diff --git a/config_binance.json.example b/config_binance.json.example new file mode 100644 index 000000000..4fa615d6d --- /dev/null +++ b/config_binance.json.example @@ -0,0 +1,99 @@ +{ + "max_open_trades": 3, + "stake_currency": "BTC", + "stake_amount": 0.05, + "tradable_balance_ratio": 0.99, + "fiat_display_currency": "USD", + "timeframe": "5m", + "dry_run": true, + "cancel_open_orders_on_exit": false, + "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": 1, + "use_sell_signal": true, + "sell_profit_only": false, + "ignore_roi_if_buy_signal": false + }, + "exchange": { + "name": "binance", + "key": "your_exchange_key", + "secret": "your_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" + ] + }, + "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": false, + "token": "your_telegram_token", + "chat_id": "your_telegram_chat_id" + }, + "api_server": { + "enabled": false, + "listen_ip_address": "127.0.0.1", + "listen_port": 8080, + "verbosity": "error", + "jwt_secret_key": "somethingrandom", + "CORS_origins": [], + "username": "freqtrader", + "password": "SuperSecurePassword" + }, + "bot_name": "freqtrade", + "initial_state": "running", + "forcebuy_enable": false, + "internals": { + "process_throttle_secs": 5 + } +} diff --git a/docker-compose.yml b/docker-compose.yml index 71572140c..80e194ab2 100644 --- a/docker-compose.yml +++ b/docker-compose.yml @@ -25,4 +25,4 @@ services: --logfile /freqtrade/user_data/logs/freqtrade.log --db-url sqlite:////freqtrade/user_data/tradesv3.sqlite --config /freqtrade/user_data/config.json - --strategy BinHV45.py + --strategy SampleStrategy diff --git a/freqtrade/constants.py b/freqtrade/constants.py index c4a360d18..3a2ed98e9 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -26,7 +26,7 @@ HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss', AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'AgeFilter', 'PerformanceFilter', 'PrecisionFilter', 'PriceFilter', 'RangeStabilityFilter', 'ShuffleFilter', - 'SpreadFilter', 'VolatilityFilter'] + 'SpreadFilter'] AVAILABLE_PROTECTIONS = ['CooldownPeriod', 'LowProfitPairs', 'MaxDrawdown', 'StoplossGuard'] AVAILABLE_DATAHANDLERS = ['json', 'jsongz', 'hdf5'] DRY_RUN_WALLET = 1000 @@ -416,4 +416,4 @@ PairWithTimeframe = Tuple[str, str] ListPairsWithTimeframes = List[PairWithTimeframe] # Type for trades list -TradeList = List[List] \ No newline at end of file +TradeList = List[List] diff --git a/freqtrade/plugins/pairlist/VolatilityFilter.py b/freqtrade/plugins/pairlist/VolatilityFilter.py deleted file mode 100644 index ea1ebeb29..000000000 --- a/freqtrade/plugins/pairlist/VolatilityFilter.py +++ /dev/null @@ -1,120 +0,0 @@ -""" -Rate of change pairlist filter -""" -import logging -from copy import deepcopy -from typing import Any, Dict, List, Optional - -import sys -import arrow -from cachetools.ttl import TTLCache -from pandas import DataFrame -import numpy as np - -from freqtrade.exceptions import OperationalException -from freqtrade.misc import plural -from freqtrade.plugins.pairlist.IPairList import IPairList - - - -logger = logging.getLogger(__name__) - - -class VolatilityFilter(IPairList): - ''' - Filters pairs by volatility - ''' - - def __init__(self, exchange, pairlistmanager, - config: Dict[str, Any], pairlistconfig: Dict[str, Any], - pairlist_pos: int) -> None: - super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos) - - self._days = pairlistconfig.get('lookback_days', 10) - self._min_volatility = pairlistconfig.get('min_volatility', 0) - self._max_volatility = pairlistconfig.get('max_volatility', sys.maxsize) - self._refresh_period = pairlistconfig.get('refresh_period', 1440) - - self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period) - - if self._days < 1: - raise OperationalException("VolatilityFilter requires lookback_days to be >= 1") - if self._days > exchange.ohlcv_candle_limit('1d'): - raise OperationalException("VolatilityFilter requires lookback_days to not " - "exceed exchange max request size " - f"({exchange.ohlcv_candle_limit('1d')})") - - @property - def needstickers(self) -> bool: - """ - Boolean property defining if tickers are necessary. - If no Pairlist requires tickers, an empty List is passed - as tickers argument to filter_pairlist - """ - return False - - def short_desc(self) -> str: - """ - Short whitelist method description - used for startup-messages - """ - return (f"{self.name} - Filtering pairs with volatility range " - f"{self._min_volatility}-{self._max_volatility} the last {self._days} {plural(self._days, 'day')}.") - - def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]: - """ - Validate trading range - :param pairlist: pairlist to filter or sort - :param tickers: Tickers (from exchange.get_tickers()). May be cached. - :return: new allowlist - """ - needed_pairs = [(p, '1h') for p in pairlist if p not in self._pair_cache] - - since_ms = int(arrow.utcnow() - .floor('day') - .shift(days=-self._days - 1) - .float_timestamp) * 1000 - # Get all candles - candles = {} - if needed_pairs: - candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms, - cache=False) - - if self._enabled: - for p in deepcopy(pairlist): - daily_candles = candles[(p, '1h')] if (p, '1h') in candles else None - if not self._validate_pair_loc(p, daily_candles): - pairlist.remove(p) - return pairlist - - def _validate_pair_loc(self, pair: str, daily_candles: Optional[DataFrame]) -> bool: - """ - Validate trading range - :param pair: Pair that's currently validated - :param ticker: ticker dict as returned from ccxt.load_markets() - :return: True if the pair can stay, false if it should be removed - """ - # Check symbol in cache - if pair in self._pair_cache: - return self._pair_cache[pair] - - result = False - if daily_candles is not None and not daily_candles.empty: - returns = (np.log(daily_candles.close / daily_candles.close.shift(-1))) - returns.fillna(0, inplace=True) - - volatility_series = returns.rolling(window=self._days*24).std()*np.sqrt(self._days*24) - volatility_avg = volatility_series.mean() - - if self._min_volatility <= volatility_avg <= self._max_volatility: - result = True - else: - self.log_once(f"Removed {pair} from whitelist, because volatility " - f"over {self._days} {plural(self._days, 'day')} " - f"is: {volatility_avg:.3f} " - f"which is not in the configured range of " - f"{self._min_volatility}-{self._max_volatility}.", - logger.info) - result = False - self._pair_cache[pair] = result - - return result