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Merge branch 'develop' into rpc_notification_fixes

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2
CONTRIBUTING.md
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@ -48,7 +48,7 @@ pytest tests/test_<file_name>.py::test_<method_name>
#### Run Flake8 #### Run Flake8
```bash ```bash
flake8 freqtrade flake8 freqtrade tests scripts
``` ```
We receive a lot of code that fails the `flake8` checks. We receive a lot of code that fails the `flake8` checks.

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bin/freqtrade
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@ -1,11 +1,11 @@
#!/usr/bin/env python3 #!/usr/bin/env python3
import sys import sys
import warnings import logging
from freqtrade.main import main logger = logging.getLogger(__name__)
warnings.warn(
"Deprecated - To continue to run the bot like this, please run `pip install -e .` again.", logger.error("DEPRECATED installation detected, please run `pip install -e .` again.")
DeprecationWarning)
main(sys.argv[1:]) sys.exit(2)

2
config.json.example
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@ -4,7 +4,7 @@
"stake_amount": 0.05, "stake_amount": 0.05,
"tradable_balance_ratio": 0.99, "tradable_balance_ratio": 0.99,
"fiat_display_currency": "USD", "fiat_display_currency": "USD",
"ticker_interval" : "5m", "ticker_interval": "5m",
"dry_run": false, "dry_run": false,
"trailing_stop": false, "trailing_stop": false,
"unfilledtimeout": { "unfilledtimeout": {

2
config_binance.json.example
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@ -4,7 +4,7 @@
"stake_amount": 0.05, "stake_amount": 0.05,
"tradable_balance_ratio": 0.99, "tradable_balance_ratio": 0.99,
"fiat_display_currency": "USD", "fiat_display_currency": "USD",
"ticker_interval" : "5m", "ticker_interval": "5m",
"dry_run": true, "dry_run": true,
"trailing_stop": false, "trailing_stop": false,
"unfilledtimeout": { "unfilledtimeout": {

2
config_full.json.example
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@ -4,7 +4,7 @@
"stake_amount": 0.05, "stake_amount": 0.05,
"tradable_balance_ratio": 0.99, "tradable_balance_ratio": 0.99,
"fiat_display_currency": "USD", "fiat_display_currency": "USD",
"amount_reserve_percent" : 0.05, "amount_reserve_percent": 0.05,
"amend_last_stake_amount": false, "amend_last_stake_amount": false,
"last_stake_amount_min_ratio": 0.5, "last_stake_amount_min_ratio": 0.5,
"dry_run": false, "dry_run": false,

2
config_kraken.json.example
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@ -4,7 +4,7 @@
"stake_amount": 10, "stake_amount": 10,
"tradable_balance_ratio": 0.99, "tradable_balance_ratio": 0.99,
"fiat_display_currency": "EUR", "fiat_display_currency": "EUR",
"ticker_interval" : "5m", "ticker_interval": "5m",
"dry_run": true, "dry_run": true,
"trailing_stop": false, "trailing_stop": false,
"unfilledtimeout": { "unfilledtimeout": {

14
docker-compose.yml
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@ -3,6 +3,18 @@ version: '3'
services: services:
freqtrade: freqtrade:
image: freqtradeorg/freqtrade:master image: freqtradeorg/freqtrade:master
# Build step - only needed when additional dependencies are needed
# build:
# context: .
# dockerfile: "./Dockerfile.technical"
restart: unless-stopped
container_name: freqtrade
volumes: volumes:
- "./user_data:/freqtrade/user_data" - "./user_data:/freqtrade/user_data"
- "./config.json:/freqtrade/config.json" # Default command used when running `docker compose up`
command: >
trade
--logfile /freqtrade/user_data/freqtrade.log
--db-url sqlite:////freqtrade/user_data/tradesv3.sqlite
--config /freqtrade/user_data/config.json
--strategy SampleStrategy

138
docs/configuration.md
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@ -40,77 +40,77 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| Parameter | Description | | Parameter | Description |
|------------|-------------| |------------|-------------|
| `max_open_trades` | **Required.** Number of trades open your bot will have. If -1 then it is ignored (i.e. potentially unlimited open trades). [More information below](#configuring-amount-per-trade).<br> ***Datatype:*** *Positive integer or -1.* | `max_open_trades` | **Required.** Number of trades open your bot will have. If -1 then it is ignored (i.e. potentially unlimited open trades). [More information below](#configuring-amount-per-trade).<br> **Datatype:** Positive integer or -1.
| `stake_currency` | **Required.** Crypto-currency used for trading. [Strategy Override](#parameters-in-the-strategy). <br> ***Datatype:*** *String* | `stake_currency` | **Required.** Crypto-currency used for trading. [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** String
| `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#configuring-amount-per-trade). [Strategy Override](#parameters-in-the-strategy). <br> ***Datatype:*** *Positive float or `"unlimited"`.* | `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#configuring-amount-per-trade). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Positive float or `"unlimited"`.
| `tradable_balance_ratio` | Ratio of the total account balance the bot is allowed to trade. [More information below](#configuring-amount-per-trade). <br>*Defaults to `0.99` 99%).*<br> ***Datatype:*** *Positive float between `0.1` and `1.0`.* | `tradable_balance_ratio` | Ratio of the total account balance the bot is allowed to trade. [More information below](#configuring-amount-per-trade). <br>*Defaults to `0.99` 99%).*<br> **Datatype:** Positive float between `0.1` and `1.0`.
| `amend_last_stake_amount` | Use reduced last stake amount if necessary. [More information below](#configuring-amount-per-trade). <br>*Defaults to `false`.* <br> ***Datatype:*** *Boolean* | `amend_last_stake_amount` | Use reduced last stake amount if necessary. [More information below](#configuring-amount-per-trade). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
| `last_stake_amount_min_ratio` | Defines minimum stake amount that has to be left and executed. Applies only to the last stake amount when it's amended to a reduced value (i.e. if `amend_last_stake_amount` is set to `true`). [More information below](#configuring-amount-per-trade). <br>*Defaults to `0.5`.* <br> ***Datatype:*** *Float (as ratio)* | `last_stake_amount_min_ratio` | Defines minimum stake amount that has to be left and executed. Applies only to the last stake amount when it's amended to a reduced value (i.e. if `amend_last_stake_amount` is set to `true`). [More information below](#configuring-amount-per-trade). <br>*Defaults to `0.5`.* <br> **Datatype:** Float (as ratio)
| `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals. <br>*Defaults to `0.05` (5%).* <br> ***Datatype:*** *Positive Float as ratio.* | `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals. <br>*Defaults to `0.05` (5%).* <br> **Datatype:** Positive Float as ratio.
| `ticker_interval` | The ticker interval to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). <br> ***Datatype:*** *String* | `ticker_interval` | The ticker interval to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** String
| `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency). <br> ***Datatype:*** *String* | `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency). <br> **Datatype:** String
| `dry_run` | **Required.** Define if the bot must be in Dry Run or production mode. <br>*Defaults to `true`.* <br> ***Datatype:*** *Boolean* | `dry_run` | **Required.** Define if the bot must be in Dry Run or production mode. <br>*Defaults to `true`.* <br> **Datatype:** Boolean
| `dry_run_wallet` | Define the starting amount in stake currency for the simulated wallet used by the bot running in the Dry Run mode.<br>*Defaults to `1000`.* <br> ***Datatype:*** *Float* | `dry_run_wallet` | Define the starting amount in stake currency for the simulated wallet used by the bot running in the Dry Run mode.<br>*Defaults to `1000`.* <br> **Datatype:** Float
| `process_only_new_candles` | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> ***Datatype:*** *Boolean* | `process_only_new_candles` | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
| `minimal_roi` | **Required.** Set the threshold in percent the bot will use to sell a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy). <br> ***Datatype:*** *Dict* | `minimal_roi` | **Required.** Set the threshold in percent the bot will use to sell a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict
| `stoploss` | **Required.** Value of the stoploss in percent used by the bot. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br> ***Datatype:*** *Float (as ratio)* | `stoploss` | **Required.** Value of the stoploss in percent used by the bot. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Float (as ratio)
| `trailing_stop` | Enables trailing stoploss (based on `stoploss` in either configuration or strategy file). More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br> ***Datatype:*** *Boolean* | `trailing_stop` | Enables trailing stoploss (based on `stoploss` in either configuration or strategy file). More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Boolean
| `trailing_stop_positive` | Changes stoploss once profit has been reached. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br> ***Datatype:*** *Float* | `trailing_stop_positive` | Changes stoploss once profit has been reached. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Float
| `trailing_stop_positive_offset` | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0` (no offset).* <br> ***Datatype:*** *Float* | `trailing_stop_positive_offset` | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0` (no offset).* <br> **Datatype:** Float
| `trailing_only_offset_is_reached` | Only apply trailing stoploss when the offset is reached. [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> ***Datatype:*** *Boolean* | `trailing_only_offset_is_reached` | Only apply trailing stoploss when the offset is reached. [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
| `unfilledtimeout.buy` | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled. [Strategy Override](#parameters-in-the-strategy).<br> ***Datatype:*** *Integer* | `unfilledtimeout.buy` | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer
| `unfilledtimeout.sell` | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled. [Strategy Override](#parameters-in-the-strategy).<br> ***Datatype:*** *Integer* | `unfilledtimeout.sell` | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer
| `bid_strategy.ask_last_balance` | **Required.** Set the bidding price. More information [below](#buy-price-without-orderbook). | `bid_strategy.ask_last_balance` | **Required.** Set the bidding price. More information [below](#buy-price-without-orderbook).
| `bid_strategy.use_order_book` | Enable buying using the rates in [Order Book Bids](#buy-price-with-orderbook-enabled). <br> ***Datatype:*** *Boolean* | `bid_strategy.use_order_book` | Enable buying using the rates in [Order Book Bids](#buy-price-with-orderbook-enabled). <br> **Datatype:** Boolean
| `bid_strategy.order_book_top` | Bot will use the top N rate in Order Book Bids to buy. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in [Order Book Bids](#buy-price-with-orderbook-enabled). <br>*Defaults to `1`.* <br> ***Datatype:*** *Positive Integer* | `bid_strategy.order_book_top` | Bot will use the top N rate in Order Book Bids to buy. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in [Order Book Bids](#buy-price-with-orderbook-enabled). <br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
| `bid_strategy. check_depth_of_market.enabled` | Do not buy if the difference of buy orders and sell orders is met in Order Book. [Check market depth](#check-depth-of-market). <br>*Defaults to `false`.* <br> ***Datatype:*** *Boolean* | `bid_strategy. check_depth_of_market.enabled` | Do not buy if the difference of buy orders and sell orders is met in Order Book. [Check market depth](#check-depth-of-market). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
| `bid_strategy. check_depth_of_market.bids_to_ask_delta` | The difference ratio of buy orders and sell orders found in Order Book. A value below 1 means sell order size is greater, while value greater than 1 means buy order size is higher. [Check market depth](#check-depth-of-market) <br> *Defaults to `0`.* <br> ***Datatype:*** *Float (as ratio)* | `bid_strategy. check_depth_of_market.bids_to_ask_delta` | The difference ratio of buy orders and sell orders found in Order Book. A value below 1 means sell order size is greater, while value greater than 1 means buy order size is higher. [Check market depth](#check-depth-of-market) <br> *Defaults to `0`.* <br> **Datatype:** Float (as ratio)
| `ask_strategy.use_order_book` | Enable selling of open trades using [Order Book Asks](#sell-price-with-orderbook-enabled). <br> ***Datatype:*** *Boolean* | `ask_strategy.use_order_book` | Enable selling of open trades using [Order Book Asks](#sell-price-with-orderbook-enabled). <br> **Datatype:** Boolean
| `ask_strategy.order_book_min` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. <br>*Defaults to `1`.* <br> ***Datatype:*** *Positive Integer* | `ask_strategy.order_book_min` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. <br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
| `ask_strategy.order_book_max` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. <br>*Defaults to `1`.* <br> ***Datatype:*** *Positive Integer* | `ask_strategy.order_book_max` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. <br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
| `ask_strategy.use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> ***Datatype:*** *Boolean* | `ask_strategy.use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> **Datatype:** Boolean
| `ask_strategy.sell_profit_only` | Wait until the bot makes a positive profit before taking a sell decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> ***Datatype:*** *Boolean* | `ask_strategy.sell_profit_only` | Wait until the bot makes a positive profit before taking a sell decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
| `ask_strategy.ignore_roi_if_buy_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> ***Datatype:*** *Boolean* | `ask_strategy.ignore_roi_if_buy_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
| `order_types` | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).<br> ***Datatype:*** *Dict* | `order_types` | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Dict
| `order_time_in_force` | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy). <br> ***Datatype:*** *Dict* | `order_time_in_force` | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict
| `exchange.name` | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename). <br> ***Datatype:*** *String* | `exchange.name` | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename). <br> **Datatype:** String
| `exchange.sandbox` | Use the 'sandbox' version of the exchange, where the exchange provides a sandbox for risk-free integration. See [here](sandbox-testing.md) in more details.<br> ***Datatype:*** *Boolean* | `exchange.sandbox` | Use the 'sandbox' version of the exchange, where the exchange provides a sandbox for risk-free integration. See [here](sandbox-testing.md) in more details.<br> **Datatype:** Boolean
| `exchange.key` | API key to use for the exchange. Only required when you are in production mode.<br>**Keep it in secret, do not disclose publicly.** <br> ***Datatype:*** *String* | `exchange.key` | API key to use for the exchange. Only required when you are in production mode.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
| `exchange.secret` | API secret to use for the exchange. Only required when you are in production mode.<br>**Keep it in secret, do not disclose publicly.** <br> ***Datatype:*** *String* | `exchange.secret` | API secret to use for the exchange. Only required when you are in production mode.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
| `exchange.password` | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests.<br>**Keep it in secret, do not disclose publicly.** <br> ***Datatype:*** *String* | `exchange.password` | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
| `exchange.pair_whitelist` | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used by VolumePairList (see [below](#dynamic-pairlists)). <br> ***Datatype:*** *List* | `exchange.pair_whitelist` | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used by VolumePairList (see [below](#dynamic-pairlists)). <br> **Datatype:** List
| `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#dynamic-pairlists)). <br> ***Datatype:*** *List* | `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#dynamic-pairlists)). <br> **Datatype:** List
| `exchange.ccxt_config` | Additional CCXT parameters passed to the regular ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) <br> ***Datatype:*** *Dict* | `exchange.ccxt_config` | Additional CCXT parameters passed to the regular ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) <br> **Datatype:** Dict
| `exchange.ccxt_async_config` | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) <br> ***Datatype:*** *Dict* | `exchange.ccxt_async_config` | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) <br> **Datatype:** Dict
| `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. <br>*Defaults to `60` minutes.* <br> ***Datatype:*** *Positive Integer* | `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. <br>*Defaults to `60` minutes.* <br> **Datatype:** Positive Integer
| `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation. | `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation.
| `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. <br>*Defaults to `true`.* <br> ***Datatype:*** *Boolean* | `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. <br>*Defaults to `true`.* <br> **Datatype:** Boolean
| `pairlists` | Define one or more pairlists to be used. [More information below](#dynamic-pairlists). <br>*Defaults to `StaticPairList`.* <br> ***Datatype:*** *List of Dicts* | `pairlists` | Define one or more pairlists to be used. [More information below](#dynamic-pairlists). <br>*Defaults to `StaticPairList`.* <br> **Datatype:** List of Dicts
| `telegram.enabled` | Enable the usage of Telegram. <br> ***Datatype:*** *Boolean* | `telegram.enabled` | Enable the usage of Telegram. <br> **Datatype:** Boolean
| `telegram.token` | Your Telegram bot token. Only required if `telegram.enabled` is `true`. <br>**Keep it in secret, do not disclose publicly.** <br> ***Datatype:*** *String* | `telegram.token` | Your Telegram bot token. Only required if `telegram.enabled` is `true`. <br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
| `telegram.chat_id` | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. <br>**Keep it in secret, do not disclose publicly.** <br> ***Datatype:*** *String* | `telegram.chat_id` | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. <br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
| `webhook.enabled` | Enable usage of Webhook notifications <br> ***Datatype:*** *Boolean* | `webhook.enabled` | Enable usage of Webhook notifications <br> **Datatype:** Boolean
| `webhook.url` | URL for the webhook. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> ***Datatype:*** *String* | `webhook.url` | URL for the webhook. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
| `webhook.webhookbuy` | Payload to send on buy. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> ***Datatype:*** *String* | `webhook.webhookbuy` | Payload to send on buy. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
| `webhook.webhookbuycancel` | Payload to send on buy order cancel. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> ***Datatype:*** *String* | `webhook.webhookbuycancel` | Payload to send on buy order cancel. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
| `webhook.webhooksell` | Payload to send on sell. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> ***Datatype:*** *String* | `webhook.webhooksell` | Payload to send on sell. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
| `webhook.webhooksellcancel` | Payload to send on sell order cancel. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> ***Datatype:*** *String* | `webhook.webhooksellcancel` | Payload to send on sell order cancel. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
| `webhook.webhookstatus` | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> ***Datatype:*** *String* | `webhook.webhookstatus` | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
| `api_server.enabled` | Enable usage of API Server. See the [API Server documentation](rest-api.md) for more details. <br> ***Datatype:*** *Boolean* | `api_server.enabled` | Enable usage of API Server. See the [API Server documentation](rest-api.md) for more details. <br> **Datatype:** Boolean
| `api_server.listen_ip_address` | Bind IP address. See the [API Server documentation](rest-api.md) for more details. <br> ***Datatype:*** *IPv4* | `api_server.listen_ip_address` | Bind IP address. See the [API Server documentation](rest-api.md) for more details. <br> **Datatype:** IPv4
| `api_server.listen_port` | Bind Port. See the [API Server documentation](rest-api.md) for more details. <br>***Datatype:*** *Integer between 1024 and 65535* | `api_server.listen_port` | Bind Port. See the [API Server documentation](rest-api.md) for more details. <br>**Datatype:** Integer between 1024 and 65535
| `api_server.username` | Username for API server. See the [API Server documentation](rest-api.md) for more details. <br>**Keep it in secret, do not disclose publicly.**<br> ***Datatype:*** *String* | `api_server.username` | Username for API server. See the [API Server documentation](rest-api.md) for more details. <br>**Keep it in secret, do not disclose publicly.**<br> **Datatype:** String
| `api_server.password` | Password for API server. See the [API Server documentation](rest-api.md) for more details. <br>**Keep it in secret, do not disclose publicly.**<br> ***Datatype:*** *String* | `api_server.password` | Password for API server. See the [API Server documentation](rest-api.md) for more details. <br>**Keep it in secret, do not disclose publicly.**<br> **Datatype:** String
| `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite:///tradesv3.dryrun.sqlite` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances. <br> ***Datatype:*** *String, SQLAlchemy connect string* | `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite:///tradesv3.dryrun.sqlite` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances. <br> **Datatype:** String, SQLAlchemy connect string
| `initial_state` | Defines the initial application state. More information below. <br>*Defaults to `stopped`.* <br> ***Datatype:*** *Enum, either `stopped` or `running`* | `initial_state` | Defines the initial application state. More information below. <br>*Defaults to `stopped`.* <br> **Datatype:** Enum, either `stopped` or `running`
| `forcebuy_enable` | Enables the RPC Commands to force a buy. More information below. <br> ***Datatype:*** *Boolean* | `forcebuy_enable` | Enables the RPC Commands to force a buy. More information below. <br> **Datatype:** Boolean
| `strategy` | **Required** Defines Strategy class to use. Recommended to be set via `--strategy NAME`. <br> ***Datatype:*** *ClassName* | `strategy` | **Required** Defines Strategy class to use. Recommended to be set via `--strategy NAME`. <br> **Datatype:** ClassName
| `strategy_path` | Adds an additional strategy lookup path (must be a directory). <br> ***Datatype:*** *String* | `strategy_path` | Adds an additional strategy lookup path (must be a directory). <br> **Datatype:** String
| `internals.process_throttle_secs` | Set the process throttle. Value in second. <br>*Defaults to `5` seconds.* <br> ***Datatype:*** *Positive Integer* | `internals.process_throttle_secs` | Set the process throttle. Value in second. <br>*Defaults to `5` seconds.* <br> **Datatype:** Positive Intege
| `internals.heartbeat_interval` | Print heartbeat message every N seconds. Set to 0 to disable heartbeat messages. <br>*Defaults to `60` seconds.* <br> ***Datatype:*** *Positive Integer or 0* | `internals.heartbeat_interval` | Print heartbeat message every N seconds. Set to 0 to disable heartbeat messages. <br>*Defaults to `60` seconds.* <br> **Datatype:** Positive Integer or 0
| `internals.sd_notify` | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details. <br> ***Datatype:*** *Boolean* | `internals.sd_notify` | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details. <br> **Datatype:** Boolean
| `logfile` | Specifies logfile name. Uses a rolling strategy for log file rotation for 10 files with the 1MB limit per file. <br> ***Datatype:*** *String* | `logfile` | Specifies logfile name. Uses a rolling strategy for log file rotation for 10 files with the 1MB limit per file. <br> **Datatype:** String
| `user_data_dir` | Directory containing user data. <br> *Defaults to `./user_data/`*. <br> ***Datatype:*** *String* | `user_data_dir` | Directory containing user data. <br> *Defaults to `./user_data/`*. <br> **Datatype:** String
### Parameters in the strategy ### Parameters in the strategy

134
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@ -1,4 +1,4 @@
# Using FreqTrade with Docker # Using Freqtrade with Docker
## Install Docker ## Install Docker
@ -8,13 +8,141 @@ Start by downloading and installing Docker CE for your platform:
* [Windows](https://docs.docker.com/docker-for-windows/install/) * [Windows](https://docs.docker.com/docker-for-windows/install/)
* [Linux](https://docs.docker.com/install/) * [Linux](https://docs.docker.com/install/)
Optionally, [docker-compose](https://docs.docker.com/compose/install/) should be installed and available to follow the [docker quick start guide](#docker-quick-start).
Once you have Docker installed, simply prepare the config file (e.g. `config.json`) and run the image for `freqtrade` as explained below. Once you have Docker installed, simply prepare the config file (e.g. `config.json`) and run the image for `freqtrade` as explained below.
## Download the official FreqTrade docker image ## Freqtrade with docker-compose
Freqtrade provides an official Docker image on [Dockerhub](https://hub.docker.com/r/freqtradeorg/freqtrade/), as well as a [docker-compose file](https://github.com/freqtrade/freqtrade/blob/develop/docker-compose.yml) ready for usage.
!!! Note
The following section assumes that docker and docker-compose is installed and available to the logged in user.
!!! Note
All below comands use relative directories and will have to be executed from the directory containing the `docker-compose.yml` file.
### Docker quick start
Create a new directory and place the [docker-compose file](https://github.com/freqtrade/freqtrade/blob/develop/docker-compose.yml) in this directory.
``` bash
mkdir ft_userdata
cd ft_userdata/
# Download the docker-compose file from the repository
curl https://raw.githubusercontent.com/freqtrade/freqtrade/develop/docker-compose.yml -o docker-compose.yml
# Pull the freqtrade image
docker-compose pull
# Create user directory structure
docker-compose run --rm freqtrade create-userdir --userdir user_data
# Create configuration - Requires answering interactive questions
docker-compose run --rm freqtrade new-config --config user_data/config.json
```
The above snippet creates a new directory called "ft_userdata", downloads the latest compose file and pulls the freqtrade image.
The last 2 steps in the snippet create the directory with user-data, as well as (interactively) the default configuration based on your selections.
!!! Note
You can edit the configuration at any time, which is available as `user_data/config.json` (within the directory `ft_userdata`) when using the above configuration.
#### Adding your strategy
The configuration is now available as `user_data/config.json`.
You should now copy your strategy to `user_data/strategies/` - and add the Strategy class name to the `docker-compose.yml` file, replacing `SampleStrategy`. If you wish to run the bot with the SampleStrategy, just leave it as it is.
!!! Warning
The `SampleStrategy` is there for your reference and give you ideas for your own strategy.
Please always backtest the strategy and use dry-run for some time before risking real money!
Once this is done, you're ready to launch the bot in trading mode (Dry-run or Live-trading, depending on your answer to the corresponding question you made above).
``` bash
docker-compose up -d
```
#### Docker-compose logs
Logs will be written to `user_data/freqtrade.log`.
Alternatively, you can check the latest logs using `docker-compose logs -f`.
#### Database
The database will be in the user_data directory as well, and will be called `user_data/tradesv3.sqlite`.
#### Updating freqtrade with docker-compose
To update freqtrade when using docker-compose is as simple as running the following 2 commands:
``` bash
# Download the latest image
docker-compose pull
# Restart the image
docker-compose up -d
```
This will first pull the latest image, and will then restart the container with the just pulled version.
!!! Note
You should always check the changelog for breaking changes / manual interventions required and make sure the bot starts correctly after the update.
#### Going from here
Advanced users may edit the docker-compose file further to include all possible options or arguments.
All possible freqtrade arguments will be available by running `docker-compose run --rm freqtrade <command> <optional arguments>`.
!!! Note "`docker-compose run --rm`"
Including `--rm` will clean up the container after completion, and is highly recommended for all modes except trading mode (running with `freqtrade trade` command).
##### Example: Download data with docker-compose
Download backtesting data for 5 days for the pair ETH/BTC and 1h timeframe from Binance. The data will be stored in the directory `user_data/data/` on the host.
``` bash
docker-compose run --rm freqtrade download-data --pairs ETH/BTC --exchange binance --days 5 -t 1h
```
Head over to the [Data Downloading Documentation](data-download.md) for more details on downloading data.
##### Example: Backtest with docker-compose
Run backtesting in docker-containers for SampleStrategy and specified timerange of historical data, on 5m timeframe:
``` bash
docker-compose run --rm freqtrade backtesting --config user_data/config.json --strategy SampleStrategy --timerange 20190801-20191001 -i 5m
```
Head over to the [Backtesting Documentation](backtesting.md) to learn more.
#### Additional dependencies with docker-compose
If your strategy requires dependencies not included in the default image (like [technical](https://github.com/freqtrade/technical)) - it will be necessary to build the image on your host.
For this, please create a Dockerfile containing installation steps for the additional dependencies (have a look at [Dockerfile.technical](https://github.com/freqtrade/freqtrade/blob/develop/Dockerfile.technical) for an example).
You'll then also need to modify the `docker-compose.yml` file and uncomment the build step, as well as rename the image to avoid naming collisions.
``` yaml
image: freqtrade_custom
build:
context: .
dockerfile: "./Dockerfile.<yourextension>"
```
You can then run `docker-compose build` to build the docker image, and run it using the commands described above.
## Freqtrade with docker without docker-compose
!!! Warning
The below documentation is provided for completeness and assumes that you are somewhat familiar with running docker containers. If you're just starting out with docker, we recommend to follow the [Freqtrade with docker-compose](#freqtrade-with-docker-compose) instructions.
### Download the official Freqtrade docker image
Pull the image from docker hub. Pull the image from docker hub.
Branches / tags available can be checked out on [Dockerhub](https://hub.docker.com/r/freqtradeorg/freqtrade/tags/). Branches / tags available can be checked out on [Dockerhub tags page](https://hub.docker.com/r/freqtradeorg/freqtrade/tags/).
```bash ```bash
docker pull freqtradeorg/freqtrade:develop docker pull freqtradeorg/freqtrade:develop

4
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@ -32,6 +32,10 @@ To download data for the Kraken exchange, using `--dl-trades` is mandatory, othe
## Bittrex ## Bittrex
### Order types
Bittrex does not support market orders. If you have a message at the bot startup about this, you should change order type values set in your configuration and/or in the strategy from `"market"` to `"limit"`. See some more details on this [here in the FAQ](faq.md#im-getting-the-exchange-bittrex-does-not-support-market-orders-message-and-cannot-run-my-strategy).
### Restricted markets ### Restricted markets
Bittrex split its exchange into US and International versions. Bittrex split its exchange into US and International versions.

18
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@ -45,12 +45,28 @@ the tutorial [here|Testing-new-strategies-with-Hyperopt](bot-usage.md#hyperopt-c
You can use the `/forcesell all` command from Telegram. You can use the `/forcesell all` command from Telegram.
### I get the message "RESTRICTED_MARKET" ### 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.
Read [the Bittrex section about restricted markets](exchanges.md#restricted-markets) for more information. Read [the Bittrex section about restricted markets](exchanges.md#restricted-markets) for more information.
### I'm getting the "Exchange Bittrex does not support market orders." message and cannot run my strategy
As the message says, Bittrex does not support market orders and you have one of the [order types](configuration.md/#understand-order_types) set to "market". Probably your strategy was written with other exchanges in mind and sets "market" orders for "stoploss" orders, which is correct and preferable for most of the exchanges supporting market orders (but not for Bittrex).
To fix it for Bittrex, redefine order types in the strategy to use "limit" instead of "market":
```
order_types = {
...
'stoploss': 'limit',
...
}
```
Same fix should be done in the configuration file, if order types are defined in your custom config rather than in the strategy.
### How do I search the bot logs for something? ### How do I search the bot logs for something?
By default, the bot writes its log into stderr stream. This is implemented this way so that you can easily separate the bot's diagnostics messages from Backtesting, Edge and Hyperopt results, output from other various Freqtrade utility subcommands, as well as from the output of your custom `print()`'s you may have inserted into your strategy. So if you need to search the log messages with the grep utility, you need to redirect stderr to stdout and disregard stdout. By default, the bot writes its log into stderr stream. This is implemented this way so that you can easily separate the bot's diagnostics messages from Backtesting, Edge and Hyperopt results, output from other various Freqtrade utility subcommands, as well as from the output of your custom `print()`'s you may have inserted into your strategy. So if you need to search the log messages with the grep utility, you need to redirect stderr to stdout and disregard stdout.

7
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@ -51,12 +51,15 @@ To run this bot we recommend you a cloud instance with a minimum of:
### Software requirements ### Software requirements
- Docker (Recommended)
Alternatively
- Python 3.6.x - Python 3.6.x
- pip (pip3) - pip (pip3)
- git - git
- TA-Lib - TA-Lib
- virtualenv (Recommended) - virtualenv (Recommended)
- Docker (Recommended)
## Support ## Support
@ -67,4 +70,4 @@ Click [here](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODc
## Ready to try? ## Ready to try?
Begin by reading our installation guide [here](installation). Begin by reading our installation guide [for docker](docker.md), or for [installation without docker](installation.md).

17
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@ -31,7 +31,7 @@ Freqtrade provides the Linux/MacOS Easy Installation script to install all depen
!!! Note !!! Note
Windows installation is explained [here](#windows). Windows installation is explained [here](#windows).
The easiest way to install and run Freqtrade is to clone the bot GitHub repository and then run the Easy Installation script, if it's available for your platform. The easiest way to install and run Freqtrade is to clone the bot Github repository and then run the Easy Installation script, if it's available for your platform.
!!! Note "Version considerations" !!! Note "Version considerations"
When cloning the repository the default working branch has the name `develop`. This branch contains all last features (can be considered as relatively stable, thanks to automated tests). The `master` branch contains the code of the last release (done usually once per month on an approximately one week old snapshot of the `develop` branch to prevent packaging bugs, so potentially it's more stable). When cloning the repository the default working branch has the name `develop`. This branch contains all last features (can be considered as relatively stable, thanks to automated tests). The `master` branch contains the code of the last release (done usually once per month on an approximately one week old snapshot of the `develop` branch to prevent packaging bugs, so potentially it's more stable).
@ -47,6 +47,7 @@ cd freqtrade
git checkout master # Optional, see (1) git checkout master # Optional, see (1)
./setup.sh --install ./setup.sh --install
``` ```
(1) This command switches the cloned repository to the use of the `master` branch. It's not needed if you wish to stay on the `develop` branch. You may later switch between branches at any time with the `git checkout master`/`git checkout develop` commands. (1) This command switches the cloned repository to the use of the `master` branch. It's not needed if you wish to stay on the `develop` branch. You may later switch between branches at any time with the `git checkout master`/`git checkout develop` commands.
## Easy Installation Script (Linux/MacOS) ## Easy Installation Script (Linux/MacOS)
@ -129,6 +130,17 @@ bash setup.sh -i
#### 1. Install TA-Lib #### 1. Install TA-Lib
Use the provided ta-lib installation script
```bash
sudo ./build_helpers/install_ta-lib.sh
```
!!! Note
This will use the ta-lib tar.gz included in this repository.
##### TA-Lib manual installation
Official webpage: https://mrjbq7.github.io/ta-lib/install.html Official webpage: https://mrjbq7.github.io/ta-lib/install.html
```bash ```bash
@ -184,7 +196,8 @@ python3 -m pip install -e .
# Initialize the user_directory # Initialize the user_directory
freqtrade create-userdir --userdir user_data/ freqtrade create-userdir --userdir user_data/
cp config.json.example config.json # Create a new configuration file
freqtrade new-config --config config.json
``` ```
> *To edit the config please refer to [Bot Configuration](configuration.md).* > *To edit the config please refer to [Bot Configuration](configuration.md).*

2
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@ -1,2 +1,2 @@
mkdocs-material==4.6.0 mkdocs-material==4.6.2
mdx_truly_sane_lists==1.2 mdx_truly_sane_lists==1.2

10
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@ -346,7 +346,7 @@ if self.dp:
``` python ``` python
if self.dp: if self.dp:
if self.dp.runmode in ('live', 'dry_run'): if self.dp.runmode.value in ('live', 'dry_run'):
ob = self.dp.orderbook(metadata['pair'], 1) ob = self.dp.orderbook(metadata['pair'], 1)
dataframe['best_bid'] = ob['bids'][0][0] dataframe['best_bid'] = ob['bids'][0][0]
dataframe['best_ask'] = ob['asks'][0][0] dataframe['best_ask'] = ob['asks'][0][0]
@ -422,7 +422,7 @@ from freqtrade.persistence import Trade
The following example queries for the current pair and trades from today, however other filters can easily be added. The following example queries for the current pair and trades from today, however other filters can easily be added.
``` python ``` python
if self.config['runmode'] in ('live', 'dry_run'): if self.config['runmode'].value in ('live', 'dry_run'):
trades = Trade.get_trades([Trade.pair == metadata['pair'], trades = Trade.get_trades([Trade.pair == metadata['pair'],
Trade.open_date > datetime.utcnow() - timedelta(days=1), Trade.open_date > datetime.utcnow() - timedelta(days=1),
Trade.is_open == False, Trade.is_open == False,
@ -434,7 +434,7 @@ if self.config['runmode'] in ('live', 'dry_run'):
Get amount of stake_currency currently invested in Trades: Get amount of stake_currency currently invested in Trades:
``` python ``` python
if self.config['runmode'] in ('live', 'dry_run'): if self.config['runmode'].value in ('live', 'dry_run'):
total_stakes = Trade.total_open_trades_stakes() total_stakes = Trade.total_open_trades_stakes()
``` ```
@ -442,7 +442,7 @@ Retrieve performance per pair.
Returns a List of dicts per pair. Returns a List of dicts per pair.
