Merge branch 'develop' into feat/short

This commit is contained in:
Matthias
2021-12-01 07:11:11 +01:00
34 changed files with 381 additions and 197 deletions

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@@ -115,7 +115,7 @@ The result of backtesting will confirm if your bot has better odds of making a p
All profit calculations include fees, and freqtrade will use the exchange's default fees for the calculation.
!!! Warning "Using dynamic pairlists for backtesting"
Using dynamic pairlists is possible, however it relies on the current market conditions - which will not reflect the historic status of the pairlist.
Using dynamic pairlists is possible (not all of the handlers are allowed to be used in backtest mode), however it relies on the current market conditions - which will not reflect the historic status of the pairlist.
Also, when using pairlists other than StaticPairlist, reproducibility of backtesting-results cannot be guaranteed.
Please read the [pairlists documentation](plugins.md#pairlists) for more information.

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@@ -220,6 +220,9 @@ As this Filter uses past performance of the bot, it'll have some startup-period
Filters low-value coins which would not allow setting stoplosses.
!!! Warning "Backtesting"
`PrecisionFilter` does not support backtesting mode using multiple strategies.
#### PriceFilter
The `PriceFilter` allows filtering of pairs by price. Currently the following price filters are supported:
@@ -257,7 +260,7 @@ Min price precision for SHITCOIN/BTC is 8 decimals. If its price is 0.00000011 -
Shuffles (randomizes) pairs in the pairlist. It can be used for preventing the bot from trading some of the pairs more frequently then others when you want all pairs be treated with the same priority.
!!! Tip
You may set the `seed` value for this Pairlist to obtain reproducible results, which can be useful for repeated backtesting sessions. If `seed` is not set, the pairs are shuffled in the non-repeatable random order.
You may set the `seed` value for this Pairlist to obtain reproducible results, which can be useful for repeated backtesting sessions. If `seed` is not set, the pairs are shuffled in the non-repeatable random order. ShuffleFilter will automatically detect runmodes and apply the `seed` only for backtesting modes - if a `seed` value is set.
#### SpreadFilter

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@@ -164,16 +164,17 @@ The resulting plot will have the following elements:
An advanced plot configuration can be specified in the strategy in the `plot_config` parameter.
Additional features when using plot_config include:
Additional features when using `plot_config` include:
* Specify colors per indicator
* Specify additional subplots
* Specify indicator pairs to fill area in between
* Specify indicator pairs to fill area in between
The sample plot configuration below specifies fixed colors for the indicators. Otherwise, consecutive plots may produce different color schemes each time, making comparisons difficult.
It also allows multiple subplots to display both MACD and RSI at the same time.
Plot type can be configured using `type` key. Possible types are:
* `scatter` corresponding to `plotly.graph_objects.Scatter` class (default).
* `bar` corresponding to `plotly.graph_objects.Bar` class.
@@ -182,40 +183,89 @@ Extra parameters to `plotly.graph_objects.*` constructor can be specified in `pl
Sample configuration with inline comments explaining the process:
``` python
plot_config = {
'main_plot': {
# Configuration for main plot indicators.
# Specifies `ema10` to be red, and `ema50` to be a shade of gray
'ema10': {'color': 'red'},
'ema50': {'color': '#CCCCCC'},
# By omitting color, a random color is selected.
'sar': {},
# fill area between senkou_a and senkou_b
'senkou_a': {
'color': 'green', #optional
'fill_to': 'senkou_b',
'fill_label': 'Ichimoku Cloud', #optional
'fill_color': 'rgba(255,76,46,0.2)', #optional
},
# plot senkou_b, too. Not only the area to it.
'senkou_b': {}
@property
def plot_config(self):
"""
There are a lot of solutions how to build the return dictionary.
The only important point is the return value.
Example:
plot_config = {'main_plot': {}, 'subplots': {}}
"""
plot_config = {}
plot_config['main_plot'] = {
# Configuration for main plot indicators.
# Assumes 2 parameters, emashort and emalong to be specified.
f'ema_{self.emashort.value}': {'color': 'red'},
f'ema_{self.emalong.value}': {'color': '#CCCCCC'},
# By omitting color, a random color is selected.
'sar': {},
# fill area between senkou_a and senkou_b
'senkou_a': {
'color': 'green', #optional
'fill_to': 'senkou_b',
'fill_label': 'Ichimoku Cloud', #optional
'fill_color': 'rgba(255,76,46,0.2)', #optional
},
'subplots': {
# Create subplot MACD
"MACD": {
'macd': {'color': 'blue', 'fill_to': 'macdhist'},
'macdsignal': {'color': 'orange'},
'macdhist': {'type': 'bar', 'plotly': {'opacity': 0.9}}
},
# Additional subplot RSI
"RSI": {
'rsi': {'color': 'red'}
}
# plot senkou_b, too. Not only the area to it.
'senkou_b': {}
}
plot_config['subplots'] = {
# Create subplot MACD
"MACD": {
'macd': {'color': 'blue', 'fill_to': 'macdhist'},
'macdsignal': {'color': 'orange'},
'macdhist': {'type': 'bar', 'plotly': {'opacity': 0.9}}
},
# Additional subplot RSI
"RSI": {
'rsi': {'color': 'red'}
}
}
return plot_config
```
??? Note "As attribute (former method)"
Assigning plot_config is also possible as Attribute (this used to be the default way).
This has the disadvantage that strategy parameters are not available, preventing certain configurations from working.
``` python
plot_config = {
'main_plot': {
# Configuration for main plot indicators.
# Specifies `ema10` to be red, and `ema50` to be a shade of gray
'ema10': {'color': 'red'},
'ema50': {'color': '#CCCCCC'},
# By omitting color, a random color is selected.
'sar': {},
# fill area between senkou_a and senkou_b
'senkou_a': {
'color': 'green', #optional
'fill_to': 'senkou_b',
'fill_label': 'Ichimoku Cloud', #optional
'fill_color': 'rgba(255,76,46,0.2)', #optional
},
# plot senkou_b, too. Not only the area to it.
'senkou_b': {}
},
'subplots': {
# Create subplot MACD
"MACD": {
'macd': {'color': 'blue', 'fill_to': 'macdhist'},
'macdsignal': {'color': 'orange'},
'macdhist': {'type': 'bar', 'plotly': {'opacity': 0.9}}
},
# Additional subplot RSI
"RSI": {
'rsi': {'color': 'red'}
}
}
}
```
!!! Note
The above configuration assumes that `ema10`, `ema50`, `senkou_a`, `senkou_b`,
`macd`, `macdsignal`, `macdhist` and `rsi` are columns in the DataFrame created by the strategy.

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@@ -1,4 +1,4 @@
mkdocs==1.2.3
mkdocs-material==7.3.6
mkdocs-material==8.0.1
mdx_truly_sane_lists==1.2
pymdown-extensions==9.1

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@@ -38,6 +38,11 @@ Sample configuration:
!!! Danger "Security warning"
By default, the configuration listens on localhost only (so it's not reachable from other systems). We strongly recommend to not expose this API to the internet and choose a strong, unique password, since others will potentially be able to control your bot.
??? Note "API/UI Access on a remote servers"
If you're running on a VPS, you should consider using either a ssh tunnel, or setup a VPN (openVPN, wireguard) to connect to your bot.
This will ensure that freqUI is not directly exposed to the internet, which is not recommended for security reasons (freqUI does not support https out of the box).
Setup of these tools is not part of this tutorial, however many good tutorials can be found on the internet.
You can then access the API by going to `http://127.0.0.1:8080/api/v1/ping` in a browser to check if the API is running correctly.
This should return the response:

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@@ -50,7 +50,9 @@ candles.head()
```python
# Load strategy using values set above
from freqtrade.resolvers import StrategyResolver
from freqtrade.data.dataprovider import DataProvider
strategy = StrategyResolver.load_strategy(config)
strategy.dp = DataProvider(config, None, None)
# Generate buy/sell signals using strategy
df = strategy.analyze_ticker(candles, {'pair': pair})
@@ -228,7 +230,7 @@ graph = generate_candlestick_graph(pair=pair,
# Show graph inline
# graph.show()
# Render graph in a separate window
# Render graph in a seperate window
graph.show(renderer="browser")
```

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@@ -50,7 +50,7 @@ Sample configuration (tested using IFTTT).
The url in `webhook.url` should point to the correct url for your webhook. If you're using [IFTTT](https://ifttt.com) (as shown in the sample above) please insert your event and key to the url.
You can set the POST body format to Form-Encoded (default) or JSON-Encoded. Use `"format": "form"` or `"format": "json"` respectively. Example configuration for Mattermost Cloud integration:
You can set the POST body format to Form-Encoded (default), JSON-Encoded, or raw data. Use `"format": "form"`, `"format": "json"`, or `"format": "raw"` respectively. Example configuration for Mattermost Cloud integration:
```json
"webhook": {
@@ -63,7 +63,36 @@ You can set the POST body format to Form-Encoded (default) or JSON-Encoded. Use
},
```
The result would be POST request with e.g. `{"text":"Status: running"}` body and `Content-Type: application/json` header which results `Status: running` message in the Mattermost channel.
The result would be a POST request with e.g. `{"text":"Status: running"}` body and `Content-Type: application/json` header which results `Status: running` message in the Mattermost channel.
When using the Form-Encoded or JSON-Encoded configuration you can configure any number of payload values, and both the key and value will be ouput in the POST request. However, when using the raw data format you can only configure one value and it **must** be named `"data"`. In this instance the data key will not be output in the POST request, only the value. For example:
```json
"webhook": {
"enabled": true,
"url": "https://<YOURHOOKURL>",
"format": "raw",
"webhookstatus": {
"data": "Status: {status}"
}
},
```
The result would be a POST request with e.g. `Status: running` body and `Content-Type: text/plain` header.
Optional parameters are available to enable automatic retries for webhook messages. The `webhook.retries` parameter can be set for the maximum number of retries the webhook request should attempt if it is unsuccessful (i.e. HTTP response status is not 200). By default this is set to `0` which is disabled. An additional `webhook.retry_delay` parameter can be set to specify the time in seconds between retry attempts. By default this is set to `0.1` (i.e. 100ms). Note that increasing the number of retries or retry delay may slow down the trader if there are connectivity issues with the webhook. Example configuration for retries:
```json
"webhook": {
"enabled": true,
"url": "https://<YOURHOOKURL>",
"retries": 3,
"retry_delay": 0.2,
"webhookstatus": {
"status": "Status: {status}"
}
},
```
Different payloads can be configured for different events. Not all fields are necessary, but you should configure at least one of the dicts, otherwise the webhook will never be called.