Merge branch 'freqtrade:develop' into develop
This commit is contained in:
lolong
GitHub
commit
32024466ba
@ -675,7 +675,7 @@ freqtrade
|
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#### Proxy exchange requests
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To use a proxy for exchange connections - you can will have to define the proxies as part of the ccxt configuration.
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To use a proxy for exchange connections - you will have to define the proxies as part of the ccxt configuration.
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``` json
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{
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@ -434,6 +434,11 @@ To keep the release-log short, best wrap the full git changelog into a collapsib
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</details>
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```
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### FreqUI release
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If FreqUI has been updated substantially, make sure to create a release before merging the release branch.
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Make sure that freqUI CI on the release is finished and passed before merging the release.
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### Create github release / tag
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Once the PR against stable is merged (best right after merging):
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@ -21,6 +21,7 @@ Enable subscribing to an instance by adding the `external_message_consumer` sect
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"name": "default", // This can be any name you'd like, default is "default"
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"host": "127.0.0.1", // The host from your producer's api_server config
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"port": 8080, // The port from your producer's api_server config
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"secure": false, // Use a secure websockets connection, default false
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"ws_token": "sercet_Ws_t0ken" // The ws_token from your producer's api_server config
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}
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],
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@ -42,6 +43,7 @@ Enable subscribing to an instance by adding the `external_message_consumer` sect
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| `producers.name` | **Required.** Name of this producer. This name must be used in calls to `get_producer_pairs()` and `get_producer_df()` if more than one producer is used.<br> **Datatype:** string
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| `producers.host` | **Required.** The hostname or IP address from your producer.<br> **Datatype:** string
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| `producers.port` | **Required.** The port matching the above host.<br> **Datatype:** string
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| `producers.secure` | **Optional.** Use ssl in websockets connection. Default False.<br> **Datatype:** string
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| `producers.ws_token` | **Required.** `ws_token` as configured on the producer.<br> **Datatype:** string
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| | **Optional settings**
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| `wait_timeout` | Timeout until we ping again if no message is received. <br>*Defaults to `300`.*<br> **Datatype:** Integer - in seconds.
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@ -389,6 +389,44 @@ Now anytime those types of RPC messages are sent in the bot, you will receive th
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}
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```
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#### Reverse Proxy setup
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When using [Nginx](https://nginx.org/en/docs/), the following configuration is required for WebSockets to work (Note this configuration is incomplete, it's missing some information and can not be used as is):
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Please make sure to replace `<freqtrade_listen_ip>` (and the subsequent port) with the IP and Port matching your configuration/setup.
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```
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http {
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map $http_upgrade $connection_upgrade {
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default upgrade;
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'' close;
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}
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#...
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server {
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#...
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location / {
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proxy_http_version 1.1;
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proxy_pass http://<freqtrade_listen_ip>:8080;
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proxy_set_header Upgrade $http_upgrade;
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proxy_set_header Connection $connection_upgrade;
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proxy_set_header Host $host;
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}
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}
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}
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```
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To properly configure your reverse proxy (securely), please consult it's documentation for proxying websockets.
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- **Traefik**: Traefik supports websockets out of the box, see the [documentation](https://doc.traefik.io/traefik/)
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- **Caddy**: Caddy v2 supports websockets out of the box, see the [documentation](https://caddyserver.com/docs/v2-upgrade#proxy)
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!!! Tip "SSL certificates"
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You can use tools like certbot to setup ssl certificates to access your bot's UI through encrypted connection by using any fo the above reverse proxies.
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While this will protect your data in transit, we do not recommend to run the freqtrade API outside of your private network (VPN, SSH tunnel).
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### OpenAPI interface
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To enable the builtin openAPI interface (Swagger UI), specify `"enable_openapi": true` in the api_server configuration.
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@ -446,15 +446,17 @@ A full sample can be found [in the DataProvider section](#complete-data-provider
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??? Note "Alternative candle types"
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Informative_pairs can also provide a 3rd tuple element defining the candle type explicitly.
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Availability of alternative candle-types will depend on the trading-mode and the exchange. Details about this can be found in the exchange documentation.
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Availability of alternative candle-types will depend on the trading-mode and the exchange.
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In general, spot pairs cannot be used in futures markets, and futures candles can't be used as informative pairs for spot bots.
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Details about this may vary, if they do, this can be found in the exchange documentation.
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``` python
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def informative_pairs(self):
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return [
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("ETH/USDT", "5m", ""), # Uses default candletype, depends on trading_mode
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("ETH/USDT", "5m", "spot"), # Forces usage of spot candles
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("BTC/TUSD", "15m", "futures"), # Uses futures candles
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("BTC/TUSD", "15m", "mark"), # Uses mark candles
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("ETH/USDT", "5m", ""), # Uses default candletype, depends on trading_mode (recommended)
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("ETH/USDT", "5m", "spot"), # Forces usage of spot candles (only valid for bots running on spot markets).
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("BTC/TUSD", "15m", "futures"), # Uses futures candles (only bots with `trading_mode=futures`)
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("BTC/TUSD", "15m", "mark"), # Uses mark candles (only bots with `trading_mode=futures`)
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]
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```
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***
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@ -512,6 +512,7 @@ CONF_SCHEMA = {
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'minimum': 0,
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'maximum': 65535
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},
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'secure': {'type': 'boolean', 'default': False},
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'ws_token': {'type': 'string'},
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},
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'required': ['name', 'host', 'ws_token']
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File diff suppressed because it is too large
Load Diff
@ -20,7 +20,7 @@ class Bybit(Exchange):
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"""
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_ft_has: Dict = {
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"ohlcv_candle_limit": 200,
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"ohlcv_candle_limit": 1000,
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"ccxt_futures_name": "linear",
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"ohlcv_has_history": False,
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}
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@ -191,10 +191,10 @@ class FreqtradeBot(LoggingMixin):
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# Check whether markets have to be reloaded and reload them when it's needed
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self.exchange.reload_markets()
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self.update_closed_trades_without_assigned_fees()
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self.update_trades_without_assigned_fees()
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# Query trades from persistence layer
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trades = Trade.get_open_trades()
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trades: List[Trade] = Trade.get_open_trades()
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self.active_pair_whitelist = self._refresh_active_whitelist(trades)
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@ -354,7 +354,7 @@ class FreqtradeBot(LoggingMixin):
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if self.trading_mode == TradingMode.FUTURES:
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self._schedule.run_pending()
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def update_closed_trades_without_assigned_fees(self) -> None:
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def update_trades_without_assigned_fees(self) -> None:
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"""
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Update closed trades without close fees assigned.
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Only acts when Orders are in the database, otherwise the last order-id is unknown.
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@ -381,15 +381,16 @@ class FreqtradeBot(LoggingMixin):
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trades = Trade.get_open_trades_without_assigned_fees()
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for trade in trades:
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if trade.is_open and not trade.fee_updated(trade.entry_side):
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order = trade.select_order(trade.entry_side, False)
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open_order = trade.select_order(trade.entry_side, True)
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if order and open_order is None:
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logger.info(
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f"Updating {trade.entry_side}-fee on trade {trade}"
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f"for order {order.order_id}."
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)
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self.update_trade_state(trade, order.order_id, send_msg=False)
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with self._exit_lock:
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if trade.is_open and not trade.fee_updated(trade.entry_side):
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order = trade.select_order(trade.entry_side, False)
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open_order = trade.select_order(trade.entry_side, True)
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if order and open_order is None:
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logger.info(
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f"Updating {trade.entry_side}-fee on trade {trade}"
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f"for order {order.order_id}."
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)
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self.update_trade_state(trade, order.order_id, send_msg=False)
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def handle_insufficient_funds(self, trade: Trade):
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"""
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@ -826,6 +827,8 @@ class FreqtradeBot(LoggingMixin):
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co = self.exchange.cancel_stoploss_order_with_result(
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trade.stoploss_order_id, trade.pair, trade.amount)
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trade.update_order(co)
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# Reset stoploss order id.
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trade.stoploss_order_id = None
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except InvalidOrderException:
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logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id}")
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return trade
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@ -982,7 +985,7 @@ class FreqtradeBot(LoggingMixin):
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# SELL / exit positions / close trades logic and methods
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#
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def exit_positions(self, trades: List[Any]) -> int:
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def exit_positions(self, trades: List[Trade]) -> int:
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"""
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Tries to execute exit orders for open trades (positions)
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"""
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@ -1010,7 +1013,7 @@ class FreqtradeBot(LoggingMixin):
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def handle_trade(self, trade: Trade) -> bool:
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"""
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Sells/exits_short the current pair if the threshold is reached and updates the trade record.
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Exits the current pair if the threshold is reached and updates the trade record.
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:return: True if trade has been sold/exited_short, False otherwise
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"""
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if not trade.is_open:
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@ -1167,7 +1170,6 @@ class FreqtradeBot(LoggingMixin):
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if self.create_stoploss_order(trade=trade, stop_price=trade.stoploss_or_liquidation):
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return False
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else:
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trade.stoploss_order_id = None
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logger.warning('Stoploss order was cancelled, but unable to recreate one.')
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# Finally we check if stoploss on exchange should be moved up because of trailing.
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@ -17,6 +17,7 @@ from freqtrade.enums import HyperoptState
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from freqtrade.exceptions import OperationalException
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from freqtrade.misc import deep_merge_dicts, round_coin_value, round_dict, safe_value_fallback2
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from freqtrade.optimize.hyperopt_epoch_filters import hyperopt_filter_epochs
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from freqtrade.optimize.optimize_reports import generate_wins_draws_losses
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logger = logging.getLogger(__name__)
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@ -325,8 +326,10 @@ class HyperoptTools():
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# New mode, using backtest result for metrics
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trials['results_metrics.winsdrawslosses'] = trials.apply(
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lambda x: f"{x['results_metrics.wins']} {x['results_metrics.draws']:>4} "
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f"{x['results_metrics.losses']:>4}", axis=1)
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lambda x: generate_wins_draws_losses(
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x['results_metrics.wins'], x['results_metrics.draws'],
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x['results_metrics.losses']
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), axis=1)
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trials = trials[['Best', 'current_epoch', 'results_metrics.total_trades',
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'results_metrics.winsdrawslosses',
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@ -337,7 +340,7 @@ class HyperoptTools():
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'loss', 'is_initial_point', 'is_random', 'is_best']]
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trials.columns = [
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'Best', 'Epoch', 'Trades', ' Win Draw Loss', 'Avg profit',
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'Best', 'Epoch', 'Trades', ' Win Draw Loss Win%', 'Avg profit',
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'Total profit', 'Profit', 'Avg duration', 'max_drawdown', 'max_drawdown_account',
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'max_drawdown_abs', 'Objective', 'is_initial_point', 'is_random', 'is_best'
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]
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@ -467,9 +470,9 @@ class HyperoptTools():
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base_metrics = ['Best', 'current_epoch', 'results_metrics.total_trades',
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'results_metrics.profit_mean', 'results_metrics.profit_median',
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'results_metrics.profit_total',
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'Stake currency',
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'results_metrics.profit_total', 'Stake currency',
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'results_metrics.profit_total_abs', 'results_metrics.holding_avg',
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'results_metrics.trade_count_long', 'results_metrics.trade_count_short',
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'loss', 'is_initial_point', 'is_best']
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perc_multi = 100
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@ -477,7 +480,9 @@ class HyperoptTools():
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trials = trials[base_metrics + param_metrics]
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base_columns = ['Best', 'Epoch', 'Trades', 'Avg profit', 'Median profit', 'Total profit',
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'Stake currency', 'Profit', 'Avg duration', 'Objective',
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'Stake currency', 'Profit', 'Avg duration',
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'Trade count long', 'Trade count short',
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'Objective',
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'is_initial_point', 'is_best']
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param_columns = list(results[0]['params_dict'].keys())
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trials.columns = base_columns + param_columns
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@ -86,7 +86,7 @@ def _get_line_header(first_column: str, stake_currency: str,
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'Win Draw Loss Win%']
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def _generate_wins_draws_losses(wins, draws, losses):
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def generate_wins_draws_losses(wins, draws, losses):
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if wins > 0 and losses == 0:
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wl_ratio = '100'
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elif wins == 0:
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@ -600,7 +600,7 @@ def text_table_bt_results(pair_results: List[Dict[str, Any]], stake_currency: st
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output = [[
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t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
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t['profit_total_pct'], t['duration_avg'],
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_generate_wins_draws_losses(t['wins'], t['draws'], t['losses'])
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generate_wins_draws_losses(t['wins'], t['draws'], t['losses'])
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] for t in pair_results]
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||||
# Ignore type as floatfmt does allow tuples but mypy does not know that
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return tabulate(output, headers=headers,
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@ -626,7 +626,7 @@ def text_table_exit_reason(exit_reason_stats: List[Dict[str, Any]], stake_curren
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|
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output = [[
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t.get('exit_reason', t.get('sell_reason')), t['trades'],
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_generate_wins_draws_losses(t['wins'], t['draws'], t['losses']),
|
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generate_wins_draws_losses(t['wins'], t['draws'], t['losses']),
|
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t['profit_mean_pct'], t['profit_sum_pct'],
|
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round_coin_value(t['profit_total_abs'], stake_currency, False),
|
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t['profit_total_pct'],
