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Merge branch 'develop' into feat/short

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Sam Germain
2021-10-02 03:15:12 -06:00
parent d7ce9b9f6d f69cb39a17
commit e8b4cf6eaa
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55
docs/data-download.md
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@@ -204,6 +204,61 @@ It'll also remove original jsongz data files (`--erase` parameter).
freqtrade convert-trade-data --format-from jsongz --format-to json --datadir ~/.freqtrade/data/kraken --erase
```
### Sub-command trades to ohlcv
When you need to use `--dl-trades` (kraken only) to download data, conversion of trades data to ohlcv data is the last step.
This command will allow you to repeat this last step for additional timeframes without re-downloading the data.
```
usage: freqtrade trades-to-ohlcv [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH]
[-p PAIRS [PAIRS ...]]
[-t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} ...]]
[--exchange EXCHANGE]
[--data-format-ohlcv {json,jsongz,hdf5}]
[--data-format-trades {json,jsongz,hdf5}]
optional arguments:
-h, --help show this help message and exit
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
separated.
-t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} ...], --timeframes {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} ...]
Specify which tickers to download. Space-separated
list. Default: `1m 5m`.
--exchange EXCHANGE Exchange name (default: `bittrex`). Only valid if no
config is provided.
--data-format-ohlcv {json,jsongz,hdf5}
Storage format for downloaded candle (OHLCV) data.
(default: `json`).
--data-format-trades {json,jsongz,hdf5}
Storage format for downloaded trades data. (default:
`jsongz`).
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 trade-to-ohlcv conversion
``` bash
freqtrade trades-to-ohlcv --exchange kraken -t 5m 1h 1d --pairs BTC/EUR ETH/EUR
```
### Sub-command list-data
You can get a list of downloaded data using the `list-data` sub-command.

18
docs/docker_quickstart.md
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@@ -149,6 +149,24 @@ You'll then also need to modify the `docker-compose.yml` file and uncomment the
You can then run `docker-compose build` to build the docker image, and run it using the commands described above.
### Troubleshooting
#### Docker on Windows
* Error: `"Timestamp for this request is outside of the recvWindow."`
* The market api requests require a synchronized clock but the time in the docker container shifts a bit over time into the past.
To fix this issue temporarily you need to run `wsl --shutdown` and restart docker again (a popup on windows 10 will ask you to do so).
A permanent solution is either to host the docker container on a linux host or restart the wsl from time to time with the scheduler.
```
taskkill /IM "Docker Desktop.exe" /F
wsl --shutdown
start "" "C:\Program Files\Docker\Docker\Docker Desktop.exe"
```
!!! Warning
Due to the above, we do not recommend the usage of docker on windows for production setups, but only for experimentation, datadownload and backtesting.
Best use a linux-VPS for running freqtrade reliably.
## Plotting with docker-compose
Commands `freqtrade plot-profit` and `freqtrade plot-dataframe` ([Documentation](plotting.md)) are available by changing the image to `*_plot` in your docker-compose.yml file.

2
docs/requirements-docs.txt
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@@ -1,4 +1,4 @@
mkdocs==1.2.2
mkdocs-material==7.2.6
mkdocs-material==7.3.0
mdx_truly_sane_lists==1.2
pymdown-extensions==8.2

30
docs/strategy-advanced.md
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@@ -731,3 +731,33 @@ The variable 'content', will contain the strategy file in a BASE64 encoded form.
```
Please ensure that 'NameOfStrategy' is identical to the strategy name!
## Performance warning
When executing a strategy, one can sometimes be greeted by the following in the logs
> PerformanceWarning: DataFrame is highly fragmented.
This is a warning from [`pandas`](https://github.com/pandas-dev/pandas) and as the warning continues to say:
use `pd.concat(axis=1)`.
This can have slight performance implications, which are usually only visible during hyperopt (when optimizing an indicator).
For example:
```python
for val in self.buy_ema_short.range:
dataframe[f'ema_short_{val}'] = ta.EMA(dataframe, timeperiod=val)
```
should be rewritten to
```python
frames = [dataframe]
for val in self.buy_ema_short.range:
frames.append({
f'ema_short_{val}': ta.EMA(dataframe, timeperiod=val)
})
# Append columns to existing dataframe
merged_frame = pd.concat(frames, axis=1)
```

12
docs/strategy-customization.md
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@@ -122,6 +122,16 @@ def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame
Look into the [user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_strategy.py).
Then uncomment indicators you need.
#### Indicator libraries
Out of the box, freqtrade installs the following technical libraries:
* [ta-lib](http://mrjbq7.github.io/ta-lib/)
* [pandas-ta](https://twopirllc.github.io/pandas-ta/)
* [technical](https://github.com/freqtrade/technical/)
Additional technical libraries can be installed as necessary, or custom indicators may be written / invented by the strategy author.
### Strategy startup period
Most indicators have an instable startup period, in which they are either not available, or the calculation is incorrect. This can lead to inconsistencies, since Freqtrade does not know how long this instable period should be.
@@ -942,6 +952,8 @@ Printing more than a few rows is also possible (simply use `print(dataframe)` i
## Common mistakes when developing strategies
### Peeking into the future while backtesting
Backtesting analyzes the whole time-range at once for performance reasons. Because of this, strategy authors need to make sure that strategies do not look-ahead into the future.
This is a common pain-point, which can cause huge differences between backtesting and dry/live run methods, since they all use data which is not available during dry/live runs, so these strategies will perform well during backtesting, but will fail / perform badly in real conditions.

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docs/telegram-usage.md
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@@ -93,7 +93,9 @@ Example configuration showing the different settings:
"buy_cancel": "silent",
"sell_cancel": "on",
"buy_fill": "off",
"sell_fill": "off"
"sell_fill": "off",
"protection_trigger": "off",
"protection_trigger_global": "on"
},
"reload": true,
"balance_dust_level": 0.01
@@ -103,6 +105,7 @@ Example configuration showing the different settings:
`buy` notifications are sent when the order is placed, while `buy_fill` notifications are sent when the order is filled on the exchange.
`sell` notifications are sent when the order is placed, while `sell_fill` notifications are sent when the order is filled on the exchange.
`*_fill` notifications are off by default and must be explicitly enabled.
`protection_trigger` notifications are sent when a protection triggers and `protection_trigger_global` notifications trigger when global protections are triggered.
`balance_dust_level` will define what the `/balance` command takes as "dust" - Currencies with a balance below this will be shown.