diff --git a/docs/configuration.md b/docs/configuration.md
index 7405fc92e..87005ac74 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -81,14 +81,14 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `exchange.key` | API key to use for the exchange. Only required when you are in production mode.
**Keep it in secret, do not disclose publicly.**
**Datatype:** String
| `exchange.secret` | API secret to use for the exchange. Only required when you are in production mode.
**Keep it in secret, do not disclose publicly.**
**Datatype:** String
| `exchange.password` | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests.
**Keep it in secret, do not disclose publicly.**
**Datatype:** String
-| `exchange.pair_whitelist` | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used by VolumePairList (see [below](#dynamic-pairlists)).
**Datatype:** List
-| `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#dynamic-pairlists)).
**Datatype:** List
+| `exchange.pair_whitelist` | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used by VolumePairList (see [below](#pairlists-and-pairlist-handlers)).
**Datatype:** List
+| `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#pairlists-and-pairlist-handlers)).
**Datatype:** List
| `exchange.ccxt_config` | Additional CCXT parameters passed to the regular ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
**Datatype:** Dict
| `exchange.ccxt_async_config` | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
**Datatype:** Dict
| `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded.
*Defaults to `60` minutes.*
**Datatype:** Positive Integer
| `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation.
| `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now.
*Defaults to `true`.*
**Datatype:** Boolean
-| `pairlists` | Define one or more pairlists to be used. [More information below](#dynamic-pairlists).
*Defaults to `StaticPairList`.*
**Datatype:** List of Dicts
+| `pairlists` | Define one or more pairlists to be used. [More information below](#pairlists-and-pairlist-handlers).
*Defaults to `StaticPairList`.*
**Datatype:** List of Dicts
| `telegram.enabled` | Enable the usage of Telegram.
**Datatype:** Boolean
| `telegram.token` | Your Telegram bot token. Only required if `telegram.enabled` is `true`.
**Keep it in secret, do not disclose publicly.**
**Datatype:** String
| `telegram.chat_id` | Your personal Telegram account id. Only required if `telegram.enabled` is `true`.
**Keep it in secret, do not disclose publicly.**
**Datatype:** String
@@ -549,18 +549,19 @@ A fixed slot (mirroring `bid_strategy.order_book_top`) can be defined by setting
When not using orderbook (`ask_strategy.use_order_book=False`), the price at the `ask_strategy.price_side` side (defaults to `"ask"`) from the ticker will be used as the sell price.
-## Pairlists
+## Pairlists and Pairlist Handlers
-Pairlists define the list of pairs that the bot should trade.
-There are [`StaticPairList`](#static-pair-list) and dynamic Whitelists available.
+Pairlist Handlers define the list of pairs (pairlist) that the bot should trade. They are configured in the `pairlists` section of the configuration settings.
-[`PrecisionFilter`](#precision-filter) and [`PriceFilter`](#price-pair-filter) act as filters, removing low-value pairs.
+In your configuration, you can use Static Pairlist (defined by the [`StaticPairList`](#static-pair-list) Pairlist Handler) and Dynamic Pairlist (defined by the [`VolumePairList`](#volume-pair-list) Pairlist Handler).
-All pairlists can be chained, and a combination of all pairlists will become your new whitelist. Pairlists are executed in the sequence they are configured. You should always configure either `StaticPairList` or `DynamicPairList` as starting pairlists.
+Additionaly, [`PrecisionFilter`](#precision-filter), [`PriceFilter`](#price-pair-filter) and [`SpreadFilter`](#spread-pair-filter) act as Pairlist Filters, removing certain pairs.
-Inactive markets and blacklisted pairs are always removed from the resulting `pair_whitelist`.
+If multiple Pairlist Handlers are used, they are chained and a combination of all Pairlist Handlers forms the resulting pairlist the bot uses for trading and backtesting. Pairlist Handlers are executed in the sequence they are configured. You should always configure either `StaticPairList` or `VolumePairList` as the starting Pairlist Handler.
-### Available Pairlists
+Inactive markets are always removed from the resulting pairlist. Explicitly blacklisted pairs (those in the `pair_blacklist` configuration setting) are also always removed from the resulting pairlist.
+
+### Available Pairlist Handlers
* [`StaticPairList`](#static-pair-list) (default, if not configured differently)
* [`VolumePairList`](#volume-pair-list)
@@ -569,7 +570,7 @@ Inactive markets and blacklisted pairs are always removed from the resulting `pa
* [`SpreadFilter`](#spread-filter)
!!! Tip "Testing pairlists"
- Pairlist configurations can be quite tricky to get right. Best use the [`test-pairlist`](utils.md#test-pairlist) subcommand to test your configuration quickly.
