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Merge branch 'develop' into plot_commands

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Matthias
2019-08-30 20:42:58 +02:00
parent 423805c9ca a7e45c5a73
commit 816d942ded
39 changed files with 494 additions and 326 deletions
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10
docs/backtesting.md
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@@ -79,18 +79,18 @@ freqtrade backtesting --datadir user_data/data/bittrex-20180101
#### With a (custom) strategy file
```bash
freqtrade -s TestStrategy backtesting
freqtrade -s SampleStrategy backtesting
```
Where `-s TestStrategy` refers to the class name within the strategy file `test_strategy.py` found in the `freqtrade/user_data/strategies` directory.
Where `-s SampleStrategy` refers to the class name within the strategy file `sample_strategy.py` found in the `freqtrade/user_data/strategies` directory.
#### Comparing multiple Strategies
```bash
freqtrade backtesting --strategy-list TestStrategy1 AwesomeStrategy --ticker-interval 5m
freqtrade backtesting --strategy-list SampleStrategy1 AwesomeStrategy --ticker-interval 5m
```
Where `TestStrategy1` and `AwesomeStrategy` refer to class names of strategies.
Where `SampleStrategy1` and `AwesomeStrategy` refer to class names of strategies.
#### Exporting trades to file
@@ -103,7 +103,7 @@ The exported trades can be used for [further analysis](#further-backtest-result-
#### Exporting trades to file specifying a custom filename
```bash
freqtrade backtesting --export trades --export-filename=backtest_teststrategy.json
freqtrade backtesting --export trades --export-filename=backtest_samplestrategy.json
```
#### Running backtest with smaller testset

9
docs/configuration.md
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@@ -61,8 +61,9 @@ Mandatory parameters are marked as **Required**.
| `order_time_in_force` | None | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy).
| `exchange.name` | | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename).
| `exchange.sandbox` | false | Use the 'sandbox' version of the exchange, where the exchange provides a sandbox for risk-free integration. See [here](sandbox-testing.md) in more details.
| `exchange.key` | '' | API key to use for the exchange. Only required when you are in production mode.
| `exchange.secret` | '' | API secret to use for the exchange. Only required when you are in production mode.
| `exchange.key` | '' | API key to use for the exchange. Only required when you are in production mode. ***Keep it in secrete, do not disclose publicly.***
| `exchange.secret` | '' | API secret to use for the exchange. Only required when you are in production mode. ***Keep it in secrete, do not disclose publicly.***
| `exchange.password` | '' | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests. ***Keep it in secrete, do not disclose publicly.***
| `exchange.pair_whitelist` | [] | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Can be overriden by dynamic pairlists (see [below](#dynamic-pairlists)).
| `exchange.pair_blacklist` | [] | List of pairs the bot must absolutely avoid for trading and backtesting. Can be overriden by dynamic pairlists (see [below](#dynamic-pairlists)).
| `exchange.ccxt_config` | None | Additional CCXT parameters passed to the regular ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
@@ -76,8 +77,8 @@ Mandatory parameters are marked as **Required**.
| `pairlist.method` | StaticPairList | Use static or dynamic volume-based pairlist. [More information below](#dynamic-pairlists).
| `pairlist.config` | None | Additional configuration for dynamic pairlists. [More information below](#dynamic-pairlists).
| `telegram.enabled` | true | **Required.** Enable or not the usage of Telegram.
| `telegram.token` | token | Your Telegram bot token. Only required if `telegram.enabled` is `true`.
| `telegram.chat_id` | chat_id | Your personal Telegram account id. Only required if `telegram.enabled` is `true`.
| `telegram.token` | token | Your Telegram bot token. Only required if `telegram.enabled` is `true`. ***Keep it in secrete, do not disclose publicly.***
| `telegram.chat_id` | chat_id | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. ***Keep it in secrete, do not disclose publicly.***
| `webhook.enabled` | false | Enable usage of Webhook notifications
| `webhook.url` | false | URL for the webhook. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details.
| `webhook.webhookbuy` | false | Payload to send on buy. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details.

2
docs/data-analysis.md
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@@ -139,7 +139,7 @@ You can override strategy settings as demonstrated below.
# Define some constants
ticker_interval = "5m"
# Name of the strategy class
strategy_name = 'TestStrategy'
strategy_name = 'SampleStrategy'
# Path to user data
user_data_dir = 'user_data'
# Location of the strategy

2
docs/requirements-docs.txt
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@@ -1 +1 @@
mkdocs-material==4.4.0
mkdocs-material==4.4.1

20
docs/strategy-customization.md
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@@ -24,7 +24,7 @@ strategy file will be updated on Github. Put your custom strategy file
into the directory `user_data/strategies`.
Best copy the test-strategy and modify this copy to avoid having bot-updates override your changes.
`cp user_data/strategies/test_strategy.py user_data/strategies/awesome-strategy.py`
`cp user_data/strategies/sample_strategy.py user_data/strategies/awesome-strategy.py`
### Anatomy of a strategy
@@ -36,14 +36,19 @@ A strategy file contains all the information needed to build a good strategy:
- Minimal ROI recommended
- Stoploss strongly recommended
The bot also include a sample strategy called `TestStrategy` you can update: `user_data/strategies/test_strategy.py`.
You can test it with the parameter: `--strategy TestStrategy`
The bot also include a sample strategy called `SampleStrategy` you can update: `user_data/strategies/sample_strategy.py`.
You can test it with the parameter: `--strategy SampleStrategy`
Additionally, there is an attribute called `INTERFACE_VERSION`, which defines the version of the strategy interface the bot should use.
The current version is 2 - which is also the default when it's not set explicitly in the strategy.
Future versions will require this to be set.
```bash
freqtrade --strategy AwesomeStrategy
```
**For the following section we will use the [user_data/strategies/test_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py)
**For the following section we will use the [user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/sample_strategy.py)
file as reference.**
!!! Note Strategies and Backtesting
@@ -109,9 +114,8 @@ def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame
return dataframe
```
!!! Note "Want more indicator examples?"
Look into the [user_data/strategies/test_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py).<br/>
Look into the [user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/sample_strategy.py).
Then uncomment indicators you need.
### Buy signal rules
@@ -122,7 +126,7 @@ It's important to always return the dataframe without removing/modifying the col
This will method will also define a new column, `"buy"`, which needs to contain 1 for buys, and 0 for "no action".
Sample from `user_data/strategies/test_strategy.py`:
Sample from `user_data/strategies/sample_strategy.py`:
```python
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@@ -152,7 +156,7 @@ It's important to always return the dataframe without removing/modifying the col
This will method will also define a new column, `"sell"`, which needs to contain 1 for sells, and 0 for "no action".
Sample from `user_data/strategies/test_strategy.py`:
Sample from `user_data/strategies/sample_strategy.py`:
```python
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: