Merge branch 'develop' into feat/short
This commit is contained in:
@@ -73,7 +73,7 @@ ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
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ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
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"trade_source", "timeframe", "plot_auto_open"]
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ARGS_INSTALL_UI = ["erase_ui_only"]
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ARGS_INSTALL_UI = ["erase_ui_only", 'ui_version']
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ARGS_SHOW_TRADES = ["db_url", "trade_ids", "print_json"]
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@@ -163,7 +163,8 @@ def ask_user_config() -> Dict[str, Any]:
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{
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"type": "text",
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"name": "api_server_listen_addr",
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"message": "Insert Api server Listen Address (best left untouched default!)",
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"message": ("Insert Api server Listen Address (0.0.0.0 for docker, "
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"otherwise best left untouched)"),
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"default": "127.0.0.1",
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"when": lambda x: x['api_server']
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},
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@@ -414,6 +414,12 @@ AVAILABLE_CLI_OPTIONS = {
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action='store_true',
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default=False,
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),
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"ui_version": Arg(
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'--ui-version',
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help=('Specify a specific version of FreqUI to install. '
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'Not specifying this installs the latest version.'),
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type=str,
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),
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# Templating options
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"template": Arg(
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'--template',
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@@ -128,7 +128,7 @@ def download_and_install_ui(dest_folder: Path, dl_url: str, version: str):
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f.write(version)
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def get_ui_download_url() -> Tuple[str, str]:
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def get_ui_download_url(version: Optional[str] = None) -> Tuple[str, str]:
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base_url = 'https://api.github.com/repos/freqtrade/frequi/'
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# Get base UI Repo path
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@@ -136,8 +136,16 @@ def get_ui_download_url() -> Tuple[str, str]:
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resp.raise_for_status()
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r = resp.json()
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latest_version = r[0]['name']
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assets = r[0].get('assets', [])
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if version:
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tmp = [x for x in r if x['name'] == version]
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if tmp:
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latest_version = tmp[0]['name']
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assets = tmp[0].get('assets', [])
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else:
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raise ValueError("UI-Version not found.")
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else:
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latest_version = r[0]['name']
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assets = r[0].get('assets', [])
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dl_url = ''
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if assets and len(assets) > 0:
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dl_url = assets[0]['browser_download_url']
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@@ -156,7 +164,7 @@ def start_install_ui(args: Dict[str, Any]) -> None:
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dest_folder = Path(__file__).parents[1] / 'rpc/api_server/ui/installed/'
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# First make sure the assets are removed.
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dl_url, latest_version = get_ui_download_url()
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dl_url, latest_version = get_ui_download_url(args.get('ui_version'))
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curr_version = read_ui_version(dest_folder)
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if curr_version == latest_version and not args.get('erase_ui_only'):
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@@ -24,7 +24,8 @@ ORDERTYPE_POSSIBILITIES = ['limit', 'market']
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ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
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HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
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'SharpeHyperOptLoss', 'SharpeHyperOptLossDaily',
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'SortinoHyperOptLoss', 'SortinoHyperOptLossDaily']
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'SortinoHyperOptLoss', 'SortinoHyperOptLossDaily',
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'MaxDrawDownHyperOptLoss']
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AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
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'AgeFilter', 'OffsetFilter', 'PerformanceFilter',
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'PrecisionFilter', 'PriceFilter', 'RangeStabilityFilter',
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@@ -507,7 +507,7 @@ class Exchange:
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if startup_candles + 5 > candle_limit:
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raise OperationalException(
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f"This strategy requires {startup_candles} candles to start. "
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f"{self.name} only provides {candle_limit} for {timeframe}.")
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f"{self.name} only provides {candle_limit - 5} for {timeframe}.")
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def validate_trading_mode_and_collateral(
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self,
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@@ -569,7 +569,7 @@ class Exchange:
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precision = self.markets[pair]['precision']['price']
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missing = price % precision
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if missing != 0:
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price = price - missing + precision
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price = round(price - missing + precision, 10)
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else:
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symbol_prec = self.markets[pair]['precision']['price']
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big_price = price * pow(10, symbol_prec)
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@@ -1128,7 +1128,7 @@ class Exchange:
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ticker_rate = ticker[conf_strategy['price_side']]
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if ticker['last'] and ticker_rate:
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if side == 'buy' and ticker_rate > ticker['last']:
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balance = conf_strategy['ask_last_balance']
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balance = conf_strategy.get('ask_last_balance', 0.0)
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ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)
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elif side == 'sell' and ticker_rate < ticker['last']:
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balance = conf_strategy.get('bid_last_balance', 0.0)
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@@ -2,6 +2,7 @@
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import logging
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from typing import Dict, List
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from freqtrade.exceptions import OperationalException
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from freqtrade.exchange import Exchange
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@@ -25,3 +26,10 @@ class Gateio(Exchange):
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_headers = {'X-Gate-Channel-Id': 'freqtrade'}
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funding_fee_times: List[int] = [0, 8, 16] # hours of the day
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def validate_ordertypes(self, order_types: Dict) -> None:
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super().validate_ordertypes(order_types)
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if any(v == 'market' for k, v in order_types.items()):
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raise OperationalException(
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f'Exchange {self.name} does not support market orders.')
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41
freqtrade/optimize/hyperopt_loss_max_drawdown.py
Normal file
41
freqtrade/optimize/hyperopt_loss_max_drawdown.py
Normal file
@@ -0,0 +1,41 @@
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"""
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MaxDrawDownHyperOptLoss
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This module defines the alternative HyperOptLoss class which can be used for
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Hyperoptimization.
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"""
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from datetime import datetime
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from pandas import DataFrame
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from freqtrade.data.btanalysis import calculate_max_drawdown
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from freqtrade.optimize.hyperopt import IHyperOptLoss
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class MaxDrawDownHyperOptLoss(IHyperOptLoss):
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"""
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Defines the loss function for hyperopt.
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This implementation optimizes for max draw down and profit
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Less max drawdown more profit -> Lower return value
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"""
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@staticmethod
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def hyperopt_loss_function(results: DataFrame, trade_count: int,
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min_date: datetime, max_date: datetime,
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*args, **kwargs) -> float:
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"""
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Objective function.
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Uses profit ratio weighted max_drawdown when drawdown is available.
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Otherwise directly optimizes profit ratio.
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"""
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total_profit = results['profit_abs'].sum()
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try:
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max_drawdown = calculate_max_drawdown(results, value_col='profit_abs')
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except ValueError:
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# No losing trade, therefore no drawdown.
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return -total_profit
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return -total_profit / max_drawdown[0]
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@@ -347,3 +347,8 @@ class BacktestResponse(BaseModel):
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trade_count: Optional[float]
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# TODO: Properly type backtestresult...
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backtest_result: Optional[Dict[str, Any]]
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class SysInfo(BaseModel):
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cpu_pct: List[float]
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ram_pct: float
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@@ -18,7 +18,8 @@ from freqtrade.rpc.api_server.api_schemas import (AvailablePairs, Balances, Blac
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OpenTradeSchema, PairHistory, PerformanceEntry,
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Ping, PlotConfig, Profit, ResultMsg, ShowConfig,
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Stats, StatusMsg, StrategyListResponse,
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StrategyResponse, Version, WhitelistResponse)
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StrategyResponse, SysInfo, Version,
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WhitelistResponse)
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from freqtrade.rpc.api_server.deps import get_config, get_rpc, get_rpc_optional
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from freqtrade.rpc.rpc import RPCException
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@@ -259,3 +260,8 @@ def list_available_pairs(timeframe: Optional[str] = None, stake_currency: Option
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'pair_interval': pair_interval,
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}
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return result
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@router.get('/sysinfo', response_model=SysInfo, tags=['info'])
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def sysinfo():
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return RPC._rpc_sysinfo()
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@@ -8,6 +8,7 @@ from math import isnan
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from typing import Any, Dict, List, Optional, Tuple, Union
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import arrow
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import psutil
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from numpy import NAN, inf, int64, mean
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from pandas import DataFrame
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@@ -871,3 +872,10 @@ class RPC:
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'subplots' not in self._freqtrade.strategy.plot_config):
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self._freqtrade.strategy.plot_config['subplots'] = {}
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return self._freqtrade.strategy.plot_config
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@staticmethod
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def _rpc_sysinfo() -> Dict[str, Any]:
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return {
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"cpu_pct": psutil.cpu_percent(interval=1, percpu=True),
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"ram_pct": psutil.virtual_memory().percent
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}
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@@ -2,11 +2,8 @@
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"name": "{{ exchange_name | lower }}",
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"key": "{{ exchange_key }}",
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"secret": "{{ exchange_secret }}",
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"ccxt_config": {"enableRateLimit": true},
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"ccxt_async_config": {
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"enableRateLimit": true,
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"rateLimit": 200
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},
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"ccxt_config": {},
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"ccxt_async_config": {},
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"pair_whitelist": [
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],
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"pair_blacklist": [
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@@ -2,10 +2,8 @@
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"name": "{{ exchange_name | lower }}",
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"key": "{{ exchange_key }}",
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"secret": "{{ exchange_secret }}",
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"ccxt_config": {"enableRateLimit": true},
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"ccxt_async_config": {
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"enableRateLimit": true
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},
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"ccxt_config": {},
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"ccxt_async_config": {},
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"pair_whitelist": [
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],
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@@ -3,14 +3,8 @@
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"key": "{{ exchange_key }}",
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"secret": "{{ exchange_secret }}",
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"password": "{{ exchange_key_password }}",
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"ccxt_config": {
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"enableRateLimit": true,
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"rateLimit": 200
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},
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"ccxt_async_config": {
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"enableRateLimit": true,
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"rateLimit": 200
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},
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"ccxt_config": {},
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"ccxt_async_config": {},
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"pair_whitelist": [
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],
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"pair_blacklist": [
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@@ -32,8 +32,7 @@ def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: f
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use_custom_stoploss = True
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def custom_stoploss(self, pair: str, trade: 'Trade', current_time: 'datetime',
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current_rate: float, current_profit: float, dataframe: DataFrame,
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**kwargs) -> float:
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current_rate: float, current_profit: float, **kwargs) -> float:
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"""
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Custom stoploss logic, returning the new distance relative to current_rate (as ratio).
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e.g. returning -0.05 would create a stoploss 5% below current_rate.
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@@ -44,14 +43,13 @@ def custom_stoploss(self, pair: str, trade: 'Trade', current_time: 'datetime',
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When not implemented by a strategy, returns the initial stoploss value
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Only called when use_custom_stoploss is set to True.
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:param pair: Pair that's about to be sold.
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:param pair: Pair that's currently analyzed
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:param trade: trade object.
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:param current_time: datetime object, containing the current datetime
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:param current_rate: Rate, calculated based on pricing settings in ask_strategy.
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:param current_profit: Current profit (as ratio), calculated based on current_rate.
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:param dataframe: Analyzed dataframe for this pair. Can contain future data in backtesting.
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:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
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:return float: New stoploss value, relative to the currentrate
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:return float: New stoploss value, relative to the current_rate
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"""
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return self.stoploss
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