Compare commits
22 Commits
e4dd3b2821
...
add-spice-
| Author | SHA1 | Date | |
|---|---|---|---|
|
|
ecdb466887 | ||
|
|
011759d1b7 | ||
|
|
7cdd510cf9 | ||
|
|
1e5df9611b | ||
|
|
f3dcbb9736 | ||
|
|
06f4f2db0a | ||
|
|
d362332527 | ||
|
|
760f3f157d | ||
|
|
c31f322349 | ||
|
|
aca03e38f6 | ||
|
|
8b1e5daf22 | ||
|
|
7b390b8edb | ||
|
|
91e2a05aff | ||
|
|
793c54db9d | ||
|
|
b1e92933f4 | ||
|
|
12a9fda885 | ||
|
|
a7312dec03 | ||
|
|
ff300d5c85 | ||
|
|
4d93a6b757 | ||
|
|
dac07c5609 | ||
|
|
fb2d190865 | ||
|
|
b209490009 |
21
.devcontainer/Dockerfile
Normal file
@@ -0,0 +1,21 @@
|
||||
FROM freqtradeorg/freqtrade:develop
|
||||
|
||||
USER root
|
||||
# Install dependencies
|
||||
COPY requirements-dev.txt /freqtrade/
|
||||
|
||||
RUN apt-get update \
|
||||
&& apt-get -y install git mercurial sudo vim build-essential \
|
||||
&& apt-get clean \
|
||||
&& mkdir -p /home/ftuser/.vscode-server /home/ftuser/.vscode-server-insiders /home/ftuser/commandhistory \
|
||||
&& echo "export PROMPT_COMMAND='history -a'" >> /home/ftuser/.bashrc \
|
||||
&& echo "export HISTFILE=~/commandhistory/.bash_history" >> /home/ftuser/.bashrc \
|
||||
&& chown ftuser:ftuser -R /home/ftuser/.local/ \
|
||||
&& chown ftuser: -R /home/ftuser/
|
||||
|
||||
USER ftuser
|
||||
|
||||
RUN pip install --user autopep8 -r docs/requirements-docs.txt -r requirements-dev.txt --no-cache-dir
|
||||
|
||||
# Empty the ENTRYPOINT to allow all commands
|
||||
ENTRYPOINT []
|
||||
@@ -1,44 +1,39 @@
|
||||
{
|
||||
"name": "freqtrade Develop",
|
||||
"image": "ghcr.io/freqtrade/freqtrade-devcontainer:latest",
|
||||
"build": {
|
||||
"dockerfile": "Dockerfile",
|
||||
"context": ".."
|
||||
},
|
||||
// Use 'forwardPorts' to make a list of ports inside the container available locally.
|
||||
"forwardPorts": [
|
||||
8080
|
||||
],
|
||||
"workspaceMount": "source=${localWorkspaceFolder},target=/workspaces/freqtrade,type=bind,consistency=cached",
|
||||
"mounts": [
|
||||
"source=freqtrade-bashhistory,target=/home/ftuser/commandhistory,type=volume"
|
||||
],
|
||||
// Uncomment to connect as a non-root user if you've added one. See https://aka.ms/vscode-remote/containers/non-root.
|
||||
"remoteUser": "ftuser",
|
||||
"onCreateCommand": "pip install --user -e .",
|
||||
|
||||
"postCreateCommand": "freqtrade create-userdir --userdir user_data/",
|
||||
"workspaceFolder": "/workspaces/freqtrade",
|
||||
"customizations": {
|
||||
"vscode": {
|
||||
|
||||
"workspaceFolder": "/freqtrade/",
|
||||
|
||||
"settings": {
|
||||
"terminal.integrated.shell.linux": "/bin/bash",
|
||||
"editor.insertSpaces": true,
|
||||
"files.trimTrailingWhitespace": true,
|
||||
"[markdown]": {
|
||||
"files.trimTrailingWhitespace": false
|
||||
"files.trimTrailingWhitespace": false,
|
||||
},
|
||||
"python.pythonPath": "/usr/local/bin/python",
|
||||
"[python]": {
|
||||
"editor.codeActionsOnSave": {
|
||||
"source.organizeImports": "explicit"
|
||||
},
|
||||
"editor.formatOnSave": true,
|
||||
"editor.defaultFormatter": "charliermarsh.ruff"
|
||||
}
|
||||
},
|
||||
|
||||
// Add the IDs of extensions you want installed when the container is created.
|
||||
"extensions": [
|
||||
"ms-python.python",
|
||||
"ms-python.vscode-pylance",
|
||||
"charliermarsh.ruff",
|
||||
"davidanson.vscode-markdownlint",
|
||||
"ms-azuretools.vscode-docker",
|
||||
"vscode-icons-team.vscode-icons",
|
||||
"github.vscode-github-actions",
|
||||
],
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -14,11 +14,10 @@ MANIFEST.in
|
||||
README.md
|
||||
freqtrade.service
|
||||
freqtrade.egg-info
|
||||
.venv/
|
||||
|
||||
config.json*
|
||||
*.sqlite
|
||||
user_data/
|
||||
user_data
|
||||
*.log
|
||||
|
||||
.vscode
|
||||
|
||||
21
.github/.devcontainer/Dockerfile
vendored
@@ -1,21 +0,0 @@
|
||||
FROM freqtradeorg/freqtrade:develop_freqairl
|
||||
|
||||
USER root
|
||||
# Install dependencies
|
||||
COPY requirements-dev.txt /freqtrade/
|
||||
|
||||
ARG USERNAME=ftuser
|
||||
|
||||
RUN apt-get update \
|
||||
&& apt-get -y install --no-install-recommends apt-utils dialog git ssh vim build-essential zsh \
|
||||
&& apt-get clean \
|
||||
&& mkdir -p /home/${USERNAME}/.vscode-server /home/${USERNAME}/.vscode-server-insiders /home/${USERNAME}/commandhistory \
|
||||
&& chown ${USERNAME}:${USERNAME} -R /home/${USERNAME}/.local/ \
|
||||
&& chown ${USERNAME}: -R /home/${USERNAME}/
|
||||
|
||||
USER ftuser
|
||||
|
||||
RUN pip install --user autopep8 -r docs/requirements-docs.txt -r requirements-dev.txt --no-cache-dir
|
||||
|
||||
# Empty the ENTRYPOINT to allow all commands
|
||||
ENTRYPOINT []
|
||||
12
.github/.devcontainer/devcontainer.json
vendored
@@ -1,12 +0,0 @@
|
||||
{
|
||||
"name": "freqtrade Dev container image builder",
|
||||
"build": {
|
||||
"dockerfile": "Dockerfile",
|
||||
"context": "../../"
|
||||
},
|
||||
"features": {
|
||||
"ghcr.io/devcontainers/features/common-utils:2": {
|
||||
},
|
||||
"ghcr.io/stuartleeks/dev-container-features/shell-history:0.0.3": {}
|
||||
}
|
||||
}
|
||||
10
.github/ISSUE_TEMPLATE/bug_report.md
vendored
@@ -1,6 +1,6 @@
|
||||
---
|
||||
name: Bug report
|
||||
about: Create a report to help us improve. Do not use this for strategy assistance.
|
||||
about: Create a report to help us improve
|
||||
title: ''
|
||||
labels: "Triage Needed"
|
||||
assignees: ''
|
||||
@@ -12,11 +12,7 @@ Have you searched for similar issues before posting it?
|
||||
If you have discovered a bug in the bot, please [search the issue tracker](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue).
|
||||
If it hasn't been reported, please create a new issue.
|
||||
|
||||
Has your strategy or configuration been generated by an AI model, and is now not working?
|
||||
This is almost certainly NOT a bug in Freqtrade, but a problem with the code your AI model generated.
|
||||
Please consult the documentation. We'll close such issues and point to the documentation.
|
||||
|
||||
Please do not use the bug report template to request new features.
|
||||
Please do not use bug reports to request new features.
|
||||
-->
|
||||
|
||||
## Describe your environment
|
||||
@@ -24,7 +20,7 @@ Please do not use the bug report template to request new features.
|
||||
* Operating system: ____
|
||||
* Python Version: _____ (`python -V`)
|
||||
* CCXT version: _____ (`pip freeze | grep ccxt`)
|
||||
* Freqtrade Version: ____ (`freqtrade -V` or `docker compose run --rm freqtrade -V` for Freqtrade running in docker)
|
||||
* Freqtrade Version: ____ (`freqtrade -V` or `docker-compose run --rm freqtrade -V` for Freqtrade running in docker)
|
||||
|
||||
Note: All issues other than enhancement requests will be closed without further comment if the above template is deleted or not filled out.
|
||||
|
||||
|
||||
4
.github/ISSUE_TEMPLATE/feature_request.md
vendored
@@ -1,6 +1,6 @@
|
||||
---
|
||||
name: Feature request
|
||||
about: Suggest a new feature or idea for this project
|
||||
about: Suggest an idea for this project
|
||||
title: ''
|
||||
labels: ''
|
||||
assignees: ''
|
||||
@@ -18,7 +18,7 @@ Have you search for this feature before requesting it? It's highly likely that a
|
||||
* Operating system: ____
|
||||
* Python Version: _____ (`python -V`)
|
||||
* CCXT version: _____ (`pip freeze | grep ccxt`)
|
||||
* Freqtrade Version: ____ (`freqtrade -V` or `docker compose run --rm freqtrade -V` for Freqtrade running in docker)
|
||||
* Freqtrade Version: ____ (`freqtrade -V` or `docker-compose run --rm freqtrade -V` for Freqtrade running in docker)
|
||||
|
||||
|
||||
## Describe the enhancement
|
||||
|
||||
11
.github/ISSUE_TEMPLATE/question.md
vendored
@@ -1,6 +1,6 @@
|
||||
---
|
||||
name: Question
|
||||
about: Ask a question you could not find an answer in the docs. Use this template if you've got problems with your strategy.
|
||||
about: Ask a question you could not find an answer in the docs
|
||||
title: ''
|
||||
labels: "Question"
|
||||
assignees: ''
|
||||
@@ -8,12 +8,9 @@ assignees: ''
|
||||
---
|
||||
<!--
|
||||
Have you searched for similar issues before posting it?
|
||||
Did you have a VERY good look at the [documentation](https://www.freqtrade.io/) and are sure that the question is not explained there
|
||||
Did you have a VERY good look at the [documentation](https://www.freqtrade.io/en/latest/) and are sure that the question is not explained there
|
||||
|
||||
Please do not use the question template to report bugs or to request new features.
|
||||
|
||||
Has your strategy or configuration been generated by an AI model, and is now not working?
|
||||
Please consult the documentation. We'll close such issues and point to the documentation.
|
||||
-->
|
||||
|
||||
## Describe your environment
|
||||
@@ -21,8 +18,8 @@ Please consult the documentation. We'll close such issues and point to the docum
|
||||
* Operating system: ____
|
||||
* Python Version: _____ (`python -V`)
|
||||
* CCXT version: _____ (`pip freeze | grep ccxt`)
|
||||
* Freqtrade Version: ____ (`freqtrade -V` or `docker compose run --rm freqtrade -V` for Freqtrade running in docker)
|
||||
* Freqtrade Version: ____ (`freqtrade -V` or `docker-compose run --rm freqtrade -V` for Freqtrade running in docker)
|
||||
|
||||
## Your question
|
||||
|
||||
*Ask the question you have not been able to find an answer in the [Documentation](https://www.freqtrade.io/)*
|
||||
*Ask the question you have not been able to find an answer in the [Documentation](https://www.freqtrade.io/en/latest/)*
|
||||
|
||||
5
.github/PULL_REQUEST_TEMPLATE.md
vendored
@@ -1,10 +1,5 @@
|
||||
<!-- Thank you for sending your pull request. But first, have you included
|
||||
unit tests, and is your code PEP8 conformant? [More details](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md)
|
||||
|
||||
Did you use AI to create your changes?
|
||||
If so, please state it clearly in the PR description (failing to do so may result in your PR being closed).
|
||||
|
||||
Also, please do a self review of the changes made before submitting the PR to make sure only relevant changes are included.
|
||||
-->
|
||||
## Summary
|
||||
|
||||
|
||||
92
.github/actions/docker-tags/action.yml
vendored
@@ -1,92 +0,0 @@
|
||||
name: 'docker-tags'
|
||||
description: 'Set Docker default Tag environment variables'
|
||||
# inputs:
|
||||
outputs:
|
||||
BRANCH_NAME:
|
||||
description: 'The branch name'
|
||||
value: ${{ steps.tags.outputs.BRANCH_NAME }}
|
||||
TAG:
|
||||
description: 'The Docker tag'
|
||||
value: ${{ steps.tags.outputs.TAG }}
|
||||
TAG_PLOT:
|
||||
description: 'The Docker tag for the plot'
|
||||
value: ${{ steps.tags.outputs.TAG_PLOT }}
|
||||
TAG_FREQAI:
|
||||
description: 'The Docker tag for the freqai'
|
||||
value: ${{ steps.tags.outputs.TAG_FREQAI }}
|
||||
TAG_FREQAI_RL:
|
||||
description: 'The Docker tag for the freqai_rl'
|
||||
value: ${{ steps.tags.outputs.TAG_FREQAI_RL }}
|
||||
TAG_FREQAI_TORCH:
|
||||
description: 'The Docker tag for the freqai_torch'
|
||||
value: ${{ steps.tags.outputs.TAG_FREQAI_TORCH }}
|
||||
TAG_ARM:
|
||||
description: 'The Docker tag for the arm'
|
||||
value: ${{ steps.tags.outputs.TAG_ARM }}
|
||||
TAG_PLOT_ARM:
|
||||
description: 'The Docker tag for the plot arm'
|
||||
value: ${{ steps.tags.outputs.TAG_PLOT_ARM }}
|
||||
TAG_FREQAI_ARM:
|
||||
description: 'The Docker tag for the freqai arm'
|
||||
value: ${{ steps.tags.outputs.TAG_FREQAI_ARM }}
|
||||
TAG_FREQAI_RL_ARM:
|
||||
description: 'The Docker tag for the freqai_rl arm'
|
||||
value: ${{ steps.tags.outputs.TAG_FREQAI_RL_ARM }}
|
||||
TAG_PI:
|
||||
description: 'The Docker tag for the pi'
|
||||
value: ${{ steps.tags.outputs.TAG_PI }}
|
||||
CACHE_TAG_PI:
|
||||
description: 'The Docker cache tag for the pi'
|
||||
value: ${{ steps.tags.outputs.CACHE_TAG_PI }}
|
||||
runs:
|
||||
using: "composite"
|
||||
steps:
|
||||
- name: Extract branch name
|
||||
shell: bash
|
||||
id: tags
|
||||
env:
|
||||
BRANCH_NAME_INPUT: ${{ github.event.inputs.branch_name }}
|
||||
run: |
|
||||
if [ "${{ github.event_name }}" = "workflow_dispatch" ]; then
|
||||
BRANCH_NAME="${BRANCH_NAME_INPUT}"
|
||||
else
|
||||
BRANCH_NAME="${GITHUB_REF##*/}"
|
||||
fi
|
||||
|
||||
# Replace / with _ to create a valid tag
|
||||
TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
|
||||
TAG_PLOT=${TAG}_plot
|
||||
TAG_FREQAI=${TAG}_freqai
|
||||
TAG_FREQAI_RL=${TAG_FREQAI}rl
|
||||
TAG_FREQAI_TORCH=${TAG_FREQAI}torch
|
||||
|
||||
TAG_ARM=${TAG}_arm
|
||||
TAG_PLOT_ARM=${TAG_PLOT}_arm
|
||||
TAG_FREQAI_ARM=${TAG_FREQAI}_arm
|
||||
TAG_FREQAI_RL_ARM=${TAG_FREQAI_RL}_arm
|
||||
|
||||
TAG_PI="${TAG}_pi"
|
||||
|
||||
CACHE_TAG_PI=${CACHE_IMAGE}:${TAG_PI}_cache
|
||||
|
||||
echo "BRANCH_NAME=${BRANCH_NAME}" >> "$GITHUB_OUTPUT"
|
||||
echo "TAG=${TAG}" >> "$GITHUB_OUTPUT"
|
||||
echo "TAG_PLOT=${TAG_PLOT}" >> "$GITHUB_OUTPUT"
|
||||
echo "TAG_FREQAI=${TAG_FREQAI}" >> "$GITHUB_OUTPUT"
|
||||
echo "TAG_FREQAI_RL=${TAG_FREQAI_RL}" >> "$GITHUB_OUTPUT"
|
||||
echo "TAG_FREQAI_TORCH=${TAG_FREQAI_TORCH}" >> "$GITHUB_OUTPUT"
|
||||
echo "TAG_ARM=${TAG_ARM}" >> "$GITHUB_OUTPUT"
|
||||
echo "TAG_PLOT_ARM=${TAG_PLOT_ARM}" >> "$GITHUB_OUTPUT"
|
||||
echo "TAG_FREQAI_ARM=${TAG_FREQAI_ARM}" >> "$GITHUB_OUTPUT"
|
||||
echo "TAG_FREQAI_RL_ARM=${TAG_FREQAI_RL_ARM}" >> "$GITHUB_OUTPUT"
|
||||
echo "TAG_PI=${TAG_PI}" >> "$GITHUB_OUTPUT"
|
||||
|
||||
echo "CACHE_TAG_PI=${CACHE_TAG_PI}" >> "$GITHUB_OUTPUT"
|
||||
|
||||
cat "$GITHUB_OUTPUT"
|
||||
|
||||
- name: Save commit SHA to file
|
||||
shell: bash
|
||||
# Add commit to docker container
|
||||
run: |
|
||||
echo "${GITHUB_SHA}" > freqtrade_commit
|
||||
39
.github/dependabot.yml
vendored
@@ -1,57 +1,20 @@
|
||||
version: 2
|
||||
updates:
|
||||
- package-ecosystem: docker
|
||||
cooldown:
|
||||
default-days: 4
|
||||
directories:
|
||||
- "/"
|
||||
- "/docker"
|
||||
schedule:
|
||||
interval: daily
|
||||
ignore:
|
||||
- dependency-name: "*"
|
||||
update-types: ["version-update:semver-major"]
|
||||
open-pull-requests-limit: 10
|
||||
|
||||
- package-ecosystem: devcontainers
|
||||
directory: "/"
|
||||
cooldown:
|
||||
default-days: 4
|
||||
schedule:
|
||||
interval: daily
|
||||
open-pull-requests-limit: 10
|
||||
|
||||
- package-ecosystem: pip
|
||||
directory: "/"
|
||||
cooldown:
|
||||
default-days: 4
|
||||
exclude:
|
||||
- ccxt
|
||||
schedule:
|
||||
interval: weekly
|
||||
time: "03:00"
|
||||
timezone: "Etc/UTC"
|
||||
open-pull-requests-limit: 15
|
||||
open-pull-requests-limit: 10
|
||||
target-branch: develop
|
||||
groups:
|
||||
types:
|
||||
patterns:
|
||||
- "types-*"
|
||||
pytest:
|
||||
patterns:
|
||||
- "pytest*"
|
||||
mkdocs:
|
||||
patterns:
|
||||
- "mkdocs*"
|
||||
scipy:
|
||||
patterns:
|
||||
- "scipy"
|
||||
- "scipy-stubs"
|
||||
|
||||
- package-ecosystem: "github-actions"
|
||||
directory: "/"
|
||||
cooldown:
|
||||
default-days: 4
|
||||
schedule:
|
||||
interval: "weekly"
|
||||
open-pull-requests-limit: 10
|
||||
|
||||
50
.github/workflows/binance-lev-tier-update.yml
vendored
@@ -1,50 +0,0 @@
|
||||
name: Binance Leverage tiers update
|
||||
|
||||
on:
|
||||
schedule:
|
||||
- cron: "0 3 * * 4"
|
||||
# on demand
|
||||
workflow_dispatch:
|
||||
|
||||
permissions:
|
||||
contents: read
|
||||
|
||||
jobs:
|
||||
auto-update:
|
||||
runs-on: ubuntu-latest
|
||||
environment:
|
||||
name: develop
|
||||
steps:
|
||||
- uses: actions/checkout@v5
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- uses: actions/setup-python@v6
|
||||
with:
|
||||
python-version: "3.12"
|
||||
|
||||
- name: Install ccxt
|
||||
run: pip install ccxt
|
||||
|
||||
- name: Run leverage tier update
|
||||
env:
|
||||
CI_WEB_PROXY: ${{ secrets.CI_WEB_PROXY }}
|
||||
FREQTRADE__EXCHANGE__KEY: ${{ secrets.BINANCE_EXCHANGE_KEY }}
|
||||
FREQTRADE__EXCHANGE__SECRET: ${{ secrets.BINANCE_EXCHANGE_SECRET }}
|
||||
run: python build_helpers/binance_update_lev_tiers.py
|
||||
|
||||
|
||||
- uses: peter-evans/create-pull-request@271a8d0340265f705b14b6d32b9829c1cb33d45e # v7.0.8
|
||||
with:
|
||||
token: ${{ secrets.REPO_SCOPED_TOKEN }}
|
||||
add-paths: freqtrade/exchange/binance_leverage_tiers.json
|
||||
labels: |
|
||||
Tech maintenance
|
||||
Dependencies
|
||||
branch: update/binance-leverage-tiers
|
||||
title: Update Binance Leverage Tiers
|
||||
commit-message: "chore: update pre-commit hooks"
|
||||
committer: Freqtrade Bot <154552126+freqtrade-bot@users.noreply.github.com>
|
||||
author: Freqtrade Bot <154552126+freqtrade-bot@users.noreply.github.com>
|
||||
body: Update binance leverage tiers.
|
||||
delete-branch: true
|
||||
584
.github/workflows/ci.yml
vendored
@@ -11,178 +11,261 @@ on:
|
||||
types: [published]
|
||||
pull_request:
|
||||
schedule:
|
||||
- cron: '0 3 * * 4'
|
||||
- cron: '0 5 * * 4'
|
||||
|
||||
concurrency:
|
||||
group: "${{ github.workflow }}-${{ github.ref }}-${{ github.event_name }}"
|
||||
group: ${{ github.workflow }}-${{ github.ref }}
|
||||
cancel-in-progress: true
|
||||
permissions:
|
||||
repository-projects: read
|
||||
|
||||
jobs:
|
||||
tests:
|
||||
name: "Tests and Linting"
|
||||
build_linux:
|
||||
|
||||
runs-on: ${{ matrix.os }}
|
||||
strategy:
|
||||
matrix:
|
||||
os: [ "ubuntu-22.04", "ubuntu-24.04", "macos-14", "macos-15" , "windows-2022", "windows-2025" ]
|
||||
python-version: ["3.11", "3.12", "3.13"]
|
||||
os: [ ubuntu-18.04, ubuntu-20.04, ubuntu-22.04 ]
|
||||
python-version: ["3.8", "3.9", "3.10.6"]
|
||||
|
||||
steps:
|
||||
- uses: actions/checkout@v5
|
||||
with:
|
||||
persist-credentials: false
|
||||
- uses: actions/checkout@v3
|
||||
|
||||
- name: Set up Python
|
||||
uses: actions/setup-python@v6
|
||||
uses: actions/setup-python@v4
|
||||
with:
|
||||
python-version: ${{ matrix.python-version }}
|
||||
|
||||
- name: Install uv
|
||||
uses: astral-sh/setup-uv@85856786d1ce8acfbcc2f13a5f3fbd6b938f9f41 # v7.1.2
|
||||
- name: Cache_dependencies
|
||||
uses: actions/cache@v3
|
||||
id: cache
|
||||
with:
|
||||
activate-environment: true
|
||||
enable-cache: true
|
||||
python-version: ${{ matrix.python-version }}
|
||||
cache-dependency-glob: "requirements**.txt"
|
||||
cache-suffix: "${{ matrix.python-version }}"
|
||||
path: ~/dependencies/
|
||||
key: ${{ runner.os }}-dependencies
|
||||
|
||||
- name: Installation - macOS (Brew)
|
||||
if: ${{ runner.os == 'macOS' }}
|
||||
run: |
|
||||
# brew update
|
||||
# TODO: Should be the brew upgrade
|
||||
brew install libomp
|
||||
- name: pip cache (linux)
|
||||
uses: actions/cache@v3
|
||||
if: runner.os == 'Linux'
|
||||
with:
|
||||
path: ~/.cache/pip
|
||||
key: test-${{ matrix.os }}-${{ matrix.python-version }}-pip
|
||||
|
||||
- name: Installation (python)
|
||||
- name: TA binary *nix
|
||||
if: steps.cache.outputs.cache-hit != 'true'
|
||||
run: |
|
||||
uv pip install --upgrade wheel
|
||||
uv pip install -r requirements-dev.txt
|
||||
uv pip install -e ft_client/
|
||||
uv pip install -e .
|
||||
cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies/; cd ..
|
||||
|
||||
- name: Check for version alignment
|
||||
- name: Installation - *nix
|
||||
if: runner.os == 'Linux'
|
||||
run: |
|
||||
python build_helpers/freqtrade_client_version_align.py
|
||||
python -m pip install --upgrade pip wheel
|
||||
export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
|
||||
export TA_LIBRARY_PATH=${HOME}/dependencies/lib
|
||||
export TA_INCLUDE_PATH=${HOME}/dependencies/include
|
||||
pip install -r requirements-dev.txt
|
||||
pip install -e .
|
||||
|
||||
- name: Tests
|
||||
if: (!(runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-24.04'))
|
||||
run: |
|
||||
pytest --random-order --durations 20 -n auto
|
||||
pytest --random-order --cov=freqtrade --cov-config=.coveragerc
|
||||
if: matrix.python-version != '3.9' || matrix.os != 'ubuntu-22.04'
|
||||
|
||||
- name: Tests with Coveralls
|
||||
if: (runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-24.04')
|
||||
- name: Tests incl. ccxt compatibility tests
|
||||
run: |
|
||||
pytest --random-order --cov=freqtrade --cov=freqtrade_client --cov-config=.coveragerc
|
||||
pytest --random-order --cov=freqtrade --cov-config=.coveragerc --longrun
|
||||
if: matrix.python-version == '3.9' && matrix.os == 'ubuntu-22.04'
|
||||
|
||||
- name: Coveralls
|
||||
if: (runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-24.04')
|
||||
if: (runner.os == 'Linux' && matrix.python-version == '3.9')
|
||||
env:
|
||||
# Coveralls token. Not used as secret due to github not providing secrets to forked repositories
|
||||
COVERALLS_REPO_TOKEN: 6D1m0xupS3FgutfuGao8keFf9Hc0FpIXu
|
||||
run: |
|
||||
# Allow failure for coveralls
|
||||
uv pip install coveralls
|
||||
coveralls || true
|
||||
|
||||
- name: Run json schema extract
|
||||
# This should be kept before the repository check to ensure that the schema is up-to-date
|
||||
run: |
|
||||
python build_helpers/extract_config_json_schema.py
|
||||
|
||||
- name: Run command docs partials extract
|
||||
# This should be kept before the repository check to ensure that the docs are up-to-date
|
||||
if: ${{ (matrix.python-version == '3.13') }}
|
||||
run: |
|
||||
python build_helpers/create_command_partials.py
|
||||
|
||||
- name: Check for repository changes - *nix
|
||||
if: ${{ (runner.os != 'Windows') }}
|
||||
run: |
|
||||
if [ -n "$(git status --porcelain)" ]; then
|
||||
echo "Repository is dirty, changes detected:"
|
||||
git status
|
||||
git diff
|
||||
exit 1
|
||||
else
|
||||
echo "Repository is clean, no changes detected."
|
||||
fi
|
||||
|
||||
- name: Check for repository changes - Windows
|
||||
if: ${{ runner.os == 'Windows' && (matrix.python-version != '3.13') }}
|
||||
run: |
|
||||
if (git status --porcelain) {
|
||||
Write-Host "Repository is dirty, changes detected:"
|
||||
git status
|
||||
git diff
|
||||
exit 1
|
||||
}
|
||||
else {
|
||||
Write-Host "Repository is clean, no changes detected."
|
||||
}
|
||||
|
||||
- name: Backtesting (multi)
|
||||
run: |
|
||||
cp config_examples/config_bittrex.example.json config.json
|
||||
freqtrade create-userdir --userdir user_data
|
||||
cp tests/testdata/config.tests.json user_data/config.json
|
||||
freqtrade new-strategy -s AwesomeStrategy
|
||||
freqtrade new-strategy -s AwesomeStrategyMin --template minimal
|
||||
freqtrade new-strategy -s AwesomeStrategyAdv --template advanced
|
||||
freqtrade backtesting --datadir tests/testdata --strategy-list AwesomeStrategy AwesomeStrategyMin AwesomeStrategyAdv -i 5m
|
||||
freqtrade backtesting --datadir tests/testdata --strategy-list AwesomeStrategy AwesomeStrategyMin -i 5m
|
||||
|
||||
- name: Hyperopt
|
||||
run: |
|
||||
cp tests/testdata/config.tests.json config.json
|
||||
cp config_examples/config_bittrex.example.json config.json
|
||||
freqtrade create-userdir --userdir user_data
|
||||
freqtrade hyperopt --datadir tests/testdata -e 6 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all
|
||||
freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all
|
||||
|
||||
- name: Flake8
|
||||
run: |
|
||||
flake8
|
||||
|
||||
- name: Sort imports (isort)
|
||||
run: |
|
||||
isort --check .
|
||||
|
||||
- name: Run Ruff
|
||||
run: |
|
||||
ruff check --output-format=github
|
||||
|
||||
- name: Run Ruff format check
|
||||
run: |
|
||||
ruff format --check
|
||||
|
||||
- name: Mypy
|
||||
if: ${{ matrix.os == 'ubuntu-24.04' || matrix.os == 'macos-15' }}
|
||||
run: |
|
||||
mypy freqtrade scripts tests
|
||||
|
||||
- name: Run Pester tests (PowerShell)
|
||||
if: ${{ runner.os == 'Windows' }}
|
||||
shell: powershell
|
||||
run: |
|
||||
$PSVersionTable
|
||||
Set-PSRepository psgallery -InstallationPolicy trusted
|
||||
Install-Module -Name Pester -RequiredVersion 5.3.1 -Confirm:$false -Force -SkipPublisherCheck
|
||||
$Error.clear()
|
||||
Invoke-Pester -Path "tests" -CI
|
||||
if ($Error.Length -gt 0) {exit 1}
|
||||
|
||||
- name: Discord notification
|
||||
uses: rjstone/discord-webhook-notify@c2597273488aeda841dd1e891321952b51f7996f #v2.2.1
|
||||
if: ${{ failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false) }}
|
||||
uses: rjstone/discord-webhook-notify@v1
|
||||
if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
|
||||
with:
|
||||
severity: error
|
||||
details: Freqtrade CI failed on ${{ matrix.os }} with Python ${{ matrix.python-version }}!
|
||||
details: Freqtrade CI failed on ${{ matrix.os }}
|
||||
webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
|
||||
|
||||
mypy-version-check:
|
||||
name: "Mypy Version Check"
|
||||
runs-on: ubuntu-24.04
|
||||
build_macos:
|
||||
runs-on: ${{ matrix.os }}
|
||||
strategy:
|
||||
matrix:
|
||||
os: [ macos-latest ]
|
||||
python-version: ["3.8", "3.9", "3.10.6"]
|
||||
|
||||
steps:
|
||||
- uses: actions/checkout@v5
|
||||
with:
|
||||
persist-credentials: false
|
||||
- uses: actions/checkout@v3
|
||||
|
||||
- name: Set up Python
|
||||
uses: actions/setup-python@v6
|
||||
uses: actions/setup-python@v4
|
||||
with:
|
||||
python-version: "3.12"
|
||||
python-version: ${{ matrix.python-version }}
|
||||
|
||||
- name: Cache_dependencies
|
||||
uses: actions/cache@v3
|
||||
id: cache
|
||||
with:
|
||||
path: ~/dependencies/
|
||||
key: ${{ runner.os }}-dependencies
|
||||
|
||||
- name: pip cache (macOS)
|
||||
uses: actions/cache@v3
|
||||
if: runner.os == 'macOS'
|
||||
with:
|
||||
path: ~/Library/Caches/pip
|
||||
key: test-${{ matrix.os }}-${{ matrix.python-version }}-pip
|
||||
|
||||
- name: TA binary *nix
|
||||
if: steps.cache.outputs.cache-hit != 'true'
|
||||
run: |
|
||||
cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies/; cd ..
|
||||
|
||||
- name: Installation - macOS
|
||||
if: runner.os == 'macOS'
|
||||
run: |
|
||||
brew update
|
||||
brew install hdf5 c-blosc
|
||||
python -m pip install --upgrade pip wheel
|
||||
export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
|
||||
export TA_LIBRARY_PATH=${HOME}/dependencies/lib
|
||||
export TA_INCLUDE_PATH=${HOME}/dependencies/include
|
||||
pip install -r requirements-dev.txt
|
||||
pip install -e .
|
||||
|
||||
- name: Tests
|
||||
run: |
|
||||
pytest --random-order
|
||||
|
||||
- name: Backtesting
|
||||
run: |
|
||||
cp config_examples/config_bittrex.example.json config.json
|
||||
freqtrade create-userdir --userdir user_data
|
||||
freqtrade new-strategy -s AwesomeStrategyAdv --template advanced
|
||||
freqtrade backtesting --datadir tests/testdata --strategy AwesomeStrategyAdv
|
||||
|
||||
- name: Hyperopt
|
||||
run: |
|
||||
cp config_examples/config_bittrex.example.json config.json
|
||||
freqtrade create-userdir --userdir user_data
|
||||
freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all
|
||||
|
||||
- name: Flake8
|
||||
run: |
|
||||
flake8
|
||||
|
||||
- name: Sort imports (isort)
|
||||
run: |
|
||||
isort --check .
|
||||
|
||||
- name: Mypy
|
||||
run: |
|
||||
mypy freqtrade scripts
|
||||
|
||||
- name: Discord notification
|
||||
uses: rjstone/discord-webhook-notify@v1
|
||||
if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
|
||||
with:
|
||||
severity: info
|
||||
details: Test Succeeded!
|
||||
webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
|
||||
|
||||
build_windows:
|
||||
|
||||
runs-on: ${{ matrix.os }}
|
||||
strategy:
|
||||
matrix:
|
||||
os: [ windows-latest ]
|
||||
python-version: ["3.8", "3.9", "3.10.6"]
|
||||
|
||||
steps:
|
||||
- uses: actions/checkout@v3
|
||||
|
||||
- name: Set up Python
|
||||
uses: actions/setup-python@v4
|
||||
with:
|
||||
python-version: ${{ matrix.python-version }}
|
||||
|
||||
- name: Pip cache (Windows)
|
||||
uses: actions/cache@v3
|
||||
with:
|
||||
path: ~\AppData\Local\pip\Cache
|
||||
key: ${{ matrix.os }}-${{ matrix.python-version }}-pip
|
||||
|
||||
- name: Installation
|
||||
run: |
|
||||
./build_helpers/install_windows.ps1
|
||||
|
||||
- name: Tests
|
||||
run: |
|
||||
pytest --random-order
|
||||
|
||||
- name: Backtesting
|
||||
run: |
|
||||
cp config_examples/config_bittrex.example.json config.json
|
||||
freqtrade create-userdir --userdir user_data
|
||||
freqtrade backtesting --datadir tests/testdata --strategy SampleStrategy
|
||||
|
||||
- name: Hyperopt
|
||||
run: |
|
||||
cp config_examples/config_bittrex.example.json config.json
|
||||
freqtrade create-userdir --userdir user_data
|
||||
freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all
|
||||
|
||||
- name: Flake8
|
||||
run: |
|
||||
flake8
|
||||
|
||||
- name: Mypy
|
||||
run: |
|
||||
mypy freqtrade scripts tests
|
||||
|
||||
- name: Discord notification
|
||||
uses: rjstone/discord-webhook-notify@v1
|
||||
if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
|
||||
with:
|
||||
severity: error
|
||||
details: Test Failed
|
||||
webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
|
||||
|
||||
mypy_version_check:
|
||||
runs-on: ubuntu-20.04
|
||||
steps:
|
||||
- uses: actions/checkout@v3
|
||||
|
||||
- name: Set up Python
|
||||
uses: actions/setup-python@v4
|
||||
with:
|
||||
python-version: "3.10"
|
||||
|
||||
- name: pre-commit dependencies
|
||||
run: |
|
||||
@@ -190,241 +273,172 @@ jobs:
|
||||
python build_helpers/pre_commit_update.py
|
||||
|
||||
pre-commit:
|
||||
name: "Pre-commit checks"
|
||||
runs-on: ubuntu-22.04
|
||||
steps:
|
||||
- uses: actions/checkout@v5
|
||||
with:
|
||||
persist-credentials: false
|
||||
- uses: actions/checkout@v3
|
||||
|
||||
- uses: actions/setup-python@v6
|
||||
- uses: actions/setup-python@v4
|
||||
with:
|
||||
python-version: "3.12"
|
||||
- uses: pre-commit/action@2c7b3805fd2a0fd8c1884dcaebf91fc102a13ecd # v3.0.1
|
||||
python-version: "3.10"
|
||||
- uses: pre-commit/action@v3.0.0
|
||||
|
||||
docs-check:
|
||||
name: "Documentation build"
|
||||
runs-on: ubuntu-22.04
|
||||
docs_check:
|
||||
runs-on: ubuntu-20.04
|
||||
steps:
|
||||
- uses: actions/checkout@v5
|
||||
with:
|
||||
persist-credentials: false
|
||||
- uses: actions/checkout@v3
|
||||
|
||||
- name: Documentation syntax
|
||||
run: |
|
||||
./tests/test_docs.sh
|
||||
|
||||
- name: Set up Python
|
||||
uses: actions/setup-python@v6
|
||||
uses: actions/setup-python@v4
|
||||
with:
|
||||
python-version: "3.12"
|
||||
python-version: "3.10"
|
||||
|
||||
- name: Documentation build
|
||||
run: |
|
||||
pip install -r docs/requirements-docs.txt
|
||||
pip install mkdocs
|
||||
mkdocs build
|
||||
|
||||
- name: Discord notification
|
||||
uses: rjstone/discord-webhook-notify@c2597273488aeda841dd1e891321952b51f7996f #v2.2.1
|
||||
uses: rjstone/discord-webhook-notify@v1
|
||||
if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
|
||||
with:
|
||||
severity: error
|
||||
details: Freqtrade doc test failed!
|
||||
webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
|
||||
|
||||
|
||||
build-linux-online:
|
||||
# Run pytest with "live" checks
|
||||
name: "Tests and Linting - Online tests"
|
||||
runs-on: ubuntu-24.04
|
||||
steps:
|
||||
- uses: actions/checkout@v5
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- name: Set up Python
|
||||
uses: actions/setup-python@v6
|
||||
with:
|
||||
python-version: "3.12"
|
||||
|
||||
- name: Install uv
|
||||
uses: astral-sh/setup-uv@85856786d1ce8acfbcc2f13a5f3fbd6b938f9f41 # v7.1.2
|
||||
with:
|
||||
activate-environment: true
|
||||
enable-cache: true
|
||||
python-version: "3.12"
|
||||
cache-dependency-glob: "requirements**.txt"
|
||||
cache-suffix: "3.12"
|
||||
|
||||
- name: Installation - *nix
|
||||
run: |
|
||||
uv pip install --upgrade wheel
|
||||
uv pip install -r requirements-dev.txt
|
||||
uv pip install -e ft_client/
|
||||
uv pip install -e .
|
||||
|
||||
- name: Tests incl. ccxt compatibility tests
|
||||
env:
|
||||
CI_WEB_PROXY: http://152.67.66.8:13128
|
||||
run: |
|
||||
pytest --random-order --longrun --durations 20 -n auto
|
||||
|
||||
|
||||
# Notify only once - when CI completes (and after deploy) in case it's successful
|
||||
# Notify only once - when CI completes (and after deploy) in case it's successfull
|
||||
notify-complete:
|
||||
needs: [
|
||||
tests,
|
||||
docs-check,
|
||||
mypy-version-check,
|
||||
pre-commit,
|
||||
build-linux-online
|
||||
]
|
||||
runs-on: ubuntu-22.04
|
||||
needs: [ build_linux, build_macos, build_windows, docs_check, mypy_version_check, pre-commit ]
|
||||
runs-on: ubuntu-20.04
|
||||
# Discord notification can't handle schedule events
|
||||
if: github.event_name != 'schedule' && github.repository == 'freqtrade/freqtrade'
|
||||
if: (github.event_name != 'schedule')
|
||||
permissions:
|
||||
repository-projects: read
|
||||
steps:
|
||||
|
||||
- name: Check user permission
|
||||
id: check
|
||||
continue-on-error: true
|
||||
uses: prince-chrismc/check-actor-permissions-action@d504e74ba31658f4cdf4fcfeb509d4c09736d88e # v3.0.2
|
||||
uses: scherermichael-oss/action-has-permission@1.0.6
|
||||
with:
|
||||
permission: "write"
|
||||
required-permission: write
|
||||
env:
|
||||
GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
|
||||
|
||||
- name: Discord notification
|
||||
uses: rjstone/discord-webhook-notify@c2597273488aeda841dd1e891321952b51f7996f #v2.2.1
|
||||
if: steps.check.outputs.permitted == 'true' && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
|
||||
uses: rjstone/discord-webhook-notify@v1
|
||||
if: always() && steps.check.outputs.has-permission && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
|
||||
with:
|
||||
severity: info
|
||||
details: Test Completed!
|
||||
webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
|
||||
|
||||
build:
|
||||
name: "Build"
|
||||
needs: [ tests, docs-check, mypy-version-check, pre-commit ]
|
||||
runs-on: ubuntu-22.04
|
||||
deploy:
|
||||
needs: [ build_linux, build_macos, build_windows, docs_check, mypy_version_check, pre-commit ]
|
||||
runs-on: ubuntu-20.04
|
||||
|
||||
if: (github.event_name == 'push' || github.event_name == 'schedule' || github.event_name == 'release') && github.repository == 'freqtrade/freqtrade'
|
||||
|
||||
steps:
|
||||
- uses: actions/checkout@v5
|
||||
with:
|
||||
persist-credentials: false
|
||||
- uses: actions/checkout@v3
|
||||
|
||||
- name: Set up Python
|
||||
uses: actions/setup-python@v6
|
||||
uses: actions/setup-python@v4
|
||||
with:
|
||||
python-version: "3.12"
|
||||
python-version: "3.9"
|
||||
|
||||
- name: Extract branch name
|
||||
shell: bash
|
||||
run: echo "##[set-output name=branch;]$(echo ${GITHUB_REF##*/})"
|
||||
id: extract_branch
|
||||
|
||||
- name: Build distribution
|
||||
run: |
|
||||
pip install -U build
|
||||
python -m build --sdist --wheel
|
||||
|
||||
- name: Upload artifacts 📦
|
||||
uses: actions/upload-artifact@v5
|
||||
with:
|
||||
name: freqtrade-build
|
||||
path: |
|
||||
dist
|
||||
retention-days: 10
|
||||
|
||||
- name: Build Client distribution
|
||||
run: |
|
||||
pip install -U build
|
||||
python -m build --sdist --wheel ft_client
|
||||
|
||||
- name: Upload artifacts 📦
|
||||
uses: actions/upload-artifact@v5
|
||||
with:
|
||||
name: freqtrade-client-build
|
||||
path: |
|
||||
ft_client/dist
|
||||
retention-days: 10
|
||||
|
||||
deploy-test-pypi:
|
||||
name: "Publish Python 🐍 distribution 📦 to TestPyPI"
|
||||
needs: [ build ]
|
||||
runs-on: ubuntu-22.04
|
||||
if: (github.event_name == 'release')
|
||||
environment:
|
||||
name: testpypi
|
||||
url: https://test.pypi.org/p/freqtrade
|
||||
permissions:
|
||||
id-token: write
|
||||
|
||||
steps:
|
||||
- uses: actions/checkout@v5
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- name: Download artifact 📦
|
||||
uses: actions/download-artifact@v6
|
||||
with:
|
||||
pattern: freqtrade*-build
|
||||
path: dist
|
||||
merge-multiple: true
|
||||
pip install -U setuptools wheel
|
||||
python setup.py sdist bdist_wheel
|
||||
|
||||
- name: Publish to PyPI (Test)
|
||||
uses: pypa/gh-action-pypi-publish@ed0c53931b1dc9bd32cbe73a98c7f6766f8a527e # v1.13.0
|
||||
with:
|
||||
repository-url: https://test.pypi.org/legacy/
|
||||
|
||||
|
||||
deploy-pypi:
|
||||
name: "Publish Python 🐍 distribution 📦 to PyPI"
|
||||
needs: [ build ]
|
||||
runs-on: ubuntu-22.04
|
||||
uses: pypa/gh-action-pypi-publish@v1.5.1
|
||||
if: (github.event_name == 'release')
|
||||
environment:
|
||||
name: pypi
|
||||
url: https://pypi.org/p/freqtrade
|
||||
permissions:
|
||||
id-token: write
|
||||
|
||||
steps:
|
||||
- uses: actions/checkout@v5
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- name: Download artifact 📦
|
||||
uses: actions/download-artifact@v6
|
||||
with:
|
||||
pattern: freqtrade*-build
|
||||
path: dist
|
||||
merge-multiple: true
|
||||
user: __token__
|
||||
password: ${{ secrets.pypi_test_password }}
|
||||
repository_url: https://test.pypi.org/legacy/
|
||||
|
||||
- name: Publish to PyPI
|
||||
uses: pypa/gh-action-pypi-publish@ed0c53931b1dc9bd32cbe73a98c7f6766f8a527e # v1.13.0
|
||||
uses: pypa/gh-action-pypi-publish@v1.5.1
|
||||
if: (github.event_name == 'release')
|
||||
with:
|
||||
user: __token__
|
||||
password: ${{ secrets.pypi_password }}
|
||||
|
||||
|
||||
docker-build:
|
||||
name: "Docker Build and Deploy"
|
||||
needs: [
|
||||
tests,
|
||||
docs-check,
|
||||
mypy-version-check,
|
||||
pre-commit
|
||||
]
|
||||
if: (github.event_name == 'push' || github.event_name == 'schedule' || github.event_name == 'release') && github.repository == 'freqtrade/freqtrade'
|
||||
uses: ./.github/workflows/docker-build.yml
|
||||
permissions:
|
||||
packages: write
|
||||
contents: read
|
||||
secrets:
|
||||
- name: Dockerhub login
|
||||
env:
|
||||
DOCKER_PASSWORD: ${{ secrets.DOCKER_PASSWORD }}
|
||||
DOCKER_USERNAME: ${{ secrets.DOCKER_USERNAME }}
|
||||
DISCORD_WEBHOOK: ${{ secrets.DISCORD_WEBHOOK }}
|
||||
run: |
|
||||
echo "${DOCKER_PASSWORD}" | docker login --username ${DOCKER_USERNAME} --password-stdin
|
||||
|
||||
# We need docker experimental to pull the ARM image.
|
||||
- name: Switch docker to experimental
|
||||
run: |
|
||||
docker version -f '{{.Server.Experimental}}'
|
||||
echo $'{\n "experimental": true\n}' | sudo tee /etc/docker/daemon.json
|
||||
sudo systemctl restart docker
|
||||
docker version -f '{{.Server.Experimental}}'
|
||||
|
||||
packages-cleanup:
|
||||
name: "Docker Package Cleanup"
|
||||
uses: ./.github/workflows/packages-cleanup.yml
|
||||
# Only run on push, schedule, or release events
|
||||
if: (github.event_name == 'push' || github.event_name == 'schedule') && github.repository == 'freqtrade/freqtrade'
|
||||
permissions:
|
||||
packages: write
|
||||
- name: Set up Docker Buildx
|
||||
id: buildx
|
||||
uses: crazy-max/ghaction-docker-buildx@v3.3.1
|
||||
with:
|
||||
package_name: 'freqtrade'
|
||||
buildx-version: latest
|
||||
qemu-version: latest
|
||||
|
||||
- name: Available platforms
|
||||
run: echo ${{ steps.buildx.outputs.platforms }}
|
||||
|
||||
- name: Build and test and push docker images
|
||||
env:
|
||||
IMAGE_NAME: freqtradeorg/freqtrade
|
||||
BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}
|
||||
run: |
|
||||
build_helpers/publish_docker_multi.sh
|
||||
|
||||
deploy_arm:
|
||||
needs: [ deploy ]
|
||||
# Only run on 64bit machines
|
||||
runs-on: [self-hosted, linux, ARM64]
|
||||
if: (github.event_name == 'push' || github.event_name == 'schedule' || github.event_name == 'release') && github.repository == 'freqtrade/freqtrade'
|
||||
|
||||
steps:
|
||||
- uses: actions/checkout@v3
|
||||
|
||||
- name: Extract branch name
|
||||
shell: bash
|
||||
run: echo "##[set-output name=branch;]$(echo ${GITHUB_REF##*/})"
|
||||
id: extract_branch
|
||||
|
||||
- name: Dockerhub login
|
||||
env:
|
||||
DOCKER_PASSWORD: ${{ secrets.DOCKER_PASSWORD }}
|
||||
DOCKER_USERNAME: ${{ secrets.DOCKER_USERNAME }}
|
||||
run: |
|
||||
echo "${DOCKER_PASSWORD}" | docker login --username ${DOCKER_USERNAME} --password-stdin
|
||||
|
||||
- name: Build and test and push docker images
|
||||
env:
|
||||
IMAGE_NAME: freqtradeorg/freqtrade
|
||||
BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}
|
||||
run: |
|
||||
build_helpers/publish_docker_arm64.sh
|
||||
|
||||
- name: Discord notification
|
||||
uses: rjstone/discord-webhook-notify@v1
|
||||
if: always() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false) && (github.event_name != 'schedule')
|
||||
with:
|
||||
severity: info
|
||||
details: Deploy Succeeded!
|
||||
webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
|
||||
61
.github/workflows/deploy-docs.yml
vendored
@@ -1,61 +0,0 @@
|
||||
name: Build Documentation
|
||||
|
||||
on:
|
||||
push:
|
||||
branches:
|
||||
- develop
|
||||
release:
|
||||
types: [published]
|
||||
|
||||
|
||||
# disable permissions for all of the available permissions
|
||||
permissions: {}
|
||||
|
||||
|
||||
jobs:
|
||||
build-docs:
|
||||
permissions:
|
||||
contents: write # for mike to push
|
||||
name: Deploy Docs through mike
|
||||
runs-on: ubuntu-latest
|
||||
steps:
|
||||
- uses: actions/checkout@v5
|
||||
with:
|
||||
persist-credentials: true
|
||||
|
||||
- name: Set up Python
|
||||
uses: actions/setup-python@v6
|
||||
with:
|
||||
python-version: '3.12'
|
||||
|
||||
- name: Install dependencies
|
||||
run: |
|
||||
python -m pip install --upgrade pip
|
||||
pip install -r docs/requirements-docs.txt
|
||||
|
||||
- name: Fetch gh-pages branch
|
||||
run: |
|
||||
git fetch origin gh-pages --depth=1
|
||||
|
||||
- name: Configure Git user
|
||||
run: |
|
||||
git config --local user.email "github-actions[bot]@users.noreply.github.com"
|
||||
git config --local user.name "github-actions[bot]"
|
||||
|
||||
- name: Build and push Mike
|
||||
if: ${{ github.event_name == 'push' }}
|
||||
run: |
|
||||
mike deploy ${REF_NAME} latest --push --update-aliases
|
||||
env:
|
||||
REF_NAME: ${{ github.ref_name }}
|
||||
|
||||
- name: Build and push Mike - Release
|
||||
if: ${{ github.event_name == 'release' }}
|
||||
run: |
|
||||
mike deploy ${REF_NAME} stable --push --update-aliases
|
||||
env:
|
||||
REF_NAME: ${{ github.ref_name }}
|
||||
|
||||
- name: Show mike versions
|
||||
run: |
|
||||
mike list
|
||||
42
.github/workflows/devcontainer-build.yml
vendored
@@ -1,42 +0,0 @@
|
||||
name: Devcontainer Pre-Build
|
||||
|
||||
on:
|
||||
workflow_dispatch:
|
||||
schedule:
|
||||
- cron: "0 3 * * 0"
|
||||
# push:
|
||||
# branches:
|
||||
# - "master"
|
||||
# tags:
|
||||
# - "v*.*.*"
|
||||
# pull_requests:
|
||||
# branches:
|
||||
# - "master"
|
||||
|
||||
concurrency:
|
||||
group: "${{ github.workflow }}"
|
||||
cancel-in-progress: true
|
||||
|
||||
|
||||
jobs:
|
||||
build-and-push:
|
||||
permissions:
|
||||
packages: write
|
||||
runs-on: ubuntu-latest
|
||||
steps:
|
||||
- uses: actions/checkout@v5
|
||||
with:
|
||||
persist-credentials: false
|
||||
- name: Login to GitHub Container Registry
|
||||
uses: docker/login-action@5e57cd118135c172c3672efd75eb46360885c0ef # v3.6.0
|
||||
with:
|
||||
registry: ghcr.io
|
||||
username: ${{ github.actor }}
|
||||
password: ${{ secrets.GITHUB_TOKEN }}
|
||||
- name: Pre-build dev container image
|
||||
uses: devcontainers/ci@8bf61b26e9c3a98f69cb6ce2f88d24ff59b785c6 # v0.3.19
|
||||
with:
|
||||
subFolder: .github
|
||||
imageName: ghcr.io/${{ github.repository }}-devcontainer
|
||||
cacheFrom: ghcr.io/${{ github.repository }}-devcontainer
|
||||
push: always
|
||||
295
.github/workflows/docker-build.yml
vendored
@@ -1,295 +0,0 @@
|
||||
name: Docker Build and Deploy
|
||||
|
||||
on:
|
||||
workflow_call:
|
||||
secrets:
|
||||
DOCKER_PASSWORD:
|
||||
required: true
|
||||
DOCKER_USERNAME:
|
||||
required: true
|
||||
DISCORD_WEBHOOK:
|
||||
required: false
|
||||
workflow_dispatch:
|
||||
inputs:
|
||||
branch_name:
|
||||
description: 'Branch name to build Docker images for'
|
||||
required: false
|
||||
default: 'develop'
|
||||
type: string
|
||||
|
||||
permissions:
|
||||
contents: read
|
||||
|
||||
env:
|
||||
IMAGE_NAME: "freqtradeorg/freqtrade"
|
||||
CACHE_IMAGE: "freqtradeorg/freqtrade_cache"
|
||||
GHCR_IMAGE_NAME: "ghcr.io/freqtrade/freqtrade"
|
||||
PI_PLATFORM: "linux/arm/v7"
|
||||
|
||||
jobs:
|
||||
deploy-docker:
|
||||
name: "Deploy Docker x64 and armv7l"
|
||||
runs-on: ubuntu-22.04
|
||||
if: github.repository == 'freqtrade/freqtrade'
|
||||
|
||||
steps:
|
||||
- uses: actions/checkout@v5
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- name: Set docker tag names
|
||||
id: tags
|
||||
uses: ./.github/actions/docker-tags
|
||||
|
||||
- name: Login to Docker Hub
|
||||
uses: docker/login-action@5e57cd118135c172c3672efd75eb46360885c0ef # v3.6.0
|
||||
with:
|
||||
username: ${{ secrets.DOCKER_USERNAME }}
|
||||
password: ${{ secrets.DOCKER_PASSWORD }}
|
||||
|
||||
- name: Set up QEMU
|
||||
uses: docker/setup-qemu-action@c7c53464625b32c7a7e944ae62b3e17d2b600130 # v3.7.0
|
||||
with:
|
||||
cache-image: false
|
||||
|
||||
- name: Set up Docker Buildx
|
||||
id: buildx
|
||||
uses: docker/setup-buildx-action@e468171a9de216ec08956ac3ada2f0791b6bd435 #v3.11.1
|
||||
|
||||
- name: Available platforms
|
||||
run: echo ${PLATFORMS}
|
||||
env:
|
||||
PLATFORMS: ${{ steps.buildx.outputs.platforms }}
|
||||
|
||||
- name: Build image without cache
|
||||
if: github.event_name == 'schedule'
|
||||
env:
|
||||
TAG: ${{ steps.tags.outputs.TAG }}
|
||||
run: |
|
||||
docker build -t ${CACHE_IMAGE}:${TAG} .
|
||||
|
||||
- name: Build ARMHF image without cache
|
||||
if: github.event_name == 'schedule'
|
||||
env:
|
||||
TAG_PI: ${{ steps.tags.outputs.TAG_PI }}
|
||||
CACHE_TAG_PI: ${{ steps.tags.outputs.CACHE_TAG_PI }}
|
||||
run: |
|
||||
docker buildx build \
|
||||
--cache-to=type=registry,ref=${CACHE_TAG_PI} \
|
||||
-f docker/Dockerfile.armhf \
|
||||
--platform ${PI_PLATFORM} \
|
||||
-t ${IMAGE_NAME}:${TAG_PI} \
|
||||
--push \
|
||||
--provenance=false \
|
||||
.
|
||||
|
||||
- name: Build image with cache
|
||||
if: github.event_name != 'schedule'
|
||||
env:
|
||||
TAG: ${{ steps.tags.outputs.TAG }}
|
||||
run: |
|
||||
docker pull ${IMAGE_NAME}:${TAG} || true
|
||||
docker build --cache-from ${IMAGE_NAME}:${TAG} -t ${CACHE_IMAGE}:${TAG} .
|
||||
|
||||
- name: Build ARMHF image with cache
|
||||
if: github.event_name != 'schedule'
|
||||
# disable provenance due to https://github.com/docker/buildx/issues/1509
|
||||
env:
|
||||
TAG_PI: ${{ steps.tags.outputs.TAG_PI }}
|
||||
CACHE_TAG_PI: ${{ steps.tags.outputs.CACHE_TAG_PI }}
|
||||
run: |
|
||||
docker buildx build \
|
||||
--cache-from=type=registry,ref=${CACHE_TAG_PI} \
|
||||
--cache-to=type=registry,ref=${CACHE_TAG_PI} \
|
||||
-f docker/Dockerfile.armhf \
|
||||
--platform ${PI_PLATFORM} \
|
||||
-t ${IMAGE_NAME}:${TAG_PI} \
|
||||
--push \
|
||||
--provenance=false \
|
||||
.
|
||||
|
||||
- name: Run build for AI images
|
||||
env:
|
||||
TAG: ${{ steps.tags.outputs.TAG }}
|
||||
TAG_PLOT: ${{ steps.tags.outputs.TAG_PLOT }}
|
||||
TAG_FREQAI: ${{ steps.tags.outputs.TAG_FREQAI }}
|
||||
TAG_FREQAI_RL: ${{ steps.tags.outputs.TAG_FREQAI_RL }}
|
||||
run: |
|
||||
docker build --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG} -t ${CACHE_IMAGE}:${TAG_PLOT} -f docker/Dockerfile.plot .
|
||||
docker build --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG} -t ${CACHE_IMAGE}:${TAG_FREQAI} -f docker/Dockerfile.freqai .
|
||||
docker build --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_FREQAI} -t ${CACHE_IMAGE}:${TAG_FREQAI_RL} -f docker/Dockerfile.freqai_rl .
|
||||
|
||||
|
||||
- name: Run backtest in Docker
|
||||
env:
|
||||
TAG: ${{ steps.tags.outputs.TAG }}
|
||||
run: |
|
||||
docker run --rm -v $(pwd)/tests/testdata/config.tests.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests ${CACHE_IMAGE}:${TAG} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV3
|
||||
|
||||
- name: Push cache images
|
||||
env:
|
||||
TAG: ${{ steps.tags.outputs.TAG }}
|
||||
TAG_PLOT: ${{ steps.tags.outputs.TAG_PLOT }}
|
||||
TAG_FREQAI: ${{ steps.tags.outputs.TAG_FREQAI }}
|
||||
TAG_FREQAI_RL: ${{ steps.tags.outputs.TAG_FREQAI_RL }}
|
||||
run: |
|
||||
docker push ${CACHE_IMAGE}:$TAG
|
||||
docker push ${CACHE_IMAGE}:$TAG_PLOT
|
||||
docker push ${CACHE_IMAGE}:$TAG_FREQAI
|
||||
docker push ${CACHE_IMAGE}:$TAG_FREQAI_RL
|
||||
|
||||
- name: list Images
|
||||
run: |
|
||||
docker images
|
||||
|
||||
deploy-arm:
|
||||
name: "Deploy Docker ARM64"
|
||||
permissions:
|
||||
packages: write
|
||||
needs: [ deploy-docker ]
|
||||
# Only run on 64bit machines
|
||||
runs-on: [self-hosted, linux, ARM64]
|
||||
if: github.repository == 'freqtrade/freqtrade'
|
||||
|
||||
steps:
|
||||
- uses: actions/checkout@v5
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- name: Set docker tag names
|
||||
id: tags
|
||||
uses: ./.github/actions/docker-tags
|
||||
|
||||
- name: Login to Docker Hub
|
||||
uses: docker/login-action@5e57cd118135c172c3672efd75eb46360885c0ef # v3.6.0
|
||||
with:
|
||||
username: ${{ secrets.DOCKER_USERNAME }}
|
||||
password: ${{ secrets.DOCKER_PASSWORD }}
|
||||
|
||||
- name: Login to github
|
||||
uses: docker/login-action@5e57cd118135c172c3672efd75eb46360885c0ef # v3.6.0
|
||||
with:
|
||||
registry: ghcr.io
|
||||
username: ${{ github.actor }}
|
||||
password: ${{ secrets.GITHUB_TOKEN }}
|
||||
|
||||
- name: Build image without cache
|
||||
if: github.event_name == 'schedule'
|
||||
env:
|
||||
TAG_ARM: ${{ steps.tags.outputs.TAG_ARM }}
|
||||
run: |
|
||||
docker build -t ${IMAGE_NAME}:${TAG_ARM} .
|
||||
|
||||
- name: Build image with cache
|
||||
if: github.event_name != 'schedule'
|
||||
env:
|
||||
TAG_ARM: ${{ steps.tags.outputs.TAG_ARM }}
|
||||
run: |
|
||||
docker pull ${IMAGE_NAME}:${TAG_ARM} || true
|
||||
docker build --cache-from ${IMAGE_NAME}:${TAG_ARM} -t ${CACHE_IMAGE}:${TAG_ARM} .
|
||||
|
||||
- name: Run build for AI images
|
||||
env:
|
||||
TAG_ARM: ${{ steps.tags.outputs.TAG_ARM }}
|
||||
TAG_PLOT_ARM: ${{ steps.tags.outputs.TAG_PLOT_ARM }}
|
||||
TAG_FREQAI_ARM: ${{ steps.tags.outputs.TAG_FREQAI_ARM }}
|
||||
TAG_FREQAI_RL_ARM: ${{ steps.tags.outputs.TAG_FREQAI_RL_ARM }}
|
||||
run: |
|
||||
docker build --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_ARM} -t ${CACHE_IMAGE}:${TAG_PLOT_ARM} -f docker/Dockerfile.plot .
|
||||
docker build --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_ARM} -t ${CACHE_IMAGE}:${TAG_FREQAI_ARM} -f docker/Dockerfile.freqai .
|
||||
docker build --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_FREQAI_ARM} -t ${CACHE_IMAGE}:${TAG_FREQAI_RL_ARM} -f docker/Dockerfile.freqai_rl .
|
||||
|
||||
|
||||
- name: Run backtest in Docker
|
||||
env:
|
||||
TAG_ARM: ${{ steps.tags.outputs.TAG_ARM }}
|
||||
run: |
|
||||
docker run --rm -v $(pwd)/tests/testdata/config.tests.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests ${CACHE_IMAGE}:${TAG_ARM} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV3
|
||||
|
||||
- name: Docker images
|
||||
run: |
|
||||
docker images
|
||||
|
||||
- name: Push cache images
|
||||
env:
|
||||
TAG_ARM: ${{ steps.tags.outputs.TAG_ARM }}
|
||||
TAG_PLOT_ARM: ${{ steps.tags.outputs.TAG_PLOT_ARM }}
|
||||
TAG_FREQAI_ARM: ${{ steps.tags.outputs.TAG_FREQAI_ARM }}
|
||||
TAG_FREQAI_RL_ARM: ${{ steps.tags.outputs.TAG_FREQAI_RL_ARM }}
|
||||
run: |
|
||||
docker push ${CACHE_IMAGE}:$TAG_PLOT_ARM
|
||||
docker push ${CACHE_IMAGE}:$TAG_FREQAI_ARM
|
||||
docker push ${CACHE_IMAGE}:$TAG_FREQAI_RL_ARM
|
||||
docker push ${CACHE_IMAGE}:$TAG_ARM
|
||||
|
||||
- name: Create manifests
|
||||
env:
|
||||
TAG_ARM: ${{ steps.tags.outputs.TAG_ARM }}
|
||||
TAG: ${{ steps.tags.outputs.TAG }}
|
||||
TAG_PI: ${{ steps.tags.outputs.TAG_PI }}
|
||||
run: |
|
||||
docker buildx imagetools create \
|
||||
--tag ${IMAGE_NAME}:${TAG} \
|
||||
--tag ${GHCR_IMAGE_NAME}:${TAG} \
|
||||
${CACHE_IMAGE}:${TAG} ${CACHE_IMAGE}:${TAG_ARM} ${IMAGE_NAME}:${TAG_PI}
|
||||
|
||||
- name: Create multiarch image - Plot
|
||||
env:
|
||||
TAG_PLOT: ${{ steps.tags.outputs.TAG_PLOT }}
|
||||
TAG_PLOT_ARM: ${{ steps.tags.outputs.TAG_PLOT_ARM }}
|
||||
run: |
|
||||
docker buildx imagetools create \
|
||||
--tag ${IMAGE_NAME}:${TAG_PLOT} \
|
||||
--tag ${GHCR_IMAGE_NAME}:${TAG_PLOT} \
|
||||
${CACHE_IMAGE}:${TAG_PLOT} ${CACHE_IMAGE}:${TAG_PLOT_ARM}
|
||||
|
||||
- name: Create multiarch image - FreqAI
|
||||
env:
|
||||
TAG_FREQAI: ${{ steps.tags.outputs.TAG_FREQAI }}
|
||||
TAG_FREQAI_ARM: ${{ steps.tags.outputs.TAG_FREQAI_ARM }}
|
||||
run: |
|
||||
docker buildx imagetools create \
|
||||
--tag ${IMAGE_NAME}:${TAG_FREQAI} \
|
||||
--tag ${GHCR_IMAGE_NAME}:${TAG_FREQAI} \
|
||||
${CACHE_IMAGE}:${TAG_FREQAI} ${CACHE_IMAGE}:${TAG_FREQAI_ARM}
|
||||
|
||||
- name: Create multiarch image - FreqAI RL
|
||||
env:
|
||||
TAG_FREQAI_RL: ${{ steps.tags.outputs.TAG_FREQAI_RL }}
|
||||
TAG_FREQAI_RL_ARM: ${{ steps.tags.outputs.TAG_FREQAI_RL_ARM }}
|
||||
TAG_FREQAI_TORCH: ${{ steps.tags.outputs.TAG_FREQAI_TORCH }}
|
||||
run: |
|
||||
# Create special Torch tag - which is identical to the RL tag.
|
||||
docker buildx imagetools create \
|
||||
--tag ${IMAGE_NAME}:${TAG_FREQAI_RL} \
|
||||
--tag ${GHCR_IMAGE_NAME}:${TAG_FREQAI_RL} \
|
||||
--tag ${IMAGE_NAME}:${TAG_FREQAI_TORCH} \
|
||||
--tag ${GHCR_IMAGE_NAME}:${TAG_FREQAI_TORCH} \
|
||||
${CACHE_IMAGE}:${TAG_FREQAI_RL} ${CACHE_IMAGE}:${TAG_FREQAI_RL_ARM}
|
||||
|
||||
- name: Tag latest
|
||||
if: env.TAG == 'develop'
|
||||
env:
|
||||
TAG: ${{ steps.tags.outputs.TAG }}
|
||||
run: |
|
||||
# Tag image as latest
|
||||
docker buildx imagetools create \
|
||||
--tag ${GHCR_IMAGE_NAME}:${TAG} \
|
||||
--tag ${GHCR_IMAGE_NAME}:latest \
|
||||
${IMAGE_NAME}:${TAG}
|
||||
|
||||
- name: Docker images
|
||||
run: |
|
||||
docker images
|
||||
|
||||
- name: Image cleanup
|
||||
run: |
|
||||
docker image prune -a --force --filter "until=24h"
|
||||
|
||||
- name: Discord notification
|
||||
uses: rjstone/discord-webhook-notify@c2597273488aeda841dd1e891321952b51f7996f #v2.2.1
|
||||
if: always() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false) && (github.event_name != 'schedule')
|
||||
with:
|
||||
severity: info
|
||||
details: Deploy Succeeded!
|
||||
webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
|
||||
23
.github/workflows/docker-update-readme.yml
vendored
@@ -1,23 +0,0 @@
|
||||
name: Update Docker Hub Description
|
||||
on:
|
||||
push:
|
||||
branches:
|
||||
- stable
|
||||
|
||||
# disable permissions for all of the available permissions
|
||||
permissions: {}
|
||||
|
||||
jobs:
|
||||
dockerHubDescription:
|
||||
runs-on: ubuntu-latest
|
||||
steps:
|
||||
- uses: actions/checkout@v5
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- name: Docker Hub Description
|
||||
uses: peter-evans/dockerhub-description@1b9a80c056b620d92cedb9d9b5a223409c68ddfa # v5.0.0
|
||||
with:
|
||||
username: ${{ secrets.DOCKER_USERNAME }}
|
||||
password: ${{ secrets.DOCKER_PASSWORD }}
|
||||
repository: freqtradeorg/freqtrade
|
||||
17
.github/workflows/docker_update_readme.yml
vendored
Normal file
@@ -0,0 +1,17 @@
|
||||
name: Update Docker Hub Description
|
||||
on:
|
||||
push:
|
||||
branches:
|
||||
- stable
|
||||
|
||||
jobs:
|
||||
dockerHubDescription:
|
||||
runs-on: ubuntu-latest
|
||||
steps:
|
||||
- uses: actions/checkout@v3
|
||||
- name: Docker Hub Description
|
||||
uses: peter-evans/dockerhub-description@v3
|
||||
env:
|
||||
DOCKERHUB_USERNAME: ${{ secrets.DOCKER_USERNAME }}
|
||||
DOCKERHUB_PASSWORD: ${{ secrets.DOCKER_PASSWORD }}
|
||||
DOCKERHUB_REPOSITORY: freqtradeorg/freqtrade
|
||||
46
.github/workflows/packages-cleanup.yml
vendored
@@ -1,46 +0,0 @@
|
||||
name: Cleanup Packages
|
||||
|
||||
on:
|
||||
workflow_call:
|
||||
inputs:
|
||||
package_name:
|
||||
description: 'Package name to clean up'
|
||||
required: false
|
||||
default: 'freqtrade'
|
||||
type: string
|
||||
|
||||
workflow_dispatch:
|
||||
inputs:
|
||||
package_name:
|
||||
description: 'Package name to clean up'
|
||||
required: false
|
||||
default: 'freqtrade'
|
||||
type: choice
|
||||
options:
|
||||
- 'freqtrade'
|
||||
- 'freqtrade-devcontainer'
|
||||
delete-untagged:
|
||||
description: 'Whether to delete only untagged images'
|
||||
required: false
|
||||
default: true
|
||||
type: boolean
|
||||
|
||||
env:
|
||||
PACKAGE_NAME: "freqtrade"
|
||||
|
||||
jobs:
|
||||
deploy-docker:
|
||||
name: "Delete Packages"
|
||||
runs-on: ubuntu-24.04
|
||||
if: github.repository == 'freqtrade/freqtrade'
|
||||
permissions:
|
||||
packages: write
|
||||
|
||||
steps:
|
||||
- name: "Delete untagged Package Versions"
|
||||
uses: actions/delete-package-versions@v5
|
||||
with:
|
||||
package-name: ${{ inputs.package_name || env.PACKAGE_NAME }}
|
||||
package-type: 'container'
|
||||
min-versions-to-keep: 10
|
||||
delete-only-untagged-versions: ${{ inputs.delete-untagged || 'true' }}
|
||||
44
.github/workflows/pre-commit-update.yml
vendored
@@ -1,44 +0,0 @@
|
||||
name: Pre-commit auto-update
|
||||
|
||||
on:
|
||||
schedule:
|
||||
- cron: "0 3 * * 2"
|
||||
# on demand
|
||||
workflow_dispatch:
|
||||
|
||||
permissions:
|
||||
contents: read
|
||||
|
||||
jobs:
|
||||
auto-update:
|
||||
runs-on: ubuntu-latest
|
||||
steps:
|
||||
- uses: actions/checkout@v5
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- uses: actions/setup-python@v6
|
||||
with:
|
||||
python-version: "3.12"
|
||||
|
||||
|
||||
- name: Install pre-commit
|
||||
run: pip install pre-commit
|
||||
|
||||
- name: Run auto-update
|
||||
run: pre-commit autoupdate
|
||||
|
||||
- uses: peter-evans/create-pull-request@271a8d0340265f705b14b6d32b9829c1cb33d45e # v7.0.8
|
||||
with:
|
||||
token: ${{ secrets.REPO_SCOPED_TOKEN }}
|
||||
add-paths: .pre-commit-config.yaml
|
||||
labels: |
|
||||
Tech maintenance
|
||||
Dependencies
|
||||
branch: update/pre-commit-hooks
|
||||
title: Update pre-commit hooks
|
||||
commit-message: "chore: update pre-commit hooks"
|
||||
committer: Freqtrade Bot <154552126+freqtrade-bot@users.noreply.github.com>
|
||||
author: Freqtrade Bot <154552126+freqtrade-bot@users.noreply.github.com>
|
||||
body: Update versions of pre-commit hooks to latest version.
|
||||
delete-branch: true
|
||||
29
.github/workflows/zizmor.yml
vendored
@@ -1,29 +0,0 @@
|
||||
name: GitHub Actions Security Analysis with zizmor 🌈
|
||||
|
||||
on:
|
||||
push:
|
||||
branches:
|
||||
- develop
|
||||
- stable
|
||||
pull_request:
|
||||
branches:
|
||||
- develop
|
||||
- stable
|
||||
|
||||
permissions: {}
|
||||
|
||||
jobs:
|
||||
zizmor:
|
||||
runs-on: ubuntu-latest
|
||||
permissions:
|
||||
security-events: write
|
||||
# contents: read # only needed for private repos
|
||||
# actions: read # only needed for private repos
|
||||
steps:
|
||||
- name: Checkout repository
|
||||
uses: actions/checkout@08c6903cd8c0fde910a37f88322edcfb5dd907a8 # v5.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- name: Run zizmor 🌈
|
||||
uses: zizmorcore/zizmor-action@e673c3917a1aef3c65c972347ed84ccd013ecda4 # v0.2.0
|
||||
7
.gitignore
vendored
@@ -83,9 +83,6 @@ instance/
|
||||
# Scrapy stuff:
|
||||
.scrapy
|
||||
|
||||
# memray
|
||||
memray-*
|
||||
|
||||
# Sphinx documentation
|
||||
docs/_build/
|
||||
# Mkdocs documentation
|
||||
@@ -111,8 +108,8 @@ target/
|
||||
#exceptions
|
||||
!*.gitkeep
|
||||
!config_examples/config_binance.example.json
|
||||
!config_examples/config_bittrex.example.json
|
||||
!config_examples/config_ftx.example.json
|
||||
!config_examples/config_full.example.json
|
||||
!config_examples/config_kraken.example.json
|
||||
!config_examples/config_freqai.example.json
|
||||
|
||||
docker-compose-*.yml
|
||||
|
||||
@@ -1,56 +1,34 @@
|
||||
# See https://pre-commit.com for more information
|
||||
# See https://pre-commit.com/hooks.html for more hooks
|
||||
repos:
|
||||
|
||||
- repo: local
|
||||
# Keep json schema in sync with the config schema
|
||||
# This will write the files - and fail pre-commit if a file has been changed.
|
||||
hooks:
|
||||
- id: Extract config json schema
|
||||
name: extract-config-json-schema
|
||||
entry: "python build_helpers/extract_config_json_schema.py"
|
||||
language: python
|
||||
pass_filenames: false
|
||||
additional_dependencies: ["python-rapidjson", "jsonschema"]
|
||||
|
||||
- repo: https://github.com/pycqa/flake8
|
||||
rev: "7.3.0"
|
||||
rev: "4.0.1"
|
||||
hooks:
|
||||
- id: flake8
|
||||
additional_dependencies: [Flake8-pyproject]
|
||||
# stages: [push]
|
||||
|
||||
- repo: https://github.com/pre-commit/mirrors-mypy
|
||||
rev: "v1.18.2"
|
||||
rev: "v0.942"
|
||||
hooks:
|
||||
- id: mypy
|
||||
exclude: build_helpers
|
||||
additional_dependencies:
|
||||
- types-cachetools==6.2.0.20251022
|
||||
- types-cachetools==5.2.1
|
||||
- types-filelock==3.2.7
|
||||
- types-requests==2.32.4.20250913
|
||||
- types-tabulate==0.9.0.20241207
|
||||
- types-python-dateutil==2.9.0.20251115
|
||||
- scipy-stubs==1.16.3.0
|
||||
- SQLAlchemy==2.0.44
|
||||
- types-requests==2.28.11
|
||||
- types-tabulate==0.8.11
|
||||
- types-python-dateutil==2.8.19
|
||||
# stages: [push]
|
||||
|
||||
- repo: https://github.com/pycqa/isort
|
||||
rev: "7.0.0"
|
||||
rev: "5.10.1"
|
||||
hooks:
|
||||
- id: isort
|
||||
name: isort (python)
|
||||
# stages: [push]
|
||||
|
||||
- repo: https://github.com/charliermarsh/ruff-pre-commit
|
||||
# Ruff version.
|
||||
rev: 'v0.14.5'
|
||||
hooks:
|
||||
- id: ruff
|
||||
- id: ruff-format
|
||||
|
||||
- repo: https://github.com/pre-commit/pre-commit-hooks
|
||||
rev: v6.0.0
|
||||
rev: v2.4.0
|
||||
hooks:
|
||||
- id: end-of-file-fixer
|
||||
exclude: |
|
||||
@@ -68,21 +46,3 @@ repos:
|
||||
(?x)^(
|
||||
.*\.md
|
||||
)$
|
||||
|
||||
- repo: https://github.com/stefmolin/exif-stripper
|
||||
rev: 1.2.0
|
||||
hooks:
|
||||
- id: strip-exif
|
||||
|
||||
- repo: https://github.com/codespell-project/codespell
|
||||
rev: v2.4.1
|
||||
hooks:
|
||||
- id: codespell
|
||||
additional_dependencies:
|
||||
- tomli
|
||||
|
||||
# Ensure github actions remain safe
|
||||
- repo: https://github.com/woodruffw/zizmor-pre-commit
|
||||
rev: v1.16.3
|
||||
hooks:
|
||||
- id: zizmor
|
||||
|
||||
@@ -1,14 +1,8 @@
|
||||
# .readthedocs.yml
|
||||
version: 2
|
||||
|
||||
build:
|
||||
os: "ubuntu-22.04"
|
||||
tools:
|
||||
python: "3.11"
|
||||
image: latest
|
||||
|
||||
python:
|
||||
install:
|
||||
- requirements: docs/requirements-docs.txt
|
||||
|
||||
mkdocs:
|
||||
configuration: mkdocs.yml
|
||||
version: 3.8
|
||||
setup_py_install: false
|
||||
|
||||
11
.vscode/extensions.json
vendored
@@ -1,11 +0,0 @@
|
||||
{
|
||||
"recommendations": [
|
||||
"ms-python.python",
|
||||
"ms-python.vscode-pylance",
|
||||
"charliermarsh.ruff",
|
||||
"davidanson.vscode-markdownlint",
|
||||
"ms-azuretools.vscode-docker",
|
||||
"vscode-icons-team.vscode-icons",
|
||||
"github.vscode-github-actions",
|
||||
]
|
||||
}
|
||||
@@ -9,10 +9,8 @@ Issues labeled [good first issue](https://github.com/freqtrade/freqtrade/labels/
|
||||
Few pointers for contributions:
|
||||
|
||||
- Create your PR against the `develop` branch, not `stable`.
|
||||
- Stick to english in both commit messages, PR descriptions and code comments and variable names.
|
||||
- New features need to contain unit tests, must pass CI (run pre-commit and pytest to get an early feedback) and should be documented with the introduction PR.
|
||||
- PR's can be declared as draft - signaling Work in Progress for Pull Requests (which are not finished). We'll still aim to provide feedback on draft PR's in a timely manner.
|
||||
- If you're using AI for your PR, please both mention it in the PR description and do a thorough review of the generated code. The final responsibility for the code with the PR author, not with the AI.
|
||||
- New features need to contain unit tests, must conform to PEP8 (max-line-length = 100) and should be documented with the introduction PR.
|
||||
- PR's can be declared as `[WIP]` - which signify Work in Progress Pull Requests (which are not finished).
|
||||
|
||||
If you are unsure, discuss the feature on our [discord server](https://discord.gg/p7nuUNVfP7) or in a [issue](https://github.com/freqtrade/freqtrade/issues) before a Pull Request.
|
||||
|
||||
@@ -45,43 +43,42 @@ pytest tests/test_<file_name>.py
|
||||
pytest tests/test_<file_name>.py::test_<method_name>
|
||||
```
|
||||
|
||||
### 2. Test if your code corresponds to our style guide
|
||||
### 2. Test if your code is PEP8 compliant
|
||||
|
||||
We receive a lot of code that fails preliminary CI checks.
|
||||
To help with that, we encourage contributors to install the git pre-commit hook that will let you know immediately when you try to commit code that fails these checks.
|
||||
|
||||
You can manually run pre-commit with `pre-commit run -a` - or install the git hook with `pre-commit install` to have it run automatically on each commit.
|
||||
|
||||
Running `pre-commit run -a` will run all checks, including `ruff`, `mypy` and `codespell` (among others).
|
||||
|
||||
#### Additional styles applied
|
||||
|
||||
- Have docstrings on all public methods
|
||||
- Use double-quotes for docstrings
|
||||
- Multiline docstrings should be indented to the level of the first quote
|
||||
- Doc-strings should follow the reST format (`:param xxx: ...`, `:return: ...`, `:raises KeyError: ...`)
|
||||
|
||||
#### Manually run the individual checks
|
||||
|
||||
The following sections describe how to run the individual checks that are running as part of the pre-commit hook.
|
||||
|
||||
##### Run ruff
|
||||
|
||||
Check your code with ruff to ensure that it follows the style guide.
|
||||
#### Run Flake8
|
||||
|
||||
```bash
|
||||
ruff check .
|
||||
ruff format .
|
||||
flake8 freqtrade tests scripts
|
||||
```
|
||||
|
||||
##### Run mypy
|
||||
We receive a lot of code that fails the `flake8` checks.
|
||||
To help with that, we encourage you to install the git pre-commit
|
||||
hook that will warn you when you try to commit code that fails these checks.
|
||||
Guide for installing them is [here](http://flake8.pycqa.org/en/latest/user/using-hooks.html).
|
||||
|
||||
Check your code with mypy to ensure that it follows the type-hinting rules.
|
||||
##### Additional styles applied
|
||||
|
||||
* Have docstrings on all public methods
|
||||
* Use double-quotes for docstrings
|
||||
* Multiline docstrings should be indented to the level of the first quote
|
||||
* Doc-strings should follow the reST format (`:param xxx: ...`, `:return: ...`, `:raises KeyError: ... `)
|
||||
|
||||
### 3. Test if all type-hints are correct
|
||||
|
||||
#### Run mypy
|
||||
|
||||
``` bash
|
||||
mypy freqtrade
|
||||
```
|
||||
|
||||
### 4. Ensure all imports are correct
|
||||
|
||||
#### Run isort
|
||||
|
||||
``` bash
|
||||
isort .
|
||||
```
|
||||
|
||||
## (Core)-Committer Guide
|
||||
|
||||
### Process: Pull Requests
|
||||
@@ -120,18 +117,18 @@ Exceptions:
|
||||
- Ensure cross-platform compatibility for every change that's accepted. Windows, Mac & Linux.
|
||||
- Ensure no malicious code is introduced into the core code.
|
||||
- Create issues for any major changes and enhancements that you wish to make. Discuss things transparently and get community feedback.
|
||||
- Keep feature PR's as small as possible, preferably one new feature per PR.
|
||||
- Keep feature versions as small as possible, preferably one new feature per version.
|
||||
- Be welcoming to newcomers and encourage diverse new contributors from all backgrounds. See the Python Community Code of Conduct (https://www.python.org/psf/codeofconduct/).
|
||||
|
||||
### Becoming a Committer
|
||||
|
||||
Contributors may be given commit privileges. Preference will be given to those with:
|
||||
|
||||
1. Past contributions to Freqtrade and other related open source projects. Contributions to Freqtrade include both code (both accepted and pending) and friendly participation in the issue tracker and Pull request reviews. Both quantity and quality are considered.
|
||||
1. Past contributions to Freqtrade and other related open-source projects. Contributions to Freqtrade include both code (both accepted and pending) and friendly participation in the issue tracker and Pull request reviews. Quantity and quality are considered.
|
||||
1. A coding style that the other core committers find simple, minimal, and clean.
|
||||
1. Access to resources for cross-platform development and testing.
|
||||
1. Time to devote to the project regularly.
|
||||
|
||||
Being a Committer does not automatically grant write permission on `develop` or `stable` for security reasons (Users trust Freqtrade with their Exchange API keys).
|
||||
Being a Committer does not grant write permission on `develop` or `stable` for security reasons (Users trust Freqtrade with their Exchange API keys).
|
||||
|
||||
After being Committer for some time, a Committer may be named Core Committer and given full repository access.
|
||||
|
||||
29
Dockerfile
@@ -1,17 +1,17 @@
|
||||
FROM python:3.13.8-slim-bookworm AS base
|
||||
FROM python:3.10.7-slim-bullseye as base
|
||||
|
||||
# Setup env
|
||||
ENV LANG=C.UTF-8
|
||||
ENV LC_ALL=C.UTF-8
|
||||
ENV PYTHONDONTWRITEBYTECODE=1
|
||||
ENV PYTHONFAULTHANDLER=1
|
||||
ENV LANG C.UTF-8
|
||||
ENV LC_ALL C.UTF-8
|
||||
ENV PYTHONDONTWRITEBYTECODE 1
|
||||
ENV PYTHONFAULTHANDLER 1
|
||||
ENV PATH=/home/ftuser/.local/bin:$PATH
|
||||
ENV FT_APP_ENV="docker"
|
||||
|
||||
# Prepare environment
|
||||
RUN mkdir /freqtrade \
|
||||
&& apt-get update \
|
||||
&& apt-get -y install sudo libatlas3-base curl sqlite3 libgomp1 \
|
||||
&& apt-get -y install sudo libatlas3-base curl sqlite3 libhdf5-serial-dev libgomp1 \
|
||||
&& apt-get clean \
|
||||
&& useradd -u 1000 -G sudo -U -m -s /bin/bash ftuser \
|
||||
&& chown ftuser:ftuser /freqtrade \
|
||||
@@ -21,22 +21,27 @@ RUN mkdir /freqtrade \
|
||||
WORKDIR /freqtrade
|
||||
|
||||
# Install dependencies
|
||||
FROM base AS python-deps
|
||||
FROM base as python-deps
|
||||
RUN apt-get update \
|
||||
&& apt-get -y install build-essential libssl-dev git libffi-dev libgfortran5 pkg-config cmake gcc \
|
||||
&& apt-get clean \
|
||||
&& pip install --upgrade pip wheel
|
||||
&& pip install --upgrade pip
|
||||
|
||||
# Install TA-lib
|
||||
COPY build_helpers/* /tmp/
|
||||
RUN cd /tmp && /tmp/install_ta-lib.sh && rm -r /tmp/*ta-lib*
|
||||
ENV LD_LIBRARY_PATH /usr/local/lib
|
||||
|
||||
# Install dependencies
|
||||
COPY --chown=ftuser:ftuser requirements.txt requirements-hyperopt.txt /freqtrade/
|
||||
USER ftuser
|
||||
RUN pip install --user --no-cache-dir "numpy<3.0" \
|
||||
RUN pip install --user --no-cache-dir numpy \
|
||||
&& pip install --user --no-cache-dir -r requirements-hyperopt.txt
|
||||
|
||||
# Copy dependencies to runtime-image
|
||||
FROM base AS runtime-image
|
||||
FROM base as runtime-image
|
||||
COPY --from=python-deps /usr/local/lib /usr/local/lib
|
||||
ENV LD_LIBRARY_PATH=/usr/local/lib
|
||||
ENV LD_LIBRARY_PATH /usr/local/lib
|
||||
|
||||
COPY --from=python-deps --chown=ftuser:ftuser /home/ftuser/.local /home/ftuser/.local
|
||||
|
||||
@@ -44,7 +49,7 @@ USER ftuser
|
||||
# Install and execute
|
||||
COPY --chown=ftuser:ftuser . /freqtrade/
|
||||
|
||||
RUN pip install -e . --user --no-cache-dir \
|
||||
RUN pip install -e . --user --no-cache-dir --no-build-isolation \
|
||||
&& mkdir /freqtrade/user_data/ \
|
||||
&& freqtrade install-ui
|
||||
|
||||
|
||||
@@ -5,5 +5,3 @@ recursive-include freqtrade/templates/ *.j2 *.ipynb
|
||||
include freqtrade/exchange/binance_leverage_tiers.json
|
||||
include freqtrade/rpc/api_server/ui/fallback_file.html
|
||||
include freqtrade/rpc/api_server/ui/favicon.ico
|
||||
|
||||
prune tests
|
||||
|
||||
55
README.md
@@ -1,9 +1,9 @@
|
||||
# 
|
||||
|
||||
[](https://github.com/freqtrade/freqtrade/actions/workflows/ci.yml)
|
||||
[](https://doi.org/10.21105/joss.04864)
|
||||
[](https://github.com/freqtrade/freqtrade/actions/)
|
||||
[](https://coveralls.io/github/freqtrade/freqtrade?branch=develop)
|
||||
[](https://www.freqtrade.io)
|
||||
[](https://codeclimate.com/github/freqtrade/freqtrade/maintainability)
|
||||
|
||||
Freqtrade is a free and open source crypto trading bot written in Python. It is designed to support all major exchanges and be controlled via Telegram or webUI. It contains backtesting, plotting and money management tools as well as strategy optimization by machine learning.
|
||||
|
||||
@@ -27,26 +27,19 @@ hesitate to read the source code and understand the mechanism of this bot.
|
||||
Please read the [exchange specific notes](docs/exchanges.md) to learn about eventual, special configurations needed for each exchange.
|
||||
|
||||
- [X] [Binance](https://www.binance.com/)
|
||||
- [X] [BingX](https://bingx.com/invite/0EM9RX)
|
||||
- [X] [Bitget](https://www.bitget.com/)
|
||||
- [X] [Bitmart](https://bitmart.com/)
|
||||
- [X] [Bybit](https://bybit.com/)
|
||||
- [X] [Bittrex](https://bittrex.com/)
|
||||
- [X] [FTX](https://ftx.com/#a=2258149)
|
||||
- [X] [Gate.io](https://www.gate.io/ref/6266643)
|
||||
- [X] [HTX](https://www.htx.com/)
|
||||
- [X] [Hyperliquid](https://hyperliquid.xyz/) (A decentralized exchange, or DEX)
|
||||
- [X] [Huobi](http://huobi.com/)
|
||||
- [X] [Kraken](https://kraken.com/)
|
||||
- [X] [OKX](https://okx.com/)
|
||||
- [X] [MyOKX](https://okx.com/) (OKX EEA)
|
||||
- [X] [OKX](https://okx.com/) (Former OKEX)
|
||||
- [ ] [potentially many others](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
|
||||
|
||||
### Supported Futures Exchanges (experimental)
|
||||
|
||||
- [X] [Binance](https://www.binance.com/)
|
||||
- [X] [Bitget](https://www.bitget.com/)
|
||||
- [X] [Gate.io](https://www.gate.io/ref/6266643)
|
||||
- [X] [Hyperliquid](https://hyperliquid.xyz/) (A decentralized exchange, or DEX)
|
||||
- [X] [OKX](https://okx.com/)
|
||||
- [X] [Bybit](https://bybit.com/)
|
||||
- [X] [OKX](https://okx.com/).
|
||||
|
||||
Please make sure to read the [exchange specific notes](docs/exchanges.md), as well as the [trading with leverage](docs/leverage.md) documentation before diving in.
|
||||
|
||||
@@ -65,12 +58,13 @@ Please find the complete documentation on the [freqtrade website](https://www.fr
|
||||
|
||||
## Features
|
||||
|
||||
- [x] **Based on Python 3.11+**: For botting on any operating system - Windows, macOS and Linux.
|
||||
- [x] **Based on Python 3.8+**: For botting on any operating system - Windows, macOS and Linux.
|
||||
- [x] **Persistence**: Persistence is achieved through sqlite.
|
||||
- [x] **Dry-run**: Run the bot without paying money.
|
||||
- [x] **Backtesting**: Run a simulation of your buy/sell strategy.
|
||||
- [x] **Strategy Optimization by machine learning**: Use machine learning to optimize your buy/sell strategy parameters with real exchange data.
|
||||
- [X] **Adaptive prediction modeling**: Build a smart strategy with FreqAI that self-trains to the market via adaptive machine learning methods. [Learn more](https://www.freqtrade.io/en/stable/freqai/)
|
||||
- [x] **Edge position sizing** Calculate your win rate, risk reward ratio, the best stoploss and adjust your position size before taking a position for each specific market. [Learn more](https://www.freqtrade.io/en/stable/edge/).
|
||||
- [x] **Whitelist crypto-currencies**: Select which crypto-currency you want to trade or use dynamic whitelists.
|
||||
- [x] **Blacklist crypto-currencies**: Select which crypto-currency you want to avoid.
|
||||
- [x] **Builtin WebUI**: Builtin web UI to manage your bot.
|
||||
@@ -90,52 +84,44 @@ 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-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,create-userdir,new-config,new-strategy,download-data,convert-data,convert-trade-data,list-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,install-ui,plot-dataframe,plot-profit,webserver}
|
||||
...
|
||||
|
||||
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,create-userdir,new-config,new-strategy,download-data,convert-data,convert-trade-data,list-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,install-ui,plot-dataframe,plot-profit,webserver}
|
||||
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-hyperopts Print available hyperopt classes.
|
||||
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:
|
||||
optional arguments:
|
||||
-h, --help show this help message and exit
|
||||
-V, --version show program's version number and exit
|
||||
|
||||
```
|
||||
|
||||
### Telegram RPC commands
|
||||
@@ -147,8 +133,6 @@ Telegram is not mandatory. However, this is a great way to control your bot. Mor
|
||||
- `/stopentry`: Stop entering new trades.
|
||||
- `/status <trade_id>|[table]`: Lists all or specific open trades.
|
||||
- `/profit [<n>]`: Lists cumulative profit from all finished trades, over the last n days.
|
||||
- `/profit_long [<n>]`: Lists cumulative profit from all finished long trades, over the last n days.
|
||||
- `/profit_short [<n>]`: Lists cumulative profit from all finished short trades, over the last n days.
|
||||
- `/forceexit <trade_id>|all`: Instantly exits the given trade (Ignoring `minimum_roi`).
|
||||
- `/fx <trade_id>|all`: Alias to `/forceexit`
|
||||
- `/performance`: Show performance of each finished trade grouped by pair
|
||||
@@ -157,7 +141,6 @@ Telegram is not mandatory. However, this is a great way to control your bot. Mor
|
||||
- `/help`: Show help message.
|
||||
- `/version`: Show version.
|
||||
|
||||
|
||||
## Development branches
|
||||
|
||||
The project is currently setup in two main branches:
|
||||
@@ -181,10 +164,6 @@ first. If it hasn't been reported, please
|
||||
ensure you follow the template guide so that the team can assist you as
|
||||
quickly as possible.
|
||||
|
||||
For every [issue](https://github.com/freqtrade/freqtrade/issues/new/choose) created, kindly follow up and mark satisfaction or reminder to close issue when equilibrium ground is reached.
|
||||
|
||||
--Maintain github's [community policy](https://docs.github.com/en/site-policy/github-terms/github-community-code-of-conduct)--
|
||||
|
||||
### [Feature Requests](https://github.com/freqtrade/freqtrade/labels/enhancement)
|
||||
|
||||
Have you a great idea to improve the bot you want to share? Please,
|
||||
@@ -223,9 +202,9 @@ To run this bot we recommend you a cloud instance with a minimum of:
|
||||
|
||||
### Software requirements
|
||||
|
||||
- [Python >= 3.11](http://docs.python-guide.org/en/latest/starting/installation/)
|
||||
- [Python >= 3.8](http://docs.python-guide.org/en/latest/starting/installation/)
|
||||
- [pip](https://pip.pypa.io/en/stable/installing/)
|
||||
- [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
|
||||
- [TA-Lib](https://ta-lib.github.io/ta-lib-python/)
|
||||
- [TA-Lib](https://mrjbq7.github.io/ta-lib/install.html)
|
||||
- [virtualenv](https://virtualenv.pypa.io/en/stable/installation.html) (Recommended)
|
||||
- [Docker](https://www.docker.com/products/docker) (Recommended)
|
||||
|
||||
BIN
build_helpers/TA_Lib-0.4.25-cp310-cp310-win_amd64.whl
Normal file
BIN
build_helpers/TA_Lib-0.4.25-cp38-cp38-win_amd64.whl
Normal file
BIN
build_helpers/TA_Lib-0.4.25-cp39-cp39-win_amd64.whl
Normal file
@@ -1,28 +0,0 @@
|
||||
#!/usr/bin/env python3
|
||||
import json
|
||||
import os
|
||||
from pathlib import Path
|
||||
|
||||
import ccxt
|
||||
|
||||
|
||||
key = os.environ.get("FREQTRADE__EXCHANGE__KEY")
|
||||
secret = os.environ.get("FREQTRADE__EXCHANGE__SECRET")
|
||||
|
||||
proxy = os.environ.get("CI_WEB_PROXY")
|
||||
|
||||
exchange = ccxt.binance(
|
||||
{
|
||||
"apiKey": key,
|
||||
"secret": secret,
|
||||
"httpsProxy": proxy,
|
||||
"options": {"defaultType": "swap"},
|
||||
}
|
||||
)
|
||||
_ = exchange.load_markets()
|
||||
|
||||
lev_tiers = exchange.fetch_leverage_tiers()
|
||||
|
||||
# Assumes this is running in the root of the repository.
|
||||
file = Path("freqtrade/exchange/binance_leverage_tiers.json")
|
||||
json.dump(dict(sorted(lev_tiers.items())), file.open("w"), indent=2)
|
||||
@@ -1,71 +0,0 @@
|
||||
import subprocess # noqa: S404, RUF100
|
||||
import sys
|
||||
from pathlib import Path
|
||||
|
||||
|
||||
def _write_partial_file(filename: str, content: str):
|
||||
with Path(filename).open("w") as f:
|
||||
f.write(f"``` output\n{content}\n```\n")
|
||||
|
||||
|
||||
def extract_command_partials():
|
||||
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)
|
||||
|
||||
_write_partial_file("docs/commands/main.md", result.stdout)
|
||||
|
||||
for command in subcommands:
|
||||
print(f"Running for {command}")
|
||||
result = subprocess.run(["freqtrade", command, "--help"], capture_output=True, text=True)
|
||||
|
||||
_write_partial_file(f"docs/commands/{command}.md", result.stdout)
|
||||
|
||||
print("Running for freqtrade-client")
|
||||
result_client = subprocess.run(["freqtrade-client", "--show"], capture_output=True, text=True)
|
||||
|
||||
_write_partial_file("docs/commands/freqtrade-client.md", result_client.stdout)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
if sys.version_info < (3, 13): # pragma: no cover
|
||||
sys.exit(
|
||||
"argparse output changed in Python 3.13+. "
|
||||
"To keep command partials up to date, please run this script with Python 3.13+."
|
||||
)
|
||||
extract_command_partials()
|
||||
@@ -1,30 +0,0 @@
|
||||
"""Script to extract the configuration json schema from config_schema.py file."""
|
||||
|
||||
from pathlib import Path
|
||||
|
||||
import rapidjson
|
||||
|
||||
|
||||
def extract_config_json_schema():
|
||||
try:
|
||||
# Try to import from the installed package
|
||||
from freqtrade.config_schema import CONF_SCHEMA
|
||||
except ImportError:
|
||||
# If freqtrade is not installed, add the parent directory to sys.path
|
||||
# to import directly from the source
|
||||
import sys
|
||||
|
||||
script_dir = Path(__file__).parent
|
||||
freqtrade_dir = script_dir.parent
|
||||
sys.path.insert(0, str(freqtrade_dir))
|
||||
|
||||
# Now try to import from the source
|
||||
from freqtrade.config_schema import CONF_SCHEMA
|
||||
|
||||
schema_filename = Path(__file__).parent / "schema.json"
|
||||
with schema_filename.open("w") as f:
|
||||
rapidjson.dump(CONF_SCHEMA, f, indent=2)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
extract_config_json_schema()
|
||||
@@ -1,15 +0,0 @@
|
||||
#!/usr/bin/env python3
|
||||
from freqtrade import __version__ as ft_version
|
||||
from freqtrade_client import __version__ as client_version
|
||||
|
||||
|
||||
def main():
|
||||
if ft_version != client_version:
|
||||
print(f"Versions do not match: \nft: {ft_version} \nclient: {client_version}")
|
||||
exit(1)
|
||||
print(f"Versions match: ft: {ft_version}, client: {client_version}")
|
||||
exit(0)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
34
build_helpers/install_ta-lib.sh
Executable file
@@ -0,0 +1,34 @@
|
||||
if [ -z "$1" ]; then
|
||||
INSTALL_LOC=/usr/local
|
||||
else
|
||||
INSTALL_LOC=${1}
|
||||
fi
|
||||
echo "Installing to ${INSTALL_LOC}"
|
||||
if [ -n "$2" ] || [ ! -f "${INSTALL_LOC}/lib/libta_lib.a" ]; then
|
||||
tar zxvf ta-lib-0.4.0-src.tar.gz
|
||||
cd ta-lib \
|
||||
&& sed -i.bak "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h \
|
||||
&& curl 'http://git.savannah.gnu.org/gitweb/?p=config.git;a=blob_plain;f=config.guess;hb=HEAD' -o config.guess \
|
||||
&& curl 'http://git.savannah.gnu.org/gitweb/?p=config.git;a=blob_plain;f=config.sub;hb=HEAD' -o config.sub \
|
||||
&& ./configure --prefix=${INSTALL_LOC}/ \
|
||||
&& make
|
||||
if [ $? -ne 0 ]; then
|
||||
echo "Failed building ta-lib."
|
||||
cd .. && rm -rf ./ta-lib/
|
||||
exit 1
|
||||
fi
|
||||
if [ -z "$2" ]; then
|
||||
which sudo && sudo make install || make install
|
||||
if [ -x "$(command -v apt-get)" ]; then
|
||||
echo "Updating library path using ldconfig"
|
||||
sudo ldconfig
|
||||
fi
|
||||
else
|
||||
# Don't install with sudo
|
||||
make install
|
||||
fi
|
||||
|
||||
cd .. && rm -rf ./ta-lib/
|
||||
else
|
||||
echo "TA-lib already installed, skipping installation"
|
||||
fi
|
||||
18
build_helpers/install_windows.ps1
Normal file
@@ -0,0 +1,18 @@
|
||||
# Downloads don't work automatically, since the URL is regenerated via javascript.
|
||||
# Downloaded from https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib
|
||||
|
||||
python -m pip install --upgrade pip wheel
|
||||
|
||||
$pyv = python -c "import sys; print(f'{sys.version_info.major}.{sys.version_info.minor}')"
|
||||
|
||||
if ($pyv -eq '3.8') {
|
||||
pip install build_helpers\TA_Lib-0.4.25-cp38-cp38-win_amd64.whl
|
||||
}
|
||||
if ($pyv -eq '3.9') {
|
||||
pip install build_helpers\TA_Lib-0.4.25-cp39-cp39-win_amd64.whl
|
||||
}
|
||||
if ($pyv -eq '3.10') {
|
||||
pip install build_helpers\TA_Lib-0.4.25-cp310-cp310-win_amd64.whl
|
||||
}
|
||||
pip install -r requirements-dev.txt
|
||||
pip install -e .
|
||||
@@ -1,4 +1,4 @@
|
||||
# File used in CI to ensure pre-commit dependencies are kept up-to-date.
|
||||
# File used in CI to ensure pre-commit dependencies are kept uptodate.
|
||||
|
||||
import sys
|
||||
from pathlib import Path
|
||||
@@ -6,32 +6,23 @@ from pathlib import Path
|
||||
import yaml
|
||||
|
||||
|
||||
pre_commit_file = Path(".pre-commit-config.yaml")
|
||||
require_dev = Path("requirements-dev.txt")
|
||||
require = Path("requirements.txt")
|
||||
pre_commit_file = Path('.pre-commit-config.yaml')
|
||||
require_dev = Path('requirements-dev.txt')
|
||||
|
||||
with require_dev.open("r") as rfile:
|
||||
with require_dev.open('r') as rfile:
|
||||
requirements = rfile.readlines()
|
||||
|
||||
with require.open("r") as rfile:
|
||||
requirements.extend(rfile.readlines())
|
||||
# Extract types only
|
||||
type_reqs = [r.strip('\n') for r in requirements if r.startswith('types-')]
|
||||
|
||||
# Extract relevant types only
|
||||
supported = ("types-", "SQLAlchemy", "scipy-stubs")
|
||||
|
||||
# Find relevant dependencies
|
||||
# Only keep the first part of the line up to the first space
|
||||
type_reqs = [r.strip("\n").split()[0] for r in requirements if r.startswith(supported)]
|
||||
|
||||
with pre_commit_file.open("r") as file:
|
||||
f = yaml.load(file, Loader=yaml.SafeLoader)
|
||||
with pre_commit_file.open('r') as file:
|
||||
f = yaml.load(file, Loader=yaml.FullLoader)
|
||||
|
||||
|
||||
mypy_repo = [
|
||||
repo for repo in f["repos"] if repo["repo"] == "https://github.com/pre-commit/mirrors-mypy"
|
||||
]
|
||||
mypy_repo = [repo for repo in f['repos'] if repo['repo']
|
||||
== 'https://github.com/pre-commit/mirrors-mypy']
|
||||
|
||||
hooks = mypy_repo[0]["hooks"][0]["additional_dependencies"]
|
||||
hooks = mypy_repo[0]['hooks'][0]['additional_dependencies']
|
||||
|
||||
errors = []
|
||||
for hook in hooks:
|
||||
|
||||
86
build_helpers/publish_docker_arm64.sh
Executable file
@@ -0,0 +1,86 @@
|
||||
#!/bin/sh
|
||||
|
||||
# Use BuildKit, otherwise building on ARM fails
|
||||
export DOCKER_BUILDKIT=1
|
||||
|
||||
# Replace / with _ to create a valid tag
|
||||
TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
|
||||
TAG_PLOT=${TAG}_plot
|
||||
TAG_FREQAI=${TAG}_freqai
|
||||
TAG_PI="${TAG}_pi"
|
||||
|
||||
TAG_ARM=${TAG}_arm
|
||||
TAG_PLOT_ARM=${TAG_PLOT}_arm
|
||||
TAG_FREQAI_ARM=${TAG_FREQAI}_arm
|
||||
CACHE_IMAGE=freqtradeorg/freqtrade_cache
|
||||
|
||||
echo "Running for ${TAG}"
|
||||
|
||||
# Add commit and commit_message to docker container
|
||||
echo "${GITHUB_SHA}" > freqtrade_commit
|
||||
|
||||
if [ "${GITHUB_EVENT_NAME}" = "schedule" ]; then
|
||||
echo "event ${GITHUB_EVENT_NAME}: full rebuild - skipping cache"
|
||||
# Build regular image
|
||||
docker build -t freqtrade:${TAG_ARM} .
|
||||
|
||||
else
|
||||
echo "event ${GITHUB_EVENT_NAME}: building with cache"
|
||||
# Build regular image
|
||||
docker pull ${IMAGE_NAME}:${TAG_ARM}
|
||||
docker build --cache-from ${IMAGE_NAME}:${TAG_ARM} -t freqtrade:${TAG_ARM} .
|
||||
|
||||
fi
|
||||
|
||||
if [ $? -ne 0 ]; then
|
||||
echo "failed building multiarch images"
|
||||
return 1
|
||||
fi
|
||||
# Tag image for upload and next build step
|
||||
docker tag freqtrade:$TAG_ARM ${CACHE_IMAGE}:$TAG_ARM
|
||||
|
||||
docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_PLOT_ARM} -f docker/Dockerfile.plot .
|
||||
docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_FREQAI_ARM} -f docker/Dockerfile.freqai .
|
||||
|
||||
docker tag freqtrade:$TAG_PLOT_ARM ${CACHE_IMAGE}:$TAG_PLOT_ARM
|
||||
docker tag freqtrade:$TAG_FREQAI_ARM ${CACHE_IMAGE}:$TAG_FREQAI_ARM
|
||||
|
||||
# Run backtest
|
||||
docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG_ARM} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV3
|
||||
|
||||
if [ $? -ne 0 ]; then
|
||||
echo "failed running backtest"
|
||||
return 1
|
||||
fi
|
||||
|
||||
docker images
|
||||
|
||||
# docker push ${IMAGE_NAME}
|
||||
docker push ${CACHE_IMAGE}:$TAG_PLOT_ARM
|
||||
docker push ${CACHE_IMAGE}:$TAG_FREQAI_ARM
|
||||
docker push ${CACHE_IMAGE}:$TAG_ARM
|
||||
|
||||
# Create multi-arch image
|
||||
# Make sure that all images contained here are pushed to github first.
|
||||
# Otherwise installation might fail.
|
||||
echo "create manifests"
|
||||
|
||||
docker manifest create --amend ${IMAGE_NAME}:${TAG} ${CACHE_IMAGE}:${TAG_ARM} ${IMAGE_NAME}:${TAG_PI} ${CACHE_IMAGE}:${TAG}
|
||||
docker manifest push -p ${IMAGE_NAME}:${TAG}
|
||||
|
||||
docker manifest create ${IMAGE_NAME}:${TAG_PLOT} ${CACHE_IMAGE}:${TAG_PLOT_ARM} ${CACHE_IMAGE}:${TAG_PLOT}
|
||||
docker manifest push -p ${IMAGE_NAME}:${TAG_PLOT}
|
||||
|
||||
docker manifest create ${IMAGE_NAME}:${TAG_FREQAI} ${CACHE_IMAGE}:${TAG_FREQAI_ARM} ${CACHE_IMAGE}:${TAG_FREQAI}
|
||||
docker manifest push -p ${IMAGE_NAME}:${TAG_FREQAI}
|
||||
|
||||
# Tag as latest for develop builds
|
||||
if [ "${TAG}" = "develop" ]; then
|
||||
docker manifest create ${IMAGE_NAME}:latest ${CACHE_IMAGE}:${TAG_ARM} ${IMAGE_NAME}:${TAG_PI} ${CACHE_IMAGE}:${TAG}
|
||||
docker manifest push -p ${IMAGE_NAME}:latest
|
||||
fi
|
||||
|
||||
docker images
|
||||
|
||||
# Cleanup old images from arm64 node.
|
||||
docker image prune -a --force --filter "until=24h"
|
||||
79
build_helpers/publish_docker_multi.sh
Executable file
@@ -0,0 +1,79 @@
|
||||
#!/bin/sh
|
||||
|
||||
# The below assumes a correctly setup docker buildx environment
|
||||
|
||||
# Replace / with _ to create a valid tag
|
||||
TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
|
||||
TAG_PLOT=${TAG}_plot
|
||||
TAG_FREQAI=${TAG}_freqai
|
||||
TAG_PI="${TAG}_pi"
|
||||
|
||||
PI_PLATFORM="linux/arm/v7"
|
||||
echo "Running for ${TAG}"
|
||||
CACHE_IMAGE=freqtradeorg/freqtrade_cache
|
||||
CACHE_TAG=${CACHE_IMAGE}:${TAG_PI}_cache
|
||||
|
||||
# Add commit and commit_message to docker container
|
||||
echo "${GITHUB_SHA}" > freqtrade_commit
|
||||
|
||||
if [ "${GITHUB_EVENT_NAME}" = "schedule" ]; then
|
||||
echo "event ${GITHUB_EVENT_NAME}: full rebuild - skipping cache"
|
||||
# Build regular image
|
||||
docker build -t freqtrade:${TAG} .
|
||||
# Build PI image
|
||||
docker buildx build \
|
||||
--cache-to=type=registry,ref=${CACHE_TAG} \
|
||||
-f docker/Dockerfile.armhf \
|
||||
--platform ${PI_PLATFORM} \
|
||||
-t ${IMAGE_NAME}:${TAG_PI} --push .
|
||||
else
|
||||
echo "event ${GITHUB_EVENT_NAME}: building with cache"
|
||||
# Build regular image
|
||||
docker pull ${IMAGE_NAME}:${TAG}
|
||||
docker build --cache-from ${IMAGE_NAME}:${TAG} -t freqtrade:${TAG} .
|
||||
|
||||
# Pull last build to avoid rebuilding the whole image
|
||||
# docker pull --platform ${PI_PLATFORM} ${IMAGE_NAME}:${TAG}
|
||||
docker buildx build \
|
||||
--cache-from=type=registry,ref=${CACHE_TAG} \
|
||||
--cache-to=type=registry,ref=${CACHE_TAG} \
|
||||
-f docker/Dockerfile.armhf \
|
||||
--platform ${PI_PLATFORM} \
|
||||
-t ${IMAGE_NAME}:${TAG_PI} --push .
|
||||
fi
|
||||
|
||||
if [ $? -ne 0 ]; then
|
||||
echo "failed building multiarch images"
|
||||
return 1
|
||||
fi
|
||||
# Tag image for upload and next build step
|
||||
docker tag freqtrade:$TAG ${CACHE_IMAGE}:$TAG
|
||||
|
||||
docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG} -t freqtrade:${TAG_PLOT} -f docker/Dockerfile.plot .
|
||||
docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG} -t freqtrade:${TAG_FREQAI} -f docker/Dockerfile.freqai .
|
||||
|
||||
docker tag freqtrade:$TAG_PLOT ${CACHE_IMAGE}:$TAG_PLOT
|
||||
docker tag freqtrade:$TAG_FREQAI ${CACHE_IMAGE}:$TAG_FREQAI
|
||||
|
||||
# Run backtest
|
||||
docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV3
|
||||
|
||||
if [ $? -ne 0 ]; then
|
||||
echo "failed running backtest"
|
||||
return 1
|
||||
fi
|
||||
|
||||
docker images
|
||||
|
||||
docker push ${CACHE_IMAGE}
|
||||
docker push ${CACHE_IMAGE}:$TAG_PLOT
|
||||
docker push ${CACHE_IMAGE}:$TAG_FREQAI
|
||||
docker push ${CACHE_IMAGE}:$TAG
|
||||
|
||||
|
||||
docker images
|
||||
|
||||
if [ $? -ne 0 ]; then
|
||||
echo "failed building image"
|
||||
return 1
|
||||
fi
|
||||
BIN
build_helpers/ta-lib-0.4.0-src.tar.gz
Normal file
@@ -1,8 +1,7 @@
|
||||
{
|
||||
"$schema": "https://schema.freqtrade.io/schema.json",
|
||||
"max_open_trades": 3,
|
||||
"stake_currency": "USDT",
|
||||
"stake_amount": 30,
|
||||
"stake_currency": "BTC",
|
||||
"stake_amount": 0.05,
|
||||
"tradable_balance_ratio": 0.99,
|
||||
"fiat_display_currency": "USD",
|
||||
"timeframe": "5m",
|
||||
@@ -37,29 +36,43 @@
|
||||
"ccxt_async_config": {
|
||||
},
|
||||
"pair_whitelist": [
|
||||
"ALGO/USDT",
|
||||
"ATOM/USDT",
|
||||
"BAT/USDT",
|
||||
"BCH/USDT",
|
||||
"BRD/USDT",
|
||||
"EOS/USDT",
|
||||
"ETH/USDT",
|
||||
"IOTA/USDT",
|
||||
"LINK/USDT",
|
||||
"LTC/USDT",
|
||||
"NEO/USDT",
|
||||
"NXS/USDT",
|
||||
"XMR/USDT",
|
||||
"XRP/USDT",
|
||||
"XTZ/USDT"
|
||||
"ALGO/BTC",
|
||||
"ATOM/BTC",
|
||||
"BAT/BTC",
|
||||
"BCH/BTC",
|
||||
"BRD/BTC",
|
||||
"EOS/BTC",
|
||||
"ETH/BTC",
|
||||
"IOTA/BTC",
|
||||
"LINK/BTC",
|
||||
"LTC/BTC",
|
||||
"NEO/BTC",
|
||||
"NXS/BTC",
|
||||
"XMR/BTC",
|
||||
"XRP/BTC",
|
||||
"XTZ/BTC"
|
||||
],
|
||||
"pair_blacklist": [
|
||||
"BNB/.*"
|
||||
"BNB/BTC"
|
||||
]
|
||||
},
|
||||
"pairlists": [
|
||||
{"method": "StaticPairList"}
|
||||
],
|
||||
"edge": {
|
||||
"enabled": false,
|
||||
"process_throttle_secs": 3600,
|
||||
"calculate_since_number_of_days": 7,
|
||||
"allowed_risk": 0.01,
|
||||
"stoploss_range_min": -0.01,
|
||||
"stoploss_range_max": -0.1,
|
||||
"stoploss_range_step": -0.01,
|
||||
"minimum_winrate": 0.60,
|
||||
"minimum_expectancy": 0.20,
|
||||
"min_trade_number": 10,
|
||||
"max_trade_duration_minute": 1440,
|
||||
"remove_pumps": false
|
||||
},
|
||||
"telegram": {
|
||||
"enabled": false,
|
||||
"token": "your_telegram_token",
|
||||
|
||||
@@ -29,11 +29,14 @@
|
||||
"order_book_top": 1
|
||||
},
|
||||
"exchange": {
|
||||
"name": "binance",
|
||||
"name": "bittrex",
|
||||
"key": "your_exchange_key",
|
||||
"secret": "your_exchange_secret",
|
||||
"ccxt_config": {},
|
||||
"ccxt_async_config": {},
|
||||
"ccxt_config": {"enableRateLimit": true},
|
||||
"ccxt_async_config": {
|
||||
"enableRateLimit": true,
|
||||
"rateLimit": 500
|
||||
},
|
||||
"pair_whitelist": [
|
||||
"ETH/BTC",
|
||||
"LTC/BTC",
|
||||
@@ -53,6 +56,20 @@
|
||||
"pairlists": [
|
||||
{"method": "StaticPairList"}
|
||||
],
|
||||
"edge": {
|
||||
"enabled": false,
|
||||
"process_throttle_secs": 3600,
|
||||
"calculate_since_number_of_days": 7,
|
||||
"allowed_risk": 0.01,
|
||||
"stoploss_range_min": -0.01,
|
||||
"stoploss_range_max": -0.1,
|
||||
"stoploss_range_step": -0.01,
|
||||
"minimum_winrate": 0.60,
|
||||
"minimum_expectancy": 0.20,
|
||||
"min_trade_number": 10,
|
||||
"max_trade_duration_minute": 1440,
|
||||
"remove_pumps": false
|
||||
},
|
||||
"telegram": {
|
||||
"enabled": false,
|
||||
"token": "your_telegram_token",
|
||||
@@ -1,5 +1,4 @@
|
||||
{
|
||||
"$schema": "https://schema.freqtrade.io/schema.json",
|
||||
"trading_mode": "futures",
|
||||
"margin_mode": "isolated",
|
||||
"max_open_trades": 5,
|
||||
@@ -19,11 +18,16 @@
|
||||
"name": "binance",
|
||||
"key": "",
|
||||
"secret": "",
|
||||
"ccxt_config": {},
|
||||
"ccxt_async_config": {},
|
||||
"ccxt_config": {
|
||||
"enableRateLimit": true
|
||||
},
|
||||
"ccxt_async_config": {
|
||||
"enableRateLimit": true,
|
||||
"rateLimit": 200
|
||||
},
|
||||
"pair_whitelist": [
|
||||
"1INCH/USDT:USDT",
|
||||
"ALGO/USDT:USDT"
|
||||
"1INCH/USDT",
|
||||
"ALGO/USDT"
|
||||
],
|
||||
"pair_blacklist": []
|
||||
},
|
||||
@@ -49,11 +53,11 @@
|
||||
],
|
||||
"freqai": {
|
||||
"enabled": true,
|
||||
"purge_old_models": 2,
|
||||
"purge_old_models": true,
|
||||
"train_period_days": 15,
|
||||
"backtest_period_days": 7,
|
||||
"live_retrain_hours": 0,
|
||||
"identifier": "unique-id",
|
||||
"identifier": "uniqe-id",
|
||||
"feature_parameters": {
|
||||
"include_timeframes": [
|
||||
"3m",
|
||||
@@ -61,8 +65,8 @@
|
||||
"1h"
|
||||
],
|
||||
"include_corr_pairlist": [
|
||||
"BTC/USDT:USDT",
|
||||
"ETH/USDT:USDT"
|
||||
"BTC/USDT",
|
||||
"ETH/USDT"
|
||||
],
|
||||
"label_period_candles": 20,
|
||||
"include_shifted_candles": 2,
|
||||
@@ -80,7 +84,9 @@
|
||||
"test_size": 0.33,
|
||||
"random_state": 1
|
||||
},
|
||||
"model_training_parameters": {}
|
||||
"model_training_parameters": {
|
||||
"n_estimators": 1000
|
||||
}
|
||||
},
|
||||
"bot_name": "",
|
||||
"force_entry_enable": true,
|
||||
|
||||
@@ -1,18 +1,15 @@
|
||||
{
|
||||
"$schema": "https://schema.freqtrade.io/schema.json",
|
||||
"max_open_trades": 3,
|
||||
"stake_currency": "USDT",
|
||||
"stake_amount": "unlimited",
|
||||
"stake_currency": "USD",
|
||||
"stake_amount": 50,
|
||||
"tradable_balance_ratio": 0.99,
|
||||
"fiat_display_currency": "USD",
|
||||
"trading_mode": "futures",
|
||||
"margin_mode": "isolated",
|
||||
"timeframe": "5m",
|
||||
"dry_run": true,
|
||||
"cancel_open_orders_on_exit": false,
|
||||
"unfilledtimeout": {
|
||||
"entry": 5,
|
||||
"exit": 5,
|
||||
"entry": 10,
|
||||
"exit": 10,
|
||||
"exit_timeout_count": 0,
|
||||
"unit": "minutes"
|
||||
},
|
||||
@@ -26,33 +23,55 @@
|
||||
"bids_to_ask_delta": 1
|
||||
}
|
||||
},
|
||||
"exit_pricing":{
|
||||
"exit_pricing": {
|
||||
"price_side": "same",
|
||||
"use_order_book": true,
|
||||
"order_book_top": 1
|
||||
},
|
||||
"exchange": {
|
||||
"name": "bybit",
|
||||
"name": "ftx",
|
||||
"key": "your_exchange_key",
|
||||
"secret": "your_exchange_secret",
|
||||
"ccxt_config": {},
|
||||
"ccxt_async_config": {},
|
||||
"pair_whitelist": [
|
||||
"BTC/USDT:USDT",
|
||||
"ETH/USDT:USDT",
|
||||
"LTC/USDT:USDT",
|
||||
"ETC/USDT:USDT",
|
||||
"XLM/USDT:USDT",
|
||||
"XRP/USDT:USDT",
|
||||
"ADA/USDT:USDT",
|
||||
"DOT/USDT:USDT"
|
||||
"BTC/USD",
|
||||
"ETH/USD",
|
||||
"BNB/USD",
|
||||
"USDT/USD",
|
||||
"LTC/USD",
|
||||
"SRM/USD",
|
||||
"SXP/USD",
|
||||
"XRP/USD",
|
||||
"DOGE/USD",
|
||||
"1INCH/USD",
|
||||
"CHZ/USD",
|
||||
"MATIC/USD",
|
||||
"LINK/USD",
|
||||
"OXY/USD",
|
||||
"SUSHI/USD"
|
||||
],
|
||||
"pair_blacklist": [
|
||||
"FTT/USD"
|
||||
]
|
||||
},
|
||||
"pairlists": [
|
||||
{"method": "StaticPairList"}
|
||||
],
|
||||
"edge": {
|
||||
"enabled": false,
|
||||
"process_throttle_secs": 3600,
|
||||
"calculate_since_number_of_days": 7,
|
||||
"allowed_risk": 0.01,
|
||||
"stoploss_range_min": -0.01,
|
||||
"stoploss_range_max": -0.1,
|
||||
"stoploss_range_step": -0.01,
|
||||
"minimum_winrate": 0.60,
|
||||
"minimum_expectancy": 0.20,
|
||||
"min_trade_number": 10,
|
||||
"max_trade_duration_minute": 1440,
|
||||
"remove_pumps": false
|
||||
},
|
||||
"telegram": {
|
||||
"enabled": false,
|
||||
"token": "your_telegram_token",
|
||||
@@ -1,5 +1,4 @@
|
||||
{
|
||||
"$schema": "https://schema.freqtrade.io/schema.json",
|
||||
"max_open_trades": 3,
|
||||
"stake_currency": "BTC",
|
||||
"stake_amount": 0.05,
|
||||
@@ -47,7 +46,7 @@
|
||||
"bids_to_ask_delta": 1
|
||||
}
|
||||
},
|
||||
"exit_pricing": {
|
||||
"exit_pricing":{
|
||||
"price_side": "same",
|
||||
"use_order_book": true,
|
||||
"order_book_top": 1,
|
||||
@@ -61,7 +60,6 @@
|
||||
"force_entry": "market",
|
||||
"stoploss": "market",
|
||||
"stoploss_on_exchange": false,
|
||||
"stoploss_price_type": "last",
|
||||
"stoploss_on_exchange_interval": 60,
|
||||
"stoploss_on_exchange_limit_ratio": 0.99
|
||||
},
|
||||
@@ -70,38 +68,17 @@
|
||||
"exit": "GTC"
|
||||
},
|
||||
"pairlists": [
|
||||
{
|
||||
"method": "StaticPairList"
|
||||
},
|
||||
{
|
||||
"method": "DelistFilter",
|
||||
"max_days_from_now": 0,
|
||||
},
|
||||
{
|
||||
"method": "FullTradesFilter"
|
||||
},
|
||||
{"method": "StaticPairList"},
|
||||
{
|
||||
"method": "VolumePairList",
|
||||
"number_assets": 20,
|
||||
"sort_key": "quoteVolume",
|
||||
"refresh_period": 1800
|
||||
},
|
||||
{
|
||||
"method": "AgeFilter",
|
||||
"min_days_listed": 10
|
||||
},
|
||||
{
|
||||
"method": "PrecisionFilter"
|
||||
},
|
||||
{
|
||||
"method": "PriceFilter",
|
||||
"low_price_ratio": 0.01,
|
||||
"min_price": 0.00000010
|
||||
},
|
||||
{
|
||||
"method": "SpreadFilter",
|
||||
"max_spread_ratio": 0.005
|
||||
},
|
||||
{"method": "AgeFilter", "min_days_listed": 10},
|
||||
{"method": "PrecisionFilter"},
|
||||
{"method": "PriceFilter", "low_price_ratio": 0.01, "min_price": 0.00000010},
|
||||
{"method": "SpreadFilter", "max_spread_ratio": 0.005},
|
||||
{
|
||||
"method": "RangeStabilityFilter",
|
||||
"lookback_days": 10,
|
||||
@@ -111,6 +88,7 @@
|
||||
],
|
||||
"exchange": {
|
||||
"name": "binance",
|
||||
"sandbox": false,
|
||||
"key": "your_exchange_key",
|
||||
"secret": "your_exchange_secret",
|
||||
"password": "",
|
||||
@@ -141,6 +119,20 @@
|
||||
"outdated_offset": 5,
|
||||
"markets_refresh_interval": 60
|
||||
},
|
||||
"edge": {
|
||||
"enabled": false,
|
||||
"process_throttle_secs": 3600,
|
||||
"calculate_since_number_of_days": 7,
|
||||
"allowed_risk": 0.01,
|
||||
"stoploss_range_min": -0.01,
|
||||
"stoploss_range_max": -0.1,
|
||||
"stoploss_range_step": -0.01,
|
||||
"minimum_winrate": 0.60,
|
||||
"minimum_expectancy": 0.20,
|
||||
"min_trade_number": 10,
|
||||
"max_trade_duration_minute": 1440,
|
||||
"remove_pumps": false
|
||||
},
|
||||
"telegram": {
|
||||
"enabled": false,
|
||||
"token": "your_telegram_token",
|
||||
@@ -212,7 +204,6 @@
|
||||
"strategy_path": "user_data/strategies/",
|
||||
"recursive_strategy_search": false,
|
||||
"add_config_files": [],
|
||||
"reduce_df_footprint": false,
|
||||
"dataformat_ohlcv": "feather",
|
||||
"dataformat_trades": "feather"
|
||||
"dataformat_ohlcv": "json",
|
||||
"dataformat_trades": "jsongz"
|
||||
}
|
||||
@@ -1,5 +1,4 @@
|
||||
{
|
||||
"$schema": "https://schema.freqtrade.io/schema.json",
|
||||
"max_open_trades": 5,
|
||||
"stake_currency": "EUR",
|
||||
"stake_amount": 10,
|
||||
@@ -65,6 +64,20 @@
|
||||
"pairlists": [
|
||||
{"method": "StaticPairList"}
|
||||
],
|
||||
"edge": {
|
||||
"enabled": false,
|
||||
"process_throttle_secs": 3600,
|
||||
"calculate_since_number_of_days": 7,
|
||||
"allowed_risk": 0.01,
|
||||
"stoploss_range_min": -0.01,
|
||||
"stoploss_range_max": -0.1,
|
||||
"stoploss_range_step": -0.01,
|
||||
"minimum_winrate": 0.60,
|
||||
"minimum_expectancy": 0.20,
|
||||
"min_trade_number": 10,
|
||||
"max_trade_duration_minute": 1440,
|
||||
"remove_pumps": false
|
||||
},
|
||||
"telegram": {
|
||||
"enabled": false,
|
||||
"token": "your_telegram_token",
|
||||
|
||||
@@ -1,19 +1,11 @@
|
||||
---
|
||||
version: '3'
|
||||
services:
|
||||
freqtrade:
