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Merge branch 'develop' into pr/initrv/8426

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This commit is contained in:
Matthias
2023-04-16 18:16:16 +02:00
parent 6bc8759321 501a290f81
commit 9caa74c796
25 changed files with 948 additions and 416 deletions
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.github/workflows/ci.yml
+3 -3
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@@ -57,7 +57,7 @@ jobs:
- name: Installation - *nix
if: runner.os == 'Linux'
run: |
python -m pip install --upgrade pip wheel
python -m pip install --upgrade pip==23.0.1 wheel
export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
export TA_LIBRARY_PATH=${HOME}/dependencies/lib
export TA_INCLUDE_PATH=${HOME}/dependencies/include
@@ -163,7 +163,7 @@ jobs:
rm /usr/local/bin/python3.11-config || true
brew install hdf5 c-blosc
python -m pip install --upgrade pip wheel
python -m pip install --upgrade pip==23.0.1 wheel
export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
export TA_LIBRARY_PATH=${HOME}/dependencies/lib
export TA_INCLUDE_PATH=${HOME}/dependencies/include
@@ -352,7 +352,7 @@ jobs:
- name: Installation - *nix
if: runner.os == 'Linux'
run: |
python -m pip install --upgrade pip wheel
python -m pip install --upgrade pip==23.0.1 wheel
export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
export TA_LIBRARY_PATH=${HOME}/dependencies/lib
export TA_INCLUDE_PATH=${HOME}/dependencies/include
Dockerfile
+1 -1
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@@ -25,7 +25,7 @@ FROM base as python-deps
RUN apt-get update \
&& apt-get -y install build-essential libssl-dev git libffi-dev libgfortran5 pkg-config cmake gcc \
&& apt-get clean \
&& pip install --upgrade pip
&& pip install --upgrade pip==23.0.1
# Install TA-lib
COPY build_helpers/* /tmp/
README.md
+1 -1
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@@ -210,6 +210,6 @@ To run this bot we recommend you a cloud instance with a minimum of:
- [Python >= 3.8](http://docs.python-guide.org/en/latest/starting/installation/)
- [pip](https://pip.pypa.io/en/stable/installing/)
- [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
- [TA-Lib](https://mrjbq7.github.io/ta-lib/install.html)
- [TA-Lib](https://ta-lib.github.io/ta-lib-python/)
- [virtualenv](https://virtualenv.pypa.io/en/stable/installation.html) (Recommended)
- [Docker](https://www.docker.com/products/docker) (Recommended)
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build_helpers/install_windows.ps1
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@@ -1,21 +1,21 @@
# Downloads don't work automatically, since the URL is regenerated via javascript.
# Downloaded from https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib
python -m pip install --upgrade pip wheel
python -m pip install --upgrade pip==23.0.1 wheel
$pyv = python -c "import sys; print(f'{sys.version_info.major}.{sys.version_info.minor}')"
if ($pyv -eq '3.8') {
pip install build_helpers\TA_Lib-0.4.25-cp38-cp38-win_amd64.whl
pip install build_helpers\TA_Lib-0.4.26-cp38-cp38-win_amd64.whl
}
if ($pyv -eq '3.9') {
pip install build_helpers\TA_Lib-0.4.25-cp39-cp39-win_amd64.whl
pip install build_helpers\TA_Lib-0.4.26-cp39-cp39-win_amd64.whl
}
if ($pyv -eq '3.10') {
pip install build_helpers\TA_Lib-0.4.25-cp310-cp310-win_amd64.whl
pip install build_helpers\TA_Lib-0.4.26-cp310-cp310-win_amd64.whl
}
if ($pyv -eq '3.11') {
pip install build_helpers\TA_Lib-0.4.25-cp311-cp311-win_amd64.whl
pip install build_helpers\TA_Lib-0.4.26-cp311-cp311-win_amd64.whl
}
pip install -r requirements-dev.txt
pip install -e .
docs/installation.md
+2 -2
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@@ -52,7 +52,7 @@ These requirements apply to both [Script Installation](#script-installation) and
* [pip](https://pip.pypa.io/en/stable/installing/)
* [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
* [virtualenv](https://virtualenv.pypa.io/en/stable/installation.html) (Recommended)
* [TA-Lib](https://mrjbq7.github.io/ta-lib/install.html) (install instructions [below](#install-ta-lib))
* [TA-Lib](https://ta-lib.github.io/ta-lib-python/) (install instructions [below](#install-ta-lib))
### Install code
@@ -210,7 +210,7 @@ sudo ./build_helpers/install_ta-lib.sh
##### TA-Lib manual installation
Official webpage: https://mrjbq7.github.io/ta-lib/install.html
[Official installation guide](https://ta-lib.github.io/ta-lib-python/install.html)
```bash
wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz
docs/windows_installation.md
+2 -4
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@@ -24,9 +24,9 @@ git clone https://github.com/freqtrade/freqtrade.git
Install ta-lib according to the [ta-lib documentation](https://github.com/mrjbq7/ta-lib#windows).
As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of unofficial pre-compiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which need to be downloaded and installed using `pip install TA_Lib-0.4.25-cp38-cp38-win_amd64.whl` (make sure to use the version matching your python version).
As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), Freqtrade provides these dependencies (in the binary wheel format) for the latest 3 Python versions (3.8, 3.9, 3.10 and 3.11) and for 64bit Windows.
These Wheels are also used by CI running on windows, and are therefore tested together with freqtrade.
Freqtrade provides these dependencies for the latest 3 Python versions (3.8, 3.9, 3.10 and 3.11) and for 64bit Windows.
Other versions must be downloaded from the above link.
``` powershell
@@ -45,8 +45,6 @@ freqtrade
The above installation script assumes you're using powershell on a 64bit windows.
Commands for the legacy CMD windows console may differ.
> Thanks [Owdr](https://github.com/Owdr) for the commands. Source: [Issue #222](https://github.com/freqtrade/freqtrade/issues/222)
### Error during installation on Windows
``` bash
freqtrade/exchange/binance_leverage_tiers.json
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freqtrade/exchange/exchange.py
+1 -1
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@@ -886,7 +886,7 @@ class Exchange:
'filled': _amount,
'remaining': 0.0,
'status': "closed",
'cost': (dry_order['amount'] * average) / leverage
'cost': (dry_order['amount'] * average)
})
# market orders will always incurr taker fees
dry_order = self.add_dry_order_fee(pair, dry_order, 'taker')
freqtrade/freqai/base_models/BasePyTorchRegressor.py
+1
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@@ -45,5 +45,6 @@ class BasePyTorchRegressor(BasePyTorchModel):
device=self.device
)
y = self.model.model(x)
y = y.cpu()
pred_df = DataFrame(y.detach().numpy(), columns=[dk.label_list[0]])
return (pred_df, dk.do_predict)
freqtrade/freqai/torch/PyTorchModelTrainer.py
+2 -2
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@@ -143,8 +143,8 @@ class PyTorchModelTrainer(PyTorchTrainerInterface):
"""
data_loader_dictionary = {}
for split in splits:
x = self.data_convertor.convert_x(data_dictionary[f"{split}_features"])
y = self.data_convertor.convert_y(data_dictionary[f"{split}_labels"])
x = self.data_convertor.convert_x(data_dictionary[f"{split}_features"], self.device)
y = self.data_convertor.convert_y(data_dictionary[f"{split}_labels"], self.device)
dataset = TensorDataset(*x, *y)
data_loader = DataLoader(
dataset,
freqtrade/rpc/telegram.py
+1 -4
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@@ -66,10 +66,7 @@ def authorized_only(command_handler: Callable[..., None]) -> Callable[..., Any]:
chat_id = int(self._config['telegram']['chat_id'])
if cchat_id != chat_id:
logger.info(
'Rejected unauthorized message from: %s',
update.message.chat_id
)
logger.info(f'Rejected unauthorized message from: {update.message.chat_id}')
return wrapper
# Rollback session to avoid getting data stored in a transaction.
Trade.rollback()
requirements.txt
+1 -1
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@@ -12,7 +12,7 @@ cachetools==4.2.2
requests==2.28.2
urllib3==1.26.15
jsonschema==4.17.3
TA-Lib==0.4.25
TA-Lib==0.4.26
technical==1.4.0
tabulate==0.9.0
pycoingecko==3.1.0
setup.sh
+1 -1
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@@ -50,7 +50,7 @@ function updateenv() {
SYS_ARCH=$(uname -m)
echo "pip install in-progress. Please wait..."
# Setuptools 65.5.0 is the last version that can install gym==0.21.0
${PYTHON} -m pip install --upgrade pip wheel setuptools==65.5.1
${PYTHON} -m pip install --upgrade pip==23.0.1 wheel setuptools==65.5.1
REQUIREMENTS_HYPEROPT=""
REQUIREMENTS_PLOT=""
REQUIREMENTS_FREQAI=""
tests/conftest.py
+1 -1
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@@ -504,7 +504,7 @@ def get_default_conf(testdatadir):
{"method": "StaticPairList"}
],
"telegram": {
"enabled": True,
"enabled": False,
"token": "token",
"chat_id": "0",
"notification_settings": {},
tests/exchange/test_exchange.py
+9 -4
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@@ -1255,9 +1255,10 @@ def test_create_dry_run_order_fees(
("buy", 29.563, True, True),
("sell", 21.563, True, True),
])
@pytest.mark.parametrize("leverage", [1, 2, 5])
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_create_dry_run_order_limit_fill(default_conf, mocker, side, price, filled, caplog,
exchange_name, order_book_l2_usd, converted):
exchange_name, order_book_l2_usd, converted, leverage):
default_conf['dry_run'] = True
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
mocker.patch.multiple(EXMS,
@@ -1271,7 +1272,7 @@ def test_create_dry_run_order_limit_fill(default_conf, mocker, side, price, fill
side=side,
amount=1,
rate=price,
leverage=1.0
leverage=leverage,
)
assert order_book_l2_usd.call_count == 1
assert 'id' in order
@@ -1295,6 +1296,7 @@ def test_create_dry_run_order_limit_fill(default_conf, mocker, side, price, fill
assert order_book_l2_usd.call_count == (1 if not filled else 0)
assert order_closed['status'] == ('open' if not filled else 'closed')
assert order_closed['filled'] == (0 if not filled else 1)
assert order_closed['cost'] == 1 * order_closed['average']
order_book_l2_usd.reset_mock()
@@ -1317,9 +1319,10 @@ def test_create_dry_run_order_limit_fill(default_conf, mocker, side, price, fill
("sell", 25.564, 1000, 25.5555), # More than orderbook return
("sell", 27, 10000, 25.65), # max-slippage 5%
])
@pytest.mark.parametrize("leverage", [1, 2, 5])
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_create_dry_run_order_market_fill(default_conf, mocker, side, rate, amount, endprice,
exchange_name, order_book_l2_usd):
exchange_name, order_book_l2_usd, leverage):
default_conf['dry_run'] = True
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
mocker.patch.multiple(EXMS,
@@ -1333,7 +1336,7 @@ def test_create_dry_run_order_market_fill(default_conf, mocker, side, rate, amou
side=side,
amount=amount,
rate=rate,
leverage=1.0
leverage=leverage,
)
assert 'id' in order
assert f'dry_run_{side}_' in order["id"]
@@ -1342,6 +1345,8 @@ def test_create_dry_run_order_market_fill(default_conf, mocker, side, rate, amou
assert order["symbol"] == "LTC/USDT"
assert order['status'] == 'closed'
assert order['filled'] == amount
assert order['amount'] == amount
assert pytest.approx(order['cost']) == amount * order['average']
assert round(order["average"], 4) == round(endprice, 4)
tests/rpc/test_rpc_manager.py
+7 -3
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@@ -28,6 +28,7 @@ def test_init_telegram_disabled(mocker, default_conf, caplog) -> None:
def test_init_telegram_enabled(mocker, default_conf, caplog) -> None:
caplog.set_level(logging.DEBUG)
default_conf['telegram']['enabled'] = True
mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
rpc_manager = RPCManager(get_patched_freqtradebot(mocker, default_conf))
@@ -52,6 +53,7 @@ def test_cleanup_telegram_disabled(mocker, default_conf, caplog) -> None:
def test_cleanup_telegram_enabled(mocker, default_conf, caplog) -> None:
caplog.set_level(logging.DEBUG)
default_conf['telegram']['enabled'] = True
mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
telegram_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.cleanup', MagicMock())
@@ -85,7 +87,7 @@ def test_send_msg_telegram_disabled(mocker, default_conf, caplog) -> None:
def test_send_msg_telegram_error(mocker, default_conf, caplog) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', side_effect=ValueError())
default_conf['telegram']['enabled'] = True
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
rpc_manager = RPCManager(freqtradebot)
rpc_manager.send_msg({
@@ -99,6 +101,7 @@ def test_send_msg_telegram_error(mocker, default_conf, caplog) -> None:
def test_process_msg_queue(mocker, default_conf, caplog) -> None:
telegram_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg')
default_conf['telegram']['enabled'] = True
default_conf['telegram']['allow_custom_messages'] = True
mocker.patch('freqtrade.rpc.telegram.Telegram._init')
@@ -115,9 +118,9 @@ def test_process_msg_queue(mocker, default_conf, caplog) -> None:
def test_send_msg_telegram_enabled(mocker, default_conf, caplog) -> None:
default_conf['telegram']['enabled'] = True
telegram_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg')
mocker.patch('freqtrade.rpc.telegram.Telegram._init')
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
rpc_manager = RPCManager(freqtradebot)
rpc_manager.send_msg({
@@ -166,7 +169,8 @@ def test_send_msg_webhook_CustomMessagetype(mocker, default_conf, caplog) -> Non
caplog)
def test_startupmessages_telegram_enabled(mocker, default_conf, caplog) -> None:
def test_startupmessages_telegram_enabled(mocker, default_conf) -> None:
default_conf['telegram']['enabled'] = True
telegram_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock())
mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
tests/rpc/test_rpc_telegram.py
+7
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@@ -36,6 +36,13 @@ from tests.conftest import (CURRENT_TEST_STRATEGY, EXMS, create_mock_trades,
patch_exchange, patch_get_signal, patch_whitelist)
@pytest.fixture
def default_conf(default_conf) -> dict:
# Telegram is enabled by default
default_conf['telegram']['enabled'] = True
return default_conf
class DummyCls(Telegram):
"""
Dummy class for testing the Telegram @authorized_only decorator