c8c8c626b0
This is not a beautiful workaround, I am not proud of it, but a redesigning of main.py and telegram.py will be necessary for a better integration. Any better solution is welcome.
264 lines
9.0 KiB
Markdown
264 lines
9.0 KiB
Markdown
# freqtrade
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[](https://travis-ci.org/gcarq/freqtrade)
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[](https://coveralls.io/github/gcarq/freqtrade?branch=develop)
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Simple High frequency trading bot for crypto currencies.
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Currently supports trading on Bittrex exchange.
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This software is for educational purposes only.
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Don't risk money which you are afraid to lose.
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The command interface is accessible via Telegram (not required).
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Just register a new bot on https://telegram.me/BotFather
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and enter the telegram `token` and your `chat_id` in `config.json`
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Persistence is achieved through sqlite.
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### Telegram RPC commands:
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* /start: Starts the trader
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* /stop: Stops the trader
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* /status [table]: Lists all open trades
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* /count: Displays number of open trades
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* /profit: Lists cumulative profit from all finished trades
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* /forcesell <trade_id>|all: Instantly sells the given trade (Ignoring `minimum_roi`).
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* /performance: Show performance of each finished trade grouped by pair
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* /balance: Show account balance per currency
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* /daily <n>: Shows profit or loss per day, over the last n days
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* /help: Show help message
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* /version: Show version
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### Config
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`minimal_roi` is a JSON object where the key is a duration
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in minutes and the value is the minimum ROI in percent.
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See the example below:
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```
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"minimal_roi": {
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"40": 0.0, # Sell after 40 minutes if the profit is not negative
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"30": 0.01, # Sell after 30 minutes if there is at least 1% profit
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"20": 0.02, # Sell after 20 minutes if there is at least 2% profit
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"0": 0.04 # Sell immediately if there is at least 4% profit
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},
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```
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`stoploss` is loss in percentage that should trigger a sale.
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For example value `-0.10` will cause immediate sell if the
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profit dips below -10% for a given trade. This parameter is optional.
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`initial_state` is an optional field that defines the initial application state.
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Possible values are `running` or `stopped`. (default=`running`)
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If the value is `stopped` the bot has to be started with `/start` first.
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`ask_last_balance` sets the bidding price. Value `0.0` will use `ask` price, `1.0` will
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use the `last` price and values between those interpolate between ask and last
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price. Using `ask` price will guarantee quick success in bid, but bot will also
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end up paying more then would probably have been necessary.
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`fiat_display_currency` set the fiat to use for the conversion form coin to
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fiat in Telegram. The valid value are: "AUD", "BRL", "CAD", "CHF",
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"CLP", "CNY", "CZK", "DKK", "EUR", "GBP", "HKD", "HUF", "IDR", "ILS",
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"INR", "JPY", "KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN",
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"RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD".
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The other values should be self-explanatory,
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if not feel free to raise a github issue.
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### Prerequisites
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* python3.6
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* sqlite
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* [TA-lib](https://github.com/mrjbq7/ta-lib#dependencies) binaries
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* Minimal (advised) system requirements: 2GB RAM, 1GB data, 2vCPU
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### Install
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#### Arch Linux
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Use your favorite AUR helper and install `python-freqtrade-git`.
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#### Manually
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`master` branch contains the latest stable release.
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`develop` branch has often new features, but might also cause breaking changes. To use it, you are encouraged to join our [slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE).
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```
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$ cd freqtrade/
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# copy example config. Dont forget to insert your api keys
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$ cp config.json.example config.json
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$ python -m venv .env
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$ source .env/bin/activate
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$ pip install -r requirements.txt
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$ pip install -e .
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$ ./freqtrade/main.py
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```
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There is also an [article](https://www.sales4k.com/blockchain/high-frequency-trading-bot-tutorial/) about how to setup the bot (thanks [@gurghet](https://github.com/gurghet)).*
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\* *Note:* that article was written for an earlier version, so it may be outdated
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#### Docker
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Building the image:
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```
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$ cd freqtrade
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$ docker build -t freqtrade .
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```
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For security reasons, your configuration file will not be included in the
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image, you will need to bind mount it. It is also advised to bind mount
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a SQLite database file (see second example) to keep it between updates.
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You can run a one-off container that is immediately deleted upon exiting with
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the following command (config.json must be in the current working directory):
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```
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$ docker run --rm -v `pwd`/config.json:/freqtrade/config.json -it freqtrade
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```
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To run a restartable instance in the background (feel free to place your
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configuration and database files wherever it feels comfortable on your
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filesystem):
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```
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$ cd ~/.freq
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$ touch tradesv3.sqlite
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$ docker run -d \
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--name freqtrade \
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-v ~/.freq/config.json:/freqtrade/config.json \
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-v ~/.freq/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \
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freqtrade
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```
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If you are using `dry_run=True` it's not necessary to mount `tradesv3.sqlite`.
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You can then use the following commands to monitor and manage your container:
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```
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$ docker logs freqtrade
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$ docker logs -f freqtrade
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$ docker restart freqtrade
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$ docker stop freqtrade
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$ docker start freqtrade
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```
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You do not need to rebuild the image for configuration
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changes, it will suffice to edit `config.json` and restart the container.
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#### systemd service file
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Copy `./freqtrade.service` to your systemd user directory (usually `~/.config/systemd/user`)
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and update `WorkingDirectory` and `ExecStart` to match your setup.
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After that you can start the daemon with:
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```bash
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$ systemctl --user start freqtrade
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```
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### Usage
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```
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usage: main.py [-h] [-c PATH] [-v] [--version] [--dynamic-whitelist [INT]]
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[--dry-run-db]
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{backtesting,hyperopt} ...
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Simple High Frequency Trading Bot for crypto currencies
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positional arguments:
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{backtesting,hyperopt}
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backtesting backtesting module
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hyperopt hyperopt module
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optional arguments:
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-h, --help show this help message and exit
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-c PATH, --config PATH
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specify configuration file (default: config.json)
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-v, --verbose be verbose
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--version show program's version number and exit
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--dynamic-whitelist [INT]
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dynamically generate and update whitelist based on 24h
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BaseVolume (Default 20 currencies)
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--dry-run-db Force dry run to use a local DB
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"tradesv3.dry_run.sqlite" instead of memory DB. Work
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only if dry_run is enabled.
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```
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#### Dynamic whitelist example
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Per default `--dynamic-whitelist` will retrieve the 20 currencies based
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on BaseVolume. This value can be changed when you run the script.
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**By Default**
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Get the 20 currencies based on BaseVolume.
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```bash
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freqtrade --dynamic-whitelist
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```
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**Customize the number of currencies to retrieve**
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Get the 30 currencies based on BaseVolume.
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```bash
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freqtrade --dynamic-whitelist 30
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```
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**Exception**
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`--dynamic-whitelist` must be greater than 0. If you enter 0 or a
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negative value (e.g -2), `--dynamic-whitelist` will use the default
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value (20).
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### Backtesting
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Backtesting also uses the config specified via `-c/--config`.
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```
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usage: freqtrade backtesting [-h] [-l] [-i INT] [--realistic-simulation]
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[-r]
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optional arguments:
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-h, --help show this help message and exit
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-l, --live using live data
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-i INT, --ticker-interval INT
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specify ticker interval in minutes (default: 5)
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--realistic-simulation
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uses max_open_trades from config to simulate real
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world limitations
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-r, --refresh-pairs-cached
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refresh the pairs files in tests/testdata with
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the latest data from Bittrex. Use it if you want
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to run your backtesting with up-to-date data.
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```
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#### How to use --refresh-pairs-cached parameter?
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The first time your run Backtesting, it will take the pairs your have
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set in your config file and download data from Bittrex.
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If for any reason you want to update your data set, you use
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`--refresh-pairs-cached` to force Backtesting to update the data it has.
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**Use it only if you want to update your data set. You will not be able
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to come back to the previous version.**
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To test your strategy with latest data, we recommend to continue using
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the parameter `-l` or `--live`.
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### Hyperopt
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It is possible to use hyperopt for trading strategy optimization.
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Hyperopt uses an internal config named `OPTIMIZE_CONFIG` located in `freqtrade/optimize/hyperopt.py`.
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```
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usage: freqtrade hyperopt [-h] [-e INT] [--use-mongodb]
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optional arguments:
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-h, --help show this help message and exit
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-e INT, --epochs INT specify number of epochs (default: 100)
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--use-mongodb parallelize evaluations with mongodb (requires mongod
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in PATH)
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```
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### Execute tests
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```
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$ pytest freqtrade
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```
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### Contributing
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We welcome contributions. See our [contribution guide](https://github.com/gcarq/freqtrade/blob/develop/README.md)
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for more details. |