Merge branch 'release/0.13.0'

MANIFEST.in

@@ -1,7 +1,5 @@
 include LICENSE
 include README.md
 include config.json.example
-include freqtrade/exchange/*.py
-include freqtrade/rpc/*.py
-include freqtrade/tests/*.py
+recursive-include freqtrade *.py
 include freqtrade/tests/testdata/*.json

freqtrade/__init__.py

@@ -1,3 +1,3 @@
-__version__ = '0.12.0'
+__version__ = '0.13.0'
 
 from . import main

freqtrade/analyze.py

@@ -4,26 +4,28 @@
 
 import arrow
 import talib.abstract as ta
-from pandas import DataFrame
+from pandas import DataFrame, to_datetime
 
 from freqtrade import exchange
 from freqtrade.exchange import Bittrex, get_ticker_history
+from freqtrade.vendor.qtpylib.indicators import awesome_oscillator
 
 logging.basicConfig(level=logging.DEBUG,
                     format='%(asctime)s - %(name)s - %(levelname)s - %(message)s')
 logger = logging.getLogger(__name__)
 
 
-def parse_ticker_dataframe(ticker: list, minimum_date: arrow.Arrow) -> DataFrame:
+def parse_ticker_dataframe(ticker: list) -> DataFrame:
     """
     Analyses the trend for the given pair
     :param pair: pair as str in format BTC_ETH or BTC-ETH
     :return: DataFrame
     """
     df = DataFrame(ticker) \
         .drop('BV', 1) \
-        .rename(columns={'C':'close', 'V':'volume', 'O':'open', 'H':'high', 'L':'low', 'T':'date'}) \
-        .sort_values('date')
+        .rename(columns={'C':'close', 'V':'volume', 'O':'open', 'H':'high', 'L':'low', 'T':'date'})
+    df['date'] = to_datetime(df['date'], utc=True, infer_datetime_format=True)
+    df.sort_values('date', inplace=True)
     return df
 
 
@@ -41,6 +43,17 @@ def populate_indicators(dataframe: DataFrame) -> DataFrame:
     dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
     dataframe['mfi'] = ta.MFI(dataframe)
     dataframe['cci'] = ta.CCI(dataframe)
+    dataframe['rsi'] = ta.RSI(dataframe)
+    dataframe['mom'] = ta.MOM(dataframe)
+    dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5)
+    dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
+    dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50)
+    dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100)
+    dataframe['ao'] = awesome_oscillator(dataframe)
+    macd = ta.MACD(dataframe)
+    dataframe['macd'] = macd['macd']
+    dataframe['macdsignal'] = macd['macdsignal']
+    dataframe['macdhist'] = macd['macdhist']
     return dataframe
 
 
@@ -50,14 +63,14 @@ def populate_buy_trend(dataframe: DataFrame) -> DataFrame:
     :param dataframe: DataFrame
     :return: DataFrame with buy column
     """
-    dataframe.loc[
+    dataframe.ix[
         (dataframe['close'] < dataframe['sma']) &
         (dataframe['tema'] <= dataframe['blower']) &
         (dataframe['mfi'] < 25) &
         (dataframe['fastd'] < 25) &
         (dataframe['adx'] > 30),
         'buy'] = 1
-    dataframe.loc[dataframe['buy'] == 1, 'buy_price'] = dataframe['close']
+    dataframe.ix[dataframe['buy'] == 1, 'buy_price'] = dataframe['close']
 
     return dataframe
 
@@ -70,7 +83,7 @@ def analyze_ticker(pair: str) -> DataFrame:
     """
     minimum_date = arrow.utcnow().shift(hours=-24)
     data = get_ticker_history(pair, minimum_date)
-    dataframe = parse_ticker_dataframe(data['result'], minimum_date)
+    dataframe = parse_ticker_dataframe(data['result'])
 
     if dataframe.empty:
         logger.warning('Empty dataframe for pair %s', pair)

freqtrade/exchange/__init__.py

@@ -85,6 +85,10 @@ def get_balance(currency: str) -> float:
     return EXCHANGE.get_balance(currency)
 
 
+def get_balances():
+    return EXCHANGE.get_balances()
+
+
 def get_ticker(pair: str) -> dict:
     return EXCHANGE.get_ticker(pair)
 

freqtrade/exchange/bittrex.py

@@ -54,6 +54,12 @@ def get_balance(self, currency: str) -> float:
             raise RuntimeError('{}: {}'.format(self.name.upper(), data['message']))
         return float(data['result']['Balance'] or 0.0)
 
+    def get_balances(self):
+        data = _API.get_balances()
+        if not data['success']:
+            raise RuntimeError('{}: {}'.format(self.name.upper(), data['message']))
+        return data['result']
+
     def get_ticker(self, pair: str) -> dict:
         data = _API.get_ticker(pair.replace('_', '-'))
         if not data['success']:

freqtrade/exchange/interface.py

@@ -49,6 +49,21 @@ def get_balance(self, currency: str) -> float:
         :return: float
         """
 
+    @abstractmethod
+    def get_balances(self) -> List[dict]:
+        """
+        Gets account balances across currencies
+        :return: List of dicts, format: [
+          {
+            'Currency': str,
+            'Balance': float,
+            'Available': float,
+            'Pending': float,
+          }
+          ...
+        ]
+        """
+
     @abstractmethod
     def get_ticker(self, pair: str) -> dict:
         """

freqtrade/main.py

@@ -6,6 +6,7 @@
 import traceback
 from datetime import datetime
 from typing import Dict, Optional
+from signal import signal, SIGINT, SIGABRT, SIGTERM
 
 from jsonschema import validate
 
@@ -223,6 +224,23 @@ def init(config: dict, db_url: Optional[str] = None) -> None:
     else:
         update_state(State.STOPPED)
 
+    # Register signal handlers
+    for sig in (SIGINT, SIGTERM, SIGABRT):
+        signal(sig, cleanup)
+
+
+def cleanup(*args, **kwargs) -> None:
+    """
+    Cleanup the application state und finish all pending tasks
+    :return: None
+    """
+    telegram.send_msg('*Status:* `Stopping trader...`')
+    logger.info('Stopping trader and cleaning up modules...')
+    update_state(State.STOPPED)
+    persistence.cleanup()
+    telegram.cleanup()
+    exit(0)
+
 
 def app(config: dict) -> None:
     """
@@ -251,10 +269,10 @@ def app(config: dict) -> None:
                 time.sleep(exchange.EXCHANGE.sleep_time)
             old_state = new_state
     except RuntimeError:
-        telegram.send_msg('*Status:* Got RuntimeError: ```\n{}\n```'.format(traceback.format_exc()))
+        telegram.send_msg(
+            '*Status:* Got RuntimeError:\n```\n{}\n```'.format(traceback.format_exc())
+        )
         logger.exception('RuntimeError. Trader stopped!')
-    finally:
-        telegram.send_msg('*Status:* `Trader has stopped`')
 
 
 def main():

freqtrade/persistence.py

@@ -5,7 +5,6 @@
 from sqlalchemy.ext.declarative import declarative_base
 from sqlalchemy.orm.scoping import scoped_session
 from sqlalchemy.orm.session import sessionmaker
-from sqlalchemy.types import Enum
 
 from freqtrade import exchange
 
@@ -37,6 +36,14 @@ def init(config: dict, db_url: Optional[str] = None) -> None:
     Base.metadata.create_all(engine)
 
 
+def cleanup() -> None:
+    """
+    Flushes all pending operations to disk.
+    :return: None
+    """
+    Trade.session.flush()
+
+
 class Trade(Base):
     __tablename__ = 'trades'
 

freqtrade/rpc/telegram.py

@@ -17,7 +17,7 @@
 logging.getLogger('telegram').setLevel(logging.INFO)
 logger = logging.getLogger(__name__)
 
-_updater = None
+_updater: Updater = None
 _CONF = {}
 
 
@@ -41,6 +41,7 @@ def init(config: dict) -> None:
     handles = [
         CommandHandler('status', _status),
         CommandHandler('profit', _profit),
+        CommandHandler('balance', _balance),
         CommandHandler('start', _start),
         CommandHandler('stop', _stop),
         CommandHandler('forcesell', _forcesell),
@@ -61,6 +62,14 @@ def init(config: dict) -> None:
     )
 
 
+def cleanup() -> None:
+    """
+    Stops all running telegram threads.
+    :return: None
+    """
+    _updater.stop()
+
+
 def authorized_only(command_handler: Callable[[Bot, Update], None]) -> Callable[..., Any]:
     """
     Decorator to check if the message comes from the correct chat_id
@@ -194,6 +203,27 @@ def _profit(bot: Bot, update: Update) -> None:
     send_msg(markdown_msg, bot=bot)
 
 
+@authorized_only
+def _balance(bot: Bot, update: Update) -> None:
+    """
+    Handler for /balance
+    Returns current account balance per crypto
+    """
+    output = ""
+    balances = exchange.get_balances()
+    for currency in balances:
+        if not currency['Balance'] and not currency['Available'] and not currency['Pending']:
+            continue
+        output += """*Currency*: {Currency}
+*Available*: {Available}
+*Balance*: {Balance}
+*Pending*: {Pending}
+
+""".format(**currency)
+
+    send_msg(output)
+
+
 @authorized_only
 def _start(bot: Bot, update: Update) -> None:
     """
@@ -318,6 +348,7 @@ def _help(bot: Bot, update: Update) -> None:
 */profit:* `Lists cumulative profit from all finished trades`
 */forcesell <trade_id>:* `Instantly sells the given trade, regardless of profit`
 */performance:* `Show performance of each finished trade grouped by pair`
+*/balance:* `Show account balance per currency`
 */help:* `This help message`
     """
     send_msg(message, bot=bot)

freqtrade/tests/test_analyze.py

@@ -1,47 +1,41 @@
 # pragma pylint: disable=missing-docstring
+from datetime import datetime
+import json
 import pytest
-import arrow
 from pandas import DataFrame
 
 from freqtrade.analyze import parse_ticker_dataframe, populate_buy_trend, populate_indicators, \
     get_buy_signal
 
-RESULT_BITTREX = {
-    'success': True,
-    'message': '',
-    'result': [
-        {'O': 0.00065311, 'H': 0.00065311, 'L': 0.00065311, 'C': 0.00065311, 'V': 22.17210568, 'T': '2017-08-30T10:40:00', 'BV': 0.01448082},
-        {'O': 0.00066194, 'H': 0.00066195, 'L': 0.00066194, 'C': 0.00066195, 'V': 33.4727437, 'T': '2017-08-30T10:34:00', 'BV': 0.02215696},
-        {'O': 0.00065311, 'H': 0.00065311, 'L': 0.00065311, 'C': 0.00065311, 'V': 53.85127609, 'T': '2017-08-30T10:37:00', 'BV': 0.0351708},
-        {'O': 0.00066194, 'H': 0.00066194, 'L': 0.00065311, 'C': 0.00065311, 'V': 46.29210665, 'T': '2017-08-30T10:42:00', 'BV': 0.03063118},
-    ]
-}
 
 @pytest.fixture
 def result():
-    return parse_ticker_dataframe(RESULT_BITTREX['result'], arrow.get('2017-08-30T10:00:00'))
+    with open('freqtrade/tests/testdata/btc-eth.json') as data_file:
+        data = json.load(data_file)
+
+    return parse_ticker_dataframe(data['result'])
+
 
 def test_dataframe_has_correct_columns(result):
     assert result.columns.tolist() == \
                         ['close', 'high', 'low', 'open', 'date', 'volume']
 
-def test_orders_by_date(result):
-    assert result['date'].tolist() == \
-                        ['2017-08-30T10:34:00',
-                        '2017-08-30T10:37:00',
-                        '2017-08-30T10:40:00',
-                        '2017-08-30T10:42:00']
+
+def test_dataframe_has_correct_length(result):
+    assert len(result.index) == 5751
+
 
 def test_populates_buy_trend(result):
     dataframe = populate_buy_trend(populate_indicators(result))
     assert 'buy' in dataframe.columns
     assert 'buy_price' in dataframe.columns
 
+
 def test_returns_latest_buy_signal(mocker):
-    buydf = DataFrame([{'buy': 1, 'date': arrow.utcnow()}])
+    buydf = DataFrame([{'buy': 1, 'date': datetime.today()}])
     mocker.patch('freqtrade.analyze.analyze_ticker', return_value=buydf)
     assert get_buy_signal('BTC-ETH')
 
-    buydf = DataFrame([{'buy': 0, 'date': arrow.utcnow()}])
+    buydf = DataFrame([{'buy': 0, 'date': datetime.today()}])
     mocker.patch('freqtrade.analyze.analyze_ticker', return_value=buydf)
     assert not get_buy_signal('BTC-ETH')