Merge branch 'develop' into feat/short
This commit is contained in:
@@ -13,7 +13,7 @@ A sample of this can be found below, which is identical to the Default Hyperopt
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``` python
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from datetime import datetime
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from typing import Dict
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from typing import Any, Dict
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from pandas import DataFrame
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@@ -176,12 +176,15 @@ Log messages are send to `syslog` with the `user` facility. So you can see them
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On many systems `syslog` (`rsyslog`) fetches data from `journald` (and vice versa), so both `--logfile syslog` or `--logfile journald` can be used and the messages be viewed with both `journalctl` and a syslog viewer utility. You can combine this in any way which suites you better.
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For `rsyslog` the messages from the bot can be redirected into a separate dedicated log file. To achieve this, add
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```
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if $programname startswith "freqtrade" then -/var/log/freqtrade.log
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```
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to one of the rsyslog configuration files, for example at the end of the `/etc/rsyslog.d/50-default.conf`.
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For `syslog` (`rsyslog`), the reduction mode can be switched on. This will reduce the number of repeating messages. For instance, multiple bot Heartbeat messages will be reduced to a single message when nothing else happens with the bot. To achieve this, set in `/etc/rsyslog.conf`:
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```
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# Filter duplicated messages
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$RepeatedMsgReduction on
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@@ -493,8 +493,8 @@ Since backtesting lacks some detailed information about what happens within a ca
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- ROI applies before trailing-stop, ensuring profits are "top-capped" at ROI if both ROI and trailing stop applies
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- Sell-reason does not explain if a trade was positive or negative, just what triggered the sell (this can look odd if negative ROI values are used)
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- Evaluation sequence (if multiple signals happen on the same candle)
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- ROI (if not stoploss)
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- Sell-signal
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- ROI (if not stoploss)
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- Stoploss
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Taking these assumptions, backtesting tries to mirror real trading as closely as possible. However, backtesting will **never** replace running a strategy in dry-run mode.
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@@ -137,6 +137,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
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| `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. <br>*Defaults to `60` minutes.* <br> **Datatype:** Positive Integer
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| `exchange.skip_pair_validation` | Skip pairlist validation on startup.<br>*Defaults to `false`<br> **Datatype:** Boolean
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| `exchange.skip_open_order_update` | Skips open order updates on startup should the exchange cause problems. Only relevant in live conditions.<br>*Defaults to `false`<br> **Datatype:** Boolean
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| `exchange.unknown_fee_rate` | Fallback value to use when calculating trading fees. This can be useful for exchanges which have fees in non-tradable currencies. The value provided here will be multiplied with the "fee cost".<br>*Defaults to `None`<br> **Datatype:** float
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| `exchange.log_responses` | Log relevant exchange responses. For debug mode only - use with care.<br>*Defaults to `false`<br> **Datatype:** Boolean
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| `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation.
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| `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. <br>*Defaults to `true`.* <br> **Datatype:** Boolean
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@@ -324,9 +324,8 @@ jupyter nbconvert --ClearOutputPreprocessor.enabled=True --to markdown freqtrade
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This documents some decisions taken for the CI Pipeline.
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* CI runs on all OS variants, Linux (ubuntu), macOS and Windows.
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* Docker images are build for the branches `stable` and `develop`.
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* Docker images are build for the branches `stable` and `develop`, and are built as multiarch builds, supporting multiple platforms via the same tag.
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* Docker images containing Plot dependencies are also available as `stable_plot` and `develop_plot`.
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* Raspberry PI Docker images are postfixed with `_pi` - so tags will be `:stable_pi` and `develop_pi`.
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* Docker images contain a file, `/freqtrade/freqtrade_commit` containing the commit this image is based of.
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* Full docker image rebuilds are run once a week via schedule.
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* Deployments run on ubuntu.
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@@ -199,6 +199,11 @@ OKEX requires a passphrase for each api key, you will therefore need to add this
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!!! Warning
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OKEX only provides 100 candles per api call. Therefore, the strategy will only have a pretty low amount of data available in backtesting mode.
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## Gate.io
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Gate.io allows the use of `POINT` to pay for fees. As this is not a tradable currency (no regular market available), automatic fee calculations will fail (and default to a fee of 0).