+ Pairlist configurations can be quite tricky to get right. Best use the [`test-pairlist`](utils.md#test-pairlist) utility subcommand to test your configuration quickly.
#### Static Pair List
@@ -585,13 +586,15 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis
#### Volume Pair List
-`VolumePairList` selects `number_assets` top pairs based on `sort_key`, which can only be `quoteVolume`.
+`VolumePairList` employs sorting/filtering of pairs by their trading volume. I selects `number_assets` top pairs with sorting based on the `sort_key` (which can only be `quoteVolume`).
-`VolumePairList` considers outputs of previous pairlists unless it's the first configured pairlist, it does not consider `pair_whitelist`, but selects the top assets from all available markets (with matching stake-currency) on the exchange.
+When used in the chain of Pairlist Handlers in a non-leading position (after StaticPairList and other Pairlist Filters), `VolumePairList` considers outputs of previous Pairlist Handlers, adding its sorting/selection of the pairs by the trading volume.
-`refresh_period` allows setting the period (in seconds), at which the pairlist will be refreshed. Defaults to 1800s (30 minutes).
+When used on the leading position of the chain of Pairlist Handlers, it does not consider `pair_whitelist` configuration setting, but selects the top assets from all available markets (with matching stake-currency) on the exchange.
-`VolumePairList` is based on the ticker data, as reported by the ccxt library:
+The `refresh_period` setting allows to define the period (in seconds), at which the pairlist will be refreshed. Defaults to 1800s (30 minutes).
+
+`VolumePairList` is based on the ticker data from exchange, as reported by the ccxt library:
* The `quoteVolume` is the amount of quote (stake) currency traded (bought or sold) in last 24 hours.
@@ -604,30 +607,34 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis
],
```
-#### Precision Filter
+#### PrecisionFilter
-Filters low-value coins which would not allow setting a stoploss.
+Filters low-value coins which would not allow setting stoplosses.
-#### Price Pair Filter
+#### PriceFilter
The `PriceFilter` allows filtering of pairs by price.
-Currently, only `low_price_ratio` is implemented, where a raise of 1 price unit (pip) is below the `low_price_ratio` ratio.
+
+Currently, only `low_price_ratio` setting is implemented, where a raise of 1 price unit (pip) is below the `low_price_ratio` ratio.
This option is disabled by default, and will only apply if set to <> 0.
-Calculation example:
-Min price precision is 8 decimals. If price is 0.00000011 - one step would be 0.00000012 - which is almost 10% higher than the previous value.
+Calculation example:
-These pairs are dangerous since it may be impossible to place the desired stoploss - and often result in high losses.
+Min price precision is 8 decimals. If price is 0.00000011 - one step would be 0.00000012 - which is almost 10% higher than the previous value.
-#### Spread Filter
+These pairs are dangerous since it may be impossible to place the desired stoploss - and often result in high losses. Here is what the PriceFilters takes over.
+
+#### SpreadFilter
Removes pairs that have a difference between asks and bids above the specified ratio (default `0.005`).
+
Example:
-If `DOGE/BTC` maximum bid is 0.00000026 and minimum ask is 0.00000027 the ratio is calculated as: `1 - bid/ask ~= 0.037` which is `> 0.005`
-### Full Pairlist example
+If `DOGE/BTC` maximum bid is 0.00000026 and minimum ask is 0.00000027 the ratio is calculated as: `1 - bid/ask ~= 0.037` which is `> 0.005`
-The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting by `quoteVolume` and applies both [`PrecisionFilter`](#precision-filter) and [`PriceFilter`](#price-pair-filter), filtering all assets where 1 priceunit is > 1%.
+### Full example of Pairlist Handlers
+
+The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting pairs by `quoteVolume` and applies both [`PrecisionFilter`](#precision-filter) and [`PriceFilter`](#price-pair-filter), filtering all assets where 1 priceunit is > 1%.
```json
"exchange": {
diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index c121dec64..485cd50cf 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,2 +1,2 @@
-mkdocs-material==5.1.6
+mkdocs-material==5.1.7
mdx_truly_sane_lists==1.2
diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py
index 58ac6ec27..87098f53c 100644
--- a/freqtrade/commands/build_config_commands.py
+++ b/freqtrade/commands/build_config_commands.py
@@ -163,7 +163,7 @@ def deploy_new_config(config_path: Path, selections: Dict[str, Any]) -> None:
)
except TemplateNotFound:
selections['exchange'] = render_template(
- templatefile=f"subtemplates/exchange_generic.j2",
+ templatefile="subtemplates/exchange_generic.j2",
arguments=selections
)
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index a8f2ffdba..ee9208c33 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -372,8 +372,8 @@ AVAILABLE_CLI_OPTIONS = {
),
"timeframes": Arg(
'-t', '--timeframes',
- help=f'Specify which tickers to download. Space-separated list. '
- f'Default: `1m 5m`.',
+ help='Specify which tickers to download. Space-separated list. '
+ 'Default: `1m 5m`.',
choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h',
'6h', '8h', '12h', '1d', '3d', '1w'],
default=['1m', '5m'],
diff --git a/freqtrade/commands/deploy_commands.py b/freqtrade/commands/deploy_commands.py
index a29ba346f..86562fa7c 100644
--- a/freqtrade/commands/deploy_commands.py
+++ b/freqtrade/commands/deploy_commands.py
@@ -51,7 +51,7 @@ def deploy_new_strategy(strategy_name: str, strategy_path: Path, subtemplate: st
)
additional_methods = render_template_with_fallback(
templatefile=f"subtemplates/strategy_methods_{subtemplate}.j2",
- templatefallbackfile=f"subtemplates/strategy_methods_empty.j2",
+ templatefallbackfile="subtemplates/strategy_methods_empty.j2",
)
strategy_text = render_template(templatefile='base_strategy.py.j2',
diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index 7ada4f642..ef03307cc 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -5,7 +5,7 @@ including ticker and orderbook data, live and historical candle (OHLCV) data
Common Interface for bot and strategy to access data.
"""
import logging
-from typing import Any, Dict, List, Optional, Tuple
+from typing import Any, Dict, List, Optional
from pandas import DataFrame
@@ -13,6 +13,8 @@ from freqtrade.data.history import load_pair_history
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.exchange import Exchange
from freqtrade.state import RunMode
+from freqtrade.typing import ListPairsWithTimeframes
+
logger = logging.getLogger(__name__)
@@ -25,8 +27,8 @@ class DataProvider:
self._pairlists = pairlists
def refresh(self,
- pairlist: List[Tuple[str, str]],
- helping_pairs: List[Tuple[str, str]] = None) -> None:
+ pairlist: ListPairsWithTimeframes,
+ helping_pairs: ListPairsWithTimeframes = None) -> None:
"""
Refresh data, called with each cycle
"""
@@ -36,7 +38,7 @@ class DataProvider:
self._exchange.refresh_latest_ohlcv(pairlist)
@property
- def available_pairs(self) -> List[Tuple[str, str]]:
+ def available_pairs(self) -> ListPairsWithTimeframes:
"""
Return a list of tuples containing (pair, timeframe) for which data is currently cached.
Should be whitelist + open trades.
diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py
index b38ed35a3..a10d41247 100644
--- a/freqtrade/exchange/common.py
+++ b/freqtrade/exchange/common.py
@@ -1,6 +1,6 @@
import logging
-from freqtrade.exceptions import DependencyException, TemporaryError
+from freqtrade.exceptions import TemporaryError
logger = logging.getLogger(__name__)
@@ -93,7 +93,7 @@ def retrier_async(f):
count = kwargs.pop('count', API_RETRY_COUNT)
try:
return await f(*args, **kwargs)
- except (TemporaryError, DependencyException) as ex:
+ except TemporaryError as ex:
logger.warning('%s() returned exception: "%s"', f.__name__, ex)
if count > 0:
count -= 1
@@ -111,7 +111,7 @@ def retrier(f):
count = kwargs.pop('count', API_RETRY_COUNT)
try:
return f(*args, **kwargs)
- except (TemporaryError, DependencyException) as ex:
+ except TemporaryError as ex:
logger.warning('%s() returned exception: "%s"', f.__name__, ex)
if count > 0:
count -= 1
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 6ad7ad582..c60eb766a 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -23,6 +23,7 @@ from freqtrade.exceptions import (DependencyException, InvalidOrderException,
OperationalException, TemporaryError)
from freqtrade.exchange.common import BAD_EXCHANGES, retrier, retrier_async
from freqtrade.misc import deep_merge_dicts, safe_value_fallback
+from freqtrade.typing import ListPairsWithTimeframes
CcxtModuleType = Any
@@ -366,8 +367,7 @@ class Exchange:
f"Invalid timeframe '{timeframe}'. This exchange supports: {self.timeframes}")
if timeframe and timeframe_to_minutes(timeframe) < 1:
- raise OperationalException(
- f"Timeframes < 1m are currently not supported by Freqtrade.")