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@ -656,7 +656,7 @@ def text_table_tags(tag_type: str, tag_results: List[Dict[str, Any]], stake_curr
|
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t['profit_total_abs'],
|
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t['profit_total_pct'],
|
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t['duration_avg'],
|
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_generate_wins_draws_losses(
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generate_wins_draws_losses(
|
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t['wins'],
|
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t['draws'],
|
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t['losses'])] for t in tag_results]
|
||||
@ -715,7 +715,7 @@ def text_table_strategy(strategy_results, stake_currency: str) -> str:
|
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output = [[
|
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t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
|
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t['profit_total_pct'], t['duration_avg'],
|
||||
_generate_wins_draws_losses(t['wins'], t['draws'], t['losses']), drawdown]
|
||||
generate_wins_draws_losses(t['wins'], t['draws'], t['losses']), drawdown]
|
||||
for t, drawdown in zip(strategy_results, drawdown)]
|
||||
# Ignore type as floatfmt does allow tuples but mypy does not know that
|
||||
return tabulate(output, headers=headers,
|
||||
|
||||
@ -31,6 +31,7 @@ class Producer(TypedDict):
|
||||
name: str
|
||||
host: str
|
||||
port: int
|
||||
secure: bool
|
||||
ws_token: str
|
||||
|
||||
|
||||
@ -180,7 +181,8 @@ class ExternalMessageConsumer:
|
||||
host, port = producer['host'], producer['port']
|
||||
token = producer['ws_token']
|
||||
name = producer['name']
|
||||
ws_url = f"ws://{host}:{port}/api/v1/message/ws?token={token}"
|
||||
scheme = 'wss' if producer.get('secure', False) else 'ws'
|
||||
ws_url = f"{scheme}://{host}:{port}/api/v1/message/ws?token={token}"
|
||||
|
||||
# This will raise InvalidURI if the url is bad
|
||||
async with websockets.connect(
|
||||
|
||||
@ -789,17 +789,18 @@ class RPC:
|
||||
if not order_type:
|
||||
order_type = self._freqtrade.strategy.order_types.get(
|
||||
'force_entry', self._freqtrade.strategy.order_types['entry'])
|
||||
if self._freqtrade.execute_entry(pair, stake_amount, price,
|
||||
ordertype=order_type, trade=trade,
|
||||
is_short=is_short,
|
||||
enter_tag=enter_tag,
|
||||
leverage_=leverage,
|
||||
):
|
||||
Trade.commit()
|
||||
trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first()
|
||||
return trade
|
||||
else:
|
||||
raise RPCException(f'Failed to enter position for {pair}.')
|
||||
with self._freqtrade._exit_lock:
|
||||
if self._freqtrade.execute_entry(pair, stake_amount, price,
|
||||
ordertype=order_type, trade=trade,
|
||||
is_short=is_short,
|
||||
enter_tag=enter_tag,
|
||||
leverage_=leverage,
|
||||
):
|
||||
Trade.commit()
|
||||
trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first()
|
||||
return trade
|
||||
else:
|
||||
raise RPCException(f'Failed to enter position for {pair}.')
|
||||
|
||||
def _rpc_delete(self, trade_id: int) -> Dict[str, Union[str, int]]:
|
||||
"""
|
||||
|
||||
@ -199,6 +199,7 @@ async def create_client(
|
||||
host,
|
||||
port,
|
||||
token,
|
||||
scheme='ws',
|
||||
name='default',
|
||||
protocol=ClientProtocol(),
|
||||
sleep_time=10,
|
||||
@ -211,13 +212,14 @@ async def create_client(
|
||||
:param host: The host
|
||||
:param port: The port
|
||||
:param token: The websocket auth token
|
||||
:param scheme: `ws` for most connections, `wss` for ssl
|
||||
:param name: The name of the producer
|
||||
:param **kwargs: Any extra kwargs passed to websockets.connect
|
||||
"""
|
||||
|
||||
while 1:
|
||||
try:
|
||||
websocket_url = f"ws://{host}:{port}/api/v1/message/ws?token={token}"
|
||||
websocket_url = f"{scheme}://{host}:{port}/api/v1/message/ws?token={token}"
|
||||
logger.info(f"Attempting to connect to {name} @ {host}:{port}")
|
||||
|
||||
async with websockets.connect(websocket_url, **kwargs) as ws:
|
||||
@ -304,6 +306,7 @@ async def _main(args):
|
||||
producer['host'],
|
||||
producer['port'],
|
||||
producer['ws_token'],
|
||||
'wss' if producer.get('secure', False) else 'ws',
|
||||
producer['name'],
|
||||
sleep_time=sleep_time,
|
||||
ping_timeout=ping_timeout,
|
||||
|
||||
2
setup.sh
2
setup.sh
@ -82,7 +82,7 @@ function updateenv() {
|
||||
dev=$REPLY
|
||||
if [[ $REPLY =~ ^[Yy]$ ]]
|
||||
then
|
||||
REQUIREMENTS_FREQAI="-r requirements-freqai.txt"
|
||||
REQUIREMENTS_FREQAI="-r requirements-freqai.txt --use-pep517"
|
||||
fi
|
||||
|
||||
${PYTHON} -m pip install --upgrade -r ${REQUIREMENTS} ${REQUIREMENTS_HYPEROPT} ${REQUIREMENTS_PLOT} ${REQUIREMENTS_FREQAI}
|
||||
|
||||
@ -1271,7 +1271,7 @@ def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results, tmpdir):
|
||||
assert csv_file.is_file()
|
||||
line = csv_file.read_text()
|
||||
assert ('Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,"3,930.0 m",0.43662' in line
|
||||
or "Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,2 days 17:30:00,0.43662" in line)
|
||||
or "Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,2 days 17:30:00,2,0,0.43662" in line)
|
||||
csv_file.unlink()
|
||||
|
||||
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||||
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||||
@ -2679,7 +2679,7 @@ def saved_hyperopt_results():
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||||
'params_dict': {
|
||||
'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1190, 'roi_t2': 541, 'roi_t3': 408, 'roi_p1': 0.026035863879169705, 'roi_p2': 0.12508730043628782, 'roi_p3': 0.27766427921605896, 'stoploss': -0.2562930402099556}, # noqa: E501
|
||||
'params_details': {'buy': {'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.4287874435315165, 408: 0.15112316431545753, 949: 0.026035863879169705, 2139: 0}, 'stoploss': {'stoploss': -0.2562930402099556}}, # noqa: E501
|
||||
'results_metrics': {'total_trades': 2, 'wins': 0, 'draws': 0, 'losses': 2, 'profit_mean': -0.01254995, 'profit_median': -0.012222, 'profit_total': -0.00125625, 'profit_total_abs': -2.50999, 'max_drawdown': 0.23, 'max_drawdown_abs': -0.00125625, 'holding_avg': timedelta(minutes=3930.0), 'stake_currency': 'BTC', 'strategy_name': 'SampleStrategy'}, # noqa: E501
