cumulative
freqtrade/exchange/__init__.py
+1 -1
View File
@@ -4,7 +4,7 @@ from freqtrade.exchange.common import MAP_EXCHANGE_CHILDCLASS
from freqtrade.exchange.exchange import Exchange
# isort: on
from freqtrade.exchange.binance import Binance
from freqtrade.exchange.binance import Binance, Binanceus, Binanceusdm
from freqtrade.exchange.bingx import Bingx
from freqtrade.exchange.bitget import Bitget
from freqtrade.exchange.bitmart import Bitmart
freqtrade/exchange/binance.py
+40 -3
View File
@@ -5,7 +5,6 @@ from datetime import UTC, datetime
from pathlib import Path
import ccxt
from cachetools import TTLCache
from pandas import DataFrame
from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS
@@ -18,9 +17,10 @@ from freqtrade.exchange.binance_public_data import (
download_archive_trades,
)
from freqtrade.exchange.common import retrier
from freqtrade.exchange.exchange_types import FtHas, Tickers
from freqtrade.exchange.exchange_types import CcxtOrder, FtHas, Tickers
from freqtrade.exchange.exchange_utils_timeframe import timeframe_to_msecs
from freqtrade.misc import deep_merge_dicts, json_load
from freqtrade.util import FtTTLCache
from freqtrade.util.datetime_helpers import dt_from_ts, dt_ts
@@ -76,7 +76,7 @@ class Binance(Exchange):
def __init__(self, *args, **kwargs) -> None:
super().__init__(*args, **kwargs)
self._spot_delist_schedule_cache: TTLCache = TTLCache(maxsize=100, ttl=300)
self._spot_delist_schedule_cache: FtTTLCache = FtTTLCache(maxsize=100, ttl=300)
def get_proxy_coin(self) -> str:
"""
@@ -145,6 +145,20 @@ class Binance(Exchange):
except ccxt.BaseError as e:
raise OperationalException(e) from e
def fetch_stoploss_order(
self, order_id: str, pair: str, params: dict | None = None
) -> CcxtOrder:
if self.trading_mode == TradingMode.FUTURES:
params = params or {}
params.update({"stop": True})
return self.fetch_order(order_id, pair, params)
def cancel_stoploss_order(self, order_id: str, pair: str, params: dict | None = None) -> dict:
if self.trading_mode == TradingMode.FUTURES:
params = params or {}
params.update({"stop": True})
return self.cancel_order(order_id=order_id, pair=pair, params=params)
def get_historic_ohlcv(
self,
pair: str,
@@ -544,3 +558,26 @@ class Binance(Exchange):
cache[ft_symbol] = delist_dt
return cache.get(pair, None)
class Binanceusdm(Binance):
"""Binacne USDM Exchange
Same as Binance - only futures trading is supported (via ccxt).
Not actually necessary, binance should be preferred.
"""
_supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [
(TradingMode.FUTURES, MarginMode.CROSS),
(TradingMode.FUTURES, MarginMode.ISOLATED),
]
class Binanceus(Binance):
"""Binance US exchange class.
Minimal adjustment to disable futures trading for the US subsidiary of Binance
"""
_supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [
(TradingMode.SPOT, MarginMode.NONE),
]
freqtrade/exchange/binance_leverage_tiers.json
+7790 -7025
View File
File diff suppressed because it is too large Load Diff
freqtrade/exchange/bitget.py
+36 -4
View File
@@ -1,10 +1,10 @@
import logging
from datetime import timedelta
from datetime import datetime, timedelta
import ccxt
from freqtrade.constants import BuySell
from freqtrade.enums import CandleType, MarginMode, TradingMode
from freqtrade.enums import OPTIMIZE_MODES, CandleType, MarginMode, TradingMode
from freqtrade.exceptions import (
DDosProtection,
OperationalException,
@@ -14,7 +14,7 @@ from freqtrade.exceptions import (
from freqtrade.exchange import Exchange
from freqtrade.exchange.common import API_RETRY_COUNT, retrier
from freqtrade.exchange.exchange_types import CcxtOrder, FtHas
from freqtrade.util.datetime_helpers import dt_now, dt_ts
from freqtrade.util import dt_from_ts, dt_now, dt_ts
logger = logging.getLogger(__name__)
@@ -35,8 +35,8 @@ class Bitget(Exchange):
"order_time_in_force": ["GTC", "FOK", "IOC", "PO"],
}
_ft_has_futures: FtHas = {
"mark_ohlcv_timeframe": "4h",
"funding_fee_candle_limit": 100,
"has_delisting": True,
}
_supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [
@@ -236,3 +236,35 @@ class Bitget(Exchange):
raise OperationalException(
"Freqtrade currently only supports isolated futures for bitget"
)
def check_delisting_time(self, pair: str) -> datetime | None:
"""
Check if the pair gonna be delisted.
By default, it returns None.
:param pair: Market symbol
:return: Datetime if the pair gonna be delisted, None otherwise
"""
if self._config["runmode"] in OPTIMIZE_MODES:
return None
if self.trading_mode == TradingMode.FUTURES:
return self._check_delisting_futures(pair)
return None
def _check_delisting_futures(self, pair: str) -> datetime | None:
delivery_time = self.markets.get(pair, {}).get("info", {}).get("limitOpenTime", None)
if delivery_time:
if isinstance(delivery_time, str) and (delivery_time != ""):
delivery_time = int(delivery_time)
if not isinstance(delivery_time, int) or delivery_time <= 0:
return None
max_delivery = dt_ts() + (
14 * 24 * 60 * 60 * 1000
) # Assume exchange don't announce delisting more than 14 days in advance
if delivery_time < max_delivery:
return dt_from_ts(delivery_time)
return None
freqtrade/exchange/bybit.py
+35 -3
View File
@@ -4,12 +4,13 @@ from datetime import datetime, timedelta
import ccxt
from freqtrade.constants import BuySell
from freqtrade.enums import MarginMode, PriceType, TradingMode
from freqtrade.enums import OPTIMIZE_MODES, MarginMode, PriceType, TradingMode
from freqtrade.exceptions import DDosProtection, ExchangeError, OperationalException, TemporaryError
from freqtrade.exchange import Exchange
from freqtrade.exchange.common import retrier
from freqtrade.exchange.exchange_types import CcxtOrder, FtHas
from freqtrade.misc import deep_merge_dicts
from freqtrade.util import dt_from_ts, dt_ts
logger = logging.getLogger(__name__)
@@ -37,8 +38,6 @@ class Bybit(Exchange):
}
_ft_has_futures: FtHas = {
"ohlcv_has_history": True,
"mark_ohlcv_timeframe": "4h",
"funding_fee_timeframe": "8h",
"funding_fee_candle_limit": 200,
"stoploss_on_exchange": True,
"stoploss_order_types": {"limit": "limit", "market": "market"},
@@ -54,6 +53,7 @@ class Bybit(Exchange):
"exchange_has_overrides": {
"fetchOrder": True,
},
"has_delisting": True,
}
_supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [
@@ -294,3 +294,35 @@ class Bybit(Exchange):
self.cache_leverage_tiers(tiers, self._config["stake_currency"])
return tiers
def check_delisting_time(self, pair: str) -> datetime | None:
"""
Check if the pair gonna be delisted.
By default, it returns None.
:param pair: Market symbol
:return: Datetime if the pair gonna be delisted, None otherwise
"""
if self._config["runmode"] in OPTIMIZE_MODES:
return None
if self.trading_mode == TradingMode.FUTURES:
return self._check_delisting_futures(pair)
return None
def _check_delisting_futures(self, pair: str) -> datetime | None:
delivery_time = self.markets.get(pair, {}).get("info", {}).get("deliveryTime", 0)
if delivery_time:
if isinstance(delivery_time, str) and (delivery_time != ""):
delivery_time = int(delivery_time)
if not isinstance(delivery_time, int) or delivery_time <= 0:
return None
max_delivery = dt_ts() + (
14 * 24 * 60 * 60 * 1000
) # Assume exchange don't announce delisting more than 14 days in advance
if delivery_time < max_delivery:
return dt_from_ts(delivery_time)
return None
freqtrade/exchange/common.py
+5 -2
View File
@@ -45,8 +45,6 @@ BAD_EXCHANGES = {
}
MAP_EXCHANGE_CHILDCLASS = {
"binanceus": "binance",
"binanceusdm": "binance",
"okex": "okx",
"gateio": "gate",
"huboi": "htx",
@@ -54,6 +52,8 @@ MAP_EXCHANGE_CHILDCLASS = {
SUPPORTED_EXCHANGES = [
"binance",
"binanceus",
"binanceusdm",
"bingx",
"bitmart",
"bitget",
@@ -97,6 +97,9 @@ EXCHANGE_HAS_OPTIONAL = [
# 'fetchLeverageTiers', # Futures initialization
# 'fetchMarketLeverageTiers', # Futures initialization
# 'fetchOpenOrders', 'fetchClosedOrders', # 'fetchOrders', # Refinding balance...
# "fetchPremiumIndexOHLCV", # Futures additional data
# "fetchMarkOHLCV", # Futures additional data
# "fetchIndexOHLCV", # Futures additional data
# ccxt.pro
"watchOHLCV",
]
freqtrade/exchange/exchange.py
+152 -51
View File
@@ -16,7 +16,6 @@ from typing import Any, Literal, TypeGuard, TypeVar
import ccxt
import ccxt.pro as ccxt_pro
from cachetools import TTLCache
from ccxt import TICK_SIZE
from dateutil import parser
from pandas import DataFrame, concat
@@ -105,11 +104,11 @@ from freqtrade.misc import (
deep_merge_dicts,
file_dump_json,
file_load_json,
safe_value_fallback,
safe_value_fallback2,
)
from freqtrade.util import dt_from_ts, dt_now
from freqtrade.util import FtTTLCache, PeriodicCache, dt_from_ts, dt_now
from freqtrade.util.datetime_helpers import dt_humanize_delta, dt_ts, format_ms_time
from freqtrade.util.periodic_cache import PeriodicCache
logger = logging.getLogger(__name__)
@@ -154,8 +153,8 @@ class Exchange:
"l2_limit_range_required": True, # Allow Empty L2 limit (kucoin)
"l2_limit_upper": None, # Upper limit for L2 limit
"mark_ohlcv_price": "mark",
"mark_ohlcv_timeframe": "8h",
"funding_fee_timeframe": "8h",
"mark_ohlcv_timeframe": "1h",
"funding_fee_timeframe": "1h",
"ccxt_futures_name": "swap",
"needs_trading_fees": False, # use fetch_trading_fees to cache fees
"order_props_in_contracts": ["amount", "filled", "remaining"],
@@ -230,13 +229,13 @@ class Exchange:
self._cache_lock = Lock()
# Cache for 10 minutes ...
self._fetch_tickers_cache: TTLCache = TTLCache(maxsize=4, ttl=60 * 10)
self._fetch_tickers_cache: FtTTLCache = FtTTLCache(maxsize=4, ttl=60 * 10)
# Cache values for 300 to avoid frequent polling of the exchange for prices
# Caching only applies to RPC methods, so prices for open trades are still
# refreshed once every iteration.
# Shouldn't be too high either, as it'll freeze UI updates in case of open orders.
self._exit_rate_cache: TTLCache = TTLCache(maxsize=100, ttl=300)
self._entry_rate_cache: TTLCache = TTLCache(maxsize=100, ttl=300)
self._exit_rate_cache: FtTTLCache = FtTTLCache(maxsize=100, ttl=300)
self._entry_rate_cache: FtTTLCache = FtTTLCache(maxsize=100, ttl=300)
# Holds candles
self._klines: dict[PairWithTimeframe, DataFrame] = {}
@@ -430,7 +429,15 @@ class Exchange:
@property
def timeframes(self) -> list[str]:
return list((self._api.timeframes or {}).keys())
market_type = (
"spot"
if self.trading_mode != TradingMode.FUTURES
else self._ft_has["ccxt_futures_name"]
)
timeframes = self._api.options.get("timeframes", {}).get(market_type)
if timeframes is None:
timeframes = self._api.timeframes
return list((timeframes or {}).keys())
@property
def markets(self) -> dict[str, Any]:
@@ -1113,6 +1120,7 @@ class Exchange:
leverage: float,
params: dict | None = None,
stop_loss: bool = False,
stop_price: float | None = None,
) -> CcxtOrder:
now = dt_now()
order_id = f"dry_run_{side}_{pair}_{now.timestamp()}"
@@ -1139,7 +1147,7 @@ class Exchange:
}
if stop_loss:
dry_order["info"] = {"stopPrice": dry_order["price"]}
dry_order[self._ft_has["stop_price_prop"]] = dry_order["price"]
dry_order[self._ft_has["stop_price_prop"]] = stop_price or dry_order["price"]
# Workaround to avoid filling stoploss orders immediately
dry_order["ft_order_type"] = "stoploss"
orderbook: OrderBook | None = None
@@ -1157,7 +1165,11 @@ class Exchange:
if dry_order["type"] == "market" and not dry_order.get("ft_order_type"):
# Update market order pricing
average = self.get_dry_market_fill_price(pair, side, amount, rate, orderbook)
slippage = 0.05
worst_rate = rate * ((1 + slippage) if side == "buy" else (1 - slippage))
average = self.get_dry_market_fill_price(
pair, side, amount, rate, worst_rate, orderbook
)
dry_order.update(
{
"average": average,
@@ -1197,7 +1209,13 @@ class Exchange:
return dry_order
def get_dry_market_fill_price(
self, pair: str, side: str, amount: float, rate: float, orderbook: OrderBook | None
self,
pair: str,
side: str,
amount: float,
rate: float,
worst_rate: float,
orderbook: OrderBook | None,
) -> float:
"""
Get the market order fill price based on orderbook interpolation
@@ -1206,8 +1224,6 @@ class Exchange:
if not orderbook:
orderbook = self.fetch_l2_order_book(pair, 20)
ob_type: OBLiteral = "asks" if side == "buy" else "bids"
slippage = 0.05
max_slippage_val = rate * ((1 + slippage) if side == "buy" else (1 - slippage))
remaining_amount = amount
filled_value = 0.0
@@ -1231,11 +1247,10 @@ class Exchange:
forecast_avg_filled_price = max(filled_value, 0) / amount
# Limit max. slippage to specified value
if side == "buy":
forecast_avg_filled_price = min(forecast_avg_filled_price, max_slippage_val)
forecast_avg_filled_price = min(forecast_avg_filled_price, worst_rate)
else:
forecast_avg_filled_price = max(forecast_avg_filled_price, max_slippage_val)
forecast_avg_filled_price = max(forecast_avg_filled_price, worst_rate)
return self.price_to_precision(pair, forecast_avg_filled_price)
return rate
@@ -1247,13 +1262,15 @@ class Exchange:
limit: float,
orderbook: OrderBook | None = None,
offset: float = 0.0,
is_stop: bool = False,
) -> bool:
if not self.exchange_has("fetchL2OrderBook"):
return True
# True unless checking a stoploss order
return not is_stop
if not orderbook:
orderbook = self.fetch_l2_order_book(pair, 1)
try:
if side == "buy":
if (side == "buy" and not is_stop) or (side == "sell" and is_stop):
price = orderbook["asks"][0][0]
if limit * (1 - offset) >= price:
return True
@@ -1272,6 +1289,38 @@ class Exchange:
"""
Check dry-run limit order fill and update fee (if it filled).
"""
if order["status"] != "closed" and order.get("ft_order_type") == "stoploss":
pair = order["symbol"]
if not orderbook and self.exchange_has("fetchL2OrderBook"):
orderbook = self.fetch_l2_order_book(pair, 20)
price = safe_value_fallback(order, self._ft_has["stop_price_prop"], "price")
crossed = self._dry_is_price_crossed(
pair, order["side"], price, orderbook, is_stop=True
)
if crossed:
average = self.get_dry_market_fill_price(
pair,
order["side"],
order["amount"],
price,
worst_rate=order["price"],
orderbook=orderbook,
)
order.update(
{
"status": "closed",
"filled": order["amount"],
"remaining": 0,
"average": average,
"cost": order["amount"] * average,
}
)
self.add_dry_order_fee(
pair,
order,
"taker" if immediate else "maker",
)
return order
if (
order["status"] != "closed"
and order["type"] in ["limit"]
@@ -1295,7 +1344,7 @@ class Exchange:
return order
def fetch_dry_run_order(self, order_id) -> CcxtOrder:
def fetch_dry_run_order(self, order_id: str) -> CcxtOrder:
"""
Return dry-run order
Only call if running in dry-run mode.
@@ -1307,11 +1356,12 @@ class Exchange:
except KeyError as e:
from freqtrade.persistence import Order
order = Order.order_by_id(order_id)
if order:
ccxt_order = order.to_ccxt_object(self._ft_has["stop_price_prop"])
self._dry_run_open_orders[order_id] = ccxt_order
return ccxt_order
order_obj = Order.order_by_id(order_id)
if order_obj:
order = order_obj.to_ccxt_object(self._ft_has["stop_price_prop"])
order = self.check_dry_limit_order_filled(order)
self._dry_run_open_orders[order_id] = order
return order
# Gracefully handle errors with dry-run orders.
raise InvalidOrderException(
f"Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}"
@@ -1355,8 +1405,9 @@ class Exchange:
amount: float,
rate: float,
leverage: float,
reduceOnly: bool = False,
time_in_force: str = "GTC",
reduceOnly: bool = False,
initial_order: bool = True,
) -> CcxtOrder:
if self._config["dry_run"]:
dry_order = self.create_dry_run_order(
@@ -1373,7 +1424,7 @@ class Exchange:
rate_for_order = self.price_to_precision(pair, rate) if needs_price else None
if not reduceOnly:
self._lev_prep(pair, leverage, side)
self._lev_prep(pair, leverage, side, accept_fail=not initial_order)
order = self._api.create_order(
pair,
@@ -1510,8 +1561,9 @@ class Exchange:
ordertype,
side,
amount,
stop_price_norm,
limit_rate or stop_price_norm,
stop_loss=True,
stop_price=stop_price_norm,
leverage=leverage,
)
return dry_order
@@ -1762,7 +1814,7 @@ class Exchange:
balances.pop("total", None)
balances.pop("used", None)
self._log_exchange_response("fetch_balances", balances)
self._log_exchange_response("fetch_balance", balances)
return balances
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
@@ -1783,9 +1835,9 @@ class Exchange:
if self._config["dry_run"] or self.trading_mode != TradingMode.FUTURES:
return []
try:
symbols = []
symbols = None
if pair:
symbols.append(pair)
symbols = [pair]
positions: list[CcxtPosition] = self._api.fetch_positions(symbols)
self._log_exchange_response("fetch_positions", positions)
return positions
@@ -2155,7 +2207,9 @@ class Exchange:
name = side.capitalize()
strat_name = "entry_pricing" if side == "entry" else "exit_pricing"
cache_rate: TTLCache = self._entry_rate_cache if side == "entry" else self._exit_rate_cache
cache_rate: FtTTLCache = (
self._entry_rate_cache if side == "entry" else self._exit_rate_cache
)
if not refresh:
with self._cache_lock:
rate = cache_rate.get(pair)
@@ -2637,24 +2691,25 @@ class Exchange:
input_coroutines: list[Coroutine[Any, Any, OHLCVResponse]] = []
cached_pairs = []
for pair, timeframe, candle_type in set(pair_list):
invalid_funding = (
candle_type == CandleType.FUNDING_RATE
and timeframe != self.get_option("funding_fee_timeframe")
)
if candle_type == CandleType.FUNDING_RATE and timeframe != (
ff_tf := self.get_option("funding_fee_timeframe")
):
# TODO: does this message make sense? would docs be better?
# if any, this should be cached to avoid log spam!
logger.warning(
f"Wrong funding rate timeframe {timeframe} for pair {pair}, "
f"downloading {ff_tf} instead."
)
timeframe = ff_tf
invalid_timeframe = timeframe not in self.timeframes and candle_type in (
CandleType.SPOT,
CandleType.FUTURES,
)
if invalid_timeframe or invalid_funding:
timeframes_ = (
", ".join(self.timeframes)
if candle_type != CandleType.FUNDING_RATE
else self.get_option("funding_fee_timeframe")
)
if invalid_timeframe:
logger.warning(
f"Cannot download ({pair}, {timeframe}, {candle_type}) combination as this "
f"timeframe is not available on {self.name}. Available timeframes are "
f"{timeframes_}."
f"{', '.join(self.timeframes)}."
)
continue
@@ -2691,7 +2746,11 @@ class Exchange:
has_cache = cache and (pair, timeframe, c_type) in self._klines
# in case of existing cache, fill_missing happens after concatenation
ohlcv_df = ohlcv_to_dataframe(
ticks, timeframe, pair=pair, fill_missing=not has_cache, drop_incomplete=drop_incomplete
ticks,
timeframe,
pair=pair,
fill_missing=not has_cache and c_type != CandleType.FUNDING_RATE,
drop_incomplete=drop_incomplete,
)
# keeping parsed dataframe in cache
if cache:
@@ -2702,7 +2761,7 @@ class Exchange:
concat([old, ohlcv_df], axis=0),
timeframe,
pair,
fill_missing=True,
fill_missing=c_type != CandleType.FUNDING_RATE,
drop_incomplete=False,
)
candle_limit = self.ohlcv_candle_limit(timeframe, self._config["candle_type_def"])
@@ -2837,9 +2896,10 @@ class Exchange:
timeframe, candle_type=candle_type, since_ms=since_ms
)
if candle_type and candle_type not in (CandleType.SPOT, CandleType.FUTURES):
params.update({"price": candle_type.value})
if candle_type != CandleType.FUNDING_RATE:
if candle_type and candle_type not in (CandleType.SPOT, CandleType.FUTURES):
self.verify_candle_type_support(candle_type)
params.update({"price": str(candle_type)})
data = await self._api_async.fetch_ohlcv(
pair, timeframe=timeframe, since=since_ms, limit=candle_limit, params=params
)
@@ -2904,6 +2964,38 @@ class Exchange:
data = [[x["timestamp"], x["fundingRate"], 0, 0, 0, 0] for x in data]
return data
def check_candle_type_support(self, candle_type: CandleType) -> bool:
"""
Check that the exchange supports the given candle type.
:param candle_type: CandleType to verify
:return: True if supported, False otherwise
"""
if candle_type == CandleType.FUNDING_RATE:
if not self.exchange_has("fetchFundingRateHistory"):
return False
elif candle_type not in (CandleType.SPOT, CandleType.FUTURES):
mapping = {
CandleType.MARK: "fetchMarkOHLCV",
CandleType.INDEX: "fetchIndexOHLCV",
CandleType.PREMIUMINDEX: "fetchPremiumIndexOHLCV",
CandleType.FUNDING_RATE: "fetchFundingRateHistory",
}
_method = mapping.get(candle_type, "fetchOHLCV")
if not self.exchange_has(_method):
return False
return True
def verify_candle_type_support(self, candle_type: CandleType) -> None:
"""
Verify that the exchange supports the given candle type.
:param candle_type: CandleType to verify
:raises OperationalException: if the candle type is not supported
"""
if not self.check_candle_type_support(candle_type):
raise OperationalException(
f"Exchange {self._api.name} does not support fetching {candle_type} candles."
)
# fetch Trade data stuff
def needed_candle_for_trades_ms(self, timeframe: str, candle_type: CandleType) -> int:
@@ -3731,10 +3823,11 @@ class Exchange:
:param mark_rates: Dataframe containing Mark rates (Type mark_ohlcv_price)
:param futures_funding_rate: Fake funding rate to use if funding_rates are not available
"""
relevant_cols = ["date", "open_mark", "open_fund"]
if futures_funding_rate is None:
return mark_rates.merge(
funding_rates, on="date", how="inner", suffixes=["_mark", "_fund"]
)
)[relevant_cols]
else:
if len(funding_rates) == 0:
# No funding rate candles - full fillup with fallback variable
@@ -3747,15 +3840,23 @@ class Exchange:
"low": "low_mark",
"volume": "volume_mark",
}
)
)[relevant_cols]
else:
# Fill up missing funding_rate candles with fallback value
combined = mark_rates.merge(
funding_rates, on="date", how="left", suffixes=["_mark", "_fund"]
)
combined["open_fund"] = combined["open_fund"].fillna(futures_funding_rate)
return combined
# Fill only leading missing funding rates so gaps stay untouched
first_valid_idx = combined["open_fund"].first_valid_index()
if first_valid_idx is None:
combined["open_fund"] = futures_funding_rate
else:
is_leading_na = (combined.index <= first_valid_idx) & combined[
"open_fund"
].isna()
combined.loc[is_leading_na, "open_fund"] = futures_funding_rate
return combined[relevant_cols].dropna()
def calculate_funding_fees(
self,
freqtrade/exchange/hyperliquid.py
+9 -1
View File
@@ -3,6 +3,7 @@
import logging
from copy import deepcopy
from datetime import datetime
from typing import Any
from freqtrade.constants import BuySell
from freqtrade.enums import MarginMode, TradingMode
@@ -36,9 +37,9 @@ class Hyperliquid(Exchange):
"stoploss_order_types": {"limit": "limit"},
"stoploss_blocks_assets": False,
"stop_price_prop": "stopPrice",
"funding_fee_timeframe": "1h",
"funding_fee_candle_limit": 500,
"uses_leverage_tiers": False,
"mark_ohlcv_price": "futures",
}
_supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [
@@ -56,6 +57,13 @@ class Hyperliquid(Exchange):
config.update(super()._ccxt_config)
return config
def market_is_tradable(self, market: dict[str, Any]) -> bool:
parent_check = super().market_is_tradable(market)
# Exclude hip3 markets for now - which have the format XYZ:GOOGL/USDT:USDT -
# and XYZ:GOOGL as base
return parent_check and ":" not in market["base"]
def get_max_leverage(self, pair: str, stake_amount: float | None) -> float:
# There are no leverage tiers
if self.trading_mode == TradingMode.FUTURES:
freqtrade/exchange/kraken.py
+2 -3
View File
@@ -35,7 +35,6 @@ class Kraken(Exchange):
"trades_pagination_arg": "since",
"trades_pagination_overlap": False,
"trades_has_history": True,
"mark_ohlcv_timeframe": "4h",
}
_supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [
@@ -82,7 +81,7 @@ class Kraken(Exchange):
balances.pop("free", None)
balances.pop("total", None)
balances.pop("used", None)
self._log_exchange_response("fetch_balances", balances)
self._log_exchange_response("fetch_balance", balances)
# Consolidate balances
balances = self.consolidate_balances(balances)
@@ -104,7 +103,7 @@ class Kraken(Exchange):
balances[bal]["used"] = sum(order[1] for order in order_list if order[0] == bal)
balances[bal]["free"] = balances[bal]["total"] - balances[bal]["used"]
self._log_exchange_response("fetch_balances2", balances)
self._log_exchange_response("fetch_balance2", balances)
return balances
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
freqtrade/exchange/kucoin.py
+3 -1
View File
@@ -44,8 +44,9 @@ class Kucoin(Exchange):
amount: float,
rate: float,
leverage: float,
reduceOnly: bool = False,
time_in_force: str = "GTC",
reduceOnly: bool = False,
initial_order: bool = True,
) -> CcxtOrder:
res = super().create_order(
pair=pair,
@@ -56,6 +57,7 @@ class Kucoin(Exchange):
leverage=leverage,
reduceOnly=reduceOnly,
time_in_force=time_in_force,
initial_order=initial_order,
)
# Kucoin returns only the order-id.
# ccxt returns status = 'closed' at the moment - which is information ccxt invented.
freqtrade/exchange/okx.py
+3 -12
View File
@@ -29,8 +29,6 @@ class Okx(Exchange):
_ft_has: FtHas = {
"ohlcv_candle_limit": 100, # Warning, special case with data prior to X months
"mark_ohlcv_timeframe": "4h",
"funding_fee_timeframe": "8h",
"stoploss_order_types": {"limit": "limit"},
"stoploss_on_exchange": True,
"trades_has_history": False, # Endpoint doesn't have a "since" parameter
@@ -41,8 +39,8 @@ class Okx(Exchange):
"stop_price_type_field": "slTriggerPxType",
"stop_price_type_value_mapping": {
PriceType.LAST: "last",
PriceType.MARK: "index",
PriceType.INDEX: "mark",
PriceType.MARK: "mark",
PriceType.INDEX: "index",
},
"stoploss_blocks_assets": False,
"ws_enabled": True,
@@ -266,14 +264,7 @@ class Okx(Exchange):
return order["id"]
def cancel_stoploss_order(self, order_id: str, pair: str, params: dict | None = None) -> dict:
params1 = {"stop": True}
# 'ordType': 'conditional'
#
return self.cancel_order(
order_id=order_id,
pair=pair,
params=params1,
)
return self.cancel_order(order_id=order_id, pair=pair, params={"stop": True})
def _fetch_orders_emulate(self, pair: str, since_ms: int) -> list[CcxtOrder]:
orders = []
freqtrade/freqtradebot.py
+43 -25
View File
@@ -63,7 +63,7 @@ from freqtrade.rpc.rpc_types import (
from freqtrade.strategy.interface import IStrategy
from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
from freqtrade.util import FtPrecise, MeasureTime, PeriodicCache, dt_from_ts, dt_now
from freqtrade.util.migrations.binance_mig import migrate_binance_futures_names
from freqtrade.util.migrations import migrate_live_content
from freqtrade.wallets import Wallets
@@ -229,7 +229,7 @@ class FreqtradeBot(LoggingMixin):
Called on startup and after reloading the bot - triggers notifications and
performs startup tasks
"""
migrate_binance_futures_names(self.config)
migrate_live_content(self.config, self.exchange)
set_startup_time()
self.rpc.startup_messages(self.config, self.pairlists, self.protections)
@@ -937,6 +937,7 @@ class FreqtradeBot(LoggingMixin):
reduceOnly=False,
time_in_force=time_in_force,
leverage=leverage,
initial_order=trade is None,
)
order_obj = Order.parse_from_ccxt_object(order, pair, side, amount, enter_limit_requested)
order_obj.ft_order_tag = enter_tag
@@ -1063,7 +1064,16 @@ class FreqtradeBot(LoggingMixin):
return True
def cancel_stoploss_on_exchange(self, trade: Trade) -> Trade:
def cancel_stoploss_on_exchange(self, trade: Trade, allow_nonblocking: bool = False) -> Trade:
"""
Cancels on exchange stoploss orders for the given trade.
:param trade: Trade for which to cancel stoploss order
:param allow_nonblocking: If True, will skip cancelling stoploss on exchange
if the exchange supports blocking stoploss orders.
"""
if allow_nonblocking and not self.exchange.get_option("stoploss_blocks_assets", True):
logger.info(f"Skipping cancelling stoploss on exchange for {trade}.")
return trade
# First cancelling stoploss on exchange ...
for oslo in trade.open_sl_orders:
try:
@@ -2002,14 +2012,14 @@ class FreqtradeBot(LoggingMixin):
def _safe_exit_amount(self, trade: Trade, pair: str, amount: float) -> float:
"""
Get sellable amount.
Get exitable amount.
Should be trade.amount - but will fall back to the available amount if necessary.
This should cover cases where get_real_amount() was not able to update the amount
for whatever reason.
:param trade: Trade we're working with
:param pair: Pair we're trying to sell
:param pair: Pair we're trying to exit
:param amount: amount we expect to be available
:return: amount to sell
:return: amount to exit
:raise: DependencyException: if available balance is not within 2% of the available amount.
"""
# Update wallets to ensure amounts tied up in a stoploss is now free!
@@ -2045,11 +2055,12 @@ class FreqtradeBot(LoggingMixin):
exit_tag: str | None = None,
ordertype: str | None = None,
sub_trade_amt: float | None = None,
skip_custom_exit_price: bool = False,
) -> bool:
"""
Executes a trade exit for the given trade and limit
:param trade: Trade instance
:param limit: limit rate for the sell order
:param limit: limit rate for the exit order
:param exit_check: CheckTuple with signal and reason
:return: True if it succeeds False
"""
@@ -2071,29 +2082,33 @@ class FreqtradeBot(LoggingMixin):
):
exit_type = "stoploss"
order_type = (
(ordertype or self.strategy.order_types[exit_type])
if exit_check.exit_type != ExitType.EMERGENCY_EXIT
else self.strategy.order_types.get("emergency_exit", "market")
)
# set custom_exit_price if available
proposed_limit_rate = limit
custom_exit_price = limit
current_profit = trade.calc_profit_ratio(limit)
custom_exit_price = strategy_safe_wrapper(
self.strategy.custom_exit_price, default_retval=proposed_limit_rate
)(
pair=trade.pair,
trade=trade,
current_time=datetime.now(UTC),
proposed_rate=proposed_limit_rate,
current_profit=current_profit,
exit_tag=exit_reason,
)
if order_type == "limit" and not skip_custom_exit_price:
custom_exit_price = strategy_safe_wrapper(
self.strategy.custom_exit_price, default_retval=proposed_limit_rate
)(
pair=trade.pair,
trade=trade,
current_time=datetime.now(UTC),
proposed_rate=proposed_limit_rate,
current_profit=current_profit,
exit_tag=exit_reason,
)
limit = self.get_valid_price(custom_exit_price, proposed_limit_rate)
# First cancelling stoploss on exchange ...
trade = self.cancel_stoploss_on_exchange(trade)
order_type = ordertype or self.strategy.order_types[exit_type]
if exit_check.exit_type == ExitType.EMERGENCY_EXIT:
# Emergency sells (default to market!)
order_type = self.strategy.order_types.get("emergency_exit", "market")
trade = self.cancel_stoploss_on_exchange(trade, allow_nonblocking=True)
amount = self._safe_exit_amount(trade, trade.pair, sub_trade_amt or trade.amount)
time_in_force = self.strategy.order_time_in_force["exit"]
@@ -2121,7 +2136,7 @@ class FreqtradeBot(LoggingMixin):
return False
try:
# Execute sell and update trade record
# Execute exit and update trade record
order = self.exchange.create_order(
pair=trade.pair,
ordertype=order_type,
@@ -2131,6 +2146,7 @@ class FreqtradeBot(LoggingMixin):
leverage=trade.leverage,
reduceOnly=self.trading_mode == TradingMode.FUTURES,
time_in_force=time_in_force,
initial_order=False,
)
except InsufficientFundsError as e:
logger.warning(f"Unable to place order {e}.")
@@ -2148,7 +2164,7 @@ class FreqtradeBot(LoggingMixin):
trade.exit_reason = exit_reason
self._notify_exit(trade, order_type, sub_trade=bool(sub_trade_amt), order=order_obj)
# In case of market sell orders the order can be closed immediately
# In case of market exit orders the order can be closed immediately
if order.get("status", "unknown") in ("closed", "expired"):
self.update_trade_state(trade, order_obj.order_id, order)
Trade.commit()
@@ -2378,6 +2394,8 @@ class FreqtradeBot(LoggingMixin):
self.strategy.ft_stoploss_adjust(
current_rate, trade, datetime.now(UTC), profit, 0, after_fill=True
)
if not trade.is_open:
self.cancel_stoploss_on_exchange(trade)
# Updating wallets when order is closed
self.wallets.update()
return trade
freqtrade/mixins/logging_mixin.py
+4 -2
View File
@@ -1,6 +1,8 @@
from collections.abc import Callable
from cachetools import TTLCache, cached
from cachetools import cached
from freqtrade.util import FtTTLCache
class LoggingMixin:
@@ -18,7 +20,7 @@ class LoggingMixin:
"""
self.logger = logger
self.refresh_period = refresh_period
self._log_cache: TTLCache = TTLCache(maxsize=1024, ttl=self.refresh_period)
self._log_cache: FtTTLCache = FtTTLCache(maxsize=1024, ttl=self.refresh_period)
def log_once(self, message: str, logmethod: Callable, force_show: bool = False) -> None:
"""
freqtrade/optimize/analysis/recursive.py
+3 -1
View File
@@ -39,6 +39,7 @@ class RecursiveAnalysis(BaseAnalysis):
self.dict_recursive: dict[str, Any] = dict()
self.pair_to_used: str | None = None
self._strat_scc: int | None = None
# For recursive bias check
# analyzes two data frames with processed indicators and shows differences between them.
@@ -151,7 +152,8 @@ class RecursiveAnalysis(BaseAnalysis):
backtesting._set_strategy(backtesting.strategylist[0])
strat = backtesting.strategy
self._strat_scc = strat.startup_candle_count
if self._strat_scc is None:
self._strat_scc = strat.startup_candle_count
if self._strat_scc < 1:
raise ConfigurationError(
freqtrade/optimize/backtesting.py
+7 -3
View File
@@ -126,6 +126,7 @@ class Backtesting:
self.config["dry_run"] = True
self.price_pair_prec: dict[str, Series] = {}
self.available_pairs: list[str] = []
self.run_ids: dict[str, str] = {}
self.strategylist: list[IStrategy] = []
self.all_bt_content: dict[str, BacktestContentType] = {}
@@ -176,7 +177,8 @@ class Backtesting:
self._validate_pairlists_for_backtesting()
self.dataprovider.add_pairlisthandler(self.pairlists)
self.pairlists.refresh_pairlist()
self.dynamic_pairlist: bool = self.config.get("enable_dynamic_pairlist", False)
self.pairlists.refresh_pairlist(only_first=self.dynamic_pairlist)
if len(self.pairlists.whitelist) == 0:
raise OperationalException("No pair in whitelist.")
@@ -211,7 +213,6 @@ class Backtesting:
self._can_short = self.trading_mode != TradingMode.SPOT
self._position_stacking: bool = self.config.get("position_stacking", False)
self.enable_protections: bool = self.config.get("enable_protections", False)
self.dynamic_pairlist: bool = self.config.get("enable_dynamic_pairlist", False)
migrate_data(config, self.exchange)
self.init_backtest()
@@ -335,10 +336,12 @@ class Backtesting:
self.progress.set_new_value(1)
self._load_bt_data_detail()
self.price_pair_prec = {}
for pair in self.pairlists.whitelist:
if pair in data:
# Load price precision logic
self.price_pair_prec[pair] = get_tick_size_over_time(data[pair])
self.available_pairs.append(pair)
return data, self.timerange
def _load_bt_data_detail(self) -> None:
@@ -371,6 +374,7 @@ class Backtesting:
timerange=self.timerange,
startup_candles=0,
fail_without_data=True,
fill_up_missing=False,
data_format=self.config["dataformat_ohlcv"],
candle_type=CandleType.FUNDING_RATE,
)
@@ -1587,7 +1591,7 @@ class Backtesting:
self.check_abort()
if self.dynamic_pairlist and self.pairlists:
self.pairlists.refresh_pairlist()
self.pairlists.refresh_pairlist(pairs=self.available_pairs)
pairs = self.pairlists.whitelist
# Reset open trade count for this candle
freqtrade/persistence/trade_model.py
+7 -4
View File
@@ -48,7 +48,7 @@ from freqtrade.leverage import interest
from freqtrade.misc import safe_value_fallback
from freqtrade.persistence.base import ModelBase, SessionType
from freqtrade.persistence.custom_data import CustomDataWrapper, _CustomData
from freqtrade.util import FtPrecise, dt_from_ts, dt_now, dt_ts, dt_ts_none
from freqtrade.util import FtPrecise, dt_from_ts, dt_now, dt_ts, dt_ts_none, round_value
logger = logging.getLogger(__name__)
@@ -654,9 +654,10 @@ class LocalTrade:
)
return (
f"Trade(id={self.id}, pair={self.pair}, amount={self.amount:.8f}, "
f"is_short={self.is_short or False}, leverage={self.leverage or 1.0}, "
f"open_rate={self.open_rate:.8f}, open_since={open_since})"
f"Trade(id={self.id}, pair={self.pair}, amount={round_value(self.amount, 8)}, "
f"is_short={self.is_short or False}, "
f"leverage={round_value(self.leverage or 1.0, 1)}, "
f"open_rate={round_value(self.open_rate, 8)}, open_since={open_since})"
)
def to_json(self, minified: bool = False) -> dict[str, Any]:
@@ -755,6 +756,8 @@ class LocalTrade:
"precision_mode": self.precision_mode,
"precision_mode_price": self.precision_mode_price,
"contract_size": self.contract_size,
"nr_of_successful_entries": self.nr_of_successful_entries,
"nr_of_successful_exits": self.nr_of_successful_exits,
"has_open_orders": self.has_open_orders,
"orders": orders_json,
}
freqtrade/plot/plotting.py
+2 -2
View File
@@ -75,11 +75,11 @@ def init_plotscript(config, markets: list, startup_candles: int = 0):
)
no_trades = False
filename = config.get("exportfilename")
filename = config.get("exportfilename") or config.get("exportdirectory")
if config.get("no_trades", False):
no_trades = True
elif config["trade_source"] == "file":
if not filename.is_dir() and not filename.is_file():
if not filename or (not filename.is_dir() and not filename.is_file()):
logger.warning("Backtest file is missing skipping trades.")
no_trades = True
try:
freqtrade/plugins/pairlist/MarketCapPairList.py
+2 -3
View File
@@ -7,11 +7,10 @@ Provides dynamic pair list based on Market Cap
import logging
import math
from cachetools import TTLCache
from freqtrade.exceptions import OperationalException
from freqtrade.exchange.exchange_types import Tickers
from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter, SupportsBacktesting
from freqtrade.util import FtTTLCache
from freqtrade.util.coin_gecko import FtCoinGeckoApi
@@ -38,7 +37,7 @@ class MarketCapPairList(IPairList):
self._max_rank = self._pairlistconfig.get("max_rank", 30)
self._refresh_period = self._pairlistconfig.get("refresh_period", 86400)
self._categories = self._pairlistconfig.get("categories", [])
self._marketcap_cache: TTLCache = TTLCache(maxsize=1, ttl=self._refresh_period)
self._marketcap_cache: FtTTLCache = FtTTLCache(maxsize=1, ttl=self._refresh_period)
_coingecko_config = self._config.get("coingecko", {})
freqtrade/plugins/pairlist/PercentChangePairList.py
+2 -3
View File
@@ -10,7 +10,6 @@ import logging
from datetime import timedelta
from typing import TypedDict
from cachetools import TTLCache
from pandas import DataFrame
from freqtrade.constants import ListPairsWithTimeframes, PairWithTimeframe
@@ -18,7 +17,7 @@ from freqtrade.exceptions import OperationalException
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_prev_date
from freqtrade.exchange.exchange_types import Ticker, Tickers
from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter, SupportsBacktesting
from freqtrade.util import dt_now, format_ms_time
from freqtrade.util import FtTTLCache, dt_now, format_ms_time
logger = logging.getLogger(__name__)
@@ -47,7 +46,7 @@ class PercentChangePairList(IPairList):
self._min_value = self._pairlistconfig.get("min_value", None)
self._max_value = self._pairlistconfig.get("max_value", None)
self._refresh_period = self._pairlistconfig.get("refresh_period", 1800)
self._pair_cache: TTLCache = TTLCache(maxsize=1, ttl=self._refresh_period)
self._pair_cache: FtTTLCache = FtTTLCache(maxsize=1, ttl=self._refresh_period)
self._lookback_days = self._pairlistconfig.get("lookback_days", 0)
self._lookback_timeframe = self._pairlistconfig.get("lookback_timeframe", "1d")
self._lookback_period = self._pairlistconfig.get("lookback_period", 0)
freqtrade/plugins/pairlist/RemotePairList.py
+3 -3
View File
@@ -10,7 +10,6 @@ from typing import Any
import rapidjson
import requests
from cachetools import TTLCache
from freqtrade import __version__
from freqtrade.configuration.load_config import CONFIG_PARSE_MODE
@@ -18,6 +17,7 @@ from freqtrade.exceptions import OperationalException
from freqtrade.exchange.exchange_types import Tickers
from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter, SupportsBacktesting
from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
from freqtrade.util import FtTTLCache
logger = logging.getLogger(__name__)
@@ -48,7 +48,7 @@ class RemotePairList(IPairList):
self._number_pairs = self._pairlistconfig["number_assets"]
self._refresh_period: int = self._pairlistconfig.get("refresh_period", 1800)
self._keep_pairlist_on_failure = self._pairlistconfig.get("keep_pairlist_on_failure", True)
self._pair_cache: TTLCache = TTLCache(maxsize=1, ttl=self._refresh_period)
self._pair_cache: FtTTLCache = FtTTLCache(maxsize=1, ttl=self._refresh_period)
self._pairlist_url = self._pairlistconfig.get("pairlist_url", "")
self._read_timeout = self._pairlistconfig.get("read_timeout", 60)
self._bearer_token = self._pairlistconfig.get("bearer_token", "")
@@ -159,7 +159,7 @@ class RemotePairList(IPairList):
)
self._refresh_period = remote_refresh_period
self._pair_cache = TTLCache(maxsize=1, ttl=remote_refresh_period)
self._pair_cache = FtTTLCache(maxsize=1, ttl=remote_refresh_period)
self._init_done = True
freqtrade/plugins/pairlist/VolatilityFilter.py
+2 -3
View File
@@ -7,7 +7,6 @@ import sys
from datetime import timedelta
import numpy as np
from cachetools import TTLCache
from pandas import DataFrame
from freqtrade.constants import ListPairsWithTimeframes
@@ -15,7 +14,7 @@ from freqtrade.exceptions import OperationalException
from freqtrade.exchange.exchange_types import Tickers
from freqtrade.misc import plural
from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter, SupportsBacktesting
from freqtrade.util import dt_floor_day, dt_now, dt_ts
from freqtrade.util import FtTTLCache, dt_floor_day, dt_now, dt_ts
logger = logging.getLogger(__name__)
@@ -38,7 +37,7 @@ class VolatilityFilter(IPairList):
self._def_candletype = self._config["candle_type_def"]
self._sort_direction: str | None = self._pairlistconfig.get("sort_direction", None)
self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
self._pair_cache: FtTTLCache = FtTTLCache(maxsize=1000, ttl=self._refresh_period)
candle_limit = self._exchange.ohlcv_candle_limit("1d", self._def_candletype)
if self._days < 1:
freqtrade/plugins/pairlist/VolumePairList.py
+2 -4
View File
@@ -8,14 +8,12 @@ import logging
from datetime import timedelta
from typing import Any, Literal
from cachetools import TTLCache
from freqtrade.constants import ListPairsWithTimeframes
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_prev_date
from freqtrade.exchange.exchange_types import Tickers
from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter, SupportsBacktesting
from freqtrade.util import dt_now, format_ms_time
from freqtrade.util import FtTTLCache, dt_now, format_ms_time
logger = logging.getLogger(__name__)
@@ -43,7 +41,7 @@ class VolumePairList(IPairList):
self._min_value = self._pairlistconfig.get("min_value", 0)
self._max_value = self._pairlistconfig.get("max_value", None)
self._refresh_period = self._pairlistconfig.get("refresh_period", 1800)
self._pair_cache: TTLCache = TTLCache(maxsize=1, ttl=self._refresh_period)
self._pair_cache: FtTTLCache = FtTTLCache(maxsize=1, ttl=self._refresh_period)
self._lookback_days = self._pairlistconfig.get("lookback_days", 0)
self._lookback_timeframe = self._pairlistconfig.get("lookback_timeframe", "1d")
self._lookback_period = self._pairlistconfig.get("lookback_period", 0)
freqtrade/plugins/pairlist/rangestabilityfilter.py
+2 -3
View File
@@ -5,7 +5,6 @@ Rate of change pairlist filter
import logging
from datetime import timedelta
from cachetools import TTLCache
from pandas import DataFrame
from freqtrade.constants import ListPairsWithTimeframes
@@ -13,7 +12,7 @@ from freqtrade.exceptions import OperationalException
from freqtrade.exchange.exchange_types import Tickers
from freqtrade.misc import plural
from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter, SupportsBacktesting
from freqtrade.util import dt_floor_day, dt_now, dt_ts
from freqtrade.util import FtTTLCache, dt_floor_day, dt_now, dt_ts
logger = logging.getLogger(__name__)
@@ -32,7 +31,7 @@ class RangeStabilityFilter(IPairList):
self._def_candletype = self._config["candle_type_def"]
self._sort_direction: str | None = self._pairlistconfig.get("sort_direction", None)
self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
self._pair_cache: FtTTLCache = FtTTLCache(maxsize=1000, ttl=self._refresh_period)
candle_limit = self._exchange.ohlcv_candle_limit("1d", self._def_candletype)
if self._days < 1:
freqtrade/plugins/pairlistmanager.py
+26 -8
View File
@@ -5,7 +5,7 @@ PairList manager class
import logging
from functools import partial
from cachetools import LRUCache, TTLCache, cached
from cachetools import LRUCache, cached
from freqtrade.constants import Config, ListPairsWithTimeframes
from freqtrade.data.dataprovider import DataProvider
@@ -17,6 +17,7 @@ from freqtrade.mixins import LoggingMixin
from freqtrade.plugins.pairlist.IPairList import IPairList, SupportsBacktesting
from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
from freqtrade.resolvers import PairListResolver
from freqtrade.util import FtTTLCache
logger = logging.getLogger(__name__)
@@ -129,12 +130,24 @@ class PairListManager(LoggingMixin):
"""List of short_desc for each Pairlist Handler"""
return [{p.name: p.short_desc()} for p in self._pairlist_handlers]
@cached(TTLCache(maxsize=1, ttl=1800))
@cached(FtTTLCache(maxsize=1, ttl=1800))
def _get_cached_tickers(self) -> Tickers:
return self._exchange.get_tickers()
def refresh_pairlist(self) -> None:
"""Run pairlist through all configured Pairlist Handlers."""
def refresh_pairlist(self, only_first: bool = False, pairs: list[str] | None = None) -> None:
"""
Run pairlist through all configured Pairlist Handlers.
:param only_first: If True, only run the first PairList handler (the generator)
and skip all subsequent filters. Used during backtesting startup to ensure
historic data is loaded for the complete universe of pairs that the
generator can produce (even if later filters would reduce the list size).
Prevents missing data when a filter returns a variable number of pairs
across refresh cycles.
:param pairs: Optional list of pairs to intersect with the generated pairlist.
Only pairs present both in the generated list and this parameter are kept.
Used in backtesting to filter out pairs with no available data.
"""
# Tickers should be cached to avoid calling the exchange on each call.
tickers: dict = {}
if self._tickers_needed:
@@ -143,10 +156,15 @@ class PairListManager(LoggingMixin):
# Generate the pairlist with first Pairlist Handler in the chain
pairlist = self._pairlist_handlers[0].gen_pairlist(tickers)
# Process all Pairlist Handlers in the chain
# except for the first one, which is the generator.
for pairlist_handler in self._pairlist_handlers[1:]:
pairlist = pairlist_handler.filter_pairlist(pairlist, tickers)
# Optional intersection with an explicit list of pairs (used in backtesting)
if pairs is not None:
pairlist = [p for p in pairlist if p in pairs]
if not only_first:
# Process all Pairlist Handlers in the chain
# except for the first one, which is the generator.
for pairlist_handler in self._pairlist_handlers[1:]:
pairlist = pairlist_handler.filter_pairlist(pairlist, tickers)
# Validation against blacklist happens after the chain of Pairlist Handlers
# to ensure blacklist is respected.
freqtrade/rpc/api_server/api_download_data.py
+2
View File
@@ -63,6 +63,8 @@ def pairlists_evaluate(
config_loc["timeframes"] = payload.timeframes
config_loc["erase"] = payload.erase
config_loc["download_trades"] = payload.download_trades
if payload.candle_types is not None:
config_loc["candle_types"] = payload.candle_types
handleExchangePayload(payload, config_loc)
freqtrade/rpc/api_server/api_schemas.py
+4
View File
@@ -340,6 +340,8 @@ class TradeSchema(BaseModel):
min_rate: float | None = None
max_rate: float | None = None
nr_of_successful_entries: int
nr_of_successful_exits: int
has_open_orders: bool
orders: list[OrderSchema]
@@ -424,6 +426,7 @@ class ForceExitPayload(BaseModel):
tradeid: str | int
ordertype: OrderTypeValues | None = None
amount: float | None = None
price: float | None = None
class BlacklistPayload(BaseModel):
@@ -504,6 +507,7 @@ class DownloadDataPayload(ExchangeModePayloadMixin, BaseModel):
timerange: str | None = None
erase: bool = False
download_trades: bool = False
candle_types: list[str] | None = None
@model_validator(mode="before")
def check_mutually_exclusive(cls, values):
freqtrade/rpc/api_server/api_v1.py
+6 -2
View File
@@ -91,7 +91,9 @@ logger = logging.getLogger(__name__)
# 2.41: Add download-data endpoint
# 2.42: Add /pair_history endpoint with live data
# 2.43: Add /profit_all endpoint
API_VERSION = 2.43
# 2.44: Add candle_types parameter to download-data endpoint
# 2.45: Add price to forceexit endpoint
API_VERSION = 2.45
# Public API, requires no auth.
router_public = APIRouter()
@@ -324,7 +326,9 @@ def force_entry(payload: ForceEnterPayload, rpc: RPC = Depends(get_rpc)):
@router.post("/forcesell", response_model=ResultMsg, tags=["trading"])
def forceexit(payload: ForceExitPayload, rpc: RPC = Depends(get_rpc)):
ordertype = payload.ordertype.value if payload.ordertype else None
return rpc._rpc_force_exit(str(payload.tradeid), ordertype, amount=payload.amount)
return rpc._rpc_force_exit(
str(payload.tradeid), ordertype, amount=payload.amount, price=payload.price
)
@router.get("/blacklist", response_model=BlacklistResponse, tags=["info", "pairlist"])
freqtrade/rpc/api_server/webserver_bgwork.py
+1 -1
View File
@@ -37,7 +37,7 @@ class ApiBG:
# Generic background jobs
# TODO: Change this to TTLCache
# TODO: Change this to FtTTLCache
jobs: dict[str, JobsContainer] = {}
# Pairlist evaluate things
pairlist_running: bool = False
freqtrade/rpc/fiat_convert.py
+2 -2
View File
@@ -7,11 +7,11 @@ import logging
from datetime import datetime
from typing import Any
from cachetools import TTLCache
from requests.exceptions import RequestException
from freqtrade.constants import SUPPORTED_FIAT, Config
from freqtrade.mixins.logging_mixin import LoggingMixin
from freqtrade.util import FtTTLCache
from freqtrade.util.coin_gecko import FtCoinGeckoApi
@@ -54,7 +54,7 @@ class CryptoToFiatConverter(LoggingMixin):
def __init__(self, config: Config) -> None:
# Timeout: 6h
self._pair_price: TTLCache = TTLCache(maxsize=500, ttl=6 * 60 * 60)
self._pair_price: FtTTLCache = FtTTLCache(maxsize=500, ttl=6 * 60 * 60)
_coingecko_config = config.get("coingecko", {})
self._coingecko = FtCoinGeckoApi(
freqtrade/rpc/rpc.py
+28 -8
View File
@@ -47,6 +47,7 @@ from freqtrade.util import (
dt_ts,
dt_ts_def,
format_date,
format_pct,
shorten_date,
)
from freqtrade.wallets import PositionWallet, Wallet
@@ -302,7 +303,7 @@ class RPC:
fiat_total_profit_sum = nan
for trade in self._rpc_trade_status():
# Format profit as a string with the right sign
profit = f"{trade['profit_ratio']:.2%}"
profit = f"{format_pct(trade['profit_ratio'])}"
fiat_profit = trade.get("profit_fiat", None)
if fiat_profit is None or isnan(fiat_profit):
fiat_profit = trade.get("profit_abs", 0.0)
@@ -939,7 +940,11 @@ class RPC:
return {"status": "Reloaded from orders from exchange"}
def __exec_force_exit(
self, trade: Trade, ordertype: str | None, amount: float | None = None
self,
trade: Trade,
ordertype: str | None,
amount: float | None = None,
price: float | None = None,
) -> bool:
# Check if there is there are open orders
trade_entry_cancelation_registry = []
@@ -963,8 +968,13 @@ class RPC:
# Order cancellation failed, so we can't exit.
return False
# Get current rate and execute sell
current_rate = self._freqtrade.exchange.get_rate(
trade.pair, side="exit", is_short=trade.is_short, refresh=True
current_rate = (
self._freqtrade.exchange.get_rate(
trade.pair, side="exit", is_short=trade.is_short, refresh=True
)
if ordertype == "market" or price is None
else price
)
exit_check = ExitCheckTuple(exit_type=ExitType.FORCE_EXIT)
order_type = ordertype or self._freqtrade.strategy.order_types.get(
@@ -982,18 +992,28 @@ class RPC:
sub_amount = amount
self._freqtrade.execute_trade_exit(
trade, current_rate, exit_check, ordertype=order_type, sub_trade_amt=sub_amount
trade,
current_rate,
exit_check,
ordertype=order_type,
sub_trade_amt=sub_amount,
skip_custom_exit_price=price is not None and ordertype == "limit",
)
return True
return False
def _rpc_force_exit(
self, trade_id: str, ordertype: str | None = None, *, amount: float | None = None
self,
trade_id: str,
ordertype: str | None = None,
*,
amount: float | None = None,
price: float | None = None,
) -> dict[str, str]:
"""
Handler for forceexit <id>.
Sells the given trade at current price
exits the given trade. Uses current price if price is None.
"""
if self._freqtrade.state == State.STOPPED:
@@ -1023,7 +1043,7 @@ class RPC:
logger.warning("force_exit: Invalid argument received")
raise RPCException("invalid argument")
result = self.__exec_force_exit(trade, ordertype, amount)
result = self.__exec_force_exit(trade, ordertype, amount, price)
Trade.commit()
self._freqtrade.wallets.update()
if not result:
freqtrade/rpc/telegram.py
+61 -60
View File
@@ -48,6 +48,7 @@ from freqtrade.util import (
fmt_coin,
fmt_coin2,
format_date,
format_pct,
round_value,
)
@@ -481,7 +482,7 @@ class Telegram(RPCHandler):
if is_final_exit:
profit_prefix = "Sub "
cp_extra = (
f"*Final Profit:* `{msg['final_profit_ratio']:.2%} "
f"*Final Profit:* `{format_pct(msg['final_profit_ratio'])} "
f"({msg['cumulative_profit']:.8f} {msg['quote_currency']}{cp_fiat})`\n"
)
else:
@@ -497,7 +498,7 @@ class Telegram(RPCHandler):
f"{exit_wording} {msg['pair']} (#{msg['trade_id']})\n"
f"{self._add_analyzed_candle(msg['pair'])}"
f"*{f'{profit_prefix}Profit' if is_fill else f'Unrealized {profit_prefix}Profit'}:* "
f"`{msg['profit_ratio']:.2%}{profit_extra}`\n"
f"`{format_pct(msg['profit_ratio'])}{profit_extra}`\n"
f"{cp_extra}"
f"{enter_tag}"
f"*Exit Reason:* `{msg['exit_reason']}`\n"
@@ -670,14 +671,14 @@ class Telegram(RPCHandler):
# TODO: This calculation ignores fees.
price_to_1st_entry = (cur_entry_average - first_avg) / first_avg
if is_open:
lines.append("({})".format(dt_humanize_delta(order["order_filled_date"])))
lines.append(f"({dt_humanize_delta(order['order_filled_date'])})")
lines.append(
f"*Amount:* {round_value(cur_entry_amount, 8)} "
f"({fmt_coin(order['cost'], quote_currency)})"
)
lines.append(
f"*Average {wording} Price:* {round_value(cur_entry_average, 8)} "
f"({price_to_1st_entry:.2%} from 1st entry rate)"
f"({format_pct(price_to_1st_entry)} from 1st entry rate)"
)
lines.append(f"*Order Filled:* {order['order_filled_date']}")
@@ -701,7 +702,7 @@ class Telegram(RPCHandler):
results = self._rpc._rpc_trade_status(trade_ids=trade_ids)
for r in results:
lines = ["*Order List for Trade #*`{trade_id}`"]
lines = [f"*Order List for Trade #*`{r['trade_id']}`"]
lines_detail = self._prepare_order_details(
r["orders"], r["quote_currency"], r["is_open"]
@@ -720,10 +721,10 @@ class Telegram(RPCHandler):
if (len(msg) + len(line) + 1) < MAX_MESSAGE_LENGTH:
msg += line + "\n"
else:
await self._send_msg(msg.format(**r))
msg = "*Order List for Trade #*`{trade_id}` - continued\n" + line + "\n"
await self._send_msg(msg)
msg = f"*Order List for Trade #*`{r['trade_id']}` - continued\n" + line + "\n"
await self._send_msg(msg.format(**r))
await self._send_msg(msg)
@authorized_only
async def _status(self, update: Update, context: CallbackContext) -> None:
@@ -757,15 +758,7 @@ class Telegram(RPCHandler):
max_entries = self._config.get("max_entry_position_adjustment", -1)
for r in results:
r["open_date_hum"] = dt_humanize_delta(r["open_date"])
r["num_entries"] = len([o for o in r["orders"] if o["ft_is_entry"]])
r["num_exits"] = len(
[
o
for o in r["orders"]
if not o["ft_is_entry"] and not o["ft_order_side"] == "stoploss"
]
)
r["exit_reason"] = r.get("exit_reason", "")
r["stake_amount_r"] = fmt_coin(r["stake_amount"], r["quote_currency"])
r["max_stake_amount_r"] = fmt_coin(
r["max_stake_amount"] or r["stake_amount"], r["quote_currency"]
@@ -774,26 +767,25 @@ class Telegram(RPCHandler):
r["realized_profit_r"] = fmt_coin(r["realized_profit"], r["quote_currency"])
r["total_profit_abs_r"] = fmt_coin(r["total_profit_abs"], r["quote_currency"])
lines = [
"*Trade ID:* `{trade_id}`" + (" `(since {open_date_hum})`" if r["is_open"] else ""),
"*Current Pair:* {pair}",
f"*Trade ID:* `{r['trade_id']}`"
+ (f" `(since {r['open_date_hum']})`" if r["is_open"] else ""),
f"*Current Pair:* {r['pair']}",
(
f"*Direction:* {'`Short`' if r.get('is_short') else '`Long`'}"
+ " ` ({leverage}x)`"
if r.get("leverage")
else ""
+ (f" ` ({r['leverage']}x)`" if r.get("leverage") else "")
),
"*Amount:* `{amount} ({stake_amount_r})`",
"*Total invested:* `{max_stake_amount_r}`" if position_adjust else "",
"*Enter Tag:* `{enter_tag}`" if r["enter_tag"] else "",
"*Exit Reason:* `{exit_reason}`" if r["exit_reason"] else "",
f"*Amount:* `{r['amount']} ({r['stake_amount_r']})`",
f"*Total invested:* `{r['max_stake_amount_r']}`" if position_adjust else "",
f"*Enter Tag:* `{r['enter_tag']}`" if r["enter_tag"] else "",
f"*Exit Reason:* `{r['exit_reason']}`" if r.get("exit_reason") else "",
]
if position_adjust:
max_buy_str = f"/{max_entries + 1}" if (max_entries > 0) else ""
lines.extend(
[
"*Number of Entries:* `{num_entries}" + max_buy_str + "`",
"*Number of Exits:* `{num_exits}`",
f"*Number of Entries:* `{r['nr_of_successful_entries']}{max_buy_str}`",
f"*Number of Exits:* `{r['nr_of_successful_exits']}`",
]
)
@@ -801,53 +793,62 @@ class Telegram(RPCHandler):
[
f"*Open Rate:* `{round_value(r['open_rate'], 8)}`",
f"*Close Rate:* `{round_value(r['close_rate'], 8)}`" if r["close_rate"] else "",
"*Open Date:* `{open_date}`",
"*Close Date:* `{close_date}`" if r["close_date"] else "",
f"*Open Date:* `{r['open_date']}`",
f"*Close Date:* `{r['close_date']}`" if r["close_date"] else "",
(
f" \n*Current Rate:* `{round_value(r['current_rate'], 8)}`"
if r["is_open"]
else ""
),
("*Unrealized Profit:* " if r["is_open"] else "*Close Profit: *")
+ "`{profit_ratio:.2%}` `({profit_abs_r})`",
+ f"`{format_pct(r['profit_ratio'])}` `({r['profit_abs_r']})`",
]
)
if r["is_open"]:
if r.get("realized_profit"):
lines.extend(
[
"*Realized Profit:* `{realized_profit_ratio:.2%} "
"({realized_profit_r})`",
"*Total Profit:* `{total_profit_ratio:.2%} ({total_profit_abs_r})`",
]
if (
r.get("realized_profit") is not None
and r.get("realized_profit_ratio") is not None
):
lines.append(
f"*Realized Profit:* `{format_pct(r['realized_profit_ratio'])} "
f"({r['realized_profit_r']})`"
)
if r.get("total_profit_ratio") is not None:
lines.append(
f"*Total Profit:* `{format_pct(r['total_profit_ratio'])} "
f"({r['total_profit_abs_r']})`"
)
# Append empty line to improve readability
lines.append(" ")
# Adding liquidation only if it is not None
if liquidation := r.get("liquidation_price"):
lines.append(f"*Liquidation:* `{round_value(liquidation, 8)}`")
if (
r["stop_loss_abs"] != r["initial_stop_loss_abs"]
and r["initial_stop_loss_ratio"] is not None
):
# Adding initial stoploss only if it is different from stoploss
lines.append(
"*Initial Stoploss:* `{initial_stop_loss_abs:.8f}` "
"`({initial_stop_loss_ratio:.2%})`"
f"*Initial Stoploss:* `{r['initial_stop_loss_abs']:.8f}` "
f"`({format_pct(r['initial_stop_loss_ratio'])})`"
)
# Adding stoploss and stoploss percentage only if it is not None
lines.append(
f"*Stoploss:* `{round_value(r['stop_loss_abs'], 8)}` "
+ ("`({stop_loss_ratio:.2%})`" if r["stop_loss_ratio"] else "")
+ (f"`({format_pct(r['stop_loss_ratio'])})`" if r["stop_loss_ratio"] else "")
)
lines.append(
f"*Stoploss distance:* `{round_value(r['stoploss_current_dist'], 8)}` "
"`({stoploss_current_dist_ratio:.2%})`"
f"`({format_pct(r['stoploss_current_dist_ratio'])})`"
)
if r.get("open_orders"):
if open_orders := r.get("open_orders"):
lines.append(
"*Open Order:* `{open_orders}`"
+ ("- `{exit_order_status}`" if r["exit_order_status"] else "")
f"*Open Order:* `{open_orders}`"
+ (f"- `{r['exit_order_status']}`" if r["exit_order_status"] else "")
)
await self.__send_status_msg(lines, r)
@@ -863,10 +864,10 @@ class Telegram(RPCHandler):
if (len(msg) + len(line) + 1) < MAX_MESSAGE_LENGTH:
msg += line + "\n"
else:
await self._send_msg(msg.format(**r))
msg = "*Trade ID:* `{trade_id}` - continued\n" + line + "\n"
await self._send_msg(msg)
msg = f"*Trade ID:* `{r['trade_id']}` - continued\n" + line + "\n"
await self._send_msg(msg.format(**r))
await self._send_msg(msg)
@authorized_only
async def _status_table(self, update: Update, context: CallbackContext) -> None:
@@ -953,7 +954,7 @@ class Telegram(RPCHandler):
f"{period['date']:{val.dateformat}} ({period['trade_count']})",
f"{fmt_coin(period['abs_profit'], stats['stake_currency'])}",
f"{period['fiat_value']:.2f} {stats['fiat_display_currency']}",
f"{period['rel_profit']:.2%}",
f"{format_pct(period['rel_profit'])}",
]
for period in stats["data"]
],
@@ -1069,7 +1070,7 @@ class Telegram(RPCHandler):
markdown_msg = (
f"{closed_roi_label}\n"
f"∙ `{fmt_coin(profit_closed_coin, stake_cur)} "
f"({profit_closed_ratio_mean:.2%}) "
f"({format_pct(profit_closed_ratio_mean)}) "
f"({profit_closed_percent} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
f"{fiat_closed_trades}"
)
@@ -1082,7 +1083,7 @@ class Telegram(RPCHandler):
markdown_msg += (
f"{all_roi_label}\n"
f"∙ `{fmt_coin(profit_all_coin, stake_cur)} "
f"({profit_all_ratio_mean:.2%}) "
f"({format_pct(profit_all_ratio_mean)}) "
f"({profit_all_percent} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
f"{fiat_all_trades}"
f"*Total Trade Count:* `{trade_count}`\n"
@@ -1091,7 +1092,7 @@ class Telegram(RPCHandler):
f"`{first_trade_date}`\n"
f"*Latest Trade opened:* `{latest_trade_date}`\n"
f"*Win / Loss:* `{stats['winning_trades']} / {stats['losing_trades']}`\n"
f"*Winrate:* `{winrate:.2%}`\n"
f"*Winrate:* `{format_pct(winrate)}`\n"
f"*Expectancy (Ratio):* `{expectancy:.2f} ({expectancy_ratio:.2f})`"
)
@@ -1099,16 +1100,16 @@ class Telegram(RPCHandler):
markdown_msg += (
f"\n*Avg. Duration:* `{avg_duration}`\n"
f"*Best Performing:* `{best_pair}: {best_pair_profit_abs} "
f"({best_pair_profit_ratio:.2%})`\n"
f"({format_pct(best_pair_profit_ratio)})`\n"
f"*Trading volume:* `{fmt_coin(stats['trading_volume'], stake_cur)}`\n"
f"*Profit factor:* `{stats['profit_factor']:.2f}`\n"
f"*Max Drawdown:* `{stats['max_drawdown']:.2%} "
f"*Max Drawdown:* `{format_pct(stats['max_drawdown'])} "
f"({fmt_coin(stats['max_drawdown_abs'], stake_cur)})`\n"
f" from `{stats['max_drawdown_start']} "
f"({fmt_coin(stats['drawdown_high'], stake_cur)})`\n"
f" to `{stats['max_drawdown_end']} "
f"({fmt_coin(stats['drawdown_low'], stake_cur)})`\n"
f"*Current Drawdown:* `{stats['current_drawdown']:.2%} "
f"*Current Drawdown:* `{format_pct(stats['current_drawdown'])} "
f"({fmt_coin(stats['current_drawdown_abs'], stake_cur)})`\n"
f" from `{stats['current_drawdown_start']} "
f"({fmt_coin(stats['current_drawdown_high'], stake_cur)})`\n"
@@ -1561,7 +1562,7 @@ class Telegram(RPCHandler):
dt_humanize_delta(dt_from_ts(trade["close_timestamp"])),
f"{trade['pair']} (#{trade['trade_id']}"
f"{(' ' + ('S' if trade['is_short'] else 'L')) if nonspot else ''})",
f"{(trade['close_profit']):.2%} ({trade['close_profit_abs']})",
f"{format_pct(trade['close_profit'])} ({trade['close_profit_abs']})",
]
for trade in trades["trades"]
],
@@ -1625,7 +1626,7 @@ class Telegram(RPCHandler):
stat_line = (
f"{i + 1}.\t <code>{trade['pair']}\t"
f"{fmt_coin(trade['profit_abs'], self._config['stake_currency'])} "
f"({trade['profit_ratio']:.2%}) "
f"({format_pct(trade['profit_ratio'])}) "
f"({trade['count']})</code>\n"
)
@@ -1662,7 +1663,7 @@ class Telegram(RPCHandler):
stat_line = (
f"{i + 1}.\t `{trade['enter_tag']}\t"
f"{fmt_coin(trade['profit_abs'], self._config['stake_currency'])} "
f"({trade['profit_ratio']:.2%}) "
f"({format_pct(trade['profit_ratio'])}) "
f"({trade['count']})`\n"
)
@@ -1699,7 +1700,7 @@ class Telegram(RPCHandler):
stat_line = (
f"{i + 1}.\t `{trade['exit_reason']}\t"
f"{fmt_coin(trade['profit_abs'], self._config['stake_currency'])} "
f"({trade['profit_ratio']:.2%}) "
f"({format_pct(trade['profit_ratio'])}) "
f"({trade['count']})`\n"
)
@@ -1736,7 +1737,7 @@ class Telegram(RPCHandler):
stat_line = (
f"{i + 1}.\t `{trade['mix_tag']}\t"
f"{fmt_coin(trade['profit_abs'], self._config['stake_currency'])} "
f"({trade['profit_ratio']:.2%}) "
f"({format_pct(trade['profit_ratio'])}) "
f"({trade['count']})`\n"
)
freqtrade/strategy/informative_decorator.py
+6 -3
View File
@@ -104,8 +104,11 @@ def _create_and_merge_informative_pair(
):
asset = inf_data.asset or ""
timeframe = inf_data.timeframe
timeframe1 = inf_data.timeframe
fmt = inf_data.fmt
candle_type = inf_data.candle_type
if candle_type == CandleType.FUNDING_RATE:
timeframe1 = strategy.dp.get_funding_rate_timeframe()
config = strategy.config
@@ -132,10 +135,10 @@ def _create_and_merge_informative_pair(
fmt = "{base}_{quote}_" + fmt # Informatives of other pairs
inf_metadata = {"pair": asset, "timeframe": timeframe}
inf_dataframe = strategy.dp.get_pair_dataframe(asset, timeframe, candle_type)
inf_dataframe = strategy.dp.get_pair_dataframe(asset, timeframe1, candle_type)
if inf_dataframe.empty:
raise ValueError(
f"Informative dataframe for ({asset}, {timeframe}, {candle_type}) is empty. "
f"Informative dataframe for ({asset}, {timeframe1}, {candle_type}) is empty. "
"Can't populate informative indicators."
)
inf_dataframe = populate_indicators_fn(strategy, inf_dataframe, inf_metadata)
@@ -163,7 +166,7 @@ def _create_and_merge_informative_pair(
dataframe,
inf_dataframe,
strategy.timeframe,
timeframe,
timeframe1,
ffill=inf_data.ffill,
append_timeframe=False,
date_column=date_column,
freqtrade/strategy/interface.py
+1 -1
View File
@@ -1718,7 +1718,7 @@ class IStrategy(ABC, HyperStrategyMixin):
timeout_unit = self.config.get("unfilledtimeout", {}).get("unit", "minutes")
timeout_kwargs = {timeout_unit: -timeout}
timeout_threshold = current_time + timedelta(**timeout_kwargs)
timedout = order.status == "open" and order.order_date_utc < timeout_threshold
timedout = order.status == "open" and order.order_date_utc <= timeout_threshold
if timedout:
return True
time_method = (
freqtrade/templates/base_config.json.j2
+1 -1
View File
@@ -34,7 +34,7 @@
"bids_to_ask_delta": 1
}
},
"exit_pricing":{
"exit_pricing": {
"price_side": "same",
"use_order_book": true,
"order_book_top": 1
freqtrade/util/__init__.py
+4
View File
@@ -18,9 +18,11 @@ from freqtrade.util.formatters import (
fmt_coin,
fmt_coin2,
format_duration,
format_pct,
round_value,
)
from freqtrade.util.ft_precise import FtPrecise
from freqtrade.util.ft_ttlcache import FtTTLCache
from freqtrade.util.measure_time import MeasureTime
from freqtrade.util.periodic_cache import PeriodicCache
from freqtrade.util.progress_tracker import ( # noqa F401
@@ -44,6 +46,7 @@ __all__ = [
"format_date",
"format_ms_time",
"format_ms_time_det",
"format_pct",
"get_dry_run_wallet",
"FtPrecise",
"PeriodicCache",
@@ -57,4 +60,5 @@ __all__ = [
"print_rich_table",
"print_df_rich_table",
"CustomProgress",
"FtTTLCache",
]
freqtrade/util/datetime_helpers.py
+3 -2
View File
@@ -90,15 +90,16 @@ def dt_humanize_delta(dt: datetime):
return humanize.naturaltime(dt)
def format_date(date: datetime | None) -> str:
def format_date(date: datetime | None, fallback: str = "") -> str:
"""
Return a formatted date string.
Returns an empty string if date is None.
:param date: datetime to format
:param fallback: value to return if date is None
"""
if date:
return date.strftime(DATETIME_PRINT_FORMAT)
return ""
return fallback
def format_ms_time(date: int | float) -> str:
freqtrade/util/formatters.py
+17 -1
View File
@@ -1,5 +1,7 @@
from datetime import timedelta
from numpy import isnan
from freqtrade.constants import DECIMAL_PER_COIN_FALLBACK, DECIMALS_PER_COIN
@@ -21,7 +23,7 @@ def strip_trailing_zeros(value: str) -> str:
return value.rstrip("0").rstrip(".")
def round_value(value: float, decimals: int, keep_trailing_zeros=False) -> str:
def round_value(value: float | None, decimals: int, keep_trailing_zeros=False) -> str:
"""
Round value to given decimals
:param value: Value to be rounded
@@ -29,6 +31,8 @@ def round_value(value: float, decimals: int, keep_trailing_zeros=False) -> str:
:param keep_trailing_zeros: Keep trailing zeros "222.200" vs. "222.2"
:return: Rounded value as string
"""
if value is None or isnan(value):
return "N/A"
val = f"{value:.{decimals}f}"
if not keep_trailing_zeros:
val = strip_trailing_zeros(val)
@@ -80,3 +84,15 @@ def format_duration(td: timedelta) -> str:
h, r = divmod(td.seconds, 3600)
m, _ = divmod(r, 60)
return f"{d}d {h:02d}:{m:02d}"
def format_pct(value: float | None) -> str:
"""
Format a float value as percentage string with 2 decimals
None and NaN values are formatted as "N/A"
:param value: Float value to format
:return: Formatted percentage string
"""
if value is None or isnan(value):
return "N/A"
return f"{value:.2%}"
freqtrade/util/ft_ttlcache.py
+12
View File
@@ -0,0 +1,12 @@
import time
from cachetools import TTLCache
class FtTTLCache(TTLCache):
"""
A TTLCache with a different default timer to allow for easier mocking in tests.
"""
def __init__(self, maxsize, ttl, timer=time.time, getsizeof=None):
super().__init__(maxsize=maxsize, ttl=ttl, timer=timer, getsizeof=getsizeof)
freqtrade/util/measure_time.py
+2 -2
View File
@@ -2,7 +2,7 @@ import logging
import time
from collections.abc import Callable
from cachetools import TTLCache
from freqtrade.util import FtTTLCache
logger = logging.getLogger(__name__)
@@ -27,7 +27,7 @@ class MeasureTime:
"""
self._callback = callback
self._time_limit = time_limit
self.__cache: TTLCache = TTLCache(maxsize=1, ttl=ttl)
self.__cache: FtTTLCache = FtTTLCache(maxsize=1, ttl=ttl)
def __enter__(self):
self._start = time.time()
freqtrade/util/migrations/__init__.py
+13 -2
View File
@@ -1,12 +1,23 @@
from freqtrade.exchange import Exchange
from freqtrade.util.migrations.binance_mig import migrate_binance_futures_data
from freqtrade.util.migrations.binance_mig import (
migrate_binance_futures_data,
migrate_binance_futures_names,
)
from freqtrade.util.migrations.funding_rate_mig import migrate_funding_fee_timeframe
def migrate_data(config, exchange: Exchange | None = None):
def migrate_data(config, exchange: Exchange | None = None) -> None:
"""
Migrate persisted data from old formats to new formats
"""
migrate_binance_futures_data(config)
migrate_funding_fee_timeframe(config, exchange)
def migrate_live_content(config, exchange: Exchange | None = None) -> None:
"""
Migrate database content from old formats to new formats
Used for dry/live mode.
"""
migrate_binance_futures_names(config)
freqtrade/util/migrations/binance_mig.py
+4
View File
@@ -14,6 +14,10 @@ logger = logging.getLogger(__name__)
def migrate_binance_futures_names(config: Config):
"""
Migrate binance futures names in both database and data files.
This is needed because ccxt naming changed from "BTC/USDT" to "BTC/USDT:USDT"
"""
if not (
config.get("trading_mode", TradingMode.SPOT) == TradingMode.FUTURES
and config["exchange"]["name"] == "binance"
ft_client/freqtrade_client/__init__.py
+1 -1
View File
@@ -1,7 +1,7 @@
from freqtrade_client.ft_rest_client import FtRestClient
__version__ = "2025.11-dev"
__version__ = "2025.12-dev"
if "dev" in __version__:
from pathlib import Path
ft_client/requirements.txt
+1 -1
View File
@@ -1,3 +1,3 @@
# Requirements for freqtrade client library
requests==2.32.5
python-rapidjson==1.22
python-rapidjson==1.23
pyproject.toml
+1
View File
@@ -183,6 +183,7 @@ skip_glob = ["**/.env*", "**/env/*", "**/.venv/*", "**/docs/*", "**/user_data/*"
known_first_party = ["freqtrade_client"]
[tool.pytest.ini_options]
# TODO: should be migrated to [tool.pytest] as support for this was added in 9.0
log_format = "%(asctime)s %(levelname)s %(message)s"
log_date_format = "%Y-%m-%d %H:%M:%S"
requirements-dev.txt
+8 -8
View File
@@ -6,11 +6,11 @@
-r requirements-freqai-rl.txt
-r docs/requirements-docs.txt
ruff==0.14.3
mypy==1.18.2
pre-commit==4.3.0
pytest==8.4.2
pytest-asyncio==1.2.0
ruff==0.14.8
mypy==1.19.0
pre-commit==4.5.0
pytest==9.0.2
pytest-asyncio==1.3.0
pytest-cov==7.0.0
pytest-mock==3.15.1
pytest-random-order==1.2.0
@@ -18,15 +18,15 @@ pytest-timeout==2.4.0
pytest-xdist==3.8.0
isort==7.0.0
# For datetime mocking
time-machine==2.19.0
time-machine==3.1.0
# Convert jupyter notebooks to markdown documents
nbconvert==7.16.6
# mypy types
scipy-stubs==1.16.3.0 # keep in sync with `scipy` in `requirements-hyperopt.txt`
scipy-stubs==1.16.3.2 # keep in sync with `scipy` in `requirements-hyperopt.txt`
types-cachetools==6.2.0.20251022
types-filelock==3.2.7
types-requests==2.32.4.20250913
types-tabulate==0.9.0.20241207
types-python-dateutil==2.9.0.20251008
types-python-dateutil==2.9.0.20251115
requirements-freqai-rl.txt
+2 -2
View File
@@ -2,10 +2,10 @@
-r requirements-freqai.txt
# Required for freqai-rl
torch==2.9.0; sys_platform != 'darwin' or platform_machine != 'x86_64'
torch==2.9.1; sys_platform != 'darwin' or platform_machine != 'x86_64'
gymnasium==1.2.2
# SB3 >=2.5.0 depends on torch 2.3.0 - which implies it dropped support x86 macos
stable_baselines3==2.7.0; sys_platform != 'darwin' or platform_machine != 'x86_64'
stable_baselines3==2.7.1; sys_platform != 'darwin' or platform_machine != 'x86_64'
sb3_contrib>=2.2.1; sys_platform != 'darwin' or platform_machine != 'x86_64'
# Progress bar for stable-baselines3 and sb3-contrib
tqdm==4.67.1
requirements-freqai.txt
+1 -1
View File
@@ -7,6 +7,6 @@ scikit-learn==1.7.2
joblib==1.5.2
catboost==1.2.8; 'arm' not in platform_machine and python_version < '3.14'
lightgbm==4.6.0
xgboost==3.1.1
xgboost==3.1.2
tensorboard==2.20.0
datasieve==0.1.9
requirements-hyperopt.txt
+1 -1
View File
@@ -5,5 +5,5 @@
scipy==1.16.3
scikit-learn==1.7.2
filelock==3.20.0
optuna==4.5.0
optuna==4.6.0
cmaes==0.12.0
requirements-plot.txt
+1 -1
View File
@@ -1,4 +1,4 @@
# Include all requirements to run the bot.
-r requirements.txt
plotly==6.4.0
plotly==6.5.0
requirements.txt
+9 -9
View File
@@ -1,4 +1,4 @@
numpy==2.3.4
numpy==2.3.5
pandas==2.3.3
bottleneck==1.6.0
numexpr==2.14.1
@@ -7,7 +7,7 @@ ft-pandas-ta==0.3.16
ta-lib==0.6.8
technical==1.5.3
ccxt==4.5.17
ccxt==4.5.27
cryptography==46.0.3
aiohttp==3.13.2
SQLAlchemy==2.0.44
@@ -15,10 +15,10 @@ python-telegram-bot==22.5
# can't be hard-pinned due to telegram-bot pinning httpx with ~
httpx>=0.24.1
humanize==4.14.0
cachetools==6.2.1
cachetools==6.2.2
requests==2.32.5
urllib3==2.5.0
certifi==2025.10.5
urllib3==2.6.0
certifi==2025.11.12
jsonschema==4.25.1
tabulate==0.9.0
pycoingecko==3.2.0
@@ -29,16 +29,16 @@ pyarrow==22.0.0; platform_machine != 'armv7l'
# Load ticker files 30% faster
python-rapidjson==1.22
python-rapidjson==1.23
# Properly format api responses
orjson==3.11.4
orjson==3.11.5
# Notify systemd
sdnotify==0.3.2
# API Server
fastapi==0.121.0
pydantic==2.12.4
fastapi==0.124.0
pydantic==2.12.5
uvicorn==0.38.0
pyjwt==2.10.1
aiofiles==25.1.0
tests/commands/test_commands.py
+51 -3
View File
@@ -198,6 +198,8 @@ def test_list_timeframes(mocker, capsys):
"1h": "hour",
"1d": "day",
}
api_mock.options = {}
patch_exchange(mocker, api_mock=api_mock, exchange="bybit")
args = [
"list-timeframes",
@@ -286,6 +288,52 @@ def test_list_timeframes(mocker, capsys):
assert re.search(r"^1h$", captured.out, re.MULTILINE)
assert re.search(r"^1d$", captured.out, re.MULTILINE)
api_mock.options = {
"timeframes": {
"spot": {"1m": "1m", "5m": "5m", "15m": "15m"},
"swap": {"1m": "1m", "15m": "15m", "1h": "1h"},
}
}
args = [
"list-timeframes",
"--exchange",
"binance",
]
start_list_timeframes(get_args(args))
captured = capsys.readouterr()
assert re.match(
"Timeframes available for the exchange `Binance`: 1m, 5m, 15m",
captured.out,
)
args = [
"list-timeframes",
"--exchange",
"binance",
"--trading-mode",
"spot",
]
start_list_timeframes(get_args(args))
captured = capsys.readouterr()
assert re.match(
"Timeframes available for the exchange `Binance`: 1m, 5m, 15m",
captured.out,
)
args = [
"list-timeframes",
"--exchange",
"binance",
"--trading-mode",
"futures",
]
start_list_timeframes(get_args(args))
captured = capsys.readouterr()
assert re.match(
"Timeframes available for the exchange `Binance`: 1m, 15m, 1h",
captured.out,
)
def test_list_markets(mocker, markets_static, capsys):
api_mock = MagicMock()
@@ -1719,7 +1767,7 @@ def test_start_list_data(testdatadir, capsys):
pargs["config"] = None
start_list_data(pargs)
captured = capsys.readouterr()
assert "Found 16 pair / timeframe combinations." in captured.out
assert "Found 18 pair / timeframe combinations." in captured.out
assert re.search(r".*Pair.*Timeframe.*Type.*\n", captured.out)
assert re.search(r"\n.* UNITTEST/BTC .* 1m, 5m, 8m, 30m .* spot |\n", captured.out)
@@ -1753,10 +1801,10 @@ def test_start_list_data(testdatadir, capsys):
start_list_data(pargs)
captured = capsys.readouterr()
assert "Found 6 pair / timeframe combinations." in captured.out
assert "Found 5 pair / timeframe combinations." in captured.out
assert re.search(r".*Pair.*Timeframe.*Type.*\n", captured.out)
assert re.search(r"\n.* XRP/USDT:USDT .* 5m, 1h .* futures |\n", captured.out)
assert re.search(r"\n.* XRP/USDT:USDT .* 1h, 8h .* mark |\n", captured.out)
assert re.search(r"\n.* XRP/USDT:USDT .* 1h.* mark |\n", captured.out)
args = [
"list-data",
tests/conftest_trades_usdt.py
+2
View File
@@ -303,6 +303,7 @@ def mock_order_usdt_6(is_short: bool):
"side": entry_side(is_short),
"type": "limit",
"price": 10.0,
"cost": 20.0,
"amount": 2.0,
"filled": 2.0,
"remaining": 0.0,
@@ -317,6 +318,7 @@ def mock_order_usdt_6_exit(is_short: bool):
"side": exit_side(is_short),
"type": "limit",
"price": 12.0,
"cost": 24.0,
"amount": 2.0,
"filled": 0.0,
"remaining": 2.0,
tests/data/test_btanalysis.py
+14 -5
View File
@@ -290,20 +290,23 @@ def test_combine_dataframes_with_mean(testdatadir):
def test_combined_dataframes_with_rel_mean(testdatadir):
pairs = ["ETH/BTC", "ADA/BTC"]
pairs = ["BTC/USDT", "XRP/USDT"]
data = load_data(datadir=testdatadir, pairs=pairs, timeframe="5m")
df = combined_dataframes_with_rel_mean(
data, datetime(2018, 1, 12, tzinfo=UTC), datetime(2018, 1, 28, tzinfo=UTC)
data,
fromdt=data["BTC/USDT"].at[0, "date"],
todt=data["BTC/USDT"].at[data["BTC/USDT"].index[-1], "date"],
)
assert isinstance(df, DataFrame)
assert "ETH/BTC" not in df.columns
assert "ADA/BTC" not in df.columns
assert "BTC/USDT" not in df.columns
assert "XRP/USDT" not in df.columns
assert "mean" in df.columns
assert "rel_mean" in df.columns
assert "count" in df.columns
assert df.iloc[0]["count"] == 2
assert df.iloc[-1]["count"] == 2
assert len(df) < len(data["ETH/BTC"])
assert len(df) < len(data["BTC/USDT"])
assert df["rel_mean"].between(-0.5, 0.5).all()
def test_combine_dataframes_with_mean_no_data(testdatadir):
@@ -575,12 +578,18 @@ def test_calculate_max_drawdown2():
# No losing trade ...
drawdown = calculate_max_drawdown(df, date_col="open_date", value_col="profit")
assert drawdown.drawdown_abs == 0.0
assert drawdown.low_value == 0.0
assert drawdown.current_high_value >= 0.0
assert drawdown.current_drawdown_abs == 0.0
df1 = DataFrame(zip(values[:5], dates[:5], strict=False), columns=["profit", "open_date"])
df1.loc[:, "profit"] = df1["profit"] * -1
# No winning trade ...
drawdown = calculate_max_drawdown(df1, date_col="open_date", value_col="profit")
assert drawdown.drawdown_abs == 0.055545
assert drawdown.high_value == 0.0
assert drawdown.current_high_value == 0.0
assert drawdown.current_drawdown_abs == 0.055545
@pytest.mark.parametrize(
tests/data/test_datahandler.py
+5 -2
View File
@@ -40,6 +40,8 @@ def test_datahandler_ohlcv_get_pairs(testdatadir):
"NXT/BTC",
"DASH/BTC",
"XRP/ETH",
"BTC/USDT",
"XRP/USDT",
}
pairs = JsonGzDataHandler.ohlcv_get_pairs(testdatadir, "8m", candle_type=CandleType.SPOT)
@@ -111,6 +113,8 @@ def test_datahandler_ohlcv_get_available_data(testdatadir):
("DASH/BTC", "5m", CandleType.SPOT),
("XRP/ETH", "1m", CandleType.SPOT),
("XRP/ETH", "5m", CandleType.SPOT),
("BTC/USDT", "5m", CandleType.SPOT),
("XRP/USDT", "5m", CandleType.SPOT),
("UNITTEST/BTC", "30m", CandleType.SPOT),
("UNITTEST/BTC", "8m", CandleType.SPOT),
}
@@ -122,8 +126,7 @@ def test_datahandler_ohlcv_get_available_data(testdatadir):
("XRP/USDT:USDT", "5m", "futures"),
("XRP/USDT:USDT", "1h", "futures"),
("XRP/USDT:USDT", "1h", "mark"),
("XRP/USDT:USDT", "8h", "mark"),
("XRP/USDT:USDT", "8h", "funding_rate"),
("XRP/USDT:USDT", "1h", "funding_rate"),
}
paircombs = JsonGzDataHandler.ohlcv_get_available_data(testdatadir, TradingMode.SPOT)
tests/data/test_dataprovider.py
+41 -1
View File
@@ -9,7 +9,7 @@ from freqtrade.enums import CandleType, RunMode
from freqtrade.exceptions import ExchangeError, OperationalException
from freqtrade.plugins.pairlistmanager import PairListManager
from freqtrade.util import dt_utc
from tests.conftest import EXMS, generate_test_data, get_patched_exchange
from tests.conftest import EXMS, generate_test_data, get_patched_exchange, log_has_re
@pytest.mark.parametrize(
@@ -185,6 +185,28 @@ def test_get_pair_dataframe(mocker, default_conf, ohlcv_history, candle_type):
assert len(df) == 2 # ohlcv_history is limited to 2 rows now
def test_get_pair_dataframe_funding_rate(mocker, default_conf, ohlcv_history, caplog):
default_conf["runmode"] = RunMode.DRY_RUN
timeframe = "1h"
exchange = get_patched_exchange(mocker, default_conf)
candletype = CandleType.FUNDING_RATE
exchange._klines[("XRP/BTC", timeframe, candletype)] = ohlcv_history
exchange._klines[("UNITTEST/BTC", timeframe, candletype)] = ohlcv_history
dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.DRY_RUN
assert ohlcv_history.equals(
dp.get_pair_dataframe("UNITTEST/BTC", timeframe, candle_type="funding_rate")
)
msg = r".*funding rate timeframe not matching"
assert not log_has_re(msg, caplog)
assert ohlcv_history.equals(
dp.get_pair_dataframe("UNITTEST/BTC", "5h", candle_type="funding_rate")
)
assert log_has_re(msg, caplog)
def test_available_pairs(mocker, default_conf, ohlcv_history):
exchange = get_patched_exchange(mocker, default_conf)
timeframe = default_conf["timeframe"]
@@ -636,3 +658,21 @@ def test_check_delisting(mocker, default_conf_usdt):
assert res == dt_utc(2025, 10, 2)
assert delist_mock2.call_count == 1
def test_get_funding_rate_timeframe(mocker, default_conf_usdt):
default_conf_usdt["trading_mode"] = "futures"
default_conf_usdt["margin_mode"] = "isolated"
exchange = get_patched_exchange(mocker, default_conf_usdt)
mock_get_option = mocker.spy(exchange, "get_option")
dp = DataProvider(default_conf_usdt, exchange)
assert dp.get_funding_rate_timeframe() == "1h"
mock_get_option.assert_called_once_with("funding_fee_timeframe")
def test_get_funding_rate_timeframe_no_exchange(default_conf_usdt):
dp = DataProvider(default_conf_usdt, None)
with pytest.raises(OperationalException, match=r"Exchange is not available to DataProvider."):
dp.get_funding_rate_timeframe()
tests/data/test_history.py
+49 -11
View File
@@ -534,18 +534,19 @@ def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> No
@pytest.mark.parametrize(
"trademode,callcount",
"trademode,callcount, callcount_parallel",
[
("spot", 4),
("margin", 4),
("futures", 8), # Called 8 times - 4 normal, 2 funding and 2 mark/index calls
("spot", 4, 2),
("margin", 4, 2),
("futures", 8, 4), # Called 8 times - 4 normal, 2 funding and 2 mark/index calls
],
)
def test_refresh_backtest_ohlcv_data(
mocker, default_conf, markets, caplog, testdatadir, trademode, callcount
mocker, default_conf, markets, caplog, testdatadir, trademode, callcount, callcount_parallel
):
caplog.set_level(logging.DEBUG)
dl_mock = mocker.patch("freqtrade.data.history.history_utils._download_pair_history")
mocker.patch(f"{EXMS}.verify_candle_type_support", MagicMock())
def parallel_mock(pairs, timeframe, candle_type, **kwargs):
return {(pair, timeframe, candle_type): DataFrame() for pair in pairs}
@@ -573,14 +574,50 @@ def test_refresh_backtest_ohlcv_data(
)
# Called once per timeframe (as we return an empty dataframe)
assert parallel_mock.call_count == 2
# called twice for spot/margin and 4 times for futures
assert parallel_mock.call_count == callcount_parallel
assert dl_mock.call_count == callcount
assert dl_mock.call_args[1]["timerange"].starttype == "date"
assert log_has_re(r"Downloading pair ETH/BTC, .* interval 1m\.", caplog)
if trademode == "futures":
assert log_has_re(r"Downloading pair ETH/BTC, funding_rate, interval 8h\.", caplog)
assert log_has_re(r"Downloading pair ETH/BTC, mark, interval 4h\.", caplog)
assert log_has_re(r"Downloading pair ETH/BTC, funding_rate, interval 1h\.", caplog)
assert log_has_re(r"Downloading pair ETH/BTC, mark, interval 1h\.", caplog)
# Test with only one pair - no parallel download should happen 1 pair/timeframe combination
# doesn't justify parallelization
parallel_mock.reset_mock()
dl_mock.reset_mock()
refresh_backtest_ohlcv_data(
exchange=ex,
pairs=[
"ETH/BTC",
],
timeframes=["5m"],
datadir=testdatadir,
timerange=timerange,
erase=False,
trading_mode=trademode,
)
assert parallel_mock.call_count == 0
if trademode == "futures":
dl_mock.reset_mock()
refresh_backtest_ohlcv_data(
exchange=ex,
pairs=[
"ETH/BTC",
],
timeframes=["5m", "1h"],
datadir=testdatadir,
timerange=timerange,
erase=False,
trading_mode=trademode,
no_parallel_download=True,
candle_types=["premiumIndex", "funding_rate"],
)
assert parallel_mock.call_count == 0
assert dl_mock.call_count == 3 # 2 timeframes premiumIndex + 1x funding_rate
def test_download_data_no_markets(mocker, default_conf, caplog, testdatadir):
@@ -780,6 +817,7 @@ def test_download_all_pairs_history_parallel(mocker, default_conf_usdt):
exchange.refresh_latest_ohlcv.reset_mock()
# Test without timerange
# expected to call refresh_latest_ohlcv - as we can't know how much will be required.
result3 = _download_all_pairs_history_parallel(
exchange=exchange,
pairs=pairs,
@@ -787,8 +825,8 @@ def test_download_all_pairs_history_parallel(mocker, default_conf_usdt):
candle_type=candle_type,
timerange=None,
)
assert result3 == {}
assert exchange.refresh_latest_ohlcv.call_count == 0
assert result3 == expected
assert exchange.refresh_latest_ohlcv.call_count == 1
def test_download_pair_history_with_pair_candles(mocker, default_conf, tmp_path, caplog) -> None:
@@ -878,7 +916,7 @@ def test_download_pair_history_with_pair_candles(mocker, default_conf, tmp_path,
assert get_historic_ohlcv_mock.call_count == 0
# Verify the log message indicating parallel method was used (line 315-316)
assert log_has("Downloaded data for TEST/BTC with length 3. Parallel Method.", caplog)
assert log_has("Downloaded data for TEST/BTC, 5m, spot with length 3. Parallel Method.", caplog)
# Verify data was stored
assert data_handler_mock.ohlcv_store.call_count == 1
tests/exchange/test_binance.py
+2 -1
View File
@@ -157,7 +157,8 @@ def test_create_stoploss_order_dry_run_binance(default_conf, mocker):
assert "type" in order
assert order["type"] == order_type
assert order["price"] == 220
assert order["price"] == 217.8
assert order["stopPrice"] == 220
assert order["amount"] == 1
tests/exchange/test_bitget.py
+43 -2
View File
@@ -1,12 +1,13 @@
from copy import deepcopy
from datetime import timedelta
from unittest.mock import MagicMock, PropertyMock
import pytest
from freqtrade.enums import CandleType, MarginMode, TradingMode
from freqtrade.enums import CandleType, MarginMode, RunMode, TradingMode
from freqtrade.exceptions import OperationalException, RetryableOrderError
from freqtrade.exchange.common import API_RETRY_COUNT
from freqtrade.util import dt_now, dt_ts
from freqtrade.util import dt_now, dt_ts, dt_utc
from tests.conftest import EXMS, get_patched_exchange
from tests.exchange.test_exchange import ccxt_exceptionhandlers
@@ -193,3 +194,43 @@ def test__lev_prep_bitget(default_conf, mocker):
assert api_mock.set_margin_mode.call_count == 0
assert api_mock.set_leverage.call_count == 1
api_mock.set_leverage.assert_called_with(symbol="BTC/USDC:USDC", leverage=19.99)
def test_check_delisting_time_bitget(default_conf_usdt, mocker):
exchange = get_patched_exchange(mocker, default_conf_usdt, exchange="bitget")
exchange._config["runmode"] = RunMode.BACKTEST
delist_fut_mock = MagicMock(return_value=None)
mocker.patch.object(exchange, "_check_delisting_futures", delist_fut_mock)
# Invalid run mode
resp = exchange.check_delisting_time("BTC/USDT")
assert resp is None
assert delist_fut_mock.call_count == 0
# Delist spot called
exchange._config["runmode"] = RunMode.DRY_RUN
resp1 = exchange.check_delisting_time("BTC/USDT")
assert resp1 is None
assert delist_fut_mock.call_count == 0
# Delist futures called
exchange.trading_mode = TradingMode.FUTURES
resp1 = exchange.check_delisting_time("BTC/USDT:USDT")
assert resp1 is None
assert delist_fut_mock.call_count == 1
def test__check_delisting_futures_bitget(default_conf_usdt, mocker, markets):
markets["BTC/USDT:USDT"] = deepcopy(markets["SOL/BUSD:BUSD"])
markets["BTC/USDT:USDT"]["info"]["limitOpenTime"] = "-1"
markets["SOL/BUSD:BUSD"]["info"]["limitOpenTime"] = "-1"
markets["ADA/USDT:USDT"]["info"]["limitOpenTime"] = "1760745600000" # 2025-10-18
exchange = get_patched_exchange(mocker, default_conf_usdt, exchange="bitget")
mocker.patch(f"{EXMS}.markets", PropertyMock(return_value=markets))
resp_sol = exchange._check_delisting_futures("SOL/BUSD:BUSD")
# No delisting date
assert resp_sol is None
# Has a delisting date
resp_ada = exchange._check_delisting_futures("ADA/USDT:USDT")
assert resp_ada == dt_utc(2025, 10, 18)
tests/exchange/test_bybit.py
+44 -3
View File
@@ -1,10 +1,11 @@
from copy import deepcopy
from datetime import UTC, datetime, timedelta
from unittest.mock import MagicMock
from unittest.mock import MagicMock, PropertyMock
import pytest
from freqtrade.enums.marginmode import MarginMode
from freqtrade.enums.tradingmode import TradingMode
from freqtrade.enums import MarginMode, RunMode, TradingMode
from freqtrade.util import dt_utc
from tests.conftest import EXMS, get_mock_coro, get_patched_exchange, log_has
from tests.exchange.test_exchange import ccxt_exceptionhandlers
@@ -214,3 +215,43 @@ def test_bybit__order_needs_price(
exchange.unified_account = uta
assert exchange._order_needs_price(side, order_type) == expected
def test_check_delisting_time_bybit(default_conf_usdt, mocker):
exchange = get_patched_exchange(mocker, default_conf_usdt, exchange="bybit")
exchange._config["runmode"] = RunMode.BACKTEST
delist_fut_mock = MagicMock(return_value=None)
mocker.patch.object(exchange, "_check_delisting_futures", delist_fut_mock)
# Invalid run mode
resp = exchange.check_delisting_time("BTC/USDT:USDT")
assert resp is None
assert delist_fut_mock.call_count == 0
# Delist spot called
exchange._config["runmode"] = RunMode.DRY_RUN
resp1 = exchange.check_delisting_time("BTC/USDT")
assert resp1 is None
assert delist_fut_mock.call_count == 0
# Delist futures called
exchange.trading_mode = TradingMode.FUTURES
resp1 = exchange.check_delisting_time("BTC/USDT:USDT")
assert resp1 is None
assert delist_fut_mock.call_count == 1
def test__check_delisting_futures_bybit(default_conf_usdt, mocker, markets):
markets["BTC/USDT:USDT"] = deepcopy(markets["SOL/BUSD:BUSD"])
markets["BTC/USDT:USDT"]["info"]["deliveryTime"] = "0"
markets["SOL/BUSD:BUSD"]["info"]["deliveryTime"] = "0"
markets["ADA/USDT:USDT"]["info"]["deliveryTime"] = "1760745600000" # 2025-10-18
exchange = get_patched_exchange(mocker, default_conf_usdt, exchange="bybit")
mocker.patch(f"{EXMS}.markets", PropertyMock(return_value=markets))
resp_sol = exchange._check_delisting_futures("SOL/BUSD:BUSD")
# SOL has no delisting date
assert resp_sol is None
# Actually has a delisting date
resp_ada = exchange._check_delisting_futures("ADA/USDT:USDT")
assert resp_ada == dt_utc(2025, 10, 18)
tests/exchange/test_exchange.py
+318 -28
View File
@@ -742,10 +742,11 @@ def test_get_pair_base_currency(default_conf, mocker, pair, expected):
def test_validate_timeframes(default_conf, mocker, timeframe):
default_conf["timeframe"] = timeframe
api_mock = MagicMock()
id_mock = PropertyMock(return_value="test_exchange")
type(api_mock).id = id_mock
timeframes = PropertyMock(return_value={"1m": "1m", "5m": "5m", "15m": "15m", "1h": "1h"})
type(api_mock).timeframes = timeframes
id_mock = MagicMock(return_value="test_exchange")
api_mock.id = id_mock
api_mock.options = {}
timeframes = {"1m": "1m", "5m": "5m", "15m": "15m", "1h": "1h"}
api_mock.timeframes = timeframes
mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
mocker.patch(f"{EXMS}.reload_markets")
@@ -757,12 +758,11 @@ def test_validate_timeframes(default_conf, mocker, timeframe):
def test_validate_timeframes_failed(default_conf, mocker):
default_conf["timeframe"] = "3m"
api_mock = MagicMock()
id_mock = PropertyMock(return_value="test_exchange")
type(api_mock).id = id_mock
timeframes = PropertyMock(
return_value={"15s": "15s", "1m": "1m", "5m": "5m", "15m": "15m", "1h": "1h"}
)
type(api_mock).timeframes = timeframes
id_mock = MagicMock(return_value="test_exchange")
api_mock.id = id_mock
timeframes = {"15s": "15s", "1m": "1m", "5m": "5m", "15m": "15m", "1h": "1h"}
api_mock.timeframes = timeframes
api_mock.options = {}
mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
mocker.patch(f"{EXMS}.reload_markets")
@@ -1110,6 +1110,191 @@ def test_create_dry_run_order_fees(
assert order1["fee"]["rate"] == fee
@pytest.mark.parametrize(
"side,limit,offset,is_stop,expected",
[
("buy", 46.0, 0.0, False, True),
("buy", 46.0, 0.0, True, False),
("buy", 26.0, 0.0, False, True),
("buy", 26.0, 0.0, True, False), # Stop - didn't trigger
("buy", 25.55, 0.0, False, False),
("buy", 25.55, 0.0, True, True), # Stop - triggered
("buy", 1, 0.0, False, False), # Very far away
("buy", 1, 0.0, True, True), # Current price is above stop - triggered
("sell", 25.5, 0.0, False, True),
("sell", 50, 0.0, False, False), # Very far away
("sell", 25.58, 0.0, False, False),
("sell", 25.563, 0.01, False, False),
("sell", 25.563, 0.0, True, False), # stop order - Not triggered, best bid
("sell", 25.566, 0.0, True, True), # stop order - triggered
("sell", 26, 0.01, True, True), # stop order - triggered
("sell", 5.563, 0.01, False, True),
("sell", 5.563, 0.0, True, False), # stop order - not triggered
],
)
def test__dry_is_price_crossed_with_orderbook(
default_conf, mocker, order_book_l2_usd, side, limit, offset, is_stop, expected
):
# Best bid 25.563
# Best ask 25.566
exchange = get_patched_exchange(mocker, default_conf)
mocker.patch(f"{EXMS}.exchange_has", return_value=True)
exchange.fetch_l2_order_book = order_book_l2_usd
orderbook = order_book_l2_usd.return_value
result = exchange._dry_is_price_crossed(
"LTC/USDT", side, limit, orderbook=orderbook, offset=offset, is_stop=is_stop
)
assert result is expected
assert order_book_l2_usd.call_count == 0
# Test without passing orderbook
order_book_l2_usd.reset_mock()
result = exchange._dry_is_price_crossed("LTC/USDT", side, limit, offset=offset, is_stop=is_stop)
assert result is expected
def test__dry_is_price_crossed_empty_orderbook(default_conf, mocker):
exchange = get_patched_exchange(mocker, default_conf)
mocker.patch(f"{EXMS}.exchange_has", return_value=True)
empty_book = {"asks": [], "bids": []}
assert not exchange._dry_is_price_crossed("LTC/USDT", "buy", 100.0, orderbook=empty_book)
def test__dry_is_price_crossed_fetches_orderbook(default_conf, mocker, order_book_l2_usd):
exchange = get_patched_exchange(mocker, default_conf)
mocker.patch(f"{EXMS}.exchange_has", return_value=True)
exchange.fetch_l2_order_book = order_book_l2_usd
assert exchange._dry_is_price_crossed("LTC/USDT", "buy", 26.0)
assert order_book_l2_usd.call_count == 1
def test__dry_is_price_crossed_without_orderbook_support(default_conf, mocker):
exchange = get_patched_exchange(mocker, default_conf)
exchange.fetch_l2_order_book = MagicMock()
mocker.patch(f"{EXMS}.exchange_has", return_value=False)
assert exchange._dry_is_price_crossed("LTC/USDT", "buy", 1.0)
assert exchange._dry_is_price_crossed("LTC/USDT", "sell", 1.0)
assert exchange.fetch_l2_order_book.call_count == 0
assert not exchange._dry_is_price_crossed("LTC/USDT", "buy", 1.0, is_stop=True)
assert not exchange._dry_is_price_crossed("LTC/USDT", "sell", 1.0, is_stop=True)
@pytest.mark.parametrize(
"crossed,immediate,side,amount,expected_status,expected_fee_rate,expected_calls,taker_or_maker",
[
(True, True, "buy", 2.0, "closed", 0.005, 1, "taker"),
(True, False, "sell", 1.5, "closed", 0.005, 1, "maker"),
(False, False, "sell", 1.0, "open", None, 0, None),
],
)
def test_check_dry_limit_order_filled(
default_conf,
mocker,
crossed,
immediate,
side,
amount,
expected_status,
expected_fee_rate,
expected_calls,
taker_or_maker,
):
exchange = get_patched_exchange(mocker, default_conf)
mocker.patch(f"{EXMS}._dry_is_price_crossed", return_value=crossed)
fee_mock = mocker.patch(f"{EXMS}.get_fee", return_value=0.005)
order = {
"symbol": "LTC/USDT",
"status": "open",
"type": "limit",
"side": side,
"price": 25.0,
"amount": amount,
"filled": 0.0,
"remaining": amount,
"cost": 25.0 * amount,
"fee": None,
}
result = exchange.check_dry_limit_order_filled(order, immediate=immediate)
assert result["status"] == expected_status
if crossed:
assert result["filled"] == amount
assert result["remaining"] == 0.0
assert result["fee"]["rate"] == expected_fee_rate
fee_mock.assert_called_once_with("LTC/USDT", taker_or_maker=taker_or_maker)
else:
assert result["filled"] == 0.0
assert result["remaining"] == amount
assert result["fee"] is None
assert fee_mock.call_count == expected_calls
@pytest.mark.parametrize(
"immediate,crossed,expected_status,expected_fee_type",
[
(True, True, "closed", "taker"),
(False, True, "closed", "maker"),
(True, False, "open", None),
],
)
def test_check_dry_limit_order_filled_stoploss(
default_conf, mocker, immediate, crossed, expected_status, expected_fee_type, order_book_l2_usd
):
exchange = get_patched_exchange(mocker, default_conf)
mocker.patch.multiple(
EXMS,
exchange_has=MagicMock(return_value=True),
_dry_is_price_crossed=MagicMock(return_value=crossed),
fetch_l2_order_book=order_book_l2_usd,
)
average_mock = mocker.patch(f"{EXMS}.get_dry_market_fill_price", return_value=24.25)
fee_mock = mocker.patch(
f"{EXMS}.add_dry_order_fee",
autospec=True,
side_effect=lambda self, pair, dry_order, taker_or_maker: dry_order,
)
amount = 1.75
order = {
"symbol": "LTC/USDT",
"status": "open",
"type": "limit",
"side": "sell",
"amount": amount,
"filled": 0.0,
"remaining": amount,
"price": 25.0,
"average": 0.0,
"cost": 0.0,
"fee": None,
"ft_order_type": "stoploss",
"stopLossPrice": 24.5,
}
result = exchange.check_dry_limit_order_filled(order, immediate=immediate)
assert result["status"] == expected_status
assert order_book_l2_usd.call_count == 1
if crossed:
assert result["filled"] == amount
assert result["remaining"] == 0
assert result["average"] == 24.25
assert result["cost"] == pytest.approx(amount * 24.25)
assert average_mock.call_count == 1
assert fee_mock.call_count == 1
assert fee_mock.call_args[0][1] == "LTC/USDT"
assert fee_mock.call_args[0][3] == expected_fee_type
else:
assert result["filled"] == 0.0
assert result["remaining"] == amount
assert result["average"] == 0.0
assert average_mock.call_count == 0
assert fee_mock.call_count == 0
@pytest.mark.parametrize(
"side,price,filled,converted",
[
@@ -2204,6 +2389,7 @@ async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_
]
]
exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
mocker.patch.object(exchange, "verify_candle_type_support")
# Monkey-patch async function
exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
@@ -2254,6 +2440,7 @@ def test_refresh_latest_ohlcv(mocker, default_conf_usdt, caplog, candle_type) ->
caplog.set_level(logging.DEBUG)
exchange = get_patched_exchange(mocker, default_conf_usdt)
mocker.patch.object(exchange, "verify_candle_type_support")
exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
pairs = [("IOTA/USDT", "5m", candle_type), ("XRP/USDT", "5m", candle_type)]
@@ -2504,6 +2691,7 @@ def test_refresh_latest_ohlcv_cache(mocker, default_conf, candle_type, time_mach
time_machine.move_to(start + timedelta(hours=99, minutes=30))
exchange = get_patched_exchange(mocker, default_conf)
mocker.patch.object(exchange, "verify_candle_type_support")
exchange._set_startup_candle_count(default_conf)
mocker.patch(f"{EXMS}.ohlcv_candle_limit", return_value=100)
@@ -2652,6 +2840,29 @@ def test_refresh_ohlcv_with_cache(mocker, default_conf, time_machine) -> None:
assert ohlcv_mock.call_args_list[0][0][0] == pairs
def test_refresh_latest_ohlcv_funding_rate(mocker, default_conf_usdt, caplog) -> None:
ohlcv = generate_test_data_raw("1h", 24, "2025-01-02 12:00:00+00:00")
funding_data = [{"timestamp": x[0], "fundingRate": x[1]} for x in ohlcv]
caplog.set_level(logging.DEBUG)
exchange = get_patched_exchange(mocker, default_conf_usdt)
exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
exchange._api_async.fetch_funding_rate_history = get_mock_coro(funding_data)
pairs = [
("IOTA/USDT:USDT", "8h", CandleType.FUNDING_RATE),
("XRP/USDT:USDT", "1h", CandleType.FUNDING_RATE),
]
# empty dicts
assert not exchange._klines
res = exchange.refresh_latest_ohlcv(pairs, cache=False)
assert len(res) == len(pairs)
assert log_has_re(r"Wrong funding rate timeframe 8h for pair IOTA/USDT:USDT", caplog)
assert not log_has_re(r"Wrong funding rate timeframe 8h for pair XRP/USDT:USDT", caplog)
assert exchange._api_async.fetch_ohlcv.call_count == 0
@pytest.mark.parametrize("exchange_name", EXCHANGES)
async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_name):
ohlcv = [
@@ -3716,37 +3927,29 @@ def test_cancel_stoploss_order(default_conf, mocker, exchange_name):
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_cancel_stoploss_order_with_result(default_conf, mocker, exchange_name):
default_conf["dry_run"] = False
mock_prefix = "freqtrade.exchange.gate.Gate"
if exchange_name == "okx":
mock_prefix = "freqtrade.exchange.okx.Okx"
mocker.patch(f"{EXMS}.fetch_stoploss_order", return_value={"for": 123})
mocker.patch(f"{mock_prefix}.fetch_stoploss_order", return_value={"for": 123})
exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
mocker.patch.object(exchange, "fetch_stoploss_order", return_value={"for": 123})
res = {"fee": {}, "status": "canceled", "amount": 1234}
mocker.patch(f"{EXMS}.cancel_stoploss_order", return_value=res)
mocker.patch(f"{mock_prefix}.cancel_stoploss_order", return_value=res)
mocker.patch.object(exchange, "cancel_stoploss_order", return_value=res)
co = exchange.cancel_stoploss_order_with_result(order_id="_", pair="TKN/BTC", amount=555)
assert co == res
mocker.patch(f"{EXMS}.cancel_stoploss_order", return_value="canceled")
mocker.patch(f"{mock_prefix}.cancel_stoploss_order", return_value="canceled")
mocker.patch.object(exchange, "cancel_stoploss_order", return_value="canceled")
# Fall back to fetch_stoploss_order
co = exchange.cancel_stoploss_order_with_result(order_id="_", pair="TKN/BTC", amount=555)
assert co == {"for": 123}
exc = InvalidOrderException("")
mocker.patch(f"{EXMS}.fetch_stoploss_order", side_effect=exc)
mocker.patch(f"{mock_prefix}.fetch_stoploss_order", side_effect=exc)
mocker.patch.object(exchange, "fetch_stoploss_order", side_effect=exc)
co = exchange.cancel_stoploss_order_with_result(order_id="_", pair="TKN/BTC", amount=555)
assert co["amount"] == 555
assert co == {"id": "_", "fee": {}, "status": "canceled", "amount": 555, "info": {}}
with pytest.raises(InvalidOrderException):
exc = InvalidOrderException("Did not find order")
mocker.patch(f"{EXMS}.cancel_stoploss_order", side_effect=exc)
mocker.patch(f"{mock_prefix}.cancel_stoploss_order", side_effect=exc)
exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
mocker.patch.object(exchange, "cancel_stoploss_order", side_effect=exc)
exchange.cancel_stoploss_order_with_result(order_id="_", pair="TKN/BTC", amount=123)
@@ -3931,7 +4134,7 @@ def test_fetch_order_or_stoploss_order(default_conf, mocker):
fetch_order_mock = MagicMock()
fetch_stoploss_order_mock = MagicMock()
mocker.patch.multiple(
EXMS,
exchange,
fetch_order=fetch_order_mock,
fetch_stoploss_order=fetch_stoploss_order_mock,
)
@@ -5119,6 +5322,7 @@ def test_combine_funding_and_mark(
{"date": trade_date, "open": mark_price},
]
)
# Test fallback to futures funding rate for missing funding rates
df = exchange.combine_funding_and_mark(funding_rates, mark_rates, futures_funding_rate)
if futures_funding_rate is not None:
@@ -5146,6 +5350,34 @@ def test_combine_funding_and_mark(
assert len(df) == 0
# Test fallback to futures funding rate for middle missing funding rate
funding_rates = DataFrame(
[
{"date": prior2_date, "open": funding_rate},
# missing 1 hour
{"date": trade_date, "open": funding_rate},
],
)
mark_rates = DataFrame(
[
{"date": prior2_date, "open": mark_price},
{"date": prior_date, "open": mark_price},
{"date": trade_date, "open": mark_price},
]
)
df = exchange.combine_funding_and_mark(funding_rates, mark_rates, futures_funding_rate)
if futures_funding_rate is not None:
assert len(df) == 2
assert df.iloc[0]["open_fund"] == funding_rate
# assert df.iloc[1]["open_fund"] == futures_funding_rate
assert df.iloc[-1]["open_fund"] == funding_rate
# Mid-candle is dropped ...
assert df["date"].to_list() == [prior2_date, trade_date]
else:
assert len(df) == 2
assert df["date"].to_list() == [prior2_date, trade_date]
@pytest.mark.parametrize(
"exchange,rate_start,rate_end,d1,d2,amount,expected_fees",
@@ -5235,8 +5467,13 @@ def test__fetch_and_calculate_funding_fees(
api_mock = MagicMock()
api_mock.fetch_funding_rate_history = get_mock_coro(return_value=funding_rate_history)
api_mock.fetch_ohlcv = get_mock_coro(return_value=mark_ohlcv)
type(api_mock).has = PropertyMock(return_value={"fetchOHLCV": True})
type(api_mock).has = PropertyMock(return_value={"fetchFundingRateHistory": True})
type(api_mock).has = PropertyMock(
return_value={
"fetchFundingRateHistory": True,
"fetchMarkOHLCV": True,
"fetchOHLCV": True,
}
)
ex = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange)
mocker.patch(f"{EXMS}.timeframes", PropertyMock(return_value=["1h", "4h", "8h"]))
@@ -5280,8 +5517,13 @@ def test__fetch_and_calculate_funding_fees_datetime_called(
api_mock.fetch_funding_rate_history = get_mock_coro(
return_value=funding_rate_history_octohourly
)
type(api_mock).has = PropertyMock(return_value={"fetchOHLCV": True})
type(api_mock).has = PropertyMock(return_value={"fetchFundingRateHistory": True})
type(api_mock).has = PropertyMock(
return_value={
"fetchFundingRateHistory": True,
"fetchMarkOHLCV": True,
"fetchOHLCV": True,
}
)
mocker.patch(f"{EXMS}.timeframes", PropertyMock(return_value=["4h", "8h"]))
exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange)
d1 = datetime.strptime("2021-08-31 23:00:01 +0000", "%Y-%m-%d %H:%M:%S %z")
@@ -6368,3 +6610,51 @@ def test_fetch_funding_rate(default_conf, mocker, exchange_name):
with pytest.raises(DependencyException, match=r"Pair XRP/ETH not available"):
exchange.fetch_funding_rate(pair="XRP/ETH")
def test_verify_candle_type_support(default_conf, mocker):
api_mock = MagicMock()
type(api_mock).has = PropertyMock(
return_value={
"fetchFundingRateHistory": True,
"fetchIndexOHLCV": True,
"fetchMarkOHLCV": True,
"fetchPremiumIndexOHLCV": False,
}
)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
# Should pass
exchange.verify_candle_type_support("futures")
exchange.verify_candle_type_support(CandleType.FUTURES)
exchange.verify_candle_type_support(CandleType.FUNDING_RATE)
exchange.verify_candle_type_support(CandleType.SPOT)
exchange.verify_candle_type_support(CandleType.MARK)
# Should fail:
with pytest.raises(
OperationalException,
match=r"Exchange .* does not support fetching premiumindex candles\.",
):
exchange.verify_candle_type_support(CandleType.PREMIUMINDEX)
type(api_mock).has = PropertyMock(
return_value={
"fetchFundingRateHistory": False,
"fetchIndexOHLCV": False,
"fetchMarkOHLCV": False,
"fetchPremiumIndexOHLCV": True,
}
)
for candle_type in [
CandleType.FUNDING_RATE,
CandleType.INDEX,
CandleType.MARK,
]:
with pytest.raises(
OperationalException,
match=rf"Exchange .* does not support fetching {candle_type.value} candles\.",
):
exchange.verify_candle_type_support(candle_type)
exchange.verify_candle_type_support(CandleType.PREMIUMINDEX)
tests/exchange/test_htx.py
+2 -1
View File
@@ -123,7 +123,8 @@ def test_create_stoploss_order_dry_run_htx(default_conf, mocker):
assert "type" in order
assert order["type"] == order_type
assert order["price"] == 220
assert order["price"] == 217.8
assert order["stopPrice"] == 220
assert order["amount"] == 1
tests/exchange_online/conftest.py
+2 -1
View File
@@ -515,7 +515,8 @@ EXCHANGES = {
],
},
"hyperliquid": {
"pair": "UBTC/USDC",
# TODO: Should be UBTC/USDC - probably needs a fix in ccxt
"pair": "BTC/USDC",
"stake_currency": "USDC",
"hasQuoteVolume": False,
"timeframe": "30m",
tests/exchange_online/test_ccxt_compat.py
+55 -15
View File
@@ -11,7 +11,7 @@ import pytest
from freqtrade.enums import CandleType
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_prev_date
from freqtrade.exchange.exchange import timeframe_to_msecs
from freqtrade.exchange.exchange import Exchange, timeframe_to_msecs
from freqtrade.util import dt_floor_day, dt_now, dt_ts
from tests.exchange_online.conftest import EXCHANGE_FIXTURE_TYPE, EXCHANGES
@@ -270,11 +270,14 @@ class TestCCXTExchange:
assert exch.klines(pair_tf).iloc[-1]["date"] >= timeframe_to_prev_date(timeframe, now)
assert exch.klines(pair_tf)["date"].astype(int).iloc[0] // 1e6 == since_ms
def _ccxt__async_get_candle_history(self, exchange, pair, timeframe, candle_type, factor=0.9):
def _ccxt__async_get_candle_history(
self, exchange, pair: str, timeframe: str, candle_type: CandleType, factor: float = 0.9
):
timeframe_ms = timeframe_to_msecs(timeframe)
timeframe_ms_8h = timeframe_to_msecs("8h")
now = timeframe_to_prev_date(timeframe, datetime.now(UTC))
for offset in (360, 120, 30, 10, 5, 2):
since = now - timedelta(days=offset)
for offset_days in (360, 120, 30, 10, 5, 2):
since = now - timedelta(days=offset_days)
since_ms = int(since.timestamp() * 1000)
res = exchange.loop.run_until_complete(
@@ -289,8 +292,15 @@ class TestCCXTExchange:
candles = res[3]
candle_count = exchange.ohlcv_candle_limit(timeframe, candle_type, since_ms) * factor
candle_count1 = (now.timestamp() * 1000 - since_ms) // timeframe_ms * factor
assert len(candles) >= min(candle_count, candle_count1), (
f"{len(candles)} < {candle_count} in {timeframe}, Offset: {offset} {factor}"
# funding fees can be 1h or 8h - depending on pair and time.
candle_count2 = (now.timestamp() * 1000 - since_ms) // timeframe_ms_8h * factor
min_value = min(
candle_count,
candle_count1,
candle_count2 if candle_type == CandleType.FUNDING_RATE else candle_count1,
)
assert len(candles) >= min_value, (
f"{len(candles)} < {candle_count} in {timeframe} {offset_days=} {factor=}"
)
# Check if first-timeframe is either the start, or start + 1
assert candles[0][0] == since_ms or (since_ms + timeframe_ms)
@@ -309,6 +319,8 @@ class TestCCXTExchange:
[
CandleType.FUTURES,
CandleType.FUNDING_RATE,
CandleType.INDEX,
CandleType.PREMIUMINDEX,
CandleType.MARK,
],
)
@@ -322,6 +334,10 @@ class TestCCXTExchange:
timeframe = exchange._ft_has.get(
"funding_fee_timeframe", exchange._ft_has["mark_ohlcv_timeframe"]
)
else:
# never skip funding rate!
if not exchange.check_candle_type_support(candle_type):
pytest.skip(f"Exchange does not support candle type {candle_type}")
self._ccxt__async_get_candle_history(
exchange,
pair=pair,
@@ -337,6 +353,7 @@ class TestCCXTExchange:
timeframe_ff = exchange._ft_has.get(
"funding_fee_timeframe", exchange._ft_has["mark_ohlcv_timeframe"]
)
timeframe_ff_8h = "8h"
pair_tf = (pair, timeframe_ff, CandleType.FUNDING_RATE)
funding_ohlcv = exchange.refresh_latest_ohlcv(
@@ -350,14 +367,26 @@ class TestCCXTExchange:
hour1 = timeframe_to_prev_date(timeframe_ff, this_hour - timedelta(minutes=1))
hour2 = timeframe_to_prev_date(timeframe_ff, hour1 - timedelta(minutes=1))
hour3 = timeframe_to_prev_date(timeframe_ff, hour2 - timedelta(minutes=1))
val0 = rate[rate["date"] == this_hour].iloc[0]["open"]
val1 = rate[rate["date"] == hour1].iloc[0]["open"]
val2 = rate[rate["date"] == hour2].iloc[0]["open"]
val3 = rate[rate["date"] == hour3].iloc[0]["open"]
# Alternative 8h timeframe - funding fee timeframe is not stable.
h8_this_hour = timeframe_to_prev_date(timeframe_ff_8h)
h8_hour1 = timeframe_to_prev_date(timeframe_ff_8h, h8_this_hour - timedelta(minutes=1))
h8_hour2 = timeframe_to_prev_date(timeframe_ff_8h, h8_hour1 - timedelta(minutes=1))
h8_hour3 = timeframe_to_prev_date(timeframe_ff_8h, h8_hour2 - timedelta(minutes=1))
row0 = rate.iloc[-1]
row1 = rate.iloc[-2]
row2 = rate.iloc[-3]
row3 = rate.iloc[-4]
assert row0["date"] == this_hour or row0["date"] == h8_this_hour
assert row1["date"] == hour1 or row1["date"] == h8_hour1
assert row2["date"] == hour2 or row2["date"] == h8_hour2
assert row3["date"] == hour3 or row3["date"] == h8_hour3
# Test For last 4 hours
# Avoids random test-failure when funding-fees are 0 for a few hours.
assert val0 != 0.0 or val1 != 0.0 or val2 != 0.0 or val3 != 0.0
assert (
row0["open"] != 0.0 or row1["open"] != 0.0 or row2["open"] != 0.0 or row3["open"] != 0.0
)
# We expect funding rates to be different from 0.0 - or moving around.
assert (
rate["open"].max() != 0.0
@@ -369,7 +398,10 @@ class TestCCXTExchange:
exchange, exchangename = exchange_futures
pair = EXCHANGES[exchangename].get("futures_pair", EXCHANGES[exchangename]["pair"])
since = int((datetime.now(UTC) - timedelta(days=5)).timestamp() * 1000)
pair_tf = (pair, "1h", CandleType.MARK)
candle_type = CandleType.from_string(
exchange.get_option("mark_ohlcv_price", default=CandleType.MARK)
)
pair_tf = (pair, "1h", candle_type)
mark_ohlcv = exchange.refresh_latest_ohlcv([pair_tf], since_ms=since, drop_incomplete=False)
@@ -422,15 +454,23 @@ class TestCCXTExchange:
trades_orig = nvspy.call_args_list[2][0][0]
assert len(trades_orig[-1].get("info")) > len(trades_orig[-2].get("info"))
def test_ccxt_get_fee(self, exchange: EXCHANGE_FIXTURE_TYPE):
exch, exchangename = exchange
pair = EXCHANGES[exchangename]["pair"]
def _ccxt_get_fee(self, exch: Exchange, pair: str):
threshold = 0.01
assert 0 < exch.get_fee(pair, "limit", "buy") < threshold
assert 0 < exch.get_fee(pair, "limit", "sell") < threshold
assert 0 < exch.get_fee(pair, "market", "buy") < threshold
assert 0 < exch.get_fee(pair, "market", "sell") < threshold
def test_ccxt_get_fee_spot(self, exchange: EXCHANGE_FIXTURE_TYPE):
exch, exchangename = exchange
pair = EXCHANGES[exchangename]["pair"]
self._ccxt_get_fee(exch, pair)
def test_ccxt_get_fee_futures(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
exch, exchangename = exchange_futures
pair = EXCHANGES[exchangename].get("futures_pair", EXCHANGES[exchangename]["pair"])
self._ccxt_get_fee(exch, pair)
def test_ccxt_get_max_leverage_spot(self, exchange: EXCHANGE_FIXTURE_TYPE):
spot, spot_name = exchange
if spot:
tests/freqtradebot/test_freqtradebot.py
+15 -14
View File
@@ -2548,9 +2548,9 @@ def test_manage_open_orders_exception(
caplog.clear()
freqtrade.manage_open_orders()
assert log_has_re(
r"Cannot query order for Trade\(id=1, pair=ADA/USDT, amount=30.00000000, "
r"is_short=False, leverage=1.0, "
r"open_rate=2.00000000, open_since="
r"Cannot query order for Trade\(id=1, pair=ADA/USDT, amount=30, "
r"is_short=False, leverage=1, "
r"open_rate=2, open_since="
f"{open_trade_usdt.open_date.strftime('%Y-%m-%d %H:%M:%S')}"
r"\) due to Traceback \(most recent call last\):\n*",
caplog,
@@ -3092,7 +3092,7 @@ def test_execute_trade_exit_custom_exit_price(
"exit_reason": "foo",
"open_date": ANY,
"close_date": ANY,
"close_rate": ANY,
"close_rate": 2.25, # the custom exit price
"sub_trade": False,
"cumulative_profit": 0.0,
"stake_amount": pytest.approx(60),
@@ -3751,8 +3751,8 @@ def test_get_real_amount_quote(
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == (amount * 0.001)
assert log_has(
"Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, is_short=False,"
" leverage=1.0, open_rate=0.24544100, open_since=closed), fee=0.008.",
"Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8, is_short=False,"
" leverage=1, open_rate=0.245441, open_since=closed), fee=0.008.",
caplog,
)
@@ -3805,8 +3805,8 @@ def test_get_real_amount_no_trade(default_conf_usdt, buy_order_fee, caplog, mock
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) is None
assert log_has(
"Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, "
"is_short=False, leverage=1.0, open_rate=0.24544100, open_since=closed) failed: "
"Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8, "
"is_short=False, leverage=1, open_rate=0.245441, open_since=closed) failed: "
"myTrade-dict empty found",
caplog,
)
@@ -3825,8 +3825,8 @@ def test_get_real_amount_no_trade(default_conf_usdt, buy_order_fee, caplog, mock
0,
True,
(
"Fee for Trade Trade(id=None, pair=LTC/ETH, amount=8.00000000, is_short=False, "
"leverage=1.0, open_rate=0.24544100, open_since=closed) [buy]: 0.00094518 BNB -"
"Fee for Trade Trade(id=None, pair=LTC/ETH, amount=8, is_short=False, "
"leverage=1, open_rate=0.245441, open_since=closed) [buy]: 0.00094518 BNB -"
" rate: None"
),
),
@@ -3836,8 +3836,8 @@ def test_get_real_amount_no_trade(default_conf_usdt, buy_order_fee, caplog, mock
0.004,
False,
(
"Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, "
"is_short=False, leverage=1.0, open_rate=0.24544100, open_since=closed), fee=0.004."
"Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8, "
"is_short=False, leverage=1, open_rate=0.245441, open_since=closed), fee=0.004."
),
),
# invalid, no currency in from fee dict
@@ -3941,8 +3941,8 @@ def test_get_real_amount_multi(
assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == expected_amount
assert log_has(
(
"Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, "
"is_short=False, leverage=1.0, open_rate=0.24544100, open_since=closed), "
"Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8, "
"is_short=False, leverage=1, open_rate=0.245441, open_since=closed), "
f"fee={expected_amount}."
),
caplog,
@@ -4525,6 +4525,7 @@ def test_check_for_open_trades(mocker, default_conf_usdt, fee, is_short):
def test_startup_update_open_orders(mocker, default_conf_usdt, fee, caplog, is_short):
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
create_mock_trades(fee, is_short=is_short)
mocker.patch(f"{EXMS}._dry_is_price_crossed", return_value=False)
freqtrade.startup_update_open_orders()
assert not log_has_re(r"Error updating Order .*", caplog)
tests/freqtradebot/test_integration.py
+18 -4
View File
@@ -50,16 +50,20 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
stoploss_order_mock = MagicMock(side_effect=stop_orders)
# Sell 3rd trade (not called for the first trade)
should_sell_mock = MagicMock(side_effect=[[], [ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL)]])
cancel_order_mock = MagicMock()
def patch_stoploss(order_id, *args, **kwargs):
slo = stoploss_order_open.copy()
slo["id"] = order_id
slo["status"] = "canceled"
return slo
cancel_order_mock = MagicMock(side_effect=patch_stoploss)
mocker.patch.multiple(
EXMS,
create_stoploss=stoploss,
fetch_ticker=ticker,
get_fee=fee,
amount_to_precision=lambda s, x, y: y,
price_to_precision=lambda s, x, y: y,
fetch_stoploss_order=stoploss_order_mock,
cancel_stoploss_order_with_result=cancel_order_mock,
)
mocker.patch.multiple(
@@ -73,6 +77,12 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
mocker.patch("freqtrade.wallets.Wallets.check_exit_amount", return_value=True)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch.multiple(
freqtrade.exchange,
create_stoploss=stoploss,
fetch_stoploss_order=stoploss_order_mock,
cancel_stoploss_order_with_result=cancel_order_mock,
)
freqtrade.strategy.order_types["stoploss_on_exchange"] = True
# Switch ordertype to market to close trade immediately
freqtrade.strategy.order_types["exit"] = "market"
@@ -793,9 +803,13 @@ def test_dca_handle_similar_open_order(
# Should Create a new exit order
freqtrade.exchange.amount_to_contract_precision = MagicMock(return_value=2)
freqtrade.strategy.adjust_trade_position = MagicMock(return_value=-2)
msg = r"Skipping cancelling stoploss on exchange for.*"
mocker.patch(f"{EXMS}._dry_is_price_crossed", return_value=False)
assert not log_has_re(msg, caplog)
freqtrade.process()
assert log_has_re(msg, caplog)
trade = Trade.get_trades().first()
assert trade.orders[-2].status == "closed"
tests/freqtradebot/test_stoploss_on_exchange.py
+80 -48
View File
@@ -103,7 +103,7 @@ def test_handle_stoploss_on_exchange(
trade.is_open = True
hanging_stoploss_order = MagicMock(return_value={"id": "13434334", "status": "open"})
mocker.patch(f"{EXMS}.fetch_stoploss_order", hanging_stoploss_order)
mocker.patch.object(freqtrade.exchange, "fetch_stoploss_order", hanging_stoploss_order)
assert freqtrade.handle_stoploss_on_exchange(trade) is False
hanging_stoploss_order.assert_called_once_with("13434334", trade.pair)
@@ -116,7 +116,7 @@ def test_handle_stoploss_on_exchange(
trade.is_open = True
canceled_stoploss_order = MagicMock(return_value={"id": "13434334", "status": "canceled"})
mocker.patch(f"{EXMS}.fetch_stoploss_order", canceled_stoploss_order)
mocker.patch.object(freqtrade.exchange, "fetch_stoploss_order", canceled_stoploss_order)
stoploss.reset_mock()
amount_before = trade.amount
@@ -149,7 +149,7 @@ def test_handle_stoploss_on_exchange(
"amount": enter_order["amount"],
}
)
mocker.patch(f"{EXMS}.fetch_stoploss_order", stoploss_order_hit)
mocker.patch.object(freqtrade.exchange, "fetch_stoploss_order", stoploss_order_hit)
freqtrade.strategy.order_filled = MagicMock(return_value=None)
assert freqtrade.handle_stoploss_on_exchange(trade) is True
assert log_has_re(r"STOP_LOSS_LIMIT is hit for Trade\(id=1, .*\)\.", caplog)
@@ -158,7 +158,7 @@ def test_handle_stoploss_on_exchange(
assert freqtrade.strategy.order_filled.call_count == 1
caplog.clear()
mocker.patch(f"{EXMS}.create_stoploss", side_effect=ExchangeError())
mocker.patch.object(freqtrade.exchange, "create_stoploss", side_effect=ExchangeError())
trade.is_open = True
freqtrade.handle_stoploss_on_exchange(trade)
assert log_has("Unable to place a stoploss order on exchange.", caplog)
@@ -168,8 +168,13 @@ def test_handle_stoploss_on_exchange(
# It should try to add stoploss order
stop_order_dict.update({"id": "105"})
stoploss.reset_mock()
mocker.patch(f"{EXMS}.fetch_stoploss_order", side_effect=InvalidOrderException())
mocker.patch(f"{EXMS}.create_stoploss", stoploss)
mocker.patch.multiple(
freqtrade.exchange,
fetch_stoploss_order=MagicMock(
side_effect=InvalidOrderException(),
),
create_stoploss=stoploss,
)
freqtrade.handle_stoploss_on_exchange(trade)
assert len(trade.open_sl_orders) == 1
assert stoploss.call_count == 1
@@ -179,8 +184,7 @@ def test_handle_stoploss_on_exchange(
trade.is_open = False
trade.open_sl_orders[-1].ft_is_open = False
stoploss.reset_mock()
mocker.patch(f"{EXMS}.fetch_order")
mocker.patch(f"{EXMS}.create_stoploss", stoploss)
mocker.patch.multiple(freqtrade.exchange, fetch_order=MagicMock(), create_stoploss=stoploss)
assert freqtrade.handle_stoploss_on_exchange(trade) is False
assert trade.has_open_sl_orders is False
assert stoploss.call_count == 0
@@ -252,9 +256,12 @@ def test_handle_stoploss_on_exchange_emergency(
stoploss = MagicMock(side_effect=InvalidOrderException())
assert trade.has_open_sl_orders is True
Trade.commit()
mocker.patch(f"{EXMS}.cancel_stoploss_order_with_result", side_effect=InvalidOrderException())
mocker.patch(f"{EXMS}.fetch_stoploss_order", stoploss_order_cancelled)
mocker.patch(f"{EXMS}.create_stoploss", stoploss)
mocker.patch.multiple(
freqtrade.exchange,
cancel_stoploss_order_with_result=MagicMock(side_effect=InvalidOrderException()),
fetch_stoploss_order=stoploss_order_cancelled,
create_stoploss=stoploss,
)
assert freqtrade.handle_stoploss_on_exchange(trade) is False
assert trade.has_open_sl_orders is False
assert trade.is_open is False
@@ -311,7 +318,7 @@ def test_handle_stoploss_on_exchange_partial(
"amount": enter_order["amount"],
}
)
mocker.patch(f"{EXMS}.fetch_stoploss_order", stoploss_order_hit)
mocker.patch.multiple(freqtrade.exchange, fetch_stoploss_order=stoploss_order_hit)
assert freqtrade.handle_stoploss_on_exchange(trade) is False
# Stoploss filled partially ...
assert trade.amount == 15
@@ -383,8 +390,11 @@ def test_handle_stoploss_on_exchange_partial_cancel_here(
"amount": enter_order["amount"],
}
)
mocker.patch(f"{EXMS}.fetch_stoploss_order", stoploss_order_hit)
mocker.patch(f"{EXMS}.cancel_stoploss_order_with_result", stoploss_order_cancel)
mocker.patch.multiple(
freqtrade.exchange,
fetch_stoploss_order=stoploss_order_hit,
cancel_stoploss_order_with_result=stoploss_order_cancel,
)
time_machine.shift(timedelta(minutes=15))
assert freqtrade.handle_stoploss_on_exchange(trade) is False
@@ -408,20 +418,20 @@ def test_handle_sle_cancel_cant_recreate(
mocker.patch.multiple(
EXMS,
fetch_ticker=MagicMock(return_value={"bid": 1.9, "ask": 2.2, "last": 1.9}),
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf_usdt)
mocker.patch.multiple(
freqtrade.exchange,
create_order=MagicMock(
side_effect=[
enter_order,
exit_order,
]
),
get_fee=fee,
)
mocker.patch.multiple(
EXMS,
fetch_stoploss_order=MagicMock(return_value={"status": "canceled", "id": "100"}),
create_stoploss=MagicMock(side_effect=ExchangeError()),
)
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.enter_positions()
@@ -644,8 +654,11 @@ def test_handle_stoploss_on_exchange_trailing(
stoploss_order_cancel = deepcopy(stoploss_order_hanging)
stoploss_order_cancel["status"] = "canceled"
mocker.patch(f"{EXMS}.fetch_stoploss_order", return_value=stoploss_order_hanging)
mocker.patch(f"{EXMS}.cancel_stoploss_order", return_value=stoploss_order_cancel)
mocker.patch.multiple(
freqtrade.exchange,
fetch_stoploss_order=MagicMock(return_value=stoploss_order_hanging),
cancel_stoploss_order=MagicMock(return_value=stoploss_order_cancel),
)
# stoploss initially at 5%
assert freqtrade.handle_trade(trade) is False
@@ -671,9 +684,12 @@ def test_handle_stoploss_on_exchange_trailing(
return_value={"id": "13434334", "status": "canceled", "fee": {}, "amount": trade.amount}
)
stoploss_order_mock = MagicMock(return_value={"id": "so1", "status": "open"})
mocker.patch(f"{EXMS}.fetch_stoploss_order")
mocker.patch(f"{EXMS}.cancel_stoploss_order", cancel_order_mock)
mocker.patch(f"{EXMS}.create_stoploss", stoploss_order_mock)
mocker.patch.multiple(
freqtrade.exchange,
fetch_stoploss_order=MagicMock(),
cancel_stoploss_order=cancel_order_mock,
create_stoploss=stoploss_order_mock,
)
# stoploss should not be updated as the interval is 60 seconds
assert freqtrade.handle_trade(trade) is False
@@ -711,8 +727,9 @@ def test_handle_stoploss_on_exchange_trailing(
}
),
)
mocker.patch(
f"{EXMS}.cancel_stoploss_order_with_result",
mocker.patch.object(
freqtrade.exchange,
"cancel_stoploss_order_with_result",
return_value={"id": "so1", "status": "canceled"},
)
assert len(trade.open_sl_orders) == 1
@@ -786,8 +803,12 @@ def test_handle_stoploss_on_exchange_trailing_error(
order_date=dt_now(),
)
)
mocker.patch(f"{EXMS}.cancel_stoploss_order", side_effect=InvalidOrderException())
mocker.patch(f"{EXMS}.fetch_stoploss_order", return_value=stoploss_order_hanging)
mocker.patch.object(
freqtrade.exchange, "cancel_stoploss_order", side_effect=InvalidOrderException()
)
mocker.patch.object(
freqtrade.exchange, "fetch_stoploss_order", return_value=stoploss_order_hanging
)
time_machine.shift(timedelta(minutes=50))
freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/USDT.*", caplog)
@@ -799,8 +820,8 @@ def test_handle_stoploss_on_exchange_trailing_error(
# Fail creating stoploss order
caplog.clear()
cancel_mock = mocker.patch(f"{EXMS}.cancel_stoploss_order")
mocker.patch(f"{EXMS}.create_stoploss", side_effect=ExchangeError())
cancel_mock = mocker.patch.object(freqtrade.exchange, "cancel_stoploss_order")
mocker.patch.object(freqtrade.exchange, "create_stoploss", side_effect=ExchangeError())
time_machine.shift(timedelta(minutes=50))
freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
assert cancel_mock.call_count == 2
@@ -846,20 +867,9 @@ def test_handle_stoploss_on_exchange_custom_stop(
mocker.patch.multiple(
EXMS,
fetch_ticker=MagicMock(return_value={"bid": 1.9, "ask": 2.2, "last": 1.9}),
create_order=MagicMock(
side_effect=[
enter_order,
exit_order,
]
),
get_fee=fee,
is_cancel_order_result_suitable=MagicMock(return_value=True),
)
mocker.patch.multiple(
EXMS,
create_stoploss=stoploss,
stoploss_adjust=MagicMock(return_value=True),
)
# enabling TSL
default_conf_usdt["use_custom_stoploss"] = True
@@ -868,6 +878,17 @@ def test_handle_stoploss_on_exchange_custom_stop(
default_conf_usdt["minimal_roi"]["0"] = 999999999
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
mocker.patch.multiple(
freqtrade.exchange,
create_order=MagicMock(
side_effect=[
enter_order,
exit_order,
]
),
create_stoploss=stoploss,
stoploss_adjust=MagicMock(return_value=True),
)
# enabling stoploss on exchange
freqtrade.strategy.order_types["stoploss_on_exchange"] = True
@@ -912,8 +933,11 @@ def test_handle_stoploss_on_exchange_custom_stop(
x["id"] = order_id
return x
mocker.patch(f"{EXMS}.fetch_stoploss_order", MagicMock(fetch_stoploss_order_mock))
mocker.patch(f"{EXMS}.cancel_stoploss_order", return_value=slo_canceled)
mocker.patch.multiple(
freqtrade.exchange,
fetch_stoploss_order=MagicMock(fetch_stoploss_order_mock),
cancel_stoploss_order=MagicMock(return_value=slo_canceled),
)
assert freqtrade.handle_trade(trade) is False
assert freqtrade.handle_stoploss_on_exchange(trade) is False
@@ -932,8 +956,11 @@ def test_handle_stoploss_on_exchange_custom_stop(
cancel_order_mock = MagicMock()
stoploss_order_mock = MagicMock(return_value={"id": "so1", "status": "open"})
mocker.patch(f"{EXMS}.cancel_stoploss_order", cancel_order_mock)
mocker.patch(f"{EXMS}.create_stoploss", stoploss_order_mock)
mocker.patch.multiple(
freqtrade.exchange,
cancel_stoploss_order=cancel_order_mock,
create_stoploss=stoploss_order_mock,
)
# stoploss should not be updated as the interval is 60 seconds
assert freqtrade.handle_trade(trade) is False
@@ -1054,7 +1081,9 @@ def test_execute_trade_exit_sloe_cancel_exception(
mocker, default_conf_usdt, ticker_usdt, fee, caplog
) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
mocker.patch(f"{EXMS}.cancel_stoploss_order", side_effect=InvalidOrderException())
mocker.patch.object(
freqtrade.exchange, "cancel_stoploss_order", side_effect=InvalidOrderException()
)
mocker.patch("freqtrade.wallets.Wallets.get_free", MagicMock(return_value=300))
create_order_mock = MagicMock(
side_effect=[
@@ -1114,12 +1143,15 @@ def test_execute_trade_exit_with_stoploss_on_exchange(
get_fee=fee,
amount_to_precision=lambda s, x, y: y,
price_to_precision=lambda s, x, y: y,
)
freqtrade = FreqtradeBot(default_conf_usdt)
mocker.patch.multiple(
freqtrade.exchange,
create_stoploss=stoploss,
cancel_stoploss_order=cancel_order,
_dry_is_price_crossed=MagicMock(side_effect=[True, False]),
)
freqtrade = FreqtradeBot(default_conf_usdt)
freqtrade.strategy.order_types["stoploss_on_exchange"] = True
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
@@ -1208,7 +1240,7 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(
"trades": None,
}
)
mocker.patch(f"{EXMS}.fetch_stoploss_order", stoploss_executed)
mocker.patch.object(freqtrade.exchange, "fetch_stoploss_order", stoploss_executed)
freqtrade.exit_positions(trades)
assert trade.has_open_sl_orders is False
tests/optimize/test_backtesting.py
+13 -10
View File
@@ -879,6 +879,10 @@ def test_backtest_one_detail(default_conf_usdt, mocker, testdatadir, use_detail)
patch_exchange(mocker)
mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001)
mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float("inf"))
default_conf_usdt["unfilledtimeout"] = {
"entry": 11,
"exit": 30,
}
if use_detail:
default_conf_usdt["timeframe_detail"] = "1m"
@@ -916,7 +920,7 @@ def test_backtest_one_detail(default_conf_usdt, mocker, testdatadir, use_detail)
)
results = result["results"]
assert not results.empty
# Timeout settings from default_conf = entry: 10, exit: 30
# Timeout settings from = entry: 11, exit: 30
assert len(results) == (2 if use_detail else 3)
assert "orders" in results.columns
@@ -966,8 +970,8 @@ def test_backtest_one_detail(default_conf_usdt, mocker, testdatadir, use_detail)
@pytest.mark.parametrize(
"use_detail,exp_funding_fee, exp_ff_updates",
[
(True, -0.018054162, 10),
(False, -0.01780296, 6),
(True, -0.0180457882, 15),
(False, -0.0178000543, 12),
],
)
def test_backtest_one_detail_futures(
@@ -1077,8 +1081,8 @@ def test_backtest_one_detail_futures(
@pytest.mark.parametrize(
"use_detail,entries,max_stake,ff_updates,expected_ff",
[
(True, 50, 3000, 55, -1.18038144),
(False, 6, 360, 11, -0.14679994),
(True, 50, 3000, 78, -1.17988972),
(False, 6, 360, 34, -0.14673681),
],
)
def test_backtest_one_detail_futures_funding_fees(
@@ -1800,7 +1804,7 @@ def test_backtest_multi_pair_detail_simplified(
if use_detail:
# Backtest loop is called once per candle per pair
# Exact numbers depend on trade state - but should be around 2_600
assert bl_spy.call_count > 2_170
assert bl_spy.call_count > 2_159
assert bl_spy.call_count < 2_800
assert len(evaluate_result_multi(results["results"], "1h", 3)) > 0
else:
@@ -2378,13 +2382,12 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker, caplog, testda
f"Using data directory: {testdatadir} ...",
"Loading data from 2021-11-17 01:00:00 up to 2021-11-21 04:00:00 (4 days).",
"Backtesting with data from 2021-11-17 21:00:00 up to 2021-11-21 04:00:00 (3 days).",
"XRP/USDT:USDT, funding_rate, 8h, data starts at 2021-11-18 00:00:00",
"XRP/USDT:USDT, mark, 8h, data starts at 2021-11-18 00:00:00",
"XRP/USDT:USDT, funding_rate, 1h, data starts at 2021-11-18 00:00:00",
f"Running backtesting for Strategy {CURRENT_TEST_STRATEGY}",
]
for line in exists:
assert log_has(line, caplog)
assert log_has(line, caplog), line
captured = capsys.readouterr()
assert "BACKTESTING REPORT" in captured.out
@@ -2772,7 +2775,7 @@ def test_time_pair_generator_open_trades_first(mocker, default_conf, dynamic_pai
dummy_row = (end_date, 1.0, 1.1, 0.9, 1.0, 0, 0, 0, 0, None, None)
data = {pair: [dummy_row] for pair in pairs}
def mock_refresh(self):
def mock_refresh(self, **kwargs):
# Simulate shuffle
self._whitelist = pairs[::-1] # ['ETH/BTC', 'NEO/BTC', 'LTC/BTC', 'XRP/BTC']
tests/persistence/test_persistence.py
+14 -10
View File
@@ -372,8 +372,8 @@ def test_borrowed(fee, is_short, lev, borrowed, trading_mode):
@pytest.mark.parametrize(
"is_short,open_rate,close_rate,lev,profit,trading_mode",
[
(False, 2.0, 2.2, 1.0, 0.09451372, spot),
(True, 2.2, 2.0, 3.0, 0.25894253, margin),
(False, 2, 2.2, 1, 0.09451372, spot),
(True, 2.2, 2.0, 3, 0.25894253, margin),
],
)
@pytest.mark.usefixtures("init_persistence")
@@ -493,8 +493,8 @@ def test_update_limit_order(
assert trade.close_date is None
assert log_has_re(
f"LIMIT_{entry_side.upper()} has been fulfilled for "
r"Trade\(id=2, pair=ADA/USDT, amount=30.00000000, "
f"is_short={is_short}, leverage={lev}, open_rate={open_rate}0000000, "
r"Trade\(id=2, pair=ADA/USDT, amount=30, "
f"is_short={is_short}, leverage={lev}, open_rate={open_rate}, "
r"open_since=.*\).",
caplog,
)
@@ -511,8 +511,8 @@ def test_update_limit_order(
assert trade.close_date is not None
assert log_has_re(
f"LIMIT_{exit_side.upper()} has been fulfilled for "
r"Trade\(id=2, pair=ADA/USDT, amount=30.00000000, "
f"is_short={is_short}, leverage={lev}, open_rate={open_rate}0000000, "
r"Trade\(id=2, pair=ADA/USDT, amount=30, "
f"is_short={is_short}, leverage={lev}, open_rate={open_rate}, "
r"open_since=.*\).",
caplog,
)
@@ -545,8 +545,8 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
assert trade.close_date is None
assert log_has_re(
r"MARKET_BUY has been fulfilled for Trade\(id=1, "
r"pair=ADA/USDT, amount=30.00000000, is_short=False, leverage=1.0, "
r"open_rate=2.00000000, open_since=.*\).",
r"pair=ADA/USDT, amount=30, is_short=False, leverage=1, "
r"open_rate=2, open_since=.*\).",
caplog,
)
@@ -561,8 +561,8 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
assert trade.close_date is not None
assert log_has_re(
r"MARKET_SELL has been fulfilled for Trade\(id=1, "
r"pair=ADA/USDT, amount=30.00000000, is_short=False, leverage=1.0, "
r"open_rate=2.00000000, open_since=.*\).",
r"pair=ADA/USDT, amount=30, is_short=False, leverage=1, "
r"open_rate=2, open_since=.*\).",
caplog,
)
@@ -1479,6 +1479,8 @@ def test_to_json(fee):
"contract_size": 1,
"orders": [],
"has_open_orders": False,
"nr_of_successful_entries": 0,
"nr_of_successful_exits": 0,
}
# Simulate dry_run entries
@@ -1570,6 +1572,8 @@ def test_to_json(fee):
"contract_size": 1,
"orders": [],
"has_open_orders": False,
"nr_of_successful_entries": 0,
"nr_of_successful_exits": 0,
}
tests/rpc/test_rpc.py
+13 -5
View File
@@ -99,6 +99,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
"contract_size": 1,
"has_open_orders": False,
"nr_of_successful_entries": ANY,
"nr_of_successful_exits": ANY,
"orders": [
{
"amount": 91.07468123,
@@ -309,7 +310,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker, time_machine) -> No
)
assert "now" == result[0][2]
assert "ETH/BTC" in result[0][1]
assert "nan%" == result[0][3]
assert "N/A" == result[0][3]
assert isnan(fiat_profit_sum)
@@ -385,11 +386,14 @@ def test_rpc_delete_trade(mocker, default_conf, fee, markets, caplog, is_short):
mocker.patch.multiple(
EXMS,
markets=PropertyMock(return_value=markets),
cancel_order=cancel_mock,
cancel_stoploss_order=stoploss_mock,
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
mocker.patch.multiple(
freqtradebot.exchange,
cancel_order=cancel_mock,
cancel_stoploss_order=stoploss_mock,
)
freqtradebot.strategy.order_types["stoploss_on_exchange"] = True
create_mock_trades(fee, is_short)
rpc = RPC(freqtradebot)
@@ -425,13 +429,17 @@ def test_rpc_delete_trade(mocker, default_conf, fee, markets, caplog, is_short):
assert stoploss_mock.call_count == 1
assert res["cancel_order_count"] == 1
stoploss_mock = mocker.patch(f"{EXMS}.cancel_stoploss_order", side_effect=InvalidOrderException)
stoploss_mock = mocker.patch.object(
freqtradebot.exchange, "cancel_stoploss_order", side_effect=InvalidOrderException
)
res = rpc._rpc_delete("3")
assert stoploss_mock.call_count == 1
stoploss_mock.reset_mock()
cancel_mock = mocker.patch(f"{EXMS}.cancel_order", side_effect=InvalidOrderException)
cancel_mock = mocker.patch.object(
freqtradebot.exchange, "cancel_order", side_effect=InvalidOrderException
)
res = rpc._rpc_delete("4")
assert cancel_mock.call_count == 1
tests/rpc/test_rpc_apiserver.py
+34 -4
View File
@@ -1034,8 +1034,7 @@ def test_api_delete_trade(botclient, mocker, fee, markets, is_short):
stoploss_mock = MagicMock()
cancel_mock = MagicMock()
mocker.patch.multiple(
EXMS,
markets=PropertyMock(return_value=markets),
ftbot.exchange,
cancel_order=cancel_mock,
cancel_stoploss_order=stoploss_mock,
)
@@ -1605,6 +1604,8 @@ def test_api_status(
"precision_mode": None,
"orders": [ANY],
"has_open_orders": True,
"nr_of_successful_entries": ANY,
"nr_of_successful_exits": ANY,
}
mocker.patch(
@@ -1817,6 +1818,8 @@ def test_api_force_entry(botclient, mocker, fee, endpoint):
"price_precision": None,
"precision_mode": None,
"has_open_orders": False,
"nr_of_successful_entries": ANY,
"nr_of_successful_exits": ANY,
"orders": [],
}
@@ -1849,9 +1852,35 @@ def test_api_forceexit(botclient, mocker, ticker, fee, markets):
Trade.rollback()
trade = Trade.get_trades([Trade.id == 5]).first()
last_order = trade.orders[-1]
assert last_order.side == "sell"
assert last_order.status == "closed"
assert last_order.order_type == "market"
assert last_order.amount == 23
assert pytest.approx(trade.amount) == 100
assert trade.is_open is True
# Test with explicit price
rc = client_post(
client,
f"{BASE_URI}/forceexit",
data={"tradeid": "5", "ordertype": "limit", "amount": 25, "price": 0.12345},
)
assert_response(rc)
assert rc.json() == {"result": "Created exit order for trade 5."}
Trade.rollback()
trade = Trade.get_trades([Trade.id == 5]).first()
last_order = trade.orders[-1]
assert last_order.status == "closed"
assert last_order.order_type == "limit"
assert pytest.approx(last_order.safe_price) == 0.12345
assert pytest.approx(last_order.amount) == 25
assert pytest.approx(trade.amount) == 75
assert trade.is_open is True
rc = client_post(client, f"{BASE_URI}/forceexit", data={"tradeid": "5"})
assert_response(rc)
assert rc.json() == {"result": "Created exit order for trade 5."}
@@ -2754,12 +2783,12 @@ def test_list_available_pairs(botclient):
rc = client_get(client, f"{BASE_URI}/available_pairs")
assert_response(rc)
assert rc.json()["length"] == 12
assert rc.json()["length"] == 14
assert isinstance(rc.json()["pairs"], list)
rc = client_get(client, f"{BASE_URI}/available_pairs?timeframe=5m")
assert_response(rc)
assert rc.json()["length"] == 12
assert rc.json()["length"] == 14
rc = client_get(client, f"{BASE_URI}/available_pairs?stake_currency=ETH")
assert_response(rc)
@@ -3247,6 +3276,7 @@ def test_api_download_data(botclient, mocker, tmp_path):
body = {
"pairs": ["ETH/BTC", "XRP/BTC"],
"timeframes": ["5m"],
"candle_types": ["spot"],
}
# Fail, already running

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