+ raise OperationalException("Timeframes < 1m are currently not supported by Freqtrade.")
def validate_ordertypes(self, order_types: Dict) -> None:
"""
@@ -676,7 +676,7 @@ class Exchange:
logger.info("Downloaded data for %s with length %s.", pair, len(data))
return data
- def refresh_latest_ohlcv(self, pair_list: List[Tuple[str, str]]) -> List[Tuple[str, List]]:
+ def refresh_latest_ohlcv(self, pair_list: ListPairsWithTimeframes) -> List[Tuple[str, List]]:
"""
Refresh in-memory OHLCV asynchronously and set `_klines` with the result
Loops asynchronously over pair_list and downloads all pairs async (semi-parallel).
diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py
index 243f1a6d6..932d82a27 100644
--- a/freqtrade/exchange/kraken.py
+++ b/freqtrade/exchange/kraken.py
@@ -7,7 +7,7 @@ import ccxt
from freqtrade.exceptions import (DependencyException, InvalidOrderException,
OperationalException, TemporaryError)
from freqtrade.exchange import Exchange
-from freqtrade.exchange.exchange import retrier
+from freqtrade.exchange.common import retrier
logger = logging.getLogger(__name__)
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index a6d32d8fe..d5d512e78 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -7,7 +7,7 @@ import traceback
from datetime import datetime
from math import isclose
from threading import Lock
-from typing import Any, Dict, List, Optional, Tuple
+from typing import Any, Dict, List, Optional
import arrow
from cachetools import TTLCache
@@ -84,7 +84,7 @@ class FreqtradeBot:
self.edge = Edge(self.config, self.exchange, self.strategy) if \
self.config.get('edge', {}).get('enabled', False) else None
- self.active_pair_whitelist = self._refresh_whitelist()
+ self.active_pair_whitelist = self._refresh_active_whitelist()
# Set initial bot state from config
initial_state = self.config.get('initial_state')
@@ -145,10 +145,10 @@ class FreqtradeBot:
# Query trades from persistence layer
trades = Trade.get_open_trades()
- self.active_pair_whitelist = self._refresh_whitelist(trades)
+ self.active_pair_whitelist = self._refresh_active_whitelist(trades)
# Refreshing candles
- self.dataprovider.refresh(self._create_pair_whitelist(self.active_pair_whitelist),
+ self.dataprovider.refresh(self.pairlists.create_pair_list(self.active_pair_whitelist),
self.strategy.informative_pairs())
with self._sell_lock:
@@ -175,9 +175,10 @@ class FreqtradeBot:
if self.config['cancel_open_orders_on_exit']:
self.cancel_all_open_orders()
- def _refresh_whitelist(self, trades: List[Trade] = []) -> List[str]:
+ def _refresh_active_whitelist(self, trades: List[Trade] = []) -> List[str]:
"""
- Refresh whitelist from pairlist or edge and extend it with trades.
+ Refresh active whitelist from pairlist or edge and extend it with
+ pairs that have open trades.
"""
# Refresh whitelist
self.pairlists.refresh_pairlist()
@@ -194,12 +195,6 @@ class FreqtradeBot:
_whitelist.extend([trade.pair for trade in trades if trade.pair not in _whitelist])
return _whitelist
- def _create_pair_whitelist(self, pairs: List[str]) -> List[Tuple[str, str]]:
- """
- Create pair-whitelist tuple with (pair, ticker_interval)
- """
- return [(pair, self.config['ticker_interval']) for pair in pairs]
-
def get_free_open_trades(self):
"""
Return the number of free open trades slots or 0 if
diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py
index e20fb3577..981e9915e 100644
--- a/freqtrade/pairlist/VolumePairList.py
+++ b/freqtrade/pairlist/VolumePairList.py
@@ -25,7 +25,7 @@ class VolumePairList(IPairList):
if 'number_assets' not in self._pairlistconfig:
raise OperationalException(
- f'`number_assets` not specified. Please check your configuration '
+ '`number_assets` not specified. Please check your configuration '
'for "pairlist.config.number_assets"')
self._stake_currency = config['stake_currency']
diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py
index b01f1342b..78a6a9668 100644
--- a/freqtrade/pairlist/pairlistmanager.py
+++ b/freqtrade/pairlist/pairlistmanager.py
@@ -10,6 +10,7 @@ from cachetools import TTLCache, cached
from freqtrade.exceptions import OperationalException
from freqtrade.pairlist.IPairList import IPairList
from freqtrade.resolvers import PairListResolver
+from freqtrade.typing import ListPairsWithTimeframes
logger = logging.getLogger(__name__)
@@ -107,3 +108,9 @@ class PairListManager():
pairlist.remove(p)
return pairlist
+
+ def create_pair_list(self, pairs: List[str], timeframe: str = None) -> ListPairsWithTimeframes:
+ """
+ Create list of pair tuples with (pair, ticker_interval)
+ """
+ return [(pair, timeframe or self._config['ticker_interval']) for pair in pairs]
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 3f6d0729d..21f54de50 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -545,5 +545,5 @@ class RPC:
def _rpc_edge(self) -> List[Dict[str, Any]]:
""" Returns information related to Edge """
if not self._freqtrade.edge:
- raise RPCException(f'Edge is not enabled.')
+ raise RPCException('Edge is not enabled.')
return self._freqtrade.edge.accepted_pairs()
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 1d7ebb21a..dfda15a26 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -234,7 +234,7 @@ class Telegram(RPC):
lines.append("*Open Order:* `{open_order}`")
# Filter empty lines using list-comprehension
- messages.append("\n".join([l for l in lines if l]).format(**r))
+ messages.append("\n".join([line for line in lines if line]).format(**r))
for msg in messages:
self._send_msg(msg)
@@ -289,7 +289,7 @@ class Telegram(RPC):
'Day',
f'Profit {stake_cur}',
f'Profit {fiat_disp_cur}',
- f'Trades',
+ 'Trades',
],
tablefmt='simple')
message = f'Daily Profit over the last {timescale} days:\n{stats_tab}'
diff --git a/freqtrade/rpc/webhook.py b/freqtrade/rpc/webhook.py
index 1309663d4..322d990ee 100644
--- a/freqtrade/rpc/webhook.py
+++ b/freqtrade/rpc/webhook.py
@@ -47,9 +47,9 @@ class Webhook(RPC):
valuedict = self._config['webhook'].get('webhooksell', None)
elif msg['type'] == RPCMessageType.SELL_CANCEL_NOTIFICATION:
valuedict = self._config['webhook'].get('webhooksellcancel', None)
- elif msg['type'] in(RPCMessageType.STATUS_NOTIFICATION,
- RPCMessageType.CUSTOM_NOTIFICATION,
- RPCMessageType.WARNING_NOTIFICATION):
+ elif msg['type'] in (RPCMessageType.STATUS_NOTIFICATION,
+ RPCMessageType.CUSTOM_NOTIFICATION,
+ RPCMessageType.WARNING_NOTIFICATION):
valuedict = self._config['webhook'].get('webhookstatus', None)
else:
raise NotImplementedError('Unknown message type: {}'.format(msg['type']))
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 6268b8a43..8031c7932 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -7,7 +7,7 @@ import warnings
from abc import ABC, abstractmethod
from datetime import datetime, timezone
from enum import Enum
-from typing import Dict, List, NamedTuple, Optional, Tuple
+from typing import Dict, NamedTuple, Optional, Tuple
import arrow
from pandas import DataFrame
@@ -17,8 +17,10 @@ from freqtrade.exceptions import StrategyError
from freqtrade.exchange import timeframe_to_minutes
from freqtrade.persistence import Trade
from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
+from freqtrade.typing import ListPairsWithTimeframes
from freqtrade.wallets import Wallets
+
logger = logging.getLogger(__name__)
@@ -185,7 +187,7 @@ class IStrategy(ABC):
"""
return False
- def informative_pairs(self) -> List[Tuple[str, str]]:
+ def informative_pairs(self) -> ListPairsWithTimeframes:
"""
Define additional, informative pair/interval combinations to be cached from the exchange.
These pair/interval combinations are non-tradeable, unless they are part
diff --git a/freqtrade/typing.py b/freqtrade/typing.py
new file mode 100644
index 000000000..3cb7cf816
--- /dev/null
+++ b/freqtrade/typing.py
@@ -0,0 +1,8 @@
+"""
+Common Freqtrade types
+"""
+
+from typing import List, Tuple
+
+# List of pairs with their timeframes
+ListPairsWithTimeframes = List[Tuple[str, str]]
diff --git a/freqtrade/worker.py b/freqtrade/worker.py
index 55cf30d16..3f5ab734e 100755
--- a/freqtrade/worker.py
+++ b/freqtrade/worker.py
@@ -37,9 +37,7 @@ class Worker:
self._heartbeat_msg: float = 0
# Tell systemd that we completed initialization phase
- if self._sd_notify:
- logger.debug("sd_notify: READY=1")
- self._sd_notify.notify("READY=1")
+ self._notify("READY=1")
def _init(self, reconfig: bool) -> None:
"""
@@ -60,6 +58,15 @@ class Worker:
self._sd_notify = sdnotify.SystemdNotifier() if \
self._config.get('internals', {}).get('sd_notify', False) else None
+ def _notify(self, message: str) -> None:
+ """
+ Removes the need to verify in all occurances if sd_notify is enabled
+ :param message: Message to send to systemd if it's enabled.
