adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge branch 'develop' into fix/broken_getpairs

Browse Source
This commit is contained in:
Matthias 2020-08-12 20:13:06 +02:00
commit c6741ea6c3
134 changed files with 4223 additions and 1290 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

17
.dependabot/config.yml
View File

@ -1,17 +0,0 @@
version: 1
update_configs:
- package_manager: "python"
directory: "/"
update_schedule: "weekly"
allowed_updates:
- match:
update_type: "all"
target_branch: "develop"
- package_manager: "docker"
directory: "/"
update_schedule: "daily"
allowed_updates:
- match:
update_type: "all"

13
.github/dependabot.yml vendored Normal file
View File

@ -0,0 +1,13 @@
version: 2
updates:
- package-ecosystem: docker
directory: "/"
schedule:
interval: daily
open-pull-requests-limit: 10
- package-ecosystem: pip
directory: "/"
schedule:
interval: weekly
open-pull-requests-limit: 10
target-branch: develop

4
Dockerfile
View File

@ -1,7 +1,7 @@
FROM python:3.8.3-slim-buster
FROM python:3.8.5-slim-buster
RUN apt-get update \
&& apt-get -y install curl build-essential libssl-dev \
&& apt-get -y install curl build-essential libssl-dev sqlite3 \
&& apt-get clean \
&& pip install --upgrade pip

2
Dockerfile.armhf
View File

@ -1,7 +1,7 @@
FROM --platform=linux/arm/v7 python:3.7.7-slim-buster
RUN apt-get update \
&& apt-get -y install curl build-essential libssl-dev libatlas3-base libgfortran5 \
&& apt-get -y install curl build-essential libssl-dev libatlas3-base libgfortran5 sqlite3 \
&& apt-get clean \
&& pip install --upgrade pip \
&& echo "[global]\nextra-index-url=https://www.piwheels.org/simple" > /etc/pip.conf

5
README.md
View File

@ -82,7 +82,8 @@ positional arguments:
new-hyperopt Create new hyperopt
new-strategy Create new strategy
download-data Download backtesting data.
convert-data Convert candle (OHLCV) data from one format to another.
convert-data Convert candle (OHLCV) data from one format to
another.
convert-trade-data Convert trade data from one format to another.
backtesting Backtesting module.
edge Edge module.
@ -94,7 +95,7 @@ positional arguments:
list-markets Print markets on exchange.
list-pairs Print pairs on exchange.
list-strategies Print available strategies.
list-timeframes Print available ticker intervals (timeframes) for the exchange.
list-timeframes Print available timeframes for the exchange.
show-trades Show trades.
test-pairlist Test your pairlist configuration.
plot-dataframe Plot candles with indicators.

12
config.json.example
View File

@ -4,7 +4,7 @@
"stake_amount": 0.05,
"tradable_balance_ratio": 0.99,
"fiat_display_currency": "USD",
"ticker_interval": "5m",
"timeframe": "5m",
"dry_run": false,
"cancel_open_orders_on_exit": false,
"trailing_stop": false,
@ -76,6 +76,16 @@
"token": "your_telegram_token",
"chat_id": "your_telegram_chat_id"
},
"api_server": {
"enabled": false,
"listen_ip_address": "127.0.0.1",
"listen_port": 8080,
"verbosity": "info",
"jwt_secret_key": "somethingrandom",
"CORS_origins": [],
"username": "",
"password": ""
},
"initial_state": "running",
"forcebuy_enable": false,
"internals": {

12
config_binance.json.example
View File

@ -4,7 +4,7 @@
"stake_amount": 0.05,
"tradable_balance_ratio": 0.99,
"fiat_display_currency": "USD",
"ticker_interval": "5m",
"timeframe": "5m",
"dry_run": true,
"cancel_open_orders_on_exit": false,
"trailing_stop": false,
@ -81,6 +81,16 @@
"token": "your_telegram_token",
"chat_id": "your_telegram_chat_id"
},
"api_server": {
"enabled": false,
"listen_ip_address": "127.0.0.1",
"listen_port": 8080,
"verbosity": "info",
"jwt_secret_key": "somethingrandom",
"CORS_origins": [],
"username": "",
"password": ""
},
"initial_state": "running",
"forcebuy_enable": false,
"internals": {

8
config_full.json.example
View File

@ -9,7 +9,7 @@
"last_stake_amount_min_ratio": 0.5,
"dry_run": false,
"cancel_open_orders_on_exit": false,
"ticker_interval": "5m",
"timeframe": "5m",
"trailing_stop": false,
"trailing_stop_positive": 0.005,
"trailing_stop_positive_offset": 0.0051,
@ -64,8 +64,9 @@
"sort_key": "quoteVolume",
"refresh_period": 1800
},
{"method": "AgeFilter", "min_days_listed": 10},
{"method": "PrecisionFilter"},
{"method": "PriceFilter", "low_price_ratio": 0.01},
{"method": "PriceFilter", "low_price_ratio": 0.01, "min_price": 0.00000010},
{"method": "SpreadFilter", "max_spread_ratio": 0.005}
],
"exchange": {
@ -121,7 +122,9 @@
"enabled": false,
"listen_ip_address": "127.0.0.1",
"listen_port": 8080,
"verbosity": "info",
"jwt_secret_key": "somethingrandom",
"CORS_origins": [],
"username": "freqtrader",
"password": "SuperSecurePassword"
},
@ -132,6 +135,7 @@
"process_throttle_secs": 5,
"heartbeat_interval": 60
},
"disable_dataframe_checks": false,
"strategy": "DefaultStrategy",
"strategy_path": "user_data/strategies/",
"dataformat_ohlcv": "json",

12
config_kraken.json.example
View File

@ -4,7 +4,7 @@
"stake_amount": 10,
"tradable_balance_ratio": 0.99,
"fiat_display_currency": "EUR",
"ticker_interval": "5m",
"timeframe": "5m",
"dry_run": true,
"cancel_open_orders_on_exit": false,
"trailing_stop": false,
@ -87,6 +87,16 @@
"token": "your_telegram_token",
"chat_id": "your_telegram_chat_id"
},
"api_server": {
"enabled": false,
"listen_ip_address": "127.0.0.1",
"listen_port": 8080,
"verbosity": "info",
"jwt_secret_key": "somethingrandom",
"CORS_origins": [],
"username": "",
"password": ""
},
"initial_state": "running",
"forcebuy_enable": false,
"internals": {

4
docs/advanced-hyperopt.md
View File

@ -63,8 +63,8 @@ class SuperDuperHyperOptLoss(IHyperOptLoss):
* 0.25: Avoiding trade loss
* 1.0 to total profit, compared to the expected value (`EXPECTED_MAX_PROFIT`) defined above
"""
total_profit = results.profit_percent.sum()
trade_duration = results.trade_duration.mean()
total_profit = results['profit_percent'].sum()
trade_duration = results['trade_duration'].mean()
trade_loss = 1 - 0.25 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.8)
profit_loss = max(0, 1 - total_profit / EXPECTED_MAX_PROFIT)

48
docs/advanced-setup.md
View File

@ -4,6 +4,54 @@ This page explains some advanced tasks and configuration options that can be per
If you do not know what things mentioned here mean, you probably do not need it.
## Running multiple instances of Freqtrade
This section will show you how to run multiple bots at the same time, on the same machine.
### Things to consider
* Use different database files.
* Use different Telegram bots (requires multiple different configuration files; applies only when Telegram is enabled).
* Use different ports (applies only when Freqtrade REST API webserver is enabled).
### Different database files
In order to keep track of your trades, profits, etc., freqtrade is using a SQLite database where it stores various types of information such as the trades you performed in the past and the current position(s) you are holding at any time. This allows you to keep track of your profits, but most importantly, keep track of ongoing activity if the bot process would be restarted or would be terminated unexpectedly.
Freqtrade will, by default, use separate database files for dry-run and live bots (this assumes no database-url is given in either configuration nor via command line argument).
For live trading mode, the default database will be `tradesv3.sqlite` and for dry-run it will be `tradesv3.dryrun.sqlite`.
The optional argument to the trade command used to specify the path of these files is `--db-url`, which requires a valid SQLAlchemy url.
So when you are starting a bot with only the config and strategy arguments in dry-run mode, the following 2 commands would have the same outcome.
``` bash
freqtrade trade -c MyConfig.json -s MyStrategy
# is equivalent to
freqtrade trade -c MyConfig.json -s MyStrategy --db-url sqlite:///tradesv3.dryrun.sqlite
```
It means that if you are running the trade command in two different terminals, for example to test your strategy both for trades in USDT and in another instance for trades in BTC, you will have to run them with different databases.
If you specify the URL of a database which does not exist, freqtrade will create one with the name you specified. So to test your custom strategy with BTC and USDT stake currencies, you could use the following commands (in 2 separate terminals):
``` bash
# Terminal 1:
freqtrade trade -c MyConfigBTC.json -s MyCustomStrategy --db-url sqlite:///user_data/tradesBTC.dryrun.sqlite
# Terminal 2:
freqtrade trade -c MyConfigUSDT.json -s MyCustomStrategy --db-url sqlite:///user_data/tradesUSDT.dryrun.sqlite
```
Conversely, if you wish to do the same thing in production mode, you will also have to create at least one new database (in addition to the default one) and specify the path to the "live" databases, for example:
``` bash
# Terminal 1:
freqtrade trade -c MyConfigBTC.json -s MyCustomStrategy --db-url sqlite:///user_data/tradesBTC.live.sqlite
# Terminal 2:
freqtrade trade -c MyConfigUSDT.json -s MyCustomStrategy --db-url sqlite:///user_data/tradesUSDT.live.sqlite
```
For more information regarding usage of the sqlite databases, for example to manually enter or remove trades, please refer to the [SQL Cheatsheet](sql_cheatsheet.md).
## Configure the bot running as a systemd service
Copy the `freqtrade.service` file to your systemd user directory (usually `~/.config/systemd/user`) and update `WorkingDirectory` and `ExecStart` to match your setup.

12
docs/backtesting.md
View File

@ -12,7 +12,7 @@ real data. This is what we call
[backtesting](https://en.wikipedia.org/wiki/Backtesting).
Backtesting will use the crypto-currencies (pairs) from your config file and load historical candle (OHCLV) data from `user_data/data/<exchange>` by default.
If no data is available for the exchange / pair / timeframe (ticker interval) combination, backtesting will ask you to download them first using `freqtrade download-data`.
If no data is available for the exchange / pair / timeframe combination, backtesting will ask you to download them first using `freqtrade download-data`.
For details on downloading, please refer to the [Data Downloading](data-download.md) section in the documentation.
The result of backtesting will confirm if your bot has better odds of making a profit than a loss.
@ -35,7 +35,7 @@ freqtrade backtesting
#### With 1 min candle (OHLCV) data
```bash
freqtrade backtesting --ticker-interval 1m
freqtrade backtesting --timeframe 1m
```
#### Using a different on-disk historical candle (OHLCV) data source
@ -58,7 +58,7 @@ Where `-s SampleStrategy` refers to the class name within the strategy file `sam
#### Comparing multiple Strategies
```bash
freqtrade backtesting --strategy-list SampleStrategy1 AwesomeStrategy --ticker-interval 5m
freqtrade backtesting --strategy-list SampleStrategy1 AwesomeStrategy --timeframe 5m
```
Where `SampleStrategy1` and `AwesomeStrategy` refer to class names of strategies.
@ -66,7 +66,7 @@ Where `SampleStrategy1` and `AwesomeStrategy` refer to class names of strategies
#### Exporting trades to file
```bash
freqtrade backtesting --export trades
freqtrade backtesting --export trades --config config.json --strategy SampleStrategy
```
The exported trades can be used for [further analysis](#further-backtest-result-analysis), or can be used by the plotting script `plot_dataframe.py` in the scripts directory.
@ -228,13 +228,13 @@ You can then load the trades to perform further analysis as shown in our [data a
To compare multiple strategies, a list of Strategies can be provided to backtesting.
This is limited to 1 timeframe (ticker interval) value per run. However, data is only loaded once from disk so if you have multiple
This is limited to 1 timeframe value per run. However, data is only loaded once from disk so if you have multiple
strategies you'd like to compare, this will give a nice runtime boost.
All listed Strategies need to be in the same directory.
``` bash
freqtrade backtesting --timerange 20180401-20180410 --ticker-interval 5m --strategy-list Strategy001 Strategy002 --export trades
freqtrade backtesting --timerange 20180401-20180410 --timeframe 5m --strategy-list Strategy001 Strategy002 --export trades
```
This will save the results to `user_data/backtest_results/backtest-result-<strategy>.json`, injecting the strategy-name into the target filename.

58
docs/bot-basics.md Normal file
View File

@ -0,0 +1,58 @@
# Freqtrade basics
This page provides you some basic concepts on how Freqtrade works and operates.
## Freqtrade terminology
* Trade: Open position.
* Open Order: Order which is currently placed on the exchange, and is not yet complete.
* Pair: Tradable pair, usually in the format of Quote/Base (e.g. XRP/USDT).
* Timeframe: Candle length to use (e.g. `"5m"`, `"1h"`, ...).
* Indicators: Technical indicators (SMA, EMA, RSI, ...).
* Limit order: Limit orders which execute at the defined limit price or better.
* Market order: Guaranteed to fill, may move price depending on the order size.
## Fee handling
All profit calculations of Freqtrade include fees. For Backtesting / Hyperopt / Dry-run modes, the exchange default fee is used (lowest tier on the exchange). For live operations, fees are used as applied by the exchange (this includes BNB rebates etc.).
## Bot execution logic
Starting freqtrade in dry-run or live mode (using `freqtrade trade`) will start the bot and start the bot iteration loop.
By default, loop runs every few seconds (`internals.process_throttle_secs`) and does roughly the following in the following sequence:
* Fetch open trades from persistence.
* Calculate current list of tradable pairs.
* Download ohlcv data for the pairlist including all [informative pairs](strategy-customization.md#get-data-for-non-tradeable-pairs)
This step is only executed once per Candle to avoid unnecessary network traffic.
* Call `bot_loop_start()` strategy callback.
* Analyze strategy per pair.
* Call `populate_indicators()`
* Call `populate_buy_trend()`
* Call `populate_sell_trend()`
* Check timeouts for open orders.
* Calls `check_buy_timeout()` strategy callback for open buy orders.
* Calls `check_sell_timeout()` strategy callback for open sell orders.
* Verifies existing positions and eventually places sell orders.
* Considers stoploss, ROI and sell-signal.
* Determine sell-price based on `ask_strategy` configuration setting.
* Before a sell order is placed, `confirm_trade_exit()` strategy callback is called.
* Check if trade-slots are still available (if `max_open_trades` is reached).
* Verifies buy signal trying to enter new positions.
* Determine buy-price based on `bid_strategy` configuration setting.
* Before a buy order is placed, `confirm_trade_entry()` strategy callback is called.
This loop will be repeated again and again until the bot is stopped.
## Backtesting / Hyperopt execution logic
[backtesting](backtesting.md) or [hyperopt](hyperopt.md) do only part of the above logic, since most of the trading operations are fully simulated.
* Load historic data for configured pairlist.
* Calculate indicators (calls `populate_indicators()`).
* Calls `populate_buy_trend()` and `populate_sell_trend()`
* Loops per candle simulating entry and exit points.
* Generate backtest report output
!!! Note
Both Backtesting and Hyperopt include exchange default Fees in the calculation. Custom fees can be passed to backtesting / hyperopt by specifying the `--fee` argument.

50
docs/bot-usage.md
View File

@ -9,22 +9,35 @@ This page explains the different parameters of the bot and how to run it.
```
usage: freqtrade [-h] [-V]
{trade,backtesting,edge,hyperopt,create-userdir,list-exchanges,list-timeframes,download-data,plot-dataframe,plot-profit}
{trade,create-userdir,new-config,new-hyperopt,new-strategy,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit}
...
Free, open source crypto trading bot
positional arguments:
{trade,backtesting,edge,hyperopt,create-userdir,list-exchanges,list-timeframes,download-data,plot-dataframe,plot-profit}
{trade,create-userdir,new-config,new-hyperopt,new-strategy,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit}
trade Trade module.
create-userdir Create user-data directory.
new-config Create new config
new-hyperopt Create new hyperopt
new-strategy Create new strategy
download-data Download backtesting data.
convert-data Convert candle (OHLCV) data from one format to
another.
convert-trade-data Convert trade data from one format to another.
backtesting Backtesting module.
edge Edge module.
hyperopt Hyperopt module.
create-userdir Create user-data directory.
hyperopt-list List Hyperopt results
hyperopt-show Show details of Hyperopt results
list-exchanges Print available exchanges.
list-timeframes Print available ticker intervals (timeframes) for the
exchange.
download-data Download backtesting data.
list-hyperopts Print available hyperopt classes.
list-markets Print markets on exchange.
list-pairs Print pairs on exchange.
list-strategies Print available strategies.
list-timeframes Print available timeframes for the exchange.
show-trades Show trades.
test-pairlist Test your pairlist configuration.
plot-dataframe Plot candles with indicators.
plot-profit Generate plot showing profits.
@ -72,7 +85,6 @@ Strategy arguments:
Specify strategy class name which will be used by the
bot.
--strategy-path PATH Specify additional strategy lookup path.
.
```
@ -197,7 +209,7 @@ Backtesting also uses the config specified via `-c/--config`.
```
usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [-s NAME]
[--strategy-path PATH] [-i TICKER_INTERVAL]
[--strategy-path PATH] [-i TIMEFRAME]
[--timerange TIMERANGE] [--max-open-trades INT]
[--stake-amount STAKE_AMOUNT] [--fee FLOAT]
[--eps] [--dmmp]
@ -206,7 +218,7 @@ usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
optional arguments:
-h, --help show this help message and exit
-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
-i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
`1d`).
--timerange TIMERANGE
@ -280,7 +292,7 @@ to find optimal parameter values for your strategy.
```
usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
[--userdir PATH] [-s NAME] [--strategy-path PATH]
[-i TICKER_INTERVAL] [--timerange TIMERANGE]
[-i TIMEFRAME] [--timerange TIMERANGE]
[--max-open-trades INT]
[--stake-amount STAKE_AMOUNT] [--fee FLOAT]
[--hyperopt NAME] [--hyperopt-path PATH] [--eps]
@ -292,7 +304,7 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
optional arguments:
-h, --help show this help message and exit
-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
-i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
`1d`).
--timerange TIMERANGE
@ -323,7 +335,7 @@ optional arguments:
--print-all Print all results, not only the best ones.
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--print-json Print best results in JSON format.
--print-json Print output in JSON format.
-j JOBS, --job-workers JOBS
The number of concurrently running jobs for
hyperoptimization (hyperopt worker processes). If -1
@ -341,11 +353,11 @@ optional arguments:
class (IHyperOptLoss). Different functions can
generate completely different results, since the
target for optimization is different. Built-in
Hyperopt-loss-functions are:
DefaultHyperOptLoss, OnlyProfitHyperOptLoss,
SharpeHyperOptLoss, SharpeHyperOptLossDaily,
SortinoHyperOptLoss, SortinoHyperOptLossDaily.
(default: `DefaultHyperOptLoss`).
Hyperopt-loss-functions are: DefaultHyperOptLoss,
OnlyProfitHyperOptLoss, SharpeHyperOptLoss,
SharpeHyperOptLossDaily, SortinoHyperOptLoss,
SortinoHyperOptLossDaily.(default:
`DefaultHyperOptLoss`).
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
@ -378,13 +390,13 @@ To know your trade expectancy and winrate against historical data, you can use E
```
usage: freqtrade edge [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
[--userdir PATH] [-s NAME] [--strategy-path PATH]
[-i TICKER_INTERVAL] [--timerange TIMERANGE]
[-i TIMEFRAME] [--timerange TIMERANGE]
[--max-open-trades INT] [--stake-amount STAKE_AMOUNT]
[--fee FLOAT] [--stoplosses STOPLOSS_RANGE]
optional arguments:
-h, --help show this help message and exit
-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
-i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
`1d`).
--timerange TIMERANGE

92
docs/configuration.md
View File

@ -47,14 +47,14 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `amend_last_stake_amount` | Use reduced last stake amount if necessary. [More information below](#configuring-amount-per-trade). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
| `last_stake_amount_min_ratio` | Defines minimum stake amount that has to be left and executed. Applies only to the last stake amount when it's amended to a reduced value (i.e. if `amend_last_stake_amount` is set to `true`). [More information below](#configuring-amount-per-trade). <br>*Defaults to `0.5`.* <br> **Datatype:** Float (as ratio)
| `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals. <br>*Defaults to `0.05` (5%).* <br> **Datatype:** Positive Float as ratio.
| `ticker_interval` | The timeframe (ticker interval) to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** String
| `timeframe` | The timeframe (former ticker interval) to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** String
| `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency). <br> **Datatype:** String
| `dry_run` | **Required.** Define if the bot must be in Dry Run or production mode. <br>*Defaults to `true`.* <br> **Datatype:** Boolean
| `dry_run_wallet` | Define the starting amount in stake currency for the simulated wallet used by the bot running in the Dry Run mode.<br>*Defaults to `1000`.* <br> **Datatype:** Float
| `cancel_open_orders_on_exit` | Cancel open orders when the `/stop` RPC command is issued, `Ctrl+C` is pressed or the bot dies unexpectedly. When set to `true`, this allows you to use `/stop` to cancel unfilled and partially filled orders in the event of a market crash. It does not impact open positions. <br>*Defaults to `false`.* <br> **Datatype:** Boolean
| `process_only_new_candles` | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
| `minimal_roi` | **Required.** Set the threshold in percent the bot will use to sell a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict
| `stoploss` | **Required.** Value of the stoploss in percent used by the bot. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Float (as ratio)
| `minimal_roi` | **Required.** Set the threshold as ratio the bot will use to sell a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict
| `stoploss` | **Required.** Value as ratio of the stoploss used by the bot. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Float (as ratio)
| `trailing_stop` | Enables trailing stoploss (based on `stoploss` in either configuration or strategy file). More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Boolean
| `trailing_stop_positive` | Changes stoploss once profit has been reached. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Float
| `trailing_stop_positive_offset` | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0` (no offset).* <br> **Datatype:** Float
@ -83,7 +83,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `exchange.password` | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
| `exchange.pair_whitelist` | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used by VolumePairList (see [below](#pairlists-and-pairlist-handlers)). <br> **Datatype:** List
| `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#pairlists-and-pairlist-handlers)). <br> **Datatype:** List
| `exchange.ccxt_config` | Additional CCXT parameters passed to the regular ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) <br> **Datatype:** Dict
| `exchange.ccxt_config` | Additional CCXT parameters passed to both ccxt instances (sync and async). This is usually the correct place for ccxt configurations. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) <br> **Datatype:** Dict
| `exchange.ccxt_sync_config` | Additional CCXT parameters passed to the regular (sync) ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) <br> **Datatype:** Dict
| `exchange.ccxt_async_config` | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) <br> **Datatype:** Dict
| `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. <br>*Defaults to `60` minutes.* <br> **Datatype:** Positive Integer
| `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation.
@ -102,11 +103,13 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `api_server.enabled` | Enable usage of API Server. See the [API Server documentation](rest-api.md) for more details. <br> **Datatype:** Boolean
| `api_server.listen_ip_address` | Bind IP address. See the [API Server documentation](rest-api.md) for more details. <br> **Datatype:** IPv4
| `api_server.listen_port` | Bind Port. See the [API Server documentation](rest-api.md) for more details. <br>**Datatype:** Integer between 1024 and 65535
| `api_server.verbosity` | Logging verbosity. `info` will print all RPC Calls, while "error" will only display errors. <br>**Datatype:** Enum, either `info` or `error`. Defaults to `info`.
| `api_server.username` | Username for API server. See the [API Server documentation](rest-api.md) for more details. <br>**Keep it in secret, do not disclose publicly.**<br> **Datatype:** String
| `api_server.password` | Password for API server. See the [API Server documentation](rest-api.md) for more details. <br>**Keep it in secret, do not disclose publicly.**<br> **Datatype:** String
| `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite:///tradesv3.dryrun.sqlite` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances. <br> **Datatype:** String, SQLAlchemy connect string
| `initial_state` | Defines the initial application state. More information below. <br>*Defaults to `stopped`.* <br> **Datatype:** Enum, either `stopped` or `running`
| `forcebuy_enable` | Enables the RPC Commands to force a buy. More information below. <br> **Datatype:** Boolean
| `disable_dataframe_checks` | Disable checking the OHLCV dataframe returned from the strategy methods for correctness. Only use when intentionally changing the dataframe and understand what you are doing. [Strategy Override](#parameters-in-the-strategy).<br> *Defaults to `False`*. <br> **Datatype:** Boolean
| `strategy` | **Required** Defines Strategy class to use. Recommended to be set via `--strategy NAME`. <br> **Datatype:** ClassName
| `strategy_path` | Adds an additional strategy lookup path (must be a directory). <br> **Datatype:** String
| `internals.process_throttle_secs` | Set the process throttle. Value in second. <br>*Defaults to `5` seconds.* <br> **Datatype:** Positive Integer
@ -123,7 +126,7 @@ The following parameters can be set in either configuration file or strategy.
Values set in the configuration file always overwrite values set in the strategy.
* `minimal_roi`
* `ticker_interval`
* `timeframe`
* `stoploss`
* `trailing_stop`
* `trailing_stop_positive`
@ -135,6 +138,7 @@ Values set in the configuration file always overwrite values set in the strategy
* `stake_currency`
* `stake_amount`
* `unfilledtimeout`
* `disable_dataframe_checks`
* `use_sell_signal` (ask_strategy)
* `sell_profit_only` (ask_strategy)
* `ignore_roi_if_buy_signal` (ask_strategy)
@ -214,7 +218,7 @@ To allow the bot to trade all the available `stake_currency` in your account (mi
### Understand minimal_roi
The `minimal_roi` configuration parameter is a JSON object where the key is a duration
in minutes and the value is the minimum ROI in percent.
in minutes and the value is the minimum ROI as ratio.
See the example below:
```json
@ -268,10 +272,10 @@ the static list of pairs) if we should buy.
### Understand order_types
The `order_types` configuration parameter maps actions (`buy`, `sell`, `stoploss`) to order-types (`market`, `limit`, ...) as well as configures stoploss to be on the exchange and defines stoploss on exchange update interval in seconds.
The `order_types` configuration parameter maps actions (`buy`, `sell`, `stoploss`, `emergencysell`) to order-types (`market`, `limit`, ...) as well as configures stoploss to be on the exchange and defines stoploss on exchange update interval in seconds.
This allows to buy using limit orders, sell using
limit-orders, and create stoplosses using using market orders. It also allows to set the
limit-orders, and create stoplosses using market orders. It also allows to set the
stoploss "on exchange" which means stoploss order would be placed immediately once
the buy order is fulfilled.
If `stoploss_on_exchange` and `trailing_stop` are both set, then the bot will use `stoploss_on_exchange_interval` to check and update the stoploss on exchange periodically.
@ -284,8 +288,12 @@ If this is configured, the following 4 values (`buy`, `sell`, `stoploss` and
`emergencysell` is an optional value, which defaults to `market` and is used when creating stoploss on exchange orders fails.
The below is the default which is used if this is not configured in either strategy or configuration file.
Since `stoploss_on_exchange` uses limit orders, the exchange needs 2 prices, the stoploss_price and the Limit price.
`stoploss` defines the stop-price - and limit should be slightly below this. This defaults to 0.99 / 1% (configurable via `stoploss_on_exchange_limit_ratio`).
Not all Exchanges support `stoploss_on_exchange`. If an exchange supports both limit and market stoploss orders, then the value of `stoploss` will be used to determine the stoploss type.
If `stoploss_on_exchange` uses limit orders, the exchange needs 2 prices, the stoploss_price and the Limit price.
`stoploss` defines the stop-price - and limit should be slightly below this.
This defaults to 0.99 / 1% (configurable via `stoploss_on_exchange_limit_ratio`).
Calculation example: we bought the asset at 100$.
Stop-price is 95$, then limit would be `95 * 0.99 = 94.05$` - so the stoploss will happen between 95$ and 94.05$.
@ -327,7 +335,10 @@ Configuration:
refer to [the stoploss documentation](stoploss.md).
!!! Note
If `stoploss_on_exchange` is enabled and the stoploss is cancelled manually on the exchange, then the bot will create a new order.
If `stoploss_on_exchange` is enabled and the stoploss is cancelled manually on the exchange, then the bot will create a new stoploss order.
!!! Warning "Using market orders"
Please read the section [Market order pricing](#market-order-pricing) section when using market orders.
!!! Warning "Warning: stoploss_on_exchange failures"
If stoploss on exchange creation fails for some reason, then an "emergency sell" is initiated. By default, this will sell the asset using a market order. The order-type for the emergency-sell can be changed by setting the `emergencysell` value in the `order_types` dictionary - however this is not advised.
@ -455,6 +466,9 @@ Prices are always retrieved right before an order is placed, either by querying
!!! Note
Orderbook data used by Freqtrade are the data retrieved from exchange by the ccxt's function `fetch_order_book()`, i.e. are usually data from the L2-aggregated orderbook, while the ticker data are the structures returned by the ccxt's `fetch_ticker()`/`fetch_tickers()` functions. Refer to the ccxt library [documentation](https://github.com/ccxt/ccxt/wiki/Manual#market-data) for more details.
!!! Warning "Using market orders"
Please read the section [Market order pricing](#market-order-pricing) section when using market orders.
### Buy price
#### Check depth of market
@ -549,13 +563,36 @@ A fixed slot (mirroring `bid_strategy.order_book_top`) can be defined by setting
When not using orderbook (`ask_strategy.use_order_book=False`), the price at the `ask_strategy.price_side` side (defaults to `"ask"`) from the ticker will be used as the sell price.
### Market order pricing
When using market orders, prices should be configured to use the "correct" side of the orderbook to allow realistic pricing detection.
Assuming both buy and sell are using market orders, a configuration similar to the following might be used
``` jsonc
"order_types": {
"buy": "market",
"sell": "market"
// ...
},
"bid_strategy": {
"price_side": "ask",
// ...
},
"ask_strategy":{
"price_side": "bid",
// ...
},
```
Obviously, if only one side is using limit orders, different pricing combinations can be used.
## Pairlists and Pairlist Handlers
Pairlist Handlers define the list of pairs (pairlist) that the bot should trade. They are configured in the `pairlists` section of the configuration settings.
In your configuration, you can use Static Pairlist (defined by the [`StaticPairList`](#static-pair-list) Pairlist Handler) and Dynamic Pairlist (defined by the [`VolumePairList`](#volume-pair-list) Pairlist Handler).
Additionaly, [`PrecisionFilter`](#precisionfilter), [`PriceFilter`](#pricefilter), [`ShuffleFilter`](#shufflefilter) and [`SpreadFilter`](#spreadfilter) act as Pairlist Filters, removing certain pairs and/or moving their positions in the pairlist.
Additionaly, [`AgeFilter`](#agefilter), [`PrecisionFilter`](#precisionfilter), [`PriceFilter`](#pricefilter), [`ShuffleFilter`](#shufflefilter) and [`SpreadFilter`](#spreadfilter) act as Pairlist Filters, removing certain pairs and/or moving their positions in the pairlist.
If multiple Pairlist Handlers are used, they are chained and a combination of all Pairlist Handlers forms the resulting pairlist the bot uses for trading and backtesting. Pairlist Handlers are executed in the sequence they are configured. You should always configure either `StaticPairList` or `VolumePairList` as the starting Pairlist Handler.
@ -565,6 +602,7 @@ Inactive markets are always removed from the resulting pairlist. Explicitly blac
* [`StaticPairList`](#static-pair-list) (default, if not configured differently)
* [`VolumePairList`](#volume-pair-list)
* [`AgeFilter`](#agefilter)
* [`PrecisionFilter`](#precisionfilter)
* [`PriceFilter`](#pricefilter)
* [`ShuffleFilter`](#shufflefilter)
@ -587,7 +625,7 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis
#### Volume Pair List
`VolumePairList` employs sorting/filtering of pairs by their trading volume. I selects `number_assets` top pairs with sorting based on the `sort_key` (which can only be `quoteVolume`).
`VolumePairList` employs sorting/filtering of pairs by their trading volume. It selects `number_assets` top pairs with sorting based on the `sort_key` (which can only be `quoteVolume`).
When used in the chain of Pairlist Handlers in a non-leading position (after StaticPairList and other Pairlist Filters), `VolumePairList` considers outputs of previous Pairlist Handlers, adding its sorting/selection of the pairs by the trading volume.
@ -605,25 +643,44 @@ The `refresh_period` setting allows to define the period (in seconds), at which
"number_assets": 20,
"sort_key": "quoteVolume",
"refresh_period": 1800,
],
}],
```
#### AgeFilter
Removes pairs that have been listed on the exchange for less than `min_days_listed` days (defaults to `10`).
When pairs are first listed on an exchange they can suffer huge price drops and volatility
in the first few days while the pair goes through its price-discovery period. Bots can often
be caught out buying before the pair has finished dropping in price.
This filter allows freqtrade to ignore pairs until they have been listed for at least `min_days_listed` days.
#### PrecisionFilter
Filters low-value coins which would not allow setting stoplosses.
#### PriceFilter
The `PriceFilter` allows filtering of pairs by price.
The `PriceFilter` allows filtering of pairs by price. Currently the following price filters are supported:
* `min_price`
* `max_price`
* `low_price_ratio`
Currently, only `low_price_ratio` setting is implemented, where a raise of 1 price unit (pip) is below the `low_price_ratio` ratio.
The `min_price` setting removes pairs where the price is below the specified price. This is useful if you wish to avoid trading very low-priced pairs.
This option is disabled by default, and will only apply if set to <> 0.
The `max_price` setting removes pairs where the price is above the specified price. This is useful if you wish to trade only low-priced pairs.
This option is disabled by default, and will only apply if set to <> 0.
The `low_price_ratio` setting removes pairs where a raise of 1 price unit (pip) is above the `low_price_ratio` ratio.
This option is disabled by default, and will only apply if set to <> 0.
Calculation example:
Min price precision is 8 decimals. If price is 0.00000011 - one step would be 0.00000012 - which is almost 10% higher than the previous value.
These pairs are dangerous since it may be impossible to place the desired stoploss - and often result in high losses. Here is what the PriceFilters takes over.
These pairs are dangerous since it may be impossible to place the desired stoploss - and often result in high losses.
#### ShuffleFilter
@ -655,6 +712,7 @@ The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets,
"number_assets": 20,
"sort_key": "quoteVolume",
},
{"method": "AgeFilter", "min_days_listed": 10},
{"method": "PrecisionFilter"},
{"method": "PriceFilter", "low_price_ratio": 0.01},
{"method": "SpreadFilter", "max_spread_ratio": 0.005},

56
docs/data-download.md
View File

@ -109,7 +109,7 @@ The following command will convert all candle (OHLCV) data available in `~/.freq
It'll also remove original json data files (`--erase` parameter).
``` bash
freqtrade convert-data --format-from json --format-to jsongz --data-dir ~/.freqtrade/data/binance -t 5m 15m --erase
freqtrade convert-data --format-from json --format-to jsongz --datadir ~/.freqtrade/data/binance -t 5m 15m --erase
```
#### Subcommand convert-trade data
@ -155,7 +155,59 @@ The following command will convert all available trade-data in `~/.freqtrade/dat
It'll also remove original jsongz data files (`--erase` parameter).
``` bash
freqtrade convert-trade-data --format-from jsongz --format-to json --data-dir ~/.freqtrade/data/kraken --erase
freqtrade convert-trade-data --format-from jsongz --format-to json --datadir ~/.freqtrade/data/kraken --erase
```
### Subcommand list-data
You can get a list of downloaded data using the `list-data` subcommand.
```
usage: freqtrade list-data [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
[--userdir PATH] [--exchange EXCHANGE]
[--data-format-ohlcv {json,jsongz}]
[-p PAIRS [PAIRS ...]]
optional arguments:
-h, --help show this help message and exit
--exchange EXCHANGE Exchange name (default: `bittrex`). Only valid if no
config is provided.
--data-format-ohlcv {json,jsongz}
Storage format for downloaded candle (OHLCV) data.
(default: `json`).
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Show profits for only these pairs. Pairs are space-
separated.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```
#### Example list-data
```bash
> freqtrade list-data --userdir ~/.freqtrade/user_data/
Found 33 pair / timeframe combinations.
pairs timeframe
---------- -----------------------------------------
ADA/BTC 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d
ADA/ETH 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d
ETH/BTC 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d
ETH/USDT 5m, 15m, 30m, 1h, 2h, 4h
```
### Pairs file

3
docs/edge.md
View File

@ -148,7 +148,6 @@ Edge module has following configuration options:
| `enabled` | If true, then Edge will run periodically. <br>*Defaults to `false`.* <br> **Datatype:** Boolean
| `process_throttle_secs` | How often should Edge run in seconds. <br>*Defaults to `3600` (once per hour).* <br> **Datatype:** Integer
| `calculate_since_number_of_days` | Number of days of data against which Edge calculates Win Rate, Risk Reward and Expectancy. <br> **Note** that it downloads historical data so increasing this number would lead to slowing down the bot. <br>*Defaults to `7`.* <br> **Datatype:** Integer
| `capital_available_percentage` | **DEPRECATED - [replaced with `tradable_balance_ratio`](configuration.md#Available balance)** This is the percentage of the total capital on exchange in stake currency. <br>As an example if you have 10 ETH available in your wallet on the exchange and this value is 0.5 (which is 50%), then the bot will use a maximum amount of 5 ETH for trading and considers it as available capital. <br>*Defaults to `0.5`.* <br> **Datatype:** Float
| `allowed_risk` | Ratio of allowed risk per trade. <br>*Defaults to `0.01` (1%)).* <br> **Datatype:** Float
| `stoploss_range_min` | Minimum stoploss. <br>*Defaults to `-0.01`.* <br> **Datatype:** Float
| `stoploss_range_max` | Maximum stoploss. <br>*Defaults to `-0.10`.* <br> **Datatype:** Float
@ -156,7 +155,7 @@ Edge module has following configuration options:
| `minimum_winrate` | It filters out pairs which don't have at least minimum_winrate. <br>This comes handy if you want to be conservative and don't comprise win rate in favour of risk reward ratio. <br>*Defaults to `0.60`.* <br> **Datatype:** Float
| `minimum_expectancy` | It filters out pairs which have the expectancy lower than this number. <br>Having an expectancy of 0.20 means if you put 10$ on a trade you expect a 12$ return. <br>*Defaults to `0.20`.* <br> **Datatype:** Float
| `min_trade_number` | When calculating *W*, *R* and *E* (expectancy) against historical data, you always want to have a minimum number of trades. The more this number is the more Edge is reliable. <br>Having a win rate of 100% on a single trade doesn't mean anything at all. But having a win rate of 70% over past 100 trades means clearly something. <br>*Defaults to `10` (it is highly recommended not to decrease this number).* <br> **Datatype:** Integer
| `max_trade_duration_minute` | Edge will filter out trades with long duration. If a trade is profitable after 1 month, it is hard to evaluate the strategy based on it. But if most of trades are profitable and they have maximum duration of 30 minutes, then it is clearly a good sign.<br>**NOTICE:** While configuring this value, you should take into consideration your timeframe (ticker interval). As an example filtering out trades having duration less than one day for a strategy which has 4h interval does not make sense. Default value is set assuming your strategy interval is relatively small (1m or 5m, etc.).<br>*Defaults to `1440` (one day).* <br> **Datatype:** Integer
| `max_trade_duration_minute` | Edge will filter out trades with long duration. If a trade is profitable after 1 month, it is hard to evaluate the strategy based on it. But if most of trades are profitable and they have maximum duration of 30 minutes, then it is clearly a good sign.<br>**NOTICE:** While configuring this value, you should take into consideration your timeframe. As an example filtering out trades having duration less than one day for a strategy which has 4h interval does not make sense. Default value is set assuming your strategy interval is relatively small (1m or 5m, etc.).<br>*Defaults to `1440` (one day).* <br> **Datatype:** Integer
| `remove_pumps` | Edge will remove sudden pumps in a given market while going through historical data. However, given that pumps happen very often in crypto markets, we recommend you keep this off.<br>*Defaults to `false`.* <br> **Datatype:** Boolean
## Running Edge independently

33
docs/exchanges.md
View File

@ -30,6 +30,15 @@ Binance has been split into 3, and users must use the correct ccxt exchange ID f
The Kraken API does only provide 720 historic candles, which is sufficient for Freqtrade dry-run and live trade modes, but is a problem for backtesting.
To download data for the Kraken exchange, using `--dl-trades` is mandatory, otherwise the bot will download the same 720 candles over and over, and you'll not have enough backtest data.
Due to the heavy rate-limiting applied by Kraken, the following configuration section should be used to download data:
``` json
"ccxt_async_config": {
"enableRateLimit": true,
"rateLimit": 3100
},
```
## Bittrex
### Order types
@ -62,6 +71,30 @@ res = [ f"{x['MarketCurrency']}/{x['BaseCurrency']}" for x in ct.publicGetMarket
print(res)
```
## FTX
!!! Tip "Stoploss on Exchange"
FTX supports `stoploss_on_exchange` and can use both stop-loss-market and stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide.
### Using subaccounts
To use subaccounts with FTX, you need to edit the configuration and add the following:
``` json
"exchange": {
"ccxt_config": {
"headers": {
"FTX-SUBACCOUNT": "name"
}
},
}
```
!!! Note
Older versions of freqtrade may require this key to be added to `"ccxt_async_config"` as well.
## All exchanges
Should you experience constant errors with Nonce (like `InvalidNonce`), it is best to regenerate the API keys. Resetting Nonce is difficult and it's usually easier to regenerate the API keys.

14
docs/faq.md
View File

@ -45,6 +45,20 @@ the tutorial [here|Testing-new-strategies-with-Hyperopt](bot-usage.md#hyperopt-c
You can use the `/forcesell all` command from Telegram.
### I want to run multiple bots on the same machine
Please look at the [advanced setup documentation Page](advanced-setup.md#running-multiple-instances-of-freqtrade).
### I'm getting "Missing data fillup" messages in the log
This message is just a warning that the latest candles had missing candles in them.
Depending on the exchange, this can indicate that the pair didn't have a trade for the timeframe you are using - and the exchange does only return candles with volume.
On low volume pairs, this is a rather common occurance.
If this happens for all pairs in the pairlist, this might indicate a recent exchange downtime. Please check your exchange's public channels for details.
Irrespectively of the reason, Freqtrade will fill up these candles with "empty" candles, where open, high, low and close are set to the previous candle close - and volume is empty. In a chart, this will look like a `_` - and is aligned with how exchanges usually represent 0 volume candles.
### I'm getting the "RESTRICTED_MARKET" message in the log
Currently known to happen for US Bittrex users.

17
docs/hyperopt.md
View File

@ -124,9 +124,9 @@ To avoid naming collisions in the search-space, please prefix all sell-spaces wi
#### Using timeframe as a part of the Strategy
The Strategy class exposes the timeframe (ticker interval) value as the `self.ticker_interval` attribute.
The same value is available as class-attribute `HyperoptName.ticker_interval`.
In the case of the linked sample-value this would be `SampleHyperOpt.ticker_interval`.
The Strategy class exposes the timeframe value as the `self.timeframe` attribute.
The same value is available as class-attribute `HyperoptName.timeframe`.
In the case of the linked sample-value this would be `SampleHyperOpt.timeframe`.
## Solving a Mystery
@ -265,7 +265,7 @@ freqtrade hyperopt --timerange 20180401-20180501
Hyperopt can reuse `populate_indicators`, `populate_buy_trend`, `populate_sell_trend` from your strategy, assuming these methods are **not** in your custom hyperopt file, and a strategy is provided.
```bash
freqtrade hyperopt --strategy SampleStrategy --customhyperopt SampleHyperopt
freqtrade hyperopt --strategy SampleStrategy --hyperopt SampleHyperopt
```
### Running Hyperopt with Smaller Search Space
@ -403,7 +403,7 @@ As stated in the comment, you can also use it as the value of the `minimal_roi`
#### Default ROI Search Space
If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace for you -- it's the hyperspace of components for the ROI tables. By default, each ROI table generated by the Freqtrade consists of 4 rows (steps). Hyperopt implements adaptive ranges for ROI tables with ranges for values in the ROI steps that depend on the ticker_interval used. By default the values vary in the following ranges (for some of the most used timeframes, values are rounded to 5 digits after the decimal point):
If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace for you -- it's the hyperspace of components for the ROI tables. By default, each ROI table generated by the Freqtrade consists of 4 rows (steps). Hyperopt implements adaptive ranges for ROI tables with ranges for values in the ROI steps that depend on the timeframe used. By default the values vary in the following ranges (for some of the most used timeframes, values are rounded to 5 digits after the decimal point):
| # step | 1m | | 5m | | 1h | | 1d | |
| ------ | ------ | ----------------- | -------- | ----------- | ---------- | ----------------- | ------------ | ----------------- |
@ -412,7 +412,7 @@ If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace f
| 3 | 4...20 | 0.00387...0.01547 | 20...100 | 0.01...0.04 | 240...1200 | 0.02294...0.09177 | 5760...28800 | 0.04059...0.16237 |
| 4 | 6...44 | 0.0 | 30...220 | 0.0 | 360...2640 | 0.0 | 8640...63360 | 0.0 |
These ranges should be sufficient in most cases. The minutes in the steps (ROI dict keys) are scaled linearly depending on the timeframe (ticker interval) used. The ROI values in the steps (ROI dict values) are scaled logarithmically depending on the timeframe used.
These ranges should be sufficient in most cases. The minutes in the steps (ROI dict keys) are scaled linearly depending on the timeframe used. The ROI values in the steps (ROI dict values) are scaled logarithmically depending on the timeframe used.
If you have the `generate_roi_table()` and `roi_space()` methods in your custom hyperopt file, remove them in order to utilize these adaptive ROI tables and the ROI hyperoptimization space generated by Freqtrade by default.
@ -498,8 +498,3 @@ After you run Hyperopt for the desired amount of epochs, you can later list all
Once the optimized strategy has been implemented into your strategy, you should backtest this strategy to make sure everything is working as expected.
To achieve same results (number of trades, their durations, profit, etc.) than during Hyperopt, please use same set of arguments `--dmmp`/`--disable-max-market-positions` and `--eps`/`--enable-position-stacking` for Backtesting.
## Next Step
Now you have a perfect bot and want to control it from Telegram. Your
next step is to learn the [Telegram usage](telegram-usage.md).

2
docs/installation.md
View File

@ -13,7 +13,7 @@ Click each one for install guide:
* [Python >= 3.6.x](http://docs.python-guide.org/en/latest/starting/installation/)
* [pip](https://pip.pypa.io/en/stable/installing/)
* [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
* [virtualenv](https://virtualenv.pypa.io/en/stable/installation/) (Recommended)
* [virtualenv](https://virtualenv.pypa.io/en/stable/installation.html) (Recommended)
* [TA-Lib](https://mrjbq7.github.io/ta-lib/install.html) (install instructions below)
We also recommend a [Telegram bot](telegram-usage.md#setup-your-telegram-bot), which is optional but recommended.

15
docs/plotting.md
View File

@ -31,7 +31,7 @@ usage: freqtrade plot-dataframe [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[--plot-limit INT] [--db-url PATH]
[--trade-source {DB,file}] [--export EXPORT]
[--export-filename PATH]
[--timerange TIMERANGE] [-i TICKER_INTERVAL]
[--timerange TIMERANGE] [-i TIMEFRAME]
[--no-trades]
optional arguments:
@ -65,7 +65,7 @@ optional arguments:
_today.json`
--timerange TIMERANGE
Specify what timerange of data to use.
-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
-i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
`1d`).
--no-trades Skip using trades from backtesting file and DB.
@ -227,7 +227,7 @@ usage: freqtrade plot-profit [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [-p PAIRS [PAIRS ...]]
[--timerange TIMERANGE] [--export EXPORT]
[--export-filename PATH] [--db-url PATH]
[--trade-source {DB,file}] [-i TICKER_INTERVAL]
[--trade-source {DB,file}] [-i TIMEFRAME]
optional arguments:
-h, --help show this help message and exit
@ -250,7 +250,7 @@ optional arguments:
--trade-source {DB,file}
Specify the source for trades (Can be DB or file
(backtest file)) Default: file
-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
-i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
`1d`).
@ -261,9 +261,10 @@ Common arguments:
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default: `config.json`).
Multiple --config options may be used. Can be set to
`-` to read config from stdin.
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH

2
docs/requirements-docs.txt
View File

@ -1,2 +1,2 @@
mkdocs-material==5.2.1
mkdocs-material==5.5.3
mdx_truly_sane_lists==1.2

74
docs/rest-api.md
View File

@ -11,7 +11,9 @@ Sample configuration:
"enabled": true,
"listen_ip_address": "127.0.0.1",
"listen_port": 8080,
"verbosity": "info",
"jwt_secret_key": "somethingrandom",
"CORS_origins": [],
"username": "Freqtrader",
"password": "SuperSecret1!"
},
@ -44,7 +46,7 @@ secrets.token_hex()
### Configuration with docker
If you run your bot using docker, you'll need to have the bot listen to incomming connections. The security is then handled by docker.
If you run your bot using docker, you'll need to have the bot listen to incoming connections. The security is then handled by docker.
``` json
"api_server": {
@ -104,26 +106,29 @@ python3 scripts/rest_client.py --config rest_config.json <command> [optional par
## Available commands
| Command | Default | Description |
|----------|---------|-------------|
| `start` | | Starts the trader
| `stop` | | Stops the trader
| `stopbuy` | | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
| `reload_conf` | | Reloads the configuration file
| `show_config` | | Shows part of the current configuration with relevant settings to operation
| `status` | | Lists all open trades
| `count` | | Displays number of trades used and available
| `profit` | | Display a summary of your profit/loss from close trades and some stats about your performance
| `forcesell <trade_id>` | | Instantly sells the given trade (Ignoring `minimum_roi`).
| `forcesell all` | | Instantly sells all open trades (Ignoring `minimum_roi`).
| `forcebuy <pair> [rate]` | | Instantly buys the given pair. Rate is optional. (`forcebuy_enable` must be set to True)
| `performance` | | Show performance of each finished trade grouped by pair
| `balance` | | Show account balance per currency
| `daily <n>` | 7 | Shows profit or loss per day, over the last n days
| `whitelist` | | Show the current whitelist
| `blacklist [pair]` | | Show the current blacklist, or adds a pair to the blacklist.
| `edge` | | Show validated pairs by Edge if it is enabled.
| `version` | | Show version
| Command | Description |
|----------|-------------|
| `ping` | Simple command testing the API Readiness - requires no authentication.
| `start` | Starts the trader
| `stop` | Stops the trader
| `stopbuy` | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
| `reload_config` | Reloads the configuration file
| `trades` | List last trades.
| `delete_trade <trade_id>` | Remove trade from the database. Tries to close open orders. Requires manual handling of this trade on the exchange.
| `show_config` | Shows part of the current configuration with relevant settings to operation
| `status` | Lists all open trades
| `count` | Displays number of trades used and available
| `profit` | Display a summary of your profit/loss from close trades and some stats about your performance
| `forcesell <trade_id>` | Instantly sells the given trade (Ignoring `minimum_roi`).
| `forcesell all` | Instantly sells all open trades (Ignoring `minimum_roi`).
| `forcebuy <pair> [rate]` | Instantly buys the given pair. Rate is optional. (`forcebuy_enable` must be set to True)
| `performance` | Show performance of each finished trade grouped by pair
| `balance` | Show account balance per currency
| `daily <n>` | Shows profit or loss per day, over the last n days (n defaults to 7)
| `whitelist` | Show the current whitelist
| `blacklist [pair]` | Show the current blacklist, or adds a pair to the blacklist.
| `edge` | Show validated pairs by Edge if it is enabled.
| `version` | Show version
Possible commands can be listed from the rest-client script using the `help` command.
@ -173,7 +178,7 @@ profit
Returns the profit summary
:returns: json object
reload_conf
reload_config
Reload configuration
:returns: json object
@ -195,7 +200,7 @@ stop
stopbuy
Stop buying (but handle sells gracefully).
use reload_conf to reset
use reload_config to reset
:returns: json object
version
@ -231,3 +236,26 @@ Since the access token has a short timeout (15 min) - the `token/refresh` reques
> curl -X POST --header "Authorization: Bearer ${refresh_token}"http://localhost:8080/api/v1/token/refresh
{"access_token":"eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.eyJpYXQiOjE1ODkxMTk5NzQsIm5iZiI6MTU4OTExOTk3NCwianRpIjoiMDBjNTlhMWUtMjBmYS00ZTk0LTliZjAtNWQwNTg2MTdiZDIyIiwiZXhwIjoxNTg5MTIwODc0LCJpZGVudGl0eSI6eyJ1IjoiRnJlcXRyYWRlciJ9LCJmcmVzaCI6ZmFsc2UsInR5cGUiOiJhY2Nlc3MifQ.1seHlII3WprjjclY6DpRhen0rqdF4j6jbvxIhUFaSbs"}
```
## CORS
All web-based frontends are subject to [CORS](https://developer.mozilla.org/en-US/docs/Web/HTTP/CORS) - Cross-Origin Resource Sharing.
Since most of the requests to the Freqtrade API must be authenticated, a proper CORS policy is key to avoid security problems.
Also, the standard disallows `*` CORS policies for requests with credentials, so this setting must be set appropriately.
Users can configure this themselves via the `CORS_origins` configuration setting.
It consists of a list of allowed sites that are allowed to consume resources from the bot's API.
Assuming your application is deployed as `https://frequi.freqtrade.io/home/` - this would mean that the following configuration becomes necessary:
```jsonc
{
//...
"jwt_secret_key": "somethingrandom",
"CORS_origins": ["https://frequi.freqtrade.io"],
//...
}
```
!!! Note
We strongly recommend to also set `jwt_secret_key` to something random and known only to yourself to avoid unauthorized access to your bot.

42
docs/sql_cheatsheet.md
View File

@ -13,6 +13,15 @@ Feel free to use a visual Database editor like SqliteBrowser if you feel more co
sudo apt-get install sqlite3
```
### Using sqlite3 via docker-compose
The freqtrade docker image does contain sqlite3, so you can edit the database without having to install anything on the host system.
``` bash
docker-compose exec freqtrade /bin/bash
sqlite3 <databasefile>.sqlite
```
## Open the DB
```bash
@ -70,7 +79,7 @@ CREATE TABLE trades
min_rate FLOAT,
sell_reason VARCHAR,
strategy VARCHAR,
ticker_interval INTEGER,
timeframe INTEGER,
PRIMARY KEY (id),
CHECK (is_open IN (0, 1))
);
@ -100,8 +109,8 @@ UPDATE trades
SET is_open=0,
close_date=<close_date>,
close_rate=<close_rate>,
close_profit=close_rate/open_rate-1,
close_profit_abs = (amount * <close_rate> * (1 - fee_close) - (amount * open_rate * 1 - fee_open),
close_profit = close_rate / open_rate - 1,
close_profit_abs = (amount * <close_rate> * (1 - fee_close) - (amount * (open_rate * 1 - fee_open))),
sell_reason=<sell_reason>
WHERE id=<trade_ID_to_update>;
```
@ -111,24 +120,39 @@ WHERE id=<trade_ID_to_update>;
```sql
UPDATE trades
SET is_open=0,
close_date='2017-12-20 03:08:45.103418',
close_date='2020-06-20 03:08:45.103418',
close_rate=0.19638016,
close_profit=0.0496,
close_profit_abs = (amount * 0.19638016 * (1 - fee_close) - (amount * open_rate * 1 - fee_open)
close_profit_abs = (amount * 0.19638016 * (1 - fee_close) - (amount * open_rate * (1 - fee_open))),
sell_reason='force_sell'
WHERE id=31;
```
## Insert manually a new trade
## Manually insert a new trade
```sql
INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close, open_rate, stake_amount, amount, open_date)
VALUES ('bittrex', 'ETH/BTC', 1, 0.0025, 0.0025, <open_rate>, <stake_amount>, <amount>, '<datetime>')
VALUES ('binance', 'ETH/BTC', 1, 0.0025, 0.0025, <open_rate>, <stake_amount>, <amount>, '<datetime>')
```
##### Example:
### Insert trade example
```sql
INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close, open_rate, stake_amount, amount, open_date)
VALUES ('bittrex', 'ETH/BTC', 1, 0.0025, 0.0025, 0.00258580, 0.002, 0.7715262081, '2017-11-28 12:44:24.000000')
VALUES ('binance', 'ETH/BTC', 1, 0.0025, 0.0025, 0.00258580, 0.002, 0.7715262081, '2020-06-28 12:44:24.000000')
```
## Remove trade from the database
Maybe you'd like to remove a trade from the database, because something went wrong.
```sql
DELETE FROM trades WHERE id = <tradeid>;
```
```sql
DELETE FROM trades WHERE id = 31;
```
!!! Warning
This will remove this trade from the database. Please make sure you got the correct id and **NEVER** run this query without the `where` clause.

8
docs/stoploss.md
View File

@ -1,6 +1,6 @@
# Stop Loss
The `stoploss` configuration parameter is loss in percentage that should trigger a sale.
The `stoploss` configuration parameter is loss as ratio that should trigger a sale.
For example, value `-0.10` will cause immediate sell if the profit dips below -10% for a given trade. This parameter is optional.
Most of the strategy files already include the optimal `stoploss` value.
@ -27,7 +27,7 @@ So this parameter will tell the bot how often it should update the stoploss orde
This same logic will reapply a stoploss order on the exchange should you cancel it accidentally.
!!! Note
Stoploss on exchange is only supported for Binance (stop-loss-limit) and Kraken (stop-loss-market) as of now.
Stoploss on exchange is only supported for Binance (stop-loss-limit), Kraken (stop-loss-market) and FTX (stop limit and stop-market) as of now.
## Static Stop Loss
@ -84,7 +84,7 @@ This option can be used with or without `trailing_stop_positive`, but uses `trai
``` python
trailing_stop_positive_offset = 0.011
trailing_only_offset_is_reached = true
trailing_only_offset_is_reached = True
```
Simplified example:
@ -101,7 +101,7 @@ Simplified example:
## Changing stoploss on open trades
A stoploss on an open trade can be changed by changing the value in the configuration or strategy and use the `/reload_conf` command (alternatively, completely stopping and restarting the bot also works).
A stoploss on an open trade can be changed by changing the value in the configuration or strategy and use the `/reload_config` command (alternatively, completely stopping and restarting the bot also works).
The new stoploss value will be applied to open trades (and corresponding log-messages will be generated).

