Merge branch 'freqtrade:develop' into plot_hyperopt_stats
This commit is contained in:
@@ -51,7 +51,7 @@ ARGS_LIST_PAIRS = ["exchange", "print_list", "list_pairs_print_json", "print_one
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"print_csv", "base_currencies", "quote_currencies", "list_pairs_all"]
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ARGS_TEST_PAIRLIST = ["verbosity", "config", "quote_currencies", "print_one_column",
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"list_pairs_print_json"]
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"list_pairs_print_json", "exchange"]
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ARGS_CREATE_USERDIR = ["user_data_dir", "reset"]
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|
@@ -117,7 +117,7 @@ AVAILABLE_CLI_OPTIONS = {
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),
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# Optimize common
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"timeframe": Arg(
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'-i', '--timeframe', '--ticker-interval',
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'-i', '--timeframe',
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help='Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).',
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),
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"timerange": Arg(
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@@ -169,7 +169,7 @@ AVAILABLE_CLI_OPTIONS = {
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"strategy_list": Arg(
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'--strategy-list',
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help='Provide a space-separated list of strategies to backtest. '
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'Please note that ticker-interval needs to be set either in config '
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'Please note that timeframe needs to be set either in config '
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'or via command line. When using this together with `--export trades`, '
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'the strategy-name is injected into the filename '
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'(so `backtest-data.json` becomes `backtest-data-SampleStrategy.json`',
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|
@@ -100,16 +100,11 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
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"from the edge configuration."
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)
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if 'ticker_interval' in config:
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logger.warning(
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"DEPRECATED: "
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raise OperationalException(
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"DEPRECATED: 'ticker_interval' detected. "
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"Please use 'timeframe' instead of 'ticker_interval."
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)
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if 'timeframe' in config:
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raise OperationalException(
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"Both 'timeframe' and 'ticker_interval' detected."
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"Please remove 'ticker_interval' from your configuration to continue operating."
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)
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config['timeframe'] = config['ticker_interval']
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if 'protections' in config:
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logger.warning("DEPRECATED: Setting 'protections' in the configuration is deprecated.")
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|
@@ -219,9 +219,11 @@ class Edge:
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"""
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final = []
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for pair, info in self._cached_pairs.items():
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if info.expectancy > float(self.edge_config.get('minimum_expectancy', 0.2)) and \
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info.winrate > float(self.edge_config.get('minimum_winrate', 0.60)) and \
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pair in pairs:
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if (
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info.expectancy > float(self.edge_config.get('minimum_expectancy', 0.2))
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and info.winrate > float(self.edge_config.get('minimum_winrate', 0.60))
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and pair in pairs
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):
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final.append(pair)
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if self._final_pairs != final:
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@@ -246,8 +248,8 @@ class Edge:
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"""
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final = []
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for pair, info in self._cached_pairs.items():
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if info.expectancy > float(self.edge_config.get('minimum_expectancy', 0.2)) and \
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info.winrate > float(self.edge_config.get('minimum_winrate', 0.60)):
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if (info.expectancy > float(self.edge_config.get('minimum_expectancy', 0.2)) and
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info.winrate > float(self.edge_config.get('minimum_winrate', 0.60))):
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final.append({
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'Pair': pair,
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'Winrate': info.winrate,
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|
@@ -376,7 +376,7 @@ class Exchange:
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raise OperationalException(
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'Could not load markets, therefore cannot start. '
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'Please investigate the above error for more details.'
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)
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)
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quote_currencies = self.get_quote_currencies()
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if stake_currency not in quote_currencies:
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raise OperationalException(
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@@ -882,11 +882,11 @@ class Exchange:
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raise OperationalException(e) from e
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@retrier(retries=API_FETCH_ORDER_RETRY_COUNT)
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def fetch_order(self, order_id: str, pair: str) -> Dict:
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def fetch_order(self, order_id: str, pair: str, params={}) -> Dict:
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if self._config['dry_run']:
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return self.fetch_dry_run_order(order_id)
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try:
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order = self._api.fetch_order(order_id, pair)
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order = self._api.fetch_order(order_id, pair, params=params)
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self._log_exchange_response('fetch_order', order)
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return order
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except ccxt.OrderNotFound as e:
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@@ -929,7 +929,7 @@ class Exchange:
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and order.get('filled') == 0.0)
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@retrier
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def cancel_order(self, order_id: str, pair: str) -> Dict:
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def cancel_order(self, order_id: str, pair: str, params={}) -> Dict:
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if self._config['dry_run']:
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try:
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order = self.fetch_dry_run_order(order_id)
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@@ -940,7 +940,7 @@ class Exchange:
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return {}
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try:
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order = self._api.cancel_order(order_id, pair)
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order = self._api.cancel_order(order_id, pair, params=params)
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self._log_exchange_response('cancel_order', order)
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return order
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except ccxt.InvalidOrder as e:
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|
@@ -22,13 +22,34 @@ class Gateio(Exchange):
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_ft_has: Dict = {
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"ohlcv_candle_limit": 1000,
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"ohlcv_volume_currency": "quote",
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"stoploss_order_types": {"limit": "limit"},
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"stoploss_on_exchange": True,
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}
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_headers = {'X-Gate-Channel-Id': 'freqtrade'}
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def validate_ordertypes(self, order_types: Dict) -> None:
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super().validate_ordertypes(order_types)
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if any(v == 'market' for k, v in order_types.items()):
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raise OperationalException(
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f'Exchange {self.name} does not support market orders.')
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f'Exchange {self.name} does not support market orders.')
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def fetch_stoploss_order(self, order_id: str, pair: str, params={}) -> Dict:
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return self.fetch_order(
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order_id=order_id,
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pair=pair,
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params={'stop': True}
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)
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def cancel_stoploss_order(self, order_id: str, pair: str, params={}) -> Dict:
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return self.cancel_order(
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order_id=order_id,
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pair=pair,
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params={'stop': True}
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)
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def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
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"""
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Verify stop_loss against stoploss-order value (limit or price)
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Returns True if adjustment is necessary.
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"""
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return stop_loss > float(order['stopPrice'])
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|
@@ -1428,14 +1428,14 @@ class FreqtradeBot(LoggingMixin):
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def handle_order_fee(self, trade: Trade, order_obj: Order, order: Dict[str, Any]) -> None:
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# Try update amount (binance-fix)
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try:
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new_amount = self.get_real_amount(trade, order)
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new_amount = self.get_real_amount(trade, order, order_obj)
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if not isclose(safe_value_fallback(order, 'filled', 'amount'), new_amount,
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abs_tol=constants.MATH_CLOSE_PREC):
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order_obj.ft_fee_base = trade.amount - new_amount
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except DependencyException as exception:
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logger.warning("Could not update trade amount: %s", exception)
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def get_real_amount(self, trade: Trade, order: Dict) -> float:
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def get_real_amount(self, trade: Trade, order: Dict, order_obj: Order) -> float:
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"""
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Detect and update trade fee.
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Calls trade.update_fee() upon correct detection.
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@@ -1453,7 +1453,7 @@ class FreqtradeBot(LoggingMixin):
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# use fee from order-dict if possible
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if self.exchange.order_has_fee(order):
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fee_cost, fee_currency, fee_rate = self.exchange.extract_cost_curr_rate(order)
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logger.info(f"Fee for Trade {trade} [{order.get('side')}]: "
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logger.info(f"Fee for Trade {trade} [{order_obj.ft_order_side}]: "
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f"{fee_cost:.8g} {fee_currency} - rate: {fee_rate}")
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if fee_rate is None or fee_rate < 0.02:
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# Reject all fees that report as > 2%.
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@@ -1465,17 +1465,18 @@ class FreqtradeBot(LoggingMixin):
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return self.apply_fee_conditional(trade, trade_base_currency,
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amount=order_amount, fee_abs=fee_cost)
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return order_amount
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return self.fee_detection_from_trades(trade, order, order_amount, order.get('trades', []))
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return self.fee_detection_from_trades(
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trade, order, order_obj, order_amount, order.get('trades', []))
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def fee_detection_from_trades(self, trade: Trade, order: Dict, order_amount: float,
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trades: List) -> float:
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def fee_detection_from_trades(self, trade: Trade, order: Dict, order_obj: Order,
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order_amount: float, trades: List) -> float:
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"""
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fee-detection fallback to Trades.
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Either uses provided trades list or the result of fetch_my_trades to get correct fee.
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"""
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if not trades:
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trades = self.exchange.get_trades_for_order(
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self.exchange.get_order_id_conditional(order), trade.pair, trade.open_date)
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self.exchange.get_order_id_conditional(order), trade.pair, order_obj.order_date)
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if len(trades) == 0:
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logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade)
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|
@@ -87,7 +87,7 @@ class Backtesting:
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validate_config_consistency(self.config)
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if "timeframe" not in self.config:
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raise OperationalException("Timeframe (ticker interval) needs to be set in either "
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raise OperationalException("Timeframe needs to be set in either "
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"configuration or as cli argument `--timeframe 5m`")
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self.timeframe = str(self.config.get('timeframe'))
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self.timeframe_min = timeframe_to_minutes(self.timeframe)
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|
@@ -29,15 +29,13 @@ class IHyperOpt(ABC):
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Class attributes you can use:
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timeframe -> int: value of the timeframe to use for the strategy
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"""
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ticker_interval: str # DEPRECATED
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timeframe: str
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strategy: IStrategy
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def __init__(self, config: dict) -> None:
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self.config = config
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# Assign ticker_interval to be used in hyperopt
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IHyperOpt.ticker_interval = str(config['timeframe']) # DEPRECATED
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# Assign timeframe to be used in hyperopt
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IHyperOpt.timeframe = str(config['timeframe'])
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def generate_estimator(self, dimensions: List[Dimension], **kwargs) -> EstimatorType:
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@@ -192,7 +190,7 @@ class IHyperOpt(ABC):
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Categorical([True, False], name='trailing_only_offset_is_reached'),
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]
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# This is needed for proper unpickling the class attribute ticker_interval
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# This is needed for proper unpickling the class attribute timeframe
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# which is set to the actual value by the resolver.
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# Why do I still need such shamanic mantras in modern python?
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def __getstate__(self):
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@@ -202,5 +200,4 @@ class IHyperOpt(ABC):
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def __setstate__(self, state):
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self.__dict__.update(state)
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IHyperOpt.ticker_interval = state['timeframe']
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IHyperOpt.timeframe = state['timeframe']
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|
@@ -174,16 +174,17 @@ def drop_orders_table(engine, table_back_name: str):
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def migrate_orders_table(engine, table_back_name: str, cols_order: List):
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ft_fee_base = get_column_def(cols_order, 'ft_fee_base', 'null')
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average = get_column_def(cols_order, 'average', 'null')
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# let SQLAlchemy create the schema as required
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with engine.begin() as connection:
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connection.execute(text(f"""
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||||
insert into orders ( id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id,
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status, symbol, order_type, side, price, amount, filled, average, remaining, cost,
|
||||
order_date, order_filled_date, order_update_date, ft_fee_base)
|
||||
status, symbol, order_type, side, price, amount, filled, average, remaining,
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||||
cost, order_date, order_filled_date, order_update_date, ft_fee_base)
|
||||
select id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id,
|
||||
status, symbol, order_type, side, price, amount, filled, null average, remaining, cost,
|
||||
order_date, order_filled_date, order_update_date, {ft_fee_base}
|
||||
status, symbol, order_type, side, price, amount, filled, {average} average, remaining,
|
||||
cost, order_date, order_filled_date, order_update_date, {ft_fee_base} ft_fee_base
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||||
from {table_back_name}
|
||||
"""))
|
||||
|
||||
|
@@ -98,7 +98,7 @@ class AgeFilter(IPairList):
|
||||
"""
|
||||
Validate age for the ticker
|
||||
:param pair: Pair that's currently validated
|
||||
:param ticker: ticker dict as returned from ccxt.fetch_tickers()
|
||||
:param daily_candles: Downloaded daily candles
|
||||
:return: True if the pair can stay, false if it should be removed
|
||||
"""
|
||||
# Check symbol in cache
|
||||
|
@@ -51,7 +51,7 @@ class PrecisionFilter(IPairList):
|
||||
:param ticker: ticker dict as returned from ccxt.fetch_tickers()
|
||||
:return: True if the pair can stay, false if it should be removed
|
||||
"""
|
||||
stop_price = ticker['ask'] * self._stoploss
|
||||
stop_price = ticker['last'] * self._stoploss
|
||||
|
||||
# Adjust stop-prices to precision
|
||||
sp = self._exchange.price_to_precision(pair, stop_price)
|
||||
|
@@ -4,6 +4,7 @@ Spread pair list filter
|
||||
import logging
|
||||
from typing import Any, Dict
|
||||
|
||||
from freqtrade.exceptions import OperationalException
|
||||
from freqtrade.plugins.pairlist.IPairList import IPairList
|
||||
|
||||
|
||||
@@ -20,6 +21,12 @@ class SpreadFilter(IPairList):
|
||||
self._max_spread_ratio = pairlistconfig.get('max_spread_ratio', 0.005)
|
||||
self._enabled = self._max_spread_ratio != 0
|
||||
|
||||
if not self._exchange.exchange_has('fetchTickers'):
|
||||
raise OperationalException(
|
||||
'Exchange does not support fetchTickers, therefore SpreadFilter cannot be used.'
|
||||
'Please edit your config and restart the bot.'
|
||||
)
|
||||
|
||||
@property
|
||||
def needstickers(self) -> bool:
|
||||
"""
|
||||
|
@@ -90,7 +90,7 @@ class VolatilityFilter(IPairList):
|
||||
"""
|
||||
Validate trading range
|
||||
:param pair: Pair that's currently validated
|
||||
:param ticker: ticker dict as returned from ccxt.fetch_tickers()
|
||||
:param daily_candles: Downloaded daily candles
|
||||
:return: True if the pair can stay, false if it should be removed
|
||||
"""
|
||||
# Check symbol in cache
|
||||
|
@@ -88,7 +88,7 @@ class RangeStabilityFilter(IPairList):
|
||||
"""
|
||||
Validate trading range
|
||||
:param pair: Pair that's currently validated
|
||||
:param ticker: ticker dict as returned from ccxt.fetch_tickers()
|
||||
:param daily_candles: Downloaded daily candles
|
||||
:return: True if the pair can stay, false if it should be removed
|
||||
"""
|
||||
# Check symbol in cache
|
||||
|
@@ -44,7 +44,6 @@ class HyperOptLossResolver(IResolver):
|
||||
extra_dir=config.get('hyperopt_path'))
|
||||
|
||||
# Assign timeframe to be used in hyperopt
|
||||
hyperoptloss.__class__.ticker_interval = str(config['timeframe'])
|
||||
hyperoptloss.__class__.timeframe = str(config['timeframe'])
|
||||
|
||||
return hyperoptloss
|
||||
|
@@ -45,14 +45,6 @@ class StrategyResolver(IResolver):
|
||||
strategy_name, config=config,
|
||||
extra_dir=config.get('strategy_path'))
|
||||
|
||||
if hasattr(strategy, 'ticker_interval') and not hasattr(strategy, 'timeframe'):
|
||||
# Assign ticker_interval to timeframe to keep compatibility
|
||||
if 'timeframe' not in config:
|
||||
logger.warning(
|
||||
"DEPRECATED: Please migrate to using 'timeframe' instead of 'ticker_interval'."
|
||||
)
|
||||
strategy.timeframe = strategy.ticker_interval
|
||||
|
||||
if strategy._ft_params_from_file:
|
||||
# Set parameters from Hyperopt results file
|
||||
params = strategy._ft_params_from_file
|
||||
@@ -145,10 +137,6 @@ class StrategyResolver(IResolver):
|
||||
"""
|
||||
Normalize attributes to have the correct type.
|
||||
"""
|
||||
# Assign deprecated variable - to not break users code relying on this.
|
||||
if hasattr(strategy, 'timeframe'):
|
||||
strategy.ticker_interval = strategy.timeframe
|
||||
|
||||
# Sort and apply type conversions
|
||||
if hasattr(strategy, 'minimal_roi'):
|
||||
strategy.minimal_roi = dict(sorted(
|
||||
|
@@ -137,7 +137,7 @@ def show_config(rpc: Optional[RPC] = Depends(get_rpc_optional), config=Depends(g
|
||||
def forcebuy(payload: ForceBuyPayload, rpc: RPC = Depends(get_rpc)):
|
||||
ordertype = payload.ordertype.value if payload.ordertype else None
|
||||
stake_amount = payload.stakeamount if payload.stakeamount else None
|
||||
entry_tag = payload.entry_tag if payload.entry_tag else None
|
||||
entry_tag = payload.entry_tag if payload.entry_tag else 'forceentry'
|
||||
|
||||
trade = rpc._rpc_forcebuy(payload.pair, payload.price, ordertype, stake_amount, entry_tag)
|
||||
|
||||
|
@@ -582,7 +582,7 @@ class RPC:
|
||||
else:
|
||||
try:
|
||||
pair = self._freqtrade.exchange.get_valid_pair_combination(coin, stake_currency)
|
||||
rate = tickers.get(pair, {}).get('bid', None)
|
||||
rate = tickers.get(pair, {}).get('last', None)
|
||||
if rate:
|
||||
if pair.startswith(stake_currency) and not pair.endswith(stake_currency):
|
||||
rate = 1.0 / rate
|
||||
@@ -713,7 +713,7 @@ class RPC:
|
||||
|
||||
def _rpc_forcebuy(self, pair: str, price: Optional[float], order_type: Optional[str] = None,
|
||||
stake_amount: Optional[float] = None,
|
||||
buy_tag: Optional[str] = None) -> Optional[Trade]:
|
||||
buy_tag: Optional[str] = 'forceentry') -> Optional[Trade]:
|
||||
"""
|
||||
Handler for forcebuy <asset> <price>
|
||||
Buys a pair trade at the given or current price
|
||||
|
@@ -55,7 +55,7 @@ class IStrategy(ABC, HyperStrategyMixin):
|
||||
Attributes you can use:
|
||||
minimal_roi -> Dict: Minimal ROI designed for the strategy
|
||||
stoploss -> float: optimal stoploss designed for the strategy
|
||||
timeframe -> str: value of the timeframe (ticker interval) to use with the strategy
|
||||
timeframe -> str: value of the timeframe to use with the strategy
|
||||
"""
|
||||
# Strategy interface version
|
||||
# Default to version 2
|
||||
@@ -81,7 +81,6 @@ class IStrategy(ABC, HyperStrategyMixin):
|
||||
use_custom_stoploss: bool = False
|
||||
|
||||
# associated timeframe
|
||||
ticker_interval: str # DEPRECATED
|
||||
timeframe: str
|
||||
|
||||
# Optional order types
|
||||
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Reference in New Issue
Block a user