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Matthias 2022-07-11 11:48:24 +02:00
parent 06571e99aa
commit ec3179156c
3 changed files with 33 additions and 60 deletions
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5
.gitignore vendored
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@ -105,8 +105,3 @@ target/
!config_examples/config_ftx.example.json !config_examples/config_ftx.example.json
!config_examples/config_full.example.json !config_examples/config_full.example.json
!config_examples/config_kraken.example.json !config_examples/config_kraken.example.json
doc/doc-filelist.js
.gitignore
.gitignore
doc/doc-style.css
doc/doc-script.js

27
freqtrade/templates/sample_strategy.py
View File

@ -178,10 +178,29 @@ class SampleStrategy(IStrategy):
# RSI # RSI
dataframe['rsi'] = ta.RSI(dataframe) dataframe['rsi'] = ta.RSI(dataframe)
# Stochastic RSI # # Inverse Fisher transform on RSI: values [-1.0, 1.0] (https://goo.gl/2JGGoy)
stoch_rsi = ta.STOCHRSI(dataframe) # rsi = 0.1 * (dataframe['rsi'] - 50)
dataframe['fastd_rsi'] = stoch_rsi['fastd'] # dataframe['fisher_rsi'] = (np.exp(2 * rsi) - 1) / (np.exp(2 * rsi) + 1)
dataframe['fastk_rsi'] = stoch_rsi['fastk']
# # Inverse Fisher transform on RSI normalized: values [0.0, 100.0] (https://goo.gl/2JGGoy)
# dataframe['fisher_rsi_norma'] = 50 * (dataframe['fisher_rsi'] + 1)
# # Stochastic Slow
# stoch = ta.STOCH(dataframe)
# dataframe['slowd'] = stoch['slowd']
# dataframe['slowk'] = stoch['slowk']
# Stochastic Fast
stoch_fast = ta.STOCHF(dataframe)
dataframe['fastd'] = stoch_fast['fastd']
dataframe['fastk'] = stoch_fast['fastk']
# # Stochastic RSI
# Please read https://github.com/freqtrade/freqtrade/issues/2961 before using this.
# STOCHRSI is NOT aligned with tradingview, which may result in non-expected results.
# stoch_rsi = ta.STOCHRSI(dataframe)
# dataframe['fastd_rsi'] = stoch_rsi['fastd']
# dataframe['fastk_rsi'] = stoch_rsi['fastk']
# MACD # MACD
macd = ta.MACD(dataframe) macd = ta.MACD(dataframe)

61
freqtrade/templates/strategy_analysis_example.ipynb
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@ -19,27 +19,9 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 2, "execution_count": null,
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [],
{
"ename": "OperationalException",
"evalue": "Directory `/Users/surfer/Software/MMM/develop/freqtrade/freqtrade/templates/user_data` does not exist. Please use `freqtrade create-userdir` to create a user directory",
"output_type": "error",
"traceback": [
"\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
"\u001b[0;31mOperationalException\u001b[0m Traceback (most recent call last)",
"Input \u001b[0;32mIn [2]\u001b[0m, in \u001b[0;36m<cell line: 7>\u001b[0;34m()\u001b[0m\n\u001b[1;32m 2\u001b[0m \u001b[38;5;28;01mfrom\u001b[39;00m \u001b[38;5;21;01mfreqtrade\u001b[39;00m\u001b[38;5;21;01m.\u001b[39;00m\u001b[38;5;21;01mconfiguration\u001b[39;00m \u001b[38;5;28;01mimport\u001b[39;00m Configuration\n\u001b[1;32m 4\u001b[0m \u001b[38;5;66;03m# Customize these according to your needs.\u001b[39;00m\n\u001b[1;32m 5\u001b[0m \n\u001b[1;32m 6\u001b[0m \u001b[38;5;66;03m# Initialize empty configuration object\u001b[39;00m\n\u001b[0;32m----> 7\u001b[0m config \u001b[38;5;241m=\u001b[39m \u001b[43mConfiguration\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mfrom_files\u001b[49m\u001b[43m(\u001b[49m\u001b[43m[\u001b[49m\u001b[43m]\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 8\u001b[0m \u001b[38;5;66;03m# Optionally, use existing configuration file\u001b[39;00m\n\u001b[1;32m 9\u001b[0m \u001b[38;5;66;03m# config = Configuration.from_files([\"config.json\"])\u001b[39;00m\n\u001b[1;32m 10\u001b[0m \n\u001b[1;32m 11\u001b[0m \u001b[38;5;66;03m# Define some constants\u001b[39;00m\n\u001b[1;32m 12\u001b[0m config[\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mtimeframe\u001b[39m\u001b[38;5;124m\"\u001b[39m] \u001b[38;5;241m=\u001b[39m \u001b[38;5;124m\"\u001b[39m\u001b[38;5;124m1m\u001b[39m\u001b[38;5;124m\"\u001b[39m\n",