112
docs/strategy-advanced.md
View File

@ -1,7 +1,12 @@
# Advanced Strategies
This page explains some advanced concepts available for strategies.
If you're just getting started, please be familiar with the methods described in the [Strategy Customization](strategy-customization.md) documentation first.
If you're just getting started, please be familiar with the methods described in the [Strategy Customization](strategy-customization.md) documentation and with the [Freqtrade basics](bot-basics.md) first.
[Freqtrade basics](bot-basics.md) describes in which sequence each method described below is called, which can be helpful to understand which method to use for your custom needs.
!!! Note
All callback methods described below should only be implemented in a strategy if they are actually used.
## Custom order timeout rules
@ -89,3 +94,108 @@ class Awesomestrategy(IStrategy):
return True
return False
```
## Bot loop start callback
A simple callback which is called once at the start of every bot throttling iteration.
This can be used to perform calculations which are pair independent (apply to all pairs), loading of external data, etc.
``` python
import requests
class Awesomestrategy(IStrategy):
# ... populate_* methods
def bot_loop_start(self, **kwargs) -> None:
"""
Called at the start of the bot iteration (one loop).
Might be used to perform pair-independent tasks
(e.g. gather some remote resource for comparison)
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
"""
if self.config['runmode'].value in ('live', 'dry_run'):
# Assign this to the class by using self.*
# can then be used by populate_* methods
self.remote_data = requests.get('https://some_remote_source.example.com')
```
## Bot order confirmation
### Trade entry (buy order) confirmation
`confirm_trade_entry()` can be used to abort a trade entry at the latest second (maybe because the price is not what we expect).
``` python
class Awesomestrategy(IStrategy):
# ... populate_* methods
def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
time_in_force: str, **kwargs) -> bool:
"""
Called right before placing a buy order.
Timing for this function is critical, so avoid doing heavy computations or
network requests in this method.
For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
When not implemented by a strategy, returns True (always confirming).
:param pair: Pair that's about to be bought.
:param order_type: Order type (as configured in order_types). usually limit or market.
:param amount: Amount in target (quote) currency that's going to be traded.
:param rate: Rate that's going to be used when using limit orders
:param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return bool: When True is returned, then the buy-order is placed on the exchange.
False aborts the process
"""
return True
```
### Trade exit (sell order) confirmation
`confirm_trade_exit()` can be used to abort a trade exit (sell) at the latest second (maybe because the price is not what we expect).
``` python
from freqtrade.persistence import Trade
class Awesomestrategy(IStrategy):
# ... populate_* methods
def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool:
"""
Called right before placing a regular sell order.
Timing for this function is critical, so avoid doing heavy computations or
network requests in this method.
For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
When not implemented by a strategy, returns True (always confirming).
:param pair: Pair that's about to be sold.
:param order_type: Order type (as configured in order_types). usually limit or market.
:param amount: Amount in quote currency.
:param rate: Rate that's going to be used when using limit orders
:param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
:param sell_reason: Sell reason.
Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
'sell_signal', 'force_sell', 'emergency_sell']
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return bool: When True is returned, then the sell-order is placed on the exchange.
False aborts the process
"""
if sell_reason == 'force_sell' and trade.calc_profit_ratio(rate) < 0:
# Reject force-sells with negative profit
# This is just a sample, please adjust to your needs
# (this does not necessarily make sense, assuming you know when you're force-selling)
return False
return True
```

92
docs/strategy-customization.md
View File

@ -1,6 +1,8 @@
# Strategy Customization
This page explains where to customize your strategies, and add new indicators.
This page explains how to customize your strategies, add new indicators and set up trading rules.
Please familiarize yourself with [Freqtrade basics](bot-basics.md) first, which provides overall info on how the bot operates.
## Install a custom strategy file
@ -139,10 +141,10 @@ By letting the bot know how much history is needed, backtest trades can start at
#### Example
Let's try to backtest 1 month (January 2019) of 5m candles using the an example strategy with EMA100, as above.
Let's try to backtest 1 month (January 2019) of 5m candles using an example strategy with EMA100, as above.
``` bash
freqtrade backtesting --timerange 20190101-20190201 --ticker-interval 5m
freqtrade backtesting --timerange 20190101-20190201 --timeframe 5m
```
Assuming `startup_candle_count` is set to 100, backtesting knows it needs 100 candles to generate valid buy signals. It will load data from `20190101 - (100 * 5m)` - which is ~2019-12-31 15:30:00.
@ -248,7 +250,7 @@ minimal_roi = {
While technically not completely disabled, this would sell once the trade reaches 10000% Profit.
To use times based on candle duration (ticker_interval or timeframe), the following snippet can be handy.
To use times based on candle duration (timeframe), the following snippet can be handy.
This will allow you to change the ticket_interval for the strategy, and ROI times will still be set as candles (e.g. after 3 candles ...)
``` python
@ -256,12 +258,12 @@ from freqtrade.exchange import timeframe_to_minutes
class AwesomeStrategy(IStrategy):
ticker_interval = "1d"
ticker_interval_mins = timeframe_to_minutes(ticker_interval)
timeframe = "1d"
timeframe_mins = timeframe_to_minutes(timeframe)
minimal_roi = {
"0": 0.05, # 5% for the first 3 candles
str(ticker_interval_mins * 3)): 0.02, # 2% after 3 candles
str(ticker_interval_mins * 6)): 0.01, # 1% After 6 candles
str(timeframe_mins * 3)): 0.02, # 2% after 3 candles
str(timeframe_mins * 6)): 0.01, # 1% After 6 candles
}
```
@ -290,7 +292,7 @@ Common values are `"1m"`, `"5m"`, `"15m"`, `"1h"`, however all values supported
Please note that the same buy/sell signals may work well with one timeframe, but not with the others.
This setting is accessible within the strategy methods as the `self.ticker_interval` attribute.
This setting is accessible within the strategy methods as the `self.timeframe` attribute.
### Metadata dict
@ -366,6 +368,7 @@ Please always check the mode of operation to select the correct method to get da
- [`available_pairs`](#available_pairs) - Property with tuples listing cached pairs with their intervals (pair, interval).
- [`current_whitelist()`](#current_whitelist) - Returns a current list of whitelisted pairs. Useful for accessing dynamic whitelists (ie. VolumePairlist)
- [`get_pair_dataframe(pair, timeframe)`](#get_pair_dataframepair-timeframe) - This is a universal method, which returns either historical data (for backtesting) or cached live data (for the Dry-Run and Live-Run modes).
- [`get_analyzed_dataframe(pair, timeframe)`](#get_analyzed_dataframepair-timeframe) - Returns the analyzed dataframe (after calling `populate_indicators()`, `populate_buy()`, `populate_sell()`) and the time of the latest analysis.
- `historic_ohlcv(pair, timeframe)` - Returns historical data stored on disk.
- `market(pair)` - Returns market data for the pair: fees, limits, precisions, activity flag, etc. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#markets) for more details on the Market data structure.
- `ohlcv(pair, timeframe)` - Currently cached candle (OHLCV) data for the pair, returns DataFrame or empty DataFrame.
@ -384,13 +387,14 @@ if self.dp:
```
#### *current_whitelist()*
Imagine you've developed a strategy that trades the `5m` timeframe using signals generated from a `1d` timeframe on the top 10 volume pairs by volume.
The strategy might look something like this:
*Scan through the top 10 pairs by volume using the `VolumePairList` every 5 minutes and use a 14 day ATR to buy and sell.*
*Scan through the top 10 pairs by volume using the `VolumePairList` every 5 minutes and use a 14 day RSI to buy and sell.*
Due to the limited available data, it's very difficult to resample our `5m` candles into daily candles for use in a 14 day ATR. Most exchanges limit us to just 500 candles which effectively gives us around 1.74 daily candles. We need 14 days at least!
Due to the limited available data, it's very difficult to resample our `5m` candles into daily candles for use in a 14 day RSI. Most exchanges limit us to just 500 candles which effectively gives us around 1.74 daily candles. We need 14 days at least!
Since we can't resample our data we will have to use an informative pair; and since our whitelist will be dynamic we don't know which pair(s) to use.
@ -400,24 +404,55 @@ This is where calling `self.dp.current_whitelist()` comes in handy.
class SampleStrategy(IStrategy):
# strategy init stuff...
ticker_interval = '5m'
timeframe = '5m'
# more strategy init stuff..
def informative_pairs(self):
# get access to all pairs available in whitelist.
# get access to all pairs available in whitelist.
pairs = self.dp.current_whitelist()
# Assign tf to each pair so they can be downloaded and cached for strategy.
informative_pairs = [(pair, '1d') for pair in pairs]
return informative_pairs
def populate_indicators(self, dataframe, metadata):
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
inf_tf = '1d'
# Get the informative pair
informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe='1d')
# Get the 14 day ATR.
atr = ta.ATR(informative, timeperiod=14)
# Get the 14 day rsi
informative['rsi'] = ta.RSI(informative, timeperiod=14)
# Rename columns to be unique
informative.columns = [f"{col}_{inf_tf}" for col in informative.columns]
# Assuming inf_tf = '1d' - then the columns will now be:
# date_1d, open_1d, high_1d, low_1d, close_1d, rsi_1d
# Combine the 2 dataframes
# all indicators on the informative sample MUST be calculated before this point
dataframe = pd.merge(dataframe, informative, left_on='date', right_on=f'date_{inf_tf}', how='left')
# FFill to have the 1d value available in every row throughout the day.
# Without this, comparisons would only work once per day.
dataframe = dataframe.ffill()
# Calculate rsi of the original dataframe (5m timeframe)
dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
# Do other stuff
# ...
return dataframe
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(qtpylib.crossed_above(dataframe['rsi'], 30)) & # Signal: RSI crosses above 30
(dataframe['rsi_1d'] < 30) & # Ensure daily RSI is < 30
(dataframe['volume'] > 0) # Ensure this candle had volume (important for backtesting)
),
'buy'] = 1
```
#### *get_pair_dataframe(pair, timeframe)*
@ -431,13 +466,32 @@ if self.dp:
```
!!! Warning "Warning about backtesting"
Be carefull when using dataprovider in backtesting. `historic_ohlcv()` (and `get_pair_dataframe()`
Be careful 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"
This option cannot currently be used during hyperopt.
#### *get_analyzed_dataframe(pair, timeframe)*
This method is used by freqtrade internally to determine the last signal.
It can also be used in specific callbacks to get the signal that caused the action (see [Advanced Strategy Documentation](strategy-advanced.md) for more details on available callbacks).
``` python
# fetch current dataframe
if self.dp:
dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=metadata['pair'],
timeframe=self.ticker_interval)
```
!!! Note "No data available"
Returns an empty dataframe if the requested pair was not cached.
This should not happen when using whitelisted pairs.
!!! Warning "Warning in hyperopt"
This option cannot currently be used during hyperopt.
#### *orderbook(pair, maximum)*
``` python
@ -470,6 +524,7 @@ if self.dp:
data returned from the exchange and add appropriate error handling / defaults.
***
### Additional data (Wallets)
The strategy provides access to the `Wallets` object. This contains the current balances on the exchange.
@ -493,6 +548,7 @@ if self.wallets:
- `get_total(asset)` - total available balance - sum of the 2 above
***
### Additional data (Trades)
A history of Trades can be retrieved in the strategy by querying the database.
@ -557,7 +613,7 @@ Locks can also be lifted manually, by calling `self.unlock_pair(pair)`.
To verify if a pair is currently locked, use `self.is_pair_locked(pair)`.
!!! Note
Locked pairs are not persisted, so a restart of the bot, or calling `/reload_conf` will reset locked pairs.
Locked pairs are not persisted, so a restart of the bot, or calling `/reload_config` will reset locked pairs.
!!! Warning
Locking pairs is not functioning during backtesting.

4
docs/strategy_analysis_example.md
View File

@ -18,7 +18,7 @@ config = Configuration.from_files([])
# config = Configuration.from_files(["config.json"])
# Define some constants
config["ticker_interval"] = "5m"
config["timeframe"] = "5m"
# Name of the strategy class
config["strategy"] = "SampleStrategy"
# Location of the data
@ -33,7 +33,7 @@ pair = "BTC_USDT"
from freqtrade.data.history import load_pair_history
candles = load_pair_history(datadir=data_location,
timeframe=config["ticker_interval"],
timeframe=config["timeframe"],
pair=pair)
# Confirm success

60
docs/telegram-usage.md
View File

@ -9,7 +9,7 @@ Telegram user id.
Start a chat with the [Telegram BotFather](https://telegram.me/BotFather)
Send the message `/newbot`.
Send the message `/newbot`.
*BotFather response:*
@ -47,28 +47,30 @@ Per default, the Telegram bot shows predefined commands. Some commands
are only available by sending them to the bot. The table below list the
official commands. You can ask at any moment for help with `/help`.
| Command | Default | Description |
|----------|---------|-------------|
| `/start` | | Starts the trader
| `/stop` | | Stops the trader
| `/stopbuy` | | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
| `/reload_conf` | | Reloads the configuration file
| `/show_config` | | Shows part of the current configuration with relevant settings to operation
| `/status` | | Lists all open trades
| `/status table` | | List all open trades in a table format. Pending buy orders are marked with an asterisk (*) Pending sell orders are marked with a double asterisk (**)
| `/count` | | Displays number of trades used and available
| `/profit` | | Display a summary of your profit/loss from close trades and some stats about your performance
| `/forcesell <trade_id>` | | Instantly sells the given trade (Ignoring `minimum_roi`).
| `/forcesell all` | | Instantly sells all open trades (Ignoring `minimum_roi`).
| `/forcebuy <pair> [rate]` | | Instantly buys the given pair. Rate is optional. (`forcebuy_enable` must be set to True)
| `/performance` | | Show performance of each finished trade grouped by pair
| `/balance` | | Show account balance per currency
| `/daily <n>` | 7 | Shows profit or loss per day, over the last n days
| `/whitelist` | | Show the current whitelist
| `/blacklist [pair]` | | Show the current blacklist, or adds a pair to the blacklist.
| `/edge` | | Show validated pairs by Edge if it is enabled.
| `/help` | | Show help message
| `/version` | | Show version
| Command | Description |
|----------|-------------|
| `/start` | Starts the trader
| `/stop` | Stops the trader
| `/stopbuy` | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
| `/reload_config` | Reloads the configuration file
| `/show_config` | Shows part of the current configuration with relevant settings to operation
| `/status` | Lists all open trades
| `/status table` | List all open trades in a table format. Pending buy orders are marked with an asterisk (*) Pending sell orders are marked with a double asterisk (**)
| `/trades [limit]` | List all recently closed trades in a table format.
| `/delete <trade_id>` | Delete a specific trade from the Database. Tries to close open orders. Requires manual handling of this trade on the exchange.
| `/count` | Displays number of trades used and available
| `/profit` | Display a summary of your profit/loss from close trades and some stats about your performance
| `/forcesell <trade_id>` | Instantly sells the given trade (Ignoring `minimum_roi`).
| `/forcesell all` | Instantly sells all open trades (Ignoring `minimum_roi`).
| `/forcebuy <pair> [rate]` | Instantly buys the given pair. Rate is optional. (`forcebuy_enable` must be set to True)
| `/performance` | Show performance of each finished trade grouped by pair
| `/balance` | Show account balance per currency
| `/daily <n>` | Shows profit or loss per day, over the last n days (n defaults to 7)
| `/whitelist` | Show the current whitelist
| `/blacklist [pair]` | Show the current blacklist, or adds a pair to the blacklist.
| `/edge` | Show validated pairs by Edge if it is enabled.
| `/help` | Show help message
| `/version` | Show version
## Telegram commands in action
@ -85,14 +87,14 @@ Below, example of Telegram message you will receive for each command.
### /stopbuy
> **status:** `Setting max_open_trades to 0. Run /reload_conf to reset.`
> **status:** `Setting max_open_trades to 0. Run /reload_config to reset.`
Prevents the bot from opening new trades by temporarily setting "max_open_trades" to 0. Open trades will be handled via their regular rules (ROI / Sell-signal, stoploss, ...).
After this, give the bot time to close off open trades (can be checked via `/status table`).
Once all positions are sold, run `/stop` to completely stop the bot.
`/reload_conf` resets "max_open_trades" to the value set in the configuration and resets this command.
`/reload_config` resets "max_open_trades" to the value set in the configuration and resets this command.
!!! Warning
The stop-buy signal is ONLY active while the bot is running, and is not persisted anyway, so restarting the bot will cause this to reset.
@ -113,6 +115,7 @@ For each open trade, the bot will send you the following message.
### /status table
Return the status of all open trades in a table format.
```
ID Pair Since Profit
---- -------- ------- --------
@ -123,6 +126,7 @@ Return the status of all open trades in a table format.
### /count
Return the number of trades used and available.
```
current max
--------- -----
@ -208,15 +212,15 @@ Shows the current whitelist
Shows the current blacklist.
If Pair is set, then this pair will be added to the pairlist.
Also supports multiple pairs, seperated by a space.
Use `/reload_conf` to reset the blacklist.
Also supports multiple pairs, separated by a space.
Use `/reload_config` to reset the blacklist.
> Using blacklist `StaticPairList` with 2 pairs
>`DODGE/BTC`, `HOT/BTC`.
### /edge
Shows pairs validated by Edge along with their corresponding winrate, expectancy and stoploss values.
Shows pairs validated by Edge along with their corresponding win-rate, expectancy and stoploss values.
> **Edge only validated following pairs:**
```

12
docs/utils.md
View File

@ -62,7 +62,7 @@ $ freqtrade new-config --config config_binance.json
? Please insert your stake currency: BTC
? Please insert your stake amount: 0.05
? Please insert max_open_trades (Integer or 'unlimited'): 3
? Please insert your timeframe (ticker interval): 5m
? Please insert your desired timeframe (e.g. 5m): 5m
? Please insert your display Currency (for reporting): USD
? Select exchange binance
? Do you want to enable Telegram? No
@ -432,9 +432,9 @@ usage: freqtrade hyperopt-list [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[--max-trades INT] [--min-avg-time FLOAT]
[--max-avg-time FLOAT] [--min-avg-profit FLOAT]
[--max-avg-profit FLOAT]
[--min-total-profit FLOAT]
[--max-total-profit FLOAT] [--no-color]
[--print-json] [--no-details]
[--min-total-profit FLOAT] [--max-total-profit FLOAT]
[--min-objective FLOAT] [--max-objective FLOAT]
[--no-color] [--print-json] [--no-details]
[--export-csv FILE]
optional arguments:
@ -453,6 +453,10 @@ optional arguments:
Select epochs on above total profit.
--max-total-profit FLOAT
Select epochs on below total profit.
--min-objective FLOAT
Select epochs on above objective (- is added by default).
--max-objective FLOAT
Select epochs on below objective (- is added by default).
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--print-json Print best result detailization in JSON format.

4
docs/webhook-config.md
View File

@ -47,6 +47,7 @@ Different payloads can be configured for different events. Not all fields are ne
The fields in `webhook.webhookbuy` are filled when the bot executes a buy. Parameters are filled using string.format.
Possible parameters are:
* `trade_id`
* `exchange`
* `pair`
* `limit`
@ -63,6 +64,7 @@ Possible parameters are:
The fields in `webhook.webhookbuycancel` are filled when the bot cancels a buy order. Parameters are filled using string.format.
Possible parameters are:
* `trade_id`
* `exchange`
* `pair`
* `limit`
@ -79,6 +81,7 @@ Possible parameters are:
The fields in `webhook.webhooksell` are filled when the bot sells a trade. Parameters are filled using string.format.
Possible parameters are:
* `trade_id`
* `exchange`
* `pair`
* `gain`
@ -100,6 +103,7 @@ Possible parameters are:
The fields in `webhook.webhooksellcancel` are filled when the bot cancels a sell order. Parameters are filled using string.format.
Possible parameters are:
* `trade_id`
* `exchange`
* `pair`
* `gain`

3
freqtrade/commands/__init__.py
View File

@ -9,7 +9,8 @@ Note: Be careful with file-scoped imports in these subfiles.
from freqtrade.commands.arguments import Arguments
from freqtrade.commands.build_config_commands import start_new_config
from freqtrade.commands.data_commands import (start_convert_data,
start_download_data)
start_download_data,
start_list_data)
from freqtrade.commands.deploy_commands import (start_create_userdir,
start_new_hyperopt,
start_new_strategy)

24
freqtrade/commands/arguments.py
View File

@ -15,7 +15,7 @@ ARGS_STRATEGY = ["strategy", "strategy_path"]
ARGS_TRADE = ["db_url", "sd_notify", "dry_run"]
ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange",
ARGS_COMMON_OPTIMIZE = ["timeframe", "timerange",
"max_open_trades", "stake_amount", "fee"]
ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
@ -54,15 +54,17 @@ ARGS_BUILD_HYPEROPT = ["user_data_dir", "hyperopt", "template"]
ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to", "erase"]
ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes"]
ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv", "pairs"]
ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchange",
"timeframes", "erase", "dataformat_ohlcv", "dataformat_trades"]
ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
"db_url", "trade_source", "export", "exportfilename",
"timerange", "ticker_interval", "no_trades"]
"timerange", "timeframe", "no_trades"]
ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
"trade_source", "ticker_interval"]
"trade_source", "timeframe"]
ARGS_SHOW_TRADES = ["db_url", "trade_ids", "print_json"]
@ -71,6 +73,7 @@ ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
"hyperopt_list_min_avg_time", "hyperopt_list_max_avg_time",
"hyperopt_list_min_avg_profit", "hyperopt_list_max_avg_profit",
"hyperopt_list_min_total_profit", "hyperopt_list_max_total_profit",
"hyperopt_list_min_objective", "hyperopt_list_max_objective",
"print_colorized", "print_json", "hyperopt_list_no_details",
"export_csv"]
@ -78,7 +81,7 @@ ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperop
"print_json", "hyperopt_show_no_header"]
NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
"list-markets", "list-pairs", "list-strategies",
"list-markets", "list-pairs", "list-strategies", "list-data",
"list-hyperopts", "hyperopt-list", "hyperopt-show",
"plot-dataframe", "plot-profit", "show-trades"]
@ -159,7 +162,7 @@ class Arguments:
self._build_args(optionlist=['version'], parser=self.parser)
from freqtrade.commands import (start_create_userdir, start_convert_data,
start_download_data,
start_download_data, start_list_data,
start_hyperopt_list, start_hyperopt_show,
start_list_exchanges, start_list_hyperopts,
start_list_markets, start_list_strategies,
@ -233,6 +236,15 @@ class Arguments:
convert_trade_data_cmd.set_defaults(func=partial(start_convert_data, ohlcv=False))
self._build_args(optionlist=ARGS_CONVERT_DATA, parser=convert_trade_data_cmd)
# Add list-data subcommand
list_data_cmd = subparsers.add_parser(
'list-data',
help='List downloaded data.',
parents=[_common_parser],
)
list_data_cmd.set_defaults(func=start_list_data)
self._build_args(optionlist=ARGS_LIST_DATA, parser=list_data_cmd)
# Add backtesting subcommand
backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.',
parents=[_common_parser, _strategy_parser])
@ -318,7 +330,7 @@ class Arguments:
# Add list-timeframes subcommand
list_timeframes_cmd = subparsers.add_parser(
'list-timeframes',
help='Print available ticker intervals (timeframes) for the exchange.',
help='Print available timeframes for the exchange.',
parents=[_common_parser],
)
list_timeframes_cmd.set_defaults(func=start_list_timeframes)

4
freqtrade/commands/build_config_commands.py
View File

@ -75,8 +75,8 @@ def ask_user_config() -> Dict[str, Any]:
},
{
"type": "text",
"name": "ticker_interval",
"message": "Please insert your timeframe (ticker interval):",
"name": "timeframe",
"message": "Please insert your desired timeframe (e.g. 5m):",
"default": "5m",
},
{

28
freqtrade/commands/cli_options.py
View File

@ -110,8 +110,8 @@ AVAILABLE_CLI_OPTIONS = {
action='store_true',
),
# Optimize common
"ticker_interval": Arg(
'-i', '--ticker-interval',
"timeframe": Arg(
'-i', '--timeframe', '--ticker-interval',
help='Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`).',
),
"timerange": Arg(
@ -455,37 +455,49 @@ AVAILABLE_CLI_OPTIONS = {
),
"hyperopt_list_min_avg_time": Arg(
'--min-avg-time',
help='Select epochs on above average time.',
help='Select epochs above average time.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_max_avg_time": Arg(
'--max-avg-time',
help='Select epochs on under average time.',
help='Select epochs below average time.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_min_avg_profit": Arg(
'--min-avg-profit',
help='Select epochs on above average profit.',
help='Select epochs above average profit.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_max_avg_profit": Arg(
'--max-avg-profit',
help='Select epochs on below average profit.',
help='Select epochs below average profit.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_min_total_profit": Arg(
'--min-total-profit',
help='Select epochs on above total profit.',
help='Select epochs above total profit.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_max_total_profit": Arg(
'--max-total-profit',
help='Select epochs on below total profit.',
help='Select epochs below total profit.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_min_objective": Arg(
'--min-objective',
help='Select epochs above objective.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_max_objective": Arg(
'--max-objective',
help='Select epochs below objective.',
type=float,
metavar='FLOAT',
),

29
freqtrade/commands/data_commands.py
View File

@ -1,5 +1,6 @@
import logging
import sys
from collections import defaultdict
from typing import Any, Dict, List
import arrow
@ -11,6 +12,7 @@ from freqtrade.data.history import (convert_trades_to_ohlcv,
refresh_backtest_ohlcv_data,
refresh_backtest_trades_data)
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import timeframe_to_minutes
from freqtrade.resolvers import ExchangeResolver
from freqtrade.state import RunMode
@ -88,3 +90,30 @@ def start_convert_data(args: Dict[str, Any], ohlcv: bool = True) -> None:
convert_trades_format(config,
convert_from=args['format_from'], convert_to=args['format_to'],
erase=args['erase'])
def start_list_data(args: Dict[str, Any]) -> None:
"""
List available backtest data
"""
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
from freqtrade.data.history.idatahandler import get_datahandler
from tabulate import tabulate
dhc = get_datahandler(config['datadir'], config['dataformat_ohlcv'])
paircombs = dhc.ohlcv_get_available_data(config['datadir'])
if args['pairs']:
paircombs = [comb for comb in paircombs if comb[0] in args['pairs']]
print(f"Found {len(paircombs)} pair / timeframe combinations.")
groupedpair = defaultdict(list)
for pair, timeframe in sorted(paircombs, key=lambda x: (x[0], timeframe_to_minutes(x[1]))):
groupedpair[pair].append(timeframe)
if groupedpair:
print(tabulate([(pair, ', '.join(timeframes)) for pair, timeframes in groupedpair.items()],
headers=("Pair", "Timeframe"),
tablefmt='psql', stralign='right'))

59
freqtrade/commands/hyperopt_commands.py
View File

@ -35,7 +35,9 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None)
'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None),
'filter_min_objective': config.get('hyperopt_list_min_objective', None),
'filter_max_objective': config.get('hyperopt_list_max_objective', None),
}
results_file = (config['user_data_dir'] /
@ -45,7 +47,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
epochs = Hyperopt.load_previous_results(results_file)
total_epochs = len(epochs)
epochs = _hyperopt_filter_epochs(epochs, filteroptions)
epochs = hyperopt_filter_epochs(epochs, filteroptions)
if print_colorized:
colorama_init(autoreset=True)
@ -92,14 +94,16 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None)
'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None),
'filter_min_objective': config.get('hyperopt_list_min_objective', None),
'filter_max_objective': config.get('hyperopt_list_max_objective', None)
}
# Previous evaluations
epochs = Hyperopt.load_previous_results(results_file)
total_epochs = len(epochs)
epochs = _hyperopt_filter_epochs(epochs, filteroptions)
epochs = hyperopt_filter_epochs(epochs, filteroptions)
filtered_epochs = len(epochs)
if n > filtered_epochs:
@ -119,7 +123,7 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
header_str="Epoch details")
def _hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
def hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
"""
Filter our items from the list of hyperopt results
"""
@ -127,6 +131,24 @@ def _hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
epochs = [x for x in epochs if x['is_best']]
if filteroptions['only_profitable']:
epochs = [x for x in epochs if x['results_metrics']['profit'] > 0]
epochs = _hyperopt_filter_epochs_trade_count(epochs, filteroptions)
epochs = _hyperopt_filter_epochs_duration(epochs, filteroptions)
epochs = _hyperopt_filter_epochs_profit(epochs, filteroptions)
epochs = _hyperopt_filter_epochs_objective(epochs, filteroptions)
logger.info(f"{len(epochs)} " +
("best " if filteroptions['only_best'] else "") +
("profitable " if filteroptions['only_profitable'] else "") +
"epochs found.")
return epochs
def _hyperopt_filter_epochs_trade_count(epochs: List, filteroptions: dict) -> List:
if filteroptions['filter_min_trades'] > 0:
epochs = [
x for x in epochs
@ -137,6 +159,11 @@ def _hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
x for x in epochs
if x['results_metrics']['trade_count'] < filteroptions['filter_max_trades']
]
return epochs
def _hyperopt_filter_epochs_duration(epochs: List, filteroptions: dict) -> List:
if filteroptions['filter_min_avg_time'] is not None:
epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
epochs = [
@ -149,6 +176,12 @@ def _hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
x for x in epochs
if x['results_metrics']['duration'] < filteroptions['filter_max_avg_time']
]
return epochs
def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
if filteroptions['filter_min_avg_profit'] is not None:
epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
epochs = [
@ -173,10 +206,18 @@ def _hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
x for x in epochs
if x['results_metrics']['profit'] < filteroptions['filter_max_total_profit']
]
return epochs
logger.info(f"{len(epochs)} " +
("best " if filteroptions['only_best'] else "") +
("profitable " if filteroptions['only_profitable'] else "") +
"epochs found.")
def _hyperopt_filter_epochs_objective(epochs: List, filteroptions: dict) -> List:
if filteroptions['filter_min_objective'] is not None:
epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
epochs = [x for x in epochs if x['loss'] < filteroptions['filter_min_objective']]
if filteroptions['filter_max_objective'] is not None:
epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
epochs = [x for x in epochs if x['loss'] > filteroptions['filter_max_objective']]
return epochs

4
freqtrade/commands/list_commands.py
View File

@ -102,8 +102,8 @@ def start_list_timeframes(args: Dict[str, Any]) -> None:
Print ticker intervals (timeframes) available on Exchange
"""
config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
# Do not use ticker_interval set in the config
config['ticker_interval'] = None
# Do not use timeframe set in the config
config['timeframe'] = None
# Init exchange
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)

1
freqtrade/commands/pairlist_commands.py
View File

@ -25,7 +25,6 @@ def start_test_pairlist(args: Dict[str, Any]) -> None:
results = {}
for curr in quote_currencies:
config['stake_currency'] = curr
# Do not use ticker_interval set in the config
pairlists = PairListManager(exchange, config)
pairlists.refresh_pairlist()
results[curr] = pairlists.whitelist

16
freqtrade/configuration/configuration.py
View File

@ -204,9 +204,9 @@ class Configuration:
def _process_optimize_options(self, config: Dict[str, Any]) -> None:
# This will override the strategy configuration
self._args_to_config(config, argname='ticker_interval',
logstring='Parameter -i/--ticker-interval detected ... '
'Using ticker_interval: {} ...')
self._args_to_config(config, argname='timeframe',
logstring='Parameter -i/--timeframe detected ... '
'Using timeframe: {} ...')
self._args_to_config(config, argname='position_stacking',
logstring='Parameter --enable-position-stacking detected ...')
@ -242,8 +242,8 @@ class Configuration:
self._args_to_config(config, argname='strategy_list',
logstring='Using strategy list of {} strategies', logfun=len)
self._args_to_config(config, argname='ticker_interval',
logstring='Overriding ticker interval with Command line argument')
self._args_to_config(config, argname='timeframe',
logstring='Overriding timeframe with Command line argument')
self._args_to_config(config, argname='export',
logstring='Parameter --export detected: {} ...')
@ -334,6 +334,12 @@ class Configuration:
self._args_to_config(config, argname='hyperopt_list_max_total_profit',
logstring='Parameter --max-total-profit detected: {}')
self._args_to_config(config, argname='hyperopt_list_min_objective',
logstring='Parameter --min-objective detected: {}')
self._args_to_config(config, argname='hyperopt_list_max_objective',
logstring='Parameter --max-objective detected: {}')
self._args_to_config(config, argname='hyperopt_list_no_details',
logstring='Parameter --no-details detected: {}')

13
freqtrade/configuration/deprecated_settings.py
View File

@ -60,10 +60,21 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
if (config.get('edge', {}).get('enabled', False)
and 'capital_available_percentage' in config.get('edge', {})):
logger.warning(
raise OperationalException(
"DEPRECATED: "
"Using 'edge.capital_available_percentage' has been deprecated in favor of "
"'tradable_balance_ratio'. Please migrate your configuration to "
"'tradable_balance_ratio' and remove 'capital_available_percentage' "
"from the edge configuration."
)
if 'ticker_interval' in config:
logger.warning(
"DEPRECATED: "
"Please use 'timeframe' instead of 'ticker_interval."
)
if 'timeframe' in config:
raise OperationalException(
"Both 'timeframe' and 'ticker_interval' detected."
"Please remove 'ticker_interval' from your configuration to continue operating."
)
config['timeframe'] = config['ticker_interval']

18
freqtrade/constants.py
View File

@ -22,7 +22,8 @@ ORDERBOOK_SIDES = ['ask', 'bid']
ORDERTYPE_POSSIBILITIES = ['limit', 'market']
ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
'PrecisionFilter', 'PriceFilter', 'ShuffleFilter', 'SpreadFilter']
'AgeFilter', 'PrecisionFilter', 'PriceFilter',
'ShuffleFilter', 'SpreadFilter']
AVAILABLE_DATAHANDLERS = ['json', 'jsongz']
DRY_RUN_WALLET = 1000
MATH_CLOSE_PREC = 1e-14 # Precision used for float comparisons
@ -71,7 +72,7 @@ CONF_SCHEMA = {
'type': 'object',
'properties': {
'max_open_trades': {'type': ['integer', 'number'], 'minimum': -1},
'ticker_interval': {'type': 'string'},
'timeframe': {'type': 'string'},
'stake_currency': {'type': 'string'},
'stake_amount': {
'type': ['number', 'string'],
@ -155,7 +156,9 @@ CONF_SCHEMA = {
'emergencysell': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
'stoploss': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
'stoploss_on_exchange': {'type': 'boolean'},
'stoploss_on_exchange_interval': {'type': 'number'}
'stoploss_on_exchange_interval': {'type': 'number'},
'stoploss_on_exchange_limit_ratio': {'type': 'number', 'minimum': 0.0,
'maximum': 1.0}
},
'required': ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']
},
@ -221,12 +224,16 @@ CONF_SCHEMA = {
},
'username': {'type': 'string'},
'password': {'type': 'string'},
'jwt_secret_key': {'type': 'string'},
'CORS_origins': {'type': 'array', 'items': {'type': 'string'}},
'verbosity': {'type': 'string', 'enum': ['error', 'info']},
},
'required': ['enabled', 'listen_ip_address', 'listen_port', 'username', 'password']
},
'db_url': {'type': 'string'},
'initial_state': {'type': 'string', 'enum': ['running', 'stopped']},
'forcebuy_enable': {'type': 'boolean'},
'disable_dataframe_checks': {'type': 'boolean'},
'internals': {
'type': 'object',
'default': {},
@ -285,7 +292,6 @@ CONF_SCHEMA = {
'process_throttle_secs': {'type': 'integer', 'minimum': 600},
'calculate_since_number_of_days': {'type': 'integer'},
'allowed_risk': {'type': 'number'},
'capital_available_percentage': {'type': 'number'},
'stoploss_range_min': {'type': 'number'},
'stoploss_range_max': {'type': 'number'},
'stoploss_range_step': {'type': 'number'},
@ -302,6 +308,7 @@ CONF_SCHEMA = {
SCHEMA_TRADE_REQUIRED = [
'exchange',
'timeframe',
'max_open_trades',
'stake_currency',
'stake_amount',
@ -334,4 +341,5 @@ CANCEL_REASON = {
}
# List of pairs with their timeframes
ListPairsWithTimeframes = List[Tuple[str, str]]
PairWithTimeframe = Tuple[str, str]
ListPairsWithTimeframes = List[PairWithTimeframe]

19
freqtrade/data/btanalysis.py
View File

@ -16,7 +16,7 @@ from freqtrade.persistence import Trade
logger = logging.getLogger(__name__)
# must align with columns in backtest.py
BT_DATA_COLUMNS = ["pair", "profitperc", "open_time", "close_time", "index", "duration",
BT_DATA_COLUMNS = ["pair", "profit_percent", "open_time", "close_time", "index", "duration",
"open_rate", "close_rate", "open_at_end", "sell_reason"]
@ -99,11 +99,11 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
trades: pd.DataFrame = pd.DataFrame([], columns=BT_DATA_COLUMNS)
persistence.init(db_url, clean_open_orders=False)
columns = ["pair", "open_time", "close_time", "profit", "profitperc",
columns = ["pair", "open_time", "close_time", "profit", "profit_percent",
"open_rate", "close_rate", "amount", "duration", "sell_reason",
"fee_open", "fee_close", "open_rate_requested", "close_rate_requested",
"stake_amount", "max_rate", "min_rate", "id", "exchange",
"stop_loss", "initial_stop_loss", "strategy", "ticker_interval"]
"stop_loss", "initial_stop_loss", "strategy", "timeframe"]
trades = pd.DataFrame([(t.pair,
t.open_date.replace(tzinfo=timezone.utc),
@ -121,7 +121,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
t.min_rate,
t.id, t.exchange,
t.stop_loss, t.initial_stop_loss,
t.strategy, t.ticker_interval
t.strategy, t.timeframe
)
for t in Trade.get_trades().all()],
columns=columns)
@ -190,7 +190,7 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
"""
Adds a column `col_name` with the cumulative profit for the given trades array.
:param df: DataFrame with date index
:param trades: DataFrame containing trades (requires columns close_time and profitperc)
:param trades: DataFrame containing trades (requires columns close_time and profit_percent)
:param col_name: Column name that will be assigned the results
:param timeframe: Timeframe used during the operations
:return: Returns df with one additional column, col_name, containing the cumulative profit.
@ -201,7 +201,8 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
from freqtrade.exchange import timeframe_to_minutes
timeframe_minutes = timeframe_to_minutes(timeframe)
# Resample to timeframe to make sure trades match candles
_trades_sum = trades.resample(f'{timeframe_minutes}min', on='close_time')[['profitperc']].sum()
_trades_sum = trades.resample(f'{timeframe_minutes}min', on='close_time'
)[['profit_percent']].sum()
df.loc[:, col_name] = _trades_sum.cumsum()
# Set first value to 0
df.loc[df.iloc[0].name, col_name] = 0
@ -211,13 +212,13 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_time',
value_col: str = 'profitperc'
value_col: str = 'profit_percent'
) -> Tuple[float, pd.Timestamp, pd.Timestamp]:
"""
Calculate max drawdown and the corresponding close dates
:param trades: DataFrame containing trades (requires columns close_time and profitperc)
:param trades: DataFrame containing trades (requires columns close_time and profit_percent)
:param date_col: Column in DataFrame to use for dates (defaults to 'close_time')
:param value_col: Column in DataFrame to use for values (defaults to 'profitperc')
:param value_col: Column in DataFrame to use for values (defaults to 'profit_percent')
:return: Tuple (float, highdate, lowdate) with absolute max drawdown, high and low time
:raise: ValueError if trade-dataframe was found empty.
"""

6
freqtrade/data/converter.py
View File

@ -197,7 +197,7 @@ def trades_to_ohlcv(trades: List, timeframe: str) -> DataFrame:
df_new['date'] = df_new.index
# Drop 0 volume rows
df_new = df_new.dropna()
return df_new[DEFAULT_DATAFRAME_COLUMNS]
return df_new.loc[:, DEFAULT_DATAFRAME_COLUMNS]
def convert_trades_format(config: Dict[str, Any], convert_from: str, convert_to: str, erase: bool):
@ -236,12 +236,12 @@ def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to:
from freqtrade.data.history.idatahandler import get_datahandler
src = get_datahandler(config['datadir'], convert_from)
trg = get_datahandler(config['datadir'], convert_to)
timeframes = config.get('timeframes', [config.get('ticker_interval')])
timeframes = config.get('timeframes', [config.get('timeframe')])
logger.info(f"Converting candle (OHLCV) for timeframe {timeframes}")
if 'pairs' not in config:
config['pairs'] = []
# Check timeframes or fall back to ticker_interval.
# Check timeframes or fall back to timeframe.
for timeframe in timeframes:
config['pairs'].extend(src.ohlcv_get_pairs(config['datadir'],
timeframe))

41
freqtrade/data/dataprovider.py
View File

@ -5,16 +5,17 @@ including ticker and orderbook data, live and historical candle (OHLCV) data
Common Interface for bot and strategy to access data.
"""
import logging
from typing import Any, Dict, List, Optional
from datetime import datetime, timezone
from typing import Any, Dict, List, Optional, Tuple
from arrow import Arrow
from pandas import DataFrame
from freqtrade.constants import ListPairsWithTimeframes, PairWithTimeframe
from freqtrade.data.history import load_pair_history
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.exceptions import ExchangeError, OperationalException
from freqtrade.exchange import Exchange
from freqtrade.state import RunMode
from freqtrade.constants import ListPairsWithTimeframes
logger = logging.getLogger(__name__)
@ -25,6 +26,18 @@ class DataProvider:
self._config = config
self._exchange = exchange
self._pairlists = pairlists
self.__cached_pairs: Dict[PairWithTimeframe, Tuple[DataFrame, datetime]] = {}
def _set_cached_df(self, pair: str, timeframe: str, dataframe: DataFrame) -> None:
"""
Store cached Dataframe.
Using private method as this should never be used by a user
(but the class is exposed via `self.dp` to the strategy)
:param pair: pair to get the data for
:param timeframe: Timeframe to get data for
:param dataframe: analyzed dataframe
"""
self.__cached_pairs[(pair, timeframe)] = (dataframe, Arrow.utcnow().datetime)
def refresh(self,
pairlist: ListPairsWithTimeframes,
@ -55,7 +68,7 @@ class DataProvider:
Use False only for read-only operations (where the dataframe is not modified)
"""
if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
return self._exchange.klines((pair, timeframe or self._config['ticker_interval']),
return self._exchange.klines((pair, timeframe or self._config['timeframe']),
copy=copy)
else:
return DataFrame()
@ -67,7 +80,7 @@ class DataProvider:
:param timeframe: timeframe to get data for
"""
return load_pair_history(pair=pair,
timeframe=timeframe or self._config['ticker_interval'],
timeframe=timeframe or self._config['timeframe'],
datadir=self._config['datadir']
)
@ -89,6 +102,20 @@ class DataProvider:
logger.warning(f"No data found for ({pair}, {timeframe}).")
return data
def get_analyzed_dataframe(self, pair: str, timeframe: str) -> Tuple[DataFrame, datetime]:
"""
:param pair: pair to get the data for
:param timeframe: timeframe to get data for
:return: Tuple of (Analyzed Dataframe, lastrefreshed) for the requested pair / timeframe
combination.
Returns empty dataframe and Epoch 0 (1970-01-01) if no dataframe was cached.
"""
if (pair, timeframe) in self.__cached_pairs:
return self.__cached_pairs[(pair, timeframe)]
else:
return (DataFrame(), datetime.fromtimestamp(0, tz=timezone.utc))
def market(self, pair: str) -> Optional[Dict[str, Any]]:
"""
Return market data for the pair
@ -105,7 +132,7 @@ class DataProvider:
"""
try:
return self._exchange.fetch_ticker(pair)
except DependencyException:
except ExchangeError:
return {}
def orderbook(self, pair: str, maximum: int) -> Dict[str, List]:

5
freqtrade/data/history/history_utils.py
View File

@ -270,6 +270,11 @@ def _download_trades_history(exchange: Exchange,
# DEFAULT_TRADES_COLUMNS: 0 -> timestamp
# DEFAULT_TRADES_COLUMNS: 1 -> id
if trades and since < trades[0][0]:
# since is before the first trade
logger.info(f"Start earlier than available data. Redownloading trades for {pair}...")
trades = []
from_id = trades[-1][1] if trades else None
if trades and since < trades[-1][0]:
# Reset since to the last available point

9
freqtrade/data/history/idatahandler.py
View File

@ -13,6 +13,7 @@ from typing import List, Optional, Type
from pandas import DataFrame
from freqtrade.configuration import TimeRange
from freqtrade.constants import ListPairsWithTimeframes
from freqtrade.data.converter import (clean_ohlcv_dataframe,
trades_remove_duplicates, trim_dataframe)
from freqtrade.exchange import timeframe_to_seconds
@ -28,6 +29,14 @@ class IDataHandler(ABC):
def __init__(self, datadir: Path) -> None:
self._datadir = datadir
@abstractclassmethod
def ohlcv_get_available_data(cls, datadir: Path) -> ListPairsWithTimeframes:
"""
Returns a list of all pairs with ohlcv data available in this datadir
:param datadir: Directory to search for ohlcv files
:return: List of Tuples of (pair, timeframe)
"""
@abstractclassmethod
def ohlcv_get_pairs(cls, datadir: Path, timeframe: str) -> List[str]:
"""

15
freqtrade/data/history/jsondatahandler.py
View File

@ -8,7 +8,8 @@ from pandas import DataFrame, read_json, to_datetime
from freqtrade import misc
from freqtrade.configuration import TimeRange
from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS
from freqtrade.constants import (DEFAULT_DATAFRAME_COLUMNS,
ListPairsWithTimeframes)
from freqtrade.data.converter import trades_dict_to_list
from .idatahandler import IDataHandler, TradeList
@ -21,6 +22,18 @@ class JsonDataHandler(IDataHandler):
_use_zip = False
_columns = DEFAULT_DATAFRAME_COLUMNS
@classmethod
def ohlcv_get_available_data(cls, datadir: Path) -> ListPairsWithTimeframes:
"""
Returns a list of all pairs with ohlcv data available in this datadir
:param datadir: Directory to search for ohlcv files
:return: List of Tuples of (pair, timeframe)
"""
_tmp = [re.search(r'^([a-zA-Z_]+)\-(\d+\S+)(?=.json)', p.name)
for p in datadir.glob(f"*.{cls._get_file_extension()}")]
return [(match[1].replace('_', '/'), match[2]) for match in _tmp
if match and len(match.groups()) > 1]
@classmethod
def ohlcv_get_pairs(cls, datadir: Path, timeframe: str) -> List[str]:
"""

14
freqtrade/edge/edge_positioning.py
View File

@ -57,9 +57,7 @@ class Edge:
if self.config['stake_amount'] != UNLIMITED_STAKE_AMOUNT:
raise OperationalException('Edge works only with unlimited stake amount')
# Deprecated capital_available_percentage. Will use tradable_balance_ratio in the future.
self._capital_percentage: float = self.edge_config.get(
'capital_available_percentage', self.config['tradable_balance_ratio'])
self._capital_ratio: float = self.config['tradable_balance_ratio']
self._allowed_risk: float = self.edge_config.get('allowed_risk')
self._since_number_of_days: int = self.edge_config.get('calculate_since_number_of_days', 14)
self._last_updated: int = 0 # Timestamp of pairs last updated time
@ -100,14 +98,14 @@ class Edge:
datadir=self.config['datadir'],
pairs=pairs,
exchange=self.exchange,
timeframe=self.strategy.ticker_interval,
timeframe=self.strategy.timeframe,
timerange=self._timerange,
)
data = load_data(
datadir=self.config['datadir'],
pairs=pairs,
timeframe=self.strategy.ticker_interval,
timeframe=self.strategy.timeframe,
timerange=self._timerange,
startup_candles=self.strategy.startup_candle_count,
data_format=self.config.get('dataformat_ohlcv', 'json'),
@ -157,7 +155,7 @@ class Edge:
def stake_amount(self, pair: str, free_capital: float,
total_capital: float, capital_in_trade: float) -> float:
stoploss = self.stoploss(pair)
available_capital = (total_capital + capital_in_trade) * self._capital_percentage
available_capital = (total_capital + capital_in_trade) * self._capital_ratio
allowed_capital_at_risk = available_capital * self._allowed_risk
max_position_size = abs(allowed_capital_at_risk / stoploss)
position_size = min(max_position_size, free_capital)
@ -283,8 +281,8 @@ class Edge:
#
# Removing Pumps
if self.edge_config.get('remove_pumps', False):
results = results.groupby(['pair', 'stoploss']).apply(
lambda x: x[x['profit_abs'] < 2 * x['profit_abs'].std() + x['profit_abs'].mean()])
results = results[results['profit_abs'] < 2 * results['profit_abs'].std()
+ results['profit_abs'].mean()]
##########################################################################
# Removing trades having a duration more than X minutes (set in config)

23
freqtrade/exceptions.py
View File

@ -37,7 +37,21 @@ class InvalidOrderException(FreqtradeException):
"""
class TemporaryError(FreqtradeException):
class RetryableOrderError(InvalidOrderException):
"""
This is returned when the order is not found.
This Error will be repeated with increasing backof (in line with DDosError).
"""
class ExchangeError(DependencyException):
"""
Error raised out of the exchange.
Has multiple Errors to determine the appropriate error.
"""
class TemporaryError(ExchangeError):
"""
Temporary network or exchange related error.
This could happen when an exchange is congested, unavailable, or the user
@ -45,6 +59,13 @@ class TemporaryError(FreqtradeException):
"""
class DDosProtection(TemporaryError):
"""
Temporary error caused by DDOS protection.
Bot will wait for a second and then retry.
"""
class StrategyError(FreqtradeException):
"""
Errors with custom user-code deteced.

13
freqtrade/exchange/binance.py
View File

@ -4,9 +4,11 @@ from typing import Dict
import ccxt
from freqtrade.exceptions import (DependencyException, InvalidOrderException,
OperationalException, TemporaryError)
from freqtrade.exceptions import (DDosProtection, ExchangeError,
InvalidOrderException, OperationalException,
TemporaryError)
from freqtrade.exchange import Exchange
from freqtrade.exchange.common import retrier
logger = logging.getLogger(__name__)
@ -39,6 +41,7 @@ class Binance(Exchange):
"""
return order['type'] == 'stop_loss_limit' and stop_loss > float(order['info']['stopPrice'])
@retrier(retries=0)
def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
"""
creates a stoploss limit order.
@ -77,8 +80,8 @@ class Binance(Exchange):
'stop price: %s. limit: %s', pair, stop_price, rate)
return order
except ccxt.InsufficientFunds as e:
raise DependencyException(
f'Insufficient funds to create {ordertype} sell order on market {pair}.'
raise ExchangeError(
f'Insufficient funds to create {ordertype} sell order on market {pair}. '
f'Tried to sell amount {amount} at rate {rate}. '
f'Message: {e}') from e
except ccxt.InvalidOrder as e:
@ -88,6 +91,8 @@ class Binance(Exchange):
f'Could not create {ordertype} sell order on market {pair}. '
f'Tried to sell amount {amount} at rate {rate}. '
f'Message: {e}') from e
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e

63
freqtrade/exchange/common.py
View File

@ -1,6 +1,10 @@
import asyncio
import logging
import time
from functools import wraps
from freqtrade.exceptions import TemporaryError
from freqtrade.exceptions import (DDosProtection, RetryableOrderError,
TemporaryError)
logger = logging.getLogger(__name__)
@ -88,6 +92,13 @@ MAP_EXCHANGE_CHILDCLASS = {
}
def calculate_backoff(retrycount, max_retries):
"""
Calculate backoff
"""
return (max_retries - retrycount) ** 2 + 1
def retrier_async(f):
async def wrapper(*args, **kwargs):
count = kwargs.pop('count', API_RETRY_COUNT)
@ -96,9 +107,13 @@ def retrier_async(f):
except TemporaryError as ex:
logger.warning('%s() returned exception: "%s"', f.__name__, ex)
if count > 0:
logger.warning('retrying %s() still for %s times', f.__name__, count)
count -= 1
kwargs.update({'count': count})
logger.warning('retrying %s() still for %s times', f.__name__, count)
if isinstance(ex, DDosProtection):
backoff_delay = calculate_backoff(count + 1, API_RETRY_COUNT)
logger.info(f"Applying DDosProtection backoff delay: {backoff_delay}")
await asyncio.sleep(backoff_delay)
return await wrapper(*args, **kwargs)
else:
logger.warning('Giving up retrying: %s()', f.__name__)
@ -106,19 +121,31 @@ def retrier_async(f):
return wrapper
def retrier(f):
def wrapper(*args, **kwargs):
count = kwargs.pop('count', API_RETRY_COUNT)
try:
return f(*args, **kwargs)
except TemporaryError as ex:
logger.warning('%s() returned exception: "%s"', f.__name__, ex)
if count > 0:
count -= 1
kwargs.update({'count': count})
logger.warning('retrying %s() still for %s times', f.__name__, count)
return wrapper(*args, **kwargs)
else:
logger.warning('Giving up retrying: %s()', f.__name__)
raise ex
return wrapper
def retrier(_func=None, retries=API_RETRY_COUNT):
def decorator(f):
@wraps(f)
def wrapper(*args, **kwargs):
count = kwargs.pop('count', retries)
try:
return f(*args, **kwargs)
except (TemporaryError, RetryableOrderError) as ex:
logger.warning('%s() returned exception: "%s"', f.__name__, ex)
if count > 0:
logger.warning('retrying %s() still for %s times', f.__name__, count)
count -= 1
kwargs.update({'count': count})
if isinstance(ex, DDosProtection) or isinstance(ex, RetryableOrderError):
# increasing backoff
backoff_delay = calculate_backoff(count + 1, retries)
logger.info(f"Applying DDosProtection backoff delay: {backoff_delay}")
time.sleep(backoff_delay)
return wrapper(*args, **kwargs)
else:
logger.warning('Giving up retrying: %s()', f.__name__)
raise ex
return wrapper
# Support both @retrier and @retrier(retries=2) syntax
if _func is None:
return decorator
else:
return decorator(_func)

128
freqtrade/exchange/exchange.py
View File

@ -18,12 +18,13 @@ from ccxt.base.decimal_to_precision import (ROUND_DOWN, ROUND_UP, TICK_SIZE,
TRUNCATE, decimal_to_precision)
from pandas import DataFrame
from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
from freqtrade.exceptions import (DependencyException, InvalidOrderException,
OperationalException, TemporaryError)
from freqtrade.exchange.common import BAD_EXCHANGES, retrier, retrier_async
from freqtrade.misc import deep_merge_dicts, safe_value_fallback
from freqtrade.constants import ListPairsWithTimeframes
from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
from freqtrade.exceptions import (DDosProtection, ExchangeError,
InvalidOrderException, OperationalException,
RetryableOrderError, TemporaryError)
from freqtrade.exchange.common import BAD_EXCHANGES, retrier, retrier_async
from freqtrade.misc import deep_merge_dicts, safe_value_fallback2
CcxtModuleType = Any
@ -79,7 +80,7 @@ class Exchange:
if config['dry_run']:
logger.info('Instance is running with dry_run enabled')
logger.info(f"Using CCXT {ccxt.__version__}")
exchange_config = config['exchange']
# Deep merge ft_has with default ft_has options
@ -98,12 +99,14 @@ class Exchange:
# Initialize ccxt objects
ccxt_config = self._ccxt_config.copy()
ccxt_config = deep_merge_dicts(exchange_config.get('ccxt_config', {}),
ccxt_config)
self._api = self._init_ccxt(
exchange_config, ccxt_kwargs=ccxt_config)
ccxt_config = deep_merge_dicts(exchange_config.get('ccxt_config', {}), ccxt_config)
ccxt_config = deep_merge_dicts(exchange_config.get('ccxt_sync_config', {}), ccxt_config)
self._api = self._init_ccxt(exchange_config, ccxt_kwargs=ccxt_config)
ccxt_async_config = self._ccxt_config.copy()
ccxt_async_config = deep_merge_dicts(exchange_config.get('ccxt_config', {}),
ccxt_async_config)
ccxt_async_config = deep_merge_dicts(exchange_config.get('ccxt_async_config', {}),
ccxt_async_config)
self._api_async = self._init_ccxt(
@ -113,7 +116,7 @@ class Exchange:
if validate:
# Check if timeframe is available
self.validate_timeframes(config.get('ticker_interval'))
self.validate_timeframes(config.get('timeframe'))
# Initial markets load
self._load_markets()
@ -184,11 +187,16 @@ class Exchange:
def timeframes(self) -> List[str]:
return list((self._api.timeframes or {}).keys())
@property
def ohlcv_candle_limit(self) -> int:
"""exchange ohlcv candle limit"""
return int(self._ohlcv_candle_limit)
@property
def markets(self) -> Dict:
"""exchange ccxt markets"""
if not self._api.markets:
logger.warning("Markets were not loaded. Loading them now..")
logger.info("Markets were not loaded. Loading them now..")
self._load_markets()
return self._api.markets
@ -263,8 +271,8 @@ class Exchange:
api.urls['api'] = api.urls['test']
logger.info("Enabled Sandbox API on %s", name)
else:
logger.warning(name, "No Sandbox URL in CCXT, exiting. "
"Please check your config.json")
logger.warning(
f"No Sandbox URL in CCXT for {name}, exiting. Please check your config.json")
raise OperationalException(f'Exchange {name} does not provide a sandbox api')
def _load_async_markets(self, reload: bool = False) -> None:
@ -286,8 +294,8 @@ class Exchange:
except ccxt.BaseError as e:
logger.warning('Unable to initialize markets. Reason: %s', e)
def _reload_markets(self) -> None:
"""Reload markets both sync and async, if refresh interval has passed"""
def reload_markets(self) -> None:
"""Reload markets both sync and async if refresh interval has passed """
# Check whether markets have to be reloaded
if (self._last_markets_refresh > 0) and (
self._last_markets_refresh + self.markets_refresh_interval
@ -296,6 +304,8 @@ class Exchange:
logger.debug("Performing scheduled market reload..")
try:
self._api.load_markets(reload=True)
# Also reload async markets to avoid issues with newly listed pairs
self._load_async_markets(reload=True)
self._last_markets_refresh = arrow.utcnow().timestamp
except ccxt.BaseError:
logger.exception("Could not reload markets.")
@ -360,7 +370,7 @@ class Exchange:
for pair in [f"{curr_1}/{curr_2}", f"{curr_2}/{curr_1}"]:
if pair in self.markets and self.markets[pair].get('active'):
return pair
raise DependencyException(f"Could not combine {curr_1} and {curr_2} to get a valid pair.")
raise ExchangeError(f"Could not combine {curr_1} and {curr_2} to get a valid pair.")
def validate_timeframes(self, timeframe: Optional[str]) -> None:
"""
@ -483,6 +493,7 @@ class Exchange:
"id": order_id,
'pair': pair,
'price': rate,
'average': rate,
'amount': _amount,
'cost': _amount * rate,
'type': ordertype,
@ -527,15 +538,17 @@ class Exchange:
amount, rate_for_order, params)
except ccxt.InsufficientFunds as e:
raise DependencyException(
f'Insufficient funds to create {ordertype} {side} order on market {pair}.'
raise ExchangeError(
f'Insufficient funds to create {ordertype} {side} order on market {pair}. '
f'Tried to {side} amount {amount} at rate {rate}.'
f'Message: {e}') from e
except ccxt.InvalidOrder as e:
raise DependencyException(
f'Could not create {ordertype} {side} order on market {pair}.'
f'Tried to {side} amount {amount} at rate {rate}.'
raise ExchangeError(
f'Could not create {ordertype} {side} order on market {pair}. '
f'Tried to {side} amount {amount} at rate {rate}. '
f'Message: {e}') from e
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not place {side} order due to {e.__class__.__name__}. Message: {e}') from e
@ -615,6 +628,8 @@ class Exchange:
balances.pop("used", None)
return balances
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not get balance due to {e.__class__.__name__}. Message: {e}') from e
@ -629,6 +644,8 @@ class Exchange:
raise OperationalException(
f'Exchange {self._api.name} does not support fetching tickers in batch. '
f'Message: {e}') from e
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not load tickers due to {e.__class__.__name__}. Message: {e}') from e
@ -639,9 +656,11 @@ class Exchange:
def fetch_ticker(self, pair: str) -> dict:
try:
if pair not in self._api.markets or not self._api.markets[pair].get('active'):
raise DependencyException(f"Pair {pair} not available")
raise ExchangeError(f"Pair {pair} not available")
data = self._api.fetch_ticker(pair)
return data
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not load ticker due to {e.__class__.__name__}. Message: {e}') from e
@ -775,6 +794,8 @@ class Exchange:
raise OperationalException(
f'Exchange {self._api.name} does not support fetching historical '
f'candle (OHLCV) data. Message: {e}') from e
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(f'Could not fetch historical candle (OHLCV) data '
f'for pair {pair} due to {e.__class__.__name__}. '
@ -811,6 +832,8 @@ class Exchange:
raise OperationalException(
f'Exchange {self._api.name} does not support fetching historical trade data.'
f'Message: {e}') from e
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(f'Could not load trade history due to {e.__class__.__name__}. '
f'Message: {e}') from e
@ -900,14 +923,19 @@ class Exchange:
Async wrapper handling downloading trades using either time or id based methods.
"""
logger.debug(f"_async_get_trade_history(), pair: {pair}, "
f"since: {since}, until: {until}, from_id: {from_id}")
if until is None:
until = ccxt.Exchange.milliseconds()
logger.debug(f"Exchange milliseconds: {until}")
if self._trades_pagination == 'time':
return await self._async_get_trade_history_time(
pair=pair, since=since,
until=until or ccxt.Exchange.milliseconds())
pair=pair, since=since, until=until)
elif self._trades_pagination == 'id':
return await self._async_get_trade_history_id(
pair=pair, since=since,
until=until or ccxt.Exchange.milliseconds(), from_id=from_id
pair=pair, since=since, until=until, from_id=from_id
)
else:
raise OperationalException(f"Exchange {self.name} does use neither time, "
@ -937,7 +965,7 @@ class Exchange:
def check_order_canceled_empty(self, order: Dict) -> bool:
"""
Verify if an order has been cancelled without being partially filled
:param order: Order dict as returned from get_order()
:param order: Order dict as returned from fetch_order()
:return: True if order has been cancelled without being filled, False otherwise.
"""
return order.get('status') in ('closed', 'canceled') and order.get('filled') == 0.0
@ -952,12 +980,17 @@ class Exchange:
except ccxt.InvalidOrder as e:
raise InvalidOrderException(
f'Could not cancel order. Message: {e}') from e
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(e) from e
# Assign method to fetch_stoploss_order to allow easy overriding in other classes
cancel_stoploss_order = cancel_order
def is_cancel_order_result_suitable(self, corder) -> bool:
if not isinstance(corder, dict):
return False
@ -969,7 +1002,7 @@ class Exchange:
"""
Cancel order returning a result.
Creates a fake result if cancel order returns a non-usable result
and get_order does not work (certain exchanges don't return cancelled orders)
and fetch_order does not work (certain exchanges don't return cancelled orders)
:param order_id: Orderid to cancel
:param pair: Pair corresponding to order_id
:param amount: Amount to use for fake response
@ -980,17 +1013,17 @@ class Exchange:
if self.is_cancel_order_result_suitable(corder):
return corder
except InvalidOrderException:
logger.warning(f"Could not cancel order {order_id}.")
logger.warning(f"Could not cancel order {order_id} for {pair}.")
try:
order = self.get_order(order_id, pair)
order = self.fetch_order(order_id, pair)
except InvalidOrderException:
logger.warning(f"Could not fetch cancelled order {order_id}.")
order = {'fee': {}, 'status': 'canceled', 'amount': amount, 'info': {}}
return order
@retrier
def get_order(self, order_id: str, pair: str) -> Dict:
@retrier(retries=5)
def fetch_order(self, order_id: str, pair: str) -> Dict:
if self._config['dry_run']:
try:
order = self._dry_run_open_orders[order_id]
@ -1001,15 +1034,23 @@ class Exchange:
f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e
try:
return self._api.fetch_order(order_id, pair)
except ccxt.OrderNotFound as e:
raise RetryableOrderError(
f'Order not found (pair: {pair} id: {order_id}). Message: {e}') from e
except ccxt.InvalidOrder as e:
raise InvalidOrderException(
f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e
f'Tried to get an invalid order (pair: {pair} id: {order_id}). Message: {e}') from e
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(e) from e
# Assign method to fetch_stoploss_order to allow easy overriding in other classes
fetch_stoploss_order = fetch_order
@retrier
def fetch_l2_order_book(self, pair: str, limit: int = 100) -> dict:
"""
@ -1025,6 +1066,8 @@ class Exchange:
raise OperationalException(
f'Exchange {self._api.name} does not support fetching order book.'
f'Message: {e}') from e
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not get order book due to {e.__class__.__name__}. Message: {e}') from e
@ -1061,7 +1104,8 @@ class Exchange:
matched_trades = [trade for trade in my_trades if trade['order'] == order_id]
return matched_trades
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not get trades due to {e.__class__.__name__}. Message: {e}') from e
@ -1078,6 +1122,8 @@ class Exchange:
return self._api.calculate_fee(symbol=symbol, type=type, side=side, amount=amount,
price=price, takerOrMaker=taker_or_maker)['rate']
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not get fee info due to {e.__class__.__name__}. Message: {e}') from e
@ -1112,19 +1158,22 @@ class Exchange:
if fee_curr in self.get_pair_base_currency(order['symbol']):
# Base currency - divide by amount
return round(
order['fee']['cost'] / safe_value_fallback(order, order, 'filled', 'amount'), 8)
order['fee']['cost'] / safe_value_fallback2(order, order, 'filled', 'amount'), 8)
elif fee_curr in self.get_pair_quote_currency(order['symbol']):
# Quote currency - divide by cost
return round(order['fee']['cost'] / order['cost'], 8)
return round(order['fee']['cost'] / order['cost'], 8) if order['cost'] else None
else:
# If Fee currency is a different currency
if not order['cost']:
# If cost is None or 0.0 -> falsy, return None
return None
try:
comb = self.get_valid_pair_combination(fee_curr, self._config['stake_currency'])
tick = self.fetch_ticker(comb)
fee_to_quote_rate = safe_value_fallback(tick, tick, 'last', 'ask')
fee_to_quote_rate = safe_value_fallback2(tick, tick, 'last', 'ask')
return round((order['fee']['cost'] * fee_to_quote_rate) / order['cost'], 8)
except DependencyException:
except ExchangeError:
return None
def extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, Optional[float]]:
@ -1137,7 +1186,6 @@ class Exchange:
return (order['fee']['cost'],
order['fee']['currency'],
self.calculate_fee_rate(order))
# calculate rate ? (order['fee']['cost'] / (order['amount'] * order['price']))
def is_exchange_bad(exchange_name: str) -> bool:

112
freqtrade/exchange/ftx.py
View File

@ -2,7 +2,13 @@
import logging
from typing import Any, Dict
import ccxt
from freqtrade.exceptions import (DDosProtection, ExchangeError,
InvalidOrderException, OperationalException,
TemporaryError)
from freqtrade.exchange import Exchange
from freqtrade.exchange.common import retrier
logger = logging.getLogger(__name__)
@ -10,6 +16,7 @@ logger = logging.getLogger(__name__)
class Ftx(Exchange):
_ft_has: Dict = {
"stoploss_on_exchange": True,
"ohlcv_candle_limit": 1500,
}
@ -22,3 +29,108 @@ class Ftx(Exchange):
return (parent_check and
market.get('spot', False) is True)
def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
"""
Verify stop_loss against stoploss-order value (limit or price)
Returns True if adjustment is necessary.
"""
return order['type'] == 'stop' and stop_loss > float(order['price'])
@retrier(retries=0)
def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
"""
Creates a stoploss order.
depending on order_types.stoploss configuration, uses 'market' or limit order.
Limit orders are defined by having orderPrice set, otherwise a market order is used.
"""
limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
limit_rate = stop_price * limit_price_pct
ordertype = "stop"
stop_price = self.price_to_precision(pair, stop_price)
if self._config['dry_run']:
dry_order = self.dry_run_order(
pair, ordertype, "sell", amount, stop_price)
return dry_order
try:
params = self._params.copy()
if order_types.get('stoploss', 'market') == 'limit':
# set orderPrice to place limit order, otherwise it's a market order
params['orderPrice'] = limit_rate
amount = self.amount_to_precision(pair, amount)
order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
amount=amount, price=stop_price, params=params)
logger.info('stoploss order added for %s. '
'stop price: %s.', pair, stop_price)
return order
except ccxt.InsufficientFunds as e:
raise ExchangeError(
f'Insufficient funds to create {ordertype} sell order on market {pair}. '
f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
f'Message: {e}') from e
except ccxt.InvalidOrder as e:
raise InvalidOrderException(
f'Could not create {ordertype} sell order on market {pair}. '
f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
f'Message: {e}') from e
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(e) from e
@retrier(retries=5)
def fetch_stoploss_order(self, order_id: str, pair: str) -> Dict:
if self._config['dry_run']:
try:
order = self._dry_run_open_orders[order_id]
return order
except KeyError as e:
# Gracefully handle errors with dry-run orders.
raise InvalidOrderException(
f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e
try:
orders = self._api.fetch_orders(pair, None, params={'type': 'stop'})
order = [order for order in orders if order['id'] == order_id]
if len(order) == 1:
return order[0]
else:
raise InvalidOrderException(f"Could not get stoploss order for id {order_id}")
except ccxt.InvalidOrder as e:
raise InvalidOrderException(
f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(e) from e
@retrier
def cancel_stoploss_order(self, order_id: str, pair: str) -> Dict:
if self._config['dry_run']:
return {}
try:
return self._api.cancel_order(order_id, pair, params={'type': 'stop'})
except ccxt.InvalidOrder as e:
raise InvalidOrderException(
f'Could not cancel order. Message: {e}') from e
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(e) from e

14
freqtrade/exchange/kraken.py
View File

@ -4,8 +4,9 @@ from typing import Any, Dict
import ccxt
from freqtrade.exceptions import (DependencyException, InvalidOrderException,
OperationalException, TemporaryError)
from freqtrade.exceptions import (DDosProtection, ExchangeError,
InvalidOrderException, OperationalException,
TemporaryError)
from freqtrade.exchange import Exchange
from freqtrade.exchange.common import retrier
@ -55,6 +56,8 @@ class Kraken(Exchange):
balances[bal]['free'] = balances[bal]['total'] - balances[bal]['used']
return balances
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not get balance due to {e.__class__.__name__}. Message: {e}') from e
@ -68,6 +71,7 @@ class Kraken(Exchange):
"""
return order['type'] == 'stop-loss' and stop_loss > float(order['price'])
@retrier(retries=0)
def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
"""
Creates a stoploss market order.
@ -94,8 +98,8 @@ class Kraken(Exchange):
'stop price: %s.', pair, stop_price)
return order
except ccxt.InsufficientFunds as e:
raise DependencyException(
f'Insufficient funds to create {ordertype} sell order on market {pair}.'
raise ExchangeError(
f'Insufficient funds to create {ordertype} sell order on market {pair}. '
f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
f'Message: {e}') from e
except ccxt.InvalidOrder as e:
@ -103,6 +107,8 @@ class Kraken(Exchange):
f'Could not create {ordertype} sell order on market {pair}. '
f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
f'Message: {e}') from e
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e

133
freqtrade/freqtradebot.py
View File

@ -11,16 +11,16 @@ from typing import Any, Dict, List, Optional
import arrow
from cachetools import TTLCache
from requests.exceptions import RequestException
from freqtrade import __version__, constants, persistence
from freqtrade.configuration import validate_config_consistency
from freqtrade.data.converter import order_book_to_dataframe
from freqtrade.data.dataprovider import DataProvider
from freqtrade.edge import Edge
from freqtrade.exceptions import DependencyException, InvalidOrderException, PricingError
from freqtrade.exceptions import (DependencyException, ExchangeError,
InvalidOrderException, PricingError)
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date
from freqtrade.misc import safe_value_fallback
from freqtrade.misc import safe_value_fallback, safe_value_fallback2
from freqtrade.pairlist.pairlistmanager import PairListManager
from freqtrade.persistence import Trade
from freqtrade.resolvers import ExchangeResolver, StrategyResolver
@ -119,6 +119,8 @@ class FreqtradeBot:
if self.config['cancel_open_orders_on_exit']:
self.cancel_all_open_orders()
self.check_for_open_trades()
self.rpc.cleanup()
persistence.cleanup()
@ -139,8 +141,8 @@ class FreqtradeBot:
:return: True if one or more trades has been created or closed, False otherwise
"""
# Check whether markets have to be reloaded
self.exchange._reload_markets()
# Check whether markets have to be reloaded and reload them when it's needed
self.exchange.reload_markets()
# Query trades from persistence layer
trades = Trade.get_open_trades()
@ -151,6 +153,10 @@ class FreqtradeBot:
self.dataprovider.refresh(self.pairlists.create_pair_list(self.active_pair_whitelist),
self.strategy.informative_pairs())
strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)()
self.strategy.analyze(self.active_pair_whitelist)
with self._sell_lock:
# Check and handle any timed out open orders
self.check_handle_timedout()
@ -175,6 +181,24 @@ class FreqtradeBot:
if self.config['cancel_open_orders_on_exit']:
self.cancel_all_open_orders()
def check_for_open_trades(self):
"""
Notify the user when the bot is stopped
and there are still open trades active.
"""
open_trades = Trade.get_trades([Trade.is_open == 1]).all()
if len(open_trades) != 0:
msg = {
'type': RPCMessageType.WARNING_NOTIFICATION,
'status': f"{len(open_trades)} open trades active.\n\n"
f"Handle these trades manually on {self.exchange.name}, "
f"or '/start' the bot again and use '/stopbuy' "
f"to handle open trades gracefully. \n"
f"{'Trades are simulated.' if self.config['dry_run'] else ''}",
}
self.rpc.send_msg(msg)
def _refresh_active_whitelist(self, trades: List[Trade] = []) -> List[str]:
"""
Refresh active whitelist from pairlist or edge and extend it with
@ -420,9 +444,8 @@ class FreqtradeBot:
return False
# running get_signal on historical data fetched
(buy, sell) = self.strategy.get_signal(
pair, self.strategy.ticker_interval,
self.dataprovider.ohlcv(pair, self.strategy.ticker_interval))
analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(pair, self.strategy.timeframe)
(buy, sell) = self.strategy.get_signal(pair, self.strategy.timeframe, analyzed_df)
if buy and not sell:
stake_amount = self.get_trade_stake_amount(pair)
@ -495,6 +518,12 @@ class FreqtradeBot:
amount = stake_amount / buy_limit_requested
order_type = self.strategy.order_types['buy']
if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
pair=pair, order_type=order_type, amount=amount, rate=buy_limit_requested,
time_in_force=time_in_force):
logger.info(f"User requested abortion of buying {pair}")
return False
amount = self.exchange.amount_to_precision(pair, amount)
order = self.exchange.buy(pair=pair, ordertype=order_type,
amount=amount, rate=buy_limit_requested,
time_in_force=time_in_force)
@ -503,6 +532,7 @@ class FreqtradeBot:
# we assume the order is executed at the price requested
buy_limit_filled_price = buy_limit_requested
amount_requested = amount
if order_status == 'expired' or order_status == 'rejected':
order_tif = self.strategy.order_time_in_force['buy']
@ -523,15 +553,15 @@ class FreqtradeBot:
order['filled'], order['amount'], order['remaining']
)
stake_amount = order['cost']
amount = order['amount']
buy_limit_filled_price = order['price']
amount = safe_value_fallback(order, 'filled', 'amount')
buy_limit_filled_price = safe_value_fallback(order, 'average', 'price')
order_id = None
# in case of FOK the order may be filled immediately and fully
elif order_status == 'closed':
stake_amount = order['cost']
amount = order['amount']
buy_limit_filled_price = order['price']
amount = safe_value_fallback(order, 'filled', 'amount')
buy_limit_filled_price = safe_value_fallback(order, 'average', 'price')
# Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
fee = self.exchange.get_fee(symbol=pair, taker_or_maker='maker')
@ -539,6 +569,7 @@ class FreqtradeBot:
pair=pair,
stake_amount=stake_amount,
amount=amount,
amount_requested=amount_requested,
fee_open=fee,
fee_close=fee,
open_rate=buy_limit_filled_price,
@ -547,7 +578,7 @@ class FreqtradeBot:
exchange=self.exchange.id,
open_order_id=order_id,
strategy=self.strategy.get_strategy_name(),
ticker_interval=timeframe_to_minutes(self.config['ticker_interval'])
timeframe=timeframe_to_minutes(self.config['timeframe'])
)
# Update fees if order is closed
@ -569,6 +600,7 @@ class FreqtradeBot:
Sends rpc notification when a buy occured.
"""
msg = {
'trade_id': trade.id,
'type': RPCMessageType.BUY_NOTIFICATION,
'exchange': self.exchange.name.capitalize(),
'pair': trade.pair,
@ -592,6 +624,7 @@ class FreqtradeBot:
current_rate = self.get_buy_rate(trade.pair, False)
msg = {
'trade_id': trade.id,
'type': RPCMessageType.BUY_CANCEL_NOTIFICATION,
'exchange': self.exchange.name.capitalize(),
'pair': trade.pair,
@ -629,7 +662,7 @@ class FreqtradeBot:
trades_closed += 1
except DependencyException as exception:
logger.warning('Unable to sell trade: %s', exception)
logger.warning('Unable to sell trade %s: %s', trade.pair, exception)
# Updating wallets if any trade occured
if trades_closed:
@ -676,6 +709,8 @@ class FreqtradeBot:
raise PricingError from e
else:
rate = self.exchange.fetch_ticker(pair)[ask_strategy['price_side']]
if rate is None:
raise PricingError(f"Sell-Rate for {pair} was empty.")
self._sell_rate_cache[pair] = rate
return rate
@ -695,16 +730,16 @@ class FreqtradeBot:
if (config_ask_strategy.get('use_sell_signal', True) or
config_ask_strategy.get('ignore_roi_if_buy_signal', False)):
(buy, sell) = self.strategy.get_signal(
trade.pair, self.strategy.ticker_interval,
self.dataprovider.ohlcv(trade.pair, self.strategy.ticker_interval))
analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
self.strategy.timeframe)
(buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.timeframe, analyzed_df)
if config_ask_strategy.get('use_order_book', False):
# logger.debug('Order book %s',orderBook)
order_book_min = config_ask_strategy.get('order_book_min', 1)
order_book_max = config_ask_strategy.get('order_book_max', 1)
logger.info(f'Using order book between {order_book_min} and {order_book_max} '
f'for selling {trade.pair}...')
logger.debug(f'Using order book between {order_book_min} and {order_book_max} '
f'for selling {trade.pair}...')
order_book = self._order_book_gen(trade.pair, f"{config_ask_strategy['price_side']}s",
order_book_min=order_book_min,
@ -719,6 +754,9 @@ class FreqtradeBot:
raise PricingError from e
logger.debug(f" order book {config_ask_strategy['price_side']} top {i}: "
f"{sell_rate:0.8f}")
# Assign sell-rate to cache - otherwise sell-rate is never updated in the cache,
# resulting in outdated RPC messages
self._sell_rate_cache[trade.pair] = sell_rate
if self._check_and_execute_sell(trade, sell_rate, buy, sell):
return True
@ -751,7 +789,7 @@ class FreqtradeBot:
logger.warning('Selling the trade forcefully')
self.execute_sell(trade, trade.stop_loss, sell_reason=SellType.EMERGENCY_SELL)
except DependencyException:
except ExchangeError:
trade.stoploss_order_id = None
logger.exception('Unable to place a stoploss order on exchange.')
return False
@ -769,18 +807,18 @@ class FreqtradeBot:
try:
# First we check if there is already a stoploss on exchange
stoploss_order = self.exchange.get_order(trade.stoploss_order_id, trade.pair) \
if trade.stoploss_order_id else None
stoploss_order = self.exchange.fetch_stoploss_order(
trade.stoploss_order_id, trade.pair) if trade.stoploss_order_id else None
except InvalidOrderException as exception:
logger.warning('Unable to fetch stoploss order: %s', exception)
# We check if stoploss order is fulfilled
if stoploss_order and stoploss_order['status'] == 'closed':
if stoploss_order and stoploss_order['status'] in ('closed', 'triggered'):
trade.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value
self.update_trade_state(trade, stoploss_order, sl_order=True)
# Lock pair for one candle to prevent immediate rebuys
self.strategy.lock_pair(trade.pair,
timeframe_to_next_date(self.config['ticker_interval']))
timeframe_to_next_date(self.config['timeframe']))
self._notify_sell(trade, "stoploss")
return True
@ -791,10 +829,8 @@ class FreqtradeBot:
return False
# If buy order is fulfilled but there is no stoploss, we add a stoploss on exchange
if (not stoploss_order):
if not stoploss_order:
stoploss = self.edge.stoploss(pair=trade.pair) if self.edge else self.strategy.stoploss
stop_price = trade.open_rate * (1 + stoploss)
if self.create_stoploss_order(trade=trade, stop_price=stop_price, rate=stop_price):
@ -802,7 +838,7 @@ class FreqtradeBot:
return False
# If stoploss order is canceled for some reason we add it
if stoploss_order and stoploss_order['status'] == 'canceled':
if stoploss_order and stoploss_order['status'] in ('canceled', 'cancelled'):
if self.create_stoploss_order(trade=trade, stop_price=trade.stop_loss,
rate=trade.stop_loss):
return False
@ -835,7 +871,7 @@ class FreqtradeBot:
logger.info('Trailing stoploss: cancelling current stoploss on exchange (id:{%s}) '
'in order to add another one ...', order['id'])
try:
self.exchange.cancel_order(order['id'], trade.pair)
self.exchange.cancel_stoploss_order(order['id'], trade.pair)
except InvalidOrderException:
logger.exception(f"Could not cancel stoploss order {order['id']} "
f"for pair {trade.pair}")
@ -886,8 +922,8 @@ class FreqtradeBot:
try:
if not trade.open_order_id:
continue
order = self.exchange.get_order(trade.open_order_id, trade.pair)
except (RequestException, DependencyException, InvalidOrderException):
order = self.exchange.fetch_order(trade.open_order_id, trade.pair)
except (ExchangeError, InvalidOrderException):
logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
continue
@ -919,7 +955,7 @@ class FreqtradeBot:
for trade in Trade.get_open_order_trades():
try:
order = self.exchange.get_order(trade.open_order_id, trade.pair)
order = self.exchange.fetch_order(trade.open_order_id, trade.pair)
except (DependencyException, InvalidOrderException):
logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
continue
@ -942,6 +978,12 @@ class FreqtradeBot:
reason = constants.CANCEL_REASON['TIMEOUT']
corder = self.exchange.cancel_order_with_result(trade.open_order_id, trade.pair,
trade.amount)
# Avoid race condition where the order could not be cancelled coz its already filled.
# Simply bailing here is the only safe way - as this order will then be
# handled in the next iteration.
if corder.get('status') not in ('canceled', 'closed'):
logger.warning(f"Order {trade.open_order_id} for {trade.pair} not cancelled.")
return False
else:
# Order was cancelled already, so we can reuse the existing dict
corder = order
@ -950,7 +992,7 @@ class FreqtradeBot:
logger.info('Buy order %s for %s.', reason, trade)
# Using filled to determine the filled amount
filled_amount = safe_value_fallback(corder, order, 'filled', 'filled')
filled_amount = safe_value_fallback2(corder, order, 'filled', 'filled')
if isclose(filled_amount, 0.0, abs_tol=constants.MATH_CLOSE_PREC):
logger.info('Buy order fully cancelled. Removing %s from database.', trade)
@ -1063,7 +1105,7 @@ class FreqtradeBot:
# First cancelling stoploss on exchange ...
if self.strategy.order_types.get('stoploss_on_exchange') and trade.stoploss_order_id:
try:
self.exchange.cancel_order(trade.stoploss_order_id, trade.pair)
self.exchange.cancel_stoploss_order(trade.stoploss_order_id, trade.pair)
except InvalidOrderException:
logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id}")
@ -1073,12 +1115,20 @@ class FreqtradeBot:
order_type = self.strategy.order_types.get("emergencysell", "market")
amount = self._safe_sell_amount(trade.pair, trade.amount)
time_in_force = self.strategy.order_time_in_force['sell']
if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
pair=trade.pair, trade=trade, order_type=order_type, amount=amount, rate=limit,
time_in_force=time_in_force,
sell_reason=sell_reason.value):
logger.info(f"User requested abortion of selling {trade.pair}")
return False
# Execute sell and update trade record
order = self.exchange.sell(pair=str(trade.pair),
ordertype=order_type,
amount=amount, rate=limit,
time_in_force=self.strategy.order_time_in_force['sell']
time_in_force=time_in_force
)
trade.open_order_id = order['id']
@ -1090,7 +1140,7 @@ class FreqtradeBot:
Trade.session.flush()
# Lock pair for one candle to prevent immediate rebuys
self.strategy.lock_pair(trade.pair, timeframe_to_next_date(self.config['ticker_interval']))
self.strategy.lock_pair(trade.pair, timeframe_to_next_date(self.config['timeframe']))
self._notify_sell(trade, order_type)
@ -1109,6 +1159,7 @@ class FreqtradeBot:
msg = {
'type': RPCMessageType.SELL_NOTIFICATION,
'trade_id': trade.id,
'exchange': trade.exchange.capitalize(),
'pair': trade.pair,
'gain': gain,
@ -1151,6 +1202,7 @@ class FreqtradeBot:
msg = {
'type': RPCMessageType.SELL_CANCEL_NOTIFICATION,
'trade_id': trade.id,
'exchange': trade.exchange.capitalize(),
'pair': trade.pair,
'gain': gain,
@ -1198,14 +1250,15 @@ class FreqtradeBot:
# Update trade with order values
logger.info('Found open order for %s', trade)
try:
order = action_order or self.exchange.get_order(order_id, trade.pair)
order = action_order or self.exchange.fetch_order(order_id, trade.pair)
except InvalidOrderException as exception:
logger.warning('Unable to fetch order %s: %s', order_id, exception)
return False
# Try update amount (binance-fix)
try:
new_amount = self.get_real_amount(trade, order, order_amount)
if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC):
if not isclose(safe_value_fallback(order, 'filled', 'amount'), new_amount,
abs_tol=constants.MATH_CLOSE_PREC):
order['amount'] = new_amount
order.pop('filled', None)
trade.recalc_open_trade_price()
@ -1251,7 +1304,7 @@ class FreqtradeBot:
"""
# Init variables
if order_amount is None:
order_amount = order['amount']
order_amount = safe_value_fallback(order, 'filled', 'amount')
# Only run for closed orders
if trade.fee_updated(order.get('side', '')) or order['status'] == 'open':
return order_amount

8
freqtrade/loggers.py
View File

@ -11,7 +11,7 @@ from freqtrade.exceptions import OperationalException
logger = logging.getLogger(__name__)
def _set_loggers(verbosity: int = 0) -> None:
def _set_loggers(verbosity: int = 0, api_verbosity: str = 'info') -> None:
"""
Set the logging level for third party libraries
:return: None
@ -28,6 +28,10 @@ def _set_loggers(verbosity: int = 0) -> None:
)
logging.getLogger('telegram').setLevel(logging.INFO)
logging.getLogger('werkzeug').setLevel(
logging.ERROR if api_verbosity == 'error' else logging.INFO
)
def setup_logging(config: Dict[str, Any]) -> None:
"""
@ -77,5 +81,5 @@ def setup_logging(config: Dict[str, Any]) -> None:
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
handlers=log_handlers
)
_set_loggers(verbosity)
_set_loggers(verbosity, config.get('api_server', {}).get('verbosity', 'info'))
logger.info('Verbosity set to %s', verbosity)

16
freqtrade/misc.py
View File

@ -134,7 +134,21 @@ def round_dict(d, n):
return {k: (round(v, n) if isinstance(v, float) else v) for k, v in d.items()}
def safe_value_fallback(dict1: dict, dict2: dict, key1: str, key2: str, default_value=None):
def safe_value_fallback(obj: dict, key1: str, key2: str, default_value=None):
"""
Search a value in obj, return this if it's not None.
Then search key2 in obj - return that if it's not none - then use default_value.
Else falls back to None.
"""
if key1 in obj and obj[key1] is not None:
return obj[key1]
else:
if key2 in obj and obj[key2] is not None:
return obj[key2]
return default_value
def safe_value_fallback2(dict1: dict, dict2: dict, key1: str, key2: str, default_value=None):
"""
Search a value in dict1, return this if it's not None.
Fall back to dict2 - return key2 from dict2 if it's not None.

45
freqtrade/optimize/backtesting.py
View File

@ -18,7 +18,8 @@ from freqtrade.data.converter import trim_dataframe
from freqtrade.data.dataprovider import DataProvider
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
from freqtrade.optimize.optimize_reports import (show_backtest_results,
from freqtrade.optimize.optimize_reports import (generate_backtest_stats,
show_backtest_results,
store_backtest_result)
from freqtrade.pairlist.pairlistmanager import PairListManager
from freqtrade.persistence import Trade
@ -64,20 +65,6 @@ class Backtesting:
self.strategylist: List[IStrategy] = []
self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
self.pairlists = PairListManager(self.exchange, self.config)
if 'VolumePairList' in self.pairlists.name_list:
raise OperationalException("VolumePairList not allowed for backtesting.")
self.pairlists.refresh_pairlist()
if len(self.pairlists.whitelist) == 0:
raise OperationalException("No pair in whitelist.")
if config.get('fee'):
self.fee = config['fee']
else:
self.fee = self.exchange.get_fee(symbol=self.pairlists.whitelist[0])
if self.config.get('runmode') != RunMode.HYPEROPT:
self.dataprovider = DataProvider(self.config, self.exchange)
IStrategy.dp = self.dataprovider
@ -94,12 +81,31 @@ class Backtesting:
self.strategylist.append(StrategyResolver.load_strategy(self.config))
validate_config_consistency(self.config)
if "ticker_interval" not in self.config:
if "timeframe" not in self.config:
raise OperationalException("Timeframe (ticker interval) needs to be set in either "
"configuration or as cli argument `--ticker-interval 5m`")
self.timeframe = str(self.config.get('ticker_interval'))
"configuration or as cli argument `--timeframe 5m`")
self.timeframe = str(self.config.get('timeframe'))
self.timeframe_min = timeframe_to_minutes(self.timeframe)
self.pairlists = PairListManager(self.exchange, self.config)
if 'VolumePairList' in self.pairlists.name_list:
raise OperationalException("VolumePairList not allowed for backtesting.")
if len(self.strategylist) > 1 and 'PrecisionFilter' in self.pairlists.name_list:
raise OperationalException(
"PrecisionFilter not allowed for backtesting multiple strategies."
)
self.pairlists.refresh_pairlist()
if len(self.pairlists.whitelist) == 0:
raise OperationalException("No pair in whitelist.")
if config.get('fee', None) is not None:
self.fee = config['fee']
else:
self.fee = self.exchange.get_fee(symbol=self.pairlists.whitelist[0])
# Get maximum required startup period
self.required_startup = max([strat.startup_candle_count for strat in self.strategylist])
# Load one (first) strategy
@ -411,4 +417,5 @@ class Backtesting:
if self.config.get('export', False):
store_backtest_result(self.config['exportfilename'], all_results)
# Show backtest results
show_backtest_results(self.config, data, all_results)
stats = generate_backtest_stats(self.config, data, all_results)
show_backtest_results(self.config, stats)

4
freqtrade/optimize/default_hyperopt_loss.py
View File

@ -42,8 +42,8 @@ class DefaultHyperOptLoss(IHyperOptLoss):
* 0.25: Avoiding trade loss
* 1.0 to total profit, compared to the expected value (`EXPECTED_MAX_PROFIT`) defined above
"""
total_profit = results.profit_percent.sum()
trade_duration = results.trade_duration.mean()
total_profit = results['profit_percent'].sum()
trade_duration = results['trade_duration'].mean()
trade_loss = 1 - 0.25 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.8)
profit_loss = max(0, 1 - total_profit / EXPECTED_MAX_PROFIT)

24
freqtrade/optimize/hyperopt.py
View File

@ -12,7 +12,7 @@ from math import ceil
from collections import OrderedDict
from operator import itemgetter
from pathlib import Path
from pprint import pprint
from pprint import pformat
from typing import Any, Dict, List, Optional
import rapidjson
@ -230,6 +230,9 @@ class Hyperopt:
if space in ['buy', 'sell']:
result_dict.setdefault('params', {}).update(space_params)
elif space == 'roi':
# TODO: get rid of OrderedDict when support for python 3.6 will be
# dropped (dicts keep the order as the language feature)
# Convert keys in min_roi dict to strings because
# rapidjson cannot dump dicts with integer keys...
# OrderedDict is used to keep the numeric order of the items
@ -244,11 +247,24 @@ class Hyperopt:
def _params_pretty_print(params, space: str, header: str) -> None:
if space in params:
space_params = Hyperopt._space_params(params, space, 5)
params_result = f"\n# {header}\n"
if space == 'stoploss':
print(header, space_params.get('stoploss'))
params_result += f"stoploss = {space_params.get('stoploss')}"
elif space == 'roi':
# TODO: get rid of OrderedDict when support for python 3.6 will be
# dropped (dicts keep the order as the language feature)
minimal_roi_result = rapidjson.dumps(
OrderedDict(
(str(k), v) for k, v in space_params.items()
),
default=str, indent=4, number_mode=rapidjson.NM_NATIVE)
params_result += f"minimal_roi = {minimal_roi_result}"
else:
print(header)
pprint(space_params, indent=4)
params_result += f"{space}_params = {pformat(space_params, indent=4)}"
params_result = params_result.replace("}", "\n}").replace("{", "{\n ")
params_result = params_result.replace("\n", "\n ")
print(params_result)
@staticmethod
def _space_params(params, space: str, r: int = None) -> Dict:

11
freqtrade/optimize/hyperopt_interface.py
View File

@ -31,13 +31,15 @@ class IHyperOpt(ABC):
Class attributes you can use:
ticker_interval -> int: value of the ticker interval to use for the strategy
"""
ticker_interval: str
ticker_interval: str # DEPRECATED
timeframe: str
def __init__(self, config: dict) -> None:
self.config = config
# Assign ticker_interval to be used in hyperopt
IHyperOpt.ticker_interval = str(config['ticker_interval'])
IHyperOpt.ticker_interval = str(config['timeframe']) # DEPRECATED
IHyperOpt.timeframe = str(config['timeframe'])
@staticmethod
def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
@ -218,9 +220,10 @@ class IHyperOpt(ABC):
# Why do I still need such shamanic mantras in modern python?
def __getstate__(self):
state = self.__dict__.copy()
state['ticker_interval'] = self.ticker_interval
state['timeframe'] = self.timeframe
return state
def __setstate__(self, state):
self.__dict__.update(state)
IHyperOpt.ticker_interval = state['ticker_interval']
IHyperOpt.ticker_interval = state['timeframe']
IHyperOpt.timeframe = state['timeframe']

2
freqtrade/optimize/hyperopt_loss_interface.py
View File

@ -14,7 +14,7 @@ class IHyperOptLoss(ABC):
Interface for freqtrade hyperopt Loss functions.
Defines the custom loss function (`hyperopt_loss_function()` which is evaluated every epoch.)
"""
ticker_interval: str
timeframe: str
@staticmethod
@abstractmethod

2
freqtrade/optimize/hyperopt_loss_onlyprofit.py
View File

@ -34,5 +34,5 @@ class OnlyProfitHyperOptLoss(IHyperOptLoss):
"""
Objective function, returns smaller number for better results.
"""
total_profit = results.profit_percent.sum()
total_profit = results['profit_percent'].sum()
return 1 - total_profit / EXPECTED_MAX_PROFIT

234
freqtrade/optimize/optimize_reports.py
View File

@ -18,10 +18,7 @@ def store_backtest_result(recordfilename: Path, all_results: Dict[str, DataFrame
:param all_results: Dict of Dataframes, one results dataframe per strategy
"""
for strategy, results in all_results.items():
records = [(t.pair, t.profit_percent, t.open_time.timestamp(),
t.close_time.timestamp(), t.open_index - 1, t.trade_duration,
t.open_rate, t.close_rate, t.open_at_end, t.sell_reason.value)
for index, t in results.iterrows()]
records = backtest_result_to_list(results)
if records:
filename = recordfilename
@ -34,6 +31,18 @@ def store_backtest_result(recordfilename: Path, all_results: Dict[str, DataFrame
file_dump_json(filename, records)
def backtest_result_to_list(results: DataFrame) -> List[List]:
"""
Converts a list of Backtest-results to list
:param results: Dataframe containing results for one strategy
:return: List of Lists containing the trades
"""
return [[t.pair, t.profit_percent, t.open_time.timestamp(),
t.close_time.timestamp(), t.open_index - 1, t.trade_duration,
t.open_rate, t.close_rate, t.open_at_end, t.sell_reason.value]
for index, t in results.iterrows()]
def _get_line_floatfmt() -> List[str]:
"""
Generate floatformat (goes in line with _generate_result_line())
@ -56,25 +65,25 @@ def _generate_result_line(result: DataFrame, max_open_trades: int, first_column:
"""
return {
'key': first_column,
'trades': len(result.index),
'profit_mean': result.profit_percent.mean(),
'profit_mean_pct': result.profit_percent.mean() * 100.0,
'profit_sum': result.profit_percent.sum(),
'profit_sum_pct': result.profit_percent.sum() * 100.0,
'profit_total_abs': result.profit_abs.sum(),
'profit_total_pct': result.profit_percent.sum() * 100.0 / max_open_trades,
'trades': len(result),
'profit_mean': result['profit_percent'].mean(),
'profit_mean_pct': result['profit_percent'].mean() * 100.0,
'profit_sum': result['profit_percent'].sum(),
'profit_sum_pct': result['profit_percent'].sum() * 100.0,
'profit_total_abs': result['profit_abs'].sum(),
'profit_total_pct': result['profit_percent'].sum() * 100.0 / max_open_trades,
'duration_avg': str(timedelta(
minutes=round(result.trade_duration.mean()))
minutes=round(result['trade_duration'].mean()))
) if not result.empty else '0:00',
# 'duration_max': str(timedelta(
# minutes=round(result.trade_duration.max()))
# minutes=round(result['trade_duration'].max()))
# ) if not result.empty else '0:00',
# 'duration_min': str(timedelta(
# minutes=round(result.trade_duration.min()))
# minutes=round(result['trade_duration'].min()))
# ) if not result.empty else '0:00',
'wins': len(result[result.profit_abs > 0]),
'draws': len(result[result.profit_abs == 0]),
'losses': len(result[result.profit_abs < 0]),
'wins': len(result[result['profit_abs'] > 0]),
'draws': len(result[result['profit_abs'] == 0]),
'losses': len(result[result['profit_abs'] < 0]),
}
@ -93,8 +102,8 @@ def generate_pair_metrics(data: Dict[str, Dict], stake_currency: str, max_open_t
tabular_data = []
for pair in data:
result = results[results.pair == pair]
if skip_nan and result.profit_abs.isnull().all():
result = results[results['pair'] == pair]
if skip_nan and result['profit_abs'].isnull().all():
continue
tabular_data.append(_generate_result_line(result, max_open_trades, pair))
@ -104,25 +113,6 @@ def generate_pair_metrics(data: Dict[str, Dict], stake_currency: str, max_open_t
return tabular_data
def generate_text_table(pair_results: List[Dict[str, Any]], stake_currency: str) -> str:
"""
Generates and returns a text table for the given backtest data and the results dataframe
:param pair_results: List of Dictionaries - one entry per pair + final TOTAL row
:param stake_currency: stake-currency - used to correctly name headers
:return: pretty printed table with tabulate as string
"""
headers = _get_line_header('Pair', stake_currency)
floatfmt = _get_line_floatfmt()
output = [[
t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses']
] for t in pair_results]
# Ignore type as floatfmt does allow tuples but mypy does not know that
return tabulate(output, headers=headers,
floatfmt=floatfmt, tablefmt="orgtbl", stralign="right") # type: ignore
def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List[Dict]:
"""
Generate small table outlining Backtest results
@ -157,33 +147,6 @@ def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List
return tabular_data
def generate_text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]],
stake_currency: str) -> str:
"""
Generate small table outlining Backtest results
:param sell_reason_stats: Sell reason metrics
:param stake_currency: Stakecurrency used
:return: pretty printed table with tabulate as string
"""
headers = [
'Sell Reason',
'Sells',
'Wins',
'Draws',
'Losses',
'Avg Profit %',
'Cum Profit %',
f'Tot Profit {stake_currency}',
'Tot Profit %',
]
output = [[
t['sell_reason'], t['trades'], t['wins'], t['draws'], t['losses'],
t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'], t['profit_pct_total'],
] for t in sell_reason_stats]
return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")
def generate_strategy_metrics(stake_currency: str, max_open_trades: int,
all_results: Dict) -> List[Dict]:
"""
@ -200,26 +163,6 @@ def generate_strategy_metrics(stake_currency: str, max_open_trades: int,
return tabular_data
def generate_text_table_strategy(strategy_results, stake_currency: str) -> str:
"""
Generate summary table per strategy
:param stake_currency: stake-currency - used to correctly name headers
:param max_open_trades: Maximum allowed open trades used for backtest
:param all_results: Dict of <Strategyname: BacktestResult> containing results for all strategies
:return: pretty printed table with tabulate as string
"""
floatfmt = _get_line_floatfmt()
headers = _get_line_header('Strategy', stake_currency)
output = [[
t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses']
] for t in strategy_results]
# Ignore type as floatfmt does allow tuples but mypy does not know that
return tabulate(output, headers=headers,
floatfmt=floatfmt, tablefmt="orgtbl", stralign="right") # type: ignore
def generate_edge_table(results: dict) -> str:
floatfmt = ('s', '.10g', '.2f', '.2f', '.2f', '.2f', 'd', 'd', 'd')
@ -246,12 +189,20 @@ def generate_edge_table(results: dict) -> str:
floatfmt=floatfmt, tablefmt="orgtbl", stralign="right") # type: ignore
def show_backtest_results(config: Dict, btdata: Dict[str, DataFrame],
all_results: Dict[str, DataFrame]):
def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame],
all_results: Dict[str, DataFrame]) -> Dict[str, Any]:
"""
:param config: Configuration object used for backtest
:param btdata: Backtest data
:param all_results: backtest result - dictionary with { Strategy: results}.
:return:
Dictionary containing results per strategy and a stratgy summary.
"""
stake_currency = config['stake_currency']
max_open_trades = config['max_open_trades']
result: Dict[str, Any] = {'strategy': {}}
for strategy, results in all_results.items():
pair_results = generate_pair_metrics(btdata, stake_currency=stake_currency,
max_open_trades=max_open_trades,
results=results, skip_nan=False)
@ -261,21 +212,111 @@ def show_backtest_results(config: Dict, btdata: Dict[str, DataFrame],
max_open_trades=max_open_trades,
results=results.loc[results['open_at_end']],
skip_nan=True)
strat_stats = {
'trades': backtest_result_to_list(results),
'results_per_pair': pair_results,
'sell_reason_summary': sell_reason_stats,
'left_open_trades': left_open_results,
}
result['strategy'][strategy] = strat_stats
strategy_results = generate_strategy_metrics(stake_currency=stake_currency,
max_open_trades=max_open_trades,
all_results=all_results)
result['strategy_comparison'] = strategy_results
return result
###
# Start output section
###
def text_table_bt_results(pair_results: List[Dict[str, Any]], stake_currency: str) -> str:
"""
Generates and returns a text table for the given backtest data and the results dataframe
:param pair_results: List of Dictionaries - one entry per pair + final TOTAL row
:param stake_currency: stake-currency - used to correctly name headers
:return: pretty printed table with tabulate as string
"""
headers = _get_line_header('Pair', stake_currency)
floatfmt = _get_line_floatfmt()
output = [[
t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses']
] for t in pair_results]
# Ignore type as floatfmt does allow tuples but mypy does not know that
return tabulate(output, headers=headers,
floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")
def text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]], stake_currency: str) -> str:
"""
Generate small table outlining Backtest results
:param sell_reason_stats: Sell reason metrics
:param stake_currency: Stakecurrency used
:return: pretty printed table with tabulate as string
"""
headers = [
'Sell Reason',
'Sells',
'Wins',
'Draws',
'Losses',
'Avg Profit %',
'Cum Profit %',
f'Tot Profit {stake_currency}',
'Tot Profit %',
]
output = [[
t['sell_reason'], t['trades'], t['wins'], t['draws'], t['losses'],
t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'], t['profit_pct_total'],
] for t in sell_reason_stats]
return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")
def text_table_strategy(strategy_results, stake_currency: str) -> str:
"""
Generate summary table per strategy
:param stake_currency: stake-currency - used to correctly name headers
:param max_open_trades: Maximum allowed open trades used for backtest
:param all_results: Dict of <Strategyname: BacktestResult> containing results for all strategies
:return: pretty printed table with tabulate as string
"""
floatfmt = _get_line_floatfmt()
headers = _get_line_header('Strategy', stake_currency)
output = [[
t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses']
] for t in strategy_results]
# Ignore type as floatfmt does allow tuples but mypy does not know that
return tabulate(output, headers=headers,
floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")
def show_backtest_results(config: Dict, backtest_stats: Dict):
stake_currency = config['stake_currency']
for strategy, results in backtest_stats['strategy'].items():
# Print results
print(f"Result for strategy {strategy}")
table = generate_text_table(pair_results, stake_currency=stake_currency)
table = text_table_bt_results(results['results_per_pair'], stake_currency=stake_currency)
if isinstance(table, str):
print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
print(table)
table = generate_text_table_sell_reason(sell_reason_stats=sell_reason_stats,
stake_currency=stake_currency,
)
table = text_table_sell_reason(sell_reason_stats=results['sell_reason_summary'],
stake_currency=stake_currency)
if isinstance(table, str):
print(' SELL REASON STATS '.center(len(table.splitlines()[0]), '='))
print(table)
table = generate_text_table(left_open_results, stake_currency=stake_currency)
table = text_table_bt_results(results['left_open_trades'], stake_currency=stake_currency)
if isinstance(table, str):
print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
print(table)
@ -283,13 +324,10 @@ def show_backtest_results(config: Dict, btdata: Dict[str, DataFrame],
print('=' * len(table.splitlines()[0]))
print()
if len(all_results) > 1:
if len(backtest_stats['strategy']) > 1:
# Print Strategy summary table
strategy_results = generate_strategy_metrics(stake_currency=stake_currency,
max_open_trades=max_open_trades,
all_results=all_results)
table = generate_text_table_strategy(strategy_results, stake_currency)
table = text_table_strategy(backtest_stats['strategy_comparison'], stake_currency)
print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '='))
print(table)
print('=' * len(table.splitlines()[0]))

84
freqtrade/pairlist/AgeFilter.py Normal file
View File

@ -0,0 +1,84 @@
"""
Minimum age (days listed) pair list filter
"""
import logging
import arrow
from typing import Any, Dict
from freqtrade.exceptions import OperationalException
from freqtrade.misc import plural
from freqtrade.pairlist.IPairList import IPairList
logger = logging.getLogger(__name__)
class AgeFilter(IPairList):
# Checked symbols cache (dictionary of ticker symbol => timestamp)
_symbolsChecked: Dict[str, int] = {}
def __init__(self, exchange, pairlistmanager,
config: Dict[str, Any], pairlistconfig: Dict[str, Any],
pairlist_pos: int) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
self._min_days_listed = pairlistconfig.get('min_days_listed', 10)
if self._min_days_listed < 1:
raise OperationalException("AgeFilter requires min_days_listed must be >= 1")
if self._min_days_listed > exchange.ohlcv_candle_limit:
raise OperationalException("AgeFilter requires min_days_listed must not exceed "
"exchange max request size "
f"({exchange.ohlcv_candle_limit})")
self._enabled = self._min_days_listed >= 1
@property
def needstickers(self) -> bool:
"""
Boolean property defining if tickers are necessary.
If no Pairlist requires tickers, an empty List is passed
as tickers argument to filter_pairlist
"""
return True
def short_desc(self) -> str:
"""
Short whitelist method description - used for startup-messages
"""
return (f"{self.name} - Filtering pairs with age less than "
f"{self._min_days_listed} {plural(self._min_days_listed, 'day')}.")
def _validate_pair(self, ticker: dict) -> bool:
"""
Validate age for the ticker
:param ticker: ticker dict as returned from ccxt.load_markets()
:return: True if the pair can stay, False if it should be removed
"""
# Check symbol in cache
if ticker['symbol'] in self._symbolsChecked:
return True
since_ms = int(arrow.utcnow()
.floor('day')
.shift(days=-self._min_days_listed)
.float_timestamp) * 1000
daily_candles = self._exchange.get_historic_ohlcv(pair=ticker['symbol'],
timeframe='1d',
since_ms=since_ms)
if daily_candles is not None:
if len(daily_candles) > self._min_days_listed:
# We have fetched at least the minimum required number of daily candles
# Add to cache, store the time we last checked this symbol
self._symbolsChecked[ticker['symbol']] = int(arrow.utcnow().float_timestamp) * 1000
return True
else:
self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
f"because age {len(daily_candles)} is less than "
f"{self._min_days_listed} "
f"{plural(self._min_days_listed, 'day')}")
return False
return False

5
freqtrade/pairlist/IPairList.py
View File

@ -68,7 +68,7 @@ class IPairList(ABC):
def needstickers(self) -> bool:
"""
Boolean property defining if tickers are necessary.
If no Pairlist requries tickers, an empty List is passed
If no Pairlist requires tickers, an empty List is passed
as tickers argument to filter_pairlist
"""
@ -150,6 +150,9 @@ class IPairList(ABC):
black_listed
"""
markets = self._exchange.markets
if not markets:
raise OperationalException(
'Markets not loaded. Make sure that exchange is initialized correctly.')
sanitized_whitelist: List[str] = []
for pair in pairlist:

8
freqtrade/pairlist/PrecisionFilter.py
View File

@ -5,7 +5,7 @@ import logging
from typing import Any, Dict
from freqtrade.pairlist.IPairList import IPairList
from freqtrade.exceptions import OperationalException
logger = logging.getLogger(__name__)
@ -17,6 +17,10 @@ class PrecisionFilter(IPairList):
pairlist_pos: int) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
if 'stoploss' not in self._config:
raise OperationalException(
'PrecisionFilter can only work with stoploss defined. Please add the '
'stoploss key to your configuration (overwrites eventual strategy settings).')
self._stoploss = self._config['stoploss']
self._enabled = self._stoploss != 0
@ -27,7 +31,7 @@ class PrecisionFilter(IPairList):
def needstickers(self) -> bool:
"""
Boolean property defining if tickers are necessary.
If no Pairlist requries tickers, an empty List is passed
If no Pairlist requires tickers, an empty List is passed
as tickers argument to filter_pairlist
"""
return True

53
freqtrade/pairlist/PriceFilter.py
View File

@ -18,13 +18,17 @@ class PriceFilter(IPairList):
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
self._low_price_ratio = pairlistconfig.get('low_price_ratio', 0)
self._enabled = self._low_price_ratio != 0
self._min_price = pairlistconfig.get('min_price', 0)
self._max_price = pairlistconfig.get('max_price', 0)
self._enabled = ((self._low_price_ratio != 0) or
(self._min_price != 0) or
(self._max_price != 0))
@property
def needstickers(self) -> bool:
"""
Boolean property defining if tickers are necessary.
If no Pairlist requries tickers, an empty List is passed
If no Pairlist requires tickers, an empty List is passed
as tickers argument to filter_pairlist
"""
return True
@ -33,7 +37,18 @@ class PriceFilter(IPairList):
"""
Short whitelist method description - used for startup-messages
"""
return f"{self.name} - Filtering pairs priced below {self._low_price_ratio * 100}%."
active_price_filters = []
if self._low_price_ratio != 0:
active_price_filters.append(f"below {self._low_price_ratio * 100}%")
if self._min_price != 0:
active_price_filters.append(f"below {self._min_price:.8f}")
if self._max_price != 0:
active_price_filters.append(f"above {self._max_price:.8f}")
if len(active_price_filters):
return f"{self.name} - Filtering pairs priced {' or '.join(active_price_filters)}."
return f"{self.name} - No price filters configured."
def _validate_pair(self, ticker) -> bool:
"""
@ -41,15 +56,33 @@ class PriceFilter(IPairList):
:param ticker: ticker dict as returned from ccxt.load_markets()
:return: True if the pair can stay, false if it should be removed
"""
if ticker['last'] is None:
if ticker['last'] is None or ticker['last'] == 0:
self.log_on_refresh(logger.info,
f"Removed {ticker['symbol']} from whitelist, because "
"ticker['last'] is empty (Usually no trade in the last 24h).")
return False
compare = self._exchange.price_get_one_pip(ticker['symbol'], ticker['last'])
changeperc = compare / ticker['last']
if changeperc > self._low_price_ratio:
self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
f"because 1 unit is {changeperc * 100:.3f}%")
return False
# Perform low_price_ratio check.
if self._low_price_ratio != 0:
compare = self._exchange.price_get_one_pip(ticker['symbol'], ticker['last'])
changeperc = compare / ticker['last']
if changeperc > self._low_price_ratio:
self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
f"because 1 unit is {changeperc * 100:.3f}%")
return False
# Perform min_price check.
if self._min_price != 0:
if ticker['last'] < self._min_price:
self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
f"because last price < {self._min_price:.8f}")
return False
# Perform max_price check.
if self._max_price != 0:
if ticker['last'] > self._max_price:
self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
f"because last price > {self._max_price:.8f}")
return False
return True

2
freqtrade/pairlist/ShuffleFilter.py
View File

@ -25,7 +25,7 @@ class ShuffleFilter(IPairList):
def needstickers(self) -> bool:
"""
Boolean property defining if tickers are necessary.
If no Pairlist requries tickers, an empty List is passed
If no Pairlist requires tickers, an empty List is passed
as tickers argument to filter_pairlist
"""
return False

2
freqtrade/pairlist/SpreadFilter.py
View File

@ -24,7 +24,7 @@ class SpreadFilter(IPairList):
def needstickers(self) -> bool:
"""
Boolean property defining if tickers are necessary.
If no Pairlist requries tickers, an empty List is passed
If no Pairlist requires tickers, an empty List is passed
as tickers argument to filter_pairlist
"""
return True

2
freqtrade/pairlist/StaticPairList.py
View File

@ -28,7 +28,7 @@ class StaticPairList(IPairList):
def needstickers(self) -> bool:
"""
Boolean property defining if tickers are necessary.
If no Pairlist requries tickers, an empty List is passed
If no Pairlist requires tickers, an empty List is passed
as tickers argument to filter_pairlist
"""
return False

2
freqtrade/pairlist/VolumePairList.py
View File

@ -54,7 +54,7 @@ class VolumePairList(IPairList):
def needstickers(self) -> bool:
"""
Boolean property defining if tickers are necessary.
If no Pairlist requries tickers, an empty List is passed
If no Pairlist requires tickers, an empty List is passed
as tickers argument to filter_pairlist
"""
return True

4
freqtrade/pairlist/pairlistmanager.py
View File

@ -131,6 +131,6 @@ class PairListManager():
def create_pair_list(self, pairs: List[str], timeframe: str = None) -> ListPairsWithTimeframes:
"""
Create list of pair tuples with (pair, ticker_interval)
Create list of pair tuples with (pair, timeframe)
"""
return [(pair, timeframe or self._config['ticker_interval']) for pair in pairs]
return [(pair, timeframe or self._config['timeframe']) for pair in pairs]

72
freqtrade/persistence.py
View File

@ -17,6 +17,7 @@ from sqlalchemy.orm.session import sessionmaker
from sqlalchemy.pool import StaticPool
from freqtrade.exceptions import OperationalException
from freqtrade.misc import safe_value_fallback
logger = logging.getLogger(__name__)
@ -86,7 +87,7 @@ def check_migrate(engine) -> None:
logger.debug(f'trying {table_back_name}')
# Check for latest column
if not has_column(cols, 'sell_order_status'):
if not has_column(cols, 'amount_requested'):
logger.info(f'Running database migration - backup available as {table_back_name}')
fee_open = get_column_def(cols, 'fee_open', 'fee')
@ -107,13 +108,19 @@ def check_migrate(engine) -> None:
min_rate = get_column_def(cols, 'min_rate', 'null')
sell_reason = get_column_def(cols, 'sell_reason', 'null')
strategy = get_column_def(cols, 'strategy', 'null')
ticker_interval = get_column_def(cols, 'ticker_interval', 'null')
# If ticker-interval existed use that, else null.
if has_column(cols, 'ticker_interval'):
timeframe = get_column_def(cols, 'timeframe', 'ticker_interval')
else:
timeframe = get_column_def(cols, 'timeframe', 'null')
open_trade_price = get_column_def(cols, 'open_trade_price',
f'amount * open_rate * (1 + {fee_open})')
close_profit_abs = get_column_def(
cols, 'close_profit_abs',
f"(amount * close_rate * (1 - {fee_close})) - {open_trade_price}")
sell_order_status = get_column_def(cols, 'sell_order_status', 'null')
amount_requested = get_column_def(cols, 'amount_requested', 'amount')
# Schema migration necessary
engine.execute(f"alter table trades rename to {table_back_name}")
@ -129,11 +136,11 @@ def check_migrate(engine) -> None:
fee_open, fee_open_cost, fee_open_currency,
fee_close, fee_close_cost, fee_open_currency, open_rate,
open_rate_requested, close_rate, close_rate_requested, close_profit,
stake_amount, amount, open_date, close_date, open_order_id,
stake_amount, amount, amount_requested, open_date, close_date, open_order_id,
stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct,
stoploss_order_id, stoploss_last_update,
max_rate, min_rate, sell_reason, sell_order_status, strategy,
ticker_interval, open_trade_price, close_profit_abs
timeframe, open_trade_price, close_profit_abs
)
select id, lower(exchange),
case
@ -148,14 +155,14 @@ def check_migrate(engine) -> None:
{fee_close_cost} fee_close_cost, {fee_close_currency} fee_close_currency,
open_rate, {open_rate_requested} open_rate_requested, close_rate,
{close_rate_requested} close_rate_requested, close_profit,
stake_amount, amount, open_date, close_date, open_order_id,
stake_amount, amount, {amount_requested}, open_date, close_date, open_order_id,
{stop_loss} stop_loss, {stop_loss_pct} stop_loss_pct,
{initial_stop_loss} initial_stop_loss,
{initial_stop_loss_pct} initial_stop_loss_pct,
{stoploss_order_id} stoploss_order_id, {stoploss_last_update} stoploss_last_update,
{max_rate} max_rate, {min_rate} min_rate, {sell_reason} sell_reason,
{sell_order_status} sell_order_status,
{strategy} strategy, {ticker_interval} ticker_interval,
{strategy} strategy, {timeframe} timeframe,
{open_trade_price} open_trade_price, {close_profit_abs} close_profit_abs
from {table_back_name}
""")
@ -210,6 +217,7 @@ class Trade(_DECL_BASE):
close_profit_abs = Column(Float)
stake_amount = Column(Float, nullable=False)
amount = Column(Float)
amount_requested = Column(Float)
open_date = Column(DateTime, nullable=False, default=datetime.utcnow)
close_date = Column(DateTime)
open_order_id = Column(String)
@ -232,7 +240,7 @@ class Trade(_DECL_BASE):
sell_reason = Column(String, nullable=True)
sell_order_status = Column(String, nullable=True)
strategy = Column(String, nullable=True)
ticker_interval = Column(Integer, nullable=True)
timeframe = Column(Integer, nullable=True)
def __init__(self, **kwargs):
super().__init__(**kwargs)
@ -249,39 +257,58 @@ class Trade(_DECL_BASE):
'trade_id': self.id,
'pair': self.pair,
'is_open': self.is_open,
'exchange': self.exchange,
'amount': round(self.amount, 8),
'amount_requested': round(self.amount_requested, 8) if self.amount_requested else None,
'stake_amount': round(self.stake_amount, 8),
'strategy': self.strategy,
'ticker_interval': self.timeframe, # DEPRECATED
'timeframe': self.timeframe,
'fee_open': self.fee_open,
'fee_open_cost': self.fee_open_cost,
'fee_open_currency': self.fee_open_currency,
'fee_close': self.fee_close,
'fee_close_cost': self.fee_close_cost,
'fee_close_currency': self.fee_close_currency,
'open_date_hum': arrow.get(self.open_date).humanize(),
'open_date': self.open_date.strftime("%Y-%m-%d %H:%M:%S"),
'open_timestamp': int(self.open_date.timestamp() * 1000),
'open_rate': self.open_rate,
'open_rate_requested': self.open_rate_requested,
'open_trade_price': round(self.open_trade_price, 8),
'close_date_hum': (arrow.get(self.close_date).humanize()
if self.close_date else None),
'close_date': (self.close_date.strftime("%Y-%m-%d %H:%M:%S")
if self.close_date else None),
'close_timestamp': int(self.close_date.timestamp() * 1000) if self.close_date else None,
'open_rate': self.open_rate,
'open_rate_requested': self.open_rate_requested,
'open_trade_price': self.open_trade_price,
'close_rate': self.close_rate,
'close_rate_requested': self.close_rate_requested,
'amount': round(self.amount, 8),
'stake_amount': round(self.stake_amount, 8),
'close_profit': self.close_profit,
'close_profit_abs': self.close_profit_abs,
'sell_reason': self.sell_reason,
'sell_order_status': self.sell_order_status,
'stop_loss': self.stop_loss,
'stop_loss': self.stop_loss, # Deprecated - should not be used
'stop_loss_abs': self.stop_loss,
'stop_loss_ratio': self.stop_loss_pct if self.stop_loss_pct else None,
'stop_loss_pct': (self.stop_loss_pct * 100) if self.stop_loss_pct else None,
'initial_stop_loss': self.initial_stop_loss,
'stoploss_order_id': self.stoploss_order_id,
'stoploss_last_update': (self.stoploss_last_update.strftime("%Y-%m-%d %H:%M:%S")
if self.stoploss_last_update else None),
'stoploss_last_update_timestamp': (int(self.stoploss_last_update.timestamp() * 1000)
if self.stoploss_last_update else None),
'initial_stop_loss': self.initial_stop_loss, # Deprecated - should not be used
'initial_stop_loss_abs': self.initial_stop_loss,
'initial_stop_loss_ratio': (self.initial_stop_loss_pct
if self.initial_stop_loss_pct else None),
'initial_stop_loss_pct': (self.initial_stop_loss_pct * 100
if self.initial_stop_loss_pct else None),
'min_rate': self.min_rate,
'max_rate': self.max_rate,
'strategy': self.strategy,
'ticker_interval': self.ticker_interval,
'open_order_id': self.open_order_id,
}
@ -337,27 +364,27 @@ class Trade(_DECL_BASE):
def update(self, order: Dict) -> None:
"""
Updates this entity with amount and actual open/close rates.
:param order: order retrieved by exchange.get_order()
:param order: order retrieved by exchange.fetch_order()
:return: None
"""
order_type = order['type']
# Ignore open and cancelled orders
if order['status'] == 'open' or order['price'] is None:
if order['status'] == 'open' or safe_value_fallback(order, 'average', 'price') is None:
return
logger.info('Updating trade (id=%s) ...', self.id)
if order_type in ('market', 'limit') and order['side'] == 'buy':
# Update open rate and actual amount
self.open_rate = Decimal(order['price'])
self.amount = Decimal(order.get('filled', order['amount']))
self.open_rate = Decimal(safe_value_fallback(order, 'average', 'price'))
self.amount = Decimal(safe_value_fallback(order, 'filled', 'amount'))
self.recalc_open_trade_price()
logger.info('%s_BUY has been fulfilled for %s.', order_type.upper(), self)
self.open_order_id = None
elif order_type in ('market', 'limit') and order['side'] == 'sell':
self.close(order['price'])
self.close(safe_value_fallback(order, 'average', 'price'))
logger.info('%s_SELL has been fulfilled for %s.', order_type.upper(), self)
elif order_type in ('stop_loss_limit', 'stop-loss'):
elif order_type in ('stop_loss_limit', 'stop-loss', 'stop'):
self.stoploss_order_id = None
self.close_rate_requested = self.stop_loss
logger.info('%s is hit for %s.', order_type.upper(), self)
@ -546,6 +573,7 @@ class Trade(_DECL_BASE):
def get_best_pair():
"""
Get best pair with closed trade.
:returns: Tuple containing (pair, profit_sum)
"""
best_pair = Trade.session.query(
Trade.pair, func.sum(Trade.close_profit).label('profit_sum')

26
freqtrade/plot/plotting.py
View File

@ -10,11 +10,13 @@ from freqtrade.data.btanalysis import (calculate_max_drawdown,
create_cum_profit,
extract_trades_of_period, load_trades)
from freqtrade.data.converter import trim_dataframe
from freqtrade.data.dataprovider import DataProvider
from freqtrade.data.history import load_data
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import timeframe_to_prev_date
from freqtrade.misc import pair_to_filename
from freqtrade.resolvers import StrategyResolver
from freqtrade.resolvers import ExchangeResolver, StrategyResolver
from freqtrade.strategy import IStrategy
logger = logging.getLogger(__name__)
@ -45,7 +47,7 @@ def init_plotscript(config):
data = load_data(
datadir=config.get("datadir"),
pairs=pairs,
timeframe=config.get('ticker_interval', '5m'),
timeframe=config.get('timeframe', '5m'),
timerange=timerange,
data_format=config.get('dataformat_ohlcv', 'json'),
)
@ -162,7 +164,7 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
# Trades can be empty
if trades is not None and len(trades) > 0:
# Create description for sell summarizing the trade
trades['desc'] = trades.apply(lambda row: f"{round(row['profitperc'] * 100, 1)}%, "
trades['desc'] = trades.apply(lambda row: f"{round(row['profit_percent'] * 100, 1)}%, "
f"{row['sell_reason']}, {row['duration']} min",
axis=1)
trade_buys = go.Scatter(
@ -181,9 +183,9 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
)
trade_sells = go.Scatter(
x=trades.loc[trades['profitperc'] > 0, "close_time"],
y=trades.loc[trades['profitperc'] > 0, "close_rate"],
text=trades.loc[trades['profitperc'] > 0, "desc"],
x=trades.loc[trades['profit_percent'] > 0, "close_time"],
y=trades.loc[trades['profit_percent'] > 0, "close_rate"],
text=trades.loc[trades['profit_percent'] > 0, "desc"],
mode='markers',
name='Sell - Profit',
marker=dict(
@ -194,9 +196,9 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
)
)
trade_sells_loss = go.Scatter(
x=trades.loc[trades['profitperc'] <= 0, "close_time"],
y=trades.loc[trades['profitperc'] <= 0, "close_rate"],
text=trades.loc[trades['profitperc'] <= 0, "desc"],
x=trades.loc[trades['profit_percent'] <= 0, "close_time"],
y=trades.loc[trades['profit_percent'] <= 0, "close_rate"],
text=trades.loc[trades['profit_percent'] <= 0, "desc"],
mode='markers',
name='Sell - Loss',
marker=dict(
@ -467,6 +469,8 @@ def load_and_plot_trades(config: Dict[str, Any]):
"""
strategy = StrategyResolver.load_strategy(config)
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config)
IStrategy.dp = DataProvider(config, exchange)
plot_elements = init_plotscript(config)
trades = plot_elements['trades']
pair_counter = 0
@ -487,7 +491,7 @@ def load_and_plot_trades(config: Dict[str, Any]):
plot_config=strategy.plot_config if hasattr(strategy, 'plot_config') else {}
)
store_plot_file(fig, filename=generate_plot_filename(pair, config['ticker_interval']),
store_plot_file(fig, filename=generate_plot_filename(pair, config['timeframe']),
directory=config['user_data_dir'] / "plot")
logger.info('End of plotting process. %s plots generated', pair_counter)
@ -515,6 +519,6 @@ def plot_profit(config: Dict[str, Any]) -> None:
# Create an average close price of all the pairs that were involved.
# this could be useful to gauge the overall market trend
fig = generate_profit_graph(plot_elements["pairs"], plot_elements["ohlcv"],
trades, config.get('ticker_interval', '5m'))
trades, config.get('timeframe', '5m'))
store_plot_file(fig, filename='freqtrade-profit-plot.html',
directory=config['user_data_dir'] / "plot", auto_open=True)

17
freqtrade/resolvers/hyperopt_resolver.py
View File

@ -42,14 +42,14 @@ class HyperOptResolver(IResolver):
extra_dir=config.get('hyperopt_path'))
if not hasattr(hyperopt, 'populate_indicators'):
logger.warning("Hyperopt class does not provide populate_indicators() method. "
"Using populate_indicators from the strategy.")
logger.info("Hyperopt class does not provide populate_indicators() method. "
"Using populate_indicators from the strategy.")
if not hasattr(hyperopt, 'populate_buy_trend'):
logger.warning("Hyperopt class does not provide populate_buy_trend() method. "
"Using populate_buy_trend from the strategy.")
logger.info("Hyperopt class does not provide populate_buy_trend() method. "
"Using populate_buy_trend from the strategy.")
if not hasattr(hyperopt, 'populate_sell_trend'):
logger.warning("Hyperopt class does not provide populate_sell_trend() method. "
"Using populate_sell_trend from the strategy.")
logger.info("Hyperopt class does not provide populate_sell_trend() method. "
"Using populate_sell_trend from the strategy.")
return hyperopt
@ -77,8 +77,9 @@ class HyperOptLossResolver(IResolver):
config, kwargs={},
extra_dir=config.get('hyperopt_path'))
# Assign ticker_interval to be used in hyperopt
hyperoptloss.__class__.ticker_interval = str(config['ticker_interval'])
# Assign timeframe to be used in hyperopt
hyperoptloss.__class__.ticker_interval = str(config['timeframe'])
hyperoptloss.__class__.timeframe = str(config['timeframe'])
if not hasattr(hyperoptloss, 'hyperopt_loss_function'):
raise OperationalException(

60
freqtrade/resolvers/strategy_resolver.py
View File

@ -50,39 +50,51 @@ class StrategyResolver(IResolver):
if 'ask_strategy' not in config:
config['ask_strategy'] = {}
if hasattr(strategy, 'ticker_interval') and not hasattr(strategy, 'timeframe'):
# Assign ticker_interval to timeframe to keep compatibility
if 'timeframe' not in config:
logger.warning(
"DEPRECATED: Please migrate to using 'timeframe' instead of 'ticker_interval'."
)
strategy.timeframe = strategy.ticker_interval
# Set attributes
# Check if we need to override configuration
# (Attribute name, default, ask_strategy)
attributes = [("minimal_roi", {"0": 10.0}, False),
("ticker_interval", None, False),
("stoploss", None, False),
("trailing_stop", None, False),
("trailing_stop_positive", None, False),
("trailing_stop_positive_offset", 0.0, False),
("trailing_only_offset_is_reached", None, False),
("process_only_new_candles", None, False),
("order_types", None, False),
("order_time_in_force", None, False),
("stake_currency", None, False),
("stake_amount", None, False),
("startup_candle_count", None, False),
("unfilledtimeout", None, False),
("use_sell_signal", True, True),
("sell_profit_only", False, True),
("ignore_roi_if_buy_signal", False, True),
# (Attribute name, default, subkey)
attributes = [("minimal_roi", {"0": 10.0}, None),
("timeframe", None, None),
("stoploss", None, None),
("trailing_stop", None, None),
("trailing_stop_positive", None, None),
("trailing_stop_positive_offset", 0.0, None),
("trailing_only_offset_is_reached", None, None),
("process_only_new_candles", None, None),
("order_types", None, None),
("order_time_in_force", None, None),
("stake_currency", None, None),
("stake_amount", None, None),
("startup_candle_count", None, None),
("unfilledtimeout", None, None),
("use_sell_signal", True, 'ask_strategy'),
("sell_profit_only", False, 'ask_strategy'),
("ignore_roi_if_buy_signal", False, 'ask_strategy'),
("disable_dataframe_checks", False, None),
]
for attribute, default, ask_strategy in attributes:
if ask_strategy:
StrategyResolver._override_attribute_helper(strategy, config['ask_strategy'],
for attribute, default, subkey in attributes:
if subkey:
StrategyResolver._override_attribute_helper(strategy, config.get(subkey, {}),
attribute, default)
else:
StrategyResolver._override_attribute_helper(strategy, config,
attribute, default)
# Assign deprecated variable - to not break users code relying on this.
strategy.ticker_interval = strategy.timeframe
# Loop this list again to have output combined
for attribute, _, exp in attributes:
if exp and attribute in config['ask_strategy']:
logger.info("Strategy using %s: %s", attribute, config['ask_strategy'][attribute])
for attribute, _, subkey in attributes:
if subkey and attribute in config[subkey]:
logger.info("Strategy using %s: %s", attribute, config[subkey][attribute])
elif attribute in config:
logger.info("Strategy using %s: %s", attribute, config[attribute])

38
freqtrade/rpc/api_server.py
View File

@ -17,6 +17,7 @@ from werkzeug.serving import make_server
from freqtrade.__init__ import __version__
from freqtrade.rpc.rpc import RPC, RPCException
from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
logger = logging.getLogger(__name__)
@ -55,7 +56,7 @@ def require_login(func: Callable[[Any, Any], Any]):
# Type should really be Callable[[ApiServer], Any], but that will create a circular dependency
def rpc_catch_errors(func: Callable[[Any], Any]):
def rpc_catch_errors(func: Callable[..., Any]):
def func_wrapper(obj, *args, **kwargs):
@ -90,7 +91,9 @@ class ApiServer(RPC):
self._config = freqtrade.config
self.app = Flask(__name__)
self._cors = CORS(self.app,
resources={r"/api/*": {"supports_credentials": True, }}
resources={r"/api/*": {
"supports_credentials": True,
"origins": self._config['api_server'].get('CORS_origins', [])}}
)
# Setup the Flask-JWT-Extended extension
@ -103,6 +106,9 @@ class ApiServer(RPC):
# Register application handling
self.register_rest_rpc_urls()
if self._config.get('fiat_display_currency', None):
self._fiat_converter = CryptoToFiatConverter()
thread = threading.Thread(target=self.run, daemon=True)
thread.start()
@ -172,8 +178,8 @@ class ApiServer(RPC):
self.app.add_url_rule(f'{BASE_URI}/stop', 'stop', view_func=self._stop, methods=['POST'])
self.app.add_url_rule(f'{BASE_URI}/stopbuy', 'stopbuy',
view_func=self._stopbuy, methods=['POST'])
self.app.add_url_rule(f'{BASE_URI}/reload_conf', 'reload_conf',
view_func=self._reload_conf, methods=['POST'])
self.app.add_url_rule(f'{BASE_URI}/reload_config', 'reload_config',
view_func=self._reload_config, methods=['POST'])
# Info commands
self.app.add_url_rule(f'{BASE_URI}/balance', 'balance',
view_func=self._balance, methods=['GET'])
@ -194,6 +200,8 @@ class ApiServer(RPC):
view_func=self._ping, methods=['GET'])
self.app.add_url_rule(f'{BASE_URI}/trades', 'trades',
view_func=self._trades, methods=['GET'])
self.app.add_url_rule(f'{BASE_URI}/trades/<int:tradeid>', 'trades_delete',
view_func=self._trades_delete, methods=['DELETE'])
# Combined actions and infos
self.app.add_url_rule(f'{BASE_URI}/blacklist', 'blacklist', view_func=self._blacklist,
methods=['GET', 'POST'])
@ -304,12 +312,12 @@ class ApiServer(RPC):
@require_login
@rpc_catch_errors
def _reload_conf(self):
def _reload_config(self):
"""
Handler for /reload_conf.
Handler for /reload_config.
Triggers a config file reload
"""
msg = self._rpc_reload_conf()
msg = self._rpc_reload_config()
return self.rest_dump(msg)
@require_login
@ -360,7 +368,6 @@ class ApiServer(RPC):
Returns a cumulative profit statistics
:return: stats
"""
logger.info("LocalRPC - Profit Command Called")
stats = self._rpc_trade_statistics(self._config['stake_currency'],
self._config.get('fiat_display_currency')
@ -377,8 +384,6 @@ class ApiServer(RPC):
Returns a cumulative performance statistics
:return: stats
"""
logger.info("LocalRPC - performance Command Called")
stats = self._rpc_performance()
return self.rest_dump(stats)
@ -421,6 +426,19 @@ class ApiServer(RPC):
results = self._rpc_trade_history(limit)
return self.rest_dump(results)
@require_login
@rpc_catch_errors
def _trades_delete(self, tradeid):
"""
Handler for DELETE /trades/<tradeid> endpoint.
Removes the trade from the database (tries to cancel open orders first!)
get:
param:
tradeid: Numeric trade-id assigned to the trade.
"""
result = self._rpc_delete(tradeid)
return self.rest_dump(result)
@require_login
@rpc_catch_errors
def _whitelist(self):

161
freqtrade/rpc/rpc.py
View File

@ -6,12 +6,14 @@ from abc import abstractmethod
from datetime import date, datetime, timedelta
from enum import Enum
from math import isnan
from typing import Any, Dict, List, Optional, Tuple
from typing import Any, Dict, List, Optional, Tuple, Union
import arrow
from numpy import NAN, mean
from freqtrade.exceptions import DependencyException, TemporaryError
from freqtrade.exceptions import (ExchangeError, InvalidOrderException,
PricingError)
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_msecs
from freqtrade.misc import shorten_date
from freqtrade.persistence import Trade
from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
@ -101,10 +103,15 @@ class RPC:
'trailing_stop_positive': config.get('trailing_stop_positive'),
'trailing_stop_positive_offset': config.get('trailing_stop_positive_offset'),
'trailing_only_offset_is_reached': config.get('trailing_only_offset_is_reached'),
'ticker_interval': config['ticker_interval'],
'ticker_interval': config['timeframe'], # DEPRECATED
'timeframe': config['timeframe'],
'timeframe_ms': timeframe_to_msecs(config['timeframe']),
'timeframe_min': timeframe_to_minutes(config['timeframe']),
'exchange': config['exchange']['name'],
'strategy': config['strategy'],
'forcebuy_enabled': config.get('forcebuy_enable', False),
'ask_strategy': config.get('ask_strategy', {}),
'bid_strategy': config.get('bid_strategy', {}),
'state': str(self._freqtrade.state)
}
return val
@ -123,13 +130,21 @@ class RPC:
for trade in trades:
order = None
if trade.open_order_id:
order = self._freqtrade.exchange.get_order(trade.open_order_id, trade.pair)
order = self._freqtrade.exchange.fetch_order(trade.open_order_id, trade.pair)
# calculate profit and send message to user
try:
current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
except DependencyException:
except (ExchangeError, PricingError):
current_rate = NAN
current_profit = trade.calc_profit_ratio(current_rate)
current_profit_abs = trade.calc_profit(current_rate)
# Calculate guaranteed profit (in case of trailing stop)
stoploss_entry_dist = trade.calc_profit(trade.stop_loss)
stoploss_entry_dist_ratio = trade.calc_profit_ratio(trade.stop_loss)
# calculate distance to stoploss
stoploss_current_dist = trade.stop_loss - current_rate
stoploss_current_dist_ratio = stoploss_current_dist / current_rate
fmt_close_profit = (f'{round(trade.close_profit * 100, 2):.2f}%'
if trade.close_profit is not None else None)
trade_dict = trade.to_json()
@ -140,6 +155,11 @@ class RPC:
current_rate=current_rate,
current_profit=current_profit,
current_profit_pct=round(current_profit * 100, 2),
current_profit_abs=current_profit_abs,
stoploss_current_dist=stoploss_current_dist,
stoploss_current_dist_ratio=round(stoploss_current_dist_ratio, 8),
stoploss_entry_dist=stoploss_entry_dist,
stoploss_entry_dist_ratio=round(stoploss_entry_dist_ratio, 8),
open_order='({} {} rem={:.8f})'.format(
order['type'], order['side'], order['remaining']
) if order else None,
@ -158,7 +178,7 @@ class RPC:
# calculate profit and send message to user
try:
current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
except DependencyException:
except (PricingError, ExchangeError):
current_rate = NAN
trade_percent = (100 * trade.calc_profit_ratio(current_rate))
trade_profit = trade.calc_profit(current_rate)
@ -232,9 +252,10 @@ class RPC:
def _rpc_trade_history(self, limit: int) -> Dict:
""" Returns the X last trades """
if limit > 0:
trades = Trade.get_trades().order_by(Trade.id.desc()).limit(limit)
trades = Trade.get_trades([Trade.is_open.is_(False)]).order_by(
Trade.id.desc()).limit(limit)
else:
trades = Trade.get_trades().order_by(Trade.id.desc()).all()
trades = Trade.get_trades([Trade.is_open.is_(False)]).order_by(Trade.id.desc()).all()
output = [trade.to_json() for trade in trades]
@ -253,6 +274,8 @@ class RPC:
profit_closed_coin = []
profit_closed_ratio = []
durations = []
winning_trades = 0
losing_trades = 0
for trade in trades:
current_rate: float = 0.0
@ -266,11 +289,15 @@ class RPC:
profit_ratio = trade.close_profit
profit_closed_coin.append(trade.close_profit_abs)
profit_closed_ratio.append(profit_ratio)
if trade.close_profit >= 0:
winning_trades += 1
else:
losing_trades += 1
else:
# Get current rate
try:
current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
except DependencyException:
except (PricingError, ExchangeError):
current_rate = NAN
profit_ratio = trade.calc_profit_ratio(rate=current_rate)
@ -281,15 +308,11 @@ class RPC:
best_pair = Trade.get_best_pair()
if not best_pair:
raise RPCException('no closed trade')
bp_pair, bp_rate = best_pair
# Prepare data to display
profit_closed_coin_sum = round(sum(profit_closed_coin), 8)
profit_closed_percent = (round(mean(profit_closed_ratio) * 100, 2) if profit_closed_ratio
else 0.0)
profit_closed_ratio_mean = mean(profit_closed_ratio) if profit_closed_ratio else 0.0
profit_closed_ratio_sum = sum(profit_closed_ratio) if profit_closed_ratio else 0.0
profit_closed_fiat = self._fiat_converter.convert_amount(
profit_closed_coin_sum,
stake_currency,
@ -297,29 +320,43 @@ class RPC:
) if self._fiat_converter else 0
profit_all_coin_sum = round(sum(profit_all_coin), 8)
profit_all_percent = round(mean(profit_all_ratio) * 100, 2) if profit_all_ratio else 0.0
profit_all_ratio_mean = mean(profit_all_ratio) if profit_all_ratio else 0.0
profit_all_ratio_sum = sum(profit_all_ratio) if profit_all_ratio else 0.0
profit_all_fiat = self._fiat_converter.convert_amount(
profit_all_coin_sum,
stake_currency,
fiat_display_currency
) if self._fiat_converter else 0
first_date = trades[0].open_date if trades else None
last_date = trades[-1].open_date if trades else None
num = float(len(durations) or 1)
return {
'profit_closed_coin': profit_closed_coin_sum,
'profit_closed_percent': profit_closed_percent,
'profit_closed_percent': round(profit_closed_ratio_mean * 100, 2), # DEPRECATED
'profit_closed_percent_mean': round(profit_closed_ratio_mean * 100, 2),
'profit_closed_ratio_mean': profit_closed_ratio_mean,
'profit_closed_percent_sum': round(profit_closed_ratio_sum * 100, 2),
'profit_closed_ratio_sum': profit_closed_ratio_sum,
'profit_closed_fiat': profit_closed_fiat,
'profit_all_coin': profit_all_coin_sum,
'profit_all_percent': profit_all_percent,
'profit_all_percent': round(profit_all_ratio_mean * 100, 2), # DEPRECATED
'profit_all_percent_mean': round(profit_all_ratio_mean * 100, 2),
'profit_all_ratio_mean': profit_all_ratio_mean,
'profit_all_percent_sum': round(profit_all_ratio_sum * 100, 2),
'profit_all_ratio_sum': profit_all_ratio_sum,
'profit_all_fiat': profit_all_fiat,
'trade_count': len(trades),
'first_trade_date': arrow.get(trades[0].open_date).humanize(),
'first_trade_timestamp': int(trades[0].open_date.timestamp() * 1000),
'latest_trade_date': arrow.get(trades[-1].open_date).humanize(),
'latest_trade_timestamp': int(trades[-1].open_date.timestamp() * 1000),
'closed_trade_count': len([t for t in trades if not t.is_open]),
'first_trade_date': arrow.get(first_date).humanize() if first_date else '',
'first_trade_timestamp': int(first_date.timestamp() * 1000) if first_date else 0,
'latest_trade_date': arrow.get(last_date).humanize() if last_date else '',
'latest_trade_timestamp': int(last_date.timestamp() * 1000) if last_date else 0,
'avg_duration': str(timedelta(seconds=sum(durations) / num)).split('.')[0],
'best_pair': bp_pair,
'best_rate': round(bp_rate * 100, 2),
'best_pair': best_pair[0] if best_pair else '',
'best_rate': round(best_pair[1] * 100, 2) if best_pair else 0,
'winning_trades': winning_trades,
'losing_trades': losing_trades,
}
def _rpc_balance(self, stake_currency: str, fiat_display_currency: str) -> Dict:
@ -328,7 +365,7 @@ class RPC:
total = 0.0
try:
tickers = self._freqtrade.exchange.get_tickers()
except (TemporaryError, DependencyException):
except (ExchangeError):
raise RPCException('Error getting current tickers.')
self._freqtrade.wallets.update(require_update=False)
@ -349,7 +386,7 @@ class RPC:
if pair.startswith(stake_currency):
rate = 1.0 / rate
est_stake = rate * balance.total
except (TemporaryError, DependencyException):
except (ExchangeError):
logger.warning(f" Could not get rate for pair {coin}.")
continue
total = total + (est_stake or 0)
@ -395,9 +432,9 @@ class RPC:
return {'status': 'already stopped'}
def _rpc_reload_conf(self) -> Dict[str, str]:
""" Handler for reload_conf. """
self._freqtrade.state = State.RELOAD_CONF
def _rpc_reload_config(self) -> Dict[str, str]:
""" Handler for reload_config. """
self._freqtrade.state = State.RELOAD_CONFIG
return {'status': 'reloading config ...'}
def _rpc_stopbuy(self) -> Dict[str, str]:
@ -408,7 +445,7 @@ class RPC:
# Set 'max_open_trades' to 0
self._freqtrade.config['max_open_trades'] = 0
return {'status': 'No more buy will occur from now. Run /reload_conf to reset.'}
return {'status': 'No more buy will occur from now. Run /reload_config to reset.'}
def _rpc_forcesell(self, trade_id: str) -> Dict[str, str]:
"""
@ -418,7 +455,7 @@ class RPC:
def _exec_forcesell(trade: Trade) -> None:
# Check if there is there is an open order
if trade.open_order_id:
order = self._freqtrade.exchange.get_order(trade.open_order_id, trade.pair)
order = self._freqtrade.exchange.fetch_order(trade.open_order_id, trade.pair)
# Cancel open LIMIT_BUY orders and close trade
if order and order['status'] == 'open' \
@ -487,7 +524,7 @@ class RPC:
# check if valid pair
# check if pair already has an open pair
trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair.is_(pair)]).first()
trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first()
if trade:
raise RPCException(f'position for {pair} already open - id: {trade.id}')
@ -496,11 +533,51 @@ class RPC:
# execute buy
if self._freqtrade.execute_buy(pair, stakeamount, price):
trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair.is_(pair)]).first()
trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first()
return trade
else:
return None
def _rpc_delete(self, trade_id: str) -> Dict[str, Union[str, int]]:
"""
Handler for delete <id>.
Delete the given trade and close eventually existing open orders.
"""
with self._freqtrade._sell_lock:
c_count = 0
trade = Trade.get_trades(trade_filter=[Trade.id == trade_id]).first()
if not trade:
logger.warning('delete trade: Invalid argument received')
raise RPCException('invalid argument')
# Try cancelling regular order if that exists
if trade.open_order_id:
try:
self._freqtrade.exchange.cancel_order(trade.open_order_id, trade.pair)
c_count += 1
except (ExchangeError, InvalidOrderException):
pass
# cancel stoploss on exchange ...
if (self._freqtrade.strategy.order_types.get('stoploss_on_exchange')
and trade.stoploss_order_id):
try:
self._freqtrade.exchange.cancel_stoploss_order(trade.stoploss_order_id,
trade.pair)
c_count += 1
except (ExchangeError, InvalidOrderException):
pass
Trade.session.delete(trade)
Trade.session.flush()
self._freqtrade.wallets.update()
return {
'result': 'success',
'trade_id': trade_id,
'result_msg': f'Deleted trade {trade_id}. Closed {c_count} open orders.',
'cancel_order_count': c_count,
}
def _rpc_performance(self) -> List[Dict[str, Any]]:
"""
Handler for performance.
@ -533,16 +610,26 @@ class RPC:
def _rpc_blacklist(self, add: List[str] = None) -> Dict:
""" Returns the currently active blacklist"""
errors = {}
if add:
stake_currency = self._freqtrade.config.get('stake_currency')
for pair in add:
if (self._freqtrade.exchange.get_pair_quote_currency(pair) == stake_currency
and pair not in self._freqtrade.pairlists.blacklist):
self._freqtrade.pairlists.blacklist.append(pair)
if self._freqtrade.exchange.get_pair_quote_currency(pair) == stake_currency:
if pair not in self._freqtrade.pairlists.blacklist:
self._freqtrade.pairlists.blacklist.append(pair)
else:
errors[pair] = {
'error_msg': f'Pair {pair} already in pairlist.'}
else:
errors[pair] = {
'error_msg': f"Pair {pair} does not match stake currency."
}
res = {'method': self._freqtrade.pairlists.name_list,
'length': len(self._freqtrade.pairlists.blacklist),
'blacklist': self._freqtrade.pairlists.blacklist,
'errors': errors,
}
return res

4
freqtrade/rpc/rpc_manager.py
View File

@ -72,7 +72,7 @@ class RPCManager:
minimal_roi = config['minimal_roi']
stoploss = config['stoploss']
trailing_stop = config['trailing_stop']
ticker_interval = config['ticker_interval']
timeframe = config['timeframe']
exchange_name = config['exchange']['name']
strategy_name = config.get('strategy', '')
self.send_msg({
@ -81,7 +81,7 @@ class RPCManager:
f'*Stake per trade:* `{stake_amount} {stake_currency}`\n'
f'*Minimum ROI:* `{minimal_roi}`\n'
f'*{"Trailing " if trailing_stop else ""}Stoploss:* `{stoploss}`\n'
f'*Ticker Interval:* `{ticker_interval}`\n'
f'*Timeframe:* `{timeframe}`\n'
f'*Strategy:* `{strategy_name}`'
})
self.send_msg({

260
freqtrade/rpc/telegram.py
View File

@ -3,7 +3,9 @@
"""
This module manage Telegram communication
"""
import json
import logging
import arrow
from typing import Any, Callable, Dict
from tabulate import tabulate
@ -19,7 +21,6 @@ logger = logging.getLogger(__name__)
logger.debug('Included module rpc.telegram ...')
MAX_TELEGRAM_MESSAGE_LENGTH = 4096
@ -29,6 +30,7 @@ def authorized_only(command_handler: Callable[..., None]) -> Callable[..., Any]:
:param command_handler: Telegram CommandHandler
:return: decorated function
"""
def wrapper(self, *args, **kwargs):
""" Decorator logic """
update = kwargs.get('update') or args[0]
@ -91,11 +93,13 @@ class Telegram(RPC):
CommandHandler('stop', self._stop),
CommandHandler('forcesell', self._forcesell),
CommandHandler('forcebuy', self._forcebuy),
CommandHandler('trades', self._trades),
CommandHandler('delete', self._delete_trade),
CommandHandler('performance', self._performance),
CommandHandler('daily', self._daily),
CommandHandler('count', self._count),
CommandHandler('reload_conf', self._reload_conf),
CommandHandler('show_config', self._show_config),
CommandHandler(['reload_config', 'reload_conf'], self._reload_config),
CommandHandler(['show_config', 'show_conf'], self._show_config),
CommandHandler('stopbuy', self._stopbuy),
CommandHandler('whitelist', self._whitelist),
CommandHandler('blacklist', self._blacklist),
@ -133,7 +137,7 @@ class Telegram(RPC):
else:
msg['stake_amount_fiat'] = 0
message = ("*{exchange}:* Buying {pair}\n"
message = ("\N{LARGE BLUE CIRCLE} *{exchange}:* Buying {pair}\n"
"*Amount:* `{amount:.8f}`\n"
"*Open Rate:* `{limit:.8f}`\n"
"*Current Rate:* `{current_rate:.8f}`\n"
@ -144,7 +148,8 @@ class Telegram(RPC):
message += ")`"
elif msg['type'] == RPCMessageType.BUY_CANCEL_NOTIFICATION:
message = "*{exchange}:* Cancelling Open Buy Order for {pair}".format(**msg)
message = ("\N{WARNING SIGN} *{exchange}:* "
"Cancelling Open Buy Order for {pair}".format(**msg))
elif msg['type'] == RPCMessageType.SELL_NOTIFICATION:
msg['amount'] = round(msg['amount'], 8)
@ -153,7 +158,9 @@ class Telegram(RPC):
microsecond=0) - msg['open_date'].replace(microsecond=0)
msg['duration_min'] = msg['duration'].total_seconds() / 60
message = ("*{exchange}:* Selling {pair}\n"
msg['emoji'] = self._get_sell_emoji(msg)
message = ("{emoji} *{exchange}:* Selling {pair}\n"
"*Amount:* `{amount:.8f}`\n"
"*Open Rate:* `{open_rate:.8f}`\n"
"*Current Rate:* `{current_rate:.8f}`\n"
@ -165,21 +172,21 @@ class Telegram(RPC):
# Check if all sell properties are available.
# This might not be the case if the message origin is triggered by /forcesell
if (all(prop in msg for prop in ['gain', 'fiat_currency', 'stake_currency'])
and self._fiat_converter):
and self._fiat_converter):
msg['profit_fiat'] = self._fiat_converter.convert_amount(
msg['profit_amount'], msg['stake_currency'], msg['fiat_currency'])
message += (' `({gain}: {profit_amount:.8f} {stake_currency}'
' / {profit_fiat:.3f} {fiat_currency})`').format(**msg)
elif msg['type'] == RPCMessageType.SELL_CANCEL_NOTIFICATION:
message = ("*{exchange}:* Cancelling Open Sell Order "
message = ("\N{WARNING SIGN} *{exchange}:* Cancelling Open Sell Order "
"for {pair}. Reason: {reason}").format(**msg)
elif msg['type'] == RPCMessageType.STATUS_NOTIFICATION:
message = '*Status:* `{status}`'.format(**msg)
elif msg['type'] == RPCMessageType.WARNING_NOTIFICATION:
message = '*Warning:* `{status}`'.format(**msg)
message = '\N{WARNING SIGN} *Warning:* `{status}`'.format(**msg)
elif msg['type'] == RPCMessageType.CUSTOM_NOTIFICATION:
message = '{status}'.format(**msg)
@ -189,6 +196,20 @@ class Telegram(RPC):
self._send_msg(message)
def _get_sell_emoji(self, msg):
"""
Get emoji for sell-side
"""
if float(msg['profit_percent']) >= 5.0:
return "\N{ROCKET}"
elif float(msg['profit_percent']) >= 0.0:
return "\N{EIGHT SPOKED ASTERISK}"
elif msg['sell_reason'] == "stop_loss":
return"\N{WARNING SIGN}"
else:
return "\N{CROSS MARK}"
@authorized_only
def _status(self, update: Update, context: CallbackContext) -> None:
"""
@ -222,8 +243,8 @@ class Telegram(RPC):
# Adding initial stoploss only if it is different from stoploss
"*Initial Stoploss:* `{initial_stop_loss:.8f}` " +
("`({initial_stop_loss_pct:.2f}%)`") if (
r['stop_loss'] != r['initial_stop_loss']
and r['initial_stop_loss_pct'] is not None) else "",
r['stop_loss'] != r['initial_stop_loss']
and r['initial_stop_loss_pct'] is not None) else "",
# Adding stoploss and stoploss percentage only if it is not None
"*Stoploss:* `{stop_loss:.8f}` " +
@ -311,38 +332,50 @@ class Telegram(RPC):
stake_cur = self._config['stake_currency']
fiat_disp_cur = self._config.get('fiat_display_currency', '')
try:
stats = self._rpc_trade_statistics(
stake_cur,
fiat_disp_cur)
profit_closed_coin = stats['profit_closed_coin']
profit_closed_percent = stats['profit_closed_percent']
profit_closed_fiat = stats['profit_closed_fiat']
profit_all_coin = stats['profit_all_coin']
profit_all_percent = stats['profit_all_percent']
profit_all_fiat = stats['profit_all_fiat']
trade_count = stats['trade_count']
first_trade_date = stats['first_trade_date']
latest_trade_date = stats['latest_trade_date']
avg_duration = stats['avg_duration']
best_pair = stats['best_pair']
best_rate = stats['best_rate']
stats = self._rpc_trade_statistics(
stake_cur,
fiat_disp_cur)
profit_closed_coin = stats['profit_closed_coin']
profit_closed_percent_mean = stats['profit_closed_percent_mean']
profit_closed_percent_sum = stats['profit_closed_percent_sum']
profit_closed_fiat = stats['profit_closed_fiat']
profit_all_coin = stats['profit_all_coin']
profit_all_percent_mean = stats['profit_all_percent_mean']
profit_all_percent_sum = stats['profit_all_percent_sum']
profit_all_fiat = stats['profit_all_fiat']
trade_count = stats['trade_count']
first_trade_date = stats['first_trade_date']
latest_trade_date = stats['latest_trade_date']
avg_duration = stats['avg_duration']
best_pair = stats['best_pair']
best_rate = stats['best_rate']
if stats['trade_count'] == 0:
markdown_msg = 'No trades yet.'
else:
# Message to display
markdown_msg = "*ROI:* Close trades\n" \
f"∙ `{profit_closed_coin:.8f} {stake_cur} "\
f"({profit_closed_percent:.2f}%)`\n" \
f"∙ `{profit_closed_fiat:.3f} {fiat_disp_cur}`\n" \
f"*ROI:* All trades\n" \
f"∙ `{profit_all_coin:.8f} {stake_cur} ({profit_all_percent:.2f}%)`\n" \
f"∙ `{profit_all_fiat:.3f} {fiat_disp_cur}`\n" \
f"*Total Trade Count:* `{trade_count}`\n" \
f"*First Trade opened:* `{first_trade_date}`\n" \
f"*Latest Trade opened:* `{latest_trade_date}`\n" \
f"*Avg. Duration:* `{avg_duration}`\n" \
f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`"
self._send_msg(markdown_msg)
except RPCException as e:
self._send_msg(str(e))
if stats['closed_trade_count'] > 0:
markdown_msg = ("*ROI:* Closed trades\n"
f"∙ `{profit_closed_coin:.8f} {stake_cur} "
f"({profit_closed_percent_mean:.2f}%) "
f"({profit_closed_percent_sum} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
f"∙ `{profit_closed_fiat:.3f} {fiat_disp_cur}`\n")
else:
markdown_msg = "`No closed trade` \n"
markdown_msg += (f"*ROI:* All trades\n"
f"∙ `{profit_all_coin:.8f} {stake_cur} "
f"({profit_all_percent_mean:.2f}%) "
f"({profit_all_percent_sum} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
f"∙ `{profit_all_fiat:.3f} {fiat_disp_cur}`\n"
f"*Total Trade Count:* `{trade_count}`\n"
f"*First Trade opened:* `{first_trade_date}`\n"
f"*Latest Trade opened:* `{latest_trade_date}\n`"
f"*Win / Loss:* `{stats['winning_trades']} / {stats['losing_trades']}`"
)
if stats['closed_trade_count'] > 0:
markdown_msg += (f"\n*Avg. Duration:* `{avg_duration}`\n"
f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`")
self._send_msg(markdown_msg)
@authorized_only
def _balance(self, update: Update, context: CallbackContext) -> None:
@ -358,14 +391,14 @@ class Telegram(RPC):
"This mode is still experimental!\n"
"Starting capital: "
f"`{self._config['dry_run_wallet']}` {self._config['stake_currency']}.\n"
)
)
for currency in result['currencies']:
if currency['est_stake'] > 0.0001:
curr_output = "*{currency}:*\n" \
"\t`Available: {free: .8f}`\n" \
"\t`Balance: {balance: .8f}`\n" \
"\t`Pending: {used: .8f}`\n" \
"\t`Est. {stake}: {est_stake: .8f}`\n".format(**currency)
curr_output = ("*{currency}:*\n"
"\t`Available: {free: .8f}`\n"
"\t`Balance: {balance: .8f}`\n"
"\t`Pending: {used: .8f}`\n"
"\t`Est. {stake}: {est_stake: .8f}`\n").format(**currency)
else:
curr_output = "*{currency}:* not showing <1$ amount \n".format(**currency)
@ -376,9 +409,9 @@ class Telegram(RPC):
else:
output += curr_output
output += "\n*Estimated Value*:\n" \
"\t`{stake}: {total: .8f}`\n" \
"\t`{symbol}: {value: .2f}`\n".format(**result)
output += ("\n*Estimated Value*:\n"
"\t`{stake}: {total: .8f}`\n"
"\t`{symbol}: {value: .2f}`\n").format(**result)
self._send_msg(output)
except RPCException as e:
self._send_msg(str(e))
@ -408,15 +441,15 @@ class Telegram(RPC):
self._send_msg('Status: `{status}`'.format(**msg))
@authorized_only
def _reload_conf(self, update: Update, context: CallbackContext) -> None:
def _reload_config(self, update: Update, context: CallbackContext) -> None:
"""
Handler for /reload_conf.
Handler for /reload_config.
Triggers a config file reload
:param bot: telegram bot
:param update: message update
:return: None
"""
msg = self._rpc_reload_conf()
msg = self._rpc_reload_config()
self._send_msg('Status: `{status}`'.format(**msg))
@authorized_only
@ -466,6 +499,62 @@ class Telegram(RPC):
except RPCException as e:
self._send_msg(str(e))
@authorized_only
def _trades(self, update: Update, context: CallbackContext) -> None:
"""
Handler for /trades <n>
Returns last n recent trades.
:param bot: telegram bot
:param update: message update
:return: None
"""
stake_cur = self._config['stake_currency']
try:
nrecent = int(context.args[0])
except (TypeError, ValueError, IndexError):
nrecent = 10
try:
trades = self._rpc_trade_history(
nrecent
)
trades_tab = tabulate(
[[arrow.get(trade['open_date']).humanize(),
trade['pair'],
f"{(100 * trade['close_profit']):.2f}% ({trade['close_profit_abs']})"]
for trade in trades['trades']],
headers=[
'Open Date',
'Pair',
f'Profit ({stake_cur})',
],
tablefmt='simple')
message = (f"<b>{min(trades['trades_count'], nrecent)} recent trades</b>:\n"
+ (f"<pre>{trades_tab}</pre>" if trades['trades_count'] > 0 else ''))
self._send_msg(message, parse_mode=ParseMode.HTML)
except RPCException as e:
self._send_msg(str(e))
@authorized_only
def _delete_trade(self, update: Update, context: CallbackContext) -> None:
"""
Handler for /delete <id>.
Delete the given trade
:param bot: telegram bot
:param update: message update
:return: None
"""
trade_id = context.args[0] if len(context.args) > 0 else None
try:
msg = self._rpc_delete(trade_id)
self._send_msg((
'`{result_msg}`\n'
'Please make sure to take care of this asset on the exchange manually.'
).format(**msg))
except RPCException as e:
self._send_msg(str(e))
@authorized_only
def _performance(self, update: Update, context: CallbackContext) -> None:
"""
@ -534,6 +623,11 @@ class Telegram(RPC):
try:
blacklist = self._rpc_blacklist(context.args)
errmsgs = []
for pair, error in blacklist['errors'].items():
errmsgs.append(f"Error adding `{pair}` to blacklist: `{error['error_msg']}`")
if errmsgs:
self._send_msg('\n'.join(errmsgs))
message = f"Blacklist contains {blacklist['length']} pairs\n"
message += f"`{', '.join(blacklist['blacklist'])}`"
@ -566,32 +660,34 @@ class Telegram(RPC):
:param update: message update
:return: None
"""
forcebuy_text = "*/forcebuy <pair> [<rate>]:* `Instantly buys the given pair. " \
"Optionally takes a rate at which to buy.` \n"
message = "*/start:* `Starts the trader`\n" \
"*/stop:* `Stops the trader`\n" \
"*/status [table]:* `Lists all open trades`\n" \
" *table :* `will display trades in a table`\n" \
" `pending buy orders are marked with an asterisk (*)`\n" \
" `pending sell orders are marked with a double asterisk (**)`\n" \
"*/profit:* `Lists cumulative profit from all finished trades`\n" \
"*/forcesell <trade_id>|all:* `Instantly sells the given trade or all trades, " \
"regardless of profit`\n" \
f"{forcebuy_text if self._config.get('forcebuy_enable', False) else '' }" \
"*/performance:* `Show performance of each finished trade grouped by pair`\n" \
"*/daily <n>:* `Shows profit or loss per day, over the last n days`\n" \
"*/count:* `Show number of trades running compared to allowed number of trades`" \
"\n" \
"*/balance:* `Show account balance per currency`\n" \
"*/stopbuy:* `Stops buying, but handles open trades gracefully` \n" \
"*/reload_conf:* `Reload configuration file` \n" \
"*/show_config:* `Show running configuration` \n" \
"*/whitelist:* `Show current whitelist` \n" \
"*/blacklist [pair]:* `Show current blacklist, or adds one or more pairs " \
"to the blacklist.` \n" \
"*/edge:* `Shows validated pairs by Edge if it is enabled` \n" \
"*/help:* `This help message`\n" \
"*/version:* `Show version`"
forcebuy_text = ("*/forcebuy <pair> [<rate>]:* `Instantly buys the given pair. "
"Optionally takes a rate at which to buy.` \n")
message = ("*/start:* `Starts the trader`\n"
"*/stop:* `Stops the trader`\n"
"*/status [table]:* `Lists all open trades`\n"
" *table :* `will display trades in a table`\n"
" `pending buy orders are marked with an asterisk (*)`\n"
" `pending sell orders are marked with a double asterisk (**)`\n"
"*/trades [limit]:* `Lists last closed trades (limited to 10 by default)`\n"
"*/profit:* `Lists cumulative profit from all finished trades`\n"
"*/forcesell <trade_id>|all:* `Instantly sells the given trade or all trades, "
"regardless of profit`\n"
f"{forcebuy_text if self._config.get('forcebuy_enable', False) else ''}"
"*/delete <trade_id>:* `Instantly delete the given trade in the database`\n"
"*/performance:* `Show performance of each finished trade grouped by pair`\n"
"*/daily <n>:* `Shows profit or loss per day, over the last n days`\n"
"*/count:* `Show number of trades running compared to allowed number of trades`"
"\n"
"*/balance:* `Show account balance per currency`\n"
"*/stopbuy:* `Stops buying, but handles open trades gracefully` \n"
"*/reload_config:* `Reload configuration file` \n"
"*/show_config:* `Show running configuration` \n"
"*/whitelist:* `Show current whitelist` \n"
"*/blacklist [pair]:* `Show current blacklist, or adds one or more pairs "
"to the blacklist.` \n"
"*/edge:* `Shows validated pairs by Edge if it is enabled` \n"
"*/help:* `This help message`\n"
"*/version:* `Show version`")
self._send_msg(message)
@ -633,8 +729,10 @@ class Telegram(RPC):
f"*Stake per trade:* `{val['stake_amount']} {val['stake_currency']}`\n"
f"*Max open Trades:* `{val['max_open_trades']}`\n"
f"*Minimum ROI:* `{val['minimal_roi']}`\n"
f"*Ask strategy:* ```\n{json.dumps(val['ask_strategy'])}```\n"
f"*Bid strategy:* ```\n{json.dumps(val['bid_strategy'])}```\n"
f"{sl_info}"
f"*Ticker Interval:* `{val['ticker_interval']}`\n"
f"*Timeframe:* `{val['timeframe']}`\n"
f"*Strategy:* `{val['strategy']}`\n"
f"*Current state:* `{val['state']}`"
)

2
freqtrade/state.py
View File

@ -12,7 +12,7 @@ class State(Enum):
"""
RUNNING = 1
STOPPED = 2
RELOAD_CONF = 3
RELOAD_CONFIG = 3
def __str__(self):
return f"{self.name.lower()}"

175
freqtrade/strategy/interface.py
View File

@ -7,20 +7,19 @@ import warnings
from abc import ABC, abstractmethod
from datetime import datetime, timezone
from enum import Enum
from typing import Dict, NamedTuple, Optional, Tuple
from typing import Dict, List, NamedTuple, Optional, Tuple
import arrow
from pandas import DataFrame
from freqtrade.constants import ListPairsWithTimeframes
from freqtrade.data.dataprovider import DataProvider
from freqtrade.exceptions import StrategyError
from freqtrade.exceptions import StrategyError, OperationalException
from freqtrade.exchange import timeframe_to_minutes
from freqtrade.persistence import Trade
from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
from freqtrade.constants import ListPairsWithTimeframes
from freqtrade.wallets import Wallets
logger = logging.getLogger(__name__)
@ -62,7 +61,7 @@ class IStrategy(ABC):
Attributes you can use:
minimal_roi -> Dict: Minimal ROI designed for the strategy
stoploss -> float: optimal stoploss designed for the strategy
ticker_interval -> str: value of the timeframe (ticker interval) to use with the strategy
timeframe -> str: value of the timeframe (ticker interval) to use with the strategy
"""
# Strategy interface version
# Default to version 2
@ -85,8 +84,9 @@ class IStrategy(ABC):
trailing_stop_positive_offset: float = 0.0
trailing_only_offset_is_reached = False
# associated ticker interval
ticker_interval: str
# associated timeframe
ticker_interval: str # DEPRECATED
timeframe: str
# Optional order types
order_types: Dict = {
@ -106,6 +106,9 @@ class IStrategy(ABC):
# run "populate_indicators" only for new candle
process_only_new_candles: bool = False
# Disable checking the dataframe (converts the error into a warning message)
disable_dataframe_checks: bool = False
# Count of candles the strategy requires before producing valid signals
startup_candle_count: int = 0
@ -187,6 +190,63 @@ class IStrategy(ABC):
"""
return False
def bot_loop_start(self, **kwargs) -> None:
"""
Called at the start of the bot iteration (one loop).
Might be used to perform pair-independent tasks
(e.g. gather some remote resource for comparison)
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
"""
pass
def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
time_in_force: str, **kwargs) -> bool:
"""
Called right before placing a buy order.
Timing for this function is critical, so avoid doing heavy computations or
network requests in this method.
For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
When not implemented by a strategy, returns True (always confirming).
:param pair: Pair that's about to be bought.
:param order_type: Order type (as configured in order_types). usually limit or market.
:param amount: Amount in target (quote) currency that's going to be traded.
:param rate: Rate that's going to be used when using limit orders
:param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return bool: When True is returned, then the buy-order is placed on the exchange.
False aborts the process
"""
return True
def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool:
"""
Called right before placing a regular sell order.
Timing for this function is critical, so avoid doing heavy computations or
network requests in this method.
For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
When not implemented by a strategy, returns True (always confirming).
:param pair: Pair that's about to be sold.
:param trade: trade object.
:param order_type: Order type (as configured in order_types). usually limit or market.
:param amount: Amount in quote currency.
:param rate: Rate that's going to be used when using limit orders
:param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
:param sell_reason: Sell reason.
Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
'sell_signal', 'force_sell', 'emergency_sell']
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return bool: When True is returned, then the sell-order is placed on the exchange.
False aborts the process
"""
return True
def informative_pairs(self) -> ListPairsWithTimeframes:
"""
Define additional, informative pair/interval combinations to be cached from the exchange.
@ -200,6 +260,10 @@ class IStrategy(ABC):
"""
return []
###
# END - Intended to be overridden by strategy
###
def get_strategy_name(self) -> str:
"""
Returns strategy class name
@ -269,6 +333,8 @@ class IStrategy(ABC):
# Defs that only make change on new candle data.
dataframe = self.analyze_ticker(dataframe, metadata)
self._last_candle_seen_per_pair[pair] = dataframe.iloc[-1]['date']
if self.dp:
self.dp._set_cached_df(pair, self.timeframe, dataframe)
else:
logger.debug("Skipping TA Analysis for already analyzed candle")
dataframe['buy'] = 0
@ -280,14 +346,53 @@ class IStrategy(ABC):
return dataframe
def analyze_pair(self, pair: str) -> None:
"""
Fetch data for this pair from dataprovider and analyze.
Stores the dataframe into the dataprovider.
The analyzed dataframe is then accessible via `dp.get_analyzed_dataframe()`.
:param pair: Pair to analyze.
"""
if not self.dp:
raise OperationalException("DataProvider not found.")
dataframe = self.dp.ohlcv(pair, self.timeframe)
if not isinstance(dataframe, DataFrame) or dataframe.empty:
logger.warning('Empty candle (OHLCV) data for pair %s', pair)
return
try:
df_len, df_close, df_date = self.preserve_df(dataframe)
dataframe = strategy_safe_wrapper(
self._analyze_ticker_internal, message=""
)(dataframe, {'pair': pair})
self.assert_df(dataframe, df_len, df_close, df_date)
except StrategyError as error:
logger.warning(f"Unable to analyze candle (OHLCV) data for pair {pair}: {error}")
return
if dataframe.empty:
logger.warning('Empty dataframe for pair %s', pair)
return
def analyze(self, pairs: List[str]) -> None:
"""
Analyze all pairs using analyze_pair().
:param pairs: List of pairs to analyze
"""
for pair in pairs:
self.analyze_pair(pair)
@staticmethod
def preserve_df(dataframe: DataFrame) -> Tuple[int, float, datetime]:
""" keep some data for dataframes """
return len(dataframe), dataframe["close"].iloc[-1], dataframe["date"].iloc[-1]
@staticmethod
def assert_df(dataframe: DataFrame, df_len: int, df_close: float, df_date: datetime):
""" make sure data is unmodified """
def assert_df(self, dataframe: DataFrame, df_len: int, df_close: float, df_date: datetime):
"""
Ensure dataframe (length, last candle) was not modified, and has all elements we need.
"""
message = ""
if df_len != len(dataframe):
message = "length"
@ -296,33 +401,22 @@ class IStrategy(ABC):
elif df_date != dataframe["date"].iloc[-1]:
message = "last date"
if message:
raise StrategyError(f"Dataframe returned from strategy has mismatching {message}.")
if self.disable_dataframe_checks:
logger.warning(f"Dataframe returned from strategy has mismatching {message}.")
else:
raise StrategyError(f"Dataframe returned from strategy has mismatching {message}.")
def get_signal(self, pair: str, interval: str, dataframe: DataFrame) -> Tuple[bool, bool]:
def get_signal(self, pair: str, timeframe: str, dataframe: DataFrame) -> Tuple[bool, bool]:
"""
Calculates current signal based several technical analysis indicators
Calculates current signal based based on the buy / sell columns of the dataframe.
Used by Bot to get the signal to buy or sell
:param pair: pair in format ANT/BTC
:param interval: Interval to use (in min)
:param dataframe: Dataframe to analyze
:param timeframe: timeframe to use
:param dataframe: Analyzed dataframe to get signal from.
:return: (Buy, Sell) A bool-tuple indicating buy/sell signal
"""
if not isinstance(dataframe, DataFrame) or dataframe.empty:
logger.warning('Empty candle (OHLCV) data for pair %s', pair)
return False, False
try:
df_len, df_close, df_date = self.preserve_df(dataframe)
dataframe = strategy_safe_wrapper(
self._analyze_ticker_internal, message=""
)(dataframe, {'pair': pair})
self.assert_df(dataframe, df_len, df_close, df_date)
except StrategyError as error:
logger.warning(f"Unable to analyze candle (OHLCV) data for pair {pair}: {error}")
return False, False
if dataframe.empty:
logger.warning('Empty dataframe for pair %s', pair)
logger.warning(f'Empty candle (OHLCV) data for pair {pair}')
return False, False
latest_date = dataframe['date'].max()
@ -331,24 +425,18 @@ class IStrategy(ABC):
latest_date = arrow.get(latest_date)
# Check if dataframe is out of date
interval_minutes = timeframe_to_minutes(interval)
timeframe_minutes = timeframe_to_minutes(timeframe)
offset = self.config.get('exchange', {}).get('outdated_offset', 5)
if latest_date < (arrow.utcnow().shift(minutes=-(interval_minutes * 2 + offset))):
if latest_date < (arrow.utcnow().shift(minutes=-(timeframe_minutes * 2 + offset))):
logger.warning(
'Outdated history for pair %s. Last tick is %s minutes old',
pair,
(arrow.utcnow() - latest_date).seconds // 60
pair, (arrow.utcnow() - latest_date).seconds // 60
)
return False, False
(buy, sell) = latest[SignalType.BUY.value] == 1, latest[SignalType.SELL.value] == 1
logger.debug(
'trigger: %s (pair=%s) buy=%s sell=%s',
latest['date'],
pair,
str(buy),
str(sell)
)
logger.debug('trigger: %s (pair=%s) buy=%s sell=%s',
latest['date'], pair, str(buy), str(sell))
return buy, sell
def should_sell(self, trade: Trade, rate: float, date: datetime, buy: bool,
@ -494,7 +582,8 @@ class IStrategy(ABC):
def ohlcvdata_to_dataframe(self, data: Dict[str, DataFrame]) -> Dict[str, DataFrame]:
"""
Creates a dataframe and populates indicators for given candle (OHLCV) data
Populates indicators for given candle (OHLCV) data (for multiple pairs)
Does not run advice_buy or advise_sell!
Used by optimize operations only, not during dry / live runs.
Using .copy() to get a fresh copy of the dataframe for every strategy run.
Has positive effects on memory usage for whatever reason - also when

6
freqtrade/strategy/strategy_wrapper.py
View File

@ -5,7 +5,7 @@ from freqtrade.exceptions import StrategyError
logger = logging.getLogger(__name__)
def strategy_safe_wrapper(f, message: str = "", default_retval=None):
def strategy_safe_wrapper(f, message: str = "", default_retval=None, supress_error=False):
"""
Wrapper around user-provided methods and functions.
Caches all exceptions and returns either the default_retval (if it's not None) or raises
@ -20,7 +20,7 @@ def strategy_safe_wrapper(f, message: str = "", default_retval=None):
f"Strategy caused the following exception: {error}"
f"{f}"
)
if default_retval is None:
if default_retval is None and not supress_error:
raise StrategyError(str(error)) from error
return default_retval
except Exception as error:
@ -28,7 +28,7 @@ def strategy_safe_wrapper(f, message: str = "", default_retval=None):
f"{message}"
f"Unexpected error {error} calling {f}"
)
if default_retval is None:
if default_retval is None and not supress_error:
raise StrategyError(str(error)) from error
return default_retval

12
freqtrade/templates/base_config.json.j2
View File

@ -4,7 +4,7 @@
"stake_amount": {{ stake_amount }},
"tradable_balance_ratio": 0.99,
"fiat_display_currency": "{{ fiat_display_currency }}",
"ticker_interval": "{{ ticker_interval }}",
"timeframe": "{{ timeframe }}",
"dry_run": {{ dry_run | lower }},
"cancel_open_orders_on_exit": false,
"unfilledtimeout": {
@ -53,6 +53,16 @@
"token": "{{ telegram_token }}",
"chat_id": "{{ telegram_chat_id }}"
},
"api_server": {
"enabled": false,
"listen_ip_address": "127.0.0.1",
"listen_port": 8080,
"verbosity": "info",
"jwt_secret_key": "somethingrandom",
"CORS_origins": [],
"username": "",
"password": ""
},
"initial_state": "running",
"forcebuy_enable": false,
"internals": {

4
freqtrade/templates/base_strategy.py.j2
View File

@ -51,8 +51,8 @@ class {{ strategy }}(IStrategy):
# trailing_stop_positive = 0.01
# trailing_stop_positive_offset = 0.0 # Disabled / not configured
# Optimal ticker interval for the strategy.
ticker_interval = '5m'
# Optimal timeframe for the strategy.
timeframe = '5m'
# Run "populate_indicators()" only for new candle.
process_only_new_candles = False

2
freqtrade/templates/sample_strategy.py
View File

@ -53,7 +53,7 @@ class SampleStrategy(IStrategy):
# trailing_stop_positive_offset = 0.0 # Disabled / not configured
# Optimal ticker interval for the strategy.
ticker_interval = '5m'
timeframe = '5m'
# Run "populate_indicators()" only for new candle.
process_only_new_candles = False

61
freqtrade/templates/subtemplates/strategy_methods_advanced.j2
View File

@ -1,4 +1,65 @@
def bot_loop_start(self, **kwargs) -> None:
"""
Called at the start of the bot iteration (one loop).
Might be used to perform pair-independent tasks
(e.g. gather some remote ressource for comparison)
For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
When not implemented by a strategy, this simply does nothing.
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
"""
pass
def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
time_in_force: str, **kwargs) -> bool:
"""
Called right before placing a buy order.
Timing for this function is critical, so avoid doing heavy computations or
network requests in this method.
For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
When not implemented by a strategy, returns True (always confirming).
:param pair: Pair that's about to be bought.
:param order_type: Order type (as configured in order_types). usually limit or market.
:param amount: Amount in target (quote) currency that's going to be traded.
:param rate: Rate that's going to be used when using limit orders
:param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return bool: When True is returned, then the buy-order is placed on the exchange.
False aborts the process
"""
return True
def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount: float,
rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool:
"""
Called right before placing a regular sell order.
Timing for this function is critical, so avoid doing heavy computations or
network requests in this method.
For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
When not implemented by a strategy, returns True (always confirming).
:param pair: Pair that's about to be sold.
:param trade: trade object.
:param order_type: Order type (as configured in order_types). usually limit or market.
:param amount: Amount in quote currency.
:param rate: Rate that's going to be used when using limit orders
:param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
:param sell_reason: Sell reason.
Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
'sell_signal', 'force_sell', 'emergency_sell']
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return bool: When True is returned, then the sell-order is placed on the exchange.
False aborts the process
"""
return True
def check_buy_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) -> bool:
"""
Check buy timeout function callback.

5
freqtrade/worker.py
View File

@ -71,7 +71,7 @@ class Worker:
state = None
while True:
state = self._worker(old_state=state)
if state == State.RELOAD_CONF:
if state == State.RELOAD_CONFIG:
self._reconfigure()
def _worker(self, old_state: Optional[State]) -> State:
@ -90,6 +90,9 @@ class Worker:
if state == State.RUNNING:
self.freqtrade.startup()
if state == State.STOPPED:
self.freqtrade.check_for_open_trades()
# Reset heartbeat timestamp to log the heartbeat message at
# first throttling iteration when the state changes
self._heartbeat_msg = 0

1
mkdocs.yml
View File

@ -3,6 +3,7 @@ nav:
- Home: index.md
- Installation Docker: docker.md
- Installation: installation.md
- Freqtrade Basics: bot-basics.md
- Configuration: configuration.md
- Strategy Customization: strategy-customization.md
- Stoploss: stoploss.md

16
requirements-common.txt
View File

@ -1,17 +1,17 @@
# requirements without requirements installable via conda
# mainly used for Raspberry pi installs
ccxt==1.28.49
SQLAlchemy==1.3.17
python-telegram-bot==12.7
arrow==0.15.6
cachetools==4.1.0
requests==2.23.0
urllib3==1.25.9
ccxt==1.32.88
SQLAlchemy==1.3.18
python-telegram-bot==12.8
arrow==0.15.8
cachetools==4.1.1
requests==2.24.0
urllib3==1.25.10
wrapt==1.12.1
jsonschema==3.2.0
TA-Lib==0.4.18
tabulate==0.8.7
pycoingecko==1.2.0
pycoingecko==1.3.0
jinja2==2.11.2
# find first, C search in arrays

14
requirements-dev.txt
View File

@ -3,15 +3,15 @@
-r requirements-plot.txt
-r requirements-hyperopt.txt
coveralls==2.0.0
flake8==3.8.2
coveralls==2.1.1
flake8==3.8.3
flake8-type-annotations==0.1.0
flake8-tidy-imports==4.1.0
mypy==0.770
pytest==5.4.2
pytest-asyncio==0.12.0
pytest-cov==2.9.0
pytest-mock==3.1.0
mypy==0.782
pytest==6.0.1
pytest-asyncio==0.14.0
pytest-cov==2.10.0
pytest-mock==3.2.0
pytest-random-order==1.0.4
# Convert jupyter notebooks to markdown documents

6
requirements-hyperopt.txt
View File

@ -2,9 +2,9 @@
-r requirements.txt
# Required for hyperopt
scipy==1.4.1
scipy==1.5.2
scikit-learn==0.23.1
scikit-optimize==0.7.4
filelock==3.0.12
joblib==0.15.1
progressbar2==3.51.3
joblib==0.16.0
progressbar2==3.51.4

2
requirements-plot.txt
View File

@ -1,5 +1,5 @@
# Include all requirements to run the bot.
-r requirements.txt
plotly==4.7.1
plotly==4.9.0

4
requirements.txt
View File

@ -1,5 +1,5 @@
# Load common requirements
-r requirements-common.txt
numpy==1.18.4
pandas==1.0.3
numpy==1.19.1
pandas==1.1.0

18
scripts/rest_client.py
View File

@ -62,6 +62,9 @@ class FtRestClient():
def _get(self, apipath, params: dict = None):
return self._call("GET", apipath, params=params)
def _delete(self, apipath, params: dict = None):
return self._call("DELETE", apipath, params=params)
def _post(self, apipath, params: dict = None, data: dict = None):
return self._call("POST", apipath, params=params, data=data)
@ -80,18 +83,18 @@ class FtRestClient():
return self._post("stop")
def stopbuy(self):
"""Stop buying (but handle sells gracefully). Use `reload_conf` to reset.
"""Stop buying (but handle sells gracefully). Use `reload_config` to reset.
:return: json object
"""
return self._post("stopbuy")
def reload_conf(self):
def reload_config(self):
"""Reload configuration.
:return: json object
"""
return self._post("reload_conf")
return self._post("reload_config")
def balance(self):
"""Get the account balance.
@ -164,6 +167,15 @@ class FtRestClient():
"""
return self._get("trades", params={"limit": limit} if limit else 0)
def delete_trade(self, trade_id):
"""Delete trade from the database.
Tries to close open orders. Requires manual handling of this asset on the exchange.
:param trade_id: Deletes the trade with this ID from the database.
:return: json object
"""
return self._delete("trades/{}".format(trade_id))
def whitelist(self):
"""Show the current whitelist.

2
setup.py
View File

@ -63,7 +63,7 @@ setup(name='freqtrade',
tests_require=['pytest', 'pytest-asyncio', 'pytest-cov', 'pytest-mock', ],
install_requires=[
# from requirements-common.txt
'ccxt>=1.18.1080',
'ccxt>=1.24.96',
'SQLAlchemy',
'python-telegram-bot',
'arrow',

4
tests/commands/test_build_config.py
View File

@ -44,7 +44,7 @@ def test_start_new_config(mocker, caplog, exchange):
'stake_currency': 'USDT',
'stake_amount': 100,
'fiat_display_currency': 'EUR',
'ticker_interval': '15m',
'timeframe': '15m',
'dry_run': True,
'exchange_name': exchange,
'exchange_key': 'sampleKey',
@ -68,7 +68,7 @@ def test_start_new_config(mocker, caplog, exchange):
result = rapidjson.loads(wt_mock.call_args_list[0][0][0],
parse_mode=rapidjson.PM_COMMENTS | rapidjson.PM_TRAILING_COMMAS)
assert result['exchange']['name'] == exchange
assert result['ticker_interval'] == '15m'
assert result['timeframe'] == '15m'
def test_start_new_config_exists(mocker, caplog):

Some files were not shown because too many files have changed in this diff Show More