Merge branch 'dev' into alpha

Drakkar-Software · Jun 1, 2018 · e1518ef · e1518ef
2 parents 035d9ff + 176f35f
commit e1518ef
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diff --git a/README.md b/README.md
@@ -1,4 +1,4 @@
-# OctoBot [0.0.12-alpha](https://github.com/Drakkar-Software/OctoBot/tree/dev/docs/CHANGELOG.md)
+# OctoBot [0.1.0-beta](https://github.com/Drakkar-Software/OctoBot/tree/dev/docs/CHANGELOG.md)
 [![Codacy Badge](https://api.codacy.com/project/badge/Grade/c83a127c42ba4a389ca86a92fba7c53c)](https://www.codacy.com/app/paul.bouquet/OctoBot?utm_source=github.com&amp;utm_medium=referral&amp;utm_content=Drakkar-Software/OctoBot&amp;utm_campaign=Badge_Grade) [![Build Status](https://api.travis-ci.org/Drakkar-Software/OctoBot.svg?branch=dev)](https://travis-ci.org/Drakkar-Software/OctoBot) [![Coverage Status](https://coveralls.io/repos/github/Drakkar-Software/OctoBot/badge.svg?branch=dev)](https://coveralls.io/github/Drakkar-Software/OctoBot?branch=dev) [![Code Factor](https://www.codefactor.io/repository/github/Drakkar-Software/OctoBot/badge)](https://www.codefactor.io/repository/github/Drakkar-Software/OctoBot/overview/dev) [![Build Status](https://semaphoreci.com/api/v1/herklos/octobot/branches/dev/shields_badge.svg)](https://semaphoreci.com/herklos/octobot) [![Codefresh build status]( https://g.codefresh.io/api/badges/build?repoOwner=Drakkar-Software&repoName=OctoBot&branch=dev&pipelineName=OctoBot&accountName=herklos_marketplace&type=cf-1)]( https://g.codefresh.io/repositories/Drakkar-Software/OctoBot/builds?filter=trigger:build;branch:dev;service:5b06a377435197b088b1757a~OctoBot)
 <p align="center">
 <img src="../assets/octopus.svg" alt="Octobot Logo" height="400" width="400">

diff --git a/config/cst.py b/config/cst.py
@@ -1,8 +1,8 @@
 from enum import Enum
 
-SHORT_VERSION = "0.0.12"
-REV_VERSION = "3"
-VERSION_DEV_PHASE = "alpha"
+SHORT_VERSION = "0.1.0"
+REV_VERSION = "0"
+VERSION_DEV_PHASE = "beta"
 VERSION = "{0}-{1}".format(SHORT_VERSION, VERSION_DEV_PHASE)
 LONG_VERSION = "{0}_{1}-{2}".format(SHORT_VERSION, REV_VERSION, VERSION_DEV_PHASE)
 
@@ -203,6 +203,9 @@ class TimeFrames(Enum):
     ONE_MONTH = "1M"
 
 
+MIN_EVAL_TIME_FRAME = TimeFrames.FIVE_MINUTES
+
+
 TimeFramesMinutes = {
     TimeFrames.ONE_MINUTE: 1,
     TimeFrames.THREE_MINUTES: 3,

diff --git a/config/specific_evaluator_config/GoogleTrendStatsEvaluator.json b/config/specific_evaluator_config/GoogleTrendStatsEvaluator.json
@@ -1,4 +1,4 @@
 {
-  "refresh_rate_seconds" : 3600,
+  "refresh_rate_seconds" : 86400,
   "relevant_history_months" : 3
 }
diff --git a/docs/CHANGELOG.md b/docs/CHANGELOG.md
@@ -6,11 +6,23 @@ Changelog for 0.1.0-beta
 - Config : "packages" root key renamed to "tentacles"
 
 # Concerned issues :
-    #181 [Telegram] Pause and resume trading
+    #108 [RoadMap] format RoadMap into an attractive image
+    #109 [RoadMap] add RoadMap tracker on ReadMe.md
+    #136 [Tests] Improve trading tests coverage
+    #139 [Tests] Improve evaluator management tests coverage
+    #156 [Documentation] Add documentation for evaluator management classes
+    #163 [Exchanges Tests] implement web sockets for binance tests
+    #164 [ReadMe] make readme sexy !
     #174 Renaming CryptoBot to Octobot
+    #181 [Telegram] Pause and resume trading
+    #183 Can't create order when order already on exchange on bot start
+    #186 [Twitter Interface] Some notifications are not sent to Twitter website
 
 # New features :
     - Telegram pause / resume trading
+    - Beautiful README and logo
+    - Create roadmap
+    - Improve tests coverage
 
 # Bug fix :
     - Fix negative portfolio in simulation

diff --git a/docs/install/windows/windows_installer.bat b/docs/install/windows/windows_installer.bat
@@ -11,6 +11,10 @@ set TA_LIB_WIN64=https://github.com/Drakkar-Software/OctoBot/releases/download/0
 set TWISTED_WIN32=https://github.com/Drakkar-Software/OctoBot/releases/download/0.0.12-alpha/Twisted-18.4.0-cp36-cp36m-win32.whl
 set TWISTED_WIN64=https://github.com/Drakkar-Software/OctoBot/releases/download/0.0.12-alpha/Twisted-18.4.0-cp36-cp36m-win_amd64.whl
 
+REM TEST INSTALL
+%python_cmd% --version 2>NUL
+if errorlevel 1 goto errorNoPython
+
 REM REQUIREMENTS
 echo **Installing dependencies...**
 REM ARCH AMD64
@@ -37,4 +41,11 @@ copy default_evaluator_config.json evaluator_config.json
 REM BOT MODULES INSTALL
 echo **Installing modules...**
 cd ..
-%python_cmd% start.py -p install all
+%python_cmd% start.py -p install all
+
+REM Once done, exit the batch file -- skips executing the errorNoPython section
+goto:eof
+
+:errorNoPython
+echo.
+echo Error^: Python not installed (check https://github.com/Drakkar-Software/OctoBot/wiki/Installation)
diff --git a/docs/roadmap/.keep b/docs/roadmap/.keep
diff --git a/docs/roadmap/v0.odp b/docs/roadmap/v0.odp
diff --git a/docs/roadmap/v0.pptx b/docs/roadmap/v0.pptx
diff --git a/evaluator/RealTime/realtime_evaluator.py b/evaluator/RealTime/realtime_evaluator.py
@@ -103,7 +103,7 @@ def _define_refresh_time(self):
 
     def set_default_config(self):
         time_frames = self.exchange.get_exchange_manager().get_config_time_frame()
-        min_time_frame = TimeFrameManager.find_min_time_frame(time_frames)
+        min_time_frame = TimeFrameManager.find_min_time_frame(time_frames, MIN_EVAL_TIME_FRAME)
         refresh_rate = DEFAULT_WEBSOCKET_REAL_TIME_EVALUATOR_REFRESH_RATE_SECONDS if \
             self.exchange.get_exchange_manager().websocket_available() \
             else DEFAULT_REST_REAL_TIME_EVALUATOR_REFRESH_RATE_SECONDS

diff --git a/setup.py b/setup.py
@@ -23,15 +23,13 @@
     # TODO  tests_require=[],
     # TODO  extras_require={},
     classifiers=[
-        'Development Status :: 3 - Alpha',
+        'Development Status :: 4 - Beta',
         'License :: OSI Approved :: MIT License',
         'Operating System :: OS Independent',
         'Operating System :: MacOS :: MacOS X',
         'Operating System :: Microsoft :: Windows',
         'Operating System :: POSIX',
         'Programming Language :: Python',
-        'Programming Language :: Python :: 3.3',
-        'Programming Language :: Python :: 3.4',
         'Programming Language :: Python :: 3.5',
         'Programming Language :: Python :: 3.6',
     ],

diff --git a/tests/static/evaluator_config.json b/tests/static/evaluator_config.json
@@ -7,7 +7,7 @@
   "ADXMomentumEvaluator": true,
 
 
-  "InstantFluctuationsEvaluator": true,
+  "InstantFluctuationsEvaluator": false,
 
 
   "TwitterNewsEvaluator": false,

diff --git a/tests/unit_tests/evaluator_tests/test_evaluator_matrix.py b/tests/unit_tests/evaluator_tests/test_evaluator_matrix.py
@@ -2,7 +2,7 @@
 
 from evaluator.evaluator_matrix import EvaluatorMatrix
 from tests.test_utils.config import load_test_config
-from config.cst import EvaluatorMatrixTypes
+from config.cst import EvaluatorMatrixTypes, TimeFrames
 
 
 def _get_tools():
@@ -21,13 +21,15 @@ def test_init():
 
