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

Merge branch 'develop' into pr/hroff-1902/3478

Browse Source
This commit is contained in:
Matthias
2020-06-18 19:54:46 +02:00
parent de36f3d850 79933060e5
commit 45ffb26910
83 changed files with 789 additions and 278 deletions
Download Patch File Download Diff File Expand all files Collapse all files

8
freqtrade/commands/arguments.py
View File

@@ -15,7 +15,7 @@ ARGS_STRATEGY = ["strategy", "strategy_path"]
ARGS_TRADE = ["db_url", "sd_notify", "dry_run"]
ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange",
ARGS_COMMON_OPTIMIZE = ["timeframe", "timerange",
"max_open_trades", "stake_amount", "fee"]
ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
@@ -59,10 +59,10 @@ ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchang
ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
"db_url", "trade_source", "export", "exportfilename",
"timerange", "ticker_interval", "no_trades"]
"timerange", "timeframe", "no_trades"]
ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
"trade_source", "ticker_interval"]
"trade_source", "timeframe"]
ARGS_SHOW_TRADES = ["db_url", "trade_ids", "print_json"]
@@ -318,7 +318,7 @@ class Arguments:
# Add list-timeframes subcommand
list_timeframes_cmd = subparsers.add_parser(
'list-timeframes',
help='Print available ticker intervals (timeframes) for the exchange.',
help='Print available timeframes for the exchange.',
parents=[_common_parser],
)
list_timeframes_cmd.set_defaults(func=start_list_timeframes)

4
freqtrade/commands/build_config_commands.py
View File

@@ -75,8 +75,8 @@ def ask_user_config() -> Dict[str, Any]:
},
{
"type": "text",
"name": "ticker_interval",
"message": "Please insert your timeframe (ticker interval):",
"name": "timeframe",
"message": "Please insert your desired timeframe (e.g. 5m):",
"default": "5m",
},
{

4
freqtrade/commands/cli_options.py
View File

@@ -110,8 +110,8 @@ AVAILABLE_CLI_OPTIONS = {
action='store_true',
),
# Optimize common
"ticker_interval": Arg(
'-i', '--ticker-interval',
"timeframe": Arg(
'-i', '--timeframe', '--ticker-interval',
help='Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`).',
),
"timerange": Arg(

4
freqtrade/commands/list_commands.py
View File

@@ -102,8 +102,8 @@ def start_list_timeframes(args: Dict[str, Any]) -> None:
Print ticker intervals (timeframes) available on Exchange
"""
config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
# Do not use ticker_interval set in the config
config['ticker_interval'] = None
# Do not use timeframe set in the config
config['timeframe'] = None
# Init exchange
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)

1
freqtrade/commands/pairlist_commands.py
View File

@@ -25,7 +25,6 @@ def start_test_pairlist(args: Dict[str, Any]) -> None:
results = {}
for curr in quote_currencies:
config['stake_currency'] = curr
# Do not use ticker_interval set in the config
pairlists = PairListManager(exchange, config)
pairlists.refresh_pairlist()
results[curr] = pairlists.whitelist

10
freqtrade/configuration/configuration.py
View File

@@ -204,9 +204,9 @@ class Configuration:
def _process_optimize_options(self, config: Dict[str, Any]) -> None:
# This will override the strategy configuration
self._args_to_config(config, argname='ticker_interval',
logstring='Parameter -i/--ticker-interval detected ... '
'Using ticker_interval: {} ...')
self._args_to_config(config, argname='timeframe',
logstring='Parameter -i/--timeframe detected ... '
'Using timeframe: {} ...')
self._args_to_config(config, argname='position_stacking',
logstring='Parameter --enable-position-stacking detected ...')
@@ -242,8 +242,8 @@ class Configuration:
self._args_to_config(config, argname='strategy_list',
logstring='Using strategy list of {} strategies', logfun=len)
self._args_to_config(config, argname='ticker_interval',
logstring='Overriding ticker interval with Command line argument')
self._args_to_config(config, argname='timeframe',
logstring='Overriding timeframe with Command line argument')
self._args_to_config(config, argname='export',
logstring='Parameter --export detected: {} ...')

11
freqtrade/configuration/deprecated_settings.py
View File

@@ -67,3 +67,14 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
"'tradable_balance_ratio' and remove 'capital_available_percentage' "
"from the edge configuration."
)
if 'ticker_interval' in config:
logger.warning(
"DEPRECATED: "
"Please use 'timeframe' instead of 'ticker_interval."
)
if 'timeframe' in config:
raise OperationalException(
"Both 'timeframe' and 'ticker_interval' detected."
"Please remove 'ticker_interval' from your configuration to continue operating."
)
config['timeframe'] = config['ticker_interval']

3
freqtrade/constants.py
View File

@@ -71,7 +71,7 @@ CONF_SCHEMA = {
'type': 'object',
'properties': {
'max_open_trades': {'type': ['integer', 'number'], 'minimum': -1},
'ticker_interval': {'type': 'string'},
'timeframe': {'type': 'string'},
'stake_currency': {'type': 'string'},
'stake_amount': {
'type': ['number', 'string'],
@@ -303,6 +303,7 @@ CONF_SCHEMA = {
SCHEMA_TRADE_REQUIRED = [
'exchange',
'timeframe',
'max_open_trades',
'stake_currency',
'stake_amount',

4
freqtrade/data/btanalysis.py
View File

@@ -103,7 +103,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
"open_rate", "close_rate", "amount", "duration", "sell_reason",
"fee_open", "fee_close", "open_rate_requested", "close_rate_requested",
"stake_amount", "max_rate", "min_rate", "id", "exchange",
"stop_loss", "initial_stop_loss", "strategy", "ticker_interval"]
"stop_loss", "initial_stop_loss", "strategy", "timeframe"]
trades = pd.DataFrame([(t.pair,
t.open_date.replace(tzinfo=timezone.utc),
@@ -121,7 +121,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
t.min_rate,
t.id, t.exchange,
t.stop_loss, t.initial_stop_loss,
t.strategy, t.ticker_interval
t.strategy, t.timeframe
)
for t in Trade.get_trades().all()],
columns=columns)

4
freqtrade/data/converter.py
View File

@@ -236,12 +236,12 @@ def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to:
from freqtrade.data.history.idatahandler import get_datahandler
src = get_datahandler(config['datadir'], convert_from)
trg = get_datahandler(config['datadir'], convert_to)
timeframes = config.get('timeframes', [config.get('ticker_interval')])
timeframes = config.get('timeframes', [config.get('timeframe')])
logger.info(f"Converting candle (OHLCV) for timeframe {timeframes}")
if 'pairs' not in config:
config['pairs'] = []
# Check timeframes or fall back to ticker_interval.
# Check timeframes or fall back to timeframe.
for timeframe in timeframes:
config['pairs'].extend(src.ohlcv_get_pairs(config['datadir'],
timeframe))

4
freqtrade/data/dataprovider.py
View File

@@ -55,7 +55,7 @@ class DataProvider:
Use False only for read-only operations (where the dataframe is not modified)
"""
if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
return self._exchange.klines((pair, timeframe or self._config['ticker_interval']),
return self._exchange.klines((pair, timeframe or self._config['timeframe']),
copy=copy)
else:
return DataFrame()
@@ -67,7 +67,7 @@ class DataProvider:
:param timeframe: timeframe to get data for
"""
return load_pair_history(pair=pair,
timeframe=timeframe or self._config['ticker_interval'],
timeframe=timeframe or self._config['timeframe'],
datadir=self._config['datadir']
)

4
freqtrade/edge/edge_positioning.py
View File

@@ -98,14 +98,14 @@ class Edge:
datadir=self.config['datadir'],
pairs=pairs,
exchange=self.exchange,
timeframe=self.strategy.ticker_interval,
timeframe=self.strategy.timeframe,
timerange=self._timerange,
)
data = load_data(
datadir=self.config['datadir'],
pairs=pairs,
timeframe=self.strategy.ticker_interval,
timeframe=self.strategy.timeframe,
timerange=self._timerange,
startup_candles=self.strategy.startup_candle_count,
data_format=self.config.get('dataformat_ohlcv', 'json'),

12
freqtrade/exchange/exchange.py
View File

@@ -79,7 +79,7 @@ class Exchange:
if config['dry_run']:
logger.info('Instance is running with dry_run enabled')
logger.info(f"Using CCXT {ccxt.__version__}")
exchange_config = config['exchange']
# Deep merge ft_has with default ft_has options
@@ -115,7 +115,7 @@ class Exchange:
if validate:
# Check if timeframe is available
self.validate_timeframes(config.get('ticker_interval'))
self.validate_timeframes(config.get('timeframe'))
# Initial markets load
self._load_markets()
@@ -285,6 +285,8 @@ class Exchange:
logger.debug("Performing scheduled market reload..")
try:
self._api.load_markets(reload=True)
# Also reload async markets to avoid issues with newly listed pairs
self._load_async_markets(reload=True)
self._last_markets_refresh = arrow.utcnow().timestamp
except ccxt.BaseError:
logger.exception("Could not reload markets.")
@@ -959,6 +961,9 @@ class Exchange:
except ccxt.BaseError as e:
raise OperationalException(e) from e
# Assign method to get_stoploss_order to allow easy overriding in other classes
cancel_stoploss_order = cancel_order
def is_cancel_order_result_suitable(self, corder) -> bool:
if not isinstance(corder, dict):
return False
@@ -1011,6 +1016,9 @@ class Exchange:
except ccxt.BaseError as e:
raise OperationalException(e) from e
# Assign method to get_stoploss_order to allow easy overriding in other classes
get_stoploss_order = get_order
@retrier
def fetch_l2_order_book(self, pair: str, limit: int = 100) -> dict:
"""

104
freqtrade/exchange/ftx.py
View File

@@ -2,7 +2,12 @@
import logging
from typing import Dict
import ccxt
from freqtrade.exceptions import (DependencyException, InvalidOrderException,
OperationalException, TemporaryError)
from freqtrade.exchange import Exchange
from freqtrade.exchange.common import retrier
logger = logging.getLogger(__name__)
@@ -10,5 +15,104 @@ logger = logging.getLogger(__name__)
class Ftx(Exchange):
_ft_has: Dict = {
"stoploss_on_exchange": True,
"ohlcv_candle_limit": 1500,
}
def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
"""
Verify stop_loss against stoploss-order value (limit or price)
Returns True if adjustment is necessary.
"""
return order['type'] == 'stop' and stop_loss > float(order['price'])
def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
"""
Creates a stoploss order.
depending on order_types.stoploss configuration, uses 'market' or limit order.
Limit orders are defined by having orderPrice set, otherwise a market order is used.
"""
limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
limit_rate = stop_price * limit_price_pct
ordertype = "stop"
stop_price = self.price_to_precision(pair, stop_price)
if self._config['dry_run']:
dry_order = self.dry_run_order(
pair, ordertype, "sell", amount, stop_price)
return dry_order
try:
params = self._params.copy()
if order_types.get('stoploss', 'market') == 'limit':
# set orderPrice to place limit order, otherwise it's a market order
params['orderPrice'] = limit_rate
amount = self.amount_to_precision(pair, amount)
order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
amount=amount, price=stop_price, params=params)
logger.info('stoploss order added for %s. '
'stop price: %s.', pair, stop_price)
return order
except ccxt.InsufficientFunds as e:
raise DependencyException(
f'Insufficient funds to create {ordertype} sell order on market {pair}. '
f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
f'Message: {e}') from e
except ccxt.InvalidOrder as e:
raise InvalidOrderException(
f'Could not create {ordertype} sell order on market {pair}. '
f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
f'Message: {e}') from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(e) from e
@retrier
def get_stoploss_order(self, order_id: str, pair: str) -> Dict:
if self._config['dry_run']:
try:
order = self._dry_run_open_orders[order_id]
return order
except KeyError as e:
# Gracefully handle errors with dry-run orders.
raise InvalidOrderException(
f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e
try:
orders = self._api.fetch_orders(pair, None, params={'type': 'stop'})
order = [order for order in orders if order['id'] == order_id]
if len(order) == 1:
return order[0]
else:
raise InvalidOrderException(f"Could not get stoploss order for id {order_id}")
except ccxt.InvalidOrder as e:
raise InvalidOrderException(
f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(e) from e
@retrier
def cancel_stoploss_order(self, order_id: str, pair: str) -> Dict:
if self._config['dry_run']:
return {}
try:
return self._api.cancel_order(order_id, pair, params={'type': 'stop'})
except ccxt.InvalidOrder as e:
raise InvalidOrderException(
f'Could not cancel order. Message: {e}') from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(e) from e

24
freqtrade/freqtradebot.py
View File

@@ -421,8 +421,8 @@ class FreqtradeBot:
# running get_signal on historical data fetched
(buy, sell) = self.strategy.get_signal(
pair, self.strategy.ticker_interval,
self.dataprovider.ohlcv(pair, self.strategy.ticker_interval))
pair, self.strategy.timeframe,
self.dataprovider.ohlcv(pair, self.strategy.timeframe))
if buy and not sell:
stake_amount = self.get_trade_stake_amount(pair)
@@ -547,7 +547,7 @@ class FreqtradeBot:
exchange=self.exchange.id,
open_order_id=order_id,
strategy=self.strategy.get_strategy_name(),
ticker_interval=timeframe_to_minutes(self.config['ticker_interval'])
timeframe=timeframe_to_minutes(self.config['timeframe'])
)
# Update fees if order is closed
@@ -698,8 +698,8 @@ class FreqtradeBot:
if (config_ask_strategy.get('use_sell_signal', True) or
config_ask_strategy.get('ignore_roi_if_buy_signal', False)):
(buy, sell) = self.strategy.get_signal(
trade.pair, self.strategy.ticker_interval,
self.dataprovider.ohlcv(trade.pair, self.strategy.ticker_interval))
trade.pair, self.strategy.timeframe,
self.dataprovider.ohlcv(trade.pair, self.strategy.timeframe))
if config_ask_strategy.get('use_order_book', False):
order_book_min = config_ask_strategy.get('order_book_min', 1)
@@ -773,18 +773,18 @@ class FreqtradeBot:
try:
# First we check if there is already a stoploss on exchange
stoploss_order = self.exchange.get_order(trade.stoploss_order_id, trade.pair) \
stoploss_order = self.exchange.get_stoploss_order(trade.stoploss_order_id, trade.pair) \
if trade.stoploss_order_id else None
except InvalidOrderException as exception:
logger.warning('Unable to fetch stoploss order: %s', exception)
# We check if stoploss order is fulfilled
if stoploss_order and stoploss_order['status'] == 'closed':
if stoploss_order and stoploss_order['status'] in ('closed', 'triggered'):
trade.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value
self.update_trade_state(trade, stoploss_order, sl_order=True)
# Lock pair for one candle to prevent immediate rebuys
self.strategy.lock_pair(trade.pair,
timeframe_to_next_date(self.config['ticker_interval']))
timeframe_to_next_date(self.config['timeframe']))
self._notify_sell(trade, "stoploss")
return True
@@ -804,7 +804,7 @@ class FreqtradeBot:
return False
# If stoploss order is canceled for some reason we add it
if stoploss_order and stoploss_order['status'] == 'canceled':
if stoploss_order and stoploss_order['status'] in ('canceled', 'cancelled'):
if self.create_stoploss_order(trade=trade, stop_price=trade.stop_loss,
rate=trade.stop_loss):
return False
@@ -837,7 +837,7 @@ class FreqtradeBot:
logger.info('Trailing stoploss: cancelling current stoploss on exchange (id:{%s}) '
'in order to add another one ...', order['id'])
try:
self.exchange.cancel_order(order['id'], trade.pair)
self.exchange.cancel_stoploss_order(order['id'], trade.pair)
except InvalidOrderException:
logger.exception(f"Could not cancel stoploss order {order['id']} "
f"for pair {trade.pair}")
@@ -1065,7 +1065,7 @@ class FreqtradeBot:
# First cancelling stoploss on exchange ...
if self.strategy.order_types.get('stoploss_on_exchange') and trade.stoploss_order_id:
try:
self.exchange.cancel_order(trade.stoploss_order_id, trade.pair)
self.exchange.cancel_stoploss_order(trade.stoploss_order_id, trade.pair)
except InvalidOrderException:
logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id}")
@@ -1092,7 +1092,7 @@ class FreqtradeBot:
Trade.session.flush()
# Lock pair for one candle to prevent immediate rebuys
self.strategy.lock_pair(trade.pair, timeframe_to_next_date(self.config['ticker_interval']))
self.strategy.lock_pair(trade.pair, timeframe_to_next_date(self.config['timeframe']))
self._notify_sell(trade, order_type)

6
freqtrade/optimize/backtesting.py
View File

@@ -95,10 +95,10 @@ class Backtesting:
self.strategylist.append(StrategyResolver.load_strategy(self.config))
validate_config_consistency(self.config)
if "ticker_interval" not in self.config:
if "timeframe" not in self.config:
raise OperationalException("Timeframe (ticker interval) needs to be set in either "
"configuration or as cli argument `--ticker-interval 5m`")
self.timeframe = str(self.config.get('ticker_interval'))
"configuration or as cli argument `--timeframe 5m`")
self.timeframe = str(self.config.get('timeframe'))
self.timeframe_min = timeframe_to_minutes(self.timeframe)
# Get maximum required startup period

24
freqtrade/optimize/hyperopt.py
View File

@@ -12,7 +12,7 @@ from math import ceil
from collections import OrderedDict
from operator import itemgetter
from pathlib import Path
from pprint import pprint
from pprint import pformat
from typing import Any, Dict, List, Optional
import rapidjson
@@ -230,6 +230,9 @@ class Hyperopt:
if space in ['buy', 'sell']:
result_dict.setdefault('params', {}).update(space_params)
elif space == 'roi':
# TODO: get rid of OrderedDict when support for python 3.6 will be
# dropped (dicts keep the order as the language feature)
# Convert keys in min_roi dict to strings because
# rapidjson cannot dump dicts with integer keys...
# OrderedDict is used to keep the numeric order of the items
@@ -244,11 +247,24 @@ class Hyperopt:
def _params_pretty_print(params, space: str, header: str) -> None:
if space in params:
space_params = Hyperopt._space_params(params, space, 5)
params_result = f"\n# {header}\n"
if space == 'stoploss':
print(header, space_params.get('stoploss'))
params_result += f"stoploss = {space_params.get('stoploss')}"
elif space == 'roi':
# TODO: get rid of OrderedDict when support for python 3.6 will be
# dropped (dicts keep the order as the language feature)
minimal_roi_result = rapidjson.dumps(
OrderedDict(
(str(k), v) for k, v in space_params.items()
),
default=str, indent=4, number_mode=rapidjson.NM_NATIVE)
params_result += f"minimal_roi = {minimal_roi_result}"
else:
print(header)
pprint(space_params, indent=4)
params_result += f"{space}_params = {pformat(space_params, indent=4)}"
params_result = params_result.replace("}", "\n}").replace("{", "{\n ")
params_result = params_result.replace("\n", "\n ")
print(params_result)
@staticmethod
def _space_params(params, space: str, r: int = None) -> Dict:

11
freqtrade/optimize/hyperopt_interface.py
View File

@@ -31,13 +31,15 @@ class IHyperOpt(ABC):
Class attributes you can use:
ticker_interval -> int: value of the ticker interval to use for the strategy
"""
ticker_interval: str
ticker_interval: str # DEPRECATED
timeframe: str
def __init__(self, config: dict) -> None:
self.config = config
# Assign ticker_interval to be used in hyperopt
IHyperOpt.ticker_interval = str(config['ticker_interval'])
IHyperOpt.ticker_interval = str(config['timeframe']) # DEPRECATED
IHyperOpt.timeframe = str(config['timeframe'])
@staticmethod
def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
@@ -218,9 +220,10 @@ class IHyperOpt(ABC):
# Why do I still need such shamanic mantras in modern python?
def __getstate__(self):
state = self.__dict__.copy()
state['ticker_interval'] = self.ticker_interval
state['timeframe'] = self.timeframe
return state
def __setstate__(self, state):
self.__dict__.update(state)
IHyperOpt.ticker_interval = state['ticker_interval']
IHyperOpt.ticker_interval = state['timeframe']
IHyperOpt.timeframe = state['timeframe']

2
freqtrade/optimize/hyperopt_loss_interface.py
View File

@@ -14,7 +14,7 @@ class IHyperOptLoss(ABC):
Interface for freqtrade hyperopt Loss functions.
Defines the custom loss function (`hyperopt_loss_function()` which is evaluated every epoch.)
"""
ticker_interval: str
timeframe: str
@staticmethod
@abstractmethod

4
freqtrade/pairlist/pairlistmanager.py
View File

@@ -131,6 +131,6 @@ class PairListManager():
def create_pair_list(self, pairs: List[str], timeframe: str = None) -> ListPairsWithTimeframes:
"""
Create list of pair tuples with (pair, ticker_interval)
Create list of pair tuples with (pair, timeframe)
"""
return [(pair, timeframe or self._config['ticker_interval']) for pair in pairs]
return [(pair, timeframe or self._config['timeframe']) for pair in pairs]

20
freqtrade/persistence.py
View File

@@ -86,7 +86,7 @@ def check_migrate(engine) -> None:
logger.debug(f'trying {table_back_name}')
# Check for latest column
if not has_column(cols, 'sell_order_status'):
if not has_column(cols, 'timeframe'):
logger.info(f'Running database migration - backup available as {table_back_name}')
fee_open = get_column_def(cols, 'fee_open', 'fee')
@@ -107,7 +107,12 @@ def check_migrate(engine) -> None:
min_rate = get_column_def(cols, 'min_rate', 'null')
sell_reason = get_column_def(cols, 'sell_reason', 'null')
strategy = get_column_def(cols, 'strategy', 'null')
ticker_interval = get_column_def(cols, 'ticker_interval', 'null')
# If ticker-interval existed use that, else null.
if has_column(cols, 'ticker_interval'):
timeframe = get_column_def(cols, 'timeframe', 'ticker_interval')
else:
timeframe = get_column_def(cols, 'timeframe', 'null')
open_trade_price = get_column_def(cols, 'open_trade_price',
f'amount * open_rate * (1 + {fee_open})')
close_profit_abs = get_column_def(
@@ -133,7 +138,7 @@ def check_migrate(engine) -> None:
stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct,
stoploss_order_id, stoploss_last_update,
max_rate, min_rate, sell_reason, sell_order_status, strategy,
ticker_interval, open_trade_price, close_profit_abs
timeframe, open_trade_price, close_profit_abs
)
select id, lower(exchange),
case
@@ -155,7 +160,7 @@ def check_migrate(engine) -> None:
{stoploss_order_id} stoploss_order_id, {stoploss_last_update} stoploss_last_update,
{max_rate} max_rate, {min_rate} min_rate, {sell_reason} sell_reason,
{sell_order_status} sell_order_status,
{strategy} strategy, {ticker_interval} ticker_interval,
{strategy} strategy, {timeframe} timeframe,
{open_trade_price} open_trade_price, {close_profit_abs} close_profit_abs
from {table_back_name}
""")
@@ -232,7 +237,7 @@ class Trade(_DECL_BASE):
sell_reason = Column(String, nullable=True)
sell_order_status = Column(String, nullable=True)
strategy = Column(String, nullable=True)
ticker_interval = Column(Integer, nullable=True)
timeframe = Column(Integer, nullable=True)
def __init__(self, **kwargs):
super().__init__(**kwargs)
@@ -253,7 +258,8 @@ class Trade(_DECL_BASE):
'amount': round(self.amount, 8),
'stake_amount': round(self.stake_amount, 8),
'strategy': self.strategy,
'ticker_interval': self.ticker_interval,
'ticker_interval': self.timeframe, # DEPRECATED
'timeframe': self.timeframe,
'fee_open': self.fee_open,
'fee_open_cost': self.fee_open_cost,
@@ -374,7 +380,7 @@ class Trade(_DECL_BASE):
elif order_type in ('market', 'limit') and order['side'] == 'sell':
self.close(order['price'])
logger.info('%s_SELL has been fulfilled for %s.', order_type.upper(), self)
elif order_type in ('stop_loss_limit', 'stop-loss'):
elif order_type in ('stop_loss_limit', 'stop-loss', 'stop'):
self.stoploss_order_id = None
self.close_rate_requested = self.stop_loss
logger.info('%s is hit for %s.', order_type.upper(), self)

6
freqtrade/plot/plotting.py
View File

@@ -45,7 +45,7 @@ def init_plotscript(config):
data = load_data(
datadir=config.get("datadir"),
pairs=pairs,
timeframe=config.get('ticker_interval', '5m'),
timeframe=config.get('timeframe', '5m'),
timerange=timerange,
data_format=config.get('dataformat_ohlcv', 'json'),
)
@@ -487,7 +487,7 @@ def load_and_plot_trades(config: Dict[str, Any]):
plot_config=strategy.plot_config if hasattr(strategy, 'plot_config') else {}
)
store_plot_file(fig, filename=generate_plot_filename(pair, config['ticker_interval']),
store_plot_file(fig, filename=generate_plot_filename(pair, config['timeframe']),
directory=config['user_data_dir'] / "plot")
logger.info('End of plotting process. %s plots generated', pair_counter)
@@ -515,6 +515,6 @@ def plot_profit(config: Dict[str, Any]) -> None:
# Create an average close price of all the pairs that were involved.
# this could be useful to gauge the overall market trend
fig = generate_profit_graph(plot_elements["pairs"], plot_elements["ohlcv"],
trades, config.get('ticker_interval', '5m'))
trades, config.get('timeframe', '5m'))
store_plot_file(fig, filename='freqtrade-profit-plot.html',
directory=config['user_data_dir'] / "plot", auto_open=True)

5
freqtrade/resolvers/hyperopt_resolver.py
View File

@@ -77,8 +77,9 @@ class HyperOptLossResolver(IResolver):
config, kwargs={},
extra_dir=config.get('hyperopt_path'))
# Assign ticker_interval to be used in hyperopt
hyperoptloss.__class__.ticker_interval = str(config['ticker_interval'])
# Assign timeframe to be used in hyperopt
hyperoptloss.__class__.ticker_interval = str(config['timeframe'])
hyperoptloss.__class__.timeframe = str(config['timeframe'])
if not hasattr(hyperoptloss, 'hyperopt_loss_function'):
raise OperationalException(

13
freqtrade/resolvers/strategy_resolver.py
View File

@@ -50,11 +50,19 @@ class StrategyResolver(IResolver):
if 'ask_strategy' not in config:
config['ask_strategy'] = {}
if hasattr(strategy, 'ticker_interval') and not hasattr(strategy, 'timeframe'):
# Assign ticker_interval to timeframe to keep compatibility
if 'timeframe' not in config:
logger.warning(
"DEPRECATED: Please migrate to using 'timeframe' instead of 'ticker_interval'."
)
strategy.timeframe = strategy.ticker_interval
# Set attributes
# Check if we need to override configuration
# (Attribute name, default, subkey)
attributes = [("minimal_roi", {"0": 10.0}, None),
("ticker_interval", None, None),
("timeframe", None, None),
("stoploss", None, None),
("trailing_stop", None, None),
("trailing_stop_positive", None, None),
@@ -80,6 +88,9 @@ class StrategyResolver(IResolver):
StrategyResolver._override_attribute_helper(strategy, config,
attribute, default)
# Assign deprecated variable - to not break users code relying on this.
strategy.ticker_interval = strategy.timeframe
# Loop this list again to have output combined
for attribute, _, subkey in attributes:
if subkey and attribute in config[subkey]:

