stable/docs/utils.md

44 KiB

Utility Subcommands

Besides the Live-Trade and Dry-Run run modes, the backtesting, edge and hyperopt optimization subcommands, and the download-data subcommand which prepares historical data, the bot contains a number of utility subcommands. They are described in this section.

Create userdir

Creates the directory structure to hold your files for freqtrade. Will also create strategy and hyperopt examples for you to get started. Can be used multiple times - using --reset will reset the sample strategy and hyperopt files to their default state.

usage: freqtrade create-userdir [-h] [--userdir PATH] [--reset]

optional arguments:
  -h, --help            show this help message and exit
  --userdir PATH, --user-data-dir PATH
                        Path to userdata directory.
  --reset               Reset sample files to their original state.

!!! Warning Using --reset may result in loss of data, since this will overwrite all sample files without asking again.

├── backtest_results
├── data
├── hyperopt_results
├── hyperopts
│   ├── sample_hyperopt_loss.py
├── notebooks
│   └── strategy_analysis_example.ipynb
├── plot
└── strategies
    └── sample_strategy.py

Create new config

Creates a new configuration file, asking some questions which are important selections for a configuration.

usage: freqtrade new-config [-h] [-c PATH]

optional arguments:
  -h, --help            show this help message and exit
  -c PATH, --config PATH
                        Specify configuration file (default: `config.json`). Multiple --config options may be used. Can be set to `-`
                        to read config from stdin.

!!! Warning Only vital questions are asked. Freqtrade offers a lot more configuration possibilities, which are listed in the Configuration documentation

Create config examples

$ freqtrade new-config --config config_binance.json

? Do you want to enable Dry-run (simulated trades)?  Yes
? Please insert your stake currency: BTC
? Please insert your stake amount: 0.05
? Please insert max_open_trades (Integer or -1 for unlimited open trades): 3
? Please insert your desired timeframe (e.g. 5m): 5m
? Please insert your display Currency (for reporting): USD
? Select exchange  binance
? Do you want to enable Telegram?  No

Create new strategy

Creates a new strategy from a template similar to SampleStrategy. The file will be named inline with your class name, and will not overwrite existing files.

Results will be located in user_data/strategies/<strategyclassname>.py.

usage: freqtrade new-strategy [-h] [--userdir PATH] [-s NAME]
                              [--template {full,minimal,advanced}]

optional arguments:
  -h, --help            show this help message and exit
  --userdir PATH, --user-data-dir PATH
                        Path to userdata directory.
  -s NAME, --strategy NAME
                        Specify strategy class name which will be used by the
                        bot.
  --template {full,minimal,advanced}
                        Use a template which is either `minimal`, `full`
                        (containing multiple sample indicators) or `advanced`.
                        Default: `full`.

Sample usage of new-strategy

freqtrade new-strategy --strategy AwesomeStrategy

With custom user directory

freqtrade new-strategy --userdir ~/.freqtrade/ --strategy AwesomeStrategy

Using the advanced template (populates all optional functions and methods)

freqtrade new-strategy --strategy AwesomeStrategy --template advanced

List Strategies

Use the list-strategies subcommand to see all strategies in one particular directory.

This subcommand is useful for finding problems in your environment with loading strategies: modules with strategies that contain errors and failed to load are printed in red (LOAD FAILED), while strategies with duplicate names are printed in yellow (DUPLICATE NAME).

usage: freqtrade list-strategies [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                                 [-d PATH] [--userdir PATH]
                                 [--strategy-path PATH] [-1] [--no-color]
                                 [--recursive-strategy-search]

optional arguments:
  -h, --help            show this help message and exit
  --strategy-path PATH  Specify additional strategy lookup path.
  -1, --one-column      Print output in one column.
  --no-color            Disable colorization of hyperopt results. May be
                        useful if you are redirecting output to a file.
  --recursive-strategy-search
                        Recursively search for a strategy in the strategies
                        folder.

Common arguments:
  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
  --logfile FILE        Log to the file specified. Special values are:
                        'syslog', 'journald'. See the documentation for more
                        details.
  -V, --version         show program's version number and exit
  -c PATH, --config PATH
                        Specify configuration file (default:
                        `userdir/config.json` or `config.json` whichever
                        exists). Multiple --config options may be used. Can be
                        set to `-` to read config from stdin.
  -d PATH, --datadir PATH
                        Path to directory with historical backtesting data.
  --userdir PATH, --user-data-dir PATH
                        Path to userdata directory.

!!! Warning Using these commands will try to load all python files from a directory. This can be a security risk if untrusted files reside in this directory, since all module-level code is executed.

Example: Search default strategies directories (within the default userdir).

freqtrade list-strategies

Example: Search strategies directory within the userdir.

freqtrade list-strategies --userdir ~/.freqtrade/

Example: Search dedicated strategy path.

freqtrade list-strategies --strategy-path ~/.freqtrade/strategies/

List freqAI models

Use the list-freqaimodels subcommand to see all freqAI models available.

This subcommand is useful for finding problems in your environment with loading freqAI models: modules with models that contain errors and failed to load are printed in red (LOAD FAILED), while models with duplicate names are printed in yellow (DUPLICATE NAME).

usage: freqtrade list-freqaimodels [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                                   [-d PATH] [--userdir PATH]
                                   [--freqaimodel-path PATH] [-1] [--no-color]

optional arguments:
  -h, --help            show this help message and exit
  --freqaimodel-path PATH
                        Specify additional lookup path for freqaimodels.
  -1, --one-column      Print output in one column.
  --no-color            Disable colorization of hyperopt results. May be
                        useful if you are redirecting output to a file.

Common arguments:
  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
  --logfile FILE        Log to the file specified. Special values are:
                        'syslog', 'journald'. See the documentation for more
                        details.
  -V, --version         show program's version number and exit
  -c PATH, --config PATH
                        Specify configuration file (default:
                        `userdir/config.json` or `config.json` whichever
                        exists). Multiple --config options may be used. Can be
                        set to `-` to read config from stdin.
  -d PATH, --datadir PATH, --data-dir PATH
                        Path to directory with historical backtesting data.
  --userdir PATH, --user-data-dir PATH
                        Path to userdata directory.

List Exchanges

Use the list-exchanges subcommand to see the exchanges available for the bot.

usage: freqtrade list-exchanges [-h] [-1] [-a]

optional arguments:
  -h, --help        show this help message and exit
  -1, --one-column  Print output in one column.
  -a, --all         Print all exchanges known to the ccxt library.
  • Example: see exchanges available for the bot:
$ freqtrade list-exchanges
Exchanges available for Freqtrade:
Exchange name    Valid    reason
---------------  -------  --------------------------------------------
aax              True
ascendex         True     missing opt: fetchMyTrades
bequant          True
bibox            True
bigone           True
binance          True
binanceus        True
bitbank          True     missing opt: fetchTickers
bitcoincom       True
bitfinex         True
bitforex         True     missing opt: fetchMyTrades, fetchTickers
bitget           True
bithumb          True     missing opt: fetchMyTrades
bitkk            True     missing opt: fetchMyTrades
bitmart          True
bitmax           True     missing opt: fetchMyTrades
bitpanda         True
bittrex          True
bitvavo          True
bitz             True     missing opt: fetchMyTrades
btcalpha         True     missing opt: fetchTicker, fetchTickers
btcmarkets       True     missing opt: fetchTickers
buda             True     missing opt: fetchMyTrades, fetchTickers
bw               True     missing opt: fetchMyTrades, fetchL2OrderBook
bybit            True
bytetrade        True
cdax             True
cex              True     missing opt: fetchMyTrades
coinbaseprime    True     missing opt: fetchTickers
coinbasepro      True     missing opt: fetchTickers
coinex           True
crex24           True
deribit          True
digifinex        True
equos            True     missing opt: fetchTicker, fetchTickers
eterbase         True
fcoin            True     missing opt: fetchMyTrades, fetchTickers
fcoinjp          True     missing opt: fetchMyTrades, fetchTickers
gateio           True
gemini           True
gopax            True
hbtc             True
hitbtc           True
huobijp          True
huobipro         True
idex             True
kraken           True
kucoin           True
lbank            True     missing opt: fetchMyTrades
mercado          True     missing opt: fetchTickers
ndax             True     missing opt: fetchTickers
novadax          True
okcoin           True
okex             True
probit           True
qtrade           True
stex             True
timex            True
upbit            True     missing opt: fetchMyTrades
vcc              True
zb               True     missing opt: fetchMyTrades

!!! Note "missing opt exchanges" Values with "missing opt:" might need special configuration (e.g. using orderbook if fetchTickers is missing) - but should in theory work (although we cannot guarantee they will).

  • Example: see all exchanges supported by the ccxt library (including 'bad' ones, i.e. those that are known to not work with Freqtrade):
$ freqtrade list-exchanges -a
All exchanges supported by the ccxt library:
Exchange name       Valid    reason
------------------  -------  ---------------------------------------------------------------------------------------
aax                 True
aofex               False    missing: fetchOrder
ascendex            True     missing opt: fetchMyTrades
bequant             True
bibox               True
bigone              True
binance             True
binanceus           True
bit2c               False    missing: fetchOrder, fetchOHLCV
bitbank             True     missing opt: fetchTickers
bitbay              False    missing: fetchOrder
bitcoincom          True
bitfinex            True
bitfinex2           False    missing: fetchOrder
bitflyer            False    missing: fetchOrder, fetchOHLCV
bitforex            True     missing opt: fetchMyTrades, fetchTickers
bitget              True
bithumb             True     missing opt: fetchMyTrades
bitkk               True     missing opt: fetchMyTrades
bitmart             True
bitmax              True     missing opt: fetchMyTrades
bitmex              False    Various reasons.
bitpanda            True
bitso               False    missing: fetchOHLCV
bitstamp            True     missing opt: fetchTickers
bitstamp1           False    missing: fetchOrder, fetchOHLCV
bittrex             True
bitvavo             True
bitz                True     missing opt: fetchMyTrades
bl3p                False    missing: fetchOrder, fetchOHLCV
bleutrade           False    missing: fetchOrder
braziliex           False    missing: fetchOHLCV
btcalpha            True     missing opt: fetchTicker, fetchTickers
btcbox              False    missing: fetchOHLCV
btcmarkets          True     missing opt: fetchTickers
btctradeua          False    missing: fetchOrder, fetchOHLCV
btcturk             False    missing: fetchOrder
buda                True     missing opt: fetchMyTrades, fetchTickers
bw                  True     missing opt: fetchMyTrades, fetchL2OrderBook
bybit               True
bytetrade           True
cdax                True
cex                 True     missing opt: fetchMyTrades
chilebit            False    missing: fetchOrder, fetchOHLCV
coinbase            False    missing: fetchOrder, cancelOrder, createOrder, fetchOHLCV
coinbaseprime       True     missing opt: fetchTickers
coinbasepro         True     missing opt: fetchTickers
coincheck           False    missing: fetchOrder, fetchOHLCV
coinegg             False    missing: fetchOHLCV
coinex              True
coinfalcon          False    missing: fetchOHLCV
coinfloor           False    missing: fetchOrder, fetchOHLCV
coingi              False    missing: fetchOrder, fetchOHLCV
coinmarketcap       False    missing: fetchOrder, cancelOrder, createOrder, fetchBalance, fetchOHLCV
coinmate            False    missing: fetchOHLCV
coinone             False    missing: fetchOHLCV
coinspot            False    missing: fetchOrder, cancelOrder, fetchOHLCV
crex24              True
currencycom         False    missing: fetchOrder
delta               False    missing: fetchOrder
deribit             True
digifinex           True
equos               True     missing opt: fetchTicker, fetchTickers
eterbase            True
exmo                False    missing: fetchOrder
exx                 False    missing: fetchOHLCV
fcoin               True     missing opt: fetchMyTrades, fetchTickers
fcoinjp             True     missing opt: fetchMyTrades, fetchTickers
flowbtc             False    missing: fetchOrder, fetchOHLCV
foxbit              False    missing: fetchOrder, fetchOHLCV
gateio              True
gemini              True
gopax               True
hbtc                True
hitbtc              True
hollaex             False    missing: fetchOrder
huobijp             True
huobipro            True
idex                True
independentreserve  False    missing: fetchOHLCV
indodax             False    missing: fetchOHLCV
itbit               False    missing: fetchOHLCV
kraken              True
kucoin              True
kuna                False    missing: fetchOHLCV
lakebtc             False    missing: fetchOrder, fetchOHLCV
latoken             False    missing: fetchOrder, fetchOHLCV
lbank               True     missing opt: fetchMyTrades
liquid              False    missing: fetchOHLCV
luno                False    missing: fetchOHLCV
lykke               False    missing: fetchOHLCV
mercado             True     missing opt: fetchTickers
mixcoins            False    missing: fetchOrder, fetchOHLCV
ndax                True     missing opt: fetchTickers
novadax             True
oceanex             False    missing: fetchOHLCV
okcoin              True
okex                True
paymium             False    missing: fetchOrder, fetchOHLCV
phemex              False    Does not provide history.
poloniex            False    missing: fetchOrder
probit              True
qtrade              True
rightbtc            False    missing: fetchOrder
ripio               False    missing: fetchOHLCV
southxchange        False    missing: fetchOrder, fetchOHLCV
stex                True
surbitcoin          False    missing: fetchOrder, fetchOHLCV
therock             False    missing: fetchOHLCV
tidebit             False    missing: fetchOrder
tidex               False    missing: fetchOHLCV
timex               True
upbit               True     missing opt: fetchMyTrades
vbtc                False    missing: fetchOrder, fetchOHLCV
vcc                 True
wavesexchange       False    missing: fetchOrder
whitebit            False    missing: fetchOrder, cancelOrder, createOrder, fetchBalance
xbtce               False    missing: fetchOrder, fetchOHLCV
xena                False    missing: fetchOrder
yobit               False    missing: fetchOHLCV
zaif                False    missing: fetchOrder, fetchOHLCV
zb                  True     missing opt: fetchMyTrades

List Timeframes

Use the list-timeframes subcommand to see the list of timeframes available for the exchange.

usage: freqtrade list-timeframes [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [--exchange EXCHANGE] [-1]

optional arguments:
  -h, --help            show this help message and exit
  --exchange EXCHANGE   Exchange name (default: `bittrex`). Only valid if no config is provided.
  -1, --one-column      Print output in one column.

Common arguments:
  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
  --logfile FILE        Log to the file specified. Special values are: 'syslog', 'journald'. See the documentation for more details.
  -V, --version         show program's version number and exit
  -c PATH, --config PATH
                        Specify configuration file (default: `config.json`). Multiple --config options may be used. Can be set to `-`
                        to read config from stdin.
  -d PATH, --datadir PATH
                        Path to directory with historical backtesting data.
  --userdir PATH, --user-data-dir PATH
                        Path to userdata directory.

  • Example: see the timeframes for the 'binance' exchange, set in the configuration file:
$ freqtrade list-timeframes -c config_binance.json
...
Timeframes available for the exchange `binance`: 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 3d, 1w, 1M
  • Example: enumerate exchanges available for Freqtrade and print timeframes supported by each of them:
$ for i in `freqtrade list-exchanges -1`; do freqtrade list-timeframes --exchange $i; done

List pairs/list markets

The list-pairs and list-markets subcommands allow to see the pairs/markets available on exchange.

Pairs are markets with the '/' character between the base currency part and the quote currency part in the market symbol. For example, in the 'ETH/BTC' pair 'ETH' is the base currency, while 'BTC' is the quote currency.

For pairs traded by Freqtrade the pair quote currency is defined by the value of the stake_currency configuration setting.

You can print info about any pair/market with these subcommands - and you can filter output by quote-currency using --quote BTC, or by base-currency using --base ETH options correspondingly.

These subcommands have same usage and same set of available options:

usage: freqtrade list-markets [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                              [-d PATH] [--userdir PATH] [--exchange EXCHANGE]
                              [--print-list] [--print-json] [-1] [--print-csv]
                              [--base BASE_CURRENCY [BASE_CURRENCY ...]]
                              [--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]] [-a]
                              [--trading-mode {spot,margin,futures}]

usage: freqtrade list-pairs [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                            [-d PATH] [--userdir PATH] [--exchange EXCHANGE]
                            [--print-list] [--print-json] [-1] [--print-csv]
                            [--base BASE_CURRENCY [BASE_CURRENCY ...]]
                            [--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]] [-a]
                            [--trading-mode {spot,margin,futures}]

optional arguments:
  -h, --help            show this help message and exit
  --exchange EXCHANGE   Exchange name (default: `bittrex`). Only valid if no
                        config is provided.
  --print-list          Print list of pairs or market symbols. By default data
                        is printed in the tabular format.
  --print-json          Print list of pairs or market symbols in JSON format.
  -1, --one-column      Print output in one column.
  --print-csv           Print exchange pair or market data in the csv format.
  --base BASE_CURRENCY [BASE_CURRENCY ...]
                        Specify base currency(-ies). Space-separated list.
  --quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]
                        Specify quote currency(-ies). Space-separated list.
  -a, --all             Print all pairs or market symbols. By default only
                        active ones are shown.
  --trading-mode {spot,margin,futures}
                        Select Trading mode

Common arguments:
  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
  --logfile FILE        Log to the file specified. Special values are:
                        'syslog', 'journald'. See the documentation for more
                        details.
  -V, --version         show program's version number and exit
  -c PATH, --config PATH
                        Specify configuration file (default: `config.json`).
                        Multiple --config options may be used. Can be set to
                        `-` to read config from stdin.
  -d PATH, --datadir PATH
                        Path to directory with historical backtesting data.
  --userdir PATH, --user-data-dir PATH
                        Path to userdata directory.

By default, only active pairs/markets are shown. Active pairs/markets are those that can currently be traded on the exchange. The see the list of all pairs/markets (not only the active ones), use the -a/-all option.

Pairs/markets are sorted by its symbol string in the printed output.

Examples

  • Print the list of active pairs with quote currency USD on exchange, specified in the default configuration file (i.e. pairs on the "Bittrex" exchange) in JSON format:
$ freqtrade list-pairs --quote USD --print-json
  • Print the list of all pairs on the exchange, specified in the config_binance.json configuration file (i.e. on the "Binance" exchange) with base currencies BTC or ETH and quote currencies USDT or USD, as the human-readable list with summary:
$ freqtrade list-pairs -c config_binance.json --all --base BTC ETH --quote USDT USD --print-list
  • Print all markets on exchange "Kraken", in the tabular format:
$ freqtrade list-markets --exchange kraken --all

Test pairlist

Use the test-pairlist subcommand to test the configuration of dynamic pairlists.

Requires a configuration with specified pairlists attribute. Can be used to generate static pairlists to be used during backtesting / hyperopt.

usage: freqtrade test-pairlist [-h] [--userdir PATH] [-v] [-c PATH]
                               [--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]]
                               [-1] [--print-json] [--exchange EXCHANGE]

optional arguments:
  -h, --help            show this help message and exit
  --userdir PATH, --user-data-dir PATH
                        Path to userdata directory.
  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
  -c PATH, --config PATH
                        Specify configuration file (default:
                        `userdir/config.json` or `config.json` whichever
                        exists). Multiple --config options may be used. Can be
                        set to `-` to read config from stdin.
  --quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]
                        Specify quote currency(-ies). Space-separated list.
  -1, --one-column      Print output in one column.
  --print-json          Print list of pairs or market symbols in JSON format.
  --exchange EXCHANGE   Exchange name (default: `bittrex`). Only valid if no
                        config is provided.

Examples

Show whitelist when using a dynamic pairlist.

freqtrade test-pairlist --config config.json --quote USDT BTC

Convert database

freqtrade convert-db can be used to convert your database from one system to another (sqlite -> postgres, postgres -> other postgres), migrating all trades, orders and Pairlocks.

Please refer to the SQL cheatsheet to learn about requirements for different database systems.

usage: freqtrade convert-db [-h] [--db-url PATH] [--db-url-from PATH]

optional arguments:
  -h, --help          show this help message and exit
  --db-url PATH       Override trades database URL, this is useful in custom
                      deployments (default: `sqlite:///tradesv3.sqlite` for
                      Live Run mode, `sqlite:///tradesv3.dryrun.sqlite` for
                      Dry Run).
  --db-url-from PATH  Source db url to use when migrating a database.

!!! Warning Please ensure to only use this on an empty target database. Freqtrade will perform a regular migration, but may fail if entries already existed.

Webserver mode

!!! Warning "Experimental" Webserver mode is an experimental mode to increase backesting and strategy development productivity. There may still be bugs - so if you happen to stumble across these, please report them as github issues, thanks.

Run freqtrade in webserver mode. Freqtrade will start the webserver and allow FreqUI to start and control backtesting processes. This has the advantage that data will not be reloaded between backtesting runs (as long as timeframe and timerange remain identical). FreqUI will also show the backtesting results.

usage: freqtrade webserver [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
                           [--userdir PATH]

optional arguments:
  -h, --help            show this help message and exit

Common arguments:
  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
  --logfile FILE        Log to the file specified. Special values are:
                        'syslog', 'journald'. See the documentation for more
                        details.
  -V, --version         show program's version number and exit
  -c PATH, --config PATH
                        Specify configuration file (default:
                        `userdir/config.json` or `config.json` whichever
                        exists). Multiple --config options may be used. Can be
                        set to `-` to read config from stdin.
  -d PATH, --datadir PATH
                        Path to directory with historical backtesting data.
  --userdir PATH, --user-data-dir PATH
                        Path to userdata directory.

Webserver mode - docker

You can also use webserver mode via docker. Starting a one-off container requires the configuration of the port explicitly, as ports are not exposed by default. You can use docker compose run --rm -p 127.0.0.1:8080:8080 freqtrade webserver to start a one-off container that'll be removed once you stop it. This assumes that port 8080 is still available and no other bot is running on that port.

Alternatively, you can reconfigure the docker-compose file to have the command updated:

    command: >
      webserver
      --config /freqtrade/user_data/config.json      

You can now use docker compose up to start the webserver. This assumes that the configuration has a webserver enabled and configured for docker (listening port = 0.0.0.0).

!!! Tip Don't forget to reset the command back to the trade command if you want to start a live or dry-run bot.

Show previous Backtest results

Allows you to show previous backtest results. Adding --show-pair-list outputs a sorted pair list you can easily copy/paste into your configuration (omitting bad pairs).

??? Warning "Strategy overfitting" Only using winning pairs can lead to an overfitted strategy, which will not work well on future data. Make sure to extensively test your strategy in dry-run before risking real money.

usage: freqtrade backtesting-show [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                                  [-d PATH] [--userdir PATH]
                                  [--export-filename PATH] [--show-pair-list]

optional arguments:
  -h, --help            show this help message and exit
  --export-filename PATH
                        Save backtest results to the file with this filename.
                        Requires `--export` to be set as well. Example:
                        `--export-filename=user_data/backtest_results/backtest
                        _today.json`
  --show-pair-list      Show backtesting pairlist sorted by profit.

Common arguments:
  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
  --logfile FILE        Log to the file specified. Special values are:
                        'syslog', 'journald'. See the documentation for more
                        details.
  -V, --version         show program's version number and exit
  -c PATH, --config PATH
                        Specify configuration file (default:
                        `userdir/config.json` or `config.json` whichever
                        exists). Multiple --config options may be used. Can be
                        set to `-` to read config from stdin.
  -d PATH, --datadir PATH
                        Path to directory with historical backtesting data.
  --userdir PATH, --user-data-dir PATH
                        Path to userdata directory.

Detailed backtest analysis

Advanced backtest result analysis.

More details in the Backtesting analysis Section.

usage: freqtrade backtesting-analysis [-h] [-v] [--logfile FILE] [-V]
                                      [-c PATH] [-d PATH] [--userdir PATH]
                                      [--export-filename PATH]
                                      [--analysis-groups {0,1,2,3,4} [{0,1,2,3,4} ...]]
                                      [--enter-reason-list ENTER_REASON_LIST [ENTER_REASON_LIST ...]]
                                      [--exit-reason-list EXIT_REASON_LIST [EXIT_REASON_LIST ...]]
                                      [--indicator-list INDICATOR_LIST [INDICATOR_LIST ...]]
                                      [--timerange YYYYMMDD-[YYYYMMDD]]
                                      [--rejected]
                                      [--analysis-to-csv]
                                      [--analysis-csv-path PATH]

optional arguments:
  -h, --help            show this help message and exit
  --export-filename PATH, --backtest-filename PATH
                        Use this filename for backtest results.Requires
                        `--export` to be set as well. Example: `--export-filen
                        ame=user_data/backtest_results/backtest_today.json`
  --analysis-groups {0,1,2,3,4} [{0,1,2,3,4} ...]
                        grouping output - 0: simple wins/losses by enter tag,
                        1: by enter_tag, 2: by enter_tag and exit_tag, 3: by
                        pair and enter_tag, 4: by pair, enter_ and exit_tag
                        (this can get quite large)
  --enter-reason-list ENTER_REASON_LIST [ENTER_REASON_LIST ...]
                        Space separated list of entry signals to analyse.
                        Default: all. e.g. 'entry_tag_a entry_tag_b'
  --exit-reason-list EXIT_REASON_LIST [EXIT_REASON_LIST ...]
                        Space separated list of exit signals to analyse.
                        Default: all. e.g.
                        'exit_tag_a roi stop_loss trailing_stop_loss'
  --indicator-list INDICATOR_LIST [INDICATOR_LIST ...]
                        Space separated list of indicators to analyse. e.g.
                        'close rsi bb_lowerband profit_abs'
  --timerange YYYYMMDD-[YYYYMMDD]
                        Timerange to filter trades for analysis, 
                        start inclusive, end exclusive. e.g.
                        20220101-20220201
  --rejected
                        Print out rejected trades table
  --analysis-to-csv
                        Write out tables to individual CSVs, by default to 
                        'user_data/backtest_results' unless '--analysis-csv-path' is given.
  --analysis-csv-path [PATH]
                        Optional path where individual CSVs will be written. If not used,
                        CSVs will be written to 'user_data/backtest_results'.

Common arguments:
  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
  --logfile FILE        Log to the file specified. Special values are:
                        'syslog', 'journald'. See the documentation for more
                        details.
  -V, --version         show program's version number and exit
  -c PATH, --config PATH
                        Specify configuration file (default:
                        `userdir/config.json` or `config.json` whichever
                        exists). Multiple --config options may be used. Can be
                        set to `-` to read config from stdin.
  -d PATH, --datadir PATH
                        Path to directory with historical backtesting data.
  --userdir PATH, --user-data-dir PATH
                        Path to userdata directory.

List Hyperopt results

You can list the hyperoptimization epochs the Hyperopt module evaluated previously with the hyperopt-list sub-command.

usage: freqtrade hyperopt-list [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                               [-d PATH] [--userdir PATH] [--best]
                               [--profitable] [--min-trades INT]
                               [--max-trades INT] [--min-avg-time FLOAT]
                               [--max-avg-time FLOAT] [--min-avg-profit FLOAT]
                               [--max-avg-profit FLOAT]
                               [--min-total-profit FLOAT]
                               [--max-total-profit FLOAT]
                               [--min-objective FLOAT] [--max-objective FLOAT]
                               [--no-color] [--print-json] [--no-details]
                               [--hyperopt-filename PATH] [--export-csv FILE]

optional arguments:
  -h, --help            show this help message and exit
  --best                Select only best epochs.
  --profitable          Select only profitable epochs.
  --min-trades INT      Select epochs with more than INT trades.
  --max-trades INT      Select epochs with less than INT trades.
  --min-avg-time FLOAT  Select epochs above average time.
  --max-avg-time FLOAT  Select epochs below average time.
  --min-avg-profit FLOAT
                        Select epochs above average profit.
  --max-avg-profit FLOAT
                        Select epochs below average profit.
  --min-total-profit FLOAT
                        Select epochs above total profit.
  --max-total-profit FLOAT
                        Select epochs below total profit.
  --min-objective FLOAT
                        Select epochs above objective.
  --max-objective FLOAT
                        Select epochs below objective.
  --no-color            Disable colorization of hyperopt results. May be
                        useful if you are redirecting output to a file.
  --print-json          Print output in JSON format.
  --no-details          Do not print best epoch details.
  --hyperopt-filename FILENAME
                        Hyperopt result filename.Example: `--hyperopt-
                        filename=hyperopt_results_2020-09-27_16-20-48.pickle`
  --export-csv FILE     Export to CSV-File. This will disable table print.
                        Example: --export-csv hyperopt.csv

Common arguments:
  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
  --logfile FILE        Log to the file specified. Special values are:
                        'syslog', 'journald'. See the documentation for more
                        details.
  -V, --version         show program's version number and exit
  -c PATH, --config PATH
                        Specify configuration file (default:
                        `userdir/config.json` or `config.json` whichever
                        exists). Multiple --config options may be used. Can be
                        set to `-` to read config from stdin.
  -d PATH, --datadir PATH
                        Path to directory with historical backtesting data.
  --userdir PATH, --user-data-dir PATH
                        Path to userdata directory.

!!! Note hyperopt-list will automatically use the latest available hyperopt results file. You can override this using the --hyperopt-filename argument, and specify another, available filename (without path!).

Examples

List all results, print details of the best result at the end:

freqtrade hyperopt-list

List only epochs with positive profit. Do not print the details of the best epoch, so that the list can be iterated in a script:

freqtrade hyperopt-list --profitable --no-details

Show details of Hyperopt results

You can show the details of any hyperoptimization epoch previously evaluated by the Hyperopt module with the hyperopt-show subcommand.

usage: freqtrade hyperopt-show [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                               [-d PATH] [--userdir PATH] [--best]
                               [--profitable] [-n INT] [--print-json]
                               [--hyperopt-filename FILENAME] [--no-header]
                               [--disable-param-export]
                               [--breakdown {day,week,month} [{day,week,month} ...]]

optional arguments:
  -h, --help            show this help message and exit
  --best                Select only best epochs.
  --profitable          Select only profitable epochs.
  -n INT, --index INT   Specify the index of the epoch to print details for.
  --print-json          Print output in JSON format.
  --hyperopt-filename FILENAME
                        Hyperopt result filename.Example: `--hyperopt-
                        filename=hyperopt_results_2020-09-27_16-20-48.pickle`
  --no-header           Do not print epoch details header.
  --disable-param-export
                        Disable automatic hyperopt parameter export.
  --breakdown {day,week,month} [{day,week,month} ...]
                        Show backtesting breakdown per [day, week, month].

Common arguments:
  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
  --logfile FILE        Log to the file specified. Special values are:
                        'syslog', 'journald'. See the documentation for more
                        details.
  -V, --version         show program's version number and exit
  -c PATH, --config PATH
                        Specify configuration file (default:
                        `userdir/config.json` or `config.json` whichever
                        exists). Multiple --config options may be used. Can be
                        set to `-` to read config from stdin.
  -d PATH, --datadir PATH
                        Path to directory with historical backtesting data.
  --userdir PATH, --user-data-dir PATH
                        Path to userdata directory.

!!! Note hyperopt-show will automatically use the latest available hyperopt results file. You can override this using the --hyperopt-filename argument, and specify another, available filename (without path!).

Examples

Print details for the epoch 168 (the number of the epoch is shown by the hyperopt-list subcommand or by Hyperopt itself during hyperoptimization run):

freqtrade hyperopt-show -n 168

Prints JSON data with details for the last best epoch (i.e., the best of all epochs):

freqtrade hyperopt-show --best -n -1 --print-json --no-header

Show trades

Print selected (or all) trades from database to screen.

usage: freqtrade show-trades [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                             [-d PATH] [--userdir PATH] [--db-url PATH]
                             [--trade-ids TRADE_IDS [TRADE_IDS ...]]
                             [--print-json]

optional arguments:
  -h, --help            show this help message and exit
  --db-url PATH         Override trades database URL, this is useful in custom
                        deployments (default: `sqlite:///tradesv3.sqlite` for
                        Live Run mode, `sqlite:///tradesv3.dryrun.sqlite` for
                        Dry Run).
  --trade-ids TRADE_IDS [TRADE_IDS ...]
                        Specify the list of trade ids.
  --print-json          Print output in JSON format.

Common arguments:
  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
  --logfile FILE        Log to the file specified. Special values are:
                        'syslog', 'journald'. See the documentation for more
                        details.
  -V, --version         show program's version number and exit
  -c PATH, --config PATH
                        Specify configuration file (default:
                        `userdir/config.json` or `config.json` whichever
                        exists). Multiple --config options may be used. Can be
                        set to `-` to read config from stdin.
  -d PATH, --datadir PATH
                        Path to directory with historical backtesting data.
  --userdir PATH, --user-data-dir PATH
                        Path to userdata directory.

Examples

Print trades with id 2 and 3 as json

freqtrade show-trades --db-url sqlite:///tradesv3.sqlite --trade-ids 2 3 --print-json

Strategy-Updater

Updates listed strategies or all strategies within the strategies folder to be v3 compliant. If the command runs without --strategy-list then all strategies inside the strategies folder will be converted. Your original strategy will remain available in the user_data/strategies_orig_updater/ directory.

!!! Warning "Conversion results" Strategy updater will work on a "best effort" approach. Please do your due diligence and verify the results of the conversion. We also recommend to run a python formatter (e.g. black) to format results in a sane manner.

usage: freqtrade strategy-updater [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                                  [-d PATH] [--userdir PATH]
                                  [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]

options:
  -h, --help            show this help message and exit
  --strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
                        Provide a space-separated list of strategies to
                        backtest. Please note that timeframe needs to be set
                        either in config or via command line. When using this
                        together with `--export trades`, the strategy-name is
                        injected into the filename (so `backtest-data.json`
                        becomes `backtest-data-SampleStrategy.json`

Common arguments:
  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
  --logfile FILE, --log-file FILE
                        Log to the file specified. Special values are:
                        'syslog', 'journald'. See the documentation for more
                        details.
  -V, --version         show program's version number and exit
  -c PATH, --config PATH
                        Specify configuration file (default:
                        `userdir/config.json` or `config.json` whichever
                        exists). Multiple --config options may be used. Can be
                        set to `-` to read config from stdin.
  -d PATH, --datadir PATH, --data-dir PATH
                        Path to directory with historical backtesting data.
  --userdir PATH, --user-data-dir PATH
                        Path to userdata directory.