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Merge branch 'develop' into feat/plot_annotations

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Matthias
2025-05-02 19:48:50 +02:00
parent 315421037f 9c4abcc927
commit 1fec5a873e
195 changed files with 20354 additions and 7638 deletions
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2
.github/ISSUE_TEMPLATE/bug_report.md vendored
View File

@@ -12,7 +12,7 @@ Have you searched for similar issues before posting it?
If you have discovered a bug in the bot, please [search the issue tracker](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue).
If it hasn't been reported, please create a new issue.
Please do not use bug reports to request new features.
Please do not use the bug report template to request new features.
-->
## Describe your environment

7
.github/ISSUE_TEMPLATE/question.md vendored
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@@ -8,9 +8,12 @@ assignees: ''
---
<!--
Have you searched for similar issues before posting it?
Did you have a VERY good look at the [documentation](https://www.freqtrade.io/en/latest/) and are sure that the question is not explained there
Did you have a VERY good look at the [documentation](https://www.freqtrade.io/) and are sure that the question is not explained there
Please do not use the question template to report bugs or to request new features.
Has your strategy or configuration been generated by an AI model, and is now not working?
Please consult the documentation. We'll close such issues and point to the documentation.
-->
## Describe your environment
@@ -22,4 +25,4 @@ Please do not use the question template to report bugs or to request new feature
## Your question
*Ask the question you have not been able to find an answer in the [Documentation](https://www.freqtrade.io/en/latest/)*
*Ask the question you have not been able to find an answer in the [Documentation](https://www.freqtrade.io/)*

7
.github/workflows/binance-lev-tier-update.yml vendored
View File

@@ -16,6 +16,8 @@ jobs:
name: develop
steps:
- uses: actions/checkout@v4
with:
persist-credentials: false
- uses: actions/setup-python@v5
with:
@@ -32,7 +34,7 @@ jobs:
run: python build_helpers/binance_update_lev_tiers.py
- uses: peter-evans/create-pull-request@v7
- uses: peter-evans/create-pull-request@271a8d0340265f705b14b6d32b9829c1cb33d45e # v7.0.8
with:
token: ${{ secrets.REPO_SCOPED_TOKEN }}
add-paths: freqtrade/exchange/binance_leverage_tiers.json
@@ -42,6 +44,7 @@ jobs:
branch: update/binance-leverage-tiers
title: Update Binance Leverage Tiers
commit-message: "chore: update pre-commit hooks"
committer: Freqtrade Bot <noreply@github.com>
committer: Freqtrade Bot <154552126+freqtrade-bot@users.noreply.github.com>
author: Freqtrade Bot <154552126+freqtrade-bot@users.noreply.github.com>
body: Update binance leverage tiers.
delete-branch: true

76
.github/workflows/ci.yml vendored
View File

@@ -24,11 +24,13 @@ jobs:
runs-on: ${{ matrix.os }}
strategy:
matrix:
os: [ "ubuntu-20.04", "ubuntu-22.04", "ubuntu-24.04" ]
os: [ "ubuntu-22.04", "ubuntu-24.04" ]
python-version: ["3.10", "3.11", "3.12"]
steps:
- uses: actions/checkout@v4
with:
persist-credentials: false
- name: Set up Python
uses: actions/setup-python@v5
@@ -36,8 +38,9 @@ jobs:
python-version: ${{ matrix.python-version }}
- name: Install uv
uses: astral-sh/setup-uv@v5
uses: astral-sh/setup-uv@c7f87aa956e4c323abf06d5dec078e358f6b4d04 # v6.0.0
with:
activate-environment: true
enable-cache: true
python-version: ${{ matrix.python-version }}
cache-dependency-glob: "requirements**.txt"
@@ -71,17 +74,17 @@ jobs:
python build_helpers/freqtrade_client_version_align.py
- name: Tests
if: (!(runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-22.04'))
if: (!(runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-24.04'))
run: |
pytest --random-order
- name: Tests with Coveralls
if: (runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-22.04')
if: (runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-24.04')
run: |
pytest --random-order --cov=freqtrade --cov=freqtrade_client --cov-config=.coveragerc
- name: Coveralls
if: (runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-22.04')
if: (runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-24.04')
env:
# Coveralls token. Not used as secret due to github not providing secrets to forked repositories
COVERALLS_REPO_TOKEN: 6D1m0xupS3FgutfuGao8keFf9Hc0FpIXu
@@ -137,11 +140,12 @@ jobs:
ruff format --check
- name: Mypy
if: matrix.os == 'ubuntu-24.04'
run: |
mypy freqtrade scripts tests
- name: Discord notification
uses: rjstone/discord-webhook-notify@v1
uses: rjstone/discord-webhook-notify@1399c1b2d57cc05894d506d2cfdc33c5f012b993 #v1.1.1
if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
with:
severity: error
@@ -157,6 +161,8 @@ jobs:
steps:
- uses: actions/checkout@v4
with:
persist-credentials: false
- name: Set up Python
uses: actions/setup-python@v5
@@ -165,8 +171,9 @@ jobs:
check-latest: true
- name: Install uv
uses: astral-sh/setup-uv@v5
uses: astral-sh/setup-uv@c7f87aa956e4c323abf06d5dec078e358f6b4d04 # v6.0.0
with:
activate-environment: true
enable-cache: true
python-version: ${{ matrix.python-version }}
cache-dependency-glob: "requirements**.txt"
@@ -260,11 +267,12 @@ jobs:
ruff format --check
- name: Mypy
if: matrix.os == 'macos-15'
run: |
mypy freqtrade scripts
- name: Discord notification
uses: rjstone/discord-webhook-notify@v1
uses: rjstone/discord-webhook-notify@1399c1b2d57cc05894d506d2cfdc33c5f012b993 #v1.1.1
if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
with:
severity: info
@@ -281,6 +289,8 @@ jobs:
steps:
- uses: actions/checkout@v4
with:
persist-credentials: false
- name: Set up Python
uses: actions/setup-python@v5
@@ -288,8 +298,9 @@ jobs:
python-version: ${{ matrix.python-version }}
- name: Install uv
uses: astral-sh/setup-uv@v5
uses: astral-sh/setup-uv@c7f87aa956e4c323abf06d5dec078e358f6b4d04 # v6.0.0
with:
activate-environment: true
enable-cache: true
python-version: ${{ matrix.python-version }}
cache-dependency-glob: "requirements**.txt"
@@ -355,7 +366,7 @@ jobs:
shell: powershell
- name: Discord notification
uses: rjstone/discord-webhook-notify@v1
uses: rjstone/discord-webhook-notify@1399c1b2d57cc05894d506d2cfdc33c5f012b993 #v1.1.1
if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
with:
severity: error
@@ -366,6 +377,8 @@ jobs:
runs-on: ubuntu-22.04
steps:
- uses: actions/checkout@v4
with:
persist-credentials: false
- name: Set up Python
uses: actions/setup-python@v5
@@ -381,16 +394,20 @@ jobs:
runs-on: ubuntu-22.04
steps:
- uses: actions/checkout@v4
with:
persist-credentials: false
- uses: actions/setup-python@v5
with:
python-version: "3.12"
- uses: pre-commit/action@v3.0.1
- uses: pre-commit/action@2c7b3805fd2a0fd8c1884dcaebf91fc102a13ecd # v3.0.1
docs-check:
runs-on: ubuntu-22.04
steps:
- uses: actions/checkout@v4
with:
persist-credentials: false
- name: Documentation syntax
run: |
@@ -407,7 +424,7 @@ jobs:
mkdocs build
- name: Discord notification
uses: rjstone/discord-webhook-notify@v1
uses: rjstone/discord-webhook-notify@1399c1b2d57cc05894d506d2cfdc33c5f012b993 #v1.1.1
if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
with:
severity: error
@@ -417,9 +434,11 @@ jobs:
build-linux-online:
# Run pytest with "live" checks
runs-on: ubuntu-22.04
runs-on: ubuntu-24.04
steps:
- uses: actions/checkout@v4
with:
persist-credentials: false
- name: Set up Python
uses: actions/setup-python@v5
@@ -427,8 +446,9 @@ jobs:
python-version: "3.12"
- name: Install uv
uses: astral-sh/setup-uv@v5
uses: astral-sh/setup-uv@c7f87aa956e4c323abf06d5dec078e358f6b4d04 # v6.0.0
with:
activate-environment: true
enable-cache: true
python-version: "3.12"
cache-dependency-glob: "requirements**.txt"
@@ -485,14 +505,14 @@ jobs:
- name: Check user permission
id: check
uses: scherermichael-oss/action-has-permission@1.0.6
uses: scherermichael-oss/action-has-permission@136e061bfe093832d87f090dd768e14e27a740d3 # 1.0.6
with:
required-permission: write
env:
GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
- name: Discord notification
uses: rjstone/discord-webhook-notify@v1
uses: rjstone/discord-webhook-notify@1399c1b2d57cc05894d506d2cfdc33c5f012b993 #v1.1.1
if: always() && steps.check.outputs.has-permission && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
with:
severity: info
@@ -506,6 +526,8 @@ jobs:
steps:
- uses: actions/checkout@v4
with:
persist-credentials: false
- name: Set up Python
uses: actions/setup-python@v5
@@ -551,6 +573,8 @@ jobs:
steps:
- uses: actions/checkout@v4
with:
persist-credentials: false
- name: Download artifact 📦
uses: actions/download-artifact@v4
@@ -560,7 +584,7 @@ jobs:
merge-multiple: true
- name: Publish to PyPI (Test)
uses: pypa/gh-action-pypi-publish@v1.12.4
uses: pypa/gh-action-pypi-publish@76f52bc884231f62b9a034ebfe128415bbaabdfc # v1.12.4
with:
repository-url: https://test.pypi.org/legacy/
@@ -578,6 +602,8 @@ jobs:
steps:
- uses: actions/checkout@v4
with:
persist-credentials: false
- name: Download artifact 📦
uses: actions/download-artifact@v4
@@ -587,7 +613,7 @@ jobs:
merge-multiple: true
- name: Publish to PyPI
uses: pypa/gh-action-pypi-publish@v1.12.4
uses: pypa/gh-action-pypi-publish@76f52bc884231f62b9a034ebfe128415bbaabdfc # v1.12.4
deploy-docker:
@@ -598,6 +624,8 @@ jobs:
steps:
- uses: actions/checkout@v4
with:
persist-credentials: false
- name: Set up Python
uses: actions/setup-python@v5
@@ -626,14 +654,16 @@ jobs:
docker version -f '{{.Server.Experimental}}'
- name: Set up QEMU
uses: docker/setup-qemu-action@v3
uses: docker/setup-qemu-action@29109295f81e9208d7d86ff1c6c12d2833863392 # v3.6.0
- name: Set up Docker Buildx
id: buildx
uses: docker/setup-buildx-action@v3
uses: docker/setup-buildx-action@b5ca514318bd6ebac0fb2aedd5d36ec1b5c232a2 #v3.10.0
- name: Available platforms
run: echo ${{ steps.buildx.outputs.platforms }}
run: echo ${PLATFORMS}
env:
PLATFORMS: ${{ steps.buildx.outputs.platforms }}
- name: Build and test and push docker images
env:
@@ -652,6 +682,8 @@ jobs:
steps:
- uses: actions/checkout@v4
with:
persist-credentials: false
- name: Extract branch name
id: extract-branch
@@ -675,7 +707,7 @@ jobs:
build_helpers/publish_docker_arm64.sh
- name: Discord notification
uses: rjstone/discord-webhook-notify@v1
uses: rjstone/discord-webhook-notify@1399c1b2d57cc05894d506d2cfdc33c5f012b993 #v1.1.1
if: always() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false) && (github.event_name != 'schedule')
with:
severity: info

10
.github/workflows/deploy-docs.yml vendored
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@@ -20,6 +20,8 @@ jobs:
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v4
with:
persist-credentials: true
- name: Set up Python
uses: actions/setup-python@v5
@@ -43,12 +45,16 @@ jobs:
- name: Build and push Mike
if: ${{ github.event_name == 'push' }}
run: |
mike deploy ${{ github.ref_name }} latest --push --update-aliases
mike deploy ${REF_NAME} latest --push --update-aliases
env:
REF_NAME: ${{ github.ref_name }}
- name: Build and push Mike - Release
if: ${{ github.event_name == 'release' }}
run: |
mike deploy ${{ github.ref_name }} stable --push --update-aliases
mike deploy ${REF_NAME} stable --push --update-aliases
env:
REF_NAME: ${{ github.ref_name }}
- name: Show mike versions
run: |

39
.github/workflows/devcontainer-build.yml vendored
View File

@@ -17,29 +17,26 @@ concurrency:
group: "${{ github.workflow }}"
cancel-in-progress: true
permissions:
packages: write
jobs:
build-and-push:
permissions:
packages: write
runs-on: ubuntu-latest
steps:
-
name: Checkout
id: checkout
uses: actions/checkout@v4
-
name: Login to GitHub Container Registry
uses: docker/login-action@v3
with:
registry: ghcr.io
username: ${{ github.actor }}
password: ${{ secrets.GITHUB_TOKEN }}
-
name: Pre-build dev container image
uses: devcontainers/ci@v0.3
with:
subFolder: .github
imageName: ghcr.io/${{ github.repository }}-devcontainer
cacheFrom: ghcr.io/${{ github.repository }}-devcontainer
push: always
- uses: actions/checkout@v4
with:
persist-credentials: false
- name: Login to GitHub Container Registry
uses: docker/login-action@74a5d142397b4f367a81961eba4e8cd7edddf772 # v3.4.0
with:
registry: ghcr.io
username: ${{ github.actor }}
password: ${{ secrets.GITHUB_TOKEN }}
- name: Pre-build dev container image
uses: devcontainers/ci@8bf61b26e9c3a98f69cb6ce2f88d24ff59b785c6 # v0.3.19
with:
subFolder: .github
imageName: ghcr.io/${{ github.repository }}-devcontainer
cacheFrom: ghcr.io/${{ github.repository }}-devcontainer
push: always

7
.github/workflows/docker-update-readme.yml vendored
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@@ -4,14 +4,19 @@ on:
branches:
- stable
# disable permissions for all of the available permissions
permissions: {}
jobs:
dockerHubDescription:
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v4
with:
persist-credentials: false
- name: Docker Hub Description
uses: peter-evans/dockerhub-description@v4
uses: peter-evans/dockerhub-description@432a30c9e07499fd01da9f8a49f0faf9e0ca5b77 # v4.0.2
with:
username: ${{ secrets.DOCKER_USERNAME }}
password: ${{ secrets.DOCKER_PASSWORD }}

7
.github/workflows/pre-commit-update.yml vendored
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@@ -14,6 +14,8 @@ jobs:
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v4
with:
persist-credentials: false
- uses: actions/setup-python@v5
with:
@@ -26,7 +28,7 @@ jobs:
- name: Run auto-update
run: pre-commit autoupdate
- uses: peter-evans/create-pull-request@v7
- uses: peter-evans/create-pull-request@271a8d0340265f705b14b6d32b9829c1cb33d45e # v7.0.8
with:
token: ${{ secrets.REPO_SCOPED_TOKEN }}
add-paths: .pre-commit-config.yaml
@@ -36,6 +38,7 @@ jobs:
branch: update/pre-commit-hooks
title: Update pre-commit hooks
commit-message: "chore: update pre-commit hooks"
committer: Freqtrade Bot <noreply@github.com>
committer: Freqtrade Bot <154552126+freqtrade-bot@users.noreply.github.com>
author: Freqtrade Bot <154552126+freqtrade-bot@users.noreply.github.com>
body: Update versions of pre-commit hooks to latest version.
delete-branch: true

32
.pre-commit-config.yaml
View File

@@ -1,29 +1,41 @@
# See https://pre-commit.com for more information
# See https://pre-commit.com/hooks.html for more hooks
repos:
- repo: local
# Keep json schema in sync with the config schema
# This will write the files - and fail pre-commit if a file has been changed.
hooks:
- id: Extract config json schema
name: extract-config-json-schema
entry: "python build_helpers/extract_config_json_schema.py"
language: python
pass_filenames: false
additional_dependencies: ["python-rapidjson", "jsonschema"]
- repo: https://github.com/pycqa/flake8
rev: "7.1.1"
rev: "7.2.0"
hooks:
- id: flake8
additional_dependencies: [Flake8-pyproject]
# stages: [push]
- repo: https://github.com/pre-commit/mirrors-mypy
rev: "v1.14.1"
rev: "v1.15.0"
hooks:
- id: mypy
exclude: build_helpers
additional_dependencies:
- types-cachetools==5.5.0.20240820
- types-filelock==3.2.7
- types-requests==2.32.0.20241016
- types-requests==2.32.0.20250328
- types-tabulate==0.9.0.20241207
- types-python-dateutil==2.9.0.20241206
- SQLAlchemy==2.0.37
- SQLAlchemy==2.0.40
# stages: [push]
- repo: https://github.com/pycqa/isort
rev: "6.0.0"
rev: "6.0.1"
hooks:
- id: isort
name: isort (python)
@@ -31,7 +43,7 @@ repos:
- repo: https://github.com/charliermarsh/ruff-pre-commit
# Ruff version.
rev: 'v0.9.4'
rev: 'v0.11.7'
hooks:
- id: ruff
- id: ruff-format
@@ -57,7 +69,7 @@ repos:
)$
- repo: https://github.com/stefmolin/exif-stripper
rev: 0.6.1
rev: 0.6.2
hooks:
- id: strip-exif
@@ -67,3 +79,9 @@ repos:
- id: codespell
additional_dependencies:
- tomli
# Ensure github actions remain safe
- repo: https://github.com/woodruffw/zizmor-pre-commit
rev: v1.6.0
hooks:
- id: zizmor

2
Dockerfile
View File

@@ -1,4 +1,4 @@
FROM python:3.12.8-slim-bookworm as base
FROM python:3.12.10-slim-bookworm as base
# Setup env
ENV LANG C.UTF-8

2
README.md
View File

@@ -1,6 +1,6 @@
# ![freqtrade](https://raw.githubusercontent.com/freqtrade/freqtrade/develop/docs/assets/freqtrade_poweredby.svg)
[![Freqtrade CI](https://github.com/freqtrade/freqtrade/workflows/Freqtrade%20CI/badge.svg)](https://github.com/freqtrade/freqtrade/actions/)
[![Freqtrade CI](https://github.com/freqtrade/freqtrade/actions/workflows/ci.yml/badge.svg?branch=develop)](https://github.com/freqtrade/freqtrade/actions/)
[![DOI](https://joss.theoj.org/papers/10.21105/joss.04864/status.svg)](https://doi.org/10.21105/joss.04864)
[![Coverage Status](https://coveralls.io/repos/github/freqtrade/freqtrade/badge.svg?branch=develop&service=github)](https://coveralls.io/github/freqtrade/freqtrade?branch=develop)
[![Documentation](https://readthedocs.org/projects/freqtrade/badge/)](https://www.freqtrade.io)

7
build_helpers/binance_update_lev_tiers.py
View File

@@ -12,7 +12,12 @@ secret = os.environ.get("FREQTRADE__EXCHANGE__SECRET")
proxy = os.environ.get("CI_WEB_PROXY")
exchange = ccxt.binance(
{"apiKey": key, "secret": secret, "httpsProxy": proxy, "options": {"defaultType": "swap"}}
{
"apiKey": key,
"secret": secret,
"httpsProxy": proxy,
"options": {"defaultType": "swap"},
}
)
_ = exchange.load_markets()

2
build_helpers/create_command_partials.py
View File

@@ -1,4 +1,4 @@
import subprocess
import subprocess # noqa: S404, RUF100
from pathlib import Path

17
build_helpers/extract_config_json_schema.py
View File

@@ -4,10 +4,23 @@ from pathlib import Path
import rapidjson
from freqtrade.configuration.config_schema import CONF_SCHEMA
def extract_config_json_schema():
try:
# Try to import from the installed package
from freqtrade.config_schema import CONF_SCHEMA
except ImportError:
# If freqtrade is not installed, add the parent directory to sys.path
# to import directly from the source
import sys
script_dir = Path(__file__).parent
freqtrade_dir = script_dir.parent
sys.path.insert(0, str(freqtrade_dir))
# Now try to import from the source
from freqtrade.config_schema import CONF_SCHEMA
schema_filename = Path(__file__).parent / "schema.json"
with schema_filename.open("w") as f:
rapidjson.dump(CONF_SCHEMA, f, indent=2)

BIN
build_helpers/pyarrow-19.0.0-cp311-cp311-linux_armv7l.whl → build_helpers/pyarrow-20.0.0-cp311-cp311-linux_armv7l.whl
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Binary file not shown.

97
build_helpers/schema.json
View File

@@ -257,7 +257,8 @@
"enum": [
"day",
"week",
"month"
"month",
"year"
]
}
},
@@ -541,6 +542,10 @@
"description": "Edge configuration.",
"$ref": "#/definitions/edge"
},
"log_config": {
"description": "Logging configuration.",
"$ref": "#/definitions/logging"
},
"freqai": {
"description": "FreqAI configuration.",
"$ref": "#/definitions/freqai"
@@ -612,6 +617,14 @@
"description": "Telegram topic ID - only applicable for group chats",
"type": "string"
},
"authorized_users": {
"description": "Authorized users for the bot.",
"type": "array",
"items": {
"type": "string"
},
"uniqueItems": true
},
"allow_custom_messages": {
"description": "Allow sending custom messages from the Strategy.",
"type": "boolean",
@@ -1019,6 +1032,7 @@
"type": "string",
"enum": [
"running",
"paused",
"stopped"
]
},
@@ -1272,6 +1286,30 @@
"allowed_risk"
]
},
"logging": {
"type": "object",
"properties": {
"version": {
"type": "number",
"const": 1
},
"formatters": {
"type": "object"
},
"handlers": {
"type": "object"
},
"root": {
"type": "object"
}
},
"required": [
"version",
"formatters",
"handlers",
"root"
]
},
"external_message_consumer": {
"description": "Configuration for external message consumer.",
"type": "object",
@@ -1366,10 +1404,10 @@
"type": "boolean",
"default": false
},
"keras": {
"description": "Use Keras for model training.",
"type": "boolean",
"default": false
"identifier": {
"description": "A unique ID for the current model. Must be changed when modifying features.",
"type": "string",
"default": "example"
},
"write_metrics_to_disk": {
"description": "Write metrics to disk?",
@@ -1399,16 +1437,49 @@
"type": "number",
"default": 7
},
"identifier": {
"description": "A unique ID for the current model. Must be changed when modifying features.",
"type": "string",
"default": "example"
"live_retrain_hours": {
"description": "Frequency of retraining during dry/live runs.",
"type": "number",
"default": 0
},
"expiration_hours": {
"description": "Avoid making predictions if a model is more than `expiration_hours` old. Defaults to 0 (no expiration).",
"type": "number",
"default": 0
},
"save_backtest_models": {
"description": "Save models to disk when running backtesting.",
"type": "boolean",
"default": false
},
"fit_live_predictions_candles": {
"description": "Number of historical candles to use for computing target (label) statistics from prediction data, instead of from the training dataset.",
"type": "integer"
},
"data_kitchen_thread_count": {
"description": "Designate the number of threads you want to use for data processing (outlier methods, normalization, etc.).",
"type": "integer"
},
"activate_tensorboard": {
"description": "Indicate whether or not to activate tensorboard",
"type": "boolean",
"default": true
},
"wait_for_training_iteration_on_reload": {
"description": "Wait for the next training iteration to complete after /reload or ctrl+c.",
"type": "boolean",
"default": true
},
"continual_learning": {
"description": "Use the final state of the most recently trained model as starting point for the new model, allowing for incremental learning.",
"type": "boolean",
"default": false
},
"keras": {
"description": "Use Keras for model training.",
"type": "boolean",
"default": false
},
"feature_parameters": {
"description": "The parameters used to engineer the feature set",
"type": "object",
@@ -1445,6 +1516,14 @@
"type": "boolean",
"default": false
},
"indicator_periods_candles": {
"description": "Time periods to calculate indicators for. The indicators are added to the base indicator dataset.",
"type": "array",
"items": {
"type": "number",
"minimum": 1
}
},
"use_SVM_to_remove_outliers": {
"description": "Use SVM to remove outliers from the features.",
"type": "boolean",

BIN
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4
docker/Dockerfile.armhf
View File

@@ -1,4 +1,4 @@
FROM python:3.11.11-slim-bookworm as base
FROM python:3.11.12-slim-bookworm as base
# Setup env
ENV LANG C.UTF-8
@@ -34,7 +34,7 @@ COPY build_helpers/* /tmp/
# Install dependencies
COPY --chown=ftuser:ftuser requirements.txt /freqtrade/
USER ftuser
RUN pip install --user --no-cache-dir numpy \
RUN pip install --user --no-cache-dir "numpy<2" \
&& pip install --user --no-index --find-links /tmp/ pyarrow TA-Lib \
&& pip install --user --no-cache-dir -r requirements.txt

215
docs/advanced-setup.md
View File

@@ -177,7 +177,7 @@ sudo loginctl enable-linger "$USER"
If you run the bot as a service, you can use systemd service manager as a software watchdog monitoring freqtrade bot
state and restarting it in the case of failures. If the `internals.sd_notify` parameter is set to true in the
configuration or the `--sd-notify` command line option is used, the bot will send keep-alive ping messages to systemd
using the sd_notify (systemd notifications) protocol and will also tell systemd its current state (Running or Stopped)
using the sd_notify (systemd notifications) protocol and will also tell systemd its current state (Running, Paused or Stopped)
when it changes.
The `freqtrade.service.watchdog` file contains an example of the service unit configuration file which uses systemd
@@ -188,30 +188,113 @@ as the watchdog.
## Advanced Logging
Freqtrade uses the default logging module provided by python.
Python allows for extensive [logging configuration](https://docs.python.org/3/library/logging.config.html#logging.config.dictConfig) in this regard - way more than what can be covered here.
Default logging format (coloured terminal output) is set up by default if no `log_config` is provided in your freqtrade configuration.
Using `--logfile logfile.log` will enable the RotatingFileHandler.
If you're not content with the log format, or with the default settings provided for the RotatingFileHandler, you can customize logging to your liking by adding the `log_config` configuration to your freqtrade configuration file(s).
The default configuration looks roughly like the below, with the file handler being provided but not enabled as the `filename` is commented out.
Uncomment this line and supply a valid path/filename to enable it.
``` json hl_lines="5-7 13-16 27"
{
"log_config": {
"version": 1,
"formatters": {
"basic": {
"format": "%(message)s"
},
"standard": {
"format": "%(asctime)s - %(name)s - %(levelname)s - %(message)s"
}
},
"handlers": {
"console": {
"class": "freqtrade.loggers.ft_rich_handler.FtRichHandler",
"formatter": "basic"
},
"file": {
"class": "logging.handlers.RotatingFileHandler",
"formatter": "standard",
// "filename": "someRandomLogFile.log",
"maxBytes": 10485760,
"backupCount": 10
}
},
"root": {
"handlers": [
"console",
// "file"
],
"level": "INFO",
}
}
}
```
!!! Note "highlighted lines"
Highlighted lines in the above code-block define the Rich handler and belong together.
The formatter "standard" and "file" will belong to the FileHandler.
Each handler must use one of the defined formatters (by name), its class must be available, and must be a valid logging class.
To actually use a handler, it must be in the "handlers" section inside the "root" segment.
If this section is left out, freqtrade will provide no output (in the non-configured handler, anyway).
!!! Tip "Explicit log configuration"
We recommend to extract the logging configuration from your main freqtrade configuration file, and provide it to your bot via [multiple configuration files](configuration.md#multiple-configuration-files) functionality. This will avoid unnecessary code duplication.
---
On many Linux systems the bot can be configured to send its log messages to `syslog` or `journald` system services. Logging to a remote `syslog` server is also available on Windows. The special values for the `--logfile` command line option can be used for this.
### Logging to syslog
To send Freqtrade log messages to a local or remote `syslog` service use the `--logfile` command line option with the value in the following format:
To send Freqtrade log messages to a local or remote `syslog` service use the `"log_config"` setup option to configure logging.
* `--logfile syslog:<syslog_address>` -- send log messages to `syslog` service using the `<syslog_address>` as the syslog address.
``` json
{
// ...
"log_config": {
"version": 1,
"formatters": {
"syslog_fmt": {
"format": "%(name)s - %(levelname)s - %(message)s"
}
},
"handlers": {
// Other handlers?
"syslog": {
"class": "logging.handlers.SysLogHandler",
"formatter": "syslog_fmt",
// Use one of the other options above as address instead?
"address": "/dev/log"
}
},
"root": {
"handlers": [
// other handlers
"syslog",
]
}
The syslog address can be either a Unix domain socket (socket filename) or a UDP socket specification, consisting of IP address and UDP port, separated by the `:` character.
}
}
```
So, the following are the examples of possible usages:
[Additional log-handlers](#advanced-logging) may need to be configured to for example also have log output in the console.
* `--logfile syslog:/dev/log` -- log to syslog (rsyslog) using the `/dev/log` socket, suitable for most systems.
* `--logfile syslog` -- same as above, the shortcut for `/dev/log`.
* `--logfile syslog:/var/run/syslog` -- log to syslog (rsyslog) using the `/var/run/syslog` socket. Use this on MacOS.
* `--logfile syslog:localhost:514` -- log to local syslog using UDP socket, if it listens on port 514.
* `--logfile syslog:<ip>:514` -- log to remote syslog at IP address and port 514. This may be used on Windows for remote logging to an external syslog server.
#### Syslog usage
Log messages are send to `syslog` with the `user` facility. So you can see them with the following commands:
* `tail -f /var/log/user`, or
* `tail -f /var/log/user`, or
* install a comprehensive graphical viewer (for instance, 'Log File Viewer' for Ubuntu).
On many systems `syslog` (`rsyslog`) fetches data from `journald` (and vice versa), so both `--logfile syslog` or `--logfile journald` can be used and the messages be viewed with both `journalctl` and a syslog viewer utility. You can combine this in any way which suites you better.
On many systems `syslog` (`rsyslog`) fetches data from `journald` (and vice versa), so both syslog or journald can be used and the messages be viewed with both `journalctl` and a syslog viewer utility. You can combine this in any way which suites you better.
For `rsyslog` the messages from the bot can be redirected into a separate dedicated log file. To achieve this, add
@@ -228,13 +311,69 @@ For `syslog` (`rsyslog`), the reduction mode can be switched on. This will reduc
$RepeatedMsgReduction on
```
#### Syslog addressing
The syslog address can be either a Unix domain socket (socket filename) or a UDP socket specification, consisting of IP address and UDP port, separated by the `:` character.
So, the following are the examples of possible addresses:
* `"address": "/dev/log"` -- log to syslog (rsyslog) using the `/dev/log` socket, suitable for most systems.
* `"address": "/var/run/syslog"` -- log to syslog (rsyslog) using the `/var/run/syslog` socket. Use this on MacOS.
* `"address": "localhost:514"` -- log to local syslog using UDP socket, if it listens on port 514.
* `"address": "<ip>:514"` -- log to remote syslog at IP address and port 514. This may be used on Windows for remote logging to an external syslog server.
??? Info "Deprecated - configure syslog via command line"
`--logfile syslog:<syslog_address>` -- send log messages to `syslog` service using the `<syslog_address>` as the syslog address.
The syslog address can be either a Unix domain socket (socket filename) or a UDP socket specification, consisting of IP address and UDP port, separated by the `:` character.
So, the following are the examples of possible usages:
* `--logfile syslog:/dev/log` -- log to syslog (rsyslog) using the `/dev/log` socket, suitable for most systems.
* `--logfile syslog` -- same as above, the shortcut for `/dev/log`.
* `--logfile syslog:/var/run/syslog` -- log to syslog (rsyslog) using the `/var/run/syslog` socket. Use this on MacOS.
* `--logfile syslog:localhost:514` -- log to local syslog using UDP socket, if it listens on port 514.
* `--logfile syslog:<ip>:514` -- log to remote syslog at IP address and port 514. This may be used on Windows for remote logging to an external syslog server.
### Logging to journald
This needs the `cysystemd` python package installed as dependency (`pip install cysystemd`), which is not available on Windows. Hence, the whole journald logging functionality is not available for a bot running on Windows.
To send Freqtrade log messages to `journald` system service use the `--logfile` command line option with the value in the following format:
To send Freqtrade log messages to `journald` system service, add the following configuration snippet to your configuration.
* `--logfile journald` -- send log messages to `journald`.
``` json
{
// ...
"log_config": {
"version": 1,
"formatters": {
"journald_fmt": {
"format": "%(name)s - %(levelname)s - %(message)s"
}
},
"handlers": {
// Other handlers?
"journald": {
"class": "cysystemd.journal.JournaldLogHandler",
"formatter": "journald_fmt",
}
},
"root": {
"handlers": [
// ..
"journald",
]
}
}
}
```
[Additional log-handlers](#advanced-logging) may need to be configured to for example also have log output in the console.
Log messages are send to `journald` with the `user` facility. So you can see them with the following commands:
@@ -244,3 +383,51 @@ Log messages are send to `journald` with the `user` facility. So you can see the
There are many other options in the `journalctl` utility to filter the messages, see manual pages for this utility.
On many systems `syslog` (`rsyslog`) fetches data from `journald` (and vice versa), so both `--logfile syslog` or `--logfile journald` can be used and the messages be viewed with both `journalctl` and a syslog viewer utility. You can combine this in any way which suites you better.
??? Info "Deprecated - configure journald via command line"
To send Freqtrade log messages to `journald` system service use the `--logfile` command line option with the value in the following format:
`--logfile journald` -- send log messages to `journald`.
### Log format as JSON
You can also configure the default output stream to use JSON format instead.
The "fmt_dict" attribute defines the keys for the json output - as well as the [python logging LogRecord attributes](https://docs.python.org/3/library/logging.html#logrecord-attributes).
The below configuration will change the default output to JSON. The same formatter could however also be used in combination with the `RotatingFileHandler`.
We recommend to keep one format in human readable form.
``` json
{
// ...
"log_config": {
"version": 1,
"formatters": {
"json": {
"()": "freqtrade.loggers.json_formatter.JsonFormatter",
"fmt_dict": {
"timestamp": "asctime",
"level": "levelname",
"logger": "name",
"message": "message"
}
}
},
"handlers": {
// Other handlers?
"jsonStream": {
"class": "logging.StreamHandler",
"formatter": "json"
}
},
"root": {
"handlers": [
// ..
"jsonStream",
]
}
}
}
```

17
docs/backtesting.md
View File

@@ -209,6 +209,7 @@ A backtesting result will look like that:
| Sortino | 1.88 |
| Sharpe | 2.97 |
| Calmar | 6.29 |
| SQN | 2.45 |
| Profit factor | 1.11 |
| Expectancy (Ratio) | -0.15 (-0.05) |
| Avg. stake amount | 0.001 BTC |
@@ -315,6 +316,7 @@ It contains some useful key metrics about performance of your strategy on backte
| Sortino | 1.88 |
| Sharpe | 2.97 |
| Calmar | 6.29 |
| SQN | 2.45 |
| Profit factor | 1.11 |
| Expectancy (Ratio) | -0.15 (-0.05) |
| Avg. stake amount | 0.001 BTC |
@@ -368,6 +370,7 @@ It contains some useful key metrics about performance of your strategy on backte
- `Sortino`: Annualized Sortino ratio.
- `Sharpe`: Annualized Sharpe ratio.
- `Calmar`: Annualized Calmar ratio.
- `SQN`: System Quality Number (SQN) - by Van Tharp.
- `Profit factor`: profit / loss.
- `Avg. stake amount`: Average stake amount, either `stake_amount` or the average when using dynamic stake amount.
- `Total trade volume`: Volume generated on the exchange to reach the above profit.
@@ -432,6 +435,20 @@ To save time, by default backtest will reuse a cached result from within the las
To further analyze your backtest results, freqtrade will export the trades to file by default.
You can then load the trades to perform further analysis as shown in the [data analysis](strategy_analysis_example.md#load-backtest-results-to-pandas-dataframe) backtesting section.
### Backtest output file
The output file freqtrade produces is a zip file containing the following files:
- The backtest report in json format
- the market change data in feather format
- a copy of the strategy file
- a copy of the strategy parameters (if a parameter file was used)
- a sanitized copy of the config file
This will ensure results are reproducible - under the assumption that the same data is available.
Only the strategy file and the config file are included in the zip file, eventual dependencies are not included.
## Assumptions made by backtesting
Since backtesting lacks some detailed information about what happens within a candle, it needs to take a few assumptions:

10
docs/bot-basics.md
View File

@@ -54,11 +54,13 @@ By default, the bot loop runs every few seconds (`internals.process_throttle_sec
* Check timeouts for open orders.
* Calls `check_entry_timeout()` strategy callback for open entry orders.
* Calls `check_exit_timeout()` strategy callback for open exit orders.
* Calls `adjust_entry_price()` strategy callback for open entry orders.
* Calls `adjust_order_price()` strategy callback for open orders.
* Calls `adjust_entry_price()` strategy callback for open entry orders. *only called when `adjust_order_price()` is not implemented*
* Calls `adjust_exit_price()` strategy callback for open exit orders. *only called when `adjust_order_price()` is not implemented*
* Verifies existing positions and eventually places exit orders.
* Considers stoploss, ROI and exit-signal, `custom_exit()` and `custom_stoploss()`.
* Determine exit-price based on `exit_pricing` configuration setting or by using the `custom_exit_price()` callback.
* Before a exit order is placed, `confirm_trade_exit()` strategy callback is called.
* Before an exit order is placed, `confirm_trade_exit()` strategy callback is called.
* Check position adjustments for open trades if enabled by calling `adjust_trade_position()` and place additional order if required.
* Check if trade-slots are still available (if `max_open_trades` is reached).
* Verifies entry signal trying to enter new positions.
@@ -80,7 +82,9 @@ This loop will be repeated again and again until the bot is stopped.
* Loops per candle simulating entry and exit points.
* Calls `bot_loop_start()` strategy callback.
* Check for Order timeouts, either via the `unfilledtimeout` configuration, or via `check_entry_timeout()` / `check_exit_timeout()` strategy callbacks.
* Calls `adjust_entry_price()` strategy callback for open entry orders.
* Calls `adjust_order_price()` strategy callback for open orders.
* Calls `adjust_entry_price()` strategy callback for open entry orders. *only called when `adjust_order_price()` is not implemented!*
* Calls `adjust_exit_price()` strategy callback for open exit orders. *only called when `adjust_order_price()` is not implemented!*
* Check for trade entry signals (`enter_long` / `enter_short` columns).
* Confirm trade entry / exits (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).

4
docs/commands/backtesting-analysis.md
View File

@@ -59,7 +59,9 @@ Common arguments:
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.
Path to the base directory of the exchange with
historical backtesting data. To see futures data, use
trading-mode additionally.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.

11
docs/commands/backtesting-show.md
View File

@@ -2,7 +2,7 @@
usage: freqtrade backtesting-show [-h] [-v] [--no-color] [--logfile FILE] [-V]
[-c PATH] [-d PATH] [--userdir PATH]
[--export-filename PATH] [--show-pair-list]
[--breakdown {day,week,month} [{day,week,month} ...]]
[--breakdown {day,week,month,year} [{day,week,month,year} ...]]
options:
-h, --help show this help message and exit
@@ -11,8 +11,9 @@ options:
`--export` to be set as well. Example: `--export-filen
ame=user_data/backtest_results/backtest_today.json`
--show-pair-list Show backtesting pairlist sorted by profit.
--breakdown {day,week,month} [{day,week,month} ...]
Show backtesting breakdown per [day, week, month].
--breakdown {day,week,month,year} [{day,week,month,year} ...]
Show backtesting breakdown per [day, week, month,
year].
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
@@ -29,7 +30,9 @@ Common arguments:
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.
Path to the base directory of the exchange with
historical backtesting data. To see futures data, use
trading-mode additionally.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.

11
docs/commands/backtesting.md
View File

@@ -15,7 +15,7 @@ usage: freqtrade backtesting [-h] [-v] [--no-color] [--logfile FILE] [-V]
[--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
[--export {none,trades,signals}]
[--export-filename PATH]
[--breakdown {day,week,month} [{day,week,month} ...]]
[--breakdown {day,week,month,year} [{day,week,month,year} ...]]
[--cache {none,day,week,month}]
[--freqai-backtest-live-models]
@@ -65,8 +65,9 @@ options:
Use this filename for backtest results.Requires
`--export` to be set as well. Example: `--export-filen
ame=user_data/backtest_results/backtest_today.json`
--breakdown {day,week,month} [{day,week,month} ...]
Show backtesting breakdown per [day, week, month].
--breakdown {day,week,month,year} [{day,week,month,year} ...]
Show backtesting breakdown per [day, week, month,
year].
--cache {none,day,week,month}
Load a cached backtest result no older than specified
age (default: day).
@@ -88,7 +89,9 @@ Common arguments:
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.
Path to the base directory of the exchange with
historical backtesting data. To see futures data, use
trading-mode additionally.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.

4
docs/commands/convert-data.md
View File

@@ -45,7 +45,9 @@ Common arguments:
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.
Path to the base directory of the exchange with
historical backtesting data. To see futures data, use
trading-mode additionally.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.

4
docs/commands/convert-trade-data.md
View File

@@ -34,7 +34,9 @@ Common arguments:
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.
Path to the base directory of the exchange with
historical backtesting data. To see futures data, use
trading-mode additionally.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.

4
docs/commands/download-data.md
View File

@@ -63,7 +63,9 @@ Common arguments:
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.
Path to the base directory of the exchange with
historical backtesting data. To see futures data, use
trading-mode additionally.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.

4
docs/commands/edge.md
View File

@@ -50,7 +50,9 @@ Common arguments:
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.
Path to the base directory of the exchange with
historical backtesting data. To see futures data, use
trading-mode additionally.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.

4
docs/commands/hyperopt-list.md
View File

@@ -55,7 +55,9 @@ Common arguments:
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.
Path to the base directory of the exchange with
historical backtesting data. To see futures data, use
trading-mode additionally.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.

11
docs/commands/hyperopt-show.md
View File

@@ -4,7 +4,7 @@ usage: freqtrade hyperopt-show [-h] [-v] [--no-color] [--logfile FILE] [-V]
[--profitable] [-n INT] [--print-json]
[--hyperopt-filename FILENAME] [--no-header]
[--disable-param-export]
[--breakdown {day,week,month} [{day,week,month} ...]]
[--breakdown {day,week,month,year} [{day,week,month,year} ...]]
options:
-h, --help show this help message and exit
@@ -18,8 +18,9 @@ options:
--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].
--breakdown {day,week,month,year} [{day,week,month,year} ...]
Show backtesting breakdown per [day, week, month,
year].
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
@@ -36,7 +37,9 @@ Common arguments:
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.
Path to the base directory of the exchange with
historical backtesting data. To see futures data, use
trading-mode additionally.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.

5
docs/commands/hyperopt.md
View File

@@ -79,6 +79,7 @@ options:
SortinoHyperOptLoss, SortinoHyperOptLossDaily,
CalmarHyperOptLoss, MaxDrawDownHyperOptLoss,
MaxDrawDownRelativeHyperOptLoss,
MaxDrawDownPerPairHyperOptLoss,
ProfitDrawDownHyperOptLoss, MultiMetricHyperOptLoss
--disable-param-export
Disable automatic hyperopt parameter export.
@@ -102,7 +103,9 @@ Common arguments:
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.
Path to the base directory of the exchange with
historical backtesting data. To see futures data, use
trading-mode additionally.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.

5
docs/commands/install-ui.md
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@@ -1,9 +1,12 @@
```
usage: freqtrade install-ui [-h] [--erase] [--ui-version UI_VERSION]
usage: freqtrade install-ui [-h] [--erase] [--prerelease]
[--ui-version UI_VERSION]
options:
-h, --help show this help message and exit
--erase Clean UI folder, don't download new version.
--prerelease Install the latest pre-release version of FreqUI. This
is not recommended for production use.
--ui-version UI_VERSION
Specify a specific version of FreqUI to install. Not
specifying this installs the latest version.

4
docs/commands/list-data.md
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@@ -41,7 +41,9 @@ Common arguments:
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.
Path to the base directory of the exchange with
historical backtesting data. To see futures data, use
trading-mode additionally.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.

4
docs/commands/list-exchanges.md
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@@ -22,7 +22,9 @@ Common arguments:
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.
Path to the base directory of the exchange with
historical backtesting data. To see futures data, use
trading-mode additionally.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.

4
docs/commands/list-freqaimodels.md
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@@ -24,7 +24,9 @@ Common arguments:
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.
Path to the base directory of the exchange with
historical backtesting data. To see futures data, use
trading-mode additionally.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.

4
docs/commands/list-hyperoptloss.md
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@@ -24,7 +24,9 @@ Common arguments:
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.
Path to the base directory of the exchange with
historical backtesting data. To see futures data, use
trading-mode additionally.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.

4
docs/commands/list-markets.md
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@@ -39,7 +39,9 @@ Common arguments:
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.
Path to the base directory of the exchange with
historical backtesting data. To see futures data, use
trading-mode additionally.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.

4
docs/commands/list-pairs.md
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@@ -39,7 +39,9 @@ Common arguments:
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.
Path to the base directory of the exchange with
historical backtesting data. To see futures data, use
trading-mode additionally.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.

4
docs/commands/list-strategies.md
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@@ -27,7 +27,9 @@ Common arguments:
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.
Path to the base directory of the exchange with
historical backtesting data. To see futures data, use
trading-mode additionally.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.

4
docs/commands/list-timeframes.md
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@@ -23,7 +23,9 @@ Common arguments:
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.
Path to the base directory of the exchange with
historical backtesting data. To see futures data, use
trading-mode additionally.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.

4
docs/commands/lookahead-analysis.md
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@@ -89,7 +89,9 @@ Common arguments:
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.
Path to the base directory of the exchange with
historical backtesting data. To see futures data, use
trading-mode additionally.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.

4
docs/commands/plot-dataframe.md
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@@ -63,7 +63,9 @@ Common arguments:
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.
Path to the base directory of the exchange with
historical backtesting data. To see futures data, use
trading-mode additionally.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.

4
docs/commands/plot-profit.md
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@@ -49,7 +49,9 @@ Common arguments:
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.
Path to the base directory of the exchange with
historical backtesting data. To see futures data, use
trading-mode additionally.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.

4
docs/commands/recursive-analysis.md
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@@ -41,7 +41,9 @@ Common arguments:
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.
Path to the base directory of the exchange with
historical backtesting data. To see futures data, use
trading-mode additionally.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.

4
docs/commands/show-trades.md
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@@ -30,7 +30,9 @@ Common arguments:
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.
Path to the base directory of the exchange with
historical backtesting data. To see futures data, use
trading-mode additionally.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.

4
docs/commands/strategy-updater.md
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@@ -34,7 +34,9 @@ Common arguments:
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.
Path to the base directory of the exchange with
historical backtesting data. To see futures data, use
trading-mode additionally.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.

4
docs/commands/trade.md
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@@ -36,7 +36,9 @@ Common arguments:
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.
Path to the base directory of the exchange with
historical backtesting data. To see futures data, use
trading-mode additionally.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.

4
docs/commands/trades-to-ohlcv.md
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@@ -41,7 +41,9 @@ Common arguments:
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.
Path to the base directory of the exchange with
historical backtesting data. To see futures data, use
trading-mode additionally.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.

4
docs/commands/webserver.md
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@@ -20,7 +20,9 @@ Common arguments:
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.
Path to the base directory of the exchange with
historical backtesting data. To see futures data, use
trading-mode additionally.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.

7
docs/configuration.md
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@@ -205,7 +205,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `exit_pricing.use_order_book` | Enable exiting of open trades using [Order Book Exit](#exit-price-with-orderbook-enabled). <br> *Defaults to `true`.*<br> **Datatype:** Boolean
| `exit_pricing.order_book_top` | Bot will use the top N rate in Order Book "price_side" to exit. I.e. a value of 2 will allow the bot to pick the 2nd ask rate in [Order Book Exit](#exit-price-with-orderbook-enabled)<br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
| `custom_price_max_distance_ratio` | Configure maximum distance ratio between current and custom entry or exit price. <br>*Defaults to `0.02` 2%).*<br> **Datatype:** Positive float
| | **TODO**
| | **Order/Signal handling**
| `use_exit_signal` | Use exit signals produced by the strategy in addition to the `minimal_roi`. <br>Setting this to false disables the usage of `"exit_long"` and `"exit_short"` columns. Has no influence on other exit methods (Stoploss, ROI, callbacks). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> **Datatype:** Boolean
| `exit_profit_only` | Wait until the bot reaches `exit_profit_offset` before taking an exit decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
| `exit_profit_offset` | Exit-signal is only active above this value. Only active in combination with `exit_profit_only=True`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0`.* <br> **Datatype:** Float (as ratio)
@@ -266,7 +266,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `bot_name` | Name of the bot. Passed via API to a client - can be shown to distinguish / name bots.<br> *Defaults to `freqtrade`*<br> **Datatype:** String
| `external_message_consumer` | Enable [Producer/Consumer mode](producer-consumer.md) for more details. <br> **Datatype:** Dict
| | **Other**
| `initial_state` | Defines the initial application state. If set to stopped, then the bot has to be explicitly started via `/start` RPC command. <br>*Defaults to `stopped`.* <br> **Datatype:** Enum, either `stopped` or `running`
| `initial_state` | Defines the initial application state. If set to stopped, then the bot has to be explicitly started via `/start` RPC command. <br>*Defaults to `stopped`.* <br> **Datatype:** Enum, either `running`, `paused` or `stopped`
| `force_entry_enable` | Enables the RPC Commands to force a Trade entry. More information below. <br> **Datatype:** Boolean
| `disable_dataframe_checks` | Disable checking the OHLCV dataframe returned from the strategy methods for correctness. Only use when intentionally changing the dataframe and understand what you are doing. [Strategy Override](#parameters-in-the-strategy).<br> *Defaults to `False`*. <br> **Datatype:** Boolean
| `internals.process_throttle_secs` | Set the process throttle, or minimum loop duration for one bot iteration loop. Value in second. <br>*Defaults to `5` seconds.* <br> **Datatype:** Positive Integer
@@ -281,7 +281,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `add_config_files` | Additional config files. These files will be loaded and merged with the current config file. The files are resolved relative to the initial file.<br> *Defaults to `[]`*. <br> **Datatype:** List of strings
| `dataformat_ohlcv` | Data format to use to store historical candle (OHLCV) data. <br> *Defaults to `feather`*. <br> **Datatype:** String
| `dataformat_trades` | Data format to use to store historical trades data. <br> *Defaults to `feather`*. <br> **Datatype:** String
| `reduce_df_footprint` | Recast all numeric columns to float32/int32, with the objective of reducing ram/disk usage (and decreasing train/inference timing in FreqAI). (Currently only affects FreqAI use-cases) <br> **Datatype:** Boolean. <br> Default: `False`.
| `reduce_df_footprint` | Recast all numeric columns to float32/int32, with the objective of reducing ram/disk usage (and decreasing train/inference timing backtesting/hyperopt and in FreqAI). <br> **Datatype:** Boolean. <br> Default: `False`.
| `log_config` | Dictionary containing the log config for python logging. [more info](advanced-setup.md#advanced-logging) <br> **Datatype:** dict. <br> Default: `FtRichHandler`
### Parameters in the strategy

5
docs/deprecated.md
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@@ -88,3 +88,8 @@ Setting protections from the configuration via `"protections": [],` has been rem
Using hdf5 as data storage has been deprecated in 2024.12 and was removed in 2025.1. We recommend switching to the feather data format.
Please use the [`convert-data` subcommand](data-download.md#sub-command-convert-data) to convert your existing data to one of the supported formats before updating.
## Configuring advanced logging via config
Configuring syslog and journald via `--logfile systemd` and `--logfile journald` respectively has been deprecated in 2025.3.
Please use configuration based [log setup](advanced-setup.md#advanced-logging) instead.

4
docs/exchanges.md
View File

@@ -363,6 +363,10 @@ Hyperliquid handles deposits and withdrawals on the Arbitrum One chain, a Layer
* Create a different software wallet, only transfer the funds you want to trade with to that wallet, and use that wallet to trade on Hyperliquid.
* If you have funds you don't want to use for trading (after making a profit for example), transfer them back to your hardware wallet.
### Historic Hyperliquid data
The Hyperliquid API does not provide historic data beyond the single call to fetch current data, so downloading data is not possible, as the downloaded data would not constitute proper historic data.
## All exchanges
Should you experience constant errors with Nonce (like `InvalidNonce`), it is best to regenerate the API keys. Resetting Nonce is difficult and it's usually easier to regenerate the API keys.

2
docs/freqai-configuration.md
View File

@@ -258,6 +258,8 @@ freqtrade trade --config config_examples/config_freqai.example.json --strategy F
We do provide an explicit docker-compose file for this in `docker/docker-compose-freqai.yml` - which can be used via `docker compose -f docker/docker-compose-freqai.yml run ...` - or can be copied to replace the original docker file.
This docker-compose file also contains a (disabled) section to enable GPU resources within docker containers. This obviously assumes the system has GPU resources available.
PyTorch dropped support for macOS x64 (intel based Apple devices) in version 2.3. Subsequently, freqtrade also dropped support for PyTorch on this platform.
### Structure
#### Model

1
docs/hyperopt.md
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@@ -471,6 +471,7 @@ Currently, the following loss functions are builtin:
* `SortinoHyperOptLossDaily` - optimizes Sortino Ratio calculated on **daily** trade returns relative to **downside** standard deviation.
* `MaxDrawDownHyperOptLoss` - Optimizes Maximum absolute drawdown.
* `MaxDrawDownRelativeHyperOptLoss` - Optimizes both maximum absolute drawdown while also adjusting for maximum relative drawdown.
* `MaxDrawDownPerPairHyperOptLoss` - Calculates the profit/drawdown ratio per pair and returns the worst result as objective, forcing hyperopt to optimize the parameters for all pairs in the pairlist. This way, we prevent one or more pairs with good results from inflating the metrics, while the pairs with poor results are not represented and therefore not optimized.
* `CalmarHyperOptLoss` - Optimizes Calmar Ratio calculated on trade returns relative to max drawdown.
* `ProfitDrawDownHyperOptLoss` - Optimizes by max Profit & min Drawdown objective. `DRAWDOWN_MULT` variable within the hyperoptloss file can be adjusted to be stricter or more flexible on drawdown purposes.
* `MultiMetricHyperOptLoss` - Optimizes by several key metrics to achieve balanced performance. The primary focus is on maximizing Profit and minimizing Drawdown, while also considering additional metrics such as Profit Factor, Expectancy Ratio and Winrate. Moreover, it applies a penalty for epochs with a low number of trades, encouraging strategies with adequate trade frequency.

20
docs/includes/pairlists.md
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@@ -44,9 +44,24 @@ You may also use something like `.*DOWN/BTC` or `.*UP/BTC` to exclude leveraged
By default, the `StaticPairList` method is used, which uses a statically defined pair whitelist from the configuration. The pairlist also supports wildcards (in regex-style) - so `.*/BTC` will include all pairs with BTC as a stake.
It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklist`.
It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklist`, which in the below example, will trade BTC/USDT and ETH/USDT - and will prevent BNB/USDT trading.
Both `pair_*list` parameters support regex - so values like `.*/USDT` would enable trading all pairs that are not in the blacklist.
```json
"exchange": {
"name": "...",
// ...
"pair_whitelist": [
"BTC/USDT",
"ETH/USDT",
// ...
],
"pair_blacklist": [
"BNB/USDT",
// ...
]
},
"pairlists": [
{"method": "StaticPairList"}
],
@@ -377,6 +392,9 @@ If an incorrect category string is chosen, the plugin will print the available c
!!! Warning "Many categories"
Each added category corresponds to one API call to CoinGecko. The more categories you add, the longer the pairlist generation will take, potentially causing rate limit issues.
!!! Danger "Duplicate symbols in coingecko"
Coingecko often has duplicate symbols, where the same symbol is used for different coins. Freqtrade will use the symbol as is and try to search for it on the exchange. If the symbol exists - it will be used. Freqtrade will however not check if the _intended_ symbol is the one coingecko meant. This can sometimes lead to unexpected results, especially on low volume coins or with meme coin categories.
#### AgeFilter
Removes pairs that have been listed on the exchange for less than `min_days_listed` days (defaults to `10`) or more than `max_days_listed` days (defaults `None` mean infinity).

2
docs/includes/showcase.md
View File

@@ -3,7 +3,7 @@ This section will highlight a few projects from members of the community.
The projects below are for the most part not maintained by the freqtrade , therefore use your own caution before using them.
- [Example freqtrade strategies](https://github.com/freqtrade/freqtrade-strategies/)
- [FrequentHippo - Grafana dashboard with dry/live runs and backtests](http://frequenthippo.ddns.net:3000/) (by hippocritical).
- [FrequentHippo - Statistics of dry/live runs and backtests](http://frequenthippo.ddns.net) (by hippocritical).
- [Online pairlist generator](https://remotepairlist.com/) (by Blood4rc).
- [Freqtrade Backtesting Project](https://strat.ninja/) (by Blood4rc).
- [Freqtrade analysis notebook](https://github.com/froggleston/freqtrade_analysis_notebook) (by Froggleston).

2
docs/index.md
View File

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

8
docs/requirements-docs.txt
View File

@@ -1,7 +1,7 @@
markdown==3.7
markdown==3.8
mkdocs==1.6.1
mkdocs-material==9.6.3
mkdocs-material==9.6.12
mdx_truly_sane_lists==1.3
pymdown-extensions==10.14.3
jinja2==3.1.5
pymdown-extensions==10.15
jinja2==3.1.6
mike==2.1.3

17
docs/rest-api.md
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@@ -268,6 +268,9 @@ show_config
start
Start the bot if it's in the stopped state.
pause
Pause the bot if it's in the running state. If triggered on stopped state will handle open positions.
stats
Return the stats report (durations, sell-reasons).
@@ -302,6 +305,19 @@ trades
:param limit: Limits trades to the X last trades. Max 500 trades.
:param offset: Offset by this amount of trades.
list_open_trades_custom_data
Return a dict containing open trades custom-datas
:param key: str, optional - Key of the custom-data
:param limit: Limits trades to X trades.
:param offset: Offset by this amount of trades.
list_custom_data
Return a dict containing custom-datas of a specified trade
:param trade_id: int - ID of the trade
:param key: str, optional - Key of the custom-data
version
Return the version of the bot.
@@ -320,6 +336,7 @@ All endpoints in the below table need to be prefixed with the base URL of the AP
|-----------|--------|--------------------------|
| `/ping` | GET | Simple command testing the API Readiness - requires no authentication.
| `/start` | POST | Starts the trader.
| `/pause` | POST | Pause the trader. Gracefully handle open trades according to their rules. Do not enter new positions.
| `/stop` | POST | Stops the trader.
| `/stopbuy` | POST | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
| `/reload_config` | POST | Reloads the configuration file.

10
docs/stoploss.md
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@@ -154,10 +154,10 @@ For example, simplified math:
In summary: The stoploss will be adjusted to be always be -10% of the highest observed price.
### Trailing stop loss, custom positive loss
### Trailing stop loss, different positive loss
You could also have a default stop loss when you are in the red with your buy (buy - fee), but once you hit a positive result (or an offset you define) the system will utilize a new stop loss, which can have a different value.
For example, your default stop loss is -10%, but once you have more than 0% profit (example 0.1%) a different trailing stoploss will be used.
You could also have a default stop loss when you are in the red with your buy (buy - fee), but once you hit a positive result (or an offset you define) the system will utilize a new stop loss, with a different value.
For example, your default stop loss is -10%, but once you have reached profitability (example 0.1%) a different trailing stoploss will be used.
!!! Note
If you want the stoploss to only be changed when you break even of making a profit (what most users want) please refer to next section with [offset enabled](#trailing-stop-loss-only-once-the-trade-has-reached-a-certain-offset).
@@ -208,7 +208,9 @@ Before this, `stoploss` is used for the trailing stoploss.
You can also keep a static stoploss until the offset is reached, and then trail the trade to take profits once the market turns.
If `trailing_only_offset_is_reached = True` then the trailing stoploss is only activated once the offset is reached. Until then, the stoploss remains at the configured `stoploss`.
If `trailing_only_offset_is_reached = True` then the trailing stoploss is only activated once the offset is reached. Until then, the stoploss remains at the configured `stoploss` and is not trailing.
Leaving this value as `trailing_only_offset_is_reached=False` will allow the trailing stoploss to start trailing as soon as the asset price increases above the initial entry price.
This option can be used with or without `trailing_stop_positive`, but uses `trailing_stop_positive_offset` as offset.
Configuration (offset is buy-price + 3%):

11
docs/strategy-101.md
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@@ -79,6 +79,8 @@ import talib.abstract as ta
class MyStrategy(IStrategy):
timeframe = '15m'
# set the initial stoploss to -10%
stoploss = -0.10
@@ -163,18 +165,23 @@ If there is any significant difference, verify that your entry and exit signals
## Controlling or monitoring a running bot
Once your bot is running in dry or live mode, Freqtrade has five mechanisms to control or monitor a running bot:
Once your bot is running in dry or live mode, Freqtrade has six mechanisms to control or monitor a running bot:
- **[FreqUI](freq-ui.md)**: The easiest to get started with, FreqUI is a web interface to see and control current activity of your bot.
- **[Telegram](telegram-usage.md)**: On mobile devices, Telegram integration is available to get alerts about your bot activity and to control certain aspects.
- **[FTUI](https://github.com/freqtrade/ftui)**: FTUI is a terminal (command line) interface to Freqtrade, and allows monitoring of a running bot only.
- **[REST API](rest-api.md)**: The REST API allows programmers to develop their own tools to interact with a Freqtrade bot.
- **[freqtrade-client](rest-api.md#consuming-the-api)**: A python implementation of the REST API, making it easy to make requests and consume bot responses from your python apps or the command line.
- **[REST API endpoints](rest-api.md#available-endpoints)**: The REST API allows programmers to develop their own tools to interact with a Freqtrade bot.
- **[Webhooks](webhook-config.md)**: Freqtrade can send information to other services, e.g. discord, by webhooks.
### Logs
Freqtrade generates extensive debugging logs to help you understand what's happening. Please familiarise yourself with the information and error messages you might see in your bot logs.
Logging by default occurs on standard out (the command line). If you want to write out to a file instead, many freqtrade commands, including the `trade` command, accept the `--logfile` option to write to a file.
Check the [FAQ](faq.md#how-do-i-search-the-bot-logs-for-something) for examples.
## Final Thoughts
Algo trading is difficult, and most public strategies are not good performers due to the time and effort to make a strategy work profitably in multiple scenarios.

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@@ -758,7 +758,7 @@ For performance reasons, it's disabled by default and freqtrade will show a warn
Additional orders also result in additional fees and those orders don't count towards `max_open_trades`.
This callback is also called when there is an open order (either buy or sell) waiting for execution - and will cancel the existing open order to place a new order if the amount, price or direction is different.
This callback is also called when there is an open order (either buy or sell) waiting for execution - and will cancel the existing open order to place a new order if the amount, price or direction is different. Also partially filled orders will be canceled, and will be replaced with the new amount as returned by the callback.
`adjust_trade_position()` is called very frequently for the duration of a trade, so you must keep your implementation as performant as possible.
@@ -770,9 +770,10 @@ Modifications to leverage are not possible, and the stake-amount returned is ass
The combined stake currently allocated to the position is held in `trade.stake_amount`. Therefore `trade.stake_amount` will always be updated on every additional entry and partial exit made through `adjust_trade_position()`.
!!! Danger "Loose Logic"
On dry and live run, this function will be called every `throttle_process_secs` (default to 5s). If you have a loose logic, for example your logic for extra entry is only to check RSI of last candle is below 30, then when such condition fulfilled, your bot will do extra re-entry every 5 secs until either it run out of money, it hit the `max_position_adjustment` limit, or a new candle with RSI more than 30 arrived.
On dry and live run, this function will be called every `throttle_process_secs` (default to 5s). If you have a loose logic, (e.g. increase position if RSI of the last candle is below 30), your bot will do extra re-entry every 5 secs until you either it run out of money, hit the `max_position_adjustment` limit, or a new candle with RSI more than 30 arrived.
Same thing also can happen with partial exit. So be sure to have a strict logic and/or check for the last filled order.
Same thing also can happen with partial exit.
So be sure to have a strict logic and/or check for the last filled order and if an order is already open.
!!! Warning "Performance with many position adjustments"
Position adjustments can be a good approach to increase a strategy's output - but it can also have drawbacks if using this feature extensively.
@@ -876,6 +877,9 @@ class DigDeeperStrategy(IStrategy):
Return None for no action.
Optionally, return a tuple with a 2nd element with an order reason
"""
if trade.has_open_orders:
# Only act if no orders are open
return
if current_profit > 0.05 and trade.nr_of_successful_exits == 0:
# Take half of the profit at +5%
@@ -934,28 +938,25 @@ class DigDeeperStrategy(IStrategy):
The total profit for this trade was 950$ on a 3350$ investment (`100@8$ + 100@9$ + 150@11$`). As such - the final relative profit is 28.35% (`950 / 3350`).
## Adjust Entry Price
## Adjust order Price
The `adjust_entry_price()` callback may be used by strategy developer to refresh/replace limit orders upon arrival of new candles.
The `adjust_order_price()` callback may be used by strategy developer to refresh/replace limit orders upon arrival of new candles.
This callback is called once every iteration unless the order has been (re)placed within the current candle - limiting the maximum (re)placement of each order to once per candle.
This also means that the first call will be at the start of the next candle after the initial order was placed.
Be aware that `custom_entry_price()` is still the one dictating initial entry limit order price target at the time of entry trigger.
Be aware that `custom_entry_price()`/`custom_exit_price()` is still the one dictating initial limit order price target at the time of the signal.
Orders can be cancelled out of this callback by returning `None`.
Returning `current_order_rate` will keep the order on the exchange "as is".
Returning any other price will cancel the existing order, and replace it with a new order.
The trade open-date (`trade.open_date_utc`) will remain at the time of the very first order placed.
Please make sure to be aware of this - and eventually adjust your logic in other callbacks to account for this, and use the date of the first filled order instead.
If the cancellation of the original order fails, then the order will not be replaced - though the order will most likely have been canceled on exchange. Having this happen on initial entries will result in the deletion of the order, while on position adjustment orders, it'll result in the trade size remaining as is.
If the order has been partially filled, the order will not be replaced. You can however use [`adjust_trade_position()`](#adjust-trade-position) to adjust the trade size to the full, expected position size, should this be necessary / desired.
If the order has been partially filled, the order will not be replaced. You can however use [`adjust_trade_position()`](#adjust-trade-position) to adjust the trade size to the expected position size, should this be necessary / desired.
!!! Warning "Regular timeout"
Entry `unfilledtimeout` mechanism (as well as `check_entry_timeout()`) takes precedence over this.
Entry Orders that are cancelled via the above methods will not have this callback called. Be sure to update timeout values to match your expectations.
Entry `unfilledtimeout` mechanism (as well as `check_entry_timeout()`/`check_exit_timeout()`) takes precedence over this callback.
Orders that are cancelled via the above methods will not have this callback called. Be sure to update timeout values to match your expectations.
```python
# Default imports
@@ -964,14 +965,26 @@ class AwesomeStrategy(IStrategy):
# ... populate_* methods
def adjust_entry_price(self, trade: Trade, order: Order | None, pair: str,
current_time: datetime, proposed_rate: float, current_order_rate: float,
entry_tag: str | None, side: str, **kwargs) -> float:
def adjust_order_price(
self,
trade: Trade,
order: Order | None,
pair: str,
current_time: datetime,
proposed_rate: float,
current_order_rate: float,
entry_tag: str | None,
side: str,
is_entry: bool,
**kwargs,
) -> float | None:
"""
Entry price re-adjustment logic, returning the user desired limit price.
Exit and entry order price re-adjustment logic, returning the user desired limit price.
This only executes when a order was already placed, still open (unfilled fully or partially)
and not timed out on subsequent candles after entry trigger.
For full documentation please go to https://www.freqtrade.io/en/latest/strategy-callbacks/
When not implemented by a strategy, returns current_order_rate as default.
If current_order_rate is returned then the existing order is maintained.
If None is returned then order gets canceled but not replaced by a new one.
@@ -983,14 +996,16 @@ class AwesomeStrategy(IStrategy):
:param proposed_rate: Rate, calculated based on pricing settings in entry_pricing.
:param current_order_rate: Rate of the existing order in place.
:param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
:param side: "long" or "short" - indicating the direction of the proposed trade
:param side: 'long' or 'short' - indicating the direction of the proposed trade
:param is_entry: True if the order is an entry order, False if it's an exit order.
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return float: New entry price value if provided
:return float or None: New entry price value if provided
"""
# Limit orders to use and follow SMA200 as price target for the first 10 minutes since entry trigger for BTC/USDT pair.
# Limit entry orders to use and follow SMA200 as price target for the first 10 minutes since entry trigger for BTC/USDT pair.
if (
pair == "BTC/USDT"
is_entry
and pair == "BTC/USDT"
and entry_tag == "long_sma200"
and side == "long"
and (current_time - timedelta(minutes=10)) <= trade.open_date_utc
@@ -1007,6 +1022,26 @@ class AwesomeStrategy(IStrategy):
return current_order_rate
```
!!! danger "Incompatibility with `adjust_*_price()`"
If you have both `adjust_order_price()` and `adjust_entry_price()`/`adjust_exit_price()` implemented, only `adjust_order_price()` will be used.
If you need to adjust entry/exit prices, you can either implement the logic in `adjust_order_price()`, or use the split `adjust_entry_price()` / `adjust_exit_price()` callbacks, but not both.
Mixing these is not supported and will raise an error during bot startup.
### Adjust Entry Price
The `adjust_entry_price()` callback may be used by strategy developer to refresh/replace entry limit orders upon arrival.
It's a sub-set of `adjust_order_price()` and is called only for entry orders.
All remaining behavior is identical to `adjust_order_price()`.
The trade open-date (`trade.open_date_utc`) will remain at the time of the very first order placed.
Please make sure to be aware of this - and eventually adjust your logic in other callbacks to account for this, and use the date of the first filled order instead.
### Adjust Exit Price
The `adjust_exit_price()` callback may be used by strategy developer to refresh/replace exit limit orders upon arrival.
It's a sub-set of `adjust_order_price()` and is called only for exit orders.
All remaining behavior is identical to `adjust_order_price()`.
## Leverage Callback
When trading in markets that allow leverage, this method must return the desired Leverage (Defaults to 1 -> No leverage).

3
docs/strategy-customization.md
View File

@@ -513,7 +513,7 @@ By default, freqtrade will attempt to load strategies from all `.py` files withi
Assuming your strategy is called `AwesomeStrategy`, stored in the file `user_data/strategies/AwesomeStrategy.py`, then you can start freqtrade in dry (or live, depending on your configuration) mode with:
```bash
freqtrade trade --strategy AwesomeStrategy`
freqtrade trade --strategy AwesomeStrategy
```
Note that we're using the class name, not the file name.
@@ -1122,6 +1122,7 @@ The following list contains some common patterns which should be avoided to prev
- don't use `.iloc[-1]` or any other absolute position in the dataframe within `populate_` functions, as this will be different between dry-run and backtesting. Absolute `iloc` indexing is safe to use in callbacks however - see [Strategy Callbacks](strategy-callbacks.md).
- don't use functions that use all dataframe or column values, e.g. `dataframe['mean_volume'] = dataframe['volume'].mean()`. As backtesting uses the full dataframe, at any point in the dataframe, the `'mean_volume'` series would include data from the future. Use rolling() calculations instead, e.g. `dataframe['volume'].rolling(<window>).mean()`.
- don't use `.resample('1h')`. This uses the left border of the period interval, so moves data from an hour boundary to the start of the hour. Use `.resample('1h', label='right')` instead.
- don't use `.merge()` to combine longer timeframes onto shorter ones. Instead, use the [informative pair](#informative-pairs) helpers. (A plain merge can implicitly cause a lookahead bias as date refers to open date, not close date).
!!! Tip "Identifying problems"
You should always use the two helper commands [lookahead-analysis](lookahead-analysis.md) and [recursive-analysis](recursive-analysis.md), which can each help you figure out problems with your strategy in different ways.

47
docs/telegram-usage.md
View File

@@ -81,6 +81,19 @@ Without this, the bot will always respond to the general channel in the group if
Similar to the group-id - you can use `/tg_info` from the topic/thread to get the correct topic-id.
#### Authorized users
For groups, it can be useful to limit who can send commands to the bot.
If `"authorized_users": []` is present and empty, no user will be allowed to control the bot.
In the below example, only the user with the id "1234567" is allowed to control the bot - all other users will only be able to receive messages.
```json
"chat_id": "-1001332619709",
"topic_id": "3",
"authorized_users": ["1234567"]
```
## Control telegram noise
Freqtrade provides means to control the verbosity of your telegram bot.
@@ -175,7 +188,7 @@ You can create your own keyboard in `config.json`:
!!! Note "Supported Commands"
Only the following commands are allowed. Command arguments are not supported!
`/start`, `/stop`, `/status`, `/status table`, `/trades`, `/profit`, `/performance`, `/daily`, `/stats`, `/count`, `/locks`, `/balance`, `/stopentry`, `/reload_config`, `/show_config`, `/logs`, `/whitelist`, `/blacklist`, `/edge`, `/help`, `/version`, `/marketdir`
`/start`, `/pause`, `/stop`, `/status`, `/status table`, `/trades`, `/profit`, `/performance`, `/daily`, `/stats`, `/count`, `/locks`, `/balance`, `/stopentry`, `/reload_config`, `/show_config`, `/logs`, `/whitelist`, `/blacklist`, `/edge`, `/help`, `/version`, `/marketdir`
## Telegram commands
@@ -187,8 +200,8 @@ official commands. You can ask at any moment for help with `/help`.
|----------|-------------|
| **System commands**
| `/start` | Starts the trader
| `/pause | /stopentry | /stopbuy` | Pause the trader. Gracefully handle open trades according to their rules. Do not enter new positions.
| `/stop` | Stops the trader
| `/stopbuy | /stopentry` | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
| `/reload_config` | Reloads the configuration file
| `/show_config` | Shows part of the current configuration with relevant settings to operation
| `/logs [limit]` | Show last log messages.
@@ -237,25 +250,27 @@ Below, example of Telegram message you will receive for each command.
> **Status:** `running`
### /pause | /stopentry | /stopbuy
> **Status:** `paused, no more entries will occur from now. Run /start to enable entries.`
Prevents the bot from opening new trades by changing the state to `paused`.
Open trades will continue to be managed according to their regular rules (ROI/exit signals, stop-loss, etc.).
Note that position adjustment remains active, but only on the exit side — meaning that when the bot is `paused`, it can only reduce the position size of open trades.
After this, give the bot time to close off open trades (can be checked via `/status table`).
Once all positions are closed, run `/stop` to completely stop the bot.
Use `/start` to resume the bot to the `running` state, allowing it to open new positions.
!!! Warning
The pause/stopentry signal is ONLY active while the bot is running, and is not persisted anyway, so restarting the bot will cause this to reset.
### /stop
> `Stopping trader ...`
> **Status:** `stopped`
### /stopbuy
> **status:** `Setting max_open_trades to 0. Run /reload_config to reset.`
Prevents the bot from opening new trades by temporarily setting "max_open_trades" to 0. Open trades will be handled via their regular rules (ROI / Sell-signal, stoploss, ...).
After this, give the bot time to close off open trades (can be checked via `/status table`).
Once all positions are sold, run `/stop` to completely stop the bot.
`/reload_config` resets "max_open_trades" to the value set in the configuration and resets this command.
!!! Warning
The stop-buy signal is ONLY active while the bot is running, and is not persisted anyway, so restarting the bot will cause this to reset.
### /status
For each open trade, the bot will send you the following message.

2
docs/trade-object.md
View File

@@ -25,6 +25,7 @@ The following attributes / properties are available for each individual trade -
| `close_date_utc` | datetime | Timestamp when trade was closed - in UTC. |
| `close_profit` | float | Relative profit at the time of trade closure. `0.01` == 1% |
| `close_profit_abs` | float | Absolute profit (in stake currency) at the time of trade closure. |
| `realized_profit` | float | Absolute already realized profit (in stake currency) while the trade is still open. |
| `leverage` | float | Leverage used for this trade - defaults to 1.0 in spot markets. |
| `enter_tag` | string | Tag provided on entry via the `enter_tag` column in the dataframe. |
| `is_short` | boolean | True for short trades, False otherwise. |
@@ -35,6 +36,7 @@ The following attributes / properties are available for each individual trade -
| `trade_direction` | "long" / "short" | Trade direction in text - long or short. |
| `nr_of_successful_entries` | int | Number of successful (filled) entry orders. |
| `nr_of_successful_exits` | int | Number of successful (filled) exit orders. |
| `has_open_orders` | boolean | Has the trade open orders (excluding stoploss orders). |
## Class methods

4
freqtrade/__init__.py
View File

@@ -1,12 +1,12 @@
"""Freqtrade bot"""
__version__ = "2025.2-dev"
__version__ = "2025.5-dev"
if "dev" in __version__:
from pathlib import Path
try:
import subprocess # noqa: S404
import subprocess # noqa: S404, RUF100
freqtrade_basedir = Path(__file__).parent

16
freqtrade/commands/arguments.py
View File

@@ -21,6 +21,8 @@ ARGS_COMMON = [
"user_data_dir",
]
ARGS_MAIN = ["version_main"]
ARGS_STRATEGY = [
"strategy",
"strategy_path",
@@ -43,7 +45,8 @@ ARGS_COMMON_OPTIMIZE = [
"pairs",
]
ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + [
ARGS_BACKTEST = [
*ARGS_COMMON_OPTIMIZE,
"position_stacking",
"enable_protections",
"dry_run_wallet",
@@ -56,7 +59,8 @@ ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + [
"freqai_backtest_live_models",
]
ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + [
ARGS_HYPEROPT = [
*ARGS_COMMON_OPTIMIZE,
"hyperopt",
"hyperopt_path",
"position_stacking",
@@ -76,7 +80,7 @@ ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + [
"analyze_per_epoch",
]
ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"]
ARGS_EDGE = [*ARGS_COMMON_OPTIMIZE, "stoploss_range"]
ARGS_LIST_STRATEGIES = [
"strategy_path",
@@ -125,7 +129,7 @@ ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy", "strategy_path", "template"]
ARGS_CONVERT_DATA_TRADES = ["pairs", "format_from_trades", "format_to", "erase", "exchange"]
ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to", "erase", "exchange"]
ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes", "trading_mode", "candle_types"]
ARGS_CONVERT_DATA_OHLCV = [*ARGS_CONVERT_DATA, "timeframes", "trading_mode", "candle_types"]
ARGS_CONVERT_TRADES = [
"pairs",
@@ -191,7 +195,7 @@ ARGS_PLOT_PROFIT = [
ARGS_CONVERT_DB = ["db_url", "db_url_from"]
ARGS_INSTALL_UI = ["erase_ui_only", "ui_version"]
ARGS_INSTALL_UI = ["erase_ui_only", "ui_prerelease", "ui_version"]
ARGS_SHOW_TRADES = ["db_url", "trade_ids", "print_json"]
@@ -347,7 +351,7 @@ class Arguments:
self.parser = ArgumentParser(
prog="freqtrade", description="Free, open source crypto trading bot"
)
self._build_args(optionlist=["version_main"], parser=self.parser)
self._build_args(optionlist=ARGS_MAIN, parser=self.parser)
from freqtrade.commands import (
start_analysis_entries_exits,

16
freqtrade/commands/cli_options.py
View File

@@ -83,7 +83,8 @@ AVAILABLE_CLI_OPTIONS = {
"-d",
"--datadir",
"--data-dir",
help="Path to directory with historical backtesting data.",
help="Path to the base directory of the exchange with historical backtesting data. "
"To see futures data, use trading-mode additionally.",
metavar="PATH",
),
"user_data_dir": Arg(
@@ -224,7 +225,7 @@ AVAILABLE_CLI_OPTIONS = {
),
"backtest_breakdown": Arg(
"--breakdown",
help="Show backtesting breakdown per [day, week, month].",
help="Show backtesting breakdown per [day, week, month, year].",
nargs="+",
choices=constants.BACKTEST_BREAKDOWNS,
),
@@ -463,7 +464,7 @@ AVAILABLE_CLI_OPTIONS = {
"format_from_trades": Arg(
"--format-from",
help="Source format for data conversion.",
choices=constants.AVAILABLE_DATAHANDLERS + ["kraken_csv"],
choices=[*constants.AVAILABLE_DATAHANDLERS, "kraken_csv"],
required=True,
),
"format_from": Arg(
@@ -527,6 +528,15 @@ AVAILABLE_CLI_OPTIONS = {
),
type=str,
),
"ui_prerelease": Arg(
"--prerelease",
help=(
"Install the latest pre-release version of FreqUI. "
"This is not recommended for production use."
),
action="store_true",
default=False,
),
# Templating options
"template": Arg(
"--template",

18
freqtrade/commands/deploy_commands.py
View File

@@ -23,8 +23,8 @@ def start_create_userdir(args: dict[str, Any]) -> None:
"""
from freqtrade.configuration.directory_operations import copy_sample_files, create_userdata_dir
if "user_data_dir" in args and args["user_data_dir"]:
userdir = create_userdata_dir(args["user_data_dir"], create_dir=True)
if user_data_dir := args.get("user_data_dir"):
userdir = create_userdata_dir(user_data_dir, create_dir=True)
copy_sample_files(userdir, overwrite=args["reset"])
else:
logger.warning("`create-userdir` requires --userdir to be set.")
@@ -85,22 +85,22 @@ def start_new_strategy(args: dict[str, Any]) -> None:
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
if "strategy" in args and args["strategy"]:
if "strategy_path" in args and args["strategy_path"]:
strategy_dir = Path(args["strategy_path"])
if strategy := args.get("strategy"):
if strategy_path := args.get("strategy_path"):
strategy_dir = Path(strategy_path)
else:
strategy_dir = config["user_data_dir"] / USERPATH_STRATEGIES
if not strategy_dir.is_dir():
logger.info(f"Creating strategy directory {strategy_dir}")
strategy_dir.mkdir(parents=True)
new_path = strategy_dir / (args["strategy"] + ".py")
new_path = strategy_dir / (strategy + ".py")
if new_path.exists():
raise OperationalException(
f"`{new_path}` already exists. Please choose another Strategy Name."
)
deploy_new_strategy(args["strategy"], new_path, args["template"])
deploy_new_strategy(strategy, new_path, args["template"])
else:
raise ConfigurationError("`new-strategy` requires --strategy to be set.")
@@ -116,7 +116,9 @@ def start_install_ui(args: dict[str, Any]) -> None:
dest_folder = Path(__file__).parents[1] / "rpc/api_server/ui/installed/"
# First make sure the assets are removed.
dl_url, latest_version = get_ui_download_url(args.get("ui_version"))
dl_url, latest_version = get_ui_download_url(
args.get("ui_version"), args.get("ui_prerelease", False)
)
curr_version = read_ui_version(dest_folder)
if curr_version == latest_version and not args.get("erase_ui_only"):

20
freqtrade/commands/deploy_ui.py
View File

@@ -51,7 +51,7 @@ def download_and_install_ui(dest_folder: Path, dl_url: str, version: str):
f.write(version)
def get_ui_download_url(version: str | None = None) -> tuple[str, str]:
def get_ui_download_url(version: str | None, prerelease: bool) -> tuple[str, str]:
base_url = "https://api.github.com/repos/freqtrade/frequi/"
# Get base UI Repo path
@@ -61,14 +61,18 @@ def get_ui_download_url(version: str | None = None) -> tuple[str, str]:
if version:
tmp = [x for x in r if x["name"] == version]
if tmp:
latest_version = tmp[0]["name"]
assets = tmp[0].get("assets", [])
else:
raise ValueError("UI-Version not found.")
else:
latest_version = r[0]["name"]
assets = r[0].get("assets", [])
tmp = [x for x in r if prerelease or not x.get("prerelease")]
if tmp:
# Ensure we have the latest version
if version is None:
tmp.sort(key=lambda x: x["created_at"], reverse=True)
latest_version = tmp[0]["name"]
assets = tmp[0].get("assets", [])
else:
raise ValueError("UI-Version not found.")
dl_url = ""
if assets and len(assets) > 0:
dl_url = assets[0]["browser_download_url"]

181
freqtrade/commands/list_commands.py
View File

@@ -5,7 +5,6 @@ from typing import Any
from freqtrade.enums import RunMode
from freqtrade.exceptions import ConfigurationError, OperationalException
from freqtrade.ft_types import ValidExchangesType
logger = logging.getLogger(__name__)
@@ -17,11 +16,12 @@ def start_list_exchanges(args: dict[str, Any]) -> None:
:param args: Cli args from Arguments()
:return: None
"""
from rich.console import Console
from rich.table import Table
from rich.text import Text
from freqtrade.exchange import list_available_exchanges
from freqtrade.ft_types import ValidExchangesType
from freqtrade.loggers.rich_console import get_rich_console
available_exchanges: list[ValidExchangesType] = list_available_exchanges(
args["list_exchanges_all"]
@@ -77,15 +77,16 @@ def start_list_exchanges(args: dict[str, Any]) -> None:
)
# table.add_row(*[exchange[header] for header in headers])
console = Console()
console = get_rich_console()
console.print(table)
def _print_objs_tabular(objs: list, print_colorized: bool) -> None:
from rich.console import Console
from rich.table import Table
from rich.text import Text
from freqtrade.loggers.rich_console import get_rich_console
names = [s["name"] for s in objs]
objs_to_print: list[dict[str, Text | str]] = [
{
@@ -118,10 +119,7 @@ def _print_objs_tabular(objs: list, print_colorized: bool) -> None:
for row in objs_to_print:
table.add_row(*[row[header] for header in objs_to_print[0].keys()])
console = Console(
color_system="auto" if print_colorized else None,
width=200 if "pytest" in sys.modules else None,
)
console = get_rich_console(color_system="auto" if print_colorized else None)
console.print(table)
@@ -219,7 +217,7 @@ def start_list_markets(args: dict[str, Any], pairs_only: bool = False) -> None:
"""
from freqtrade.configuration import setup_utils_configuration
from freqtrade.exchange import market_is_active
from freqtrade.misc import plural
from freqtrade.misc import plural, safe_value_fallback
from freqtrade.resolvers import ExchangeResolver
from freqtrade.util import print_rich_table
@@ -246,88 +244,99 @@ def start_list_markets(args: dict[str, Any], pairs_only: bool = False) -> None:
except Exception as e:
raise OperationalException(f"Cannot get markets. Reason: {e}") from e
else:
