Merge branch 'develop' into example_json_filename_extensions
This commit is contained in:
Sam Germain
commit
804bc8134f
@ -1,11 +1,20 @@
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{
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"name": "freqtrade Develop",
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"dockerComposeFile": [
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"docker-compose.yml"
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"build": {
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"dockerfile": "Dockerfile",
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"context": ".."
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},
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// Use 'forwardPorts' to make a list of ports inside the container available locally.
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"forwardPorts": [
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8080
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],
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"mounts": [
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"source=freqtrade-bashhistory,target=/home/ftuser/commandhistory,type=volume"
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],
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// Uncomment to connect as a non-root user if you've added one. See https://aka.ms/vscode-remote/containers/non-root.
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"remoteUser": "ftuser",
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"service": "ft_vscode",
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"postCreateCommand": "freqtrade create-userdir --userdir user_data/",
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"workspaceFolder": "/freqtrade/",
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@ -25,20 +34,6 @@
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"ms-python.vscode-pylance",
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"davidanson.vscode-markdownlint",
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"ms-azuretools.vscode-docker",
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"vscode-icons-team.vscode-icons",
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],
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// Use 'forwardPorts' to make a list of ports inside the container available locally.
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// "forwardPorts": [],
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// Uncomment the next line if you want start specific services in your Docker Compose config.
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// "runServices": [],
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// Uncomment the next line if you want to keep your containers running after VS Code shuts down.
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// "shutdownAction": "none",
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// Uncomment the next line to run commands after the container is created - for example installing curl.
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// "postCreateCommand": "sudo apt-get update && apt-get install -y git",
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// Uncomment to connect as a non-root user if you've added one. See https://aka.ms/vscode-remote/containers/non-root.
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"remoteUser": "ftuser"
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}
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@ -1,24 +0,0 @@
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---
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version: '3'
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services:
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ft_vscode:
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build:
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context: ..
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dockerfile: ".devcontainer/Dockerfile"
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volumes:
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# Allow git usage within container
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- "${HOME}/.ssh:/home/ftuser/.ssh:ro"
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- "${HOME}/.gitconfig:/home/ftuser/.gitconfig:ro"
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- ..:/freqtrade:cached
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# Persist bash-history
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- freqtrade-vscode-server:/home/ftuser/.vscode-server
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- freqtrade-bashhistory:/home/ftuser/commandhistory
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# Expose API port
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ports:
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- "127.0.0.1:8080:8080"
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command: /bin/sh -c "while sleep 1000; do :; done"
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volumes:
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freqtrade-vscode-server:
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freqtrade-bashhistory:
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@ -52,6 +52,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
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| `stake_currency` | **Required.** Crypto-currency used for trading. <br> **Datatype:** String
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| `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). <br> **Datatype:** Positive float or `"unlimited"`.
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| `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`.
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| `available_capital` | Available starting capital for the bot. Useful when running multiple bots on the same exchange account.[More information below](#configuring-amount-per-trade). <br> **Datatype:** Positive float.
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| `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
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| `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)
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| `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.
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@ -164,7 +165,7 @@ Values set in the configuration file always overwrite values set in the strategy
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### Configuring amount per trade
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There are several methods to configure how much of the stake currency the bot will use to enter a trade. All methods respect the [available balance configuration](#available-balance) as explained below.
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There are several methods to configure how much of the stake currency the bot will use to enter a trade. All methods respect the [available balance configuration](#tradable-balance) as explained below.
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#### Minimum trade stake
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@ -183,7 +184,7 @@ To limit this calculation in case of large stoploss values, the calculated minim
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!!! Warning
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Since the limits on exchanges are usually stable and are not updated often, some pairs can show pretty high minimum limits, simply because the price increased a lot since the last limit adjustment by the exchange.
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#### Available balance
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#### Tradable balance
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By default, the bot assumes that the `complete amount - 1%` is at it's disposal, and when using [dynamic stake amount](#dynamic-stake-amount), it will split the complete balance into `max_open_trades` buckets per trade.
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Freqtrade will reserve 1% for eventual fees when entering a trade and will therefore not touch that by default.
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@ -192,9 +193,25 @@ You can configure the "untouched" amount by using the `tradable_balance_ratio` s
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For example, if you have 10 ETH available in your wallet on the exchange and `tradable_balance_ratio=0.5` (which is 50%), then the bot will use a maximum amount of 5 ETH for trading and considers this as available balance. The rest of the wallet is untouched by the trades.
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!!! Danger
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This setting should **not** be used when running multiple bots on the same account. Please look at [Available Capital to the bot](#assign-available-capital) instead.
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!!! Warning
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The `tradable_balance_ratio` setting applies to the current balance (free balance + tied up in trades). Therefore, assuming the starting balance of 1000, a configuration with `tradable_balance_ratio=0.99` will not guarantee that 10 currency units will always remain available on the exchange. For example, the free amount may reduce to 5 units if the total balance is reduced to 500 (either by a losing streak, or by withdrawing balance).
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#### Assign available Capital
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To fully utilize compounding profits when using multiple bots on the same exchange account, you'll want to limit each bot to a certain starting balance.
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This can be accomplished by setting `available_capital` to the desired starting balance.
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Assuming your account has 10.000 USDT and you want to run 2 different strategies on this exchange.
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You'd set `available_capital=5000` - granting each bot an initial capital of 5000 USDT.
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The bot will then split this starting balance equally into `max_open_trades` buckets.
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Profitable trades will result in increased stake-sizes for this bot - without affecting stake-sizes of the other bot.
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!!! Warning "Incompatible with `tradable_balance_ratio`"
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Setting this option will replace any configuration of `tradable_balance_ratio`.
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#### Amend last stake amount
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Assuming we have the tradable balance of 1000 USDT, `stake_amount=400`, and `max_open_trades=3`.
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@ -113,6 +113,10 @@ CONF_SCHEMA = {
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'maximum': 1,
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'default': 0.99
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},
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'available_capital': {
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'type': 'number',
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'minimum': 0,
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},
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'amend_last_stake_amount': {'type': 'boolean', 'default': False},
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'last_stake_amount_min_ratio': {
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'type': 'number', 'minimum': 0.0, 'maximum': 1.0, 'default': 0.5
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@ -801,6 +801,19 @@ class Trade(_DECL_BASE, LocalTrade):
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Trade.is_open.is_(False),
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]).all()
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@staticmethod
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def get_total_closed_profit() -> float:
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"""
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Retrieves total realized profit
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"""
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if Trade.use_db:
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total_profit = Trade.query.with_entities(
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func.sum(Trade.close_profit_abs)).filter(Trade.is_open.is_(False)).scalar()
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else:
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total_profit = sum(
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t.close_profit_abs for t in LocalTrade.get_trades_proxy(is_open=False))
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return total_profit or 0
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@staticmethod
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def total_open_trades_stakes() -> float:
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"""
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@ -70,9 +70,7 @@ class Wallets:
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# If not backtesting...
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# TODO: potentially remove the ._log workaround to determine backtest mode.
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if self._log:
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closed_trades = Trade.get_trades_proxy(is_open=False)
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tot_profit = sum(
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[trade.close_profit_abs for trade in closed_trades if trade.close_profit_abs])
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tot_profit = Trade.get_total_closed_profit()
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else:
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tot_profit = LocalTrade.total_profit
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tot_in_trades = sum([trade.stake_amount for trade in open_trades])
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@ -138,10 +136,16 @@ class Wallets:
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Calculated as
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(<open_trade stakes> + free amount) * tradable_balance_ratio
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"""
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val_tied_up = Trade.total_open_trades_stakes()
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if "available_capital" in self._config:
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starting_balance = self._config['available_capital']
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tot_profit = Trade.get_total_closed_profit()
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available_amount = starting_balance + tot_profit
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else:
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# Ensure <tradable_balance_ratio>% is used from the overall balance
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# Otherwise we'd risk lowering stakes with each open trade.
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# (tied up + current free) * ratio) - tied up
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val_tied_up = Trade.total_open_trades_stakes()
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available_amount = ((val_tied_up + self.get_free(self._config['stake_currency'])) *
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self._config['tradable_balance_ratio'])
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return available_amount
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@ -154,10 +158,8 @@ class Wallets:
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(<open_trade stakes> + free amount) * tradable_balance_ratio - <open_trade stakes>
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"""
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# Ensure <tradable_balance_ratio>% is used from the overall balance
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# Otherwise we'd risk lowering stakes with each open trade.
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# (tied up + current free) * ratio) - tied up
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return self.get_total_stake_amount() - Trade.total_open_trades_stakes()
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free = self.get_free(self._config['stake_currency'])
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return min(self.get_total_stake_amount() - Trade.total_open_trades_stakes(), free)
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def _calculate_unlimited_stake_amount(self, available_amount: float,
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val_tied_up: float) -> float:
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68
setup.sh
68
setup.sh
@ -17,35 +17,20 @@ function check_installed_python() {
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exit 2
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fi
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which python3.8
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for v in 8 9 7
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do
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PYTHON="python3.${v}"
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which $PYTHON
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if [ $? -eq 0 ]; then
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echo "using Python 3.8"
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PYTHON=python3.8
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echo "using ${PYTHON}"
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check_installed_pip
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return
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fi
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done
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which python3.9
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if [ $? -eq 0 ]; then
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echo "using Python 3.9"
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PYTHON=python3.9
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check_installed_pip
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return
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fi
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which python3.7
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if [ $? -eq 0 ]; then
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echo "using Python 3.7"
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PYTHON=python3.7
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check_installed_pip
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return
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fi
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if [ -z ${PYTHON} ]; then
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echo "No usable python found. Please make sure to have python3.7 or newer installed"
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exit 1
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fi
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}
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function updateenv() {
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@ -122,6 +107,25 @@ function install_talib() {
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cd ..
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}
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function install_mac_newer_python_dependencies() {
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if [ ! $(brew --prefix --installed hdf5 2>/dev/null) ]
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then
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echo "-------------------------"
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echo "Installing hdf5"
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echo "-------------------------"
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brew install hdf5
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fi
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if [ ! $(brew --prefix --installed c-blosc 2>/dev/null) ]
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then
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echo "-------------------------"
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echo "Installing c-blosc"
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echo "-------------------------"
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brew install c-blosc
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fi
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}
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# Install bot MacOS
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function install_macos() {
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if [ ! -x "$(command -v brew)" ]
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@ -131,8 +135,13 @@ function install_macos() {
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echo "-------------------------"
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/usr/bin/ruby -e "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/master/install)"
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fi
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#Gets number after decimal in python version
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version=$(egrep -o 3.\[0-9\]+ <<< $PYTHON | sed 's/3.//g' )
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if [[ $version -ge 9 ]]; then #Checks if python version >= 3.9
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install_mac_newer_python_dependencies
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fi
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install_talib
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test_and_fix_python_on_mac
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}
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# Install bot Debian_ubuntu
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@ -189,19 +198,6 @@ function reset() {
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updateenv
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}
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function test_and_fix_python_on_mac() {
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if ! [ -x "$(command -v python3.6)" ]
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then
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echo "-------------------------"
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echo "Fixing Python"
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echo "-------------------------"
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echo "Python 3.6 is not linked in your system. Fixing it..."
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brew link --overwrite python
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echo
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fi
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}
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function config() {
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echo "-------------------------"
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@ -1124,6 +1124,21 @@ def test_total_open_trades_stakes(fee, use_db):
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Trade.use_db = True
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@pytest.mark.usefixtures("init_persistence")
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@pytest.mark.parametrize('use_db', [True, False])
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def test_get_total_closed_profit(fee, use_db):
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Trade.use_db = use_db
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Trade.reset_trades()
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res = Trade.get_total_closed_profit()
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assert res == 0
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create_mock_trades(fee, use_db)
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res = Trade.get_total_closed_profit()
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assert res == 0.000739127
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Trade.use_db = True
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@pytest.mark.usefixtures("init_persistence")
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@pytest.mark.parametrize('use_db', [True, False])
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def test_get_trades_proxy(fee, use_db):
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@ -1298,6 +1313,7 @@ def test_Trade_object_idem():
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'open_date',
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'get_best_pair',
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'get_overall_performance',
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'get_total_closed_profit',
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'total_open_trades_stakes',
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'get_sold_trades_without_assigned_fees',
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'get_open_trades_without_assigned_fees',
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@ -121,13 +121,19 @@ def test_get_trade_stake_amount_no_stake_amount(default_conf, mocker) -> None:
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freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
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@pytest.mark.parametrize("balance_ratio,result1,result2", [
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(1, 50, 66.66666),
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(0.99, 49.5, 66.0),
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(0.50, 25, 33.3333),
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@pytest.mark.parametrize("balance_ratio,capital,result1,result2", [
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(1, None, 50, 66.66666),
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(0.99, None, 49.5, 66.0),
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(0.50, None, 25, 33.3333),
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# Tests with capital ignore balance_ratio
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(1, 100, 50, 0.0),
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(0.99, 200, 50, 66.66666),
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(0.99, 150, 50, 50),
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(0.50, 50, 25, 0.0),
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(0.50, 10, 5, 0.0),
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||||
])
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def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_ratio, result1,
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result2, limit_buy_order_open,
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def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_ratio, capital,
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result1, result2, limit_buy_order_open,
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fee, mocker) -> None:
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mocker.patch.multiple(
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||||
'freqtrade.exchange.Exchange',
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||||
@ -141,6 +147,8 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_r
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conf['dry_run_wallet'] = 100
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conf['max_open_trades'] = 2
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conf['tradable_balance_ratio'] = balance_ratio
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if capital is not None:
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conf['available_capital'] = capital
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||||
freqtrade = get_patched_freqtradebot(mocker, conf)
|
||||
|
||||
|
||||
Loading…
Reference in New Issue
Block a user