diff --git a/docs/bot-basics.md b/docs/bot-basics.md index 4a83293d4..5efb4709b 100644 --- a/docs/bot-basics.md +++ b/docs/bot-basics.md @@ -57,7 +57,11 @@ This loop will be repeated again and again until the bot is stopped. * Calculate buy / sell signals (calls `populate_buy_trend()` and `populate_sell_trend()` once per pair). * Loops per candle simulating entry and exit points. * Confirm trade buy / sell (calls `confirm_trade_entry()` and `confirm_trade_exit()` if implemented in the strategy). + * Call `custom_entry_price()` (if implemented in the strategy) to determine entry price (Prices are moved to be within the opening candle). + * Determine stake size by calling the `custom_stake_amount()` callback. * Call `custom_stoploss()` and `custom_sell()` to find custom exit points. + * For sells based on sell-signal and custom-sell: Call `custom_exit_price()` to determine exit price (Prices are moved to be within the closing candle). + * Generate backtest report output !!! Note diff --git a/docs/installation.md b/docs/installation.md index ee7ffe55d..40d171347 100644 --- a/docs/installation.md +++ b/docs/installation.md @@ -36,6 +36,10 @@ The easiest way to install and run Freqtrade is to clone the bot Github reposito These requirements apply to both [Script Installation](#script-installation) and [Manual Installation](#manual-installation). +!!! Note "ARM64 systems" + If you are running an ARM64 system (like a MacOS M1 or an Oracle VM), please use [docker](docker_quickstart.md) to run freqtrade. + While native installation is possible with some manual effort, this is not supported at the moment. + ### Install guide * [Python >= 3.7.x](http://docs.python-guide.org/en/latest/starting/installation/) diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt index 351f45af6..a6c3fdd05 100644 --- a/docs/requirements-docs.txt +++ b/docs/requirements-docs.txt @@ -1,4 +1,4 @@ mkdocs==1.2.3 -mkdocs-material==8.0.1 +mkdocs-material==8.0.4 mdx_truly_sane_lists==1.2 pymdown-extensions==9.1 diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md index 560b4dcb6..22dc57172 100644 --- a/docs/strategy-advanced.md +++ b/docs/strategy-advanced.md @@ -127,6 +127,21 @@ The provided exit-tag is then used as sell-reason - and shown as such in backtes !!! Note `sell_reason` is limited to 100 characters, remaining data will be truncated. +## Strategy version + +You can implement custom strategy versioning by using the "version" method, and returning the version you would like this strategy to have. + +``` python +def version(self) -> str: + """ + Returns version of the strategy. + """ + return "1.1" +``` + +!!! Note + You should make sure to implement proper version control (like a git repository) alongside this, as freqtrade will not keep historic versions of your strategy, so it's up to the user to be able to eventually roll back to a prior version of the strategy. + ## Derived strategies The strategies can be derived from other strategies. This avoids duplication of your custom strategy code. You can use this technique to override small parts of your main strategy, leaving the rest untouched: diff --git a/docs/strategy-callbacks.md b/docs/strategy-callbacks.md index 4ac26ffdb..2e1c484ca 100644 --- a/docs/strategy-callbacks.md +++ b/docs/strategy-callbacks.md @@ -388,8 +388,10 @@ class AwesomeStrategy(IStrategy): **Example**: If the new_entryprice is 97, the proposed_rate is 100 and the `custom_price_max_distance_ratio` is set to 2%, The retained valid custom entry price will be 98, which is 2% below the current (proposed) rate. -!!! Warning "No backtesting support" - Custom entry-prices are currently not supported during backtesting. +!!! Warning "Backtesting" + While Custom prices are supported in backtesting (starting with 2021.12), prices will be moved to within the candle's high/low prices. + This behavior is currently being tested, and might be changed at a later point. + `custom_exit_price()` is only called for sells of type Sell_signal and Custom sell. All other sell-types will use regular backtesting prices. ## Custom order timeout rules diff --git a/freqtrade/enums/__init__.py b/freqtrade/enums/__init__.py index f2fee4792..4eb0ce307 100644 --- a/freqtrade/enums/__init__.py +++ b/freqtrade/enums/__init__.py @@ -2,6 +2,7 @@ from freqtrade.enums.backteststate import BacktestState from freqtrade.enums.candletype import CandleType from freqtrade.enums.collateral import Collateral +from freqtrade.enums.ordertypevalue import OrderTypeValues from freqtrade.enums.rpcmessagetype import RPCMessageType from freqtrade.enums.runmode import NON_UTIL_MODES, OPTIMIZE_MODES, TRADING_MODES, RunMode from freqtrade.enums.selltype