Merge pull request #1 from freqtrade/develop

Merge from upstream
This commit is contained in:
David Arena
2025-04-11 23:40:05 +02:00
committed by GitHub
815 changed files with 222565 additions and 12191 deletions

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@@ -1,5 +1,7 @@
[run]
omit =
scripts/*
freqtrade/tests/*
freqtrade/vendor/*
freqtrade/templates/*
freqtrade/vendor/*
freqtrade/__main__.py
tests/*

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@@ -0,0 +1,44 @@
{
"name": "freqtrade Develop",
"image": "ghcr.io/freqtrade/freqtrade-devcontainer:latest",
// Use 'forwardPorts' to make a list of ports inside the container available locally.
"forwardPorts": [
8080
],
"workspaceMount": "source=${localWorkspaceFolder},target=/workspaces/freqtrade,type=bind,consistency=cached",
// Uncomment to connect as a non-root user if you've added one. See https://aka.ms/vscode-remote/containers/non-root.
"remoteUser": "ftuser",
"onCreateCommand": "pip install --user -e .",
"postCreateCommand": "freqtrade create-userdir --userdir user_data/",
"workspaceFolder": "/workspaces/freqtrade",
"customizations": {
"vscode": {
"settings": {
"terminal.integrated.shell.linux": "/bin/bash",
"editor.insertSpaces": true,
"files.trimTrailingWhitespace": true,
"[markdown]": {
"files.trimTrailingWhitespace": false
},
"python.pythonPath": "/usr/local/bin/python",
"[python]": {
"editor.codeActionsOnSave": {
"source.organizeImports": "explicit"
},
"editor.formatOnSave": true,
"editor.defaultFormatter": "charliermarsh.ruff"
}
},
// Add the IDs of extensions you want installed when the container is created.
"extensions": [
"ms-python.python",
"ms-python.vscode-pylance",
"charliermarsh.ruff",
"davidanson.vscode-markdownlint",
"ms-azuretools.vscode-docker",
"vscode-icons-team.vscode-icons",
"github.vscode-github-actions",
],
}
}
}

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@@ -1,6 +1,25 @@
.git
.gitignore
Dockerfile
Dockerfile.armhf
.dockerignore
docker/
.coveragerc
.eggs
.github
.pylintrc
.travis.yml
CONTRIBUTING.md
MANIFEST.in
README.md
freqtrade.service
freqtrade.egg-info
config.json*
*.sqlite
user_data
*.log
.vscode
.mypy_cache
.ipynb_checkpoints

3
.gitattributes vendored Normal file
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@@ -0,0 +1,3 @@
*.py eol=lf
*.sh eol=lf
*.ps1 eol=crlf

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.github/.devcontainer/Dockerfile vendored Normal file
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@@ -0,0 +1,21 @@
FROM freqtradeorg/freqtrade:develop_freqairl
USER root
# Install dependencies
COPY requirements-dev.txt /freqtrade/
ARG USERNAME=ftuser
RUN apt-get update \
&& apt-get -y install --no-install-recommends apt-utils dialog git ssh vim build-essential zsh \
&& apt-get clean \
&& mkdir -p /home/${USERNAME}/.vscode-server /home/${USERNAME}/.vscode-server-insiders /home/${USERNAME}/commandhistory \
&& chown ${USERNAME}:${USERNAME} -R /home/${USERNAME}/.local/ \
&& chown ${USERNAME}: -R /home/${USERNAME}/
USER ftuser
RUN pip install --user autopep8 -r docs/requirements-docs.txt -r requirements-dev.txt --no-cache-dir
# Empty the ENTRYPOINT to allow all commands
ENTRYPOINT []

12
.github/.devcontainer/devcontainer.json vendored Normal file
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@@ -0,0 +1,12 @@
{
"name": "freqtrade Dev container image builder",
"build": {
"dockerfile": "Dockerfile",
"context": "../../"
},
"features": {
"ghcr.io/devcontainers/features/common-utils:2": {
},
"ghcr.io/stuartleeks/dev-container-features/shell-history:0.0.3": {}
}
}

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.github/FUNDING.yml vendored Normal file
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@@ -0,0 +1,3 @@
# These are supported funding model platforms
github: [xmatthias]

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@@ -1,30 +0,0 @@
## Step 1: Have you search for this issue before posting it?
If you have discovered a bug in the bot, please [search our issue tracker](https://github.com/gcarq/freqtrade/issues?q=is%3Aissue).
If it hasn't been reported, please create a new issue.
## Step 2: Describe your environment
* Python Version: _____ (`python -V`)
* Branch: Master | Develop
* Last Commit ID: _____ (`git log --format="%H" -n 1`)
## Step 3: Describe the problem:
*Explain the problem you have encountered*
### Steps to reproduce:
1. _____
2. _____
3. _____
### Observed Results:
* What happened?
* What did you expect to happen?
### Relevant code exceptions or logs:
```
// paste your log here
```

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.github/ISSUE_TEMPLATE/bug_report.md vendored Normal file
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@@ -0,0 +1,48 @@
---
name: Bug report
about: Create a report to help us improve
title: ''
labels: "Triage Needed"
assignees: ''
---
<!--
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.
-->
## Describe your environment
* Operating system: ____
* Python Version: _____ (`python -V`)
* CCXT version: _____ (`pip freeze | grep ccxt`)
* Freqtrade Version: ____ (`freqtrade -V` or `docker compose run --rm freqtrade -V` for Freqtrade running in docker)
Note: All issues other than enhancement requests will be closed without further comment if the above template is deleted or not filled out.
## Describe the problem:
*Explain the problem you have encountered*
### Steps to reproduce:
1. _____
2. _____
3. _____
### Observed Results:
* What happened?
* What did you expect to happen?
### Relevant code exceptions or logs
Note: Please copy/paste text of the messages, no screenshots of logs please.
```
// paste your log here
```

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.github/ISSUE_TEMPLATE/config.yml vendored Normal file
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@@ -0,0 +1,6 @@
---
blank_issues_enabled: false
contact_links:
- name: Discord Server
url: https://discord.gg/p7nuUNVfP7
about: Ask a question or get community support from our Discord server

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@@ -0,0 +1,26 @@
---
name: Feature request
about: Suggest an idea for this project
title: ''
labels: ''
assignees: ''
---
<!--
Note: this section will not show up in the issue.
Have you search for this feature before requesting it? It's highly likely that a similar request was already filed.
-->
## Describe your environment
(if applicable)
* Operating system: ____
* Python Version: _____ (`python -V`)
* CCXT version: _____ (`pip freeze | grep ccxt`)
* Freqtrade Version: ____ (`freqtrade -V` or `docker compose run --rm freqtrade -V` for Freqtrade running in docker)
## Describe the enhancement
*Explain the enhancement you would like*

25
.github/ISSUE_TEMPLATE/question.md vendored Normal file
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@@ -0,0 +1,25 @@
---
name: Question
about: Ask a question you could not find an answer in the docs
title: ''
labels: "Question"
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
Please do not use the question template to report bugs or to request new features.
-->
## Describe your environment
* Operating system: ____
* Python Version: _____ (`python -V`)
* CCXT version: _____ (`pip freeze | grep ccxt`)
* Freqtrade Version: ____ (`freqtrade -V` or `docker compose run --rm freqtrade -V` for Freqtrade running in docker)
## Your question
*Ask the question you have not been able to find an answer in the [Documentation](https://www.freqtrade.io/en/latest/)*

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@@ -1,15 +1,17 @@
Thank you for sending your pull request. But first, have you included
unit tests, and is your code PEP8 conformant? [More details](https://github.com/gcarq/freqtrade/blob/develop/CONTRIBUTING.md)
<!-- Thank you for sending your pull request. But first, have you included
unit tests, and is your code PEP8 conformant? [More details](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md)
-->
## Summary
Explain in one sentence the goal of this PR
<!-- Explain in one sentence the goal of this PR -->
Solve the issue: #___
## Quick changelog
- <change log #1>
- <change log #2>
- <change log 1>
- <change log 1>
## What's new?
*Explain in details what this PR solve or improve. You can include visuals.*
<!-- Explain in details what this PR solve or improve. You can include visuals. -->

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.github/dependabot.yml vendored Normal file
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@@ -0,0 +1,38 @@
version: 2
updates:
- package-ecosystem: docker
directories:
- "/"
- "/docker"
schedule:
interval: daily
ignore:
- dependency-name: "*"
update-types: ["version-update:semver-major"]
open-pull-requests-limit: 10
- package-ecosystem: pip
directory: "/"
schedule:
interval: weekly
time: "03:00"
timezone: "Etc/UTC"
open-pull-requests-limit: 15
target-branch: develop
groups:
types:
patterns:
- "types-*"
pytest:
patterns:
- "pytest*"
mkdocs:
patterns:
- "mkdocs*"
- package-ecosystem: "github-actions"
directory: "/"
schedule:
interval: "weekly"
open-pull-requests-limit: 10
target-branch: develop

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@@ -0,0 +1,50 @@
name: Binance Leverage tiers update
on:
schedule:
- cron: "0 3 * * 4"
# on demand
workflow_dispatch:
permissions:
contents: read
jobs:
auto-update:
runs-on: ubuntu-latest
environment:
name: develop
steps:
- uses: actions/checkout@v4
with:
persist-credentials: false
- uses: actions/setup-python@v5
with:
python-version: "3.12"
- name: Install ccxt
run: pip install ccxt
- name: Run leverage tier update
env:
CI_WEB_PROXY: ${{ secrets.CI_WEB_PROXY }}
FREQTRADE__EXCHANGE__KEY: ${{ secrets.BINANCE_EXCHANGE_KEY }}
FREQTRADE__EXCHANGE__SECRET: ${{ secrets.BINANCE_EXCHANGE_SECRET }}
run: python build_helpers/binance_update_lev_tiers.py
- uses: peter-evans/create-pull-request@v7
with:
token: ${{ secrets.REPO_SCOPED_TOKEN }}
add-paths: freqtrade/exchange/binance_leverage_tiers.json
labels: |
Tech maintenance
Dependencies
branch: update/binance-leverage-tiers
title: Update Binance Leverage Tiers
commit-message: "chore: update pre-commit hooks"
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

711
.github/workflows/ci.yml vendored Normal file
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@@ -0,0 +1,711 @@
name: Freqtrade CI
on:
push:
branches:
- stable
- develop
- ci/*
tags:
release:
types: [published]
pull_request:
schedule:
- cron: '0 3 * * 4'
concurrency:
group: "${{ github.workflow }}-${{ github.ref }}-${{ github.event_name }}"
cancel-in-progress: true
permissions:
repository-projects: read
jobs:
build-linux:
runs-on: ${{ matrix.os }}
strategy:
matrix:
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
with:
python-version: ${{ matrix.python-version }}
- name: Install uv
uses: astral-sh/setup-uv@v5
with:
enable-cache: true
python-version: ${{ matrix.python-version }}
cache-dependency-glob: "requirements**.txt"
cache-suffix: "${{ matrix.python-version }}"
prune-cache: false
- name: Cache_dependencies
uses: actions/cache@v4
id: cache
with:
path: ~/dependencies/
key: ${{ runner.os }}-dependencies
- name: TA binary *nix
if: steps.cache.outputs.cache-hit != 'true'
run: |
cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies/; cd ..
- name: Installation - *nix
run: |
uv pip install --upgrade wheel
export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
export TA_LIBRARY_PATH=${HOME}/dependencies/lib
export TA_INCLUDE_PATH=${HOME}/dependencies/include
uv pip install -r requirements-dev.txt
uv pip install -e ft_client/
uv pip install -e .
- name: Check for version alignment
run: |
python build_helpers/freqtrade_client_version_align.py
- name: Tests
if: (!(runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-24.04'))
run: |
pytest --random-order
- name: Tests with Coveralls
if: (runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-24.04')
run: |
pytest --random-order --cov=freqtrade --cov=freqtrade_client --cov-config=.coveragerc
- name: Coveralls
if: (runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-24.04')
env:
# Coveralls token. Not used as secret due to github not providing secrets to forked repositories
COVERALLS_REPO_TOKEN: 6D1m0xupS3FgutfuGao8keFf9Hc0FpIXu
run: |
# Allow failure for coveralls
coveralls || true
- name: Run json schema extract
# This should be kept before the repository check to ensure that the schema is up-to-date
run: |
python build_helpers/extract_config_json_schema.py
- name: Run command docs partials extract
# This should be kept before the repository check to ensure that the docs are up-to-date
run: |
python build_helpers/create_command_partials.py
- name: Check for repository changes
run: |
if [ -n "$(git status --porcelain)" ]; then
echo "Repository is dirty, changes detected:"
git status
git diff
exit 1
else
echo "Repository is clean, no changes detected."
fi
- name: Backtesting (multi)
run: |
cp tests/testdata/config.tests.json config.json
freqtrade create-userdir --userdir user_data
freqtrade new-strategy -s AwesomeStrategy
freqtrade new-strategy -s AwesomeStrategyMin --template minimal
freqtrade backtesting --datadir tests/testdata --strategy-list AwesomeStrategy AwesomeStrategyMin -i 5m
- name: Hyperopt
run: |
cp tests/testdata/config.tests.json config.json
freqtrade create-userdir --userdir user_data
freqtrade hyperopt --datadir tests/testdata -e 6 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all
- name: Sort imports (isort)
run: |
isort --check .
- name: Run Ruff
run: |
ruff check --output-format=github
- name: Run Ruff format check
run: |
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
if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
with:
severity: error
details: Freqtrade CI failed on ${{ matrix.os }}
webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
build-macos:
runs-on: ${{ matrix.os }}
strategy:
matrix:
os: [ "macos-13", "macos-14", "macos-15" ]
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
with:
python-version: ${{ matrix.python-version }}
check-latest: true
- name: Install uv
uses: astral-sh/setup-uv@v5
with:
enable-cache: true
python-version: ${{ matrix.python-version }}
cache-dependency-glob: "requirements**.txt"
cache-suffix: "${{ matrix.python-version }}"
prune-cache: false
- name: Cache_dependencies
uses: actions/cache@v4
id: cache
with:
path: ~/dependencies/
key: ${{ matrix.os }}-dependencies
- name: TA binary *nix
if: steps.cache.outputs.cache-hit != 'true'
run: |
cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies/; cd ..
- name: Installation - macOS (Brew)
run: |
# brew update
# TODO: Should be the brew upgrade
# homebrew fails to update python due to unlinking failures
# https://github.com/actions/runner-images/issues/6817
rm /usr/local/bin/2to3 || true
rm /usr/local/bin/2to3-3.11 || true
rm /usr/local/bin/2to3-3.12 || true
rm /usr/local/bin/idle3 || true
rm /usr/local/bin/idle3.11 || true
rm /usr/local/bin/idle3.12 || true
rm /usr/local/bin/pydoc3 || true
rm /usr/local/bin/pydoc3.11 || true
rm /usr/local/bin/pydoc3.12 || true
rm /usr/local/bin/python3 || true
rm /usr/local/bin/python3.11 || true
rm /usr/local/bin/python3.12 || true
rm /usr/local/bin/python3-config || true
rm /usr/local/bin/python3.11-config || true
rm /usr/local/bin/python3.12-config || true
brew install libomp
- name: Installation (python)
run: |
uv pip install wheel
export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
export TA_LIBRARY_PATH=${HOME}/dependencies/lib
export TA_INCLUDE_PATH=${HOME}/dependencies/include
uv pip install -r requirements-dev.txt
uv pip install -e ft_client/
uv pip install -e .
- name: Tests
run: |
pytest --random-order
- name: Check for repository changes
run: |
if [ -n "$(git status --porcelain)" ]; then
echo "Repository is dirty, changes detected:"
git status
git diff
exit 1
else
echo "Repository is clean, no changes detected."
fi
- name: Backtesting
run: |
cp tests/testdata/config.tests.json config.json
freqtrade create-userdir --userdir user_data
freqtrade new-strategy -s AwesomeStrategyAdv --template advanced
freqtrade backtesting --datadir tests/testdata --strategy AwesomeStrategyAdv
- name: Hyperopt
run: |
cp tests/testdata/config.tests.json config.json
freqtrade create-userdir --userdir user_data
freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all
- name: Sort imports (isort)
run: |
isort --check .
- name: Run Ruff
run: |
ruff check --output-format=github
- name: Run Ruff format check
run: |
ruff format --check
- name: Mypy
if: matrix.os == 'macos-15'
run: |
mypy freqtrade scripts
- name: Discord notification
uses: rjstone/discord-webhook-notify@v1
if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
with:
severity: info
details: Test Succeeded!
webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
build-windows:
runs-on: ${{ matrix.os }}
strategy:
matrix:
os: [ windows-latest ]
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
with:
python-version: ${{ matrix.python-version }}
- name: Install uv
uses: astral-sh/setup-uv@v5
with:
enable-cache: true
python-version: ${{ matrix.python-version }}
cache-dependency-glob: "requirements**.txt"
cache-suffix: "${{ matrix.python-version }}"
prune-cache: false
- name: Installation
run: |
function uvpipFunction { uv pip $args }
Set-Alias -name pip -value uvpipFunction
./build_helpers/install_windows.ps1
- name: Tests
run: |
pytest --random-order --durations 20 -n auto
- name: Check for repository changes
run: |
if (git status --porcelain) {
Write-Host "Repository is dirty, changes detected:"
git status
git diff
exit 1
}
else {
Write-Host "Repository is clean, no changes detected."
}
- name: Backtesting
run: |
cp tests/testdata/config.tests.json config.json
freqtrade create-userdir --userdir user_data
freqtrade backtesting --datadir tests/testdata --strategy SampleStrategy
- name: Hyperopt
run: |
cp tests/testdata/config.tests.json config.json
freqtrade create-userdir --userdir user_data
freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all
- name: Run Ruff
run: |
ruff check --output-format=github
- name: Run Ruff format check
run: |
ruff format --check
- name: Mypy
run: |
mypy freqtrade scripts tests
- name: Run Pester tests (PowerShell)
run: |
$PSVersionTable
Set-PSRepository psgallery -InstallationPolicy trusted
Install-Module -Name Pester -RequiredVersion 5.3.1 -Confirm:$false -Force -SkipPublisherCheck
$Error.clear()
Invoke-Pester -Path "tests" -CI
if ($Error.Length -gt 0) {exit 1}
shell: powershell
- name: Discord notification
uses: rjstone/discord-webhook-notify@v1
if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
with:
severity: error
details: Test Failed
webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
mypy-version-check:
runs-on: ubuntu-22.04
steps:
- uses: actions/checkout@v4
with:
persist-credentials: false
- name: Set up Python
uses: actions/setup-python@v5
with:
python-version: "3.12"
- name: pre-commit dependencies
run: |
pip install pyaml
python build_helpers/pre_commit_update.py
pre-commit:
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
docs-check:
runs-on: ubuntu-22.04
steps:
- uses: actions/checkout@v4
with:
persist-credentials: false
- name: Documentation syntax
run: |
./tests/test_docs.sh
- name: Set up Python
uses: actions/setup-python@v5
with:
python-version: "3.12"
- name: Documentation build
run: |
pip install -r docs/requirements-docs.txt
mkdocs build
- name: Discord notification
uses: rjstone/discord-webhook-notify@v1
if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
with:
severity: error
details: Freqtrade doc test failed!
webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
build-linux-online:
# Run pytest with "live" checks
runs-on: ubuntu-22.04
steps:
- uses: actions/checkout@v4
with:
persist-credentials: false
- name: Set up Python
uses: actions/setup-python@v5
with:
python-version: "3.12"
- name: Install uv
uses: astral-sh/setup-uv@v5
with:
enable-cache: true
python-version: "3.12"
cache-dependency-glob: "requirements**.txt"
cache-suffix: "3.12"
prune-cache: false
- name: Cache_dependencies
uses: actions/cache@v4
id: cache
with:
path: ~/dependencies/
key: ${{ runner.os }}-dependencies
- name: TA binary *nix
if: steps.cache.outputs.cache-hit != 'true'
run: |
cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies/; cd ..
- name: Installation - *nix
run: |
uv pip install --upgrade wheel
export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
export TA_LIBRARY_PATH=${HOME}/dependencies/lib
export TA_INCLUDE_PATH=${HOME}/dependencies/include
uv pip install -r requirements-dev.txt
uv pip install -e ft_client/
uv pip install -e .
- name: Tests incl. ccxt compatibility tests
env:
CI_WEB_PROXY: http://152.67.78.211:13128
run: |
pytest --random-order --longrun --durations 20 -n auto
# Notify only once - when CI completes (and after deploy) in case it's successful
notify-complete:
needs: [
build-linux,
build-macos,
build-windows,
docs-check,
mypy-version-check,
pre-commit,
build-linux-online
]
runs-on: ubuntu-22.04
# Discord notification can't handle schedule events
if: github.event_name != 'schedule' && github.repository == 'freqtrade/freqtrade'
permissions:
repository-projects: read
steps:
- name: Check user permission
id: check
uses: scherermichael-oss/action-has-permission@1.0.6
with:
required-permission: write
env:
GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
- name: Discord notification
uses: rjstone/discord-webhook-notify@v1
if: always() && steps.check.outputs.has-permission && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
with:
severity: info
details: Test Completed!
webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
build:
name: "Build"
needs: [ build-linux, build-macos, build-windows, docs-check, mypy-version-check, pre-commit ]
runs-on: ubuntu-22.04
steps:
- uses: actions/checkout@v4
with:
persist-credentials: false
- name: Set up Python
uses: actions/setup-python@v5
with:
python-version: "3.12"
- name: Build distribution
run: |
pip install -U build
python -m build --sdist --wheel
- name: Upload artifacts 📦
uses: actions/upload-artifact@v4
with:
name: freqtrade-build
path: |
dist
retention-days: 10
- name: Build Client distribution
run: |
pip install -U build
python -m build --sdist --wheel ft_client
- name: Upload artifacts 📦
uses: actions/upload-artifact@v4
with:
name: freqtrade-client-build
path: |
ft_client/dist
retention-days: 10
deploy-test-pypi:
name: "Publish Python 🐍 distribution 📦 to TestPyPI"
needs: [ build ]
runs-on: ubuntu-22.04
if: (github.event_name == 'release')
environment:
name: testpypi
url: https://test.pypi.org/p/freqtrade
permissions:
id-token: write
steps:
- uses: actions/checkout@v4
with:
persist-credentials: false
- name: Download artifact 📦
uses: actions/download-artifact@v4
with:
pattern: freqtrade*-build
path: dist
merge-multiple: true
- name: Publish to PyPI (Test)
uses: pypa/gh-action-pypi-publish@v1.12.4
with:
repository-url: https://test.pypi.org/legacy/
deploy-pypi:
name: "Publish Python 🐍 distribution 📦 to PyPI"
needs: [ build ]
runs-on: ubuntu-22.04
if: (github.event_name == 'release')
environment:
name: pypi
url: https://pypi.org/p/freqtrade
permissions:
id-token: write
steps:
- uses: actions/checkout@v4
with:
persist-credentials: false
- name: Download artifact 📦
uses: actions/download-artifact@v4
with:
pattern: freqtrade*-build
path: dist
merge-multiple: true
- name: Publish to PyPI
uses: pypa/gh-action-pypi-publish@v1.12.4
deploy-docker:
needs: [ build-linux, build-macos, build-windows, docs-check, mypy-version-check, pre-commit ]
runs-on: ubuntu-22.04
if: (github.event_name == 'push' || github.event_name == 'schedule' || github.event_name == 'release') && github.repository == 'freqtrade/freqtrade'
steps:
- uses: actions/checkout@v4
with:
persist-credentials: false
- name: Set up Python
uses: actions/setup-python@v5
with:
python-version: "3.12"
- name: Extract branch name
id: extract-branch
run: |
echo "GITHUB_REF='${GITHUB_REF}'"
echo "branch=${GITHUB_REF##*/}" >> "$GITHUB_OUTPUT"
- name: Dockerhub login
env:
DOCKER_PASSWORD: ${{ secrets.DOCKER_PASSWORD }}
DOCKER_USERNAME: ${{ secrets.DOCKER_USERNAME }}
run: |
echo "${DOCKER_PASSWORD}" | docker login --username ${DOCKER_USERNAME} --password-stdin
# We need docker experimental to pull the ARM image.
- name: Switch docker to experimental
run: |
docker version -f '{{.Server.Experimental}}'
echo $'{\n "experimental": true\n}' | sudo tee /etc/docker/daemon.json
sudo systemctl restart docker
docker version -f '{{.Server.Experimental}}'
- name: Set up QEMU
uses: docker/setup-qemu-action@v3
- name: Set up Docker Buildx
id: buildx
uses: docker/setup-buildx-action@v3
- name: Available platforms
run: echo ${PLATFORMS}
env:
PLATFORMS: ${{ steps.buildx.outputs.platforms }}
- name: Build and test and push docker images
env:
BRANCH_NAME: ${{ steps.extract-branch.outputs.branch }}
run: |
build_helpers/publish_docker_multi.sh
deploy-arm:
name: "Deploy Docker"
permissions:
packages: write
needs: [ deploy-docker ]
# Only run on 64bit machines
runs-on: [self-hosted, linux, ARM64]
if: (github.event_name == 'push' || github.event_name == 'schedule' || github.event_name == 'release') && github.repository == 'freqtrade/freqtrade'
steps:
- uses: actions/checkout@v4
with:
persist-credentials: false
- name: Extract branch name
id: extract-branch
run: |
echo "GITHUB_REF='${GITHUB_REF}'"
echo "branch=${GITHUB_REF##*/}" >> "$GITHUB_OUTPUT"
- name: Dockerhub login
env:
DOCKER_PASSWORD: ${{ secrets.DOCKER_PASSWORD }}
DOCKER_USERNAME: ${{ secrets.DOCKER_USERNAME }}
run: |
echo "${DOCKER_PASSWORD}" | docker login --username ${DOCKER_USERNAME} --password-stdin
- name: Build and test and push docker images
env:
BRANCH_NAME: ${{ steps.extract-branch.outputs.branch }}
GHCR_USERNAME: ${{ github.actor }}
GHCR_TOKEN: ${{ secrets.GITHUB_TOKEN }}
run: |
build_helpers/publish_docker_arm64.sh
- name: Discord notification
uses: rjstone/discord-webhook-notify@v1
if: always() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false) && (github.event_name != 'schedule')
with:
severity: info
details: Deploy Succeeded!
webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}

61
.github/workflows/deploy-docs.yml vendored Normal file
View File

@@ -0,0 +1,61 @@
name: Build Documentation
on:
push:
branches:
- develop
release:
types: [published]
# disable permissions for all of the available permissions
permissions: {}
jobs:
build-docs:
permissions:
contents: write # for mike to push
name: Deploy Docs through mike
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v4
with:
persist-credentials: true
- name: Set up Python
uses: actions/setup-python@v5
with:
python-version: '3.12'
- name: Install dependencies
run: |
python -m pip install --upgrade pip
pip install -r docs/requirements-docs.txt
- name: Fetch gh-pages branch
run: |
git fetch origin gh-pages --depth=1
- name: Configure Git user
run: |
git config --local user.email "github-actions[bot]@users.noreply.github.com"
git config --local user.name "github-actions[bot]"
- name: Build and push Mike
if: ${{ github.event_name == 'push' }}
run: |
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 ${REF_NAME} stable --push --update-aliases
env:
REF_NAME: ${{ github.ref_name }}
- name: Show mike versions
run: |
mike list

View File

@@ -0,0 +1,42 @@
name: Devcontainer Pre-Build
on:
workflow_dispatch:
schedule:
- cron: "0 3 * * 0"
# push:
# branches:
# - "master"
# tags:
# - "v*.*.*"
# pull_requests:
# branches:
# - "master"
concurrency:
group: "${{ github.workflow }}"
cancel-in-progress: true
jobs:
build-and-push:
permissions:
packages: write
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v4
with:
persist-credentials: false
- 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

View File

@@ -0,0 +1,23 @@
name: Update Docker Hub Description
on:
push:
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
with:
username: ${{ secrets.DOCKER_USERNAME }}
password: ${{ secrets.DOCKER_PASSWORD }}
repository: freqtradeorg/freqtrade

44
.github/workflows/pre-commit-update.yml vendored Normal file
View File

@@ -0,0 +1,44 @@
name: Pre-commit auto-update
on:
schedule:
- cron: "0 3 * * 2"
# on demand
workflow_dispatch:
permissions:
contents: read
jobs:
auto-update:
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v4
with:
persist-credentials: false
- uses: actions/setup-python@v5
with:
python-version: "3.12"
- name: Install pre-commit
run: pip install pre-commit
- name: Run auto-update
run: pre-commit autoupdate
- uses: peter-evans/create-pull-request@v7
with:
token: ${{ secrets.REPO_SCOPED_TOKEN }}
add-paths: .pre-commit-config.yaml
labels: |
Tech maintenance
Dependencies
branch: update/pre-commit-hooks
title: Update pre-commit hooks
commit-message: "chore: update pre-commit hooks"
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

42
.gitignore vendored
View File

@@ -1,13 +1,24 @@
# Freqtrade rules
freqtrade/tests/testdata/*.json
hyperopt_conf.py
config.json
config*.json
*.sqlite
.hyperopt
*.sqlite-shm
*.sqlite-wal
logfile.txt
hyperopt_trials.pickle
user_data/
user_data/*
!user_data/strategy/sample_strategy.py
!user_data/notebooks
!user_data/models
!user_data/freqaimodels
user_data/freqaimodels/*
user_data/models/*
user_data/notebooks/*
freqtrade-plot.html
freqtrade-profit-plot.html
freqtrade/rpc/api_server/ui/*
build_helpers/ta-lib/*
# Macos related
.DS_Store
# Byte-compiled / optimized / DLL files
__pycache__/
@@ -72,14 +83,19 @@ instance/
# Scrapy stuff:
.scrapy
# memray
memray-*
# Sphinx documentation
docs/_build/
# Mkdocs documentation
site/
# PyBuilder
target/
# Jupyter Notebook
.ipynb_checkpoints
*.ipynb_checkpoints
# pyenv
.python-version
@@ -88,3 +104,15 @@ target/
.venv
.idea
.vscode
.pytest_cache/
.mypy_cache/
#exceptions
!*.gitkeep
!config_examples/config_binance.example.json
!config_examples/config_full.example.json
!config_examples/config_kraken.example.json
!config_examples/config_freqai.example.json
docker-compose-*.yml

87
.pre-commit-config.yaml Normal file
View File

@@ -0,0 +1,87 @@
# 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: "7.2.0"
hooks:
- id: flake8
additional_dependencies: [Flake8-pyproject]
# stages: [push]
- repo: https://github.com/pre-commit/mirrors-mypy
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==2.32.0.20250328
- types-tabulate==0.9.0.20241207
- types-python-dateutil==2.9.0.20241206
- SQLAlchemy==2.0.40
# stages: [push]
- repo: https://github.com/pycqa/isort
rev: "6.0.1"
hooks:
- id: isort
name: isort (python)
# stages: [push]
- repo: https://github.com/charliermarsh/ruff-pre-commit
# Ruff version.
rev: 'v0.11.4'
hooks:
- id: ruff
- id: ruff-format
- repo: https://github.com/pre-commit/pre-commit-hooks
rev: v5.0.0
hooks:
- id: end-of-file-fixer
exclude: |
(?x)^(
tests/.*|
.*\.svg|
.*\.yml|
.*\.json
)$
- id: mixed-line-ending
- id: debug-statements
- id: check-ast
- id: trailing-whitespace
exclude: |
(?x)^(
.*\.md
)$
- repo: https://github.com/stefmolin/exif-stripper
rev: 0.6.2
hooks:
- id: strip-exif
- repo: https://github.com/codespell-project/codespell
rev: v2.4.1
hooks:
- id: codespell
additional_dependencies:
- tomli
# Ensure github actions remain safe
- repo: https://github.com/woodruffw/zizmor-pre-commit
rev: v1.5.2
hooks:
- id: zizmor

View File

@@ -7,4 +7,3 @@ ignore=vendor
[TYPECHECK]
ignored-modules=numpy,talib,talib.abstract

14
.readthedocs.yml Normal file
View File

@@ -0,0 +1,14 @@
# .readthedocs.yml
version: 2
build:
os: "ubuntu-22.04"
tools:
python: "3.11"
python:
install:
- requirements: docs/requirements-docs.txt
mkdocs:
configuration: mkdocs.yml

View File

@@ -1,37 +0,0 @@
sudo: true
os:
- linux
language: python
python:
- 3.6
addons:
apt:
packages:
- libelf-dev
- libdw-dev
- binutils-dev
install:
- ./install_ta-lib.sh
- export LD_LIBRARY_PATH=/usr/local/lib:$LD_LIBRARY_PATH
- pip install --upgrade flake8 coveralls
- pip install -r requirements.txt
- pip install -e .
jobs:
include:
- script: pytest --cov=freqtrade --cov-config=.coveragerc freqtrade/tests/
- script:
- cp config.json.example config.json
- python freqtrade/main.py backtesting
- script:
- cp config.json.example config.json
- python freqtrade/main.py hyperopt -e 5
- script: flake8 freqtrade
after_success:
- coveralls
notifications:
slack:
secure: 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
cache:
directories:
- $HOME/.cache/pip
- ta-lib

11
.vscode/extensions.json vendored Normal file
View File

@@ -0,0 +1,11 @@
{
"recommendations": [
"ms-python.python",
"ms-python.vscode-pylance",
"charliermarsh.ruff",
"davidanson.vscode-markdownlint",
"ms-azuretools.vscode-docker",
"vscode-icons-team.vscode-icons",
"github.vscode-github-actions",
]
}

View File

@@ -1,45 +1,135 @@
# Contribute to freqtrade
# Contributing
Feel like our bot is missing a feature? We welcome your pull requests! Few pointers for contributions:
## Contribute to freqtrade
- Create your PR against the `develop` branch, not `master`.
- New features need to contain unit tests and must be PEP8
conformant (max-line-length = 100).
Feel like our bot is missing a feature? We welcome your pull requests!
If you are unsure, discuss the feature on our [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE)
or in a [issue](https://github.com/gcarq/freqtrade/issues) before a PR.
Issues labeled [good first issue](https://github.com/freqtrade/freqtrade/labels/good%20first%20issue) can be good first contributions, and will help get you familiar with the codebase.
Few pointers for contributions:
**Before sending the PR:**
- Create your PR against the `develop` branch, not `stable`.
- New features need to contain unit tests, must conform to PEP8 (max-line-length = 100) and should be documented with the introduction PR.
- PR's can be declared as `[WIP]` - which signify Work in Progress Pull Requests (which are not finished).
## 1. Run unit tests
If you are unsure, discuss the feature on our [discord server](https://discord.gg/p7nuUNVfP7) or in a [issue](https://github.com/freqtrade/freqtrade/issues) before a Pull Request.
## Getting started
Best start by reading the [documentation](https://www.freqtrade.io/) to get a feel for what is possible with the bot, or head straight to the [Developer-documentation](https://www.freqtrade.io/en/latest/developer/) (WIP) which should help you getting started.
## Before sending the PR
### 1. Run unit tests
All unit tests must pass. If a unit test is broken, change your code to
make it pass. It means you have introduced a regression.
**Test the whole project**
#### Test the whole project
```bash
pytest freqtrade
pytest
```
**Test only one file**
#### Test only one file
```bash
pytest freqtrade/tests/test_<file_name>.py
pytest tests/test_<file_name>.py
```
**Test only one method from one file**
#### Test only one method from one file
```bash
pytest freqtrade/tests/test_<file_name>.py::test_<method_name>
pytest tests/test_<file_name>.py::test_<method_name>
```
## 2. Test if your code is PEP8 compliant
**Install packages** (If not already installed)
### 2. Test if your code is PEP8 compliant
#### Run Ruff
```bash
pip3.6 install flake8 coveralls
```
**Run Flake8**
```bash
flake8 freqtrade
ruff check .
```
We receive a lot of code that fails the `ruff` checks.
To help with that, we encourage you to install the git pre-commit
hook that will warn you when you try to commit code that fails these checks.
you can manually run pre-commit with `pre-commit run -a`.
##### Additional styles applied
* Have docstrings on all public methods
* Use double-quotes for docstrings
* Multiline docstrings should be indented to the level of the first quote
* Doc-strings should follow the reST format (`:param xxx: ...`, `:return: ...`, `:raises KeyError: ... `)
### 3. Test if all type-hints are correct
#### Run mypy
``` bash
mypy freqtrade
```
### 4. Ensure formatting is correct
#### Run ruff
``` bash
ruff format .
```
## (Core)-Committer Guide
### Process: Pull Requests
How to prioritize pull requests, from most to least important:
1. Fixes for broken tests. Broken means broken on any supported platform or Python version.
1. Extra tests to cover corner cases.
1. Minor edits to docs.
1. Bug fixes.
1. Major edits to docs.
1. Features.
Ensure that each pull request meets all requirements in the Contributing document.
### Process: Issues
If an issue is a bug that needs an urgent fix, mark it for the next patch release.
Then either fix it or mark as please-help.
For other issues: encourage friendly discussion, moderate debate, offer your thoughts.
### Process: Your own code changes
All code changes, regardless of who does them, need to be reviewed and merged by someone else.
This rule applies to all the core committers.
Exceptions:
- Minor corrections and fixes to pull requests submitted by others.
- While making a formal release, the release manager can make necessary, appropriate changes.
- Small documentation changes that reinforce existing subject matter. Most commonly being, but not limited to spelling and grammar corrections.
### Responsibilities
- Ensure cross-platform compatibility for every change that's accepted. Windows, Mac & Linux.
- Ensure no malicious code is introduced into the core code.
- Create issues for any major changes and enhancements that you wish to make. Discuss things transparently and get community feedback.
- Keep feature versions as small as possible, preferably one new feature per version.
- Be welcoming to newcomers and encourage diverse new contributors from all backgrounds. See the Python Community Code of Conduct (https://www.python.org/psf/codeofconduct/).
### Becoming a Committer
Contributors may be given commit privileges. Preference will be given to those with:
1. Past contributions to Freqtrade and other related open-source projects. Contributions to Freqtrade include both code (both accepted and pending) and friendly participation in the issue tracker and Pull request reviews. Both quantity and quality are considered.
1. A coding style that the other core committers find simple, minimal, and clean.
1. Access to resources for cross-platform development and testing.
1. Time to devote to the project regularly.
Being a Committer does not grant write permission on `develop` or `stable` for security reasons (Users trust Freqtrade with their Exchange API keys).
After being Committer for some time, a Committer may be named Core Committer and given full repository access.

View File

@@ -1,23 +1,58 @@
FROM python:3.6.4-slim-stretch
FROM python:3.12.10-slim-bookworm as base
# Install TA-lib
RUN apt-get update && apt-get -y install curl build-essential && apt-get clean
RUN curl -L http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz | \
tar xzvf - && \
cd ta-lib && \
./configure && make && make install && \
cd .. && rm -rf ta-lib
ENV LD_LIBRARY_PATH /usr/local/lib
# Setup env
ENV LANG C.UTF-8
ENV LC_ALL C.UTF-8
ENV PYTHONDONTWRITEBYTECODE 1
ENV PYTHONFAULTHANDLER 1
ENV PATH=/home/ftuser/.local/bin:$PATH
ENV FT_APP_ENV="docker"
# Prepare environment
RUN mkdir /freqtrade
RUN mkdir /freqtrade \
&& apt-get update \
&& apt-get -y install sudo libatlas3-base curl sqlite3 libgomp1 \
&& apt-get clean \
&& useradd -u 1000 -G sudo -U -m -s /bin/bash ftuser \
&& chown ftuser:ftuser /freqtrade \
# Allow sudoers
&& echo "ftuser ALL=(ALL) NOPASSWD: /bin/chown" >> /etc/sudoers
WORKDIR /freqtrade
# Install dependencies
COPY requirements.txt /freqtrade/
RUN pip install -r requirements.txt
FROM base as python-deps
RUN apt-get update \
&& apt-get -y install build-essential libssl-dev git libffi-dev libgfortran5 pkg-config cmake gcc \
&& apt-get clean \
&& pip install --upgrade pip wheel
# Install TA-lib
COPY build_helpers/* /tmp/
RUN cd /tmp && /tmp/install_ta-lib.sh && rm -r /tmp/*ta-lib*
ENV LD_LIBRARY_PATH /usr/local/lib
# Install dependencies
COPY --chown=ftuser:ftuser requirements.txt requirements-hyperopt.txt /freqtrade/
USER ftuser
RUN pip install --user --no-cache-dir "numpy<2.0" \
&& pip install --user --no-cache-dir -r requirements-hyperopt.txt
# Copy dependencies to runtime-image
FROM base as runtime-image
COPY --from=python-deps /usr/local/lib /usr/local/lib
ENV LD_LIBRARY_PATH /usr/local/lib
COPY --from=python-deps --chown=ftuser:ftuser /home/ftuser/.local /home/ftuser/.local
USER ftuser
# Install and execute
COPY . /freqtrade/
RUN pip install -e .
COPY --chown=ftuser:ftuser . /freqtrade/
RUN pip install -e . --user --no-cache-dir --no-build-isolation \
&& mkdir /freqtrade/user_data/ \
&& freqtrade install-ui
ENTRYPOINT ["freqtrade"]
# Default to trade mode
CMD [ "trade" ]

View File

@@ -1,5 +1,9 @@
include LICENSE
include README.md
include config.json.example
recursive-include freqtrade *.py
include freqtrade/tests/testdata/*.json
recursive-include freqtrade/templates/ *.j2 *.ipynb
include freqtrade/exchange/binance_leverage_tiers.json
include freqtrade/rpc/api_server/ui/fallback_file.html
include freqtrade/rpc/api_server/ui/favicon.ico
prune tests

351
README.md
View File

@@ -1,206 +1,229 @@
# freqtrade
# ![freqtrade](https://raw.githubusercontent.com/freqtrade/freqtrade/develop/docs/assets/freqtrade_poweredby.svg)
[![Build Status](https://travis-ci.org/gcarq/freqtrade.svg?branch=develop)](https://travis-ci.org/gcarq/freqtrade)
[![Coverage Status](https://coveralls.io/repos/github/gcarq/freqtrade/badge.svg?branch=develop&service=github)](https://coveralls.io/github/gcarq/freqtrade?branch=develop)
[![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)
[![Maintainability](https://api.codeclimate.com/v1/badges/5737e6d668200b7518ff/maintainability)](https://codeclimate.com/github/freqtrade/freqtrade/maintainability)
Freqtrade is a free and open source crypto trading bot written in Python. It is designed to support all major exchanges and be controlled via Telegram or webUI. It contains backtesting, plotting and money management tools as well as strategy optimization by machine learning.
Simple High frequency trading bot for crypto currencies designed to
support multi exchanges and be controlled via Telegram.
![freqtrade](https://raw.githubusercontent.com/gcarq/freqtrade/develop/docs/assets/freqtrade-screenshot.png)
![freqtrade](https://raw.githubusercontent.com/freqtrade/freqtrade/develop/docs/assets/freqtrade-screenshot.png)
## Disclaimer
This software is for educational purposes only. Do not risk money which
you are afraid to lose. USE THE SOFTWARE AT YOUR OWN RISK. THE AUTHORS
AND ALL AFFILIATES ASSUME NO RESPONSIBILITY FOR YOUR TRADING RESULTS.
This software is for educational purposes only. Do not risk money which
you are afraid to lose. USE THE SOFTWARE AT YOUR OWN RISK. THE AUTHORS
AND ALL AFFILIATES ASSUME NO RESPONSIBILITY FOR YOUR TRADING RESULTS.
Always start by running a trading bot in Dry-run and do not engage money
before you understand how it works and what profit/loss you should
expect.
We strongly recommend you to have coding and Python knowledge. Do not
We strongly recommend you to have coding and Python knowledge. Do not
hesitate to read the source code and understand the mechanism of this bot.
## Table of Contents
- [Features](#features)
- [Quick start](#quick-start)
- [Documentations](https://github.com/gcarq/freqtrade/blob/develop/docs/index.md)
- [Installation](https://github.com/gcarq/freqtrade/blob/develop/docs/installation.md)
- [Configuration](https://github.com/gcarq/freqtrade/blob/develop/docs/configuration.md)
- [Strategy Optimization](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-optimization.md)
- [Backtesting](https://github.com/gcarq/freqtrade/blob/develop/docs/backtesting.md)
- [Hyperopt](https://github.com/gcarq/freqtrade/blob/develop/docs/hyperopt.md)
- [Support](#support)
- [Help](#help--slack)
- [Bugs](#bugs--issues)
- [Feature Requests](#feature-requests)
- [Pull Requests](#pull-requests)
- [Basic Usage](#basic-usage)
- [Bot commands](#bot-commands)
- [Telegram RPC commands](#telegram-rpc-commands)
- [Requirements](#requirements)
- [Min hardware required](#min-hardware-required)
- [Software requirements](#software-requirements)
## Supported Exchange marketplaces
## Branches
The project is currently setup in two main branches:
- `develop` - This branch has often new features, but might also cause
breaking changes.
- `master` - This branch contains the latest stable release. The bot
'should' be stable on this branch, and is generally well tested.
Please read the [exchange specific notes](docs/exchanges.md) to learn about eventual, special configurations needed for each exchange.
- [X] [Binance](https://www.binance.com/)
- [X] [Bitmart](https://bitmart.com/)
- [X] [BingX](https://bingx.com/invite/0EM9RX)
- [X] [Bybit](https://bybit.com/)
- [X] [Gate.io](https://www.gate.io/ref/6266643)
- [X] [HTX](https://www.htx.com/)
- [X] [Hyperliquid](https://hyperliquid.xyz/) (A decentralized exchange, or DEX)
- [X] [Kraken](https://kraken.com/)
- [X] [OKX](https://okx.com/)
- [X] [MyOKX](https://okx.com/) (OKX EEA)
- [ ] [potentially many others](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
### Supported Futures Exchanges (experimental)
- [X] [Binance](https://www.binance.com/)
- [X] [Gate.io](https://www.gate.io/ref/6266643)
- [X] [Hyperliquid](https://hyperliquid.xyz/) (A decentralized exchange, or DEX)
- [X] [OKX](https://okx.com/)
- [X] [Bybit](https://bybit.com/)
Please make sure to read the [exchange specific notes](docs/exchanges.md), as well as the [trading with leverage](docs/leverage.md) documentation before diving in.
### Community tested
Exchanges confirmed working by the community:
- [X] [Bitvavo](https://bitvavo.com/)
- [X] [Kucoin](https://www.kucoin.com/)
## Documentation
We invite you to read the bot documentation to ensure you understand how the bot is working.
Please find the complete documentation on the [freqtrade website](https://www.freqtrade.io).
## Features
- [x] **Based on Python 3.6+**: For botting on any operating system -
Windows, macOS and Linux
- [x] **Persistence**: Persistence is achieved through sqlite
- [x] **Dry-run**: Run the bot without playing money.
- [x] **Backtesting**: Run a simulation of your buy/sell strategy.
- [x] **Strategy Optimization**: Optimize your buy/sell strategy
parameters with Hyperopts.
- [x] **Whitelist crypto-currencies**: Select which crypto-currency you
want to trade.
- [x] **Blacklist crypto-currencies**: Select which crypto-currency you
want to avoid.
- [x] **Manageable via Telegram**: Manage the bot with Telegram
- [x] **Display profit/loss in fiat**: Display your profit/loss in
33 fiat.
- [x] **Daily summary of profit/loss**: Provide a daily summary
of your profit/loss.
- [x] **Performance status report**: Provide a performance status of
your current trades.
### Exchange supported
- [x] Bittrex
- [ ] Binance
- [ ] Others
- [x] **Based on Python 3.10+**: For botting on any operating system - Windows, macOS and Linux.
- [x] **Persistence**: Persistence is achieved through sqlite.
- [x] **Dry-run**: Run the bot without paying money.
- [x] **Backtesting**: Run a simulation of your buy/sell strategy.
- [x] **Strategy Optimization by machine learning**: Use machine learning to optimize your buy/sell strategy parameters with real exchange data.
- [X] **Adaptive prediction modeling**: Build a smart strategy with FreqAI that self-trains to the market via adaptive machine learning methods. [Learn more](https://www.freqtrade.io/en/stable/freqai/)
- [x] **Edge position sizing** Calculate your win rate, risk reward ratio, the best stoploss and adjust your position size before taking a position for each specific market. [Learn more](https://www.freqtrade.io/en/stable/edge/).
- [x] **Whitelist crypto-currencies**: Select which crypto-currency you want to trade or use dynamic whitelists.
- [x] **Blacklist crypto-currencies**: Select which crypto-currency you want to avoid.
- [x] **Builtin WebUI**: Builtin web UI to manage your bot.
- [x] **Manageable via Telegram**: Manage the bot with Telegram.
- [x] **Display profit/loss in fiat**: Display your profit/loss in fiat currency.
- [x] **Performance status report**: Provide a performance status of your current trades.
## Quick start
This quick start section is a very short explanation on how to test the
bot in dry-run. We invite you to read the
[bot documentation](https://github.com/gcarq/freqtrade/blob/develop/docs/index.md)
to ensure you understand how the bot is working.
### Easy installation
The script below will install all dependencies and help you to configure the bot.
```bash
./setup.sh --install
```
Please refer to the [Docker Quickstart documentation](https://www.freqtrade.io/en/stable/docker_quickstart/) on how to get started quickly.
### Manual installation
The following steps are made for Linux/MacOS environment
**1. Clone the repo**
```bash
git clone git@github.com:gcarq/freqtrade.git
git checkout develop
cd freqtrade
```
**2. Create the config file**
Switch `"dry_run": true,`
```bash
cp config.json.example config.json
vi config.json
```
**3. Build your docker image and run it**
```bash
docker build -t freqtrade .
docker run --rm -v /etc/localtime:/etc/localtime:ro -v `pwd`/config.json:/freqtrade/config.json -it freqtrade
```
### Help / Slack
For any questions not covered by the documentation or for further
information about the bot, we encourage you to join our slack channel.
- [Click here to join Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE).
### [Bugs / Issues](https://github.com/gcarq/freqtrade/issues?q=is%3Aissue)
If you discover a bug in the bot, please
[search our issue tracker](https://github.com/gcarq/freqtrade/issues?q=is%3Aissue)
first. If it hasn't been reported, please
[create a new issue](https://github.com/gcarq/freqtrade/issues/new) and
ensure you follow the template guide so that our team can assist you as
quickly as possible.
### [Feature Requests](https://github.com/gcarq/freqtrade/labels/enhancement)
Have you a great idea to improve the bot you want to share? Please,
first search if this feature was not [already discussed](https://github.com/gcarq/freqtrade/labels/enhancement).
If it hasn't been requested, please
[create a new request](https://github.com/gcarq/freqtrade/issues/new)
and ensure you follow the template guide so that it does not get lost
in the bug reports.
### [Pull Requests](https://github.com/gcarq/freqtrade/pulls)
Feel like our bot is missing a feature? We welcome your pull requests!
Please read our
[Contributing document](https://github.com/gcarq/freqtrade/blob/develop/CONTRIBUTING.md)
to understand the requirements before sending your pull-requests.
**Important:** Always create your PR against the `develop` branch, not
`master`.
For further (native) installation methods, please refer to the [Installation documentation page](https://www.freqtrade.io/en/stable/installation/).
## Basic Usage
### Bot commands
```bash
usage: main.py [-h] [-v] [--version] [-c PATH] [--dry-run-db] [--datadir PATH]
[--dynamic-whitelist [INT]]
{backtesting,hyperopt} ...
```
usage: freqtrade [-h] [-V]
{trade,create-userdir,new-config,show-config,new-strategy,download-data,convert-data,convert-trade-data,trades-to-ohlcv,list-data,backtesting,backtesting-show,backtesting-analysis,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-markets,list-pairs,list-strategies,list-hyperoptloss,list-freqaimodels,list-timeframes,show-trades,test-pairlist,convert-db,install-ui,plot-dataframe,plot-profit,webserver,strategy-updater,lookahead-analysis,recursive-analysis}
...
Simple High Frequency Trading Bot for crypto currencies
Free, open source crypto trading bot
positional arguments:
{backtesting,hyperopt}
backtesting backtesting module
hyperopt hyperopt module
{trade,create-userdir,new-config,show-config,new-strategy,download-data,convert-data,convert-trade-data,trades-to-ohlcv,list-data,backtesting,backtesting-show,backtesting-analysis,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-markets,list-pairs,list-strategies,list-hyperoptloss,list-freqaimodels,list-timeframes,show-trades,test-pairlist,convert-db,install-ui,plot-dataframe,plot-profit,webserver,strategy-updater,lookahead-analysis,recursive-analysis}
trade Trade module.
create-userdir Create user-data directory.
new-config Create new config
show-config Show resolved config
new-strategy Create new strategy
download-data Download backtesting data.
convert-data Convert candle (OHLCV) data from one format to
another.
convert-trade-data Convert trade data from one format to another.
trades-to-ohlcv Convert trade data to OHLCV data.
list-data List downloaded data.
backtesting Backtesting module.
backtesting-show Show past Backtest results
backtesting-analysis
Backtest Analysis module.
edge Edge module.
hyperopt Hyperopt module.
hyperopt-list List Hyperopt results
hyperopt-show Show details of Hyperopt results
list-exchanges Print available exchanges.
list-markets Print markets on exchange.
list-pairs Print pairs on exchange.
list-strategies Print available strategies.
list-hyperoptloss Print available hyperopt loss functions.
list-freqaimodels Print available freqAI models.
list-timeframes Print available timeframes for the exchange.
show-trades Show trades.
test-pairlist Test your pairlist configuration.
convert-db Migrate database to different system
install-ui Install FreqUI
plot-dataframe Plot candles with indicators.
plot-profit Generate plot showing profits.
webserver Webserver module.
strategy-updater updates outdated strategy files to the current version
lookahead-analysis Check for potential look ahead bias.
recursive-analysis Check for potential recursive formula issue.
optional arguments:
options:
-h, --help show this help message and exit
-v, --verbose be verbose
--version show program's version number and exit
-c PATH, --config PATH
specify configuration file (default: config.json)
--dry-run-db Force dry run to use a local DB
"tradesv3.dry_run.sqlite" instead of memory DB. Work
only if dry_run is enabled.
--datadir PATH path to backtest data (default freqdata/tests/testdata
--dynamic-whitelist [INT]
dynamically generate and update whitelist based on 24h
BaseVolume (Default 20 currencies)
-V, --version show program's version number and exit
```
More details on:
- [How to run the bot](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#bot-commands)
- [How to use Backtesting](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#backtesting-commands)
- [How to use Hyperopt](https://github.com/gcarq/freqtrade/blob/develop/docs/bot-usage.md#hyperopt-commands)
### Telegram RPC commands
Telegram is not mandatory. However, this is a great way to control your
bot. More details on our
[documentation](https://github.com/gcarq/freqtrade/blob/develop/docs/index.md)
- `/start`: Starts the trader
- `/stop`: Stops the trader
- `/status [table]`: Lists all open trades
- `/count`: Displays number of open trades
- `/profit`: Lists cumulative profit from all finished trades
- `/forcesell <trade_id>|all`: Instantly sells the given trade
(Ignoring `minimum_roi`).
### Telegram RPC commands
Telegram is not mandatory. However, this is a great way to control your bot. More details and the full command list on the [documentation](https://www.freqtrade.io/en/latest/telegram-usage/)
- `/start`: Starts the trader.
- `/stop`: Stops the trader.
- `/stopentry`: Stop entering new trades.
- `/status <trade_id>|[table]`: Lists all or specific open trades.
- `/profit [<n>]`: Lists cumulative profit from all finished trades, over the last n days.
- `/forceexit <trade_id>|all`: Instantly exits the given trade (Ignoring `minimum_roi`).
- `/fx <trade_id>|all`: Alias to `/forceexit`
- `/performance`: Show performance of each finished trade grouped by pair
- `/balance`: Show account balance per currency
- `/daily <n>`: Shows profit or loss per day, over the last n days
- `/help`: Show help message
- `/version`: Show version
- `/balance`: Show account balance per currency.
- `/daily <n>`: Shows profit or loss per day, over the last n days.
- `/help`: Show help message.
- `/version`: Show version.
## Development branches
The project is currently setup in two main branches:
- `develop` - This branch has often new features, but might also contain breaking changes. We try hard to keep this branch as stable as possible.
- `stable` - This branch contains the latest stable release. This branch is generally well tested.
- `feat/*` - These are feature branches, which are being worked on heavily. Please don't use these unless you want to test a specific feature.
## Support
### Help / Discord
For any questions not covered by the documentation or for further information about the bot, or to simply engage with like-minded individuals, we encourage you to join the Freqtrade [discord server](https://discord.gg/p7nuUNVfP7).
### [Bugs / Issues](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue)
If you discover a bug in the bot, please
[search the issue tracker](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue)
first. If it hasn't been reported, please
[create a new issue](https://github.com/freqtrade/freqtrade/issues/new/choose) and
ensure you follow the template guide so that the team can assist you as
quickly as possible.
For every [issue](https://github.com/freqtrade/freqtrade/issues/new/choose) created, kindly follow up and mark satisfaction or reminder to close issue when equilibrium ground is reached.
--Maintain github's [community policy](https://docs.github.com/en/site-policy/github-terms/github-community-code-of-conduct)--
### [Feature Requests](https://github.com/freqtrade/freqtrade/labels/enhancement)
Have you a great idea to improve the bot you want to share? Please,
first search if this feature was not [already discussed](https://github.com/freqtrade/freqtrade/labels/enhancement).
If it hasn't been requested, please
[create a new request](https://github.com/freqtrade/freqtrade/issues/new/choose)
and ensure you follow the template guide so that it does not get lost
in the bug reports.
### [Pull Requests](https://github.com/freqtrade/freqtrade/pulls)
Feel like the bot is missing a feature? We welcome your pull requests!
Please read the
[Contributing document](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md)
to understand the requirements before sending your pull-requests.
Coding is not a necessity to contribute - maybe start with improving the documentation?
Issues labeled [good first issue](https://github.com/freqtrade/freqtrade/labels/good%20first%20issue) can be good first contributions, and will help get you familiar with the codebase.
**Note** before starting any major new feature work, *please open an issue describing what you are planning to do* or talk to us on [discord](https://discord.gg/p7nuUNVfP7) (please use the #dev channel for this). This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it.
**Important:** Always create your PR against the `develop` branch, not `stable`.
## Requirements
### Min hardware required
### Up-to-date clock
The clock must be accurate, synchronized to a NTP server very frequently to avoid problems with communication to the exchanges.
### Minimum hardware required
To run this bot we recommend you a cloud instance with a minimum of:
* Minimal (advised) system requirements: 2GB RAM, 1GB disk space, 2vCPU
- Minimal (advised) system requirements: 2GB RAM, 1GB disk space, 2vCPU
### Software requirements
- [Python 3.6.x](http://docs.python-guide.org/en/latest/starting/installation/)
- [Python >= 3.10](http://docs.python-guide.org/en/latest/starting/installation/)
- [pip](https://pip.pypa.io/en/stable/installing/)
- [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
- [TA-Lib](https://mrjbq7.github.io/ta-lib/install.html)
- [virtualenv](https://virtualenv.pypa.io/en/stable/installation/) (Recommended)
- [TA-Lib](https://ta-lib.github.io/ta-lib-python/)
- [virtualenv](https://virtualenv.pypa.io/en/stable/installation.html) (Recommended)
- [Docker](https://www.docker.com/products/docker) (Recommended)

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@@ -1,4 +0,0 @@
#!/usr/bin/env python3
from freqtrade.main import main
main()

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@@ -0,0 +1,23 @@
#!/usr/bin/env python3
import json
import os
from pathlib import Path
import ccxt
key = os.environ.get("FREQTRADE__EXCHANGE__KEY")
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"}}
)
_ = exchange.load_markets()
lev_tiers = exchange.fetch_leverage_tiers()
# Assumes this is running in the root of the repository.
file = Path("freqtrade/exchange/binance_leverage_tiers.json")
json.dump(dict(sorted(lev_tiers.items())), file.open("w"), indent=2)

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@@ -0,0 +1,53 @@
import subprocess # noqa: S404, RUF100
from pathlib import Path
subcommands = [
"trade",
"create-userdir",
"new-config",
"show-config",
"new-strategy",
"download-data",
"convert-data",
"convert-trade-data",
"trades-to-ohlcv",
"list-data",
"backtesting",
"backtesting-show",
"backtesting-analysis",
"edge",
"hyperopt",
"hyperopt-list",
"hyperopt-show",
"list-exchanges",
"list-markets",
"list-pairs",
"list-strategies",
"list-hyperoptloss",
"list-freqaimodels",
"list-timeframes",
"show-trades",
"test-pairlist",
"convert-db",
"install-ui",
"plot-dataframe",
"plot-profit",
"webserver",
"strategy-updater",
"lookahead-analysis",
"recursive-analysis",
]
result = subprocess.run(["freqtrade", "--help"], capture_output=True, text=True)
with Path("docs/commands/main.md").open("w") as f:
f.write(f"```\n{result.stdout}\n```\n")
for command in subcommands:
print(f"Running for {command}")
result = subprocess.run(["freqtrade", command, "--help"], capture_output=True, text=True)
with Path(f"docs/commands/{command}.md").open("w") as f:
f.write(f"```\n{result.stdout}\n```\n")

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@@ -0,0 +1,30 @@
"""Script to extract the configuration json schema from config_schema.py file."""
from pathlib import Path
import rapidjson
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)
if __name__ == "__main__":
extract_config_json_schema()

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@@ -0,0 +1,15 @@
#!/usr/bin/env python3
from freqtrade import __version__ as ft_version
from freqtrade_client import __version__ as client_version
def main():
if ft_version != client_version:
print(f"Versions do not match: \nft: {ft_version} \nclient: {client_version}")
exit(1)
print(f"Versions match: ft: {ft_version}, client: {client_version}")
exit(0)
if __name__ == "__main__":
main()

35
build_helpers/install_ta-lib.sh Executable file
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@@ -0,0 +1,35 @@
if [ -z "$1" ]; then
INSTALL_LOC=/usr/local
else
INSTALL_LOC=${1}
fi
echo "Installing to ${INSTALL_LOC}"
if [ -n "$2" ] || [ ! -f "${INSTALL_LOC}/lib/libta_lib.a" ]; then
tar zxvf ta-lib-0.4.0-src.tar.gz
cd ta-lib \
&& sed -i.bak "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h \
&& echo "Downloading gcc config.guess and config.sub" \
&& curl -s 'https://raw.githubusercontent.com/gcc-mirror/gcc/master/config.guess' -o config.guess \
&& curl -s 'https://raw.githubusercontent.com/gcc-mirror/gcc/master/config.sub' -o config.sub \
&& ./configure --prefix=${INSTALL_LOC}/ \
&& make
if [ $? -ne 0 ]; then
echo "Failed building ta-lib."
cd .. && rm -rf ./ta-lib/
exit 1
fi
if [ -z "$2" ]; then
which sudo && sudo make install || make install
if [ -x "$(command -v apt-get)" ]; then
echo "Updating library path using ldconfig"
sudo ldconfig
fi
else
# Don't install with sudo
make install
fi
cd .. && rm -rf ./ta-lib/
else
echo "TA-lib already installed, skipping installation"
fi

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@@ -0,0 +1,10 @@
# vendored Wheels compiled via https://github.com/xmatthias/ta-lib-python/tree/ta_bundled_040
python -m pip install --upgrade pip
python -c "import sys; print(f'{sys.version_info.major}.{sys.version_info.minor}')"
pip install -U wheel "numpy<2"
pip install --only-binary ta-lib --find-links=build_helpers\ ta-lib
pip install -r requirements-dev.txt
pip install -e .

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@@ -0,0 +1,49 @@
# File used in CI to ensure pre-commit dependencies are kept up-to-date.
import sys
from pathlib import Path
import yaml
pre_commit_file = Path(".pre-commit-config.yaml")
require_dev = Path("requirements-dev.txt")
require = Path("requirements.txt")
with require_dev.open("r") as rfile:
requirements = rfile.readlines()
with require.open("r") as rfile:
requirements.extend(rfile.readlines())
# Extract types only
type_reqs = [
r.strip("\n") for r in requirements if r.startswith("types-") or r.startswith("SQLAlchemy")
]
with pre_commit_file.open("r") as file:
f = yaml.load(file, Loader=yaml.SafeLoader)
mypy_repo = [
repo for repo in f["repos"] if repo["repo"] == "https://github.com/pre-commit/mirrors-mypy"
]
hooks = mypy_repo[0]["hooks"][0]["additional_dependencies"]
errors = []
for hook in hooks:
if hook not in type_reqs:
errors.append(f"{hook} is missing in requirements-dev.txt.")
for req in type_reqs:
if req not in hooks:
errors.append(f"{req} is missing in pre-config file.")
if errors:
for e in errors:
print(e)
sys.exit(1)
sys.exit(0)

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@@ -0,0 +1,119 @@
#!/bin/sh
# Use BuildKit, otherwise building on ARM fails
export DOCKER_BUILDKIT=1
IMAGE_NAME=freqtradeorg/freqtrade
CACHE_IMAGE=freqtradeorg/freqtrade_cache
GHCR_IMAGE_NAME=ghcr.io/freqtrade/freqtrade
# Replace / with _ to create a valid tag
TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
TAG_PLOT=${TAG}_plot
TAG_FREQAI=${TAG}_freqai
TAG_FREQAI_RL=${TAG_FREQAI}rl
TAG_FREQAI_TORCH=${TAG_FREQAI}torch
TAG_PI="${TAG}_pi"
TAG_ARM=${TAG}_arm
TAG_PLOT_ARM=${TAG_PLOT}_arm
TAG_FREQAI_ARM=${TAG_FREQAI}_arm
TAG_FREQAI_RL_ARM=${TAG_FREQAI_RL}_arm
echo "Running for ${TAG}"
# Add commit and commit_message to docker container
echo "${GITHUB_SHA}" > freqtrade_commit
if [ "${GITHUB_EVENT_NAME}" = "schedule" ]; then
echo "event ${GITHUB_EVENT_NAME}: full rebuild - skipping cache"
# Build regular image
docker build -t freqtrade:${TAG_ARM} .
else
echo "event ${GITHUB_EVENT_NAME}: building with cache"
# Build regular image
docker pull ${IMAGE_NAME}:${TAG_ARM}
docker build --cache-from ${IMAGE_NAME}:${TAG_ARM} -t freqtrade:${TAG_ARM} .
fi
if [ $? -ne 0 ]; then
echo "failed building multiarch images"
return 1
fi
docker build --build-arg sourceimage=freqtrade --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_PLOT_ARM} -f docker/Dockerfile.plot .
docker build --build-arg sourceimage=freqtrade --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_FREQAI_ARM} -f docker/Dockerfile.freqai .
docker build --build-arg sourceimage=freqtrade --build-arg sourcetag=${TAG_FREQAI_ARM} -t freqtrade:${TAG_FREQAI_RL_ARM} -f docker/Dockerfile.freqai_rl .
# Tag image for upload and next build step
docker tag freqtrade:$TAG_ARM ${CACHE_IMAGE}:$TAG_ARM
docker tag freqtrade:$TAG_PLOT_ARM ${CACHE_IMAGE}:$TAG_PLOT_ARM
docker tag freqtrade:$TAG_FREQAI_ARM ${CACHE_IMAGE}:$TAG_FREQAI_ARM
docker tag freqtrade:$TAG_FREQAI_RL_ARM ${CACHE_IMAGE}:$TAG_FREQAI_RL_ARM
# Run backtest
docker run --rm -v $(pwd)/tests/testdata/config.tests.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG_ARM} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV3
if [ $? -ne 0 ]; then
echo "failed running backtest"
return 1
fi
docker images
docker push ${CACHE_IMAGE}:$TAG_PLOT_ARM
docker push ${CACHE_IMAGE}:$TAG_FREQAI_ARM
docker push ${CACHE_IMAGE}:$TAG_FREQAI_RL_ARM
docker push ${CACHE_IMAGE}:$TAG_ARM
# Create multi-arch image
# Make sure that all images contained here are pushed to github first.
# Otherwise installation might fail.
echo "create manifests"
docker manifest create ${IMAGE_NAME}:${TAG} ${CACHE_IMAGE}:${TAG} ${CACHE_IMAGE}:${TAG_ARM} ${IMAGE_NAME}:${TAG_PI}
docker manifest push -p ${IMAGE_NAME}:${TAG}
docker manifest create ${IMAGE_NAME}:${TAG_PLOT} ${CACHE_IMAGE}:${TAG_PLOT} ${CACHE_IMAGE}:${TAG_PLOT_ARM}
docker manifest push -p ${IMAGE_NAME}:${TAG_PLOT}
docker manifest create ${IMAGE_NAME}:${TAG_FREQAI} ${CACHE_IMAGE}:${TAG_FREQAI} ${CACHE_IMAGE}:${TAG_FREQAI_ARM}
docker manifest push -p ${IMAGE_NAME}:${TAG_FREQAI}
docker manifest create ${IMAGE_NAME}:${TAG_FREQAI_RL} ${CACHE_IMAGE}:${TAG_FREQAI_RL} ${CACHE_IMAGE}:${TAG_FREQAI_RL_ARM}
docker manifest push -p ${IMAGE_NAME}:${TAG_FREQAI_RL}
# Create special Torch tag - which is identical to the RL tag.
docker manifest create ${IMAGE_NAME}:${TAG_FREQAI_TORCH} ${CACHE_IMAGE}:${TAG_FREQAI_RL} ${CACHE_IMAGE}:${TAG_FREQAI_RL_ARM}
docker manifest push -p ${IMAGE_NAME}:${TAG_FREQAI_TORCH}
# copy images to ghcr.io
alias crane="docker run --rm -i -v $(pwd)/.crane:/home/nonroot/.docker/ gcr.io/go-containerregistry/crane"
mkdir .crane
chmod a+rwx .crane
echo "${GHCR_TOKEN}" | crane auth login ghcr.io -u "${GHCR_USERNAME}" --password-stdin
crane copy ${IMAGE_NAME}:${TAG_FREQAI_RL} ${GHCR_IMAGE_NAME}:${TAG_FREQAI_RL}
crane copy ${IMAGE_NAME}:${TAG_FREQAI_RL} ${GHCR_IMAGE_NAME}:${TAG_FREQAI_TORCH}
crane copy ${IMAGE_NAME}:${TAG_FREQAI} ${GHCR_IMAGE_NAME}:${TAG_FREQAI}
crane copy ${IMAGE_NAME}:${TAG_PLOT} ${GHCR_IMAGE_NAME}:${TAG_PLOT}
crane copy ${IMAGE_NAME}:${TAG} ${GHCR_IMAGE_NAME}:${TAG}
# Tag as latest for develop builds
if [ "${TAG}" = "develop" ]; then
echo 'Tagging image as latest'
docker manifest create ${IMAGE_NAME}:latest ${CACHE_IMAGE}:${TAG_ARM} ${IMAGE_NAME}:${TAG_PI} ${CACHE_IMAGE}:${TAG}
docker manifest push -p ${IMAGE_NAME}:latest
crane copy ${IMAGE_NAME}:latest ${GHCR_IMAGE_NAME}:latest
fi
docker images
rm -rf .crane
# Cleanup old images from arm64 node.
docker image prune -a --force --filter "until=24h"

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@@ -0,0 +1,89 @@
#!/bin/sh
# The below assumes a correctly setup docker buildx environment
IMAGE_NAME=freqtradeorg/freqtrade
CACHE_IMAGE=freqtradeorg/freqtrade_cache
# Replace / with _ to create a valid tag
TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
TAG_PLOT=${TAG}_plot
TAG_FREQAI=${TAG}_freqai
TAG_FREQAI_RL=${TAG_FREQAI}rl
TAG_PI="${TAG}_pi"
PI_PLATFORM="linux/arm/v7"
echo "Running for ${TAG}"
CACHE_TAG=${CACHE_IMAGE}:${TAG_PI}_cache
# Add commit and commit_message to docker container
echo "${GITHUB_SHA}" > freqtrade_commit
if [ "${GITHUB_EVENT_NAME}" = "schedule" ]; then
echo "event ${GITHUB_EVENT_NAME}: full rebuild - skipping cache"
# Build regular image
docker build -t freqtrade:${TAG} .
# Build PI image
docker buildx build \
--cache-to=type=registry,ref=${CACHE_TAG} \
-f docker/Dockerfile.armhf \
--platform ${PI_PLATFORM} \
-t ${IMAGE_NAME}:${TAG_PI} \
--push \
--provenance=false \
.
else
echo "event ${GITHUB_EVENT_NAME}: building with cache"
# Build regular image
docker pull ${IMAGE_NAME}:${TAG}
docker build --cache-from ${IMAGE_NAME}:${TAG} -t freqtrade:${TAG} .
# Pull last build to avoid rebuilding the whole image
# docker pull --platform ${PI_PLATFORM} ${IMAGE_NAME}:${TAG}
# disable provenance due to https://github.com/docker/buildx/issues/1509
docker buildx build \
--cache-from=type=registry,ref=${CACHE_TAG} \
--cache-to=type=registry,ref=${CACHE_TAG} \
-f docker/Dockerfile.armhf \
--platform ${PI_PLATFORM} \
-t ${IMAGE_NAME}:${TAG_PI} \
--push \
--provenance=false \
.
fi
if [ $? -ne 0 ]; then
echo "failed building multiarch images"
return 1
fi
# Tag image for upload and next build step
docker tag freqtrade:$TAG ${CACHE_IMAGE}:$TAG
docker build --build-arg sourceimage=freqtrade --build-arg sourcetag=${TAG} -t freqtrade:${TAG_PLOT} -f docker/Dockerfile.plot .
docker build --build-arg sourceimage=freqtrade --build-arg sourcetag=${TAG} -t freqtrade:${TAG_FREQAI} -f docker/Dockerfile.freqai .
docker build --build-arg sourceimage=freqtrade --build-arg sourcetag=${TAG_FREQAI} -t freqtrade:${TAG_FREQAI_RL} -f docker/Dockerfile.freqai_rl .
docker tag freqtrade:$TAG_PLOT ${CACHE_IMAGE}:$TAG_PLOT
docker tag freqtrade:$TAG_FREQAI ${CACHE_IMAGE}:$TAG_FREQAI
docker tag freqtrade:$TAG_FREQAI_RL ${CACHE_IMAGE}:$TAG_FREQAI_RL
# Run backtest
docker run --rm -v $(pwd)/tests/testdata/config.tests.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV3
if [ $? -ne 0 ]; then
echo "failed running backtest"
return 1
fi
docker images
docker push ${CACHE_IMAGE}:$TAG
docker push ${CACHE_IMAGE}:$TAG_PLOT
docker push ${CACHE_IMAGE}:$TAG_FREQAI
docker push ${CACHE_IMAGE}:$TAG_FREQAI_RL
docker images
if [ $? -ne 0 ]; then
echo "failed building image"
return 1
fi

1676
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@@ -1,44 +0,0 @@
{
"max_open_trades": 3,
"stake_currency": "BTC",
"stake_amount": 0.05,
"fiat_display_currency": "USD",
"dry_run": false,
"unfilledtimeout": 600,
"bid_strategy": {
"ask_last_balance": 0.0
},
"exchange": {
"name": "bittrex",
"key": "your_exchange_key",
"secret": "your_exchange_secret",
"pair_whitelist": [
"BTC_ETH",
"BTC_LTC",
"BTC_ETC",
"BTC_DASH",
"BTC_ZEC",
"BTC_XLM",
"BTC_NXT",
"BTC_POWR",
"BTC_ADA",
"BTC_XMR"
],
"pair_blacklist": [
"BTC_DOGE"
]
},
"experimental": {
"use_sell_signal": false,
"sell_profit_only": false
},
"telegram": {
"enabled": true,
"token": "your_telegram_token",
"chat_id": "your_telegram_chat_id"
},
"initial_state": "running",
"internals": {
"process_throttle_secs": 5
}
}

View File

@@ -0,0 +1,84 @@
{
"$schema": "https://schema.freqtrade.io/schema.json",
"max_open_trades": 3,
"stake_currency": "USDT",
"stake_amount": 0.05,
"tradable_balance_ratio": 0.99,
"fiat_display_currency": "USD",
"timeframe": "5m",
"dry_run": true,
"cancel_open_orders_on_exit": false,
"unfilledtimeout": {
"entry": 10,
"exit": 10,
"exit_timeout_count": 0,
"unit": "minutes"
},
"entry_pricing": {
"price_side": "same",
"use_order_book": true,
"order_book_top": 1,
"price_last_balance": 0.0,
"check_depth_of_market": {
"enabled": false,
"bids_to_ask_delta": 1
}
},
"exit_pricing": {
"price_side": "same",
"use_order_book": true,
"order_book_top": 1
},
"exchange": {
"name": "binance",
"key": "your_exchange_key",
"secret": "your_exchange_secret",
"ccxt_config": {},
"ccxt_async_config": {
},
"pair_whitelist": [
"ALGO/USDT",
"ATOM/USDT",
"BAT/USDT",
"BCH/USDT",
"BRD/USDT",
"EOS/USDT",
"ETH/USDT",
"IOTA/USDT",
"LINK/USDT",
"LTC/USDT",
"NEO/USDT",
"NXS/USDT",
"XMR/USDT",
"XRP/USDT",
"XTZ/USDT"
],
"pair_blacklist": [
"BNB/.*"
]
},
"pairlists": [
{"method": "StaticPairList"}
],
"telegram": {
"enabled": false,
"token": "your_telegram_token",
"chat_id": "your_telegram_chat_id"
},
"api_server": {
"enabled": false,
"listen_ip_address": "127.0.0.1",
"listen_port": 8080,
"verbosity": "error",
"jwt_secret_key": "somethingrandom",
"CORS_origins": [],
"username": "freqtrader",
"password": "SuperSecurePassword"
},
"bot_name": "freqtrade",
"initial_state": "running",
"force_entry_enable": false,
"internals": {
"process_throttle_secs": 5
}
}

View File

@@ -0,0 +1,91 @@
{
"$schema": "https://schema.freqtrade.io/schema.json",
"trading_mode": "futures",
"margin_mode": "isolated",
"max_open_trades": 5,
"stake_currency": "USDT",
"stake_amount": 200,
"tradable_balance_ratio": 1,
"fiat_display_currency": "USD",
"dry_run": true,
"timeframe": "3m",
"dry_run_wallet": 1000,
"cancel_open_orders_on_exit": true,
"unfilledtimeout": {
"entry": 10,
"exit": 30
},
"exchange": {
"name": "binance",
"key": "",
"secret": "",
"ccxt_config": {},
"ccxt_async_config": {},
"pair_whitelist": [
"1INCH/USDT:USDT",
"ALGO/USDT:USDT"
],
"pair_blacklist": []
},
"entry_pricing": {
"price_side": "same",
"use_order_book": true,
"order_book_top": 1,
"price_last_balance": 0.0,
"check_depth_of_market": {
"enabled": false,
"bids_to_ask_delta": 1
}
},
"exit_pricing": {
"price_side": "other",
"use_order_book": true,
"order_book_top": 1
},
"pairlists": [
{
"method": "StaticPairList"
}
],
"freqai": {
"enabled": true,
"purge_old_models": 2,
"train_period_days": 15,
"backtest_period_days": 7,
"live_retrain_hours": 0,
"identifier": "unique-id",
"feature_parameters": {
"include_timeframes": [
"3m",
"15m",
"1h"
],
"include_corr_pairlist": [
"BTC/USDT:USDT",
"ETH/USDT:USDT"
],
"label_period_candles": 20,
"include_shifted_candles": 2,
"DI_threshold": 0.9,
"weight_factor": 0.9,
"principal_component_analysis": false,
"use_SVM_to_remove_outliers": true,
"indicator_periods_candles": [
10,
20
],
"plot_feature_importances": 0
},
"data_split_parameters": {
"test_size": 0.33,
"random_state": 1
},
"model_training_parameters": {}
},
"bot_name": "",
"force_entry_enable": true,
"initial_state": "running",
"internals": {
"process_throttle_secs": 5
}
}

View File

@@ -0,0 +1,212 @@
{
"$schema": "https://schema.freqtrade.io/schema.json",
"max_open_trades": 3,
"stake_currency": "BTC",
"stake_amount": 0.05,
"tradable_balance_ratio": 0.99,
"fiat_display_currency": "USD",
"amount_reserve_percent": 0.05,
"available_capital": 1000,
"amend_last_stake_amount": false,
"last_stake_amount_min_ratio": 0.5,
"dry_run": true,
"dry_run_wallet": 1000,
"cancel_open_orders_on_exit": false,
"timeframe": "5m",
"trailing_stop": false,
"trailing_stop_positive": 0.005,
"trailing_stop_positive_offset": 0.0051,
"trailing_only_offset_is_reached": false,
"use_exit_signal": true,
"exit_profit_only": false,
"exit_profit_offset": 0.0,
"ignore_roi_if_entry_signal": false,
"ignore_buying_expired_candle_after": 300,
"trading_mode": "spot",
"margin_mode": "",
"minimal_roi": {
"40": 0.0,
"30": 0.01,
"20": 0.02,
"0": 0.04
},
"stoploss": -0.10,
"unfilledtimeout": {
"entry": 10,
"exit": 10,
"exit_timeout_count": 0,
"unit": "minutes"
},
"entry_pricing": {
"price_side": "same",
"use_order_book": true,
"order_book_top": 1,
"price_last_balance": 0.0,
"check_depth_of_market": {
"enabled": false,
"bids_to_ask_delta": 1
}
},
"exit_pricing":{
"price_side": "same",
"use_order_book": true,
"order_book_top": 1,
"price_last_balance": 0.0
},
"order_types": {
"entry": "limit",
"exit": "limit",
"emergency_exit": "market",
"force_exit": "market",
"force_entry": "market",
"stoploss": "market",
"stoploss_on_exchange": false,
"stoploss_price_type": "last",
"stoploss_on_exchange_interval": 60,
"stoploss_on_exchange_limit_ratio": 0.99
},
"order_time_in_force": {
"entry": "GTC",
"exit": "GTC"
},
"pairlists": [
{"method": "StaticPairList"},
{"method": "FullTradesFilter"},
{
"method": "VolumePairList",
"number_assets": 20,
"sort_key": "quoteVolume",
"refresh_period": 1800
},
{"method": "AgeFilter", "min_days_listed": 10},
{"method": "PrecisionFilter"},
{"method": "PriceFilter", "low_price_ratio": 0.01, "min_price": 0.00000010},
{"method": "SpreadFilter", "max_spread_ratio": 0.005},
{
"method": "RangeStabilityFilter",
"lookback_days": 10,
"min_rate_of_change": 0.01,
"refresh_period": 1440
}
],
"exchange": {
"name": "binance",
"key": "your_exchange_key",
"secret": "your_exchange_secret",
"password": "",
"log_responses": false,
// "unknown_fee_rate": 1,
"ccxt_config": {},
"ccxt_async_config": {},
"pair_whitelist": [
"ALGO/BTC",
"ATOM/BTC",
"BAT/BTC",
"BCH/BTC",
"BRD/BTC",
"EOS/BTC",
"ETH/BTC",
"IOTA/BTC",
"LINK/BTC",
"LTC/BTC",
"NEO/BTC",
"NXS/BTC",
"XMR/BTC",
"XRP/BTC",
"XTZ/BTC"
],
"pair_blacklist": [
"DOGE/BTC"
],
"outdated_offset": 5,
"markets_refresh_interval": 60
},
"edge": {
"enabled": false,
"process_throttle_secs": 3600,
"calculate_since_number_of_days": 7,
"allowed_risk": 0.01,
"stoploss_range_min": -0.01,
"stoploss_range_max": -0.1,
"stoploss_range_step": -0.01,
"minimum_winrate": 0.60,
"minimum_expectancy": 0.20,
"min_trade_number": 10,
"max_trade_duration_minute": 1440,
"remove_pumps": false
},
"telegram": {
"enabled": false,
"token": "your_telegram_token",
"chat_id": "your_telegram_chat_id",
"notification_settings": {
"status": "on",
"warning": "on",
"startup": "on",
"entry": "on",
"entry_fill": "on",
"exit": {
"roi": "off",
"emergency_exit": "off",
"force_exit": "off",
"exit_signal": "off",
"trailing_stop_loss": "off",
"stop_loss": "off",
"stoploss_on_exchange": "off",
"custom_exit": "off"
},
"exit_fill": "on",
"entry_cancel": "on",
"exit_cancel": "on",
"protection_trigger": "off",
"protection_trigger_global": "on",
"show_candle": "off"
},
"reload": true,
"balance_dust_level": 0.01
},
"api_server": {
"enabled": false,
"listen_ip_address": "127.0.0.1",
"listen_port": 8080,
"verbosity": "error",
"enable_openapi": false,
"jwt_secret_key": "somethingrandom",
"CORS_origins": [],
"username": "freqtrader",
"password": "SuperSecurePassword",
"ws_token": "secret_ws_t0ken."
},
"external_message_consumer": {
"enabled": false,
"producers": [
{
"name": "default",
"host": "127.0.0.2",
"port": 8080,
"ws_token": "secret_ws_t0ken."
}
],
"wait_timeout": 300,
"ping_timeout": 10,
"sleep_time": 10,
"remove_entry_exit_signals": false,
"message_size_limit": 8
},
"bot_name": "freqtrade",
"db_url": "sqlite:///tradesv3.sqlite",
"initial_state": "running",
"force_entry_enable": false,
"internals": {
"process_throttle_secs": 5,
"heartbeat_interval": 60
},
"disable_dataframe_checks": false,
"strategy": "SampleStrategy",
"strategy_path": "user_data/strategies/",
"recursive_strategy_search": false,
"add_config_files": [],
"reduce_df_footprint": false,
"dataformat_ohlcv": "feather",
"dataformat_trades": "feather"
}

View File

@@ -0,0 +1,90 @@
{
"$schema": "https://schema.freqtrade.io/schema.json",
"max_open_trades": 5,
"stake_currency": "EUR",
"stake_amount": 10,
"tradable_balance_ratio": 0.99,
"fiat_display_currency": "EUR",
"timeframe": "5m",
"dry_run": true,
"cancel_open_orders_on_exit": false,
"unfilledtimeout": {
"entry": 10,
"exit": 10,
"exit_timeout_count": 0,
"unit": "minutes"
},
"entry_pricing": {
"price_side": "same",
"use_order_book": true,
"order_book_top": 1,
"price_last_balance": 0.0,
"check_depth_of_market": {
"enabled": false,
"bids_to_ask_delta": 1
}
},
"exit_pricing":{
"price_side": "same",
"use_order_book": true,
"order_book_top": 1
},
"exchange": {
"name": "kraken",
"key": "your_exchange_key",
"secret": "your_exchange_key",
"ccxt_config": {},
"ccxt_async_config": {
},
"pair_whitelist": [
"ADA/EUR",
"ATOM/EUR",
"BAT/EUR",
"BCH/EUR",
"BTC/EUR",
"DAI/EUR",
"DASH/EUR",
"EOS/EUR",
"ETC/EUR",
"ETH/EUR",
"LINK/EUR",
"LTC/EUR",
"QTUM/EUR",
"REP/EUR",
"WAVES/EUR",
"XLM/EUR",
"XMR/EUR",
"XRP/EUR",
"XTZ/EUR",
"ZEC/EUR"
],
"pair_blacklist": [
]
},
"pairlists": [
{"method": "StaticPairList"}
],
"telegram": {
"enabled": false,
"token": "your_telegram_token",
"chat_id": "your_telegram_chat_id"
},
"api_server": {
"enabled": false,
"listen_ip_address": "127.0.0.1",
"listen_port": 8080,
"verbosity": "error",
"jwt_secret_key": "somethingrandom",
"CORS_origins": [],
"username": "freqtrader",
"password": "SuperSecurePassword"
},
"bot_name": "freqtrade",
"initial_state": "running",
"force_entry_enable": false,
"internals": {
"process_throttle_secs": 5
},
"download_trades": true
}

View File

@@ -1,52 +0,0 @@
{
"max_open_trades": 3,
"stake_currency": "BTC",
"stake_amount": 0.05,
"fiat_display_currency": "USD",
"dry_run": false,
"ticker_interval": 5,
"minimal_roi": {
"40": 0.0,
"30": 0.01,
"20": 0.02,
"0": 0.04
},
"stoploss": -0.10,
"unfilledtimeout": 600,
"bid_strategy": {
"ask_last_balance": 0.0
},
"exchange": {
"name": "bittrex",
"key": "your_exchange_key",
"secret": "your_exchange_secret",
"pair_whitelist": [
"BTC_ETH",
"BTC_LTC",
"BTC_ETC",
"BTC_DASH",
"BTC_ZEC",
"BTC_XLM",
"BTC_NXT",
"BTC_POWR",
"BTC_ADA",
"BTC_XMR"
],
"pair_blacklist": [
"BTC_DOGE"
]
},
"experimental": {
"use_sell_signal": false,
"sell_profit_only": false
},
"telegram": {
"enabled": true,
"token": "your_telegram_token",
"chat_id": "your_telegram_chat_id"
},
"initial_state": "running",
"internals": {
"process_throttle_secs": 5
}
}

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---
services:
freqtrade:
image: freqtradeorg/freqtrade:stable
# image: freqtradeorg/freqtrade:develop
# Use plotting image
# image: freqtradeorg/freqtrade:develop_plot
# # Enable GPU Image and GPU Resources (only relevant for freqAI)
# # Make sure to uncomment the whole deploy section
# deploy:
# resources:
# reservations:
# devices:
# - driver: nvidia
# count: 1
# capabilities: [gpu]
# Build step - only needed when additional dependencies are needed
# build:
# context: .
# dockerfile: "./docker/Dockerfile.custom"
restart: unless-stopped
container_name: freqtrade
volumes:
- "./user_data:/freqtrade/user_data"
# Expose api on port 8080 (localhost only)
# Please read the https://www.freqtrade.io/en/stable/rest-api/ documentation
# for more information.
ports:
- "127.0.0.1:8080:8080"
# Default command used when running `docker compose up`
command: >
trade
--logfile /freqtrade/user_data/logs/freqtrade.log
--db-url sqlite:////freqtrade/user_data/tradesv3.sqlite
--config /freqtrade/user_data/config.json
--strategy SampleStrategy

58
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@@ -0,0 +1,58 @@
FROM python:3.11.12-slim-bookworm as base
# Setup env
ENV LANG C.UTF-8
ENV LC_ALL C.UTF-8
ENV PYTHONDONTWRITEBYTECODE 1
ENV PYTHONFAULTHANDLER 1
ENV PATH=/home/ftuser/.local/bin:$PATH
ENV FT_APP_ENV="docker"
# Prepare environment
RUN mkdir /freqtrade \
&& apt-get update \
&& apt-get -y install sudo libatlas3-base libopenblas-dev curl sqlite3 libutf8proc-dev libsnappy-dev \
&& apt-get clean \
&& useradd -u 1000 -G sudo -U -m ftuser \
&& chown ftuser:ftuser /freqtrade \
# Allow sudoers
&& echo "ftuser ALL=(ALL) NOPASSWD: /bin/chown" >> /etc/sudoers \
&& pip install --upgrade pip
WORKDIR /freqtrade
# Install dependencies
FROM base as python-deps
RUN apt-get update \
&& apt-get -y install build-essential libssl-dev libffi-dev libgfortran5 pkg-config cmake gcc \
&& apt-get clean \
&& echo "[global]\nextra-index-url=https://www.piwheels.org/simple" > /etc/pip.conf
# Install TA-lib
COPY build_helpers/* /tmp/
# Install dependencies
COPY --chown=ftuser:ftuser requirements.txt /freqtrade/
USER ftuser
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
# Copy dependencies to runtime-image
FROM base as runtime-image
COPY --from=python-deps /usr/local/lib /usr/local/lib
ENV LD_LIBRARY_PATH /usr/local/lib
COPY --from=python-deps --chown=ftuser:ftuser /home/ftuser/.local /home/ftuser/.local
USER ftuser
# Install and execute
COPY --chown=ftuser:ftuser . /freqtrade/
RUN pip install -e . --user --no-cache-dir --no-build-isolation\
&& mkdir /freqtrade/user_data/ \
&& freqtrade install-ui
ENTRYPOINT ["freqtrade"]
# Default to trade mode
CMD [ "trade" ]

11
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FROM freqtradeorg/freqtrade:develop
# Switch user to root if you must install something from apt
# Don't forget to switch the user back below!
# USER root
# The below dependency - pyti - serves as an example. Please use whatever you need!
RUN pip install --user pyti
# Switch back to user (only if you required root above)
# USER ftuser

10
docker/Dockerfile.develop Normal file
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@@ -0,0 +1,10 @@
FROM freqtradeorg/freqtrade:develop
# Install dependencies
COPY requirements-dev.txt /freqtrade/
RUN pip install numpy --user --no-cache-dir \
&& pip install -r requirements-dev.txt --user --no-cache-dir
# Empty the ENTRYPOINT to allow all commands
ENTRYPOINT []

8
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@@ -0,0 +1,8 @@
ARG sourceimage=freqtradeorg/freqtrade
ARG sourcetag=develop
FROM ${sourceimage}:${sourcetag}
# Install dependencies
COPY requirements-freqai.txt /freqtrade/
RUN pip install -r requirements-freqai.txt --user --no-cache-dir

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@@ -0,0 +1,8 @@
ARG sourceimage=freqtradeorg/freqtrade
ARG sourcetag=develop_freqai
FROM ${sourceimage}:${sourcetag}
# Install dependencies
COPY requirements-freqai.txt requirements-freqai-rl.txt /freqtrade/
RUN pip install -r requirements-freqai-rl.txt --user --no-cache-dir

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@@ -0,0 +1,8 @@
FROM freqtradeorg/freqtrade:develop_plot
# Pin prompt-toolkit to avoid questionary version conflict
RUN pip install jupyterlab "prompt-toolkit<=3.0.36" jupyter-client --user --no-cache-dir
# Empty the ENTRYPOINT to allow all commands
ENTRYPOINT []

8
docker/Dockerfile.plot Normal file
View File

@@ -0,0 +1,8 @@
ARG sourceimage=freqtradeorg/freqtrade
ARG sourcetag=develop
FROM ${sourceimage}:${sourcetag}
# Install dependencies
COPY requirements-plot.txt /freqtrade/
RUN pip install -r requirements-plot.txt --user --no-cache-dir

View File

@@ -0,0 +1,35 @@
---
services:
freqtrade:
image: freqtradeorg/freqtrade:stable_freqaitorch
# # Enable GPU Image and GPU Resources
# # Make sure to uncomment the whole deploy section
# deploy:
# resources:
# reservations:
# devices:
# - driver: nvidia
# count: 1
# capabilities: [gpu]
# Build step - only needed when additional dependencies are needed
# build:
# context: .
# dockerfile: "./docker/Dockerfile.custom"
restart: unless-stopped
container_name: freqtrade
volumes:
- "./user_data:/freqtrade/user_data"
# Expose api on port 8080 (localhost only)
# Please read the https://www.freqtrade.io/en/stable/rest-api/ documentation
# for more information.
ports:
- "127.0.0.1:8080:8080"
# Default command used when running `docker compose up`
command: >
trade
--logfile /freqtrade/user_data/logs/freqtrade.log
--db-url sqlite:////freqtrade/user_data/tradesv3.sqlite
--config /freqtrade/user_data/config.json
--freqaimodel XGBoostRegressor
--strategy FreqaiExampleStrategy

View File

@@ -0,0 +1,15 @@
---
services:
ft_jupyterlab:
build:
context: ..
dockerfile: docker/Dockerfile.jupyter
restart: unless-stopped
# container_name: freqtrade
ports:
- "127.0.0.1:8888:8888"
volumes:
- "../user_data:/freqtrade/user_data"
# Default command used when running `docker compose up`
command: >
jupyter lab --port=8888 --ip 0.0.0.0 --allow-root

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@@ -0,0 +1,218 @@
# Advanced Backtesting Analysis
## Analyze the buy/entry and sell/exit tags
It can be helpful to understand how a strategy behaves according to the buy/entry tags used to
mark up different buy conditions. You might want to see more complex statistics about each buy and
sell condition above those provided by the default backtesting output. You may also want to
determine indicator values on the signal candle that resulted in a trade opening.
!!! Note
The following buy reason analysis is only available for backtesting, *not hyperopt*.
We need to run backtesting with the `--export` option set to `signals` to enable the exporting of
signals **and** trades:
``` bash
freqtrade backtesting -c <config.json> --timeframe <tf> --strategy <strategy_name> --timerange=<timerange> --export=signals
```
This will tell freqtrade to output a pickled dictionary of strategy, pairs and corresponding
DataFrame of the candles that resulted in entry and exit signals.
Depending on how many entries your strategy makes, this file may get quite large, so periodically check your `user_data/backtest_results` folder to delete old exports.
Before running your next backtest, make sure you either delete your old backtest results or run
backtesting with the `--cache none` option to make sure no cached results are used.
If all goes well, you should now see a `backtest-result-{timestamp}_signals.pkl` and `backtest-result-{timestamp}_exited.pkl` files in the `user_data/backtest_results` folder.
To analyze the entry/exit tags, we now need to use the `freqtrade backtesting-analysis` command
with `--analysis-groups` option provided with space-separated arguments:
``` bash
freqtrade backtesting-analysis -c <config.json> --analysis-groups 0 1 2 3 4 5
```
This command will read from the last backtesting results. The `--analysis-groups` option is
used to specify the various tabular outputs showing the profit of each group or trade,
ranging from the simplest (0) to the most detailed per pair, per buy and per sell tag (4):
* 0: overall winrate and profit summary by enter_tag
* 1: profit summaries grouped by enter_tag
* 2: profit summaries grouped by enter_tag and exit_tag
* 3: profit summaries grouped by pair and enter_tag
* 4: profit summaries grouped by pair, enter_ and exit_tag (this can get quite large)
* 5: profit summaries grouped by exit_tag
More options are available by running with the `-h` option.
### Using export-filename
Normally, `backtesting-analysis` uses the latest backtest results, but if you wanted to go
back to a previous backtest output, you need to supply the `--export-filename` option.
You can supply the same parameter to `backtest-analysis` with the name of the final backtest
output file. This allows you to keep historical versions of backtest results and re-analyse
them at a later date:
``` bash
freqtrade backtesting -c <config.json> --timeframe <tf> --strategy <strategy_name> --timerange=<timerange> --export=signals --export-filename=/tmp/mystrat_backtest.json
```
You should see some output similar to below in the logs with the name of the timestamped
filename that was exported:
```
2022-06-14 16:28:32,698 - freqtrade.misc - INFO - dumping json to "/tmp/mystrat_backtest-2022-06-14_16-28-32.json"
```
You can then use that filename in `backtesting-analysis`:
```
freqtrade backtesting-analysis -c <config.json> --export-filename=/tmp/mystrat_backtest-2022-06-14_16-28-32.json
```
### Tuning the buy tags and sell tags to display
To show only certain buy and sell tags in the displayed output, use the following two options:
```
--enter-reason-list : Space-separated list of enter signals to analyse. Default: "all"
--exit-reason-list : Space-separated list of exit signals to analyse. Default: "all"
```
For example:
```bash
freqtrade backtesting-analysis -c <config.json> --analysis-groups 0 2 --enter-reason-list enter_tag_a enter_tag_b --exit-reason-list roi custom_exit_tag_a stop_loss
```
### Outputting signal candle indicators
The real power of `freqtrade backtesting-analysis` comes from the ability to print out the indicator
values present on signal candles to allow fine-grained investigation and tuning of buy signal
indicators. To print out a column for a given set of indicators, use the `--indicator-list`
option:
```bash
freqtrade backtesting-analysis -c <config.json> --analysis-groups 0 2 --enter-reason-list enter_tag_a enter_tag_b --exit-reason-list roi custom_exit_tag_a stop_loss --indicator-list rsi rsi_1h bb_lowerband ema_9 macd macdsignal
```
The indicators have to be present in your strategy's main DataFrame (either for your main
timeframe or for informative timeframes) otherwise they will simply be ignored in the script
output.
!!! Note "Indicator List"
The indicator values will be displayed for both entry and exit points. If `--indicator-list all` is specified,
only the indicators at the entry point will be shown to avoid excessively large lists, which could occur depending on the strategy.
There are a range of candle and trade-related fields that are included in the analysis so are
automatically accessible by including them on the indicator-list, and these include:
- **open_date :** trade open datetime
- **close_date :** trade close datetime
- **min_rate :** minimum price seen throughout the position
- **max_rate :** maximum price seen throughout the position
- **open :** signal candle open price
- **close :** signal candle close price
- **high :** signal candle high price
- **low :** signal candle low price
- **volume :** signal candle volume
- **profit_ratio :** trade profit ratio
- **profit_abs :** absolute profit return of the trade
#### Sample Output for Indicator Values
```bash
freqtrade backtesting-analysis -c user_data/config.json --analysis-groups 0 --indicator-list chikou_span tenkan_sen
```
In this example,
we aim to display the `chikou_span` and `tenkan_sen` indicator values at both the entry and exit points of trades.
A sample output for indicators might look like this:
| pair | open_date | enter_reason | exit_reason | chikou_span (entry) | tenkan_sen (entry) | chikou_span (exit) | tenkan_sen (exit) |
|-----------|---------------------------|--------------|-------------|---------------------|--------------------|--------------------|-------------------|
| DOGE/USDT | 2024-07-06 00:35:00+00:00 | | exit_signal | 0.105 | 0.106 | 0.105 | 0.107 |
| BTC/USDT | 2024-08-05 14:20:00+00:00 | | roi | 54643.440 | 51696.400 | 54386.000 | 52072.010 |
As shown in the table, `chikou_span (entry)` represents the indicator value at the time of trade entry,
while `chikou_span (exit)` reflects its value at the time of exit.
This detailed view of indicator values enhances the analysis.
The `(entry)` and `(exit)` suffixes are added to indicators
to distinguish the values at the entry and exit points of the trade.
!!! Note "Trade-wide Indicators"
Certain trade-wide indicators do not have the `(entry)` or `(exit)` suffix. These indicators include: `pair`, `stake_amount`,
`max_stake_amount`, `amount`, `open_date`, `close_date`, `open_rate`, `close_rate`, `fee_open`, `fee_close`, `trade_duration`,
`profit_ratio`, `profit_abs`, `exit_reason`,`initial_stop_loss_abs`, `initial_stop_loss_ratio`, `stop_loss_abs`, `stop_loss_ratio`,
`min_rate`, `max_rate`, `is_open`, `enter_tag`, `leverage`, `is_short`, `open_timestamp`, `close_timestamp` and `orders`
#### Filtering Indicators Based on Entry or Exit Signals
The `--indicator-list` option, by default, displays indicator values for both entry and exit signals. To filter the indicator values exclusively for entry signals, you can use the `--entry-only` argument. Similarly, to display indicator values only at exit signals, use the `--exit-only` argument.
Example: Display indicator values at entry signals:
```bash
freqtrade backtesting-analysis -c user_data/config.json --analysis-groups 0 --indicator-list chikou_span tenkan_sen --entry-only
```
Example: Display indicator values at exit signals:
```bash
freqtrade backtesting-analysis -c user_data/config.json --analysis-groups 0 --indicator-list chikou_span tenkan_sen --exit-only
```
!!! note
When using these filters, the indicator names will not be suffixed with `(entry)` or `(exit)`.
### Filtering the trade output by date
To show only trades between dates within your backtested timerange, supply the usual `timerange` option in `YYYYMMDD-[YYYYMMDD]` format:
```
--timerange : Timerange to filter output trades, start date inclusive, end date exclusive. e.g. 20220101-20221231
```
For example, if your backtest timerange was `20220101-20221231` but you only want to output trades in January:
```bash
freqtrade backtesting-analysis -c <config.json> --timerange 20220101-20220201
```
### Printing out rejected signals
Use the `--rejected-signals` option to print out rejected signals.
```bash
freqtrade backtesting-analysis -c <config.json> --rejected-signals
```
### Writing tables to CSV
Some of the tabular outputs can become large, so printing them out to the terminal is not preferable.
Use the `--analysis-to-csv` option to disable printing out of tables to standard out and write them to CSV files.
```bash
freqtrade backtesting-analysis -c <config.json> --analysis-to-csv
```
By default this will write one file per output table you specified in the `backtesting-analysis` command, e.g.
```bash
freqtrade backtesting-analysis -c <config.json> --analysis-to-csv --rejected-signals --analysis-groups 0 1
```
This will write to `user_data/backtest_results`:
* rejected_signals.csv
* group_0.csv
* group_1.csv
To override where the files will be written, also specify the `--analysis-csv-path` option.
```bash
freqtrade backtesting-analysis -c <config.json> --analysis-to-csv --analysis-csv-path another/data/path/
```

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# Advanced Hyperopt
This page explains some advanced Hyperopt topics that may require higher
coding skills and Python knowledge than creation of an ordinal hyperoptimization
class.
## Creating and using a custom loss function
To use a custom loss function class, make sure that the function `hyperopt_loss_function` is defined in your custom hyperopt loss class.
For the sample below, you then need to add the command line parameter `--hyperopt-loss SuperDuperHyperOptLoss` to your hyperopt call so this function is being used.
A sample of this can be found below, which is identical to the Default Hyperopt loss implementation. A full sample can be found in [userdata/hyperopts](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_loss.py).
``` python
from datetime import datetime
from typing import Any, Dict
from pandas import DataFrame
from freqtrade.constants import Config
from freqtrade.optimize.hyperopt import IHyperOptLoss
TARGET_TRADES = 600
EXPECTED_MAX_PROFIT = 3.0
MAX_ACCEPTED_TRADE_DURATION = 300
class SuperDuperHyperOptLoss(IHyperOptLoss):
"""
Defines the default loss function for hyperopt
"""
@staticmethod
def hyperopt_loss_function(
*,
results: DataFrame,
trade_count: int,
min_date: datetime,
max_date: datetime,
config: Config,
processed: dict[str, DataFrame],
backtest_stats: dict[str, Any],
starting_balance: float,
**kwargs,
) -> float:
"""
Objective function, returns smaller number for better results
This is the legacy algorithm (used until now in freqtrade).
Weights are distributed as follows:
* 0.4 to trade duration
* 0.25: Avoiding trade loss
* 1.0 to total profit, compared to the expected value (`EXPECTED_MAX_PROFIT`) defined above
"""
total_profit = results['profit_ratio'].sum()
trade_duration = results['trade_duration'].mean()
trade_loss = 1 - 0.25 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.8)
profit_loss = max(0, 1 - total_profit / EXPECTED_MAX_PROFIT)
duration_loss = 0.4 * min(trade_duration / MAX_ACCEPTED_TRADE_DURATION, 1)
result = trade_loss + profit_loss + duration_loss
return result
```
Currently, the arguments are:
* `results`: DataFrame containing the resulting trades.
The following columns are available in results (corresponds to the output-file of backtesting when used with `--export trades`):
`pair, profit_ratio, profit_abs, open_date, open_rate, fee_open, close_date, close_rate, fee_close, amount, trade_duration, is_open, exit_reason, stake_amount, min_rate, max_rate, stop_loss_ratio, stop_loss_abs`
* `trade_count`: Amount of trades (identical to `len(results)`)
* `min_date`: Start date of the timerange used
* `min_date`: End date of the timerange used
* `config`: Config object used (Note: Not all strategy-related parameters will be updated here if they are part of a hyperopt space).
* `processed`: Dict of Dataframes with the pair as keys containing the data used for backtesting.
* `backtest_stats`: Backtesting statistics using the same format as the backtesting file "strategy" substructure. Available fields can be seen in `generate_strategy_stats()` in `optimize_reports.py`.
* `starting_balance`: Starting balance used for backtesting.
This function needs to return a floating point number (`float`). Smaller numbers will be interpreted as better results. The parameters and balancing for this is up to you.
!!! Note
This function is called once per epoch - so please make sure to have this as optimized as possible to not slow hyperopt down unnecessarily.
!!! Note "`*args` and `**kwargs`"
Please keep the arguments `*args` and `**kwargs` in the interface to allow us to extend this interface in the future.
## Overriding pre-defined spaces
To override a pre-defined space (`roi_space`, `generate_roi_table`, `stoploss_space`, `trailing_space`, `max_open_trades_space`), define a nested class called Hyperopt and define the required spaces as follows:
```python
from freqtrade.optimize.space import Categorical, Dimension, Integer, SKDecimal
class MyAwesomeStrategy(IStrategy):
class HyperOpt:
# Define a custom stoploss space.
def stoploss_space():
return [SKDecimal(-0.05, -0.01, decimals=3, name='stoploss')]
# Define custom ROI space
def roi_space() -> List[Dimension]:
return [
Integer(10, 120, name='roi_t1'),
Integer(10, 60, name='roi_t2'),
Integer(10, 40, name='roi_t3'),
SKDecimal(0.01, 0.04, decimals=3, name='roi_p1'),
SKDecimal(0.01, 0.07, decimals=3, name='roi_p2'),
SKDecimal(0.01, 0.20, decimals=3, name='roi_p3'),
]
def generate_roi_table(params: Dict) -> dict[int, float]:
roi_table = {}
roi_table[0] = params['roi_p1'] + params['roi_p2'] + params['roi_p3']
roi_table[params['roi_t3']] = params['roi_p1'] + params['roi_p2']
roi_table[params['roi_t3'] + params['roi_t2']] = params['roi_p1']
roi_table[params['roi_t3'] + params['roi_t2'] + params['roi_t1']] = 0
return roi_table
def trailing_space() -> List[Dimension]:
# All parameters here are mandatory, you can only modify their type or the range.
return [
# Fixed to true, if optimizing trailing_stop we assume to use trailing stop at all times.
Categorical([True], name='trailing_stop'),
SKDecimal(0.01, 0.35, decimals=3, name='trailing_stop_positive'),
# 'trailing_stop_positive_offset' should be greater than 'trailing_stop_positive',
# so this intermediate parameter is used as the value of the difference between
# them. The value of the 'trailing_stop_positive_offset' is constructed in the
# generate_trailing_params() method.
# This is similar to the hyperspace dimensions used for constructing the ROI tables.
SKDecimal(0.001, 0.1, decimals=3, name='trailing_stop_positive_offset_p1'),
Categorical([True, False], name='trailing_only_offset_is_reached'),
]
# Define a custom max_open_trades space
def max_open_trades_space(self) -> List[Dimension]:
return [
Integer(-1, 10, name='max_open_trades'),
]
```
!!! Note
All overrides are optional and can be mixed/matched as necessary.
### Dynamic parameters
Parameters can also be defined dynamically, but must be available to the instance once the [`bot_start()` callback](strategy-callbacks.md#bot-start) has been called.
``` python
class MyAwesomeStrategy(IStrategy):
def bot_start(self, **kwargs) -> None:
self.buy_adx = IntParameter(20, 30, default=30, optimize=True)
# ...
```
!!! Warning
Parameters created this way will not show up in the `list-strategies` parameter count.
### Overriding Base estimator
You can define your own estimator for Hyperopt by implementing `generate_estimator()` in the Hyperopt subclass.
```python
class MyAwesomeStrategy(IStrategy):
class HyperOpt:
def generate_estimator(dimensions: List['Dimension'], **kwargs):
return "RF"
```
Possible values are either one of "GP", "RF", "ET", "GBRT" (Details can be found in the [scikit-optimize documentation](https://scikit-optimize.github.io/)), or "an instance of a class that inherits from `RegressorMixin` (from sklearn) and where the `predict` method has an optional `return_std` argument, which returns `std(Y | x)` along with `E[Y | x]`".
Some research will be necessary to find additional Regressors.
Example for `ExtraTreesRegressor` ("ET") with additional parameters:
```python
class MyAwesomeStrategy(IStrategy):
class HyperOpt:
def generate_estimator(dimensions: List['Dimension'], **kwargs):
from skopt.learning import ExtraTreesRegressor
# Corresponds to "ET" - but allows additional parameters.
return ExtraTreesRegressor(n_estimators=100)
```
The `dimensions` parameter is the list of `skopt.space.Dimension` objects corresponding to the parameters to be optimized. It can be used to create isotropic kernels for the `skopt.learning.GaussianProcessRegressor` estimator. Here's an example:
```python
class MyAwesomeStrategy(IStrategy):
class HyperOpt:
def generate_estimator(dimensions: List['Dimension'], **kwargs):
from skopt.utils import cook_estimator
from skopt.learning.gaussian_process.kernels import (Matern, ConstantKernel)
kernel_bounds = (0.0001, 10000)
kernel = (
ConstantKernel(1.0, kernel_bounds) *
Matern(length_scale=np.ones(len(dimensions)), length_scale_bounds=[kernel_bounds for d in dimensions], nu=2.5)
)
kernel += (
ConstantKernel(1.0, kernel_bounds) *
Matern(length_scale=np.ones(len(dimensions)), length_scale_bounds=[kernel_bounds for d in dimensions], nu=1.5)
)
return cook_estimator("GP", space=dimensions, kernel=kernel, n_restarts_optimizer=2)
```
!!! Note
While custom estimators can be provided, it's up to you as User to do research on possible parameters and analyze / understand which ones should be used.
If you're unsure about this, best use one of the Defaults (`"ET"` has proven to be the most versatile) without further parameters.
## Space options
For the additional spaces, scikit-optimize (in combination with Freqtrade) provides the following space types:
* `Categorical` - Pick from a list of categories (e.g. `Categorical(['a', 'b', 'c'], name="cat")`)
* `Integer` - Pick from a range of whole numbers (e.g. `Integer(1, 10, name='rsi')`)
* `SKDecimal` - Pick from a range of decimal numbers with limited precision (e.g. `SKDecimal(0.1, 0.5, decimals=3, name='adx')`). *Available only with freqtrade*.
* `Real` - Pick from a range of decimal numbers with full precision (e.g. `Real(0.1, 0.5, name='adx')`
You can import all of these from `freqtrade.optimize.space`, although `Categorical`, `Integer` and `Real` are only aliases for their corresponding scikit-optimize Spaces. `SKDecimal` is provided by freqtrade for faster optimizations.
``` python
from freqtrade.optimize.space import Categorical, Dimension, Integer, SKDecimal, Real # noqa
```
!!! Hint "SKDecimal vs. Real"
We recommend to use `SKDecimal` instead of the `Real` space in almost all cases. While the Real space provides full accuracy (up to ~16 decimal places) - this precision is rarely needed, and leads to unnecessary long hyperopt times.
Assuming the definition of a rather small space (`SKDecimal(0.10, 0.15, decimals=2, name='xxx')`) - SKDecimal will have 5 possibilities (`[0.10, 0.11, 0.12, 0.13, 0.14, 0.15]`).
A corresponding real space `Real(0.10, 0.15 name='xxx')` on the other hand has an almost unlimited number of possibilities (`[0.10, 0.010000000001, 0.010000000002, ... 0.014999999999, 0.01500000000]`).

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# Orderflow data
This guide walks you through utilizing public trade data for advanced orderflow analysis in Freqtrade.
!!! Warning "Experimental Feature"
The orderflow feature is currently in beta and may be subject to changes in future releases. Please report any issues or feedback on the [Freqtrade GitHub repository](https://github.com/freqtrade/freqtrade/issues).
It's also currently not been tested with freqAI - and combining these two features is considered out of scope at this point.
!!! Warning "Performance"
Orderflow requires raw trades data. This data is rather large, and can cause a slow initial startup, when freqtrade needs to download the trades data for the last X candles. Additionally, enabling this feature will cause increased memory usage. Please ensure to have sufficient resources available.
## Getting Started
### Enable Public Trades
In your `config.json` file, set the `use_public_trades` option to true under the `exchange` section.
```json
"exchange": {
...
"use_public_trades": true,
}
```
### Configure Orderflow Processing
Define your desired settings for orderflow processing within the orderflow section of config.json. Here, you can adjust factors like:
- `cache_size`: How many previous orderflow candles are saved into cache instead of calculated every new candle
- `max_candles`: Filter how many candles would you like to get trades data for.
- `scale`: This controls the price bin size for the footprint chart.
- `stacked_imbalance_range`: Defines the minimum consecutive imbalanced price levels required for consideration.
- `imbalance_volume`: Filters out imbalances with volume below this threshold.
- `imbalance_ratio`: Filters out imbalances with a ratio (difference between ask and bid volume) lower than this value.
```json
"orderflow": {
"cache_size": 1000,
"max_candles": 1500,
"scale": 0.5,
"stacked_imbalance_range": 3, // needs at least this amount of imbalance next to each other
"imbalance_volume": 1, // filters out below
"imbalance_ratio": 3 // filters out ratio lower than
},
```
## Downloading Trade Data for Backtesting
To download historical trade data for backtesting, use the --dl-trades flag with the freqtrade download-data command.
```bash
freqtrade download-data -p BTC/USDT:USDT --timerange 20230101- --trading-mode futures --timeframes 5m --dl-trades
```
!!! Warning "Data availability"
Not all exchanges provide public trade data. For supported exchanges, freqtrade will warn you if public trade data is not available if you start downloading data with the `--dl-trades` flag.
## Accessing Orderflow Data
Once activated, several new columns become available in your dataframe:
``` python
dataframe["trades"] # Contains information about each individual trade.
dataframe["orderflow"] # Represents a footprint chart dict (see below)
dataframe["imbalances"] # Contains information about imbalances in the order flow.
dataframe["bid"] # Total bid volume
dataframe["ask"] # Total ask volume
dataframe["delta"] # Difference between ask and bid volume.
dataframe["min_delta"] # Minimum delta within the candle
dataframe["max_delta"] # Maximum delta within the candle
dataframe["total_trades"] # Total number of trades
dataframe["stacked_imbalances_bid"] # List of price levels of stacked bid imbalance range beginnings
dataframe["stacked_imbalances_ask"] # List of price levels of stacked ask imbalance range beginnings
```
You can access these columns in your strategy code for further analysis. Here's an example:
``` python
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# Calculating cumulative delta
dataframe["cum_delta"] = cumulative_delta(dataframe["delta"])
# Accessing total trades
total_trades = dataframe["total_trades"]
...
def cumulative_delta(delta: Series):
cumdelta = delta.cumsum()
return cumdelta
```
### Footprint chart (`dataframe["orderflow"]`)
This column provides a detailed breakdown of buy and sell orders at different price levels, offering valuable insights into order flow dynamics. The `scale` parameter in your configuration determines the price bin size for this representation
The `orderflow` column contains a dict with the following structure:
``` output
{
"price": {
"bid_amount": 0.0,
"ask_amount": 0.0,
"bid": 0,
"ask": 0,
"delta": 0.0,
"total_volume": 0.0,
"total_trades": 0
}
}
```
#### Orderflow column explanation
- key: Price bin - binned at `scale` intervals
- `bid_amount`: Total volume bought at each price level.
- `ask_amount`: Total volume sold at each price level.
- `bid`: Number of buy orders at each price level.
- `ask`: Number of sell orders at each price level.
- `delta`: Difference between ask and bid volume at each price level.
- `total_volume`: Total volume (ask amount + bid amount) at each price level.
- `total_trades`: Total number of trades (ask + bid) at each price level.
By leveraging these features, you can gain valuable insights into market sentiment and potential trading opportunities based on order flow analysis.
### Raw trades data (`dataframe["trades"]`)
List with the individual trades that occurred during the candle. This data can be used for more granular analysis of order flow dynamics.
Each individual entry contains a dict with the following keys:
- `timestamp`: Timestamp of the trade.
- `date`: Date of the trade.
- `price`: Price of the trade.
- `amount`: Volume of the trade.
- `side`: Buy or sell.
- `id`: Unique identifier for the trade.
- `cost`: Total cost of the trade (price * amount).
### Imbalances (`dataframe["imbalances"]`)
This column provides a dict with information about imbalances in the order flow. An imbalance occurs when there is a significant difference between the ask and bid volume at a given price level.
Each row looks as follows - with price as index, and the corresponding bid and ask imbalance values as columns
``` output
{
"price": {
"bid_imbalance": False,
"ask_imbalance": False
}
}
```

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# Advanced Post-installation Tasks
This page explains some advanced tasks and configuration options that can be performed after the bot installation and may be uselful in some environments.
If you do not know what things mentioned here mean, you probably do not need it.
## Running multiple instances of Freqtrade
This section will show you how to run multiple bots at the same time, on the same machine.
### Things to consider
* Use different database files.
* Use different Telegram bots (requires multiple different configuration files; applies only when Telegram is enabled).
* Use different ports (applies only when Freqtrade REST API webserver is enabled).
### Different database files
In order to keep track of your trades, profits, etc., freqtrade is using a SQLite database where it stores various types of information such as the trades you performed in the past and the current position(s) you are holding at any time. This allows you to keep track of your profits, but most importantly, keep track of ongoing activity if the bot process would be restarted or would be terminated unexpectedly.
Freqtrade will, by default, use separate database files for dry-run and live bots (this assumes no database-url is given in either configuration nor via command line argument).
For live trading mode, the default database will be `tradesv3.sqlite` and for dry-run it will be `tradesv3.dryrun.sqlite`.
The optional argument to the trade command used to specify the path of these files is `--db-url`, which requires a valid SQLAlchemy url.
So when you are starting a bot with only the config and strategy arguments in dry-run mode, the following 2 commands would have the same outcome.
``` bash
freqtrade trade -c MyConfig.json -s MyStrategy
# is equivalent to
freqtrade trade -c MyConfig.json -s MyStrategy --db-url sqlite:///tradesv3.dryrun.sqlite
```
It means that if you are running the trade command in two different terminals, for example to test your strategy both for trades in USDT and in another instance for trades in BTC, you will have to run them with different databases.
If you specify the URL of a database which does not exist, freqtrade will create one with the name you specified. So to test your custom strategy with BTC and USDT stake currencies, you could use the following commands (in 2 separate terminals):
``` bash
# Terminal 1:
freqtrade trade -c MyConfigBTC.json -s MyCustomStrategy --db-url sqlite:///user_data/tradesBTC.dryrun.sqlite
# Terminal 2:
freqtrade trade -c MyConfigUSDT.json -s MyCustomStrategy --db-url sqlite:///user_data/tradesUSDT.dryrun.sqlite
```
Conversely, if you wish to do the same thing in production mode, you will also have to create at least one new database (in addition to the default one) and specify the path to the "live" databases, for example:
``` bash
# Terminal 1:
freqtrade trade -c MyConfigBTC.json -s MyCustomStrategy --db-url sqlite:///user_data/tradesBTC.live.sqlite
# Terminal 2:
freqtrade trade -c MyConfigUSDT.json -s MyCustomStrategy --db-url sqlite:///user_data/tradesUSDT.live.sqlite
```
For more information regarding usage of the sqlite databases, for example to manually enter or remove trades, please refer to the [SQL Cheatsheet](sql_cheatsheet.md).
### Multiple instances using docker
To run multiple instances of freqtrade using docker you will need to edit the docker-compose.yml file and add all the instances you want as separate services. Remember, you can separate your configuration into multiple files, so it's a good idea to think about making them modular, then if you need to edit something common to all bots, you can do that in a single config file.
``` yml
---
version: '3'
services:
freqtrade1:
image: freqtradeorg/freqtrade:stable
# image: freqtradeorg/freqtrade:develop
# Use plotting image
# image: freqtradeorg/freqtrade:develop_plot
# Build step - only needed when additional dependencies are needed
# build:
# context: .
# dockerfile: "./docker/Dockerfile.custom"
restart: always
container_name: freqtrade1
volumes:
- "./user_data:/freqtrade/user_data"
# Expose api on port 8080 (localhost only)
# Please read the https://www.freqtrade.io/en/latest/rest-api/ documentation
# before enabling this.
ports:
- "127.0.0.1:8080:8080"
# Default command used when running `docker compose up`
command: >
trade
--logfile /freqtrade/user_data/logs/freqtrade1.log
--db-url sqlite:////freqtrade/user_data/tradesv3_freqtrade1.sqlite
--config /freqtrade/user_data/config.json
--config /freqtrade/user_data/config.freqtrade1.json
--strategy SampleStrategy
freqtrade2:
image: freqtradeorg/freqtrade:stable
# image: freqtradeorg/freqtrade:develop
# Use plotting image
# image: freqtradeorg/freqtrade:develop_plot
# Build step - only needed when additional dependencies are needed
# build:
# context: .
# dockerfile: "./docker/Dockerfile.custom"
restart: always
container_name: freqtrade2
volumes:
- "./user_data:/freqtrade/user_data"
# Expose api on port 8080 (localhost only)
# Please read the https://www.freqtrade.io/en/latest/rest-api/ documentation
# before enabling this.
ports:
- "127.0.0.1:8081:8080"
# Default command used when running `docker compose up`
command: >
trade
--logfile /freqtrade/user_data/logs/freqtrade2.log
--db-url sqlite:////freqtrade/user_data/tradesv3_freqtrade2.sqlite
--config /freqtrade/user_data/config.json
--config /freqtrade/user_data/config.freqtrade2.json
--strategy SampleStrategy
```
You can use whatever naming convention you want, freqtrade1 and 2 are arbitrary. Note, that you will need to use different database files, port mappings and telegram configurations for each instance, as mentioned above.
## Use a different database system
Freqtrade is using SQLAlchemy, which supports multiple different database systems. As such, a multitude of database systems should be supported.
Freqtrade does not depend or install any additional database driver. Please refer to the [SQLAlchemy docs](https://docs.sqlalchemy.org/en/14/core/engines.html#database-urls) on installation instructions for the respective database systems.
The following systems have been tested and are known to work with freqtrade:
* sqlite (default)
* PostgreSQL
* MariaDB
!!! Warning
By using one of the below database systems, you acknowledge that you know how to manage such a system. The freqtrade team will not provide any support with setup or maintenance (or backups) of the below database systems.
### PostgreSQL
Installation:
`pip install psycopg2-binary`
Usage:
`... --db-url postgresql+psycopg2://<username>:<password>@localhost:5432/<database>`
Freqtrade will automatically create the tables necessary upon startup.
If you're running different instances of Freqtrade, you must either setup one database per Instance or use different users / schemas for your connections.
### MariaDB / MySQL
Freqtrade supports MariaDB by using SQLAlchemy, which supports multiple different database systems.
Installation:
`pip install pymysql`
Usage:
`... --db-url mysql+pymysql://<username>:<password>@localhost:3306/<database>`
## Configure the bot running as a systemd service
Copy the `freqtrade.service` file to your systemd user directory (usually `~/.config/systemd/user`) and update `WorkingDirectory` and `ExecStart` to match your setup.
!!! Note
Certain systems (like Raspbian) don't load service unit files from the user directory. In this case, copy `freqtrade.service` into `/etc/systemd/user/` (requires superuser permissions).
After that you can start the daemon with:
```bash
systemctl --user start freqtrade
```
For this to be persistent (run when user is logged out) you'll need to enable `linger` for your freqtrade user.
```bash
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, Paused or Stopped)
when it changes.
The `freqtrade.service.watchdog` file contains an example of the service unit configuration file which uses systemd
as the watchdog.
!!! Note
The sd_notify communication between the bot and the systemd service manager will not work if the bot runs in a Docker container.
## 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 regards - way more than what can be covered here.
Default logging (Colored terminal output) is setup by default if no `log_config` is provided.
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.
The default configuration looks roughly like the below - with the file handler being provided - but not enabled.
``` 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) - and it's class must be available and 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 configuration, 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 `"log_config"` setup option to configure logging.
``` 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",
]
}
}
}
```
[Additional log-handlers](#advanced-logging) may need to be configured to for example also have log output in the console.
#### 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
* 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 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
```
if $programname startswith "freqtrade" then -/var/log/freqtrade.log
```
to one of the rsyslog configuration files, for example at the end of the `/etc/rsyslog.d/50-default.conf`.
For `syslog` (`rsyslog`), the reduction mode can be switched on. This will reduce the number of repeating messages. For instance, multiple bot Heartbeat messages will be reduced to a single message when nothing else happens with the bot. To achieve this, set in `/etc/rsyslog.conf`:
```
# Filter duplicated messages
$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, add the following configuration snippet to your configuration.
``` 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:
* `journalctl -f` -- shows Freqtrade log messages sent to `journald` along with other log messages fetched by `journald`.
* `journalctl -f -u freqtrade.service` -- this command can be used when the bot is run as a `systemd` service.
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",
]
}
}
}
```

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