Merge with develop

This commit is contained in:
Anton
2018-06-11 16:25:05 +03:00
30 changed files with 538 additions and 247 deletions

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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
@@ -37,12 +43,13 @@ 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
@@ -52,11 +59,13 @@ python3 ./freqtrade/main.py --strategy AwesomeStrategy --strategy-path /some/fol
**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/freqtrade/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/freqtrade/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.
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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@@ -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`.
------
@@ -63,7 +67,6 @@ 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
@@ -95,16 +98,17 @@ cp -n config.json.example config.json
#### 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).
@@ -164,6 +166,7 @@ docker run -d \
-v ~/.freqtrade/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \
freqtrade --db-url sqlite:///tradesv3.sqlite
```
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`
@@ -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
@@ -240,17 +243,12 @@ Clone the git repository:
git clone https://github.com/freqtrade/freqtrade.git
```
Optionally checkout the develop branch:
```bash
git checkout develop
```
#### 5. Configure `freqtrade` as a `systemd` service
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
@@ -296,7 +293,6 @@ Optionally checkout the develop branch:
git checkout develop
```
### Setup Config and virtual env
#### 1. Initialize the configuration
@@ -308,7 +304,6 @@ cp config.json.example config.json
> *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)
```bash
@@ -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/freqtrade/freqtrade/issues/222)
Now you have an environment ready, the next step is
[Bot Configuration](https://github.com/freqtrade/freqtrade/blob/develop/docs/configuration.md)...

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@@ -16,6 +16,7 @@ official commands. You can ask at any moment for help with `/help`.
|----------|---------|-------------|
| `/start` | | Starts the trader
| `/stop` | | Stops the trader
| `/reload_conf` | | Reloads the configuration file
| `/status` | | Lists all open trades
| `/status table` | | List all open trades in a table format
| `/count` | | Displays number of trades used and available