Merge branch 'develop' into pr/theluxaz/5710
This commit is contained in:
Matthias
commit
431b96de98
2
.github/ISSUE_TEMPLATE/bug_report.md
vendored
2
.github/ISSUE_TEMPLATE/bug_report.md
vendored
@ -9,7 +9,7 @@ assignees: ''
|
|||||||
<!--
|
<!--
|
||||||
Have you searched for similar issues before posting it?
|
Have you searched for similar issues before posting it?
|
||||||
|
|
||||||
If you have discovered a bug in the bot, please [search our issue tracker](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue).
|
If you have discovered a bug in the bot, please [search the issue tracker](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue).
|
||||||
If it hasn't been reported, please create a new issue.
|
If it hasn't been reported, please create a new issue.
|
||||||
|
|
||||||
Please do not use bug reports to request new features.
|
Please do not use bug reports to request new features.
|
||||||
|
|||||||
2
.github/ISSUE_TEMPLATE/question.md
vendored
2
.github/ISSUE_TEMPLATE/question.md
vendored
@ -22,4 +22,4 @@ Please do not use the question template to report bugs or to request new feature
|
|||||||
|
|
||||||
## Your question
|
## Your question
|
||||||
|
|
||||||
*Ask the question you have not been able to find an answer in our [Documentation](https://www.freqtrade.io/en/latest/)*
|
*Ask the question you have not been able to find an answer in the [Documentation](https://www.freqtrade.io/en/latest/)*
|
||||||
|
|||||||
14
README.md
14
README.md
@ -44,7 +44,7 @@ Exchanges confirmed working by the community:
|
|||||||
|
|
||||||
We invite you to read the bot documentation to ensure you understand how the bot is working.
|
We invite you to read the bot documentation to ensure you understand how the bot is working.
|
||||||
|
|
||||||
Please find the complete documentation on our [website](https://www.freqtrade.io).
|
Please find the complete documentation on the [freqtrade website](https://www.freqtrade.io).
|
||||||
|
|
||||||
## Features
|
## Features
|
||||||
|
|
||||||
@ -121,7 +121,7 @@ optional arguments:
|
|||||||
|
|
||||||
### Telegram RPC commands
|
### Telegram RPC commands
|
||||||
|
|
||||||
Telegram is not mandatory. However, this is a great way to control your bot. More details and the full command list on our [documentation](https://www.freqtrade.io/en/latest/telegram-usage/)
|
Telegram is not mandatory. However, this is a great way to control your bot. More details and the full command list on the [documentation](https://www.freqtrade.io/en/latest/telegram-usage/)
|
||||||
|
|
||||||
- `/start`: Starts the trader.
|
- `/start`: Starts the trader.
|
||||||
- `/stop`: Stops the trader.
|
- `/stop`: Stops the trader.
|
||||||
@ -152,10 +152,10 @@ For any questions not covered by the documentation or for further information ab
|
|||||||
### [Bugs / Issues](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue)
|
### [Bugs / Issues](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue)
|
||||||
|
|
||||||
If you discover a bug in the bot, please
|
If you discover a bug in the bot, please
|
||||||
[search our issue tracker](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue)
|
[search the issue tracker](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue)
|
||||||
first. If it hasn't been reported, please
|
first. If it hasn't been reported, please
|
||||||
[create a new issue](https://github.com/freqtrade/freqtrade/issues/new/choose) and
|
[create a new issue](https://github.com/freqtrade/freqtrade/issues/new/choose) and
|
||||||
ensure you follow the template guide so that our team can assist you as
|
ensure you follow the template guide so that the team can assist you as
|
||||||
quickly as possible.
|
quickly as possible.
|
||||||
|
|
||||||
### [Feature Requests](https://github.com/freqtrade/freqtrade/labels/enhancement)
|
### [Feature Requests](https://github.com/freqtrade/freqtrade/labels/enhancement)
|
||||||
@ -169,13 +169,13 @@ in the bug reports.
|
|||||||
|
|
||||||
### [Pull Requests](https://github.com/freqtrade/freqtrade/pulls)
|
### [Pull Requests](https://github.com/freqtrade/freqtrade/pulls)
|
||||||
|
|
||||||
Feel like our bot is missing a feature? We welcome your pull requests!
|
Feel like the bot is missing a feature? We welcome your pull requests!
|
||||||
|
|
||||||
Please read our
|
Please read the
|
||||||
[Contributing document](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md)
|
[Contributing document](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md)
|
||||||
to understand the requirements before sending your pull-requests.
|
to understand the requirements before sending your pull-requests.
|
||||||
|
|
||||||
Coding is not a necessity to contribute - maybe start with improving our documentation?
|
Coding is not a necessity to contribute - maybe start with improving the documentation?
|
||||||
Issues labeled [good first issue](https://github.com/freqtrade/freqtrade/labels/good%20first%20issue) can be good first contributions, and will help get you familiar with the codebase.
|
Issues labeled [good first issue](https://github.com/freqtrade/freqtrade/labels/good%20first%20issue) can be good first contributions, and will help get you familiar with the codebase.
|
||||||
|
|
||||||
**Note** before starting any major new feature work, *please open an issue describing what you are planning to do* or talk to us on [discord](https://discord.gg/p7nuUNVfP7) (please use the #dev channel for this). This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it.
|
**Note** before starting any major new feature work, *please open an issue describing what you are planning to do* or talk to us on [discord](https://discord.gg/p7nuUNVfP7) (please use the #dev channel for this). This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it.
|
||||||
|
|||||||
BIN
docs/assets/frequi_url.png
Normal file
BIN
docs/assets/frequi_url.png
Normal file
Binary file not shown.
|
After Width: | Height: | Size: 11 KiB |
@ -459,7 +459,7 @@ The output will show a table containing the realized absolute Profit (in stake c
|
|||||||
### Further backtest-result analysis
|
### Further backtest-result analysis
|
||||||
|
|
||||||
To further analyze your backtest results, you can [export the trades](#exporting-trades-to-file).
|
To further analyze your backtest results, you can [export the trades](#exporting-trades-to-file).
|
||||||
You can then load the trades to perform further analysis as shown in our [data analysis](data-analysis.md#backtesting) backtesting section.
|
You can then load the trades to perform further analysis as shown in the [data analysis](data-analysis.md#backtesting) backtesting section.
|
||||||
|
|
||||||
## Assumptions made by backtesting
|
## Assumptions made by backtesting
|
||||||
|
|
||||||
@ -478,6 +478,7 @@ Since backtesting lacks some detailed information about what happens within a ca
|
|||||||
- Low happens before high for stoploss, protecting capital first
|
- Low happens before high for stoploss, protecting capital first
|
||||||
- Trailing stoploss
|
- Trailing stoploss
|
||||||
- Trailing Stoploss is only adjusted if it's below the candle's low (otherwise it would be triggered)
|
- Trailing Stoploss is only adjusted if it's below the candle's low (otherwise it would be triggered)
|
||||||
|
- On trade entry candles that trigger trailing stoploss, the "minimum offset" (`stop_positive_offset`) is assumed (instead of high) - and the stop is calculated from this point
|
||||||
- High happens first - adjusting stoploss
|
- High happens first - adjusting stoploss
|
||||||
- Low uses the adjusted stoploss (so sells with large high-low difference are backtested correctly)
|
- Low uses the adjusted stoploss (so sells with large high-low difference are backtested correctly)
|
||||||
- ROI applies before trailing-stop, ensuring profits are "top-capped" at ROI if both ROI and trailing stop applies
|
- ROI applies before trailing-stop, ensuring profits are "top-capped" at ROI if both ROI and trailing stop applies
|
||||||
|
|||||||
@ -11,7 +11,7 @@ Otherwise `--exchange` becomes mandatory.
|
|||||||
You can use a relative timerange (`--days 20`) or an absolute starting point (`--timerange 20200101-`). For incremental downloads, the relative approach should be used.
|
You can use a relative timerange (`--days 20`) or an absolute starting point (`--timerange 20200101-`). For incremental downloads, the relative approach should be used.
|
||||||
|
|
||||||
!!! Tip "Tip: Updating existing data"
|
!!! Tip "Tip: Updating existing data"
|
||||||
If you already have backtesting data available in your data-directory and would like to refresh this data up to today, do not use `--days` or `--timerange` parameters. Freqtrade will keep the available data and only download the missing data.
|
If you already have backtesting data available in your data-directory and would like to refresh this data up to today, freqtrade will automatically calculate the data missing for the existing pairs and the download will occur from the latest available point until "now", neither --days or --timerange parameters are required. Freqtrade will keep the available data and only download the missing data.
|
||||||
If you are updating existing data after inserting new pairs that you have no data for, use `--new-pairs-days xx` parameter. Specified number of days will be downloaded for new pairs while old pairs will be updated with missing data only.
|
If you are updating existing data after inserting new pairs that you have no data for, use `--new-pairs-days xx` parameter. Specified number of days will be downloaded for new pairs while old pairs will be updated with missing data only.
|
||||||
If you use `--days xx` parameter alone - data for specified number of days will be downloaded for _all_ pairs. Be careful, if specified number of days is smaller than gap between now and last downloaded candle - freqtrade will delete all existing data to avoid gaps in candle data.
|
If you use `--days xx` parameter alone - data for specified number of days will be downloaded for _all_ pairs. Be careful, if specified number of days is smaller than gap between now and last downloaded candle - freqtrade will delete all existing data to avoid gaps in candle data.
|
||||||
|
|
||||||
|
|||||||
@ -252,6 +252,9 @@ Completing these tests successfully a good basis point (it's a requirement, actu
|
|||||||
|
|
||||||
Also try to use `freqtrade download-data` for an extended timerange and verify that the data downloaded correctly (no holes, the specified timerange was actually downloaded).
|
Also try to use `freqtrade download-data` for an extended timerange and verify that the data downloaded correctly (no holes, the specified timerange was actually downloaded).
|
||||||
|
|
||||||
|
These are prerequisites to have an exchange listed as either Supported or Community tested (listed on the homepage).
|
||||||
|
The below are "extras", which will make an exchange better (feature-complete) - but are not absolutely necessary for either of the 2 categories.
|
||||||
|
|
||||||
### Stoploss On Exchange
|
### Stoploss On Exchange
|
||||||
|
|
||||||
Check if the new exchange supports Stoploss on Exchange orders through their API.
|
Check if the new exchange supports Stoploss on Exchange orders through their API.
|
||||||
|
|||||||
29
docs/faq.md
29
docs/faq.md
@ -42,7 +42,7 @@ position for a trade. Be patient!
|
|||||||
### I have made 12 trades already, why is my total profit negative?
|
### I have made 12 trades already, why is my total profit negative?
|
||||||
|
|
||||||
I understand your disappointment but unfortunately 12 trades is just
|
I understand your disappointment but unfortunately 12 trades is just
|
||||||
not enough to say anything. If you run backtesting, you can see that our
|
not enough to say anything. If you run backtesting, you can see that the
|
||||||
current algorithm does leave you on the plus side, but that is after
|
current algorithm does leave you on the plus side, but that is after
|
||||||
thousands of trades and even there, you will be left with losses on
|
thousands of trades and even there, you will be left with losses on
|
||||||
specific coins that you have traded tens if not hundreds of times. We
|
specific coins that you have traded tens if not hundreds of times. We
|
||||||
@ -54,6 +54,21 @@ you can't say much from few trades.
|
|||||||
|
|
||||||
Yes. You can edit your config and use the `/reload_config` command to reload the configuration. The bot will stop, reload the configuration and strategy and will restart with the new configuration and strategy.
|
Yes. You can edit your config and use the `/reload_config` command to reload the configuration. The bot will stop, reload the configuration and strategy and will restart with the new configuration and strategy.
|
||||||
|
|
||||||
|
### Why does my bot not sell everything it bought?
|
||||||
|
|
||||||
|
This is called "coin dust" and can happen on all exchanges.
|
||||||
|
It happens because many exchanges subtract fees from the "receiving currency" - so you buy 100 COIN - but you only get 99.9 COIN.
|
||||||
|
As COIN is trading in full lot sizes (1COIN steps), you cannot sell 0.9 COIN (or 99.9 COIN) - but you need to round down to 99 COIN.
|
||||||
|
|
||||||
|
This is not a bot-problem, but will also happen while manual trading.
|
||||||
|
|
||||||
|
While freqtrade can handle this (it'll sell 99 COIN), fees are often below the minimum tradable lot-size (you can only trade full COIN, not 0.9 COIN).
|
||||||
|
Leaving the dust (0.9 COIN) on the exchange makes usually sense, as the next time freqtrade buys COIN, it'll eat into the remaining small balance, this time selling everything it bought, and therefore slowly declining the dust balance (although it most likely will never reach exactly 0).
|
||||||
|
|
||||||
|
Where possible (e.g. on binance), the use of the exchange's dedicated fee currency will fix this.
|
||||||
|
On binance, it's sufficient to have BNB in your account, and have "Pay fees in BNB" enabled in your profile. Your BNB balance will slowly decline (as it's used to pay fees) - but you'll no longer encounter dust (Freqtrade will include the fees in the profit calculations).
|
||||||
|
Other exchanges don't offer such possibilities, where it's simply something you'll have to accept or move to a different exchange.
|
||||||
|
|
||||||
### I want to use incomplete candles
|
### I want to use incomplete candles
|
||||||
|
|
||||||
Freqtrade will not provide incomplete candles to strategies. Using incomplete candles will lead to repainting and consequently to strategies with "ghost" buys, which are impossible to both backtest, and verify after they happened.
|
Freqtrade will not provide incomplete candles to strategies. Using incomplete candles will lead to repainting and consequently to strategies with "ghost" buys, which are impossible to both backtest, and verify after they happened.
|
||||||
@ -78,6 +93,18 @@ If this happens for all pairs in the pairlist, this might indicate a recent exch
|
|||||||
|
|
||||||
Irrespectively of the reason, Freqtrade will fill up these candles with "empty" candles, where open, high, low and close are set to the previous candle close - and volume is empty. In a chart, this will look like a `_` - and is aligned with how exchanges usually represent 0 volume candles.
|
Irrespectively of the reason, Freqtrade will fill up these candles with "empty" candles, where open, high, low and close are set to the previous candle close - and volume is empty. In a chart, this will look like a `_` - and is aligned with how exchanges usually represent 0 volume candles.
|
||||||
|
|
||||||
|
### I'm getting "Outdated history for pair xxx" in the log
|
||||||
|
|
||||||
|
The bot is trying to tell you that it got an outdated last candle (not the last complete candle).
|
||||||
|
As a consequence, Freqtrade will not enter a trade for this pair - as trading on old information is usually not what is desired.
|
||||||
|
|
||||||
|
This warning can point to one of the below problems:
|
||||||
|
|
||||||
|
* Exchange downtime -> Check your exchange status page / blog / twitter feed for details.
|
||||||
|
* Wrong system time -> Ensure your system-time is correct.
|
||||||
|
* Barely traded pair -> Check the pair on the exchange webpage, look at the timeframe your strategy uses. If the pair does not have any volume in some candles (usually visualized with a "volume 0" bar, and a "_" as candle), this pair did not have any trades in this timeframe. These pairs should ideally be avoided, as they can cause problems with order-filling.
|
||||||
|
* API problem -> API returns wrong data (this only here for completeness, and should not happen with supported exchanges).
|
||||||
|
|
||||||
### I'm getting the "RESTRICTED_MARKET" message in the log
|
### I'm getting the "RESTRICTED_MARKET" message in the log
|
||||||
|
|
||||||
Currently known to happen for US Bittrex users.
|
Currently known to happen for US Bittrex users.
|
||||||
|
|||||||
@ -116,7 +116,7 @@ optional arguments:
|
|||||||
ShortTradeDurHyperOptLoss, OnlyProfitHyperOptLoss,
|
ShortTradeDurHyperOptLoss, OnlyProfitHyperOptLoss,
|
||||||
SharpeHyperOptLoss, SharpeHyperOptLossDaily,
|
SharpeHyperOptLoss, SharpeHyperOptLossDaily,
|
||||||
SortinoHyperOptLoss, SortinoHyperOptLossDaily,
|
SortinoHyperOptLoss, SortinoHyperOptLossDaily,
|
||||||
MaxDrawDownHyperOptLoss
|
CalmarHyperOptLoss, MaxDrawDownHyperOptLoss
|
||||||
--disable-param-export
|
--disable-param-export
|
||||||
Disable automatic hyperopt parameter export.
