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@@ -53,9 +53,9 @@ python3 ./freqtrade/main.py backtesting --datadir freqtrade/tests/testdata-20180
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**With a (custom) strategy file**
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```bash
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python3 ./freqtrade/main.py -s currentstrategy backtesting
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python3 ./freqtrade/main.py -s TestStrategy backtesting
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```
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Where `-s currentstrategy` refers to a filename `currentstrategy.py` in `freqtrade/user_data/strategies`
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Where `-s TestStrategy` refers to the class name within the strategy file `test_strategy.py` found in the `freqtrade/user_data/strategies` directory
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**Exporting trades to file**
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```bash
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@@ -83,6 +83,8 @@ The full timerange specification:
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- Use tickframes till 2018/01/31: `--timerange=-20180131`
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- Use tickframes since 2018/01/31: `--timerange=20180131-`
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- Use tickframes since 2018/01/31 till 2018/03/01 : `--timerange=20180131-20180301`
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- Use tickframes between POSIX timestamps 1527595200 1527618600:
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`--timerange=1527595200-1527618600`
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**Update testdata directory**
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@@ -9,7 +9,8 @@ it.
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## Bot commands
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```
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usage: main.py [-h] [-c PATH] [-v] [--version] [--dynamic-whitelist [INT]]
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usage: main.py [-h] [-v] [--version] [-c PATH] [-d PATH] [-s NAME]
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[--strategy-path PATH] [--dynamic-whitelist [INT]]
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[--dry-run-db]
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{backtesting,hyperopt} ...
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@@ -26,17 +27,18 @@ optional arguments:
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--version show program's version number and exit
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-c PATH, --config PATH
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specify configuration file (default: config.json)
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-d PATH, --datadir PATH
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path to backtest data (default:
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freqtrade/tests/testdata
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-s NAME, --strategy NAME
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specify strategy class name (default: DefaultStrategy)
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--strategy-path PATH specify additional strategy lookup path
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--dry-run-db Force dry run to use a local DB
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"tradesv3.dry_run.sqlite" instead of memory DB. Work
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only if dry_run is enabled.
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--datadir PATH
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path to backtest data (default freqdata/tests/testdata
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--dynamic-whitelist [INT]
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dynamically generate and update whitelist based on 24h
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BaseVolume (Default 20 currencies)
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--dry-run-db Force dry run to use a local DB
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"tradesv3.dry_run.sqlite" instead of memory DB. Work
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only if dry_run is enabled.
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```
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### How to use a different config file?
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@@ -116,21 +118,25 @@ python3 ./freqtrade/main.py -c config.json --dry-run-db
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Backtesting also uses the config specified via `-c/--config`.
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```
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usage: freqtrade backtesting [-h] [-l] [-i INT] [--realistic-simulation]
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[-r]
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usage: main.py backtesting [-h] [-i TICKER_INTERVAL] [--realistic-simulation]
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[--timerange TIMERANGE] [-l] [-r] [--export EXPORT]
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optional arguments:
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-h, --help show this help message and exit
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-l, --live using live data
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-i INT, --ticker-interval INT
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specify ticker interval (default: '5m')
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-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
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specify ticker interval (1m, 5m, 30m, 1h, 1d)
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--realistic-simulation
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uses max_open_trades from config to simulate real
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world limitations
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--timerange TIMERANGE
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specify what timerange of data to use.
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-l, --live using live data
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-r, --refresh-pairs-cached
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refresh the pairs files in tests/testdata with
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the latest data from the exchange. Use it if you want
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to run your backtesting with up-to-date data.
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refresh the pairs files in tests/testdata with the
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latest data from the exchange. Use it if you want to
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run your backtesting with up-to-date data.
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--export EXPORT export backtest results, argument are: trades Example
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--export=trades
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```
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### How to use --refresh-pairs-cached parameter?
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@@ -153,14 +159,25 @@ Hyperopt uses an internal json config return by `hyperopt_optimize_conf()`
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located in `freqtrade/optimize/hyperopt_conf.py`.
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```
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usage: freqtrade hyperopt [-h] [-e INT] [--use-mongodb]
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usage: main.py hyperopt [-h] [-i TICKER_INTERVAL] [--realistic-simulation]
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[--timerange TIMERANGE] [-e INT] [--use-mongodb]
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[-s {all,buy,roi,stoploss} [{all,buy,roi,stoploss} ...]]
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optional arguments:
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-h, --help show this help message and exit
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-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
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specify ticker interval (1m, 5m, 30m, 1h, 1d)
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--realistic-simulation
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uses max_open_trades from config to simulate real
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world limitations
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--timerange TIMERANGE
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specify what timerange of data to use.
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-e INT, --epochs INT specify number of epochs (default: 100)
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--use-mongodb parallelize evaluations with mongodb (requires mongod
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in PATH)
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-s {all,buy,roi,stoploss} [{all,buy,roi,stoploss} ...], --spaces {all,buy,roi,stoploss} [{all,buy,roi,stoploss} ...]
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Specify which parameters to hyperopt. Space separate
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list. Default: all
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```
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## A parameter missing in the configuration?
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@@ -24,7 +24,7 @@ The table below will list all configuration parameters.
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| `stoploss` | -0.10 | No | Value of the stoploss in percent used by the bot. More information below. If set, this parameter will override `stoploss` from your strategy file.
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| `unfilledtimeout` | 0 | No | How long (in minutes) the bot will wait for an unfilled order to complete, after which the order will be cancelled.
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| `bid_strategy.ask_last_balance` | 0.0 | Yes | Set the bidding price. More information below.
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| `exchange.name` | bittrex | Yes | Name of the exchange class to use.
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| `exchange.name` | bittrex | Yes | Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename).
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| `exchange.key` | key | No | API key to use for the exchange. Only required when you are in production mode.
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| `exchange.secret` | secret | No | API secret to use for the exchange. Only required when you are in production mode.
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| `exchange.pair_whitelist` | [] | No | List of currency to use by the bot. Can be overrided with `--dynamic-whitelist` param.
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@@ -86,6 +86,18 @@ use the `last` price and values between those interpolate between ask and last
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price. Using `ask` price will guarantee quick success in bid, but bot will also
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end up paying more then would probably have been necessary.
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### What values for exchange.name?
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Freqtrade is based on [CCXT library](https://github.com/ccxt/ccxt) that supports 115 cryptocurrency
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exchange markets and trading APIs. The complete up-to-date list can be found in the
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[CCXT repo homepage](https://github.com/ccxt/ccxt/tree/master/python). However, the bot was tested
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with only Bittrex and Binance.
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The bot was tested with the following exchanges:
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- [Bittrex](https://bittrex.com/): "bittrex"
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- [Binance](https://www.binance.com/): "binance"
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Feel free to test other exchanges and submit your PR to improve the bot.
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### What values for fiat_display_currency?
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`fiat_display_currency` set the fiat to use for the conversion form coin to fiat in Telegram.
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The valid value are: "AUD", "BRL", "CAD", "CHF", "CLP", "CNY", "CZK", "DKK", "EUR", "GBP", "HKD", "HUF", "IDR", "ILS", "INR", "JPY", "KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN", "RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD".
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@@ -103,7 +115,7 @@ creating trades.
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"dry_run": true,
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```
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3. Remove your Bittrex API key (change them by fake api credentials)
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3. Remove your Exchange API key (change them by fake api credentials)
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```json
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"exchange": {
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"name": "bittrex",
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@@ -129,7 +141,7 @@ you run it in production mode.
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"dry_run": false,
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```
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3. Insert your Bittrex API key (change them by fake api keys)
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3. Insert your Exchange API key (change them by fake api keys)
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```json
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"exchange": {
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"name": "bittrex",
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@@ -132,6 +132,13 @@ You can run a one-off container that is immediately deleted upon exiting with th
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docker run --rm -v /etc/localtime:/etc/localtime:ro -v `pwd`/config.json:/freqtrade/config.json -it freqtrade
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```
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There is known issue in OSX Docker versions after 17.09.1, whereby /etc/localtime cannot be shared causing Docker to not start. A work-around for this is to start with the following cmd.
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```bash
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docker run --rm -e TZ=`ls -la /etc/localtime | cut -d/ -f8-9` -v `pwd`/config.json:/freqtrade/config.json -it freqtrade
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```
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More information on this docker issue and work-around can be read here: https://github.com/docker/for-mac/issues/2396
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In this example, the database will be created inside the docker instance and will be lost when you will refresh your image.
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