 
 def test_set_get_eval():
-    matrix_inst, matrix, config = _get_tools()
+    time_frames = [None, TimeFrames.ONE_HOUR]
     values = [1, 1.02, math.pi, math.nan]
-    for value in values:
-        for matrix_type in EvaluatorMatrixTypes:
-            key = "{}{}".format(matrix_type, value)
-            matrix_inst.set_eval(matrix_type, key, value)
-            if math.isnan(value):
-                assert matrix_inst.get_eval_note(matrix, matrix_type, key) is None
-            else:
-                assert matrix_inst.get_eval_note(matrix, matrix_type, key) == value
+    for time_frame in time_frames:
+        matrix_inst, matrix, config = _get_tools()
+        for value in values:
+            for matrix_type in EvaluatorMatrixTypes:
+                key = "{}{}".format(matrix_type, value)
+                matrix_inst.set_eval(matrix_type, key, value, time_frame)
+                if math.isnan(value):
+                    assert matrix_inst.get_eval_note(matrix, matrix_type, key, time_frame) is None
+                else:
+                    assert matrix_inst.get_eval_note(matrix, matrix_type, key, time_frame) == value
diff --git a/tests/unit_tests/evaluator_tests/test_symbol_evaluator.py b/tests/unit_tests/evaluator_tests/test_symbol_evaluator.py
@@ -0,0 +1,51 @@
+import ccxt
+
+from trading.exchanges.exchange_manager import ExchangeManager
+from evaluator.symbol_evaluator import SymbolEvaluator
+from trading.trader.trader_simulator import TraderSimulator
+from evaluator.cryptocurrency_evaluator import CryptocurrencyEvaluator
+from evaluator.evaluator_creator import EvaluatorCreator
+from tests.test_utils.config import load_test_config
+from evaluator.Util.advanced_manager import AdvancedManager
+from trading.trader.portfolio import Portfolio
+from evaluator.Updaters.symbol_time_frames_updater import SymbolTimeFramesDataUpdaterThread
+from evaluator.evaluator_threads_manager import EvaluatorThreadsManager
+from config.cst import TimeFrames
+
+
+def _get_tools():
+    symbol = "BTC/USDT"
+    exchange_traders = {}
+    exchange_traders2 = {}
+    config = load_test_config()
+    time_frame = TimeFrames.ONE_HOUR
+    AdvancedManager.create_class_list(config)
+    symbol_time_frame_updater_thread = SymbolTimeFramesDataUpdaterThread()
+    exchange_manager = ExchangeManager(config, ccxt.binance, is_simulated=True)
+    exchange_inst = exchange_manager.get_exchange()
+    trader_inst = TraderSimulator(config, exchange_inst, 0.3)
+    trader_inst.stop_order_manager()
+    trader_inst2 = TraderSimulator(config, exchange_inst, 0.3)
+    trader_inst2.stop_order_manager()
+    crypto_currency_evaluator = CryptocurrencyEvaluator(config, "Bitcoin", [])
+    symbol_evaluator = SymbolEvaluator(config, symbol, crypto_currency_evaluator)
+    exchange_traders[exchange_inst.get_name()] = trader_inst
+    exchange_traders2[exchange_inst.get_name()] = trader_inst2
+    symbol_evaluator.set_trader_simulators(exchange_traders)
+    symbol_evaluator.set_traders(exchange_traders2)
+    symbol_evaluator.strategies_eval_lists[exchange_inst.get_name()] = EvaluatorCreator.create_strategies_eval_list(
+        config)
+    evaluator_thread_manager = EvaluatorThreadsManager(config, symbol, time_frame, symbol_time_frame_updater_thread,
+                                                       symbol_evaluator, exchange_inst, [])
+    trader_inst.portfolio.portfolio["USDT"] = {
+        Portfolio.TOTAL: 2000,
+        Portfolio.AVAILABLE: 2000
+    }
+    symbol_evaluator.add_evaluator_thread_manager(exchange_inst, symbol, time_frame, evaluator_thread_manager)
+    return symbol_evaluator, exchange_inst, time_frame, evaluator_thread_manager
+
+
+def test_init():
+    symbol_evaluator, exchange_inst, time_frame, evaluator_thread_manager = _get_tools()
+    assert symbol_evaluator.evaluator_order_creator
+    assert symbol_evaluator.evaluator_thread_managers[exchange_inst.get_name()][time_frame] == evaluator_thread_manager
diff --git a/tools/asynchronous_server.py b/tools/asynchronous_server.py
@@ -1,4 +1,5 @@
 import threading
+import logging
 from queue import Queue
 
 
@@ -22,5 +23,7 @@ def process_queue(self):
         try:
             while not self.queue.empty():
                 self.callback_method(*self.queue.get())
+        except Exception as e:
+            logging.getLogger(self.__class__.__name__).error("Error while processing queue: {0}".format(e))
         finally:
             self.is_computing = False
diff --git a/tools/time_frame_manager.py b/tools/time_frame_manager.py
@@ -36,12 +36,19 @@ def get_previous_time_frame(config_time_frames, time_frame, origin_time_frame):
                 return origin_time_frame
 
     @staticmethod
-    def find_min_time_frame(time_frames):
+    def find_min_time_frame(time_frames, min_time_frame=None):
+        tf_list = time_frames
+        if time_frames and isinstance(next(iter(time_frames)), TimeFrames):
+            tf_list = [t.value for t in time_frames]
+        min_index = 0
+        if min_time_frame:
+            min_index = TimeFrameManager.TimeFramesRank.index(min_time_frame)
         # TimeFramesRank is the ordered list of timeframes
-        for tf in TimeFrameManager.TimeFramesRank:
-            if tf in time_frames:
+        for index, tf in enumerate(TimeFrameManager.TimeFramesRank):
+            tf_val = tf.value
+            if index >= min_index and tf_val in tf_list:
                 try:
-                    return TimeFrames(tf)
+                    return TimeFrames(tf_val)
                 except ValueError:
                     pass
-        return TimeFrames.ONE_MINUTE
+        return min_time_frame
diff --git a/trading/exchanges/exchange_manager.py b/trading/exchanges/exchange_manager.py
@@ -91,7 +91,7 @@ def _set_config_time_frame(self):
             if self.time_frame_exists(time_frame.value):
                 self.time_frames.append(time_frame)
         # add shortest timeframe for realtime evaluators
-        client_shortest_time_frame = TimeFrameManager.find_min_time_frame(self.client_time_frames)
+        client_shortest_time_frame = TimeFrameManager.find_min_time_frame(self.client_time_frames, MIN_EVAL_TIME_FRAME)
         if client_shortest_time_frame not in self.time_frames:
             self.time_frames.append(client_shortest_time_frame)
 

diff --git a/trading/trader/trader.py b/trading/trader/trader.py
@@ -110,39 +110,50 @@ def create_order_instance(self, order_type, symbol, current_price, quantity,
         return order
 
     def create_order(self, order, portfolio, loaded=False):
+        linked_to = None
+
+        new_order = order
+
+        # if this order is linked to another (ex : a sell limit order with a stop loss order)
+        if new_order.linked_to is not None:
+            new_order.linked_to.add_linked_order(new_order)
+            linked_to = new_order.linked_to
+
         if not loaded:
-            if not self.simulate and not self.check_if_self_managed(order.get_order_type()):
-                new_order = self.exchange.create_order(order.get_order_type(),
-                                                       order.get_order_symbol(),
-                                                       order.get_origin_quantity(),
-                                                       order.get_origin_price(),
-                                                       order.origin_stop_price)
+            if not self.simulate and not self.check_if_self_managed(new_order.get_order_type()):
+                created_order = self.exchange.create_order(new_order.get_order_type(),
+                                                           new_order.get_order_symbol(),
+                                                           new_order.get_origin_quantity(),
+                                                           new_order.get_origin_price(),
+                                                           new_order.origin_stop_price)
 
                 # get real order from exchange
-                order = self.parse_exchange_order_to_order_instance(new_order)
+                new_order = self.parse_exchange_order_to_order_instance(created_order)
+
+                # rebind order notifier to new order instance
+                new_order.order_notifier = order.get_order_notifier()
 
             # update the availability of the currency in the portfolio
-            portfolio.update_portfolio_available(order, is_new_order=True)
+            portfolio.update_portfolio_available(new_order, is_new_order=True)
 
             title = "Order creation"
         else:
             title = "Order loaded"
 
         self.logger.info("{0} : {1} | {2} | Price : {3} | Quantity : {4}".format(title,
-                                                                                 order.get_order_symbol(),
-                                                                                 order.get_order_type(),
-                                                                                 order.get_origin_price(),
-                                                                                 order.get_origin_quantity()))
+                                                                                 new_order.get_order_symbol(),
+                                                                                 new_order.get_order_type(),
+                                                                                 new_order.get_origin_price(),
+                                                                                 new_order.get_origin_quantity()))
 
         # notify order manager of a new open order
-        self.order_manager.add_order_to_list(order)
-
-        # if this order is linked to another (ex : a sell limit order with a stop loss order)
-        if order.linked_to is not None:
-            order.linked_to.add_linked_order(order)
-            order.add_linked_order(order.linked_to)
+        self.order_manager.add_order_to_list(new_order)
 
-        return order
+        # if this order is linked to another
+        if linked_to is not None:
+            new_order.add_linked_order(linked_to)
+
+        return new_order
 
     def cancel_order(self, order):
         with order as odr: