merged order book

This commit is contained in:
Gert Wohlgemuth
2018-06-12 09:46:23 -07:00
65 changed files with 1366 additions and 961 deletions

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@@ -14,7 +14,7 @@ real data. This is what we call
Backtesting will use the crypto-currencies (pair) from your config file
and load static tickers located in
[/freqtrade/tests/testdata](https://github.com/gcarq/freqtrade/tree/develop/freqtrade/tests/testdata).
[/freqtrade/tests/testdata](https://github.com/freqtrade/freqtrade/tree/develop/freqtrade/tests/testdata).
If the 5 min and 1 min ticker for the crypto-currencies to test is not
already in the `testdata` folder, backtesting will download them
automatically. Testdata files will not be updated until you specify it.
@@ -62,6 +62,12 @@ Where `-s TestStrategy` refers to the class name within the strategy file `test_
python3 ./freqtrade/main.py backtesting --export trades
```
**Exporting trades to file specifying a custom filename**
```bash
python3 ./freqtrade/main.py backtesting --export trades --export-filename=backtest_teststrategy.json
```
**Running backtest with smaller testset**
Use the `--timerange` argument to change how much of the testset
you want to use. The last N ticks/timeframes will be used.
@@ -83,24 +89,35 @@ The full timerange specification:
- Use tickframes till 2018/01/31: `--timerange=-20180131`
- Use tickframes since 2018/01/31: `--timerange=20180131-`
- Use tickframes since 2018/01/31 till 2018/03/01 : `--timerange=20180131-20180301`
- Use tickframes between POSIX timestamps 1527595200 1527618600:
`--timerange=1527595200-1527618600`
**Update testdata directory**
To update your testdata directory, or download into another testdata directory:
```bash
mkdir -p user_data/data/testdata-20180113
cp freqtrade/tests/testdata/pairs.json user_data/data-20180113
cd user_data/data-20180113
```
**Downloading new set of ticker data**
To download new set of backtesting ticker data, you can use a download script.
Possibly edit pairs.json file to include/exclude pairs
If you are using Binance for example:
- create a folder `user_data/data/binance` and copy `pairs.json` in that folder.
- update the `pairs.json` to contain the currency pairs you are interested in.
```bash
python3 freqtrade/tests/testdata/download_backtest_data.py -p pairs.json
mkdir -p user_data/data/binance
cp freqtrade/tests/testdata/pairs.json user_data/data/binance
```
The script will read your pairs.json file, and download ticker data
into the current working directory.
Then run:
```bash
python scripts/download_backtest_data --exchange binance
```
This will download ticker data for all the currency pairs you defined in `pairs.json`.
- To use a different folder than the exchange specific default, use `--export user_data/data/some_directory`.
- To change the exchange used to download the tickers, use `--exchange`. Default is `bittrex`.
- To use `pairs.json` from some other folder, use `--pairs-file some_other_dir/pairs.json`.
- To download ticker data for only 10 days, use `--days 10`.
- Use `--timeframes` to specify which tickers to download. Default is `--timeframes 1m 5m` which will download 1-minute and 5-minute tickers.
For help about backtesting usage, please refer to
@@ -158,4 +175,4 @@ strategies, your configuration, and the crypto-currency you have set up.
## Next step
Great, your strategy is profitable. What if the bot can give your the
optimal parameters to use for your strategy?
Your next step is to learn [how to find optimal parameters with Hyperopt](https://github.com/gcarq/freqtrade/blob/develop/docs/hyperopt.md)
Your next step is to learn [how to find optimal parameters with Hyperopt](https://github.com/freqtrade/freqtrade/blob/develop/docs/hyperopt.md)

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@@ -1,8 +1,10 @@
# Bot Optimization
This page explains where to customize your strategies, and add new
indicators.
This page explains where to customize your strategies, and add new
indicators.
## Table of Contents
- [Install a custom strategy file](#install-a-custom-strategy-file)
- [Customize your strategy](#change-your-strategy)
- [Add more Indicator](#add-more-indicator)
@@ -11,10 +13,12 @@ indicators.
Since the version `0.16.0` the bot allows using custom strategy file.
## Install a custom strategy file
This is very simple. Copy paste your strategy file into the folder
This is very simple. Copy paste your strategy file into the folder
`user_data/strategies`.
Let assume you have a class called `AwesomeStrategy` in the file `awesome-strategy.py`:
1. Move your file into `user_data/strategies` (you should have `user_data/strategies/awesome-strategy.py`
2. Start the bot with the param `--strategy AwesomeStrategy` (the parameter is the class name)
@@ -23,12 +27,14 @@ python3 ./freqtrade/main.py --strategy AwesomeStrategy
```
## Change your strategy
The bot includes a default strategy file. However, we recommend you to
The bot includes a default strategy file. However, we recommend you to
use your own file to not have to lose your parameters every time the default
strategy file will be updated on Github. Put your custom strategy file
into the folder `user_data/strategies`.
A strategy file contains all the information needed to build a good strategy:
- Buy strategy rules
- Sell strategy rules
- Minimal ROI recommended
@@ -37,26 +43,29 @@ A strategy file contains all the information needed to build a good strategy:
The bot also include a sample strategy called `TestStrategy` you can update: `user_data/strategies/test_strategy.py`.
You can test it with the parameter: `--strategy TestStrategy`
```bash
``` bash
python3 ./freqtrade/main.py --strategy AwesomeStrategy
```
### Specify custom strategy location
If you want to use a strategy from a different folder you can pass `--strategy-path`
```bash
python3 ./freqtrade/main.py --strategy AwesomeStrategy --strategy-path /some/folder
```
**For the following section we will use the [user_data/strategies/test_strategy.py](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py)
**For the following section we will use the [user_data/strategies/test_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py)
file as reference.**
### Buy strategy
Edit the method `populate_buy_trend()` into your strategy file to
### Buy strategy
Edit the method `populate_buy_trend()` into your strategy file to
update your buy strategy.
Sample from `user_data/strategies/test_strategy.py`:
Sample from `user_data/strategies/test_strategy.py`:
```python
def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
"""
@@ -76,10 +85,11 @@ def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
```
### Sell strategy
Edit the method `populate_sell_trend()` into your strategy file to
update your sell strategy.
Sample from `user_data/strategies/test_strategy.py`:
Edit the method `populate_sell_trend()` into your strategy file to update your sell strategy.
Sample from `user_data/strategies/test_strategy.py`:
```python
def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
"""
@@ -98,11 +108,13 @@ def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
```
## Add more Indicator
As you have seen, buy and sell strategies need indicators. You can add
As you have seen, buy and sell strategies need indicators. You can add
more indicators by extending the list contained in
the method `populate_indicators()` from your strategy file.
Sample:
```python
def populate_indicators(dataframe: DataFrame) -> DataFrame:
"""
@@ -137,16 +149,25 @@ def populate_indicators(dataframe: DataFrame) -> DataFrame:
return dataframe
```
**Want more indicators example?**
Look into the [user_data/strategies/test_strategy.py](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py).
### Want more indicator examples
Look into the [user_data/strategies/test_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py).
Then uncomment indicators you need.
### Where is the default strategy?
The default buy strategy is located in the file
[freqtrade/default_strategy.py](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/strategy/default_strategy.py).
The default buy strategy is located in the file
[freqtrade/default_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/strategy/default_strategy.py).
### Further strategy ideas
To get additional Ideas for strategies, head over to our [strategy repository](https://github.com/freqtrade/freqtrade-strategies). Feel free to use them as they are - but results will depend on the current market situation, pairs used etc. - therefore please backtest the strategy for your exchange/desired pairs first, evaluate carefully, use at your own risk.
Feel free to use any of them as inspiration for your own strategies.
We're happy to accept Pull Requests containing new Strategies to that repo.
We also got a *strategy-sharing* channel in our [Slack community](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE) which is a great place to get and/or share ideas.
## Next step
Now you have a perfect strategy you probably want to backtesting it.
Your next step is to learn [How to use the Backtesting](https://github.com/gcarq/freqtrade/blob/develop/docs/backtesting.md).
Now you have a perfect strategy you probably want to backtest it.
Your next step is to learn [How to use the Backtesting](https://github.com/freqtrade/freqtrade/blob/develop/docs/backtesting.md).

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@@ -9,10 +9,10 @@ it.
## Bot commands
```
usage: main.py [-h] [-v] [--version] [-c PATH] [-d PATH] [-s NAME]
[--strategy-path PATH] [--dynamic-whitelist [INT]]
[--dry-run-db]
{backtesting,hyperopt} ...
usage: freqtrade [-h] [-v] [--version] [-c PATH] [-d PATH] [-s NAME]
[--strategy-path PATH] [--dynamic-whitelist [INT]]
[--db-url PATH]
{backtesting,hyperopt} ...
Simple High Frequency Trading Bot for crypto currencies
@@ -28,17 +28,16 @@ optional arguments:
-c PATH, --config PATH
specify configuration file (default: config.json)
-d PATH, --datadir PATH
path to backtest data (default:
freqtrade/tests/testdata
path to backtest data
-s NAME, --strategy NAME
specify strategy class name (default: DefaultStrategy)
--strategy-path PATH specify additional strategy lookup path
--dynamic-whitelist [INT]
dynamically generate and update whitelist based on 24h
BaseVolume (Default 20 currencies)
--dry-run-db Force dry run to use a local DB
"tradesv3.dry_run.sqlite" instead of memory DB. Work
only if dry_run is enabled.
BaseVolume (default: 20)
--db-url PATH Override trades database URL, this is useful if
dry_run is enabled or in custom deployments (default:
sqlite:///tradesv3.sqlite)
```
### How to use a different config file?
@@ -68,7 +67,7 @@ python3 ./freqtrade/main.py --strategy AwesomeStrategy
If the bot does not find your strategy file, it will display in an error
message the reason (File not found, or errors in your code).
Learn more about strategy file in [optimize your bot](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md).
Learn more about strategy file in [optimize your bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md).
### How to use --strategy-path?
This parameter allows you to add an additional strategy lookup path, which gets
@@ -102,14 +101,14 @@ python3 ./freqtrade/main.py --dynamic-whitelist 30
negative value (e.g -2), `--dynamic-whitelist` will use the default
value (20).
### How to use --dry-run-db?
### How to use --db-url?
When you run the bot in Dry-run mode, per default no transactions are
stored in a database. If you want to store your bot actions in a DB
using `--dry-run-db`. This command will use a separate database file
`tradesv3.dry_run.sqlite`
using `--db-url`. This can also be used to specify a custom database
in production mode. Example command:
```bash
python3 ./freqtrade/main.py -c config.json --dry-run-db
python3 ./freqtrade/main.py -c config.json --db-url sqlite:///tradesv3.dry_run.sqlite
```
@@ -118,21 +117,32 @@ python3 ./freqtrade/main.py -c config.json --dry-run-db
Backtesting also uses the config specified via `-c/--config`.
```
usage: freqtrade backtesting [-h] [-l] [-i INT] [--realistic-simulation]
[-r]
usage: main.py backtesting [-h] [-i TICKER_INTERVAL] [--realistic-simulation]
[--timerange TIMERANGE] [-l] [-r] [--export EXPORT]
[--export-filename EXPORTFILENAME]
optional arguments:
-h, --help show this help message and exit
-l, --live using live data
-i INT, --ticker-interval INT
specify ticker interval (default: '5m')
-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
specify ticker interval (1m, 5m, 30m, 1h, 1d)
--realistic-simulation
uses max_open_trades from config to simulate real
world limitations
--timerange TIMERANGE
specify what timerange of data to use.
-l, --live using live data
-r, --refresh-pairs-cached
refresh the pairs files in tests/testdata with
the latest data from the exchange. Use it if you want
to run your backtesting with up-to-date data.
refresh the pairs files in tests/testdata with the
latest data from the exchange. Use it if you want to
run your backtesting with up-to-date data.
--export EXPORT export backtest results, argument are: trades Example
--export=trades
--export-filename EXPORTFILENAME
Save backtest results to this filename requires
--export to be set as well Example --export-
filename=backtest_today.json (default: backtest-
result.json
```
### How to use --refresh-pairs-cached parameter?
@@ -155,21 +165,32 @@ Hyperopt uses an internal json config return by `hyperopt_optimize_conf()`
located in `freqtrade/optimize/hyperopt_conf.py`.
```
usage: freqtrade hyperopt [-h] [-e INT] [--use-mongodb]
usage: main.py hyperopt [-h] [-i TICKER_INTERVAL] [--realistic-simulation]
[--timerange TIMERANGE] [-e INT] [--use-mongodb]
[-s {all,buy,roi,stoploss} [{all,buy,roi,stoploss} ...]]
optional arguments:
-h, --help show this help message and exit
-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
specify ticker interval (1m, 5m, 30m, 1h, 1d)
--realistic-simulation
uses max_open_trades from config to simulate real
world limitations
--timerange TIMERANGE
specify what timerange of data to use.
-e INT, --epochs INT specify number of epochs (default: 100)
--use-mongodb parallelize evaluations with mongodb (requires mongod
in PATH)
-s {all,buy,roi,stoploss} [{all,buy,roi,stoploss} ...], --spaces {all,buy,roi,stoploss} [{all,buy,roi,stoploss} ...]
Specify which parameters to hyperopt. Space separate
list. Default: all
```
## A parameter missing in the configuration?
All parameters for `main.py`, `backtesting`, `hyperopt` are referenced
in [misc.py](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/misc.py#L84)
in [misc.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/misc.py#L84)
## Next step
The optimal strategy of the bot will change with time depending of the
market trends. The next step is to
[optimize your bot](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md).
[optimize your bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md).

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@@ -34,13 +34,14 @@ The table below will list all configuration parameters.
| `telegram.enabled` | true | Yes | Enable or not the usage of Telegram.
| `telegram.token` | token | No | Your Telegram bot token. Only required if `telegram.enabled` is `true`.
| `telegram.chat_id` | chat_id | No | Your personal Telegram account id. Only required if `telegram.enabled` is `true`.
| `db_url` | `sqlite:///tradesv3.sqlite` | No | Declares database URL to use. NOTE: This defaults to `sqlite://` if `dry_run` is `True`.
| `initial_state` | running | No | Defines the initial application state. More information below.
| `strategy` | DefaultStrategy | No | Defines Strategy class to use.
| `strategy_path` | null | No | Adds an additional strategy lookup path (must be a folder).
| `internals.process_throttle_secs` | 5 | Yes | Set the process throttle. Value in second.
The definition of each config parameters is in
[misc.py](https://github.com/gcarq/freqtrade/blob/develop/freqtrade/misc.py#L205).
[misc.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/misc.py#L205).
### Understand minimal_roi
`minimal_roi` is a JSON object where the key is a duration
@@ -73,6 +74,12 @@ value. This parameter is optional. If you use it, it will take over the
Possible values are `running` or `stopped`. (default=`running`)
If the value is `stopped` the bot has to be started with `/start` first.
### Understand process_throttle_secs
`process_throttle_secs` is an optional field that defines in seconds how long the bot should wait
before asking the strategy if we should buy or a sell an asset. After each wait period, the strategy is asked again for
every opened trade wether or not we should sell, and for all the remaining pairs (either the dynamic list of pairs or
the static list of pairs) if we should buy.
### Understand ask_last_balance
`ask_last_balance` sets the bidding price. Value `0.0` will use `ask` price, `1.0` will
use the `last` price and values between those interpolate between ask and last
@@ -92,8 +99,10 @@ The bot was tested with the following exchanges:
Feel free to test other exchanges and submit your PR to improve the bot.
### What values for fiat_display_currency?
`fiat_display_currency` set the fiat to use for the conversion form coin to fiat in Telegram.
The valid value are: "AUD", "BRL", "CAD", "CHF", "CLP", "CNY", "CZK", "DKK", "EUR", "GBP", "HKD", "HUF", "IDR", "ILS", "INR", "JPY", "KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN", "RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD".
`fiat_display_currency` set the base currency to use for the conversion from coin to fiat in Telegram.
The valid values are: "AUD", "BRL", "CAD", "CHF", "CLP", "CNY", "CZK", "DKK", "EUR", "GBP", "HKD", "HUF", "IDR", "ILS", "INR", "JPY", "KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN", "RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD".
In addition to central bank currencies, a range of cryto currencies are supported.
The valid values are: "BTC", "ETH", "XRP", "LTC", "BCH", "USDT".
## Switch to dry-run mode
We recommend starting the bot in dry-run mode to see how your bot will
@@ -103,9 +112,10 @@ creating trades.
### To switch your bot in Dry-run mode:
1. Edit your `config.json` file
2. Switch dry-run to true
2. Switch dry-run to true and specify db_url for a persistent db
```json
"dry_run": true,
"db_url": "sqlite///tradesv3.dryrun.sqlite",
```
3. Remove your Exchange API key (change them by fake api credentials)
@@ -129,7 +139,7 @@ you run it in production mode.
### To switch your bot in production mode:
1. Edit your `config.json` file
2. Switch dry-run to false
2. Switch dry-run to false and don't forget to adapt your database URL if set
```json
"dry_run": false,
```
@@ -141,12 +151,11 @@ you run it in production mode.
"key": "af8ddd35195e9dc500b9a6f799f6f5c93d89193b",
"secret": "08a9dc6db3d7b53e1acebd9275677f4b0a04f1a5",
...
}
}
```
If you have not your Bittrex API key yet,
[see our tutorial](https://github.com/gcarq/freqtrade/blob/develop/docs/pre-requisite.md).
[see our tutorial](https://github.com/freqtrade/freqtrade/blob/develop/docs/pre-requisite.md).
## Next step
Now you have configured your config.json, the next step is to
[start your bot](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md).
[start your bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md).

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@@ -27,7 +27,7 @@ like pauses. You can stop your bot, adjust settings and start it again.
#### I want to improve the bot with a new strategy
That's great. We have a nice backtesting and hyperoptimizing setup. See
the tutorial [here|Testing-new-strategies-with-Hyperopt](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#hyperopt-commands).
the tutorial [here|Testing-new-strategies-with-Hyperopt](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#hyperopt-commands).
#### Is there a setting to only SELL the coins being held and not
perform anymore BUYS?

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@@ -14,13 +14,13 @@ parameters with Hyperopt.
## Prepare Hyperopt
Before we start digging in Hyperopt, we recommend you to take a look at
your strategy file located into [user_data/strategies/](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py)
your strategy file located into [user_data/strategies/](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py)
### 1. Configure your Guards and Triggers
There are two places you need to change in your strategy file to add a
new buy strategy for testing:
- Inside [populate_buy_trend()](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py#L278-L294).
- Inside [hyperopt_space()](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py#L244-L297) known as `SPACE`.
- Inside [populate_buy_trend()](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py#L278-L294).
- Inside [hyperopt_space()](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py#L244-L297) known as `SPACE`.
There you have two different type of indicators: 1. `guards` and 2.
`triggers`.
@@ -110,13 +110,13 @@ cannot use your config file. It is also made on purpose to allow you
testing your strategy with different configurations.
The Hyperopt configuration is located in
[user_data/hyperopt_conf.py](https://github.com/gcarq/freqtrade/blob/develop/user_data/hyperopt_conf.py).
[user_data/hyperopt_conf.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopt_conf.py).
## Advanced notions
### Understand the Guards and Triggers
When you need to add the new guards and triggers to be hyperopt
parameters, you do this by adding them into the [hyperopt_space()](https://github.com/gcarq/freqtrade/blob/develop/user_data/strategies/test_strategy.py#L244-L297).
parameters, you do this by adding them into the [hyperopt_space()](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py#L244-L297).
If it's a trigger, you add one line to the 'trigger' choice group and that's it.
@@ -312,4 +312,4 @@ def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
## Next step
Now you have a perfect bot and want to control it from Telegram. Your
next step is to learn the [Telegram usage](https://github.com/gcarq/freqtrade/blob/develop/docs/telegram-usage.md).
next step is to learn the [Telegram usage](https://github.com/freqtrade/freqtrade/blob/develop/docs/telegram-usage.md).

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@@ -6,27 +6,27 @@ Pull-request. Do not hesitate to reach us on
if you do not find the answer to your questions.
## Table of Contents
- [Pre-requisite](https://github.com/gcarq/freqtrade/blob/develop/docs/pre-requisite.md)
- [Setup your Bittrex account](https://github.com/gcarq/freqtrade/blob/develop/docs/pre-requisite.md#setup-your-bittrex-account)
- [Setup your Telegram bot](https://github.com/gcarq/freqtrade/blob/develop/docs/pre-requisite.md#setup-your-telegram-bot)
- [Bot Installation](https://github.com/gcarq/freqtrade/blob/develop/docs/installation.md)
- [Install with Docker (all platforms)](https://github.com/gcarq/freqtrade/blob/develop/docs/installation.md#docker)
- [Install on Linux Ubuntu](https://github.com/gcarq/freqtrade/blob/develop/docs/installation.md#21-linux---ubuntu-1604)
- [Install on MacOS](https://github.com/gcarq/freqtrade/blob/develop/docs/installation.md#23-macos-installation)
- [Install on Windows](https://github.com/gcarq/freqtrade/blob/develop/docs/installation.md#windows)
- [Bot Configuration](https://github.com/gcarq/freqtrade/blob/develop/docs/configuration.md)
- [Bot usage (Start your bot)](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md)
- [Bot commands](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#bot-commands)
- [Backtesting commands](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#backtesting-commands)
- [Hyperopt commands](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#hyperopt-commands)
- [Bot Optimization](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md)
- [Change your strategy](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md#change-your-strategy)
- [Add more Indicator](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md#add-more-indicator)
- [Test your strategy with Backtesting](https://github.com/gcarq/freqtrade/blob/develop/docs/backtesting.md)
- [Find optimal parameters with Hyperopt](https://github.com/gcarq/freqtrade/blob/develop/docs/hyperopt.md)
- [Control the bot with telegram](https://github.com/gcarq/freqtrade/blob/develop/docs/telegram-usage.md)
- [Contribute to the project](https://github.com/gcarq/freqtrade/blob/develop/CONTRIBUTING.md)
- [How to contribute](https://github.com/gcarq/freqtrade/blob/develop/CONTRIBUTING.md)
- [Run tests & Check PEP8 compliance](https://github.com/gcarq/freqtrade/blob/develop/CONTRIBUTING.md)
- [FAQ](https://github.com/gcarq/freqtrade/blob/develop/docs/faq.md)
- [SQL cheatsheet](https://github.com/gcarq/freqtrade/blob/develop/docs/sql_cheatsheet.md)
- [Pre-requisite](https://github.com/freqtrade/freqtrade/blob/develop/docs/pre-requisite.md)
- [Setup your Bittrex account](https://github.com/freqtrade/freqtrade/blob/develop/docs/pre-requisite.md#setup-your-bittrex-account)
- [Setup your Telegram bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/pre-requisite.md#setup-your-telegram-bot)
- [Bot Installation](https://github.com/freqtrade/freqtrade/blob/develop/docs/installation.md)
- [Install with Docker (all platforms)](https://github.com/freqtrade/freqtrade/blob/develop/docs/installation.md#docker)
- [Install on Linux Ubuntu](https://github.com/freqtrade/freqtrade/blob/develop/docs/installation.md#21-linux---ubuntu-1604)
- [Install on MacOS](https://github.com/freqtrade/freqtrade/blob/develop/docs/installation.md#23-macos-installation)
- [Install on Windows](https://github.com/freqtrade/freqtrade/blob/develop/docs/installation.md#windows)
- [Bot Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md)
- [Bot usage (Start your bot)](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md)
- [Bot commands](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#bot-commands)
- [Backtesting commands](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#backtesting-commands)
- [Hyperopt commands](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-usage.md#hyperopt-commands)
- [Bot Optimization](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md)
- [Change your strategy](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md#change-your-strategy)
- [Add more Indicator](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md#add-more-indicator)
- [Test your strategy with Backtesting](https://github.com/freqtrade/freqtrade/blob/develop/docs/backtesting.md)
- [Find optimal parameters with Hyperopt](https://github.com/freqtrade/freqtrade/blob/develop/docs/hyperopt.md)
- [Control the bot with telegram](https://github.com/freqtrade/freqtrade/blob/develop/docs/telegram-usage.md)
- [Contribute to the project](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md)
- [How to contribute](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md)
- [Run tests & Check PEP8 compliance](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md)
- [FAQ](https://github.com/freqtrade/freqtrade/blob/develop/docs/faq.md)
- [SQL cheatsheet](https://github.com/freqtrade/freqtrade/blob/develop/docs/sql_cheatsheet.md)

View File

@@ -2,7 +2,7 @@
This page explains how to prepare your environment for running the bot.
To understand how to set up the bot please read the [Bot Configuration](https://github.com/gcarq/freqtrade/blob/develop/docs/configuration.md) page.
To understand how to set up the bot please read the [Bot Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md) page.
## Table of Contents
@@ -15,7 +15,6 @@ To understand how to set up the bot please read the [Bot Configuration](https://
- [MacOS](#macos)
- [Setup Config and virtual env](#setup-config-and-virtual-env)
* [Windows](#windows)
<!-- /TOC -->
@@ -35,7 +34,9 @@ usage:
```
### --install
This script will install everything you need to run the bot:
* Mandatory software as: `Python3`, `ta-lib`, `wget`
* Setup your virtualenv
* Configure your `config.json` file
@@ -43,12 +44,15 @@ This script will install everything you need to run the bot:
This script is a combination of `install script` `--reset`, `--config`
### --update
Update parameter will pull the last version of your current branch and update your virtualenv.
### --reset
Reset parameter will hard reset your branch (only if you are on `master` or `develop`) and recreate your virtualenv.
### --config
Config parameter is a `config.json` configurator. This script will ask you questions to setup your bot and create your `config.json`.
------
@@ -63,13 +67,12 @@ Start by downloading Docker for your platform:
Once you have Docker installed, simply create the config file (e.g. `config.json`) and then create a Docker image for `freqtrade` using the Dockerfile in this repo.
### 1. Prepare the Bot
#### 1.1. Clone the git repository
```bash
git clone https://github.com/gcarq/freqtrade.git
git clone https://github.com/freqtrade/freqtrade.git
```
#### 1.2. (Optional) Checkout the develop branch
@@ -90,21 +93,22 @@ cd freqtrade
cp -n config.json.example config.json
```
> To edit the config please refer to the [Bot Configuration](https://github.com/gcarq/freqtrade/blob/develop/docs/configuration.md) page.
> To edit the config please refer to the [Bot Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md) page.
#### 1.5. Create your database file *(optional - the bot will create it if it is missing)*
Production
```bash
touch tradesv3.sqlite
````
Dry-Run
```bash
touch tradesv3.dryrun.sqlite
```
### 2. Build the Docker image
```bash
@@ -114,7 +118,6 @@ docker build -t freqtrade .
For security reasons, your configuration file will not be included in the image, you will need to bind mount it. It is also advised to bind mount an SQLite database file (see the "5. Run a restartable docker image" section) to keep it between updates.
### 3. Verify the Docker image
After the build process you can verify that the image was created with:
@@ -123,7 +126,6 @@ After the build process you can verify that the image was created with:
docker images
```
### 4. Run the Docker image
You can run a one-off container that is immediately deleted upon exiting with the following command (`config.json` must be in the current working directory):
@@ -132,16 +134,16 @@ You can run a one-off container that is immediately deleted upon exiting with th
docker run --rm -v /etc/localtime:/etc/localtime:ro -v `pwd`/config.json:/freqtrade/config.json -it freqtrade
```
There is known issue in OSX Docker versions after 17.09.1, whereby /etc/localtime cannot be shared causing Docker to not start. A work-around for this is to start with the following cmd.
There is known issue in OSX Docker versions after 17.09.1, whereby /etc/localtime cannot be shared causing Docker to not start. A work-around for this is to start with the following cmd.
```bash
docker run --rm -e TZ=`ls -la /etc/localtime | cut -d/ -f8-9` -v `pwd`/config.json:/freqtrade/config.json -it freqtrade
```
More information on this docker issue and work-around can be read here: https://github.com/docker/for-mac/issues/2396
More information on this docker issue and work-around can be read [here](https://github.com/docker/for-mac/issues/2396)
In this example, the database will be created inside the docker instance and will be lost when you will refresh your image.
### 5. Run a restartable docker image
To run a restartable instance in the background (feel free to place your configuration and database files wherever it feels comfortable on your filesystem).
@@ -162,10 +164,11 @@ docker run -d \
-v /etc/localtime:/etc/localtime:ro \
-v ~/.freqtrade/config.json:/freqtrade/config.json \
-v ~/.freqtrade/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \
freqtrade
freqtrade --db-url sqlite:///tradesv3.sqlite
```
If you are using `dry_run=True` it's not necessary to mount `tradesv3.sqlite`, but you can mount `tradesv3.dryrun.sqlite` if you plan to use the dry run mode with the param `--dry-run-db`.
NOTE: db-url defaults to `sqlite:///tradesv3.sqlite` but it defaults to `sqlite://` if `dry_run=True` is being used.
To override this behaviour use a custom db-url value: i.e.: `--db-url sqlite:///tradesv3.dryrun.sqlite`
### 6. Monitor your Docker instance
@@ -190,13 +193,13 @@ We've included/collected install instructions for Ubuntu 16.04, MacOS, and Windo
### Requirements
Click each one for install guide:
* [Python 3.6.x](http://docs.python-guide.org/en/latest/starting/installation/), note the bot was not tested on Python >= 3.7.x
* [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)
* [TA-Lib](https://mrjbq7.github.io/ta-lib/install.html)
### Linux - Ubuntu 16.04
#### 1. Install Python 3.6, Git, and wget
@@ -237,13 +240,7 @@ sudo apt-get install mongodb-org
Clone the git repository:
```bash
git clone https://github.com/gcarq/freqtrade.git
```
Optionally checkout the develop branch:
```bash
git checkout develop
git clone https://github.com/freqtrade/freqtrade.git
```
#### 5. Configure `freqtrade` as a `systemd` service
@@ -251,6 +248,7 @@ git checkout develop
From the freqtrade repo... copy `freqtrade.service` to your systemd user directory (usually `~/.config/systemd/user`) and update `WorkingDirectory` and `ExecStart` to match your setup.
After that you can start the daemon with:
```bash
systemctl --user start freqtrade
```
@@ -261,7 +259,6 @@ For this to be persistent (run when user is logged out) you'll need to enable `l
sudo loginctl enable-linger "$USER"
```
### MacOS
#### 1. Install Python 3.6, git, wget and ta-lib
@@ -287,7 +284,7 @@ export PATH=<path_freqtrade>/env/mongodb/bin:$PATH
Clone the git repository:
```bash
git clone https://github.com/gcarq/freqtrade.git
git clone https://github.com/freqtrade/freqtrade.git
```
Optionally checkout the develop branch:
@@ -296,7 +293,6 @@ Optionally checkout the develop branch:
git checkout develop
```
### Setup Config and virtual env
#### 1. Initialize the configuration
@@ -306,8 +302,7 @@ cd freqtrade
cp config.json.example config.json
```
> *To edit the config please refer to [Bot Configuration](https://github.com/gcarq/freqtrade/blob/develop/docs/configuration.md).*
> *To edit the config please refer to [Bot Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md).*
#### 2. Setup your Python virtual environment (virtualenv)
@@ -331,27 +326,41 @@ python3.6 ./freqtrade/main.py -c config.json
## Windows
We recommend that Windows users use [Docker](#docker) as this will work
much easier and smoother (also more secure).
We recommend that Windows users use [Docker](#docker) as this will work much easier and smoother (also more secure).
### Install freqtrade
If that is not possible, try using the Windows Linux subsystem (WSL) - for which the Ubuntu instructions should work.
If that is not available on your system, feel free to try the instructions below, which led to success for some.
### Install freqtrade manually
#### Clone the git repository
```bash
git clone https://github.com/freqtrade/freqtrade.git
```
copy paste `config.json` to ``\path\freqtrade-develop\freqtrade`
#### install ta-lib
Install ta-lib according to the [ta-lib documentation](https://github.com/mrjbq7/ta-lib#windows).
As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of inofficial precompiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which needs to be downloaded and installed using `pip install TA_Lib0.4.17cp36cp36mwin32.whl` (make sure to use the version matching your python version)
```cmd
>cd \path\freqtrade-develop
>python -m venv .env
>cd .env\Scripts
>activate.bat
>cd \path\freqtrade-develop
REM optionally install ta-lib from wheel
REM >pip install TA_Lib0.4.17cp36cp36mwin32.whl
>pip install -r requirements.txt
>pip install -e .
>cd freqtrade
>python main.py
>python freqtrade\main.py
```
> Thanks [Owdr](https://github.com/Owdr) for the commands. Source: [Issue #222](https://github.com/gcarq/freqtrade/issues/222)
> Thanks [Owdr](https://github.com/Owdr) for the commands. Source: [Issue #222](https://github.com/freqtrade/freqtrade/issues/222)
Now you have an environment ready, the next step is
[Bot Configuration](https://github.com/gcarq/freqtrade/blob/develop/docs/configuration.md)...
[Bot Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md)...

View File

@@ -48,6 +48,12 @@ To plot trades stored in a database use `--db-url` argument:
python scripts/plot_dataframe.py --db-url tradesv3.dry_run.sqlite -p BTC_ETH
```
To plot a test strategy the strategy should have first be backtested.
The results may then be plotted with the -s argument:
```
python scripts/plot_dataframe.py -s Strategy_Name -p BTC/ETH --datadir user_data/data/<exchange_name>/
```
## Plot profit
The profit plotter show a picture with three plots:

View File

@@ -85,7 +85,7 @@ INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close, open_rate, sta
## Fix wrong fees in the table
If your DB was created before
[PR#200](https://github.com/gcarq/freqtrade/pull/200) was merged
[PR#200](https://github.com/freqtrade/freqtrade/pull/200) was merged
(before 12/23/17).
```sql

View File

@@ -4,7 +4,7 @@ This page explains how to command your bot with Telegram.
## Pre-requisite
To control your bot with Telegram, you need first to
[set up a Telegram bot](https://github.com/gcarq/freqtrade/blob/develop/docs/pre-requisite.md)
[set up a Telegram bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/pre-requisite.md)
and add your Telegram API keys into your config file.
## Telegram commands