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The configuration parameter `exchange.unknown_fee_rate` can be used to specify the exchange rate between Point and the stake currency. Obviously, changing the stake-currency will also require changes to this value.
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## All exchanges
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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.
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@@ -196,7 +196,7 @@ Trade count is used as a tie breaker.
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You can use the `minutes` parameter to only consider performance of the past X minutes (rolling window).
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Not defining this parameter (or setting it to 0) will use all-time performance.
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The optional `min_profit` parameter defines the minimum profit a pair must have to be considered.
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The optional `min_profit` (as ratio -> a setting of `0.01` corresponds to 1%) parameter defines the minimum profit a pair must have to be considered.
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Pairs below this level will be filtered out.
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Using this parameter without `minutes` is highly discouraged, as it can lead to an empty pairlist without a way to recover.
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@@ -206,7 +206,7 @@ Using this parameter without `minutes` is highly discouraged, as it can lead to
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{
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"method": "PerformanceFilter",
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"minutes": 1440, // rolling 24h
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"min_profit": 0.01
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"min_profit": 0.01 // minimal profit 1%
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}
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],
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```
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@@ -420,16 +420,3 @@ open /Library/Developer/CommandLineTools/Packages/macOS_SDK_headers_for_macOS_10
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```
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If this file is inexistent, then you're probably on a different version of MacOS, so you may need to consult the internet for specific resolution details.
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### MacOS installation error with python 3.9
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When using python 3.9 on macOS, it's currently necessary to install some os-level modules to allow dependencies to compile.
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The errors you'll see happen during installation and are related to the installation of `tables` or `blosc`.
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You can install the necessary libraries with the following command:
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```bash
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brew install hdf5 c-blosc
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```
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After this, please run the installation (script) again.
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@@ -1,4 +1,4 @@
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mkdocs==1.2.3
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mkdocs-material==8.0.4
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mkdocs-material==8.1.3
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mdx_truly_sane_lists==1.2
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pymdown-extensions==9.1
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@@ -112,6 +112,7 @@ Possible parameters are:
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* `open_date`
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* `stake_amount`
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* `stake_currency`
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* `base_currency`
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* `fiat_currency`
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* `order_type`
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* `current_rate`
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@@ -132,6 +133,7 @@ Possible parameters are:
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* `open_date`
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* `stake_amount`
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* `stake_currency`
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* `base_currency`
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* `fiat_currency`
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* `order_type`
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* `current_rate`
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@@ -152,6 +154,7 @@ Possible parameters are:
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* `open_date`
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* `stake_amount`
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* `stake_currency`
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* `base_currency`
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* `fiat_currency`
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* `order_type`
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* `current_rate`
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@@ -173,6 +176,7 @@ Possible parameters are:
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* `profit_amount`
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* `profit_ratio`
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* `stake_currency`
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* `base_currency`
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* `fiat_currency`
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* `sell_reason`
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* `order_type`
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@@ -197,6 +201,7 @@ Possible parameters are:
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* `profit_amount`
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* `profit_ratio`
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* `stake_currency`
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* `base_currency`
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* `fiat_currency`
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* `sell_reason`
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* `order_type`
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@@ -221,6 +226,7 @@ Possible parameters are:
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* `profit_amount`
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* `profit_ratio`
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* `stake_currency`
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* `base_currency`
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* `fiat_currency`
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* `sell_reason`
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* `order_type`
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@@ -23,9 +23,9 @@ git clone https://github.com/freqtrade/freqtrade.git
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Install ta-lib according to the [ta-lib documentation](https://github.com/mrjbq7/ta-lib#windows).
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As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of unofficial pre-compiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which need to be downloaded and installed using `pip install TA_Lib-0.4.21-cp38-cp38-win_amd64.whl` (make sure to use the version matching your python version).
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As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of unofficial pre-compiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which need to be downloaded and installed using `pip install TA_Lib‑0.4.22‑cp38‑cp38‑win_amd64.whl` (make sure to use the version matching your python version).
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Freqtrade provides these dependencies for the latest 2 Python versions (3.7 and 3.8) and for 64bit Windows.
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Freqtrade provides these dependencies for the latest 3 Python versions (3.7, 3.8, 3.9 and 3.10) and for 64bit Windows.
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Other versions must be downloaded from the above link.
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``` powershell
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