CTYPTO/freqtrade
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2026-02-11 08:40:46 +00:00
Code Issues Packages Projects Releases Wiki Activity

Merge branch 'freqtrade:develop' into develop

Browse Source
This commit is contained in:
hippocritical
2023-08-02 20:02:55 +02:00
committed by GitHub
parent 5b8800ee18 f2b240b16d
commit fe6deef1bd
99 changed files with 1223 additions and 759 deletions
Download Patch File Download Diff File Expand all files Collapse all files

4
docs/backtesting.md
View File

@@ -324,6 +324,7 @@ A backtesting result will look like that:
| Days win/draw/lose | 12 / 82 / 25 |
| Avg. Duration Winners | 4:23:00 |
| Avg. Duration Loser | 6:55:00 |
| Max Consecutive Wins / Loss | 3 / 4 |
| Rejected Entry signals | 3089 |
| Entry/Exit Timeouts | 0 / 0 |
| Canceled Trade Entries | 34 |
@@ -428,6 +429,7 @@ It contains some useful key metrics about performance of your strategy on backte
| Days win/draw/lose | 12 / 82 / 25 |
| Avg. Duration Winners | 4:23:00 |
| Avg. Duration Loser | 6:55:00 |
| Max Consecutive Wins / Loss | 3 / 4 |
| Rejected Entry signals | 3089 |
| Entry/Exit Timeouts | 0 / 0 |
| Canceled Trade Entries | 34 |
@@ -467,6 +469,7 @@ It contains some useful key metrics about performance of your strategy on backte
- `Best day` / `Worst day`: Best and worst day based on daily profit.
- `Days win/draw/lose`: Winning / Losing days (draws are usually days without closed trade).
- `Avg. Duration Winners` / `Avg. Duration Loser`: Average durations for winning and losing trades.
- `Max Consecutive Wins / Loss`: Maximum consecutive wins/losses in a row.
- `Rejected Entry signals`: Trade entry signals that could not be acted upon due to `max_open_trades` being reached.
- `Entry/Exit Timeouts`: Entry/exit orders which did not fill (only applicable if custom pricing is used).
- `Canceled Trade Entries`: Number of trades that have been canceled by user request via `adjust_entry_price`.
@@ -534,6 +537,7 @@ Since backtesting lacks some detailed information about what happens within a ca
- 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
- 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
- Stoploss is evaluated before ROI within one candle. So you can often see more trades with the `stoploss` exit reason comparing to the results obtained with the same strategy in the Dry Run/Live Trade modes

4
docs/configuration.md
View File

@@ -251,8 +251,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite:///tradesv3.dryrun.sqlite` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances. <br> **Datatype:** String, SQLAlchemy connect string
| `logfile` | Specifies logfile name. Uses a rolling strategy for log file rotation for 10 files with the 1MB limit per file. <br> **Datatype:** String
| `add_config_files` | Additional config files. These files will be loaded and merged with the current config file. The files are resolved relative to the initial file.<br> *Defaults to `[]`*. <br> **Datatype:** List of strings
| `dataformat_ohlcv` | Data format to use to store historical candle (OHLCV) data. <br> *Defaults to `json`*. <br> **Datatype:** String
| `dataformat_trades` | Data format to use to store historical trades data. <br> *Defaults to `jsongz`*. <br> **Datatype:** String
| `dataformat_ohlcv` | Data format to use to store historical candle (OHLCV) data. <br> *Defaults to `feather`*. <br> **Datatype:** String
| `dataformat_trades` | Data format to use to store historical trades data. <br> *Defaults to `feather`*. <br> **Datatype:** String
| `reduce_df_footprint` | Recast all numeric columns to float32/int32, with the objective of reducing ram/disk usage (and decreasing train/inference timing in FreqAI). (Currently only affects FreqAI use-cases) <br> **Datatype:** Boolean. <br> Default: `False`.
### Parameters in the strategy

66
docs/data-download.md
View File

@@ -27,11 +27,11 @@ usage: freqtrade download-data [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[--exchange EXCHANGE]
[-t TIMEFRAMES [TIMEFRAMES ...]] [--erase]
[--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}]
[--data-format-trades {json,jsongz,hdf5}]
[--data-format-trades {json,jsongz,hdf5,feather}]
[--trading-mode {spot,margin,futures}]
[--prepend]
optional arguments:
options:
-h, --help show this help message and exit
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
@@ -48,8 +48,7 @@ optional arguments:
--dl-trades Download trades instead of OHLCV data. The bot will
resample trades to the desired timeframe as specified
as --timeframes/-t.
--exchange EXCHANGE Exchange name (default: `bittrex`). Only valid if no
config is provided.
--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`.
@@ -57,17 +56,18 @@ optional arguments:
exchange/pairs/timeframes.
--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}
Storage format for downloaded candle (OHLCV) data.
(default: `json`).
--data-format-trades {json,jsongz,hdf5}
(default: `feather`).
--data-format-trades {json,jsongz,hdf5,feather}
Storage format for downloaded trades data. (default:
`jsongz`).
`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 to the file specified. Special values are:
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
@@ -157,7 +157,7 @@ Freqtrade currently supports the following data-formats:
* `json` - plain "text" json files
* `jsongz` - a gzip-zipped version of json files
* `hdf5` - a high performance datastore
* `feather` - a dataformat based on Apache Arrow (OHLCV only)
* `feather` - a dataformat based on Apache Arrow
* `parquet` - columnar datastore (OHLCV only)
By default, OHLCV data is stored as `json` data, while trades data is stored as `jsongz` data.
@@ -255,7 +255,7 @@ usage: freqtrade convert-data [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[--trading-mode {spot,margin,futures}]
[--candle-types {spot,futures,mark,index,premiumIndex,funding_rate} [{spot,futures,mark,index,premiumIndex,funding_rate} ...]]
optional arguments:
options:
-h, --help show this help message and exit
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
@@ -266,19 +266,20 @@ optional arguments:
Destination format for data conversion.
--erase Clean all existing data for the selected
exchange/pairs/timeframes.
--exchange EXCHANGE Exchange name (default: `bittrex`). Only valid if no
config is provided.
--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 use
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 to the file specified. Special values are:
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
@@ -291,7 +292,6 @@ Common arguments:
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH
Path to userdata directory.
```
### Example converting data
@@ -314,7 +314,7 @@ usage: freqtrade convert-trade-data [-h] [-v] [--logfile FILE] [-V] [-c PATH]
{json,jsongz,hdf5,feather,parquet}
[--erase] [--exchange EXCHANGE]
optional arguments:
options:
-h, --help show this help message and exit
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
@@ -325,12 +325,12 @@ optional arguments:
Destination format for data conversion.
--erase Clean all existing data for the selected
exchange/pairs/timeframes.
--exchange EXCHANGE Exchange name (default: `bittrex`). Only valid if no
config is provided.
--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 to the file specified. Special values are:
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
@@ -367,9 +367,9 @@ usage: freqtrade trades-to-ohlcv [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-t TIMEFRAMES [TIMEFRAMES ...]]
[--exchange EXCHANGE]
[--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}]
[--data-format-trades {json,jsongz,hdf5}]
[--data-format-trades {json,jsongz,hdf5,feather}]
optional arguments:
options:
-h, --help show this help message and exit
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
@@ -377,18 +377,18 @@ optional arguments:
-t TIMEFRAMES [TIMEFRAMES ...], --timeframes TIMEFRAMES [TIMEFRAMES ...]
Specify which tickers to download. Space-separated
list. Default: `1m 5m`.
--exchange EXCHANGE Exchange name (default: `bittrex`). Only valid if no
config is provided.
--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: `json`).
--data-format-trades {json,jsongz,hdf5}
(default: `feather`).
--data-format-trades {json,jsongz,hdf5,feather}
Storage format for downloaded trades data. (default:
`jsongz`).
`feather`).
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified. Special values are:
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
@@ -422,13 +422,12 @@ usage: freqtrade list-data [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
[--trading-mode {spot,margin,futures}]
[--show-timerange]
optional arguments:
options:
-h, --help show this help message and exit
--exchange EXCHANGE Exchange name (default: `bittrex`). Only valid if no
config is provided.
--exchange EXCHANGE Exchange name. Only valid if no config is provided.
--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}
Storage format for downloaded candle (OHLCV) data.
(default: `json`).
(default: `feather`).
-p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
Limit command to these pairs. Pairs are space-
separated.
@@ -439,7 +438,8 @@ optional arguments:
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified. Special values are:
--logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more
details.
-V, --version show program's version number and exit
@@ -474,7 +474,7 @@ ETH/USDT 5m, 15m, 30m, 1h, 2h, 4h
By default, `download-data` sub-command downloads Candles (OHLCV) data. Some exchanges also provide historic trade-data via their API.
This data can be useful if you need many different timeframes, since it is only downloaded once, and then resampled locally to the desired timeframes.
Since this data is large by default, the files use gzip by default. They are stored in your data-directory with the naming convention of `<pair>-trades.json.gz` (`ETH_BTC-trades.json.gz`). Incremental mode is also supported, as for historic OHLCV data, so downloading the data once per week with `--days 8` will create an incremental data-repository.
Since this data is large by default, the files use the feather fileformat by default. They are stored in your data-directory with the naming convention of `<pair>-trades.feather` (`ETH_BTC-trades.feather`). Incremental mode is also supported, as for historic OHLCV data, so downloading the data once per week with `--days 8` will create an incremental data-repository.
To use this mode, simply add `--dl-trades` to your call. This will swap the download method to download trades, and resamples the data locally.

9
docs/hyperopt.md
View File

@@ -433,9 +433,14 @@ While this strategy is most likely too simple to provide consistent profit, it s
`range` property may also be used with `DecimalParameter` and `CategoricalParameter`. `RealParameter` does not provide this property due to infinite search space.
??? Hint "Performance tip"
During normal hyperopting, indicators are calculated once and supplied to each epoch, linearly increasing RAM usage as a factor of increasing cores. As this also has performance implications, hyperopt provides `--analyze-per-epoch` which will move the execution of `populate_indicators()` to the epoch process, calculating a single value per parameter per epoch instead of using the `.range` functionality. In this case, `.range` functionality will only return the actually used value. This will reduce RAM usage, but increase CPU usage. However, your hyperopting run will be less likely to fail due to Out Of Memory (OOM) issues.
During normal hyperopting, indicators are calculated once and supplied to each epoch, linearly increasing RAM usage as a factor of increasing cores. As this also has performance implications, there are two alternatives to reduce RAM usage
In either case, you should try to use space ranges as small as possible this will improve CPU/RAM usage in both scenarios.
* Move `ema_short` and `ema_long` calculations from `populate_indicators()` to `populate_entry_trend()`. Since `populate_entry_trend()` gonna be calculated every epochs, you don't need to use `.range` functionality.
* hyperopt provides `--analyze-per-epoch` which will move the execution of `populate_indicators()` to the epoch process, calculating a single value per parameter per epoch instead of using the `.range` functionality. In this case, `.range` functionality will only return the actually used value.
These alternatives will reduce RAM usage, but increase CPU usage. However, your hyperopting run will be less likely to fail due to Out Of Memory (OOM) issues.
Whether you are using `.range` functionality or the alternatives above, you should try to use space ranges as small as possible since this will improve CPU/RAM usage.
## Optimizing protections

2
docs/includes/pairlists.md
View File

@@ -211,7 +211,7 @@ The user is responsible for providing a server or local file that returns a JSON
```json
{
"pairs": ["XRP/USDT", "ETH/USDT", "LTC/USDT"],
"refresh_period": 1800,
"refresh_period": 1800
}
```

4
docs/includes/showcase.md
View File

@@ -4,8 +4,8 @@ This section will highlight a few projects from members of the community.
- [Example freqtrade strategies](https://github.com/freqtrade/freqtrade-strategies/)
- [FrequentHippo - Grafana dashboard with dry/live runs and backtests](http://frequenthippo.ddns.net:3000/) (by hippocritical).
- [Online pairlist generator](http://pairlist.robot.co.network/) (by Blood4rc).
- [Freqtrade Backtesting Project](http://bt.robot.co.network/) (by Blood4rc).
- [Online pairlist generator](https://remotepairlist.com/) (by Blood4rc).
- [Freqtrade Backtesting Project](https://bt.robot.co.network/) (by Blood4rc).
- [Freqtrade analysis notebook](https://github.com/froggleston/freqtrade_analysis_notebook) (by Froggleston).
- [TUI for freqtrade](https://github.com/froggleston/freqtrade-frogtrade9000) (by Froggleston).
- [Bot Academy](https://botacademy.ddns.net/) (by stash86) - Blog about crypto bot projects.

6
docs/requirements-docs.txt
View File

@@ -1,6 +1,6 @@
markdown==3.3.7
mkdocs==1.4.3
mkdocs-material==9.1.18
markdown==3.4.4
mkdocs==1.5.2
mkdocs-material==9.1.21
mdx_truly_sane_lists==1.3
pymdown-extensions==10.1
jinja2==3.1.2