3
freqtrade/rpc/rpc.py
View File

@@ -101,7 +101,8 @@ class RPC:
'trailing_stop_positive': config.get('trailing_stop_positive'),
'trailing_stop_positive_offset': config.get('trailing_stop_positive_offset'),
'trailing_only_offset_is_reached': config.get('trailing_only_offset_is_reached'),
'ticker_interval': config['ticker_interval'],
'ticker_interval': config['timeframe'], # DEPRECATED
'timeframe': config['timeframe'],
'exchange': config['exchange']['name'],
'strategy': config['strategy'],
'forcebuy_enabled': config.get('forcebuy_enable', False),

4
freqtrade/rpc/rpc_manager.py
View File

@@ -72,7 +72,7 @@ class RPCManager:
minimal_roi = config['minimal_roi']
stoploss = config['stoploss']
trailing_stop = config['trailing_stop']
ticker_interval = config['ticker_interval']
timeframe = config['timeframe']
exchange_name = config['exchange']['name']
strategy_name = config.get('strategy', '')
self.send_msg({
@@ -81,7 +81,7 @@ class RPCManager:
f'*Stake per trade:* `{stake_amount} {stake_currency}`\n'
f'*Minimum ROI:* `{minimal_roi}`\n'
f'*{"Trailing " if trailing_stop else ""}Stoploss:* `{stoploss}`\n'
f'*Ticker Interval:* `{ticker_interval}`\n'
f'*Timeframe:* `{timeframe}`\n'
f'*Strategy:* `{strategy_name}`'
})
self.send_msg({

2
freqtrade/rpc/telegram.py
View File

@@ -669,7 +669,7 @@ class Telegram(RPC):
f"*Ask strategy:* ```\n{json.dumps(val['ask_strategy'])}```\n"
f"*Bid strategy:* ```\n{json.dumps(val['bid_strategy'])}```\n"
f"{sl_info}"
f"*Ticker Interval:* `{val['ticker_interval']}`\n"
f"*Timeframe:* `{val['timeframe']}`\n"
f"*Strategy:* `{val['strategy']}`\n"
f"*Current state:* `{val['state']}`"
)

7
freqtrade/strategy/interface.py
View File

@@ -62,7 +62,7 @@ class IStrategy(ABC):
Attributes you can use:
minimal_roi -> Dict: Minimal ROI designed for the strategy
stoploss -> float: optimal stoploss designed for the strategy
ticker_interval -> str: value of the timeframe (ticker interval) to use with the strategy
timeframe -> str: value of the timeframe (ticker interval) to use with the strategy
"""
# Strategy interface version
# Default to version 2
@@ -85,8 +85,9 @@ class IStrategy(ABC):
trailing_stop_positive_offset: float = 0.0
trailing_only_offset_is_reached = False
# associated ticker interval
ticker_interval: str
# associated timeframe
ticker_interval: str # DEPRECATED
timeframe: str
# Optional order types
order_types: Dict = {

2
freqtrade/templates/base_config.json.j2
View File

@@ -4,7 +4,7 @@
"stake_amount": {{ stake_amount }},
"tradable_balance_ratio": 0.99,
"fiat_display_currency": "{{ fiat_display_currency }}",
"ticker_interval": "{{ ticker_interval }}",
"timeframe": "{{ timeframe }}",
"dry_run": {{ dry_run | lower }},
"cancel_open_orders_on_exit": false,
"unfilledtimeout": {

4
freqtrade/templates/base_strategy.py.j2
View File

@@ -51,8 +51,8 @@ class {{ strategy }}(IStrategy):
# trailing_stop_positive = 0.01
# trailing_stop_positive_offset = 0.0 # Disabled / not configured
# Optimal ticker interval for the strategy.
ticker_interval = '5m'
# Optimal timeframe for the strategy.
timeframe = '5m'
# Run "populate_indicators()" only for new candle.
process_only_new_candles = False

2
freqtrade/templates/sample_strategy.py
View File

@@ -53,7 +53,7 @@ class SampleStrategy(IStrategy):
# trailing_stop_positive_offset = 0.0 # Disabled / not configured
# Optimal ticker interval for the strategy.
ticker_interval = '5m'
timeframe = '5m'
# Run "populate_indicators()" only for new candle.
process_only_new_candles = False