Merge branch 'freqtrade:develop' into develop

freqtrade/exchange/exchange.py

@@ -2371,12 +2371,12 @@ class Exchange:
                 # Must fetch the leverage tiers for each market separately
                 # * This is slow(~45s) on Okx, makes ~90 api calls to load all linear swap markets
                 markets = self.markets
-                symbols = []
 
-                for symbol, market in markets.items():
+                symbols = [
+                    symbol for symbol, market in markets.items()
                     if (self.market_is_future(market)
-                            and market['quote'] == self._config['stake_currency']):
+                        and market['quote'] == self._config['stake_currency'])
-                        symbols.append(symbol)
+                ]
 
                 tiers: Dict[str, List[Dict]] = {}
 
@@ -2396,25 +2396,26 @@ class Exchange:
                 else:
                     logger.info("Using cached leverage_tiers.")
 
-                async def gather_results():
+                async def gather_results(input_coro):
                     return await asyncio.gather(*input_coro, return_exceptions=True)
 
                 for input_coro in chunks(coros, 100):
 
                     with self._loop_lock:
-                        results = self.loop.run_until_complete(gather_results())
+                        results = self.loop.run_until_complete(gather_results(input_coro))
 
-                    for symbol, res in results:
+                    for res in results:
-                        tiers[symbol] = res
+                        if isinstance(res, Exception):
+                            logger.warning(f"Leverage tier exception: {repr(res)}")
+                            continue
+                        symbol, tier = res
+                        tiers[symbol] = tier
                 if len(coros) > 0:
                     self.cache_leverage_tiers(tiers, self._config['stake_currency'])
                 logger.info(f"Done initializing {len(symbols)} markets.")
 
                 return tiers
-            else:
+        return {}
-                return {}
-        else:
-            return {}
 
     def cache_leverage_tiers(self, tiers: Dict[str, List[Dict]], stake_currency: str) -> None:
 
@@ -2430,14 +2431,17 @@ class Exchange:
     def load_cached_leverage_tiers(self, stake_currency: str) -> Optional[Dict[str, List[Dict]]]:
         filename = self._config['datadir'] / "futures" / f"leverage_tiers_{stake_currency}.json"
         if filename.is_file():
-            tiers = file_load_json(filename)
+            try:
-            updated = tiers.get('updated')
+                tiers = file_load_json(filename)
-            if updated:
+                updated = tiers.get('updated')
-                updated_dt = parser.parse(updated)
+                if updated:
-                if updated_dt < datetime.now(timezone.utc) - timedelta(weeks=4):
+                    updated_dt = parser.parse(updated)
-                    logger.info("Cached leverage tiers are outdated. Will update.")
+                    if updated_dt < datetime.now(timezone.utc) - timedelta(weeks=4):
-                    return None
+                        logger.info("Cached leverage tiers are outdated. Will update.")
-            return tiers['data']
+                        return None
+                return tiers['data']
+            except Exception:
+                logger.exception("Error loading cached leverage tiers. Refreshing.")
         return None
 
     def fill_leverage_tiers(self) -> None:

freqtrade/optimize/optimize_reports.py

@@ -273,7 +273,8 @@ def _get_resample_from_period(period: str) -> str:
     if period == 'day':
         return '1d'
     if period == 'week':
-        return '1w'
+        # Weekly defaulting to Monday.
+        return '1W-MON'
     if period == 'month':
         return '1M'
     raise ValueError(f"Period {period} is not supported.")

pyproject.toml

@@ -68,6 +68,9 @@ target-version = "py38"
 extend-select = [
   "C90",    # mccabe
   # "N",    # pep8-naming
+  "F",      # pyflakes
+  "E",      # pycodestyle
+  "W",      # pycodestyle
   "UP",     # pyupgrade
   "TID",    # flake8-tidy-imports
   # "EXE",  # flake8-executable

requirements.txt

@@ -2,7 +2,7 @@ numpy==1.24.2
 pandas==1.5.3
 pandas-ta==0.3.14b
 
-ccxt==3.0.59
+ccxt==3.0.69
 cryptography==40.0.2
 aiohttp==3.8.4
 SQLAlchemy==2.0.9

tests/exchange/test_okx.py

@@ -1,14 +1,14 @@
 from datetime import datetime, timedelta, timezone
 from pathlib import Path
-from unittest.mock import MagicMock, PropertyMock
+from unittest.mock import AsyncMock, MagicMock, PropertyMock
 
 import ccxt
 import pytest
 
 from freqtrade.enums import CandleType, MarginMode, TradingMode
-from freqtrade.exceptions import RetryableOrderError
+from freqtrade.exceptions import RetryableOrderError, TemporaryError
 from freqtrade.exchange.exchange import timeframe_to_minutes
-from tests.conftest import EXMS, get_mock_coro, get_patched_exchange, log_has
+from tests.conftest import EXMS, get_patched_exchange, log_has
 from tests.exchange.test_exchange import ccxt_exceptionhandlers
 
 
@@ -278,7 +278,7 @@ def test_load_leverage_tiers_okx(default_conf, mocker, markets, tmpdir, caplog,
         'fetchLeverageTiers': False,
         'fetchMarketLeverageTiers': True,
     })
-    api_mock.fetch_market_leverage_tiers = get_mock_coro(side_effect=[
+    api_mock.fetch_market_leverage_tiers = AsyncMock(side_effect=[
         [
             {
                 'tier': 1,
@@ -341,6 +341,7 @@ def test_load_leverage_tiers_okx(default_conf, mocker, markets, tmpdir, caplog,
                 }
             },
         ],
+        TemporaryError("this Failed"),
         [
             {
                 'tier': 1,

tests/optimize/test_optimize_reports.py

@@ -465,7 +465,7 @@ def test_generate_periodic_breakdown_stats(testdatadir):
 def test__get_resample_from_period():
 
     assert _get_resample_from_period('day') == '1d'
-    assert _get_resample_from_period('week') == '1w'
+    assert _get_resample_from_period('week') == '1W-MON'
     assert _get_resample_from_period('month') == '1M'
     with pytest.raises(ValueError, match=r"Period noooo is not supported."):
         _get_resample_from_period('noooo')