+ """
+ if self._sd_notify:
+ logger.debug(f"sd_notify: {message}")
+ self._sd_notify.notify(message)
+
def run(self) -> None:
state = None
while True:
@@ -89,17 +96,13 @@ class Worker:
if state == State.STOPPED:
# Ping systemd watchdog before sleeping in the stopped state
- if self._sd_notify:
- logger.debug("sd_notify: WATCHDOG=1\\nSTATUS=State: STOPPED.")
- self._sd_notify.notify("WATCHDOG=1\nSTATUS=State: STOPPED.")
+ self._notify("WATCHDOG=1\nSTATUS=State: STOPPED.")
self._throttle(func=self._process_stopped, throttle_secs=self._throttle_secs)
elif state == State.RUNNING:
# Ping systemd watchdog before throttling
- if self._sd_notify:
- logger.debug("sd_notify: WATCHDOG=1\\nSTATUS=State: RUNNING.")
- self._sd_notify.notify("WATCHDOG=1\nSTATUS=State: RUNNING.")
+ self._notify("WATCHDOG=1\nSTATUS=State: RUNNING.")
self._throttle(func=self._process_running, throttle_secs=self._throttle_secs)
@@ -154,9 +157,7 @@ class Worker:
replaces it with the new instance
"""
# Tell systemd that we initiated reconfiguration
- if self._sd_notify:
- logger.debug("sd_notify: RELOADING=1")
- self._sd_notify.notify("RELOADING=1")
+ self._notify("RELOADING=1")
# Clean up current freqtrade modules
self.freqtrade.cleanup()
@@ -167,15 +168,11 @@ class Worker:
self.freqtrade.notify_status('config reloaded')
# Tell systemd that we completed reconfiguration
- if self._sd_notify:
- logger.debug("sd_notify: READY=1")
- self._sd_notify.notify("READY=1")
+ self._notify("READY=1")
def exit(self) -> None:
# Tell systemd that we are exiting now
- if self._sd_notify:
- logger.debug("sd_notify: STOPPING=1")
- self._sd_notify.notify("STOPPING=1")
+ self._notify("STOPPING=1")
if self.freqtrade:
self.freqtrade.notify_status('process died')
diff --git a/requirements-common.txt b/requirements-common.txt
index 017974c9e..a2038d95e 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,7 +1,7 @@
# requirements without requirements installable via conda
# mainly used for Raspberry pi installs
-ccxt==1.27.49
-SQLAlchemy==1.3.16
+ccxt==1.27.91
+SQLAlchemy==1.3.17
python-telegram-bot==12.7
arrow==0.15.6
cachetools==4.1.0
diff --git a/requirements-dev.txt b/requirements-dev.txt
index 616ca20f9..a37ac42ae 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -4,7 +4,7 @@
-r requirements-hyperopt.txt
coveralls==2.0.0
-flake8==3.7.9
+flake8==3.8.1
flake8-type-annotations==0.1.0
flake8-tidy-imports==4.1.0
mypy==0.770
diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index 9afd07357..c3dda6c4b 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -6,5 +6,5 @@ scipy==1.4.1
scikit-learn==0.22.2.post1
scikit-optimize==0.7.4
filelock==3.0.12
-joblib==0.14.1
+joblib==0.15.1
progressbar2==3.51.3
diff --git a/tests/conftest.py b/tests/conftest.py
index 36c60e27e..971f7a5fa 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -92,7 +92,7 @@ def patch_wallet(mocker, free=999.9) -> None:
def patch_whitelist(mocker, conf) -> None:
- mocker.patch('freqtrade.freqtradebot.FreqtradeBot._refresh_whitelist',
+ mocker.patch('freqtrade.freqtradebot.FreqtradeBot._refresh_active_whitelist',
MagicMock(return_value=conf['exchange']['pair_whitelist']))
@@ -1705,7 +1705,7 @@ def hyperopt_results():
{
'loss': 0.4366182531161519,
'params_dict': {
- 'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1190, 'roi_t2': 541, 'roi_t3': 408, 'roi_p1': 0.026035863879169705, 'roi_p2': 0.12508730043628782, 'roi_p3': 0.27766427921605896, 'stoploss': -0.2562930402099556}, # noqa: E501
+ 'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1190, 'roi_t2': 541, 'roi_t3': 408, 'roi_p1': 0.026035863879169705, 'roi_p2': 0.12508730043628782, 'roi_p3': 0.27766427921605896, 'stoploss': -0.2562930402099556}, # noqa: E501
'params_details': {'buy': {'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.4287874435315165, 408: 0.15112316431545753, 949: 0.026035863879169705, 2139: 0}, 'stoploss': {'stoploss': -0.2562930402099556}}, # noqa: E501
'results_metrics': {'trade_count': 2, 'avg_profit': -1.254995, 'total_profit': -0.00125625, 'profit': -2.50999, 'duration': 3930.0}, # noqa: E501
'results_explanation': ' 2 trades. Avg profit -1.25%. Total profit -0.00125625 BTC ( -2.51Σ%). Avg duration 3930.0 min.', # noqa: E501
@@ -1716,11 +1716,12 @@ def hyperopt_results():
}, {
'loss': 20.0,
'params_dict': {
- 'mfi-value': 17, 'fastd-value': 38, 'adx-value': 48, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 334, 'roi_t2': 683, 'roi_t3': 140, 'roi_p1': 0.06403981740598495, 'roi_p2': 0.055519840060645045, 'roi_p3': 0.3253712811342459, 'stoploss': -0.338070047333259}, # noqa: E501
- 'params_details': {'buy': {'mfi-value': 17, 'fastd-value': 38, 'adx-value': 48, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, # noqa: E501
- 'sell': {'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, # noqa: E501
- 'roi': {0: 0.4449309386008759, 140: 0.11955965746663, 823: 0.06403981740598495, 1157: 0}, # noqa: E501
- 'stoploss': {'stoploss': -0.338070047333259}},
+ 'mfi-value': 17, 'fastd-value': 38, 'adx-value': 48, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 334, 'roi_t2': 683, 'roi_t3': 140, 'roi_p1': 0.06403981740598495, 'roi_p2': 0.055519840060645045, 'roi_p3': 0.3253712811342459, 'stoploss': -0.338070047333259}, # noqa: E501
+ 'params_details': {
+ 'buy': {'mfi-value': 17, 'fastd-value': 38, 'adx-value': 48, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, # noqa: E501
+ 'sell': {'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, # noqa: E501
+ 'roi': {0: 0.4449309386008759, 140: 0.11955965746663, 823: 0.06403981740598495, 1157: 0}, # noqa: E501
+ 'stoploss': {'stoploss': -0.338070047333259}},
'results_metrics': {'trade_count': 1, 'avg_profit': 0.12357, 'total_profit': 6.185e-05, 'profit': 0.12357, 'duration': 1200.0}, # noqa: E501
'results_explanation': ' 1 trades. Avg profit 0.12%. Total profit 0.00006185 BTC ( 0.12Σ%). Avg duration 1200.0 min.', # noqa: E501
'total_profit': 6.185e-05,
@@ -1767,8 +1768,9 @@ def hyperopt_results():
}, {
'loss': 4.713497421432944,
'params_dict': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower', 'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 771, 'roi_t2': 620, 'roi_t3': 145, 'roi_p1': 0.0586919200378493, 'roi_p2': 0.04984118697312542, 'roi_p3': 0.37521058680247044, 'stoploss': -0.14613268022709905}, # noqa: E501
- 'params_details': {'buy': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.4837436938134452, 145: 0.10853310701097472, 765: 0.0586919200378493, 1536: 0}, # noqa: E501
- 'stoploss': {'stoploss': -0.14613268022709905}}, # noqa: E501
+ 'params_details': {
+ 'buy': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.4837436938134452, 145: 0.10853310701097472, 765: 0.0586919200378493, 1536: 0}, # noqa: E501
+ 'stoploss': {'stoploss': -0.14613268022709905}}, # noqa: E501
'results_metrics': {'trade_count': 318, 'avg_profit': -0.39833954716981146, 'total_profit': -0.06339929, 'profit': -126.67197600000004, 'duration': 3140.377358490566}, # noqa: E501
'results_explanation': ' 318 trades. Avg profit -0.40%. Total profit -0.06339929 BTC (-126.67Σ%). Avg duration 3140.4 min.', # noqa: E501
'total_profit': -0.06339929,
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index aa42950e2..7b1e9ddaa 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -517,9 +517,9 @@ def test_validate_pairs_restricted(default_conf, mocker, caplog):
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
Exchange(default_conf)
- assert log_has(f"Pair XRP/BTC is restricted for some users on this exchange."
- f"Please check if you are impacted by this restriction "
- f"on the exchange and eventually remove XRP/BTC from your whitelist.", caplog)
+ assert log_has("Pair XRP/BTC is restricted for some users on this exchange."
