adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge branch 'develop' into ta_on_candle

Browse Source
This commit is contained in:
Matthias
2018-09-01 20:01:18 +02:00
parent 2ec5a536aa b8624e5909
commit 3fd00c9a9c
30 changed files with 856 additions and 235 deletions
Download Patch File Download Diff File Expand all files Collapse all files

13
docs/configuration.md
View File

@@ -26,12 +26,19 @@ The table below will list all configuration parameters.
| `process_only_new_candles` | false | No | If set to true indicators are processed only once a new candle arrives. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. Can be set either in Configuration or in the strategy.
| `minimal_roi` | See below | No | Set the threshold in percent the bot will use to sell a trade. More information below. If set, this parameter will override `minimal_roi` from your strategy file.
| `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.
| `trailing_stoploss` | false | No | Enables trailing stop-loss (based on `stoploss` in either configuration or strategy file).
| `trailing_stoploss_positve` | 0 | No | Changes stop-loss once profit has been reached.
| `trailing_stoploss_positve_offset` | 0 | No | Offset on when to apply `trailing_stoploss_positive`. Percentage value which should be positive.
| `trailing_stop` | false | No | Enables trailing stop-loss (based on `stoploss` in either configuration or strategy file).
| `trailing_stop_positve` | 0 | No | Changes stop-loss once profit has been reached.
| `trailing_stop_positve_offset` | 0 | No | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive.
| `unfilledtimeout.buy` | 10 | Yes | How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled.
| `unfilledtimeout.sell` | 10 | Yes | How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled.
| `bid_strategy.ask_last_balance` | 0.0 | Yes | Set the bidding price. More information below.
| `bid_strategy.use_order_book` | false | No | Allows buying of pair using the rates in Order Book Bids.
| `bid_strategy.order_book_top` | 0 | No | Bot will use the top N rate in Order Book Bids. Ie. a value of 2 will allow the bot to pick the 2nd bid rate in Order Book Bids.
| `bid_strategy.check_depth_of_market.enabled` | false | No | Does not buy if the % difference of buy orders and sell orders is met in Order Book.
| `bid_strategy.check_depth_of_market.bids_to_ask_delta` | 0 | No | The % difference of buy orders and sell orders found in Order Book. A value lesser than 1 means sell orders is greater, while value greater than 1 means buy orders is higher.
| `ask_strategy.use_order_book` | false | No | Allows selling of open traded pair using the rates in Order Book Asks.
| `ask_strategy.order_book_min` | 0 | No | Bot will scan from the top min to max Order Book Asks searching for a profitable rate.
| `ask_strategy.order_book_max` | 0 | No | Bot will scan from the top min to max Order Book Asks searching for a profitable rate.
| `exchange.name` | bittrex | Yes | Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename).
| `exchange.key` | key | No | API key to use for the exchange. Only required when you are in production mode.
| `exchange.secret` | secret | No | API secret to use for the exchange. Only required when you are in production mode.

183
docs/installation.md
View File

@@ -8,7 +8,6 @@ To understand how to set up the bot please read the [Bot Configuration](https://
* [Table of Contents](#table-of-contents)
* [Easy Installation - Linux Script](#easy-installation---linux-script)
* [Manual installation](#manual-installation)
* [Automatic Installation - Docker](#automatic-installation---docker)
* [Custom Linux MacOS Installation](#custom-installation)
- [Requirements](#requirements)
@@ -56,34 +55,6 @@ Reset parameter will hard reset your branch (only if you are on `master` or `dev
Config parameter is a `config.json` configurator. This script will ask you questions to setup your bot and create your `config.json`.
## Manual installation - Linux/MacOS
The following steps are made for Linux/MacOS environment
### 1. Clone the repo
```bash
git clone git@github.com:freqtrade/freqtrade.git
git checkout develop
cd freqtrade
```
### 2. Create the config file
Switch `"dry_run": true,`
```bash
cp config.json.example config.json
vi config.json
```
### 3. Build your docker image and run it
```bash
docker build -t freqtrade .
docker run --rm -v /etc/localtime:/etc/localtime:ro -v `pwd`/config.json:/freqtrade/config.json -it freqtrade
```
------
## Automatic Installation - Docker
@@ -196,7 +167,7 @@ docker run -d \
freqtrade --db-url sqlite:///tradesv3.sqlite
```
NOTE: db-url defaults to `sqlite:///tradesv3.sqlite` but it defaults to `sqlite://` if `dry_run=True` is being used.
*Note*: db-url defaults to `sqlite:///tradesv3.sqlite` but it defaults to `sqlite://` if `dry_run=True` is being used.
To override this behaviour use a custom db-url value: i.e.: `--db-url sqlite:///tradesv3.dryrun.sqlite`
### 6. Monitor your Docker instance
@@ -211,14 +182,15 @@ docker stop freqtrade
docker start freqtrade
```
You do not need to rebuild the image for configuration changes, it will suffice to edit `config.json` and restart the container.
For more information on how to operate Docker, please refer to the [official Docker documentation](https://docs.docker.com/).
*Note*: You do not need to rebuild the image for configuration changes, it will suffice to edit `config.json` and restart the container.
### 7. Backtest with docker
The following assumes that the above steps (1-4) have been completed successfully.
Also, backtest-data should be available at `~/.freqtrade/user_data/`.
``` bash
docker run -d \
--name freqtrade \
@@ -238,12 +210,13 @@ Head over to the [Backtesting Documentation](https://github.com/freqtrade/freqtr
## Custom Installation
We've included/collected install instructions for Ubuntu 16.04, MacOS, and Windows. These are guidelines and your success may vary with other distros.
OS Specific steps are listed first, the [common](#common) section below is necessary for all systems.
### Requirements
Click each one for install guide:
* [Python 3.6.x](http://docs.python-guide.org/en/latest/starting/installation/), note the bot was not tested on Python >= 3.7.x
* [Python >= 3.6.x](http://docs.python-guide.org/en/latest/starting/installation/)
* [pip](https://pip.pypa.io/en/stable/installing/)
* [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
* [virtualenv](https://virtualenv.pypa.io/en/stable/installation/) (Recommended)
@@ -251,7 +224,7 @@ Click each one for install guide:
### Linux - Ubuntu 16.04
#### 1. Install Python 3.6, Git, and wget
#### Install Python 3.6, Git, and wget
```bash
sudo add-apt-repository ppa:jonathonf/python-3.6
@@ -259,7 +232,34 @@ sudo apt-get update
sudo apt-get install python3.6 python3.6-venv python3.6-dev build-essential autoconf libtool pkg-config make wget git
```
#### 2. Install TA-Lib
#### Raspberry Pi / Raspbian
Before installing FreqTrade on a Raspberry Pi running the official Raspbian Image, make sure you have at least Python 3.6 installed. The default image only provides Python 3.5. Probably the easiest way to get a recent version of python is [miniconda](https://repo.continuum.io/miniconda/).
The following assumes that miniconda3 is installed and available in your environment, and is installed.
It's recommended to use (mini)conda for this as installation/compilation of `scipy` and `pandas` takes a long time.
``` bash
conda config --add channels rpi
conda install python=3.6
conda create -n freqtrade python=3.6
conda install scipy pandas
pip install -r requirements.txt
pip install -e .
```
### MacOS
#### Install Python 3.6, git, wget and ta-lib
```bash
brew install python3 git wget
```
### common
#### 1. Install TA-Lib
Official webpage: https://mrjbq7.github.io/ta-lib/install.html
@@ -267,6 +267,7 @@ Official webpage: https://mrjbq7.github.io/ta-lib/install.html
wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz
tar xvzf ta-lib-0.4.0-src.tar.gz
cd ta-lib
sed -i "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h
./configure --prefix=/usr
make
make install
@@ -274,15 +275,60 @@ cd ..
rm -rf ./ta-lib*
```
*Note*: An already downloaded version of ta-lib is included in the repository, as the sourceforge.net source seems to have problems frequently.
#### 2. Setup your Python virtual environment (virtualenv)
*Note*: This step is optional but strongly recommended to keep your system organized
```bash
python3 -m venv .env
source .env/bin/activate
```
#### 3. Install FreqTrade
Clone the git repository:
```bash
git clone https://github.com/freqtrade/freqtrade.git
```
#### 4. Configure `freqtrade` as a `systemd` service
Optionally checkout the stable/master branch:
```bash
git checkout master
```
#### 4. Initialize the configuration
```bash
cd freqtrade
cp config.json.example config.json
```
> *To edit the config please refer to [Bot Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md).*
#### 5. Install python dependencies
``` bash
pip3 install --upgrade pip
pip3 install -r requirements.txt
pip3 install -e .
```
#### 6. Run the Bot
If this is the first time you run the bot, ensure you are running it in Dry-run `"dry_run": true,` otherwise it will start to buy and sell coins.
```bash
python3.6 ./freqtrade/main.py -c config.json
```
*Note*: If you run the bot on a server, you should consider using [Docker](#automatic-installation---docker) a terminal multiplexer like `screen` or [`tmux`](https://en.wikipedia.org/wiki/Tmux) to avoid that the bot is stopped on logout.
