Merge branch 'develop' into freqai_feature_engineering_functions

docs/backtesting.md

@@ -300,7 +300,11 @@ A backtesting result will look like that:
 | Absolute profit             | 0.00762792 BTC      |
 | Total profit %              | 76.2%               |
 | CAGR %                      | 460.87%             |
+| Sortino                     | 1.88                |
+| Sharpe                      | 2.97                |
+| Calmar                      | 6.29                |
 | Profit factor               | 1.11                |
+| Expectancy                  | -0.15               |
 | Avg. stake amount           | 0.001      BTC      |
 | Total trade volume          | 0.429      BTC      |
 |                             |                     |
@@ -400,7 +404,11 @@ It contains some useful key metrics about performance of your strategy on backte
 | Absolute profit             | 0.00762792 BTC      |
 | Total profit %              | 76.2%               |
 | CAGR %                      | 460.87%             |
+| Sortino                     | 1.88                |
+| Sharpe                      | 2.97                |
+| Calmar                      | 6.29                |
 | Profit factor               | 1.11                |
+| Expectancy                  | -0.15               |
 | Avg. stake amount           | 0.001      BTC      |
 | Total trade volume          | 0.429      BTC      |
 |                             |                     |
@@ -447,6 +455,9 @@ It contains some useful key metrics about performance of your strategy on backte
 - `Absolute profit`: Profit made in stake currency.
 - `Total profit %`: Total profit. Aligned to the `TOTAL` row's `Tot Profit %` from the first table. Calculated as `(End capital − Starting capital) / Starting capital`.
 - `CAGR %`: Compound annual growth rate.
+- `Sortino`: Annualized Sortino ratio.
+- `Sharpe`: Annualized Sharpe ratio.
+- `Calmar`: Annualized Calmar ratio.
 - `Profit factor`: profit / loss.
 - `Avg. stake amount`: Average stake amount, either `stake_amount` or the average when using dynamic stake amount.
 - `Total trade volume`: Volume generated on the exchange to reach the above profit.

docs/freqai-parameter-table.md

@@ -15,7 +15,7 @@ Mandatory parameters are marked as **Required** and have to be set in one of the
 | `identifier` | **Required.** <br> A unique ID for the current model. If models are saved to disk, the `identifier` allows for reloading specific pre-trained models/data. <br> **Datatype:** String.
 | `live_retrain_hours` | Frequency of retraining during dry/live runs. <br> **Datatype:** Float > 0. <br> Default: `0` (models retrain as often as possible).
 | `expiration_hours` | Avoid making predictions if a model is more than `expiration_hours` old. <br> **Datatype:** Positive integer. <br> Default: `0` (models never expire).
-| `purge_old_models` | Delete obsolete models. <br> **Datatype:** Boolean. <br> Default: `False` (all historic models remain on disk).
+| `purge_old_models` | Delete all unused models during live runs (not relevant to backtesting). If set to false (not default), dry/live runs will accumulate all unused models to disk. If <br> **Datatype:** Boolean. <br> Default: `True`.
 | `save_backtest_models` | Save models to disk when running backtesting. Backtesting operates most efficiently by saving the prediction data and reusing them directly for subsequent runs (when you wish to tune entry/exit parameters). Saving backtesting models to disk also allows to use the same model files for starting a dry/live instance with the same model `identifier`. <br> **Datatype:** Boolean. <br> Default: `False` (no models are saved).
 | `fit_live_predictions_candles` | Number of historical candles to use for computing target (label) statistics from prediction data, instead of from the training dataset (more information can be found [here](freqai-configuration.md#creating-a-dynamic-target-threshold)). <br> **Datatype:** Positive integer.
 | `follow_mode` | Use a `follower` that will look for models associated with a specific `identifier` and load those for inferencing. A `follower` will **not** train new models. <br> **Datatype:** Boolean. <br> Default: `False`.

docs/hyperopt.md

@@ -365,7 +365,7 @@ class MyAwesomeStrategy(IStrategy):
     timeframe = '15m'
     minimal_roi = {
         "0":  0.10
-    },
+    }
     # Define the parameter spaces
     buy_ema_short = IntParameter(3, 50, default=5)
     buy_ema_long = IntParameter(15, 200, default=50)
@@ -400,7 +400,7 @@ class MyAwesomeStrategy(IStrategy):
         return dataframe
 
     def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-          conditions = []
+        conditions = []
         conditions.append(qtpylib.crossed_above(
                 dataframe[f'ema_long_{self.buy_ema_long.value}'], dataframe[f'ema_short_{self.buy_ema_short.value}']
             ))

docs/index.md

@@ -1,6 +1,7 @@
 ![freqtrade](assets/freqtrade_poweredby.svg)
 
 [![Freqtrade CI](https://github.com/freqtrade/freqtrade/workflows/Freqtrade%20CI/badge.svg)](https://github.com/freqtrade/freqtrade/actions/)
+[![DOI](https://joss.theoj.org/papers/10.21105/joss.04864/status.svg)](https://doi.org/10.21105/joss.04864)
 [![Coverage Status](https://coveralls.io/repos/github/freqtrade/freqtrade/badge.svg?branch=develop&service=github)](https://coveralls.io/github/freqtrade/freqtrade?branch=develop)
 [![Maintainability](https://api.codeclimate.com/v1/badges/5737e6d668200b7518ff/maintainability)](https://codeclimate.com/github/freqtrade/freqtrade/maintainability)
 

docs/leverage.md

@@ -92,6 +92,8 @@ One account is used to share collateral between markets (trading pairs). Margin
 "margin_mode": "cross"
 ```
 
+Please read the [exchange specific notes](exchanges.md) for exchanges that support this mode and how they differ.
+
 ## Set leverage to use
 
 Different strategies and risk profiles will require different levels of leverage.

docs/overrides/main.html

@@ -11,9 +11,6 @@
   {% endif %}
   <div class="md-sidebar md-sidebar--primary" data-md-component="sidebar" data-md-type="navigation" {{ hidden }}>
     <div class="md-sidebar__scrollwrap">
-      <div id="widget-wrapper">
-
-      </div>
       <div class="md-sidebar__inner">
         {% include "partials/nav.html" %}
       </div>
@@ -44,25 +41,4 @@
     <script src="https://code.jquery.com/jquery-3.4.1.min.js"
       integrity="sha256-CSXorXvZcTkaix6Yvo6HppcZGetbYMGWSFlBw8HfCJo=" crossorigin="anonymous"></script>
 
-    <!-- Load binance SDK -->
-    <script async defer src="https://public.bnbstatic.com/static/js/broker-sdk/broker-sdk@1.0.0.min.js"></script>
-
-    <script>
-      window.onload = function () {
-        var sidebar = document.getElementById('widget-wrapper')
-        var newDiv = document.createElement("div");
-        newDiv.id = "widget";
-        try {
-          sidebar.prepend(newDiv);
-
-          window.binanceBrokerPortalSdk.initBrokerSDK('#widget', {
-            apiHost: 'https://www.binance.com',
-            brokerId: 'R4BD3S82',
-            slideTime: 4e4,
-          });
-        } catch(err) {
-          console.log(err)
-        }
-      }
-    </script>
 {% endblock %}

docs/stylesheets/ft.extra.css

@@ -11,18 +11,3 @@
 .rst-versions .rst-other-versions {
     color: white;
 }
-
-
-#widget-wrapper {
-    height: calc(220px * 0.5625 + 18px);
-    width: 220px;
-    margin: 0 auto 16px auto;
-    border-style: solid;
-    border-color: var(--md-code-bg-color);
-    border-width: 1px;
-    border-radius: 5px;
-}
-
-@media screen and (max-width: calc(76.25em - 1px)) {
-    #widget-wrapper { display: none; }
-}