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hroff-1902
2019-12-05 01:08:38 +03:00
parent b20bea8492 8dd9b5c6fb
commit 017a94adc1
46 changed files with 927 additions and 414 deletions
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13
freqtrade/configuration/arguments.py
View File

@@ -37,6 +37,8 @@ ARGS_LIST_TIMEFRAMES = ["exchange", "print_one_column"]
ARGS_LIST_PAIRS = ["exchange", "print_list", "list_pairs_print_json", "print_one_column",
"print_csv", "base_currencies", "quote_currencies", "list_pairs_all"]
ARGS_TEST_PAIRLIST = ["config", "quote_currencies", "print_one_column", "list_pairs_print_json"]
ARGS_CREATE_USERDIR = ["user_data_dir", "reset"]
ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy", "template"]
@@ -69,6 +71,7 @@ class Arguments:
"""
Arguments Class. Manage the arguments received by the cli
"""
def __init__(self, args: Optional[List[str]]) -> None:
self.args = args
self._parsed_arg: Optional[argparse.Namespace] = None
@@ -129,7 +132,7 @@ class Arguments:
start_hyperopt_list, start_hyperopt_show,
start_list_exchanges, start_list_markets,
start_new_hyperopt, start_new_strategy,
start_list_timeframes, start_trading)
start_list_timeframes, start_test_pairlist, start_trading)
from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit
subparsers = self.parser.add_subparsers(dest='command',
@@ -218,6 +221,14 @@ class Arguments:
list_pairs_cmd.set_defaults(func=partial(start_list_markets, pairs_only=True))
self._build_args(optionlist=ARGS_LIST_PAIRS, parser=list_pairs_cmd)
# Add test-pairlist subcommand
test_pairlist_cmd = subparsers.add_parser(
'test-pairlist',
help='Test your pairlist configuration.',
)
test_pairlist_cmd.set_defaults(func=start_test_pairlist)
self._build_args(optionlist=ARGS_TEST_PAIRLIST, parser=test_pairlist_cmd)
# Add download-data subcommand
download_data_cmd = subparsers.add_parser(
'download-data',

10
freqtrade/configuration/cli_options.py
View File

@@ -48,7 +48,8 @@ AVAILABLE_CLI_OPTIONS = {
),
"logfile": Arg(
'--logfile',
help='Log to the file specified.',
help="Log to the file specified. Special values are: 'syslog', 'journald'. "
"See the documentation for more details.",
metavar='FILE',
),
"version": Arg(
@@ -195,11 +196,10 @@ AVAILABLE_CLI_OPTIONS = {
),
"spaces": Arg(
'--spaces',
help='Specify which parameters to hyperopt. Space-separated list. '
'Default: `%(default)s`.',
choices=['all', 'buy', 'sell', 'roi', 'stoploss'],
help='Specify which parameters to hyperopt. Space-separated list.',
choices=['all', 'buy', 'sell', 'roi', 'stoploss', 'trailing', 'default'],
nargs='+',
default='all',
default='default',
),
"print_all": Arg(
'--print-all',

5
freqtrade/configuration/config_validation.py
View File

@@ -61,11 +61,16 @@ def validate_config_consistency(conf: Dict[str, Any]) -> None:
:param conf: Config in JSON format
:return: Returns None if everything is ok, otherwise throw an OperationalException
"""
# validating trailing stoploss
_validate_trailing_stoploss(conf)
_validate_edge(conf)
_validate_whitelist(conf)
# validate configuration before returning
logger.info('Validating configuration ...')
validate_config_schema(conf)
def _validate_trailing_stoploss(conf: Dict[str, Any]) -> None:

8
freqtrade/configuration/configuration.py
View File

@@ -9,8 +9,6 @@ from typing import Any, Callable, Dict, List, Optional
from freqtrade import OperationalException, constants
from freqtrade.configuration.check_exchange import check_exchange
from freqtrade.configuration.config_validation import (validate_config_consistency,
validate_config_schema)
from freqtrade.configuration.deprecated_settings import process_temporary_deprecated_settings
from freqtrade.configuration.directory_operations import (create_datadir,
create_userdata_dir)
@@ -84,10 +82,6 @@ class Configuration:
if 'pairlists' not in config:
config['pairlists'] = []
# validate configuration before returning
logger.info('Validating configuration ...')
validate_config_schema(config)
return config
def load_config(self) -> Dict[str, Any]:
@@ -118,8 +112,6 @@ class Configuration:
process_temporary_deprecated_settings(config)
validate_config_consistency(config)
return config
def _process_logging_options(self, config: Dict[str, Any]) -> None:

57
freqtrade/constants.py
View File

@@ -6,7 +6,6 @@ bot constants
DEFAULT_CONFIG = 'config.json'
DEFAULT_EXCHANGE = 'bittrex'
PROCESS_THROTTLE_SECS = 5 # sec
DEFAULT_TICKER_INTERVAL = 5 # min
HYPEROPT_EPOCH = 100 # epochs
RETRY_TIMEOUT = 30 # sec
DEFAULT_HYPEROPT_LOSS = 'DefaultHyperOptLoss'
@@ -66,13 +65,13 @@ MINIMAL_CONFIG = {
CONF_SCHEMA = {
'type': 'object',
'properties': {
'max_open_trades': {'type': 'integer', 'minimum': -1},
'max_open_trades': {'type': ['integer', 'number'], 'minimum': -1},
'ticker_interval': {'type': 'string', 'enum': TIMEFRAMES},
'stake_currency': {'type': 'string', 'enum': ['BTC', 'XBT', 'ETH', 'USDT', 'EUR', 'USD']},
'stake_amount': {
"type": ["number", "string"],
"minimum": 0.0005,
"pattern": UNLIMITED_STAKE_AMOUNT
'type': ['number', 'string'],
'minimum': 0.0001,
'pattern': UNLIMITED_STAKE_AMOUNT
},
'fiat_display_currency': {'type': 'string', 'enum': SUPPORTED_FIAT},
'dry_run': {'type': 'boolean'},
@@ -94,8 +93,8 @@ CONF_SCHEMA = {
'unfilledtimeout': {
'type': 'object',
'properties': {
'buy': {'type': 'number', 'minimum': 3},
'sell': {'type': 'number', 'minimum': 10}
'buy': {'type': 'number', 'minimum': 1},
'sell': {'type': 'number', 'minimum': 1}
}
},
'bid_strategy': {
@@ -107,7 +106,7 @@ CONF_SCHEMA = {
'maximum': 1,
'exclusiveMaximum': False,
'use_order_book': {'type': 'boolean'},
'order_book_top': {'type': 'number', 'maximum': 20, 'minimum': 1},
'order_book_top': {'type': 'integer', 'maximum': 20, 'minimum': 1},
'check_depth_of_market': {
'type': 'object',
'properties': {
@@ -123,8 +122,8 @@ CONF_SCHEMA = {
'type': 'object',
'properties': {
'use_order_book': {'type': 'boolean'},
'order_book_min': {'type': 'number', 'minimum': 1},
'order_book_max': {'type': 'number', 'minimum': 1, 'maximum': 50},
'order_book_min': {'type': 'integer', 'minimum': 1},
'order_book_max': {'type': 'integer', 'minimum': 1, 'maximum': 50},
'use_sell_signal': {'type': 'boolean'},
'sell_profit_only': {'type': 'boolean'},
'ignore_roi_if_buy_signal': {'type': 'boolean'}
@@ -197,8 +196,8 @@ CONF_SCHEMA = {
'listen_ip_address': {'format': 'ipv4'},
'listen_port': {
'type': 'integer',
"minimum": 1024,
"maximum": 65535
'minimum': 1024,
'maximum': 65535
},
'username': {'type': 'string'},
'password': {'type': 'string'},
@@ -211,7 +210,7 @@ CONF_SCHEMA = {
'internals': {
'type': 'object',
'properties': {
'process_throttle_secs': {'type': 'number'},
'process_throttle_secs': {'type': 'integer'},
'interval': {'type': 'integer'},
'sd_notify': {'type': 'boolean'},
}
@@ -253,32 +252,32 @@ CONF_SCHEMA = {
'edge': {
'type': 'object',
'properties': {
"enabled": {'type': 'boolean'},
"process_throttle_secs": {'type': 'integer', 'minimum': 600},
"calculate_since_number_of_days": {'type': 'integer'},
"allowed_risk": {'type': 'number'},
"capital_available_percentage": {'type': 'number'},
"stoploss_range_min": {'type': 'number'},
"stoploss_range_max": {'type': 'number'},
"stoploss_range_step": {'type': 'number'},
"minimum_winrate": {'type': 'number'},
"minimum_expectancy": {'type': 'number'},
"min_trade_number": {'type': 'number'},
"max_trade_duration_minute": {'type': 'integer'},
"remove_pumps": {'type': 'boolean'}
'enabled': {'type': 'boolean'},
'process_throttle_secs': {'type': 'integer', 'minimum': 600},
'calculate_since_number_of_days': {'type': 'integer'},
'allowed_risk': {'type': 'number'},
'capital_available_percentage': {'type': 'number'},
'stoploss_range_min': {'type': 'number'},
'stoploss_range_max': {'type': 'number'},
'stoploss_range_step': {'type': 'number'},
'minimum_winrate': {'type': 'number'},
'minimum_expectancy': {'type': 'number'},
'min_trade_number': {'type': 'number'},
'max_trade_duration_minute': {'type': 'integer'},
'remove_pumps': {'type': 'boolean'}
},
'required': ['process_throttle_secs', 'allowed_risk', 'capital_available_percentage']
}
},
'anyOf': [
{'required': ['exchange']}
],
'required': [
'exchange',
'max_open_trades',
'stake_currency',
'stake_amount',
'dry_run',
'bid_strategy',
'unfilledtimeout',
'stoploss',
'minimal_roi',
]
}

6
freqtrade/data/history.py
View File

@@ -146,7 +146,7 @@ def load_pair_history(pair: str,
:param fill_up_missing: Fill missing values with "No action"-candles
:param drop_incomplete: Drop last candle assuming it may be incomplete.
:param startup_candles: Additional candles to load at the start of the period
:return: DataFrame with ohlcv data
:return: DataFrame with ohlcv data, or empty DataFrame
"""
timerange_startup = deepcopy(timerange)
@@ -174,7 +174,7 @@ def load_pair_history(pair: str,
f'No history data for pair: "{pair}", timeframe: {timeframe}. '
'Use `freqtrade download-data` to download the data'
)
return None
return DataFrame()
def load_data(datadir: Path,
@@ -216,7 +216,7 @@ def load_data(datadir: Path,
exchange=exchange,
fill_up_missing=fill_up_missing,
startup_candles=startup_candles)
if hist is not None:
if not hist.empty:
result[pair] = hist
if fail_without_data and not result:

6
freqtrade/freqtradebot.py
View File

@@ -266,7 +266,11 @@ class FreqtradeBot:
amount_reserve_percent += self.strategy.stoploss
# it should not be more than 50%
amount_reserve_percent = max(amount_reserve_percent, 0.5)
return min(min_stake_amounts) / amount_reserve_percent
# The value returned should satisfy both limits: for amount (base currency) and
# for cost (quote, stake currency), so max() is used here.
# See also #2575 at github.
return max(min_stake_amounts) / amount_reserve_percent
def create_trades(self) -> bool:
"""

41
freqtrade/loggers.py
View File

@@ -1,9 +1,12 @@
import logging
import sys
from logging.handlers import RotatingFileHandler
from logging import Formatter
from logging.handlers import RotatingFileHandler, SysLogHandler
from typing import Any, Dict, List
from freqtrade import OperationalException
logger = logging.getLogger(__name__)
@@ -36,10 +39,38 @@ def setup_logging(config: Dict[str, Any]) -> None:
# Log to stderr
log_handlers: List[logging.Handler] = [logging.StreamHandler(sys.stderr)]
if config.get('logfile'):
log_handlers.append(RotatingFileHandler(config['logfile'],
maxBytes=1024 * 1024, # 1Mb
backupCount=10))
logfile = config.get('logfile')
if logfile:
s = logfile.split(':')
if s[0] == 'syslog':
# Address can be either a string (socket filename) for Unix domain socket or
# a tuple (hostname, port) for UDP socket.
# Address can be omitted (i.e. simple 'syslog' used as the value of
# config['logfilename']), which defaults to '/dev/log', applicable for most
# of the systems.
address = (s[1], int(s[2])) if len(s) > 2 else s[1] if len(s) > 1 else '/dev/log'
handler = SysLogHandler(address=address)
# No datetime field for logging into syslog, to allow syslog
# to perform reduction of repeating messages if this is set in the
# syslog config. The messages should be equal for this.
handler.setFormatter(Formatter('%(name)s - %(levelname)s - %(message)s'))
log_handlers.append(handler)
elif s[0] == 'journald':
try:
from systemd.journal import JournaldLogHandler
except ImportError:
raise OperationalException("You need the systemd python package be installed in "
"order to use logging to journald.")
handler = JournaldLogHandler()
# No datetime field for logging into journald, to allow syslog
# to perform reduction of repeating messages if this is set in the
# syslog config. The messages should be equal for this.
handler.setFormatter(Formatter('%(name)s - %(levelname)s - %(message)s'))
log_handlers.append(handler)
else:
log_handlers.append(RotatingFileHandler(logfile,
maxBytes=1024 * 1024, # 1Mb
backupCount=10))
logging.basicConfig(
level=logging.INFO if verbosity < 1 else logging.DEBUG,

5
freqtrade/optimize/backtesting.py
View File

@@ -13,7 +13,8 @@ from pandas import DataFrame
from tabulate import tabulate
from freqtrade import OperationalException
from freqtrade.configuration import TimeRange, remove_credentials
from freqtrade.configuration import (TimeRange, remove_credentials,
validate_config_consistency)
from freqtrade.data import history
from freqtrade.data.dataprovider import DataProvider
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
@@ -75,10 +76,12 @@ class Backtesting:
stratconf = deepcopy(self.config)
stratconf['strategy'] = strat
self.strategylist.append(StrategyResolver(stratconf).strategy)
validate_config_consistency(stratconf)
else:
# No strategy list specified, only one strategy
self.strategylist.append(StrategyResolver(self.config).strategy)
validate_config_consistency(self.config)
if "ticker_interval" not in self.config:
raise OperationalException("Ticker-interval needs to be set in either configuration "

5
freqtrade/optimize/edge_cli.py
View File

@@ -9,7 +9,8 @@ from typing import Any, Dict
from tabulate import tabulate
from freqtrade import constants
from freqtrade.configuration import TimeRange, remove_credentials
from freqtrade.configuration import (TimeRange, remove_credentials,
validate_config_consistency)
from freqtrade.edge import Edge
from freqtrade.exchange import Exchange
from freqtrade.resolvers import StrategyResolver
@@ -35,6 +36,8 @@ class EdgeCli:
self.exchange = Exchange(self.config)
self.strategy = StrategyResolver(self.config).strategy
validate_config_consistency(self.config)
self.edge = Edge(config, self.exchange, self.strategy)
# Set refresh_pairs to false for edge-cli (it must be true for edge)
self.edge._refresh_pairs = False

34
freqtrade/optimize/hyperopt.py
View File

@@ -175,6 +175,9 @@ class Hyperopt:
if self.has_space('stoploss'):
result['stoploss'] = {p.name: params.get(p.name)
for p in self.hyperopt_space('stoploss')}
if self.has_space('trailing'):
result['trailing'] = {p.name: params.get(p.name)
for p in self.hyperopt_space('trailing')}
return result
@@ -196,7 +199,7 @@ class Hyperopt:
if print_json:
result_dict: Dict = {}
for s in ['buy', 'sell', 'roi', 'stoploss']:
for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing']:
Hyperopt._params_update_for_json(result_dict, params, s)
print(rapidjson.dumps(result_dict, default=str, number_mode=rapidjson.NM_NATIVE))
@@ -205,6 +208,7 @@ class Hyperopt:
Hyperopt._params_pretty_print(params, 'sell', "Sell hyperspace params:")
Hyperopt._params_pretty_print(params, 'roi', "ROI table:")
Hyperopt._params_pretty_print(params, 'stoploss', "Stoploss:")
Hyperopt._params_pretty_print(params, 'trailing', "Trailing stop:")
@staticmethod
def _params_update_for_json(result_dict, params, space: str):
@@ -220,7 +224,7 @@ class Hyperopt:
result_dict['minimal_roi'] = OrderedDict(
(str(k), v) for k, v in space_params.items()
)
else: # 'stoploss'
else: # 'stoploss', 'trailing'
result_dict.update(space_params)
@staticmethod
@@ -285,9 +289,13 @@ class Hyperopt:
def has_space(self, space: str) -> bool:
"""
Tell if a space value is contained in the configuration
Tell if the space value is contained in the configuration
"""
return any(s in self.config['spaces'] for s in [space, 'all'])
# The 'trailing' space is not included in the 'default' set of spaces
if space == 'trailing':
return any(s in self.config['spaces'] for s in [space, 'all'])
else:
return any(s in self.config['spaces'] for s in [space, 'all', 'default'])
def hyperopt_space(self, space: Optional[str] = None) -> List[Dimension]:
"""
@@ -297,18 +305,27 @@ class Hyperopt:
for all hyperspaces used.
"""
spaces: List[Dimension] = []
if space == 'buy' or (space is None and self.has_space('buy')):
logger.debug("Hyperopt has 'buy' space")
spaces += self.custom_hyperopt.indicator_space()
if space == 'sell' or (space is None and self.has_space('sell')):
logger.debug("Hyperopt has 'sell' space")
spaces += self.custom_hyperopt.sell_indicator_space()
if space == 'roi' or (space is None and self.has_space('roi')):
logger.debug("Hyperopt has 'roi' space")
spaces += self.custom_hyperopt.roi_space()
if space == 'stoploss' or (space is None and self.has_space('stoploss')):
logger.debug("Hyperopt has 'stoploss' space")
spaces += self.custom_hyperopt.stoploss_space()
if space == 'trailing' or (space is None and self.has_space('trailing')):
logger.debug("Hyperopt has 'trailing' space")
spaces += self.custom_hyperopt.trailing_space()
return spaces
def generate_optimizer(self, raw_params: List[Any], iteration=None) -> Dict:
@@ -334,6 +351,15 @@ class Hyperopt:
if self.has_space('stoploss'):
self.backtesting.strategy.stoploss = params_dict['stoploss']
if self.has_space('trailing'):
self.backtesting.strategy.trailing_stop = params_dict['trailing_stop']
self.backtesting.strategy.trailing_stop_positive = \
params_dict['trailing_stop_positive']
self.backtesting.strategy.trailing_stop_positive_offset = \
params_dict['trailing_stop_positive_offset']
self.backtesting.strategy.trailing_only_offset_is_reached = \
params_dict['trailing_only_offset_is_reached']
processed = load(self.tickerdata_pickle)
min_date, max_date = get_timeframe(processed)

23
freqtrade/optimize/hyperopt_interface.py
View File

@@ -8,7 +8,7 @@ import math
from abc import ABC
from typing import Dict, Any, Callable, List
from skopt.space import Dimension, Integer, Real
from skopt.space import Categorical, Dimension, Integer, Real
from freqtrade import OperationalException
from freqtrade.exchange import timeframe_to_minutes
@@ -174,6 +174,27 @@ class IHyperOpt(ABC):
Real(-0.35, -0.02, name='stoploss'),
]
@staticmethod
def trailing_space() -> List[Dimension]:
"""
Create a trailing stoploss space.
You may override it in your custom Hyperopt class.
"""
return [
# It was decided to always set trailing_stop is to True if the 'trailing' hyperspace
# is used. Otherwise hyperopt will vary other parameters that won't have effect if
# trailing_stop is set False.
# This parameter is included into the hyperspace dimensions rather than assigning
# it explicitly in the code in order to have it printed in the results along with
# other 'trailing' hyperspace parameters.
Categorical([True], name='trailing_stop'),
Real(0.02, 0.35, name='trailing_stop_positive'),
Real(0.01, 0.1, name='trailing_stop_positive_offset'),
Categorical([True, False], name='trailing_only_offset_is_reached'),
]
# This is needed for proper unpickling the class attribute ticker_interval
# which is set to the actual value by the resolver.
# Why do I still need such shamanic mantras in modern python?

1
freqtrade/pairlist/PrecisionFilter.py
View File

@@ -48,6 +48,7 @@ class PrecisionFilter(IPairList):
"""
Filters and sorts pairlists and assigns and returns them again.
"""
stoploss = None
if self._config.get('stoploss') is not None:
# Precalculate sanitized stoploss value to avoid recalculation for every pair
stoploss = 1 - abs(self._config.get('stoploss'))

5
freqtrade/rpc/api_server.py
View File

@@ -312,7 +312,7 @@ class ApiServer(RPC):
logger.info("LocalRPC - Profit Command Called")
stats = self._rpc_trade_statistics(self._config['stake_currency'],
self._config['fiat_display_currency']
self._config.get('fiat_display_currency')
)
return self.rest_dump(stats)
@@ -354,7 +354,8 @@ class ApiServer(RPC):
Returns the current status of the trades in json format
"""
results = self._rpc_balance(self._config.get('fiat_display_currency', ''))
results = self._rpc_balance(self._config['stake_currency'],
self._config.get('fiat_display_currency', ''))
return self.rest_dump(results)
@require_login

38
freqtrade/rpc/rpc.py
View File

@@ -297,34 +297,42 @@ class RPC:
'best_rate': round(bp_rate * 100, 2),
}
def _rpc_balance(self, fiat_display_currency: str) -> Dict:
def _rpc_balance(self, stake_currency: str, fiat_display_currency: str) -> Dict:
""" Returns current account balance per crypto """
output = []
total = 0.0
for coin, balance in self._freqtrade.exchange.get_balances().items():
if not balance['total']:
try:
tickers = self._freqtrade.exchange.get_tickers()
except (TemporaryError, DependencyException):
raise RPCException('Error getting current tickers.')
for coin, balance in self._freqtrade.wallets.get_all_balances().items():
if not balance.total:
continue
if coin == 'BTC':
est_stake: float = 0
if coin == stake_currency:
rate = 1.0
est_stake = balance.total
else:
try:
pair = self._freqtrade.exchange.get_valid_pair_combination(coin, "BTC")
if pair.startswith("BTC"):
rate = 1.0 / self._freqtrade.get_sell_rate(pair, False)
else:
rate = self._freqtrade.get_sell_rate(pair, False)
pair = self._freqtrade.exchange.get_valid_pair_combination(coin, stake_currency)
rate = tickers.get(pair, {}).get('bid', None)
if rate:
if pair.startswith(stake_currency):
rate = 1.0 / rate
est_stake = rate * balance.total
except (TemporaryError, DependencyException):
logger.warning(f" Could not get rate for pair {coin}.")
continue
est_btc: float = rate * balance['total']
total = total + est_btc
total = total + (est_stake or 0)
output.append({
'currency': coin,
'free': balance['free'] if balance['free'] is not None else 0,
'balance': balance['total'] if balance['total'] is not None else 0,
'used': balance['used'] if balance['used'] is not None else 0,
'est_btc': est_btc,
'free': balance.free if balance.free is not None else 0,
'balance': balance.total if balance.total is not None else 0,
'used': balance.used if balance.used is not None else 0,
'est_stake': est_stake or 0,
'stake': stake_currency,
})
if total == 0.0:
if self._freqtrade.config.get('dry_run', False):

7
freqtrade/rpc/telegram.py
View File

@@ -325,15 +325,16 @@ class Telegram(RPC):
def _balance(self, update: Update, context: CallbackContext) -> None:
""" Handler for /balance """
try:
result = self._rpc_balance(self._config.get('fiat_display_currency', ''))
result = self._rpc_balance(self._config['stake_currency'],
self._config.get('fiat_display_currency', ''))
output = ''
for currency in result['currencies']:
if currency['est_btc'] > 0.0001:
if currency['est_stake'] > 0.0001:
curr_output = "*{currency}:*\n" \
"\t`Available: {free: .8f}`\n" \
"\t`Balance: {balance: .8f}`\n" \
"\t`Pending: {used: .8f}`\n" \
"\t`Est. BTC: {est_btc: .8f}`\n".format(**currency)
"\t`Est. {stake}: {est_stake: .8f}`\n".format(**currency)
else:
curr_output = "*{currency}:* not showing <1$ amount \n".format(**currency)

21
freqtrade/templates/sample_hyperopt_advanced.py
View File

@@ -233,6 +233,27 @@ class AdvancedSampleHyperOpt(IHyperOpt):
Real(-0.5, -0.02, name='stoploss'),
]
@staticmethod
def trailing_space() -> List[Dimension]:
"""
Create a trailing stoploss space.
You may override it in your custom Hyperopt class.
"""
return [
# It was decided to always set trailing_stop is to True if the 'trailing' hyperspace
# is used. Otherwise hyperopt will vary other parameters that won't have effect if
# trailing_stop is set False.
# This parameter is included into the hyperspace dimensions rather than assigning
# it explicitly in the code in order to have it printed in the results along with
# other 'trailing' hyperspace parameters.
Categorical([True], name='trailing_stop'),
Real(0.02, 0.35, name='trailing_stop_positive'),
Real(0.01, 0.1, name='trailing_stop_positive_offset'),
Categorical([True, False], name='trailing_only_offset_is_reached'),
]
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Based on TA indicators.

32
freqtrade/utils.py
View File

@@ -326,6 +326,38 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
print(f"{summary_str}.")
def start_test_pairlist(args: Dict[str, Any]) -> None:
"""
Test Pairlist configuration
"""
from freqtrade.pairlist.pairlistmanager import PairListManager
config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
exchange = ExchangeResolver(config['exchange']['name'], config, validate=False).exchange
quote_currencies = args.get('quote_currencies')
if not quote_currencies:
quote_currencies = [config.get('stake_currency')]
results = {}
for curr in quote_currencies:
config['stake_currency'] = curr
# Do not use ticker_interval set in the config
pairlists = PairListManager(exchange, config)
pairlists.refresh_pairlist()
results[curr] = pairlists.whitelist
for curr, pairlist in results.items():
if not args.get('print_one_column', False):
print(f"Pairs for {curr}: ")
if args.get('print_one_column', False):
print('\n'.join(pairlist))
elif args.get('list_pairs_print_json', False):
print(rapidjson.dumps(list(pairlist), default=str))
else:
print(pairlist)
def start_hyperopt_list(args: Dict[str, Any]) -> None:
"""
"""

5
freqtrade/wallets.py
View File

@@ -2,7 +2,7 @@
""" Wallet """
import logging
from typing import Dict, NamedTuple
from typing import Dict, NamedTuple, Any
from freqtrade.exchange import Exchange
from freqtrade import constants
@@ -72,3 +72,6 @@ class Wallets:
)
logger.info('Wallets synced.')
def get_all_balances(self) -> Dict[str, Any]:
return self._wallets