|
Disable automatic hyperopt parameter export.
|
||||||
--ignore-missing-spaces, --ignore-unparameterized-spaces
|
--ignore-missing-spaces, --ignore-unparameterized-spaces
|
||||||
@ -524,6 +524,7 @@ Currently, the following loss functions are builtin:
|
|||||||
* `SortinoHyperOptLoss` - optimizes Sortino Ratio calculated on trade returns relative to **downside** standard deviation.
|
* `SortinoHyperOptLoss` - optimizes Sortino Ratio calculated on trade returns relative to **downside** standard deviation.
|
||||||
* `SortinoHyperOptLossDaily` - optimizes Sortino Ratio calculated on **daily** trade returns relative to **downside** standard deviation.
|
* `SortinoHyperOptLossDaily` - optimizes Sortino Ratio calculated on **daily** trade returns relative to **downside** standard deviation.
|
||||||
* `MaxDrawDownHyperOptLoss` - Optimizes Maximum drawdown.
|
* `MaxDrawDownHyperOptLoss` - Optimizes Maximum drawdown.
|
||||||
|
* `CalmarHyperOptLoss` - Optimizes Calmar Ratio calculated on trade returns relative to max drawdown.
|
||||||
|
|
||||||
Creation of a custom loss function is covered in the [Advanced Hyperopt](advanced-hyperopt.md) part of the documentation.
|
Creation of a custom loss function is covered in the [Advanced Hyperopt](advanced-hyperopt.md) part of the documentation.
|
||||||
|
|
||||||
|
|||||||
@ -80,4 +80,4 @@ For any questions not covered by the documentation or for further information ab
|
|||||||
|
|
||||||
## Ready to try?
|
## Ready to try?
|
||||||
|
|
||||||
Begin by reading our installation guide [for docker](docker_quickstart.md) (recommended), or for [installation without docker](installation.md).
|
Begin by reading the installation guide [for docker](docker_quickstart.md) (recommended), or for [installation without docker](installation.md).
|
||||||
|
|||||||
@ -1,4 +1,4 @@
|
|||||||
mkdocs==1.2.3
|
mkdocs==1.2.3
|
||||||
mkdocs-material==7.3.4
|
mkdocs-material==7.3.6
|
||||||
mdx_truly_sane_lists==1.2
|
mdx_truly_sane_lists==1.2
|
||||||
pymdown-extensions==9.0
|
pymdown-extensions==9.0
|
||||||
|
|||||||
@ -330,12 +330,15 @@ Since the access token has a short timeout (15 min) - the `token/refresh` reques
|
|||||||
|
|
||||||
### CORS
|
### CORS
|
||||||
|
|
||||||
All web-based front-ends are subject to [CORS](https://developer.mozilla.org/en-US/docs/Web/HTTP/CORS) - Cross-Origin Resource Sharing.
|
This whole section is only necessary in cross-origin cases (where you multiple bot API's running on `localhost:8081`, `localhost:8082`, ...), and want to combine them into one FreqUI instance.
|
||||||
Since most of the requests to the Freqtrade API must be authenticated, a proper CORS policy is key to avoid security problems.
|
|
||||||
Also, the standard disallows `*` CORS policies for requests with credentials, so this setting must be set appropriately.
|
|
||||||
|
|
||||||
Users can configure this themselves via the `CORS_origins` configuration setting.
|
??? info "Technical explanation"
|
||||||
It consists of a list of allowed sites that are allowed to consume resources from the bot's API.
|
All web-based front-ends are subject to [CORS](https://developer.mozilla.org/en-US/docs/Web/HTTP/CORS) - Cross-Origin Resource Sharing.
|
||||||
|
Since most of the requests to the Freqtrade API must be authenticated, a proper CORS policy is key to avoid security problems.
|
||||||
|
Also, the standard disallows `*` CORS policies for requests with credentials, so this setting must be set appropriately.
|
||||||
|
|
||||||
|
Users can allow access from different origin URL's to the bot API via the `CORS_origins` configuration setting.
|
||||||
|
It consists of a list of allowed URL's that are allowed to consume resources from the bot's API.
|
||||||
|
|
||||||
Assuming your application is deployed as `https://frequi.freqtrade.io/home/` - this would mean that the following configuration becomes necessary:
|
Assuming your application is deployed as `https://frequi.freqtrade.io/home/` - this would mean that the following configuration becomes necessary:
|
||||||
|
|
||||||
@ -348,5 +351,19 @@ Assuming your application is deployed as `https://frequi.freqtrade.io/home/` - t
|
|||||||
}
|
}
|
||||||
```
|
```
|
||||||
|
|
||||||
|
In the following (pretty common) case, FreqUI is accessible on `http://localhost:8080/trade` (this is what you see in your navbar when navigating to freqUI).
|
||||||
|
|
||||||
|
|
||||||
|
The correct configuration for this case is `http://localhost:8080` - the main part of the URL including the port.
|
||||||
|
|
||||||
|
```jsonc
|
||||||
|
{
|
||||||
|
//...
|
||||||
|
"jwt_secret_key": "somethingrandom",
|
||||||
|
"CORS_origins": ["http://localhost:8080"],
|
||||||
|
//...
|
||||||
|
}
|
||||||
|
```
|
||||||
|
|
||||||
!!! Note
|
!!! Note
|
||||||
We strongly recommend to also set `jwt_secret_key` to something random and known only to yourself to avoid unauthorized access to your bot.
|
We strongly recommend to also set `jwt_secret_key` to something random and known only to yourself to avoid unauthorized access to your bot.
|
||||||
|
|||||||
@ -182,7 +182,7 @@ For example, simplified math:
|
|||||||
* the bot buys an asset at a price of 100$
|
* the bot buys an asset at a price of 100$
|
||||||
* the stop loss is defined at -10%
|
* the stop loss is defined at -10%
|
||||||
* the stop loss would get triggered once the asset drops below 90$
|
* the stop loss would get triggered once the asset drops below 90$
|
||||||
* stoploss will remain at 90$ unless asset increases to or above our configured offset
|
* stoploss will remain at 90$ unless asset increases to or above the configured offset
|
||||||
* assuming the asset now increases to 103$ (where we have the offset configured)
|
* assuming the asset now increases to 103$ (where we have the offset configured)
|
||||||
* the stop loss will now be -2% of 103$ = 100.94$
|
* the stop loss will now be -2% of 103$ = 100.94$
|
||||||
* now the asset drops in value to 101\$, the stop loss will still be 100.94$ and would trigger at 100.94$
|
* now the asset drops in value to 101\$, the stop loss will still be 100.94$ and would trigger at 100.94$
|
||||||
|
|||||||
@ -436,7 +436,7 @@ class AwesomeStrategy(IStrategy):
|
|||||||
|
|
||||||
# ... populate_* methods
|
# ... populate_* methods
|
||||||
|
|
||||||
# Set unfilledtimeout to 25 hours, since our maximum timeout from below is 24 hours.
|
# Set unfilledtimeout to 25 hours, since the maximum timeout from below is 24 hours.
|
||||||
unfilledtimeout = {
|
unfilledtimeout = {
|
||||||
'buy': 60 * 25,
|
'buy': 60 * 25,
|
||||||
'sell': 60 * 25
|
'sell': 60 * 25
|
||||||
@ -475,7 +475,7 @@ class AwesomeStrategy(IStrategy):
|
|||||||
|
|
||||||
# ... populate_* methods
|
# ... populate_* methods
|
||||||
|
|
||||||
# Set unfilledtimeout to 25 hours, since our maximum timeout from below is 24 hours.
|
# Set unfilledtimeout to 25 hours, since the maximum timeout from below is 24 hours.
|
||||||
unfilledtimeout = {
|
unfilledtimeout = {
|
||||||
'buy': 60 * 25,
|
'buy': 60 * 25,
|
||||||
'sell': 60 * 25
|
'sell': 60 * 25
|
||||||
|
|||||||
@ -312,7 +312,7 @@ Currently this is `pair`, which can be accessed using `metadata['pair']` - and w
|
|||||||
The Metadata-dict should not be modified and does not persist information across multiple calls.
|
The Metadata-dict should not be modified and does not persist information across multiple calls.
|
||||||
Instead, have a look at the section [Storing information](strategy-advanced.md#Storing-information)
|
Instead, have a look at the section [Storing information](strategy-advanced.md#Storing-information)
|
||||||
|
|
||||||
## Additional data (informative_pairs)
|
## Informative Pairs
|
||||||
|
|
||||||
### Get data for non-tradeable pairs
|
### Get data for non-tradeable pairs
|
||||||
|
|
||||||
@ -341,6 +341,133 @@ A full sample can be found [in the DataProvider section](#complete-data-provider
|
|||||||
|
|
||||||
***
|
***
|
||||||
|
|
||||||
|
### Informative pairs decorator (`@informative()`)
|
||||||
|
|
||||||
|
In most common case it is possible to easily define informative pairs by using a decorator. All decorated `populate_indicators_*` methods run in isolation,
|
||||||
|
not having access to data from other informative pairs, in the end all informative dataframes are merged and passed to main `populate_indicators()` method.
|
||||||
|
When hyperopting, use of hyperoptable parameter `.value` attribute is not supported. Please use `.range` attribute. See [optimizing an indicator parameter](hyperopt.md#optimizing-an-indicator-parameter)
|
||||||
|
for more information.
|
||||||
|
|
||||||
|
??? info "Full documentation"
|
||||||
|
``` python
|
||||||
|
def informative(timeframe: str, asset: str = '',
|
||||||
|
fmt: Optional[Union[str, Callable[[KwArg(str)], str]]] = None,
|
||||||
|
ffill: bool = True) -> Callable[[PopulateIndicators], PopulateIndicators]:
|
||||||
|
"""
|
||||||
|
A decorator for populate_indicators_Nn(self, dataframe, metadata), allowing these functions to
|
||||||
|
define informative indicators.
|
||||||
|
|
||||||
|
Example usage:
|
||||||
|
|
||||||
|
@informative('1h')
|
||||||
|
def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
||||||
|
dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
|
||||||
|
return dataframe
|
||||||
|
|
||||||
|
:param timeframe: Informative timeframe. Must always be equal or higher than strategy timeframe.
|
||||||
|
:param asset: Informative asset, for example BTC, BTC/USDT, ETH/BTC. Do not specify to use
|
||||||
|
current pair.
|
||||||
|
:param fmt: Column format (str) or column formatter (callable(name, asset, timeframe)). When not
|
||||||
|
specified, defaults to:
|
||||||
|
* {base}_{quote}_{column}_{timeframe} if asset is specified.
|
||||||
|
* {column}_{timeframe} if asset is not specified.
|
||||||
|
Format string supports these format variables:
|
||||||
|
* {asset} - full name of the asset, for example 'BTC/USDT'.
|
||||||
|
* {base} - base currency in lower case, for example 'eth'.
|
||||||
|
* {BASE} - same as {base}, except in upper case.
|
||||||
|
* {quote} - quote currency in lower case, for example 'usdt'.
|
||||||
|
* {QUOTE} - same as {quote}, except in upper case.
|
||||||
|
* {column} - name of dataframe column.
|
||||||
|
* {timeframe} - timeframe of informative dataframe.
|
||||||
|
:param ffill: ffill dataframe after merging informative pair.
|
||||||
|
"""
|
||||||
|
```
|
||||||
|
|
||||||
|
??? Example "Fast and easy way to define informative pairs"
|
||||||
|
|
||||||
|
Most of the time we do not need power and flexibility offered by `merge_informative_pair()`, therefore we can use a decorator to quickly define informative pairs.
|
||||||
|
|
||||||
|
``` python
|
||||||
|
|
||||||
|
from datetime import datetime
|
||||||
|
from freqtrade.persistence import Trade
|
||||||
|
from freqtrade.strategy import IStrategy, informative
|
||||||
|
|
||||||
|
class AwesomeStrategy(IStrategy):
|
||||||
|
|
||||||
|
# This method is not required.
|
||||||
|
# def informative_pairs(self): ...
|
||||||
|
|
||||||
|
# Define informative upper timeframe for each pair. Decorators can be stacked on same
|
||||||
|
# method. Available in populate_indicators as 'rsi_30m' and 'rsi_1h'.
|
||||||
|
@informative('30m')
|
||||||
|
@informative('1h')
|
||||||
|
def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
||||||
|
dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
|
||||||
|
return dataframe
|
||||||
|
|
||||||
|
# Define BTC/STAKE informative pair. Available in populate_indicators and other methods as
|
||||||
|
# 'btc_rsi_1h'. Current stake currency should be specified as {stake} format variable
|
||||||
|
# instead of hardcoding actual stake currency. Available in populate_indicators and other
|
||||||
|
# methods as 'btc_usdt_rsi_1h' (when stake currency is USDT).
|
||||||
|
@informative('1h', 'BTC/{stake}')
|
||||||
|
def populate_indicators_btc_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
||||||
|
dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
|
||||||
|
return dataframe
|
||||||
|
|
||||||
|
# Define BTC/ETH informative pair. You must specify quote currency if it is different from
|
||||||
|
# stake currency. Available in populate_indicators and other methods as 'eth_btc_rsi_1h'.
|
||||||
|
@informative('1h', 'ETH/BTC')
|
||||||
|
def populate_indicators_eth_btc_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
||||||
|
dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
|
||||||
|
return dataframe
|
||||||
|
|
||||||
|
# Define BTC/STAKE informative pair. A custom formatter may be specified for formatting
|
||||||
|
# column names. A callable `fmt(**kwargs) -> str` may be specified, to implement custom
|
||||||
|
# formatting. Available in populate_indicators and other methods as 'rsi_upper'.
|
||||||
|
@informative('1h', 'BTC/{stake}', '{column}')
|
||||||
|
def populate_indicators_btc_1h_2(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
||||||
|
dataframe['rsi_upper'] = ta.RSI(dataframe, timeperiod=14)
|
||||||
|
return dataframe
|
||||||
|
|
||||||
|
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
||||||
|
# Strategy timeframe indicators for current pair.
|
||||||
|
dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
|
||||||
|
# Informative pairs are available in this method.
|
||||||
|
dataframe['rsi_less'] = dataframe['rsi'] < dataframe['rsi_1h']
|
||||||
|
return dataframe
|
||||||
|
|
||||||
|
```
|
||||||
|
|
||||||
|
!!! Note
|
||||||
|
Do not use `@informative` decorator if you need to use data of one informative pair when generating another informative pair. Instead, define informative pairs
|
||||||
|
manually as described [in the DataProvider section](#complete-data-provider-sample).
|
||||||
|
|
||||||
|
!!! Note
|
||||||
|
Use string formatting when accessing informative dataframes of other pairs. This will allow easily changing stake currency in config without having to adjust strategy code.
|
||||||
|
|
||||||
|
``` python
|
||||||
|
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
||||||
|
stake = self.config['stake_currency']
|
||||||
|
dataframe.loc[
|
||||||
|
(
|
||||||
|
(dataframe[f'btc_{stake}_rsi_1h'] < 35)
|
||||||
|
&
|
||||||
|
(dataframe['volume'] > 0)
|
||||||
|
),
|
||||||
|
['buy', 'buy_tag']] = (1, 'buy_signal_rsi')
|
||||||
|
|
||||||
|
return dataframe
|
||||||
|
```
|
||||||
|
|
||||||
|
Alternatively column renaming may be used to remove stake currency from column names: `@informative('1h', 'BTC/{stake}', fmt='{base}_{column}_{timeframe}')`.
|
||||||
|
|
||||||
|
!!! Warning "Duplicate method names"
|
||||||
|
Methods tagged with `@informative()` decorator must always have unique names! Re-using same name (for example when copy-pasting already defined informative method)
|
||||||
|
will overwrite previously defined method and not produce any errors due to limitations of Python programming language. In such cases you will find that indicators
|
||||||
|
created in earlier-defined methods are not available in the dataframe. Carefully review method names and make sure they are unique!
|
||||||
|
|
||||||
|
|
||||||
## Additional data (DataProvider)
|
## Additional data (DataProvider)
|
||||||
|
|
||||||
The strategy provides access to the `DataProvider`. This allows you to get additional data to use in your strategy.
|
The strategy provides access to the `DataProvider`. This allows you to get additional data to use in your strategy.
|
||||||
@ -384,9 +511,9 @@ The strategy might look something like this:
|
|||||||
|
|
||||||
*Scan through the top 10 pairs by volume using the `VolumePairList` every 5 minutes and use a 14 day RSI to buy and sell.*
|
*Scan through the top 10 pairs by volume using the `VolumePairList` every 5 minutes and use a 14 day RSI to buy and sell.*
|
||||||
|
|
||||||
Due to the limited available data, it's very difficult to resample our `5m` candles into daily candles for use in a 14 day RSI. Most exchanges limit us to just 500 candles which effectively gives us around 1.74 daily candles. We need 14 days at least!
|
Due to the limited available data, it's very difficult to resample `5m` candles into daily candles for use in a 14 day RSI. Most exchanges limit us to just 500 candles which effectively gives us around 1.74 daily candles. We need 14 days at least!
|
||||||
|
|
||||||
Since we can't resample our data we will have to use an informative pair; and since our whitelist will be dynamic we don't know which pair(s) to use.
|
Since we can't resample the data we will have to use an informative pair; and since the whitelist will be dynamic we don't know which pair(s) to use.
|
||||||
|
|
||||||
This is where calling `self.dp.current_whitelist()` comes in handy.
|
This is where calling `self.dp.current_whitelist()` comes in handy.
|
||||||
|
|
||||||
@ -686,131 +813,6 @@ In some situations it may be confusing to deal with stops relative to current ra
|
|||||||
|
|
||||||
```
|
```
|
||||||
|
|
||||||
### *@informative()*
|
|
||||||
|
|
||||||
``` python
|
|
||||||
def informative(timeframe: str, asset: str = '',
|
|
||||||
fmt: Optional[Union[str, Callable[[KwArg(str)], str]]] = None,
|
|
||||||
ffill: bool = True) -> Callable[[PopulateIndicators], PopulateIndicators]:
|
|
||||||
"""
|
|
||||||
A decorator for populate_indicators_Nn(self, dataframe, metadata), allowing these functions to
|
|
||||||
define informative indicators.
|
|
||||||
|
|
||||||
Example usage:
|
|
||||||
|
|
||||||
@informative('1h')
|
|
||||||
def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
|
||||||
dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
|
|
||||||
return dataframe
|
|
||||||
|
|
||||||
:param timeframe: Informative timeframe. Must always be equal or higher than strategy timeframe.
|
|
||||||
:param asset: Informative asset, for example BTC, BTC/USDT, ETH/BTC. Do not specify to use
|
|
||||||
current pair.
|
|
||||||
:param fmt: Column format (str) or column formatter (callable(name, asset, timeframe)). When not
|
|
||||||
specified, defaults to:
|
|
||||||
* {base}_{quote}_{column}_{timeframe} if asset is specified.
|
|
||||||
* {column}_{timeframe} if asset is not specified.
|
|
||||||
Format string supports these format variables:
|
|
||||||
* {asset} - full name of the asset, for example 'BTC/USDT'.
|
|
||||||
* {base} - base currency in lower case, for example 'eth'.
|
|
||||||
* {BASE} - same as {base}, except in upper case.
|
|
||||||
* {quote} - quote currency in lower case, for example 'usdt'.
|
|
||||||
* {QUOTE} - same as {quote}, except in upper case.
|
|
||||||
* {column} - name of dataframe column.
|
|
||||||
* {timeframe} - timeframe of informative dataframe.
|
|
||||||
:param ffill: ffill dataframe after merging informative pair.
|
|
||||||
"""
|
|
||||||
```
|
|
||||||
|
|
||||||
In most common case it is possible to easily define informative pairs by using a decorator. All decorated `populate_indicators_*` methods run in isolation,
|
|
||||||
not having access to data from other informative pairs, in the end all informative dataframes are merged and passed to main `populate_indicators()` method.
|
|
||||||
When hyperopting, use of hyperoptable parameter `.value` attribute is not supported. Please use `.range` attribute. See [optimizing an indicator parameter](hyperopt.md#optimizing-an-indicator-parameter)
|
|
||||||
for more information.
|
|
||||||
|
|
||||||
??? Example "Fast and easy way to define informative pairs"
|
|
||||||
|
|
||||||
Most of the time we do not need power and flexibility offered by `merge_informative_pair()`, therefore we can use a decorator to quickly define informative pairs.
|
|
||||||
|
|
||||||
``` python
|
|
||||||
|
|
||||||
from datetime import datetime
|
|
||||||
from freqtrade.persistence import Trade
|
|
||||||
from freqtrade.strategy import IStrategy, informative
|
|
||||||
|
|
||||||
class AwesomeStrategy(IStrategy):
|
|
||||||
|
|
||||||
# This method is not required.
|
|
||||||
# def informative_pairs(self): ...
|
|
||||||
|
|
||||||
# Define informative upper timeframe for each pair. Decorators can be stacked on same
|
|
||||||
# method. Available in populate_indicators as 'rsi_30m' and 'rsi_1h'.
|
|
||||||
@informative('30m')
|
|
||||||
@informative('1h')
|
|
||||||
def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
|
||||||
dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
|
|
||||||
return dataframe
|
|
||||||
|
|
||||||
# Define BTC/STAKE informative pair. Available in populate_indicators and other methods as
|
|
||||||
# 'btc_rsi_1h'. Current stake currency should be specified as {stake} format variable
|
|
||||||
# instead of hardcoding actual stake currency. Available in populate_indicators and other
|
|
||||||
# methods as 'btc_usdt_rsi_1h' (when stake currency is USDT).
|
|
||||||
@informative('1h', 'BTC/{stake}')
|
|
||||||
def populate_indicators_btc_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
|
||||||
dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
|
|
||||||
return dataframe
|
|
||||||
|
|
||||||
# Define BTC/ETH informative pair. You must specify quote currency if it is different from
|
|
||||||
# stake currency. Available in populate_indicators and other methods as 'eth_btc_rsi_1h'.
|
|
||||||
@informative('1h', 'ETH/BTC')
|
|
||||||
def populate_indicators_eth_btc_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
|
||||||
dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
|
|
||||||
return dataframe
|
|
||||||
|
|
||||||
# Define BTC/STAKE informative pair. A custom formatter may be specified for formatting
|
|
||||||
# column names. A callable `fmt(**kwargs) -> str` may be specified, to implement custom
|
|
||||||
# formatting. Available in populate_indicators and other methods as 'rsi_upper'.
|
|
||||||
@informative('1h', 'BTC/{stake}', '{column}')
|
|
||||||
def populate_indicators_btc_1h_2(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
|
||||||
dataframe['rsi_upper'] = ta.RSI(dataframe, timeperiod=14)
|
|
||||||
return dataframe
|
|
||||||
|
|
||||||
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
|
||||||
# Strategy timeframe indicators for current pair.
|
|
||||||
dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
|
|
||||||
# Informative pairs are available in this method.
|
|
||||||
dataframe['rsi_less'] = dataframe['rsi'] < dataframe['rsi_1h']
|
|
||||||
return dataframe
|
|
||||||
|
|
||||||
```
|
|
||||||
|
|
||||||
!!! Note
|
|
||||||
Do not use `@informative` decorator if you need to use data of one informative pair when generating another informative pair. Instead, define informative pairs
|
|
||||||
manually as described [in the DataProvider section](#complete-data-provider-sample).
|
|
||||||
|
|
||||||
!!! Note
|
|
||||||
Use string formatting when accessing informative dataframes of other pairs. This will allow easily changing stake currency in config without having to adjust strategy code.
|
|
||||||
|
|
||||||
``` python
|
|
||||||
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
|
||||||
stake = self.config['stake_currency']
|
|
||||||
dataframe.loc[
|
|
||||||
(
|
|
||||||
(dataframe[f'btc_{stake}_rsi_1h'] < 35)
|
|
||||||
&
|
|
||||||
(dataframe['volume'] > 0)
|
|
||||||
),
|
|
||||||
['buy', 'buy_tag']] = (1, 'buy_signal_rsi')
|
|
||||||
|
|
||||||
return dataframe
|
|
||||||
```
|
|
||||||
|
|
||||||
Alternatively column renaming may be used to remove stake currency from column names: `@informative('1h', 'BTC/{stake}', fmt='{base}_{column}_{timeframe}')`.
|
|
||||||
|
|
||||||
!!! Warning "Duplicate method names"
|
|
||||||
Methods tagged with `@informative()` decorator must always have unique names! Re-using same name (for example when copy-pasting already defined informative method)
|
|
||||||
will overwrite previously defined method and not produce any errors due to limitations of Python programming language. In such cases you will find that indicators
|
|
||||||
created in earlier-defined methods are not available in the dataframe. Carefully review method names and make sure they are unique!
|
|
||||||
|
|
||||||
## Additional data (Wallets)
|
## Additional data (Wallets)
|
||||||
|
|
||||||
The strategy provides access to the `Wallets` object. This contains the current balances on the exchange.
|
The strategy provides access to the `Wallets` object. This contains the current balances on the exchange.
|
||||||
@ -894,7 +896,8 @@ Sometimes it may be desired to lock a pair after certain events happen (e.g. mul
|
|||||||
Freqtrade has an easy method to do this from within the strategy, by calling `self.lock_pair(pair, until, [reason])`.
|
Freqtrade has an easy method to do this from within the strategy, by calling `self.lock_pair(pair, until, [reason])`.
|
||||||
`until` must be a datetime object in the future, after which trading will be re-enabled for that pair, while `reason` is an optional string detailing why the pair was locked.
|
`until` must be a datetime object in the future, after which trading will be re-enabled for that pair, while `reason` is an optional string detailing why the pair was locked.
|
||||||
|
|
||||||
Locks can also be lifted manually, by calling `self.unlock_pair(pair)`.
|
Locks can also be lifted manually, by calling `self.unlock_pair(pair)` or `self.unlock_reason(<reason>)` - providing reason the pair was locked with.
|
||||||
|
`self.unlock_reason(<reason>)` will unlock all pairs currently locked with the provided reason.
|
||||||
|
|
||||||
To verify if a pair is currently locked, use `self.is_pair_locked(pair)`.
|
To verify if a pair is currently locked, use `self.is_pair_locked(pair)`.
|
||||||
|
|
||||||
@ -966,7 +969,7 @@ The following lists some common patterns which should be avoided to prevent frus
|
|||||||
|
|
||||||
## Further strategy ideas
|
## Further strategy ideas
|
||||||
|
|
||||||
To get additional Ideas for strategies, head over to our [strategy repository](https://github.com/freqtrade/freqtrade-strategies). Feel free to use them as they are - but results will depend on the current market situation, pairs used etc. - therefore please backtest the strategy for your exchange/desired pairs first, evaluate carefully, use at your own risk.
|
To get additional Ideas for strategies, head over to the [strategy repository](https://github.com/freqtrade/freqtrade-strategies). Feel free to use them as they are - but results will depend on the current market situation, pairs used etc. - therefore please backtest the strategy for your exchange/desired pairs first, evaluate carefully, use at your own risk.
|
||||||
Feel free to use any of them as inspiration for your own strategies.
|
Feel free to use any of them as inspiration for your own strategies.
|
||||||
We're happy to accept Pull Requests containing new Strategies to that repo.
|
We're happy to accept Pull Requests containing new Strategies to that repo.
|
||||||
|
|
||||||
|
|||||||
@ -171,7 +171,7 @@ official commands. You can ask at any moment for help with `/help`.
|
|||||||
| `/profit [<n>]` | Display a summary of your profit/loss from close trades and some stats about your performance, over the last n days (all trades by default)
|
| `/profit [<n>]` | Display a summary of your profit/loss from close trades and some stats about your performance, over the last n days (all trades by default)
|
||||||
| `/forcesell <trade_id>` | Instantly sells the given trade (Ignoring `minimum_roi`).
|
| `/forcesell <trade_id>` | Instantly sells the given trade (Ignoring `minimum_roi`).
|
||||||
| `/forcesell all` | Instantly sells all open trades (Ignoring `minimum_roi`).
|
| `/forcesell all` | Instantly sells all open trades (Ignoring `minimum_roi`).
|
||||||
| `/forcebuy <pair> [rate]` | Instantly buys the given pair. Rate is optional. (`forcebuy_enable` must be set to True)
|
| `/forcebuy <pair> [rate]` | Instantly buys the given pair. Rate is optional and only applies to limit orders. (`forcebuy_enable` must be set to True)
|
||||||
| `/performance` | Show performance of each finished trade grouped by pair
|
| `/performance` | Show performance of each finished trade grouped by pair
|
||||||
| `/balance` | Show account balance per currency
|
| `/balance` | Show account balance per currency
|
||||||
| `/daily <n>` | Shows profit or loss per day, over the last n days (n defaults to 7)
|
| `/daily <n>` | Shows profit or loss per day, over the last n days (n defaults to 7)
|
||||||
|
|||||||
@ -577,6 +577,46 @@ Common arguments:
|
|||||||
|
|
||||||
```
|
```
|
||||||
|
|
||||||
|
## Show previous Backtest results
|
||||||
|
|
||||||
|
Allows you to show previous backtest results.
|
||||||
|
Adding `--show-pair-list` outputs a sorted pair list you can easily copy/paste into your configuration (omitting bad pairs).
|
||||||
|
|
||||||
|
??? Warning "Strategy overfitting"
|
||||||
|
Only using winning pairs can lead to an overfitted strategy, which will not work well on future data. Make sure to extensively test your strategy in dry-run before risking real money.
|
||||||
|
|
||||||
|
```
|
||||||
|
usage: freqtrade backtesting-show [-h] [-v] [--logfile FILE] [-V] [-c PATH]
|
||||||
|
[-d PATH] [--userdir PATH]
|
||||||
|
[--export-filename PATH] [--show-pair-list]
|
||||||
|
|
||||||
|
optional arguments:
|
||||||
|
-h, --help show this help message and exit
|
||||||
|
--export-filename PATH
|
||||||
|
Save backtest results to the file with this filename.
|
||||||
|
Requires `--export` to be set as well. Example:
|
||||||
|
`--export-filename=user_data/backtest_results/backtest
|
||||||
|
_today.json`
|
||||||
|
--show-pair-list Show backtesting pairlist sorted by profit.
|
||||||
|
|
||||||
|
Common arguments:
|
||||||
|
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
|
||||||
|
--logfile FILE Log to the file specified. Special values are:
|
||||||
|
'syslog', 'journald'. See the documentation for more
|
||||||
|
details.
|
||||||
|
-V, --version show program's version number and exit
|
||||||
|
-c PATH, --config PATH
|
||||||
|
Specify configuration file (default:
|
||||||
|
`userdir/config.json` or `config.json` whichever
|
||||||
|
exists). Multiple --config options may be used. Can be
|
||||||
|
set to `-` to read config from stdin.
|
||||||
|
-d PATH, --datadir PATH
|
||||||
|
Path to directory with historical backtesting data.
|
||||||
|
--userdir PATH, --user-data-dir PATH
|
||||||
|
Path to userdata directory.
|
||||||
|
|
||||||
|
```
|
||||||
|
|
||||||
## List Hyperopt results
|
## List Hyperopt results
|
||||||
|
|
||||||
You can list the hyperoptimization epochs the Hyperopt module evaluated previously with the `hyperopt-list` sub-command.
|
You can list the hyperoptimization epochs the Hyperopt module evaluated previously with the `hyperopt-list` sub-command.
|
||||||
|
|||||||
@ -48,7 +48,7 @@ Sample configuration (tested using IFTTT).
|
|||||||
},
|
},
|
||||||
```
|
```
|
||||||
|
|
||||||
The url in `webhook.url` should point to the correct url for your webhook. If you're using [IFTTT](https://ifttt.com) (as shown in the sample above) please insert our event and key to the url.
|
The url in `webhook.url` should point to the correct url for your webhook. If you're using [IFTTT](https://ifttt.com) (as shown in the sample above) please insert your event and key to the url.
|
||||||
|
|
||||||
You can set the POST body format to Form-Encoded (default) or JSON-Encoded. Use `"format": "form"` or `"format": "json"` respectively. Example configuration for Mattermost Cloud integration:
|
You can set the POST body format to Form-Encoded (default) or JSON-Encoded. Use `"format": "form"` or `"format": "json"` respectively. Example configuration for Mattermost Cloud integration:
|
||||||
|
|
||||||
|
|||||||
@ -16,7 +16,8 @@ from freqtrade.commands.hyperopt_commands import start_hyperopt_list, start_hype
|
|||||||
from freqtrade.commands.list_commands import (start_list_exchanges, start_list_markets,
|
from freqtrade.commands.list_commands import (start_list_exchanges, start_list_markets,
|
||||||
start_list_strategies, start_list_timeframes,
|
start_list_strategies, start_list_timeframes,
|
||||||
start_show_trades)
|
start_show_trades)
|
||||||
from freqtrade.commands.optimize_commands import start_backtesting, start_edge, start_hyperopt
|
from freqtrade.commands.optimize_commands import (start_backtesting, start_backtesting_show,
|
||||||
|
start_edge, start_hyperopt)
|
||||||
from freqtrade.commands.pairlist_commands import start_test_pairlist
|
from freqtrade.commands.pairlist_commands import start_test_pairlist
|
||||||
from freqtrade.commands.plot_commands import start_plot_dataframe, start_plot_profit
|
from freqtrade.commands.plot_commands import start_plot_dataframe, start_plot_profit
|
||||||
from freqtrade.commands.trade_commands import start_trading
|
from freqtrade.commands.trade_commands import start_trading
|
||||||
|
|||||||
@ -41,6 +41,8 @@ ARGS_LIST_STRATEGIES = ["strategy_path", "print_one_column", "print_colorized"]
|
|||||||
|
|
||||||
ARGS_LIST_HYPEROPTS = ["hyperopt_path", "print_one_column", "print_colorized"]
|
ARGS_LIST_HYPEROPTS = ["hyperopt_path", "print_one_column", "print_colorized"]
|
||||||
|
|
||||||
|
ARGS_BACKTEST_SHOW = ["exportfilename", "backtest_show_pair_list"]
|
||||||
|
|
||||||
ARGS_LIST_EXCHANGES = ["print_one_column", "list_exchanges_all"]
|
ARGS_LIST_EXCHANGES = ["print_one_column", "list_exchanges_all"]
|
||||||
|
|
||||||
ARGS_LIST_TIMEFRAMES = ["exchange", "print_one_column"]
|
ARGS_LIST_TIMEFRAMES = ["exchange", "print_one_column"]
|
||||||
@ -94,7 +96,7 @@ ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperop
|
|||||||
|
|
||||||
NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
|
NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
|
||||||
"list-markets", "list-pairs", "list-strategies", "list-data",
|
"list-markets", "list-pairs", "list-strategies", "list-data",
|
||||||
"hyperopt-list", "hyperopt-show",
|
"hyperopt-list", "hyperopt-show", "backtest-filter",
|
||||||
"plot-dataframe", "plot-profit", "show-trades", "trades-to-ohlcv"]
|
"plot-dataframe", "plot-profit", "show-trades", "trades-to-ohlcv"]
|
||||||
|
|
||||||
NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-strategy"]
|
NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-strategy"]
|
||||||
@ -173,7 +175,8 @@ class Arguments:
|
|||||||
self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot')
|
self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot')
|
||||||
self._build_args(optionlist=['version'], parser=self.parser)
|
self._build_args(optionlist=['version'], parser=self.parser)
|
||||||
|
|
||||||
from freqtrade.commands import (start_backtesting, start_convert_data, start_convert_trades,
|
from freqtrade.commands import (start_backtesting, start_backtesting_show,
|
||||||
|
start_convert_data, start_convert_trades,
|
||||||
start_create_userdir, start_download_data, start_edge,
|
start_create_userdir, start_download_data, start_edge,
|
||||||
start_hyperopt, start_hyperopt_list, start_hyperopt_show,
|
start_hyperopt, start_hyperopt_list, start_hyperopt_show,
|
||||||
start_install_ui, start_list_data, start_list_exchanges,
|
start_install_ui, start_list_data, start_list_exchanges,
|
||||||
@ -264,6 +267,15 @@ class Arguments:
|
|||||||
backtesting_cmd.set_defaults(func=start_backtesting)
|
backtesting_cmd.set_defaults(func=start_backtesting)
|
||||||
self._build_args(optionlist=ARGS_BACKTEST, parser=backtesting_cmd)
|
self._build_args(optionlist=ARGS_BACKTEST, parser=backtesting_cmd)
|
||||||
|
|
||||||
|
# Add backtesting-show subcommand
|
||||||
|
backtesting_show_cmd = subparsers.add_parser(
|
||||||
|
'backtesting-show',
|
||||||
|
help='Show past Backtest results',
|
||||||
|
parents=[_common_parser],
|
||||||
|
)
|
||||||
|
backtesting_show_cmd.set_defaults(func=start_backtesting_show)
|
||||||
|
self._build_args(optionlist=ARGS_BACKTEST_SHOW, parser=backtesting_show_cmd)
|
||||||
|
|
||||||
# Add edge subcommand
|
# Add edge subcommand
|
||||||
edge_cmd = subparsers.add_parser('edge', help='Edge module.',
|
edge_cmd = subparsers.add_parser('edge', help='Edge module.',
|
||||||
parents=[_common_parser, _strategy_parser])
|
parents=[_common_parser, _strategy_parser])
|
||||||
|
|||||||
@ -83,11 +83,19 @@ def ask_user_config() -> Dict[str, Any]:
|
|||||||
if val == UNLIMITED_STAKE_AMOUNT
|
if val == UNLIMITED_STAKE_AMOUNT
|
||||||
else val
|
else val
|
||||||
},
|
},
|
||||||
|
{
|
||||||
|
"type": "select",
|
||||||
|
"name": "timeframe_in_config",
|
||||||
|
"message": "Tim",
|
||||||
|
"choices": ["Have the strategy define timeframe.", "Override in configuration."]
|
||||||
|
},
|
||||||
{
|
{
|
||||||
"type": "text",
|
"type": "text",
|
||||||
"name": "timeframe",
|
"name": "timeframe",
|
||||||
"message": "Please insert your desired timeframe (e.g. 5m):",
|
"message": "Please insert your desired timeframe (e.g. 5m):",
|
||||||
"default": "5m",
|
"default": "5m",
|
||||||
|
"when": lambda x: x["timeframe_in_config"] == 'Override in configuration.'
|
||||||
|
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"type": "text",
|
"type": "text",
|
||||||
|
|||||||
@ -152,6 +152,12 @@ AVAILABLE_CLI_OPTIONS = {
|
|||||||
action='store_false',
|
action='store_false',
|
||||||
default=True,
|
default=True,
|
||||||
),
|
),
|
||||||
|
"backtest_show_pair_list": Arg(
|
||||||
|
'--show-pair-list',
|
||||||
|
help='Show backtesting pairlist sorted by profit.',
|
||||||
|
action='store_true',
|
||||||
|
default=False,
|
||||||
|
),
|
||||||
"enable_protections": Arg(
|
"enable_protections": Arg(
|
||||||
'--enable-protections', '--enableprotections',
|
'--enable-protections', '--enableprotections',
|
||||||
help='Enable protections for backtesting.'
|
help='Enable protections for backtesting.'
|
||||||
|
|||||||
@ -54,6 +54,22 @@ def start_backtesting(args: Dict[str, Any]) -> None:
|
|||||||
backtesting.start()
|
backtesting.start()
|
||||||
|
|
||||||
|
|
||||||
|
def start_backtesting_show(args: Dict[str, Any]) -> None:
|
||||||
|
"""
|
||||||
|
Show previous backtest result
|
||||||
|
"""
|
||||||
|
|
||||||
|
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
|
||||||
|
|
||||||
|
from freqtrade.data.btanalysis import load_backtest_stats
|
||||||
|
from freqtrade.optimize.optimize_reports import show_backtest_results, show_sorted_pairlist
|
||||||
|
|
||||||
|
results = load_backtest_stats(config['exportfilename'])
|
||||||
|
|
||||||
|
show_backtest_results(config, results)
|
||||||
|
show_sorted_pairlist(config, results)
|
||||||
|
|
||||||
|
|
||||||
def start_hyperopt(args: Dict[str, Any]) -> None:
|
def start_hyperopt(args: Dict[str, Any]) -> None:
|
||||||
"""
|
"""
|
||||||
Start hyperopt script
|
Start hyperopt script
|
||||||
|
|||||||
@ -245,6 +245,10 @@ class Configuration:
|
|||||||
self._args_to_config(config, argname='timeframe_detail',
|
self._args_to_config(config, argname='timeframe_detail',
|
||||||
logstring='Parameter --timeframe-detail detected, '
|
logstring='Parameter --timeframe-detail detected, '
|
||||||
'using {} for intra-candle backtesting ...')
|
'using {} for intra-candle backtesting ...')
|
||||||
|
|
||||||
|
self._args_to_config(config, argname='backtest_show_pair_list',
|
||||||
|
logstring='Parameter --show-pair-list detected.')
|
||||||
|
|
||||||
self._args_to_config(config, argname='stake_amount',
|
self._args_to_config(config, argname='stake_amount',
|
||||||
logstring='Parameter --stake-amount detected, '
|
logstring='Parameter --stake-amount detected, '
|
||||||
'overriding stake_amount to: {} ...')
|
'overriding stake_amount to: {} ...')
|
||||||
|
|||||||
@ -25,6 +25,7 @@ ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
|
|||||||
HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
|
HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
|
||||||
'SharpeHyperOptLoss', 'SharpeHyperOptLossDaily',
|
'SharpeHyperOptLoss', 'SharpeHyperOptLossDaily',
|
||||||
'SortinoHyperOptLoss', 'SortinoHyperOptLossDaily',
|
'SortinoHyperOptLoss', 'SortinoHyperOptLossDaily',
|
||||||
|
'CalmarHyperOptLoss',
|
||||||
'MaxDrawDownHyperOptLoss']
|
'MaxDrawDownHyperOptLoss']
|
||||||
AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
|
AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
|
||||||
'AgeFilter', 'OffsetFilter', 'PerformanceFilter',
|
'AgeFilter', 'OffsetFilter', 'PerformanceFilter',
|
||||||
@ -53,7 +54,6 @@ ENV_VAR_PREFIX = 'FREQTRADE__'
|
|||||||
|
|
||||||
NON_OPEN_EXCHANGE_STATES = ('cancelled', 'canceled', 'closed', 'expired')
|
NON_OPEN_EXCHANGE_STATES = ('cancelled', 'canceled', 'closed', 'expired')
|
||||||
|
|
||||||
|
|
||||||
# Define decimals per coin for outputs
|
# Define decimals per coin for outputs
|
||||||
# Only used for outputs.
|
# Only used for outputs.
|
||||||
DECIMAL_PER_COIN_FALLBACK = 3 # Should be low to avoid listing all possible FIAT's
|
DECIMAL_PER_COIN_FALLBACK = 3 # Should be low to avoid listing all possible FIAT's
|
||||||
@ -67,7 +67,6 @@ DUST_PER_COIN = {
|
|||||||
'ETH': 0.01
|
'ETH': 0.01
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|
||||||
# Source files with destination directories within user-directory
|
# Source files with destination directories within user-directory
|
||||||
USER_DATA_FILES = {
|
USER_DATA_FILES = {
|
||||||
'sample_strategy.py': USERPATH_STRATEGIES,
|
'sample_strategy.py': USERPATH_STRATEGIES,
|
||||||
@ -198,7 +197,7 @@ CONF_SCHEMA = {
|
|||||||
'required': ['price_side']
|
'required': ['price_side']
|
||||||
},
|
},
|
||||||
'custom_price_max_distance_ratio': {
|
'custom_price_max_distance_ratio': {
|
||||||
'type': 'number', 'minimum': 0.0
|
'type': 'number', 'minimum': 0.0
|
||||||
},
|
},
|
||||||
'order_types': {
|
'order_types': {
|
||||||
'type': 'object',
|
'type': 'object',
|
||||||
@ -351,13 +350,13 @@ CONF_SCHEMA = {
|
|||||||
},
|
},
|
||||||
'dataformat_ohlcv': {
|
'dataformat_ohlcv': {
|
||||||
'type': 'string',
|
'type': 'string',
|
||||||
'enum': AVAILABLE_DATAHANDLERS,
|
'enum': AVAILABLE_DATAHANDLERS,
|
||||||
'default': 'json'
|
'default': 'json'
|
||||||
},
|
},
|
||||||
'dataformat_trades': {
|
'dataformat_trades': {
|
||||||
'type': 'string',
|
'type': 'string',
|
||||||
'enum': AVAILABLE_DATAHANDLERS,
|
'enum': AVAILABLE_DATAHANDLERS,
|
||||||
'default': 'jsongz'
|
'default': 'jsongz'
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
'definitions': {
|
'definitions': {
|
||||||
|
|||||||
@ -19,3 +19,4 @@ from freqtrade.exchange.gateio import Gateio
|
|||||||
from freqtrade.exchange.hitbtc import Hitbtc
|
from freqtrade.exchange.hitbtc import Hitbtc
|
||||||
from freqtrade.exchange.kraken import Kraken
|
from freqtrade.exchange.kraken import Kraken
|
||||||
from freqtrade.exchange.kucoin import Kucoin
|
from freqtrade.exchange.kucoin import Kucoin
|
||||||
|
from freqtrade.exchange.okex import Okex
|
||||||
|
|||||||
18
freqtrade/exchange/okex.py
Normal file
18
freqtrade/exchange/okex.py
Normal file
@ -0,0 +1,18 @@
|
|||||||
|
import logging
|
||||||
|
from typing import Dict
|
||||||
|
|
||||||
|
from freqtrade.exchange import Exchange
|
||||||
|
|
||||||
|
|
||||||
|
logger = logging.getLogger(__name__)
|
||||||
|
|
||||||
|
|
||||||
|
class Okex(Exchange):
|
||||||
|
"""
|
||||||
|
Okex exchange class. Contains adjustments needed for Freqtrade to work
|
||||||
|
with this exchange.
|
||||||
|
"""
|
||||||
|
|
||||||
|
_ft_has: Dict = {
|
||||||
|
"ohlcv_candle_limit": 100,
|
||||||
|
}
|
||||||
@ -315,7 +315,9 @@ class Backtesting:
|
|||||||
# Worst case: price ticks tiny bit above open and dives down.
|
# Worst case: price ticks tiny bit above open and dives down.
|
||||||
stop_rate = sell_row[OPEN_IDX] * (1 - abs(trade.stop_loss_pct))
|
stop_rate = sell_row[OPEN_IDX] * (1 - abs(trade.stop_loss_pct))
|
||||||
assert stop_rate < sell_row[HIGH_IDX]
|
assert stop_rate < sell_row[HIGH_IDX]
|
||||||
return stop_rate
|
# Limit lower-end to candle low to avoid sells below the low.
|
||||||
|
# This still remains "worst case" - but "worst realistic case".
|
||||||
|
return max(sell_row[LOW_IDX], stop_rate)
|
||||||
|
|
||||||
# Set close_rate to stoploss
|
# Set close_rate to stoploss
|
||||||
return trade.stop_loss
|
return trade.stop_loss
|
||||||
|
|||||||
64
freqtrade/optimize/hyperopt_loss_calmar.py
Normal file
64
freqtrade/optimize/hyperopt_loss_calmar.py
Normal file
@ -0,0 +1,64 @@
|
|||||||
|
"""
|
||||||
|
CalmarHyperOptLoss
|
||||||
|
|
||||||
|
This module defines the alternative HyperOptLoss class which can be used for
|
||||||
|
Hyperoptimization.
|
||||||
|
"""
|
||||||
|
from datetime import datetime
|
||||||
|
from math import sqrt as msqrt
|
||||||
|
from typing import Any, Dict
|
||||||
|
|
||||||
|
from pandas import DataFrame
|
||||||
|
|
||||||
|
from freqtrade.data.btanalysis import calculate_max_drawdown
|
||||||
|
from freqtrade.optimize.hyperopt import IHyperOptLoss
|
||||||
|
|
||||||
|
|
||||||
|
class CalmarHyperOptLoss(IHyperOptLoss):
|
||||||
|
"""
|
||||||
|
Defines the loss function for hyperopt.
|
||||||
|
|
||||||
|
This implementation uses the Calmar Ratio calculation.
|
||||||
|
"""
|
||||||
|
|
||||||
|
@staticmethod
|
||||||
|
def hyperopt_loss_function(
|
||||||
|
results: DataFrame,
|
||||||
|
trade_count: int,
|
||||||
|
min_date: datetime,
|
||||||
|
max_date: datetime,
|
||||||
|
config: Dict,
|
||||||
|
processed: Dict[str, DataFrame],
|
||||||
|
backtest_stats: Dict[str, Any],
|
||||||
|
*args,
|
||||||
|
**kwargs
|
||||||
|
) -> float:
|
||||||
|
"""
|
||||||
|
Objective function, returns smaller number for more optimal results.
|
||||||
|
|
||||||
|
Uses Calmar Ratio calculation.
|
||||||
|
"""
|
||||||
|
total_profit = backtest_stats["profit_total"]
|
||||||
|
days_period = (max_date - min_date).days
|
||||||
|
|
||||||
|
# adding slippage of 0.1% per trade
|
||||||
|
total_profit = total_profit - 0.0005
|
||||||
|
expected_returns_mean = total_profit.sum() / days_period * 100
|
||||||
|
|
||||||
|
# calculate max drawdown
|
||||||
|
try:
|
||||||
|
_, _, _, high_val, low_val = calculate_max_drawdown(
|
||||||
|
results, value_col="profit_abs"
|
||||||
|
)
|
||||||
|
max_drawdown = (high_val - low_val) / high_val
|
||||||
|
except ValueError:
|
||||||
|
max_drawdown = 0
|
||||||
|
|
||||||
|
if max_drawdown != 0:
|
||||||
|
calmar_ratio = expected_returns_mean / max_drawdown * msqrt(365)
|
||||||
|
else:
|
||||||
|
# Define high (negative) calmar ratio to be clear that this is NOT optimal.
|
||||||
|
calmar_ratio = -20.0
|
||||||
|
|
||||||
|
# print(expected_returns_mean, max_drawdown, calmar_ratio)
|
||||||
|
return -calmar_ratio
|
||||||
@ -1,4 +1,3 @@
|
|||||||
|
|
||||||
import io
|
import io
|
||||||
import logging
|
import logging
|
||||||
from copy import deepcopy
|
from copy import deepcopy
|
||||||
@ -64,10 +63,11 @@ class HyperoptTools():
|
|||||||
'export_time': datetime.now(timezone.utc),
|
'export_time': datetime.now(timezone.utc),
|
||||||
}
|
}
|
||||||
logger.info(f"Dumping parameters to {filename}")
|
logger.info(f"Dumping parameters to {filename}")
|
||||||
rapidjson.dump(final_params, filename.open('w'), indent=2,
|
with filename.open('w') as f:
|
||||||
default=hyperopt_serializer,
|
rapidjson.dump(final_params, f, indent=2,
|
||||||
number_mode=rapidjson.NM_NATIVE | rapidjson.NM_NAN
|
default=hyperopt_serializer,
|
||||||
)
|
number_mode=rapidjson.NM_NATIVE | rapidjson.NM_NAN
|
||||||
|
)
|
||||||
|
|
||||||
@staticmethod
|
@staticmethod
|
||||||
def try_export_params(config: Dict[str, Any], strategy_name: str, params: Dict):
|
def try_export_params(config: Dict[str, Any], strategy_name: str, params: Dict):
|
||||||
|
|||||||
@ -856,3 +856,13 @@ def show_backtest_results(config: Dict, backtest_stats: Dict):
|
|||||||
print(table)
|
print(table)
|
||||||
print('=' * len(table.splitlines()[0]))
|
print('=' * len(table.splitlines()[0]))
|
||||||
print('\nFor more details, please look at the detail tables above')
|
print('\nFor more details, please look at the detail tables above')
|
||||||
|
|
||||||
|
|
||||||
|
def show_sorted_pairlist(config: Dict, backtest_stats: Dict):
|
||||||
|
if config.get('backtest_show_pair_list', False):
|
||||||
|
for strategy, results in backtest_stats['strategy'].items():
|
||||||
|
print(f"Pairs for Strategy {strategy}: \n[")
|
||||||
|
for result in results['results_per_pair']:
|
||||||
|
if result["key"] != 'TOTAL':
|
||||||
|
print(f'"{result["key"]}", // {round(result["profit_mean_pct"], 2)}%')
|
||||||
|
print("]")
|
||||||
|
|||||||
@ -7,11 +7,15 @@ class SKDecimal(Integer):
|
|||||||
def __init__(self, low, high, decimals=3, prior="uniform", base=10, transform=None,
|
def __init__(self, low, high, decimals=3, prior="uniform", base=10, transform=None,
|
||||||
name=None, dtype=np.int64):
|
name=None, dtype=np.int64):
|
||||||
self.decimals = decimals
|
self.decimals = decimals
|
||||||
_low = int(low * pow(10, self.decimals))
|
|
||||||
_high = int(high * pow(10, self.decimals))
|
self.pow_dot_one = pow(0.1, self.decimals)
|
||||||
|
self.pow_ten = pow(10, self.decimals)
|
||||||
|
|
||||||
|
_low = int(low * self.pow_ten)
|
||||||
|
_high = int(high * self.pow_ten)
|
||||||
# trunc to precision to avoid points out of space
|
# trunc to precision to avoid points out of space
|
||||||
self.low_orig = round(_low * pow(0.1, self.decimals), self.decimals)
|
self.low_orig = round(_low * self.pow_dot_one, self.decimals)
|
||||||
self.high_orig = round(_high * pow(0.1, self.decimals), self.decimals)
|
self.high_orig = round(_high * self.pow_dot_one, self.decimals)
|
||||||
|
|
||||||
super().__init__(_low, _high, prior, base, transform, name, dtype)
|
super().__init__(_low, _high, prior, base, transform, name, dtype)
|
||||||
|
|
||||||
@ -25,9 +29,9 @@ class SKDecimal(Integer):
|
|||||||
return self.low_orig <= point <= self.high_orig
|
return self.low_orig <= point <= self.high_orig
|
||||||
|
|
||||||
def transform(self, Xt):
|
def transform(self, Xt):
|
||||||
aa = [int(x * pow(10, self.decimals)) for x in Xt]
|
return super().transform([int(v * self.pow_ten) for v in Xt])
|
||||||
return super().transform(aa)
|
|
||||||
|
|
||||||
def inverse_transform(self, Xt):
|
def inverse_transform(self, Xt):
|
||||||
res = super().inverse_transform(Xt)
|
res = super().inverse_transform(Xt)
|
||||||
return [round(x * pow(0.1, self.decimals), self.decimals) for x in res]
|
# equivalent to [round(x * pow(0.1, self.decimals), self.decimals) for x in res]
|
||||||
|
return [int(v) / self.pow_ten for v in res]
|
||||||
|
|||||||
@ -1014,7 +1014,7 @@ class PairLock(_DECL_BASE):
|
|||||||
lock_time = self.lock_time.strftime(DATETIME_PRINT_FORMAT)
|
lock_time = self.lock_time.strftime(DATETIME_PRINT_FORMAT)
|
||||||
lock_end_time = self.lock_end_time.strftime(DATETIME_PRINT_FORMAT)
|
lock_end_time = self.lock_end_time.strftime(DATETIME_PRINT_FORMAT)
|
||||||
return (f'PairLock(id={self.id}, pair={self.pair}, lock_time={lock_time}, '
|
return (f'PairLock(id={self.id}, pair={self.pair}, lock_time={lock_time}, '
|
||||||
f'lock_end_time={lock_end_time})')
|
f'lock_end_time={lock_end_time}, reason={self.reason}, active={self.active})')
|
||||||
|
|
||||||
@staticmethod
|
@staticmethod
|
||||||
def query_pair_locks(pair: Optional[str], now: datetime) -> Query:
|
def query_pair_locks(pair: Optional[str], now: datetime) -> Query:
|
||||||
@ -1023,7 +1023,6 @@ class PairLock(_DECL_BASE):
|
|||||||
:param pair: Pair to check for. Returns all current locks if pair is empty
|
:param pair: Pair to check for. Returns all current locks if pair is empty
|
||||||
:param now: Datetime object (generated via datetime.now(timezone.utc)).
|
:param now: Datetime object (generated via datetime.now(timezone.utc)).
|
||||||
"""
|
"""
|
||||||
|
|
||||||
filters = [PairLock.lock_end_time > now,
|
filters = [PairLock.lock_end_time > now,
|
||||||
# Only active locks
|
# Only active locks
|
||||||
PairLock.active.is_(True), ]
|
PairLock.active.is_(True), ]
|
||||||
|
|||||||
@ -103,6 +103,36 @@ class PairLocks():
|
|||||||
if PairLocks.use_db:
|
if PairLocks.use_db:
|
||||||
PairLock.query.session.commit()
|
PairLock.query.session.commit()
|
||||||
|
|
||||||
|
@staticmethod
|
||||||
|
def unlock_reason(reason: str, now: Optional[datetime] = None) -> None:
|
||||||
|
"""
|
||||||
|
Release all locks for this reason.
|
||||||
|
:param reason: Which reason to unlock
|
||||||
|
:param now: Datetime object (generated via datetime.now(timezone.utc)).
|
||||||
|
defaults to datetime.now(timezone.utc)
|
||||||
|
"""
|
||||||
|
if not now:
|
||||||
|
now = datetime.now(timezone.utc)
|
||||||
|
|
||||||
|
if PairLocks.use_db:
|
||||||
|
# used in live modes
|
||||||
|
logger.info(f"Releasing all locks with reason '{reason}':")
|
||||||
|
filters = [PairLock.lock_end_time > now,
|
||||||
|
PairLock.active.is_(True),
|
||||||
|
PairLock.reason == reason
|
||||||
|
]
|
||||||
|
locks = PairLock.query.filter(*filters)
|
||||||
|
for lock in locks:
|
||||||
|
logger.info(f"Releasing lock for {lock.pair} with reason '{reason}'.")
|
||||||
|
lock.active = False
|
||||||
|
PairLock.query.session.commit()
|
||||||
|
else:
|
||||||
|
# used in backtesting mode; don't show log messages for speed
|
||||||
|
locks = PairLocks.get_pair_locks(None)
|
||||||
|
for lock in locks:
|
||||||
|
if lock.reason == reason:
|
||||||
|
lock.active = False
|
||||||
|
|
||||||
@staticmethod
|
@staticmethod
|
||||||
def is_global_lock(now: Optional[datetime] = None) -> bool:
|
def is_global_lock(now: Optional[datetime] = None) -> bool:
|
||||||
"""
|
"""
|
||||||
@ -128,7 +158,9 @@ class PairLocks():
|
|||||||
|
|
||||||
@staticmethod
|
@staticmethod
|
||||||
def get_all_locks() -> List[PairLock]:
|
def get_all_locks() -> List[PairLock]:
|
||||||
|
"""
|
||||||
|
Return all locks, also locks with expired end date
|
||||||
|
"""
|
||||||
if PairLocks.use_db:
|
if PairLocks.use_db:
|
||||||
return PairLock.query.all()
|
return PairLock.query.all()
|
||||||
else:
|
else:
|
||||||
|
|||||||
@ -91,7 +91,7 @@ class IResolver:
|
|||||||
logger.debug(f"Searching for {cls.object_type.__name__} {object_name} in '{directory}'")
|
logger.debug(f"Searching for {cls.object_type.__name__} {object_name} in '{directory}'")
|
||||||
for entry in directory.iterdir():
|
for entry in directory.iterdir():
|
||||||
# Only consider python files
|
# Only consider python files
|
||||||
if not str(entry).endswith('.py'):
|
if entry.suffix != '.py':
|
||||||
logger.debug('Ignoring %s', entry)
|
logger.debug('Ignoring %s', entry)
|
||||||
continue
|
continue
|
||||||
if entry.is_symlink() and not entry.is_file():
|
if entry.is_symlink() and not entry.is_file():
|
||||||
@ -169,7 +169,7 @@ class IResolver:
|
|||||||
objects = []
|
objects = []
|
||||||
for entry in directory.iterdir():
|
for entry in directory.iterdir():
|
||||||
# Only consider python files
|
# Only consider python files
|
||||||
if not str(entry).endswith('.py'):
|
if entry.suffix != '.py':
|
||||||
logger.debug('Ignoring %s', entry)
|
logger.debug('Ignoring %s', entry)
|
||||||
continue
|
continue
|
||||||
module_path = entry.resolve()
|
module_path = entry.resolve()
|
||||||
|
|||||||
@ -56,17 +56,21 @@ class StrategyResolver(IResolver):
|
|||||||
if strategy._ft_params_from_file:
|
if strategy._ft_params_from_file:
|
||||||
# Set parameters from Hyperopt results file
|
# Set parameters from Hyperopt results file
|
||||||
params = strategy._ft_params_from_file
|
params = strategy._ft_params_from_file
|
||||||
strategy.minimal_roi = params.get('roi', strategy.minimal_roi)
|
strategy.minimal_roi = params.get('roi', getattr(strategy, 'minimal_roi', {}))
|
||||||
|
|
||||||
strategy.stoploss = params.get('stoploss', {}).get('stoploss', strategy.stoploss)
|
strategy.stoploss = params.get('stoploss', {}).get(
|
||||||
|
'stoploss', getattr(strategy, 'stoploss', -0.1))
|
||||||
trailing = params.get('trailing', {})
|
trailing = params.get('trailing', {})
|
||||||
strategy.trailing_stop = trailing.get('trailing_stop', strategy.trailing_stop)
|
strategy.trailing_stop = trailing.get(
|
||||||
strategy.trailing_stop_positive = trailing.get('trailing_stop_positive',
|
'trailing_stop', getattr(strategy, 'trailing_stop', False))
|
||||||
strategy.trailing_stop_positive)
|
strategy.trailing_stop_positive = trailing.get(
|
||||||
|
'trailing_stop_positive', getattr(strategy, 'trailing_stop_positive', None))
|
||||||
strategy.trailing_stop_positive_offset = trailing.get(
|
strategy.trailing_stop_positive_offset = trailing.get(
|
||||||
'trailing_stop_positive_offset', strategy.trailing_stop_positive_offset)
|
'trailing_stop_positive_offset',
|
||||||
|
getattr(strategy, 'trailing_stop_positive_offset', 0))
|
||||||
strategy.trailing_only_offset_is_reached = trailing.get(
|
strategy.trailing_only_offset_is_reached = trailing.get(
|
||||||
'trailing_only_offset_is_reached', strategy.trailing_only_offset_is_reached)
|
'trailing_only_offset_is_reached',
|
||||||
|
getattr(strategy, 'trailing_only_offset_is_reached', 0.0))
|
||||||
|
|
||||||
# Set attributes
|
# Set attributes
|
||||||
# Check if we need to override configuration
|
# Check if we need to override configuration
|
||||||
|
|||||||
@ -1147,7 +1147,8 @@ class Telegram(RPCHandler):
|
|||||||
:return: None
|
:return: None
|
||||||
"""
|
"""
|
||||||
forcebuy_text = ("*/forcebuy <pair> [<rate>]:* `Instantly buys the given pair. "
|
forcebuy_text = ("*/forcebuy <pair> [<rate>]:* `Instantly buys the given pair. "
|
||||||
"Optionally takes a rate at which to buy.` \n")
|
"Optionally takes a rate at which to buy "
|
||||||
|
"(only applies to limit orders).` \n")
|
||||||
message = ("*/start:* `Starts the trader`\n"
|
message = ("*/start:* `Starts the trader`\n"
|
||||||
"*/stop:* `Stops the trader`\n"
|
"*/stop:* `Stops the trader`\n"
|
||||||
"*/status <trade_id>|[table]:* `Lists all open trades`\n"
|
"*/status <trade_id>|[table]:* `Lists all open trades`\n"
|
||||||
|
|||||||
@ -381,7 +381,8 @@ class HyperStrategyMixin(object):
|
|||||||
if filename.is_file():
|
if filename.is_file():
|
||||||
logger.info(f"Loading parameters from file {filename}")
|
logger.info(f"Loading parameters from file {filename}")
|
||||||
try:
|
try:
|
||||||
params = json_load(filename.open('r'))
|
with filename.open('r') as f:
|
||||||
|
params = json_load(f)
|
||||||
if params.get('strategy_name') != self.__class__.__name__:
|
if params.get('strategy_name') != self.__class__.__name__:
|
||||||
raise OperationalException('Invalid parameter file provided.')
|
raise OperationalException('Invalid parameter file provided.')
|
||||||
return params
|
return params
|
||||||
|
|||||||
@ -65,9 +65,9 @@ class IStrategy(ABC, HyperStrategyMixin):
|
|||||||
_populate_fun_len: int = 0
|
_populate_fun_len: int = 0
|
||||||
_buy_fun_len: int = 0
|
_buy_fun_len: int = 0
|
||||||
_sell_fun_len: int = 0
|
_sell_fun_len: int = 0
|
||||||
_ft_params_from_file: Dict = {}
|
_ft_params_from_file: Dict
|
||||||
# associated minimal roi
|
# associated minimal roi
|
||||||
minimal_roi: Dict
|
minimal_roi: Dict = {}
|
||||||
|
|
||||||
# associated stoploss
|
# associated stoploss
|
||||||
stoploss: float
|
stoploss: float
|
||||||
@ -443,6 +443,15 @@ class IStrategy(ABC, HyperStrategyMixin):
|
|||||||
"""
|
"""
|
||||||
PairLocks.unlock_pair(pair, datetime.now(timezone.utc))
|
PairLocks.unlock_pair(pair, datetime.now(timezone.utc))
|
||||||
|
|
||||||
|
def unlock_reason(self, reason: str) -> None:
|
||||||
|
"""
|
||||||
|
Unlocks all pairs previously locked using lock_pair with specified reason.
|
||||||
|
Not used by freqtrade itself, but intended to be used if users lock pairs
|
||||||
|
manually from within the strategy, to allow an easy way to unlock pairs.
|
||||||
|
:param reason: Unlock pairs to allow trading again
|
||||||
|
"""
|
||||||
|
PairLocks.unlock_reason(reason, datetime.now(timezone.utc))
|
||||||
|
|
||||||
def is_pair_locked(self, pair: str, candle_date: datetime = None) -> bool:
|
def is_pair_locked(self, pair: str, candle_date: datetime = None) -> bool:
|
||||||
"""
|
"""
|
||||||
Checks if a pair is currently locked
|
Checks if a pair is currently locked
|
||||||
|
|||||||
@ -10,8 +10,7 @@
|
|||||||
"stake_currency": "{{ stake_currency }}",
|
"stake_currency": "{{ stake_currency }}",
|
||||||
"stake_amount": {{ stake_amount }},
|
"stake_amount": {{ stake_amount }},
|
||||||
"tradable_balance_ratio": 0.99,
|
"tradable_balance_ratio": 0.99,
|
||||||
"fiat_display_currency": "{{ fiat_display_currency }}",
|
"fiat_display_currency": "{{ fiat_display_currency }}",{{ ('\n "timeframe": "' + timeframe + '",') if timeframe else '' }}
|
||||||
"timeframe": "{{ timeframe }}",
|
|
||||||
"dry_run": {{ dry_run | lower }},
|
"dry_run": {{ dry_run | lower }},
|
||||||
"cancel_open_orders_on_exit": false,
|
"cancel_open_orders_on_exit": false,
|
||||||
"unfilledtimeout": {
|
"unfilledtimeout": {
|
||||||
|
|||||||
@ -3,9 +3,9 @@
|
|||||||
|
|
||||||
# Required for hyperopt
|
# Required for hyperopt
|
||||||
scipy==1.7.1
|
scipy==1.7.1
|
||||||
scikit-learn==1.0
|
scikit-learn==1.0.1
|
||||||
scikit-optimize==0.9.0
|
scikit-optimize==0.9.0
|
||||||
filelock==3.3.1
|
filelock==3.3.2
|
||||||
joblib==1.1.0
|
joblib==1.1.0
|
||||||
psutil==5.8.0
|
psutil==5.8.0
|
||||||
progressbar2==3.55.0
|
progressbar2==3.55.0
|
||||||
|
|||||||
@ -1,18 +1,18 @@
|
|||||||
numpy==1.21.2
|
numpy==1.21.3
|
||||||
pandas==1.3.4
|
pandas==1.3.4
|
||||||
pandas-ta==0.3.14b
|
pandas-ta==0.3.14b
|
||||||
|
|
||||||
ccxt==1.58.47
|
ccxt==1.60.11
|
||||||
# Pin cryptography for now due to rust build errors with piwheels
|
# Pin cryptography for now due to rust build errors with piwheels
|
||||||
cryptography==35.0.0
|
cryptography==35.0.0
|
||||||
aiohttp==3.7.4.post0
|
aiohttp==3.7.4.post0
|
||||||
SQLAlchemy==1.4.25
|
SQLAlchemy==1.4.26
|
||||||
python-telegram-bot==13.7
|
python-telegram-bot==13.7
|
||||||
arrow==1.2.0
|
arrow==1.2.1
|
||||||
cachetools==4.2.2
|
cachetools==4.2.2
|
||||||
requests==2.26.0
|
requests==2.26.0
|
||||||
urllib3==1.26.7
|
urllib3==1.26.7
|
||||||
jsonschema==4.1.0
|
jsonschema==4.1.2
|
||||||
TA-Lib==0.4.21
|
TA-Lib==0.4.21
|
||||||
technical==1.3.0
|
technical==1.3.0
|
||||||
tabulate==0.8.9
|
tabulate==0.8.9
|
||||||
@ -41,4 +41,4 @@ psutil==5.8.0
|
|||||||
colorama==0.4.4
|
colorama==0.4.4
|
||||||
# Building config files interactively
|
# Building config files interactively
|
||||||
questionary==1.10.0
|
questionary==1.10.0
|
||||||
prompt-toolkit==3.0.20
|
prompt-toolkit==3.0.21
|
||||||
|
|||||||
@ -8,12 +8,12 @@ from zipfile import ZipFile
|
|||||||
import arrow
|
import arrow
|
||||||
import pytest
|
import pytest
|
||||||
|
|
||||||
from freqtrade.commands import (start_convert_data, start_convert_trades, start_create_userdir,
|
from freqtrade.commands import (start_backtesting_show, start_convert_data, start_convert_trades,
|
||||||
start_download_data, start_hyperopt_list, start_hyperopt_show,
|
start_create_userdir, start_download_data, start_hyperopt_list,
|
||||||
start_install_ui, start_list_data, start_list_exchanges,
|
start_hyperopt_show, start_install_ui, start_list_data,
|
||||||
start_list_markets, start_list_strategies, start_list_timeframes,
|
start_list_exchanges, start_list_markets, start_list_strategies,
|
||||||
start_new_strategy, start_show_trades, start_test_pairlist,
|
start_list_timeframes, start_new_strategy, start_show_trades,
|
||||||
start_trading, start_webserver)
|
start_test_pairlist, start_trading, start_webserver)
|
||||||
from freqtrade.commands.deploy_commands import (clean_ui_subdir, download_and_install_ui,
|
from freqtrade.commands.deploy_commands import (clean_ui_subdir, download_and_install_ui,
|
||||||
get_ui_download_url, read_ui_version)
|
get_ui_download_url, read_ui_version)
|
||||||
from freqtrade.configuration import setup_utils_configuration
|
from freqtrade.configuration import setup_utils_configuration
|
||||||
@ -1389,3 +1389,19 @@ def test_show_trades(mocker, fee, capsys, caplog):
|
|||||||
|
|
||||||
with pytest.raises(OperationalException, match=r"--db-url is required for this command."):
|
with pytest.raises(OperationalException, match=r"--db-url is required for this command."):
|
||||||
start_show_trades(pargs)
|
start_show_trades(pargs)
|
||||||
|
|
||||||
|
|
||||||
|
def test_backtesting_show(mocker, testdatadir, capsys):
|
||||||
|
sbr = mocker.patch('freqtrade.optimize.optimize_reports.show_backtest_results')
|
||||||
|
args = [
|
||||||
|
"backtesting-show",
|
||||||
|
"--export-filename",
|
||||||
|
f"{testdatadir / 'backtest-result_new.json'}",
|
||||||
|
"--show-pair-list"
|
||||||
|
]
|
||||||
|
pargs = get_args(args)
|
||||||
|
pargs['config'] = None
|
||||||
|
start_backtesting_show(pargs)
|
||||||
|
assert sbr.call_count == 1
|
||||||
|
out, err = capsys.readouterr()
|
||||||
|
assert "Pairs for Strategy" in out
|
||||||
|
|||||||
@ -47,6 +47,11 @@ EXCHANGES = {
|
|||||||
'hasQuoteVolume': True,
|
'hasQuoteVolume': True,
|
||||||
'timeframe': '5m',
|
'timeframe': '5m',
|
||||||
},
|
},
|
||||||
|
'okex': {
|
||||||
|
'pair': 'BTC/USDT',
|
||||||
|
'hasQuoteVolume': True,
|
||||||
|
'timeframe': '5m',
|
||||||
|
},
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|
||||||
|
|||||||
@ -56,4 +56,10 @@ def _build_backtest_dataframe(data):
|
|||||||
frame['buy_tag'] = None
|
frame['buy_tag'] = None
|
||||||
if 'exit_tag' not in columns:
|
if 'exit_tag' not in columns:
|
||||||
frame['exit_tag'] = None
|
frame['exit_tag'] = None
|
||||||
|
|
||||||
|
# Ensure all candles make kindof sense
|
||||||
|
assert all(frame['low'] <= frame['close'])
|
||||||
|
assert all(frame['low'] <= frame['open'])
|
||||||
|
assert all(frame['high'] >= frame['close'])
|
||||||
|
assert all(frame['high'] >= frame['open'])
|
||||||
return frame
|
return frame
|
||||||
|
|||||||
@ -17,10 +17,10 @@ tc0 = BTContainer(data=[
|
|||||||
# D O H L C V B S
|
# D O H L C V B S
|
||||||
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
|
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
|
||||||
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
|
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
|
||||||
[2, 4987, 5012, 4986, 4600, 6172, 0, 0], # exit with stoploss hit
|
[2, 4987, 5012, 4986, 4986, 6172, 0, 0], # exit with stoploss hit
|
||||||
[3, 5010, 5000, 4980, 5010, 6172, 0, 1],
|
[3, 5010, 5010, 4980, 5010, 6172, 0, 1],
|
||||||
[4, 5010, 4987, 4977, 4995, 6172, 0, 0],
|
[4, 5010, 5011, 4977, 4995, 6172, 0, 0],
|
||||||
[5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
|
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
|
||||||
stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_sell_signal=True,
|
stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_sell_signal=True,
|
||||||
trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
|
trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
|
||||||
)
|
)
|
||||||
@ -32,9 +32,9 @@ tc1 = BTContainer(data=[
|
|||||||
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
|
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
|
||||||
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
|
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
|
||||||
[2, 4987, 5012, 4600, 4600, 6172, 0, 0], # exit with stoploss hit
|
[2, 4987, 5012, 4600, 4600, 6172, 0, 0], # exit with stoploss hit
|
||||||
[3, 4975, 5000, 4980, 4977, 6172, 0, 0],
|
[3, 4975, 5000, 4975, 4977, 6172, 0, 0],
|
||||||
[4, 4977, 4987, 4977, 4995, 6172, 0, 0],
|
[4, 4977, 4995, 4977, 4995, 6172, 0, 0],
|
||||||
[5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
|
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
|
||||||
stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01,
|
stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01,
|
||||||
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
|
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
|
||||||
)
|
)
|
||||||
@ -69,7 +69,7 @@ tc3 = BTContainer(data=[
|
|||||||
[3, 4975, 5000, 4950, 4962, 6172, 1, 0],
|
[3, 4975, 5000, 4950, 4962, 6172, 1, 0],
|
||||||
[4, 4975, 5000, 4950, 4962, 6172, 0, 0], # enter trade 2 (signal on last candle)
|
[4, 4975, 5000, 4950, 4962, 6172, 0, 0], # enter trade 2 (signal on last candle)
|
||||||
[5, 4962, 4987, 4000, 4000, 6172, 0, 0], # exit with stoploss hit
|
[5, 4962, 4987, 4000, 4000, 6172, 0, 0], # exit with stoploss hit
|
||||||
[6, 4950, 4975, 4975, 4950, 6172, 0, 0]],
|
[6, 4950, 4975, 4950, 4950, 6172, 0, 0]],
|
||||||
stop_loss=-0.02, roi={"0": 1}, profit_perc=-0.04,
|
stop_loss=-0.02, roi={"0": 1}, profit_perc=-0.04,
|
||||||
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2),
|
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2),
|
||||||
BTrade(sell_reason=SellType.STOP_LOSS, open_tick=4, close_tick=5)]
|
BTrade(sell_reason=SellType.STOP_LOSS, open_tick=4, close_tick=5)]
|
||||||
@ -99,7 +99,7 @@ tc5 = BTContainer(data=[
|
|||||||
[1, 5000, 5025, 4980, 4987, 6172, 0, 0], # enter trade (signal on last candle)
|
[1, 5000, 5025, 4980, 4987, 6172, 0, 0], # enter trade (signal on last candle)
|
||||||
[2, 4987, 5025, 4975, 4987, 6172, 0, 0],
|
[2, 4987, 5025, 4975, 4987, 6172, 0, 0],
|
||||||
[3, 4975, 6000, 4975, 6000, 6172, 0, 0], # ROI
|
[3, 4975, 6000, 4975, 6000, 6172, 0, 0], # ROI
|
||||||
[4, 4962, 4987, 4972, 4950, 6172, 0, 0],
|
[4, 4962, 4987, 4962, 4972, 6172, 0, 0],
|
||||||
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
|
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
|
||||||
stop_loss=-0.01, roi={"0": 0.03}, profit_perc=0.03,
|
stop_loss=-0.01, roi={"0": 0.03}, profit_perc=0.03,
|
||||||
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
|
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
|
||||||
@ -113,7 +113,7 @@ tc6 = BTContainer(data=[
|
|||||||
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
|
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
|
||||||
[2, 4987, 5300, 4850, 5050, 6172, 0, 0], # Exit with stoploss
|
[2, 4987, 5300, 4850, 5050, 6172, 0, 0], # Exit with stoploss
|
||||||
[3, 4975, 5000, 4950, 4962, 6172, 0, 0],
|
[3, 4975, 5000, 4950, 4962, 6172, 0, 0],
|
||||||
[4, 4962, 4987, 4972, 4950, 6172, 0, 0],
|
[4, 4962, 4987, 4950, 4950, 6172, 0, 0],
|
||||||
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
|
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
|
||||||
stop_loss=-0.02, roi={"0": 0.05}, profit_perc=-0.02,
|
stop_loss=-0.02, roi={"0": 0.05}, profit_perc=-0.02,
|
||||||
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
|
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
|
||||||
@ -127,7 +127,7 @@ tc7 = BTContainer(data=[
|
|||||||
[1, 5000, 5025, 4975, 4987, 6172, 0, 0],
|
[1, 5000, 5025, 4975, 4987, 6172, 0, 0],
|
||||||
[2, 4987, 5300, 4950, 5050, 6172, 0, 0],
|
[2, 4987, 5300, 4950, 5050, 6172, 0, 0],
|
||||||
[3, 4975, 5000, 4950, 4962, 6172, 0, 0],
|
[3, 4975, 5000, 4950, 4962, 6172, 0, 0],
|
||||||
[4, 4962, 4987, 4972, 4950, 6172, 0, 0],
|
[4, 4962, 4987, 4950, 4950, 6172, 0, 0],
|
||||||
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
|
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
|
||||||
stop_loss=-0.02, roi={"0": 0.03}, profit_perc=0.03,
|
stop_loss=-0.02, roi={"0": 0.03}, profit_perc=0.03,
|
||||||
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=2)]
|
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=2)]
|
||||||
@ -167,7 +167,7 @@ tc9 = BTContainer(data=[
|
|||||||
tc10 = BTContainer(data=[
|
tc10 = BTContainer(data=[
|
||||||
# D O H L C V B S
|
# D O H L C V B S
|
||||||
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||||
[1, 5000, 5050, 4950, 5100, 6172, 0, 0],
|
[1, 5000, 5100, 4950, 5100, 6172, 0, 0],
|
||||||
[2, 5100, 5251, 5100, 5100, 6172, 0, 0],
|
[2, 5100, 5251, 5100, 5100, 6172, 0, 0],
|
||||||
[3, 4850, 5050, 4650, 4750, 6172, 0, 0],
|
[3, 4850, 5050, 4650, 4750, 6172, 0, 0],
|
||||||
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
||||||
@ -183,7 +183,7 @@ tc10 = BTContainer(data=[
|
|||||||
tc11 = BTContainer(data=[
|
tc11 = BTContainer(data=[
|
||||||
# D O H L C V B S
|
# D O H L C V B S
|
||||||
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||||
[1, 5000, 5050, 4950, 5100, 6172, 0, 0],
|
[1, 5000, 5100, 4950, 5100, 6172, 0, 0],
|
||||||
[2, 5100, 5251, 5100, 5100, 6172, 0, 0],
|
[2, 5100, 5251, 5100, 5100, 6172, 0, 0],
|
||||||
[3, 5000, 5150, 4650, 4750, 6172, 0, 0],
|
[3, 5000, 5150, 4650, 4750, 6172, 0, 0],
|
||||||
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
||||||
@ -199,7 +199,7 @@ tc11 = BTContainer(data=[
|
|||||||
tc12 = BTContainer(data=[
|
tc12 = BTContainer(data=[
|
||||||
# D O H L C V B S
|
# D O H L C V B S
|
||||||
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||||
[1, 5000, 5050, 4950, 5100, 6172, 0, 0],
|
[1, 5000, 5100, 4950, 5100, 6172, 0, 0],
|
||||||
[2, 5100, 5251, 4650, 5100, 6172, 0, 0],
|
[2, 5100, 5251, 4650, 5100, 6172, 0, 0],
|
||||||
[3, 4850, 5050, 4650, 4750, 6172, 0, 0],
|
[3, 4850, 5050, 4650, 4750, 6172, 0, 0],
|
||||||
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
||||||
@ -216,8 +216,8 @@ tc13 = BTContainer(data=[
|
|||||||
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||||
[1, 5000, 5100, 4950, 5100, 6172, 0, 0],
|
[1, 5000, 5100, 4950, 5100, 6172, 0, 0],
|
||||||
[2, 5100, 5251, 4850, 5100, 6172, 0, 0],
|
[2, 5100, 5251, 4850, 5100, 6172, 0, 0],
|
||||||
[3, 4850, 5050, 4850, 4750, 6172, 0, 0],
|
[3, 4850, 5050, 4750, 4750, 6172, 0, 0],
|
||||||
[4, 4750, 4950, 4850, 4750, 6172, 0, 0]],
|
[4, 4750, 4950, 4750, 4750, 6172, 0, 0]],
|
||||||
stop_loss=-0.10, roi={"0": 0.01}, profit_perc=0.01,
|
stop_loss=-0.10, roi={"0": 0.01}, profit_perc=0.01,
|
||||||
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1)]
|
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1)]
|
||||||
)
|
)
|
||||||
@ -229,7 +229,7 @@ tc14 = BTContainer(data=[
|
|||||||
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||||
[1, 5000, 5100, 4600, 5100, 6172, 0, 0],
|
[1, 5000, 5100, 4600, 5100, 6172, 0, 0],
|
||||||
[2, 5100, 5251, 4850, 5100, 6172, 0, 0],
|
[2, 5100, 5251, 4850, 5100, 6172, 0, 0],
|
||||||
[3, 4850, 5050, 4850, 4750, 6172, 0, 0],
|
[3, 4850, 5050, 4750, 4750, 6172, 0, 0],
|
||||||
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
||||||
stop_loss=-0.05, roi={"0": 0.10}, profit_perc=-0.05,
|
stop_loss=-0.05, roi={"0": 0.10}, profit_perc=-0.05,
|
||||||
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
|
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
|
||||||
@ -243,7 +243,7 @@ tc15 = BTContainer(data=[
|
|||||||
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||||
[1, 5000, 5100, 4900, 5100, 6172, 1, 0],
|
[1, 5000, 5100, 4900, 5100, 6172, 1, 0],
|
||||||
[2, 5100, 5251, 4650, 5100, 6172, 0, 0],
|
[2, 5100, 5251, 4650, 5100, 6172, 0, 0],
|
||||||
[3, 4850, 5050, 4850, 4750, 6172, 0, 0],
|
[3, 4850, 5050, 4750, 4750, 6172, 0, 0],
|
||||||
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
||||||
stop_loss=-0.05, roi={"0": 0.01}, profit_perc=-0.04,
|
stop_loss=-0.05, roi={"0": 0.01}, profit_perc=-0.04,
|
||||||
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1),
|
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1),
|
||||||
@ -259,7 +259,7 @@ tc16 = BTContainer(data=[
|
|||||||
[1, 5000, 5025, 4975, 4987, 6172, 0, 0],
|
[1, 5000, 5025, 4975, 4987, 6172, 0, 0],
|
||||||
[2, 4987, 5300, 4950, 5050, 6172, 0, 0],
|
[2, 4987, 5300, 4950, 5050, 6172, 0, 0],
|
||||||
[3, 4975, 5000, 4940, 4962, 6172, 0, 0], # ForceSell on ROI (roi=-1)
|
[3, 4975, 5000, 4940, 4962, 6172, 0, 0], # ForceSell on ROI (roi=-1)
|
||||||
[4, 4962, 4987, 4972, 4950, 6172, 0, 0],
|
[4, 4962, 4987, 4950, 4950, 6172, 0, 0],
|
||||||
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
|
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
|
||||||
stop_loss=-0.10, roi={"0": 0.10, "65": -1}, profit_perc=-0.012,
|
stop_loss=-0.10, roi={"0": 0.10, "65": -1}, profit_perc=-0.012,
|
||||||
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
|
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
|
||||||
@ -275,7 +275,7 @@ tc17 = BTContainer(data=[
|
|||||||
[1, 5000, 5025, 4975, 4987, 6172, 0, 0],
|
[1, 5000, 5025, 4975, 4987, 6172, 0, 0],
|
||||||
[2, 4987, 5300, 4950, 5050, 6172, 0, 0],
|
[2, 4987, 5300, 4950, 5050, 6172, 0, 0],
|
||||||
[3, 4980, 5000, 4940, 4962, 6172, 0, 0], # ForceSell on ROI (roi=-1)
|
[3, 4980, 5000, 4940, 4962, 6172, 0, 0], # ForceSell on ROI (roi=-1)
|
||||||
[4, 4962, 4987, 4972, 4950, 6172, 0, 0],
|
[4, 4962, 4987, 4950, 4950, 6172, 0, 0],
|
||||||
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
|
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
|
||||||
stop_loss=-0.10, roi={"0": 0.10, "120": -1}, profit_perc=-0.004,
|
stop_loss=-0.10, roi={"0": 0.10, "120": -1}, profit_perc=-0.004,
|
||||||
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
|
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
|
||||||
@ -291,7 +291,7 @@ tc18 = BTContainer(data=[
|
|||||||
[1, 5000, 5025, 4975, 4987, 6172, 0, 0],
|
[1, 5000, 5025, 4975, 4987, 6172, 0, 0],
|
||||||
[2, 4987, 5300, 4950, 5200, 6172, 0, 0],
|
[2, 4987, 5300, 4950, 5200, 6172, 0, 0],
|
||||||
[3, 5200, 5220, 4940, 4962, 6172, 0, 0], # Sell on ROI (sells on open)
|
[3, 5200, 5220, 4940, 4962, 6172, 0, 0], # Sell on ROI (sells on open)
|
||||||
[4, 4962, 4987, 4972, 4950, 6172, 0, 0],
|
[4, 4962, 4987, 4950, 4950, 6172, 0, 0],
|
||||||
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
|
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
|
||||||
stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.04,
|
stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.04,
|
||||||
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
|
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
|
||||||
@ -306,8 +306,8 @@ tc19 = BTContainer(data=[
|
|||||||
[1, 5000, 5025, 4975, 4987, 6172, 0, 0],
|
[1, 5000, 5025, 4975, 4987, 6172, 0, 0],
|
||||||
[2, 4987, 5300, 4950, 5200, 6172, 0, 0],
|
[2, 4987, 5300, 4950, 5200, 6172, 0, 0],
|
||||||
[3, 5000, 5300, 4940, 4962, 6172, 0, 0], # Sell on ROI
|
[3, 5000, 5300, 4940, 4962, 6172, 0, 0], # Sell on ROI
|
||||||
[4, 4962, 4987, 4972, 4950, 6172, 0, 0],
|
[4, 4962, 4987, 4950, 4950, 6172, 0, 0],
|
||||||
[5, 4550, 4975, 4925, 4950, 6172, 0, 0]],
|
[5, 4550, 4975, 4550, 4950, 6172, 0, 0]],
|
||||||
stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.01,
|
stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.01,
|
||||||
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
|
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
|
||||||
)
|
)
|
||||||
@ -321,8 +321,8 @@ tc20 = BTContainer(data=[
|
|||||||
[1, 5000, 5025, 4975, 4987, 6172, 0, 0],
|
[1, 5000, 5025, 4975, 4987, 6172, 0, 0],
|
||||||
[2, 4987, 5300, 4950, 5200, 6172, 0, 0],
|
[2, 4987, 5300, 4950, 5200, 6172, 0, 0],
|
||||||
[3, 5200, 5300, 4940, 4962, 6172, 0, 0], # Sell on ROI
|
[3, 5200, 5300, 4940, 4962, 6172, 0, 0], # Sell on ROI
|
||||||
[4, 4962, 4987, 4972, 4950, 6172, 0, 0],
|
[4, 4962, 4987, 4950, 4950, 6172, 0, 0],
|
||||||
[5, 4550, 4975, 4925, 4950, 6172, 0, 0]],
|
[5, 4925, 4975, 4925, 4950, 6172, 0, 0]],
|
||||||
stop_loss=-0.10, roi={"0": 0.10, "119": 0.01}, profit_perc=0.01,
|
stop_loss=-0.10, roi={"0": 0.10, "119": 0.01}, profit_perc=0.01,
|
||||||
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
|
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
|
||||||
)
|
)
|
||||||
@ -334,7 +334,7 @@ tc20 = BTContainer(data=[
|
|||||||
tc21 = BTContainer(data=[
|
tc21 = BTContainer(data=[
|
||||||
# D O H L C V B S
|
# D O H L C V B S
|
||||||
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||||
[1, 5000, 5050, 4950, 5100, 6172, 0, 0],
|
[1, 5000, 5100, 4950, 5100, 6172, 0, 0],
|
||||||
[2, 5100, 5251, 4650, 5100, 6172, 0, 0],
|
[2, 5100, 5251, 4650, 5100, 6172, 0, 0],
|
||||||
[3, 4850, 5050, 4650, 4750, 6172, 0, 0],
|
[3, 4850, 5050, 4650, 4750, 6172, 0, 0],
|
||||||
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
||||||
@ -350,7 +350,7 @@ tc21 = BTContainer(data=[
|
|||||||
tc22 = BTContainer(data=[
|
tc22 = BTContainer(data=[
|
||||||
# D O H L C V B S
|
# D O H L C V B S
|
||||||
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||||
[1, 5000, 5050, 4950, 5100, 6172, 0, 0],
|
[1, 5000, 5100, 4950, 5100, 6172, 0, 0],
|
||||||
[2, 5100, 5251, 5100, 5100, 6172, 0, 0],
|
[2, 5100, 5251, 5100, 5100, 6172, 0, 0],
|
||||||
[3, 4850, 5050, 4650, 4750, 6172, 0, 0],
|
[3, 4850, 5050, 4650, 4750, 6172, 0, 0],
|
||||||
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
||||||
@ -369,7 +369,7 @@ tc22 = BTContainer(data=[
|
|||||||
tc23 = BTContainer(data=[
|
tc23 = BTContainer(data=[
|
||||||
# D O H L C V B S
|
# D O H L C V B S
|
||||||
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||||
[1, 5000, 5050, 4950, 5100, 6172, 0, 0],
|
[1, 5000, 5100, 4950, 5100, 6172, 0, 0],
|
||||||
[2, 5100, 5251, 5100, 5100, 6172, 0, 0],
|
[2, 5100, 5251, 5100, 5100, 6172, 0, 0],
|
||||||
[3, 4850, 5251, 4650, 4750, 6172, 0, 0],
|
[3, 4850, 5251, 4650, 4750, 6172, 0, 0],
|
||||||
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
||||||
@ -386,10 +386,10 @@ tc24 = BTContainer(data=[
|
|||||||
# D O H L C V B S
|
# D O H L C V B S
|
||||||
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
|
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
|
||||||
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
|
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
|
||||||
[2, 4987, 5012, 4986, 4600, 6172, 0, 0],
|
[2, 4987, 5012, 4986, 4986, 6172, 0, 0],
|
||||||
[3, 5010, 5000, 4855, 5010, 6172, 0, 1], # Triggers stoploss + sellsignal
|
[3, 5010, 5010, 4855, 5010, 6172, 0, 1], # Triggers stoploss + sellsignal
|
||||||
[4, 5010, 4987, 4977, 4995, 6172, 0, 0],
|
[4, 5010, 5010, 4977, 4995, 6172, 0, 0],
|
||||||
[5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
|
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
|
||||||
stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01, use_sell_signal=True,
|
stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01, use_sell_signal=True,
|
||||||
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=3)]
|
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=3)]
|
||||||
)
|
)
|
||||||
@ -401,10 +401,10 @@ tc25 = BTContainer(data=[
|
|||||||
# D O H L C V B S
|
# D O H L C V B S
|
||||||
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
|
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
|
||||||
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
|
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
|
||||||
[2, 4987, 5012, 4986, 4600, 6172, 0, 0],
|
[2, 4987, 5012, 4986, 4986, 6172, 0, 0],
|
||||||
[3, 5010, 5000, 4986, 5010, 6172, 0, 1],
|
[3, 5010, 5010, 4986, 5010, 6172, 0, 1],
|
||||||
[4, 5010, 4987, 4855, 4995, 6172, 0, 0], # Triggers stoploss + sellsignal acted on
|
[4, 5010, 5010, 4855, 4995, 6172, 0, 0], # Triggers stoploss + sellsignal acted on
|
||||||
[5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
|
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
|
||||||
stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_sell_signal=True,
|
stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_sell_signal=True,
|
||||||
trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
|
trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
|
||||||
)
|
)
|
||||||
@ -416,10 +416,10 @@ tc26 = BTContainer(data=[
|
|||||||
# D O H L C V B S
|
# D O H L C V B S
|
||||||
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
|
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
|
||||||
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
|
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
|
||||||
[2, 4987, 5012, 4986, 4600, 6172, 0, 0],
|
[2, 4987, 5012, 4986, 4986, 6172, 0, 0],
|
||||||
[3, 5010, 5251, 4986, 5010, 6172, 0, 1], # Triggers ROI, sell-signal
|
[3, 5010, 5251, 4986, 5010, 6172, 0, 1], # Triggers ROI, sell-signal
|
||||||
[4, 5010, 4987, 4855, 4995, 6172, 0, 0],
|
[4, 5010, 5010, 4855, 4995, 6172, 0, 0],
|
||||||
[5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
|
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
|
||||||
stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_sell_signal=True,
|
stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_sell_signal=True,
|
||||||
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
|
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
|
||||||
)
|
)
|
||||||
@ -432,10 +432,10 @@ tc27 = BTContainer(data=[
|
|||||||
# D O H L C V B S
|
# D O H L C V B S
|
||||||
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
|
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
|
||||||
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
|
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
|
||||||
[2, 4987, 5012, 4986, 4600, 6172, 0, 0],
|
[2, 4987, 5012, 4986, 4986, 6172, 0, 0],
|
||||||
[3, 5010, 5012, 4986, 5010, 6172, 0, 1], # sell-signal
|
[3, 5010, 5012, 4986, 5010, 6172, 0, 1], # sell-signal
|
||||||
[4, 5010, 5251, 4855, 4995, 6172, 0, 0], # Triggers ROI, sell-signal acted on
|
[4, 5010, 5251, 4855, 4995, 6172, 0, 0], # Triggers ROI, sell-signal acted on
|
||||||
[5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
|
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
|
||||||
stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_sell_signal=True,
|
stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_sell_signal=True,
|
||||||
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=4)]
|
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=4)]
|
||||||
)
|
)
|
||||||
@ -447,7 +447,7 @@ tc27 = BTContainer(data=[
|
|||||||
tc28 = BTContainer(data=[
|
tc28 = BTContainer(data=[
|
||||||
# D O H L C V B S
|
# D O H L C V B S
|
||||||
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||||
[1, 5000, 5050, 4950, 5100, 6172, 0, 0],
|
[1, 5000, 5100, 4950, 5100, 6172, 0, 0],
|
||||||
[2, 5100, 5251, 5100, 5100, 6172, 0, 0],
|
[2, 5100, 5251, 5100, 5100, 6172, 0, 0],
|
||||||
[3, 4850, 5050, 4650, 4750, 6172, 0, 0],
|
[3, 4850, 5050, 4650, 4750, 6172, 0, 0],
|
||||||
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
||||||
@ -463,7 +463,7 @@ tc28 = BTContainer(data=[
|
|||||||
tc29 = BTContainer(data=[
|
tc29 = BTContainer(data=[
|
||||||
# D O H L C V B S
|
# D O H L C V B S
|
||||||
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||||
[1, 5000, 5050, 5000, 4900, 6172, 0, 0], # enter trade (signal on last candle)
|
[1, 5000, 5050, 5000, 5000, 6172, 0, 0], # enter trade (signal on last candle)
|
||||||
[2, 4900, 5250, 4500, 5100, 6172, 0, 0], # Triggers trailing-stoploss
|
[2, 4900, 5250, 4500, 5100, 6172, 0, 0], # Triggers trailing-stoploss
|
||||||
[3, 5100, 5100, 4650, 4750, 6172, 0, 0],
|
[3, 5100, 5100, 4650, 4750, 6172, 0, 0],
|
||||||
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
||||||
@ -477,7 +477,7 @@ tc29 = BTContainer(data=[
|
|||||||
tc30 = BTContainer(data=[
|
tc30 = BTContainer(data=[
|
||||||
# D O H L C V B S
|
# D O H L C V B S
|
||||||
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||||
[1, 5000, 5500, 5000, 4900, 6172, 0, 0], # enter trade (signal on last candle) and stop
|
[1, 5000, 5500, 4900, 4900, 6172, 0, 0], # enter trade (signal on last candle) and stop
|
||||||
[2, 4900, 5250, 4500, 5100, 6172, 0, 0],
|
[2, 4900, 5250, 4500, 5100, 6172, 0, 0],
|
||||||
[3, 5100, 5100, 4650, 4750, 6172, 0, 0],
|
[3, 5100, 5100, 4650, 4750, 6172, 0, 0],
|
||||||
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
||||||
@ -491,7 +491,7 @@ tc30 = BTContainer(data=[
|
|||||||
tc31 = BTContainer(data=[
|
tc31 = BTContainer(data=[
|
||||||
# D O H L C V B S
|
# D O H L C V B S
|
||||||
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||||
[1, 5000, 5500, 5000, 4900, 6172, 0, 0], # enter trade (signal on last candle) and stop
|
[1, 5000, 5500, 4900, 4900, 6172, 0, 0], # enter trade (signal on last candle) and stop
|
||||||
[2, 4900, 5250, 4500, 5100, 6172, 0, 0],
|
[2, 4900, 5250, 4500, 5100, 6172, 0, 0],
|
||||||
[3, 5100, 5100, 4650, 4750, 6172, 0, 0],
|
[3, 5100, 5100, 4650, 4750, 6172, 0, 0],
|
||||||
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
||||||
@ -506,7 +506,7 @@ tc31 = BTContainer(data=[
|
|||||||
tc32 = BTContainer(data=[
|
tc32 = BTContainer(data=[
|
||||||
# D O H L C V B S
|
# D O H L C V B S
|
||||||
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||||
[1, 5000, 5500, 5000, 4900, 6172, 0, 0], # enter trade (signal on last candle) and stop
|
[1, 5000, 5500, 4951, 5000, 6172, 0, 0], # enter trade (signal on last candle) and stop
|
||||||
[2, 4900, 5250, 4500, 5100, 6172, 0, 0],
|
[2, 4900, 5250, 4500, 5100, 6172, 0, 0],
|
||||||
[3, 5100, 5100, 4650, 4750, 6172, 0, 0],
|
[3, 5100, 5100, 4650, 4750, 6172, 0, 0],
|
||||||
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
||||||
@ -521,7 +521,7 @@ tc32 = BTContainer(data=[
|
|||||||
tc33 = BTContainer(data=[
|
tc33 = BTContainer(data=[
|
||||||
# D O H L C V B S BT
|
# D O H L C V B S BT
|
||||||
[0, 5000, 5050, 4950, 5000, 6172, 1, 0, 'buy_signal_01'],
|
[0, 5000, 5050, 4950, 5000, 6172, 1, 0, 'buy_signal_01'],
|
||||||
[1, 5000, 5500, 5000, 4900, 6172, 0, 0, None], # enter trade (signal on last candle) and stop
|
[1, 5000, 5500, 4951, 5000, 6172, 0, 0, None], # enter trade (signal on last candle) and stop
|
||||||
[2, 4900, 5250, 4500, 5100, 6172, 0, 0, None],
|
[2, 4900, 5250, 4500, 5100, 6172, 0, 0, None],
|
||||||
[3, 5100, 5100, 4650, 4750, 6172, 0, 0, None],
|
[3, 5100, 5100, 4650, 4750, 6172, 0, 0, None],
|
||||||
[4, 4750, 4950, 4350, 4750, 6172, 0, 0, None]],
|
[4, 4750, 4950, 4350, 4750, 6172, 0, 0, None]],
|
||||||
|
|||||||
@ -209,7 +209,8 @@ def test_export_params(tmpdir):
|
|||||||
|
|
||||||
assert filename.is_file()
|
assert filename.is_file()
|
||||||
|
|
||||||
content = rapidjson.load(filename.open('r'))
|
with filename.open('r') as f:
|
||||||
|
content = rapidjson.load(f)
|
||||||
assert content['strategy_name'] == 'StrategyTestV2'
|
assert content['strategy_name'] == 'StrategyTestV2'
|
||||||
assert 'params' in content
|
assert 'params' in content
|
||||||
assert "buy" in content["params"]
|
assert "buy" in content["params"]
|
||||||
|
|||||||
@ -85,6 +85,8 @@ def test_loss_calculation_has_limited_profit(hyperopt_conf, hyperopt_results) ->
|
|||||||
"SharpeHyperOptLoss",
|
"SharpeHyperOptLoss",
|
||||||
"SharpeHyperOptLossDaily",
|
"SharpeHyperOptLossDaily",
|
||||||
"MaxDrawDownHyperOptLoss",
|
"MaxDrawDownHyperOptLoss",
|
||||||
|
"CalmarHyperOptLoss",
|
||||||
|
|
||||||
])
|
])
|
||||||
def test_loss_functions_better_profits(default_conf, hyperopt_results, lossfunction) -> None:
|
def test_loss_functions_better_profits(default_conf, hyperopt_results, lossfunction) -> None:
|
||||||
results_over = hyperopt_results.copy()
|
results_over = hyperopt_results.copy()
|
||||||
@ -96,11 +98,32 @@ def test_loss_functions_better_profits(default_conf, hyperopt_results, lossfunct
|
|||||||
|
|
||||||
default_conf.update({'hyperopt_loss': lossfunction})
|
default_conf.update({'hyperopt_loss': lossfunction})
|
||||||
hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
|
hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
|
||||||
correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
|
correct = hl.hyperopt_loss_function(
|
||||||
datetime(2019, 1, 1), datetime(2019, 5, 1))
|
hyperopt_results,
|
||||||
over = hl.hyperopt_loss_function(results_over, len(results_over),
|
trade_count=len(hyperopt_results),
|
||||||
datetime(2019, 1, 1), datetime(2019, 5, 1))
|
min_date=datetime(2019, 1, 1),
|
||||||
under = hl.hyperopt_loss_function(results_under, len(results_under),
|
max_date=datetime(2019, 5, 1),
|
||||||
datetime(2019, 1, 1), datetime(2019, 5, 1))
|
config=default_conf,
|
||||||
|
processed=None,
|
||||||
|
backtest_stats={'profit_total': hyperopt_results['profit_abs'].sum()}
|
||||||
|
)
|
||||||
|
over = hl.hyperopt_loss_function(
|
||||||
|
results_over,
|
||||||
|
trade_count=len(results_over),
|
||||||
|
min_date=datetime(2019, 1, 1),
|
||||||
|
max_date=datetime(2019, 5, 1),
|
||||||
|
config=default_conf,
|
||||||
|
processed=None,
|
||||||
|
backtest_stats={'profit_total': results_over['profit_abs'].sum()}
|
||||||
|
)
|
||||||
|
under = hl.hyperopt_loss_function(
|
||||||
|
results_under,
|
||||||
|
trade_count=len(results_under),
|
||||||
|
min_date=datetime(2019, 1, 1),
|
||||||
|
max_date=datetime(2019, 5, 1),
|
||||||
|
config=default_conf,
|
||||||
|
processed=None,
|
||||||
|
backtest_stats={'profit_total': results_under['profit_abs'].sum()}
|
||||||
|
)
|
||||||
assert over < correct
|
assert over < correct
|
||||||
assert under > correct
|
assert under > correct
|
||||||
|
|||||||
@ -10,7 +10,8 @@ from arrow import Arrow
|
|||||||
from freqtrade.configuration import TimeRange
|
from freqtrade.configuration import TimeRange
|
||||||
from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN
|
from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN
|
||||||
from freqtrade.data import history
|
from freqtrade.data import history
|
||||||
from freqtrade.data.btanalysis import get_latest_backtest_filename, load_backtest_data
|
from freqtrade.data.btanalysis import (get_latest_backtest_filename, load_backtest_data,
|
||||||
|
load_backtest_stats)
|
||||||
from freqtrade.edge import PairInfo
|
from freqtrade.edge import PairInfo
|
||||||
from freqtrade.enums import SellType
|
from freqtrade.enums import SellType
|
||||||
from freqtrade.optimize.optimize_reports import (_get_resample_from_period, generate_backtest_stats,
|
from freqtrade.optimize.optimize_reports import (_get_resample_from_period, generate_backtest_stats,
|
||||||
@ -19,9 +20,9 @@ from freqtrade.optimize.optimize_reports import (_get_resample_from_period, gene
|
|||||||
generate_periodic_breakdown_stats,
|
generate_periodic_breakdown_stats,
|
||||||
generate_sell_reason_stats,
|
generate_sell_reason_stats,
|
||||||
generate_strategy_comparison,
|
generate_strategy_comparison,
|
||||||
generate_trading_stats, store_backtest_stats,
|
generate_trading_stats, show_sorted_pairlist,
|
||||||
text_table_bt_results, text_table_sell_reason,
|
store_backtest_stats, text_table_bt_results,
|
||||||
text_table_strategy)
|
text_table_sell_reason, text_table_strategy)
|
||||||
from freqtrade.resolvers.strategy_resolver import StrategyResolver
|
from freqtrade.resolvers.strategy_resolver import StrategyResolver
|
||||||
from tests.data.test_history import _backup_file, _clean_test_file
|
from tests.data.test_history import _backup_file, _clean_test_file
|
||||||
|
|
||||||
@ -407,3 +408,16 @@ def test__get_resample_from_period():
|
|||||||
assert _get_resample_from_period('month') == '1M'
|
assert _get_resample_from_period('month') == '1M'
|
||||||
with pytest.raises(ValueError, match=r"Period noooo is not supported."):
|
with pytest.raises(ValueError, match=r"Period noooo is not supported."):
|
||||||
_get_resample_from_period('noooo')
|
_get_resample_from_period('noooo')
|
||||||
|
|
||||||
|
|
||||||
|
def test_show_sorted_pairlist(testdatadir, default_conf, capsys):
|
||||||
|
filename = testdatadir / "backtest-result_new.json"
|
||||||
|
bt_data = load_backtest_stats(filename)
|
||||||
|
default_conf['backtest_show_pair_list'] = True
|
||||||
|
|
||||||
|
show_sorted_pairlist(default_conf, bt_data)
|
||||||
|
|
||||||
|
out, err = capsys.readouterr()
|
||||||
|
assert 'Pairs for Strategy StrategyTestV2: \n[' in out
|
||||||
|
assert 'TOTAL' not in out
|
||||||
|
assert '"ETH/BTC", // ' in out
|
||||||
|
|||||||
@ -116,3 +116,28 @@ def test_PairLocks_getlongestlock(use_db):
|
|||||||
|
|
||||||
PairLocks.reset_locks()
|
PairLocks.reset_locks()
|
||||||
PairLocks.use_db = True
|
PairLocks.use_db = True
|
||||||
|
|
||||||
|
|
||||||
|
@pytest.mark.parametrize('use_db', (False, True))
|
||||||
|
@pytest.mark.usefixtures("init_persistence")
|
||||||
|
def test_PairLocks_reason(use_db):
|
||||||
|
PairLocks.timeframe = '5m'
|
||||||
|
PairLocks.use_db = use_db
|
||||||
|
# No lock should be present
|
||||||
|
if use_db:
|
||||||
|
assert len(PairLock.query.all()) == 0
|
||||||
|
|
||||||
|
assert PairLocks.use_db == use_db
|
||||||
|
|
||||||
|
PairLocks.lock_pair('XRP/USDT', arrow.utcnow().shift(minutes=4).datetime, 'TestLock1')
|
||||||
|
PairLocks.lock_pair('ETH/USDT', arrow.utcnow().shift(minutes=4).datetime, 'TestLock2')
|
||||||
|
|
||||||
|
assert PairLocks.is_pair_locked('XRP/USDT')
|
||||||
|
assert PairLocks.is_pair_locked('ETH/USDT')
|
||||||
|
|
||||||
|
PairLocks.unlock_reason('TestLock1')
|
||||||
|
assert not PairLocks.is_pair_locked('XRP/USDT')
|
||||||
|
assert PairLocks.is_pair_locked('ETH/USDT')
|
||||||
|
|
||||||
|
PairLocks.reset_locks()
|
||||||
|
PairLocks.use_db = True
|
||||||
|
|||||||
@ -601,6 +601,13 @@ def test_is_pair_locked(default_conf):
|
|||||||
strategy.unlock_pair(pair)
|
strategy.unlock_pair(pair)
|
||||||
assert not strategy.is_pair_locked(pair)
|
assert not strategy.is_pair_locked(pair)
|
||||||
|
|
||||||
|
# Lock with reason
|
||||||
|
reason = "TestLockR"
|
||||||
|
strategy.lock_pair(pair, arrow.now(timezone.utc).shift(minutes=4).datetime, reason)
|
||||||
|
assert strategy.is_pair_locked(pair)
|
||||||
|
strategy.unlock_reason(reason)
|
||||||
|
assert not strategy.is_pair_locked(pair)
|
||||||
|
|
||||||
pair = 'BTC/USDT'
|
pair = 'BTC/USDT'
|
||||||
# Lock until 14:30
|
# Lock until 14:30
|
||||||
lock_time = datetime(2020, 5, 1, 14, 30, 0, tzinfo=timezone.utc)
|
lock_time = datetime(2020, 5, 1, 14, 30, 0, tzinfo=timezone.utc)
|
||||||
|
|||||||
@ -62,8 +62,8 @@ def test_load_strategy(default_conf, result):
|
|||||||
|
|
||||||
|
|
||||||
def test_load_strategy_base64(result, caplog, default_conf):
|
def test_load_strategy_base64(result, caplog, default_conf):
|
||||||
with (Path(__file__).parents[2] / 'freqtrade/templates/sample_strategy.py').open("rb") as file:
|
filepath = Path(__file__).parents[2] / 'freqtrade/templates/sample_strategy.py'
|
||||||
encoded_string = urlsafe_b64encode(file.read()).decode("utf-8")
|
encoded_string = urlsafe_b64encode(filepath.read_bytes()).decode("utf-8")
|
||||||
default_conf.update({'strategy': 'SampleStrategy:{}'.format(encoded_string)})
|
default_conf.update({'strategy': 'SampleStrategy:{}'.format(encoded_string)})
|
||||||
|
|
||||||
strategy = StrategyResolver.load_strategy(default_conf)
|
strategy = StrategyResolver.load_strategy(default_conf)
|
||||||
|
|||||||
Loading…
Reference in New Issue
Block a user