diff --git a/Dockerfile b/Dockerfile index 24cce0049..ded74bd18 100644 --- a/Dockerfile +++ b/Dockerfile @@ -1,4 +1,4 @@ -FROM python:3.7.0-slim-stretch +FROM python:3.7.2-slim-stretch RUN apt-get update \ && apt-get -y install curl build-essential \ diff --git a/docs/configuration.md b/docs/configuration.md index eb58e4925..a7deaa60c 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -19,10 +19,10 @@ The table below will list all configuration parameters. | `dry_run` | true | Yes | Define if the bot must be in Dry-run or production mode. | `process_only_new_candles` | false | No | If set to true indicators are processed only once a new candle arrives. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. Can be set either in Configuration or in the strategy. | `minimal_roi` | See below | No | Set the threshold in percent the bot will use to sell a trade. More information below. If set, this parameter will override `minimal_roi` from your strategy file. -| `stoploss` | -0.10 | No | Value of the stoploss in percent used by the bot. More information below. If set, this parameter will override `stoploss` from your strategy file. -| `trailing_stop` | false | No | Enables trailing stop-loss (based on `stoploss` in either configuration or strategy file). -| `trailing_stop_positve` | 0 | No | Changes stop-loss once profit has been reached. -| `trailing_stop_positve_offset` | 0 | No | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. +| `stoploss` | -0.10 | No | Value of the stoploss in percent used by the bot. More information below. More details in the [stoploss documentation](stoploss.md). +| `trailing_stop` | false | No | Enables trailing stop-loss (based on `stoploss` in either configuration or strategy file). More details in the [stoploss documentation](stoploss.md). +| `trailing_stop_positve` | 0 | No | Changes stop-loss once profit has been reached. More details in the [stoploss documentation](stoploss.md). +| `trailing_stop_positve_offset` | 0 | No | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. More details in the [stoploss documentation](stoploss.md). | `unfilledtimeout.buy` | 10 | Yes | How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled. | `unfilledtimeout.sell` | 10 | Yes | How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled. | `bid_strategy.ask_last_balance` | 0.0 | Yes | Set the bidding price. More information below. @@ -223,7 +223,7 @@ creating trades. ```json "dry_run": true, -"db_url": "sqlite///tradesv3.dryrun.sqlite", +"db_url": "sqlite:///tradesv3.dryrun.sqlite", ``` 3. Remove your Exchange API key (change them by fake api credentials) diff --git a/docs/stoploss.md b/docs/stoploss.md index f34050a85..0278e7bbb 100644 --- a/docs/stoploss.md +++ b/docs/stoploss.md @@ -6,6 +6,9 @@ At this stage the bot contains the following stoploss support modes: 2. trailing stop loss, defined in the configuration 3. trailing stop loss, custom positive loss, defined in configuration +!!! Note + All stoploss properties can be configured in eihter Strategy or configuration. Configuration values override strategy values. + ## Static Stop Loss This is very simple, basically you define a stop loss of x in your strategy file or alternative in the configuration, which diff --git a/freqtrade/configuration.py b/freqtrade/configuration.py index ddcf99c1d..9fd93629f 100644 --- a/freqtrade/configuration.py +++ b/freqtrade/configuration.py @@ -124,9 +124,6 @@ class Configuration(object): if self.args.db_url and self.args.db_url != constants.DEFAULT_DB_PROD_URL: config.update({'db_url': self.args.db_url}) logger.info('Parameter --db-url detected ...') - else: - # Set default here - config.update({'db_url': constants.DEFAULT_DB_PROD_URL}) if config.get('dry_run', False): logger.info('Dry run is enabled') diff --git a/freqtrade/edge/__init__.py b/freqtrade/edge/__init__.py index 8ccfc90de..76af703aa 100644 --- a/freqtrade/edge/__init__.py +++ b/freqtrade/edge/__init__.py @@ -59,7 +59,7 @@ class Edge(): # checking max_open_trades. it should be -1 as with Edge # the number of trades is determined by position size - if self.config['max_open_trades'] != -1: + if self.config['max_open_trades'] != float('inf'): logger.critical('max_open_trades should be -1 in config !') if self.config['stake_amount'] != constants.UNLIMITED_STAKE_AMOUNT: diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py index c1d967383..0d1c9f9a0 100644 --- a/freqtrade/resolvers/strategy_resolver.py +++ b/freqtrade/resolvers/strategy_resolver.py @@ -38,60 +38,43 @@ class StrategyResolver(IResolver): self.strategy: IStrategy = self._load_strategy(strategy_name, config=config, extra_dir=config.get('strategy_path')) - # Set attributes # Check if we need to override configuration - if 'minimal_roi' in config: - self.strategy.minimal_roi = config['minimal_roi'] - logger.info("Override strategy 'minimal_roi' with value in config file: %s.", - config['minimal_roi']) - else: - config['minimal_roi'] = self.strategy.minimal_roi + attributes = ["minimal_roi", + "ticker_interval", + "stoploss", + "trailing_stop", + "trailing_stop_positive", + "trailing_stop_positive_offset", + "process_only_new_candles", + "order_types", + "order_time_in_force" + ] + for attribute in attributes: + self._override_attribute_helper(config, attribute) - if 'stoploss' in config: - self.strategy.stoploss = config['stoploss'] - logger.info( - "Override strategy 'stoploss' with value in config file: %s.", config['stoploss'] - ) - else: - config['stoploss'] = self.strategy.stoploss + # Loop this list again to have output combined + for attribute in attributes: + if attribute in config: + logger.info("Strategy using %s: %s", attribute, config[attribute]) - if 'ticker_interval' in config: - self.strategy.ticker_interval = config['ticker_interval'] - logger.info( - "Override strategy 'ticker_interval' with value in config file: %s.", - config['ticker_interval'] - ) - else: - config['ticker_interval'] = self.strategy.ticker_interval + # Sort and apply type conversions + self.strategy.minimal_roi = OrderedDict(sorted( + {int(key): value for (key, value) in self.strategy.minimal_roi.items()}.items(), + key=lambda t: t[0])) + self.strategy.stoploss = float(self.strategy.stoploss) - if 'process_only_new_candles' in config: - self.strategy.process_only_new_candles = config['process_only_new_candles'] - logger.info( - "Override process_only_new_candles 'process_only_new_candles' " - "with value in config file: %s.", config['process_only_new_candles'] - ) - else: - config['process_only_new_candles'] = self.strategy.process_only_new_candles + self._strategy_sanity_validations() - if 'order_types' in config: - self.strategy.order_types = config['order_types'] - logger.info( - "Override strategy 'order_types' with value in config file: %s.", - config['order_types'] - ) - else: - config['order_types'] = self.strategy.order_types - - if 'order_time_in_force' in config: - self.strategy.order_time_in_force = config['order_time_in_force'] - logger.info( - "Override strategy 'order_time_in_force' with value in config file: %s.", - config['order_time_in_force'] - ) - else: - config['order_time_in_force'] = self.strategy.order_time_in_force + def _override_attribute_helper(self, config, attribute: str): + if attribute in config: + setattr(self.strategy, attribute, config[attribute]) + logger.info("Override strategy '%s' with value in config file: %s.", + attribute, config[attribute]) + elif hasattr(self.strategy, attribute): + config[attribute] = getattr(self.strategy, attribute) + def _strategy_sanity_validations(self): if not all(k in self.strategy.order_types for k in constants.REQUIRED_ORDERTYPES): raise ImportError(f"Impossible to load Strategy '{self.strategy.__class__.__name__}'. " f"Order-types mapping is incomplete.") @@ -100,12 +83,6 @@ class StrategyResolver(IResolver): raise ImportError(f"Impossible to load Strategy '{self.strategy.__class__.__name__}'. " f"Order-time-in-force mapping is incomplete.") - # Sort and apply type conversions - self.strategy.minimal_roi = OrderedDict(sorted( - {int(key): value for (key, value) in self.strategy.minimal_roi.items()}.items(), - key=lambda t: t[0])) - self.strategy.stoploss = float(self.strategy.stoploss) - def _load_strategy( self, strategy_name: str, config: dict, extra_dir: Optional[str] = None) -> IStrategy: """ diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index acf627c8a..7afb0c59f 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -67,6 +67,11 @@ class IStrategy(ABC): # associated stoploss stoploss: float + # trailing stoploss + trailing_stop: bool = False + trailing_stop_positive: float + trailing_stop_positive_offset: float + # associated ticker interval ticker_interval: str diff --git a/freqtrade/tests/strategy/test_strategy.py b/freqtrade/tests/strategy/test_strategy.py index 08d95fc5d..b2315f381 100644 --- a/freqtrade/tests/strategy/test_strategy.py +++ b/freqtrade/tests/strategy/test_strategy.py @@ -150,6 +150,45 @@ def test_strategy_override_stoploss(caplog): ) in caplog.record_tuples +def test_strategy_override_trailing_stop(caplog): + caplog.set_level(logging.INFO) + config = { + 'strategy': 'DefaultStrategy', + 'trailing_stop': True + } + resolver = StrategyResolver(config) + + assert resolver.strategy.trailing_stop + assert isinstance(resolver.strategy.trailing_stop, bool) + assert ('freqtrade.resolvers.strategy_resolver', + logging.INFO, + "Override strategy 'trailing_stop' with value in config file: True." + ) in caplog.record_tuples + + +def test_strategy_override_trailing_stop_positive(caplog): + caplog.set_level(logging.INFO) + config = { + 'strategy': 'DefaultStrategy', + 'trailing_stop_positive': -0.1, + 'trailing_stop_positive_offset': -0.2 + + } + resolver = StrategyResolver(config) + + assert resolver.strategy.trailing_stop_positive == -0.1 + assert ('freqtrade.resolvers.strategy_resolver', + logging.INFO, + "Override strategy 'trailing_stop_positive' with value in config file: -0.1." + ) in caplog.record_tuples + + assert resolver.strategy.trailing_stop_positive_offset == -0.2 + assert ('freqtrade.resolvers.strategy_resolver', + logging.INFO, + "Override strategy 'trailing_stop_positive' with value in config file: -0.1." + ) in caplog.record_tuples + + def test_strategy_override_ticker_interval(caplog): caplog.set_level(logging.INFO) @@ -178,8 +217,7 @@ def test_strategy_override_process_only_new_candles(caplog): assert resolver.strategy.process_only_new_candles assert ('freqtrade.resolvers.strategy_resolver', logging.INFO, - "Override process_only_new_candles 'process_only_new_candles' " - "with value in config file: True." + "Override strategy 'process_only_new_candles' with value in config file: True." ) in caplog.record_tuples diff --git a/freqtrade/tests/test_configuration.py b/freqtrade/tests/test_configuration.py index ac322c6fc..f5c887089 100644 --- a/freqtrade/tests/test_configuration.py +++ b/freqtrade/tests/test_configuration.py @@ -73,7 +73,6 @@ def test_load_config_max_open_trades_minus_one(default_conf, mocker, caplog) -> args = Arguments([], '').get_parsed_arg() configuration = Configuration(args) validated_conf = configuration.load_config() - print(validated_conf) assert validated_conf['max_open_trades'] > 999999999 assert validated_conf['max_open_trades'] == float('inf') @@ -125,6 +124,43 @@ def test_load_config_with_params(default_conf, mocker) -> None: assert validated_conf.get('strategy_path') == '/some/path' assert validated_conf.get('db_url') == 'sqlite:///someurl' + # Test conf provided db_url prod + conf = default_conf.copy() + conf["dry_run"] = False + conf["db_url"] = "sqlite:///path/to/db.sqlite" + mocker.patch('freqtrade.configuration.open', mocker.mock_open( + read_data=json.dumps(conf) + )) + + arglist = [ + '--strategy', 'TestStrategy', + '--strategy-path', '/some/path' + ] + args = Arguments(arglist, '').get_parsed_arg() + + configuration = Configuration(args) + validated_conf = configuration.load_config() + assert validated_conf.get('db_url') == "sqlite:///path/to/db.sqlite" + + # Test conf provided db_url dry_run + conf = default_conf.copy() + conf["dry_run"] = True + conf["db_url"] = "sqlite:///path/to/db.sqlite" + mocker.patch('freqtrade.configuration.open', mocker.mock_open( + read_data=json.dumps(conf) + )) + + arglist = [ + '--strategy', 'TestStrategy', + '--strategy-path', '/some/path' + ] + args = Arguments(arglist, '').get_parsed_arg() + + configuration = Configuration(args) + validated_conf = configuration.load_config() + assert validated_conf.get('db_url') == "sqlite:///path/to/db.sqlite" + + # Test args provided db_url prod conf = default_conf.copy() conf["dry_run"] = False del conf["db_url"] @@ -142,7 +178,7 @@ def test_load_config_with_params(default_conf, mocker) -> None: validated_conf = configuration.load_config() assert validated_conf.get('db_url') == DEFAULT_DB_PROD_URL - # Test dry=run with ProdURL + # Test args provided db_url dry_run conf = default_conf.copy() conf["dry_run"] = True conf["db_url"] = DEFAULT_DB_PROD_URL diff --git a/mkdocs.yml b/mkdocs.yml index 07672884a..36428d1c1 100644 --- a/mkdocs.yml +++ b/mkdocs.yml @@ -4,18 +4,18 @@ nav: - Installation: installation.md - Configuration: configuration.md - Start the bot: bot-usage.md - - Optimization: bot-optimization.md + - Stoploss: stoploss.md + - Custom Strategy: bot-optimization.md + - Telegram: telegram-usage.md + - Web Hook: webhook-config.md - Backtesting: backtesting.md - Hyperopt: hyperopt.md - - Stoploss: stoploss.md - - Telegram: telegram-usage.md - - Plotting: plotting.md - Edge positioning: edge.md - - Web Hook: webhook-config.md + - Plotting: plotting.md - FAQ: faq.md - - Contributors guide: developer.md - - SQL Cheatsheeet: sql_cheatsheet.md + - SQL Cheatsheet: sql_cheatsheet.md - Sanbox testing: sandbox-testing.md + - Contributors guide: developer.md theme: name: material logo: 'images/logo.png' @@ -40,4 +40,4 @@ markdown_extensions: - pymdownx.superfences - pymdownx.tasklist: custom_checkbox: true - - pymdownx.tilde \ No newline at end of file + - pymdownx.tilde diff --git a/requirements.txt b/requirements.txt index 551b85456..b07c450f3 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,4 +1,4 @@ -ccxt==1.18.101 +ccxt==1.18.102 SQLAlchemy==1.2.15 python-telegram-bot==11.1.0 arrow==0.12.1 diff --git a/setup.sh b/setup.sh index 58aabd507..66d449037 100755 --- a/setup.sh +++ b/setup.sh @@ -17,23 +17,27 @@ function check_installed_python() { return fi + if [ -z ${PYTHON} ]; then + echo "No usable python found. Please make sure to have python3.6 or python3.7 installed" + exit 1 + fi + } -function updateenv () { +function updateenv() { echo "-------------------------" - echo "Update your virtual env" + echo "Updating your virtual env" echo "-------------------------" source .env/bin/activate echo "pip3 install in-progress. Please wait..." - pip3 install --quiet --upgrade pip - pip3 install --quiet -r requirements.txt --upgrade - pip3 install --quiet -r requirements.txt + # Install numpy first to have py_find_1st install clean + pip3 install --upgrade pip numpy + pip3 install --upgrade -r requirements.txt - read -p "Do you want to install dependencies for dev [Y/N]? " + read -p "Do you want to install dependencies for dev [y/N]? " if [[ $REPLY =~ ^[Yy]$ ]] then - pip3 install --quiet -r requirements-dev.txt --upgrade - pip3 install --quiet -r requirements-dev.txt + pip3 install --upgrade -r requirements-dev.txt else echo "Dev dependencies ignored." fi @@ -44,7 +48,12 @@ function updateenv () { } # Install tab lib -function install_talib () { +function install_talib() { + if [ -f /usr/local/lib/libta_lib.a ]; then + echo "ta-lib already installed, skipping" + return + fi + cd build_helpers tar zxvf ta-lib-0.4.0-src.tar.gz cd ta-lib @@ -57,11 +66,11 @@ function install_talib () { } # Install bot MacOS -function install_macos () { +function install_macos() { if [ ! -x "$(command -v brew)" ] then echo "-------------------------" - echo "Install Brew" + echo "Installing Brew" echo "-------------------------" /usr/bin/ruby -e "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/master/install)" fi @@ -71,7 +80,7 @@ function install_macos () { } # Install bot Debian_ubuntu -function install_debian () { +function install_debian() { sudo add-apt-repository ppa:jonathonf/python-3.6 sudo apt-get update sudo apt-get install python3.6 python3.6-venv python3.6-dev build-essential autoconf libtool pkg-config make wget git @@ -79,15 +88,15 @@ function install_debian () { } # Upgrade the bot -function update () { +function update() { git pull updateenv } # Reset Develop or Master branch -function reset () { +function reset() { echo "----------------------------" - echo "Reset branch and virtual env" + echo "Reseting branch and virtual env" echo "----------------------------" if [ "1" == $(git branch -vv |grep -cE "\* develop|\* master") ] then @@ -129,11 +138,11 @@ function test_and_fix_python_on_mac() { fi } -function config_generator () { +function config_generator() { echo "Starting to generate config.json" echo - echo "General configuration" + echo "Generating General configuration" echo "-------------------------" default_max_trades=3 read -p "Max open trades: (Default: $default_max_trades) " max_trades @@ -152,13 +161,13 @@ function config_generator () { fiat_currency=${fiat_currency:-$default_fiat_currency} echo - echo "Exchange config generator" + echo "Generating exchange config " echo "------------------------" read -p "Exchange API key: " api_key read -p "Exchange API Secret: " api_secret echo - echo "Telegram config generator" + echo "Generating Telegram config" echo "-------------------------" read -p "Telegram Token: " token read -p "Telegram Chat_id: " chat_id @@ -175,14 +184,14 @@ function config_generator () { } -function config () { +function config() { echo "-------------------------" - echo "Config file generator" + echo "Generating config file" echo "-------------------------" if [ -f config.json ] then - read -p "A config file already exist, do you want to override it [Y/N]? " + read -p "A config file already exist, do you want to override it [y/N]? " if [[ $REPLY =~ ^[Yy]$ ]] then config_generator @@ -201,9 +210,9 @@ function config () { echo } -function install () { +function install() { echo "-------------------------" - echo "Install mandatory dependencies" + echo "Installing mandatory dependencies" echo "-------------------------" if [ "$(uname -s)" == "Darwin" ] @@ -224,21 +233,21 @@ function install () { reset config echo "-------------------------" - echo "Run the bot" + echo "Run the bot !" echo "-------------------------" echo "You can now use the bot by executing 'source .env/bin/activate; python freqtrade/main.py'." } -function plot () { +function plot() { echo " ----------------------------------------- -Install dependencies for Plotting scripts +Installing dependencies for Plotting scripts ----------------------------------------- " pip install plotly --upgrade } -function help () { +function help() { echo "usage:" echo " -i,--install Install freqtrade from scratch" echo " -u,--update Command git pull to update." diff --git a/user_data/strategies/test_strategy.py b/user_data/strategies/test_strategy.py index f72677e3d..048b398c7 100644 --- a/user_data/strategies/test_strategy.py +++ b/user_data/strategies/test_strategy.py @@ -42,6 +42,11 @@ class TestStrategy(IStrategy): # This attribute will be overridden if the config file contains "stoploss" stoploss = -0.10 + # trailing stoploss + trailing_stop = False + trailing_stop_positive = 0.01 + trailing_stop_positive_offset = None # Disabled / not configured + # Optimal ticker interval for the strategy ticker_interval = '5m'