"File \u001b[0;32m~/Software/MMM/develop/freqtrade/freqtrade/configuration/configuration.py:60\u001b[0m, in \u001b[0;36mConfiguration.from_files\u001b[0;34m(files)\u001b[0m\n\u001b[1;32m 58\u001b[0m \u001b[38;5;66;03m# Keep this method as staticmethod, so it can be used from interactive environments\u001b[39;00m\n\u001b[1;32m 59\u001b[0m c \u001b[38;5;241m=\u001b[39m Configuration({\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mconfig\u001b[39m\u001b[38;5;124m'\u001b[39m: files}, RunMode\u001b[38;5;241m.\u001b[39mOTHER)\n\u001b[0;32m---> 60\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[43mc\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mget_config\u001b[49m\u001b[43m(\u001b[49m\u001b[43m)\u001b[49m\n",
"File \u001b[0;32m~/Software/MMM/develop/freqtrade/freqtrade/configuration/configuration.py:42\u001b[0m, in \u001b[0;36mConfiguration.get_config\u001b[0;34m(self)\u001b[0m\n\u001b[1;32m 37\u001b[0m \u001b[38;5;124;03m\"\"\"\u001b[39;00m\n\u001b[1;32m 38\u001b[0m \u001b[38;5;124;03mReturn the config. Use this method to get the bot config\u001b[39;00m\n\u001b[1;32m 39\u001b[0m \u001b[38;5;124;03m:return: Dict: Bot config\u001b[39;00m\n\u001b[1;32m 40\u001b[0m \u001b[38;5;124;03m\"\"\"\u001b[39;00m\n\u001b[1;32m 41\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mconfig \u001b[38;5;129;01mis\u001b[39;00m \u001b[38;5;28;01mNone\u001b[39;00m:\n\u001b[0;32m---> 42\u001b[0m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mconfig \u001b[38;5;241m=\u001b[39m \u001b[38;5;28;43mself\u001b[39;49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mload_config\u001b[49m\u001b[43m(\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 44\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mconfig\n",
"File \u001b[0;32m~/Software/MMM/develop/freqtrade/freqtrade/configuration/configuration.py:92\u001b[0m, in \u001b[0;36mConfiguration.load_config\u001b[0;34m(self)\u001b[0m\n\u001b[1;32m 88\u001b[0m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_process_common_options(config)\n\u001b[1;32m 90\u001b[0m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_process_trading_options(config)\n\u001b[0;32m---> 92\u001b[0m \u001b[38;5;28;43mself\u001b[39;49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43m_process_optimize_options\u001b[49m\u001b[43m(\u001b[49m\u001b[43mconfig\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 94\u001b[0m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_process_plot_options(config)\n\u001b[1;32m 96\u001b[0m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_process_data_options(config)\n",
"File \u001b[0;32m~/Software/MMM/develop/freqtrade/freqtrade/configuration/configuration.py:249\u001b[0m, in \u001b[0;36mConfiguration._process_optimize_options\u001b[0;34m(self, config)\u001b[0m\n\u001b[1;32m 242\u001b[0m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_args_to_config(config, argname\u001b[38;5;241m=\u001b[39m\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mfee\u001b[39m\u001b[38;5;124m'\u001b[39m,\n\u001b[1;32m 243\u001b[0m logstring\u001b[38;5;241m=\u001b[39m\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mParameter --fee detected, \u001b[39m\u001b[38;5;124m'\u001b[39m\n\u001b[1;32m 244\u001b[0m \u001b[38;5;124m'\u001b[39m\u001b[38;5;124msetting fee to: \u001b[39m\u001b[38;5;132;01m{}\u001b[39;00m\u001b[38;5;124m ...\u001b[39m\u001b[38;5;124m'\u001b[39m)\n\u001b[1;32m 246\u001b[0m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_args_to_config(config, argname\u001b[38;5;241m=\u001b[39m\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mtimerange\u001b[39m\u001b[38;5;124m'\u001b[39m,\n\u001b[1;32m 247\u001b[0m logstring\u001b[38;5;241m=\u001b[39m\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mParameter --timerange detected: \u001b[39m\u001b[38;5;132;01m{}\u001b[39;00m\u001b[38;5;124m ...\u001b[39m\u001b[38;5;124m'\u001b[39m)\n\u001b[0;32m--> 249\u001b[0m \u001b[38;5;28;43mself\u001b[39;49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43m_process_datadir_options\u001b[49m\u001b[43m(\u001b[49m\u001b[43mconfig\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 251\u001b[0m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_args_to_config(config, argname\u001b[38;5;241m=\u001b[39m\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mstrategy_list\u001b[39m\u001b[38;5;124m'\u001b[39m,\n\u001b[1;32m 252\u001b[0m logstring\u001b[38;5;241m=\u001b[39m\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mUsing strategy list of \u001b[39m\u001b[38;5;132;01m{}\u001b[39;00m\u001b[38;5;124m strategies\u001b[39m\u001b[38;5;124m'\u001b[39m, logfun\u001b[38;5;241m=\u001b[39m\u001b[38;5;28mlen\u001b[39m)\n\u001b[1;32m 254\u001b[0m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_args_to_config(\n\u001b[1;32m 255\u001b[0m config,\n\u001b[1;32m 256\u001b[0m argname\u001b[38;5;241m=\u001b[39m\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mrecursive_strategy_search\u001b[39m\u001b[38;5;124m'\u001b[39m,\n\u001b[1;32m 257\u001b[0m logstring\u001b[38;5;241m=\u001b[39m\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mRecursively searching for a strategy in the strategies folder.\u001b[39m\u001b[38;5;124m'\u001b[39m,\n\u001b[1;32m 258\u001b[0m )\n",
"File \u001b[0;32m~/Software/MMM/develop/freqtrade/freqtrade/configuration/configuration.py:180\u001b[0m, in \u001b[0;36mConfiguration._process_datadir_options\u001b[0;34m(self, config)\u001b[0m\n\u001b[1;32m 177\u001b[0m config\u001b[38;5;241m.\u001b[39mupdate({\u001b[38;5;124m'\u001b[39m\u001b[38;5;124muser_data_dir\u001b[39m\u001b[38;5;124m'\u001b[39m: \u001b[38;5;28mstr\u001b[39m(Path\u001b[38;5;241m.\u001b[39mcwd() \u001b[38;5;241m/\u001b[39m \u001b[38;5;124m'\u001b[39m\u001b[38;5;124muser_data\u001b[39m\u001b[38;5;124m'\u001b[39m)})\n\u001b[1;32m 179\u001b[0m \u001b[38;5;66;03m# reset to user_data_dir so this contains the absolute path.\u001b[39;00m\n\u001b[0;32m--> 180\u001b[0m config[\u001b[38;5;124m'\u001b[39m\u001b[38;5;124muser_data_dir\u001b[39m\u001b[38;5;124m'\u001b[39m] \u001b[38;5;241m=\u001b[39m \u001b[43mcreate_userdata_dir\u001b[49m\u001b[43m(\u001b[49m\u001b[43mconfig\u001b[49m\u001b[43m[\u001b[49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[38;5;124;43muser_data_dir\u001b[39;49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[43m]\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mcreate_dir\u001b[49m\u001b[38;5;241;43m=\u001b[39;49m\u001b[38;5;28;43;01mFalse\u001b[39;49;00m\u001b[43m)\u001b[49m\n\u001b[1;32m 181\u001b[0m logger\u001b[38;5;241m.\u001b[39minfo(\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mUsing user-data directory: \u001b[39m\u001b[38;5;132;01m%s\u001b[39;00m\u001b[38;5;124m ...\u001b[39m\u001b[38;5;124m'\u001b[39m, config[\u001b[38;5;124m'\u001b[39m\u001b[38;5;124muser_data_dir\u001b[39m\u001b[38;5;124m'\u001b[39m])\n\u001b[1;32m 183\u001b[0m config\u001b[38;5;241m.\u001b[39mupdate({\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mdatadir\u001b[39m\u001b[38;5;124m'\u001b[39m: create_datadir(config, \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39margs\u001b[38;5;241m.\u001b[39mget(\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mdatadir\u001b[39m\u001b[38;5;124m'\u001b[39m, \u001b[38;5;28;01mNone\u001b[39;00m))})\n",
"File \u001b[0;32m~/Software/MMM/develop/freqtrade/freqtrade/configuration/directory_operations.py:61\u001b[0m, in \u001b[0;36mcreate_userdata_dir\u001b[0;34m(directory, create_dir)\u001b[0m\n\u001b[1;32m 59\u001b[0m logger\u001b[38;5;241m.\u001b[39minfo(\u001b[38;5;124mf\u001b[39m\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mCreated user-data directory: \u001b[39m\u001b[38;5;132;01m{\u001b[39;00mfolder\u001b[38;5;132;01m}\u001b[39;00m\u001b[38;5;124m'\u001b[39m)\n\u001b[1;32m 60\u001b[0m \u001b[38;5;28;01melse\u001b[39;00m:\n\u001b[0;32m---> 61\u001b[0m \u001b[38;5;28;01mraise\u001b[39;00m OperationalException(\n\u001b[1;32m 62\u001b[0m \u001b[38;5;124mf\u001b[39m\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mDirectory `\u001b[39m\u001b[38;5;132;01m{\u001b[39;00mfolder\u001b[38;5;132;01m}\u001b[39;00m\u001b[38;5;124m` does not exist. \u001b[39m\u001b[38;5;124m\"\u001b[39m\n\u001b[1;32m 63\u001b[0m \u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mPlease use `freqtrade create-userdir` to create a user directory\u001b[39m\u001b[38;5;124m\"\u001b[39m)\n\u001b[1;32m 65\u001b[0m \u001b[38;5;66;03m# Create required subdirectories\u001b[39;00m\n\u001b[1;32m 66\u001b[0m \u001b[38;5;28;01mfor\u001b[39;00m f \u001b[38;5;129;01min\u001b[39;00m sub_dirs:\n",
"\u001b[0;31mOperationalException\u001b[0m: Directory `/Users/surfer/Software/MMM/develop/freqtrade/freqtrade/templates/user_data` does not exist. Please use `freqtrade create-userdir` to create a user directory"
]
}
],
"source": [ "source": [
"from pathlib import Path\n", "from pathlib import Path\n",
"from freqtrade.configuration import Configuration\n", "from freqtrade.configuration import Configuration\n",
@ -52,9 +34,9 @@
"# config = Configuration.from_files([\"config.json\"])\n", "# config = Configuration.from_files([\"config.json\"])\n",
"\n", "\n",
"# Define some constants\n", "# Define some constants\n",
"config[\"timeframe\"] = \"1m\"\n", "config[\"timeframe\"] = \"5m\"\n",
"# Name of the strategy class\n", "# Name of the strategy class\n",
"config[\"strategy\"] = \"MMMOracle\"\n", "config[\"strategy\"] = \"SampleStrategy\"\n",
"# Location of the data\n", "# Location of the data\n",
"data_location = Path(config['user_data_dir'], 'data', 'binance')\n", "data_location = Path(config['user_data_dir'], 'data', 'binance')\n",
"# Pair to analyze - Only use one pair here\n", "# Pair to analyze - Only use one pair here\n",
@ -154,21 +136,9 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 3, "execution_count": null,
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [],
{
"ename": "NameError",
"evalue": "name 'config' is not defined",
"output_type": "error",
"traceback": [
"\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
"\u001b[0;31mNameError\u001b[0m Traceback (most recent call last)",
"Input \u001b[0;32mIn [3]\u001b[0m, in \u001b[0;36m<cell line: 4>\u001b[0;34m()\u001b[0m\n\u001b[1;32m 1\u001b[0m \u001b[38;5;28;01mfrom\u001b[39;00m \u001b[38;5;21;01mfreqtrade\u001b[39;00m\u001b[38;5;21;01m.\u001b[39;00m\u001b[38;5;21;01mdata\u001b[39;00m\u001b[38;5;21;01m.\u001b[39;00m\u001b[38;5;21;01mbtanalysis\u001b[39;00m \u001b[38;5;28;01mimport\u001b[39;00m load_backtest_data, load_backtest_stats\n\u001b[1;32m 3\u001b[0m \u001b[38;5;66;03m# if backtest_dir points to a directory, it'll automatically load the last backtest file.\u001b[39;00m\n\u001b[0;32m----> 4\u001b[0m backtest_dir \u001b[38;5;241m=\u001b[39m \u001b[43mconfig\u001b[49m[\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124muser_data_dir\u001b[39m\u001b[38;5;124m\"\u001b[39m] \u001b[38;5;241m/\u001b[39m \u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mbacktest_results\u001b[39m\u001b[38;5;124m\"\u001b[39m\n",
"\u001b[0;31mNameError\u001b[0m: name 'config' is not defined"
]
}
],
"source": [ "source": [
"from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats\n", "from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats\n",
"\n", "\n",
@ -277,20 +247,9 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 4, "execution_count": null,
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [],
{
"data": {
"text/plain": [
"Series([], Name: exit_reason, dtype: int64)"
]
},
"execution_count": 4,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [ "source": [
"from freqtrade.data.btanalysis import load_trades_from_db\n", "from freqtrade.data.btanalysis import load_trades_from_db\n",
"\n", "\n",
@ -404,7 +363,7 @@
"metadata": { "metadata": {
"file_extension": ".py", "file_extension": ".py",
"kernelspec": { "kernelspec": {
"display_name": "Python 3 (ipykernel)", "display_name": "Python 3",
"language": "python", "language": "python",
"name": "python3" "name": "python3"
}, },
@ -418,7 +377,7 @@
"name": "python", "name": "python",
"nbconvert_exporter": "python", "nbconvert_exporter": "python",
"pygments_lexer": "ipython3", "pygments_lexer": "ipython3",
"version": "3.9.7" "version": "3.8.5"
}, },
"mimetype": "text/x-python", "mimetype": "text/x-python",
"name": "python", "name": "python",