mirror of
https://github.com/freqtrade/freqtrade.git
synced 2026-02-15 10:40:31 +00:00
Merge branch 'develop' into feature/fetch-public-trades
This commit is contained in:
Matthias
@@ -568,7 +568,14 @@ The possible values are: `GTC` (default), `FOK` or `IOC`.
|
||||
This is ongoing work. For now, it is supported only for binance, gate and kucoin.
|
||||
Please don't change the default value unless you know what you are doing and have researched the impact of using different values for your particular exchange.
|
||||
|
||||
### What values can be used for fiat_display_currency?
|
||||
### Fiat conversion
|
||||
|
||||
Freqtrade uses the Coingecko API to convert the coin value to it's corresponding fiat value for the Telegram reports.
|
||||
The FIAT currency can be set in the configuration file as `fiat_display_currency`.
|
||||
|
||||
Removing `fiat_display_currency` completely from the configuration will skip initializing coingecko, and will not show any FIAT currency conversion. This has no importance for the correct functioning of the bot.
|
||||
|
||||
#### What values can be used for fiat_display_currency?
|
||||
|
||||
The `fiat_display_currency` configuration parameter sets the base currency to use for the
|
||||
conversion from coin to fiat in the bot Telegram reports.
|
||||
@@ -587,7 +594,25 @@ The valid values are:
|
||||
"BTC", "ETH", "XRP", "LTC", "BCH", "BNB"
|
||||
```
|
||||
|
||||
Removing `fiat_display_currency` completely from the configuration will skip initializing coingecko, and will not show any FIAT currency conversion. This has no importance for the correct functioning of the bot.
|
||||
#### Coingecko Rate limit problems
|
||||
|
||||
On some IP ranges, coingecko is heavily rate-limiting.
|
||||
In such cases, you may want to add your coingecko API key to the configuration.
|
||||
|
||||
``` json
|
||||
{
|
||||
"fiat_display_currency": "USD",
|
||||
"coingecko": {
|
||||
"api_key": "your-api",
|
||||
"is_demo": true
|
||||
}
|
||||
}
|
||||
```
|
||||
|
||||
Freqtrade supports both Demo and Pro coingecko API keys.
|
||||
|
||||
The Coingecko API key is NOT required for the bot to function correctly.
|
||||
It is only used for the conversion of coin to fiat in the Telegram reports, which usually also work without API key.
|
||||
|
||||
## Using Dry-run mode
|
||||
|
||||
|
||||
@@ -24,10 +24,10 @@ usage: freqtrade download-data [-h] [-v] [--logfile FILE] [-V] [-c PATH]
|
||||
[--days INT] [--new-pairs-days INT]
|
||||
[--include-inactive-pairs]
|
||||
[--timerange TIMERANGE] [--dl-trades]
|
||||
[--exchange EXCHANGE]
|
||||
[--convert] [--exchange EXCHANGE]
|
||||
[-t TIMEFRAMES [TIMEFRAMES ...]] [--erase]
|
||||
[--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}]
|
||||
[--data-format-trades {json,jsongz,hdf5,feather}]
|
||||
[--data-format-trades {json,jsongz,hdf5,feather,parquet}]
|
||||
[--trading-mode {spot,margin,futures}]
|
||||
[--prepend]
|
||||
|
||||
@@ -48,6 +48,11 @@ options:
|
||||
--dl-trades Download trades instead of OHLCV data. The bot will
|
||||
resample trades to the desired timeframe as specified
|
||||
as --timeframes/-t.
|
||||
--convert Convert downloaded trades to OHLCV data. Only
|
||||
applicable in combination with `--dl-trades`. Will be
|
||||
automatic for exchanges which don't have historic
|
||||
OHLCV (e.g. Kraken). If not provided, use `trades-to-
|
||||
ohlcv` to convert trades data to OHLCV data.
|
||||
--exchange EXCHANGE Exchange name. Only valid if no config is provided.
|
||||
-t TIMEFRAMES [TIMEFRAMES ...], --timeframes TIMEFRAMES [TIMEFRAMES ...]
|
||||
Specify which tickers to download. Space-separated
|
||||
@@ -57,7 +62,7 @@ options:
|
||||
--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}
|
||||
Storage format for downloaded candle (OHLCV) data.
|
||||
(default: `feather`).
|
||||
--data-format-trades {json,jsongz,hdf5,feather}
|
||||
--data-format-trades {json,jsongz,hdf5,feather,parquet}
|
||||
Storage format for downloaded trades data. (default:
|
||||
`feather`).
|
||||
--trading-mode {spot,margin,futures}, --tradingmode {spot,margin,futures}
|
||||
@@ -471,15 +476,20 @@ ETH/USDT 5m, 15m, 30m, 1h, 2h, 4h
|
||||
|
||||
## Trades (tick) data
|
||||
|
||||
By default, `download-data` sub-command downloads Candles (OHLCV) data. Some exchanges also provide historic trade-data via their API.
|
||||
By default, `download-data` sub-command downloads Candles (OHLCV) data. Most exchanges also provide historic trade-data via their API.
|
||||
This data can be useful if you need many different timeframes, since it is only downloaded once, and then resampled locally to the desired timeframes.
|
||||
|
||||
Since this data is large by default, the files use the feather fileformat by default. They are stored in your data-directory with the naming convention of `<pair>-trades.feather` (`ETH_BTC-trades.feather`). Incremental mode is also supported, as for historic OHLCV data, so downloading the data once per week with `--days 8` will create an incremental data-repository.
|
||||
Since this data is large by default, the files use the feather file format by default. They are stored in your data-directory with the naming convention of `<pair>-trades.feather` (`ETH_BTC-trades.feather`). Incremental mode is also supported, as for historic OHLCV data, so downloading the data once per week with `--days 8` will create an incremental data-repository.
|
||||
|
||||
To use this mode, simply add `--dl-trades` to your call. This will swap the download method to download trades, and resamples the data locally.
|
||||
To use this mode, simply add `--dl-trades` to your call. This will swap the download method to download trades.
|
||||
If `--convert` is also provided, the resample step will happen automatically and overwrite eventually existing OHLCV data for the given pair/timeframe combinations.
|
||||
|
||||
!!! Warning "do not use"
|
||||
You should not use this unless you're a kraken user. Most other exchanges provide OHLCV data with sufficient history.
|
||||
!!! Warning "Do not use"
|
||||
You should not use this unless you're a kraken user (Kraken does not provide historic OHLCV data).
|
||||
Most other exchanges provide OHLCV data with sufficient history, so downloading multiple timeframes through that method will still proof to be a lot faster than downloading trades data.
|
||||
|
||||
!!! Note "Kraken user"
|
||||
Kraken users should read [this](exchanges.md#historic-kraken-data) before starting to download data.
|
||||
|
||||
Example call:
|
||||
|
||||
@@ -490,12 +500,6 @@ freqtrade download-data --exchange kraken --pairs XRP/EUR ETH/EUR --days 20 --dl
|
||||
!!! Note
|
||||
While this method uses async calls, it will be slow, since it requires the result of the previous call to generate the next request to the exchange.
|
||||
|
||||
!!! Warning
|
||||
The historic trades are not available during Freqtrade dry-run and live trade modes because all exchanges tested provide this data with a delay of few 100 candles, so it's not suitable for real-time trading.
|
||||
|
||||
!!! Note "Kraken user"
|
||||
Kraken users should read [this](exchanges.md#historic-kraken-data) before starting to download data.
|
||||
|
||||
## Next step
|
||||
|
||||
Great, you now have backtest data downloaded, so you can now start [backtesting](backtesting.md) your strategy.
|
||||
Great, you now have some data downloaded, so you can now start [backtesting](backtesting.md) your strategy.
|
||||
|
||||
@@ -127,6 +127,13 @@ These settings will be checked on startup, and freqtrade will show an error if t
|
||||
|
||||
Freqtrade will not attempt to change these settings.
|
||||
|
||||
## Bingx
|
||||
|
||||
BingX supports [time_in_force](configuration.md#understand-order_time_in_force) with settings "GTC" (good till cancelled), "IOC" (immediate-or-cancel) and "PO" (Post only) settings.
|
||||
|
||||
!!! Tip "Stoploss on Exchange"
|
||||
Bingx supports `stoploss_on_exchange` and can use both stop-limit and stop-market orders. It provides great advantages, so we recommend to benefit from it by enabling stoploss on exchange.
|
||||
|
||||
## Kraken
|
||||
|
||||
Kraken supports [time_in_force](configuration.md#understand-order_time_in_force) with settings "GTC" (good till cancelled), "IOC" (immediate-or-cancel) and "PO" (Post only) settings.
|
||||
|
||||
@@ -224,7 +224,7 @@ where $W_i$ is the weight of data point $i$ in a total set of $n$ data points. B
|
||||
|
||||
## Building the data pipeline
|
||||
|
||||
By default, FreqAI builds a dynamic pipeline based on user congfiguration settings. The default settings are robust and designed to work with a variety of methods. These two steps are a `MinMaxScaler(-1,1)` and a `VarianceThreshold` which removes any column that has 0 variance. Users can activate other steps with more configuration parameters. For example if users add `use_SVM_to_remove_outliers: true` to the `freqai` config, then FreqAI will automatically add the [`SVMOutlierExtractor`](#identifying-outliers-using-a-support-vector-machine-svm) to the pipeline. Likewise, users can add `principal_component_analysis: true` to the `freqai` config to activate PCA. The [DissimilarityIndex](#identifying-outliers-with-the-dissimilarity-index-di) is activated with `DI_threshold: 1`. Finally, noise can also be added to the data with `noise_standard_deviation: 0.1`. Finally, users can add [DBSCAN](#identifying-outliers-with-dbscan) outlier removal with `use_DBSCAN_to_remove_outliers: true`.
|
||||
By default, FreqAI builds a dynamic pipeline based on user configuration settings. The default settings are robust and designed to work with a variety of methods. These two steps are a `MinMaxScaler(-1,1)` and a `VarianceThreshold` which removes any column that has 0 variance. Users can activate other steps with more configuration parameters. For example if users add `use_SVM_to_remove_outliers: true` to the `freqai` config, then FreqAI will automatically add the [`SVMOutlierExtractor`](#identifying-outliers-using-a-support-vector-machine-svm) to the pipeline. Likewise, users can add `principal_component_analysis: true` to the `freqai` config to activate PCA. The [DissimilarityIndex](#identifying-outliers-with-the-dissimilarity-index-di) is activated with `DI_threshold: 1`. Finally, noise can also be added to the data with `noise_standard_deviation: 0.1`. Finally, users can add [DBSCAN](#identifying-outliers-with-dbscan) outlier removal with `use_DBSCAN_to_remove_outliers: true`.
|
||||
|
||||
!!! note "More information available"
|
||||
Please review the [parameter table](freqai-parameter-table.md) for more information on these parameters.
|
||||
|
||||
@@ -41,6 +41,7 @@ Please read the [exchange specific notes](exchanges.md) to learn about eventual,
|
||||
|
||||
- [X] [Binance](https://www.binance.com/)
|
||||
- [X] [Bitmart](https://bitmart.com/)
|
||||
- [X] [BingX](https://bingx.com/invite/0EM9RX)
|
||||
- [X] [Gate.io](https://www.gate.io/ref/6266643)
|
||||
- [X] [HTX](https://www.htx.com/) (Former Huobi)
|
||||
- [X] [Kraken](https://kraken.com/)
|
||||
|
||||
@@ -286,7 +286,7 @@ cd freqtrade
|
||||
#### Freqtrade install: Conda Environment
|
||||
|
||||
```bash
|
||||
conda create --name freqtrade python=3.11
|
||||
conda create --name freqtrade python=3.12
|
||||
```
|
||||
|
||||
!!! Note "Creating Conda Environment"
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
markdown==3.6
|
||||
mkdocs==1.6.0
|
||||
mkdocs-material==9.5.22
|
||||
mkdocs-material==9.5.25
|
||||
mdx_truly_sane_lists==1.3
|
||||
pymdown-extensions==10.8.1
|
||||
jinja2==3.1.4
|
||||
|
||||
@@ -161,7 +161,7 @@ freqtrade-client --config rest_config.json <command> [optional parameters]
|
||||
| `delete_lock <lock_id>` | Deletes (disables) the lock by id.
|
||||
| `locks add <pair>, <until>, [side], [reason]` | Locks a pair until "until". (Until will be rounded up to the nearest timeframe).
|
||||
| `profit` | Display a summary of your profit/loss from close trades and some stats about your performance.
|
||||
| `forceexit <trade_id>` | Instantly exits the given trade (Ignoring `minimum_roi`).
|
||||
| `forceexit <trade_id> [order_type] [amount]` | Instantly exits the given trade (ignoring `minimum_roi`), using the given order type ("market" or "limit", uses your config setting if not specified), and the chosen amount (full sell if not specified).
|
||||
| `forceexit all` | Instantly exits all open trades (Ignoring `minimum_roi`).
|
||||
| `forceenter <pair> [rate]` | Instantly enters the given pair. Rate is optional. (`force_entry_enable` must be set to True)
|
||||
| `forceenter <pair> <side> [rate]` | Instantly longs or shorts the given pair. Rate is optional. (`force_entry_enable` must be set to True)
|
||||
|
||||
@@ -30,6 +30,7 @@ The Order-type will be ignored if only one mode is available.
|
||||
|----------|-------------|
|
||||
| Binance | limit |
|
||||
| Binance Futures | market, limit |
|
||||
| Bingx | market, limit |
|
||||
| HTX (former Huobi) | limit |
|
||||
| kraken | market, limit |
|
||||
| Gate | limit |
|
||||
|
||||
@@ -5,6 +5,30 @@ We **strongly** recommend that Windows users use [Docker](docker_quickstart.md)
|
||||
If that is not possible, try using the Windows Linux subsystem (WSL) - for which the Ubuntu instructions should work.
|
||||
Otherwise, please follow the instructions below.
|
||||
|
||||
All instructions assume that python 3.9+ is installed and available.
|
||||
|
||||
## Clone the git repository
|
||||
|
||||
First of all clone the repository by running:
|
||||
|
||||
``` powershell
|
||||
git clone https://github.com/freqtrade/freqtrade.git
|
||||
```
|
||||
|
||||
Now, choose your installation method, either automatically via script (recommended) or manually following the corresponding instructions.
|
||||
|
||||
## Install freqtrade automatically
|
||||
|
||||
### Run the installation script
|
||||
|
||||
The script will ask you a few questions to determine which parts should be installed.
|
||||
|
||||
```powershell
|
||||
Set-ExecutionPolicy -ExecutionPolicy Bypass
|
||||
cd freqtrade
|
||||
. .\setup.ps1
|
||||
```
|
||||
|
||||
## Install freqtrade manually
|
||||
|
||||
!!! Note "64bit Python version"
|
||||
@@ -14,17 +38,11 @@ Otherwise, please follow the instructions below.
|
||||
!!! Hint
|
||||
Using the [Anaconda Distribution](https://www.anaconda.com/distribution/) under Windows can greatly help with installation problems. Check out the [Anaconda installation section](installation.md#installation-with-conda) in the documentation for more information.
|
||||
|
||||
### 1. Clone the git repository
|
||||
|
||||
```bash
|
||||
git clone https://github.com/freqtrade/freqtrade.git
|
||||
```
|
||||
|
||||
### 2. Install ta-lib
|
||||
### Install ta-lib
|
||||
|
||||
Install ta-lib according to the [ta-lib documentation](https://github.com/TA-Lib/ta-lib-python#windows).
|
||||
|
||||
As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), Freqtrade provides these dependencies (in the binary wheel format) for the latest 3 Python versions (3.9, 3.10 and 3.11) and for 64bit Windows.
|
||||
As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), Freqtrade provides these dependencies (in the binary wheel format) for the latest 3 Python versions (3.9, 3.10, 3.11 and 3.12) and for 64bit Windows.
|
||||
These Wheels are also used by CI running on windows, and are therefore tested together with freqtrade.
|
||||
|
||||
Other versions must be downloaded from the above link.
|
||||
|
||||
Reference in New Issue
Block a user