Merge branch 'develop' into develop

This commit is contained in:
Gérald LONLAS
2018-01-14 18:03:28 -08:00
committed by GitHub
33 changed files with 851 additions and 276 deletions

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@@ -51,6 +51,21 @@ python3 ./freqtrade/main.py backtesting --realistic-simulation --live
python3 ./freqtrade/main.py backtesting --datadir freqtrade/tests/testdata-20180101
```
To update your testdata directory, or download into another testdata directory:
```bash
mkdir freqtrade/tests/testdata-20180113
cp freqtrade/tests/testdata/pairs.json freqtrade/tests/testdata-20180113
cd freqtrade/tests/testdata-20180113
Possibly edit pairs.json file to include/exclude pairs
python download_backtest_data.py -p pairs.json
```
The script will read your pairs.json file, and download ticker data
into the current working directory.
For help about backtesting usage, please refer to
[Backtesting commands](#backtesting-commands).

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@@ -2,20 +2,70 @@
#### I have waited 5 minutes, why hasn't the bot made any trades yet?!
Depending on the buy strategy, the amount of whitelisted coins, the situation of the market etc, it can take up to hours to find good entry position for a trade. Be patient!
Depending on the buy strategy, the amount of whitelisted coins, the
situation of the market etc, it can take up to hours to find good entry
position for a trade. Be patient!
#### I have made 12 trades already, why is my total profit negative?!
I understand your disappointment but unfortunately 12 trades is just not enough to say anything. If you run backtesting, you can see that our current algorithm does leave you on the plus side, but that is after thousands of trades and even there, you will be left with losses on specific coins that you have traded tens if not hundreds of times. We of course constantly aim to improve the bot but it will _always_ be a gamble, which should leave you with modest wins on monthly basis but you can't say much from few trades.
I understand your disappointment but unfortunately 12 trades is just
not enough to say anything. If you run backtesting, you can see that our
current algorithm does leave you on the plus side, but that is after
thousands of trades and even there, you will be left with losses on
specific coins that you have traded tens if not hundreds of times. We
of course constantly aim to improve the bot but it will _always_ be a
gamble, which should leave you with modest wins on monthly basis but
you can't say much from few trades.
#### Id like to change the stake amount. Can I just stop the bot with /stop and then change the config.json and run it again?
#### Id like to change the stake amount. Can I just stop the bot with
/stop and then change the config.json and run it again?
Not quite. Trades are persisted to a database but the configuration is currently only read when the bot is killed and restarted. `/stop` more like pauses. You can stop your bot, adjust settings and start it again.
Not quite. Trades are persisted to a database but the configuration is
currently only read when the bot is killed and restarted. `/stop` more
like pauses. You can stop your bot, adjust settings and start it again.
#### I want to improve the bot with a new strategy
That's great. We have a nice backtesting and hyperoptimizing setup. See the tutorial [[here|Testing-new-strategies-with-Hyperopt]].
That's great. We have a nice backtesting and hyperoptimizing setup. See
the tutorial [here|Testing-new-strategies-with-Hyperopt](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#hyperopt-commands).
#### Is there a setting to only SELL the coins being held and not perform anymore BUYS?
#### Is there a setting to only SELL the coins being held and not
perform anymore BUYS?
You can use the `/forcesell all` command from Telegram.
### How many epoch do I need to get a good Hyperopt result?
Per default Hyperopts without `-e` or `--epochs` parameter will only
run 100 epochs, means 100 evals of your triggers, guards, .... Too few
to find a great result (unless if you are very lucky), so you probably
have to run it for 10.000 or more. But it will take an eternity to
compute.
We recommend you to run it at least 10.000 epochs:
```bash
python3 ./freqtrade/main.py hyperopt -e 10000
```
or if you want intermediate result to see
```bash
for i in {1..100}; do python3 ./freqtrade/main.py hyperopt -e 100; done
```
#### Why it is so long to run hyperopt?
Finding a great Hyperopt results takes time.
If you wonder why it takes a while to find great hyperopt results
This answer was written during the under the release 0.15.1, when we had
:
- 8 triggers
- 9 guards: let's say we evaluate even 10 values from each
- 1 stoploss calculation: let's say we want 10 values from that too to
be evaluated
The following calculation is still very rough and not very precise
but it will give the idea. With only these triggers and guards there is
already 8*10^9*10 evaluations. A roughly total of 80 billion evals.
Did you run 100 000 evals? Congrats, you've done roughly 1 / 100 000 th
of the search space.
You can use the `/forcesell all` command from Telegram.

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@@ -4,8 +4,6 @@ This page explains how to prepare your environment for running the bot.
To understand how to set up the bot please read the [Bot Configuration](https://github.com/gcarq/freqtrade/blob/develop/docs/configuration.md) page.
## Table of Contents
* [Table of Contents](#table-of-contents)
@@ -61,7 +59,6 @@ cp -n config.json.example config.json
#### 1.5. Create your database file *(optional - the bot will create it if it is missing)*
Production
```bash
touch tradesv3.sqlite
@@ -127,7 +124,6 @@ docker run -d \
If you are using `dry_run=True` it's not necessary to mount `tradesv3.sqlite`, but you can mount `tradesv3.dryrun.sqlite` if you plan to use the dry run mode with the param `--dry-run-db`.
### 6. Monitor your Docker instance
You can then use the following commands to monitor and manage your container:
@@ -142,10 +138,8 @@ docker start freqtrade
You do not need to rebuild the image for configuration changes, it will suffice to edit `config.json` and restart the container.
------
## Custom Installation
We've included/collected install instructions for Ubuntu 16.04, MacOS, and Windows. These are guidelines and your success may vary with other distros.
@@ -153,7 +147,6 @@ We've included/collected install instructions for Ubuntu 16.04, MacOS, and Windo
### Requirements
Click each one for install guide:
* [Python 3.6.x](http://docs.python-guide.org/en/latest/starting/installation/), note the bot was not tested on Python >= 3.7.x
* [pip](https://pip.pypa.io/en/stable/installing/)
* [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
@@ -168,7 +161,7 @@ Click each one for install guide:
```bash
sudo add-apt-repository ppa:jonathonf/python-3.6
sudo apt-get update
sudo apt-get install python3.6 python3.6-venv build-essential autoconf libtool pkg-config make wget git
sudo apt-get install python3.6 python3.6-venv python3.6-dev build-essential autoconf libtool pkg-config make wget git
```
#### 2. Install TA-Lib
@@ -260,7 +253,6 @@ Optionally checkout the develop branch:
git checkout develop
```
### Windows
We recommend that Windows users use [Docker](#docker) as this will work

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@@ -67,6 +67,18 @@ SET is_open=0, close_date='2017-12-20 03:08:45.103418', close_rate=0.19638016, c
WHERE id=31;
```
## Insert manually a new trade
```sql
INSERT
INTO trades (exchange, pair, is_open, fee, open_rate, stake_amount, amount, open_date)
VALUES ('BITTREX', 'BTC_<COIN>', 1, 0.0025, <open_rate>, <stake_amount>, <amount>, '<datetime>')
```
**Example:**
```sql
INSERT INTO trades (exchange, pair, is_open, fee, open_rate, stake_amount, amount, open_date) VALUES ('BITTREX', 'BTC_ETC', 1, 0.0025, 0.00258580, 0.002, 0.7715262081, '2017-11-28 12:44:24.000000')
```
## Fix wrong fees in the table
If your DB was created before