stopPrice
This commit is contained in:
Surfer Admin
parent
7fe8b7661d
commit
405ea74f16
5
.gitignore
vendored
5
.gitignore
vendored
@ -105,3 +105,8 @@ target/
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!config_examples/config_ftx.example.json
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!config_examples/config_ftx.example.json
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!config_examples/config_full.example.json
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!config_examples/config_full.example.json
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!config_examples/config_kraken.example.json
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!config_examples/config_kraken.example.json
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doc/doc-filelist.js
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.gitignore
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.gitignore
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doc/doc-style.css
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doc/doc-script.js
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@ -178,29 +178,10 @@ class SampleStrategy(IStrategy):
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# RSI
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# RSI
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dataframe['rsi'] = ta.RSI(dataframe)
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dataframe['rsi'] = ta.RSI(dataframe)
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# # Inverse Fisher transform on RSI: values [-1.0, 1.0] (https://goo.gl/2JGGoy)
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# Stochastic RSI
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# rsi = 0.1 * (dataframe['rsi'] - 50)
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stoch_rsi = ta.STOCHRSI(dataframe)
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# dataframe['fisher_rsi'] = (np.exp(2 * rsi) - 1) / (np.exp(2 * rsi) + 1)
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dataframe['fastd_rsi'] = stoch_rsi['fastd']
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dataframe['fastk_rsi'] = stoch_rsi['fastk']
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# # Inverse Fisher transform on RSI normalized: values [0.0, 100.0] (https://goo.gl/2JGGoy)
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# dataframe['fisher_rsi_norma'] = 50 * (dataframe['fisher_rsi'] + 1)
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# # Stochastic Slow
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# stoch = ta.STOCH(dataframe)
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# dataframe['slowd'] = stoch['slowd']
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# dataframe['slowk'] = stoch['slowk']
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# Stochastic Fast
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stoch_fast = ta.STOCHF(dataframe)
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dataframe['fastd'] = stoch_fast['fastd']
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dataframe['fastk'] = stoch_fast['fastk']
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# # Stochastic RSI
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# Please read https://github.com/freqtrade/freqtrade/issues/2961 before using this.
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# STOCHRSI is NOT aligned with tradingview, which may result in non-expected results.
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# stoch_rsi = ta.STOCHRSI(dataframe)
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# dataframe['fastd_rsi'] = stoch_rsi['fastd']
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# dataframe['fastk_rsi'] = stoch_rsi['fastk']
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# MACD
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# MACD
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macd = ta.MACD(dataframe)
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macd = ta.MACD(dataframe)
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@ -19,9 +19,27 @@
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},
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},
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{
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{
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"cell_type": "code",
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"cell_type": "code",
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"execution_count": null,
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"execution_count": 2,
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"metadata": {},
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"metadata": {},
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"outputs": [],
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"outputs": [
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{
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"ename": "OperationalException",
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"evalue": "Directory `/Users/surfer/Software/MMM/develop/freqtrade/freqtrade/templates/user_data` does not exist. Please use `freqtrade create-userdir` to create a user directory",
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"output_type": "error",
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"traceback": [
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"\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
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"\u001b[0;31mOperationalException\u001b[0m Traceback (most recent call last)",
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"Input \u001b[0;32mIn [2]\u001b[0m, in \u001b[0;36m<cell line: 7>\u001b[0;34m()\u001b[0m\n\u001b[1;32m 2\u001b[0m \u001b[38;5;28;01mfrom\u001b[39;00m \u001b[38;5;21;01mfreqtrade\u001b[39;00m\u001b[38;5;21;01m.\u001b[39;00m\u001b[38;5;21;01mconfiguration\u001b[39;00m \u001b[38;5;28;01mimport\u001b[39;00m Configuration\n\u001b[1;32m 4\u001b[0m \u001b[38;5;66;03m# Customize these according to your needs.\u001b[39;00m\n\u001b[1;32m 5\u001b[0m \n\u001b[1;32m 6\u001b[0m \u001b[38;5;66;03m# Initialize empty configuration object\u001b[39;00m\n\u001b[0;32m----> 7\u001b[0m config \u001b[38;5;241m=\u001b[39m \u001b[43mConfiguration\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mfrom_files\u001b[49m\u001b[43m(\u001b[49m\u001b[43m[\u001b[49m\u001b[43m]\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 8\u001b[0m \u001b[38;5;66;03m# Optionally, use existing configuration file\u001b[39;00m\n\u001b[1;32m 9\u001b[0m \u001b[38;5;66;03m# config = Configuration.from_files([\"config.json\"])\u001b[39;00m\n\u001b[1;32m 10\u001b[0m \n\u001b[1;32m 11\u001b[0m \u001b[38;5;66;03m# Define some constants\u001b[39;00m\n\u001b[1;32m 12\u001b[0m config[\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mtimeframe\u001b[39m\u001b[38;5;124m\"\u001b[39m] \u001b[38;5;241m=\u001b[39m \u001b[38;5;124m\"\u001b[39m\u001b[38;5;124m1m\u001b[39m\u001b[38;5;124m\"\u001b[39m\n",
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"File \u001b[0;32m~/Software/MMM/develop/freqtrade/freqtrade/configuration/configuration.py:60\u001b[0m, in \u001b[0;36mConfiguration.from_files\u001b[0;34m(files)\u001b[0m\n\u001b[1;32m 58\u001b[0m \u001b[38;5;66;03m# Keep this method as staticmethod, so it can be used from interactive environments\u001b[39;00m\n\u001b[1;32m 59\u001b[0m c \u001b[38;5;241m=\u001b[39m Configuration({\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mconfig\u001b[39m\u001b[38;5;124m'\u001b[39m: files}, RunMode\u001b[38;5;241m.\u001b[39mOTHER)\n\u001b[0;32m---> 60\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[43mc\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mget_config\u001b[49m\u001b[43m(\u001b[49m\u001b[43m)\u001b[49m\n",
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"File \u001b[0;32m~/Software/MMM/develop/freqtrade/freqtrade/configuration/configuration.py:42\u001b[0m, in \u001b[0;36mConfiguration.get_config\u001b[0;34m(self)\u001b[0m\n\u001b[1;32m 37\u001b[0m \u001b[38;5;124;03m\"\"\"\u001b[39;00m\n\u001b[1;32m 38\u001b[0m \u001b[38;5;124;03mReturn the config. Use this method to get the bot config\u001b[39;00m\n\u001b[1;32m 39\u001b[0m \u001b[38;5;124;03m:return: Dict: Bot config\u001b[39;00m\n\u001b[1;32m 40\u001b[0m \u001b[38;5;124;03m\"\"\"\u001b[39;00m\n\u001b[1;32m 41\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mconfig \u001b[38;5;129;01mis\u001b[39;00m \u001b[38;5;28;01mNone\u001b[39;00m:\n\u001b[0;32m---> 42\u001b[0m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mconfig \u001b[38;5;241m=\u001b[39m \u001b[38;5;28;43mself\u001b[39;49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mload_config\u001b[49m\u001b[43m(\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 44\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mconfig\n",
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"File \u001b[0;32m~/Software/MMM/develop/freqtrade/freqtrade/configuration/configuration.py:92\u001b[0m, in \u001b[0;36mConfiguration.load_config\u001b[0;34m(self)\u001b[0m\n\u001b[1;32m 88\u001b[0m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_process_common_options(config)\n\u001b[1;32m 90\u001b[0m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_process_trading_options(config)\n\u001b[0;32m---> 92\u001b[0m \u001b[38;5;28;43mself\u001b[39;49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43m_process_optimize_options\u001b[49m\u001b[43m(\u001b[49m\u001b[43mconfig\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 94\u001b[0m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_process_plot_options(config)\n\u001b[1;32m 96\u001b[0m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_process_data_options(config)\n",
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"File \u001b[0;32m~/Software/MMM/develop/freqtrade/freqtrade/configuration/configuration.py:249\u001b[0m, in \u001b[0;36mConfiguration._process_optimize_options\u001b[0;34m(self, config)\u001b[0m\n\u001b[1;32m 242\u001b[0m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_args_to_config(config, argname\u001b[38;5;241m=\u001b[39m\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mfee\u001b[39m\u001b[38;5;124m'\u001b[39m,\n\u001b[1;32m 243\u001b[0m logstring\u001b[38;5;241m=\u001b[39m\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mParameter --fee detected, \u001b[39m\u001b[38;5;124m'\u001b[39m\n\u001b[1;32m 244\u001b[0m \u001b[38;5;124m'\u001b[39m\u001b[38;5;124msetting fee to: \u001b[39m\u001b[38;5;132;01m{}\u001b[39;00m\u001b[38;5;124m ...\u001b[39m\u001b[38;5;124m'\u001b[39m)\n\u001b[1;32m 246\u001b[0m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_args_to_config(config, argname\u001b[38;5;241m=\u001b[39m\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mtimerange\u001b[39m\u001b[38;5;124m'\u001b[39m,\n\u001b[1;32m 247\u001b[0m logstring\u001b[38;5;241m=\u001b[39m\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mParameter --timerange detected: \u001b[39m\u001b[38;5;132;01m{}\u001b[39;00m\u001b[38;5;124m ...\u001b[39m\u001b[38;5;124m'\u001b[39m)\n\u001b[0;32m--> 249\u001b[0m \u001b[38;5;28;43mself\u001b[39;49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43m_process_datadir_options\u001b[49m\u001b[43m(\u001b[49m\u001b[43mconfig\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 251\u001b[0m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_args_to_config(config, argname\u001b[38;5;241m=\u001b[39m\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mstrategy_list\u001b[39m\u001b[38;5;124m'\u001b[39m,\n\u001b[1;32m 252\u001b[0m logstring\u001b[38;5;241m=\u001b[39m\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mUsing strategy list of \u001b[39m\u001b[38;5;132;01m{}\u001b[39;00m\u001b[38;5;124m strategies\u001b[39m\u001b[38;5;124m'\u001b[39m, logfun\u001b[38;5;241m=\u001b[39m\u001b[38;5;28mlen\u001b[39m)\n\u001b[1;32m 254\u001b[0m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_args_to_config(\n\u001b[1;32m 255\u001b[0m config,\n\u001b[1;32m 256\u001b[0m argname\u001b[38;5;241m=\u001b[39m\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mrecursive_strategy_search\u001b[39m\u001b[38;5;124m'\u001b[39m,\n\u001b[1;32m 257\u001b[0m logstring\u001b[38;5;241m=\u001b[39m\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mRecursively searching for a strategy in the strategies folder.\u001b[39m\u001b[38;5;124m'\u001b[39m,\n\u001b[1;32m 258\u001b[0m )\n",
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"File \u001b[0;32m~/Software/MMM/develop/freqtrade/freqtrade/configuration/configuration.py:180\u001b[0m, in \u001b[0;36mConfiguration._process_datadir_options\u001b[0;34m(self, config)\u001b[0m\n\u001b[1;32m 177\u001b[0m config\u001b[38;5;241m.\u001b[39mupdate({\u001b[38;5;124m'\u001b[39m\u001b[38;5;124muser_data_dir\u001b[39m\u001b[38;5;124m'\u001b[39m: \u001b[38;5;28mstr\u001b[39m(Path\u001b[38;5;241m.\u001b[39mcwd() \u001b[38;5;241m/\u001b[39m \u001b[38;5;124m'\u001b[39m\u001b[38;5;124muser_data\u001b[39m\u001b[38;5;124m'\u001b[39m)})\n\u001b[1;32m 179\u001b[0m \u001b[38;5;66;03m# reset to user_data_dir so this contains the absolute path.\u001b[39;00m\n\u001b[0;32m--> 180\u001b[0m config[\u001b[38;5;124m'\u001b[39m\u001b[38;5;124muser_data_dir\u001b[39m\u001b[38;5;124m'\u001b[39m] \u001b[38;5;241m=\u001b[39m \u001b[43mcreate_userdata_dir\u001b[49m\u001b[43m(\u001b[49m\u001b[43mconfig\u001b[49m\u001b[43m[\u001b[49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[38;5;124;43muser_data_dir\u001b[39;49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[43m]\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mcreate_dir\u001b[49m\u001b[38;5;241;43m=\u001b[39;49m\u001b[38;5;28;43;01mFalse\u001b[39;49;00m\u001b[43m)\u001b[49m\n\u001b[1;32m 181\u001b[0m logger\u001b[38;5;241m.\u001b[39minfo(\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mUsing user-data directory: \u001b[39m\u001b[38;5;132;01m%s\u001b[39;00m\u001b[38;5;124m ...\u001b[39m\u001b[38;5;124m'\u001b[39m, config[\u001b[38;5;124m'\u001b[39m\u001b[38;5;124muser_data_dir\u001b[39m\u001b[38;5;124m'\u001b[39m])\n\u001b[1;32m 183\u001b[0m config\u001b[38;5;241m.\u001b[39mupdate({\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mdatadir\u001b[39m\u001b[38;5;124m'\u001b[39m: create_datadir(config, \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39margs\u001b[38;5;241m.\u001b[39mget(\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mdatadir\u001b[39m\u001b[38;5;124m'\u001b[39m, \u001b[38;5;28;01mNone\u001b[39;00m))})\n",
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"File \u001b[0;32m~/Software/MMM/develop/freqtrade/freqtrade/configuration/directory_operations.py:61\u001b[0m, in \u001b[0;36mcreate_userdata_dir\u001b[0;34m(directory, create_dir)\u001b[0m\n\u001b[1;32m 59\u001b[0m logger\u001b[38;5;241m.\u001b[39minfo(\u001b[38;5;124mf\u001b[39m\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mCreated user-data directory: \u001b[39m\u001b[38;5;132;01m{\u001b[39;00mfolder\u001b[38;5;132;01m}\u001b[39;00m\u001b[38;5;124m'\u001b[39m)\n\u001b[1;32m 60\u001b[0m \u001b[38;5;28;01melse\u001b[39;00m:\n\u001b[0;32m---> 61\u001b[0m \u001b[38;5;28;01mraise\u001b[39;00m OperationalException(\n\u001b[1;32m 62\u001b[0m \u001b[38;5;124mf\u001b[39m\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mDirectory `\u001b[39m\u001b[38;5;132;01m{\u001b[39;00mfolder\u001b[38;5;132;01m}\u001b[39;00m\u001b[38;5;124m` does not exist. \u001b[39m\u001b[38;5;124m\"\u001b[39m\n\u001b[1;32m 63\u001b[0m \u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mPlease use `freqtrade create-userdir` to create a user directory\u001b[39m\u001b[38;5;124m\"\u001b[39m)\n\u001b[1;32m 65\u001b[0m \u001b[38;5;66;03m# Create required subdirectories\u001b[39;00m\n\u001b[1;32m 66\u001b[0m \u001b[38;5;28;01mfor\u001b[39;00m f \u001b[38;5;129;01min\u001b[39;00m sub_dirs:\n",
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"\u001b[0;31mOperationalException\u001b[0m: Directory `/Users/surfer/Software/MMM/develop/freqtrade/freqtrade/templates/user_data` does not exist. Please use `freqtrade create-userdir` to create a user directory"
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]
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}
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],
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"source": [
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"source": [
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"from pathlib import Path\n",
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"from pathlib import Path\n",
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"from freqtrade.configuration import Configuration\n",
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"from freqtrade.configuration import Configuration\n",
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"# config = Configuration.from_files([\"config.json\"])\n",
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"# config = Configuration.from_files([\"config.json\"])\n",
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"\n",
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"\n",
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"# Define some constants\n",
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"# Define some constants\n",
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"config[\"timeframe\"] = \"5m\"\n",
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"config[\"timeframe\"] = \"1m\"\n",
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"# Name of the strategy class\n",
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"# Name of the strategy class\n",
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"config[\"strategy\"] = \"SampleStrategy\"\n",
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"config[\"strategy\"] = \"MMMOracle\"\n",
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"# Location of the data\n",
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"# Location of the data\n",
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"data_location = Path(config['user_data_dir'], 'data', 'binance')\n",
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"data_location = Path(config['user_data_dir'], 'data', 'binance')\n",
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"# Pair to analyze - Only use one pair here\n",
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"# Pair to analyze - Only use one pair here\n",
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},
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},
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{
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{
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"cell_type": "code",
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"cell_type": "code",
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"execution_count": null,
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"execution_count": 3,
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"metadata": {},
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"metadata": {},
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"outputs": [],
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"outputs": [
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{
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"ename": "NameError",
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"evalue": "name 'config' is not defined",
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"output_type": "error",
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"traceback": [
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"\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
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"\u001b[0;31mNameError\u001b[0m Traceback (most recent call last)",
|
||||||
|
"Input \u001b[0;32mIn [3]\u001b[0m, in \u001b[0;36m<cell line: 4>\u001b[0;34m()\u001b[0m\n\u001b[1;32m 1\u001b[0m \u001b[38;5;28;01mfrom\u001b[39;00m \u001b[38;5;21;01mfreqtrade\u001b[39;00m\u001b[38;5;21;01m.\u001b[39;00m\u001b[38;5;21;01mdata\u001b[39;00m\u001b[38;5;21;01m.\u001b[39;00m\u001b[38;5;21;01mbtanalysis\u001b[39;00m \u001b[38;5;28;01mimport\u001b[39;00m load_backtest_data, load_backtest_stats\n\u001b[1;32m 3\u001b[0m \u001b[38;5;66;03m# if backtest_dir points to a directory, it'll automatically load the last backtest file.\u001b[39;00m\n\u001b[0;32m----> 4\u001b[0m backtest_dir \u001b[38;5;241m=\u001b[39m \u001b[43mconfig\u001b[49m[\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124muser_data_dir\u001b[39m\u001b[38;5;124m\"\u001b[39m] \u001b[38;5;241m/\u001b[39m \u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mbacktest_results\u001b[39m\u001b[38;5;124m\"\u001b[39m\n",
|
||||||
|
"\u001b[0;31mNameError\u001b[0m: name 'config' is not defined"
|
||||||
|
]
|
||||||
|
}
|
||||||
|
],
|
||||||
"source": [
|
"source": [
|
||||||
"from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats\n",
|
"from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats\n",
|
||||||
"\n",
|
"\n",
|
||||||
@ -247,9 +277,20 @@
|
|||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
"execution_count": null,
|
"execution_count": 4,
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"outputs": [],
|
"outputs": [
|
||||||
|
{
|
||||||
|
"data": {
|
||||||
|
"text/plain": [
|
||||||
|
"Series([], Name: exit_reason, dtype: int64)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
"execution_count": 4,
|
||||||
|
"metadata": {},
|
||||||
|
"output_type": "execute_result"
|
||||||
|
}
|
||||||
|
],
|
||||||
"source": [
|
"source": [
|
||||||
"from freqtrade.data.btanalysis import load_trades_from_db\n",
|
"from freqtrade.data.btanalysis import load_trades_from_db\n",
|
||||||
"\n",
|
"\n",
|
||||||
@ -363,7 +404,7 @@
|
|||||||
"metadata": {
|
"metadata": {
|
||||||
"file_extension": ".py",
|
"file_extension": ".py",
|
||||||
"kernelspec": {
|
"kernelspec": {
|
||||||
"display_name": "Python 3",
|
"display_name": "Python 3 (ipykernel)",
|
||||||
"language": "python",
|
"language": "python",
|
||||||
"name": "python3"
|
"name": "python3"
|
||||||
},
|
},
|
||||||
@ -377,7 +418,7 @@
|
|||||||
"name": "python",
|
"name": "python",
|
||||||
"nbconvert_exporter": "python",
|
"nbconvert_exporter": "python",
|
||||||
"pygments_lexer": "ipython3",
|
"pygments_lexer": "ipython3",
|
||||||
"version": "3.8.5"
|
"version": "3.9.7"
|
||||||
},
|
},
|
||||||
"mimetype": "text/x-python",
|
"mimetype": "text/x-python",
|
||||||
"name": "python",
|
"name": "python",
|
||||||
|
|||||||
Loading…
Reference in New Issue
Block a user