``` python ``` python
if self.config['runmode'] in ('live', 'dry_run'): if self.config['runmode'].value in ('live', 'dry_run'):
performance = Trade.get_overall_performance() performance = Trade.get_overall_performance()
``` ```
@ -487,7 +487,7 @@ from datetime import timedelta, datetime, timezone
# -------- # --------
# Within populate indicators (or populate_buy): # Within populate indicators (or populate_buy):
if self.config['runmode'] in ('live', 'dry_run'): if self.config['runmode'].value in ('live', 'dry_run'):
# fetch closed trades for the last 2 days # fetch closed trades for the last 2 days
trades = Trade.get_trades([Trade.pair == metadata['pair'], trades = Trade.get_trades([Trade.pair == metadata['pair'],
Trade.open_date > datetime.utcnow() - timedelta(days=2), Trade.open_date > datetime.utcnow() - timedelta(days=2),

119
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@ -36,6 +36,38 @@ optional arguments:
└── sample_strategy.py └── sample_strategy.py
``` ```
## Create new config
Creates a new configuration file, asking some questions which are important selections for a configuration.
```
usage: freqtrade new-config [-h] [-c PATH]
optional arguments:
-h, --help show this help message and exit
-c PATH, --config PATH
Specify configuration file (default: `config.json`). Multiple --config options may be used. Can be set to `-`
to read config from stdin.
```
!!! Warning
Only vital questions are asked. Freqtrade offers a lot more configuration possibilities, which are listed in the [Configuration documentation](configuration.md#configuration-parameters)
### Create config examples
```
$ freqtrade new-config --config config_binance.json
? Do you want to enable Dry-run (simulated trades)? Yes
? Please insert your stake currency: BTC
? Please insert your stake amount: 0.05
? Please insert max_open_trades (Integer or 'unlimited'): 5
? Please insert your ticker interval: 15m
? Please insert your display Currency (for reporting): USD
? Select exchange binance
? Do you want to enable Telegram? No
```
## Create new strategy ## Create new strategy
Creates a new strategy from a template similar to SampleStrategy. Creates a new strategy from a template similar to SampleStrategy.
@ -220,20 +252,31 @@ All exchanges supported by the ccxt library: _1btcxe, acx, adara, allcoin, anxpr
Use the `list-timeframes` subcommand to see the list of ticker intervals (timeframes) available for the exchange. Use the `list-timeframes` subcommand to see the list of ticker intervals (timeframes) available for the exchange.
``` ```
usage: freqtrade list-timeframes [-h] [--exchange EXCHANGE] [-1] usage: freqtrade list-timeframes [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [--exchange EXCHANGE] [-1]
optional arguments: optional arguments:
-h, --help show this help message and exit -h, --help show this help message and exit
--exchange EXCHANGE Exchange name (default: `bittrex`). Only valid if no --exchange EXCHANGE Exchange name (default: `bittrex`). Only valid if no config is provided.
config is provided. -1, --one-column Print output in one column.
-1, --one-column Print output in one column.
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: `config.json`). 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.
``` ```
* Example: see the timeframes for the 'binance' exchange, set in the configuration file: * Example: see the timeframes for the 'binance' exchange, set in the configuration file:
``` ```
$ freqtrade -c config_binance.json list-timeframes $ freqtrade list-timeframes -c config_binance.json
... ...
Timeframes available for the exchange `binance`: 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 3d, 1w, 1M Timeframes available for the exchange `binance`: 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 3d, 1w, 1M
``` ```
@ -257,14 +300,16 @@ You can print info about any pair/market with these subcommands - and you can fi
These subcommands have same usage and same set of available options: These subcommands have same usage and same set of available options:
``` ```
usage: freqtrade list-markets [-h] [--exchange EXCHANGE] [--print-list] usage: freqtrade list-markets [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[--print-json] [-1] [--print-csv] [-d PATH] [--userdir PATH] [--exchange EXCHANGE]
[--print-list] [--print-json] [-1] [--print-csv]
[--base BASE_CURRENCY [BASE_CURRENCY ...]] [--base BASE_CURRENCY [BASE_CURRENCY ...]]
[--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]] [--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]]
[-a] [-a]
usage: freqtrade list-pairs [-h] [--exchange EXCHANGE] [--print-list] usage: freqtrade list-pairs [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[--print-json] [-1] [--print-csv] [-d PATH] [--userdir PATH] [--exchange EXCHANGE]
[--print-list] [--print-json] [-1] [--print-csv]
[--base BASE_CURRENCY [BASE_CURRENCY ...]] [--base BASE_CURRENCY [BASE_CURRENCY ...]]
[--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]] [-a] [--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]] [-a]
@ -283,6 +328,22 @@ optional arguments:
Specify quote currency(-ies). Space-separated list. Specify quote currency(-ies). Space-separated list.
-a, --all Print all pairs or market symbols. By default only -a, --all Print all pairs or market symbols. By default only
active ones are shown. active ones are shown.
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: `config.json`).
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.
``` ```
By default, only active pairs/markets are shown. Active pairs/markets are those that can currently be traded By default, only active pairs/markets are shown. Active pairs/markets are those that can currently be traded
@ -304,7 +365,7 @@ $ freqtrade list-pairs --quote USD --print-json
human-readable list with summary: human-readable list with summary:
``` ```
$ freqtrade -c config_binance.json list-pairs --all --base BTC ETH --quote USDT USD --print-list $ freqtrade list-pairs -c config_binance.json --all --base BTC ETH --quote USDT USD --print-list
``` ```
* Print all markets on exchange "Kraken", in the tabular format: * Print all markets on exchange "Kraken", in the tabular format:
@ -352,17 +413,49 @@ You can list the hyperoptimization epochs the Hyperopt module evaluated previous
``` ```
usage: freqtrade hyperopt-list [-h] [-v] [--logfile FILE] [-V] [-c PATH] usage: freqtrade hyperopt-list [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [--best] [-d PATH] [--userdir PATH] [--best]
[--profitable] [--no-color] [--print-json] [--profitable] [--min-trades INT]
[--no-details] [--max-trades INT] [--min-avg-time FLOAT]
[--max-avg-time FLOAT] [--min-avg-profit FLOAT]
[--max-avg-profit FLOAT]
[--min-total-profit FLOAT]
[--max-total-profit FLOAT] [--no-color]
[--print-json] [--no-details]
optional arguments: optional arguments:
-h, --help show this help message and exit -h, --help show this help message and exit
--best Select only best epochs. --best Select only best epochs.
--profitable Select only profitable epochs. --profitable Select only profitable epochs.
--min-trades INT Select epochs with more than INT trades.
--max-trades INT Select epochs with less than INT trades.
--min-avg-time FLOAT Select epochs on above average time.
--max-avg-time FLOAT Select epochs on under average time.
--min-avg-profit FLOAT
Select epochs on above average profit.
--max-avg-profit FLOAT
Select epochs on below average profit.
--min-total-profit FLOAT
Select epochs on above total profit.
--max-total-profit FLOAT
Select epochs on below total profit.
--no-color Disable colorization of hyperopt results. May be --no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file. useful if you are redirecting output to a file.
--print-json Print best result detailization in JSON format. --print-json Print best result detailization in JSON format.
--no-details Do not print best epoch details. --no-details Do not print best epoch details.
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: `config.json`).
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.
``` ```
### Examples ### Examples

1
freqtrade/commands/__init__.py
View File

@ -7,6 +7,7 @@ Note: Be careful with file-scoped imports in these subfiles.
as they are parsed on startup, nothing containing optional modules should be loaded. as they are parsed on startup, nothing containing optional modules should be loaded.
""" """
from freqtrade.commands.arguments import Arguments from freqtrade.commands.arguments import Arguments
from freqtrade.commands.build_config_commands import start_new_config
from freqtrade.commands.data_commands import start_download_data from freqtrade.commands.data_commands import start_download_data
from freqtrade.commands.deploy_commands import (start_create_userdir, from freqtrade.commands.deploy_commands import (start_create_userdir,
start_new_hyperopt, start_new_hyperopt,

18
freqtrade/commands/arguments.py
View File

@ -45,6 +45,8 @@ ARGS_TEST_PAIRLIST = ["config", "quote_currencies", "print_one_column", "list_pa
ARGS_CREATE_USERDIR = ["user_data_dir", "reset"] ARGS_CREATE_USERDIR = ["user_data_dir", "reset"]
ARGS_BUILD_CONFIG = ["config"]
ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy", "template"] ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy", "template"]
ARGS_BUILD_HYPEROPT = ["user_data_dir", "hyperopt", "template"] ARGS_BUILD_HYPEROPT = ["user_data_dir", "hyperopt", "template"]
@ -59,8 +61,12 @@ ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url", ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
"trade_source", "ticker_interval"] "trade_source", "ticker_interval"]
ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable", "print_colorized", ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
"print_json", "hyperopt_list_no_details"] "hyperopt_list_min_trades", "hyperopt_list_max_trades",
"hyperopt_list_min_avg_time", "hyperopt_list_max_avg_time",
"hyperopt_list_min_avg_profit", "hyperopt_list_max_avg_profit",
"hyperopt_list_min_total_profit", "hyperopt_list_max_total_profit",
"print_colorized", "print_json", "hyperopt_list_no_details"]
ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index", ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",
"print_json", "hyperopt_show_no_header"] "print_json", "hyperopt_show_no_header"]
@ -136,7 +142,7 @@ class Arguments:
start_hyperopt_list, start_hyperopt_show, start_hyperopt_list, start_hyperopt_show,
start_list_exchanges, start_list_hyperopts, start_list_exchanges, start_list_hyperopts,
start_list_markets, start_list_strategies, start_list_markets, start_list_strategies,
start_list_timeframes, start_list_timeframes, start_new_config,
start_new_hyperopt, start_new_strategy, start_new_hyperopt, start_new_strategy,
start_plot_dataframe, start_plot_profit, start_plot_dataframe, start_plot_profit,
start_backtesting, start_hyperopt, start_edge, start_backtesting, start_hyperopt, start_edge,
@ -180,6 +186,12 @@ class Arguments:
create_userdir_cmd.set_defaults(func=start_create_userdir) create_userdir_cmd.set_defaults(func=start_create_userdir)
self._build_args(optionlist=ARGS_CREATE_USERDIR, parser=create_userdir_cmd) self._build_args(optionlist=ARGS_CREATE_USERDIR, parser=create_userdir_cmd)
# add new-config subcommand
build_config_cmd = subparsers.add_parser('new-config',
help="Create new config")
build_config_cmd.set_defaults(func=start_new_config)
self._build_args(optionlist=ARGS_BUILD_CONFIG, parser=build_config_cmd)
# add new-strategy subcommand # add new-strategy subcommand
build_strategy_cmd = subparsers.add_parser('new-strategy', build_strategy_cmd = subparsers.add_parser('new-strategy',
help="Create new strategy") help="Create new strategy")

193
freqtrade/commands/build_config_commands.py Normal file
View File

@ -0,0 +1,193 @@
import logging
from pathlib import Path
from typing import Any, Dict
from questionary import Separator, prompt
from freqtrade.constants import UNLIMITED_STAKE_AMOUNT
from freqtrade.exchange import available_exchanges, MAP_EXCHANGE_CHILDCLASS
from freqtrade.misc import render_template
from freqtrade.exceptions import OperationalException
logger = logging.getLogger(__name__)
def validate_is_int(val):
try:
_ = int(val)
return True
except Exception:
return False
def validate_is_float(val):
try:
_ = float(val)
return True
except Exception:
return False
def ask_user_overwrite(config_path: Path) -> bool:
questions = [
{
"type": "confirm",
"name": "overwrite",
"message": f"File {config_path} already exists. Overwrite?",
"default": False,
},
]
answers = prompt(questions)
return answers['overwrite']
def ask_user_config() -> Dict[str, Any]:
"""
Ask user a few questions to build the configuration.
Interactive questions built using https://github.com/tmbo/questionary
:returns: Dict with keys to put into template
"""
questions = [
{
"type": "confirm",
"name": "dry_run",
"message": "Do you want to enable Dry-run (simulated trades)?",
"default": True,
},
{
"type": "text",
"name": "stake_currency",
"message": "Please insert your stake currency:",
"default": 'BTC',
},
{
"type": "text",
"name": "stake_amount",
"message": "Please insert your stake amount:",
"default": "0.01",
"validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_float(val),
},
{
"type": "text",
"name": "max_open_trades",
"message": f"Please insert max_open_trades (Integer or '{UNLIMITED_STAKE_AMOUNT}'):",
"default": "3",
"validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_int(val)
},
{
"type": "text",
"name": "ticker_interval",
"message": "Please insert your ticker interval:",
"default": "5m",
},
{
"type": "text",
"name": "fiat_display_currency",
"message": "Please insert your display Currency (for reporting):",
"default": 'USD',
},
{
"type": "select",
"name": "exchange_name",
"message": "Select exchange",
"choices": [
"binance",
"binanceje",
"binanceus",
"bittrex",
"kraken",
Separator(),
"other",
],
},
{
"type": "autocomplete",
"name": "exchange_name",
"message": "Type your exchange name (Must be supported by ccxt)",
"choices": available_exchanges(),
"when": lambda x: x["exchange_name"] == 'other'
},
{
"type": "password",
"name": "exchange_key",
"message": "Insert Exchange Key",
"when": lambda x: not x['dry_run']
},
{
"type": "password",
"name": "exchange_secret",
"message": "Insert Exchange Secret",
"when": lambda x: not x['dry_run']
},
{
"type": "confirm",
"name": "telegram",
"message": "Do you want to enable Telegram?",
"default": False,
},
{
"type": "password",
"name": "telegram_token",
"message": "Insert Telegram token",
"when": lambda x: x['telegram']
},
{
"type": "text",
"name": "telegram_chat_id",
"message": "Insert Telegram chat id",
"when": lambda x: x['telegram']
},
]
answers = prompt(questions)
if not answers:
# Interrupted questionary sessions return an empty dict.
raise OperationalException("User interrupted interactive questions.")
return answers
def deploy_new_config(config_path: Path, selections: Dict[str, Any]) -> None:
"""
Applies selections to the template and writes the result to config_path
:param config_path: Path object for new config file. Should not exist yet
:param selecions: Dict containing selections taken by the user.
"""
from jinja2.exceptions import TemplateNotFound
try:
exchange_template = MAP_EXCHANGE_CHILDCLASS.get(
selections['exchange_name'], selections['exchange_name'])
selections['exchange'] = render_template(
templatefile=f"subtemplates/exchange_{exchange_template}.j2",
arguments=selections
)
except TemplateNotFound:
selections['exchange'] = render_template(
templatefile=f"subtemplates/exchange_generic.j2",
arguments=selections
)
config_text = render_template(templatefile='base_config.json.j2',
arguments=selections)
logger.info(f"Writing config to `{config_path}`.")
config_path.write_text(config_text)
def start_new_config(args: Dict[str, Any]) -> None:
"""
Create a new strategy from a template
Asking the user questions to fill out the templateaccordingly.
"""
config_path = Path(args['config'][0])
if config_path.exists():
overwrite = ask_user_overwrite(config_path)
if overwrite:
config_path.unlink()
else:
raise OperationalException(
f"Configuration file `{config_path}` already exists. "
"Please delete it or use a different configuration file name.")
selections = ask_user_config()
deploy_new_config(config_path, selections)

48
freqtrade/commands/cli_options.py
View File

@ -398,6 +398,54 @@ AVAILABLE_CLI_OPTIONS = {
help='Select only best epochs.', help='Select only best epochs.',
action='store_true', action='store_true',
), ),
"hyperopt_list_min_trades": Arg(
'--min-trades',
help='Select epochs with more than INT trades.',
type=check_int_positive,
metavar='INT',
),
"hyperopt_list_max_trades": Arg(
'--max-trades',
help='Select epochs with less than INT trades.',
type=check_int_positive,
metavar='INT',
),
"hyperopt_list_min_avg_time": Arg(
'--min-avg-time',
help='Select epochs on above average time.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_max_avg_time": Arg(
'--max-avg-time',
help='Select epochs on under average time.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_min_avg_profit": Arg(
'--min-avg-profit',
help='Select epochs on above average profit.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_max_avg_profit": Arg(
'--max-avg-profit',
help='Select epochs on below average profit.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_min_total_profit": Arg(
'--min-total-profit',
help='Select epochs on above total profit.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_max_total_profit": Arg(
'--max-total-profit',
help='Select epochs on below total profit.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_no_details": Arg( "hyperopt_list_no_details": Arg(
'--no-details', '--no-details',
help='Do not print best epoch details.', help='Do not print best epoch details.',

7
freqtrade/commands/data_commands.py
View File

@ -37,7 +37,12 @@ def start_download_data(args: Dict[str, Any]) -> None:
pairs_not_available: List[str] = [] pairs_not_available: List[str] = []
# Init exchange # Init exchange
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config) exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
# Manual validations of relevant settings
exchange.validate_pairs(config['pairs'])
for timeframe in config['timeframes']:
exchange.validate_timeframes(timeframe)
try: try:
if config.get('download_trades'): if config.get('download_trades'):

94
freqtrade/commands/hyperopt_commands.py Normal file → Executable file
View File

@ -19,13 +19,24 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE) config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
only_best = config.get('hyperopt_list_best', False)
only_profitable = config.get('hyperopt_list_profitable', False)
print_colorized = config.get('print_colorized', False) print_colorized = config.get('print_colorized', False)
print_json = config.get('print_json', False) print_json = config.get('print_json', False)
no_details = config.get('hyperopt_list_no_details', False) no_details = config.get('hyperopt_list_no_details', False)
no_header = False no_header = False
filteroptions = {
'only_best': config.get('hyperopt_list_best', False),
'only_profitable': config.get('hyperopt_list_profitable', False),
'filter_min_trades': config.get('hyperopt_list_min_trades', 0),
'filter_max_trades': config.get('hyperopt_list_max_trades', 0),
'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None)
}
trials_file = (config['user_data_dir'] / trials_file = (config['user_data_dir'] /
'hyperopt_results' / 'hyperopt_results.pickle') 'hyperopt_results' / 'hyperopt_results.pickle')
@ -33,7 +44,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
trials = Hyperopt.load_previous_results(trials_file) trials = Hyperopt.load_previous_results(trials_file)
total_epochs = len(trials) total_epochs = len(trials)
trials = _hyperopt_filter_trials(trials, only_best, only_profitable) trials = _hyperopt_filter_trials(trials, filteroptions)
# TODO: fetch the interval for epochs to print from the cli option # TODO: fetch the interval for epochs to print from the cli option
epoch_start, epoch_stop = 0, None epoch_start, epoch_stop = 0, None
@ -44,7 +55,8 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
try: try:
# Human-friendly indexes used here (starting from 1) # Human-friendly indexes used here (starting from 1)
for val in trials[epoch_start:epoch_stop]: for val in trials[epoch_start:epoch_stop]:
Hyperopt.print_results_explanation(val, total_epochs, not only_best, print_colorized) Hyperopt.print_results_explanation(val, total_epochs,
not filteroptions['only_best'], print_colorized)
except KeyboardInterrupt: except KeyboardInterrupt:
print('User interrupted..') print('User interrupted..')
@ -63,8 +75,18 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE) config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
only_best = config.get('hyperopt_list_best', False) filteroptions = {
only_profitable = config.get('hyperopt_list_profitable', False) 'only_best': config.get('hyperopt_list_best', False),
'only_profitable': config.get('hyperopt_list_profitable', False),
'filter_min_trades': config.get('hyperopt_list_min_trades', 0),
'filter_max_trades': config.get('hyperopt_list_max_trades', 0),
'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None)
}
no_header = config.get('hyperopt_show_no_header', False) no_header = config.get('hyperopt_show_no_header', False)
trials_file = (config['user_data_dir'] / trials_file = (config['user_data_dir'] /
@ -74,7 +96,7 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
trials = Hyperopt.load_previous_results(trials_file) trials = Hyperopt.load_previous_results(trials_file)
total_epochs = len(trials) total_epochs = len(trials)
trials = _hyperopt_filter_trials(trials, only_best, only_profitable) trials = _hyperopt_filter_trials(trials, filteroptions)
trials_epochs = len(trials) trials_epochs = len(trials)
n = config.get('hyperopt_show_index', -1) n = config.get('hyperopt_show_index', -1)
@ -97,18 +119,66 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
header_str="Epoch details") header_str="Epoch details")
def _hyperopt_filter_trials(trials: List, only_best: bool, only_profitable: bool) -> List: def _hyperopt_filter_trials(trials: List, filteroptions: dict) -> List:
""" """
Filter our items from the list of hyperopt results Filter our items from the list of hyperopt results
""" """
if only_best: if filteroptions['only_best']:
trials = [x for x in trials if x['is_best']] trials = [x for x in trials if x['is_best']]
if only_profitable: if filteroptions['only_profitable']:
trials = [x for x in trials if x['results_metrics']['profit'] > 0] trials = [x for x in trials if x['results_metrics']['profit'] > 0]
if filteroptions['filter_min_trades'] > 0:
trials = [
x for x in trials
if x['results_metrics']['trade_count'] > filteroptions['filter_min_trades']
]
if filteroptions['filter_max_trades'] > 0:
trials = [
x for x in trials
if x['results_metrics']['trade_count'] < filteroptions['filter_max_trades']
]
if filteroptions['filter_min_avg_time'] is not None:
trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
trials = [
x for x in trials
if x['results_metrics']['duration'] > filteroptions['filter_min_avg_time']
]
if filteroptions['filter_max_avg_time'] is not None:
trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
trials = [
x for x in trials
if x['results_metrics']['duration'] < filteroptions['filter_max_avg_time']
]
if filteroptions['filter_min_avg_profit'] is not None:
trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
trials = [
x for x in trials
if x['results_metrics']['avg_profit']
> filteroptions['filter_min_avg_profit']
]
if filteroptions['filter_max_avg_profit'] is not None:
trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
trials = [
x for x in trials
if x['results_metrics']['avg_profit']
< filteroptions['filter_max_avg_profit']
]
if filteroptions['filter_min_total_profit'] is not None:
trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
trials = [
x for x in trials
if x['results_metrics']['profit'] > filteroptions['filter_min_total_profit']
]
if filteroptions['filter_max_total_profit'] is not None:
trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
trials = [
x for x in trials
if x['results_metrics']['profit'] < filteroptions['filter_max_total_profit']
]
logger.info(f"{len(trials)} " + logger.info(f"{len(trials)} " +
("best " if only_best else "") + ("best " if filteroptions['only_best'] else "") +
("profitable " if only_profitable else "") + ("profitable " if filteroptions['only_profitable'] else "") +
"epochs found.") "epochs found.")
return trials return trials

24
freqtrade/configuration/configuration.py
View File

@ -310,6 +310,30 @@ class Configuration:
self._args_to_config(config, argname='hyperopt_list_profitable', self._args_to_config(config, argname='hyperopt_list_profitable',
logstring='Parameter --profitable detected: {}') logstring='Parameter --profitable detected: {}')
self._args_to_config(config, argname='hyperopt_list_min_trades',
logstring='Parameter --min-trades detected: {}')
self._args_to_config(config, argname='hyperopt_list_max_trades',
logstring='Parameter --max-trades detected: {}')
self._args_to_config(config, argname='hyperopt_list_min_avg_time',
logstring='Parameter --min-avg-time detected: {}')
self._args_to_config(config, argname='hyperopt_list_max_avg_time',
logstring='Parameter --max-avg-time detected: {}')
self._args_to_config(config, argname='hyperopt_list_min_avg_profit',
logstring='Parameter --min-avg-profit detected: {}')
self._args_to_config(config, argname='hyperopt_list_max_avg_profit',
logstring='Parameter --max-avg-profit detected: {}')
self._args_to_config(config, argname='hyperopt_list_min_total_profit',
logstring='Parameter --min-total-profit detected: {}')
self._args_to_config(config, argname='hyperopt_list_max_total_profit',
logstring='Parameter --max-total-profit detected: {}')
self._args_to_config(config, argname='hyperopt_list_no_details', self._args_to_config(config, argname='hyperopt_list_no_details',
logstring='Parameter --no-details detected: {}') logstring='Parameter --no-details detected: {}')

1
freqtrade/misc.py
View File

@ -139,5 +139,4 @@ def render_template(templatefile: str, arguments: dict = {}) -> str:
autoescape=select_autoescape(['html', 'xml']) autoescape=select_autoescape(['html', 'xml'])
) )
template = env.get_template(templatefile) template = env.get_template(templatefile)
return template.render(**arguments) return template.render(**arguments)

3
freqtrade/optimize/hyperopt_loss_sharpe_daily.py
View File

@ -39,7 +39,8 @@ class SharpeHyperOptLossDaily(IHyperOptLoss):
results['profit_percent'] - slippage_per_trade_ratio results['profit_percent'] - slippage_per_trade_ratio
# create the index within the min_date and end max_date # create the index within the min_date and end max_date
t_index = date_range(start=min_date, end=max_date, freq=resample_freq) t_index = date_range(start=min_date, end=max_date, freq=resample_freq,
normalize=True)
sum_daily = ( sum_daily = (
results.resample(resample_freq, on='close_time').agg( results.resample(resample_freq, on='close_time').agg(

58
freqtrade/templates/base_config.json.j2 Normal file
View File

@ -0,0 +1,58 @@
{
"max_open_trades": {{ max_open_trades }},
"stake_currency": "{{ stake_currency }}",
"stake_amount": {{ stake_amount }},
"tradable_balance_ratio": 0.99,
"fiat_display_currency": "{{ fiat_display_currency }}",
"ticker_interval": "{{ ticker_interval }}",
"dry_run": {{ dry_run | lower }},
"unfilledtimeout": {
"buy": 10,
"sell": 30
},
"bid_strategy": {
"ask_last_balance": 0.0,
"use_order_book": false,
"order_book_top": 1,
"check_depth_of_market": {
"enabled": false,
"bids_to_ask_delta": 1
}
},
"ask_strategy": {
"use_order_book": false,
"order_book_min": 1,
"order_book_max": 9,
"use_sell_signal": true,
"sell_profit_only": false,
"ignore_roi_if_buy_signal": false
},
{{ exchange | indent(4) }},
"pairlists": [
{"method": "StaticPairList"}
],
"edge": {
"enabled": false,
"process_throttle_secs": 3600,
"calculate_since_number_of_days": 7,
"allowed_risk": 0.01,
"stoploss_range_min": -0.01,
"stoploss_range_max": -0.1,
"stoploss_range_step": -0.01,
"minimum_winrate": 0.60,
"minimum_expectancy": 0.20,
"min_trade_number": 10,
"max_trade_duration_minute": 1440,
"remove_pumps": false
},
"telegram": {
"enabled": {{ telegram | lower }},
"token": "{{ telegram_token }}",
"chat_id": "{{ telegram_chat_id }}"
},
"initial_state": "running",
"forcebuy_enable": false,
"internals": {
"process_throttle_secs": 5
}
}

41
freqtrade/templates/subtemplates/exchange_binance.j2 Normal file
View File

@ -0,0 +1,41 @@
"exchange": {
"name": "{{ exchange_name | lower }}",
"key": "{{ exchange_key }}",
"secret": "{{ exchange_secret }}",
"ccxt_config": {"enableRateLimit": true},
"ccxt_async_config": {
"enableRateLimit": true,
"rateLimit": 200
},
"pair_whitelist": [
"ALGO/BTC",
"ATOM/BTC",
"BAT/BTC",
"BCH/BTC",
"BRD/BTC",
"EOS/BTC",
"ETH/BTC",
"IOTA/BTC",
"LINK/BTC",
"LTC/BTC",
"NEO/BTC",
"NXS/BTC",
"XMR/BTC",
"XRP/BTC",
"XTZ/BTC"
],
"pair_blacklist": [
"BNB/BTC",
"BNB/BUSD",
"BNB/ETH",
"BNB/EUR",
"BNB/NGN",
"BNB/PAX",
"BNB/RUB",
"BNB/TRY",
"BNB/TUSD",
"BNB/USDC",
"BNB/USDS",
"BNB/USDT",
]
}

24
freqtrade/templates/subtemplates/exchange_bittrex.j2 Normal file
View File

@ -0,0 +1,24 @@
"exchange": {
"name": "{{ exchange_name | lower }}",
"key": "{{ exchange_key }}",
"secret": "{{ exchange_secret }}",
"ccxt_config": {"enableRateLimit": true},
"ccxt_async_config": {
"enableRateLimit": true,
"rateLimit": 500
},
"pair_whitelist": [
"ETH/BTC",
"LTC/BTC",
"ETC/BTC",
"DASH/BTC",
"ZEC/BTC",
"XLM/BTC",
"XRP/BTC",
"TRX/BTC",
"ADA/BTC",
"XMR/BTC"
],
"pair_blacklist": [
]
}

15
freqtrade/templates/subtemplates/exchange_generic.j2 Normal file
View File

@ -0,0 +1,15 @@
"exchange": {
"name": "{{ exchange_name | lower }}",
"key": "{{ exchange_key }}",
"secret": "{{ exchange_secret }}",
"ccxt_config": {"enableRateLimit": true},
"ccxt_async_config": {
"enableRateLimit": true
},
"pair_whitelist": [
],
"pair_blacklist": [
]
}

36
freqtrade/templates/subtemplates/exchange_kraken.j2 Normal file
View File

@ -0,0 +1,36 @@
"download_trades": true,
"exchange": {
"name": "kraken",
"key": "{{ exchange_key }}",
"secret": "{{ exchange_secret }}",
"ccxt_config": {"enableRateLimit": true},
"ccxt_async_config": {
"enableRateLimit": true,
"rateLimit": 1000
},
"pair_whitelist": [
"ADA/EUR",
"ATOM/EUR",
"BAT/EUR",
"BCH/EUR",
"BTC/EUR",
"DAI/EUR",
"DASH/EUR",
"EOS/EUR",
"ETC/EUR",
"ETH/EUR",
"LINK/EUR",
"LTC/EUR",
"QTUM/EUR",
"REP/EUR",
"WAVES/EUR",
"XLM/EUR",
"XMR/EUR",
"XRP/EUR",
"XTZ/EUR",
"ZEC/EUR"
],
"pair_blacklist": [
]
}

7
requirements-common.txt
View File

@ -1,8 +1,8 @@
# requirements without requirements installable via conda # requirements without requirements installable via conda
# mainly used for Raspberry pi installs # mainly used for Raspberry pi installs
ccxt==1.22.30 ccxt==1.22.39
SQLAlchemy==1.3.13 SQLAlchemy==1.3.13
python-telegram-bot==12.3.0 python-telegram-bot==12.4.1
arrow==0.15.5 arrow==0.15.5
cachetools==4.0.0 cachetools==4.0.0
requests==2.22.0 requests==2.22.0
@ -28,3 +28,6 @@ flask==1.1.1
# Support for colorized terminal output # Support for colorized terminal output
colorama==0.4.3 colorama==0.4.3
# Building config files interactively
questionary==1.5.1
prompt-toolkit==3.0.3

2
requirements.txt
View File

@ -2,4 +2,4 @@
-r requirements-common.txt -r requirements-common.txt
numpy==1.18.1 numpy==1.18.1
pandas==1.0.0 pandas==1.0.1

2
setup.py
View File

@ -79,6 +79,8 @@ setup(name='freqtrade',
'sdnotify', 'sdnotify',
'colorama', 'colorama',
'jinja2', 'jinja2',
'questionary',
'prompt-toolkit',
# from requirements.txt # from requirements.txt
'numpy', 'numpy',
'pandas', 'pandas',

29
setup.sh
View File

@ -17,6 +17,14 @@ function check_installed_python() {
exit 2 exit 2
fi fi
which python3.8
if [ $? -eq 0 ]; then
echo "using Python 3.8"
PYTHON=python3.8
check_installed_pip
return
fi
which python3.7 which python3.7
if [ $? -eq 0 ]; then if [ $? -eq 0 ]; then
echo "using Python 3.7" echo "using Python 3.7"
@ -215,27 +223,8 @@ function config_generator() {
function config() { function config() {
echo "-------------------------" echo "-------------------------"
echo "Generating config file" echo "Please use 'freqtrade new-config -c config.json' to generate a new configuration file."
echo "-------------------------" echo "-------------------------"
if [ -f config.json ]
then
read -p "A config file already exist, do you want to override it [y/N]? "
if [[ $REPLY =~ ^[Yy]$ ]]
then
config_generator
else
echo "Configuration of config.json ignored."
fi
else
config_generator
fi
echo
echo "-------------------------"
echo "Config file generated"
echo "-------------------------"
echo "Edit ./config.json to modify Pair and other configurations."
echo
} }
function install() { function install() {

116
tests/commands/test_build_config.py Normal file
View File

@ -0,0 +1,116 @@
from pathlib import Path
from unittest.mock import MagicMock
import pytest
import rapidjson
from freqtrade.commands.build_config_commands import (ask_user_config,
ask_user_overwrite,
start_new_config,
validate_is_float,
validate_is_int)
from freqtrade.exceptions import OperationalException
from tests.conftest import get_args, log_has_re
def test_validate_is_float():
assert validate_is_float('2.0')
assert validate_is_float('2.1')
assert validate_is_float('0.1')
assert validate_is_float('-0.5')
assert not validate_is_float('-0.5e')
def test_validate_is_int():
assert validate_is_int('2')
assert validate_is_int('6')
assert validate_is_int('-1')
assert validate_is_int('500')
assert not validate_is_int('2.0')
assert not validate_is_int('2.1')
assert not validate_is_int('-2.1')
assert not validate_is_int('-ee')
@pytest.mark.parametrize('exchange', ['bittrex', 'binance', 'kraken', 'ftx'])
def test_start_new_config(mocker, caplog, exchange):
wt_mock = mocker.patch.object(Path, "write_text", MagicMock())
mocker.patch.object(Path, "exists", MagicMock(return_value=True))
unlink_mock = mocker.patch.object(Path, "unlink", MagicMock())
mocker.patch('freqtrade.commands.build_config_commands.ask_user_overwrite', return_value=True)
sample_selections = {
'max_open_trades': 3,
'stake_currency': 'USDT',
'stake_amount': 100,
'fiat_display_currency': 'EUR',
'ticker_interval': '15m',
'dry_run': True,
'exchange_name': exchange,
'exchange_key': 'sampleKey',
'exchange_secret': 'Samplesecret',
'telegram': False,
'telegram_token': 'asdf1244',
'telegram_chat_id': '1144444',
}
mocker.patch('freqtrade.commands.build_config_commands.ask_user_config',
return_value=sample_selections)
args = [
"new-config",
"--config",
"coolconfig.json"
]
start_new_config(get_args(args))
assert log_has_re("Writing config to .*", caplog)
assert wt_mock.call_count == 1
assert unlink_mock.call_count == 1
result = rapidjson.loads(wt_mock.call_args_list[0][0][0],
parse_mode=rapidjson.PM_COMMENTS | rapidjson.PM_TRAILING_COMMAS)
assert result['exchange']['name'] == exchange
assert result['ticker_interval'] == '15m'
def test_start_new_config_exists(mocker, caplog):
mocker.patch.object(Path, "exists", MagicMock(return_value=True))
mocker.patch('freqtrade.commands.build_config_commands.ask_user_overwrite', return_value=False)
args = [
"new-config",
"--config",
"coolconfig.json"
]
with pytest.raises(OperationalException, match=r"Configuration .* already exists\."):
start_new_config(get_args(args))
def test_ask_user_overwrite(mocker):
"""
Once https://github.com/tmbo/questionary/issues/35 is implemented, improve this test.
"""
prompt_mock = mocker.patch('freqtrade.commands.build_config_commands.prompt',
return_value={'overwrite': False})
assert not ask_user_overwrite(Path('test.json'))
assert prompt_mock.call_count == 1
prompt_mock.reset_mock()
prompt_mock = mocker.patch('freqtrade.commands.build_config_commands.prompt',
return_value={'overwrite': True})
assert ask_user_overwrite(Path('test.json'))
assert prompt_mock.call_count == 1
def test_ask_user_config(mocker):
"""
Once https://github.com/tmbo/questionary/issues/35 is implemented, improve this test.
"""
prompt_mock = mocker.patch('freqtrade.commands.build_config_commands.prompt',
return_value={'overwrite': False})
answers = ask_user_config()
assert isinstance(answers, dict)
assert prompt_mock.call_count == 1
prompt_mock = mocker.patch('freqtrade.commands.build_config_commands.prompt',
return_value={})
with pytest.raises(OperationalException, match=r"User interrupted interactive questions\."):
ask_user_config()

115
tests/commands/test_commands.py
View File

@ -778,6 +778,121 @@ def test_hyperopt_list(mocker, capsys, hyperopt_results):
assert all(x not in captured.out assert all(x not in captured.out
for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12", for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12", " 12/12"]) " 11/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--no-color",
"--min-trades", "20"
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 3/12", " 6/12", " 7/12", " 9/12", " 11/12"])
assert all(x not in captured.out
for x in [" 1/12", " 2/12", " 4/12", " 5/12", " 8/12", " 10/12", " 12/12"])
args = [
"hyperopt-list",
"--profitable",
"--no-details",
"--max-trades", "20"
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 2/12", " 10/12"])
assert all(x not in captured.out
for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12", " 12/12"])
args = [
"hyperopt-list",
"--profitable",
"--no-details",
"--min-avg-profit", "0.11"
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 2/12"])
assert all(x not in captured.out
for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 10/12", " 11/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--max-avg-profit", "0.10"
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 1/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12"])
assert all(x not in captured.out
for x in [" 2/12", " 4/12", " 10/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--min-total-profit", "0.4"
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 10/12"])
assert all(x not in captured.out
for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
" 9/12", " 11/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--max-total-profit", "0.4"
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12",
" 9/12", " 11/12"])
assert all(x not in captured.out
for x in [" 4/12", " 10/12", " 12/12"])
args = [
"hyperopt-list",
"--profitable",
"--no-details",
"--min-avg-time", "2000"
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 10/12"])
assert all(x not in captured.out
for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12",
" 8/12", " 9/12", " 11/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--max-avg-time", "1500"
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 2/12", " 6/12"])
assert all(x not in captured.out
for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 7/12", " 8/12"
" 9/12", " 10/12", " 11/12", " 12/12"])
def test_hyperopt_show(mocker, capsys, hyperopt_results): def test_hyperopt_show(mocker, capsys, hyperopt_results):

26
tests/data/test_history.py
View File

@ -24,7 +24,7 @@ from freqtrade.data.history import (_download_pair_history,
validate_backtest_data) validate_backtest_data)
from freqtrade.exchange import timeframe_to_minutes from freqtrade.exchange import timeframe_to_minutes
from freqtrade.misc import file_dump_json from freqtrade.misc import file_dump_json
from freqtrade.strategy.default_strategy import DefaultStrategy from freqtrade.resolvers import StrategyResolver
from tests.conftest import (get_patched_exchange, log_has, log_has_re, from tests.conftest import (get_patched_exchange, log_has, log_has_re,
patch_exchange) patch_exchange)
@ -370,7 +370,7 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
def test_init(default_conf, mocker) -> None: def test_init(default_conf, mocker) -> None:
assert {} == load_data( assert {} == load_data(
datadir='', datadir=Path(''),
pairs=[], pairs=[],
timeframe=default_conf['ticker_interval'] timeframe=default_conf['ticker_interval']
) )
@ -379,13 +379,13 @@ def test_init(default_conf, mocker) -> None:
def test_init_with_refresh(default_conf, mocker) -> None: def test_init_with_refresh(default_conf, mocker) -> None:
exchange = get_patched_exchange(mocker, default_conf) exchange = get_patched_exchange(mocker, default_conf)
refresh_data( refresh_data(
datadir='', datadir=Path(''),
pairs=[], pairs=[],
timeframe=default_conf['ticker_interval'], timeframe=default_conf['ticker_interval'],
exchange=exchange exchange=exchange
) )
assert {} == load_data( assert {} == load_data(
datadir='', datadir=Path(''),
pairs=[], pairs=[],
timeframe=default_conf['ticker_interval'] timeframe=default_conf['ticker_interval']
) )
@ -420,7 +420,7 @@ def test_trim_tickerlist(testdatadir) -> None:
# Test the pattern ^(\d{8})-$ # Test the pattern ^(\d{8})-$
# This pattern extracts elements from the date to now # This pattern extracts elements from the date to now
timerange = TimeRange('date', None, ticker_list[10][0] / 1000 - 1, None) timerange = TimeRange('date', None, ticker_list[10][0] / 1000 - 1, 0)
ticker = trim_tickerlist(ticker_list, timerange) ticker = trim_tickerlist(ticker_list, timerange)
ticker_len = len(ticker) ticker_len = len(ticker)
@ -430,14 +430,14 @@ def test_trim_tickerlist(testdatadir) -> None:
# Test a wrong pattern # Test a wrong pattern
# This pattern must return the list unchanged # This pattern must return the list unchanged
timerange = TimeRange(None, None, None, 5) timerange = TimeRange(None, None, 0, 5)
ticker = trim_tickerlist(ticker_list, timerange) ticker = trim_tickerlist(ticker_list, timerange)
ticker_len = len(ticker) ticker_len = len(ticker)
assert ticker_list_len == ticker_len assert ticker_list_len == ticker_len
# passing empty list # passing empty list
timerange = TimeRange(None, None, None, 5) timerange = TimeRange(None, None, 0, 5)
ticker = trim_tickerlist([], timerange) ticker = trim_tickerlist([], timerange)
assert 0 == len(ticker) assert 0 == len(ticker)
assert not ticker assert not ticker
@ -509,7 +509,9 @@ def test_file_dump_json_tofile(testdatadir) -> None:
def test_get_timerange(default_conf, mocker, testdatadir) -> None: def test_get_timerange(default_conf, mocker, testdatadir) -> None:
patch_exchange(mocker) patch_exchange(mocker)
strategy = DefaultStrategy(default_conf)
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
data = strategy.tickerdata_to_dataframe( data = strategy.tickerdata_to_dataframe(
load_data( load_data(
@ -525,7 +527,9 @@ def test_get_timerange(default_conf, mocker, testdatadir) -> None:
def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir) -> None: def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir) -> None:
patch_exchange(mocker) patch_exchange(mocker)
strategy = DefaultStrategy(default_conf)
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
data = strategy.tickerdata_to_dataframe( data = strategy.tickerdata_to_dataframe(
load_data( load_data(
@ -547,7 +551,9 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir)
def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> None: def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> None:
patch_exchange(mocker) patch_exchange(mocker)
strategy = DefaultStrategy(default_conf)
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
timerange = TimeRange('index', 'index', 200, 250) timerange = TimeRange('index', 'index', 200, 250)
data = strategy.tickerdata_to_dataframe( data = strategy.tickerdata_to_dataframe(

6
tests/optimize/__init__.py
View File

@ -1,4 +1,4 @@
from typing import Dict, List, NamedTuple from typing import Dict, List, NamedTuple, Optional
import arrow import arrow
from pandas import DataFrame from pandas import DataFrame
@ -23,14 +23,14 @@ class BTContainer(NamedTuple):
""" """
Minimal BacktestContainer defining Backtest inputs and results. Minimal BacktestContainer defining Backtest inputs and results.
""" """
data: List[float] data: List[List[float]]
stop_loss: float stop_loss: float
roi: Dict[str, float] roi: Dict[str, float]
trades: List[BTrade] trades: List[BTrade]
profit_perc: float profit_perc: float
trailing_stop: bool = False trailing_stop: bool = False
trailing_only_offset_is_reached: bool = False trailing_only_offset_is_reached: bool = False
trailing_stop_positive: float = None trailing_stop_positive: Optional[float] = None
trailing_stop_positive_offset: float = 0.0 trailing_stop_positive_offset: float = 0.0
use_sell_signal: bool = False use_sell_signal: bool = False

2
tests/optimize/test_backtest_detail.py
View File

@ -364,7 +364,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
default_conf["trailing_stop"] = data.trailing_stop default_conf["trailing_stop"] = data.trailing_stop
default_conf["trailing_only_offset_is_reached"] = data.trailing_only_offset_is_reached default_conf["trailing_only_offset_is_reached"] = data.trailing_only_offset_is_reached
# Only add this to configuration If it's necessary # Only add this to configuration If it's necessary
if data.trailing_stop_positive: if data.trailing_stop_positive is not None:
default_conf["trailing_stop_positive"] = data.trailing_stop_positive default_conf["trailing_stop_positive"] = data.trailing_stop_positive
default_conf["trailing_stop_positive_offset"] = data.trailing_stop_positive_offset default_conf["trailing_stop_positive_offset"] = data.trailing_stop_positive_offset
default_conf["ask_strategy"] = {"use_sell_signal": data.use_sell_signal} default_conf["ask_strategy"] = {"use_sell_signal": data.use_sell_signal}

10
tests/optimize/test_backtesting.py
View File

@ -20,8 +20,8 @@ from freqtrade.data.dataprovider import DataProvider
from freqtrade.data.history import get_timerange from freqtrade.data.history import get_timerange
from freqtrade.exceptions import DependencyException, OperationalException from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.optimize.backtesting import Backtesting from freqtrade.optimize.backtesting import Backtesting
from freqtrade.resolvers import StrategyResolver
from freqtrade.state import RunMode from freqtrade.state import RunMode
from freqtrade.strategy.default_strategy import DefaultStrategy
from freqtrade.strategy.interface import SellType from freqtrade.strategy.interface import SellType
from tests.conftest import (get_args, log_has, log_has_re, patch_exchange, from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
patched_configuration_load_config_file) patched_configuration_load_config_file)
@ -287,8 +287,8 @@ def test_start(mocker, fee, default_conf, caplog) -> None:
'--config', 'config.json', '--config', 'config.json',
'--strategy', 'DefaultStrategy', '--strategy', 'DefaultStrategy',
] ]
args = get_args(args) pargs = get_args(args)
start_backtesting(args) start_backtesting(pargs)
assert log_has('Starting freqtrade in Backtesting mode', caplog) assert log_has('Starting freqtrade in Backtesting mode', caplog)
assert start_mock.call_count == 1 assert start_mock.call_count == 1
@ -350,7 +350,9 @@ def test_tickerdata_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
assert len(data['UNITTEST/BTC']) == 102 assert len(data['UNITTEST/BTC']) == 102