|
||||
'results_metrics': {'total_trades': 2, 'trade_count_long': 2, 'trade_count_short': 0, 'wins': 0, 'draws': 0, 'losses': 2, 'profit_mean': -0.01254995, 'profit_median': -0.012222, 'profit_total': -0.00125625, 'profit_total_abs': -2.50999, 'max_drawdown': 0.23, 'max_drawdown_abs': -0.00125625, 'holding_avg': timedelta(minutes=3930.0), 'stake_currency': 'BTC', 'strategy_name': 'SampleStrategy'}, # noqa: E501
|
||||
'results_explanation': ' 2 trades. Avg profit -1.25%. Total profit -0.00125625 BTC ( -2.51Σ%). Avg duration 3930.0 min.', # noqa: E501
|
||||
'total_profit': -0.00125625,
|
||||
'current_epoch': 1,
|
||||
@ -2696,7 +2696,7 @@ def saved_hyperopt_results():
|
||||
'sell': {'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, # noqa: E501
|
||||
'roi': {0: 0.4449309386008759, 140: 0.11955965746663, 823: 0.06403981740598495, 1157: 0}, # noqa: E501
|
||||
'stoploss': {'stoploss': -0.338070047333259}},
|
||||
'results_metrics': {'total_trades': 1, 'wins': 0, 'draws': 0, 'losses': 1, 'profit_mean': 0.012357, 'profit_median': -0.012222, 'profit_total': 6.185e-05, 'profit_total_abs': 0.12357, 'max_drawdown': 0.23, 'max_drawdown_abs': -0.00125625, 'holding_avg': timedelta(minutes=1200.0)}, # noqa: E501
|
||||
'results_metrics': {'total_trades': 1, 'trade_count_long': 1, 'trade_count_short': 0, 'wins': 0, 'draws': 0, 'losses': 1, 'profit_mean': 0.012357, 'profit_median': -0.012222, 'profit_total': 6.185e-05, 'profit_total_abs': 0.12357, 'max_drawdown': 0.23, 'max_drawdown_abs': -0.00125625, 'holding_avg': timedelta(minutes=1200.0)}, # noqa: E501
|
||||
'results_explanation': ' 1 trades. Avg profit 0.12%. Total profit 0.00006185 BTC ( 0.12Σ%). Avg duration 1200.0 min.', # noqa: E501
|
||||
'total_profit': 6.185e-05,
|
||||
'current_epoch': 2,
|
||||
@ -2707,7 +2707,7 @@ def saved_hyperopt_results():
|
||||
'loss': 14.241196856510731,
|
||||
'params_dict': {'mfi-value': 25, 'fastd-value': 16, 'adx-value': 29, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 98, 'sell-fastd-value': 72, 'sell-adx-value': 51, 'sell-rsi-value': 82, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 889, 'roi_t2': 533, 'roi_t3': 263, 'roi_p1': 0.04759065393663096, 'roi_p2': 0.1488819964638463, 'roi_p3': 0.4102801822104605, 'stoploss': -0.05394588767607611}, # noqa: E501
|
||||
'params_details': {'buy': {'mfi-value': 25, 'fastd-value': 16, 'adx-value': 29, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 98, 'sell-fastd-value': 72, 'sell-adx-value': 51, 'sell-rsi-value': 82, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.6067528326109377, 263: 0.19647265040047726, 796: 0.04759065393663096, 1685: 0}, 'stoploss': {'stoploss': -0.05394588767607611}}, # noqa: E501
|
||||
'results_metrics': {'total_trades': 621, 'wins': 320, 'draws': 0, 'losses': 301, 'profit_mean': -0.043883302093397747, 'profit_median': -0.012222, 'profit_total': -0.13639474, 'profit_total_abs': -272.515306, 'max_drawdown': 0.25, 'max_drawdown_abs': -272.515306, 'holding_avg': timedelta(minutes=1691.207729468599)}, # noqa: E501
|
||||
'results_metrics': {'total_trades': 621, 'trade_count_long': 621, 'trade_count_short': 0, 'wins': 320, 'draws': 0, 'losses': 301, 'profit_mean': -0.043883302093397747, 'profit_median': -0.012222, 'profit_total': -0.13639474, 'profit_total_abs': -272.515306, 'max_drawdown': 0.25, 'max_drawdown_abs': -272.515306, 'holding_avg': timedelta(minutes=1691.207729468599)}, # noqa: E501
|
||||
'results_explanation': ' 621 trades. Avg profit -0.44%. Total profit -0.13639474 BTC (-272.52Σ%). Avg duration 1691.2 min.', # noqa: E501
|
||||
'total_profit': -0.13639474,
|
||||
'current_epoch': 3,
|
||||
@ -2718,14 +2718,14 @@ def saved_hyperopt_results():
|
||||
'loss': 100000,
|
||||
'params_dict': {'mfi-value': 13, 'fastd-value': 35, 'adx-value': 39, 'rsi-value': 29, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 87, 'sell-fastd-value': 54, 'sell-adx-value': 63, 'sell-rsi-value': 93, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1402, 'roi_t2': 676, 'roi_t3': 215, 'roi_p1': 0.06264755784937427, 'roi_p2': 0.14258587851894644, 'roi_p3': 0.20671291201040828, 'stoploss': -0.11818343570194478}, # noqa: E501
|
||||
'params_details': {'buy': {'mfi-value': 13, 'fastd-value': 35, 'adx-value': 39, 'rsi-value': 29, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 54, 'sell-adx-value': 63, 'sell-rsi-value': 93, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.411946348378729, 215: 0.2052334363683207, 891: 0.06264755784937427, 2293: 0}, 'stoploss': {'stoploss': -0.11818343570194478}}, # noqa: E501
|
||||
'results_metrics': {'total_trades': 0, 'wins': 0, 'draws': 0, 'losses': 0, 'profit_mean': None, 'profit_median': None, 'profit_total': 0, 'profit': 0.0, 'holding_avg': timedelta()}, # noqa: E501
|
||||
'results_metrics': {'total_trades': 0, 'trade_count_long': 0, 'trade_count_short': 0, 'wins': 0, 'draws': 0, 'losses': 0, 'profit_mean': None, 'profit_median': None, 'profit_total': 0, 'profit': 0.0, 'holding_avg': timedelta()}, # noqa: E501
|
||||
'results_explanation': ' 0 trades. Avg profit nan%. Total profit 0.00000000 BTC ( 0.00Σ%). Avg duration nan min.', # noqa: E501
|
||||
'total_profit': 0, 'current_epoch': 4, 'is_initial_point': True, 'is_random': False, 'is_best': False # noqa: E501
|
||||
}, {
|
||||
'loss': 0.22195522184191518,
|
||||
'params_dict': {'mfi-value': 17, 'fastd-value': 21, 'adx-value': 38, 'rsi-value': 33, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 87, 'sell-fastd-value': 82, 'sell-adx-value': 78, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 1269, 'roi_t2': 601, 'roi_t3': 444, 'roi_p1': 0.07280999507931168, 'roi_p2': 0.08946698095898986, 'roi_p3': 0.1454876733325284, 'stoploss': -0.18181041180901014}, # noqa: E501
|
||||
'params_details': {'buy': {'mfi-value': 17, 'fastd-value': 21, 'adx-value': 38, 'rsi-value': 33, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 82, 'sell-adx-value': 78, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.3077646493708299, 444: 0.16227697603830155, 1045: 0.07280999507931168, 2314: 0}, 'stoploss': {'stoploss': -0.18181041180901014}}, # noqa: E501
|
||||
'results_metrics': {'total_trades': 14, 'wins': 6, 'draws': 0, 'losses': 8, 'profit_mean': -0.003539515, 'profit_median': -0.012222, 'profit_total': -0.002480140000000001, 'profit_total_abs': -4.955321, 'max_drawdown': 0.34, 'max_drawdown_abs': -4.955321, 'holding_avg': timedelta(minutes=3402.8571428571427)}, # noqa: E501
|
||||
'results_metrics': {'total_trades': 14, 'trade_count_long': 14, 'trade_count_short': 0, 'wins': 6, 'draws': 0, 'losses': 8, 'profit_mean': -0.003539515, 'profit_median': -0.012222, 'profit_total': -0.002480140000000001, 'profit_total_abs': -4.955321, 'max_drawdown': 0.34, 'max_drawdown_abs': -4.955321, 'holding_avg': timedelta(minutes=3402.8571428571427)}, # noqa: E501
|
||||
'results_explanation': ' 14 trades. Avg profit -0.35%. Total profit -0.00248014 BTC ( -4.96Σ%). Avg duration 3402.9 min.', # noqa: E501
|
||||
'total_profit': -0.002480140000000001,
|
||||
'current_epoch': 5,
|
||||
@ -2736,7 +2736,7 @@ def saved_hyperopt_results():
|
||||
'loss': 0.545315889154162,
|
||||
'params_dict': {'mfi-value': 22, 'fastd-value': 43, 'adx-value': 46, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'bb_lower', 'sell-mfi-value': 87, 'sell-fastd-value': 65, 'sell-adx-value': 94, 'sell-rsi-value': 63, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 319, 'roi_t2': 556, 'roi_t3': 216, 'roi_p1': 0.06251955472249589, 'roi_p2': 0.11659519602202795, 'roi_p3': 0.0953744132197762, 'stoploss': -0.024551752215582423}, # noqa: E501
|
||||
'params_details': {'buy': {'mfi-value': 22, 'fastd-value': 43, 'adx-value': 46, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 65, 'sell-adx-value': 94, 'sell-rsi-value': 63, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.2744891639643, 216: 0.17911475074452382, 772: 0.06251955472249589, 1091: 0}, 'stoploss': {'stoploss': -0.024551752215582423}}, # noqa: E501
|
||||
'results_metrics': {'total_trades': 39, 'wins': 20, 'draws': 0, 'losses': 19, 'profit_mean': -0.0021400679487179478, 'profit_median': -0.012222, 'profit_total': -0.0041773, 'profit_total_abs': -8.346264999999997, 'max_drawdown': 0.45, 'max_drawdown_abs': -4.955321, 'holding_avg': timedelta(minutes=636.9230769230769)}, # noqa: E501
|
||||
'results_metrics': {'total_trades': 39, 'trade_count_long': 39, 'trade_count_short': 0, 'wins': 20, 'draws': 0, 'losses': 19, 'profit_mean': -0.0021400679487179478, 'profit_median': -0.012222, 'profit_total': -0.0041773, 'profit_total_abs': -8.346264999999997, 'max_drawdown': 0.45, 'max_drawdown_abs': -4.955321, 'holding_avg': timedelta(minutes=636.9230769230769)}, # noqa: E501
|
||||
'results_explanation': ' 39 trades. Avg profit -0.21%. Total profit -0.00417730 BTC ( -8.35Σ%). Avg duration 636.9 min.', # noqa: E501
|
||||
'total_profit': -0.0041773,
|
||||
'current_epoch': 6,
|
||||
@ -2749,7 +2749,7 @@ def saved_hyperopt_results():
|
||||
'params_details': {
|
||||
'buy': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.4837436938134452, 145: 0.10853310701097472, 765: 0.0586919200378493, 1536: 0}, # noqa: E501
|
||||
'stoploss': {'stoploss': -0.14613268022709905}}, # noqa: E501
|
||||
'results_metrics': {'total_trades': 318, 'wins': 100, 'draws': 0, 'losses': 218, 'profit_mean': -0.0039833954716981146, 'profit_median': -0.012222, 'profit_total': -0.06339929, 'profit_total_abs': -126.67197600000004, 'max_drawdown': 0.50, 'max_drawdown_abs': -200.955321, 'holding_avg': timedelta(minutes=3140.377358490566)}, # noqa: E501
|
||||
'results_metrics': {'total_trades': 318, 'trade_count_long': 318, 'trade_count_short': 0, 'wins': 100, 'draws': 0, 'losses': 218, 'profit_mean': -0.0039833954716981146, 'profit_median': -0.012222, 'profit_total': -0.06339929, 'profit_total_abs': -126.67197600000004, 'max_drawdown': 0.50, 'max_drawdown_abs': -200.955321, 'holding_avg': timedelta(minutes=3140.377358490566)}, # noqa: E501
|
||||
'results_explanation': ' 318 trades. Avg profit -0.40%. Total profit -0.06339929 BTC (-126.67Σ%). Avg duration 3140.4 min.', # noqa: E501
|
||||
'total_profit': -0.06339929,
|
||||
'current_epoch': 7,
|
||||
@ -2760,7 +2760,7 @@ def saved_hyperopt_results():
|
||||
'loss': 20.0, # noqa: E501
|
||||
'params_dict': {'mfi-value': 24, 'fastd-value': 43, 'adx-value': 33, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'sar_reversal', 'sell-mfi-value': 89, 'sell-fastd-value': 74, 'sell-adx-value': 70, 'sell-rsi-value': 70, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': False, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 1149, 'roi_t2': 375, 'roi_t3': 289, 'roi_p1': 0.05571820757172588, 'roi_p2': 0.0606240398618907, 'roi_p3': 0.1729012220156157, 'stoploss': -0.1588514289110401}, # noqa: E501
|
||||
'params_details': {'buy': {'mfi-value': 24, 'fastd-value': 43, 'adx-value': 33, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 89, 'sell-fastd-value': 74, 'sell-adx-value': 70, 'sell-rsi-value': 70, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': False, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, 'roi': {0: 0.2892434694492323, 289: 0.11634224743361658, 664: 0.05571820757172588, 1813: 0}, 'stoploss': {'stoploss': -0.1588514289110401}}, # noqa: E501
|
||||
'results_metrics': {'total_trades': 1, 'wins': 0, 'draws': 1, 'losses': 0, 'profit_mean': 0.0, 'profit_median': 0.0, 'profit_total': 0.0, 'profit_total_abs': 0.0, 'max_drawdown': 0.0, 'max_drawdown_abs': 0.52, 'holding_avg': timedelta(minutes=5340.0)}, # noqa: E501
|
||||
'results_metrics': {'total_trades': 1, 'trade_count_long': 1, 'trade_count_short': 0, 'wins': 0, 'draws': 1, 'losses': 0, 'profit_mean': 0.0, 'profit_median': 0.0, 'profit_total': 0.0, 'profit_total_abs': 0.0, 'max_drawdown': 0.0, 'max_drawdown_abs': 0.52, 'holding_avg': timedelta(minutes=5340.0)}, # noqa: E501
|
||||
'results_explanation': ' 1 trades. Avg profit 0.00%. Total profit 0.00000000 BTC ( 0.00Σ%). Avg duration 5340.0 min.', # noqa: E501
|
||||
'total_profit': 0.0,
|
||||
'current_epoch': 8,
|
||||
@ -2771,7 +2771,7 @@ def saved_hyperopt_results():
|
||||
'loss': 2.4731817780991223,
|
||||
'params_dict': {'mfi-value': 22, 'fastd-value': 20, 'adx-value': 29, 'rsi-value': 40, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'sar_reversal', 'sell-mfi-value': 97, 'sell-fastd-value': 65, 'sell-adx-value': 81, 'sell-rsi-value': 64, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1012, 'roi_t2': 584, 'roi_t3': 422, 'roi_p1': 0.036764323603472565, 'roi_p2': 0.10335480573205287, 'roi_p3': 0.10322347377503042, 'stoploss': -0.2780610808108503}, # noqa: E501
|
||||
'params_details': {'buy': {'mfi-value': 22, 'fastd-value': 20, 'adx-value': 29, 'rsi-value': 40, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 97, 'sell-fastd-value': 65, 'sell-adx-value': 81, 'sell-rsi-value': 64, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.2433426031105559, 422: 0.14011912933552545, 1006: 0.036764323603472565, 2018: 0}, 'stoploss': {'stoploss': -0.2780610808108503}}, # noqa: E501
|
||||
'results_metrics': {'total_trades': 229, 'wins': 150, 'draws': 0, 'losses': 79, 'profit_mean': -0.0038433433624454144, 'profit_median': -0.012222, 'profit_total': -0.044050070000000004, 'profit_total_abs': -88.01256299999999, 'max_drawdown': 0.41, 'max_drawdown_abs': -150.955321, 'holding_avg': timedelta(minutes=6505.676855895196)}, # noqa: E501
|
||||
'results_metrics': {'total_trades': 229, 'trade_count_long': 229, 'trade_count_short': 0, 'wins': 150, 'draws': 0, 'losses': 79, 'profit_mean': -0.0038433433624454144, 'profit_median': -0.012222, 'profit_total': -0.044050070000000004, 'profit_total_abs': -88.01256299999999, 'max_drawdown': 0.41, 'max_drawdown_abs': -150.955321, 'holding_avg': timedelta(minutes=6505.676855895196)}, # noqa: E501
|
||||
'results_explanation': ' 229 trades. Avg profit -0.38%. Total profit -0.04405007 BTC ( -88.01Σ%). Avg duration 6505.7 min.', # noqa: E501
|
||||
'total_profit': -0.044050070000000004, # noqa: E501
|
||||
'current_epoch': 9,
|
||||
@ -2782,7 +2782,7 @@ def saved_hyperopt_results():
|
||||
'loss': -0.2604606005845212, # noqa: E501
|
||||
'params_dict': {'mfi-value': 23, 'fastd-value': 24, 'adx-value': 22, 'rsi-value': 24, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 97, 'sell-fastd-value': 70, 'sell-adx-value': 64, 'sell-rsi-value': 80, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 792, 'roi_t2': 464, 'roi_t3': 215, 'roi_p1': 0.04594053535385903, 'roi_p2': 0.09623192684243963, 'roi_p3': 0.04428219070850663, 'stoploss': -0.16992287161634415}, # noqa: E501
|
||||
'params_details': {'buy': {'mfi-value': 23, 'fastd-value': 24, 'adx-value': 22, 'rsi-value': 24, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 97, 'sell-fastd-value': 70, 'sell-adx-value': 64, 'sell-rsi-value': 80, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, 'roi': {0: 0.18645465290480528, 215: 0.14217246219629864, 679: 0.04594053535385903, 1471: 0}, 'stoploss': {'stoploss': -0.16992287161634415}}, # noqa: E501
|
||||
'results_metrics': {'total_trades': 4, 'wins': 0, 'draws': 0, 'losses': 4, 'profit_mean': 0.001080385, 'profit_median': -0.012222, 'profit_total': 0.00021629, 'profit_total_abs': 0.432154, 'max_drawdown': 0.13, 'max_drawdown_abs': -4.955321, 'holding_avg': timedelta(minutes=2850.0)}, # noqa: E501
|
||||
'results_metrics': {'total_trades': 4, 'trade_count_long': 4, 'trade_count_short': 0, 'wins': 0, 'draws': 0, 'losses': 4, 'profit_mean': 0.001080385, 'profit_median': -0.012222, 'profit_total': 0.00021629, 'profit_total_abs': 0.432154, 'max_drawdown': 0.13, 'max_drawdown_abs': -4.955321, 'holding_avg': timedelta(minutes=2850.0)}, # noqa: E501
|
||||
'results_explanation': ' 4 trades. Avg profit 0.11%. Total profit 0.00021629 BTC ( 0.43Σ%). Avg duration 2850.0 min.', # noqa: E501
|
||||
'total_profit': 0.00021629,
|
||||
'current_epoch': 10,
|
||||
@ -2794,7 +2794,7 @@ def saved_hyperopt_results():
|
||||
'params_dict': {'mfi-value': 20, 'fastd-value': 32, 'adx-value': 49, 'rsi-value': 23, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower', 'sell-mfi-value': 75, 'sell-fastd-value': 56, 'sell-adx-value': 61, 'sell-rsi-value': 62, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 579, 'roi_t2': 614, 'roi_t3': 273, 'roi_p1': 0.05307643172744114, 'roi_p2': 0.1352282078262871, 'roi_p3': 0.1913307406325751, 'stoploss': -0.25728526022513887}, # noqa: E501
|
||||
'params_details': {'buy': {'mfi-value': 20, 'fastd-value': 32, 'adx-value': 49, 'rsi-value': 23, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 75, 'sell-fastd-value': 56, 'sell-adx-value': 61, 'sell-rsi-value': 62, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.3796353801863034, 273: 0.18830463955372825, 887: 0.05307643172744114, 1466: 0}, 'stoploss': {'stoploss': -0.25728526022513887}}, # noqa: E501
|
||||
# New Hyperopt mode!
|
||||
'results_metrics': {'total_trades': 117, 'wins': 67, 'draws': 0, 'losses': 50, 'profit_mean': -0.012698609145299145, 'profit_median': -0.012222, 'profit_total': -0.07436117, 'profit_total_abs': -148.573727, 'max_drawdown': 0.52, 'max_drawdown_abs': -224.955321, 'holding_avg': timedelta(minutes=4282.5641025641025)}, # noqa: E501
|
||||
'results_metrics': {'total_trades': 117, 'trade_count_long': 117, 'trade_count_short': 0, 'wins': 67, 'draws': 0, 'losses': 50, 'profit_mean': -0.012698609145299145, 'profit_median': -0.012222, 'profit_total': -0.07436117, 'profit_total_abs': -148.573727, 'max_drawdown': 0.52, 'max_drawdown_abs': -224.955321, 'holding_avg': timedelta(minutes=4282.5641025641025)}, # noqa: E501
|
||||
'results_explanation': ' 117 trades. Avg profit -1.27%. Total profit -0.07436117 BTC (-148.57Σ%). Avg duration 4282.6 min.', # noqa: E501
|
||||
'total_profit': -0.07436117,
|
||||
'current_epoch': 11,
|
||||
@ -2805,7 +2805,7 @@ def saved_hyperopt_results():
|
||||
'loss': 100000,
|
||||
'params_dict': {'mfi-value': 10, 'fastd-value': 36, 'adx-value': 31, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'sar_reversal', 'sell-mfi-value': 80, 'sell-fastd-value': 71, 'sell-adx-value': 60, 'sell-rsi-value': 85, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1156, 'roi_t2': 581, 'roi_t3': 408, 'roi_p1': 0.06860454019988212, 'roi_p2': 0.12473718444931989, 'roi_p3': 0.2896360635226823, 'stoploss': -0.30889015124682806}, # noqa: E501
|
||||
'params_details': {'buy': {'mfi-value': 10, 'fastd-value': 36, 'adx-value': 31, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 80, 'sell-fastd-value': 71, 'sell-adx-value': 60, 'sell-rsi-value': 85, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.4829777881718843, 408: 0.19334172464920202, 989: 0.06860454019988212, 2145: 0}, 'stoploss': {'stoploss': -0.30889015124682806}}, # noqa: E501
|
||||
'results_metrics': {'total_trades': 0, 'wins': 0, 'draws': 0, 'losses': 0, 'profit_mean': None, 'profit_median': None, 'profit_total': 0, 'profit_total_abs': 0.0, 'max_drawdown': 0.0, 'max_drawdown_abs': 0.0, 'holding_avg': timedelta()}, # noqa: E501
|
||||
'results_metrics': {'total_trades': 0, 'trade_count_long': 0, 'trade_count_short': 0, 'wins': 0, 'draws': 0, 'losses': 0, 'profit_mean': None, 'profit_median': None, 'profit_total': 0, 'profit_total_abs': 0.0, 'max_drawdown': 0.0, 'max_drawdown_abs': 0.0, 'holding_avg': timedelta()}, # noqa: E501
|
||||
'results_explanation': ' 0 trades. Avg profit nan%. Total profit 0.00000000 BTC ( 0.00Σ%). Avg duration nan min.', # noqa: E501
|
||||
'total_profit': 0,
|
||||
'current_epoch': 12,
|
||||
|
||||
@ -1207,12 +1207,17 @@ def test_create_dry_run_order_fees(
|
||||
assert order1['fee']['rate'] == fee
|
||||
|
||||
|
||||
@pytest.mark.parametrize("side,startprice,endprice", [
|
||||
("buy", 25.563, 25.566),
|
||||
("sell", 25.566, 25.563)
|
||||
@pytest.mark.parametrize("side,price,filled", [
|
||||
# order_book_l2_usd spread:
|
||||
# best ask: 25.566
|
||||
# best bid: 25.563
|
||||
("buy", 25.563, False),
|
||||
("buy", 25.566, True),
|
||||
("sell", 25.566, False),
|
||||
("sell", 25.563, True),
|
||||
])
|
||||
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
||||
def test_create_dry_run_order_limit_fill(default_conf, mocker, side, startprice, endprice,
|
||||
def test_create_dry_run_order_limit_fill(default_conf, mocker, side, price, filled,
|
||||
exchange_name, order_book_l2_usd):
|
||||
default_conf['dry_run'] = True
|
||||
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
|
||||
@ -1226,7 +1231,7 @@ def test_create_dry_run_order_limit_fill(default_conf, mocker, side, startprice,
|
||||
ordertype='limit',
|
||||
side=side,
|
||||
amount=1,
|
||||
rate=startprice,
|
||||
rate=price,
|
||||
leverage=1.0
|
||||
)
|
||||
assert order_book_l2_usd.call_count == 1
|
||||
@ -1235,22 +1240,17 @@ def test_create_dry_run_order_limit_fill(default_conf, mocker, side, startprice,
|
||||
assert order["side"] == side
|
||||
assert order["type"] == "limit"
|
||||
assert order["symbol"] == "LTC/USDT"
|
||||
assert order["average"] == price
|
||||
assert order['status'] == 'open' if not filled else 'closed'
|
||||
order_book_l2_usd.reset_mock()
|
||||
|
||||
# fetch order again...
|
||||
order_closed = exchange.fetch_dry_run_order(order['id'])
|
||||
assert order_book_l2_usd.call_count == 1
|
||||
assert order_closed['status'] == 'open'
|
||||
assert not order['fee']
|
||||
assert order_closed['filled'] == 0
|
||||
assert order_book_l2_usd.call_count == (1 if not filled else 0)
|
||||
assert order_closed['status'] == ('open' if not filled else 'closed')
|
||||
assert order_closed['filled'] == (0 if not filled else 1)
|
||||
|
||||
order_book_l2_usd.reset_mock()
|
||||
order_closed['price'] = endprice
|
||||
|
||||
order_closed = exchange.fetch_dry_run_order(order['id'])
|
||||
assert order_closed['status'] == 'closed'
|
||||
assert order['fee']
|
||||
assert order_closed['filled'] == 1
|
||||
assert order_closed['filled'] == order_closed['amount']
|
||||
|
||||
# Empty orderbook test
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book',
|
||||
|
||||
@ -1498,6 +1498,7 @@ def test_handle_stoploss_on_exchange_trailing(
|
||||
})
|
||||
)
|
||||
assert freqtrade.handle_trade(trade) is True
|
||||
assert trade.stoploss_order_id is None
|
||||
|
||||
|
||||
@pytest.mark.parametrize("is_short", [False, True])
|
||||
@ -5046,7 +5047,7 @@ def test_startup_backpopulate_precision(mocker, default_conf_usdt, fee, caplog):
|
||||
|
||||
@pytest.mark.usefixtures("init_persistence")
|
||||
@pytest.mark.parametrize("is_short", [False, True])
|
||||
def test_update_closed_trades_without_assigned_fees(mocker, default_conf_usdt, fee, is_short):
|
||||
def test_update_trades_without_assigned_fees(mocker, default_conf_usdt, fee, is_short):
|
||||
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
|
||||
|
||||
def patch_with_fee(order):
|
||||
@ -5075,7 +5076,7 @@ def test_update_closed_trades_without_assigned_fees(mocker, default_conf_usdt, f
|
||||
assert trade.fee_close_cost is None
|
||||
assert trade.fee_close_currency is None
|
||||
|
||||
freqtrade.update_closed_trades_without_assigned_fees()
|
||||
freqtrade.update_trades_without_assigned_fees()
|
||||
|
||||
# Does nothing for dry-run
|
||||
trades = Trade.get_trades().all()
|
||||
@ -5088,7 +5089,7 @@ def test_update_closed_trades_without_assigned_fees(mocker, default_conf_usdt, f
|
||||
|
||||
freqtrade.config['dry_run'] = False
|
||||
|
||||
freqtrade.update_closed_trades_without_assigned_fees()
|
||||
freqtrade.update_trades_without_assigned_fees()
|
||||
|
||||
trades = Trade.get_trades().all()
|
||||
assert len(trades) == MOCK_TRADE_COUNT
|
||||
@ -5551,7 +5552,7 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
|
||||
assert trade.stake_amount == 110
|
||||
|
||||
# Assume it does nothing since order is closed and trade is open
|
||||
freqtrade.update_closed_trades_without_assigned_fees()
|
||||
freqtrade.update_trades_without_assigned_fees()
|
||||
|
||||
trade = Trade.query.first()
|
||||
assert trade
|
||||
@ -5622,7 +5623,7 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
|
||||
mocker.patch('freqtrade.exchange.Exchange.create_order', fetch_order_mm)
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_order', fetch_order_mm)
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order', fetch_order_mm)
|
||||
freqtrade.update_closed_trades_without_assigned_fees()
|
||||
freqtrade.update_trades_without_assigned_fees()
|
||||
|
||||
orders = Order.query.all()
|
||||
assert orders
|
||||
@ -5839,7 +5840,7 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
|
||||
assert trade.stake_amount == bid * amount
|
||||
|
||||
# Assume it does nothing since order is closed and trade is open
|
||||
freqtrade.update_closed_trades_without_assigned_fees()
|
||||
freqtrade.update_trades_without_assigned_fees()
|
||||
|
||||
trade = Trade.query.first()
|
||||
assert trade
|
||||
|
||||
10
tests/testdata/strategy_SampleStrategy.fthypt
vendored
10
tests/testdata/strategy_SampleStrategy.fthypt
vendored
File diff suppressed because one or more lines are too long
Loading…
Reference in New Issue
Block a user