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Merge branch 'develop' into json-defaults

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Matthias
2019-04-24 09:51:04 +02:00
parent a92d5f3569 309a54ba69
commit d16ccd7e37
43 changed files with 457 additions and 209 deletions
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32
docs/configuration.md
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@@ -46,7 +46,6 @@ Mandatory Parameters are marked as **Required**.
| `exchange.secret` | '' | API secret to use for the exchange. Only required when you are in production mode.
| `exchange.pair_whitelist` | [] | List of currency to use by the bot. Can be overrided with `--dynamic-whitelist` param.
| `exchange.pair_blacklist` | [] | List of currency the bot must avoid. Useful when using `--dynamic-whitelist` param.
| `exchange.ccxt_rate_limit` | True | DEPRECATED!! Have CCXT handle Exchange rate limits. Depending on the exchange, having this to false can lead to temporary bans from the exchange.
| `exchange.ccxt_config` | None | 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)
| `exchange.ccxt_async_config` | None | 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)
| `exchange.markets_refresh_interval` | 60 | The interval in minutes in which markets are reloaded.
@@ -70,8 +69,8 @@ Mandatory Parameters are marked as **Required**.
| `strategy` | DefaultStrategy | Defines Strategy class to use.
| `strategy_path` | null | Adds an additional strategy lookup path (must be a folder).
| `internals.process_throttle_secs` | 5 | **Required.** Set the process throttle. Value in second.
| `logfile` | | Specify Logfile. Uses a rolling strategy of 10 files, with 1Mb per file.
| `internals.sd_notify` | false | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details.
| `logfile` | | Specify Logfile. Uses a rolling strategy of 10 files, with 1Mb per file.
### Parameters in the strategy
@@ -217,6 +216,7 @@ The below is the default which is used if this is not configured in either strat
the bot would recreate one.
### Understand order_time_in_force
The `order_time_in_force` configuration parameter defines the policy by which the order
is executed on the exchange. Three commonly used time in force are:
@@ -252,9 +252,9 @@ The possible values are: `gtc` (default), `fok` or `ioc`.
This is an ongoing work. For now it is supported only for binance and only for buy orders.
Please don't change the default value unless you know what you are doing.
### What values for exchange.name?
### Exchange configuration
Freqtrade is based on [CCXT library](https://github.com/ccxt/ccxt) that supports 115 cryptocurrency
Freqtrade is based on [CCXT library](https://github.com/ccxt/ccxt) that supports over 100 cryptocurrency
exchange markets and trading APIs. The complete up-to-date list can be found in the
[CCXT repo homepage](https://github.com/ccxt/ccxt/tree/master/python). However, the bot was tested
with only Bittrex and Binance.
@@ -266,6 +266,30 @@ The bot was tested with the following exchanges:
Feel free to test other exchanges and submit your PR to improve the bot.
#### Sample exchange configuration
A exchange configuration for "binance" would look as follows:
```json
"exchange": {
"name": "binance",
"key": "your_exchange_key",
"secret": "your_exchange_secret",
"ccxt_config": {"enableRateLimit": true},
"ccxt_async_config": {
"enableRateLimit": true,
"rateLimit": 200
},
```
This configuration enables binance, as well as rate limiting to avoid bans from the exchange.
`"rateLimit": 200` defines a wait-event of 0.2s between each call. This can also be completely disabled by setting `"enableRateLimit"` to false.
!!! Note
Optimal settings for rate limiting depend on the exchange and the size of the whitelist, so an ideal parameter will vary on many other settings.
We try to provide sensible defaults per exchange where possible, if you encounter bans please make sure that `"enableRateLimit"` is enabled and increase the `"rateLimit"` parameter step by step.
### What values can be used for fiat_display_currency?
The `fiat_display_currency` configuration parameter sets the base currency to use for the

10
docs/developer.md
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@@ -95,9 +95,9 @@ git checkout develop
git checkout -b new_release
```
* edit `freqtrade/__init__.py` and add the desired version (for example `0.18.0`)
* Edit `freqtrade/__init__.py` and add the desired version (for example `0.18.0`)
* Commit this part
* push that branch to the remote and create a PR
* push that branch to the remote and create a PR against the master branch
### create changelog from git commits
@@ -108,10 +108,12 @@ git log --oneline --no-decorate --no-merges master..develop
### Create github release / tag
* Use the button "Draft a new release" in the Github UI (subsection releases)
* Use the version-number specified as tag.
* Use "master" as reference (this step comes after the above PR is merged).
* use the above changelog as release comment (as codeblock)
* Use the above changelog as release comment (as codeblock)
### After-release
* update version in develop to next valid version and postfix that with `-dev` (`0.18.0 -> 0.18.1-dev`)
* Update version in develop to next valid version and postfix that with `-dev` (`0.18.0 -> 0.18.1-dev`).
* Create a PR against develop to update that branch.

26
docs/faq.md
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@@ -19,8 +19,7 @@ of course constantly aim to improve the bot but it will _always_ be a
gamble, which should leave you with modest wins on monthly basis but
you can't say much from few trades.
#### I’d like to change the stake amount. Can I just stop the bot with
/stop and then change the config.json and run it again?
#### I’d like to change the stake amount. Can I just stop the bot with /stop and then change the config.json and run it again?
Not quite. Trades are persisted to a database but the configuration is
currently only read when the bot is killed and restarted. `/stop` more
@@ -31,16 +30,16 @@ like pauses. You can stop your bot, adjust settings and start it again.
That's great. We have a nice backtesting and hyperoptimizing setup. See
the tutorial [here|Testing-new-strategies-with-Hyperopt](bot-usage.md#hyperopt-commands).
#### Is there a setting to only SELL the coins being held and not
perform anymore BUYS?
#### Is there a setting to only SELL the coins being held and not perform anymore BUYS?
You can use the `/forcesell all` command from Telegram.
### Hyperopt module
#### How many epoch do I need to get a good Hyperopt result?
Per default Hyperopts without `-e` or `--epochs` parameter will only
run 100 epochs, means 100 evals of your triggers, guards, .... Too few
run 100 epochs, means 100 evals of your triggers, guards, ... Too few
to find a great result (unless if you are very lucky), so you probably
have to run it for 10.000 or more. But it will take an eternity to
compute.
@@ -64,10 +63,10 @@ Finding a great Hyperopt results takes time.
If you wonder why it takes a while to find great hyperopt results
This answer was written during the under the release 0.15.1, when we had:
- 8 triggers
- 9 guards: let's say we evaluate even 10 values from each
- 1 stoploss calculation: let's say we want 10 values from that too to
be evaluated
- 1 stoploss calculation: let's say we want 10 values from that too to be evaluated
The following calculation is still very rough and not very precise
but it will give the idea. With only these triggers and guards there is
@@ -82,10 +81,9 @@ of the search space.
The Edge module is mostly a result of brainstorming of [@mishaker](https://github.com/mishaker) and [@creslinux](https://github.com/creslinux) freqtrade team members.
You can find further info on expectancy, winrate, risk management and position size in the following sources:
* https://www.tradeciety.com/ultimate-math-guide-for-traders/
* http://www.vantharp.com/tharp-concepts/expectancy.asp
* https://samuraitradingacademy.com/trading-expectancy/
* https://www.learningmarkets.com/determining-expectancy-in-your-trading/
* http://www.lonestocktrader.com/make-money-trading-positive-expectancy/
* https://www.babypips.com/trading/trade-expectancy-matter
- https://www.tradeciety.com/ultimate-math-guide-for-traders/
- http://www.vantharp.com/tharp-concepts/expectancy.asp
- https://samuraitradingacademy.com/trading-expectancy/
- https://www.learningmarkets.com/determining-expectancy-in-your-trading/
- http://www.lonestocktrader.com/make-money-trading-positive-expectancy/
- https://www.babypips.com/trading/trade-expectancy-matter

3
docs/installation.md
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@@ -315,7 +315,6 @@ Before installing FreqTrade on a Raspberry Pi running the official Raspbian Imag
The following assumes that miniconda3 is installed and available in your environment. Last miniconda3 installation file use python 3.4, we will update to python 3.6 on this installation.
It's recommended to use (mini)conda for this as installation/compilation of `numpy`, `scipy` and `pandas` takes a long time.
If you have installed it from (mini)conda, you can remove `numpy`, `scipy`, and `pandas` from `requirements.txt` before you install it with `pip`.
Additional package to install on your Raspbian, `libffi-dev` required by cryptography (from python-telegram-bot).
@@ -327,7 +326,7 @@ conda activate freqtrade
conda install scipy pandas numpy
sudo apt install libffi-dev
python3 -m pip install -r requirements.txt
python3 -m pip install -r requirements-pi.txt
python3 -m pip install -e .
```