Merge pull request #2606 from freqtrade/volume_tester
Subcommand: test-pairlist
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hroff-1902
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@ -11,14 +11,15 @@ Now you have good Buy and Sell strategies and some historic data, you want to te
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real data. This is what we call
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[backtesting](https://en.wikipedia.org/wiki/Backtesting).
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Backtesting will use the crypto-currencies (pairs) from your config file
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and load ticker data from `user_data/data/<exchange>` by default.
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If no data is available for the exchange / pair / ticker interval combination, backtesting will
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ask you to download them first using `freqtrade download-data`.
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Backtesting will use the crypto-currencies (pairs) from your config file and load ticker data from `user_data/data/<exchange>` by default.
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If no data is available for the exchange / pair / ticker interval combination, backtesting will ask you to download them first using `freqtrade download-data`.
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For details on downloading, please refer to the [Data Downloading](data-download.md) section in the documentation.
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The result of backtesting will confirm if your bot has better odds of making a profit than a loss.
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!!! Tip "Using dynamic pairlists for backtesting"
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While using dynamic pairlists during backtesting is not possible, a dynamic pairlist using current data can be generated via the [`test-pairlist`](utils.md#test-pairlist) command, and needs to be specified as `"pair_whitelist"` attribute in the configuration.
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### Run a backtesting against the currencies listed in your config file
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#### With 5 min tickers (Per default)
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@ -405,6 +405,9 @@ Inactive markets and blacklisted pairs are always removed from the resulting `pa
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* [`PrecisionFilter`](#precision-filter)
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* [`PriceFilter`](#price-pair-filter)
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!!! Tip "Testing pairlists"
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Pairlist configurations can be quite tricky to get right. Best use the [`test-pairlist`](utils.md#test-pairlist) subcommand to test your configuration quickly.
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#### Static Pair List
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By default, the `StaticPairList` method is used, which uses a statically defined pair whitelist from the configuration.
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@ -43,20 +43,6 @@ The file will be named inline with your class name, and will not overwrite exist
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Results will be located in `user_data/strategies/<strategyclassname>.py`.
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### Sample usage of new-strategy
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```bash
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freqtrade new-strategy --strategy AwesomeStrategy
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```
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With custom user directory
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```bash
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freqtrade new-strategy --userdir ~/.freqtrade/ --strategy AwesomeStrategy
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```
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### new-strategy complete options
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``` output
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usage: freqtrade new-strategy [-h] [--userdir PATH] [-s NAME]
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[--template {full,minimal}]
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@ -75,6 +61,18 @@ optional arguments:
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```
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### Sample usage of new-strategy
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```bash
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freqtrade new-strategy --strategy AwesomeStrategy
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```
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With custom user directory
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```bash
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freqtrade new-strategy --userdir ~/.freqtrade/ --strategy AwesomeStrategy
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```
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## Create new hyperopt
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Creates a new hyperopt from a template similar to SampleHyperopt.
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@ -82,20 +80,6 @@ The file will be named inline with your class name, and will not overwrite exist
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Results will be located in `user_data/hyperopts/<classname>.py`.
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### Sample usage of new-hyperopt
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```bash
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freqtrade new-hyperopt --hyperopt AwesomeHyperopt
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```
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With custom user directory
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```bash
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freqtrade new-hyperopt --userdir ~/.freqtrade/ --hyperopt AwesomeHyperopt
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```
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### new-hyperopt complete options
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``` output
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usage: freqtrade new-hyperopt [-h] [--userdir PATH] [--hyperopt NAME]
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[--template {full,minimal}]
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@ -112,6 +96,18 @@ optional arguments:
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`full`.
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```
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### Sample usage of new-hyperopt
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```bash
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freqtrade new-hyperopt --hyperopt AwesomeHyperopt
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```
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With custom user directory
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```bash
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freqtrade new-hyperopt --userdir ~/.freqtrade/ --hyperopt AwesomeHyperopt
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```
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## List Exchanges
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Use the `list-exchanges` subcommand to see the exchanges available for the bot.
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@ -234,3 +230,35 @@ $ freqtrade -c config_binance.json list-pairs --all --base BTC ETH --quote USDT
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```
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$ freqtrade list-markets --exchange kraken --all
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```
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## Test pairlist
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Use the `test-pairlist` subcommand to test the configuration of [dynamic pairlists](configuration.md#pairlists).
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Requires a configuration with specified `pairlists` attribute.
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Can be used to generate static pairlists to be used during backtesting / hyperopt.
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```
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usage: freqtrade test-pairlist [-h] [-c PATH]
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[--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]]
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[-1] [--print-json]
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optional arguments:
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-h, --help show this help message and exit
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-c PATH, --config PATH
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Specify configuration file (default: `config.json`).
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Multiple --config options may be used. Can be set to
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`-` to read config from stdin.
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--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]
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Specify quote currency(-ies). Space-separated list.
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-1, --one-column Print output in one column.
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--print-json Print list of pairs or market symbols in JSON format.
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```
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### Examples
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Show whitelist when using a [dynamic pairlist](configuration.md#pairlists).
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```
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freqtrade test-pairlist --config config.json --quote USDT BTC
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```
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@ -37,6 +37,8 @@ ARGS_LIST_TIMEFRAMES = ["exchange", "print_one_column"]
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ARGS_LIST_PAIRS = ["exchange", "print_list", "list_pairs_print_json", "print_one_column",
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"print_csv", "base_currencies", "quote_currencies", "list_pairs_all"]
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ARGS_TEST_PAIRLIST = ["config", "quote_currencies", "print_one_column", "list_pairs_print_json"]
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ARGS_CREATE_USERDIR = ["user_data_dir", "reset"]
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ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy", "template"]
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@ -63,6 +65,7 @@ class Arguments:
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"""
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Arguments Class. Manage the arguments received by the cli
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"""
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def __init__(self, args: Optional[List[str]]) -> None:
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self.args = args
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self._parsed_arg: Optional[argparse.Namespace] = None
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@ -122,7 +125,7 @@ class Arguments:
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from freqtrade.utils import (start_create_userdir, start_download_data,
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start_list_exchanges, start_list_markets,
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start_new_hyperopt, start_new_strategy,
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start_list_timeframes, start_trading)
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start_list_timeframes, start_test_pairlist, start_trading)
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from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit
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subparsers = self.parser.add_subparsers(dest='command',
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@ -211,6 +214,14 @@ class Arguments:
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list_pairs_cmd.set_defaults(func=partial(start_list_markets, pairs_only=True))
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self._build_args(optionlist=ARGS_LIST_PAIRS, parser=list_pairs_cmd)
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# Add test-pairlist subcommand
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test_pairlist_cmd = subparsers.add_parser(
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'test-pairlist',
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help='Test your pairlist configuration.',
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)
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test_pairlist_cmd.set_defaults(func=start_test_pairlist)
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self._build_args(optionlist=ARGS_TEST_PAIRLIST, parser=test_pairlist_cmd)
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# Add download-data subcommand
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download_data_cmd = subparsers.add_parser(
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'download-data',
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@ -48,6 +48,7 @@ class PrecisionFilter(IPairList):
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"""
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Filters and sorts pairlists and assigns and returns them again.
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"""
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stoploss = None
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if self._config.get('stoploss') is not None:
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# Precalculate sanitized stoploss value to avoid recalculation for every pair
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stoploss = 1 - abs(self._config.get('stoploss'))
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@ -322,3 +322,35 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
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args.get('list_pairs_print_json', False) or
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args.get('print_csv', False)):
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print(f"{summary_str}.")
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def start_test_pairlist(args: Dict[str, Any]) -> None:
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"""
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Test Pairlist configuration
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"""
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from freqtrade.pairlist.pairlistmanager import PairListManager
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config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
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exchange = ExchangeResolver(config['exchange']['name'], config, validate=False).exchange
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quote_currencies = args.get('quote_currencies')
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if not quote_currencies:
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quote_currencies = [config.get('stake_currency')]
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results = {}
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for curr in quote_currencies:
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config['stake_currency'] = curr
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# Do not use ticker_interval set in the config
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pairlists = PairListManager(exchange, config)
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pairlists.refresh_pairlist()
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results[curr] = pairlists.whitelist
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for curr, pairlist in results.items():
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if not args.get('print_one_column', False):
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print(f"Pairs for {curr}: ")
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if args.get('print_one_column', False):
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print('\n'.join(pairlist))
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elif args.get('list_pairs_print_json', False):
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print(rapidjson.dumps(list(pairlist), default=str))
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else:
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print(pairlist)
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@ -10,8 +10,9 @@ from freqtrade.utils import (setup_utils_configuration, start_create_userdir,
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start_download_data, start_list_exchanges,
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start_list_markets, start_list_timeframes,
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start_new_hyperopt, start_new_strategy,
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start_trading)
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from tests.conftest import get_args, log_has, log_has_re, patch_exchange
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start_test_pairlist, start_trading)
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from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
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patched_configuration_load_config_file)
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def test_setup_utils_configuration():
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@ -573,7 +574,7 @@ def test_download_data_no_exchange(mocker, caplog):
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)
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args = [
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"download-data",
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]
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]
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pargs = get_args(args)
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pargs['config'] = None
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with pytest.raises(OperationalException,
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@ -623,3 +624,36 @@ def test_download_data_trades(mocker, caplog):
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assert dl_mock.call_args[1]['timerange'].starttype == "date"
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assert dl_mock.call_count == 1
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assert convert_mock.call_count == 1
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def test_start_test_pairlist(mocker, caplog, markets, tickers, default_conf, capsys):
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mocker.patch.multiple('freqtrade.exchange.Exchange',
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markets=PropertyMock(return_value=markets),
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exchange_has=MagicMock(return_value=True),
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get_tickers=tickers
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)
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default_conf['pairlists'] = [
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{
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"method": "VolumePairList",
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"number_assets": 5,
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"sort_key": "quoteVolume",
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},
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{"method": "PrecisionFilter"},
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{"method": "PriceFilter", "low_price_ratio": 0.02},
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]
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patched_configuration_load_config_file(mocker, default_conf)
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args = [
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'test-pairlist',
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'-c', 'config.json.example'
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]
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start_test_pairlist(get_args(args))
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assert log_has_re(r"^Using resolved pairlist VolumePairList.*", caplog)
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assert log_has_re(r"^Using resolved pairlist PrecisionFilter.*", caplog)
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assert log_has_re(r"^Using resolved pairlist PriceFilter.*", caplog)
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captured = capsys.readouterr()
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assert re.match(r"Pairs for .*", captured.out)
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assert re.match("['ETH/BTC', 'TKN/BTC', 'BLK/BTC', 'LTC/BTC', 'XRP/BTC']", captured.out)
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