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Merge pull request #11200 from freqtrade/feat/remove_hdf5

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Remove hdf5 support
This commit is contained in:
Matthias
2025-01-07 06:48:48 +01:00
committed by GitHub
parent 3a8aba13d9 ecd2d013df
commit b863c6830d
62 changed files with 1768 additions and 1736 deletions
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5
.github/workflows/ci.yml vendored
View File

@@ -91,6 +91,11 @@ jobs:
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

2
Dockerfile
View File

@@ -11,7 +11,7 @@ ENV FT_APP_ENV="docker"
# Prepare environment
RUN mkdir /freqtrade \
&& apt-get update \
&& apt-get -y install sudo libatlas3-base curl sqlite3 libhdf5-serial-dev libgomp1 \
&& 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 \

6
README.md
View File

@@ -90,13 +90,13 @@ For further (native) installation methods, please refer to the [Installation doc
```
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-freqaimodels,list-timeframes,show-trades,test-pairlist,convert-db,install-ui,plot-dataframe,plot-profit,webserver,strategy-updater,lookahead-analysis,recursive-analysis}
{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}
...
Free, open source crypto trading bot
positional arguments:
{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-freqaimodels,list-timeframes,show-trades,test-pairlist,convert-db,install-ui,plot-dataframe,plot-profit,webserver,strategy-updater,lookahead-analysis,recursive-analysis}
{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
@@ -120,6 +120,7 @@ positional arguments:
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.
@@ -136,7 +137,6 @@ positional arguments:
options:
-h, --help show this help message and exit
-V, --version show program's version number and exit
```
### Telegram RPC commands

53
build_helpers/create_command_partials.py Normal file
View File

@@ -0,0 +1,53 @@
import subprocess
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")

2
build_helpers/schema.json
View File

@@ -1055,7 +1055,6 @@
"enum": [
"json",
"jsongz",
"hdf5",
"feather",
"parquet"
],
@@ -1067,7 +1066,6 @@
"enum": [
"json",
"jsongz",
"hdf5",
"feather",
"parquet"
],

2
docker/Dockerfile.armhf
View File

@@ -11,7 +11,7 @@ ENV FT_APP_ENV="docker"
# Prepare environment
RUN mkdir /freqtrade \
&& apt-get update \
&& apt-get -y install sudo libatlas3-base libopenblas-dev curl sqlite3 libhdf5-dev libutf8proc-dev libsnappy-dev \
&& 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 \

106
docs/backtesting.md
View File

@@ -7,111 +7,7 @@ To learn how to get data for the pairs and exchange you're interested in, head o
## Backtesting command reference
```
usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [-s NAME]
[--strategy-path PATH]
[--recursive-strategy-search]
[--freqaimodel NAME] [--freqaimodel-path PATH]
[-i TIMEFRAME] [--timerange TIMERANGE]
[--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}]
[--max-open-trades INT]
[--stake-amount STAKE_AMOUNT] [--fee FLOAT]
[-p PAIRS [PAIRS ...]] [--eps]
[--enable-protections]
[--dry-run-wallet DRY_RUN_WALLET]
[--timeframe-detail TIMEFRAME_DETAIL]
[--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
[--export {none,trades,signals}]
[--export-filename PATH]
[--breakdown {day,week,month} [{day,week,month} ...]]
[--cache {none,day,week,month}]
[--freqai-backtest-live-models]
options:
-h, --help show this help message and exit
-i TIMEFRAME, --timeframe TIMEFRAME
Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
--timerange TIMERANGE
Specify what timerange of data to use.
--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}
Storage format for downloaded candle (OHLCV) data.
(default: `feather`).
--max-open-trades INT
Override the value of the `max_open_trades`
configuration setting.
--stake-amount STAKE_AMOUNT
Override the value of the `stake_amount` configuration
setting.
--fee FLOAT Specify fee ratio. Will be applied twice (on trade
entry and exit).
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
separated.
--eps, --enable-position-stacking
Allow buying the same pair multiple times (position
stacking).
--enable-protections, --enableprotections
Enable protections for backtesting.Will slow
backtesting down by a considerable amount, but will
include configured protections
--dry-run-wallet DRY_RUN_WALLET, --starting-balance DRY_RUN_WALLET
Starting balance, used for backtesting / hyperopt and
dry-runs.
--timeframe-detail TIMEFRAME_DETAIL
Specify detail timeframe for backtesting (`1m`, `5m`,
`30m`, `1h`, `1d`).
--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
Provide a space-separated list of strategies to
backtest. Please note that timeframe needs to be set
either in config or via command line. When using this
together with `--export trades`, the strategy-name is
injected into the filename (so `backtest-data.json`
becomes `backtest-data-SampleStrategy.json`
--export {none,trades,signals}
Export backtest results (default: trades).
--export-filename PATH, --backtest-filename PATH
Use this filename for backtest results.Requires
`--export` to be set as well. Example: `--export-filen
ame=user_data/backtest_results/backtest_today.json`
--breakdown {day,week,month} [{day,week,month} ...]
Show backtesting breakdown per [day, week, month].
--cache {none,day,week,month}
Load a cached backtest result no older than specified
age (default: day).
--freqai-backtest-live-models
Run backtest with ready models.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
Strategy arguments:
-s NAME, --strategy NAME
Specify strategy class name which will be used by the
bot.
--strategy-path PATH Specify additional strategy lookup path.
--recursive-strategy-search
Recursively search for a strategy in the strategies
folder.
--freqaimodel NAME Specify a custom freqaimodels.
--freqaimodel-path PATH
Specify additional lookup path for freqaimodels.
```
--8<-- "commands/backtesting.md"
## Test your strategy with Backtesting

94
docs/bot-usage.md
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@@ -10,101 +10,11 @@ This page explains the different parameters of the bot and how to run it.
## Bot commands
```
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-freqaimodels,list-timeframes,show-trades,test-pairlist,convert-db,install-ui,plot-dataframe,plot-profit,webserver,strategy-updater,lookahead-analysis,recursive-analysis}
...
Free, open source crypto trading bot
positional arguments:
{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-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-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.
options:
-h, --help show this help message and exit
-V, --version show program's version number and exit
```
--8<-- "commands/main.md"
### Bot trading commands
```
usage: freqtrade trade [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
[--userdir PATH] [-s NAME] [--strategy-path PATH]
[--db-url PATH] [--sd-notify] [--dry-run]
[--dry-run-wallet DRY_RUN_WALLET]
optional arguments:
-h, --help show this help message and exit
--db-url PATH Override trades database URL, this is useful in custom
deployments (default: `sqlite:///tradesv3.sqlite` for
Live Run mode, `sqlite:///tradesv3.dryrun.sqlite` for
Dry Run).
--sd-notify Notify systemd service manager.
--dry-run Enforce dry-run for trading (removes Exchange secrets
and simulates trades).
--dry-run-wallet DRY_RUN_WALLET, --starting-balance DRY_RUN_WALLET
Starting balance, used for backtesting / hyperopt and
dry-runs.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
Strategy arguments:
-s NAME, --strategy NAME
Specify strategy class name which will be used by the
bot.
--strategy-path PATH Specify additional strategy lookup path.
```
--8<-- "commands/trade.md"
### How to specify which configuration file be used?

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docs/commands/backtesting-analysis.md Normal file
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@@ -0,0 +1,66 @@
```
usage: freqtrade backtesting-analysis [-h] [-v] [--no-color] [--logfile FILE]
[-V] [-c PATH] [-d PATH]
[--userdir PATH]
[--export-filename PATH]
[--analysis-groups {0,1,2,3,4,5} [{0,1,2,3,4,5} ...]]
[--enter-reason-list ENTER_REASON_LIST [ENTER_REASON_LIST ...]]
[--exit-reason-list EXIT_REASON_LIST [EXIT_REASON_LIST ...]]
[--indicator-list INDICATOR_LIST [INDICATOR_LIST ...]]
[--entry-only] [--exit-only]
[--timerange TIMERANGE]
[--rejected-signals] [--analysis-to-csv]
[--analysis-csv-path ANALYSIS_CSV_PATH]
options:
-h, --help show this help message and exit
--export-filename PATH, --backtest-filename PATH
Use this filename for backtest results.Requires
`--export` to be set as well. Example: `--export-filen
ame=user_data/backtest_results/backtest_today.json`
--analysis-groups {0,1,2,3,4,5} [{0,1,2,3,4,5} ...]
grouping output - 0: simple wins/losses by enter tag,
1: by enter_tag, 2: by enter_tag and exit_tag, 3: by
pair and enter_tag, 4: by pair, enter_ and exit_tag
(this can get quite large), 5: by exit_tag
--enter-reason-list ENTER_REASON_LIST [ENTER_REASON_LIST ...]
Space separated list of entry signals to analyse.
Default: all. e.g. 'entry_tag_a entry_tag_b'
--exit-reason-list EXIT_REASON_LIST [EXIT_REASON_LIST ...]
Space separated list of exit signals to analyse.
Default: all. e.g. 'exit_tag_a roi stop_loss
trailing_stop_loss'
--indicator-list INDICATOR_LIST [INDICATOR_LIST ...]
Space separated list of indicators to analyse. e.g.
'close rsi bb_lowerband profit_abs'
--entry-only Only analyze entry signals.
--exit-only Only analyze exit signals.
--timerange TIMERANGE
Specify what timerange of data to use.
--rejected-signals Analyse rejected signals
--analysis-to-csv Save selected analysis tables to individual CSVs
--analysis-csv-path ANALYSIS_CSV_PATH
Specify a path to save the analysis CSVs if
--analysis-to-csv is enabled. Default:
user_data/basktesting_results/
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```

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docs/commands/backtesting-show.md Normal file
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@@ -0,0 +1,36 @@
```
usage: freqtrade backtesting-show [-h] [-v] [--no-color] [--logfile FILE] [-V]
[-c PATH] [-d PATH] [--userdir PATH]
[--export-filename PATH] [--show-pair-list]
[--breakdown {day,week,month} [{day,week,month} ...]]
options:
-h, --help show this help message and exit
--export-filename PATH, --backtest-filename PATH
Use this filename for backtest results.Requires
`--export` to be set as well. Example: `--export-filen
ame=user_data/backtest_results/backtest_today.json`
--show-pair-list Show backtesting pairlist sorted by profit.
--breakdown {day,week,month} [{day,week,month} ...]
Show backtesting breakdown per [day, week, month].
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```

107
docs/commands/backtesting.md Normal file
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@@ -0,0 +1,107 @@
```
usage: freqtrade backtesting [-h] [-v] [--no-color] [--logfile FILE] [-V]
[-c PATH] [-d PATH] [--userdir PATH] [-s NAME]
[--strategy-path PATH]
[--recursive-strategy-search]
[--freqaimodel NAME] [--freqaimodel-path PATH]
[-i TIMEFRAME] [--timerange TIMERANGE]
[--data-format-ohlcv {json,jsongz,feather,parquet}]
[--max-open-trades INT]
[--stake-amount STAKE_AMOUNT] [--fee FLOAT]
[-p PAIRS [PAIRS ...]] [--eps]
[--enable-protections]
[--dry-run-wallet DRY_RUN_WALLET]
[--timeframe-detail TIMEFRAME_DETAIL]
[--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
[--export {none,trades,signals}]
[--export-filename PATH]
[--breakdown {day,week,month} [{day,week,month} ...]]
[--cache {none,day,week,month}]
[--freqai-backtest-live-models]
options:
-h, --help show this help message and exit
-i TIMEFRAME, --timeframe TIMEFRAME
Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
--timerange TIMERANGE
Specify what timerange of data to use.
--data-format-ohlcv {json,jsongz,feather,parquet}
Storage format for downloaded candle (OHLCV) data.
(default: `feather`).
--max-open-trades INT
Override the value of the `max_open_trades`
configuration setting.
--stake-amount STAKE_AMOUNT
Override the value of the `stake_amount` configuration
setting.
--fee FLOAT Specify fee ratio. Will be applied twice (on trade
entry and exit).
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
separated.
--eps, --enable-position-stacking
Allow buying the same pair multiple times (position
stacking).
--enable-protections, --enableprotections
Enable protections for backtesting.Will slow
backtesting down by a considerable amount, but will
include configured protections
--dry-run-wallet DRY_RUN_WALLET, --starting-balance DRY_RUN_WALLET
Starting balance, used for backtesting / hyperopt and
dry-runs.
--timeframe-detail TIMEFRAME_DETAIL
Specify detail timeframe for backtesting (`1m`, `5m`,
`30m`, `1h`, `1d`).
--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
Provide a space-separated list of strategies to
backtest. Please note that timeframe needs to be set
either in config or via command line. When using this
together with `--export trades`, the strategy-name is
injected into the filename (so `backtest-data.json`
becomes `backtest-data-SampleStrategy.json`
--export {none,trades,signals}
Export backtest results (default: trades).
--export-filename PATH, --backtest-filename PATH
Use this filename for backtest results.Requires
`--export` to be set as well. Example: `--export-filen
ame=user_data/backtest_results/backtest_today.json`
--breakdown {day,week,month} [{day,week,month} ...]
Show backtesting breakdown per [day, week, month].
--cache {none,day,week,month}
Load a cached backtest result no older than specified
age (default: day).
--freqai-backtest-live-models
Run backtest with ready models.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
Strategy arguments:
-s NAME, --strategy NAME
Specify strategy class name which will be used by the
bot.
--strategy-path PATH Specify additional strategy lookup path.
--recursive-strategy-search
Recursively search for a strategy in the strategies
folder.
--freqaimodel NAME Specify a custom freqaimodels.
--freqaimodel-path PATH
Specify additional lookup path for freqaimodels.
```

52
docs/commands/convert-data.md Normal file
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@@ -0,0 +1,52 @@
```
usage: freqtrade convert-data [-h] [-v] [--no-color] [--logfile FILE] [-V]
[-c PATH] [-d PATH] [--userdir PATH]
[-p PAIRS [PAIRS ...]] --format-from
{json,jsongz,feather,parquet} --format-to
{json,jsongz,feather,parquet} [--erase]
[--exchange EXCHANGE]
[-t TIMEFRAMES [TIMEFRAMES ...]]
[--trading-mode {spot,margin,futures}]
[--candle-types {spot,futures,mark,index,premiumIndex,funding_rate} [{spot,futures,mark,index,premiumIndex,funding_rate} ...]]
options:
-h, --help show this help message and exit
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
separated.
--format-from {json,jsongz,feather,parquet}
Source format for data conversion.
--format-to {json,jsongz,feather,parquet}
Destination format for data conversion.
--erase Clean all existing data for the selected
exchange/pairs/timeframes.
--exchange EXCHANGE Exchange name. Only valid if no config is provided.
-t TIMEFRAMES [TIMEFRAMES ...], --timeframes TIMEFRAMES [TIMEFRAMES ...]
Specify which tickers to download. Space-separated
list. Default: `1m 5m`.
--trading-mode {spot,margin,futures}, --tradingmode {spot,margin,futures}
Select Trading mode
--candle-types {spot,futures,mark,index,premiumIndex,funding_rate} [{spot,futures,mark,index,premiumIndex,funding_rate} ...]
Select candle type to convert. Defaults to all
available types.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```

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

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```
usage: freqtrade convert-trade-data [-h] [-v] [--no-color] [--logfile FILE]
[-V] [-c PATH] [-d PATH] [--userdir PATH]
[-p PAIRS [PAIRS ...]] --format-from
{json,jsongz,feather,parquet,kraken_csv}
--format-to {json,jsongz,feather,parquet}
[--erase] [--exchange EXCHANGE]
options:
-h, --help show this help message and exit
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
separated.
--format-from {json,jsongz,feather,parquet,kraken_csv}
Source format for data conversion.
--format-to {json,jsongz,feather,parquet}
Destination format for data conversion.
--erase Clean all existing data for the selected
exchange/pairs/timeframes.
--exchange EXCHANGE Exchange name. Only valid if no config is provided.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```

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```
usage: freqtrade create-userdir [-h] [--userdir PATH] [--reset]
options:
-h, --help show this help message and exit
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
--reset Reset sample files to their original state.
```

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```
usage: freqtrade download-data [-h] [-v] [--no-color] [--logfile FILE] [-V]
[-c PATH] [-d PATH] [--userdir PATH]
[-p PAIRS [PAIRS ...]] [--pairs-file FILE]
[--days INT] [--new-pairs-days INT]
[--include-inactive-pairs]
[--timerange TIMERANGE] [--dl-trades]
[--convert] [--exchange EXCHANGE]
[-t TIMEFRAMES [TIMEFRAMES ...]] [--erase]
[--data-format-ohlcv {json,jsongz,feather,parquet}]
[--data-format-trades {json,jsongz,feather,parquet}]
[--trading-mode {spot,margin,futures}]
[--prepend]
options:
-h, --help show this help message and exit
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
separated.
--pairs-file FILE File containing a list of pairs. Takes precedence over
--pairs or pairs configured in the configuration.
--days INT Download data for given number of days.
--new-pairs-days INT Download data of new pairs for given number of days.
Default: `None`.
--include-inactive-pairs
Also download data from inactive pairs.
--timerange TIMERANGE
Specify what timerange of data to use.
--dl-trades Download trades instead of OHLCV data.
--convert Convert downloaded trades to OHLCV data. Only
applicable in combination with `--dl-trades`. Will be
automatic for exchanges which don't have historic
OHLCV (e.g. Kraken). If not provided, use `trades-to-
ohlcv` to convert trades data to OHLCV data.
--exchange EXCHANGE Exchange name. Only valid if no config is provided.
-t TIMEFRAMES [TIMEFRAMES ...], --timeframes TIMEFRAMES [TIMEFRAMES ...]
Specify which tickers to download. Space-separated
list. Default: `1m 5m`.
--erase Clean all existing data for the selected
exchange/pairs/timeframes.
--data-format-ohlcv {json,jsongz,feather,parquet}
Storage format for downloaded candle (OHLCV) data.
(default: `feather`).
--data-format-trades {json,jsongz,feather,parquet}
Storage format for downloaded trades data. (default:
`feather`).
--trading-mode {spot,margin,futures}, --tradingmode {spot,margin,futures}
Select Trading mode
--prepend Allow data prepending. (Data-appending is disabled)
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```

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```
usage: freqtrade edge [-h] [-v] [--no-color] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [-s NAME]
[--strategy-path PATH] [--recursive-strategy-search]
[--freqaimodel NAME] [--freqaimodel-path PATH]
[-i TIMEFRAME] [--timerange TIMERANGE]
[--data-format-ohlcv {json,jsongz,feather,parquet}]
[--max-open-trades INT] [--stake-amount STAKE_AMOUNT]
[--fee FLOAT] [-p PAIRS [PAIRS ...]]
[--stoplosses STOPLOSS_RANGE]
options:
-h, --help show this help message and exit
-i TIMEFRAME, --timeframe TIMEFRAME
Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
--timerange TIMERANGE
Specify what timerange of data to use.
--data-format-ohlcv {json,jsongz,feather,parquet}
Storage format for downloaded candle (OHLCV) data.
(default: `feather`).
--max-open-trades INT
Override the value of the `max_open_trades`
configuration setting.
--stake-amount STAKE_AMOUNT
Override the value of the `stake_amount` configuration
setting.
--fee FLOAT Specify fee ratio. Will be applied twice (on trade
entry and exit).
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
separated.
--stoplosses STOPLOSS_RANGE
Defines a range of stoploss values against which edge
will assess the strategy. The format is "min,max,step"
(without any space). Example:
`--stoplosses=-0.01,-0.1,-0.001`
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
Strategy arguments:
-s NAME, --strategy NAME
Specify strategy class name which will be used by the
bot.
--strategy-path PATH Specify additional strategy lookup path.
--recursive-strategy-search
Recursively search for a strategy in the strategies
folder.
--freqaimodel NAME Specify a custom freqaimodels.
--freqaimodel-path PATH
Specify additional lookup path for freqaimodels.
```

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```
usage: freqtrade hyperopt-list [-h] [-v] [--no-color] [--logfile FILE] [-V]
[-c PATH] [-d PATH] [--userdir PATH] [--best]
[--profitable] [--min-trades INT]
[--max-trades INT] [--min-avg-time FLOAT]
[--max-avg-time FLOAT] [--min-avg-profit FLOAT]
[--max-avg-profit FLOAT]
[--min-total-profit FLOAT]
[--max-total-profit FLOAT]
[--min-objective FLOAT] [--max-objective FLOAT]
[--print-json] [--no-details]
[--hyperopt-filename FILENAME]
[--export-csv FILE]
options:
-h, --help show this help message and exit
--best Select only best epochs.
--profitable Select only profitable epochs.
--min-trades INT Select epochs with more than INT trades.
--max-trades INT Select epochs with less than INT trades.
--min-avg-time FLOAT Select epochs above average time.
--max-avg-time FLOAT Select epochs below average time.
--min-avg-profit FLOAT
Select epochs above average profit.
--max-avg-profit FLOAT
Select epochs below average profit.
--min-total-profit FLOAT
Select epochs above total profit.
--max-total-profit FLOAT
Select epochs below total profit.
--min-objective FLOAT
Select epochs above objective.
--max-objective FLOAT
Select epochs below objective.
--print-json Print output in JSON format.
--no-details Do not print best epoch details.
--hyperopt-filename FILENAME
Hyperopt result filename.Example: `--hyperopt-
filename=hyperopt_results_2020-09-27_16-20-48.pickle`
--export-csv FILE Export to CSV-File. This will disable table print.
Example: --export-csv hyperopt.csv
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```

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```
usage: freqtrade hyperopt-show [-h] [-v] [--no-color] [--logfile FILE] [-V]
[-c PATH] [-d PATH] [--userdir PATH] [--best]
[--profitable] [-n INT] [--print-json]
[--hyperopt-filename FILENAME] [--no-header]
[--disable-param-export]
[--breakdown {day,week,month} [{day,week,month} ...]]
options:
-h, --help show this help message and exit
--best Select only best epochs.
--profitable Select only profitable epochs.
-n INT, --index INT Specify the index of the epoch to print details for.
--print-json Print output in JSON format.
--hyperopt-filename FILENAME
Hyperopt result filename.Example: `--hyperopt-
filename=hyperopt_results_2020-09-27_16-20-48.pickle`
--no-header Do not print epoch details header.
--disable-param-export
Disable automatic hyperopt parameter export.
--breakdown {day,week,month} [{day,week,month} ...]
Show backtesting breakdown per [day, week, month].
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```

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```
usage: freqtrade hyperopt [-h] [-v] [--no-color] [--logfile FILE] [-V]
[-c PATH] [-d PATH] [--userdir PATH] [-s NAME]
[--strategy-path PATH] [--recursive-strategy-search]
[--freqaimodel NAME] [--freqaimodel-path PATH]
[-i TIMEFRAME] [--timerange TIMERANGE]
[--data-format-ohlcv {json,jsongz,feather,parquet}]
[--max-open-trades INT]
[--stake-amount STAKE_AMOUNT] [--fee FLOAT]
[-p PAIRS [PAIRS ...]] [--hyperopt-path PATH]
[--eps] [--enable-protections]
[--dry-run-wallet DRY_RUN_WALLET]
[--timeframe-detail TIMEFRAME_DETAIL] [-e INT]
[--spaces {all,buy,sell,roi,stoploss,trailing,protection,trades,default} [{all,buy,sell,roi,stoploss,trailing,protection,trades,default} ...]]
[--print-all] [--print-json] [-j JOBS]
[--random-state INT] [--min-trades INT]
[--hyperopt-loss NAME] [--disable-param-export]
[--ignore-missing-spaces] [--analyze-per-epoch]
options:
-h, --help show this help message and exit
-i TIMEFRAME, --timeframe TIMEFRAME
Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
--timerange TIMERANGE
Specify what timerange of data to use.
--data-format-ohlcv {json,jsongz,feather,parquet}
Storage format for downloaded candle (OHLCV) data.
(default: `feather`).
--max-open-trades INT
Override the value of the `max_open_trades`
configuration setting.
--stake-amount STAKE_AMOUNT
Override the value of the `stake_amount` configuration
setting.
--fee FLOAT Specify fee ratio. Will be applied twice (on trade
entry and exit).
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
separated.
--hyperopt-path PATH Specify additional lookup path for Hyperopt Loss
functions.
--eps, --enable-position-stacking
Allow buying the same pair multiple times (position
stacking).
--enable-protections, --enableprotections
Enable protections for backtesting.Will slow
backtesting down by a considerable amount, but will
include configured protections
--dry-run-wallet DRY_RUN_WALLET, --starting-balance DRY_RUN_WALLET
Starting balance, used for backtesting / hyperopt and
dry-runs.
--timeframe-detail TIMEFRAME_DETAIL
Specify detail timeframe for backtesting (`1m`, `5m`,
`30m`, `1h`, `1d`).
-e INT, --epochs INT Specify number of epochs (default: 100).
--spaces {all,buy,sell,roi,stoploss,trailing,protection,trades,default} [{all,buy,sell,roi,stoploss,trailing,protection,trades,default} ...]
Specify which parameters to hyperopt. Space-separated
list.
--print-all Print all results, not only the best ones.
--print-json Print output in JSON format.
-j JOBS, --job-workers JOBS
The number of concurrently running jobs for
hyperoptimization (hyperopt worker processes). If -1
(default), all CPUs are used, for -2, all CPUs but one
are used, etc. If 1 is given, no parallel computing
code is used at all.
--random-state INT Set random state to some positive integer for
reproducible hyperopt results.
--min-trades INT Set minimal desired number of trades for evaluations
in the hyperopt optimization path (default: 1).
--hyperopt-loss NAME, --hyperoptloss NAME
Specify the class name of the hyperopt loss function
class (IHyperOptLoss). Different functions can
generate completely different results, since the
target for optimization is different. Built-in
Hyperopt-loss-functions are:
ShortTradeDurHyperOptLoss, OnlyProfitHyperOptLoss,
SharpeHyperOptLoss, SharpeHyperOptLossDaily,
SortinoHyperOptLoss, SortinoHyperOptLossDaily,
CalmarHyperOptLoss, MaxDrawDownHyperOptLoss,
MaxDrawDownRelativeHyperOptLoss,
ProfitDrawDownHyperOptLoss, MultiMetricHyperOptLoss
--disable-param-export
Disable automatic hyperopt parameter export.
--ignore-missing-spaces, --ignore-unparameterized-spaces
Suppress errors for any requested Hyperopt spaces that
do not contain any parameters.
--analyze-per-epoch Run populate_indicators once per epoch.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
Strategy arguments:
-s NAME, --strategy NAME
Specify strategy class name which will be used by the
bot.
--strategy-path PATH Specify additional strategy lookup path.
--recursive-strategy-search
Recursively search for a strategy in the strategies
folder.
--freqaimodel NAME Specify a custom freqaimodels.
--freqaimodel-path PATH
Specify additional lookup path for freqaimodels.
```

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```
usage: freqtrade install-ui [-h] [--erase] [--ui-version UI_VERSION]
options:
-h, --help show this help message and exit
--erase Clean UI folder, don't download new version.
--ui-version UI_VERSION
Specify a specific version of FreqUI to install. Not
specifying this installs the latest version.
```

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```
usage: freqtrade list-data [-h] [-v] [--no-color] [--logfile FILE] [-V]
[-c PATH] [-d PATH] [--userdir PATH]
[--exchange EXCHANGE]
[--data-format-ohlcv {json,jsongz,feather,parquet}]
[--data-format-trades {json,jsongz,feather,parquet}]
[--trades] [-p PAIRS [PAIRS ...]]
[--trading-mode {spot,margin,futures}]
[--show-timerange]
options:
-h, --help show this help message and exit
--exchange EXCHANGE Exchange name. Only valid if no config is provided.
--data-format-ohlcv {json,jsongz,feather,parquet}
Storage format for downloaded candle (OHLCV) data.
(default: `feather`).
--data-format-trades {json,jsongz,feather,parquet}
Storage format for downloaded trades data. (default:
`feather`).
--trades Work on trades data instead of OHLCV data.
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
separated.
--trading-mode {spot,margin,futures}, --tradingmode {spot,margin,futures}
Select Trading mode
--show-timerange Show timerange available for available data. (May take
a while to calculate).
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```

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```
usage: freqtrade list-exchanges [-h] [-v] [--no-color] [--logfile FILE] [-V]
[-c PATH] [-d PATH] [--userdir PATH] [-1] [-a]
options:
-h, --help show this help message and exit
-1, --one-column Print output in one column.
-a, --all Print all exchanges known to the ccxt library.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```

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```
usage: freqtrade list-freqaimodels [-h] [-v] [--no-color] [--logfile FILE]
[-V] [-c PATH] [-d PATH] [--userdir PATH]
[--freqaimodel-path PATH] [-1]
options:
-h, --help show this help message and exit
--freqaimodel-path PATH
Specify additional lookup path for freqaimodels.
-1, --one-column Print output in one column.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```

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```
usage: freqtrade list-hyperoptloss [-h] [-v] [--no-color] [--logfile FILE]
[-V] [-c PATH] [-d PATH] [--userdir PATH]
[--hyperopt-path PATH] [-1]
options:
-h, --help show this help message and exit
--hyperopt-path PATH Specify additional lookup path for Hyperopt Loss
functions.
-1, --one-column Print output in one column.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```

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```
usage: freqtrade list-markets [-h] [-v] [--no-color] [--logfile FILE] [-V]
[-c PATH] [-d PATH] [--userdir PATH]
[--exchange EXCHANGE] [--print-list]
[--print-json] [-1] [--print-csv]
[--base BASE_CURRENCY [BASE_CURRENCY ...]]
[--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]]
[-a] [--trading-mode {spot,margin,futures}]
options:
-h, --help show this help message and exit
--exchange EXCHANGE Exchange name. Only valid if no config is provided.
--print-list Print list of pairs or market symbols. By default data
is printed in the tabular format.
--print-json Print list of pairs or market symbols in JSON format.
-1, --one-column Print output in one column.
--print-csv Print exchange pair or market data in the csv format.
--base BASE_CURRENCY [BASE_CURRENCY ...]
Specify base currency(-ies). Space-separated list.
--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]
Specify quote currency(-ies). Space-separated list.
-a, --all Print all pairs or market symbols. By default only
active ones are shown.
--trading-mode {spot,margin,futures}, --tradingmode {spot,margin,futures}
Select Trading mode
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```

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```
usage: freqtrade list-pairs [-h] [-v] [--no-color] [--logfile FILE] [-V]
[-c PATH] [-d PATH] [--userdir PATH]
[--exchange EXCHANGE] [--print-list]
[--print-json] [-1] [--print-csv]
[--base BASE_CURRENCY [BASE_CURRENCY ...]]
[--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]] [-a]
[--trading-mode {spot,margin,futures}]
options:
-h, --help show this help message and exit
--exchange EXCHANGE Exchange name. Only valid if no config is provided.
--print-list Print list of pairs or market symbols. By default data
is printed in the tabular format.
--print-json Print list of pairs or market symbols in JSON format.
-1, --one-column Print output in one column.
--print-csv Print exchange pair or market data in the csv format.
--base BASE_CURRENCY [BASE_CURRENCY ...]
Specify base currency(-ies). Space-separated list.
--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]
Specify quote currency(-ies). Space-separated list.
-a, --all Print all pairs or market symbols. By default only
active ones are shown.
--trading-mode {spot,margin,futures}, --tradingmode {spot,margin,futures}
Select Trading mode
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```

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```
usage: freqtrade list-strategies [-h] [-v] [--no-color] [--logfile FILE] [-V]
[-c PATH] [-d PATH] [--userdir PATH]
[--strategy-path PATH] [-1]
[--recursive-strategy-search]
options:
-h, --help show this help message and exit
--strategy-path PATH Specify additional strategy lookup path.
-1, --one-column Print output in one column.
--recursive-strategy-search
Recursively search for a strategy in the strategies
folder.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```

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```
usage: freqtrade list-timeframes [-h] [-v] [--no-color] [--logfile FILE] [-V]
[-c PATH] [-d PATH] [--userdir PATH]
[--exchange EXCHANGE] [-1]
options:
-h, --help show this help message and exit
--exchange EXCHANGE Exchange name. Only valid if no config is provided.
-1, --one-column Print output in one column.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```

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```
usage: freqtrade lookahead-analysis [-h] [-v] [--no-color] [--logfile FILE]
[-V] [-c PATH] [-d PATH] [--userdir PATH]
[-s NAME] [--strategy-path PATH]
[--recursive-strategy-search]
[--freqaimodel NAME]
[--freqaimodel-path PATH] [-i TIMEFRAME]
[--timerange TIMERANGE]
[--data-format-ohlcv {json,jsongz,feather,parquet}]
[--max-open-trades INT]
[--stake-amount STAKE_AMOUNT]
[--fee FLOAT] [-p PAIRS [PAIRS ...]]
[--enable-protections]
[--dry-run-wallet DRY_RUN_WALLET]
[--timeframe-detail TIMEFRAME_DETAIL]
[--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
[--export {none,trades,signals}]
[--export-filename PATH]
[--freqai-backtest-live-models]
[--minimum-trade-amount INT]
[--targeted-trade-amount INT]
[--lookahead-analysis-exportfilename LOOKAHEAD_ANALYSIS_EXPORTFILENAME]
options:
-h, --help show this help message and exit
-i TIMEFRAME, --timeframe TIMEFRAME
Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
--timerange TIMERANGE
Specify what timerange of data to use.
--data-format-ohlcv {json,jsongz,feather,parquet}
Storage format for downloaded candle (OHLCV) data.
(default: `feather`).
--max-open-trades INT
Override the value of the `max_open_trades`
configuration setting.
--stake-amount STAKE_AMOUNT
Override the value of the `stake_amount` configuration
setting.
--fee FLOAT Specify fee ratio. Will be applied twice (on trade
entry and exit).
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
separated.
--enable-protections, --enableprotections
Enable protections for backtesting.Will slow
backtesting down by a considerable amount, but will
include configured protections
--dry-run-wallet DRY_RUN_WALLET, --starting-balance DRY_RUN_WALLET
Starting balance, used for backtesting / hyperopt and
dry-runs.
--timeframe-detail TIMEFRAME_DETAIL
Specify detail timeframe for backtesting (`1m`, `5m`,
`30m`, `1h`, `1d`).
--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
Provide a space-separated list of strategies to
backtest. Please note that timeframe needs to be set
either in config or via command line. When using this
together with `--export trades`, the strategy-name is
injected into the filename (so `backtest-data.json`
becomes `backtest-data-SampleStrategy.json`
--export {none,trades,signals}
Export backtest results (default: trades).
--export-filename PATH, --backtest-filename PATH
Use this filename for backtest results.Requires
`--export` to be set as well. Example: `--export-filen
ame=user_data/backtest_results/backtest_today.json`
--freqai-backtest-live-models
Run backtest with ready models.
--minimum-trade-amount INT
Minimum trade amount for lookahead-analysis
--targeted-trade-amount INT
Targeted trade amount for lookahead analysis
--lookahead-analysis-exportfilename LOOKAHEAD_ANALYSIS_EXPORTFILENAME
Use this csv-filename to store lookahead-analysis-
results
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
Strategy arguments:
-s NAME, --strategy NAME
Specify strategy class name which will be used by the
bot.
--strategy-path PATH Specify additional strategy lookup path.
--recursive-strategy-search
Recursively search for a strategy in the strategies
folder.
--freqaimodel NAME Specify a custom freqaimodels.
--freqaimodel-path PATH
Specify additional lookup path for freqaimodels.
```

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```
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}
...
Free, open source crypto trading bot
positional arguments:
{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.
options:
-h, --help show this help message and exit
-V, --version show program's version number and exit
```

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```
usage: freqtrade new-config [-h] [-c PATH]
options:
-h, --help show this help message and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
```

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

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```
usage: freqtrade plot-dataframe [-h] [-v] [--no-color] [--logfile FILE] [-V]
[-c PATH] [-d PATH] [--userdir PATH] [-s NAME]
[--strategy-path PATH]
[--recursive-strategy-search]
[--freqaimodel NAME] [--freqaimodel-path PATH]
[-p PAIRS [PAIRS ...]]
[--indicators1 INDICATORS1 [INDICATORS1 ...]]
[--indicators2 INDICATORS2 [INDICATORS2 ...]]
[--plot-limit INT] [--db-url PATH]
[--trade-source {DB,file}]
[--export {none,trades,signals}]
[--export-filename PATH]
[--timerange TIMERANGE] [-i TIMEFRAME]
[--no-trades]
options:
-h, --help show this help message and exit
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
separated.
--indicators1 INDICATORS1 [INDICATORS1 ...]
Set indicators from your strategy you want in the
first row of the graph. Space-separated list. Example:
`ema3 ema5`. Default: `['sma', 'ema3', 'ema5']`.
--indicators2 INDICATORS2 [INDICATORS2 ...]
Set indicators from your strategy you want in the
third row of the graph. Space-separated list. Example:
`fastd fastk`. Default: `['macd', 'macdsignal']`.
--plot-limit INT Specify tick limit for plotting. Notice: too high
values cause huge files. Default: 750.
--db-url PATH Override trades database URL, this is useful in custom
deployments (default: `sqlite:///tradesv3.sqlite` for
Live Run mode, `sqlite:///tradesv3.dryrun.sqlite` for
Dry Run).
--trade-source {DB,file}
Specify the source for trades (Can be DB or file
(backtest file)) Default: file
--export {none,trades,signals}
Export backtest results (default: trades).
--export-filename PATH, --backtest-filename PATH
Use this filename for backtest results.Requires
`--export` to be set as well. Example: `--export-filen
ame=user_data/backtest_results/backtest_today.json`
--timerange TIMERANGE
Specify what timerange of data to use.
-i TIMEFRAME, --timeframe TIMEFRAME
Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
--no-trades Skip using trades from backtesting file and DB.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
Strategy arguments:
-s NAME, --strategy NAME
Specify strategy class name which will be used by the
bot.
--strategy-path PATH Specify additional strategy lookup path.
--recursive-strategy-search
Recursively search for a strategy in the strategies
folder.
--freqaimodel NAME Specify a custom freqaimodels.
--freqaimodel-path PATH
Specify additional lookup path for freqaimodels.
```

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```
usage: freqtrade plot-profit [-h] [-v] [--no-color] [--logfile FILE] [-V]
[-c PATH] [-d PATH] [--userdir PATH] [-s NAME]
[--strategy-path PATH]
[--recursive-strategy-search]
[--freqaimodel NAME] [--freqaimodel-path PATH]
[-p PAIRS [PAIRS ...]] [--timerange TIMERANGE]
[--export {none,trades,signals}]
[--export-filename PATH] [--db-url PATH]
[--trade-source {DB,file}] [-i TIMEFRAME]
[--auto-open]
options:
-h, --help show this help message and exit
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
separated.
--timerange TIMERANGE
Specify what timerange of data to use.
--export {none,trades,signals}
Export backtest results (default: trades).
--export-filename PATH, --backtest-filename PATH
Use this filename for backtest results.Requires
`--export` to be set as well. Example: `--export-filen
ame=user_data/backtest_results/backtest_today.json`
--db-url PATH Override trades database URL, this is useful in custom
deployments (default: `sqlite:///tradesv3.sqlite` for
Live Run mode, `sqlite:///tradesv3.dryrun.sqlite` for
Dry Run).
--trade-source {DB,file}
Specify the source for trades (Can be DB or file
(backtest file)) Default: file
-i TIMEFRAME, --timeframe TIMEFRAME
Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
--auto-open Automatically open generated plot.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
Strategy arguments:
-s NAME, --strategy NAME
Specify strategy class name which will be used by the
bot.
--strategy-path PATH Specify additional strategy lookup path.
--recursive-strategy-search
Recursively search for a strategy in the strategies
folder.
--freqaimodel NAME Specify a custom freqaimodels.
--freqaimodel-path PATH
Specify additional lookup path for freqaimodels.
```

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```
usage: freqtrade recursive-analysis [-h] [-v] [--no-color] [--logfile FILE]
[-V] [-c PATH] [-d PATH] [--userdir PATH]
[-s NAME] [--strategy-path PATH]
[--recursive-strategy-search]
[--freqaimodel NAME]
[--freqaimodel-path PATH] [-i TIMEFRAME]
[--timerange TIMERANGE]
[--data-format-ohlcv {json,jsongz,feather,parquet}]
[-p PAIRS [PAIRS ...]]
[--startup-candle STARTUP_CANDLE [STARTUP_CANDLE ...]]
options:
-h, --help show this help message and exit
-i TIMEFRAME, --timeframe TIMEFRAME
Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
--timerange TIMERANGE
Specify what timerange of data to use.
--data-format-ohlcv {json,jsongz,feather,parquet}
Storage format for downloaded candle (OHLCV) data.
(default: `feather`).
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
separated.
--startup-candle STARTUP_CANDLE [STARTUP_CANDLE ...]
Specify startup candles to be checked (`199`, `499`,
`999`, `1999`).
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
Strategy arguments:
-s NAME, --strategy NAME
Specify strategy class name which will be used by the
bot.
--strategy-path PATH Specify additional strategy lookup path.
--recursive-strategy-search
Recursively search for a strategy in the strategies
folder.
--freqaimodel NAME Specify a custom freqaimodels.
--freqaimodel-path PATH
Specify additional lookup path for freqaimodels.
```

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```
usage: freqtrade show-config [-h] [--userdir PATH] [-c PATH]
[--show-sensitive]
options:
-h, --help show this help message and exit
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
--show-sensitive Show secrets in the output.
```

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```
usage: freqtrade show-trades [-h] [-v] [--no-color] [--logfile FILE] [-V]
[-c PATH] [-d PATH] [--userdir PATH]
[--db-url PATH]
[--trade-ids TRADE_IDS [TRADE_IDS ...]]
[--print-json]
options:
-h, --help show this help message and exit
--db-url PATH Override trades database URL, this is useful in custom
deployments (default: `sqlite:///tradesv3.sqlite` for
Live Run mode, `sqlite:///tradesv3.dryrun.sqlite` for
Dry Run).
--trade-ids TRADE_IDS [TRADE_IDS ...]
Specify the list of trade ids.
--print-json Print output in JSON format.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```

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```
usage: freqtrade strategy-updater [-h] [-v] [--no-color] [--logfile FILE] [-V]
[-c PATH] [-d PATH] [--userdir PATH]
[--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
[--strategy-path PATH]
[--recursive-strategy-search]
options:
-h, --help show this help message and exit
--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
Provide a space-separated list of strategies to
backtest. Please note that timeframe needs to be set
either in config or via command line. When using this
together with `--export trades`, the strategy-name is
injected into the filename (so `backtest-data.json`
becomes `backtest-data-SampleStrategy.json`
--strategy-path PATH Specify additional strategy lookup path.
--recursive-strategy-search
Recursively search for a strategy in the strategies
folder.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```

22
docs/commands/test-pairlist.md Normal file
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@@ -0,0 +1,22 @@
```
usage: freqtrade test-pairlist [-h] [--userdir PATH] [-v] [-c PATH]
[--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]]
[-1] [--print-json] [--exchange EXCHANGE]
options:
-h, --help show this help message and exit
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]
Specify quote currency(-ies). Space-separated list.
-1, --one-column Print output in one column.
--print-json Print list of pairs or market symbols in JSON format.
--exchange EXCHANGE Exchange name. Only valid if no config is provided.
```

55
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View File

@@ -0,0 +1,55 @@
```
usage: freqtrade trade [-h] [-v] [--no-color] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [-s NAME]
[--strategy-path PATH] [--recursive-strategy-search]
[--freqaimodel NAME] [--freqaimodel-path PATH]
[--db-url PATH] [--sd-notify] [--dry-run]
[--dry-run-wallet DRY_RUN_WALLET] [--fee FLOAT]
options:
-h, --help show this help message and exit
--db-url PATH Override trades database URL, this is useful in custom
deployments (default: `sqlite:///tradesv3.sqlite` for
Live Run mode, `sqlite:///tradesv3.dryrun.sqlite` for
Dry Run).
--sd-notify Notify systemd service manager.
--dry-run Enforce dry-run for trading (removes Exchange secrets
and simulates trades).
--dry-run-wallet DRY_RUN_WALLET, --starting-balance DRY_RUN_WALLET
Starting balance, used for backtesting / hyperopt and
dry-runs.
--fee FLOAT Specify fee ratio. Will be applied twice (on trade
entry and exit).
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
Strategy arguments:
-s NAME, --strategy NAME
Specify strategy class name which will be used by the
bot.
--strategy-path PATH Specify additional strategy lookup path.
--recursive-strategy-search
Recursively search for a strategy in the strategies
folder.
--freqaimodel NAME Specify a custom freqaimodels.
--freqaimodel-path PATH
Specify additional lookup path for freqaimodels.
```

48
docs/commands/trades-to-ohlcv.md Normal file
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@@ -0,0 +1,48 @@
```
usage: freqtrade trades-to-ohlcv [-h] [-v] [--no-color] [--logfile FILE] [-V]
[-c PATH] [-d PATH] [--userdir PATH]
[-p PAIRS [PAIRS ...]]
[-t TIMEFRAMES [TIMEFRAMES ...]]
[--exchange EXCHANGE]
[--data-format-ohlcv {json,jsongz,feather,parquet}]
[--data-format-trades {json,jsongz,feather,parquet}]
[--trading-mode {spot,margin,futures}]
options:
-h, --help show this help message and exit
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
separated.
-t TIMEFRAMES [TIMEFRAMES ...], --timeframes TIMEFRAMES [TIMEFRAMES ...]
Specify which tickers to download. Space-separated
list. Default: `1m 5m`.
--exchange EXCHANGE Exchange name. Only valid if no config is provided.
--data-format-ohlcv {json,jsongz,feather,parquet}
Storage format for downloaded candle (OHLCV) data.
(default: `feather`).
--data-format-trades {json,jsongz,feather,parquet}
Storage format for downloaded trades data. (default:
`feather`).
--trading-mode {spot,margin,futures}, --tradingmode {spot,margin,futures}
Select Trading mode
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```

27
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@@ -0,0 +1,27 @@
```
usage: freqtrade webserver [-h] [-v] [--no-color] [--logfile FILE] [-V]
[-c PATH] [-d PATH] [--userdir PATH]
options:
-h, --help show this help message and exit
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```

258
docs/data-download.md
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@@ -16,76 +16,7 @@ You can use a relative timerange (`--days 20`) or an absolute starting point (`-
### Usage
```
usage: freqtrade download-data [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH]
[-p PAIRS [PAIRS ...]] [--pairs-file FILE]
[--days INT] [--new-pairs-days INT]
[--include-inactive-pairs]
[--timerange TIMERANGE] [--dl-trades]
[--convert] [--exchange EXCHANGE]
[-t TIMEFRAMES [TIMEFRAMES ...]] [--erase]
[--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}]
[--data-format-trades {json,jsongz,hdf5,feather,parquet}]
[--trading-mode {spot,margin,futures}]
[--prepend]
options:
-h, --help show this help message and exit
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
separated.
--pairs-file FILE File containing a list of pairs. Takes precedence over
--pairs or pairs configured in the configuration.
--days INT Download data for given number of days.
--new-pairs-days INT Download data of new pairs for given number of days.
Default: `None`.
--include-inactive-pairs
Also download data from inactive pairs.
--timerange TIMERANGE
Specify what timerange of data to use.
--dl-trades Download trades instead of OHLCV data. The bot will
resample trades to the desired timeframe as specified
as --timeframes/-t.
--convert Convert downloaded trades to OHLCV data. Only
applicable in combination with `--dl-trades`. Will be
automatic for exchanges which don't have historic
OHLCV (e.g. Kraken). If not provided, use `trades-to-
ohlcv` to convert trades data to OHLCV data.
--exchange EXCHANGE Exchange name. Only valid if no config is provided.
-t TIMEFRAMES [TIMEFRAMES ...], --timeframes TIMEFRAMES [TIMEFRAMES ...]
Specify which tickers to download. Space-separated
list. Default: `1m 5m`.
--erase Clean all existing data for the selected
exchange/pairs/timeframes.
--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}
Storage format for downloaded candle (OHLCV) data.
(default: `feather`).
--data-format-trades {json,jsongz,hdf5,feather,parquet}
Storage format for downloaded trades data. (default:
`feather`).
--trading-mode {spot,margin,futures}, --tradingmode {spot,margin,futures}
Select Trading mode
--prepend Allow data prepending. (Data-appending is disabled)
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```
--8<-- "commands/download-data.md"
!!! Tip "Downloading all data for one quote currency"
Often, you'll want to download data for all pairs of a specific quote-currency. In such cases, you can use the following shorthand:
@@ -162,7 +93,6 @@ Freqtrade currently supports the following data-formats:
* `feather` - a dataformat based on Apache Arrow
* `json` - plain "text" json files
* `jsongz` - a gzip-zipped version of json files
* `hdf5` - a high performance datastore (deprecated)
* `parquet` - columnar datastore (OHLCV only)
By default, both OHLCV data and trades data are stored in the `feather` format.
@@ -172,8 +102,8 @@ To persist this change, you should also add the following snippet to your config
``` jsonc
// ...
"dataformat_ohlcv": "hdf5",
"dataformat_trades": "hdf5",
"dataformat_ohlcv": "feather",
"dataformat_trades": "feather",
// ...
```
@@ -211,7 +141,6 @@ time freqtrade list-data --show-timerange --data-format-ohlcv <dataformat>
| `feather` | 72Mb | 3.5s |
| `json` | 149Mb | 25.6s |
| `jsongz` | 39Mb | 27s |
| `hdf5` | 145Mb | 3.9s |
| `parquet` | 83Mb | 3.8s |
Size has been taken from the BTC/USDT 1m spot combination for the timerange specified above.
@@ -249,55 +178,7 @@ Mixing different stake-currencies is allowed for this file, since it's only used
## Sub-command convert data
```
usage: freqtrade convert-data [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH]
[-p PAIRS [PAIRS ...]] --format-from
{json,jsongz,hdf5,feather,parquet} --format-to
{json,jsongz,hdf5,feather,parquet} [--erase]
[--exchange EXCHANGE]
[-t TIMEFRAMES [TIMEFRAMES ...]]
[--trading-mode {spot,margin,futures}]
[--candle-types {spot,futures,mark,index,premiumIndex,funding_rate} [{spot,futures,mark,index,premiumIndex,funding_rate} ...]]
options:
-h, --help show this help message and exit
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
separated.
--format-from {json,jsongz,hdf5,feather,parquet}
Source format for data conversion.
--format-to {json,jsongz,hdf5,feather,parquet}
Destination format for data conversion.
--erase Clean all existing data for the selected
exchange/pairs/timeframes.
--exchange EXCHANGE Exchange name. Only valid if no config is provided.
-t TIMEFRAMES [TIMEFRAMES ...], --timeframes TIMEFRAMES [TIMEFRAMES ...]
Specify which tickers to download. Space-separated
list. Default: `1m 5m`.
--trading-mode {spot,margin,futures}, --tradingmode {spot,margin,futures}
Select Trading mode
--candle-types {spot,futures,mark,index,premiumIndex,funding_rate} [{spot,futures,mark,index,premiumIndex,funding_rate} ...]
Select candle type to convert. Defaults to all
available types.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```
--8<-- "commands/convert-data.md"
### Example converting data
@@ -310,46 +191,7 @@ freqtrade convert-data --format-from json --format-to jsongz --datadir ~/.freqtr
## Sub-command convert trade data
```
usage: freqtrade convert-trade-data [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH]
[-p PAIRS [PAIRS ...]] --format-from
{json,jsongz,hdf5,feather,parquet}
--format-to
{json,jsongz,hdf5,feather,parquet}
[--erase] [--exchange EXCHANGE]
options:
-h, --help show this help message and exit
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
separated.
--format-from {json,jsongz,hdf5,feather,parquet}
Source format for data conversion.
--format-to {json,jsongz,hdf5,feather,parquet}
Destination format for data conversion.
--erase Clean all existing data for the selected
exchange/pairs/timeframes.
--exchange EXCHANGE Exchange name. Only valid if no config is provided.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```
--8<-- "commands/convert-trade-data.md"
### Example converting trades
@@ -365,49 +207,7 @@ freqtrade convert-trade-data --format-from jsongz --format-to json --datadir ~/.
When you need to use `--dl-trades` (kraken only) to download data, conversion of trades data to ohlcv data is the last step.
This command will allow you to repeat this last step for additional timeframes without re-downloading the data.
```
usage: freqtrade trades-to-ohlcv [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH]
[-p PAIRS [PAIRS ...]]
[-t TIMEFRAMES [TIMEFRAMES ...]]
[--exchange EXCHANGE]
[--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}]
[--data-format-trades {json,jsongz,hdf5,feather}]
options:
-h, --help show this help message and exit
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
separated.
-t TIMEFRAMES [TIMEFRAMES ...], --timeframes TIMEFRAMES [TIMEFRAMES ...]
Specify which tickers to download. Space-separated
list. Default: `1m 5m`.
--exchange EXCHANGE Exchange name. Only valid if no config is provided.
--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}
Storage format for downloaded candle (OHLCV) data.
(default: `feather`).
--data-format-trades {json,jsongz,hdf5,feather}
Storage format for downloaded trades data. (default:
`feather`).
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```
--8<-- "commands/trades-to-ohlcv.md"
### Example trade-to-ohlcv conversion
@@ -419,51 +219,7 @@ freqtrade trades-to-ohlcv --exchange kraken -t 5m 1h 1d --pairs BTC/EUR ETH/EUR
You can get a list of downloaded data using the `list-data` sub-command.
```
usage: freqtrade list-data [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
[--userdir PATH] [--exchange EXCHANGE]
[--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}]
[--data-format-trades {json,jsongz,hdf5,feather,parquet}]
[--trades] [-p PAIRS [PAIRS ...]]
[--trading-mode {spot,margin,futures}]
[--show-timerange]
options:
-h, --help show this help message and exit
--exchange EXCHANGE Exchange name. Only valid if no config is provided.
--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}
Storage format for downloaded candle (OHLCV) data.
(default: `feather`).
--data-format-trades {json,jsongz,hdf5,feather,parquet}
Storage format for downloaded trades data. (default:
`feather`).
--trades Work on trades data instead of OHLCV data.
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
separated.
--trading-mode {spot,margin,futures}, --tradingmode {spot,margin,futures}
Select Trading mode
--show-timerange Show timerange available for available data. (May take
a while to calculate).
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```
--8<-- "commands/list-data.md"
### Example list-data

4
docs/deprecated.md
View File

@@ -85,6 +85,6 @@ Setting protections from the configuration via `"protections": [],` has been rem
## hdf5 data storage
Using hdf5 as data storage has been deprecated in 2024.12 and will be removed in 2025.1. We recommend switching to the feather data format.
Using hdf5 as data storage has been deprecated in 2024.12 and was removed in 2025.1. We recommend switching to the feather data format.
Please use the [`convert-data` subcommand](data-download.md#sub-command-convert-data) to convert your existing data to one of the supported formats.
Please use the [`convert-data` subcommand](data-download.md#sub-command-convert-data) to convert your existing data to one of the supported formats before updating.

59
docs/edge.md
View File

@@ -215,64 +215,7 @@ Let's say the stake currency is **ETH** and there is $10$ **ETH** on the wallet.
## Edge command reference
```
usage: freqtrade edge [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
[--userdir PATH] [-s NAME] [--strategy-path PATH]
[-i TIMEFRAME] [--timerange TIMERANGE]
[--data-format-ohlcv {json,jsongz,hdf5}]
[--max-open-trades INT] [--stake-amount STAKE_AMOUNT]
[--fee FLOAT] [-p PAIRS [PAIRS ...]]
[--stoplosses STOPLOSS_RANGE]
optional arguments:
-h, --help show this help message and exit
-i TIMEFRAME, --timeframe TIMEFRAME
Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
--timerange TIMERANGE
Specify what timerange of data to use.
--data-format-ohlcv {json,jsongz,hdf5}
Storage format for downloaded candle (OHLCV) data.
(default: `None`).
--max-open-trades INT
Override the value of the `max_open_trades`
configuration setting.
--stake-amount STAKE_AMOUNT
Override the value of the `stake_amount` configuration
setting.
--fee FLOAT Specify fee ratio. Will be applied twice (on trade
entry and exit).
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
separated.
--stoplosses STOPLOSS_RANGE
Defines a range of stoploss values against which edge
will assess the strategy. The format is "min,max,step"
(without any space). Example:
`--stoplosses=-0.01,-0.1,-0.001`
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
Strategy arguments:
-s NAME, --strategy NAME
Specify strategy class name which will be used by the
bot.
--strategy-path PATH Specify additional strategy lookup path.
```
--8<-- "commands/edge.md"
## Configurations

122
docs/hyperopt.md
View File

@@ -36,127 +36,7 @@ pip install -r requirements-hyperopt.txt
## Hyperopt command reference
```
usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
[--userdir PATH] [-s NAME] [--strategy-path PATH]
[--recursive-strategy-search] [--freqaimodel NAME]
[--freqaimodel-path PATH] [-i TIMEFRAME]
[--timerange TIMERANGE]
[--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}]
[--max-open-trades INT]
[--stake-amount STAKE_AMOUNT] [--fee FLOAT]
[-p PAIRS [PAIRS ...]] [--hyperopt-path PATH]
[--eps] [--enable-protections]
[--dry-run-wallet DRY_RUN_WALLET]
[--timeframe-detail TIMEFRAME_DETAIL] [-e INT]
[--spaces {all,buy,sell,roi,stoploss,trailing,protection,trades,default} [{all,buy,sell,roi,stoploss,trailing,protection,trades,default} ...]]
[--print-all] [--no-color] [--print-json] [-j JOBS]
[--random-state INT] [--min-trades INT]
[--hyperopt-loss NAME] [--disable-param-export]
[--ignore-missing-spaces] [--analyze-per-epoch]
options:
-h, --help show this help message and exit
-i TIMEFRAME, --timeframe TIMEFRAME
Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
--timerange TIMERANGE
Specify what timerange of data to use.
--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}
Storage format for downloaded candle (OHLCV) data.
(default: `feather`).
--max-open-trades INT
Override the value of the `max_open_trades`
configuration setting.
--stake-amount STAKE_AMOUNT
Override the value of the `stake_amount` configuration
setting.
--fee FLOAT Specify fee ratio. Will be applied twice (on trade
entry and exit).
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
separated.
--hyperopt-path PATH Specify additional lookup path for Hyperopt Loss
functions.
--eps, --enable-position-stacking
Allow buying the same pair multiple times (position
stacking).
--enable-protections, --enableprotections
Enable protections for backtesting.Will slow
backtesting down by a considerable amount, but will
include configured protections
--dry-run-wallet DRY_RUN_WALLET, --starting-balance DRY_RUN_WALLET
Starting balance, used for backtesting / hyperopt and
dry-runs.
--timeframe-detail TIMEFRAME_DETAIL
Specify detail timeframe for backtesting (`1m`, `5m`,
`30m`, `1h`, `1d`).
-e INT, --epochs INT Specify number of epochs (default: 100).
--spaces {all,buy,sell,roi,stoploss,trailing,protection,trades,default} [{all,buy,sell,roi,stoploss,trailing,protection,trades,default} ...]
Specify which parameters to hyperopt. Space-separated
list.
--print-all Print all results, not only the best ones.
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--print-json Print output in JSON format.
-j JOBS, --job-workers JOBS
The number of concurrently running jobs for
hyperoptimization (hyperopt worker processes). If -1
(default), all CPUs are used, for -2, all CPUs but one
are used, etc. If 1 is given, no parallel computing
code is used at all.
--random-state INT Set random state to some positive integer for
reproducible hyperopt results.
--min-trades INT Set minimal desired number of trades for evaluations
in the hyperopt optimization path (default: 1).
--hyperopt-loss NAME, --hyperoptloss NAME
Specify the class name of the hyperopt loss function
class (IHyperOptLoss). Different functions can
generate completely different results, since the
target for optimization is different. Built-in
Hyperopt-loss-functions are:
ShortTradeDurHyperOptLoss, OnlyProfitHyperOptLoss,
SharpeHyperOptLoss, SharpeHyperOptLossDaily,
SortinoHyperOptLoss, SortinoHyperOptLossDaily,
CalmarHyperOptLoss, MaxDrawDownHyperOptLoss,
MaxDrawDownRelativeHyperOptLoss,
ProfitDrawDownHyperOptLoss
--disable-param-export
Disable automatic hyperopt parameter export.
--ignore-missing-spaces, --ignore-unparameterized-spaces
Suppress errors for any requested Hyperopt spaces that
do not contain any parameters.
--analyze-per-epoch Run populate_indicators once per epoch.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
Strategy arguments:
-s NAME, --strategy NAME
Specify strategy class name which will be used by the
bot.
--strategy-path PATH Specify additional strategy lookup path.
--recursive-strategy-search
Recursively search for a strategy in the strategies
folder.
--freqaimodel NAME Specify a custom freqaimodels.
--freqaimodel-path PATH
Specify additional lookup path for freqaimodels.
```
--8<-- "commands/hyperopt.md"
### Hyperopt checklist

34
docs/lookahead-analysis.md
View File

@@ -29,39 +29,7 @@ Those are set to avoid users accidentally generating false positives.
## Lookahead-analysis command reference
```
usage: freqtrade lookahead-analysis [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [-s NAME]
[--strategy-path PATH]
[--recursive-strategy-search]
[--freqaimodel NAME]
[--freqaimodel-path PATH] [-i TIMEFRAME]
[--timerange TIMERANGE]
[--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}]
[--max-open-trades INT]
[--stake-amount STAKE_AMOUNT]
[--fee FLOAT] [-p PAIRS [PAIRS ...]]
[--dry-run-wallet DRY_RUN_WALLET]
[--timeframe-detail TIMEFRAME_DETAIL]
[--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
[--export {none,trades,signals}]
[--export-filename PATH]
[--breakdown {day,week,month} [{day,week,month} ...]]
[--cache {none,day,week,month}]
[--freqai-backtest-live-models]
[--minimum-trade-amount INT]
[--targeted-trade-amount INT]
[--lookahead-analysis-exportfilename LOOKAHEAD_ANALYSIS_EXPORTFILENAME]
options:
--minimum-trade-amount INT
Minimum trade amount for lookahead-analysis
--targeted-trade-amount INT
Targeted trade amount for lookahead analysis
--lookahead-analysis-exportfilename LOOKAHEAD_ANALYSIS_EXPORTFILENAME
Use this csv-filename to store lookahead-analysis-
results
```
--8<-- "commands/lookahead-analysis.md"
!!! Note ""
The above Output was reduced to options `lookahead-analysis` adds on top of regular backtesting commands.

128
docs/plotting.md
View File

@@ -30,76 +30,7 @@ The `freqtrade plot-dataframe` subcommand shows an interactive graph with three
Possible arguments:
```
usage: freqtrade plot-dataframe [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [-s NAME]
[--strategy-path PATH] [-p PAIRS [PAIRS ...]]
[--indicators1 INDICATORS1 [INDICATORS1 ...]]
[--indicators2 INDICATORS2 [INDICATORS2 ...]]
[--plot-limit INT] [--db-url PATH]
[--trade-source {DB,file}] [--export EXPORT]
[--export-filename PATH]
[--timerange TIMERANGE] [-i TIMEFRAME]
[--no-trades]
optional arguments:
-h, --help show this help message and exit
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
separated.
--indicators1 INDICATORS1 [INDICATORS1 ...]
Set indicators from your strategy you want in the
first row of the graph. Space-separated list. Example:
`ema3 ema5`. Default: `['sma', 'ema3', 'ema5']`.
--indicators2 INDICATORS2 [INDICATORS2 ...]
Set indicators from your strategy you want in the
third row of the graph. Space-separated list. Example:
`fastd fastk`. Default: `['macd', 'macdsignal']`.
--plot-limit INT Specify tick limit for plotting. Notice: too high
values cause huge files. Default: 750.
--db-url PATH Override trades database URL, this is useful in custom
deployments (default: `sqlite:///tradesv3.sqlite` for
Live Run mode, `sqlite:///tradesv3.dryrun.sqlite` for
Dry Run).
--trade-source {DB,file}
Specify the source for trades (Can be DB or file
(backtest file)) Default: file
--export EXPORT Export backtest results, argument are: trades.
Example: `--export=trades`
--export-filename PATH
Save backtest results to the file with this filename.
Requires `--export` to be set as well. Example:
`--export-filename=user_data/backtest_results/backtest
_today.json`
--timerange TIMERANGE
Specify what timerange of data to use.
-i TIMEFRAME, --timeframe TIMEFRAME
Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
--no-trades Skip using trades from backtesting file and DB.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
Strategy arguments:
-s NAME, --strategy NAME
Specify strategy class name which will be used by the
bot.
--strategy-path PATH Specify additional strategy lookup path.
```
--8<-- "commands/plot-dataframe.md"
Example:
@@ -306,62 +237,7 @@ The forth graph can help you analyze trade parallelism, showing how often max_op
Possible options for the `freqtrade plot-profit` subcommand:
```
usage: freqtrade plot-profit [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [-s NAME]
[--strategy-path PATH] [-p PAIRS [PAIRS ...]]
[--timerange TIMERANGE] [--export EXPORT]
[--export-filename PATH] [--db-url PATH]
[--trade-source {DB,file}] [-i TIMEFRAME]
optional arguments:
-h, --help show this help message and exit
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
separated.
--timerange TIMERANGE
Specify what timerange of data to use.
--export EXPORT Export backtest results, argument are: trades.
Example: `--export=trades`
--export-filename PATH, --backtest-filename PATH
Use backtest results from this filename.
Requires `--export` to be set as well. Example:
`--export-filename=user_data/backtest_results/backtest
_today.json`
--db-url PATH Override trades database URL, this is useful in custom
deployments (default: `sqlite:///tradesv3.sqlite` for
Live Run mode, `sqlite:///tradesv3.dryrun.sqlite` for
Dry Run).
--trade-source {DB,file}
Specify the source for trades (Can be DB or file
(backtest file)) Default: file
-i TIMEFRAME, --timeframe TIMEFRAME
Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
--auto-open Automatically open generated plot.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
Strategy arguments:
-s NAME, --strategy NAME
Specify strategy class name which will be used by the
bot.
--strategy-path PATH Specify additional strategy lookup path.
```
--8<-- "commands/plot-profit.md"
The `-p/--pairs` argument, can be used to limit the pairs that are considered for this calculation.

51
docs/recursive-analysis.md
View File

@@ -26,56 +26,7 @@ In addition to the recursive formula check, this command also carries out a simp
## Recursive-analysis command reference
```
usage: freqtrade recursive-analysis [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [-s NAME]
[--strategy-path PATH]
[--recursive-strategy-search]
[--freqaimodel NAME]
[--freqaimodel-path PATH] [-i TIMEFRAME]
[--timerange TIMERANGE]
[--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}]
[-p PAIR]
[--freqai-backtest-live-models]
[--startup-candle STARTUP_CANDLES [STARTUP_CANDLES ...]]
optional arguments:
-h, --help show this help message and exit
-i TIMEFRAME, --timeframe TIMEFRAME
Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}
Storage format for downloaded candle (OHLCV) data.
(default: `feather`).
-p PAIR, --pairs PAIR
Limit command to this pair.
--startup-candle STARTUP_CANDLE [STARTUP_CANDLE ...]
Provide a space-separated list of startup_candle_count to
be checked. Default : `199 399 499 999 1999`.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
Strategy arguments:
-s NAME, --strategy NAME
Specify strategy class name which will be used by the
bot.
--strategy-path PATH Specify additional strategy lookup path.
--timerange TIMERANGE
Specify what timerange of data to use.
```
--8<-- "commands/recursive-analysis.md"
### Why are odd-numbered default startup candles used?

560
docs/utils.md
View File

@@ -6,17 +6,9 @@ Besides the Live-Trade and Dry-Run run modes, the `backtesting`, `edge` and `hyp
Creates the directory structure to hold your files for freqtrade.
Will also create strategy and hyperopt examples for you to get started.
Can be used multiple times - using `--reset` will reset the sample strategy and hyperopt files to their default state.
Can be used multiple times - using `--reset` will reset the sample strategy and hyperopt files to their default state.
```
usage: freqtrade create-userdir [-h] [--userdir PATH] [--reset]
optional arguments:
-h, --help show this help message and exit
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
--reset Reset sample files to their original state.
```
--8<-- "commands/create-userdir.md"
!!! Warning
Using `--reset` may result in loss of data, since this will overwrite all sample files without asking again.
@@ -38,15 +30,7 @@ optional arguments:
Creates a new configuration file, asking some questions which are important selections for a configuration.
```
usage: freqtrade new-config [-h] [-c PATH]
optional arguments:
-h, --help show this help message and exit
-c PATH, --config PATH
Specify configuration file (default: `config.json`). Multiple --config options may be used. Can be set to `-`
to read config from stdin.
```
--8<-- "commands/new-config.md"
!!! Warning
Only vital questions are asked. Freqtrade offers a lot more configuration possibilities, which are listed in the [Configuration documentation](configuration.md#configuration-parameters)
@@ -73,21 +57,7 @@ Especially useful with [split configuration files](configuration.md#multiple-con
![Show config output](assets/show-config-output.png)
```
usage: freqtrade show-config [-h] [--userdir PATH] [-c PATH]
[--show-sensitive]
options:
-h, --help show this help message and exit
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
--show-sensitive Show secrets in the output.
```
--8<-- "commands/show-config.md"
``` output
Your combined configuration is:
@@ -120,23 +90,7 @@ The file will be named inline with your class name, and will not overwrite exist
Results will be located in `user_data/strategies/<strategyclassname>.py`.
``` output
usage: freqtrade new-strategy [-h] [--userdir PATH] [-s NAME]
[--template {full,minimal,advanced}]
optional arguments:
-h, --help show this help message and exit
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
-s NAME, --strategy NAME
Specify strategy class name which will be used by the
bot.
--template {full,minimal,advanced}
Use a template which is either `minimal`, `full`
(containing multiple sample indicators) or `advanced`.
Default: `full`.
```
--8<-- "commands/new-strategy.md"
### Sample usage of new-strategy
@@ -162,38 +116,7 @@ Use the `list-strategies` subcommand to see all strategies in one particular dir
This subcommand is useful for finding problems in your environment with loading strategies: modules with strategies that contain errors and failed to load are printed in red (LOAD FAILED), while strategies with duplicate names are printed in yellow (DUPLICATE NAME).
```
usage: freqtrade list-strategies [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH]
[--strategy-path PATH] [-1] [--no-color]
[--recursive-strategy-search]
optional arguments:
-h, --help show this help message and exit
--strategy-path PATH Specify additional strategy lookup path.
-1, --one-column Print output in one column.
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--recursive-strategy-search
Recursively search for a strategy in the strategies
folder.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```
--8<-- "commands/list-strategies.md"
!!! Warning
Using these commands will try to load all python files from a directory. This can be a security risk if untrusted files reside in this directory, since all module-level code is executed.
@@ -224,36 +147,7 @@ It provides a quick list of all available loss functions in your environment.
This subcommand can be useful for finding problems in your environment with loading loss functions: modules with Hyperopt-Loss functions that contain errors and failed to load are printed in red (LOAD FAILED), while hyperopt-Loss functions with duplicate names are printed in yellow (DUPLICATE NAME).
```
usage: freqtrade list-hyperoptloss [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH]
[--hyperopt-path PATH] [-1] [--no-color]
options:
-h, --help show this help message and exit
--hyperopt-path PATH Specify additional lookup path for Hyperopt Loss
functions.
-1, --one-column Print output in one column.
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```
--8<-- "commands/list-hyperoptloss.md"
## List freqAI models
@@ -261,49 +155,13 @@ Use the `list-freqaimodels` subcommand to see all freqAI models available.
This subcommand is useful for finding problems in your environment with loading freqAI models: modules with models that contain errors and failed to load are printed in red (LOAD FAILED), while models with duplicate names are printed in yellow (DUPLICATE NAME).
```
usage: freqtrade list-freqaimodels [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH]
[--freqaimodel-path PATH] [-1] [--no-color]
optional arguments:
-h, --help show this help message and exit
--freqaimodel-path PATH
Specify additional lookup path for freqaimodels.
-1, --one-column Print output in one column.
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```
--8<-- "commands/list-freqaimodels.md"
## List Exchanges
Use the `list-exchanges` subcommand to see the exchanges available for the bot.
```
usage: freqtrade list-exchanges [-h] [-1] [-a]
optional arguments:
-h, --help show this help message and exit
-1, --one-column Print output in one column.
-a, --all Print all exchanges known to the ccxt library.
```
--8<-- "commands/list-exchanges.md"
Example: see exchanges available for the bot:
@@ -352,35 +210,7 @@ okx True Official spot, isolated futures
Use the `list-timeframes` subcommand to see the list of timeframes available for the exchange.
```
usage: freqtrade list-timeframes [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH]
[--exchange EXCHANGE] [-1]
options:
-h, --help show this help message and exit
--exchange EXCHANGE Exchange name. Only valid if no config is provided.
-1, --one-column Print output in one column.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```
--8<-- "commands/list-timeframes.md"
* Example: see the timeframes for the 'binance' exchange, set in the configuration file:
@@ -408,54 +238,7 @@ You can print info about any pair/market with these subcommands - and you can fi
These subcommands have same usage and same set of available options:
```
usage: freqtrade list-markets [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [--exchange EXCHANGE]
[--print-list] [--print-json] [-1] [--print-csv]
[--base BASE_CURRENCY [BASE_CURRENCY ...]]
[--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]]
[-a] [--trading-mode {spot,margin,futures}]
usage: freqtrade list-pairs [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [--exchange EXCHANGE]
[--print-list] [--print-json] [-1] [--print-csv]
[--base BASE_CURRENCY [BASE_CURRENCY ...]]
[--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]] [-a]
[--trading-mode {spot,margin,futures}]
options:
-h, --help show this help message and exit
--exchange EXCHANGE Exchange name. Only valid if no config is provided.
--print-list Print list of pairs or market symbols. By default data
is printed in the tabular format.
--print-json Print list of pairs or market symbols in JSON format.
-1, --one-column Print output in one column.
--print-csv Print exchange pair or market data in the csv format.
--base BASE_CURRENCY [BASE_CURRENCY ...]
Specify base currency(-ies). Space-separated list.
--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]
Specify quote currency(-ies). Space-separated list.
-a, --all Print all pairs or market symbols. By default only
active ones are shown.
--trading-mode {spot,margin,futures}, --tradingmode {spot,margin,futures}
Select Trading mode
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```
--8<-- "commands/list-pairs.md"
By default, only active pairs/markets are shown. Active pairs/markets are those that can currently be traded on the exchange.
You can use the `-a`/`-all` option to see the list of all pairs/markets, including the inactive ones.
@@ -493,28 +276,7 @@ Use the `test-pairlist` subcommand to test the configuration of [dynamic pairlis
Requires a configuration with specified `pairlists` attribute.
Can be used to generate static pairlists to be used during backtesting / hyperopt.
```
usage: freqtrade test-pairlist [-h] [--userdir PATH] [-v] [-c PATH]
[--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]]
[-1] [--print-json] [--exchange EXCHANGE]
options:
-h, --help show this help message and exit
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]
Specify quote currency(-ies). Space-separated list.
-1, --one-column Print output in one column.
--print-json Print list of pairs or market symbols in JSON format.
--exchange EXCHANGE Exchange name. Only valid if no config is provided.
```
--8<-- "commands/test-pairlist.md"
### Examples
@@ -530,17 +292,7 @@ freqtrade test-pairlist --config config.json --quote USDT BTC
Please refer to the [corresponding documentation](advanced-setup.md#use-a-different-database-system) to learn about requirements for different database systems.
```
usage: freqtrade convert-db [-h] [--db-url PATH] [--db-url-from PATH]
optional arguments:
-h, --help show this help message and exit
--db-url PATH Override trades database URL, this is useful in custom
deployments (default: `sqlite:///tradesv3.sqlite` for
Live Run mode, `sqlite:///tradesv3.dryrun.sqlite` for
Dry Run).
--db-url-from PATH Source db url to use when migrating a database.
```
--8<-- "commands/convert-db.md"
!!! Warning
Please ensure to only use this on an empty target database. Freqtrade will perform a regular migration, but may fail if entries already existed.
@@ -556,30 +308,7 @@ Freqtrade will start the webserver and allow FreqUI to start and control backtes
This has the advantage that data will not be reloaded between backtesting runs (as long as timeframe and timerange remain identical).
FreqUI will also show the backtesting results.
```
usage: freqtrade webserver [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
[--userdir PATH]
optional arguments:
-h, --help show this help message and exit
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```
--8<-- "commands/webserver.md"
### Webserver mode - docker
@@ -609,37 +338,7 @@ Adding `--show-pair-list` outputs a sorted pair list you can easily copy/paste i
??? Warning "Strategy overfitting"
Only using winning pairs can lead to an overfitted strategy, which will not work well on future data. Make sure to extensively test your strategy in dry-run before risking real money.
```
usage: freqtrade backtesting-show [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH]
[--export-filename PATH] [--show-pair-list]
optional arguments:
-h, --help show this help message and exit
--export-filename PATH
Save backtest results to the file with this filename.
Requires `--export` to be set as well. Example:
`--export-filename=user_data/backtest_results/backtest
_today.json`
--show-pair-list Show backtesting pairlist sorted by profit.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```
--8<-- "commands/backtesting-show.md"
## Detailed backtest analysis
@@ -647,134 +346,13 @@ Advanced backtest result analysis.
More details in the [Backtesting analysis](advanced-backtesting.md#analyze-the-buyentry-and-sellexit-tags) Section.
```
usage: freqtrade backtesting-analysis [-h] [-v] [--logfile FILE] [-V]
[-c PATH] [-d PATH] [--userdir PATH]
[--export-filename PATH]
[--analysis-groups {0,1,2,3,4} [{0,1,2,3,4} ...]]
[--enter-reason-list ENTER_REASON_LIST [ENTER_REASON_LIST ...]]
[--exit-reason-list EXIT_REASON_LIST [EXIT_REASON_LIST ...]]
[--indicator-list INDICATOR_LIST [INDICATOR_LIST ...]]
[--timerange YYYYMMDD-[YYYYMMDD]]
[--rejected]
[--analysis-to-csv]
[--analysis-csv-path PATH]
optional arguments:
-h, --help show this help message and exit
--export-filename PATH, --backtest-filename PATH
Use this filename for backtest results.Requires
`--export` to be set as well. Example: `--export-filen
ame=user_data/backtest_results/backtest_today.json`
--analysis-groups {0,1,2,3,4} [{0,1,2,3,4} ...]
grouping output - 0: simple wins/losses by enter tag,
1: by enter_tag, 2: by enter_tag and exit_tag, 3: by
pair and enter_tag, 4: by pair, enter_ and exit_tag
(this can get quite large)
--enter-reason-list ENTER_REASON_LIST [ENTER_REASON_LIST ...]
Space separated list of entry signals to analyse.
Default: all. e.g. 'entry_tag_a entry_tag_b'
--exit-reason-list EXIT_REASON_LIST [EXIT_REASON_LIST ...]
Space separated list of exit signals to analyse.
Default: all. e.g.
'exit_tag_a roi stop_loss trailing_stop_loss'
--indicator-list INDICATOR_LIST [INDICATOR_LIST ...]
Space separated list of indicators to analyse. e.g.
'close rsi bb_lowerband profit_abs'
--timerange YYYYMMDD-[YYYYMMDD]
Timerange to filter trades for analysis,
start inclusive, end exclusive. e.g.
20220101-20220201
--rejected
Print out rejected trades table
--analysis-to-csv
Write out tables to individual CSVs, by default to
'user_data/backtest_results' unless '--analysis-csv-path' is given.
--analysis-csv-path [PATH]
Optional path where individual CSVs will be written. If not used,
CSVs will be written to 'user_data/backtest_results'.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```
--8<-- "commands/backtesting-analysis.md"
## List Hyperopt results
You can list the hyperoptimization epochs the Hyperopt module evaluated previously with the `hyperopt-list` sub-command.
```
usage: freqtrade hyperopt-list [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [--best]
[--profitable] [--min-trades INT]
[--max-trades INT] [--min-avg-time FLOAT]
[--max-avg-time FLOAT] [--min-avg-profit FLOAT]
[--max-avg-profit FLOAT]
[--min-total-profit FLOAT]
[--max-total-profit FLOAT]
[--min-objective FLOAT] [--max-objective FLOAT]
[--no-color] [--print-json] [--no-details]
[--hyperopt-filename PATH] [--export-csv FILE]
optional arguments:
-h, --help show this help message and exit
--best Select only best epochs.
--profitable Select only profitable epochs.
--min-trades INT Select epochs with more than INT trades.
--max-trades INT Select epochs with less than INT trades.
--min-avg-time FLOAT Select epochs above average time.
--max-avg-time FLOAT Select epochs below average time.
--min-avg-profit FLOAT
Select epochs above average profit.
--max-avg-profit FLOAT
Select epochs below average profit.
--min-total-profit FLOAT
Select epochs above total profit.
--max-total-profit FLOAT
Select epochs below total profit.
--min-objective FLOAT
Select epochs above objective.
--max-objective FLOAT
Select epochs below objective.
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--print-json Print output in JSON format.
--no-details Do not print best epoch details.
--hyperopt-filename FILENAME
Hyperopt result filename.Example: `--hyperopt-
filename=hyperopt_results_2020-09-27_16-20-48.pickle`
--export-csv FILE Export to CSV-File. This will disable table print.
Example: --export-csv hyperopt.csv
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```
--8<-- "commands/hyperopt-list.md"
!!! Note
`hyperopt-list` will automatically use the latest available hyperopt results file.
@@ -796,46 +374,7 @@ freqtrade hyperopt-list --profitable --no-details
You can show the details of any hyperoptimization epoch previously evaluated by the Hyperopt module with the `hyperopt-show` subcommand.
```
usage: freqtrade hyperopt-show [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [--best]
[--profitable] [-n INT] [--print-json]
[--hyperopt-filename FILENAME] [--no-header]
[--disable-param-export]
[--breakdown {day,week,month} [{day,week,month} ...]]
optional arguments:
-h, --help show this help message and exit
--best Select only best epochs.
--profitable Select only profitable epochs.
-n INT, --index INT Specify the index of the epoch to print details for.
--print-json Print output in JSON format.
--hyperopt-filename FILENAME
Hyperopt result filename.Example: `--hyperopt-
filename=hyperopt_results_2020-09-27_16-20-48.pickle`
--no-header Do not print epoch details header.
--disable-param-export
Disable automatic hyperopt parameter export.
--breakdown {day,week,month} [{day,week,month} ...]
Show backtesting breakdown per [day, week, month].
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```
--8<-- "commands/hyperopt-show.md"
!!! Note
`hyperopt-show` will automatically use the latest available hyperopt results file.
@@ -859,38 +398,7 @@ freqtrade hyperopt-show --best -n -1 --print-json --no-header
Print selected (or all) trades from database to screen.
```
usage: freqtrade show-trades [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [--db-url PATH]
[--trade-ids TRADE_IDS [TRADE_IDS ...]]
[--print-json]
optional arguments:
-h, --help show this help message and exit
--db-url PATH Override trades database URL, this is useful in custom
deployments (default: `sqlite:///tradesv3.sqlite` for
Live Run mode, `sqlite:///tradesv3.dryrun.sqlite` for
Dry Run).
--trade-ids TRADE_IDS [TRADE_IDS ...]
Specify the list of trade ids.
--print-json Print output in JSON format.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```
--8<-- "commands/show-trades.md"
### Examples
@@ -910,32 +418,4 @@ Your original strategy will remain available in the `user_data/strategies_orig_u
Strategy updater will work on a "best effort" approach. Please do your due diligence and verify the results of the conversion.
We also recommend to run a python formatter (e.g. `black`) to format results in a sane manner.
```
usage: freqtrade strategy-updater [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH]
[--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
options:
-h, --help show this help message and exit
--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
Provide a space-separated list of strategies to
be converted.
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```
--8<-- "commands/strategy-updater.md"

2
freqtrade/constants.py
View File

@@ -58,7 +58,7 @@ AVAILABLE_PAIRLISTS = [
"SpreadFilter",
"VolatilityFilter",
]
AVAILABLE_DATAHANDLERS = ["json", "jsongz", "hdf5", "feather", "parquet"]
AVAILABLE_DATAHANDLERS = ["json", "jsongz", "feather", "parquet"]
BACKTEST_BREAKDOWNS = ["day", "week", "month"]
BACKTEST_CACHE_AGE = ["none", "day", "week", "month"]
BACKTEST_CACHE_DEFAULT = "day"

181
freqtrade/data/history/datahandlers/hdf5datahandler.py
View File

@@ -1,181 +0,0 @@
import logging
import numpy as np
import pandas as pd
from freqtrade.configuration import TimeRange
from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS
from freqtrade.enums import CandleType, TradingMode
from .idatahandler import IDataHandler
logger = logging.getLogger(__name__)
class HDF5DataHandler(IDataHandler):
_columns = DEFAULT_DATAFRAME_COLUMNS
def ohlcv_store(
self, pair: str, timeframe: str, data: pd.DataFrame, candle_type: CandleType
) -> None:
"""
Store data in hdf5 file.
:param pair: Pair - used to generate filename
:param timeframe: Timeframe - used to generate filename
:param data: Dataframe containing OHLCV data
:param candle_type: Any of the enum CandleType (must match trading mode!)
:return: None
"""
key = self._pair_ohlcv_key(pair, timeframe)
_data = data.copy()
filename = self._pair_data_filename(self._datadir, pair, timeframe, candle_type)
self.create_dir_if_needed(filename)
_data.loc[:, self._columns].to_hdf(
filename,
key=key,
mode="a",
complevel=9,
complib="blosc",
format="table",
data_columns=["date"],
)
def _ohlcv_load(
self, pair: str, timeframe: str, timerange: TimeRange | None, candle_type: CandleType
) -> pd.DataFrame:
"""
Internal method used to load data for one pair from disk.
Implements the loading and conversion to a Pandas dataframe.
Timerange trimming and dataframe validation happens outside of this method.
:param pair: Pair to load data
:param timeframe: Timeframe (e.g. "5m")
:param timerange: Limit data to be loaded to this timerange.
Optionally implemented by subclasses to avoid loading
all data where possible.
:param candle_type: Any of the enum CandleType (must match trading mode!)
:return: DataFrame with ohlcv data, or empty DataFrame
"""
key = self._pair_ohlcv_key(pair, timeframe)
filename = self._pair_data_filename(self._datadir, pair, timeframe, candle_type=candle_type)
if not filename.exists():
# Fallback mode for 1M files
filename = self._pair_data_filename(
self._datadir, pair, timeframe, candle_type=candle_type, no_timeframe_modify=True
)
if not filename.exists():
return pd.DataFrame(columns=self._columns)
try:
where = []
if timerange:
if timerange.starttype == "date":
where.append(f"date >= Timestamp({timerange.startts * 1e9})")
if timerange.stoptype == "date":
where.append(f"date <= Timestamp({timerange.stopts * 1e9})")
pairdata = pd.read_hdf(filename, key=key, mode="r", where=where)
if list(pairdata.columns) != self._columns:
raise ValueError("Wrong dataframe format")
pairdata = pairdata.astype(
dtype={
"open": "float",
"high": "float",
"low": "float",
"close": "float",
"volume": "float",
}
)
pairdata = pairdata.reset_index(drop=True)
return pairdata
except ValueError:
raise
except Exception as e:
logger.exception(
f"Error loading data from {filename}. Exception: {e}. Returning empty dataframe."
)
return pd.DataFrame(columns=self._columns)
def ohlcv_append(
self, pair: str, timeframe: str, data: pd.DataFrame, candle_type: CandleType
) -> None:
"""
Append data to existing data structures
:param pair: Pair
:param timeframe: Timeframe this ohlcv data is for
:param data: Data to append.
:param candle_type: Any of the enum CandleType (must match trading mode!)
"""
raise NotImplementedError()
def _trades_store(self, pair: str, data: pd.DataFrame, trading_mode: TradingMode) -> None:
"""
Store trades data (list of Dicts) to file
:param pair: Pair - used for filename
:param data: Dataframe containing trades
column sequence as in DEFAULT_TRADES_COLUMNS
:param trading_mode: Trading mode to use (used to determine the filename)
"""
key = self._pair_trades_key(pair)
data.to_hdf(
self._pair_trades_filename(self._datadir, pair, trading_mode),
key=key,
mode="a",
complevel=9,
complib="blosc",
format="table",
data_columns=["timestamp"],
)
def trades_append(self, pair: str, data: pd.DataFrame):
"""
Append data to existing files
:param pair: Pair - used for filename
:param data: Dataframe containing trades
column sequence as in DEFAULT_TRADES_COLUMNS
"""
raise NotImplementedError()
def _trades_load(
self, pair: str, trading_mode: TradingMode, timerange: TimeRange | None = None
) -> pd.DataFrame:
"""
Load a pair from h5 file.
:param pair: Load trades for this pair
:param trading_mode: Trading mode to use (used to determine the filename)
:param timerange: Timerange to load trades for - currently not implemented
:return: Dataframe containing trades
"""
key = self._pair_trades_key(pair)
filename = self._pair_trades_filename(self._datadir, pair, trading_mode)
if not filename.exists():
return pd.DataFrame(columns=DEFAULT_TRADES_COLUMNS)
where = []
if timerange:
if timerange.starttype == "date":
where.append(f"timestamp >= {timerange.startts * 1e3}")
if timerange.stoptype == "date":
where.append(f"timestamp < {timerange.stopts * 1e3}")
trades: pd.DataFrame = pd.read_hdf(filename, key=key, mode="r", where=where)
trades[["id", "type"]] = trades[["id", "type"]].replace({np.nan: None})
return trades
@classmethod
def _get_file_extension(cls):
return "h5"
@classmethod
def _pair_ohlcv_key(cls, pair: str, timeframe: str) -> str:
# Escape futures pairs to avoid warnings
pair_esc = pair.replace(":", "_")
return f"{pair_esc}/ohlcv/tf_{timeframe}"
@classmethod
def _pair_trades_key(cls, pair: str) -> str:
return f"{pair}/trades"

12
freqtrade/data/history/datahandlers/idatahandler.py
View File

@@ -23,6 +23,7 @@ from freqtrade.data.converter import (
trim_dataframe,
)
from freqtrade.enums import CandleType, TradingMode
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import timeframe_to_seconds
@@ -549,16 +550,13 @@ def get_datahandlerclass(datatype: str) -> type[IDataHandler]:
return JsonGzDataHandler
elif datatype == "hdf5":
from .hdf5datahandler import HDF5DataHandler
logger.warning(
"DEPRECATED: The hdf5 dataformat is deprecated and will be removed in the "
"next release. "
"Please use the convert-data command to convert your data to a supported format."
raise OperationalException(
"DEPRECATED: The hdf5 dataformat is deprecated and has been removed in 2025.1. "
"Please downgrade to 2024.12 and use the convert-data command to convert your data "
"to a supported format."
"We recommend using the feather format, as it is faster and is more space-efficient."
)
return HDF5DataHandler
elif datatype == "feather":
from .featherdatahandler import FeatherDataHandler

6
pyproject.toml
View File

@@ -98,10 +98,6 @@ freqai_rl = [
"sb3-contrib",
"tqdm",
]
hdf5 = [
"tables",
"blosc",
]
develop = [
"coveralls",
"isort",
@@ -129,7 +125,7 @@ jupyter = [
"nbconvert",
]
all = [
"freqtrade[plot,hyperopt,freqai,freqai_rl,hdf5,jupyter]",
"freqtrade[plot,hyperopt,freqai,freqai_rl,jupyter]",
]
dev = [
"freqtrade[all,develop]",

4
requirements.txt
View File

@@ -22,10 +22,6 @@ technical==1.5.0
tabulate==0.9.0
pycoingecko==3.2.0
jinja2==3.1.5
tables==3.10.1
# Pin blosc2 to < 3.0 until piwheel has wheels for 3.x
blosc2==2.7.1; platform_machine == 'armv7l' or python_version < '3.11'
blosc2==3.0.0; platform_machine != 'armv7l' and python_version >= '3.11'
joblib==1.4.2
rich==13.9.4
pyarrow==18.1.0; platform_machine != 'armv7l'

20
setup.sh
View File

@@ -136,22 +136,6 @@ function install_talib() {
cd ..
}
function install_mac_newer_python_dependencies() {
if [ ! $(brew --prefix --installed hdf5 2>/dev/null) ]
then
echo_block "Installing hdf5"
brew install hdf5
fi
export HDF5_DIR=$(brew --prefix)
if [ ! $(brew --prefix --installed c-blosc 2>/dev/null) ]
then
echo_block "Installing c-blosc"
brew install c-blosc
fi
export CBLOSC_DIR=$(brew --prefix)
}
# Install bot MacOS
function install_macos() {
@@ -165,10 +149,6 @@ function install_macos() {
#Gets number after decimal in python version
version=$(egrep -o 3.\[0-9\]+ <<< $PYTHON | sed 's/3.//g')
if [[ $version -ge 10 ]]; then #Checks if python version >= 3.10
install_mac_newer_python_dependencies
fi
}
# Install bot Debian_ubuntu

136
tests/data/test_datahandler.py
View File

@@ -12,7 +12,6 @@ from pandas.testing import assert_frame_equal
from freqtrade.configuration import TimeRange
from freqtrade.constants import AVAILABLE_DATAHANDLERS
from freqtrade.data.history.datahandlers.featherdatahandler import FeatherDataHandler
from freqtrade.data.history.datahandlers.hdf5datahandler import HDF5DataHandler
from freqtrade.data.history.datahandlers.idatahandler import (
IDataHandler,
get_datahandler,
@@ -21,6 +20,7 @@ from freqtrade.data.history.datahandlers.idatahandler import (
from freqtrade.data.history.datahandlers.jsondatahandler import JsonDataHandler, JsonGzDataHandler
from freqtrade.data.history.datahandlers.parquetdatahandler import ParquetDataHandler
from freqtrade.enums import CandleType, TradingMode
from freqtrade.exceptions import OperationalException
from tests.conftest import log_has, log_has_re
@@ -45,18 +45,12 @@ def test_datahandler_ohlcv_get_pairs(testdatadir):
pairs = JsonGzDataHandler.ohlcv_get_pairs(testdatadir, "8m", candle_type=CandleType.SPOT)
assert set(pairs) == {"UNITTEST/BTC"}
pairs = HDF5DataHandler.ohlcv_get_pairs(testdatadir, "5m", candle_type=CandleType.SPOT)
assert set(pairs) == {"UNITTEST/BTC"}
pairs = FeatherDataHandler.ohlcv_get_pairs(testdatadir, "1h", candle_type=CandleType.MARK)
assert set(pairs) == {"UNITTEST/USDT:USDT", "XRP/USDT:USDT"}
pairs = JsonGzDataHandler.ohlcv_get_pairs(testdatadir, "1h", candle_type=CandleType.FUTURES)
assert set(pairs) == {"XRP/USDT:USDT"}
pairs = HDF5DataHandler.ohlcv_get_pairs(testdatadir, "1h", candle_type=CandleType.MARK)
assert set(pairs) == {"UNITTEST/USDT:USDT"}
@pytest.mark.parametrize(
"filename,pair,timeframe,candletype",
@@ -134,8 +128,6 @@ def test_datahandler_ohlcv_get_available_data(testdatadir):
paircombs = JsonGzDataHandler.ohlcv_get_available_data(testdatadir, TradingMode.SPOT)
assert set(paircombs) == {("UNITTEST/BTC", "8m", CandleType.SPOT)}
paircombs = HDF5DataHandler.ohlcv_get_available_data(testdatadir, TradingMode.SPOT)
assert set(paircombs) == {("UNITTEST/BTC", "5m", CandleType.SPOT)}
def test_jsondatahandler_ohlcv_purge(mocker, testdatadir):
@@ -321,7 +313,6 @@ def test_datahandler_trades_append(datahandler, testdatadir):
"datahandler,expected",
[
("jsongz", {"XRP/ETH", "XRP/OLD"}),
("hdf5", {"XRP/ETH"}),
("feather", {"XRP/ETH"}),
("parquet", {"XRP/ETH"}),
],
@@ -332,37 +323,11 @@ def test_datahandler_trades_get_pairs(testdatadir, datahandler, expected):
assert set(pairs) == expected
def test_hdf5datahandler_trades_load(testdatadir):
dh = get_datahandler(testdatadir, "hdf5")
trades = dh.trades_load("XRP/ETH", TradingMode.SPOT)
assert isinstance(trades, DataFrame)
trades1 = dh.trades_load("UNITTEST/NONEXIST", TradingMode.SPOT)
assert isinstance(trades1, DataFrame)
assert trades1.empty
# data goes from 2019-10-11 - 2019-10-13
timerange = TimeRange.parse_timerange("20191011-20191012")
trades2 = dh._trades_load("XRP/ETH", TradingMode.SPOT, timerange)
assert len(trades) > len(trades2)
# Check that ID is None (If it's nan, it's wrong)
assert trades2.iloc[0]["type"] is None
# unfiltered load has trades before starttime
assert len(trades.loc[trades["timestamp"] < timerange.startts * 1000]) >= 0
# filtered list does not have trades before starttime
assert len(trades2.loc[trades2["timestamp"] < timerange.startts * 1000]) == 0
# unfiltered load has trades after endtime
assert len(trades.loc[trades["timestamp"] > timerange.stopts * 1000]) >= 0
# filtered list does not have trades after endtime
assert len(trades2.loc[trades2["timestamp"] > timerange.stopts * 1000]) == 0
# assert len([t for t in trades2 if t[0] > timerange.stopts * 1000]) == 0
def test_hdf5datahandler_deprecated(testdatadir, caplog):
get_datahandler(testdatadir, "hdf5")
log_has_re(r"DEPRECATED: The hdf5 dataformat is deprecated.*", caplog)
def test_hdf5datahandler_deprecated(testdatadir):
with pytest.raises(
OperationalException, match=r"DEPRECATED: The hdf5 dataformat is deprecated and has.*"
):
get_datahandler(testdatadir, "hdf5")
@pytest.mark.parametrize(
@@ -374,52 +339,7 @@ def test_hdf5datahandler_deprecated(testdatadir, caplog):
("UNITTEST/USDT:USDT", "1h", "mark", "-mark", "2021-11-16", "2021-11-18"),
],
)
def test_hdf5datahandler_ohlcv_load_and_resave(
testdatadir, tmp_path, pair, timeframe, candle_type, candle_append, startdt, enddt
):
tmpdir2 = tmp_path
if candle_type not in ("", "spot"):
tmpdir2 = tmp_path / "futures"
tmpdir2.mkdir()
dh = get_datahandler(testdatadir, "hdf5")
ohlcv = dh._ohlcv_load(pair, timeframe, None, candle_type=candle_type)
assert isinstance(ohlcv, DataFrame)
assert len(ohlcv) > 0
file = tmpdir2 / f"UNITTEST_NEW-{timeframe}{candle_append}.h5"
assert not file.is_file()
dh1 = get_datahandler(tmp_path, "hdf5")
dh1.ohlcv_store("UNITTEST/NEW", timeframe, ohlcv, candle_type=candle_type)
assert file.is_file()
assert not ohlcv[ohlcv["date"] < startdt].empty
timerange = TimeRange.parse_timerange(f"{startdt.replace('-', '')}-{enddt.replace('-', '')}")
# Call private function to ensure timerange is filtered in hdf5
ohlcv = dh._ohlcv_load(pair, timeframe, timerange, candle_type=candle_type)
ohlcv1 = dh1._ohlcv_load("UNITTEST/NEW", timeframe, timerange, candle_type=candle_type)
assert len(ohlcv) == len(ohlcv1)
assert ohlcv.equals(ohlcv1)
assert ohlcv[ohlcv["date"] < startdt].empty
assert ohlcv[ohlcv["date"] > enddt].empty
# Try loading inexisting file
ohlcv = dh.ohlcv_load("UNITTEST/NONEXIST", timeframe, candle_type=candle_type)
assert ohlcv.empty
@pytest.mark.parametrize(
"pair,timeframe,candle_type,candle_append,startdt,enddt",
[
# Data goes from 2018-01-10 - 2018-01-30
("UNITTEST/BTC", "5m", "spot", "", "2018-01-15", "2018-01-19"),
# Mark data goes from to 2021-11-15 2021-11-19
("UNITTEST/USDT:USDT", "1h", "mark", "-mark", "2021-11-16", "2021-11-18"),
],
)
@pytest.mark.parametrize("datahandler", ["hdf5", "feather", "parquet"])
@pytest.mark.parametrize("datahandler", ["feather", "parquet"])
def test_generic_datahandler_ohlcv_load_and_resave(
datahandler,
mocker,
@@ -458,14 +378,7 @@ def test_generic_datahandler_ohlcv_load_and_resave(
timerange = TimeRange.parse_timerange(f"{startdt.replace('-', '')}-{enddt.replace('-', '')}")
ohlcv = dhbase.ohlcv_load(pair, timeframe, timerange=timerange, candle_type=candle_type)
if datahandler == "hdf5":
ohlcv1 = dh1._ohlcv_load("UNITTEST/NEW", timeframe, timerange, candle_type=candle_type)
if candle_type == "mark":
ohlcv1["volume"] = 0.0
else:
ohlcv1 = dh1.ohlcv_load(
"UNITTEST/NEW", timeframe, timerange=timerange, candle_type=candle_type
)
ohlcv1 = dh1.ohlcv_load("UNITTEST/NEW", timeframe, timerange=timerange, candle_type=candle_type)
assert len(ohlcv) == len(ohlcv1)
assert ohlcv.equals(ohlcv1)
@@ -485,30 +398,12 @@ def test_generic_datahandler_ohlcv_load_and_resave(
"freqtrade.data.history.datahandlers.parquetdatahandler.read_parquet",
side_effect=Exception("Test"),
)
mocker.patch(
"freqtrade.data.history.datahandlers.hdf5datahandler.pd.read_hdf",
side_effect=Exception("Test"),
)
ohlcv_e = dh1.ohlcv_load("UNITTEST/NEW", timeframe, candle_type=candle_type)
assert ohlcv_e.empty
assert log_has_re("Error loading data from", caplog)
def test_hdf5datahandler_ohlcv_purge(mocker, testdatadir):
mocker.patch.object(Path, "exists", MagicMock(return_value=False))
unlinkmock = mocker.patch.object(Path, "unlink", MagicMock())
dh = get_datahandler(testdatadir, "hdf5")
assert not dh.ohlcv_purge("UNITTEST/NONEXIST", "5m", "")
assert not dh.ohlcv_purge("UNITTEST/NONEXIST", "5m", candle_type="mark")
assert unlinkmock.call_count == 0
mocker.patch.object(Path, "exists", MagicMock(return_value=True))
assert dh.ohlcv_purge("UNITTEST/NONEXIST", "5m", "")
assert dh.ohlcv_purge("UNITTEST/NONEXIST", "5m", candle_type="mark")
assert unlinkmock.call_count == 2
@pytest.mark.parametrize("datahandler", ["jsongz", "hdf5", "feather", "parquet"])
@pytest.mark.parametrize("datahandler", ["jsongz", "feather", "parquet"])
def test_datahandler_trades_load(testdatadir, datahandler):
dh = get_datahandler(testdatadir, datahandler)
trades = dh.trades_load("XRP/ETH", TradingMode.SPOT)
@@ -522,7 +417,7 @@ def test_datahandler_trades_load(testdatadir, datahandler):
assert trades1.empty
@pytest.mark.parametrize("datahandler", ["jsongz", "hdf5", "feather", "parquet"])
@pytest.mark.parametrize("datahandler", ["jsongz", "feather", "parquet"])
def test_datahandler_trades_store(testdatadir, tmp_path, datahandler):
dh = get_datahandler(testdatadir, datahandler)
trades = dh.trades_load("XRP/ETH", TradingMode.SPOT)
@@ -538,7 +433,7 @@ def test_datahandler_trades_store(testdatadir, tmp_path, datahandler):
assert len(trades_new) == len(trades)
@pytest.mark.parametrize("datahandler", ["jsongz", "hdf5", "feather", "parquet"])
@pytest.mark.parametrize("datahandler", ["jsongz", "feather", "parquet"])
def test_datahandler_trades_purge(mocker, testdatadir, datahandler):
mocker.patch.object(Path, "exists", MagicMock(return_value=False))
unlinkmock = mocker.patch.object(Path, "unlink", MagicMock())
@@ -562,8 +457,6 @@ def test_datahandler_trades_get_available_data(testdatadir):
paircombs = JsonGzDataHandler.trades_get_available_data(testdatadir, TradingMode.SPOT)
assert set(paircombs) == {"XRP/ETH", "XRP/OLD"}
paircombs = HDF5DataHandler.trades_get_available_data(testdatadir, TradingMode.SPOT)
assert set(paircombs) == {"XRP/ETH"}
def test_datahandler_trades_data_min_max(testdatadir):
@@ -594,10 +487,6 @@ def test_gethandlerclass():
assert issubclass(cl, IDataHandler)
assert issubclass(cl, JsonDataHandler)
cl = get_datahandlerclass("hdf5")
assert cl == HDF5DataHandler
assert issubclass(cl, IDataHandler)
cl = get_datahandlerclass("feather")
assert cl == FeatherDataHandler
assert issubclass(cl, IDataHandler)
@@ -617,6 +506,3 @@ def test_get_datahandler(testdatadir):
assert isinstance(dh, JsonGzDataHandler)
dh1 = get_datahandler(testdatadir, "jsongz", dh)
assert id(dh1) == id(dh)
dh = get_datahandler(testdatadir, "hdf5")
assert isinstance(dh, HDF5DataHandler)

16
tests/data/test_dataprovider.py
View File

@@ -92,11 +92,11 @@ def test_historic_trades(mocker, default_conf, trades_history_df):
def test_historic_ohlcv_dataformat(mocker, default_conf, ohlcv_history):
hdf5loadmock = MagicMock(return_value=ohlcv_history)
parquetloadmock = MagicMock(return_value=ohlcv_history)
featherloadmock = MagicMock(return_value=ohlcv_history)
mocker.patch(
"freqtrade.data.history.datahandlers.hdf5datahandler.HDF5DataHandler._ohlcv_load",
hdf5loadmock,
"freqtrade.data.history.datahandlers.parquetdatahandler.ParquetDataHandler._ohlcv_load",
parquetloadmock,
)
mocker.patch(
"freqtrade.data.history.datahandlers.featherdatahandler.FeatherDataHandler._ohlcv_load",
@@ -108,17 +108,17 @@ def test_historic_ohlcv_dataformat(mocker, default_conf, ohlcv_history):
dp = DataProvider(default_conf, exchange)
data = dp.historic_ohlcv("UNITTEST/BTC", "5m")
assert isinstance(data, DataFrame)
hdf5loadmock.assert_not_called()
parquetloadmock.assert_not_called()
featherloadmock.assert_called_once()
# Switching to dataformat hdf5
hdf5loadmock.reset_mock()
# Switching to dataformat parquet
parquetloadmock.reset_mock()
featherloadmock.reset_mock()
default_conf["dataformat_ohlcv"] = "hdf5"
default_conf["dataformat_ohlcv"] = "parquet"
dp = DataProvider(default_conf, exchange)
data = dp.historic_ohlcv("UNITTEST/BTC", "5m")
assert isinstance(data, DataFrame)
hdf5loadmock.assert_called_once()
parquetloadmock.assert_called_once()
featherloadmock.assert_not_called()

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