#### 7. [Optional] Configure `freqtrade` as a `systemd` service
From the freqtrade repo... copy `freqtrade.service` to your systemd user directory (usually `~/.config/systemd/user`) and update `WorkingDirectory` and `ExecStart` to match your setup.
@@ -298,57 +344,6 @@ For this to be persistent (run when user is logged out) you'll need to enable `l
sudo loginctl enable-linger "$USER"
```
### MacOS
#### 1. Install Python 3.6, git, wget and ta-lib
```bash
brew install python3 git wget ta-lib
```
#### 2. Install FreqTrade
Clone the git repository:
```bash
git clone https://github.com/freqtrade/freqtrade.git
```
Optionally checkout the develop branch:
```bash
git checkout develop
```
### Setup Config and virtual env
#### 1. Initialize the configuration
```bash
cd freqtrade
cp config.json.example config.json
```
> *To edit the config please refer to [Bot Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md).*
#### 2. Setup your Python virtual environment (virtualenv)
```bash
python3.6 -m venv .env
source .env/bin/activate
pip3.6 install --upgrade pip
pip3.6 install -r requirements.txt
pip3.6 install -e .
```
#### 3. Run the Bot
If this is the first time you run the bot, ensure you are running it in Dry-run `"dry_run": true,` otherwise it will start to buy and sell coins.
```bash
python3.6 ./freqtrade/main.py -c config.json
```
------
## Windows
@@ -368,7 +363,7 @@ git clone https://github.com/freqtrade/freqtrade.git
copy paste `config.json` to ``\path\freqtrade-develop\freqtrade`
#### install ta-lib
#### Install ta-lib
Install ta-lib according to the [ta-lib documentation](https://github.com/mrjbq7/ta-lib#windows).
@@ -389,5 +384,17 @@ REM >pip install TA_Lib‑0.4.17‑cp36‑cp36m‑win32.whl
> Thanks [Owdr](https://github.com/Owdr) for the commands. Source: [Issue #222](https://github.com/freqtrade/freqtrade/issues/222)
#### Error during installation under Windows
``` bash
error: Microsoft Visual C++ 14.0 is required. Get it with "Microsoft Visual C++ Build Tools": http://landinghub.visualstudio.com/visual-cpp-build-tools
```
Unfortunately, many packages requiring compilation don't provide a pre-build wheel. It is therefore mandatory to have a C/C++ compiler installed and available for your python environment to use.
The easiest way is to download install Microsoft Visual Studio Community [here](https://visualstudio.microsoft.com/downloads/) and make sure to install "Common Tools for Visual C++" to enable building c code on Windows. Unfortunately, this is a heavy download / dependency (~4Gb) so you might want to consider WSL or docker first.
---
Now you have an environment ready, the next step is
[Bot Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md)...

120
docs/sandbox-testing.md
View File

@@ -1,4 +1,5 @@
# Sandbox API testing
Where an exchange provides a sandbox for risk-free integration, or end-to-end, testing CCXT provides access to these.
This document is a *light overview of configuring Freqtrade and GDAX sandbox.
@@ -11,8 +12,11 @@ https://public.sandbox.gdax.com
https://api-public.sandbox.gdax.com
---
# Configure a Sandbox account on Gdax
Aim of this document section
- An sanbox account
- create 2FA (needed to create an API)
- Add test 50BTC to account
@@ -30,122 +34,108 @@ After registration and Email confimation you wil be redirected into your sanbox
> https://public.sandbox.pro.coinbase.com/
## Enable 2Fa (a prerequisite to creating sandbox API Keys)
From within sand box site select your profile, top right.
>Or as a direct link: https://public.sandbox.pro.coinbase.com/profile
From the menu panel to the left of the screen select
From the menu panel to the left of the screen select
> Security: "*View or Update*"
In the new site select "enable authenticator" as typical google Authenticator.
- open Google Authenticator on your phone
- scan barcode
- enter your generated 2fa
In the new site select "enable authenticator" as typical google Authenticator.
- open Google Authenticator on your phone
- scan barcode
- enter your generated 2fa
## Enable API Access
## Enable API Access
From within sandbox select profile>api>create api-keys
>or as a direct link: https://public.sandbox.pro.coinbase.com/profile/api
Click on "create one" and ensure **view** and **trade** are "checked" and sumbit your 2Fa
Click on "create one" and ensure **view** and **trade** are "checked" and sumbit your 2FA
- **Copy and paste the Passphase** into a notepade this will be needed later
- **Copy and paste the API Secret** popup into a notepad this will needed later
- **Copy and paste the API Key** into a notepad this will needed later
## Add 50 BTC test funds
To add funds, use the web interface deposit and withdraw buttons.
To add funds, use the web interface deposit and withdraw buttons.
To begin select 'Wallets' from the top menu.
> Or as a direct link: https://public.sandbox.pro.coinbase.com/wallets
- Deposits (bottom left of screen)
- - Deposit Funds Bitcoin
- - - Coinbase BTC Wallet
- - - - Max (50 BTC)
- - Deposit Funds Bitcoin
- - - Coinbase BTC Wallet
- - - - Max (50 BTC)
- - - - - Deposit
*This process may be repeated for other currencies, ETH as example*
---
# Configure Freqtrade to use Gax Sandbox
The aim of this document section
- Enable sandbox URLs in Freqtrade
- Configure API
- - secret
- - key
- - passphrase
- Enable sandbox URLs in Freqtrade
- Configure API
- - secret
- - key
- - passphrase
## Sandbox URLs
Freqtrade makes use of CCXT which in turn provides a list of URLs to Freqtrade.
These include `['test']` and `['api']`.
Freqtrade makes use of CCXT which in turn provides a list of URLs to Freqtrade.
These include `['test']` and `['api']`.
- `[Test]` if available will point to an Exchanges sandbox.
- `[Api]` normally used, and resolves to live API target on the exchange
To make use of sandbox / test add "sandbox": true, to your config.json
```
```json
"exchange": {
"name": "gdax",
"sandbox": true,
"key": "5wowfxemogxeowo;heiohgmd",
"secret": "/ZMH1P62rCVmwefewrgcewX8nh4gob+lywxfwfxwwfxwfNsH1ySgvWCUR/w==",
"password": "1bkjfkhfhfu6sr",
"outdated_offset": 5
"pair_whitelist": [
"BTC/USD"
```
Also insert your
- api-key (noted earlier)
- api-secret (noted earlier)
- password (the passphrase - noted earlier)
---
## You should now be ready to test your sandbox!
## You should now be ready to test your sandbox
Ensure Freqtrade logs show the sandbox URL, and trades made are shown in sandbox.
** Typically the BTC/USD has the most activity in sandbox to test against.
** Typically the BTC/USD has the most activity in sandbox to test against.
## GDAX - Old Candles problem
It is my experience that GDAX sandbox candles may be 20+- minutes out of date. This can cause trades to fail as one of Freqtrades safety checks
To disable this check, edit:
>strategy/interface.py
Look for the following section:
```
# Check if dataframe is out of date
signal_date = arrow.get(latest['date'])
interval_minutes = constants.TICKER_INTERVAL_MINUTES[interval]
if signal_date < (arrow.utcnow().shift(minutes=-(interval_minutes * 2 + 5))):
logger.warning(
'Outdated history for pair %s. Last tick is %s minutes old',
pair,
(arrow.utcnow() - signal_date).seconds // 60
)
return False, False
```
It is my experience that GDAX sandbox candles may be 20+- minutes out of date. This can cause trades to fail as one of Freqtrades safety checks.
You could Hash out the entire check as follows:
To disable this check, add / change the `"outdated_offset"` parameter in the exchange section of your configuration to adjust for this delay.
Example based on the above configuration:
```json
"exchange": {
"name": "gdax",
"sandbox": true,
"key": "5wowfxemogxeowo;heiohgmd",
"secret": "/ZMH1P62rCVmwefewrgcewX8nh4gob+lywxfwfxwwfxwfNsH1ySgvWCUR/w==",
"password": "1bkjfkhfhfu6sr",
"outdated_offset": 30
"pair_whitelist": [
"BTC/USD"
```
# # Check if dataframe is out of date
# signal_date = arrow.get(latest['date'])
# interval_minutes = constants.TICKER_INTERVAL_MINUTES[interval]
# if signal_date < (arrow.utcnow().shift(minutes=-(interval_minutes * 2 + 5))):
# logger.warning(
# 'Outdated history for pair %s. Last tick is %s minutes old',
# pair,
# (arrow.utcnow() - signal_date).seconds // 60
# )
# return False, False
```
Or inrease the timeout to offer a level of protection/alignment of this test to freqtrade in live.
As example, to allow an additional 30 minutes. "(interval_minutes * 2 + 5 + 30)"
```
# Check if dataframe is out of date
signal_date = arrow.get(latest['date'])
interval_minutes = constants.TICKER_INTERVAL_MINUTES[interval]
if signal_date < (arrow.utcnow().shift(minutes=-(interval_minutes * 2 + 5 + 30))):
logger.warning(
'Outdated history for pair %s. Last tick is %s minutes old',
pair,
(arrow.utcnow() - signal_date).seconds // 60
)
return False, False
```