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Merge branch 'freqtrade:develop' into dca

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This commit is contained in:
Reigo Reinmets
2022-01-08 14:57:15 +02:00
committed by GitHub
parent 05ac09b38e 43f8087f32
commit 8e424f7c73
41 changed files with 280 additions and 325 deletions
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7
docs/backtesting.md
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@@ -312,7 +312,7 @@ A backtesting result will look like that:
| | |
| Min balance | 0.00945123 BTC |
| Max balance | 0.01846651 BTC |
| Drawdown | 50.63% |
| Drawdown (Account) | 13.33% |
| Drawdown | 0.0015 BTC |
| Drawdown high | 0.0013 BTC |
| Drawdown low | -0.0002 BTC |
@@ -399,7 +399,7 @@ It contains some useful key metrics about performance of your strategy on backte
| | |
| Min balance | 0.00945123 BTC |
| Max balance | 0.01846651 BTC |
| Drawdown | 50.63% |
| Drawdown (Account) | 13.33% |
| Drawdown | 0.0015 BTC |
| Drawdown high | 0.0013 BTC |
| Drawdown low | -0.0002 BTC |
@@ -426,7 +426,8 @@ It contains some useful key metrics about performance of your strategy on backte
- `Avg. Duration Winners` / `Avg. Duration Loser`: Average durations for winning and losing trades.
- `Rejected Buy signals`: Buy signals that could not be acted upon due to max_open_trades being reached.
- `Min balance` / `Max balance`: Lowest and Highest Wallet balance during the backtest period.
- `Drawdown`: Maximum drawdown experienced. For example, the value of 50% means that from highest to subsequent lowest point, a 50% drop was experienced).
- `Drawdown (Account)`: Maximum Account Drawdown experienced. Calculated as $(Absolute Drawdown) / (DrawdownHigh + startingBalance)$.
- `Drawdown`: Maximum, absolute drawdown experienced. Difference between Drawdown High and Subsequent Low point.
- `Drawdown high` / `Drawdown low`: Profit at the beginning and end of the largest drawdown period. A negative low value means initial capital lost.
- `Drawdown Start` / `Drawdown End`: Start and end datetime for this largest drawdown (can also be visualized via the `plot-dataframe` sub-command).
- `Market change`: Change of the market during the backtest period. Calculated as average of all pairs changes from the first to the last candle using the "close" column.

4
docs/deprecated.md
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@@ -15,8 +15,8 @@ This command line option was deprecated in 2019.7-dev (develop branch) and remov
### The **--dynamic-whitelist** command line option
This command line option was deprecated in 2018 and removed freqtrade 2019.6-dev (develop branch)
and in freqtrade 2019.7.
This command line option was deprecated in 2018 and removed freqtrade 2019.6-dev (develop branch) and in freqtrade 2019.7.
Please refer to [pairlists](plugins.md#pairlists-and-pairlist-handlers) instead.
### the `--live` command line option

4
docs/strategy-advanced.md
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@@ -222,9 +222,9 @@ should be rewritten to
```python
frames = [dataframe]
for val in self.buy_ema_short.range:
frames.append({
frames.append(DataFrame({
f'ema_short_{val}': ta.EMA(dataframe, timeperiod=val)
})
}))
# Append columns to existing dataframe
merged_frame = pd.concat(frames, axis=1)

2
docs/windows_installation.md
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@@ -23,7 +23,7 @@ git clone https://github.com/freqtrade/freqtrade.git
Install ta-lib according to the [ta-lib documentation](https://github.com/mrjbq7/ta-lib#windows).
As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of unofficial pre-compiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which need to be downloaded and installed using `pip install TA_Lib‑0.4.22‑cp38‑cp38‑win_amd64.whl` (make sure to use the version matching your python version).
As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of unofficial pre-compiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which need to be downloaded and installed using `pip install TA_Lib-0.4.23-cp38-cp38-win_amd64.whl` (make sure to use the version matching your python version).
Freqtrade provides these dependencies for the latest 3 Python versions (3.7, 3.8, 3.9 and 3.10) and for 64bit Windows.
Other versions must be downloaded from the above link.