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Merge branch 'freqtrade:develop' into bt-metrics

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This commit is contained in:
Stefano Ariestasia
2023-11-27 10:46:21 +09:00
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parent 63e702a3bf 0b3a6aa9de
commit 4bcb4fdd82
32 changed files with 215 additions and 121 deletions
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4
docs/backtesting.md
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@@ -170,11 +170,11 @@ freqtrade backtesting --strategy AwesomeStrategy --dry-run-wallet 1000
Using a different on-disk historical candle (OHLCV) data source
Assume you downloaded the history data from the Bittrex exchange and kept it in the `user_data/data/bittrex-20180101` directory.
Assume you downloaded the history data from the Binance exchange and kept it in the `user_data/data/binance-20180101` directory.
You can then use this data for backtesting as follows:
```bash
freqtrade backtesting --strategy AwesomeStrategy --datadir user_data/data/bittrex-20180101
freqtrade backtesting --strategy AwesomeStrategy --datadir user_data/data/binance-20180101
```
---

4
docs/configuration.md
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@@ -594,7 +594,7 @@ creating trades on the exchange.
```json
"exchange": {
"name": "bittrex",
"name": "binance",
"key": "key",
"secret": "secret",
...
@@ -644,7 +644,7 @@ API Keys are usually only required for live trading (trading for real money, bot
```json
{
"exchange": {
"name": "bittrex",
"name": "binance",
"key": "af8ddd35195e9dc500b9a6f799f6f5c93d89193b",
"secret": "08a9dc6db3d7b53e1acebd9275677f4b0a04f1a5",
//"password": "", // Optional, not needed by all exchanges)

1
docs/freqai-parameter-table.md
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@@ -74,7 +74,6 @@ Mandatory parameters are marked as **Required** and have to be set in one of the
| | **Reinforcement Learning Parameters within the `freqai.rl_config` sub dictionary**
| `rl_config` | A dictionary containing the control parameters for a Reinforcement Learning model. <br> **Datatype:** Dictionary.
| `train_cycles` | Training time steps will be set based on the `train_cycles * number of training data points. <br> **Datatype:** Integer.
| `cpu_count` | Number of processors to dedicate to the Reinforcement Learning training process. <br> **Datatype:** int.
| `max_trade_duration_candles`| Guides the agent training to keep trades below desired length. Example usage shown in `prediction_models/ReinforcementLearner.py` within the customizable `calculate_reward()` function. <br> **Datatype:** int.
| `model_type` | Model string from stable_baselines3 or SBcontrib. Available strings include: `'TRPO', 'ARS', 'RecurrentPPO', 'MaskablePPO', 'PPO', 'A2C', 'DQN'`. User should ensure that `model_training_parameters` match those available to the corresponding stable_baselines3 model by visiting their documentaiton. [PPO doc](https://stable-baselines3.readthedocs.io/en/master/modules/ppo.html) (external website) <br> **Datatype:** string.
| `policy_type` | One of the available policy types from stable_baselines3 <br> **Datatype:** string.

1
docs/index.md
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@@ -40,7 +40,6 @@ Freqtrade is a free and open source crypto trading bot written in Python. It is
Please read the [exchange specific notes](exchanges.md) to learn about eventual, special configurations needed for each exchange.
- [X] [Binance](https://www.binance.com/)
- [X] [Bittrex](https://bittrex.com/)
- [X] [Gate.io](https://www.gate.io/ref/6266643)
- [X] [Huobi](http://huobi.com/)
- [X] [Kraken](https://kraken.com/)

2
docs/requirements-docs.txt
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@@ -1,6 +1,6 @@
markdown==3.5.1
mkdocs==1.5.3
mkdocs-material==9.4.8
mkdocs-material==9.4.10
mdx_truly_sane_lists==1.3
pymdown-extensions==10.4
jinja2==3.1.2

54
docs/utils.md
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@@ -427,25 +427,33 @@ zb True missing opt: fetchMyTrades
Use the `list-timeframes` subcommand to see the list of timeframes available for the exchange.
```
usage: freqtrade list-timeframes [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [--exchange EXCHANGE] [-1]
usage: freqtrade list-timeframes [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH]
[--exchange EXCHANGE] [-1]
optional arguments:
options:
-h, --help show this help message and exit
--exchange EXCHANGE Exchange name (default: `bittrex`). Only valid if no config is provided.
--exchange EXCHANGE Exchange name. Only valid if no config is provided.
-1, --one-column Print output in one column.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified. Special values are: 'syslog', 'journald'. See the documentation for more details.
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default: `config.json`). Multiple --config options may be used. Can be set to `-`
to read config from stdin.
-d PATH, --datadir PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```
* Example: see the timeframes for the 'binance' exchange, set in the configuration file:
@@ -479,20 +487,17 @@ usage: freqtrade list-markets [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [--exchange EXCHANGE]
[--print-list] [--print-json] [-1] [--print-csv]
[--base BASE_CURRENCY [BASE_CURRENCY ...]]
[--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]] [-a]
[--trading-mode {spot,margin,futures}]
[--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]]
[-a] [--trading-mode {spot,margin,futures}]
usage: freqtrade list-pairs [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [--exchange EXCHANGE]
[--print-list] [--print-json] [-1] [--print-csv]
[--base BASE_CURRENCY [BASE_CURRENCY ...]]
[--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]] [-a]
[--trading-mode {spot,margin,futures}]
optional arguments:
options:
-h, --help show this help message and exit
--exchange EXCHANGE Exchange name (default: `bittrex`). Only valid if no
config is provided.
--exchange EXCHANGE Exchange name. Only valid if no config is provided.
--print-list Print list of pairs or market symbols. By default data
is printed in the tabular format.
--print-json Print list of pairs or market symbols in JSON format.
@@ -504,20 +509,22 @@ optional arguments:
Specify quote currency(-ies). Space-separated list.
-a, --all Print all pairs or market symbols. By default only
active ones are shown.
--trading-mode {spot,margin,futures}
--trading-mode {spot,margin,futures}, --tradingmode {spot,margin,futures}
Select Trading mode
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified. Special values are:
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default: `config.json`).
Multiple --config options may be used. Can be set to
`-` to read config from stdin.
-d PATH, --datadir PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
@@ -532,7 +539,7 @@ Pairs/markets are sorted by its symbol string in the printed output.
### Examples
* Print the list of active pairs with quote currency USD on exchange, specified in the default
configuration file (i.e. pairs on the "Bittrex" exchange) in JSON format:
configuration file (i.e. pairs on the "Binance" exchange) in JSON format:
```
$ freqtrade list-pairs --quote USD --print-json
@@ -564,7 +571,7 @@ usage: freqtrade test-pairlist [-h] [--userdir PATH] [-v] [-c PATH]
[--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]]
[-1] [--print-json] [--exchange EXCHANGE]
optional arguments:
options:
-h, --help show this help message and exit
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
@@ -578,8 +585,7 @@ optional arguments:
Specify quote currency(-ies). Space-separated list.
-1, --one-column Print output in one column.
--print-json Print list of pairs or market symbols in JSON format.
--exchange EXCHANGE Exchange name (default: `bittrex`). Only valid if no
config is provided.
--exchange EXCHANGE Exchange name. Only valid if no config is provided.
```