+ "Please check if you are impacted by this restriction "
+ "on the exchange and eventually remove XRP/BTC from your whitelist.", caplog)
def test_validate_pairs_stakecompatibility(default_conf, mocker, caplog):
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 093cbf966..019914720 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -555,7 +555,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
"""
Buy every xth candle - sell every other xth -2 (hold on to pairs a bit)
"""
- if metadata['pair'] in('ETH/BTC', 'LTC/BTC'):
+ if metadata['pair'] in ('ETH/BTC', 'LTC/BTC'):
multi = 20
else:
multi = 18
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index cc8b9aa37..90e047954 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -820,7 +820,7 @@ def test_continue_hyperopt(mocker, default_conf, caplog):
Hyperopt(default_conf)
assert unlinkmock.call_count == 0
- assert log_has(f"Continuing on previous hyperopt results.", caplog)
+ assert log_has("Continuing on previous hyperopt results.", caplog)
def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 1c3a43e4b..63691dfb4 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -83,7 +83,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
} == results[0]
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
- MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
+ MagicMock(side_effect=DependencyException("Pair 'ETH/BTC' not available")))
results = rpc._rpc_trade_status()
assert isnan(results[0]['current_profit'])
assert isnan(results[0]['current_rate'])
@@ -167,7 +167,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
assert '-0.41% (-0.06)' == result[0][3]
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
- MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
+ MagicMock(side_effect=DependencyException("Pair 'ETH/BTC' not available")))
result, headers = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
assert 'instantly' == result[0][2]
assert 'ETH/BTC' in result[0][1]
@@ -319,7 +319,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
# Test non-available pair
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
- MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
+ MagicMock(side_effect=DependencyException("Pair 'ETH/BTC' not available")))
stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
assert stats['trade_count'] == 2
assert stats['first_trade_date'] == 'just now'
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index c89f1381e..edcbe4516 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -73,7 +73,7 @@ def test_load_config_file_error(default_conf, mocker, caplog) -> None:
mocker.patch('freqtrade.configuration.load_config.open', mocker.mock_open(read_data=filedata))
mocker.patch.object(Path, "read_text", MagicMock(return_value=filedata))
- with pytest.raises(OperationalException, match=f".*Please verify the following segment.*"):
+ with pytest.raises(OperationalException, match=r".*Please verify the following segment.*"):
load_config_file('somefile')
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index a1358abdc..9d9d133cc 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3153,10 +3153,8 @@ def test_trailing_stop_loss(default_conf, limit_buy_order, fee, caplog, mocker)
caplog.set_level(logging.DEBUG)
# Sell as trailing-stop is reached
assert freqtrade.handle_trade(trade) is True
- assert log_has(
- f"ETH/BTC - HIT STOP: current price at 0.000012, "
- f"stoploss is 0.000015, "
- f"initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
+ assert log_has("ETH/BTC - HIT STOP: current price at 0.000012, stoploss is 0.000015, "
+ "initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
@@ -3199,8 +3197,8 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee,
}))
# stop-loss not reached, adjusted stoploss
assert freqtrade.handle_trade(trade) is False
- assert log_has(f"ETH/BTC - Using positive stoploss: 0.01 offset: 0 profit: 0.2666%", caplog)
- assert log_has(f"ETH/BTC - Adjusting stoploss...", caplog)
+ assert log_has("ETH/BTC - Using positive stoploss: 0.01 offset: 0 profit: 0.2666%", caplog)
+ assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
assert trade.stop_loss == 0.0000138501
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
@@ -3256,9 +3254,8 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, fee,
}))
# stop-loss not reached, adjusted stoploss
assert freqtrade.handle_trade(trade) is False
- assert log_has(f"ETH/BTC - Using positive stoploss: 0.01 offset: 0.011 profit: 0.2666%",
- caplog)
- assert log_has(f"ETH/BTC - Adjusting stoploss...", caplog)
+ assert log_has("ETH/BTC - Using positive stoploss: 0.01 offset: 0.011 profit: 0.2666%", caplog)
+ assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
assert trade.stop_loss == 0.0000138501
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
@@ -3322,7 +3319,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, fee,
# stop-loss should not be adjusted as offset is not reached yet
assert freqtrade.handle_trade(trade) is False
- assert not log_has(f"ETH/BTC - Adjusting stoploss...", caplog)
+ assert not log_has("ETH/BTC - Adjusting stoploss...", caplog)
assert trade.stop_loss == 0.0000098910
# price rises above the offset (rises 12% when the offset is 5.5%)
@@ -3334,9 +3331,8 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, fee,
}))
assert freqtrade.handle_trade(trade) is False
- assert log_has(f"ETH/BTC - Using positive stoploss: 0.05 offset: 0.055 profit: 0.1218%",
- caplog)
- assert log_has(f"ETH/BTC - Adjusting stoploss...", caplog)
+ assert log_has("ETH/BTC - Using positive stoploss: 0.05 offset: 0.055 profit: 0.1218%", caplog)
+ assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
assert trade.stop_loss == 0.0000117705