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Merge branch 'develop' into pr/hroff-1902/3619

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Matthias
2020-08-15 09:08:59 +02:00
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29
docs/developer.md
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@@ -85,6 +85,35 @@ docker-compose exec freqtrade_develop /bin/bash
![image](https://user-images.githubusercontent.com/419355/65456522-ba671a80-de06-11e9-9598-df9ca0d8dcac.png)
## ErrorHandling
Freqtrade Exceptions all inherit from `FreqtradeException`.
This general class of error should however not be used directly. Instead, multiple specialized sub-Exceptions exist.
Below is an outline of exception inheritance hierarchy:
```
+ FreqtradeException
|
+---+ OperationalException
|
+---+ DependencyException
| |
| +---+ PricingError
| |
| +---+ ExchangeError
| |
| +---+ TemporaryError
| |
| +---+ DDosProtection
| |
| +---+ InvalidOrderException
| |
| +---+ RetryableOrderError
|
+---+ StrategyError
```
## Modules
### Dynamic Pairlist

11
docs/edge.md
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@@ -6,7 +6,8 @@ This page explains how to use Edge Positioning module in your bot in order to en
Edge positioning is not compatible with dynamic (volume-based) whitelist.
!!! Note
Edge does not consider anything else than buy/sell/stoploss signals. So trailing stoploss, ROI, and everything else are ignored in its calculation.
Edge does not consider anything other than *its own* buy/sell/stoploss signals. It ignores the stoploss, trailing stoploss, and ROI settings in the strategy configuration file.
Therefore, it is important to understand that Edge can improve the performance of some trading strategies but *decrease* the performance of others.
## Introduction
@@ -89,7 +90,7 @@ You can also use this value to evaluate the effectiveness of modifications to th
## How does it work?
If enabled in config, Edge will go through historical data with a range of stoplosses in order to find buy and sell/stoploss signals. It then calculates win rate and expectancy over *N* trades for each stoploss. Here is an example:
Edge combines dynamic stoploss, dynamic positions, and whitelist generation into one isolated module which is then applied to the trading strategy. If enabled in config, Edge will go through historical data with a range of stoplosses in order to find buy and sell/stoploss signals. It then calculates win rate and expectancy over *N* trades for each stoploss. Here is an example:
| Pair | Stoploss | Win Rate | Risk Reward Ratio | Expectancy |
|----------|:-------------:|-------------:|------------------:|-----------:|
@@ -186,6 +187,12 @@ An example of its output:
| APPC/BTC | -0.02 | 0.44 | 2.28 | 1.27 | 0.44 | 25 | 43 |
| NEBL/BTC | -0.03 | 0.63 | 1.29 | 0.58 | 0.44 | 19 | 59 |
Edge produced the above table by comparing `calculate_since_number_of_days` to `minimum_expectancy` to find `min_trade_number` historical information based on the config file. The timerange Edge uses for its comparisons can be further limited by using the `--timerange` switch.
In live and dry-run modes, after the `process_throttle_secs` has passed, Edge will again process `calculate_since_number_of_days` against `minimum_expectancy` to find `min_trade_number`. If no `min_trade_number` is found, the bot will return "whitelist empty". Depending on the trade strategy being deployed, "whitelist empty" may be return much of the time - or *all* of the time. The use of Edge may also cause trading to occur in bursts, though this is rare.
If you encounter "whitelist empty" a lot, condsider tuning `calculate_since_number_of_days`, `minimum_expectancy` and `min_trade_number` to align to the trading frequency of your strategy.
### Update cached pairs with the latest data
Edge requires historic data the same way as backtesting does.

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docs/faq.md
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@@ -1,5 +1,9 @@
# Freqtrade FAQ
## Beginner Tips & Tricks
* When you work with your strategy & hyperopt file you should use a proper code editor like vscode or Pycharm. A good code editor will provide syntax highlighting as well as line numbers, making it easy to find syntax errors (most likely, pointed out by Freqtrade during startup).
## Freqtrade common issues
### The bot does not start
@@ -15,10 +19,12 @@ This could have the following reasons:
### 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
* 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!
* Or it may because of a configuration error? Best check the logs, it's usually telling you if the bot is simply not getting buy signals (only heartbeat messages), or if there is something wrong (errors / exceptions in the log).
### I have made 12 trades already, why is my total profit negative?!
I understand your disappointment but unfortunately 12 trades is just
@@ -129,25 +135,27 @@ 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:
Since hyperopt uses Bayesian search, running for too many epochs may not produce greater results.
It's therefore recommended to run between 500-1000 epochs over and over until you hit at least 10.000 epocs in total (or are satisfied with the result). You can best judge by looking at the results - if the bot keeps discovering better strategies, it's best to keep on going.
```bash
freqtrade hyperopt -e 10000
freqtrade hyperopt -e 1000
```
or if you want intermediate result to see
```bash
for i in {1..100}; do freqtrade hyperopt -e 100; done
for i in {1..100}; do freqtrade hyperopt -e 1000; done
```
### Why it is so long to run hyperopt?
### Why does it take a long time to run hyperopt?
Finding a great Hyperopt results takes time.
* Discovering a great strategy with Hyperopt takes time. Study www.freqtrade.io, the Freqtrade Documentation page, join the Freqtrade [Slack community](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE) - or the Freqtrade [discord community](https://discord.gg/X89cVG). While you patiently wait for the most advanced, free crypto bot in the world, to hand you a possible golden strategy specially designed just for you.
If you wonder why it takes a while to find great hyperopt results
* If you wonder why it can take from 20 minutes to days to do 1000 epocs here are some answers:
This answer was written during the under the release 0.15.1, when we had:
This answer was written during the release 0.15.1, when we had:
- 8 triggers
- 9 guards: let's say we evaluate even 10 values from each
@@ -157,7 +165,14 @@ 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.
of the search space, assuming that the bot never tests the same parameters more than once.
* The time it takes to run 1000 hyperopt epocs depends on things like: The available cpu, harddisk, ram, timeframe, timerange, indicator settings, indicator count, amount of coins that hyperopt test strategies on and the resulting trade count - which can be 650 trades in a year or 10.0000 trades depending if the strategy aims for big profits by trading rarely or for many low profit trades.
Example: 4% profit 650 times vs 0,3% profit a trade 10.000 times in a year. If we assume you set the --timerange to 365 days.
Example:
`freqtrade --config config.json --strategy SampleStrategy --hyperopt SampleHyperopt -e 1000 --timerange 20190601-20200601`
## Edge module

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docs/requirements-docs.txt
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@@ -1,2 +1,2 @@
mkdocs-material==5.4.0
mkdocs-material==5.5.3
mdx_truly_sane_lists==1.2

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docs/rest-api.md
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@@ -46,7 +46,7 @@ secrets.token_hex()
### Configuration with docker
If you run your bot using docker, you'll need to have the bot listen to incomming connections. The security is then handled by docker.
If you run your bot using docker, you'll need to have the bot listen to incoming connections. The security is then handled by docker.
``` json
"api_server": {
@@ -106,26 +106,29 @@ python3 scripts/rest_client.py --config rest_config.json <command> [optional par
## Available commands
| Command | Default | Description |
|----------|---------|-------------|
| `start` | | Starts the trader
| `stop` | | Stops the trader
| `stopbuy` | | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
| `reload_config` | | Reloads the configuration file
| `show_config` | | Shows part of the current configuration with relevant settings to operation
| `status` | | Lists all open trades
| `count` | | Displays number of trades used and available
| `profit` | | Display a summary of your profit/loss from close trades and some stats about your performance
| `forcesell <trade_id>` | | Instantly sells the given trade (Ignoring `minimum_roi`).
| `forcesell all` | | Instantly sells all open trades (Ignoring `minimum_roi`).
| `forcebuy <pair> [rate]` | | Instantly buys the given pair. Rate is optional. (`forcebuy_enable` must be set to True)
| `performance` | | Show performance of each finished trade grouped by pair
| `balance` | | Show account balance per currency
| `daily <n>` | 7 | Shows profit or loss per day, over the last n days
| `whitelist` | | Show the current whitelist
| `blacklist [pair]` | | Show the current blacklist, or adds a pair to the blacklist.
| `edge` | | Show validated pairs by Edge if it is enabled.
| `version` | | Show version
| Command | Description |
|----------|-------------|
| `ping` | Simple command testing the API Readiness - requires no authentication.
| `start` | Starts the trader
| `stop` | Stops the trader
| `stopbuy` | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
| `reload_config` | Reloads the configuration file
| `trades` | List last trades.
| `delete_trade <trade_id>` | Remove trade from the database. Tries to close open orders. Requires manual handling of this trade on the exchange.
| `show_config` | Shows part of the current configuration with relevant settings to operation
| `status` | Lists all open trades
| `count` | Displays number of trades used and available
| `profit` | Display a summary of your profit/loss from close trades and some stats about your performance
| `forcesell <trade_id>` | Instantly sells the given trade (Ignoring `minimum_roi`).
| `forcesell all` | Instantly sells all open trades (Ignoring `minimum_roi`).
| `forcebuy <pair> [rate]` | Instantly buys the given pair. Rate is optional. (`forcebuy_enable` must be set to True)
| `performance` | Show performance of each finished trade grouped by pair
| `balance` | Show account balance per currency
| `daily <n>` | Shows profit or loss per day, over the last n days (n defaults to 7)
| `whitelist` | Show the current whitelist
| `blacklist [pair]` | Show the current blacklist, or adds a pair to the blacklist.
| `edge` | Show validated pairs by Edge if it is enabled.
| `version` | Show version
Possible commands can be listed from the rest-client script using the `help` command.

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docs/telegram-usage.md
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@@ -9,7 +9,7 @@ Telegram user id.
Start a chat with the [Telegram BotFather](https://telegram.me/BotFather)
Send the message `/newbot`.
Send the message `/newbot`.
*BotFather response:*
@@ -47,28 +47,30 @@ Per default, the Telegram bot shows predefined commands. Some commands
are only available by sending them to the bot. The table below list the
official commands. You can ask at any moment for help with `/help`.
| Command | Default | Description |
|----------|---------|-------------|
| `/start` | | Starts the trader
| `/stop` | | Stops the trader
| `/stopbuy` | | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
| `/reload_config` | | Reloads the configuration file
| `/show_config` | | Shows part of the current configuration with relevant settings to operation
| `/status` | | Lists all open trades
| `/status table` | | List all open trades in a table format. Pending buy orders are marked with an asterisk (*) Pending sell orders are marked with a double asterisk (**)
| `/count` | | Displays number of trades used and available
| `/profit` | | Display a summary of your profit/loss from close trades and some stats about your performance
| `/forcesell <trade_id>` | | Instantly sells the given trade (Ignoring `minimum_roi`).
| `/forcesell all` | | Instantly sells all open trades (Ignoring `minimum_roi`).
| `/forcebuy <pair> [rate]` | | Instantly buys the given pair. Rate is optional. (`forcebuy_enable` must be set to True)
| `/performance` | | Show performance of each finished trade grouped by pair
| `/balance` | | Show account balance per currency
| `/daily <n>` | 7 | Shows profit or loss per day, over the last n days
| `/whitelist` | | Show the current whitelist
| `/blacklist [pair]` | | Show the current blacklist, or adds a pair to the blacklist.
| `/edge` | | Show validated pairs by Edge if it is enabled.
| `/help` | | Show help message
| `/version` | | Show version
| Command | Description |
|----------|-------------|
| `/start` | Starts the trader
| `/stop` | Stops the trader
| `/stopbuy` | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
| `/reload_config` | Reloads the configuration file
| `/show_config` | Shows part of the current configuration with relevant settings to operation
| `/status` | Lists all open trades
| `/status table` | List all open trades in a table format. Pending buy orders are marked with an asterisk (*) Pending sell orders are marked with a double asterisk (**)
| `/trades [limit]` | List all recently closed trades in a table format.
| `/delete <trade_id>` | Delete a specific trade from the Database. Tries to close open orders. Requires manual handling of this trade on the exchange.
| `/count` | Displays number of trades used and available
| `/profit` | Display a summary of your profit/loss from close trades and some stats about your performance
| `/forcesell <trade_id>` | Instantly sells the given trade (Ignoring `minimum_roi`).
| `/forcesell all` | Instantly sells all open trades (Ignoring `minimum_roi`).
| `/forcebuy <pair> [rate]` | Instantly buys the given pair. Rate is optional. (`forcebuy_enable` must be set to True)
| `/performance` | Show performance of each finished trade grouped by pair
| `/balance` | Show account balance per currency
| `/daily <n>` | Shows profit or loss per day, over the last n days (n defaults to 7)
| `/whitelist` | Show the current whitelist
| `/blacklist [pair]` | Show the current blacklist, or adds a pair to the blacklist.
| `/edge` | Show validated pairs by Edge if it is enabled.
| `/help` | Show help message
| `/version` | Show version
## Telegram commands in action
@@ -113,6 +115,7 @@ For each open trade, the bot will send you the following message.
### /status table
Return the status of all open trades in a table format.
```
ID Pair Since Profit
---- -------- ------- --------
@@ -123,6 +126,7 @@ Return the status of all open trades in a table format.
### /count
Return the number of trades used and available.
```
current max
--------- -----
@@ -208,7 +212,7 @@ Shows the current whitelist
Shows the current blacklist.
If Pair is set, then this pair will be added to the pairlist.
Also supports multiple pairs, seperated by a space.
Also supports multiple pairs, separated by a space.
Use `/reload_config` to reset the blacklist.
> Using blacklist `StaticPairList` with 2 pairs
@@ -216,7 +220,7 @@ Use `/reload_config` to reset the blacklist.
### /edge
Shows pairs validated by Edge along with their corresponding winrate, expectancy and stoploss values.
Shows pairs validated by Edge along with their corresponding win-rate, expectancy and stoploss values.
> **Edge only validated following pairs:**
```

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docs/utils.md
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@@ -432,9 +432,9 @@ usage: freqtrade hyperopt-list [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[--max-trades INT] [--min-avg-time FLOAT]
[--max-avg-time FLOAT] [--min-avg-profit FLOAT]
[--max-avg-profit FLOAT]
[--min-total-profit FLOAT]
[--max-total-profit FLOAT] [--no-color]
[--print-json] [--no-details]
[--min-total-profit FLOAT] [--max-total-profit FLOAT]
[--min-objective FLOAT] [--max-objective FLOAT]
[--no-color] [--print-json] [--no-details]
[--export-csv FILE]
optional arguments:
@@ -453,6 +453,10 @@ optional arguments:
Select epochs on above total profit.
--max-total-profit FLOAT
Select epochs on below total profit.
--min-objective FLOAT
Select epochs on above objective (- is added by default).
--max-objective FLOAT
Select epochs on below objective (- is added by default).
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--print-json Print best result detailization in JSON format.