Merge branch 'develop' into pr/hroff-1902/1927
This commit is contained in:
commit
4ef309bc6c
@ -11,7 +11,7 @@ Few pointers for contributions:
|
|||||||
- Create your PR against the `develop` branch, not `master`.
|
- Create your PR against the `develop` branch, not `master`.
|
||||||
- New features need to contain unit tests and must be PEP8 conformant (max-line-length = 100).
|
- New features need to contain unit tests and must be PEP8 conformant (max-line-length = 100).
|
||||||
|
|
||||||
If you are unsure, discuss the feature on our [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE)
|
If you are unsure, discuss the feature on our [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LWEyODBiNzkzNzcyNzU0MWYyYzE5NjIyOTQxMzBmMGUxOTIzM2YyN2Y4NWY1YTEwZDgwYTRmMzE2NmM5ZmY2MTg)
|
||||||
or in a [issue](https://github.com/freqtrade/freqtrade/issues) before a PR.
|
or in a [issue](https://github.com/freqtrade/freqtrade/issues) before a PR.
|
||||||
|
|
||||||
## Getting started
|
## Getting started
|
||||||
|
@ -141,7 +141,7 @@ Accounts having BNB accounts use this to pay for fees - if your first trade happ
|
|||||||
For any questions not covered by the documentation or for further
|
For any questions not covered by the documentation or for further
|
||||||
information about the bot, we encourage you to join our slack channel.
|
information about the bot, we encourage you to join our slack channel.
|
||||||
|
|
||||||
- [Click here to join Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE).
|
- [Click here to join Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LWEyODBiNzkzNzcyNzU0MWYyYzE5NjIyOTQxMzBmMGUxOTIzM2YyN2Y4NWY1YTEwZDgwYTRmMzE2NmM5ZmY2MTg).
|
||||||
|
|
||||||
### [Bugs / Issues](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue)
|
### [Bugs / Issues](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue)
|
||||||
|
|
||||||
@ -172,7 +172,7 @@ to understand the requirements before sending your pull-requests.
|
|||||||
Coding is not a neccessity to contribute - maybe start with improving our documentation?
|
Coding is not a neccessity to contribute - maybe start with improving our documentation?
|
||||||
Issues labeled [good first issue](https://github.com/freqtrade/freqtrade/labels/good%20first%20issue) can be good first contributions, and will help get you familiar with the codebase.
|
Issues labeled [good first issue](https://github.com/freqtrade/freqtrade/labels/good%20first%20issue) can be good first contributions, and will help get you familiar with the codebase.
|
||||||
|
|
||||||
**Note** before starting any major new feature work, *please open an issue describing what you are planning to do* or talk to us on [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE). This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it.
|
**Note** before starting any major new feature work, *please open an issue describing what you are planning to do* or talk to us on [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LWEyODBiNzkzNzcyNzU0MWYyYzE5NjIyOTQxMzBmMGUxOTIzM2YyN2Y4NWY1YTEwZDgwYTRmMzE2NmM5ZmY2MTg). This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it.
|
||||||
|
|
||||||
**Important:** Always create your PR against the `develop` branch, not `master`.
|
**Important:** Always create your PR against the `develop` branch, not `master`.
|
||||||
|
|
||||||
|
@ -123,11 +123,12 @@ python scripts/download_backtest_data.py --exchange binance
|
|||||||
|
|
||||||
This will download ticker data for all the currency pairs you defined in `pairs.json`.
|
This will download ticker data for all the currency pairs you defined in `pairs.json`.
|
||||||
|
|
||||||
- To use a different folder than the exchange specific default, use `--export user_data/data/some_directory`.
|
- To use a different folder than the exchange specific default, use `--datadir user_data/data/some_directory`.
|
||||||
- To change the exchange used to download the tickers, use `--exchange`. Default is `bittrex`.
|
- To change the exchange used to download the tickers, use `--exchange`. Default is `bittrex`.
|
||||||
- To use `pairs.json` from some other folder, use `--pairs-file some_other_dir/pairs.json`.
|
- To use `pairs.json` from some other folder, use `--pairs-file some_other_dir/pairs.json`.
|
||||||
- To download ticker data for only 10 days, use `--days 10`.
|
- To download ticker data for only 10 days, use `--days 10`.
|
||||||
- Use `--timeframes` to specify which tickers to download. Default is `--timeframes 1m 5m` which will download 1-minute and 5-minute tickers.
|
- Use `--timeframes` to specify which tickers to download. Default is `--timeframes 1m 5m` which will download 1-minute and 5-minute tickers.
|
||||||
|
- To use exchange, timeframe and list of pairs as defined in your configuration file, use the `-c/--config` option. With this, the script uses the whitelist defined in the config as the list of currency pairs to download data for and does not require the pairs.json file. You can combine `-c/--config` with other options.
|
||||||
|
|
||||||
For help about backtesting usage, please refer to [Backtesting commands](#backtesting-commands).
|
For help about backtesting usage, please refer to [Backtesting commands](#backtesting-commands).
|
||||||
|
|
||||||
|
@ -131,17 +131,11 @@ If it is not set in either Strategy or Configuration, a default of 1000% `{"0":
|
|||||||
|
|
||||||
### Understand stoploss
|
### Understand stoploss
|
||||||
|
|
||||||
The `stoploss` configuration parameter is loss in percentage that should trigger a sale.
|
Go to the [stoploss documentation](stoploss.md) for more details.
|
||||||
For example, value `-0.10` will cause immediate sell if the
|
|
||||||
profit dips below -10% for a given trade. This parameter is optional.
|
|
||||||
|
|
||||||
Most of the strategy files already include the optimal `stoploss`
|
|
||||||
value. This parameter is optional. If you use it in the configuration file, it will take over the
|
|
||||||
`stoploss` value from the strategy file.
|
|
||||||
|
|
||||||
### Understand trailing stoploss
|
### Understand trailing stoploss
|
||||||
|
|
||||||
Go to the [trailing stoploss Documentation](stoploss.md) for details on trailing stoploss.
|
Go to the [trailing stoploss Documentation](stoploss.md#trailing-stop-loss) for details on trailing stoploss.
|
||||||
|
|
||||||
### Understand initial_state
|
### Understand initial_state
|
||||||
|
|
||||||
|
@ -2,7 +2,7 @@
|
|||||||
|
|
||||||
This page is intended for developers of FreqTrade, people who want to contribute to the FreqTrade codebase or documentation, or people who want to understand the source code of the application they're running.
|
This page is intended for developers of FreqTrade, people who want to contribute to the FreqTrade codebase or documentation, or people who want to understand the source code of the application they're running.
|
||||||
|
|
||||||
All contributions, bug reports, bug fixes, documentation improvements, enhancements and ideas are welcome. We [track issues](https://github.com/freqtrade/freqtrade/issues) on [GitHub](https://github.com) and also have a dev channel in [slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE) where you can ask questions.
|
All contributions, bug reports, bug fixes, documentation improvements, enhancements and ideas are welcome. We [track issues](https://github.com/freqtrade/freqtrade/issues) on [GitHub](https://github.com) and also have a dev channel in [slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LWEyODBiNzkzNzcyNzU0MWYyYzE5NjIyOTQxMzBmMGUxOTIzM2YyN2Y4NWY1YTEwZDgwYTRmMzE2NmM5ZmY2MTg) where you can ask questions.
|
||||||
|
|
||||||
## Documentation
|
## Documentation
|
||||||
|
|
||||||
|
@ -64,7 +64,7 @@ To run this bot we recommend you a cloud instance with a minimum of:
|
|||||||
Help / Slack
|
Help / Slack
|
||||||
For any questions not covered by the documentation or for further information about the bot, we encourage you to join our Slack channel.
|
For any questions not covered by the documentation or for further information about the bot, we encourage you to join our Slack channel.
|
||||||
|
|
||||||
Click [here](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE) to join Slack channel.
|
Click [here](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LWEyODBiNzkzNzcyNzU0MWYyYzE5NjIyOTQxMzBmMGUxOTIzM2YyN2Y4NWY1YTEwZDgwYTRmMzE2NmM5ZmY2MTg) to join Slack channel.
|
||||||
|
|
||||||
## Ready to try?
|
## Ready to try?
|
||||||
|
|
||||||
|
@ -1,4 +1,13 @@
|
|||||||
# Stop Loss support
|
# Stop Loss
|
||||||
|
|
||||||
|
The `stoploss` configuration parameter is loss in percentage that should trigger a sale.
|
||||||
|
For example, value `-0.10` will cause immediate sell if the profit dips below -10% for a given trade. This parameter is optional.
|
||||||
|
|
||||||
|
Most of the strategy files already include the optimal `stoploss`
|
||||||
|
value. This parameter is optional. If you use it in the configuration file, it will take over the
|
||||||
|
`stoploss` value from the strategy file.
|
||||||
|
|
||||||
|
## Stop Loss support
|
||||||
|
|
||||||
At this stage the bot contains the following stoploss support modes:
|
At this stage the bot contains the following stoploss support modes:
|
||||||
|
|
||||||
@ -16,13 +25,12 @@ In case of stoploss on exchange there is another parameter called `stoploss_on_e
|
|||||||
!!! Note
|
!!! Note
|
||||||
Stoploss on exchange is only supported for Binance as of now.
|
Stoploss on exchange is only supported for Binance as of now.
|
||||||
|
|
||||||
|
|
||||||
## Static Stop Loss
|
## Static Stop Loss
|
||||||
|
|
||||||
This is very simple, basically you define a stop loss of x in your strategy file or alternative in the configuration, which
|
This is very simple, basically you define a stop loss of x in your strategy file or alternative in the configuration, which
|
||||||
will overwrite the strategy definition. This will basically try to sell your asset, the second the loss exceeds the defined loss.
|
will overwrite the strategy definition. This will basically try to sell your asset, the second the loss exceeds the defined loss.
|
||||||
|
|
||||||
## Trail Stop Loss
|
## Trailing Stop Loss
|
||||||
|
|
||||||
The initial value for this stop loss, is defined in your strategy or configuration. Just as you would define your Stop Loss normally.
|
The initial value for this stop loss, is defined in your strategy or configuration. Just as you would define your Stop Loss normally.
|
||||||
To enable this Feauture all you have to do is to define the configuration element:
|
To enable this Feauture all you have to do is to define the configuration element:
|
||||||
@ -63,3 +71,13 @@ The 0.01 would translate to a 1% stop loss, once you hit 1.1% profit.
|
|||||||
You should also make sure to have this value (`trailing_stop_positive_offset`) lower than your minimal ROI, otherwise minimal ROI will apply first and sell your trade.
|
You should also make sure to have this value (`trailing_stop_positive_offset`) lower than your minimal ROI, otherwise minimal ROI will apply first and sell your trade.
|
||||||
|
|
||||||
If `"trailing_only_offset_is_reached": true` then the trailing stoploss is only activated once the offset is reached. Until then, the stoploss remains at the configured`stoploss`.
|
If `"trailing_only_offset_is_reached": true` then the trailing stoploss is only activated once the offset is reached. Until then, the stoploss remains at the configured`stoploss`.
|
||||||
|
|
||||||
|
## Changing stoploss on open trades
|
||||||
|
|
||||||
|
A stoploss on an open trade can be changed by changing the value in the configuration or strategy and use the `/reload_conf` command (alternatively, completely stopping and restarting the bot also works).
|
||||||
|
|
||||||
|
The new stoploss value will be applied to open trades (and corresponding log-messages will be generated).
|
||||||
|
|
||||||
|
### Limitations
|
||||||
|
|
||||||
|
Stoploss values cannot be changed if `trailing_stop` is enabled and the stoploss has already been adjusted, or if [Edge](edge.md) is enabled (since Edge would recalculate stoploss based on the current market situation).
|
||||||
|
@ -218,9 +218,12 @@ stoploss = -0.10
|
|||||||
```
|
```
|
||||||
|
|
||||||
This would signify a stoploss of -10%.
|
This would signify a stoploss of -10%.
|
||||||
|
|
||||||
|
For the full documentation on stoploss features, look at the dedicated [stoploss page](stoploss.md).
|
||||||
|
|
||||||
If your exchange supports it, it's recommended to also set `"stoploss_on_exchange"` in the order dict, so your stoploss is on the exchange and cannot be missed for network-problems (or other problems).
|
If your exchange supports it, it's recommended to also set `"stoploss_on_exchange"` in the order dict, so your stoploss is on the exchange and cannot be missed for network-problems (or other problems).
|
||||||
|
|
||||||
For more information on order_types please look [here](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md#understand-order_types).
|
For more information on order_types please look [here](configuration.md#understand-order_types).
|
||||||
|
|
||||||
### Ticker interval
|
### Ticker interval
|
||||||
|
|
||||||
@ -407,7 +410,7 @@ To get additional Ideas for strategies, head over to our [strategy repository](h
|
|||||||
Feel free to use any of them as inspiration for your own strategies.
|
Feel free to use any of them as inspiration for your own strategies.
|
||||||
We're happy to accept Pull Requests containing new Strategies to that repo.
|
We're happy to accept Pull Requests containing new Strategies to that repo.
|
||||||
|
|
||||||
We also got a *strategy-sharing* channel in our [Slack community](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE) which is a great place to get and/or share ideas.
|
We also got a *strategy-sharing* channel in our [Slack community](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LWEyODBiNzkzNzcyNzU0MWYyYzE5NjIyOTQxMzBmMGUxOTIzM2YyN2Y4NWY1YTEwZDgwYTRmMzE2NmM5ZmY2MTg) which is a great place to get and/or share ideas.
|
||||||
|
|
||||||
## Next step
|
## Next step
|
||||||
|
|
||||||
|
@ -47,7 +47,7 @@ class Arguments(object):
|
|||||||
|
|
||||||
return self.parsed_arg
|
return self.parsed_arg
|
||||||
|
|
||||||
def parse_args(self) -> argparse.Namespace:
|
def parse_args(self, no_default_config: bool = False) -> argparse.Namespace:
|
||||||
"""
|
"""
|
||||||
Parses given arguments and returns an argparse Namespace instance.
|
Parses given arguments and returns an argparse Namespace instance.
|
||||||
"""
|
"""
|
||||||
@ -55,7 +55,7 @@ class Arguments(object):
|
|||||||
|
|
||||||
# Workaround issue in argparse with action='append' and default value
|
# Workaround issue in argparse with action='append' and default value
|
||||||
# (see https://bugs.python.org/issue16399)
|
# (see https://bugs.python.org/issue16399)
|
||||||
if parsed_arg.config is None:
|
if parsed_arg.config is None and not no_default_config:
|
||||||
parsed_arg.config = [constants.DEFAULT_CONFIG]
|
parsed_arg.config = [constants.DEFAULT_CONFIG]
|
||||||
|
|
||||||
return parsed_arg
|
return parsed_arg
|
||||||
@ -448,26 +448,24 @@ class Arguments(object):
|
|||||||
default=None
|
default=None
|
||||||
)
|
)
|
||||||
|
|
||||||
def testdata_dl_options(self) -> None:
|
def download_data_options(self) -> None:
|
||||||
"""
|
"""
|
||||||
Parses given arguments for testdata download
|
Parses given arguments for testdata download
|
||||||
"""
|
"""
|
||||||
self.parser.add_argument(
|
self.parser.add_argument(
|
||||||
'--pairs-file',
|
'-v', '--verbose',
|
||||||
help='File containing a list of pairs to download.',
|
help='Verbose mode (-vv for more, -vvv to get all messages).',
|
||||||
dest='pairs_file',
|
action='count',
|
||||||
default=None,
|
dest='loglevel',
|
||||||
metavar='PATH',
|
default=0,
|
||||||
)
|
)
|
||||||
|
|
||||||
self.parser.add_argument(
|
self.parser.add_argument(
|
||||||
'--export',
|
'--logfile',
|
||||||
help='Export files to given dir.',
|
help='Log to the file specified',
|
||||||
dest='export',
|
dest='logfile',
|
||||||
default=None,
|
type=str,
|
||||||
metavar='PATH',
|
metavar='FILE',
|
||||||
)
|
)
|
||||||
|
|
||||||
self.parser.add_argument(
|
self.parser.add_argument(
|
||||||
'-c', '--config',
|
'-c', '--config',
|
||||||
help='Specify configuration file (default: %(default)s). '
|
help='Specify configuration file (default: %(default)s). '
|
||||||
@ -477,35 +475,39 @@ class Arguments(object):
|
|||||||
type=str,
|
type=str,
|
||||||
metavar='PATH',
|
metavar='PATH',
|
||||||
)
|
)
|
||||||
|
self.parser.add_argument(
|
||||||
|
'-d', '--datadir',
|
||||||
|
help='Path to backtest data.',
|
||||||
|
dest='datadir',
|
||||||
|
metavar='PATH',
|
||||||
|
)
|
||||||
|
self.parser.add_argument(
|
||||||
|
'--pairs-file',
|
||||||
|
help='File containing a list of pairs to download.',
|
||||||
|
dest='pairs_file',
|
||||||
|
metavar='FILE',
|
||||||
|
)
|
||||||
self.parser.add_argument(
|
self.parser.add_argument(
|
||||||
'--days',
|
'--days',
|
||||||
help='Download data for given number of days.',
|
help='Download data for given number of days.',
|
||||||
dest='days',
|
dest='days',
|
||||||
type=int,
|
type=Arguments.check_int_positive,
|
||||||
metavar='INT',
|
metavar='INT',
|
||||||
default=None
|
|
||||||
)
|
)
|
||||||
|
|
||||||
self.parser.add_argument(
|
self.parser.add_argument(
|
||||||
'--exchange',
|
'--exchange',
|
||||||
help='Exchange name (default: %(default)s). Only valid if no config is provided.',
|
help='Exchange name (default: %(default)s). Only valid if no config is provided.',
|
||||||
dest='exchange',
|
dest='exchange',
|
||||||
type=str,
|
|
||||||
default='bittrex'
|
|
||||||
)
|
)
|
||||||
|
|
||||||
self.parser.add_argument(
|
self.parser.add_argument(
|
||||||
'-t', '--timeframes',
|
'-t', '--timeframes',
|
||||||
help='Specify which tickers to download. Space separated list. \
|
help='Specify which tickers to download. Space separated list. \
|
||||||
Default: %(default)s.',
|
Default: %(default)s.',
|
||||||
choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h',
|
choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h',
|
||||||
'6h', '8h', '12h', '1d', '3d', '1w'],
|
'6h', '8h', '12h', '1d', '3d', '1w'],
|
||||||
default=['1m', '5m'],
|
|
||||||
nargs='+',
|
nargs='+',
|
||||||
dest='timeframes',
|
dest='timeframes',
|
||||||
)
|
)
|
||||||
|
|
||||||
self.parser.add_argument(
|
self.parser.add_argument(
|
||||||
'--erase',
|
'--erase',
|
||||||
help='Clean all existing data for the selected exchange/pairs/timeframes.',
|
help='Clean all existing data for the selected exchange/pairs/timeframes.',
|
||||||
|
@ -13,7 +13,8 @@ from jsonschema import Draft4Validator, validators
|
|||||||
from jsonschema.exceptions import ValidationError, best_match
|
from jsonschema.exceptions import ValidationError, best_match
|
||||||
|
|
||||||
from freqtrade import OperationalException, constants
|
from freqtrade import OperationalException, constants
|
||||||
from freqtrade.exchange import is_exchange_supported, supported_exchanges
|
from freqtrade.exchange import (is_exchange_bad, is_exchange_available,
|
||||||
|
is_exchange_officially_supported, available_exchanges)
|
||||||
from freqtrade.misc import deep_merge_dicts
|
from freqtrade.misc import deep_merge_dicts
|
||||||
from freqtrade.state import RunMode
|
from freqtrade.state import RunMode
|
||||||
|
|
||||||
@ -122,12 +123,11 @@ class Configuration(object):
|
|||||||
|
|
||||||
return conf
|
return conf
|
||||||
|
|
||||||
def _load_common_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
|
def _load_logging_config(self, config: Dict[str, Any]) -> None:
|
||||||
"""
|
"""
|
||||||
Extract information for sys.argv and load common configuration
|
Extract information for sys.argv and load logging configuration:
|
||||||
:return: configuration as dictionary
|
the --loglevel, --logfile options
|
||||||
"""
|
"""
|
||||||
|
|
||||||
# Log level
|
# Log level
|
||||||
if 'loglevel' in self.args and self.args.loglevel:
|
if 'loglevel' in self.args and self.args.loglevel:
|
||||||
config.update({'verbosity': self.args.loglevel})
|
config.update({'verbosity': self.args.loglevel})
|
||||||
@ -153,6 +153,13 @@ class Configuration(object):
|
|||||||
set_loggers(config['verbosity'])
|
set_loggers(config['verbosity'])
|
||||||
logger.info('Verbosity set to %s', config['verbosity'])
|
logger.info('Verbosity set to %s', config['verbosity'])
|
||||||
|
|
||||||
|
def _load_common_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
|
||||||
|
"""
|
||||||
|
Extract information for sys.argv and load common configuration
|
||||||
|
:return: configuration as dictionary
|
||||||
|
"""
|
||||||
|
self._load_logging_config(config)
|
||||||
|
|
||||||
# Support for sd_notify
|
# Support for sd_notify
|
||||||
if self.args.sd_notify:
|
if self.args.sd_notify:
|
||||||
config['internals'].update({'sd_notify': True})
|
config['internals'].update({'sd_notify': True})
|
||||||
@ -228,6 +235,17 @@ class Configuration(object):
|
|||||||
else:
|
else:
|
||||||
logger.info(logstring.format(config[argname]))
|
logger.info(logstring.format(config[argname]))
|
||||||
|
|
||||||
|
def _load_datadir_config(self, config: Dict[str, Any]) -> None:
|
||||||
|
"""
|
||||||
|
Extract information for sys.argv and load datadir configuration:
|
||||||
|
the --datadir option
|
||||||
|
"""
|
||||||
|
if 'datadir' in self.args and self.args.datadir:
|
||||||
|
config.update({'datadir': self._create_datadir(config, self.args.datadir)})
|
||||||
|
else:
|
||||||
|
config.update({'datadir': self._create_datadir(config, None)})
|
||||||
|
logger.info('Using data folder: %s ...', config.get('datadir'))
|
||||||
|
|
||||||
def _load_optimize_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
|
def _load_optimize_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
|
||||||
"""
|
"""
|
||||||
Extract information for sys.argv and load Optimize configuration
|
Extract information for sys.argv and load Optimize configuration
|
||||||
@ -263,11 +281,7 @@ class Configuration(object):
|
|||||||
self._args_to_config(config, argname='timerange',
|
self._args_to_config(config, argname='timerange',
|
||||||
logstring='Parameter --timerange detected: {} ...')
|
logstring='Parameter --timerange detected: {} ...')
|
||||||
|
|
||||||
if 'datadir' in self.args and self.args.datadir:
|
self._load_datadir_config(config)
|
||||||
config.update({'datadir': self._create_datadir(config, self.args.datadir)})
|
|
||||||
else:
|
|
||||||
config.update({'datadir': self._create_datadir(config, None)})
|
|
||||||
logger.info('Using data folder: %s ...', config.get('datadir'))
|
|
||||||
|
|
||||||
self._args_to_config(config, argname='refresh_pairs',
|
self._args_to_config(config, argname='refresh_pairs',
|
||||||
logstring='Parameter -r/--refresh-pairs-cached detected ...')
|
logstring='Parameter -r/--refresh-pairs-cached detected ...')
|
||||||
@ -375,22 +389,40 @@ class Configuration(object):
|
|||||||
|
|
||||||
return self.config
|
return self.config
|
||||||
|
|
||||||
def check_exchange(self, config: Dict[str, Any]) -> bool:
|
def check_exchange(self, config: Dict[str, Any], check_for_bad: bool = True) -> bool:
|
||||||
"""
|
"""
|
||||||
Check if the exchange name in the config file is supported by Freqtrade
|
Check if the exchange name in the config file is supported by Freqtrade
|
||||||
:return: True or raised an exception if the exchange if not supported
|
:param check_for_bad: if True, check the exchange against the list of known 'bad'
|
||||||
|
exchanges
|
||||||
|
:return: False if exchange is 'bad', i.e. is known to work with the bot with
|
||||||
|
critical issues or does not work at all, crashes, etc. True otherwise.
|
||||||
|
raises an exception if the exchange if not supported by ccxt
|
||||||
|
and thus is not known for the Freqtrade at all.
|
||||||
"""
|
"""
|
||||||
|
logger.info("Checking exchange...")
|
||||||
|
|
||||||
exchange = config.get('exchange', {}).get('name').lower()
|
exchange = config.get('exchange', {}).get('name').lower()
|
||||||
if not is_exchange_supported(exchange):
|
if not is_exchange_available(exchange):
|
||||||
|
|
||||||
exception_msg = f'Exchange "{exchange}" not supported.\n' \
|
|
||||||
f'The following exchanges are supported: ' \
|
|
||||||
f'{", ".join(supported_exchanges())}'
|
|
||||||
|
|
||||||
logger.critical(exception_msg)
|
|
||||||
raise OperationalException(
|
raise OperationalException(
|
||||||
exception_msg
|
f'Exchange "{exchange}" is not supported by ccxt '
|
||||||
|
f'and therefore not available for the bot.\n'
|
||||||
|
f'The following exchanges are supported by ccxt: '
|
||||||
|
f'{", ".join(available_exchanges())}'
|
||||||
)
|
)
|
||||||
|
|
||||||
logger.debug('Exchange "%s" supported', exchange)
|
if check_for_bad and is_exchange_bad(exchange):
|
||||||
|
logger.warning(f'Exchange "{exchange}" is known to not work with the bot yet. '
|
||||||
|
f'Use it only for development and testing purposes.')
|
||||||
|
return False
|
||||||
|
|
||||||
|
if is_exchange_officially_supported(exchange):
|
||||||
|
logger.info(f'Exchange "{exchange}" is officially supported '
|
||||||
|
f'by the Freqtrade development team.')
|
||||||
|
else:
|
||||||
|
logger.warning(f'Exchange "{exchange}" is supported by ccxt '
|
||||||
|
f'and therefore available for the bot but not officially supported '
|
||||||
|
f'by the Freqtrade development team. '
|
||||||
|
f'It may work flawlessly (please report back) or have serious issues. '
|
||||||
|
f'Use it at your own discretion.')
|
||||||
|
|
||||||
return True
|
return True
|
||||||
|
@ -1,6 +1,8 @@
|
|||||||
from freqtrade.exchange.exchange import Exchange # noqa: F401
|
from freqtrade.exchange.exchange import Exchange # noqa: F401
|
||||||
from freqtrade.exchange.exchange import (is_exchange_supported, # noqa: F401
|
from freqtrade.exchange.exchange import (is_exchange_bad, # noqa: F401
|
||||||
supported_exchanges)
|
is_exchange_available,
|
||||||
|
is_exchange_officially_supported,
|
||||||
|
available_exchanges)
|
||||||
from freqtrade.exchange.exchange import (timeframe_to_seconds, # noqa: F401
|
from freqtrade.exchange.exchange import (timeframe_to_seconds, # noqa: F401
|
||||||
timeframe_to_minutes,
|
timeframe_to_minutes,
|
||||||
timeframe_to_msecs)
|
timeframe_to_msecs)
|
||||||
|
@ -156,8 +156,8 @@ class Exchange(object):
|
|||||||
# Find matching class for the given exchange name
|
# Find matching class for the given exchange name
|
||||||
name = exchange_config['name']
|
name = exchange_config['name']
|
||||||
|
|
||||||
if not is_exchange_supported(name, ccxt_module):
|
if not is_exchange_available(name, ccxt_module):
|
||||||
raise OperationalException(f'Exchange {name} is not supported')
|
raise OperationalException(f'Exchange {name} is not supported by ccxt')
|
||||||
|
|
||||||
ex_config = {
|
ex_config = {
|
||||||
'apiKey': exchange_config.get('key'),
|
'apiKey': exchange_config.get('key'),
|
||||||
@ -722,11 +722,19 @@ class Exchange(object):
|
|||||||
raise OperationalException(e)
|
raise OperationalException(e)
|
||||||
|
|
||||||
|
|
||||||
def is_exchange_supported(exchange: str, ccxt_module=None) -> bool:
|
def is_exchange_bad(exchange: str) -> bool:
|
||||||
return exchange in supported_exchanges(ccxt_module)
|
return exchange in ['bitmex']
|
||||||
|
|
||||||
|
|
||||||
def supported_exchanges(ccxt_module=None) -> List[str]:
|
def is_exchange_available(exchange: str, ccxt_module=None) -> bool:
|
||||||
|
return exchange in available_exchanges(ccxt_module)
|
||||||
|
|
||||||
|
|
||||||
|
def is_exchange_officially_supported(exchange: str) -> bool:
|
||||||
|
return exchange in ['bittrex', 'binance']
|
||||||
|
|
||||||
|
|
||||||
|
def available_exchanges(ccxt_module=None) -> List[str]:
|
||||||
return ccxt_module.exchanges if ccxt_module is not None else ccxt.exchanges
|
return ccxt_module.exchanges if ccxt_module is not None else ccxt.exchanges
|
||||||
|
|
||||||
|
|
||||||
|
@ -90,6 +90,16 @@ class FreqtradeBot(object):
|
|||||||
self.rpc.cleanup()
|
self.rpc.cleanup()
|
||||||
persistence.cleanup()
|
persistence.cleanup()
|
||||||
|
|
||||||
|
def startup(self) -> None:
|
||||||
|
"""
|
||||||
|
Called on startup and after reloading the bot - triggers notifications and
|
||||||
|
performs startup tasks
|
||||||
|
"""
|
||||||
|
self.rpc.startup_messages(self.config, self.pairlists)
|
||||||
|
if not self.edge:
|
||||||
|
# Adjust stoploss if it was changed
|
||||||
|
Trade.stoploss_reinitialization(self.strategy.stoploss)
|
||||||
|
|
||||||
def process(self) -> bool:
|
def process(self) -> bool:
|
||||||
"""
|
"""
|
||||||
Queries the persistence layer for open trades and handles them,
|
Queries the persistence layer for open trades and handles them,
|
||||||
|
@ -232,10 +232,9 @@ class Backtesting(object):
|
|||||||
|
|
||||||
def _get_sell_trade_entry(
|
def _get_sell_trade_entry(
|
||||||
self, pair: str, buy_row: DataFrame,
|
self, pair: str, buy_row: DataFrame,
|
||||||
partial_ticker: List, trade_count_lock: Dict, args: Dict) -> Optional[BacktestResult]:
|
partial_ticker: List, trade_count_lock: Dict,
|
||||||
|
stake_amount: float, max_open_trades: int) -> Optional[BacktestResult]:
|
||||||
|
|
||||||
stake_amount = args['stake_amount']
|
|
||||||
max_open_trades = args.get('max_open_trades', 0)
|
|
||||||
trade = Trade(
|
trade = Trade(
|
||||||
open_rate=buy_row.open,
|
open_rate=buy_row.open,
|
||||||
open_date=buy_row.date,
|
open_date=buy_row.date,
|
||||||
@ -251,8 +250,7 @@ class Backtesting(object):
|
|||||||
# Increase trade_count_lock for every iteration
|
# Increase trade_count_lock for every iteration
|
||||||
trade_count_lock[sell_row.date] = trade_count_lock.get(sell_row.date, 0) + 1
|
trade_count_lock[sell_row.date] = trade_count_lock.get(sell_row.date, 0) + 1
|
||||||
|
|
||||||
buy_signal = sell_row.buy
|
sell = self.strategy.should_sell(trade, sell_row.open, sell_row.date, sell_row.buy,
|
||||||
sell = self.strategy.should_sell(trade, sell_row.open, sell_row.date, buy_signal,
|
|
||||||
sell_row.sell, low=sell_row.low, high=sell_row.high)
|
sell_row.sell, low=sell_row.low, high=sell_row.high)
|
||||||
if sell.sell_flag:
|
if sell.sell_flag:
|
||||||
|
|
||||||
@ -325,6 +323,7 @@ class Backtesting(object):
|
|||||||
:return: DataFrame
|
:return: DataFrame
|
||||||
"""
|
"""
|
||||||
processed = args['processed']
|
processed = args['processed']
|
||||||
|
stake_amount = args['stake_amount']
|
||||||
max_open_trades = args.get('max_open_trades', 0)
|
max_open_trades = args.get('max_open_trades', 0)
|
||||||
position_stacking = args.get('position_stacking', False)
|
position_stacking = args.get('position_stacking', False)
|
||||||
start_date = args['start_date']
|
start_date = args['start_date']
|
||||||
@ -375,7 +374,8 @@ class Backtesting(object):
|
|||||||
trade_count_lock[row.date] = trade_count_lock.get(row.date, 0) + 1
|
trade_count_lock[row.date] = trade_count_lock.get(row.date, 0) + 1
|
||||||
|
|
||||||
trade_entry = self._get_sell_trade_entry(pair, row, ticker[pair][indexes[pair]:],
|
trade_entry = self._get_sell_trade_entry(pair, row, ticker[pair][indexes[pair]:],
|
||||||
trade_count_lock, args)
|
trade_count_lock, stake_amount,
|
||||||
|
max_open_trades)
|
||||||
|
|
||||||
if trade_entry:
|
if trade_entry:
|
||||||
lock_pair_until[pair] = trade_entry.close_time
|
lock_pair_until[pair] = trade_entry.close_time
|
||||||
|
@ -6,6 +6,7 @@ This module contains the edge backtesting interface
|
|||||||
import logging
|
import logging
|
||||||
from typing import Dict, Any
|
from typing import Dict, Any
|
||||||
from tabulate import tabulate
|
from tabulate import tabulate
|
||||||
|
from freqtrade import constants
|
||||||
from freqtrade.edge import Edge
|
from freqtrade.edge import Edge
|
||||||
|
|
||||||
from freqtrade.arguments import Arguments
|
from freqtrade.arguments import Arguments
|
||||||
@ -32,6 +33,7 @@ class EdgeCli(object):
|
|||||||
self.config['exchange']['secret'] = ''
|
self.config['exchange']['secret'] = ''
|
||||||
self.config['exchange']['password'] = ''
|
self.config['exchange']['password'] = ''
|
||||||
self.config['exchange']['uid'] = ''
|
self.config['exchange']['uid'] = ''
|
||||||
|
self.config['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
|
||||||
self.config['dry_run'] = True
|
self.config['dry_run'] = True
|
||||||
self.exchange = Exchange(self.config)
|
self.exchange = Exchange(self.config)
|
||||||
self.strategy = StrategyResolver(self.config).strategy
|
self.strategy = StrategyResolver(self.config).strategy
|
||||||
|
@ -422,3 +422,22 @@ class Trade(_DECL_BASE):
|
|||||||
Query trades from persistence layer
|
Query trades from persistence layer
|
||||||
"""
|
"""
|
||||||
return Trade.query.filter(Trade.is_open.is_(True)).all()
|
return Trade.query.filter(Trade.is_open.is_(True)).all()
|
||||||
|
|
||||||
|
@staticmethod
|
||||||
|
def stoploss_reinitialization(desired_stoploss):
|
||||||
|
"""
|
||||||
|
Adjust initial Stoploss to desired stoploss for all open trades.
|
||||||
|
"""
|
||||||
|
for trade in Trade.get_open_trades():
|
||||||
|
logger.info("Found open trade: %s", trade)
|
||||||
|
|
||||||
|
# skip case if trailing-stop changed the stoploss already.
|
||||||
|
if (trade.stop_loss == trade.initial_stop_loss
|
||||||
|
and trade.initial_stop_loss_pct != desired_stoploss):
|
||||||
|
# Stoploss value got changed
|
||||||
|
|
||||||
|
logger.info(f"Stoploss for {trade} needs adjustment.")
|
||||||
|
# Force reset of stoploss
|
||||||
|
trade.stop_loss = None
|
||||||
|
trade.adjust_stop_loss(trade.open_rate, desired_stoploss)
|
||||||
|
logger.info(f"new stoploss: {trade.stop_loss}, ")
|
||||||
|
@ -308,14 +308,16 @@ class IStrategy(ABC):
|
|||||||
|
|
||||||
if trailing_stop:
|
if trailing_stop:
|
||||||
# trailing stoploss handling
|
# trailing stoploss handling
|
||||||
|
|
||||||
sl_offset = self.config.get('trailing_stop_positive_offset') or 0.0
|
sl_offset = self.config.get('trailing_stop_positive_offset') or 0.0
|
||||||
tsl_only_offset = self.config.get('trailing_only_offset_is_reached', False)
|
tsl_only_offset = self.config.get('trailing_only_offset_is_reached', False)
|
||||||
|
|
||||||
|
# Make sure current_profit is calculated using high for backtesting.
|
||||||
|
high_profit = current_profit if not high else trade.calc_profit_percent(high)
|
||||||
|
|
||||||
# Don't update stoploss if trailing_only_offset_is_reached is true.
|
# Don't update stoploss if trailing_only_offset_is_reached is true.
|
||||||
if not (tsl_only_offset and current_profit < sl_offset):
|
if not (tsl_only_offset and high_profit < sl_offset):
|
||||||
# Specific handling for trailing_stop_positive
|
# Specific handling for trailing_stop_positive
|
||||||
if 'trailing_stop_positive' in self.config and current_profit > sl_offset:
|
if 'trailing_stop_positive' in self.config and high_profit > sl_offset:
|
||||||
# Ignore mypy error check in configuration that this is a float
|
# Ignore mypy error check in configuration that this is a float
|
||||||
stop_loss_value = self.config.get('trailing_stop_positive') # type: ignore
|
stop_loss_value = self.config.get('trailing_stop_positive') # type: ignore
|
||||||
logger.debug(f"using positive stop loss: {stop_loss_value} "
|
logger.debug(f"using positive stop loss: {stop_loss_value} "
|
||||||
@ -378,6 +380,7 @@ class IStrategy(ABC):
|
|||||||
:param metadata: Additional information, like the currently traded pair
|
:param metadata: Additional information, like the currently traded pair
|
||||||
:return: a Dataframe with all mandatory indicators for the strategies
|
:return: a Dataframe with all mandatory indicators for the strategies
|
||||||
"""
|
"""
|
||||||
|
logger.debug(f"Populating indicators for pair {metadata.get('pair')}.")
|
||||||
if self._populate_fun_len == 2:
|
if self._populate_fun_len == 2:
|
||||||
warnings.warn("deprecated - check out the Sample strategy to see "
|
warnings.warn("deprecated - check out the Sample strategy to see "
|
||||||
"the current function headers!", DeprecationWarning)
|
"the current function headers!", DeprecationWarning)
|
||||||
@ -393,6 +396,7 @@ class IStrategy(ABC):
|
|||||||
:param pair: Additional information, like the currently traded pair
|
:param pair: Additional information, like the currently traded pair
|
||||||
:return: DataFrame with buy column
|
:return: DataFrame with buy column
|
||||||
"""
|
"""
|
||||||
|
logger.debug(f"Populating buy signals for pair {metadata.get('pair')}.")
|
||||||
if self._buy_fun_len == 2:
|
if self._buy_fun_len == 2:
|
||||||
warnings.warn("deprecated - check out the Sample strategy to see "
|
warnings.warn("deprecated - check out the Sample strategy to see "
|
||||||
"the current function headers!", DeprecationWarning)
|
"the current function headers!", DeprecationWarning)
|
||||||
@ -408,6 +412,7 @@ class IStrategy(ABC):
|
|||||||
:param pair: Additional information, like the currently traded pair
|
:param pair: Additional information, like the currently traded pair
|
||||||
:return: DataFrame with sell column
|
:return: DataFrame with sell column
|
||||||
"""
|
"""
|
||||||
|
logger.debug(f"Populating sell signals for pair {metadata.get('pair')}.")
|
||||||
if self._sell_fun_len == 2:
|
if self._sell_fun_len == 2:
|
||||||
warnings.warn("deprecated - check out the Sample strategy to see "
|
warnings.warn("deprecated - check out the Sample strategy to see "
|
||||||
"the current function headers!", DeprecationWarning)
|
"the current function headers!", DeprecationWarning)
|
||||||
|
@ -2,6 +2,7 @@
|
|||||||
import json
|
import json
|
||||||
import logging
|
import logging
|
||||||
import re
|
import re
|
||||||
|
from copy import deepcopy
|
||||||
from datetime import datetime
|
from datetime import datetime
|
||||||
from functools import reduce
|
from functools import reduce
|
||||||
from typing import List
|
from typing import List
|
||||||
@ -958,9 +959,10 @@ def buy_order_fee():
|
|||||||
|
|
||||||
@pytest.fixture(scope="function")
|
@pytest.fixture(scope="function")
|
||||||
def edge_conf(default_conf):
|
def edge_conf(default_conf):
|
||||||
default_conf['max_open_trades'] = -1
|
conf = deepcopy(default_conf)
|
||||||
default_conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
|
conf['max_open_trades'] = -1
|
||||||
default_conf['edge'] = {
|
conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
|
||||||
|
conf['edge'] = {
|
||||||
"enabled": True,
|
"enabled": True,
|
||||||
"process_throttle_secs": 1800,
|
"process_throttle_secs": 1800,
|
||||||
"calculate_since_number_of_days": 14,
|
"calculate_since_number_of_days": 14,
|
||||||
@ -976,7 +978,7 @@ def edge_conf(default_conf):
|
|||||||
"remove_pumps": False
|
"remove_pumps": False
|
||||||
}
|
}
|
||||||
|
|
||||||
return default_conf
|
return conf
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
@pytest.fixture
|
||||||
|
@ -29,6 +29,10 @@ class BTContainer(NamedTuple):
|
|||||||
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_stop_positive: float = None
|
||||||
|
trailing_stop_positive_offset: float = 0.0
|
||||||
|
use_sell_signal: bool = False
|
||||||
|
|
||||||
|
|
||||||
def _get_frame_time_from_offset(offset):
|
def _get_frame_time_from_offset(offset):
|
||||||
|
@ -14,6 +14,21 @@ from freqtrade.tests.optimize import (BTContainer, BTrade,
|
|||||||
_get_frame_time_from_offset,
|
_get_frame_time_from_offset,
|
||||||
tests_ticker_interval)
|
tests_ticker_interval)
|
||||||
|
|
||||||
|
# Test 0 Sell signal sell
|
||||||
|
# Test with Stop-loss at 1%
|
||||||
|
# TC0: Sell signal in candle 3
|
||||||
|
tc0 = BTContainer(data=[
|
||||||
|
# D O H L C V B S
|
||||||
|
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
|
||||||
|
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
|
||||||
|
[2, 4987, 5012, 4986, 4600, 6172, 0, 0], # exit with stoploss hit
|
||||||
|
[3, 5010, 5000, 4980, 5010, 6172, 0, 1],
|
||||||
|
[4, 5010, 4987, 4977, 4995, 6172, 0, 0],
|
||||||
|
[5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
|
||||||
|
stop_loss=-0.01, roi=1, profit_perc=0.002, use_sell_signal=True,
|
||||||
|
trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
|
||||||
|
)
|
||||||
|
|
||||||
# Test 1 Minus 8% Close
|
# Test 1 Minus 8% Close
|
||||||
# Test with Stop-loss at 1%
|
# Test with Stop-loss at 1%
|
||||||
# TC1: Stop-Loss Triggered 1% loss
|
# TC1: Stop-Loss Triggered 1% loss
|
||||||
@ -146,7 +161,7 @@ tc8 = BTContainer(data=[
|
|||||||
# Test 9 - trailing_stop should raise - high and low in same candle.
|
# Test 9 - trailing_stop should raise - high and low in same candle.
|
||||||
# Candle Data for test 9
|
# Candle Data for test 9
|
||||||
# Set stop-loss at 10%, ROI at 10% (should not apply)
|
# Set stop-loss at 10%, ROI at 10% (should not apply)
|
||||||
# TC9: Trailing stoploss - stoploss should be adjusted candle 2
|
# TC9: Trailing stoploss - stoploss should be adjusted candle 3
|
||||||
tc9 = BTContainer(data=[
|
tc9 = BTContainer(data=[
|
||||||
# D O H L C V B S
|
# D O H L C V B S
|
||||||
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||||
@ -158,7 +173,59 @@ tc9 = BTContainer(data=[
|
|||||||
trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
|
trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
|
||||||
)
|
)
|
||||||
|
|
||||||
|
# Test 10 - trailing_stop should raise so candle 3 causes a stoploss
|
||||||
|
# without applying trailing_stop_positive since stoploss_offset is at 10%.
|
||||||
|
# Set stop-loss at 10%, ROI at 10% (should not apply)
|
||||||
|
# TC10: Trailing stoploss - stoploss should be adjusted candle 2
|
||||||
|
tc10 = BTContainer(data=[
|
||||||
|
# D O H L C V B S
|
||||||
|
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||||
|
[1, 5000, 5050, 4950, 5100, 6172, 0, 0],
|
||||||
|
[2, 5100, 5251, 5100, 5100, 6172, 0, 0],
|
||||||
|
[3, 4850, 5050, 4650, 4750, 6172, 0, 0],
|
||||||
|
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
||||||
|
stop_loss=-0.10, roi=0.10, profit_perc=-0.1, trailing_stop=True,
|
||||||
|
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.10,
|
||||||
|
trailing_stop_positive=0.03,
|
||||||
|
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=4)]
|
||||||
|
)
|
||||||
|
|
||||||
|
# Test 11 - trailing_stop should raise so candle 3 causes a stoploss
|
||||||
|
# applying a positive trailing stop of 3% since stop_positive_offset is reached.
|
||||||
|
# Set stop-loss at 10%, ROI at 10% (should not apply)
|
||||||
|
# TC11: Trailing stoploss - stoploss should be adjusted candle 2,
|
||||||
|
tc11 = BTContainer(data=[
|
||||||
|
# D O H L C V B S
|
||||||
|
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||||
|
[1, 5000, 5050, 4950, 5100, 6172, 0, 0],
|
||||||
|
[2, 5100, 5251, 5100, 5100, 6172, 0, 0],
|
||||||
|
[3, 4850, 5050, 4650, 4750, 6172, 0, 0],
|
||||||
|
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
||||||
|
stop_loss=-0.10, roi=0.10, profit_perc=0.019, trailing_stop=True,
|
||||||
|
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
|
||||||
|
trailing_stop_positive=0.03,
|
||||||
|
trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
|
||||||
|
)
|
||||||
|
|
||||||
|
# Test 12 - trailing_stop should raise in candle 2 and cause a stoploss in the same candle
|
||||||
|
# applying a positive trailing stop of 3% since stop_positive_offset is reached.
|
||||||
|
# Set stop-loss at 10%, ROI at 10% (should not apply)
|
||||||
|
# TC12: Trailing stoploss - stoploss should be adjusted candle 2,
|
||||||
|
tc12 = BTContainer(data=[
|
||||||
|
# D O H L C V B S
|
||||||
|
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||||
|
[1, 5000, 5050, 4950, 5100, 6172, 0, 0],
|
||||||
|
[2, 5100, 5251, 4650, 5100, 6172, 0, 0],
|
||||||
|
[3, 4850, 5050, 4650, 4750, 6172, 0, 0],
|
||||||
|
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
|
||||||
|
stop_loss=-0.10, roi=0.10, profit_perc=0.019, trailing_stop=True,
|
||||||
|
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
|
||||||
|
trailing_stop_positive=0.03,
|
||||||
|
trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
|
||||||
|
)
|
||||||
|
|
||||||
TESTS = [
|
TESTS = [
|
||||||
|
tc0,
|
||||||
tc1,
|
tc1,
|
||||||
tc2,
|
tc2,
|
||||||
tc3,
|
tc3,
|
||||||
@ -168,6 +235,9 @@ TESTS = [
|
|||||||
tc7,
|
tc7,
|
||||||
tc8,
|
tc8,
|
||||||
tc9,
|
tc9,
|
||||||
|
tc10,
|
||||||
|
tc11,
|
||||||
|
tc12,
|
||||||
]
|
]
|
||||||
|
|
||||||
|
|
||||||
@ -180,6 +250,13 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
|
|||||||
default_conf["minimal_roi"] = {"0": data.roi}
|
default_conf["minimal_roi"] = {"0": data.roi}
|
||||||
default_conf["ticker_interval"] = tests_ticker_interval
|
default_conf["ticker_interval"] = tests_ticker_interval
|
||||||
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
|
||||||
|
# Only add this to configuration If it's necessary
|
||||||
|
if 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["experimental"] = {"use_sell_signal": data.use_sell_signal}
|
||||||
|
|
||||||
mocker.patch("freqtrade.exchange.Exchange.get_fee", MagicMock(return_value=0.0))
|
mocker.patch("freqtrade.exchange.Exchange.get_fee", MagicMock(return_value=0.0))
|
||||||
patch_exchange(mocker)
|
patch_exchange(mocker)
|
||||||
frame = _build_backtest_dataframe(data.data)
|
frame = _build_backtest_dataframe(data.data)
|
||||||
|
@ -111,8 +111,10 @@ def test_start(mocker, fee, edge_conf, caplog) -> None:
|
|||||||
|
|
||||||
def test_edge_init(mocker, edge_conf) -> None:
|
def test_edge_init(mocker, edge_conf) -> None:
|
||||||
patch_exchange(mocker)
|
patch_exchange(mocker)
|
||||||
|
edge_conf['stake_amount'] = 20
|
||||||
edge_cli = EdgeCli(edge_conf)
|
edge_cli = EdgeCli(edge_conf)
|
||||||
assert edge_cli.config == edge_conf
|
assert edge_cli.config == edge_conf
|
||||||
|
assert edge_cli.config['stake_amount'] == 'unlimited'
|
||||||
assert callable(edge_cli.edge.calculate)
|
assert callable(edge_cli.edge.calculate)
|
||||||
|
|
||||||
|
|
||||||
|
@ -63,15 +63,14 @@ def test_search_strategy():
|
|||||||
|
|
||||||
def test_load_strategy(result):
|
def test_load_strategy(result):
|
||||||
resolver = StrategyResolver({'strategy': 'TestStrategy'})
|
resolver = StrategyResolver({'strategy': 'TestStrategy'})
|
||||||
metadata = {'pair': 'ETH/BTC'}
|
assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
|
||||||
assert 'adx' in resolver.strategy.advise_indicators(result, metadata=metadata)
|
|
||||||
|
|
||||||
|
|
||||||
def test_load_strategy_byte64(result):
|
def test_load_strategy_byte64(result):
|
||||||
with open("freqtrade/tests/strategy/test_strategy.py", "r") as file:
|
with open("freqtrade/tests/strategy/test_strategy.py", "r") as file:
|
||||||
encoded_string = urlsafe_b64encode(file.read().encode("utf-8")).decode("utf-8")
|
encoded_string = urlsafe_b64encode(file.read().encode("utf-8")).decode("utf-8")
|
||||||
resolver = StrategyResolver({'strategy': 'TestStrategy:{}'.format(encoded_string)})
|
resolver = StrategyResolver({'strategy': 'TestStrategy:{}'.format(encoded_string)})
|
||||||
assert 'adx' in resolver.strategy.advise_indicators(result, 'ETH/BTC')
|
assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
|
||||||
|
|
||||||
|
|
||||||
def test_load_strategy_invalid_directory(result, caplog):
|
def test_load_strategy_invalid_directory(result, caplog):
|
||||||
@ -371,7 +370,7 @@ def test_deprecate_populate_indicators(result):
|
|||||||
with warnings.catch_warnings(record=True) as w:
|
with warnings.catch_warnings(record=True) as w:
|
||||||
# Cause all warnings to always be triggered.
|
# Cause all warnings to always be triggered.
|
||||||
warnings.simplefilter("always")
|
warnings.simplefilter("always")
|
||||||
indicators = resolver.strategy.advise_indicators(result, 'ETH/BTC')
|
indicators = resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
|
||||||
assert len(w) == 1
|
assert len(w) == 1
|
||||||
assert issubclass(w[-1].category, DeprecationWarning)
|
assert issubclass(w[-1].category, DeprecationWarning)
|
||||||
assert "deprecated - check out the Sample strategy to see the current function headers!" \
|
assert "deprecated - check out the Sample strategy to see the current function headers!" \
|
||||||
@ -380,7 +379,7 @@ def test_deprecate_populate_indicators(result):
|
|||||||
with warnings.catch_warnings(record=True) as w:
|
with warnings.catch_warnings(record=True) as w:
|
||||||
# Cause all warnings to always be triggered.
|
# Cause all warnings to always be triggered.
|
||||||
warnings.simplefilter("always")
|
warnings.simplefilter("always")
|
||||||
resolver.strategy.advise_buy(indicators, 'ETH/BTC')
|
resolver.strategy.advise_buy(indicators, {'pair': 'ETH/BTC'})
|
||||||
assert len(w) == 1
|
assert len(w) == 1
|
||||||
assert issubclass(w[-1].category, DeprecationWarning)
|
assert issubclass(w[-1].category, DeprecationWarning)
|
||||||
assert "deprecated - check out the Sample strategy to see the current function headers!" \
|
assert "deprecated - check out the Sample strategy to see the current function headers!" \
|
||||||
@ -389,7 +388,7 @@ def test_deprecate_populate_indicators(result):
|
|||||||
with warnings.catch_warnings(record=True) as w:
|
with warnings.catch_warnings(record=True) as w:
|
||||||
# Cause all warnings to always be triggered.
|
# Cause all warnings to always be triggered.
|
||||||
warnings.simplefilter("always")
|
warnings.simplefilter("always")
|
||||||
resolver.strategy.advise_sell(indicators, 'ETH_BTC')
|
resolver.strategy.advise_sell(indicators, {'pair': 'ETH_BTC'})
|
||||||
assert len(w) == 1
|
assert len(w) == 1
|
||||||
assert issubclass(w[-1].category, DeprecationWarning)
|
assert issubclass(w[-1].category, DeprecationWarning)
|
||||||
assert "deprecated - check out the Sample strategy to see the current function headers!" \
|
assert "deprecated - check out the Sample strategy to see the current function headers!" \
|
||||||
|
@ -170,18 +170,18 @@ def test_parse_args_hyperopt_custom() -> None:
|
|||||||
assert call_args.func is not None
|
assert call_args.func is not None
|
||||||
|
|
||||||
|
|
||||||
def test_testdata_dl_options() -> None:
|
def test_download_data_options() -> None:
|
||||||
args = [
|
args = [
|
||||||
'--pairs-file', 'file_with_pairs',
|
'--pairs-file', 'file_with_pairs',
|
||||||
'--export', 'export/folder',
|
'--datadir', 'datadir/folder',
|
||||||
'--days', '30',
|
'--days', '30',
|
||||||
'--exchange', 'binance'
|
'--exchange', 'binance'
|
||||||
]
|
]
|
||||||
arguments = Arguments(args, '')
|
arguments = Arguments(args, '')
|
||||||
arguments.testdata_dl_options()
|
arguments.download_data_options()
|
||||||
args = arguments.parse_args()
|
args = arguments.parse_args()
|
||||||
assert args.pairs_file == 'file_with_pairs'
|
assert args.pairs_file == 'file_with_pairs'
|
||||||
assert args.export == 'export/folder'
|
assert args.datadir == 'datadir/folder'
|
||||||
assert args.days == 30
|
assert args.days == 30
|
||||||
assert args.exchange == 'binance'
|
assert args.exchange == 'binance'
|
||||||
|
|
||||||
|
@ -15,7 +15,7 @@ from freqtrade.arguments import Arguments
|
|||||||
from freqtrade.configuration import Configuration, set_loggers
|
from freqtrade.configuration import Configuration, set_loggers
|
||||||
from freqtrade.constants import DEFAULT_DB_DRYRUN_URL, DEFAULT_DB_PROD_URL
|
from freqtrade.constants import DEFAULT_DB_DRYRUN_URL, DEFAULT_DB_PROD_URL
|
||||||
from freqtrade.state import RunMode
|
from freqtrade.state import RunMode
|
||||||
from freqtrade.tests.conftest import log_has
|
from freqtrade.tests.conftest import log_has, log_has_re
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture(scope="function")
|
@pytest.fixture(scope="function")
|
||||||
@ -470,21 +470,52 @@ def test_hyperopt_with_arguments(mocker, default_conf, caplog) -> None:
|
|||||||
def test_check_exchange(default_conf, caplog) -> None:
|
def test_check_exchange(default_conf, caplog) -> None:
|
||||||
configuration = Configuration(Namespace())
|
configuration = Configuration(Namespace())
|
||||||
|
|
||||||
# Test a valid exchange
|
# Test an officially supported by Freqtrade team exchange
|
||||||
default_conf.get('exchange').update({'name': 'BITTREX'})
|
default_conf.get('exchange').update({'name': 'BITTREX'})
|
||||||
assert configuration.check_exchange(default_conf)
|
assert configuration.check_exchange(default_conf)
|
||||||
|
assert log_has_re(r"Exchange .* is officially supported by the Freqtrade development team\.",
|
||||||
|
caplog.record_tuples)
|
||||||
|
caplog.clear()
|
||||||
|
|
||||||
# Test a valid exchange
|
# Test an officially supported by Freqtrade team exchange
|
||||||
default_conf.get('exchange').update({'name': 'binance'})
|
default_conf.get('exchange').update({'name': 'binance'})
|
||||||
assert configuration.check_exchange(default_conf)
|
assert configuration.check_exchange(default_conf)
|
||||||
|
assert log_has_re(r"Exchange .* is officially supported by the Freqtrade development team\.",
|
||||||
|
caplog.record_tuples)
|
||||||
|
caplog.clear()
|
||||||
|
|
||||||
# Test a invalid exchange
|
# Test an available exchange, supported by ccxt
|
||||||
|
default_conf.get('exchange').update({'name': 'kraken'})
|
||||||
|
assert configuration.check_exchange(default_conf)
|
||||||
|
assert log_has_re(r"Exchange .* is supported by ccxt and .* not officially supported "
|
||||||
|
r"by the Freqtrade development team\. .*",
|
||||||
|
caplog.record_tuples)
|
||||||
|
caplog.clear()
|
||||||
|
|
||||||
|
# Test a 'bad' exchange, which known to have serious problems
|
||||||
|
default_conf.get('exchange').update({'name': 'bitmex'})
|
||||||
|
assert not configuration.check_exchange(default_conf)
|
||||||
|
assert log_has_re(r"Exchange .* is known to not work with the bot yet\. "
|
||||||
|
r"Use it only for development and testing purposes\.",
|
||||||
|
caplog.record_tuples)
|
||||||
|
caplog.clear()
|
||||||
|
|
||||||
|
# Test a 'bad' exchange with check_for_bad=False
|
||||||
|
default_conf.get('exchange').update({'name': 'bitmex'})
|
||||||
|
assert configuration.check_exchange(default_conf, False)
|
||||||
|
assert log_has_re(r"Exchange .* is supported by ccxt and .* not officially supported "
|
||||||
|
r"by the Freqtrade development team\. .*",
|
||||||
|
caplog.record_tuples)
|
||||||
|
caplog.clear()
|
||||||
|
|
||||||
|
# Test an invalid exchange
|
||||||
default_conf.get('exchange').update({'name': 'unknown_exchange'})
|
default_conf.get('exchange').update({'name': 'unknown_exchange'})
|
||||||
configuration.config = default_conf
|
configuration.config = default_conf
|
||||||
|
|
||||||
with pytest.raises(
|
with pytest.raises(
|
||||||
OperationalException,
|
OperationalException,
|
||||||
match=r'.*Exchange "unknown_exchange" not supported.*'
|
match=r'.*Exchange "unknown_exchange" is not supported by ccxt '
|
||||||
|
r'and therefore not available for the bot.*'
|
||||||
):
|
):
|
||||||
configuration.check_exchange(default_conf)
|
configuration.check_exchange(default_conf)
|
||||||
|
|
||||||
|
@ -105,6 +105,7 @@ def test_cleanup(mocker, default_conf, caplog) -> None:
|
|||||||
def test_worker_running(mocker, default_conf, caplog) -> None:
|
def test_worker_running(mocker, default_conf, caplog) -> None:
|
||||||
mock_throttle = MagicMock()
|
mock_throttle = MagicMock()
|
||||||
mocker.patch('freqtrade.worker.Worker._throttle', mock_throttle)
|
mocker.patch('freqtrade.worker.Worker._throttle', mock_throttle)
|
||||||
|
mocker.patch('freqtrade.persistence.Trade.stoploss_reinitialization', MagicMock())
|
||||||
|
|
||||||
worker = get_patched_worker(mocker, default_conf)
|
worker = get_patched_worker(mocker, default_conf)
|
||||||
|
|
||||||
@ -3144,10 +3145,27 @@ def test_get_sell_rate(default_conf, mocker, ticker, order_book_l2) -> None:
|
|||||||
assert rate == 0.043936
|
assert rate == 0.043936
|
||||||
|
|
||||||
|
|
||||||
def test_startup_messages(default_conf, mocker):
|
def test_startup_state(default_conf, mocker):
|
||||||
default_conf['pairlist'] = {'method': 'VolumePairList',
|
default_conf['pairlist'] = {'method': 'VolumePairList',
|
||||||
'config': {'number_assets': 20}
|
'config': {'number_assets': 20}
|
||||||
}
|
}
|
||||||
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
|
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
|
||||||
worker = get_patched_worker(mocker, default_conf)
|
worker = get_patched_worker(mocker, default_conf)
|
||||||
assert worker.state is State.RUNNING
|
assert worker.state is State.RUNNING
|
||||||
|
|
||||||
|
|
||||||
|
def test_startup_trade_reinit(default_conf, edge_conf, mocker):
|
||||||
|
|
||||||
|
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
|
||||||
|
reinit_mock = MagicMock()
|
||||||
|
mocker.patch('freqtrade.persistence.Trade.stoploss_reinitialization', reinit_mock)
|
||||||
|
|
||||||
|
ftbot = get_patched_freqtradebot(mocker, default_conf)
|
||||||
|
ftbot.startup()
|
||||||
|
assert reinit_mock.call_count == 1
|
||||||
|
|
||||||
|
reinit_mock.reset_mock()
|
||||||
|
|
||||||
|
ftbot = get_patched_freqtradebot(mocker, edge_conf)
|
||||||
|
ftbot.startup()
|
||||||
|
assert reinit_mock.call_count == 0
|
||||||
|
@ -777,3 +777,63 @@ def test_to_json(default_conf, fee):
|
|||||||
'stop_loss_pct': None,
|
'stop_loss_pct': None,
|
||||||
'initial_stop_loss': None,
|
'initial_stop_loss': None,
|
||||||
'initial_stop_loss_pct': None}
|
'initial_stop_loss_pct': None}
|
||||||
|
|
||||||
|
|
||||||
|
def test_stoploss_reinitialization(default_conf, fee):
|
||||||
|
init(default_conf['db_url'])
|
||||||
|
trade = Trade(
|
||||||
|
pair='ETH/BTC',
|
||||||
|
stake_amount=0.001,
|
||||||
|
fee_open=fee.return_value,
|
||||||
|
open_date=arrow.utcnow().shift(hours=-2).datetime,
|
||||||
|
amount=10,
|
||||||
|
fee_close=fee.return_value,
|
||||||
|
exchange='bittrex',
|
||||||
|
open_rate=1,
|
||||||
|
max_rate=1,
|
||||||
|
)
|
||||||
|
|
||||||
|
trade.adjust_stop_loss(trade.open_rate, 0.05, True)
|
||||||
|
assert trade.stop_loss == 0.95
|
||||||
|
assert trade.stop_loss_pct == -0.05
|
||||||
|
assert trade.initial_stop_loss == 0.95
|
||||||
|
assert trade.initial_stop_loss_pct == -0.05
|
||||||
|
Trade.session.add(trade)
|
||||||
|
|
||||||
|
# Lower stoploss
|
||||||
|
Trade.stoploss_reinitialization(0.06)
|
||||||
|
|
||||||
|
trades = Trade.get_open_trades()
|
||||||
|
assert len(trades) == 1
|
||||||
|
trade_adj = trades[0]
|
||||||
|
assert trade_adj.stop_loss == 0.94
|
||||||
|
assert trade_adj.stop_loss_pct == -0.06
|
||||||
|
assert trade_adj.initial_stop_loss == 0.94
|
||||||
|
assert trade_adj.initial_stop_loss_pct == -0.06
|
||||||
|
|
||||||
|
# Raise stoploss
|
||||||
|
Trade.stoploss_reinitialization(0.04)
|
||||||
|
|
||||||
|
trades = Trade.get_open_trades()
|
||||||
|
assert len(trades) == 1
|
||||||
|
trade_adj = trades[0]
|
||||||
|
assert trade_adj.stop_loss == 0.96
|
||||||
|
assert trade_adj.stop_loss_pct == -0.04
|
||||||
|
assert trade_adj.initial_stop_loss == 0.96
|
||||||
|
assert trade_adj.initial_stop_loss_pct == -0.04
|
||||||
|
|
||||||
|
# Trailing stoploss (move stoplos up a bit)
|
||||||
|
trade.adjust_stop_loss(1.02, 0.04)
|
||||||
|
assert trade_adj.stop_loss == 0.9792
|
||||||
|
assert trade_adj.initial_stop_loss == 0.96
|
||||||
|
|
||||||
|
Trade.stoploss_reinitialization(0.04)
|
||||||
|
|
||||||
|
trades = Trade.get_open_trades()
|
||||||
|
assert len(trades) == 1
|
||||||
|
trade_adj = trades[0]
|
||||||
|
# Stoploss should not change in this case.
|
||||||
|
assert trade_adj.stop_loss == 0.9792
|
||||||
|
assert trade_adj.stop_loss_pct == -0.04
|
||||||
|
assert trade_adj.initial_stop_loss == 0.96
|
||||||
|
assert trade_adj.initial_stop_loss_pct == -0.04
|
||||||
|
@ -91,7 +91,7 @@ class Worker(object):
|
|||||||
})
|
})
|
||||||
logger.info('Changing state to: %s', state.name)
|
logger.info('Changing state to: %s', state.name)
|
||||||
if state == State.RUNNING:
|
if state == State.RUNNING:
|
||||||
self.freqtrade.rpc.startup_messages(self._config, self.freqtrade.pairlists)
|
self.freqtrade.startup()
|
||||||
|
|
||||||
if state == State.STOPPED:
|
if state == State.STOPPED:
|
||||||
# Ping systemd watchdog before sleeping in the stopped state
|
# Ping systemd watchdog before sleeping in the stopped state
|
||||||
|
@ -1,55 +1,66 @@
|
|||||||
#!/usr/bin/env python3
|
#!/usr/bin/env python3
|
||||||
"""
|
"""
|
||||||
This script generates json data
|
This script generates json files with pairs history data
|
||||||
"""
|
"""
|
||||||
|
import arrow
|
||||||
import json
|
import json
|
||||||
import sys
|
import sys
|
||||||
from pathlib import Path
|
from pathlib import Path
|
||||||
import arrow
|
from typing import Any, Dict, List
|
||||||
from typing import Any, Dict
|
|
||||||
|
|
||||||
from freqtrade.arguments import Arguments
|
from freqtrade.arguments import Arguments, TimeRange
|
||||||
from freqtrade.arguments import TimeRange
|
from freqtrade.configuration import Configuration
|
||||||
from freqtrade.exchange import Exchange
|
|
||||||
from freqtrade.data.history import download_pair_history
|
from freqtrade.data.history import download_pair_history
|
||||||
from freqtrade.configuration import Configuration, set_loggers
|
from freqtrade.exchange import Exchange
|
||||||
from freqtrade.misc import deep_merge_dicts
|
from freqtrade.misc import deep_merge_dicts
|
||||||
|
|
||||||
import logging
|
import logging
|
||||||
logging.basicConfig(
|
|
||||||
level=logging.INFO,
|
logger = logging.getLogger('download_backtest_data')
|
||||||
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
|
|
||||||
)
|
|
||||||
set_loggers(0)
|
|
||||||
|
|
||||||
DEFAULT_DL_PATH = 'user_data/data'
|
DEFAULT_DL_PATH = 'user_data/data'
|
||||||
|
|
||||||
arguments = Arguments(sys.argv[1:], 'download utility')
|
arguments = Arguments(sys.argv[1:], 'download utility')
|
||||||
arguments.testdata_dl_options()
|
arguments.download_data_options()
|
||||||
args = arguments.parse_args()
|
|
||||||
|
|
||||||
timeframes = args.timeframes
|
# Do not read the default config if config is not specified
|
||||||
|
# in the command line options explicitely
|
||||||
|
args = arguments.parse_args(no_default_config=True)
|
||||||
|
|
||||||
|
# Use bittrex as default exchange
|
||||||
|
exchange_name = args.exchange or 'bittrex'
|
||||||
|
|
||||||
|
pairs: List = []
|
||||||
|
|
||||||
|
configuration = Configuration(args)
|
||||||
|
config: Dict[str, Any] = {}
|
||||||
|
|
||||||
if args.config:
|
if args.config:
|
||||||
configuration = Configuration(args)
|
|
||||||
|
|
||||||
config: Dict[str, Any] = {}
|
|
||||||
# Now expecting a list of config filenames here, not a string
|
# Now expecting a list of config filenames here, not a string
|
||||||
for path in args.config:
|
for path in args.config:
|
||||||
print(f"Using config: {path}...")
|
logger.info(f"Using config: {path}...")
|
||||||
# Merge config options, overwriting old values
|
# Merge config options, overwriting old values
|
||||||
config = deep_merge_dicts(configuration._load_config_file(path), config)
|
config = deep_merge_dicts(configuration._load_config_file(path), config)
|
||||||
|
|
||||||
config['stake_currency'] = ''
|
config['stake_currency'] = ''
|
||||||
# Ensure we do not use Exchange credentials
|
# Ensure we do not use Exchange credentials
|
||||||
|
config['exchange']['dry_run'] = True
|
||||||
config['exchange']['key'] = ''
|
config['exchange']['key'] = ''
|
||||||
config['exchange']['secret'] = ''
|
config['exchange']['secret'] = ''
|
||||||
|
|
||||||
|
pairs = config['exchange']['pair_whitelist']
|
||||||
|
|
||||||
|
if config.get('ticker_interval'):
|
||||||
|
timeframes = args.timeframes or [config.get('ticker_interval')]
|
||||||
|
else:
|
||||||
|
timeframes = args.timeframes or ['1m', '5m']
|
||||||
|
|
||||||
else:
|
else:
|
||||||
config = {
|
config = {
|
||||||
'stake_currency': '',
|
'stake_currency': '',
|
||||||
'dry_run': True,
|
'dry_run': True,
|
||||||
'exchange': {
|
'exchange': {
|
||||||
'name': args.exchange,
|
'name': exchange_name,
|
||||||
'key': '',
|
'key': '',
|
||||||
'secret': '',
|
'secret': '',
|
||||||
'pair_whitelist': [],
|
'pair_whitelist': [],
|
||||||
@ -59,56 +70,72 @@ else:
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
timeframes = args.timeframes or ['1m', '5m']
|
||||||
|
|
||||||
|
configuration._load_logging_config(config)
|
||||||
|
|
||||||
dl_path = Path(DEFAULT_DL_PATH).joinpath(config['exchange']['name'])
|
if args.config and args.exchange:
|
||||||
if args.export:
|
logger.warning("The --exchange option is ignored, "
|
||||||
dl_path = Path(args.export)
|
"using exchange settings from the configuration file.")
|
||||||
|
|
||||||
if not dl_path.is_dir():
|
# Check if the exchange set by the user is supported
|
||||||
sys.exit(f'Directory {dl_path} does not exist.')
|
configuration.check_exchange(config)
|
||||||
|
|
||||||
|
configuration._load_datadir_config(config)
|
||||||
|
|
||||||
|
dl_path = Path(config['datadir'])
|
||||||
|
|
||||||
pairs_file = Path(args.pairs_file) if args.pairs_file else dl_path.joinpath('pairs.json')
|
pairs_file = Path(args.pairs_file) if args.pairs_file else dl_path.joinpath('pairs.json')
|
||||||
if not pairs_file.exists():
|
|
||||||
sys.exit(f'No pairs file found with path {pairs_file}.')
|
|
||||||
|
|
||||||
with pairs_file.open() as file:
|
if not pairs or args.pairs_file:
|
||||||
PAIRS = list(set(json.load(file)))
|
logger.info(f'Reading pairs file "{pairs_file}".')
|
||||||
|
# Download pairs from the pairs file if no config is specified
|
||||||
|
# or if pairs file is specified explicitely
|
||||||
|
if not pairs_file.exists():
|
||||||
|
sys.exit(f'No pairs file found with path "{pairs_file}".')
|
||||||
|
|
||||||
PAIRS.sort()
|
with pairs_file.open() as file:
|
||||||
|
pairs = list(set(json.load(file)))
|
||||||
|
|
||||||
|
pairs.sort()
|
||||||
|
|
||||||
timerange = TimeRange()
|
timerange = TimeRange()
|
||||||
if args.days:
|
if args.days:
|
||||||
time_since = arrow.utcnow().shift(days=-args.days).strftime("%Y%m%d")
|
time_since = arrow.utcnow().shift(days=-args.days).strftime("%Y%m%d")
|
||||||
timerange = arguments.parse_timerange(f'{time_since}-')
|
timerange = arguments.parse_timerange(f'{time_since}-')
|
||||||
|
|
||||||
|
logger.info(f'About to download pairs: {pairs}, intervals: {timeframes} to {dl_path}')
|
||||||
|
|
||||||
print(f'About to download pairs: {PAIRS} to {dl_path}')
|
|
||||||
|
|
||||||
# Init exchange
|
|
||||||
exchange = Exchange(config)
|
|
||||||
pairs_not_available = []
|
pairs_not_available = []
|
||||||
|
|
||||||
for pair in PAIRS:
|
try:
|
||||||
if pair not in exchange._api.markets:
|
# Init exchange
|
||||||
pairs_not_available.append(pair)
|
exchange = Exchange(config)
|
||||||
print(f"skipping pair {pair}")
|
|
||||||
continue
|
|
||||||
for ticker_interval in timeframes:
|
|
||||||
pair_print = pair.replace('/', '_')
|
|
||||||
filename = f'{pair_print}-{ticker_interval}.json'
|
|
||||||
dl_file = dl_path.joinpath(filename)
|
|
||||||
if args.erase and dl_file.exists():
|
|
||||||
print(f'Deleting existing data for pair {pair}, interval {ticker_interval}')
|
|
||||||
dl_file.unlink()
|
|
||||||
|
|
||||||
print(f'downloading pair {pair}, interval {ticker_interval}')
|
for pair in pairs:
|
||||||
download_pair_history(datadir=dl_path, exchange=exchange,
|
if pair not in exchange._api.markets:
|
||||||
pair=pair,
|
pairs_not_available.append(pair)
|
||||||
ticker_interval=ticker_interval,
|
logger.info(f"Skipping pair {pair}...")
|
||||||
timerange=timerange)
|
continue
|
||||||
|
for ticker_interval in timeframes:
|
||||||
|
pair_print = pair.replace('/', '_')
|
||||||
|
filename = f'{pair_print}-{ticker_interval}.json'
|
||||||
|
dl_file = dl_path.joinpath(filename)
|
||||||
|
if args.erase and dl_file.exists():
|
||||||
|
logger.info(
|
||||||
|
f'Deleting existing data for pair {pair}, interval {ticker_interval}.')
|
||||||
|
dl_file.unlink()
|
||||||
|
|
||||||
|
logger.info(f'Downloading pair {pair}, interval {ticker_interval}.')
|
||||||
|
download_pair_history(datadir=dl_path, exchange=exchange,
|
||||||
|
pair=pair, ticker_interval=str(ticker_interval),
|
||||||
|
timerange=timerange)
|
||||||
|
|
||||||
if pairs_not_available:
|
except KeyboardInterrupt:
|
||||||
print(f"Pairs [{','.join(pairs_not_available)}] not availble.")
|
sys.exit("SIGINT received, aborting ...")
|
||||||
|
|
||||||
|
finally:
|
||||||
|
if pairs_not_available:
|
||||||
|
logger.info(
|
||||||
|
f"Pairs [{','.join(pairs_not_available)}] not available "
|
||||||
|
f"on exchange {config['exchange']['name']}.")
|
||||||
|
@ -44,8 +44,8 @@ class TestStrategy(IStrategy):
|
|||||||
|
|
||||||
# trailing stoploss
|
# trailing stoploss
|
||||||
trailing_stop = False
|
trailing_stop = False
|
||||||
trailing_stop_positive = 0.01
|
# trailing_stop_positive = 0.01
|
||||||
trailing_stop_positive_offset = 0.0 # Disabled / not configured
|
# trailing_stop_positive_offset = 0.0 # Disabled / not configured
|
||||||
|
|
||||||
# Optimal ticker interval for the strategy
|
# Optimal ticker interval for the strategy
|
||||||
ticker_interval = '5m'
|
ticker_interval = '5m'
|
||||||
|
Loading…
Reference in New Issue
Block a user