Merge remote-tracking branch 'upstream/develop' into feature/fetch-public-trades

This commit is contained in:
Joe Schr
2024-05-15 14:33:41 +02:00
427 changed files with 48908 additions and 36710 deletions

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@@ -36,7 +36,7 @@ freqtrade backtesting-analysis -c <config.json> --analysis-groups 0 1 2 3 4 5
```
This command will read from the last backtesting results. The `--analysis-groups` option is
used to specify the various tabular outputs showing the profit fo each group or trade,
used to specify the various tabular outputs showing the profit of each group or trade,
ranging from the simplest (0) to the most detailed per pair, per buy and per sell tag (4):
* 0: overall winrate and profit summary by enter_tag

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@@ -22,7 +22,7 @@ This guide walks you through utilizing public trade data for advanced orderflow
```json
"orderflow": {
"scale": 0.5,
"stacked_imbalance_range": 3, // needs at least this amount of imblance next to each other
"stacked_imbalance_range": 3, // needs at least this amount of imbalance next to each other
"imbalance_volume": 1, // filters out below
"imbalance_ratio": 300 // filters out ratio lower than
},

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@@ -522,8 +522,8 @@ To save time, by default backtest will reuse a cached result from within the las
### Further backtest-result analysis
To further analyze your backtest results, you can [export the trades](#exporting-trades-to-file).
You can then load the trades to perform further analysis as shown in the [data analysis](data-analysis.md#backtesting) backtesting section.
To further analyze your backtest results, freqtrade will export the trades to file by default.
You can then load the trades to perform further analysis as shown in the [data analysis](strategy_analysis_example.md#load-backtest-results-to-pandas-dataframe) backtesting section.
## Assumptions made by backtesting
@@ -531,12 +531,13 @@ Since backtesting lacks some detailed information about what happens within a ca
- Exchange [trading limits](#trading-limits-in-backtesting) are respected
- Entries happen at open-price
- All orders are filled at the requested price (no slippage, no unfilled orders)
- All orders are filled at the requested price (no slippage) as long as the price is within the candle's high/low range
- Exit-signal exits happen at open-price of the consecutive candle
- Exits don't free their trade slot for a new trade until the next candle
- Exit-signal is favored over Stoploss, because exit-signals are assumed to trigger on candle's open
- ROI
- exits are compared to high - but the ROI value is used (e.g. ROI = 2%, high=5% - so the exit will be at 2%)
- exits are never "below the candle", so a ROI of 2% may result in a exit at 2.4% if low was at 2.4% profit
- Exits are compared to high - but the ROI value is used (e.g. ROI = 2%, high=5% - so the exit will be at 2%)
- Exits are never "below the candle", so a ROI of 2% may result in a exit at 2.4% if low was at 2.4% profit
- ROI entries which came into effect on the triggering candle (e.g. `120: 0.02` for 1h candles, from `60: 0.05`) will use the candle's open as exit rate
- Force-exits caused by `<N>=-1` ROI entries use low as exit value, unless N falls on the candle open (e.g. `120: -1` for 1h candles)
- Stoploss exits happen exactly at stoploss price, even if low was lower, but the loss will be `2 * fees` higher than the stoploss price
@@ -587,7 +588,7 @@ These precision values are based on current exchange limits (as described in the
## Improved backtest accuracy
One big limitation of backtesting is it's inability to know how prices moved intra-candle (was high before close, or viceversa?).
One big limitation of backtesting is it's inability to know how prices moved intra-candle (was high before close, or vice-versa?).
So assuming you run backtesting with a 1h timeframe, there will be 4 prices for that candle (Open, High, Low, Close).
While backtesting does take some assumptions (read above) about this - this can never be perfect, and will always be biased in one way or the other.

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@@ -197,7 +197,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `position_adjustment_enable` | Enables the strategy to use position adjustments (additional buys or sells). [More information here](strategy-callbacks.md#adjust-trade-position). <br> [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.*<br> **Datatype:** Boolean
| `max_entry_position_adjustment` | Maximum additional order(s) for each open trade on top of the first entry Order. Set it to `-1` for unlimited additional orders. [More information here](strategy-callbacks.md#adjust-trade-position). <br> [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `-1`.*<br> **Datatype:** Positive Integer or -1
| | **Exchange**
| `exchange.name` | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename). <br> **Datatype:** String
| `exchange.name` | **Required.** Name of the exchange class to use. <br> **Datatype:** String
| `exchange.key` | API key to use for the exchange. Only required when you are in production mode.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
| `exchange.secret` | API secret to use for the exchange. Only required when you are in production mode.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
| `exchange.password` | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
@@ -252,7 +252,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `disable_dataframe_checks` | Disable checking the OHLCV dataframe returned from the strategy methods for correctness. Only use when intentionally changing the dataframe and understand what you are doing. [Strategy Override](#parameters-in-the-strategy).<br> *Defaults to `False`*. <br> **Datatype:** Boolean
| `internals.process_throttle_secs` | Set the process throttle, or minimum loop duration for one bot iteration loop. Value in second. <br>*Defaults to `5` seconds.* <br> **Datatype:** Positive Integer
| `internals.heartbeat_interval` | Print heartbeat message every N seconds. Set to 0 to disable heartbeat messages. <br>*Defaults to `60` seconds.* <br> **Datatype:** Positive Integer or 0
| `internals.sd_notify` | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details. <br> **Datatype:** Boolean
| `internals.sd_notify` | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](advanced-setup.md#configure-the-bot-running-as-a-systemd-service) for more details. <br> **Datatype:** Boolean
| `strategy` | **Required** Defines Strategy class to use. Recommended to be set via `--strategy NAME`. <br> **Datatype:** ClassName
| `strategy_path` | Adds an additional strategy lookup path (must be a directory). <br> **Datatype:** String
| `recursive_strategy_search` | Set to `true` to recursively search sub-directories inside `user_data/strategies` for a strategy. <br> **Datatype:** Boolean
@@ -370,7 +370,7 @@ This setting works in combination with `max_open_trades`. The maximum capital en
For example, the bot will at most use (0.05 BTC x 3) = 0.15 BTC, assuming a configuration of `max_open_trades=3` and `stake_amount=0.05`.
!!! Note
This setting respects the [available balance configuration](#available-balance).
This setting respects the [available balance configuration](#tradable-balance).
#### Dynamic stake amount
@@ -547,7 +547,7 @@ is automatically cancelled by the exchange.
**PO (Post only):**
Post only order. The order is either placed as a maker order, or it is canceled.
This means the order must be placed on orderbook for at at least time in an unfilled state.
This means the order must be placed on orderbook for at least time in an unfilled state.
#### time_in_force config

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@@ -83,7 +83,7 @@ Details will obviously vary between setups - but this should work to get you sta
``` json
{
"name": "freqtrade trade",
"type": "python",
"type": "debugpy",
"request": "launch",
"module": "freqtrade",
"console": "integratedTerminal",
@@ -261,7 +261,7 @@ For that reason, they must implement the following methods:
The `until` portion should be calculated using the provided `calculate_lock_end()` method.
All Protections should use `"stop_duration"` / `"stop_duration_candles"` to define how long a a pair (or all pairs) should be locked.
All Protections should use `"stop_duration"` / `"stop_duration_candles"` to define how long a pair (or all pairs) should be locked.
The content of this is made available as `self._stop_duration` to the each Protection.
If your protection requires a look-back period, please use `"lookback_period"` / `"lockback_period_candles"` to keep all protections aligned.
@@ -305,7 +305,7 @@ The `IProtection` parent class provides a helper method for this in `calculate_l
Most exchanges supported by CCXT should work out of the box.
To quickly test the public endpoints of an exchange, add a configuration for your exchange to `test_ccxt_compat.py` and run these tests with `pytest --longrun tests/exchange/test_ccxt_compat.py`.
To quickly test the public endpoints of an exchange, add a configuration for your exchange to `tests/exchange_online/conftest.py` and run these tests with `pytest --longrun tests/exchange_online/test_ccxt_compat.py`.
Completing these tests successfully a good basis point (it's a requirement, actually), however these won't guarantee correct exchange functioning, as this only tests public endpoints, but no private endpoint (like generate order or similar).
Also try to use `freqtrade download-data` for an extended timerange (multiple months) and verify that the data downloaded correctly (no holes, the specified timerange was actually downloaded).

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@@ -137,7 +137,7 @@ $$ R = \frac{\text{average_profit}}{\text{average_loss}} = \frac{\mu_{win}}{\mu_
### Expectancy
By combining the Win Rate $W$ and and the Risk Reward ratio $R$ to create an expectancy ratio $E$. A expectance ratio is the expected return of the investment made in a trade. We can compute the value of $E$ as follows:
By combining the Win Rate $W$ and the Risk Reward ratio $R$ to create an expectancy ratio $E$. A expectance ratio is the expected return of the investment made in a trade. We can compute the value of $E$ as follows:
$$E = R * W - L$$

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@@ -299,7 +299,7 @@ $ pip3 install web3
Most exchanges return current incomplete candle via their OHLCV/klines API interface.
By default, Freqtrade assumes that incomplete candle is fetched from the exchange and removes the last candle assuming it's the incomplete candle.
Whether your exchange returns incomplete candles or not can be checked using [the helper script](developer.md#Incomplete-candles) from the Contributor documentation.
Whether your exchange returns incomplete candles or not can be checked using [the helper script](developer.md#incomplete-candles) from the Contributor documentation.
Due to the danger of repainting, Freqtrade does not allow you to use this incomplete candle.

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@@ -2,7 +2,7 @@
## Supported Markets
Freqtrade supports spot trading, as well as (isolated) futures trading for some selected exchanges. Please refer to the [documentation start page](index.md#supported-futures-exchanges-experimental) for an uptodate list of supported exchanges.
Freqtrade supports spot trading, as well as (isolated) futures trading for some selected exchanges. Please refer to the [documentation start page](index.md#supported-futures-exchanges-experimental) for an up-to-date list of supported exchanges.
### Can my bot open short positions?
@@ -14,7 +14,7 @@ In spot markets, you can in some cases use leveraged spot tokens, which reflect
### Can my bot trade options or futures?
Futures trading is supported for selected exchanges. Please refer to the [documentation start page](index.md#supported-futures-exchanges-experimental) for an uptodate list of supported exchanges.
Futures trading is supported for selected exchanges. Please refer to the [documentation start page](index.md#supported-futures-exchanges-experimental) for an up-to-date list of supported exchanges.
## Beginner Tips & Tricks

85
docs/freq-ui.md Normal file
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@@ -0,0 +1,85 @@
# FreqUI
Freqtrade provides a builtin webserver, which can serve [FreqUI](https://github.com/freqtrade/frequi), the freqtrade frontend.
By default, the UI is automatically installed as part of the installation (script, docker).
freqUI can also be manually installed by using the `freqtrade install-ui` command.
This same command can also be used to update freqUI to new new releases.
Once the bot is started in trade / dry-run mode (with `freqtrade trade`) - the UI will be available under the configured API port (by default `http://127.0.0.1:8080`).
??? Note "Looking to contribute to freqUI?"
Developers should not use this method, but instead clone the corresponding use the method described in the [freqUI repository](https://github.com/freqtrade/frequi) to get the source-code of freqUI. A working installation of node will be required to build the frontend.
!!! tip "freqUI is not required to run freqtrade"
freqUI is an optional component of freqtrade, and is not required to run the bot.
It is a frontend that can be used to monitor the bot and to interact with it - but freqtrade itself will work perfectly fine without it.
## Configuration
FreqUI does not have it's own configuration file - but assumes a working setup for the [rest-api](rest-api.md) is available.
Please refer to the corresponding documentation page to get setup with freqUI
## UI
FreqUI is a modern, responsive web application that can be used to monitor and interact with your bot.
FreqUI provides a light, as well as a dark theme.
Themes can be easily switched via a prominent button at the top of the page.
The theme of the screenshots on this page will adapt to the selected documentation Theme, so to see the dark (or light) version, please switch the theme of the Documentation.
### Login
The below screenshot shows the login screen of freqUI.
![FreqUI - login](assets/frequi-login-CORS.png#only-dark)
![FreqUI - login](assets/frequi-login-CORS-light.png#only-light)
!!! Hint "CORS"
The Cors error shown in this screenshot is due to the fact that the UI is running on a different port than the API, and [CORS](#cors) has not been setup correctly yet.
### Trade view
The trade view allows you to visualize the trades that the bot is making and to interact with the bot.
On this page, you can also interact with the bot by starting and stopping it and - if configured - force trade entries and exits.
![FreqUI - trade view](assets/freqUI-trade-pane-dark.png#only-dark)
![FreqUI - trade view](assets/freqUI-trade-pane-light.png#only-light)
### Plot Configurator
FreqUI Plots can be configured either via a `plot_config` configuration object in the strategy (which can be loaded via "from strategy" button) or via the UI.
Multiple plot configurations can be created and switched at will - allowing for flexible, different views into your charts.
The plot configuration can be accessed via the "Plot Configurator" (Cog icon) button in the top right corner of the trade view.
![FreqUI - plot configuration](assets/freqUI-plot-configurator-dark.png#only-dark)
![FreqUI - plot configuration](assets/freqUI-plot-configurator-light.png#only-light)
### Settings
Several UI related settings can be changed by accessing the settings page.
Things you can change (among others):
* Timezone of the UI
* Visualization of open trades as part of the favicon (browser tab)
* Candle colors (up/down -> red/green)
* Enable / disable in-app notification types
![FreqUI - Settings view](assets/frequi-settings-dark.png#only-dark)
![FreqUI - Settings view](assets/frequi-settings-light.png#only-light)
## Backtesting
When freqtrade is started in [webserver mode](utils.md#webserver-mode) (freqtrade started with `freqtrade webserver`), the backtesting view becomes available.
This view allows you to backtest strategies and visualize the results.
You can also load and visualize previous backtest results, as well as compare the results with each other.
![FreqUI - Backtesting](assets/freqUI-backtesting-dark.png#only-dark)
![FreqUI - Backtesting](assets/freqUI-backtesting-light.png#only-light)
--8<-- "includes/cors.md"

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@@ -235,7 +235,7 @@ By default, FreqAI builds a dynamic pipeline based on user congfiguration settin
Users are encouraged to customize the data pipeline to their needs by building their own data pipeline. This can be done by simply setting `dk.feature_pipeline` to their desired `Pipeline` object inside their `IFreqaiModel` `train()` function, or if they prefer not to touch the `train()` function, they can override `define_data_pipeline`/`define_label_pipeline` functions in their `IFreqaiModel`:
!!! note "More information available"
FreqAI uses the the [`DataSieve`](https://github.com/emergentmethods/datasieve) pipeline, which follows the SKlearn pipeline API, but adds, among other features, coherence between the X, y, and sample_weight vector point removals, feature removal, feature name following.
FreqAI uses the [`DataSieve`](https://github.com/emergentmethods/datasieve) pipeline, which follows the SKlearn pipeline API, but adds, among other features, coherence between the X, y, and sample_weight vector point removals, feature removal, feature name following.
```python
from datasieve.transforms import SKLearnWrapper, DissimilarityIndex
@@ -391,3 +391,18 @@ Given a number of data points $N$, and a distance $\varepsilon$, DBSCAN clusters
![dbscan](assets/freqai_dbscan.jpg)
FreqAI uses `sklearn.cluster.DBSCAN` (details are available on scikit-learn's webpage [here](https://scikit-learn.org/stable/modules/generated/sklearn.cluster.DBSCAN.html) (external website)) with `min_samples` ($N$) taken as 1/4 of the no. of time points (candles) in the feature set. `eps` ($\varepsilon$) is computed automatically as the elbow point in the *k-distance graph* computed from the nearest neighbors in the pairwise distances of all data points in the feature set.
### Data dimensionality reduction with Principal Component Analysis
You can reduce the dimensionality of your features by activating the principal_component_analysis in the config:
```json
"freqai": {
"feature_parameters" : {
"principal_component_analysis": true
}
}
```
This will perform PCA on the features and reduce their dimensionality so that the explained variance of the data set is >= 0.999. Reducing data dimensionality makes training the model faster and hence allows for more up-to-date models.

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@@ -31,12 +31,12 @@ Mandatory parameters are marked as **Required** and have to be set in one of the
| `feature_parameters` | A dictionary containing the parameters used to engineer the feature set. Details and examples are shown [here](freqai-feature-engineering.md). <br> **Datatype:** Dictionary.
| `include_timeframes` | A list of timeframes that all indicators in `feature_engineering_expand_*()` will be created for. The list is added as features to the base indicators dataset. <br> **Datatype:** List of timeframes (strings).
| `include_corr_pairlist` | A list of correlated coins that FreqAI will add as additional features to all `pair_whitelist` coins. All indicators set in `feature_engineering_expand_*()` during feature engineering (see details [here](freqai-feature-engineering.md)) will be created for each correlated coin. The correlated coins features are added to the base indicators dataset. <br> **Datatype:** List of assets (strings).
| `label_period_candles` | Number of candles into the future that the labels are created for. This is used in `feature_engineering_expand_all()` (see `templates/FreqaiExampleStrategy.py` for detailed usage). You can create custom labels and choose whether to make use of this parameter or not. <br> **Datatype:** Positive integer.
| `label_period_candles` | Number of candles into the future that the labels are created for. This can be used in `set_freqai_targets()` (see `templates/FreqaiExampleStrategy.py` for detailed usage). This parameter is not necessarily required, you can create custom labels and choose whether to make use of this parameter or not. Please see `templates/FreqaiExampleStrategy.py` to see the example usage. <br> **Datatype:** Positive integer.
| `include_shifted_candles` | Add features from previous candles to subsequent candles with the intent of adding historical information. If used, FreqAI will duplicate and shift all features from the `include_shifted_candles` previous candles so that the information is available for the subsequent candle. <br> **Datatype:** Positive integer.
| `weight_factor` | Weight training data points according to their recency (see details [here](freqai-feature-engineering.md#weighting-features-for-temporal-importance)). <br> **Datatype:** Positive float (typically < 1).
| `indicator_max_period_candles` | **No longer used (#7325)**. Replaced by `startup_candle_count` which is set in the [strategy](freqai-configuration.md#building-a-freqai-strategy). `startup_candle_count` is timeframe independent and defines the maximum *period* used in `feature_engineering_*()` for indicator creation. FreqAI uses this parameter together with the maximum timeframe in `include_time_frames` to calculate how many data points to download such that the first data point does not include a NaN. <br> **Datatype:** Positive integer.
| `indicator_periods_candles` | Time periods to calculate indicators for. The indicators are added to the base indicator dataset. <br> **Datatype:** List of positive integers.
| `principal_component_analysis` | Automatically reduce the dimensionality of the data set using Principal Component Analysis. See details about how it works [here](#reducing-data-dimensionality-with-principal-component-analysis) <br> **Datatype:** Boolean. <br> Default: `False`.
| `principal_component_analysis` | Automatically reduce the dimensionality of the data set using Principal Component Analysis. See details about how it works [here](freqai-feature-engineering.md#data-dimensionality-reduction-with-principal-component-analysis) <br> **Datatype:** Boolean. <br> Default: `False`.
| `plot_feature_importances` | Create a feature importance plot for each model for the top/bottom `plot_feature_importances` number of features. Plot is stored in `user_data/models/<identifier>/sub-train-<COIN>_<timestamp>.html`. <br> **Datatype:** Integer. <br> Default: `0`.
| `DI_threshold` | Activates the use of the Dissimilarity Index for outlier detection when set to > 0. See details about how it works [here](freqai-feature-engineering.md#identifying-outliers-with-the-dissimilarity-index-di). <br> **Datatype:** Positive float (typically < 1).
| `use_SVM_to_remove_outliers` | Train a support vector machine to detect and remove outliers from the training dataset, as well as from incoming data points. See details about how it works [here](freqai-feature-engineering.md#identifying-outliers-using-a-support-vector-machine-svm). <br> **Datatype:** Boolean.
@@ -55,7 +55,7 @@ Mandatory parameters are marked as **Required** and have to be set in one of the
| | **Data split parameters within the `freqai.data_split_parameters` sub dictionary**
| `data_split_parameters` | Include any additional parameters available from scikit-learn `test_train_split()`, which are shown [here](https://scikit-learn.org/stable/modules/generated/sklearn.model_selection.train_test_split.html) (external website). <br> **Datatype:** Dictionary.
| `test_size` | The fraction of data that should be used for testing instead of training. <br> **Datatype:** Positive float < 1.
| `shuffle` | Shuffle the training data points during training. Typically, to not remove the chronological order of data in time-series forecasting, this is set to `False`. <br> **Datatype:** Boolean. <br> Defaut: `False`.
| `shuffle` | Shuffle the training data points during training. Typically, to not remove the chronological order of data in time-series forecasting, this is set to `False`. <br> **Datatype:** Boolean. <br> Default: `False`.
### Model training parameters

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@@ -14,8 +14,7 @@ To learn how to get data for the pairs and exchange you're interested in, head o
!!! Note
Since 2021.4 release you no longer have to write a separate hyperopt class, but can configure the parameters directly in the strategy.
The legacy method is still supported, but it is no longer the recommended way of setting up hyperopt.
The legacy documentation is available at [Legacy Hyperopt](advanced-hyperopt.md#legacy-hyperopt).
The legacy method was supported up to 2021.8 and has been removed in 2021.9.
## Install hyperopt dependencies
@@ -765,7 +764,7 @@ Override the `roi_space()` method if you need components of the ROI tables to va
A sample for these methods can be found in the [overriding pre-defined spaces section](advanced-hyperopt.md#overriding-pre-defined-spaces).
!!! Note "Reduced search space"
To limit the search space further, Decimals are limited to 3 decimal places (a precision of 0.001). This is usually sufficient, every value more precise than this will usually result in overfitted results. You can however [overriding pre-defined spaces](advanced-hyperopt.md#pverriding-pre-defined-spaces) to change this to your needs.
To limit the search space further, Decimals are limited to 3 decimal places (a precision of 0.001). This is usually sufficient, every value more precise than this will usually result in overfitted results. You can however [overriding pre-defined spaces](advanced-hyperopt.md#overriding-pre-defined-spaces) to change this to your needs.
### Understand Hyperopt Stoploss results
@@ -807,7 +806,7 @@ If you have the `stoploss_space()` method in your custom hyperopt file, remove i
Override the `stoploss_space()` method and define the desired range in it if you need stoploss values to vary in other range during hyperoptimization. A sample for this method can be found in the [overriding pre-defined spaces section](advanced-hyperopt.md#overriding-pre-defined-spaces).
!!! Note "Reduced search space"
To limit the search space further, Decimals are limited to 3 decimal places (a precision of 0.001). This is usually sufficient, every value more precise than this will usually result in overfitted results. You can however [overriding pre-defined spaces](advanced-hyperopt.md#pverriding-pre-defined-spaces) to change this to your needs.
To limit the search space further, Decimals are limited to 3 decimal places (a precision of 0.001). This is usually sufficient, every value more precise than this will usually result in overfitted results. You can however [overriding pre-defined spaces](advanced-hyperopt.md#overriding-pre-defined-spaces) to change this to your needs.
### Understand Hyperopt Trailing Stop results

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@@ -0,0 +1,43 @@
## CORS
This whole section is only necessary in cross-origin cases (where you multiple bot API's running on `localhost:8081`, `localhost:8082`, ...), and want to combine them into one FreqUI instance.
??? info "Technical explanation"
All web-based front-ends are subject to [CORS](https://developer.mozilla.org/en-US/docs/Web/HTTP/CORS) - Cross-Origin Resource Sharing.
Since most of the requests to the Freqtrade API must be authenticated, a proper CORS policy is key to avoid security problems.
Also, the standard disallows `*` CORS policies for requests with credentials, so this setting must be set appropriately.
Users can allow access from different origin URL's to the bot API via the `CORS_origins` configuration setting.
It consists of a list of allowed URL's that are allowed to consume resources from the bot's API.
Assuming your application is deployed as `https://frequi.freqtrade.io/home/` - this would mean that the following configuration becomes necessary:
```jsonc
{
//...
"jwt_secret_key": "somethingrandom",
"CORS_origins": ["https://frequi.freqtrade.io"],
//...
}
```
In the following (pretty common) case, FreqUI is accessible on `http://localhost:8080/trade` (this is what you see in your navbar when navigating to freqUI).
![freqUI url](assets/frequi_url.png)
The correct configuration for this case is `http://localhost:8080` - the main part of the URL including the port.
```jsonc
{
//...
"jwt_secret_key": "somethingrandom",
"CORS_origins": ["http://localhost:8080"],
//...
}
```
!!! Tip "trailing Slash"
The trailing slash is not allowed in the `CORS_origins` configuration (e.g. `"http://localhots:8080/"`).
Such a configuration will not take effect, and the cors errors will remain.
!!! Note
We strongly recommend to also set `jwt_secret_key` to something random and known only to yourself to avoid unauthorized access to your bot.

View File

@@ -51,7 +51,7 @@ These requirements apply to both [Script Installation](#script-installation) and
### Install code
We've included/collected install instructions for Ubuntu, MacOS, and Windows. These are guidelines and your success may vary with other distros.
OS Specific steps are listed first, the [Common](#common) section below is necessary for all systems.
OS Specific steps are listed first, the common section below is necessary for all systems.
!!! Note
Python3.9 or higher and the corresponding pip are assumed to be available.

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@@ -17,7 +17,7 @@ If you already have an existing strategy, please read the [strategy migration gu
## Shorting
Shorting is not possible when trading with [`trading_mode`](#understand-tradingmode) set to `spot`. To short trade, `trading_mode` must be set to `margin`(currently unavailable) or [`futures`](#futures), with [`margin_mode`](#margin-mode) set to `cross`(currently unavailable) or [`isolated`](#isolated-margin-mode)
Shorting is not possible when trading with [`trading_mode`](#leverage-trading-modes) set to `spot`. To short trade, `trading_mode` must be set to `margin`(currently unavailable) or [`futures`](#futures), with [`margin_mode`](#margin-mode) set to `cross`(currently unavailable) or [`isolated`](#isolated-margin-mode)
For a strategy to short, the strategy class must set the class variable `can_short = True`

View File

@@ -1,6 +1,6 @@
markdown==3.6
mkdocs==1.5.3
mkdocs-material==9.5.16
mkdocs==1.6.0
mkdocs-material==9.5.22
mdx_truly_sane_lists==1.3
pymdown-extensions==10.7.1
jinja2==3.1.3
pymdown-extensions==10.8.1
jinja2==3.1.4

View File

@@ -1,16 +1,8 @@
# REST API & FreqUI
# REST API
## FreqUI
Freqtrade provides a builtin webserver, which can serve [FreqUI](https://github.com/freqtrade/frequi), the freqtrade UI.
By default, the UI is not included in the installation (except for docker images), and must be installed explicitly with `freqtrade install-ui`.
This same command can also be used to update freqUI, should there be a new release.
Once the bot is started in trade / dry-run mode (with `freqtrade trade`) - the UI will be available under the configured port below (usually `http://127.0.0.1:8080`).
!!! Note "developers"
Developers should not use this method, but instead use the method described in the [freqUI repository](https://github.com/freqtrade/frequi) to get the source-code of freqUI.
FreqUI now has it's own dedicated [documentation section](frequi.md) - please refer to that section for all information regarding the FreqUI.
## Configuration
@@ -89,7 +81,8 @@ Make sure that the following 2 lines are available in your docker-compose file:
```
!!! Danger "Security warning"
By using `8080:8080` in the docker port mapping, the API will be available to everyone connecting to the server under the correct port, so others may be able to control your bot.
By using `"8080:8080"` (or `"0.0.0.0:8080:8080"`) in the docker port mapping, the API will be available to everyone connecting to the server under the correct port, so others may be able to control your bot.
This **may** be safe if you're running the bot in a secure environment (like your home network), but it's not recommended to expose the API to the internet.
## Rest API
@@ -454,7 +447,7 @@ To properly configure your reverse proxy (securely), please consult it's documen
- **Caddy**: Caddy v2 supports websockets out of the box, see the [documentation](https://caddyserver.com/docs/v2-upgrade#proxy)
!!! Tip "SSL certificates"
You can use tools like certbot to setup ssl certificates to access your bot's UI through encrypted connection by using any fo the above reverse proxies.
You can use tools like certbot to setup ssl certificates to access your bot's UI through encrypted connection by using any of the above reverse proxies.
While this will protect your data in transit, we do not recommend to run the freqtrade API outside of your private network (VPN, SSH tunnel).
### OpenAPI interface
@@ -487,42 +480,4 @@ Since the access token has a short timeout (15 min) - the `token/refresh` reques
{"access_token":"eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.eyJpYXQiOjE1ODkxMTk5NzQsIm5iZiI6MTU4OTExOTk3NCwianRpIjoiMDBjNTlhMWUtMjBmYS00ZTk0LTliZjAtNWQwNTg2MTdiZDIyIiwiZXhwIjoxNTg5MTIwODc0LCJpZGVudGl0eSI6eyJ1IjoiRnJlcXRyYWRlciJ9LCJmcmVzaCI6ZmFsc2UsInR5cGUiOiJhY2Nlc3MifQ.1seHlII3WprjjclY6DpRhen0rqdF4j6jbvxIhUFaSbs"}
```
### CORS
This whole section is only necessary in cross-origin cases (where you multiple bot API's running on `localhost:8081`, `localhost:8082`, ...), and want to combine them into one FreqUI instance.
??? info "Technical explanation"
All web-based front-ends are subject to [CORS](https://developer.mozilla.org/en-US/docs/Web/HTTP/CORS) - Cross-Origin Resource Sharing.
Since most of the requests to the Freqtrade API must be authenticated, a proper CORS policy is key to avoid security problems.
Also, the standard disallows `*` CORS policies for requests with credentials, so this setting must be set appropriately.
Users can allow access from different origin URL's to the bot API via the `CORS_origins` configuration setting.
It consists of a list of allowed URL's that are allowed to consume resources from the bot's API.
Assuming your application is deployed as `https://frequi.freqtrade.io/home/` - this would mean that the following configuration becomes necessary:
```jsonc
{
//...
"jwt_secret_key": "somethingrandom",
"CORS_origins": ["https://frequi.freqtrade.io"],
//...
}
```
In the following (pretty common) case, FreqUI is accessible on `http://localhost:8080/trade` (this is what you see in your navbar when navigating to freqUI).
![freqUI url](assets/frequi_url.png)
The correct configuration for this case is `http://localhost:8080` - the main part of the URL including the port.
```jsonc
{
//...
"jwt_secret_key": "somethingrandom",
"CORS_origins": ["http://localhost:8080"],
//...
}
```
!!! Note
We strongly recommend to also set `jwt_secret_key` to something random and known only to yourself to avoid unauthorized access to your bot.
--8<-- "includes/cors.md"

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@@ -158,7 +158,7 @@ You could also have a default stop loss when you are in the red with your buy (b
For example, your default stop loss is -10%, but once you have more than 0% profit (example 0.1%) a different trailing stoploss will be used.
!!! Note
If you want the stoploss to only be changed when you break even of making a profit (what most users want) please refer to next section with [offset enabled](#Trailing-stop-loss-only-once-the-trade-has-reached-a-certain-offset).
If you want the stoploss to only be changed when you break even of making a profit (what most users want) please refer to next section with [offset enabled](#trailing-stop-loss-only-once-the-trade-has-reached-a-certain-offset).
Both values require `trailing_stop` to be set to true and `trailing_stop_positive` with a value.
@@ -240,7 +240,7 @@ When using leverage, the same principle is applied - with stoploss defining the
Therefore, a stoploss of 10% on a 10x trade would trigger on a 1% price move.
If your stake amount (own capital) was 100$ - this trade would be 1000$ at 10x (after leverage).
If price moves 1% - you've lost 10$ of your own capital - therfore stoploss will trigger in this case.
If price moves 1% - you've lost 10$ of your own capital - therefore stoploss will trigger in this case.
Make sure to be aware of this, and avoid using too tight stoploss (at 10x leverage, 10% risk may be too little to allow the trade to "breath" a little).

View File

@@ -209,7 +209,7 @@ def custom_exit(self, pair: str, trade: Trade, current_time: datetime, current_r
## Exit tag
Similar to [Buy Tagging](#buy-tag), you can also specify a sell tag.
Similar to [Entry Tagging](#enter-tag), you can also specify an exit tag.
``` python
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@@ -326,4 +326,4 @@ for val in self.buy_ema_short.range:
dataframe = pd.concat(frames, axis=1)
```
Freqtrade does however also counter this by running `dataframe.copy()` on the dataframe right after the `populate_indicators()` method - so performance implications of this should be low to non-existant.
Freqtrade does however also counter this by running `dataframe.copy()` on the dataframe right after the `populate_indicators()` method - so performance implications of this should be low to non-existent.

View File

@@ -167,7 +167,7 @@ During backtesting, `current_rate` (and `current_profit`) are provided against t
The absolute value of the return value is used (the sign is ignored), so returning `0.05` or `-0.05` have the same result, a stoploss 5% below the current price.
Returning None will be interpreted as "no desire to change", and is the only safe way to return when you'd like to not modify the stoploss.
Stoploss on exchange works similar to `trailing_stop`, and the stoploss on exchange is updated as configured in `stoploss_on_exchange_interval` ([More details about stoploss on exchange](stoploss.md#stop-loss-on-exchange-freqtrade)).
Stoploss on exchange works similar to `trailing_stop`, and the stoploss on exchange is updated as configured in `stoploss_on_exchange_interval` ([More details about stoploss on exchange](stoploss.md#stop-loss-on-exchangefreqtrade)).
!!! Note "Use of dates"
All time-based calculations should be done based on `current_time` - using `datetime.now()` or `datetime.utcnow()` is discouraged, as this will break backtesting support.
@@ -332,7 +332,7 @@ class AwesomeStrategy(IStrategy):
**kwargs) -> Optional[float]:
if current_profit < 0.04:
return -1 # return a value bigger than the initial stoploss to keep using the initial stoploss
return None # return None to keep using the initial stoploss
# After reaching the desired offset, allow the stoploss to trail by half the profit
desired_stoploss = current_profit / 2
@@ -450,7 +450,7 @@ Stoploss values returned from `custom_stoploss()` must specify a percentage rela
```
Full examples can be found in the [Custom stoploss](strategy-advanced.md#custom-stoploss) section of the Documentation.
Full examples can be found in the [Custom stoploss](strategy-callbacks.md#custom-stoploss) section of the Documentation.
!!! Note
Providing invalid input to `stoploss_from_open()` may produce "CustomStoploss function did not return valid stoploss" warnings.
@@ -809,6 +809,7 @@ Returning a value more than the above (so remaining stake_amount would become ne
``` python
from freqtrade.persistence import Trade
from typing import Optional, Tuple, Union
class DigDeeperStrategy(IStrategy):
@@ -948,7 +949,7 @@ If the cancellation of the original order fails, then the order will not be repl
```python
from freqtrade.persistence import Trade
from datetime import timedelta
from datetime import timedelta, datetime
class AwesomeStrategy(IStrategy):

View File

@@ -405,7 +405,7 @@ The metadata-dict (available for `populate_entry_trend`, `populate_exit_trend`,
Currently this is `pair`, which can be accessed using `metadata['pair']` - and will return a pair in the format `XRP/BTC`.
The Metadata-dict should not be modified and does not persist information across multiple calls.
Instead, have a look at the [Storing information](strategy-advanced.md#Storing-information) section.
Instead, have a look at the [Storing information](strategy-advanced.md#storing-information-persistent) section.
## Strategy file loading
@@ -551,8 +551,8 @@ for more information.
# Define BTC/STAKE informative pair. A custom formatter may be specified for formatting
# column names. A callable `fmt(**kwargs) -> str` may be specified, to implement custom
# formatting. Available in populate_indicators and other methods as 'rsi_upper'.
@informative('1h', 'BTC/{stake}', '{column}')
# formatting. Available in populate_indicators and other methods as 'rsi_upper_1h'.
@informative('1h', 'BTC/{stake}', '{column}_{timeframe}')
def populate_indicators_btc_1h_2(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe['rsi_upper'] = ta.RSI(dataframe, timeperiod=14)
return dataframe
@@ -776,7 +776,7 @@ The orderbook structure is aligned with the order structure from [ccxt](https://
Therefore, using `ob['bids'][0][0]` as demonstrated above will result in using the best bid price. `ob['bids'][0][1]` would look at the amount at this orderbook position.
!!! Warning "Warning about backtesting"
The order book is not part of the historic data which means backtesting and hyperopt will not work correctly if this method is used, as the method will return uptodate values.
The order book is not part of the historic data which means backtesting and hyperopt will not work correctly if this method is used, as the method will return up-to-date values.
### *ticker(pair)*

View File

@@ -53,7 +53,7 @@ You can use bots in telegram groups by just adding them to the group. You can fi
}
```
For the Freqtrade configuration, you can then use the the full value (including `-` if it's there) as string:
For the Freqtrade configuration, you can then use the full value (including `-` if it's there) as string:
```json
"chat_id": "-1001332619709"

View File

@@ -126,7 +126,7 @@ An `Order` object will always be tied to it's corresponding [`Trade`](#trade-obj
### Order - Available attributes
an Order object is typically attached to a trade.
Most properties here can be None as they are dependant on the exchange response.
Most properties here can be None as they are dependent on the exchange response.
| Attribute | DataType | Description |
|------------|-------------|-------------|
@@ -141,7 +141,7 @@ Most properties here can be None as they are dependant on the exchange response.
`amount` | float | Amount in base currency
`filled` | float | Filled amount (in base currency)
`remaining` | float | Remaining amount
`cost` | float | Cost of the order - usually average * filled (*Exchange dependant on futures, may contain the cost with or without leverage and may be in contracts.*)
`cost` | float | Cost of the order - usually average * filled (*Exchange dependent on futures, may contain the cost with or without leverage and may be in contracts.*)
`stake_amount` | float | Stake amount used for this order. *Added in 2023.7.*
`order_date` | datetime | Order creation date **use `order_date_utc` instead**
`order_date_utc` | datetime | Order creation date (in UTC)