Update docs, fix stake currency exchange config and more generic backtest tests
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Ramon Bastiaans
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@ -24,7 +24,7 @@ The table below will list all configuration parameters.
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| `stoploss` | -0.10 | No | Value of the stoploss in percent used by the bot. More information below. If set, this parameter will override `stoploss` from your strategy file.
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| `unfilledtimeout` | 0 | No | How long (in minutes) the bot will wait for an unfilled order to complete, after which the order will be cancelled.
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| `bid_strategy.ask_last_balance` | 0.0 | Yes | Set the bidding price. More information below.
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| `exchange.name` | bittrex | Yes | Name of the exchange class to use.
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| `exchange.name` | bittrex | Yes | Name of the exchange class to use. Valid values are: `bittrex` or `binance`
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| `exchange.key` | key | No | API key to use for the exchange. Only required when you are in production mode.
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| `exchange.secret` | secret | No | API secret to use for the exchange. Only required when you are in production mode.
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| `exchange.pair_whitelist` | [] | No | List of currency to use by the bot. Can be overrided with `--dynamic-whitelist` param.
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@ -94,7 +94,7 @@ creating trades.
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"dry_run": true,
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```
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3. Remove your Bittrex API key (change them by fake api credentials)
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3. Remove your exchange API key (change them by fake api credentials)
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```json
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"exchange": {
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"name": "bittrex",
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@ -120,7 +120,7 @@ you run it in production mode.
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"dry_run": false,
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```
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3. Insert your Bittrex API key (change them by fake api keys)
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3. Insert your exchange API key (change them by fake api keys)
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```json
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"exchange": {
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"name": "bittrex",
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@ -129,7 +129,7 @@ you run it in production mode.
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...
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}
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```
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If you have not your Bittrex API key yet,
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If you have not your exchange API key yet,
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[see our tutorial](https://github.com/gcarq/freqtrade/blob/develop/docs/pre-requisite.md).
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@ -1,15 +1,23 @@
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# Pre-requisite
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Before running your bot in production you will need to setup few
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external API. In production mode, the bot required valid Bittrex API
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external API. In production mode, the bot requires valid exchange API
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credentials and a Telegram bot (optional but recommended).
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## Table of Contents
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- [Setup your Bittrex account](#setup-your-bittrex-account)
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- [Setup your Exchange account](#setup-your-exchange-account)
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- [Backtesting commands](#setup-your-telegram-bot)
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## Setup your Bittrex account
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## Setup your exchange account
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### Bittrex
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*To be completed, please feel free to complete this section.*
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### Binance
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- Go to: https://www.binance.com/userCenter/createApi.html
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- Enter API key label: "freqtrade bot" and click "Create New Key"
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- Check the "Enable Trading" checkbox
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- Write down the API key and secret to put in: config.json
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## Setup your Telegram bot
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The only things you need is a working Telegram bot and its API token.
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Below we explain how to create your Telegram Bot, and how to get your
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@ -56,6 +56,7 @@ def init(config: dict) -> None:
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except KeyError:
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raise OperationalException('Exchange {} is not supported'.format(name))
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exchange_config['stake_currency'] = config['stake_currency']
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_API = exchange_class(exchange_config)
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# Check if all pairs are available
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@ -107,13 +107,14 @@ def backtest(args) -> DataFrame:
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sell_profit_only: sell if profit only
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use_sell_signal: act on sell-signal
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stoploss: use stoploss
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exchange_name: which exchange to use
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:return: DataFrame
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"""
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processed = args['processed']
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max_open_trades = args.get('max_open_trades', 0)
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realistic = args.get('realistic', True)
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record = args.get('record', None)
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exchange_name = args.get('exchange_name', 'bittrex')
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exchange_name = args.get('exchange_name', None)
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records = []
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trades = []
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trade_count_lock: dict = {}
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@ -5,7 +5,6 @@ import math
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from unittest.mock import MagicMock
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import pandas as pd
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from freqtrade import exchange, optimize
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from freqtrade.exchange import Bittrex
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from freqtrade.optimize import preprocess
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from freqtrade.optimize.backtesting import backtest, generate_text_table, get_timeframe
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import freqtrade.optimize.backtesting as backtesting
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@ -47,29 +46,31 @@ def test_get_timeframe(default_strategy):
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def test_backtest(default_strategy, default_conf, mocker):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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exchange._API = Bittrex({'key': '', 'secret': ''})
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data = optimize.load_data(None, ticker_interval=5, pairs=['BTC_ETH'])
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data = trim_dictlist(data, -200)
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results = backtest({'stake_amount': default_conf['stake_amount'],
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'processed': optimize.preprocess(data),
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'max_open_trades': 10,
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'realistic': True})
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assert not results.empty
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for exch in exchange.Exchanges.__members__.keys():
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results = backtest({'stake_amount': default_conf['stake_amount'],
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'processed': optimize.preprocess(data),
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'max_open_trades': 10,
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'realistic': True,
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'exchange_name': exch.lower()})
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assert not results.empty
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def test_backtest_1min_ticker_interval(default_strategy, default_conf, mocker):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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exchange._API = Bittrex({'key': '', 'secret': ''})
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# Run a backtesting for an exiting 5min ticker_interval
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data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'])
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data = trim_dictlist(data, -200)
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results = backtest({'stake_amount': default_conf['stake_amount'],
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'processed': optimize.preprocess(data),
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'max_open_trades': 1,
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'realistic': True})
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assert not results.empty
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for exch in exchange.Exchanges.__members__.keys():
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results = backtest({'stake_amount': default_conf['stake_amount'],
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'processed': optimize.preprocess(data),
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'max_open_trades': 1,
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'realistic': True,
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'exchange_name': exch.lower()})
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assert not results.empty
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def load_data_test(what):
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@ -122,7 +123,8 @@ def simple_backtest(config, contour, num_results):
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results = backtest({'stake_amount': config['stake_amount'],
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'processed': processed,
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'max_open_trades': 1,
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'realistic': True})
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'realistic': True,
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'exchange_name': config['exchange']['name']})
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# results :: <class 'pandas.core.frame.DataFrame'>
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assert len(results) == num_results
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@ -135,11 +137,13 @@ def test_backtest2(default_conf, mocker, default_strategy):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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data = optimize.load_data(None, ticker_interval=5, pairs=['BTC_ETH'])
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data = trim_dictlist(data, -200)
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results = backtest({'stake_amount': default_conf['stake_amount'],
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'processed': optimize.preprocess(data),
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'max_open_trades': 10,
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'realistic': True})
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assert not results.empty
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for exch in exchange.Exchanges.__members__.keys():
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results = backtest({'stake_amount': default_conf['stake_amount'],
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'processed': optimize.preprocess(data),
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'max_open_trades': 10,
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'realistic': True,
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'exchange_name': exch.lower()})
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assert not results.empty
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def test_processed(default_conf, mocker, default_strategy):
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