# Load strategy to compare the result between Backtesting function and strategy are the same # Load strategy to compare the result between Backtesting function and strategy are the same
strategy = DefaultStrategy(default_conf) default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
data2 = strategy.tickerdata_to_dataframe(tickerlist) data2 = strategy.tickerdata_to_dataframe(tickerlist)
assert data['UNITTEST/BTC'].equals(data2['UNITTEST/BTC']) assert data['UNITTEST/BTC'].equals(data2['UNITTEST/BTC'])

4
tests/optimize/test_edge_cli.py
View File

@ -82,8 +82,8 @@ def test_start(mocker, fee, edge_conf, caplog) -> None:
'--config', 'config.json', '--config', 'config.json',
'--strategy', 'DefaultStrategy', '--strategy', 'DefaultStrategy',
] ]
args = get_args(args) pargs = get_args(args)
start_edge(args) start_edge(pargs)
assert log_has('Starting freqtrade in Edge mode', caplog) assert log_has('Starting freqtrade in Edge mode', caplog)
assert start_mock.call_count == 1 assert start_mock.call_count == 1

46
tests/optimize/test_hyperopt.py
View File

@ -2,6 +2,7 @@
import locale import locale
from datetime import datetime from datetime import datetime
from pathlib import Path from pathlib import Path
from typing import Dict, List
from unittest.mock import MagicMock, PropertyMock from unittest.mock import MagicMock, PropertyMock
import pandas as pd import pandas as pd
@ -9,7 +10,8 @@ import pytest
from arrow import Arrow from arrow import Arrow
from filelock import Timeout from filelock import Timeout
from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_hyperopt from freqtrade.commands.optimize_commands import (setup_optimize_configuration,
start_hyperopt)
from freqtrade.data.converter import parse_ticker_dataframe from freqtrade.data.converter import parse_ticker_dataframe
from freqtrade.data.history import load_tickerdata_file from freqtrade.data.history import load_tickerdata_file
from freqtrade.exceptions import OperationalException from freqtrade.exceptions import OperationalException
@ -54,7 +56,7 @@ def hyperopt_results():
# Functions for recurrent object patching # Functions for recurrent object patching
def create_trials(mocker, hyperopt, testdatadir) -> None: def create_trials(mocker, hyperopt, testdatadir) -> List[Dict]:
""" """
When creating trials, mock the hyperopt Trials so that *by default* When creating trials, mock the hyperopt Trials so that *by default*
- we don't create any pickle'd files in the filesystem - we don't create any pickle'd files in the filesystem
@ -228,10 +230,10 @@ def test_start_not_installed(mocker, default_conf, caplog, import_fails) -> None
'--hyperopt', 'DefaultHyperOpt', '--hyperopt', 'DefaultHyperOpt',
'--epochs', '5' '--epochs', '5'
] ]
args = get_args(args) pargs = get_args(args)
with pytest.raises(OperationalException, match=r"Please ensure that the hyperopt dependencies"): with pytest.raises(OperationalException, match=r"Please ensure that the hyperopt dependencies"):
start_hyperopt(args) start_hyperopt(pargs)
def test_start(mocker, default_conf, caplog) -> None: def test_start(mocker, default_conf, caplog) -> None:
@ -246,8 +248,8 @@ def test_start(mocker, default_conf, caplog) -> None:
'--hyperopt', 'DefaultHyperOpt', '--hyperopt', 'DefaultHyperOpt',
'--epochs', '5' '--epochs', '5'
] ]
args = get_args(args) pargs = get_args(args)
start_hyperopt(args) start_hyperopt(pargs)
assert log_has('Starting freqtrade in Hyperopt mode', caplog) assert log_has('Starting freqtrade in Hyperopt mode', caplog)
assert start_mock.call_count == 1 assert start_mock.call_count == 1
@ -269,9 +271,9 @@ def test_start_no_data(mocker, default_conf, caplog) -> None:
'--hyperopt', 'DefaultHyperOpt', '--hyperopt', 'DefaultHyperOpt',
'--epochs', '5' '--epochs', '5'
] ]
args = get_args(args) pargs = get_args(args)
with pytest.raises(OperationalException, match='No data found. Terminating.'): with pytest.raises(OperationalException, match='No data found. Terminating.'):
start_hyperopt(args) start_hyperopt(pargs)
def test_start_filelock(mocker, default_conf, caplog) -> None: def test_start_filelock(mocker, default_conf, caplog) -> None:
@ -286,16 +288,19 @@ def test_start_filelock(mocker, default_conf, caplog) -> None:
'--hyperopt', 'DefaultHyperOpt', '--hyperopt', 'DefaultHyperOpt',
'--epochs', '5' '--epochs', '5'
] ]
args = get_args(args) pargs = get_args(args)
start_hyperopt(args) start_hyperopt(pargs)
assert log_has("Another running instance of freqtrade Hyperopt detected.", caplog) assert log_has("Another running instance of freqtrade Hyperopt detected.", caplog)
def test_loss_calculation_prefer_correct_trade_count(default_conf, hyperopt_results) -> None: def test_loss_calculation_prefer_correct_trade_count(default_conf, hyperopt_results) -> None:
hl = HyperOptLossResolver.load_hyperoptloss(default_conf) hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
correct = hl.hyperopt_loss_function(hyperopt_results, 600) correct = hl.hyperopt_loss_function(hyperopt_results, 600,
over = hl.hyperopt_loss_function(hyperopt_results, 600 + 100) datetime(2019, 1, 1), datetime(2019, 5, 1))
under = hl.hyperopt_loss_function(hyperopt_results, 600 - 100) over = hl.hyperopt_loss_function(hyperopt_results, 600 + 100,
datetime(2019, 1, 1), datetime(2019, 5, 1))
under = hl.hyperopt_loss_function(hyperopt_results, 600 - 100,
datetime(2019, 1, 1), datetime(2019, 5, 1))
assert over > correct assert over > correct
assert under > correct assert under > correct
@ -305,8 +310,10 @@ def test_loss_calculation_prefer_shorter_trades(default_conf, hyperopt_results)
resultsb.loc[1, 'trade_duration'] = 20 resultsb.loc[1, 'trade_duration'] = 20
hl = HyperOptLossResolver.load_hyperoptloss(default_conf) hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
longer = hl.hyperopt_loss_function(hyperopt_results, 100) longer = hl.hyperopt_loss_function(hyperopt_results, 100,
shorter = hl.hyperopt_loss_function(resultsb, 100) datetime(2019, 1, 1), datetime(2019, 5, 1))
shorter = hl.hyperopt_loss_function(resultsb, 100,
datetime(2019, 1, 1), datetime(2019, 5, 1))
assert shorter < longer assert shorter < longer
@ -317,9 +324,12 @@ def test_loss_calculation_has_limited_profit(default_conf, hyperopt_results) ->
results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2 results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
hl = HyperOptLossResolver.load_hyperoptloss(default_conf) hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
correct = hl.hyperopt_loss_function(hyperopt_results, 600) correct = hl.hyperopt_loss_function(hyperopt_results, 600,
over = hl.hyperopt_loss_function(results_over, 600) datetime(2019, 1, 1), datetime(2019, 5, 1))
under = hl.hyperopt_loss_function(results_under, 600) over = hl.hyperopt_loss_function(results_over, 600,
datetime(2019, 1, 1), datetime(2019, 5, 1))
under = hl.hyperopt_loss_function(results_under, 600,
datetime(2019, 1, 1), datetime(2019, 5, 1))
assert over < correct assert over < correct
assert under > correct assert under > correct

18
tests/strategy/test_interface.py
View File

@ -10,8 +10,9 @@ from freqtrade.configuration import TimeRange
from freqtrade.data.converter import parse_ticker_dataframe from freqtrade.data.converter import parse_ticker_dataframe
from freqtrade.data.history import load_tickerdata_file from freqtrade.data.history import load_tickerdata_file
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
from tests.conftest import get_patched_exchange, log_has from freqtrade.resolvers import StrategyResolver
from freqtrade.strategy.default_strategy import DefaultStrategy from freqtrade.strategy.default_strategy import DefaultStrategy
from tests.conftest import get_patched_exchange, log_has
# Avoid to reinit the same object again and again # Avoid to reinit the same object again and again
_STRATEGY = DefaultStrategy(config={}) _STRATEGY = DefaultStrategy(config={})
@ -104,7 +105,8 @@ def test_get_signal_handles_exceptions(mocker, default_conf):
def test_tickerdata_to_dataframe(default_conf, testdatadir) -> None: def test_tickerdata_to_dataframe(default_conf, testdatadir) -> None:
strategy = DefaultStrategy(default_conf) default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
timerange = TimeRange.parse_timerange('1510694220-1510700340') timerange = TimeRange.parse_timerange('1510694220-1510700340')
tick = load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '1m', timerange=timerange) tick = load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '1m', timerange=timerange)
@ -120,7 +122,8 @@ def test_min_roi_reached(default_conf, fee) -> None:
min_roi_list = [{20: 0.05, 55: 0.01, 0: 0.1}, min_roi_list = [{20: 0.05, 55: 0.01, 0: 0.1},
{0: 0.1, 20: 0.05, 55: 0.01}] {0: 0.1, 20: 0.05, 55: 0.01}]
for roi in min_roi_list: for roi in min_roi_list:
strategy = DefaultStrategy(default_conf) default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
strategy.minimal_roi = roi strategy.minimal_roi = roi
trade = Trade( trade = Trade(
pair='ETH/BTC', pair='ETH/BTC',
@ -158,7 +161,8 @@ def test_min_roi_reached2(default_conf, fee) -> None:
}, },
] ]
for roi in min_roi_list: for roi in min_roi_list:
strategy = DefaultStrategy(default_conf) default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
strategy.minimal_roi = roi strategy.minimal_roi = roi
trade = Trade( trade = Trade(
pair='ETH/BTC', pair='ETH/BTC',
@ -192,7 +196,8 @@ def test_min_roi_reached3(default_conf, fee) -> None:
30: 0.05, 30: 0.05,
55: 0.30, 55: 0.30,
} }
strategy = DefaultStrategy(default_conf) default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
strategy.minimal_roi = min_roi strategy.minimal_roi = min_roi
trade = Trade( trade = Trade(
pair='ETH/BTC', pair='ETH/BTC',
@ -292,7 +297,8 @@ def test__analyze_ticker_internal_skip_analyze(ticker_history, mocker, caplog) -
def test_is_pair_locked(default_conf): def test_is_pair_locked(default_conf):
strategy = DefaultStrategy(default_conf) default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
# dict should be empty # dict should be empty
assert not strategy._pair_locked_until assert not strategy._pair_locked_until

14
tests/test_plotting.py
View File

@ -19,7 +19,7 @@ from freqtrade.plot.plotting import (add_indicators, add_profit,
generate_profit_graph, init_plotscript, generate_profit_graph, init_plotscript,
load_and_plot_trades, plot_profit, load_and_plot_trades, plot_profit,
plot_trades, store_plot_file) plot_trades, store_plot_file)
from freqtrade.strategy.default_strategy import DefaultStrategy from freqtrade.resolvers import StrategyResolver
from tests.conftest import get_args, log_has, log_has_re from tests.conftest import get_args, log_has, log_has_re
@ -70,9 +70,11 @@ def test_add_indicators(default_conf, testdatadir, caplog):
indicators1 = {"ema10": {}} indicators1 = {"ema10": {}}
indicators2 = {"macd": {"color": "red"}} indicators2 = {"macd": {"color": "red"}}
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
# Generate buy/sell signals and indicators # Generate buy/sell signals and indicators
strat = DefaultStrategy(default_conf) data = strategy.analyze_ticker(data, {'pair': pair})
data = strat.analyze_ticker(data, {'pair': pair})
fig = generate_empty_figure() fig = generate_empty_figure()
# Row 1 # Row 1
@ -181,9 +183,11 @@ def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir)
data = history.load_pair_history(pair=pair, timeframe='1m', data = history.load_pair_history(pair=pair, timeframe='1m',
datadir=testdatadir, timerange=timerange) datadir=testdatadir, timerange=timerange)
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
# Generate buy/sell signals and indicators # Generate buy/sell signals and indicators
strat = DefaultStrategy(default_conf) data = strategy.analyze_ticker(data, {'pair': pair})
data = strat.analyze_ticker(data, {'pair': pair})
indicators1 = [] indicators1 = []
indicators2 = [] indicators2 = []