import SellType diff --git a/freqtrade/enums/ordertypevalue.py b/freqtrade/enums/ordertypevalue.py new file mode 100644 index 000000000..9bb716171 --- /dev/null +++ b/freqtrade/enums/ordertypevalue.py @@ -0,0 +1,6 @@ +from enum import Enum + + +class OrderTypeValues(str, Enum): + limit = 'limit' + market = 'market' diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 43401be46..3fe9a55f8 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -356,10 +356,7 @@ class Backtesting: # use Open rate if open_rate > calculated sell rate return sell_row[OPEN_IDX] - # Use the maximum between close_rate and low as we - # cannot sell outside of a candle. - # Applies when a new ROI setting comes in place and the whole candle is above that. - return min(max(close_rate, sell_row[LOW_IDX]), sell_row[HIGH_IDX]) + return close_rate else: # This should not be reached... @@ -387,6 +384,17 @@ class Backtesting: trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60) closerate = self._get_close_rate(sell_row, trade, sell, trade_dur) + # call the custom exit price,with default value as previous closerate + current_profit = trade.calc_profit_ratio(closerate) + if sell.sell_type in (SellType.SELL_SIGNAL, SellType.CUSTOM_SELL): + # Custom exit pricing only for sell-signals + closerate = strategy_safe_wrapper(self.strategy.custom_exit_price, + default_retval=closerate)( + pair=trade.pair, trade=trade, + current_time=sell_row[DATE_IDX], + proposed_rate=closerate, current_profit=current_profit) + # Use the maximum between close_rate and low as we cannot sell outside of a candle. + closerate = min(max(closerate, sell_row[LOW_IDX]), sell_row[HIGH_IDX]) # Confirm trade exit: time_in_force = self.strategy.order_time_in_force['sell'] @@ -449,12 +457,22 @@ class Backtesting: except DependencyException: return None current_time = row[DATE_IDX].to_pydatetime() - min_stake_amount = self.exchange.get_min_pair_stake_amount(pair, row[OPEN_IDX], -0.05) or 0 + + # let's call the custom entry price, using the open price as default price + propose_rate = strategy_safe_wrapper(self.strategy.custom_entry_price, + default_retval=row[OPEN_IDX])( + pair=pair, current_time=row[DATE_IDX].to_pydatetime(), + proposed_rate=row[OPEN_IDX]) # default value is the open rate + + # Move rate to within the candle's low/high rate + propose_rate = min(max(propose_rate, row[LOW_IDX]), row[HIGH_IDX]) + + min_stake_amount = self.exchange.get_min_pair_stake_amount(pair, propose_rate, -0.05) or 0 max_stake_amount = self.wallets.get_available_stake_amount() stake_amount = strategy_safe_wrapper(self.strategy.custom_stake_amount, default_retval=stake_amount)( - pair=pair, current_time=current_time, current_rate=row[OPEN_IDX], + pair=pair, current_time=current_time, current_rate=propose_rate, proposed_stake=stake_amount, min_stake=min_stake_amount, max_stake=max_stake_amount, side=direction) stake_amount = self.wallets.validate_stake_amount(pair, stake_amount, min_stake_amount) @@ -478,7 +496,7 @@ class Backtesting: time_in_force = self.strategy.order_time_in_force['sell'] # Confirm trade entry: if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)( - pair=pair, order_type=order_type, amount=stake_amount, rate=row[OPEN_IDX], + pair=pair, order_type=order_type, amount=stake_amount, rate=propose_rate, time_in_force=time_in_force, current_time=current_time, side=direction): return None @@ -491,7 +509,7 @@ class Backtesting: open_rate=row[OPEN_IDX], open_date=current_time, stake_amount=stake_amount, - amount=round((stake_amount / row[OPEN_IDX]) * leverage, 8), + amount=round((stake_amount / propose_rate) * leverage, 8), fee_open=self.fee, fee_close=self.fee, is_open=True, diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py index 683c11e2e..08d3a7970 100644 --- a/freqtrade/rpc/api_server/api_schemas.py +++ b/freqtrade/rpc/api_server/api_schemas.py @@ -1,10 +1,10 @@ from datetime import date, datetime -from enum import Enum from typing import Any, Dict, List, Optional, Union from pydantic import BaseModel from freqtrade.constants import DATETIME_PRINT_FORMAT +from freqtrade.enums import OrderTypeValues class Ping(BaseModel): @@ -132,11 +132,6 @@ class UnfilledTimeout(BaseModel): exit_timeout_count: Optional[int] -class OrderTypeValues(str, Enum): - limit = 'limit' - market = 'market' - - class OrderTypes(BaseModel): buy: OrderTypeValues sell: OrderTypeValues @@ -150,6 +145,7 @@ class OrderTypes(BaseModel): class ShowConfig(BaseModel): version: str + strategy_version: Optional[str] api_version: float dry_run: bool trading_mode: str diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py index 644e24655..02768f89e 100644 --- a/freqtrade/rpc/api_server/api_v1.py +++ b/freqtrade/rpc/api_server/api_v1.py @@ -122,9 +122,11 @@ def edge(rpc: RPC = Depends(get_rpc)): @router.get('/show_config', response_model=ShowConfig, tags=['info']) def show_config(rpc: Optional[RPC] = Depends(get_rpc_optional), config=Depends(get_config)): state = '' + strategy_version = None if rpc: state = rpc._freqtrade.state - resp = RPC._rpc_show_config(config, state) + strategy_version = rpc._freqtrade.strategy.version() + resp = RPC._rpc_show_config(config, state, strategy_version) resp['api_version'] = API_VERSION return resp diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 181cc29a2..f11243208 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -99,7 +99,8 @@ class RPC: self._fiat_converter = CryptoToFiatConverter() @staticmethod - def _rpc_show_config(config, botstate: Union[State, str]) -> Dict[str, Any]: + def _rpc_show_config(config, botstate: Union[State, str], + strategy_version: Optional[str] = None) -> Dict[str, Any]: """ Return a dict of config options. Explicitly does NOT return the full config to avoid leakage of sensitive @@ -107,6 +108,7 @@ class RPC: """ val = { 'version': __version__, + 'strategy_version': strategy_version, 'dry_run': config['dry_run'], 'trading_mode': config.get('trading_mode', 'spot'), 'short_allowed': config.get('trading_mode', 'spot') != 'spot', diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index da0dba5dc..b394fad11 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -1307,7 +1307,12 @@ class Telegram(RPCHandler): :param update: message update :return: None """ - self._send_msg('*Version:* `{}`'.format(__version__)) + strategy_version = self._rpc._freqtrade.strategy.version() + version_string = f'*Version:* `{__version__}`' + if strategy_version is not None: + version_string += f', *Strategy version: * `{strategy_version}`' + + self._send_msg(version_string) @authorized_only def _show_config(self, update: Update, context: CallbackContext) -> None: diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 25b7404f7..56d717064 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -413,6 +413,12 @@ class IStrategy(ABC, HyperStrategyMixin): """ return [] + def version(self) -> Optional[str]: + """ + Returns version of the strategy. + """ + return None + ### # END - Intended to be overridden by strategy ### diff --git a/freqtrade/worker.py b/freqtrade/worker.py index 5c0de86ff..2fe2de9e1 100755 --- a/freqtrade/worker.py +++ b/freqtrade/worker.py @@ -113,8 +113,12 @@ class Worker: if self._heartbeat_interval: now = time.time() if (now - self._heartbeat_msg) > self._heartbeat_interval: + version = __version__ + strategy_version = self.freqtrade.strategy.version() + if (strategy_version is not None): + version += ', strategy_version: ' + strategy_version logger.info(f"Bot heartbeat. PID={getpid()}, " - f"version='{__version__}', state='{state.name}'") + f"version='{version}', state='{state.name}'") self._heartbeat_msg = now return state diff --git a/requirements.txt b/requirements.txt index 1229f286d..f1e170ce1 100644 --- a/requirements.txt +++ b/requirements.txt @@ -2,7 +2,7 @@ numpy==1.21.4 pandas==1.3.4 pandas-ta==0.3.14b -ccxt==1.62.42 +ccxt==1.63.1 # Pin cryptography for now due to rust build errors with piwheels cryptography==36.0.0 aiohttp==3.8.1 diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 8d25d1f5f..db2c836b0 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -536,6 +536,7 @@ def test_api_show_config(botclient): assert response['state'] == 'running' assert response['bot_name'] == 'freqtrade' assert response['trading_mode'] == 'spot' + assert response['strategy_version'] is None assert not response['trailing_stop'] assert 'bid_strategy' in response assert 'ask_strategy' in response diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index a1616026f..f164d28b0 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -1605,12 +1605,20 @@ def test_help_handle(default_conf, update, mocker) -> None: def test_version_handle(default_conf, update, mocker) -> None: - telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf) + telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf) telegram._version(update=update, context=MagicMock()) assert msg_mock.call_count == 1 assert '*Version:* `{}`'.format(__version__) in msg_mock.call_args_list[0][0][0] + msg_mock.reset_mock() + freqtradebot.strategy.version = lambda: '1.1.1' + + telegram._version(update=update, context=MagicMock()) + assert msg_mock.call_count == 1 + assert '*Version:* `{}`'.format(__version__) in msg_mock.call_args_list[0][0][0] + assert '*Strategy version: * `1.1.1`' in msg_mock.call_args_list[0][0][0] + def test_show_config_handle(default_conf, update, mocker) -> None: