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Matthias
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docs/backtesting.md
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This page explains how to validate your strategy performance by using
Backtesting.
## Getting data for backtesting and hyperopt
To download data (candles / OHLCV) needed for backtesting and hyperoptimization use the `freqtrade download-data` command.
If no additional parameter is specified, freqtrade will download data for `"1m"` and `"5m"` timeframes.
Exchange and pairs will come from `config.json` (if specified using `-c/--config`). Otherwise `--exchange` becomes mandatory.
Alternatively, a `pairs.json` file can be used.
If you are using Binance for example:
- create a directory `user_data/data/binance` and copy `pairs.json` in that directory.
- update the `pairs.json` to contain the currency pairs you are interested in.
```bash
mkdir -p user_data/data/binance
cp freqtrade/tests/testdata/pairs.json user_data/data/binance
```
Then run:
```bash
freqtrade download-data --exchange binance
```
This will download ticker data for all the currency pairs you defined in `pairs.json`.
- To use a different directory than the exchange specific default, use `--datadir user_data/data/some_directory`.
- To change the exchange used to download the tickers, please use a different configuration file (you'll probably need to adjust ratelimits etc.)
- To use `pairs.json` from some other directory, use `--pairs-file some_other_dir/pairs.json`.
- To download ticker data for only 10 days, use `--days 10` (defaults to 30 days).
- Use `--timeframes` to specify which tickers to download. Default is `--timeframes 1m 5m` which will download 1-minute and 5-minute tickers.
- To use exchange, timeframe and list of pairs as defined in your configuration file, use the `-c/--config` option. With this, the script uses the whitelist defined in the config as the list of currency pairs to download data for and does not require the pairs.json file. You can combine `-c/--config` with most other options.
## Test your strategy with Backtesting
Now you have good Buy and Sell strategies, you want to test it against
Now you have good Buy and Sell strategies and some historic data, you want to test it against
real data. This is what we call
[backtesting](https://en.wikipedia.org/wiki/Backtesting).
@@ -109,37 +143,6 @@ The full timerange specification:
- Use tickframes between POSIX timestamps 1527595200 1527618600:
`--timerange=1527595200-1527618600`
#### Downloading new set of ticker data
To download new set of backtesting ticker data, you can use a download script.
If you are using Binance for example:
- create a directory `user_data/data/binance` and copy `pairs.json` in that directory.
- update the `pairs.json` to contain the currency pairs you are interested in.
```bash
mkdir -p user_data/data/binance
cp freqtrade/tests/testdata/pairs.json user_data/data/binance
```
Then run:
```bash
python scripts/download_backtest_data.py --exchange binance
```
This will download ticker data for all the currency pairs you defined in `pairs.json`.
- To use a different directory than the exchange specific default, use `--datadir user_data/data/some_directory`.
- To change the exchange used to download the tickers, use `--exchange`. Default is `bittrex`.
- To use `pairs.json` from some other directory, use `--pairs-file some_other_dir/pairs.json`.
- To download ticker data for only 10 days, use `--days 10`.
- Use `--timeframes` to specify which tickers to download. Default is `--timeframes 1m 5m` which will download 1-minute and 5-minute tickers.
- To use exchange, timeframe and list of pairs as defined in your configuration file, use the `-c/--config` option. With this, the script uses the whitelist defined in the config as the list of currency pairs to download data for and does not require the pairs.json file. You can combine `-c/--config` with other options.
For help about backtesting usage, please refer to [Backtesting commands](#backtesting-commands).
## Understand the backtesting result
The most important in the backtesting is to understand the result.

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docs/bot-usage.md
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result.json)
```
### How to use **--refresh-pairs-cached** parameter?
### Getting historic data for backtesting
The first time your run Backtesting, it will take the pairs you have
set in your config file and download data from the Exchange.
If for any reason you want to update your data set, you use
`--refresh-pairs-cached` to force Backtesting to update the data it has.
!!! Note
Use it only if you want to update your data set. You will not be able to come back to the previous version.
To test your strategy with latest data, we recommend continuing using
the parameter `-l` or `--live`.
The first time your run Backtesting, you will need to download some historic data first.
This can be accomplished by using `freqtrade download-data`.
Check the corresponding [help page section](backtesting.md#Getting-data-for-backtesting-and-hyperopt) for more details
## Hyperopt commands

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docs/strategy-customization.md
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@@ -274,27 +274,24 @@ Please always check the mode of operation to select the correct method to get da
#### Possible options for DataProvider
- `available_pairs` - Property with tuples listing cached pairs with their intervals. (pair, interval)
- `ohlcv(pair, ticker_interval)` - Currently cached ticker data for all pairs in the whitelist, returns DataFrame or empty DataFrame
- `historic_ohlcv(pair, ticker_interval)` - Data stored on disk
- `available_pairs` - Property with tuples listing cached pairs with their intervals (pair, interval).
- `ohlcv(pair, ticker_interval)` - Currently cached ticker data for the pair, returns DataFrame or empty DataFrame.
- `historic_ohlcv(pair, ticker_interval)` - Returns historical data stored on disk.
- `get_pair_dataframe(pair, ticker_interval)` - This is a universal method, which returns either historical data (for backtesting) or cached live data (for the Dry-Run and Live-Run modes).
- `runmode` - Property containing the current runmode.
#### ohlcv / historic_ohlcv
#### Example: fetch live ohlcv / historic data for the first informative pair
``` python
if self.dp:
if self.dp.runmode in ('live', 'dry_run'):
if (f'{self.stake_currency}/BTC', self.ticker_interval) in self.dp.available_pairs:
data_eth = self.dp.ohlcv(pair='{self.stake_currency}/BTC',
ticker_interval=self.ticker_interval)
else:
# Get historic ohlcv data (cached on disk).
history_eth = self.dp.historic_ohlcv(pair='{self.stake_currency}/BTC',
ticker_interval='1h')
inf_pair, inf_timeframe = self.informative_pairs()[0]
informative = self.dp.get_pair_dataframe(pair=inf_pair,
ticker_interval=inf_timeframe)
```
!!! Warning Warning about backtesting
Be carefull when using dataprovider in backtesting. `historic_ohlcv()` provides the full time-range in one go,
Be carefull when using dataprovider in backtesting. `historic_ohlcv()` (and `get_pair_dataframe()`
for the backtesting runmode) provides the full time-range in one go,
so please be aware of it and make sure to not "look into the future" to avoid surprises when running in dry/live mode).
!!! Warning Warning in hyperopt