summary_str = (
(f"Exchange {exchange.name} has {len(pairs)} ")
+ ("active " if active_only else "")
+ (plural(len(pairs), "pair" if pairs_only else "market"))
+ (
f" with {', '.join(base_currencies)} as base "
f"{plural(len(base_currencies), 'currency', 'currencies')}"
if base_currencies
else ""
)
+ (" and" if base_currencies and quote_currencies else "")
+ (
f" with {', '.join(quote_currencies)} as quote "
f"{plural(len(quote_currencies), 'currency', 'currencies')}"
if quote_currencies
else ""
)
tickers = exchange.get_tickers()
summary_str = (
(f"Exchange {exchange.name} has {len(pairs)} ")
+ ("active " if active_only else "")
+ (plural(len(pairs), "pair" if pairs_only else "market"))
+ (
f" with {', '.join(base_currencies)} as base "
f"{plural(len(base_currencies), 'currency', 'currencies')}"
if base_currencies
else ""
)
+ (" and" if base_currencies and quote_currencies else "")
+ (
f" with {', '.join(quote_currencies)} as quote "
f"{plural(len(quote_currencies), 'currency', 'currencies')}"
if quote_currencies
else ""
)
)
headers = [
"Id",
"Symbol",
"Base",
"Quote",
"Active",
"Spot",
"Margin",
"Future",
"Leverage",
]
headers = [
"Id",
"Symbol",
"Base",
"Quote",
"Active",
"Spot",
"Margin",
"Future",
"Leverage",
"Min Stake",
]
tabular_data = [
{
"Id": v["id"],
"Symbol": v["symbol"],
"Base": v["base"],
"Quote": v["quote"],
"Active": market_is_active(v),
"Spot": "Spot" if exchange.market_is_spot(v) else "",
"Margin": "Margin" if exchange.market_is_margin(v) else "",
"Future": "Future" if exchange.market_is_future(v) else "",
"Leverage": exchange.get_max_leverage(v["symbol"], 20),
}
for _, v in pairs.items()
]
tabular_data = [
{
"Id": v["id"],
"Symbol": v["symbol"],
"Base": v["base"],
"Quote": v["quote"],
"Active": market_is_active(v),
"Spot": "Spot" if exchange.market_is_spot(v) else "",
"Margin": "Margin" if exchange.market_is_margin(v) else "",
"Future": "Future" if exchange.market_is_future(v) else "",
"Leverage": exchange.get_max_leverage(v["symbol"], 20),
"Min Stake": round(
exchange.get_min_pair_stake_amount(
v["symbol"],
safe_value_fallback(tickers.get(v["symbol"], {}), "last", "ask", 0.0),
0.0,
)
or 0.0,
8,
),
}
for _, v in pairs.items()
]
if (
args.get("print_one_column", False)
or args.get("list_pairs_print_json", False)
or args.get("print_csv", False)
):
# Print summary string in the log in case of machine-readable
# regular formats.
logger.info(f"{summary_str}.")
if (
args.get("print_one_column", False)
or args.get("list_pairs_print_json", False)
or args.get("print_csv", False)
):
# Print summary string in the log in case of machine-readable
# regular formats.
logger.info(f"{summary_str}.")
else:
# Print empty string separating leading logs and output in case of
# human-readable formats.
print()
if pairs:
if args.get("print_list", False):
# print data as a list, with human-readable summary
print(f"{summary_str}: {', '.join(pairs.keys())}.")
elif args.get("print_one_column", False):
print("\n".join(pairs.keys()))
elif args.get("list_pairs_print_json", False):
import rapidjson
print(rapidjson.dumps(list(pairs.keys()), default=str))
elif args.get("print_csv", False):
writer = csv.DictWriter(sys.stdout, fieldnames=headers)
writer.writeheader()
writer.writerows(tabular_data)
else:
# Print empty string separating leading logs and output in case of
# human-readable formats.
print()
if pairs:
if args.get("print_list", False):
# print data as a list, with human-readable summary
print(f"{summary_str}: {', '.join(pairs.keys())}.")
elif args.get("print_one_column", False):
print("\n".join(pairs.keys()))
elif args.get("list_pairs_print_json", False):
import rapidjson
print(rapidjson.dumps(list(pairs.keys()), default=str))
elif args.get("print_csv", False):
writer = csv.DictWriter(sys.stdout, fieldnames=headers)
writer.writeheader()
writer.writerows(tabular_data)
else:
print_rich_table(tabular_data, headers, summary_str)
elif not (
args.get("print_one_column", False)
or args.get("list_pairs_print_json", False)
or args.get("print_csv", False)
):
print(f"{summary_str}.")
print_rich_table(tabular_data, headers, summary_str)
elif not (
args.get("print_one_column", False)
or args.get("list_pairs_print_json", False)
or args.get("print_csv", False)
):
print(f"{summary_str}.")
def start_show_trades(args: dict[str, Any]) -> None:

4
freqtrade/config_schema/__init__.py Normal file
View File

@@ -0,0 +1,4 @@
from freqtrade.config_schema.config_schema import CONF_SCHEMA
__all__ = ["CONF_SCHEMA"]

113
freqtrade/configuration/config_schema.py → freqtrade/config_schema/config_schema.py
View File

@@ -425,6 +425,10 @@ CONF_SCHEMA = {
"description": "Edge configuration.",
"$ref": "#/definitions/edge",
},
"log_config": {
"description": "Logging configuration.",
"$ref": "#/definitions/logging",
},
"freqai": {
"description": "FreqAI configuration.",
"$ref": "#/definitions/freqai",
@@ -471,6 +475,12 @@ CONF_SCHEMA = {
"description": "Telegram topic ID - only applicable for group chats",
"type": "string",
},
"authorized_users": {
"description": "Authorized users for the bot.",
"type": "array",
"items": {"type": "string"},
"uniqueItems": True,
},
"allow_custom_messages": {
"description": "Allow sending custom messages from the Strategy.",
"type": "boolean",
@@ -679,7 +689,7 @@ CONF_SCHEMA = {
"initial_state": {
"description": "Initial state of the system.",
"type": "string",
"enum": ["running", "stopped"],
"enum": ["running", "paused", "stopped"],
},
"force_entry_enable": {
"description": "Force enable entry.",
@@ -877,6 +887,28 @@ CONF_SCHEMA = {
},
"required": ["process_throttle_secs", "allowed_risk"],
},
"logging": {
"type": "object",
"properties": {
"version": {"type": "number", "const": 1},
"formatters": {
"type": "object",
# In theory the below, but can be more flexible
# based on logging.config documentation
# "additionalProperties": {
# "type": "object",
# "properties": {
# "format": {"type": "string"},
# "datefmt": {"type": "string"},
# },
# "required": ["format"],
# },
},
"handlers": {"type": "object"},
"root": {"type": "object"},
},
"required": ["version", "formatters", "handlers", "root"],
},
"external_message_consumer": {
"description": "Configuration for external message consumer.",
"type": "object",
@@ -965,10 +997,13 @@ CONF_SCHEMA = {
"type": "boolean",
"default": False,
},
"keras": {
"description": "Use Keras for model training.",
"type": "boolean",
"default": False,
"identifier": {
"description": (
"A unique ID for the current model. "
"Must be changed when modifying features."
),
"type": "string",
"default": "example",
},
"write_metrics_to_disk": {
"description": "Write metrics to disk?",
@@ -1000,13 +1035,42 @@ CONF_SCHEMA = {
"type": "number",
"default": 7,
},
"identifier": {
"live_retrain_hours": {
"description": "Frequency of retraining during dry/live runs.",
"type": "number",
"default": 0,
},
"expiration_hours": {
"description": (
"A unique ID for the current model. "
"Must be changed when modifying features."
"Avoid making predictions if a model is more than `expiration_hours` "
"old. Defaults to 0 (no expiration)."
),
"type": "string",
"default": "example",
"type": "number",
"default": 0,
},
"save_backtest_models": {
"description": "Save models to disk when running backtesting.",
"type": "boolean",
"default": False,
},
"fit_live_predictions_candles": {
"description": (
"Number of historical candles to use for computing target (label) "
"statistics from prediction data, instead of from the training dataset."
),
"type": "integer",
},
"data_kitchen_thread_count": {
"description": (
"Designate the number of threads you want to use for data processing "
"(outlier methods, normalization, etc.)."
),
"type": "integer",
},
"activate_tensorboard": {
"description": "Indicate whether or not to activate tensorboard",
"type": "boolean",
"default": True,
},
"wait_for_training_iteration_on_reload": {
"description": (
@@ -1015,6 +1079,20 @@ CONF_SCHEMA = {
"type": "boolean",
"default": True,
},
"continual_learning": {
"description": (
"Use the final state of the most recently trained model "
"as starting point for the new model, allowing for "
"incremental learning."
),
"type": "boolean",
"default": False,
},
"keras": {
"description": "Use Keras for model training.",
"type": "boolean",
"default": False,
},
"feature_parameters": {
"description": "The parameters used to engineer the feature set",
"type": "object",
@@ -1068,6 +1146,14 @@ CONF_SCHEMA = {
"type": "boolean",
"default": False,
},
"indicator_periods_candles": {
"description": (
"Time periods to calculate indicators for. "
"The indicators are added to the base indicator dataset."
),
"type": "array",
"items": {"type": "number", "minimum": 1},
},
"use_SVM_to_remove_outliers": {
"description": "Use SVM to remove outliers from the features.",
"type": "boolean",
@@ -1260,7 +1346,8 @@ SCHEMA_BACKTEST_REQUIRED = [
"dataformat_ohlcv",
"dataformat_trades",
]
SCHEMA_BACKTEST_REQUIRED_FINAL = SCHEMA_BACKTEST_REQUIRED + [
SCHEMA_BACKTEST_REQUIRED_FINAL = [
*SCHEMA_BACKTEST_REQUIRED,
"stoploss",
"minimal_roi",
"max_open_trades",
@@ -1272,6 +1359,4 @@ SCHEMA_MINIMAL_REQUIRED = [
"dataformat_ohlcv",
"dataformat_trades",
]
SCHEMA_MINIMAL_WEBSERVER = SCHEMA_MINIMAL_REQUIRED + [
"api_server",
]
SCHEMA_MINIMAL_WEBSERVER = [*SCHEMA_MINIMAL_REQUIRED, "api_server"]

4
freqtrade/configuration/config_validation.py
View File

@@ -6,7 +6,7 @@ from typing import Any
from jsonschema import Draft4Validator, validators
from jsonschema.exceptions import ValidationError, best_match
from freqtrade.configuration.config_schema import (
from freqtrade.config_schema.config_schema import (
CONF_SCHEMA,
SCHEMA_BACKTEST_REQUIRED,
SCHEMA_BACKTEST_REQUIRED_FINAL,
@@ -361,7 +361,7 @@ def _validate_freqai_include_timeframes(conf: dict[str, Any], preliminary: bool)
# Ensure that the base timeframe is included in the include_timeframes list
if not preliminary and main_tf not in freqai_include_timeframes:
feature_parameters = conf.get("freqai", {}).get("feature_parameters", {})
include_timeframes = [main_tf] + freqai_include_timeframes
include_timeframes = [main_tf, *freqai_include_timeframes]
conf.get("freqai", {}).get("feature_parameters", {}).update(
{**feature_parameters, "include_timeframes": include_timeframes}
)

16
freqtrade/configuration/configuration.py
View File

@@ -135,7 +135,7 @@ class Configuration:
{"verbosity": safe_value_fallback(self.args, "verbosity", default_value=0)}
)
if "logfile" in self.args and self.args["logfile"]:
if self.args.get("logfile"):
config.update({"logfile": self.args["logfile"]})
if "print_colorized" in self.args and not self.args["print_colorized"]:
@@ -187,7 +187,7 @@ class Configuration:
logger.warning("`force_entry_enable` RPC message enabled.")
# Support for sd_notify
if "sd_notify" in self.args and self.args["sd_notify"]:
if self.args.get("sd_notify"):
config["internals"].update({"sd_notify": True})
def _process_datadir_options(self, config: Config) -> None:
@@ -196,14 +196,14 @@ class Configuration:
--user-data, --datadir
"""
# Check exchange parameter here - otherwise `datadir` might be wrong.
if "exchange" in self.args and self.args["exchange"]:
if self.args.get("exchange"):
config["exchange"]["name"] = self.args["exchange"]
logger.info(f"Using exchange {config['exchange']['name']}")
if "pair_whitelist" not in config["exchange"]:
config["exchange"]["pair_whitelist"] = []
if "user_data_dir" in self.args and self.args["user_data_dir"]:
if self.args.get("user_data_dir"):
config.update({"user_data_dir": self.args["user_data_dir"]})
elif "user_data_dir" not in config:
# Default to cwd/user_data (legacy option ...)
@@ -251,7 +251,7 @@ class Configuration:
logstring="Parameter --enable-protections detected, enabling Protections. ...",
)
if "max_open_trades" in self.args and self.args["max_open_trades"]:
if self.args.get("max_open_trades"):
config.update({"max_open_trades": self.args["max_open_trades"]})
logger.info(
"Parameter --max-open-trades detected, overriding max_open_trades to: %s ...",
@@ -314,7 +314,7 @@ class Configuration:
self._args_to_config_loop(config, configurations)
# Edge section:
if "stoploss_range" in self.args and self.args["stoploss_range"]:
if self.args.get("stoploss_range"):
txt_range = ast.literal_eval(self.args["stoploss_range"])
config["edge"].update({"stoploss_range_min": txt_range[0]})
config["edge"].update({"stoploss_range_max": txt_range[1]})
@@ -493,7 +493,7 @@ class Configuration:
config["exchange"]["pair_whitelist"] = config["pairs"]
return
if "pairs_file" in self.args and self.args["pairs_file"]:
if self.args.get("pairs_file"):
pairs_file = Path(self.args["pairs_file"])
logger.info(f'Reading pairs file "{pairs_file}".')
# Download pairs from the pairs file if no config is specified
@@ -505,7 +505,7 @@ class Configuration:
config["pairs"].sort()
return
if "config" in self.args and self.args["config"]:
if self.args.get("config"):
logger.info("Using pairlist from configuration.")
config["pairs"] = config.get("exchange", {}).get("pair_whitelist")
else:

2
freqtrade/configuration/directory_operations.py
View File

@@ -37,7 +37,7 @@ def chown_user_directory(directory: Path) -> None:
"""
if running_in_docker():
try:
import subprocess # noqa: S404
import subprocess # noqa: S404, RUF100
subprocess.check_output(["sudo", "chown", "-R", "ftuser:", str(directory.resolve())])
except Exception:

18
freqtrade/constants.py
View File

@@ -37,6 +37,7 @@ HYPEROPT_LOSS_BUILTIN = [
"CalmarHyperOptLoss",
"MaxDrawDownHyperOptLoss",
"MaxDrawDownRelativeHyperOptLoss",
"MaxDrawDownPerPairHyperOptLoss",
"ProfitDrawDownHyperOptLoss",
"MultiMetricHyperOptLoss",
]
@@ -59,7 +60,7 @@ AVAILABLE_PAIRLISTS = [
"VolatilityFilter",
]
AVAILABLE_DATAHANDLERS = ["json", "jsongz", "feather", "parquet"]
BACKTEST_BREAKDOWNS = ["day", "week", "month"]
BACKTEST_BREAKDOWNS = ["day", "week", "month", "year"]
BACKTEST_CACHE_AGE = ["none", "day", "week", "month"]
BACKTEST_CACHE_DEFAULT = "day"
DRY_RUN_WALLET = 1000
@@ -70,6 +71,19 @@ DEFAULT_DATAFRAME_COLUMNS = ["date", "open", "high", "low", "close", "volume"]
# it has wide consequences for stored trades files
DEFAULT_TRADES_COLUMNS = ["timestamp", "id", "type", "side", "price", "amount", "cost"]
DEFAULT_ORDERFLOW_COLUMNS = ["level", "bid", "ask", "delta"]
ORDERFLOW_ADDED_COLUMNS = [
"trades",
"orderflow",
"imbalances",
"stacked_imbalances_bid",
"stacked_imbalances_ask",
"max_delta",
"min_delta",
"bid",
"ask",
"delta",
"total_trades",
]
TRADES_DTYPES = {
"timestamp": "int64",
"id": "str",
@@ -99,7 +113,7 @@ DL_DATA_TIMEFRAMES = ["1m", "5m"]
ENV_VAR_PREFIX = "FREQTRADE__"
CANCELED_EXCHANGE_STATES = ("cancelled", "canceled", "expired", "rejected")
NON_OPEN_EXCHANGE_STATES = CANCELED_EXCHANGE_STATES + ("closed",)
NON_OPEN_EXCHANGE_STATES = (*CANCELED_EXCHANGE_STATES, "closed")
# Define decimals per coin for outputs
# Only used for outputs.

31
freqtrade/data/btanalysis/__init__.py Normal file
View File

@@ -0,0 +1,31 @@
# flake8: noqa: F401
from .bt_fileutils import (
BT_DATA_COLUMNS,
delete_backtest_result,
extract_trades_of_period,
find_existing_backtest_stats,
get_backtest_market_change,
get_backtest_result,
get_backtest_resultlist,
get_latest_backtest_filename,
get_latest_hyperopt_file,
get_latest_hyperopt_filename,
get_latest_optimize_filename,
load_and_merge_backtest_result,
load_backtest_analysis_data,
load_backtest_data,
load_backtest_metadata,
load_backtest_stats,
load_exit_signal_candles,
load_file_from_zip,
load_rejected_signals,
load_signal_candles,
load_trades,
load_trades_from_db,
trade_list_to_dataframe,
update_backtest_metadata,
)
from .trade_parallelism import (
analyze_trade_parallelism,
evaluate_result_multi,
)

53
freqtrade/data/btanalysis.py → freqtrade/data/btanalysis/bt_fileutils.py
View File

@@ -13,7 +13,7 @@ from typing import Any, Literal
import numpy as np
import pandas as pd
from freqtrade.constants import LAST_BT_RESULT_FN, IntOrInf
from freqtrade.constants import LAST_BT_RESULT_FN
from freqtrade.exceptions import ConfigurationError, OperationalException
from freqtrade.ft_types import BacktestHistoryEntryType, BacktestResultType
from freqtrade.misc import file_dump_json, json_load
@@ -376,7 +376,7 @@ def load_backtest_data(filename: Path | str, strategy: str | None = None) -> pd.
if not strategy:
if len(data["strategy"]) == 1:
strategy = list(data["strategy"].keys())[0]
strategy = next(iter(data["strategy"].keys()))
else:
raise ValueError(
"Detected backtest result with more than one strategy. "
@@ -491,55 +491,6 @@ def load_exit_signal_candles(backtest_dir: Path) -> dict[str, dict[str, pd.DataF
return load_backtest_analysis_data(backtest_dir, "exited")
def analyze_trade_parallelism(results: pd.DataFrame, timeframe: str) -> pd.DataFrame:
"""
Find overlapping trades by expanding each trade once per period it was open
and then counting overlaps.
:param results: Results Dataframe - can be loaded
:param timeframe: Timeframe used for backtest
:return: dataframe with open-counts per time-period in timeframe
"""
from freqtrade.exchange import timeframe_to_resample_freq
timeframe_freq = timeframe_to_resample_freq(timeframe)
dates = [
pd.Series(
pd.date_range(
row[1]["open_date"],
row[1]["close_date"],
freq=timeframe_freq,
# Exclude right boundary - the date is the candle open date.
inclusive="left",
)
)
for row in results[["open_date", "close_date"]].iterrows()
]
deltas = [len(x) for x in dates]
dates = pd.Series(pd.concat(dates).values, name="date")
df2 = pd.DataFrame(np.repeat(results.values, deltas, axis=0), columns=results.columns)
df2 = pd.concat([dates, df2], axis=1)
df2 = df2.set_index("date")
df_final = df2.resample(timeframe_freq)[["pair"]].count()
df_final = df_final.rename({"pair": "open_trades"}, axis=1)
return df_final
def evaluate_result_multi(
results: pd.DataFrame, timeframe: str, max_open_trades: IntOrInf
) -> pd.DataFrame:
"""
Find overlapping trades by expanding each trade once per period it was open
and then counting overlaps
:param results: Results Dataframe - can be loaded
:param timeframe: Frequency used for the backtest
:param max_open_trades: parameter max_open_trades used during backtest run
:return: dataframe with open-counts per time-period in freq
"""
df_final = analyze_trade_parallelism(results, timeframe)
return df_final[df_final["open_trades"] > max_open_trades]
def trade_list_to_dataframe(trades: list[Trade] | list[LocalTrade]) -> pd.DataFrame:
"""
Convert list of Trade objects to pandas Dataframe

60
freqtrade/data/btanalysis/trade_parallelism.py Normal file
View File

@@ -0,0 +1,60 @@
import logging
import numpy as np
import pandas as pd
from freqtrade.constants import IntOrInf
logger = logging.getLogger(__name__)
def analyze_trade_parallelism(trades: pd.DataFrame, timeframe: str) -> pd.DataFrame:
"""
Find overlapping trades by expanding each trade once per period it was open
and then counting overlaps.
:param trades: Trades Dataframe - can be loaded from backtest, or created
via trade_list_to_dataframe
:param timeframe: Timeframe used for backtest
:return: dataframe with open-counts per time-period in timeframe
"""
from freqtrade.exchange import timeframe_to_resample_freq
timeframe_freq = timeframe_to_resample_freq(timeframe)
dates = [
pd.Series(
pd.date_range(
row[1]["open_date"],
row[1]["close_date"],
freq=timeframe_freq,
# Exclude right boundary - the date is the candle open date.
inclusive="left",
)
)
for row in trades[["open_date", "close_date"]].iterrows()
]
deltas = [len(x) for x in dates]
dates = pd.Series(pd.concat(dates).values, name="date")
df2 = pd.DataFrame(np.repeat(trades.values, deltas, axis=0), columns=trades.columns)
df2 = pd.concat([dates, df2], axis=1)
df2 = df2.set_index("date")
df_final = df2.resample(timeframe_freq)[["pair"]].count()
df_final = df_final.rename({"pair": "open_trades"}, axis=1)
return df_final
def evaluate_result_multi(
trades: pd.DataFrame, timeframe: str, max_open_trades: IntOrInf
) -> pd.DataFrame:
"""
Find overlapping trades by expanding each trade once per period it was open
and then counting overlaps
:param trades: Trades Dataframe - can be loaded from backtest, or created
via trade_list_to_dataframe
:param timeframe: Frequency used for the backtest
:param max_open_trades: parameter max_open_trades used during backtest run
:return: dataframe with open-counts per time-period in freq
"""
df_final = analyze_trade_parallelism(trades, timeframe)
return df_final[df_final["open_trades"] > max_open_trades]

16
freqtrade/data/converter/orderflow.py
View File

@@ -9,26 +9,12 @@ from datetime import datetime
import numpy as np
import pandas as pd
from freqtrade.constants import DEFAULT_ORDERFLOW_COLUMNS, Config
from freqtrade.constants import DEFAULT_ORDERFLOW_COLUMNS, ORDERFLOW_ADDED_COLUMNS, Config
from freqtrade.exceptions import DependencyException
logger = logging.getLogger(__name__)
ORDERFLOW_ADDED_COLUMNS = [
"trades",
"orderflow",
"imbalances",
"stacked_imbalances_bid",
"stacked_imbalances_ask",
"max_delta",
"min_delta",
"bid",
"ask",
"delta",
"total_trades",
]
def _init_dataframe_with_trades_columns(dataframe: pd.DataFrame):
"""

13
freqtrade/data/dataprovider.py
View File

@@ -49,7 +49,7 @@ class DataProvider:
self._pairlists = pairlists
self.__rpc = rpc
self.__cached_pairs: dict[PairWithTimeframe, tuple[DataFrame, datetime]] = {}
self.__slice_index: int | None = None
self.__slice_index: dict[str, int] = {}
self.__slice_date: datetime | None = None
self.__cached_pairs_backtesting: dict[PairWithTimeframe, DataFrame] = {}
@@ -69,13 +69,13 @@ class DataProvider:
self.producers = self._config.get("external_message_consumer", {}).get("producers", [])
self.external_data_enabled = len(self.producers) > 0
def _set_dataframe_max_index(self, limit_index: int):
def _set_dataframe_max_index(self, pair: str, limit_index: int):
"""
Limit analyzed dataframe to max specified index.
Only relevant in backtesting.
:param limit_index: dataframe index.
"""
self.__slice_index = limit_index
self.__slice_index[pair] = limit_index
def _set_dataframe_max_date(self, limit_date: datetime):
"""
@@ -393,9 +393,10 @@ class DataProvider:
df, date = self.__cached_pairs[pair_key]
else:
df, date = self.__cached_pairs[pair_key]
if self.__slice_index is not None:
max_index = self.__slice_index
if (max_index := self.__slice_index.get(pair)) is not None:
df = df.iloc[max(0, max_index - MAX_DATAFRAME_CANDLES) : max_index]
else:
return (DataFrame(), datetime.fromtimestamp(0, tz=timezone.utc))
return df, date
else:
return (DataFrame(), datetime.fromtimestamp(0, tz=timezone.utc))
@@ -430,7 +431,7 @@ class DataProvider:
# Don't reset backtesting pairs -
# otherwise they're reloaded each time during hyperopt due to with analyze_per_epoch
# self.__cached_pairs_backtesting = {}
self.__slice_index = 0
self.__slice_index = {}
# Exchange functions

2
freqtrade/data/entryexitanalysis.py
View File

@@ -281,7 +281,7 @@ def _merge_dfs(
):
merge_on = ["pair", "open_date"]
signal_wide_indicators = list(set(available_inds) - set(BT_DATA_COLUMNS))
columns_to_keep = merge_on + ["enter_reason", "exit_reason"]
columns_to_keep = [*merge_on, "enter_reason", "exit_reason"]
if exit_df is None or exit_df.empty or entry_only is True:
return entry_df[columns_to_keep + available_inds]

2
freqtrade/data/history/history_utils.py
View File

@@ -116,7 +116,7 @@ def load_data(
result[pair] = hist
else:
if candle_type is CandleType.FUNDING_RATE and user_futures_funding_rate is not None:
logger.warn(f"{pair} using user specified [{user_futures_funding_rate}]")
logger.warning(f"{pair} using user specified [{user_futures_funding_rate}]")
elif candle_type not in (CandleType.SPOT, CandleType.FUTURES):
result[pair] = DataFrame(columns=["date", "open", "close", "high", "low", "volume"])

59
freqtrade/data/metrics.py
View File

@@ -10,7 +10,9 @@ import pandas as pd
logger = logging.getLogger(__name__)
def calculate_market_change(data: dict[str, pd.DataFrame], column: str = "close") -> float:
def calculate_market_change(
data: dict[str, pd.DataFrame], column: str = "close", min_date: datetime | None = None
) -> float:
"""
Calculate market change based on "column".
Calculation is done by taking the first non-null and the last non-null element of each column
@@ -19,14 +21,24 @@ def calculate_market_change(data: dict[str, pd.DataFrame], column: str = "close"
:param data: Dict of Dataframes, dict key should be pair.
:param column: Column in the original dataframes to use
:param min_date: Minimum date to consider for calculations. Market change should only be
calculated for data actually backtested, excluding startup periods.
:return:
"""
tmp_means = []
for pair, df in data.items():
start = df[column].dropna().iloc[0]
end = df[column].dropna().iloc[-1]
df1 = df
if min_date is not None:
df1 = df1[df1["date"] >= min_date]
if df1.empty:
logger.warning(f"Pair {pair} has no data after {min_date}.")
continue
start = df1[column].dropna().iloc[0]
end = df1[column].dropna().iloc[-1]
tmp_means.append((end - start) / start)
if not tmp_means:
return 0.0
return float(np.mean(tmp_means))
@@ -118,7 +130,7 @@ def _calc_drawdown_series(
) -> pd.DataFrame:
max_drawdown_df = pd.DataFrame()
max_drawdown_df["cumulative"] = profit_results[value_col].cumsum()
max_drawdown_df["high_value"] = max_drawdown_df["cumulative"].cummax()
max_drawdown_df["high_value"] = np.maximum(0, max_drawdown_df["cumulative"].cummax())
max_drawdown_df["drawdown"] = max_drawdown_df["cumulative"] - max_drawdown_df["high_value"]
max_drawdown_df["date"] = profit_results.loc[:, date_col]
if starting_balance:
@@ -201,13 +213,11 @@ def calculate_max_drawdown(
if relative
else max_drawdown_df["drawdown"].idxmin()
)
if idxmin == 0:
raise ValueError("No losing trade, therefore no drawdown.")
high_date = profit_results.loc[max_drawdown_df.iloc[:idxmin]["high_value"].idxmax(), date_col]
high_idx = max_drawdown_df.iloc[: idxmin + 1]["high_value"].idxmax()
high_date = profit_results.loc[high_idx, date_col]
low_date = profit_results.loc[idxmin, date_col]
high_val = max_drawdown_df.loc[
max_drawdown_df.iloc[:idxmin]["high_value"].idxmax(), "cumulative"
]
high_val = max_drawdown_df.loc[high_idx, "cumulative"]
low_val = max_drawdown_df.loc[idxmin, "cumulative"]
max_drawdown_rel = max_drawdown_df.loc[idxmin, "drawdown_relative"]
@@ -375,3 +385,32 @@ def calculate_calmar(
# print(expected_returns_mean, max_drawdown, calmar_ratio)
return calmar_ratio
def calculate_sqn(trades: pd.DataFrame, starting_balance: float) -> float:
"""
Calculate System Quality Number (SQN) - Van K. Tharp.
SQN measures systematic trading quality and takes into account both
the number of trades and their standard deviation.
:param trades: DataFrame containing trades (requires column profit_abs)
:param starting_balance: Starting balance of the trading system
:return: SQN value
"""
if len(trades) == 0:
return 0.0
total_profit = trades["profit_abs"] / starting_balance
number_of_trades = len(trades)
# Calculate average trade and standard deviation
average_profits = total_profit.mean()
profits_std = total_profit.std()
if profits_std != 0 and not np.isnan(profits_std):
sqn = math.sqrt(number_of_trades) * (average_profits / profits_std)
else:
# Define negative SQN to indicate this is NOT optimal
sqn = -100.0
return round(sqn, 4)

5
freqtrade/enums/state.py
View File

@@ -7,8 +7,9 @@ class State(Enum):
"""
RUNNING = 1
STOPPED = 2
RELOAD_CONFIG = 3
PAUSED = 2
STOPPED = 3
RELOAD_CONFIG = 4
def __str__(self):
return f"{self.name.lower()}"

59
freqtrade/exchange/binance.py
View File

@@ -11,7 +11,11 @@ from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS
from freqtrade.enums import CandleType, MarginMode, PriceType, TradingMode
from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
from freqtrade.exchange import Exchange
from freqtrade.exchange.binance_public_data import concat_safe, download_archive_ohlcv
from freqtrade.exchange.binance_public_data import (
concat_safe,
download_archive_ohlcv,
download_archive_trades,
)
from freqtrade.exchange.common import retrier
from freqtrade.exchange.exchange_types import FtHas, Tickers
from freqtrade.exchange.exchange_utils_timeframe import timeframe_to_msecs
@@ -139,7 +143,7 @@ class Binance(Exchange):
Does not work for other exchanges, which don't return the earliest data when called with "0"
:param candle_type: Any of the enum CandleType (must match trading mode!)
"""
if is_new_pair:
if is_new_pair and candle_type in (CandleType.SPOT, CandleType.FUTURES, CandleType.MARK):
with self._loop_lock:
x = self.loop.run_until_complete(
self._async_get_candle_history(pair, timeframe, candle_type, 0)
@@ -270,12 +274,12 @@ class Binance(Exchange):
def dry_run_liquidation_price(
self,
pair: str,
open_rate: float, # Entry price of position
open_rate: float,
is_short: bool,
amount: float,
stake_amount: float,
leverage: float,
wallet_balance: float, # Or margin balance
wallet_balance: float,
open_trades: list,
) -> float | None:
"""
@@ -289,8 +293,6 @@ class Binance(Exchange):
:param amount: Absolute value of position size incl. leverage (in base currency)
:param stake_amount: Stake amount - Collateral in settle currency.
:param leverage: Leverage used for this position.
:param trading_mode: SPOT, MARGIN, FUTURES, etc.
:param margin_mode: Either ISOLATED or CROSS
:param wallet_balance: Amount of margin_mode in the wallet being used to trade
Cross-Margin Mode: crossWalletBalance
Isolated-Margin Mode: isolatedWalletBalance
@@ -379,3 +381,48 @@ class Binance(Exchange):
if not t:
return [], "0"
return t, from_id
async def _async_get_trade_history_id(
self, pair: str, until: int, since: int, from_id: str | None = None
) -> tuple[str, list[list]]:
logger.info(f"Fetching trades from Binance, {from_id=}, {since=}, {until=}")
if not self._config["exchange"].get("only_from_ccxt", False):
if from_id is None or not since:
trades = await self._api_async.fetch_trades(
pair,
params={
self._trades_pagination_arg: "0",
},
limit=5,
)
listing_date: int = trades[0]["timestamp"]
since = max(since, listing_date)
_, res = await download_archive_trades(
CandleType.SPOT,
pair,
since_ms=since,
until_ms=until,
markets=self.markets,
)
if not res:
end_time = since
end_id = from_id
else:
end_time = res[-1][0]
end_id = res[-1][1]
if end_time and end_time >= until:
return pair, res
else:
_, res2 = await super()._async_get_trade_history_id(
pair, until=until, since=end_time, from_id=end_id
)
res.extend(res2)
return pair, res
return await super()._async_get_trade_history_id(
pair, until=until, since=since, from_id=from_id
)

22591
freqtrade/exchange/binance_leverage_tiers.json
View File

File diff suppressed because it is too large Load Diff

227
freqtrade/exchange/binance_public_data.py
View File

@@ -1,5 +1,6 @@
"""
Fetch daily-archived OHLCV data from https://data.binance.vision/
Documentation can be found in https://github.com/binance/binance-public-data
"""
import asyncio
@@ -10,9 +11,11 @@ from io import BytesIO
from typing import Any
import aiohttp
import numpy as np
import pandas as pd
from pandas import DataFrame
from freqtrade.constants import DEFAULT_TRADES_COLUMNS
from freqtrade.enums import CandleType
from freqtrade.misc import chunks
from freqtrade.util.datetime_helpers import dt_from_ts, dt_now
@@ -157,8 +160,8 @@ async def _download_archive_ohlcv(
return concat_safe(dfs)
else:
dfs.append(None)
except BaseException as e:
logger.warning(f"An exception raised: : {e}")
except Exception as e:
logger.warning(f"An exception raised: {e}")
# Directly return the existing data, do not allow the gap within the data
await cancel_and_await_tasks(tasks[tasks.index(task) + 1 :])
return concat_safe(dfs)
@@ -212,6 +215,20 @@ def binance_vision_ohlcv_zip_url(
return url
def binance_vision_trades_zip_url(symbol: str, candle_type: CandleType, date: date) -> str:
"""
example urls:
https://data.binance.vision/data/spot/daily/aggTrades/BTCUSDT/BTCUSDT-aggTrades-2023-10-27.zip
https://data.binance.vision/data/futures/um/daily/aggTrades/BTCUSDT/BTCUSDT-aggTrades-2023-10-27.zip
"""
asset_type_url_segment = candle_type_to_url_segment(candle_type)
url = (
f"https://data.binance.vision/data/{asset_type_url_segment}/daily/aggTrades/{symbol}"
f"/{symbol}-aggTrades-{date.strftime('%Y-%m-%d')}.zip"
)
return url
async def get_daily_ohlcv(
symbol: str,
timeframe: str,
@@ -268,7 +285,11 @@ async def get_daily_ohlcv(
names=["date", "open", "high", "low", "close", "volume"],
header=header,
)
df["date"] = pd.to_datetime(df["date"], unit="ms", utc=True)
df["date"] = pd.to_datetime(
np.where(df["date"] > 1e13, df["date"] // 1000, df["date"]),
unit="ms",
utc=True,
)
return df
elif resp.status == 404:
logger.debug(f"Failed to download {url}")
@@ -280,3 +301,203 @@ async def get_daily_ohlcv(
if isinstance(e, Http404) or retry > retry_count:
logger.debug(f"Failed to get data from {url}: {e}")
raise
async def download_archive_trades(
candle_type: CandleType,
pair: str,
*,
since_ms: int,
until_ms: int | None,
markets: dict[str, Any],
stop_on_404: bool = True,
) -> tuple[str, list[list]]:
try:
symbol = markets[pair]["id"]
last_available_date = dt_now() - timedelta(days=2)
start = dt_from_ts(since_ms)
end = dt_from_ts(until_ms) if until_ms else dt_now()
end = min(end, last_available_date)
if start >= end:
return pair, []
result_list = await _download_archive_trades(
symbol, pair, candle_type, start, end, stop_on_404
)
return pair, result_list
except Exception as e:
logger.warning(
"An exception occurred during fast trades download from Binance, falling back to "
"the slower REST API, this can take a lot more time.",
exc_info=e,
)
return pair, []
def parse_trades_from_zip(csvf):
# https://github.com/binance/binance-public-data/issues/283
first_byte = csvf.read(1)[0]
if chr(first_byte).isdigit():
# spot
header = None
names = [
"id",
"price",
"amount",
"first_trade_id",
"last_trade_id",
"timestamp",
"is_buyer_maker",
"is_best_match",
]
else:
# futures
header = 0
names = [
"id",
"price",
"amount",
"first_trade_id",
"last_trade_id",
"timestamp",
"is_buyer_maker",
]
csvf.seek(0)
df = pd.read_csv(
csvf,
names=names,
header=header,
)
df.loc[:, "cost"] = df["price"] * df["amount"]
# Side is reversed intentionally
# based on ccxt parseTrade logic.
df.loc[:, "side"] = np.where(df["is_buyer_maker"], "sell", "buy")
df.loc[:, "type"] = None
# Convert timestamp to ms
df.loc[:, "timestamp"] = np.where(
df["timestamp"] > 1e13,
df["timestamp"] // 1000,
df["timestamp"],
)
return df.loc[:, DEFAULT_TRADES_COLUMNS].to_records(index=False).tolist()
async def get_daily_trades(
symbol: str,
candle_type: CandleType,
date: date,
session: aiohttp.ClientSession,
retry_count: int = 3,
retry_delay: float = 0.0,
) -> list[list]:
"""
Get daily OHLCV from https://data.binance.vision
See https://github.com/binance/binance-public-data
:symbol: binance symbol name, e.g. BTCUSDT
:candle_type: SPOT or FUTURES
:date: the returned DataFrame will cover the entire day of `date` in UTC
:session: an aiohttp.ClientSession instance
:retry_count: times to retry before returning the exceptions
:retry_delay: the time to wait before every retry
:return: a list containing trades in DEFAULT_TRADES_COLUMNS format
"""
url = binance_vision_trades_zip_url(symbol, candle_type, date)
logger.debug(f"download trades data from binance: {url}")
retry = 0
while True:
if retry > 0:
sleep_secs = retry * retry_delay
logger.debug(
f"[{retry}/{retry_count}] retry to download {url} after {sleep_secs} seconds"
)
await asyncio.sleep(sleep_secs)
try:
async with session.get(url) as resp:
if resp.status == 200:
content = await resp.read()
logger.debug(f"Successfully downloaded {url}")
with zipfile.ZipFile(BytesIO(content)) as zipf:
with zipf.open(zipf.namelist()[0]) as csvf:
return parse_trades_from_zip(csvf)
elif resp.status == 404:
logger.debug(f"Failed to download {url}")
raise Http404(f"404: {url}", date, url)
else:
raise BadHttpStatus(f"{resp.status} - {resp.reason}")
except Exception as e:
logger.info("download Daily_trades raised: %s", e)
retry += 1
if isinstance(e, Http404) or retry > retry_count:
logger.debug(f"Failed to get data from {url}: {e}")
raise
async def _download_archive_trades(
symbol: str,
pair: str,
candle_type: CandleType,
start: date,
end: date,
stop_on_404: bool,
) -> list[list]:
# daily dataframes, `None` indicates missing data in that day (when `stop_on_404` is False)
results: list[list] = []
# the current day being processing, starting at 1.
current_day = 0
connector = aiohttp.TCPConnector(limit=100)
async with aiohttp.ClientSession(connector=connector, trust_env=True) as session:
# the HTTP connections has been throttled by TCPConnector
for dates in chunks(list(date_range(start, end)), 30):
tasks = [
asyncio.create_task(get_daily_trades(symbol, candle_type, date, session))
for date in dates
]
for task in tasks:
current_day += 1
try:
result = await task
except Http404 as e:
if stop_on_404:
logger.debug(f"Failed to download {e.url} due to 404.")
# A 404 error on the first day indicates missing data
# on https://data.binance.vision, we provide the warning and the advice.
# https://github.com/freqtrade/freqtrade/blob/acc53065e5fa7ab5197073276306dc9dc3adbfa3/tests/exchange_online/test_binance_compare_ohlcv.py#L7
if current_day == 1:
logger.warning(
f"Fast download is unavailable due to missing data: "
f"{e.url}. Falling back to the slower REST API, "
"which may take more time."
)
if pair in ["BTC/USDT:USDT", "ETH/USDT:USDT", "BCH/USDT:USDT"]:
logger.warning(
f"To avoid the delay, you can first download {pair} using "
"`--timerange <start date>-20200101`, and then download the "
"remaining data with `--timerange 20200101-<end date>`."
)
else:
logger.warning(
f"Binance fast download for {pair} stopped at {e.date} due to "
f"missing data: {e.url}, falling back to rest API for the "
"remaining data, this can take more time."
)
await cancel_and_await_tasks(tasks[tasks.index(task) + 1 :])
return results
except Exception as e:
logger.warning(f"An exception raised: {e}")
# Directly return the existing data, do not allow the gap within the data
await cancel_and_await_tasks(tasks[tasks.index(task) + 1 :])
return results
else:
# Happy case
results.extend(result)
return results

20
freqtrade/exchange/bybit.py
View File

@@ -166,15 +166,16 @@ class Bybit(Exchange):
PERPETUAL:
bybit:
https://www.bybithelp.com/HelpCenterKnowledge/bybitHC_Article?language=en_US&id=000001067
https://www.bybit.com/en/help-center/article/Liquidation-Price-Calculation-under-Isolated-Mode-Unified-Trading-Account#b
Long:
Liquidation Price = (
Entry Price * (1 - Initial Margin Rate + Maintenance Margin Rate)
- Extra Margin Added/ Contract)
Entry Price - [(Initial Margin - Maintenance Margin)/Contract Quantity]
- (Extra Margin Added/Contract Quantity))
Short:
Liquidation Price = (
Entry Price * (1 + Initial Margin Rate - Maintenance Margin Rate)
+ Extra Margin Added/ Contract)
Entry Price + [(Initial Margin - Maintenance Margin)/Contract Quantity]
+ (Extra Margin Added/Contract Quantity))
Implementation Note: Extra margin is currently not used.
@@ -184,8 +185,6 @@ class Bybit(Exchange):
:param amount: Absolute value of position size incl. leverage (in base currency)
:param stake_amount: Stake amount - Collateral in settle currency.
:param leverage: Leverage used for this position.
:param trading_mode: SPOT, MARGIN, FUTURES, etc.
:param margin_mode: Either ISOLATED or CROSS
:param wallet_balance: Amount of margin_mode in the wallet being used to trade
Cross-Margin Mode: crossWalletBalance
Isolated-Margin Mode: isolatedWalletBalance
@@ -198,13 +197,16 @@ class Bybit(Exchange):
if self.trading_mode == TradingMode.FUTURES and self.margin_mode == MarginMode.ISOLATED:
if market["inverse"]:
raise OperationalException("Freqtrade does not yet support inverse contracts")
initial_margin_rate = 1 / leverage
position_value = amount * open_rate
initial_margin = position_value / leverage
maintenance_margin = position_value * mm_ratio
margin_diff_per_contract = (initial_margin - maintenance_margin) / amount
# See docstring - ignores extra margin!
if is_short:
return open_rate * (1 + initial_margin_rate - mm_ratio)
return open_rate + margin_diff_per_contract
else:
return open_rate * (1 - initial_margin_rate + mm_ratio)
return open_rate - margin_diff_per_contract
else:
raise OperationalException(

111
freqtrade/exchange/exchange.py
View File

@@ -148,6 +148,7 @@ class Exchange:
"trades_has_history": False,
"l2_limit_range": None,
"l2_limit_range_required": True, # Allow Empty L2 limit (kucoin)
"l2_limit_upper": None, # Upper limit for L2 limit
"mark_ohlcv_price": "mark",
"mark_ohlcv_timeframe": "8h",
"funding_fee_timeframe": "8h",
@@ -960,7 +961,7 @@ class Exchange:
return 1 / pow(10, precision)
def get_min_pair_stake_amount(
self, pair: str, price: float, stoploss: float, leverage: float | None = 1.0
self, pair: str, price: float, stoploss: float, leverage: float = 1.0
) -> float | None:
return self._get_stake_amount_limit(pair, price, stoploss, "min", leverage)
@@ -979,7 +980,7 @@ class Exchange:
price: float,
stoploss: float,
limit: Literal["min", "max"],
leverage: float | None = 1.0,
leverage: float = 1.0,
) -> float | None:
isMin = limit == "min"
@@ -988,6 +989,8 @@ class Exchange:
except KeyError:
raise ValueError(f"Can't get market information for symbol {pair}")
stake_limits = []
limits = market["limits"]
if isMin:
# reserve some percent defined in config (5% default) + stoploss
margin_reserve: float = 1.0 + self._config.get(
@@ -997,11 +1000,12 @@ class Exchange:
# it should not be more than 50%
stoploss_reserve = max(min(stoploss_reserve, 1.5), 1)
else:
# is_max
margin_reserve = 1.0
stoploss_reserve = 1.0
if max_from_tiers := self._get_max_notional_from_tiers(pair, leverage=leverage):
stake_limits.append(max_from_tiers)
stake_limits = []
limits = market["limits"]
if limits["cost"][limit] is not None:
stake_limits.append(
self._contracts_to_amount(pair, limits["cost"][limit]) * stoploss_reserve
@@ -1365,8 +1369,8 @@ class Exchange:
ordertype = available_order_Types[user_order_type]
else:
# Otherwise pick only one available
ordertype = list(available_order_Types.values())[0]
user_order_type = list(available_order_Types.keys())[0]
ordertype = next(iter(available_order_Types.values()))
user_order_type = next(iter(available_order_Types.keys()))
return ordertype, user_order_type
def _get_stop_limit_rate(self, stop_price: float, order_types: dict, side: str) -> float:
@@ -1955,14 +1959,18 @@ class Exchange:
@staticmethod
def get_next_limit_in_list(
limit: int, limit_range: list[int] | None, range_required: bool = True
limit: int,
limit_range: list[int] | None,
range_required: bool = True,
upper_limit: int | None = None,
):
"""
Get next greater value in the list.
Used by fetch_l2_order_book if the api only supports a limited range
if both limit_range and upper_limit is provided, limit_range wins.
"""
if not limit_range:
return limit
return min(limit, upper_limit) if upper_limit else limit
result = min([x for x in limit_range if limit <= x] + [max(limit_range)])
if not range_required and limit > result:
@@ -1979,7 +1987,10 @@ class Exchange:
{'asks': [price, volume], 'bids': [price, volume]}
"""
limit1 = self.get_next_limit_in_list(
limit, self._ft_has["l2_limit_range"], self._ft_has["l2_limit_range_required"]
limit,
self._ft_has["l2_limit_range"],
self._ft_has["l2_limit_range_required"],
self._ft_has["l2_limit_upper"],
)
try:
return self._api.fetch_l2_order_book(pair, limit1)
@@ -2351,6 +2362,7 @@ class Exchange:
since_ms=since_ms,
until_ms=until_ms,
candle_type=candle_type,
raise_=True,
)
)
logger.debug(f"Downloaded data for {pair} from ccxt with length {len(data)}.")
@@ -2391,7 +2403,7 @@ class Exchange:
if isinstance(res, BaseException):
logger.warning(f"Async code raised an exception: {repr(res)}")
if raise_:
raise
raise res
continue
else:
# Deconstruct tuple if it's not an exception
@@ -2440,8 +2452,8 @@ class Exchange:
return self._exchange_ws.get_ohlcv(pair, timeframe, candle_type, candle_ts)
logger.info(
f"Failed to reuse watch {pair}, {timeframe}, {candle_ts < last_refresh_time},"
f" {candle_ts}, {last_refresh_time}, "
f"Couldn't reuse watch for {pair}, {timeframe}, falling back to REST api. "
f"{candle_ts < last_refresh_time}, {candle_ts}, {last_refresh_time}, "
f"{format_ms_time(candle_ts)}, {format_ms_time(last_refresh_time)} "
)
@@ -2789,7 +2801,7 @@ class Exchange:
pair, timeframe, candle_type = pairwt
since_ms = None
new_ticks: list = []
all_stored_ticks_df = DataFrame(columns=DEFAULT_TRADES_COLUMNS + ["date"])
all_stored_ticks_df = DataFrame(columns=[*DEFAULT_TRADES_COLUMNS, "date"])
first_candle_ms = self.needed_candle_for_trades_ms(timeframe, candle_type)
# refresh, if
# a. not in _trades
@@ -2834,7 +2846,7 @@ class Exchange:
else:
# Skip cache, it's too old
all_stored_ticks_df = DataFrame(
columns=DEFAULT_TRADES_COLUMNS + ["date"]
columns=[*DEFAULT_TRADES_COLUMNS, "date"]
)
# from_id overrules with exchange set to id paginate
@@ -3352,42 +3364,22 @@ class Exchange:
pair_tiers = self._leverage_tiers[pair]
if stake_amount == 0:
return self._leverage_tiers[pair][0]["maxLeverage"] # Max lev for lowest amount
return pair_tiers[0]["maxLeverage"] # Max lev for lowest amount
for tier_index in range(len(pair_tiers)):
tier = pair_tiers[tier_index]
lev = tier["maxLeverage"]
# Find the appropriate tier based on stake_amount
prior_max_lev = None
for tier in pair_tiers:
min_stake = tier["minNotional"] / (prior_max_lev or tier["maxLeverage"])
max_stake = tier["maxNotional"] / tier["maxLeverage"]
prior_max_lev = tier["maxLeverage"]
# Adjust notional by leverage to do a proper comparison
if min_stake <= stake_amount <= max_stake:
return tier["maxLeverage"]
if tier_index < len(pair_tiers) - 1:
next_tier = pair_tiers[tier_index + 1]
next_floor = next_tier["minNotional"] / next_tier["maxLeverage"]
if next_floor > stake_amount: # Next tier min too high for stake amount
return min((tier["maxNotional"] / stake_amount), lev)
#
# With the two leverage tiers below,
# - a stake amount of 150 would mean a max leverage of (10000 / 150) = 66.66
# - stakes below 133.33 = max_lev of 75
# - stakes between 133.33-200 = max_lev of 10000/stake = 50.01-74.99
# - stakes from 200 + 1000 = max_lev of 50
#
# {
# "min": 0, # stake = 0.0
# "max": 10000, # max_stake@75 = 10000/75 = 133.33333333333334
# "lev": 75,
# },
# {
# "min": 10000, # stake = 200.0
# "max": 50000, # max_stake@50 = 50000/50 = 1000.0
# "lev": 50,
# }
#
else: # if on the last tier
if stake_amount > tier["maxNotional"]:
# If stake is > than max tradeable amount
raise InvalidOrderException(f"Amount {stake_amount} too high for {pair}")
else:
return tier["maxLeverage"]
# else: # if on the last tier
if stake_amount > max_stake:
# If stake is > than max tradeable amount
raise InvalidOrderException(f"Amount {stake_amount} too high for {pair}")
raise OperationalException(
"Looped through all tiers without finding a max leverage. Should never be reached"
@@ -3402,6 +3394,23 @@ class Exchange:
else:
return 1.0
def _get_max_notional_from_tiers(self, pair: str, leverage: float) -> float | None:
"""
get max_notional from leverage_tiers
:param pair: The base/quote currency pair being traded
:param leverage: The leverage to be used
:return: The maximum notional value for the given leverage or None if not found
"""
if self.trading_mode != TradingMode.FUTURES:
return None
if pair not in self._leverage_tiers:
return None
pair_tiers = self._leverage_tiers[pair]
for tier in reversed(pair_tiers):
if leverage <= tier["maxLeverage"]:
return tier["maxNotional"]
return None
@retrier
def _set_leverage(
self,
@@ -3687,12 +3696,12 @@ class Exchange:
def dry_run_liquidation_price(
self,
pair: str,
open_rate: float, # Entry price of position
open_rate: float,
is_short: bool,
amount: float,
stake_amount: float,
leverage: float,
wallet_balance: float, # Or margin balance
wallet_balance: float,
open_trades: list,
) -> float | None:
"""
@@ -3713,8 +3722,6 @@ class Exchange:
:param amount: Absolute value of position size incl. leverage (in base currency)
:param stake_amount: Stake amount - Collateral in settle currency.
:param leverage: Leverage used for this position.
:param trading_mode: SPOT, MARGIN, FUTURES, etc.
:param margin_mode: Either ISOLATED or CROSS
:param wallet_balance: Amount of margin_mode in the wallet being used to trade
Cross-Margin Mode: crossWalletBalance
Isolated-Margin Mode: isolatedWalletBalance

2
freqtrade/exchange/exchange_types.py
View File

@@ -37,6 +37,7 @@ class FtHas(TypedDict, total=False):
# Orderbook
l2_limit_range: list[int] | None
l2_limit_range_required: bool
l2_limit_upper: int | None
# Futures
ccxt_futures_name: str # usually swap
mark_ohlcv_price: str
@@ -44,6 +45,7 @@ class FtHas(TypedDict, total=False):
funding_fee_timeframe: str
funding_fee_candle_limit: int
floor_leverage: bool
uses_leverage_tiers: bool
needs_trading_fees: bool
order_props_in_contracts: list[Literal["amount", "cost", "filled", "remaining"]]

4
freqtrade/exchange/exchange_utils.py
View File

@@ -4,7 +4,7 @@ Exchange support utils
import inspect
from datetime import datetime, timedelta, timezone
from math import ceil, floor
from math import ceil, floor, isnan
from typing import Any
import ccxt
@@ -305,7 +305,7 @@ def price_to_precision(
:param rounding_mode: rounding mode to use. Defaults to ROUND
:return: price rounded up to the precision the Exchange accepts
"""
if price_precision is not None and precisionMode is not None:
if price_precision is not None and precisionMode is not None and not isnan(price):
if rounding_mode not in (ROUND_UP, ROUND_DOWN):
# Use CCXT code where possible.
return float(

14
freqtrade/exchange/exchange_ws.py
View File

@@ -84,6 +84,7 @@ class ExchangeWS:
Remove history for a pair/timeframe combination from ccxt cache
"""
self._ccxt_object.ohlcvs.get(paircomb[0], {}).pop(paircomb[1], None)
self.klines_last_refresh.pop(paircomb, None)
@retrier(retries=3)
def ohlcvs(self, pair: str, timeframe: str) -> list[list]:
@@ -138,6 +139,15 @@ class ExchangeWS:
)
)
async def _unwatch_ohlcv(self, pair: str, timeframe: str, candle_type: CandleType) -> None:
try:
await self._ccxt_object.un_watch_ohlcv_for_symbols([[pair, timeframe]])
except ccxt.NotSupported as e:
logger.debug("un_watch_ohlcv_for_symbols not supported: %s", e)
pass
except Exception:
logger.exception("Exception in _unwatch_ohlcv")
def _continuous_stopped(
self, task: asyncio.Task, pair: str, timeframe: str, candle_type: CandleType
):
@@ -150,6 +160,10 @@ class ExchangeWS:
result = str(result1)
logger.info(f"{pair}, {timeframe}, {candle_type} - Task finished - {result}")
asyncio.run_coroutine_threadsafe(
self._unwatch_ohlcv(pair, timeframe, candle_type), loop=self._loop
)
self._klines_scheduled.discard((pair, timeframe, candle_type))
self._pop_history((pair, timeframe, candle_type))

2
freqtrade/exchange/gate.py
View File

@@ -35,6 +35,7 @@ class Gate(Exchange):
"stoploss_order_types": {"limit": "limit"},
"stop_price_param": "stopPrice",
"stop_price_prop": "stopPrice",
"l2_limit_upper": 1000,
"marketOrderRequiresPrice": True,
"trades_has_history": False, # Endpoint would support this - but ccxt doesn't.
}
@@ -44,6 +45,7 @@ class Gate(Exchange):
"marketOrderRequiresPrice": False,
"funding_fee_candle_limit": 90,
"stop_price_type_field": "price_type",
"l2_limit_upper": 300,
"stop_price_type_value_mapping": {
PriceType.LAST: 0,
PriceType.MARK: 1,

1
freqtrade/exchange/hyperliquid.py
View File

@@ -35,6 +35,7 @@ class Hyperliquid(Exchange):
"stop_price_prop": "stopPrice",
"funding_fee_timeframe": "1h",
"funding_fee_candle_limit": 500,
"uses_leverage_tiers": False,
}
_supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [

2
freqtrade/exchange/kraken.py
View File

@@ -69,7 +69,7 @@ class Kraken(Exchange):
consolidated: CcxtBalances = {}
for currency, balance in balances.items():
base_currency = currency[:-2] if currency.endswith(".F") else currency
base_currency = self._api.commonCurrencies.get(base_currency, base_currency)
if base_currency in consolidated:
consolidated[base_currency]["free"] += balance["free"]
consolidated[base_currency]["used"] += balance["used"]

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