|
||||
image: freqtradeorg/freqtrade:stable
|
||||
# image: freqtradeorg/freqtrade:develop
|
||||
# Use plotting image
|
||||
# image: freqtradeorg/freqtrade:develop_plot
|
||||
# # Enable GPU Image and GPU Resources (only relevant for freqAI)
|
||||
# # Make sure to uncomment the whole deploy section
|
||||
# deploy:
|
||||
# resources:
|
||||
# reservations:
|
||||
# devices:
|
||||
# - driver: nvidia
|
||||
# count: 1
|
||||
# capabilities: [gpu]
|
||||
# Build step - only needed when additional dependencies are needed
|
||||
# build:
|
||||
# context: .
|
||||
@@ -24,7 +16,7 @@ services:
|
||||
- "./user_data:/freqtrade/user_data"
|
||||
# Expose api on port 8080 (localhost only)
|
||||
# Please read the https://www.freqtrade.io/en/stable/rest-api/ documentation
|
||||
# for more information.
|
||||
# before enabling this.
|
||||
ports:
|
||||
- "127.0.0.1:8080:8080"
|
||||
# Default command used when running `docker compose up`
|
||||
|
||||
@@ -1,46 +1,48 @@
|
||||
FROM python:3.11.13-slim-bookworm AS base
|
||||
FROM python:3.9.12-slim-bullseye as base
|
||||
|
||||
# Setup env
|
||||
ENV LANG=C.UTF-8
|
||||
ENV LC_ALL=C.UTF-8
|
||||
ENV PYTHONDONTWRITEBYTECODE=1
|
||||
ENV PYTHONFAULTHANDLER=1
|
||||
ENV LANG C.UTF-8
|
||||
ENV LC_ALL C.UTF-8
|
||||
ENV PYTHONDONTWRITEBYTECODE 1
|
||||
ENV PYTHONFAULTHANDLER 1
|
||||
ENV PATH=/home/ftuser/.local/bin:$PATH
|
||||
ENV FT_APP_ENV="docker"
|
||||
|
||||
# Prepare environment
|
||||
RUN mkdir /freqtrade \
|
||||
&& apt-get update \
|
||||
&& apt-get -y install sudo libatlas3-base libopenblas-dev curl sqlite3 libutf8proc-dev libsnappy-dev \
|
||||
&& apt-get -y install sudo libatlas3-base curl sqlite3 libhdf5-dev \
|
||||
&& apt-get clean \
|
||||
&& useradd -u 1000 -G sudo -U -m ftuser \
|
||||
&& chown ftuser:ftuser /freqtrade \
|
||||
# Allow sudoers
|
||||
&& echo "ftuser ALL=(ALL) NOPASSWD: /bin/chown" >> /etc/sudoers \
|
||||
&& pip install --upgrade pip
|
||||
&& echo "ftuser ALL=(ALL) NOPASSWD: /bin/chown" >> /etc/sudoers
|
||||
|
||||
WORKDIR /freqtrade
|
||||
|
||||
# Install dependencies
|
||||
FROM base AS python-deps
|
||||
FROM base as python-deps
|
||||
RUN apt-get update \
|
||||
&& apt-get -y install build-essential libssl-dev libffi-dev libgfortran5 pkg-config cmake gcc \
|
||||
&& apt-get clean \
|
||||
&& pip install --upgrade pip \
|
||||
&& echo "[global]\nextra-index-url=https://www.piwheels.org/simple" > /etc/pip.conf
|
||||
|
||||
# Install TA-lib
|
||||
COPY build_helpers/* /tmp/
|
||||
RUN cd /tmp && /tmp/install_ta-lib.sh && rm -r /tmp/*ta-lib*
|
||||
ENV LD_LIBRARY_PATH /usr/local/lib
|
||||
|
||||
# Install dependencies
|
||||
COPY --chown=ftuser:ftuser requirements.txt /freqtrade/
|
||||
USER ftuser
|
||||
RUN pip install --user --only-binary=:all: --find-links /tmp/ pyarrow TA-Lib \
|
||||
RUN pip install --user --no-cache-dir numpy \
|
||||
&& pip install --user --no-cache-dir -r requirements.txt
|
||||
|
||||
# Copy dependencies to runtime-image
|
||||
FROM base AS runtime-image
|
||||
FROM base as runtime-image
|
||||
COPY --from=python-deps /usr/local/lib /usr/local/lib
|
||||
ENV LD_LIBRARY_PATH=/usr/local/lib
|
||||
ENV LD_LIBRARY_PATH /usr/local/lib
|
||||
|
||||
COPY --from=python-deps --chown=ftuser:ftuser /home/ftuser/.local /home/ftuser/.local
|
||||
|
||||
@@ -48,7 +50,7 @@ USER ftuser
|
||||
# Install and execute
|
||||
COPY --chown=ftuser:ftuser . /freqtrade/
|
||||
|
||||
RUN pip install -e . --user --no-cache-dir \
|
||||
RUN pip install -e . --user --no-cache-dir --no-build-isolation\
|
||||
&& mkdir /freqtrade/user_data/ \
|
||||
&& freqtrade install-ui
|
||||
|
||||
|
||||
10
docker/Dockerfile.develop
Normal file
@@ -0,0 +1,10 @@
|
||||
FROM freqtradeorg/freqtrade:develop
|
||||
|
||||
# Install dependencies
|
||||
COPY requirements-dev.txt /freqtrade/
|
||||
|
||||
RUN pip install numpy --user --no-cache-dir \
|
||||
&& pip install -r requirements-dev.txt --user --no-cache-dir
|
||||
|
||||
# Empty the ENTRYPOINT to allow all commands
|
||||
ENTRYPOINT []
|
||||
@@ -1,8 +0,0 @@
|
||||
ARG sourceimage=freqtradeorg/freqtrade
|
||||
ARG sourcetag=develop_freqai
|
||||
FROM ${sourceimage}:${sourcetag}
|
||||
|
||||
# Install dependencies
|
||||
COPY requirements-freqai.txt requirements-freqai-rl.txt /freqtrade/
|
||||
|
||||
RUN pip install -r requirements-freqai-rl.txt --user --no-cache-dir
|
||||
@@ -1,8 +1,8 @@
|
||||
FROM freqtradeorg/freqtrade:develop_plot
|
||||
|
||||
|
||||
# Pin prompt-toolkit to avoid questionary version conflict
|
||||
RUN pip install jupyterlab "prompt-toolkit<=3.0.36" jupyter-client --user --no-cache-dir
|
||||
# Pin jupyter-client to avoid tornado version conflict
|
||||
RUN pip install jupyterlab jupyter-client==7.3.4 --user --no-cache-dir
|
||||
|
||||
# Empty the ENTRYPOINT to allow all commands
|
||||
ENTRYPOINT []
|
||||
|
||||
@@ -1,35 +0,0 @@
|
||||
---
|
||||
services:
|
||||
freqtrade:
|
||||
image: freqtradeorg/freqtrade:stable_freqaitorch
|
||||
# # Enable GPU Image and GPU Resources
|
||||
# # Make sure to uncomment the whole deploy section
|
||||
# deploy:
|
||||
# resources:
|
||||
# reservations:
|
||||
# devices:
|
||||
# - driver: nvidia
|
||||
# count: 1
|
||||
# capabilities: [gpu]
|
||||
|
||||
# Build step - only needed when additional dependencies are needed
|
||||
# build:
|
||||
# context: .
|
||||
# dockerfile: "./docker/Dockerfile.custom"
|
||||
restart: unless-stopped
|
||||
container_name: freqtrade
|
||||
volumes:
|
||||
- "./user_data:/freqtrade/user_data"
|
||||
# Expose api on port 8080 (localhost only)
|
||||
# Please read the https://www.freqtrade.io/en/stable/rest-api/ documentation
|
||||
# for more information.
|
||||
ports:
|
||||
- "127.0.0.1:8080:8080"
|
||||
# Default command used when running `docker compose up`
|
||||
command: >
|
||||
trade
|
||||
--logfile /freqtrade/user_data/logs/freqtrade.log
|
||||
--db-url sqlite:////freqtrade/user_data/tradesv3.sqlite
|
||||
--config /freqtrade/user_data/config.json
|
||||
--freqaimodel XGBoostRegressor
|
||||
--strategy FreqaiExampleStrategy
|
||||
@@ -1,11 +1,12 @@
|
||||
---
|
||||
version: '3'
|
||||
services:
|
||||
ft_jupyterlab:
|
||||
build:
|
||||
context: ..
|
||||
dockerfile: docker/Dockerfile.jupyter
|
||||
restart: unless-stopped
|
||||
# container_name: freqtrade
|
||||
container_name: freqtrade
|
||||
ports:
|
||||
- "127.0.0.1:8888:8888"
|
||||
volumes:
|
||||
|
||||
@@ -18,60 +18,57 @@ freqtrade backtesting -c <config.json> --timeframe <tf> --strategy <strategy_nam
|
||||
```
|
||||
|
||||
This will tell freqtrade to output a pickled dictionary of strategy, pairs and corresponding
|
||||
DataFrame of the candles that resulted in entry and exit signals.
|
||||
Depending on how many entries your strategy makes, this file may get quite large, so periodically check your `user_data/backtest_results` folder to delete old exports.
|
||||
DataFrame of the candles that resulted in buy signals. Depending on how many buys your strategy
|
||||
makes, this file may get quite large, so periodically check your `user_data/backtest_results`
|
||||
folder to delete old exports.
|
||||
|
||||
Before running your next backtest, make sure you either delete your old backtest results or run
|
||||
backtesting with the `--cache none` option to make sure no cached results are used.
|
||||
|
||||
If all goes well, you should now see a `backtest-result-{timestamp}_signals.pkl` and `backtest-result-{timestamp}_exited.pkl` files in the `user_data/backtest_results` folder.
|
||||
If all goes well, you should now see a `backtest-result-{timestamp}_signals.pkl` file in the
|
||||
`user_data/backtest_results` folder.
|
||||
|
||||
To analyze the entry/exit tags, we now need to use the `freqtrade backtesting-analysis` command
|
||||
with `--analysis-groups` option provided with space-separated arguments:
|
||||
with `--analysis-groups` option provided with space-separated arguments (default `0 1 2`):
|
||||
|
||||
``` bash
|
||||
freqtrade backtesting-analysis -c <config.json> --analysis-groups 0 1 2 3 4 5
|
||||
freqtrade backtesting-analysis -c <config.json> --analysis-groups 0 1 2 3 4
|
||||
```
|
||||
|
||||
This command will read from the last backtesting results. The `--analysis-groups` option is
|
||||
used to specify the various tabular outputs showing the profit of each group or trade,
|
||||
used to specify the various tabular outputs showing the profit fo each group or trade,
|
||||
ranging from the simplest (0) to the most detailed per pair, per buy and per sell tag (4):
|
||||
|
||||
* 0: overall winrate and profit summary by enter_tag
|
||||
* 1: profit summaries grouped by enter_tag
|
||||
* 2: profit summaries grouped by enter_tag and exit_tag
|
||||
* 3: profit summaries grouped by pair and enter_tag
|
||||
* 4: profit summaries grouped by pair, enter_ and exit_tag (this can get quite large)
|
||||
* 5: profit summaries grouped by exit_tag
|
||||
|
||||
More options are available by running with the `-h` option.
|
||||
|
||||
### Using backtest-filename
|
||||
### Using export-filename
|
||||
|
||||
By default, `backtesting-analysis` processes the most recent backtest results in the `user_data/backtest_results` directory.
|
||||
If you want to analyze results from an earlier backtest, use the `--backtest-filename` option to specify the desired file. This lets you revisit and re-analyze historical backtest outputs at any time by providing the filename of the relevant backtest result:
|
||||
Normally, `backtesting-analysis` uses the latest backtest results, but if you wanted to go
|
||||
back to a previous backtest output, you need to supply the `--export-filename` option.
|
||||
You can supply the same parameter to `backtest-analysis` with the name of the final backtest
|
||||
output file. This allows you to keep historical versions of backtest results and re-analyse
|
||||
them at a later date:
|
||||
|
||||
``` bash
|
||||
freqtrade backtesting-analysis -c <config.json> --timeframe <tf> --strategy <strategy_name> --timerange <timerange> --export signals --backtest-filename backtest-result-2025-03-05_20-38-34.zip
|
||||
freqtrade backtesting -c <config.json> --timeframe <tf> --strategy <strategy_name> --timerange=<timerange> --export=signals --export-filename=/tmp/mystrat_backtest.json
|
||||
```
|
||||
|
||||
You should see some output similar to below in the logs with the name of the timestamped
|
||||
filename that was exported:
|
||||
|
||||
```
|
||||
2022-06-14 16:28:32,698 - freqtrade.misc - INFO - dumping json to "mystrat_backtest-2022-06-14_16-28-32.json"
|
||||
2022-06-14 16:28:32,698 - freqtrade.misc - INFO - dumping json to "/tmp/mystrat_backtest-2022-06-14_16-28-32.json"
|
||||
```
|
||||
|
||||
You can then use that filename in `backtesting-analysis`:
|
||||
|
||||
```
|
||||
freqtrade backtesting-analysis -c <config.json> --backtest-filename=mystrat_backtest-2022-06-14_16-28-32.json
|
||||
```
|
||||
|
||||
To use a result from a different results directory, you can use `--backtest-directory` to specify the directory
|
||||
|
||||
``` bash
|
||||
freqtrade backtesting-analysis -c <config.json> --backtest-directory custom_results/ --backtest-filename mystrat_backtest-2022-06-14_16-28-32.json
|
||||
freqtrade backtesting-analysis -c <config.json> --export-filename=/tmp/mystrat_backtest-2022-06-14_16-28-32.json
|
||||
```
|
||||
|
||||
### Tuning the buy tags and sell tags to display
|
||||
@@ -103,119 +100,3 @@ freqtrade backtesting-analysis -c <config.json> --analysis-groups 0 2 --enter-re
|
||||
The indicators have to be present in your strategy's main DataFrame (either for your main
|
||||
timeframe or for informative timeframes) otherwise they will simply be ignored in the script
|
||||
output.
|
||||
|
||||
!!! Note "Indicator List"
|
||||
The indicator values will be displayed for both entry and exit points. If `--indicator-list all` is specified,
|
||||
only the indicators at the entry point will be shown to avoid excessively large lists, which could occur depending on the strategy.
|
||||
|
||||
There are a range of candle and trade-related fields that are included in the analysis so are
|
||||
automatically accessible by including them on the indicator-list, and these include:
|
||||
|
||||
- **open_date :** trade open datetime
|
||||
- **close_date :** trade close datetime
|
||||
- **min_rate :** minimum price seen throughout the position
|
||||
- **max_rate :** maximum price seen throughout the position
|
||||
- **open :** signal candle open price
|
||||
- **close :** signal candle close price
|
||||
- **high :** signal candle high price
|
||||
- **low :** signal candle low price
|
||||
- **volume :** signal candle volume
|
||||
- **profit_ratio :** trade profit ratio
|
||||
- **profit_abs :** absolute profit return of the trade
|
||||
|
||||
#### Sample Output for Indicator Values
|
||||
|
||||
```bash
|
||||
freqtrade backtesting-analysis -c user_data/config.json --analysis-groups 0 --indicator-list chikou_span tenkan_sen
|
||||
```
|
||||
|
||||
In this example,
|
||||
we aim to display the `chikou_span` and `tenkan_sen` indicator values at both the entry and exit points of trades.
|
||||
|
||||
A sample output for indicators might look like this:
|
||||
|
||||
| pair | open_date | enter_reason | exit_reason | chikou_span (entry) | tenkan_sen (entry) | chikou_span (exit) | tenkan_sen (exit) |
|
||||
|-----------|---------------------------|--------------|-------------|---------------------|--------------------|--------------------|-------------------|
|
||||
| DOGE/USDT | 2024-07-06 00:35:00+00:00 | | exit_signal | 0.105 | 0.106 | 0.105 | 0.107 |
|
||||
| BTC/USDT | 2024-08-05 14:20:00+00:00 | | roi | 54643.440 | 51696.400 | 54386.000 | 52072.010 |
|
||||
|
||||
As shown in the table, `chikou_span (entry)` represents the indicator value at the time of trade entry,
|
||||
while `chikou_span (exit)` reflects its value at the time of exit.
|
||||
This detailed view of indicator values enhances the analysis.
|
||||
|
||||
The `(entry)` and `(exit)` suffixes are added to indicators
|
||||
to distinguish the values at the entry and exit points of the trade.
|
||||
|
||||
!!! Note "Trade-wide Indicators"
|
||||
Certain trade-wide indicators do not have the `(entry)` or `(exit)` suffix. These indicators include: `pair`, `stake_amount`,
|
||||
`max_stake_amount`, `amount`, `open_date`, `close_date`, `open_rate`, `close_rate`, `fee_open`, `fee_close`, `trade_duration`,
|
||||
`profit_ratio`, `profit_abs`, `exit_reason`,`initial_stop_loss_abs`, `initial_stop_loss_ratio`, `stop_loss_abs`, `stop_loss_ratio`,
|
||||
`min_rate`, `max_rate`, `is_open`, `enter_tag`, `leverage`, `is_short`, `open_timestamp`, `close_timestamp` and `orders`
|
||||
|
||||
#### Filtering Indicators Based on Entry or Exit Signals
|
||||
|
||||
The `--indicator-list` option, by default, displays indicator values for both entry and exit signals. To filter the indicator values exclusively for entry signals, you can use the `--entry-only` argument. Similarly, to display indicator values only at exit signals, use the `--exit-only` argument.
|
||||
|
||||
Example: Display indicator values at entry signals:
|
||||
|
||||
```bash
|
||||
freqtrade backtesting-analysis -c user_data/config.json --analysis-groups 0 --indicator-list chikou_span tenkan_sen --entry-only
|
||||
```
|
||||
|
||||
Example: Display indicator values at exit signals:
|
||||
|
||||
```bash
|
||||
freqtrade backtesting-analysis -c user_data/config.json --analysis-groups 0 --indicator-list chikou_span tenkan_sen --exit-only
|
||||
```
|
||||
|
||||
!!! note
|
||||
When using these filters, the indicator names will not be suffixed with `(entry)` or `(exit)`.
|
||||
|
||||
### Filtering the trade output by date
|
||||
|
||||
To show only trades between dates within your backtested timerange, supply the usual `timerange` option in `YYYYMMDD-[YYYYMMDD]` format:
|
||||
|
||||
```
|
||||
--timerange : Timerange to filter output trades, start date inclusive, end date exclusive. e.g. 20220101-20221231
|
||||
```
|
||||
|
||||
For example, if your backtest timerange was `20220101-20221231` but you only want to output trades in January:
|
||||
|
||||
```bash
|
||||
freqtrade backtesting-analysis -c <config.json> --timerange 20220101-20220201
|
||||
```
|
||||
|
||||
### Printing out rejected signals
|
||||
|
||||
Use the `--rejected-signals` option to print out rejected signals.
|
||||
|
||||
```bash
|
||||
freqtrade backtesting-analysis -c <config.json> --rejected-signals
|
||||
```
|
||||
|
||||
### Writing tables to CSV
|
||||
|
||||
Some of the tabular outputs can become large, so printing them out to the terminal is not preferable.
|
||||
Use the `--analysis-to-csv` option to disable printing out of tables to standard out and write them to CSV files.
|
||||
|
||||
```bash
|
||||
freqtrade backtesting-analysis -c <config.json> --analysis-to-csv
|
||||
```
|
||||
|
||||
By default this will write one file per output table you specified in the `backtesting-analysis` command, e.g.
|
||||
|
||||
```bash
|
||||
freqtrade backtesting-analysis -c <config.json> --analysis-to-csv --rejected-signals --analysis-groups 0 1
|
||||
```
|
||||
|
||||
This will write to `user_data/backtest_results`:
|
||||
|
||||
* rejected_signals.csv
|
||||
* group_0.csv
|
||||
* group_1.csv
|
||||
|
||||
To override where the files will be written, also specify the `--analysis-csv-path` option.
|
||||
|
||||
```bash
|
||||
freqtrade backtesting-analysis -c <config.json> --analysis-to-csv --analysis-csv-path another/data/path/
|
||||
```
|
||||
|
||||
@@ -30,18 +30,11 @@ class SuperDuperHyperOptLoss(IHyperOptLoss):
|
||||
"""
|
||||
|
||||
@staticmethod
|
||||
def hyperopt_loss_function(
|
||||
*,
|
||||
results: DataFrame,
|
||||
trade_count: int,
|
||||
min_date: datetime,
|
||||
max_date: datetime,
|
||||
config: Config,
|
||||
processed: dict[str, DataFrame],
|
||||
backtest_stats: dict[str, Any],
|
||||
starting_balance: float,
|
||||
**kwargs,
|
||||
) -> float:
|
||||
def hyperopt_loss_function(results: DataFrame, trade_count: int,
|
||||
min_date: datetime, max_date: datetime,
|
||||
config: Config, processed: Dict[str, DataFrame],
|
||||
backtest_stats: Dict[str, Any],
|
||||
*args, **kwargs) -> float:
|
||||
"""
|
||||
Objective function, returns smaller number for better results
|
||||
This is the legacy algorithm (used until now in freqtrade).
|
||||
@@ -71,7 +64,6 @@ Currently, the arguments are:
|
||||
* `config`: Config object used (Note: Not all strategy-related parameters will be updated here if they are part of a hyperopt space).
|
||||
* `processed`: Dict of Dataframes with the pair as keys containing the data used for backtesting.
|
||||
* `backtest_stats`: Backtesting statistics using the same format as the backtesting file "strategy" substructure. Available fields can be seen in `generate_strategy_stats()` in `optimize_reports.py`.
|
||||
* `starting_balance`: Starting balance used for backtesting.
|
||||
|
||||
This function needs to return a floating point number (`float`). Smaller numbers will be interpreted as better results. The parameters and balancing for this is up to you.
|
||||
|
||||
@@ -83,11 +75,9 @@ This function needs to return a floating point number (`float`). Smaller numbers
|
||||
|
||||
## Overriding pre-defined spaces
|
||||
|
||||
To override a pre-defined space (`roi_space`, `generate_roi_table`, `stoploss_space`, `trailing_space`, `max_open_trades_space`), define a nested class called Hyperopt and define the required spaces as follows:
|
||||
To override a pre-defined space (`roi_space`, `generate_roi_table`, `stoploss_space`, `trailing_space`), define a nested class called Hyperopt and define the required spaces as follows:
|
||||
|
||||
```python
|
||||
from freqtrade.optimize.space import Categorical, Dimension, Integer, SKDecimal
|
||||
|
||||
class MyAwesomeStrategy(IStrategy):
|
||||
class HyperOpt:
|
||||
# Define a custom stoploss space.
|
||||
@@ -104,39 +94,6 @@ class MyAwesomeStrategy(IStrategy):
|
||||
SKDecimal(0.01, 0.07, decimals=3, name='roi_p2'),
|
||||
SKDecimal(0.01, 0.20, decimals=3, name='roi_p3'),
|
||||
]
|
||||
|
||||
def generate_roi_table(params: Dict) -> dict[int, float]:
|
||||
|
||||
roi_table = {}
|
||||
roi_table[0] = params['roi_p1'] + params['roi_p2'] + params['roi_p3']
|
||||
roi_table[params['roi_t3']] = params['roi_p1'] + params['roi_p2']
|
||||
roi_table[params['roi_t3'] + params['roi_t2']] = params['roi_p1']
|
||||
roi_table[params['roi_t3'] + params['roi_t2'] + params['roi_t1']] = 0
|
||||
|
||||
return roi_table
|
||||
|
||||
def trailing_space() -> List[Dimension]:
|
||||
# All parameters here are mandatory, you can only modify their type or the range.
|
||||
return [
|
||||
# Fixed to true, if optimizing trailing_stop we assume to use trailing stop at all times.
|
||||
Categorical([True], name='trailing_stop'),
|
||||
|
||||
SKDecimal(0.01, 0.35, decimals=3, name='trailing_stop_positive'),
|
||||
# 'trailing_stop_positive_offset' should be greater than 'trailing_stop_positive',
|
||||
# so this intermediate parameter is used as the value of the difference between
|
||||
# them. The value of the 'trailing_stop_positive_offset' is constructed in the
|
||||
# generate_trailing_params() method.
|
||||
# This is similar to the hyperspace dimensions used for constructing the ROI tables.
|
||||
SKDecimal(0.001, 0.1, decimals=3, name='trailing_stop_positive_offset_p1'),
|
||||
|
||||
Categorical([True, False], name='trailing_only_offset_is_reached'),
|
||||
]
|
||||
|
||||
# Define a custom max_open_trades space
|
||||
def max_open_trades_space(self) -> List[Dimension]:
|
||||
return [
|
||||
Integer(-1, 10, name='max_open_trades'),
|
||||
]
|
||||
```
|
||||
|
||||
!!! Note
|
||||
@@ -144,7 +101,7 @@ class MyAwesomeStrategy(IStrategy):
|
||||
|
||||
### Dynamic parameters
|
||||
|
||||
Parameters can also be defined dynamically, but must be available to the instance once the [`bot_start()` callback](strategy-callbacks.md#bot-start) has been called.
|
||||
Parameters can also be defined dynamically, but must be available to the instance once the * [`bot_start()` callback](strategy-callbacks.md#bot-start) has been called.
|
||||
|
||||
``` python
|
||||
|
||||
@@ -161,53 +118,56 @@ class MyAwesomeStrategy(IStrategy):
|
||||
|
||||
### Overriding Base estimator
|
||||
|
||||
You can define your own optuna sampler for Hyperopt by implementing `generate_estimator()` in the Hyperopt subclass.
|
||||
You can define your own estimator for Hyperopt by implementing `generate_estimator()` in the Hyperopt subclass.
|
||||
|
||||
```python
|
||||
class MyAwesomeStrategy(IStrategy):
|
||||
class HyperOpt:
|
||||
def generate_estimator(dimensions: List['Dimension'], **kwargs):
|
||||
return "NSGAIIISampler"
|
||||
return "RF"
|
||||
|
||||
```
|
||||
|
||||
Possible values are either one of "NSGAIISampler", "TPESampler", "GPSampler", "CmaEsSampler", "NSGAIIISampler", "QMCSampler" (Details can be found in the [optuna-samplers documentation](https://optuna.readthedocs.io/en/stable/reference/samplers/index.html)), or "an instance of a class that inherits from `optuna.samplers.BaseSampler`".
|
||||
Possible values are either one of "GP", "RF", "ET", "GBRT" (Details can be found in the [scikit-optimize documentation](https://scikit-optimize.github.io/)), or "an instance of a class that inherits from `RegressorMixin` (from sklearn) and where the `predict` method has an optional `return_std` argument, which returns `std(Y | x)` along with `E[Y | x]`".
|
||||
|
||||
Some research will be necessary to find additional Samplers (from optunahub) for example.
|
||||
Some research will be necessary to find additional Regressors.
|
||||
|
||||
Example for `ExtraTreesRegressor` ("ET") with additional parameters:
|
||||
|
||||
```python
|
||||
class MyAwesomeStrategy(IStrategy):
|
||||
class HyperOpt:
|
||||
def generate_estimator(dimensions: List['Dimension'], **kwargs):
|
||||
from skopt.learning import ExtraTreesRegressor
|
||||
# Corresponds to "ET" - but allows additional parameters.
|
||||
return ExtraTreesRegressor(n_estimators=100)
|
||||
|
||||
```
|
||||
|
||||
The `dimensions` parameter is the list of `skopt.space.Dimension` objects corresponding to the parameters to be optimized. It can be used to create isotropic kernels for the `skopt.learning.GaussianProcessRegressor` estimator. Here's an example:
|
||||
|
||||
```python
|
||||
class MyAwesomeStrategy(IStrategy):
|
||||
class HyperOpt:
|
||||
def generate_estimator(dimensions: List['Dimension'], **kwargs):
|
||||
from skopt.utils import cook_estimator
|
||||
from skopt.learning.gaussian_process.kernels import (Matern, ConstantKernel)
|
||||
kernel_bounds = (0.0001, 10000)
|
||||
kernel = (
|
||||
ConstantKernel(1.0, kernel_bounds) *
|
||||
Matern(length_scale=np.ones(len(dimensions)), length_scale_bounds=[kernel_bounds for d in dimensions], nu=2.5)
|
||||
)
|
||||
kernel += (
|
||||
ConstantKernel(1.0, kernel_bounds) *
|
||||
Matern(length_scale=np.ones(len(dimensions)), length_scale_bounds=[kernel_bounds for d in dimensions], nu=1.5)
|
||||
)
|
||||
|
||||
return cook_estimator("GP", space=dimensions, kernel=kernel, n_restarts_optimizer=2)
|
||||
```
|
||||
|
||||
!!! Note
|
||||
While custom estimators can be provided, it's up to you as User to do research on possible parameters and analyze / understand which ones should be used.
|
||||
If you're unsure about this, best use one of the Defaults (`"NSGAIIISampler"` has proven to be the most versatile) without further parameters.
|
||||
|
||||
??? Example "Using `AutoSampler` from Optunahub"
|
||||
|
||||
[AutoSampler docs](https://hub.optuna.org/samplers/auto_sampler/)
|
||||
|
||||
Install the necessary dependencies
|
||||
``` bash
|
||||
pip install optunahub cmaes torch scipy
|
||||
```
|
||||
Implement `generate_estimator()` in your strategy
|
||||
|
||||
``` python
|
||||
# ...
|
||||
from freqtrade.strategy.interface import IStrategy
|
||||
from typing import List
|
||||
import optunahub
|
||||
# ...
|
||||
|
||||
class my_strategy(IStrategy):
|
||||
class HyperOpt:
|
||||
def generate_estimator(dimensions: List["Dimension"], **kwargs):
|
||||
if "random_state" in kwargs.keys():
|
||||
return optunahub.load_module("samplers/auto_sampler").AutoSampler(seed=kwargs["random_state"])
|
||||
else:
|
||||
return optunahub.load_module("samplers/auto_sampler").AutoSampler()
|
||||
|
||||
```
|
||||
|
||||
Obviously the same approach will work for all other Samplers optuna supports.
|
||||
|
||||
If you're unsure about this, best use one of the Defaults (`"ET"` has proven to be the most versatile) without further parameters.
|
||||
|
||||
## Space options
|
||||
|
||||
|
||||
@@ -1,153 +0,0 @@
|
||||
# Orderflow data
|
||||
|
||||
This guide walks you through utilizing public trade data for advanced orderflow analysis in Freqtrade.
|
||||
|
||||
!!! Warning "Experimental Feature"
|
||||
The orderflow feature is currently in beta and may be subject to changes in future releases. Please report any issues or feedback on the [Freqtrade GitHub repository](https://github.com/freqtrade/freqtrade/issues).
|
||||
It's also currently not been tested with freqAI - and combining these two features is considered out of scope at this point.
|
||||
|
||||
!!! Warning "Performance"
|
||||
Orderflow requires raw trades data. This data is rather large, and can cause a slow initial startup, when freqtrade needs to download the trades data for the last X candles. Additionally, enabling this feature will cause increased memory usage. Please ensure to have sufficient resources available.
|
||||
|
||||
## Getting Started
|
||||
|
||||
### Enable Public Trades
|
||||
|
||||
In your `config.json` file, set the `use_public_trades` option to true under the `exchange` section.
|
||||
|
||||
```json
|
||||
"exchange": {
|
||||
...
|
||||
"use_public_trades": true,
|
||||
}
|
||||
```
|
||||
|
||||
### Configure Orderflow Processing
|
||||
|
||||
Define your desired settings for orderflow processing within the orderflow section of config.json. Here, you can adjust factors like:
|
||||
|
||||
- `cache_size`: How many previous orderflow candles are saved into cache instead of calculated every new candle
|
||||
- `max_candles`: Filter how many candles would you like to get trades data for.
|
||||
- `scale`: This controls the price bin size for the footprint chart.
|
||||
- `stacked_imbalance_range`: Defines the minimum consecutive imbalanced price levels required for consideration.
|
||||
- `imbalance_volume`: Filters out imbalances with volume below this threshold.
|
||||
- `imbalance_ratio`: Filters out imbalances with a ratio (difference between ask and bid volume) lower than this value.
|
||||
|
||||
```json
|
||||
"orderflow": {
|
||||
"cache_size": 1000,
|
||||
"max_candles": 1500,
|
||||
"scale": 0.5,
|
||||
"stacked_imbalance_range": 3, // needs at least this amount of imbalance next to each other
|
||||
"imbalance_volume": 1, // filters out below
|
||||
"imbalance_ratio": 3 // filters out ratio lower than
|
||||
},
|
||||
```
|
||||
|
||||
## Downloading Trade Data for Backtesting
|
||||
|
||||
To download historical trade data for backtesting, use the --dl-trades flag with the freqtrade download-data command.
|
||||
|
||||
```bash
|
||||
freqtrade download-data -p BTC/USDT:USDT --timerange 20230101- --trading-mode futures --timeframes 5m --dl-trades
|
||||
```
|
||||
|
||||
!!! Warning "Data availability"
|
||||
Not all exchanges provide public trade data. For supported exchanges, freqtrade will warn you if public trade data is not available if you start downloading data with the `--dl-trades` flag.
|
||||
|
||||
## Accessing Orderflow Data
|
||||
|
||||
Once activated, several new columns become available in your dataframe:
|
||||
|
||||
``` python
|
||||
|
||||
dataframe["trades"] # Contains information about each individual trade.
|
||||
dataframe["orderflow"] # Represents a footprint chart dict (see below)
|
||||
dataframe["imbalances"] # Contains information about imbalances in the order flow.
|
||||
dataframe["bid"] # Total bid volume
|
||||
dataframe["ask"] # Total ask volume
|
||||
dataframe["delta"] # Difference between ask and bid volume.
|
||||
dataframe["min_delta"] # Minimum delta within the candle
|
||||
dataframe["max_delta"] # Maximum delta within the candle
|
||||
dataframe["total_trades"] # Total number of trades
|
||||
dataframe["stacked_imbalances_bid"] # List of price levels of stacked bid imbalance range beginnings
|
||||
dataframe["stacked_imbalances_ask"] # List of price levels of stacked ask imbalance range beginnings
|
||||
```
|
||||
|
||||
You can access these columns in your strategy code for further analysis. Here's an example:
|
||||
|
||||
``` python
|
||||
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
||||
# Calculating cumulative delta
|
||||
dataframe["cum_delta"] = cumulative_delta(dataframe["delta"])
|
||||
# Accessing total trades
|
||||
total_trades = dataframe["total_trades"]
|
||||
...
|
||||
|
||||
def cumulative_delta(delta: Series):
|
||||
cumdelta = delta.cumsum()
|
||||
return cumdelta
|
||||
|
||||
```
|
||||
|
||||
### Footprint chart (`dataframe["orderflow"]`)
|
||||
|
||||
This column provides a detailed breakdown of buy and sell orders at different price levels, offering valuable insights into order flow dynamics. The `scale` parameter in your configuration determines the price bin size for this representation
|
||||
|
||||
The `orderflow` column contains a dict with the following structure:
|
||||
|
||||
``` output
|
||||
{
|
||||
"price": {
|
||||
"bid_amount": 0.0,
|
||||
"ask_amount": 0.0,
|
||||
"bid": 0,
|
||||
"ask": 0,
|
||||
"delta": 0.0,
|
||||
"total_volume": 0.0,
|
||||
"total_trades": 0
|
||||
}
|
||||
}
|
||||
```
|
||||
|
||||
#### Orderflow column explanation
|
||||
|
||||
- key: Price bin - binned at `scale` intervals
|
||||
- `bid_amount`: Total volume bought at each price level.
|
||||
- `ask_amount`: Total volume sold at each price level.
|
||||
- `bid`: Number of buy orders at each price level.
|
||||
- `ask`: Number of sell orders at each price level.
|
||||
- `delta`: Difference between ask and bid volume at each price level.
|
||||
- `total_volume`: Total volume (ask amount + bid amount) at each price level.
|
||||
- `total_trades`: Total number of trades (ask + bid) at each price level.
|
||||
|
||||
By leveraging these features, you can gain valuable insights into market sentiment and potential trading opportunities based on order flow analysis.
|
||||
|
||||
### Raw trades data (`dataframe["trades"]`)
|
||||
|
||||
List with the individual trades that occurred during the candle. This data can be used for more granular analysis of order flow dynamics.
|
||||
|
||||
Each individual entry contains a dict with the following keys:
|
||||
|
||||
- `timestamp`: Timestamp of the trade.
|
||||
- `date`: Date of the trade.
|
||||
- `price`: Price of the trade.
|
||||
- `amount`: Volume of the trade.
|
||||
- `side`: Buy or sell.
|
||||
- `id`: Unique identifier for the trade.
|
||||
- `cost`: Total cost of the trade (price * amount).
|
||||
|
||||
### Imbalances (`dataframe["imbalances"]`)
|
||||
|
||||
This column provides a dict with information about imbalances in the order flow. An imbalance occurs when there is a significant difference between the ask and bid volume at a given price level.
|
||||
|
||||
Each row looks as follows - with price as index, and the corresponding bid and ask imbalance values as columns
|
||||
|
||||
``` output
|
||||
{
|
||||
"price": {
|
||||
"bid_imbalance": False,
|
||||
"ask_imbalance": False
|
||||
}
|
||||
}
|
||||
```
|
||||
@@ -114,46 +114,8 @@ services:
|
||||
--strategy SampleStrategy
|
||||
|
||||
```
|
||||
|
||||
You can use whatever naming convention you want, freqtrade1 and 2 are arbitrary. Note, that you will need to use different database files, port mappings and telegram configurations for each instance, as mentioned above.
|
||||
|
||||
## Use a different database system
|
||||
|
||||
Freqtrade is using SQLAlchemy, which supports multiple different database systems. As such, a multitude of database systems should be supported.
|
||||
Freqtrade does not depend or install any additional database driver. Please refer to the [SQLAlchemy docs](https://docs.sqlalchemy.org/en/14/core/engines.html#database-urls) on installation instructions for the respective database systems.
|
||||
|
||||
The following systems have been tested and are known to work with freqtrade:
|
||||
|
||||
* sqlite (default)
|
||||
* PostgreSQL
|
||||
* MariaDB
|
||||
|
||||
!!! Warning
|
||||
By using one of the below database systems, you acknowledge that you know how to manage such a system. The freqtrade team will not provide any support with setup or maintenance (or backups) of the below database systems.
|
||||
|
||||
### PostgreSQL
|
||||
|
||||
Installation:
|
||||
`pip install "psycopg[binary]"`
|
||||
|
||||
Usage:
|
||||
`... --db-url postgresql+psycopg://<username>:<password>@localhost:5432/<database>`
|
||||
|
||||
Freqtrade will automatically create the tables necessary upon startup.
|
||||
|
||||
If you're running different instances of Freqtrade, you must either setup one database per Instance or use different users / schemas for your connections.
|
||||
|
||||
### MariaDB / MySQL
|
||||
|
||||
Freqtrade supports MariaDB by using SQLAlchemy, which supports multiple different database systems.
|
||||
|
||||
Installation:
|
||||
`pip install pymysql`
|
||||
|
||||
Usage:
|
||||
`... --db-url mysql+pymysql://<username>:<password>@localhost:3306/<database>`
|
||||
|
||||
|
||||
|
||||
## Configure the bot running as a systemd service
|
||||
|
||||
@@ -177,7 +139,7 @@ sudo loginctl enable-linger "$USER"
|
||||
If you run the bot as a service, you can use systemd service manager as a software watchdog monitoring freqtrade bot
|
||||
state and restarting it in the case of failures. If the `internals.sd_notify` parameter is set to true in the
|
||||
configuration or the `--sd-notify` command line option is used, the bot will send keep-alive ping messages to systemd
|
||||
using the sd_notify (systemd notifications) protocol and will also tell systemd its current state (Running, Paused or Stopped)
|
||||
using the sd_notify (systemd notifications) protocol and will also tell systemd its current state (Running or Stopped)
|
||||
when it changes.
|
||||
|
||||
The `freqtrade.service.watchdog` file contains an example of the service unit configuration file which uses systemd
|
||||
@@ -188,113 +150,30 @@ as the watchdog.
|
||||
|
||||
## Advanced Logging
|
||||
|
||||
Freqtrade uses the default logging module provided by python.
|
||||
Python allows for extensive [logging configuration](https://docs.python.org/3/library/logging.config.html#logging.config.dictConfig) in this regard - way more than what can be covered here.
|
||||
|
||||
Default logging format (coloured terminal output) is set up by default if no `log_config` is provided in your freqtrade configuration.
|
||||
Using `--logfile logfile.log` will enable the RotatingFileHandler.
|
||||
|
||||
If you're not content with the log format, or with the default settings provided for the RotatingFileHandler, you can customize logging to your liking by adding the `log_config` configuration to your freqtrade configuration file(s).
|
||||
|
||||
The default configuration looks roughly like the below, with the file handler being provided but not enabled as the `filename` is commented out.
|
||||
Uncomment this line and supply a valid path/filename to enable it.
|
||||
|
||||
``` json hl_lines="5-7 13-16 27"
|
||||
{
|
||||
"log_config": {
|
||||
"version": 1,
|
||||
"formatters": {
|
||||
"basic": {
|
||||
"format": "%(message)s"
|
||||
},
|
||||
"standard": {
|
||||
"format": "%(asctime)s - %(name)s - %(levelname)s - %(message)s"
|
||||
}
|
||||
},
|
||||
"handlers": {
|
||||
"console": {
|
||||
"class": "freqtrade.loggers.ft_rich_handler.FtRichHandler",
|
||||
"formatter": "basic"
|
||||
},
|
||||
"file": {
|
||||
"class": "logging.handlers.RotatingFileHandler",
|
||||
"formatter": "standard",
|
||||
// "filename": "someRandomLogFile.log",
|
||||
"maxBytes": 10485760,
|
||||
"backupCount": 10
|
||||
}
|
||||
},
|
||||
"root": {
|
||||
"handlers": [
|
||||
"console",
|
||||
// "file"
|
||||
],
|
||||
"level": "INFO",
|
||||
}
|
||||
}
|
||||
}
|
||||
```
|
||||
|
||||
!!! Note "highlighted lines"
|
||||
Highlighted lines in the above code-block define the Rich handler and belong together.
|
||||
The formatter "standard" and "file" will belong to the FileHandler.
|
||||
|
||||
Each handler must use one of the defined formatters (by name), its class must be available, and must be a valid logging class.
|
||||
To actually use a handler, it must be in the "handlers" section inside the "root" segment.
|
||||
If this section is left out, freqtrade will provide no output (in the non-configured handler, anyway).
|
||||
|
||||
!!! Tip "Explicit log configuration"
|
||||
We recommend to extract the logging configuration from your main freqtrade configuration file, and provide it to your bot via [multiple configuration files](configuration.md#multiple-configuration-files) functionality. This will avoid unnecessary code duplication.
|
||||
|
||||
---
|
||||
|
||||
On many Linux systems the bot can be configured to send its log messages to `syslog` or `journald` system services. Logging to a remote `syslog` server is also available on Windows. The special values for the `--logfile` command line option can be used for this.
|
||||
|
||||
### Logging to syslog
|
||||
|
||||
To send Freqtrade log messages to a local or remote `syslog` service use the `"log_config"` setup option to configure logging.
|
||||
To send Freqtrade log messages to a local or remote `syslog` service use the `--logfile` command line option with the value in the following format:
|
||||
|
||||
``` json
|
||||
{
|
||||
// ...
|
||||
"log_config": {
|
||||
"version": 1,
|
||||
"formatters": {
|
||||
"syslog_fmt": {
|
||||
"format": "%(name)s - %(levelname)s - %(message)s"
|
||||
}
|
||||
},
|
||||
"handlers": {
|
||||
// Other handlers?
|
||||
"syslog": {
|
||||
"class": "logging.handlers.SysLogHandler",
|
||||
"formatter": "syslog_fmt",
|
||||
// Use one of the other options above as address instead?
|
||||
"address": "/dev/log"
|
||||
}
|
||||
},
|
||||
"root": {
|
||||
"handlers": [
|
||||
// other handlers
|
||||
"syslog",
|
||||
* `--logfile syslog:<syslog_address>` -- send log messages to `syslog` service using the `<syslog_address>` as the syslog address.
|
||||
|
||||
]
|
||||
}
|
||||
The syslog address can be either a Unix domain socket (socket filename) or a UDP socket specification, consisting of IP address and UDP port, separated by the `:` character.
|
||||
|
||||
}
|
||||
}
|
||||
```
|
||||
So, the following are the examples of possible usages:
|
||||
|
||||
[Additional log-handlers](#advanced-logging) may need to be configured to for example also have log output in the console.
|
||||
|
||||
#### Syslog usage
|
||||
* `--logfile syslog:/dev/log` -- log to syslog (rsyslog) using the `/dev/log` socket, suitable for most systems.
|
||||
* `--logfile syslog` -- same as above, the shortcut for `/dev/log`.
|
||||
* `--logfile syslog:/var/run/syslog` -- log to syslog (rsyslog) using the `/var/run/syslog` socket. Use this on MacOS.
|
||||
* `--logfile syslog:localhost:514` -- log to local syslog using UDP socket, if it listens on port 514.
|
||||
* `--logfile syslog:<ip>:514` -- log to remote syslog at IP address and port 514. This may be used on Windows for remote logging to an external syslog server.
|
||||
|
||||
Log messages are send to `syslog` with the `user` facility. So you can see them with the following commands:
|
||||
|
||||
* `tail -f /var/log/user`, or
|
||||
* install a comprehensive graphical viewer (for instance, 'Log File Viewer' for Ubuntu).
|
||||
|
||||
On many systems `syslog` (`rsyslog`) fetches data from `journald` (and vice versa), so both syslog or journald can be used and the messages be viewed with both `journalctl` and a syslog viewer utility. You can combine this in any way which suites you better.
|
||||
On many systems `syslog` (`rsyslog`) fetches data from `journald` (and vice versa), so both `--logfile syslog` or `--logfile journald` can be used and the messages be viewed with both `journalctl` and a syslog viewer utility. You can combine this in any way which suites you better.
|
||||
|
||||
For `rsyslog` the messages from the bot can be redirected into a separate dedicated log file. To achieve this, add
|
||||
|
||||
@@ -311,66 +190,13 @@ For `syslog` (`rsyslog`), the reduction mode can be switched on. This will reduc
|
||||
$RepeatedMsgReduction on
|
||||
```
|
||||
|
||||
#### Syslog addressing
|
||||
|
||||
The syslog address can be either a Unix domain socket (socket filename) or a UDP socket specification, consisting of IP address and UDP port, separated by the `:` character.
|
||||
|
||||
So, the following are the examples of possible addresses:
|
||||
|
||||
* `"address": "/dev/log"` -- log to syslog (rsyslog) using the `/dev/log` socket, suitable for most systems.
|
||||
* `"address": "/var/run/syslog"` -- log to syslog (rsyslog) using the `/var/run/syslog` socket. Use this on MacOS.
|
||||
* `"address": "localhost:514"` -- log to local syslog using UDP socket, if it listens on port 514.
|
||||
* `"address": "<ip>:514"` -- log to remote syslog at IP address and port 514. This may be used on Windows for remote logging to an external syslog server.
|
||||
|
||||
??? Info "Deprecated - configure syslog via command line"
|
||||
`--logfile syslog:<syslog_address>` -- send log messages to `syslog` service using the `<syslog_address>` as the syslog address.
|
||||
|
||||
The syslog address can be either a Unix domain socket (socket filename) or a UDP socket specification, consisting of IP address and UDP port, separated by the `:` character.
|
||||
|
||||
So, the following are the examples of possible usages:
|
||||
|
||||
* `--logfile syslog:/dev/log` -- log to syslog (rsyslog) using the `/dev/log` socket, suitable for most systems.
|
||||
* `--logfile syslog` -- same as above, the shortcut for `/dev/log`.
|
||||
* `--logfile syslog:/var/run/syslog` -- log to syslog (rsyslog) using the `/var/run/syslog` socket. Use this on MacOS.
|
||||
* `--logfile syslog:localhost:514` -- log to local syslog using UDP socket, if it listens on port 514.
|
||||
* `--logfile syslog:<ip>:514` -- log to remote syslog at IP address and port 514. This may be used on Windows for remote logging to an external syslog server.
|
||||
|
||||
### Logging to journald
|
||||
|
||||
This needs the `cysystemd` python package installed as dependency (`pip install cysystemd`), which is not available on Windows. Hence, the whole journald logging functionality is not available for a bot running on Windows.
|
||||
This needs the `systemd` python package installed as the dependency, which is not available on Windows. Hence, the whole journald logging functionality is not available for a bot running on Windows.
|
||||
|
||||
To send Freqtrade log messages to `journald` system service, add the following configuration snippet to your configuration.
|
||||
To send Freqtrade log messages to `journald` system service use the `--logfile` command line option with the value in the following format:
|
||||
|
||||
``` json
|
||||
{
|
||||
// ...
|
||||
"log_config": {
|
||||
"version": 1,
|
||||
"formatters": {
|
||||
"journald_fmt": {
|
||||
"format": "%(name)s - %(levelname)s - %(message)s"
|
||||
}
|
||||
},
|
||||
"handlers": {
|
||||
// Other handlers?
|
||||
"journald": {
|
||||
"class": "cysystemd.journal.JournaldLogHandler",
|
||||
"formatter": "journald_fmt",
|
||||
}
|
||||
},
|
||||
"root": {
|
||||
"handlers": [
|
||||
// ..
|
||||
"journald",
|
||||
|
||||
]
|
||||
}
|
||||
|
||||
}
|
||||
}
|
||||
```
|
||||
|
||||
[Additional log-handlers](#advanced-logging) may need to be configured to for example also have log output in the console.
|
||||
* `--logfile journald` -- send log messages to `journald`.
|
||||
|
||||
Log messages are send to `journald` with the `user` facility. So you can see them with the following commands:
|
||||
|
||||
@@ -380,51 +206,3 @@ Log messages are send to `journald` with the `user` facility. So you can see the
|
||||
There are many other options in the `journalctl` utility to filter the messages, see manual pages for this utility.
|
||||
|
||||
On many systems `syslog` (`rsyslog`) fetches data from `journald` (and vice versa), so both `--logfile syslog` or `--logfile journald` can be used and the messages be viewed with both `journalctl` and a syslog viewer utility. You can combine this in any way which suites you better.
|
||||
|
||||
??? Info "Deprecated - configure journald via command line"
|
||||
To send Freqtrade log messages to `journald` system service use the `--logfile` command line option with the value in the following format:
|
||||
|
||||
`--logfile journald` -- send log messages to `journald`.
|
||||
|
||||
### Log format as JSON
|
||||
|
||||
You can also configure the default output stream to use JSON format instead.
|
||||
The "fmt_dict" attribute defines the keys for the json output - as well as the [python logging LogRecord attributes](https://docs.python.org/3/library/logging.html#logrecord-attributes).
|
||||
|
||||
The below configuration will change the default output to JSON. The same formatter could however also be used in combination with the `RotatingFileHandler`.
|
||||
We recommend to keep one format in human readable form.
|
||||
|
||||
``` json
|
||||
{
|
||||
// ...
|
||||
"log_config": {
|
||||
"version": 1,
|
||||
"formatters": {
|
||||
"json": {
|
||||
"()": "freqtrade.loggers.json_formatter.JsonFormatter",
|
||||
"fmt_dict": {
|
||||
"timestamp": "asctime",
|
||||
"level": "levelname",
|
||||
"logger": "name",
|
||||
"message": "message"
|
||||
}
|
||||
}
|
||||
},
|
||||
"handlers": {
|
||||
// Other handlers?
|
||||
"jsonStream": {
|
||||
"class": "logging.StreamHandler",
|
||||
"formatter": "json"
|
||||
}
|
||||
},
|
||||
"root": {
|
||||
"handlers": [
|
||||
// ..
|
||||
"jsonStream",
|
||||
|
||||
]
|
||||
}
|
||||
|
||||
}
|
||||
}
|
||||
```
|
||||
|
||||
|
Before Width: | Height: | Size: 94 KiB |
|
Before Width: | Height: | Size: 91 KiB |
|
Before Width: | Height: | Size: 111 KiB |
|
Before Width: | Height: | Size: 109 KiB |
|
Before Width: | Height: | Size: 133 KiB |
|
Before Width: | Height: | Size: 135 KiB |
|
Before Width: | Height: | Size: 242 KiB |
|
Before Width: | Height: | Size: 241 KiB |
|
Before Width: | Height: | Size: 209 KiB |
|
Before Width: | Height: | Size: 18 KiB |
|
Before Width: | Height: | Size: 51 KiB |
|
Before Width: | Height: | Size: 50 KiB |
|
Before Width: | Height: | Size: 80 KiB |
|
Before Width: | Height: | Size: 79 KiB |
|
Before Width: | Height: | Size: 48 KiB |
|
Before Width: | Height: | Size: 29 KiB |
|
Before Width: | Height: | Size: 12 KiB After Width: | Height: | Size: 18 KiB |
|
Before Width: | Height: | Size: 362 KiB |
@@ -5,11 +5,105 @@ This page explains how to validate your strategy performance by using Backtestin
|
||||
Backtesting requires historic data to be available.
|
||||
To learn how to get data for the pairs and exchange you're interested in, head over to the [Data Downloading](data-download.md) section of the documentation.
|
||||
|
||||
Backtesting is also available in [webserver mode](freq-ui.md#backtesting), which allows you to run backtests via the web interface.
|
||||
|
||||
## Backtesting command reference
|
||||
|
||||
--8<-- "commands/backtesting.md"
|
||||
```
|
||||
usage: freqtrade backtesting [-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 ...]] [--eps] [--dmmp]
|
||||
[--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}]
|
||||
|
||||
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: `json`).
|
||||
--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).
|
||||
--dmmp, --disable-max-market-positions
|
||||
Disable applying `max_open_trades` during backtest
|
||||
(same as setting `max_open_trades` to a very high
|
||||
number).
|
||||
--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).
|
||||
|
||||
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.
|
||||
|
||||
```
|
||||
|
||||
## Test your strategy with Backtesting
|
||||
|
||||
@@ -76,11 +170,11 @@ freqtrade backtesting --strategy AwesomeStrategy --dry-run-wallet 1000
|
||||
|
||||
Using a different on-disk historical candle (OHLCV) data source
|
||||
|
||||
Assume you downloaded the history data from the Binance exchange and kept it in the `user_data/data/binance-20180101` directory.
|
||||
Assume you downloaded the history data from the Bittrex exchange and kept it in the `user_data/data/bittrex-20180101` directory.
|
||||
You can then use this data for backtesting as follows:
|
||||
|
||||
```bash
|
||||
freqtrade backtesting --strategy AwesomeStrategy --datadir user_data/data/binance-20180101
|
||||
freqtrade backtesting --strategy AwesomeStrategy --datadir user_data/data/bittrex-20180101
|
||||
```
|
||||
|
||||
---
|
||||
@@ -105,14 +199,12 @@ Only use this if you're sure you'll not want to plot or analyze your results fur
|
||||
|
||||
---
|
||||
|
||||
Exporting trades to file specifying a custom directory
|
||||
Exporting trades to file specifying a custom filename
|
||||
|
||||
```bash
|
||||
freqtrade backtesting --strategy backtesting --export trades --backtest-directory=user_data/custom-backtest-results
|
||||
freqtrade backtesting --strategy backtesting --export trades --export-filename=backtest_samplestrategy.json
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
Please also read about the [strategy startup period](strategy-customization.md#strategy-startup-period).
|
||||
|
||||
---
|
||||
@@ -160,136 +252,109 @@ The most important in the backtesting is to understand the result.
|
||||
A backtesting result will look like that:
|
||||
|
||||
```
|
||||
BACKTESTING REPORT
|
||||
┏━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ LTC/USDT:USDT │ 16 │ 1.0 │ 56.176 │ 5.62 │ 16:16:00 │ 16 0 0 100 │
|
||||
│ ETC/USDT:USDT │ 12 │ 0.72 │ 30.936 │ 3.09 │ 9:55:00 │ 11 0 1 91.7 │
|
||||
│ ETH/USDT:USDT │ 8 │ 0.66 │ 17.864 │ 1.79 │ 1 day, 13:55:00 │ 7 0 1 87.5 │
|
||||
│ XLM/USDT:USDT │ 10 │ 0.31 │ 11.054 │ 1.11 │ 12:08:00 │ 9 0 1 90.0 │
|
||||
│ BTC/USDT:USDT │ 8 │ 0.21 │ 7.289 │ 0.73 │ 3 days, 1:24:00 │ 6 0 2 75.0 │
|
||||
│ XRP/USDT:USDT │ 9 │ -0.14 │ -7.261 │ -0.73 │ 21:18:00 │ 8 0 1 88.9 │
|
||||
│ DOT/USDT:USDT │ 6 │ -0.4 │ -9.187 │ -0.92 │ 5:35:00 │ 4 0 2 66.7 │
|
||||
│ ADA/USDT:USDT │ 8 │ -1.76 │ -52.098 │ -5.21 │ 11:38:00 │ 6 0 2 75.0 │
|
||||
│ TOTAL │ 77 │ 0.22 │ 54.774 │ 5.48 │ 22:12:00 │ 67 0 10 87.0 │
|
||||
└───────────────┴────────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┘
|
||||
LEFT OPEN TRADES REPORT
|
||||
┏━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ BTC/USDT:USDT │ 1 │ -4.14 │ -9.930 │ -0.99 │ 17 days, 8:00:00 │ 0 0 1 0 │
|
||||
│ ETC/USDT:USDT │ 1 │ -4.24 │ -15.365 │ -1.54 │ 10:40:00 │ 0 0 1 0 │
|
||||
│ DOT/USDT:USDT │ 1 │ -5.29 │ -19.125 │ -1.91 │ 11:30:00 │ 0 0 1 0 │
|
||||
│ TOTAL │ 3 │ -4.56 │ -44.420 │ -4.44 │ 6 days, 2:03:00 │ 0 0 3 0 │
|
||||
└───────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘
|
||||
ENTER TAG STATS
|
||||
┏━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Enter Tag ┃ Entries ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ OTHER │ 77 │ 0.22 │ 54.774 │ 5.48 │ 22:12:00 │ 67 0 10 87.0 │
|
||||
│ TOTAL │ 77 │ 0.22 │ 54.774 │ 5.48 │ 22:12:00 │ 67 0 10 87.0 │
|
||||
└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
EXIT REASON STATS
|
||||
┏━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ roi │ 67 │ 1.05 │ 242.179 │ 24.22 │ 15:49:00 │ 67 0 0 100 │
|
||||
│ exit_signal │ 4 │ -2.23 │ -31.217 │ -3.12 │ 1 day, 8:38:00 │ 0 0 4 0 │
|
||||
│ force_exit │ 3 │ -4.56 │ -44.420 │ -4.44 │ 6 days, 2:03:00 │ 0 0 3 0 │
|
||||
│ stop_loss │ 3 │ -10.14 │ -111.768 │ -11.18 │ 1 day, 3:05:00 │ 0 0 3 0 │
|
||||
│ TOTAL │ 77 │ 0.22 │ 54.774 │ 5.48 │ 22:12:00 │ 67 0 10 87.0 │
|
||||
└─────────────┴───────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┘
|
||||
MIXED TAG STATS
|
||||
┏━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ │ roi │ 67 │ 1.05 │ 242.179 │ 24.22 │ 15:49:00 │ 67 0 0 100 │
|
||||
│ │ exit_signal │ 4 │ -2.23 │ -31.217 │ -3.12 │ 1 day, 8:38:00 │ 0 0 4 0 │
|
||||
│ │ force_exit │ 3 │ -4.56 │ -44.420 │ -4.44 │ 6 days, 2:03:00 │ 0 0 3 0 │
|
||||
│ │ stop_loss │ 3 │ -10.14 │ -111.768 │ -11.18 │ 1 day, 3:05:00 │ 0 0 3 0 │
|
||||
│ TOTAL │ │ 77 │ 0.22 │ 54.774 │ 5.48 │ 22:12:00 │ 67 0 10 87.0 │
|
||||
└───────────┴─────────────┴────────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┘
|
||||
SUMMARY METRICS
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Metric ┃ Value ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ Backtesting from │ 2025-07-01 00:00:00 │
|
||||
│ Backtesting to │ 2025-08-01 00:00:00 │
|
||||
│ Trading Mode │ Isolated Futures │
|
||||
│ Max open trades │ 3 │
|
||||
│ │ │
|
||||
│ Total/Daily Avg Trades │ 77 / 2.48 │
|
||||
│ Starting balance │ 1000 USDT │
|
||||
│ Final balance │ 1054.774 USDT │
|
||||
│ Absolute profit │ 54.774 USDT │
|
||||
│ Total profit % │ 5.48% │
|
||||
│ CAGR % │ 87.36% │
|
||||
│ Sortino │ 2.48 │
|
||||
│ Sharpe │ 3.75 │
|
||||
│ Calmar │ 40.99 │
|
||||
│ SQN │ 0.69 │
|
||||
│ Profit factor │ 1.29 │
|
||||
│ Expectancy (Ratio) │ 0.71 (0.04) │
|
||||
│ Avg. daily profit │ 1.767 USDT │
|
||||
│ Avg. stake amount │ 345.016 USDT │
|
||||
│ Total trade volume │ 53316.954 USDT │
|
||||
│ │ │
|
||||
│ Long / Short trades │ 67 / 10 │
|
||||
│ Long / Short profit % │ 8.94% / -3.47% │
|
||||
│ Long / Short profit USDT │ 89.425 / -34.651 │
|
||||
│ │ │
|
||||
│ Best Pair │ LTC/USDT:USDT 5.62% │
|
||||
│ Worst Pair │ ADA/USDT:USDT -5.21% │
|
||||
│ Best trade │ ETC/USDT:USDT 2.00% │
|
||||
│ Worst trade │ ADA/USDT:USDT -10.17% │
|
||||
│ Best day │ 26.91 USDT │
|
||||
│ Worst day │ -47.741 USDT │
|
||||
│ Days win/draw/lose │ 20 / 6 / 5 │
|
||||
│ Min/Max/Avg. Duration Winners │ 0d 00:35 / 5d 18:15 / 0d 15:49 │
|
||||
│ Min/Max/Avg. Duration Losers │ 0d 10:40 / 17d 08:00 / 2d 17:00 │
|
||||
│ Max Consecutive Wins / Loss │ 36 / 3 │
|
||||
│ Rejected Entry signals │ 258 │
|
||||
│ Entry/Exit Timeouts │ 0 / 0 │
|
||||
│ │ │
|
||||
│ Min balance │ 1003.168 USDT │
|
||||
│ Max balance │ 1149.421 USDT │
|
||||
│ Max % of account underwater │ 8.23% │
|
||||
│ Absolute drawdown │ 94.647 USDT (8.23%) │
|
||||
│ Drawdown duration │ 9 days 08:50:00 │
|
||||
│ Profit at drawdown start │ 149.421 USDT │
|
||||
│ Profit at drawdown end │ 54.774 USDT │
|
||||
│ Drawdown start │ 2025-07-22 15:10:00 │
|
||||
│ Drawdown end │ 2025-08-01 00:00:00 │
|
||||
│ Market change │ 30.51% │
|
||||
└───────────────────────────────┴─────────────────────────────────┘
|
||||
|
||||
Backtested 2025-07-01 00:00:00 -> 2025-08-01 00:00:00 | Max open trades : 3
|
||||
STRATEGY SUMMARY
|
||||
┏━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃
|
||||
┡━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ SampleStrategy │ 77 │ 0.22 │ 54.774 │ 5.48 │ 22:12:00 │ 67 0 10 87.0 │ 94.647 USDT 8.23% │
|
||||
└────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴────────────────────┘
|
||||
========================================================= BACKTESTING REPORT =========================================================
|
||||
| Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Wins Draws Loss Win% |
|
||||
|:---------|--------:|---------------:|---------------:|-----------------:|---------------:|:-------------|-------------------------:|
|
||||
| ADA/BTC | 35 | -0.11 | -3.88 | -0.00019428 | -1.94 | 4:35:00 | 14 0 21 40.0 |
|
||||
| ARK/BTC | 11 | -0.41 | -4.52 | -0.00022647 | -2.26 | 2:03:00 | 3 0 8 27.3 |
|
||||
| BTS/BTC | 32 | 0.31 | 9.78 | 0.00048938 | 4.89 | 5:05:00 | 18 0 14 56.2 |
|
||||
| DASH/BTC | 13 | -0.08 | -1.07 | -0.00005343 | -0.53 | 4:39:00 | 6 0 7 46.2 |
|
||||
| ENG/BTC | 18 | 1.36 | 24.54 | 0.00122807 | 12.27 | 2:50:00 | 8 0 10 44.4 |
|
||||
| EOS/BTC | 36 | 0.08 | 3.06 | 0.00015304 | 1.53 | 3:34:00 | 16 0 20 44.4 |
|
||||
| ETC/BTC | 26 | 0.37 | 9.51 | 0.00047576 | 4.75 | 6:14:00 | 11 0 15 42.3 |
|
||||
| ETH/BTC | 33 | 0.30 | 9.96 | 0.00049856 | 4.98 | 7:31:00 | 16 0 17 48.5 |
|
||||
| IOTA/BTC | 32 | 0.03 | 1.09 | 0.00005444 | 0.54 | 3:12:00 | 14 0 18 43.8 |
|
||||
| LSK/BTC | 15 | 1.75 | 26.26 | 0.00131413 | 13.13 | 2:58:00 | 6 0 9 40.0 |
|
||||
| LTC/BTC | 32 | -0.04 | -1.38 | -0.00006886 | -0.69 | 4:49:00 | 11 0 21 34.4 |
|
||||
| NANO/BTC | 17 | 1.26 | 21.39 | 0.00107058 | 10.70 | 1:55:00 | 10 0 7 58.5 |
|
||||
| NEO/BTC | 23 | 0.82 | 18.97 | 0.00094936 | 9.48 | 2:59:00 | 10 0 13 43.5 |
|
||||
| REQ/BTC | 9 | 1.17 | 10.54 | 0.00052734 | 5.27 | 3:47:00 | 4 0 5 44.4 |
|
||||
| XLM/BTC | 16 | 1.22 | 19.54 | 0.00097800 | 9.77 | 3:15:00 | 7 0 9 43.8 |
|
||||
| XMR/BTC | 23 | -0.18 | -4.13 | -0.00020696 | -2.07 | 5:30:00 | 12 0 11 52.2 |
|
||||
| XRP/BTC | 35 | 0.66 | 22.96 | 0.00114897 | 11.48 | 3:49:00 | 12 0 23 34.3 |
|
||||
| ZEC/BTC | 22 | -0.46 | -10.18 | -0.00050971 | -5.09 | 2:22:00 | 7 0 15 31.8 |
|
||||
| TOTAL | 429 | 0.36 | 152.41 | 0.00762792 | 76.20 | 4:12:00 | 186 0 243 43.4 |
|
||||
========================================================= EXIT REASON STATS ==========================================================
|
||||
| Exit Reason | Exits | Wins | Draws | Losses |
|
||||
|:-------------------|--------:|------:|-------:|--------:|
|
||||
| trailing_stop_loss | 205 | 150 | 0 | 55 |
|
||||
| stop_loss | 166 | 0 | 0 | 166 |
|
||||
| exit_signal | 56 | 36 | 0 | 20 |
|
||||
| force_exit | 2 | 0 | 0 | 2 |
|
||||
====================================================== LEFT OPEN TRADES REPORT ======================================================
|
||||
| Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Win Draw Loss Win% |
|
||||
|:---------|---------:|---------------:|---------------:|-----------------:|---------------:|:---------------|--------------------:|
|
||||
| ADA/BTC | 1 | 0.89 | 0.89 | 0.00004434 | 0.44 | 6:00:00 | 1 0 0 100 |
|
||||
| LTC/BTC | 1 | 0.68 | 0.68 | 0.00003421 | 0.34 | 2:00:00 | 1 0 0 100 |
|
||||
| TOTAL | 2 | 0.78 | 1.57 | 0.00007855 | 0.78 | 4:00:00 | 2 0 0 100 |
|
||||
================== SUMMARY METRICS ==================
|
||||
| Metric | Value |
|
||||
|-----------------------------+---------------------|
|
||||
| Backtesting from | 2019-01-01 00:00:00 |
|
||||
| Backtesting to | 2019-05-01 00:00:00 |
|
||||
| Max open trades | 3 |
|
||||
| | |
|
||||
| Total/Daily Avg Trades | 429 / 3.575 |
|
||||
| Starting balance | 0.01000000 BTC |
|
||||
| Final balance | 0.01762792 BTC |
|
||||
| Absolute profit | 0.00762792 BTC |
|
||||
| Total profit % | 76.2% |
|
||||
| CAGR % | 460.87% |
|
||||
| Profit factor | 1.11 |
|
||||
| Avg. stake amount | 0.001 BTC |
|
||||
| Total trade volume | 0.429 BTC |
|
||||
| | |
|
||||
| Long / Short | 352 / 77 |
|
||||
| Total profit Long % | 1250.58% |
|
||||
| Total profit Short % | -15.02% |
|
||||
| Absolute profit Long | 0.00838792 BTC |
|
||||
| Absolute profit Short | -0.00076 BTC |
|
||||
| | |
|
||||
| Best Pair | LSK/BTC 26.26% |
|
||||
| Worst Pair | ZEC/BTC -10.18% |
|
||||
| Best Trade | LSK/BTC 4.25% |
|
||||
| Worst Trade | ZEC/BTC -10.25% |
|
||||
| Best day | 0.00076 BTC |
|
||||
| Worst day | -0.00036 BTC |
|
||||
| Days win/draw/lose | 12 / 82 / 25 |
|
||||
| Avg. Duration Winners | 4:23:00 |
|
||||
| Avg. Duration Loser | 6:55:00 |
|
||||
| Rejected Entry signals | 3089 |
|
||||
| Entry/Exit Timeouts | 0 / 0 |
|
||||
| Canceled Trade Entries | 34 |
|
||||
| Canceled Entry Orders | 123 |
|
||||
| Replaced Entry Orders | 89 |
|
||||
| | |
|
||||
| Min balance | 0.00945123 BTC |
|
||||
| Max balance | 0.01846651 BTC |
|
||||
| Max % of account underwater | 25.19% |
|
||||
| Absolute Drawdown (Account) | 13.33% |
|
||||
| Drawdown | 0.0015 BTC |
|
||||
| Drawdown high | 0.0013 BTC |
|
||||
| Drawdown low | -0.0002 BTC |
|
||||
| Drawdown Start | 2019-02-15 14:10:00 |
|
||||
| Drawdown End | 2019-04-11 18:15:00 |
|
||||
| Market change | -5.88% |
|
||||
=====================================================
|
||||
```
|
||||
|
||||
### Backtesting report table
|
||||
|
||||
The first table contains all trades the bot made, including "left open trades".
|
||||
The 1st table contains all trades the bot made, including "left open trades".
|
||||
|
||||
The last line will give you the overall performance of your strategy,
|
||||
here:
|
||||
|
||||
```
|
||||
│ TOTAL │ 77 │ 0.22 │ 54.774 │ 5.48 │ 22:12:00 │ 67 0 10 87.0 │
|
||||
| TOTAL | 429 | 0.36 | 152.41 | 0.00762792 | 76.20 | 4:12:00 | 186 0 243 43.4 |
|
||||
```
|
||||
|
||||
The bot has made `77` trades for an average duration of `22:12:00`, with a performance of `5.48%` (profit), that means it has earned a total of `54.774 USDT` starting with a capital of 1000 USDT.
|
||||
The bot has made `429` trades for an average duration of `4:12:00`, with a performance of `76.20%` (profit), that means it has
|
||||
earned a total of `0.00762792 BTC` starting with a capital of 0.01 BTC.
|
||||
|
||||
The column `Avg Profit %` shows the average profit for all trades made.
|
||||
The column `Avg Profit %` shows the average profit for all trades made while the column `Cum Profit %` sums up all the profits/losses.
|
||||
The column `Tot Profit %` shows instead the total profit % in relation to the starting balance.
|
||||
|
||||
In the above results, we have a starting balance of 1000 USDT and an absolute profit of 54.774 USDT - so the `Tot Profit %` will be `(54.774 / 1000) * 100 ~= 5.48%`.
|
||||
In the above results, we have a starting balance of 0.01 BTC and an absolute profit of 0.00762792 BTC - so the `Tot Profit %` will be `(0.00762792 / 0.01) * 100 ~= 76.2%`.
|
||||
|
||||
Your strategy performance is influenced by your entry strategy, your exit strategy, and also by the `minimal_roi` and `stop_loss` you have set.
|
||||
|
||||
@@ -305,82 +370,76 @@ On the other hand, if you set a too high `minimal_roi` like `"0": 0.55`
|
||||
(55%), there is almost no chance that the bot will ever reach this profit.
|
||||
Hence, keep in mind that your performance is an integral mix of all different elements of the strategy, your configuration, and the crypto-currency pairs you have set up.
|
||||
|
||||
### Exit reasons table
|
||||
|
||||
The 2nd table contains a recap of exit reasons.
|
||||
This table can tell you which area needs some additional work (e.g. all or many of the `exit_signal` trades are losses, so you should work on improving the exit signal, or consider disabling it).
|
||||
|
||||
### Left open trades table
|
||||
|
||||
The second table contains all trades the bot had to `force_exit` at the end of the backtesting period to present you the full picture.
|
||||
The 3rd table contains all trades the bot had to `force_exit` at the end of the backtesting period to present you the full picture.
|
||||
This is necessary to simulate realistic behavior, since the backtest period has to end at some point, while realistically, you could leave the bot running forever.
|
||||
These trades are also included in the first table, but are also shown separately in this table for clarity.
|
||||
|
||||
### Enter tag stats table
|
||||
|
||||
The third table provides a breakdown of trades by their entry tags (e.g., `enter_long`, `enter_short`), showing the number of entries, average profit percentage, total profit in the stake currency, total profit percentage, average duration, and the number of wins, draws, and losses for each tag.
|
||||
|
||||
### Exit reason stats table
|
||||
|
||||
The fourth table contains a recap of exit reasons (e.g., `exit_signal`, `roi`, `stop_loss`, `force_exit`). This table can tell you which area needs additional work (e.g., if many `exit_signal` trades are losses, you should work on improving the exit signal or consider disabling it).
|
||||
|
||||
### Mixed tag stats table
|
||||
|
||||
The fifth table combines entry tags and exit reasons, providing a detailed view of how different entry tags performed with specific exit reasons. This can help identify which combinations of entry and exit strategies are most effective.
|
||||
|
||||
### Summary metrics
|
||||
|
||||
The last element of the backtest report is the summary metrics table.
|
||||
It contains key metrics about the performance of your strategy on backtesting data.
|
||||
It contains some useful key metrics about performance of your strategy on backtesting data.
|
||||
|
||||
```
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Metric ┃ Value ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ Backtesting from │ 2025-07-01 00:00:00 │
|
||||
│ Backtesting to │ 2025-08-01 00:00:00 │
|
||||
│ Trading Mode │ Isolated Futures │
|
||||
│ Max open trades │ 3 │
|
||||
│ │ │
|
||||
│ Total/Daily Avg Trades │ 72 / 2.32 │
|
||||
│ Starting balance │ 1000 USDT │
|
||||
│ Final balance │ 1106.734 USDT │
|
||||
│ Absolute profit │ 106.734 USDT │
|
||||
│ Total profit % │ 10.67% │
|
||||
│ CAGR % │ 230.04% │
|
||||
│ Sortino │ 4.99 │
|
||||
│ Sharpe │ 8.00 │
|
||||
│ Calmar │ 77.76 │
|
||||
│ SQN │ 1.52 │
|
||||
│ Profit factor │ 1.79 │
|
||||
│ Expectancy (Ratio) │ 1.48 (0.07) │
|
||||
│ Avg. daily profit │ 3.443 USDT │
|
||||
│ Avg. stake amount │ 363.133 USDT │
|
||||
│ Total trade volume │ 52466.174 USDT │
|
||||
│ │ │
|
||||
│ Best Pair │ LTC/USDT:USDT 4.48% │
|
||||
│ Worst Pair │ ADA/USDT:USDT -1.78% │
|
||||
│ Best trade │ ETC/USDT:USDT 2.00% │
|
||||
│ Worst trade │ ADA/USDT:USDT -10.17% │
|
||||
│ Best day │ 23.535 USDT │
|
||||
│ Worst day │ -49.813 USDT │
|
||||
│ Days win/draw/lose │ 21 / 6 / 4 │
|
||||
│ Min/Max/Avg. Duration Winners │ 0d 00:35 / 5d 18:15 / 0d 15:30 │
|
||||
│ Min/Max/Avg. Duration Losers │ 0d 12:00 / 17d 08:00 / 3d 23:28 │
|
||||
│ Max Consecutive Wins / Loss │ 58 / 4 │
|
||||
│ Rejected Entry signals │ 254 │
|
||||
│ Entry/Exit Timeouts │ 0 / 0 │
|
||||
│ │ │
|
||||
│ Min balance │ 1003.168 USDT │
|
||||
│ Max balance │ 1209 USDT │
|
||||
│ Max % of account underwater │ 8.46% │
|
||||
│ Absolute drawdown │ 102.266 USDT (8.46%) │
|
||||
│ Drawdown duration │ 9 days 08:50:00 │
|
||||
│ Profit at drawdown start │ 209 USDT │
|
||||
│ Profit at drawdown end │ 106.734 USDT │
|
||||
│ Drawdown start │ 2025-07-22 15:10:00 │
|
||||
│ Drawdown end │ 2025-08-01 00:00:00 │
|
||||
│ Market change │ 30.51% │
|
||||
└───────────────────────────────┴─────────────────────────────────┘
|
||||
================== SUMMARY METRICS ==================
|
||||
| Metric | Value |
|
||||
|-----------------------------+---------------------|
|
||||
| Backtesting from | 2019-01-01 00:00:00 |
|
||||
| Backtesting to | 2019-05-01 00:00:00 |
|
||||
| Max open trades | 3 |
|
||||
| | |
|
||||
| Total/Daily Avg Trades | 429 / 3.575 |
|
||||
| Starting balance | 0.01000000 BTC |
|
||||
| Final balance | 0.01762792 BTC |
|
||||
| Absolute profit | 0.00762792 BTC |
|
||||
| Total profit % | 76.2% |
|
||||
| CAGR % | 460.87% |
|
||||
| Profit factor | 1.11 |
|
||||
| Avg. stake amount | 0.001 BTC |
|
||||
| Total trade volume | 0.429 BTC |
|
||||
| | |
|
||||
| Long / Short | 352 / 77 |
|
||||
| Total profit Long % | 1250.58% |
|
||||
| Total profit Short % | -15.02% |
|
||||
| Absolute profit Long | 0.00838792 BTC |
|
||||
| Absolute profit Short | -0.00076 BTC |
|
||||
| | |
|
||||
| Best Pair | LSK/BTC 26.26% |
|
||||
| Worst Pair | ZEC/BTC -10.18% |
|
||||
| Best Trade | LSK/BTC 4.25% |
|
||||
| Worst Trade | ZEC/BTC -10.25% |
|
||||
| Best day | 0.00076 BTC |
|
||||
| Worst day | -0.00036 BTC |
|
||||
| Days win/draw/lose | 12 / 82 / 25 |
|
||||
| Avg. Duration Winners | 4:23:00 |
|
||||
| Avg. Duration Loser | 6:55:00 |
|
||||
| Rejected Entry signals | 3089 |
|
||||
| Entry/Exit Timeouts | 0 / 0 |
|
||||
| Canceled Trade Entries | 34 |
|
||||
| Canceled Entry Orders | 123 |
|
||||
| Replaced Entry Orders | 89 |
|
||||
| | |
|
||||
| Min balance | 0.00945123 BTC |
|
||||
| Max balance | 0.01846651 BTC |
|
||||
| Max % of account underwater | 25.19% |
|
||||
| Absolute Drawdown (Account) | 13.33% |
|
||||
| Drawdown | 0.0015 BTC |
|
||||
| Drawdown high | 0.0013 BTC |
|
||||
| Drawdown low | -0.0002 BTC |
|
||||
| Drawdown Start | 2019-02-15 14:10:00 |
|
||||
| Drawdown End | 2019-04-11 18:15:00 |
|
||||
| Market change | -5.88% |
|
||||
=====================================================
|
||||
|
||||
```
|
||||
|
||||
- `Backtesting from` / `Backtesting to`: Backtesting range (usually defined with the `--timerange` option).
|
||||
- `Trading Mode`: Spot or Futures trading.
|
||||
- `Max open trades`: Setting of `max_open_trades` (or `--max-open-trades`) - or number of pairs in the pairlist (whatever is lower).
|
||||
- `Total/Daily Avg Trades`: Identical to the total trades of the backtest output table / Total trades divided by the backtesting duration in days (this will give you information about how many trades to expect from the strategy).
|
||||
- `Starting balance`: Start balance - as given by dry-run-wallet (config or command line).
|
||||
@@ -388,75 +447,55 @@ It contains key metrics about the performance of your strategy on backtesting da
|
||||
- `Absolute profit`: Profit made in stake currency.
|
||||
- `Total profit %`: Total profit. Aligned to the `TOTAL` row's `Tot Profit %` from the first table. Calculated as `(End capital − Starting capital) / Starting capital`.
|
||||
- `CAGR %`: Compound annual growth rate.
|
||||
- `Sortino`: Annualized Sortino ratio.
|
||||
- `Sharpe`: Annualized Sharpe ratio.
|
||||
- `Calmar`: Annualized Calmar ratio.
|
||||
- `SQN`: System Quality Number (SQN) - by Van Tharp.
|
||||
- `Profit factor`: Sum of the profits of all winning trades divided by the sum of the losses of all losing trades.
|
||||
- `Expectancy (Ratio)`: Expectancy ratio, which is the average profit or loss per trade. A negative expectancy ratio means that your strategy is not profitable.
|
||||
- `Avg. daily profit`: Average profit per day, calculated as `(Total Profit / Backtest Days)`.
|
||||
- `Profit factor`: profit / loss.
|
||||
- `Avg. stake amount`: Average stake amount, either `stake_amount` or the average when using dynamic stake amount.
|
||||
- `Total trade volume`: Volume generated on the exchange to reach the above profit.
|
||||
- `Long / Short trades`: Split long/short trade counts (only shown when short trades were made).
|
||||
- `Long / Short profit %`: Profit percentage for long and short trades (only shown when short trades were made).
|
||||
- `Long / Short profit USDT`: Profit in stake currency for long and short trades (only shown when short trades were made).
|
||||
- `Best Pair` / `Worst Pair`: Best and worst performing pair (based on total profit percentage), and its corresponding `Tot Profit %`.
|
||||
- `Best trade` / `Worst trade`: Biggest single winning trade and biggest single losing trade.
|
||||
- `Best Pair` / `Worst Pair`: Best and worst performing pair, and it's corresponding `Cum Profit %`.
|
||||
- `Best Trade` / `Worst Trade`: Biggest single winning trade and biggest single losing trade.
|
||||
- `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 trades).
|
||||
- `Min/Max/Avg. Duration Winners`: Minimum, maximum, and average durations for winning trades.
|
||||
- `Min/Max/Avg. Duration Losers`: Minimum, maximum, and average durations for losing trades.
|
||||
- `Max Consecutive Wins / Loss`: Maximum consecutive wins/losses in a row.
|
||||
- `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.
|
||||
- `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`.
|
||||
- `Canceled Entry Orders`: Number of entry orders that have been canceled by user request via `adjust_entry_price`.
|
||||
- `Replaced Entry Orders`: Number of entry orders that have been replaced by user request via `adjust_entry_price`.
|
||||
- `Min balance` / `Max balance`: Lowest and Highest Wallet balance during the backtest period.
|
||||
- `Max % of account underwater`: Maximum percentage your account has decreased from the top since the simulation started. Calculated as the maximum of `(Max Balance - Current Balance) / (Max Balance)`.
|
||||
- `Absolute drawdown`: Maximum absolute drawdown experienced, including percentage relative to the account calculated as `(Absolute Drawdown) / (DrawdownHigh + startingBalance)`..
|
||||
- `Drawdown duration`: Duration of the largest drawdown period.
|
||||
- `Profit at drawdown start` / `Profit at drawdown end`: Profit at the beginning and end of the largest drawdown period.
|
||||
- `Drawdown start` / `Drawdown end`: Start and end datetime for the largest drawdown (can also be visualized via the `plot-dataframe` sub-command).
|
||||
- `Market change`: Change of the market during the backtest period. Calculated as the average of all pairs' changes from the first to the last candle using the "close" column.
|
||||
- `Max % of account underwater`: Maximum percentage your account has decreased from the top since the simulation started.
|
||||
Calculated as the maximum of `(Max Balance - Current Balance) / (Max Balance)`.
|
||||
- `Absolute Drawdown (Account)`: Maximum Account Drawdown experienced. Calculated as `(Absolute Drawdown) / (DrawdownHigh + startingBalance)`.
|
||||
- `Drawdown`: Maximum, absolute drawdown experienced. Difference between Drawdown High and Subsequent Low point.
|
||||
- `Drawdown high` / `Drawdown low`: Profit at the beginning and end of the largest drawdown period. A negative low value means initial capital lost.
|
||||
- `Drawdown Start` / `Drawdown End`: Start and end datetime for this largest drawdown (can also be visualized via the `plot-dataframe` sub-command).
|
||||
- `Market change`: Change of the market during the backtest period. Calculated as average of all pairs changes from the first to the last candle using the "close" column.
|
||||
- `Long / Short`: Split long/short values (Only shown when short trades were made).
|
||||
- `Total profit Long %` / `Absolute profit Long`: Profit long trades only (Only shown when short trades were made).
|
||||
- `Total profit Short %` / `Absolute profit Short`: Profit short trades only (Only shown when short trades were made).
|
||||
|
||||
### Daily / Weekly / Monthly / Yearly breakdown
|
||||
### Daily / Weekly / Monthly breakdown
|
||||
|
||||
You can get an overview over daily, weekly, monthly, or yearly results by using the `--breakdown <>` switch.
|
||||
You can get an overview over daily / weekly or monthly results by using the `--breakdown <>` switch.
|
||||
|
||||
To visualize monthly and yearly breakdowns, you can use the following:
|
||||
To visualize daily and weekly breakdowns, you can use the following:
|
||||
|
||||
``` bash
|
||||
freqtrade backtesting --strategy MyAwesomeStrategy --breakdown month year
|
||||
freqtrade backtesting --strategy MyAwesomeStrategy --breakdown day week
|
||||
```
|
||||
|
||||
``` output
|
||||
MONTH BREAKDOWN
|
||||
┏━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Month ┃ Trades ┃ Tot Profit USDT ┃ Profit Factor ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ 31/01/2020 │ 12 │ 44.451 │ 7.28 │ 10 0 2 83.3 │
|
||||
│ 29/02/2020 │ 30 │ 45.41 │ 2.36 │ 17 0 13 56.7 │
|
||||
│ 31/03/2020 │ 35 │ 142.024 │ 2.42 │ 14 0 21 40.0 │
|
||||
│ 30/04/2020 │ 67 │ -23.692 │ 0.81 │ 24 0 43 35.8 │
|
||||
...
|
||||
...
|
||||
│ 30/04/2025 │ 203 │ -63.43 │ 0.81 │ 73 0 130 36.0 │
|
||||
│ 31/05/2025 │ 142 │ 104.675 │ 1.28 │ 59 0 83 41.5 │
|
||||
│ 30/06/2025 │ 177 │ -1.014 │ 1.0 │ 85 0 92 48.0 │
|
||||
│ 31/07/2025 │ 155 │ 232.762 │ 1.6 │ 63 0 92 40.6 │
|
||||
└────────────┴────────┴─────────────────┴───────────────┴────────────────────────┘
|
||||
YEAR BREAKDOWN
|
||||
┏━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Year ┃ Trades ┃ Tot Profit USDT ┃ Profit Factor ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ 31/12/2020 │ 896 │ 868.889 │ 1.46 │ 351 0 545 39.2 │
|
||||
│ 31/12/2021 │ 1778 │ 4487.163 │ 1.93 │ 745 0 1033 41.9 │
|
||||
│ 31/12/2022 │ 1736 │ 938.27 │ 1.27 │ 698 0 1038 40.2 │
|
||||
│ 31/12/2023 │ 1712 │ 1677.126 │ 1.68 │ 670 0 1042 39.1 │
|
||||
│ 31/12/2024 │ 1609 │ 3198.424 │ 2.22 │ 773 0 836 48.0 │
|
||||
│ 31/12/2025 │ 1042 │ 716.174 │ 1.33 │ 420 0 622 40.3 │
|
||||
└────────────┴────────┴─────────────────┴───────────────┴────────────────────────┘
|
||||
======================== DAY BREAKDOWN =========================
|
||||
| Day | Tot Profit USDT | Wins | Draws | Losses |
|
||||
|------------+-------------------+--------+---------+----------|
|
||||
| 03/07/2021 | 200.0 | 2 | 0 | 0 |
|
||||
| 04/07/2021 | -50.31 | 0 | 0 | 2 |
|
||||
| 05/07/2021 | 220.611 | 3 | 2 | 0 |
|
||||
| 06/07/2021 | 150.974 | 3 | 0 | 2 |
|
||||
| 07/07/2021 | -70.193 | 1 | 0 | 2 |
|
||||
| 08/07/2021 | 212.413 | 2 | 0 | 3 |
|
||||
|
||||
```
|
||||
|
||||
The output will display tables containing the realized absolute profit (in stake currency) for the selected period, along with additional statistics such as number of trades, profit factor, and distribution of wins, draws, and losses that materialized (closed) on this period.
|
||||
The output will show a table containing the realized absolute Profit (in stake currency) for the given timeperiod, as well as wins, draws and losses that materialized (closed) on this day. Below that there will be a second table for the summarized values of weeks indicated by the date of the closing Sunday. The same would apply to a monthly breakdown indicated by the last day of the month.
|
||||
|
||||
### Backtest result caching
|
||||
|
||||
@@ -468,48 +507,28 @@ 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, 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.
|
||||
|
||||
Also, you can use freqtrade in [webserver mode](freq-ui.md#backtesting) to visualize the backtest results in a web interface.
|
||||
This mode also allows you to load existing backtest results, so you can analyze them without running the backtest again.
|
||||
For this mode - `--notes "<notes>"` can be used to add notes to the backtest results, which will be shown in the web interface.
|
||||
|
||||
### Backtest output file
|
||||
|
||||
The output file freqtrade produces is a zip file containing the following files:
|
||||
|
||||
- The backtest report in json format
|
||||
- The market change data in feather format
|
||||
- A copy of the strategy file
|
||||
- A copy of the strategy parameters (if a parameter file was used)
|
||||
- A sanitized copy of the config file
|
||||
|
||||
This will ensure results are reproducible - under the assumption that the same data is available.
|
||||
|
||||
Only the strategy file and the config file are included in the zip file, eventual dependencies are not included.
|
||||
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.
|
||||
|
||||
## Assumptions made by backtesting
|
||||
|
||||
Since backtesting lacks some detailed information about what happens within a candle, it needs to take a few assumptions:
|
||||
|
||||
- Exchange [trading limits](#trading-limits-in-backtesting) are respected
|
||||
- Entries happen at open-price unless a custom price logic has been specified
|
||||
- All orders are filled at the requested price (no slippage) as long as the price is within the candle's high/low range
|
||||
- Entries happen at open-price
|
||||
- All orders are filled at the requested price (no slippage, no unfilled orders)
|
||||
- Exit-signal exits happen at open-price of the consecutive candle
|
||||
- Exits free their trade slot for a new trade with a different pair
|
||||
- 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 an 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)
|
||||
- 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
|
||||
- Forceexits 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
|
||||
- Low happens before high for stoploss, protecting capital first
|
||||
- Trailing stoploss
|
||||
- Trailing Stoploss is only adjusted if it's below the candle's low (otherwise it would be triggered)
|
||||
- On trade entry candles that trigger trailing stoploss, the "minimum offset" (`stop_positive_offset`) is assumed (instead of high) - and the stop is calculated from this point. This rule is NOT applicable to custom-stoploss scenarios, since there's no information about the stoploss logic available.
|
||||
- On trade entry candles that trigger trailing stoploss, the "minimum offset" (`stop_positive_offset`) is assumed (instead of high) - and the stop is calculated from this point
|
||||
- High happens first - adjusting stoploss
|
||||
- Low uses the adjusted stoploss (so exits with large high-low difference are backtested correctly)
|
||||
- ROI applies before trailing-stop, ensuring profits are "top-capped" at ROI if both ROI and trailing stop applies
|
||||
@@ -519,7 +538,6 @@ Since backtesting lacks some detailed information about what happens within a ca
|
||||
- Stoploss
|
||||
- ROI
|
||||
- Trailing stoploss
|
||||
- Position reversals (futures only) happen if an entry signal in the other direction than the closing trade triggers at the candle the existing trade closes.
|
||||
|
||||
Taking these assumptions, backtesting tries to mirror real trading as closely as possible. However, backtesting will **never** replace running a strategy in dry-run mode.
|
||||
Also, keep in mind that past results don't guarantee future success.
|
||||
@@ -528,13 +546,13 @@ In addition to the above assumptions, strategy authors should carefully read the
|
||||
|
||||
### Trading limits in backtesting
|
||||
|
||||
Exchanges have certain trading limits, like minimum (and maximum) base currency, or minimum/maximum stake (quote) currency.
|
||||
These limits are usually listed in the exchange documentation as "trading rules" or similar and can be quite different between different pairs.
|
||||
Exchanges have certain trading limits, like minimum base currency, or minimum stake (quote) currency.
|
||||
These limits are usually listed in the exchange documentation as "trading rules" or similar.
|
||||
|
||||
Backtesting (as well as live and dry-run) does honor these limits, and will ensure that a stoploss can be placed below this value - so the value will be slightly higher than what the exchange specifies.
|
||||
Freqtrade has however no information about historic limits.
|
||||
|
||||
This can lead to situations where trading-limits are inflated by using a historic price, resulting in minimum amounts > 50\$.
|
||||
This can lead to situations where trading-limits are inflated by using a historic price, resulting in minimum amounts > 50$.
|
||||
|
||||
For example:
|
||||
|
||||
@@ -553,7 +571,7 @@ 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 vice-versa?).
|
||||
One big limitation of backtesting is it's inability to know how prices moved intra-candle (was high before close, or viceversa?).
|
||||
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.
|
||||
@@ -565,13 +583,7 @@ To utilize this, you can append `--timeframe-detail 5m` to your regular backtest
|
||||
freqtrade backtesting --strategy AwesomeStrategy --timeframe 1h --timeframe-detail 5m
|
||||
```
|
||||
|
||||
This will load 1h data (the main timeframe) as well as 5m data (detail timeframe) for the selected timerange.
|
||||
The strategy will be analyzed with the 1h timeframe.
|
||||
Candles where activity may take place (there's an active signal, the pair is in a trade) are evaluated at the 5m timeframe.
|
||||
This will allow for a more accurate simulation of intra-candle movements - and can lead to different results, especially on higher timeframes.
|
||||
|
||||
Entries will generally still happen at the main candle's open, however freed trade slots may be freed earlier (if the exit signal is triggered on the 5m candle), which can then be used for a new trade of a different pair.
|
||||
|
||||
This will load 1h data as well as 5m data for the timeframe. The strategy will be analyzed with the 1h timeframe - and for every "open trade candle" (candles where a trade is open) the 5m data will be used to simulate intra-candle movements.
|
||||
All callback functions (`custom_exit()`, `custom_stoploss()`, ... ) will be running for each 5m candle once the trade is opened (so 12 times in the above example of 1h timeframe, and 5m detailed timeframe).
|
||||
|
||||
`--timeframe-detail` must be smaller than the original timeframe, otherwise backtesting will fail to start.
|
||||
@@ -582,27 +594,6 @@ Also, data must be available / downloaded already.
|
||||
!!! Tip
|
||||
You can use this function as the last part of strategy development, to ensure your strategy is not exploiting one of the [backtesting assumptions](#assumptions-made-by-backtesting). Strategies that perform similarly well with this mode have a good chance to perform well in dry/live modes too (although only forward-testing (dry-mode) can really confirm a strategy).
|
||||
|
||||
??? Sample "Extreme Difference Example"
|
||||
Using `--timeframe-detail` on an extreme example (all below pairs have the 10:00 candle with an entry signal) may lead to the following backtesting Trade sequence with 1 max_open_trades:
|
||||
|
||||
| Pair | Entry Time | Exit Time | Duration |
|
||||
|------|------------|-----------| -------- |
|
||||
| BTC/USDT | 2024-01-01 10:00:00 | 2021-01-01 10:05:00 | 5m |
|
||||
| ETH/USDT | 2024-01-01 10:05:00 | 2021-01-01 10:15:00 | 10m |
|
||||
| XRP/USDT | 2024-01-01 10:15:00 | 2021-01-01 10:30:00 | 15m |
|
||||
| SOL/USDT | 2024-01-01 10:15:00 | 2021-01-01 11:05:00 | 50m |
|
||||
| BTC/USDT | 2024-01-01 11:05:00 | 2021-01-01 12:00:00 | 55m |
|
||||
|
||||
Without timeframe-detail, this would look like:
|
||||
|
||||
| Pair | Entry Time | Exit Time | Duration |
|
||||
|------|------------|-----------| -------- |
|
||||
| BTC/USDT | 2024-01-01 10:00:00 | 2021-01-01 11:00:00 | 1h |
|
||||
| BTC/USDT | 2024-01-01 11:00:00 | 2021-01-01 12:00:00 | 1h |
|
||||
|
||||
The difference is significant, as without detail data, only the first `max_open_trades` signals per candle are evaluated, and the trade slots are only freed at the end of the candle, allowing for a new trade to be opened at the next candle.
|
||||
|
||||
|
||||
## Backtesting multiple strategies
|
||||
|
||||
To compare multiple strategies, a list of Strategies can be provided to backtesting.
|
||||
@@ -610,25 +601,25 @@ To compare multiple strategies, a list of Strategies can be provided to backtest
|
||||
This is limited to 1 timeframe value per run. However, data is only loaded once from disk so if you have multiple
|
||||
strategies you'd like to compare, this will give a nice runtime boost.
|
||||
|
||||
All listed Strategies need to be in the same directory, unless also `--recursive-strategy-search` is specified, where sub-directories within the strategy directory are also considered.
|
||||
All listed Strategies need to be in the same directory.
|
||||
|
||||
``` bash
|
||||
freqtrade backtesting --timerange 20180401-20180410 --timeframe 5m --strategy-list Strategy001 Strategy002 --export trades
|
||||
```
|
||||
|
||||
This will save the results to `user_data/backtest_results/backtest-result-<datetime>.json`, including results for both `Strategy001` and `Strategy002`.
|
||||
This will save the results to `user_data/backtest_results/backtest-result-<strategy>.json`, injecting the strategy-name into the target filename.
|
||||
There will be an additional table comparing win/losses of the different strategies (identical to the "Total" row in the first table).
|
||||
Detailed output for all strategies one after the other will be available, so make sure to scroll up to see the details per strategy.
|
||||
|
||||
```
|
||||
================================================== STRATEGY SUMMARY ===================================================================
|
||||
| Strategy | Trades | Avg Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Wins | Draws | Losses | Drawdown % |
|
||||
|-------------+---------+----------------+------------------+----------------+----------------+-------+--------+--------+------------|
|
||||
| Strategy1 | 429 | 0.36 | 0.00762792 | 76.20 | 4:12:00 | 186 | 0 | 243 | 45.2 |
|
||||
| Strategy2 | 1487 | -0.13 | -0.00988917 | -98.79 | 4:43:00 | 662 | 0 | 825 | 241.68 |
|
||||
=========================================================== STRATEGY SUMMARY ===========================================================================
|
||||
| Strategy | Entries | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Wins | Draws | Losses | Drawdown % |
|
||||
|:------------|---------:|---------------:|---------------:|-----------------:|---------------:|:---------------|------:|-------:|-------:|-----------:|
|
||||
| Strategy1 | 429 | 0.36 | 152.41 | 0.00762792 | 76.20 | 4:12:00 | 186 | 0 | 243 | 45.2 |
|
||||
| Strategy2 | 1487 | -0.13 | -197.58 | -0.00988917 | -98.79 | 4:43:00 | 662 | 0 | 825 | 241.68 |
|
||||
```
|
||||
|
||||
## Next step
|
||||
|
||||
Great, your strategy is profitable. What if the bot can give you the optimal parameters to use for your strategy?
|
||||
Great, your strategy is profitable. What if the bot can give your the optimal parameters to use for your strategy?
|
||||
Your next step is to learn [how to find optimal parameters with Hyperopt](hyperopt.md)
|
||||
|
||||
@@ -7,32 +7,16 @@ This page provides you some basic concepts on how Freqtrade works and operates.
|
||||
* **Strategy**: Your trading strategy, telling the bot what to do.
|
||||
* **Trade**: Open position.
|
||||
* **Open Order**: Order which is currently placed on the exchange, and is not yet complete.
|
||||
* **Pair**: Tradable pair, usually in the format of Base/Quote (e.g. `XRP/USDT` for spot, `XRP/USDT:USDT` for futures).
|
||||
* **Pair**: Tradable pair, usually in the format of Base/Quote (e.g. XRP/USDT).
|
||||
* **Timeframe**: Candle length to use (e.g. `"5m"`, `"1h"`, ...).
|
||||
* **Indicators**: Technical indicators (SMA, EMA, RSI, ...).
|
||||
* **Limit order**: Limit orders which execute at the defined limit price or better.
|
||||
* **Market order**: Guaranteed to fill, may move price depending on the order size.
|
||||
* **Current Profit**: Currently pending (unrealized) profit for this trade. This is mainly used throughout the bot and UI.
|
||||
* **Realized Profit**: Already realized profit. Only relevant in combination with [partial exits](strategy-callbacks.md#adjust-trade-position) - which also explains the calculation logic for this.
|
||||
* **Total Profit**: Combined realized and unrealized profit. The relative number (%) is calculated against the total investment in this trade.
|
||||
|
||||
## Fee handling
|
||||
|
||||
All profit calculations of Freqtrade include fees. For Backtesting / Hyperopt / Dry-run modes, the exchange default fee is used (lowest tier on the exchange). For live operations, fees are used as applied by the exchange (this includes BNB rebates etc.).
|
||||
|
||||
## Pair naming
|
||||
|
||||
Freqtrade follows the [ccxt naming convention](https://docs.ccxt.com/#/README?id=consistency-of-base-and-quote-currencies) for currencies.
|
||||
Using the wrong naming convention in the wrong market will usually result in the bot not recognizing the pair, usually resulting in errors like "this pair is not available".
|
||||
|
||||
### Spot pair naming
|
||||
|
||||
For spot pairs, naming will be `base/quote` (e.g. `ETH/USDT`).
|
||||
|
||||
### Futures pair naming
|
||||
|
||||
For futures pairs, naming will be `base/quote:settle` (e.g. `ETH/USDT:USDT`).
|
||||
|
||||
## Bot execution logic
|
||||
|
||||
Starting freqtrade in dry-run or live mode (using `freqtrade trade`) will start the bot and start the bot iteration loop.
|
||||
@@ -49,18 +33,14 @@ By default, the bot loop runs every few seconds (`internals.process_throttle_sec
|
||||
* Call `populate_indicators()`
|
||||
* Call `populate_entry_trend()`
|
||||
* Call `populate_exit_trend()`
|
||||
* Update trades open order state from exchange.
|
||||
* Call `order_filled()` strategy callback for filled orders.
|
||||
* Check timeouts for open orders.
|
||||
* Check timeouts for open orders.
|
||||
* Calls `check_entry_timeout()` strategy callback for open entry orders.
|
||||
* Calls `check_exit_timeout()` strategy callback for open exit orders.
|
||||
* Calls `adjust_order_price()` strategy callback for open orders.
|
||||
* Calls `adjust_entry_price()` strategy callback for open entry orders. *only called when `adjust_order_price()` is not implemented*
|
||||
* Calls `adjust_exit_price()` strategy callback for open exit orders. *only called when `adjust_order_price()` is not implemented*
|
||||
* Calls `adjust_entry_price()` strategy callback for open entry orders.
|
||||
* Verifies existing positions and eventually places exit orders.
|
||||
* Considers stoploss, ROI and exit-signal, `custom_exit()` and `custom_stoploss()`.
|
||||
* Determine exit-price based on `exit_pricing` configuration setting or by using the `custom_exit_price()` callback.
|
||||
* Before an exit order is placed, `confirm_trade_exit()` strategy callback is called.
|
||||
* Before a exit order is placed, `confirm_trade_exit()` strategy callback is called.
|
||||
* Check position adjustments for open trades if enabled by calling `adjust_trade_position()` and place additional order if required.
|
||||
* Check if trade-slots are still available (if `max_open_trades` is reached).
|
||||
* Verifies entry signal trying to enter new positions.
|
||||
@@ -77,29 +57,21 @@ This loop will be repeated again and again until the bot is stopped.
|
||||
|
||||
* Load historic data for configured pairlist.
|
||||
* Calls `bot_start()` once.
|
||||
* Calls `bot_loop_start()` once.
|
||||
* Calculate indicators (calls `populate_indicators()` once per pair).
|
||||
* Calculate entry / exit signals (calls `populate_entry_trend()` and `populate_exit_trend()` once per pair).
|
||||
* Loops per candle simulating entry and exit points.
|
||||
* Calls `bot_loop_start()` strategy callback.
|
||||
* Check for Order timeouts, either via the `unfilledtimeout` configuration, or via `check_entry_timeout()` / `check_exit_timeout()` strategy callbacks.
|
||||
* Calls `adjust_order_price()` strategy callback for open orders.
|
||||
* Calls `adjust_entry_price()` strategy callback for open entry orders. *only called when `adjust_order_price()` is not implemented!*
|
||||
* Calls `adjust_exit_price()` strategy callback for open exit orders. *only called when `adjust_order_price()` is not implemented!*
|
||||
* Calls `adjust_entry_price()` strategy callback for open entry orders.
|
||||
* Check for trade entry signals (`enter_long` / `enter_short` columns).
|
||||
* Confirm trade entry / exits (calls `confirm_trade_entry()` and `confirm_trade_exit()` if implemented in the strategy).
|
||||
* Call `custom_entry_price()` (if implemented in the strategy) to determine entry price (Prices are moved to be within the opening candle).
|
||||
* In Margin and Futures mode, `leverage()` strategy callback is called to determine the desired leverage.
|
||||
* Determine stake size by calling the `custom_stake_amount()` callback.
|
||||
* Check position adjustments for open trades if enabled and call `adjust_trade_position()` to determine if an additional order is requested.
|
||||
* Call `order_filled()` strategy callback for filled entry orders.
|
||||
* Call `custom_stoploss()` and `custom_exit()` to find custom exit points.
|
||||
* For exits based on exit-signal, custom-exit and partial exits: Call `custom_exit_price()` to determine exit price (Prices are moved to be within the closing candle).
|
||||
* Call `order_filled()` strategy callback for filled exit orders.
|
||||
* Generate backtest report output
|
||||
|
||||
!!! Note
|
||||
Both Backtesting and Hyperopt include exchange default Fees in the calculation. Custom fees can be passed to backtesting / hyperopt by specifying the `--fee` argument.
|
||||
|
||||
!!! Warning "Callback call frequency"
|
||||
Backtesting will call each callback at max. once per candle (`--timeframe-detail` modifies this behavior to once per detailed candle).
|
||||
Most callbacks will be called once per iteration in live (usually every ~5s) - which can cause backtesting mismatches.
|
||||
|
||||
@@ -3,18 +3,99 @@
|
||||
This page explains the different parameters of the bot and how to run it.
|
||||
|
||||
!!! Note
|
||||
If you've used `setup.sh`, don't forget to activate your virtual environment (`source .venv/bin/activate`) before running freqtrade commands.
|
||||
If you've used `setup.sh`, don't forget to activate your virtual environment (`source .env/bin/activate`) before running freqtrade commands.
|
||||
|
||||
!!! Warning "Up-to-date clock"
|
||||
The clock on the system running the bot must be accurate, synchronized to a NTP server frequently enough to avoid problems with communication to the exchanges.
|
||||
|
||||
## Bot commands
|
||||
|
||||
--8<-- "commands/main.md"
|
||||
```
|
||||
usage: freqtrade [-h] [-V]
|
||||
{trade,create-userdir,new-config,new-strategy,download-data,convert-data,convert-trade-data,list-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,install-ui,plot-dataframe,plot-profit,webserver}
|
||||
...
|
||||
|
||||
Free, open source crypto trading bot
|
||||
|
||||
positional arguments:
|
||||
{trade,create-userdir,new-config,new-strategy,download-data,convert-data,convert-trade-data,list-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,install-ui,plot-dataframe,plot-profit,webserver}
|
||||
trade Trade module.
|
||||
create-userdir Create user-data directory.
|
||||
new-config Create new 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.
|
||||
list-data List downloaded data.
|
||||
backtesting Backtesting 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-hyperopts Print available hyperopt classes.
|
||||
list-markets Print markets on exchange.
|
||||
list-pairs Print pairs on exchange.
|
||||
list-strategies Print available strategies.
|
||||
list-timeframes Print available timeframes for the exchange.
|
||||
show-trades Show trades.
|
||||
test-pairlist Test your pairlist configuration.
|
||||
install-ui Install FreqUI
|
||||
plot-dataframe Plot candles with indicators.
|
||||
plot-profit Generate plot showing profits.
|
||||
webserver Webserver module.
|
||||
|
||||
optional arguments:
|
||||
-h, --help show this help message and exit
|
||||
-V, --version show program's version number and exit
|
||||
|
||||
```
|
||||
|
||||
### Bot trading commands
|
||||
|
||||
--8<-- "commands/trade.md"
|
||||
```
|
||||
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.
|
||||
|
||||
```
|
||||
|
||||
### How to specify which configuration file be used?
|
||||
|
||||
|
||||
@@ -1,73 +0,0 @@
|
||||
``` output
|
||||
usage: freqtrade backtesting-analysis [-h] [-v] [--no-color] [--logfile FILE]
|
||||
[-V] [-c PATH] [-d PATH]
|
||||
[--userdir PATH]
|
||||
[--backtest-filename PATH]
|
||||
[--backtest-directory 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
|
||||
--backtest-filename, --export-filename PATH
|
||||
Use this filename for backtest results.Example:
|
||||
`--backtest-
|
||||
filename=backtest_results_2020-09-27_16-20-48.json`.
|
||||
Assumes either `user_data/backtest_results/` or
|
||||
`--export-directory` as base directory.
|
||||
--backtest-directory, --export-directory PATH
|
||||
Directory to use for backtest results. Example:
|
||||
`--export-directory=user_data/backtest_results/`.
|
||||
--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, --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, --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, --datadir, --data-dir PATH
|
||||
Path to the base directory of the exchange with
|
||||
historical backtesting data. To see futures data, use
|
||||
trading-mode additionally.
|
||||
--userdir, --user-data-dir PATH
|
||||
Path to userdata directory.
|
||||
|
||||
```
|
||||
@@ -1,45 +0,0 @@
|
||||
``` output
|
||||
usage: freqtrade backtesting-show [-h] [-v] [--no-color] [--logfile FILE] [-V]
|
||||
[-c PATH] [-d PATH] [--userdir PATH]
|
||||
[--backtest-filename PATH]
|
||||
[--backtest-directory PATH]
|
||||
[--show-pair-list]
|
||||
[--breakdown {day,week,month,year,weekday} [{day,week,month,year,weekday} ...]]
|
||||
|
||||
options:
|
||||
-h, --help show this help message and exit
|
||||
--backtest-filename, --export-filename PATH
|
||||
Use this filename for backtest results.Example:
|
||||
`--backtest-
|
||||
filename=backtest_results_2020-09-27_16-20-48.json`.
|
||||
Assumes either `user_data/backtest_results/` or
|
||||
`--export-directory` as base directory.
|
||||
--backtest-directory, --export-directory PATH
|
||||
Directory to use for backtest results. Example:
|
||||
`--export-directory=user_data/backtest_results/`.
|
||||
--show-pair-list Show backtesting pairlist sorted by profit.
|
||||
--breakdown {day,week,month,year,weekday} [{day,week,month,year,weekday} ...]
|
||||
Show backtesting breakdown per [day, week, month,
|
||||
year, weekday].
|
||||
|
||||
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, --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, --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, --datadir, --data-dir PATH
|
||||
Path to the base directory of the exchange with
|
||||
historical backtesting data. To see futures data, use
|
||||
trading-mode additionally.
|
||||
--userdir, --user-data-dir PATH
|
||||
Path to userdata directory.
|
||||
|
||||
```
|
||||
@@ -1,121 +0,0 @@
|
||||
``` output
|
||||
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]
|
||||
[--enable-dynamic-pairlist]
|
||||
[--dry-run-wallet DRY_RUN_WALLET]
|
||||
[--timeframe-detail TIMEFRAME_DETAIL]
|
||||
[--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
|
||||
[--export {none,trades,signals}]
|
||||
[--backtest-filename PATH]
|
||||
[--backtest-directory PATH]
|
||||
[--breakdown {day,week,month,year,weekday} [{day,week,month,year,weekday} ...]]
|
||||
[--cache {none,day,week,month}]
|
||||
[--freqai-backtest-live-models] [--notes TEXT]
|
||||
|
||||
options:
|
||||
-h, --help show this help message and exit
|
||||
-i, --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 ...]
|
||||
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
|
||||
--enable-dynamic-pairlist
|
||||
Enables dynamic pairlist refreshes in backtesting. The
|
||||
pairlist will be generated for each new candle if
|
||||
you're using a pairlist handler that supports this
|
||||
feature, for example, ShuffleFilter.
|
||||
--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).
|
||||
--backtest-filename, --export-filename PATH
|
||||
Use this filename for backtest results.Example:
|
||||
`--backtest-
|
||||
filename=backtest_results_2020-09-27_16-20-48.json`.
|
||||
Assumes either `user_data/backtest_results/` or
|
||||
`--export-directory` as base directory.
|
||||
--backtest-directory, --export-directory PATH
|
||||
Directory to use for backtest results. Example:
|
||||
`--export-directory=user_data/backtest_results/`.
|
||||
--breakdown {day,week,month,year,weekday} [{day,week,month,year,weekday} ...]
|
||||
Show backtesting breakdown per [day, week, month,
|
||||
year, weekday].
|
||||
--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.
|
||||
--notes TEXT Add notes to the backtest 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, --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, --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, --datadir, --data-dir PATH
|
||||
Path to the base directory of the exchange with
|
||||
historical backtesting data. To see futures data, use
|
||||
trading-mode additionally.
|
||||
--userdir, --user-data-dir PATH
|
||||
Path to userdata directory.
|
||||
|
||||
Strategy arguments:
|
||||
-s, --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.
|
||||
|
||||
```
|
||||
@@ -1,53 +0,0 @@
|
||||
``` output
|
||||
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 ...]
|
||||
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 ...]
|
||||
Specify which tickers to download. Space-separated
|
||||
list. Default: `1m 5m`.
|
||||
--trading-mode, --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, --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, --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, --datadir, --data-dir PATH
|
||||
Path to the base directory of the exchange with
|
||||
historical backtesting data. To see futures data, use
|
||||
trading-mode additionally.
|
||||
--userdir, --user-data-dir PATH
|
||||
Path to userdata directory.
|
||||
|
||||
```
|
||||
@@ -1,12 +0,0 @@
|
||||
``` output
|
||||
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.
|
||||
|
||||
```
|
||||
@@ -1,42 +0,0 @@
|
||||
``` output
|
||||
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 ...]
|
||||
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, --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, --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, --datadir, --data-dir PATH
|
||||
Path to the base directory of the exchange with
|
||||
historical backtesting data. To see futures data, use
|
||||
trading-mode additionally.
|
||||
--userdir, --user-data-dir PATH
|
||||
Path to userdata directory.
|
||||
|
||||
```
|
||||
@@ -1,10 +0,0 @@
|
||||
``` output
|
||||
usage: freqtrade create-userdir [-h] [--userdir PATH] [--reset]
|
||||
|
||||
options:
|
||||
-h, --help show this help message and exit
|
||||
--userdir, --user-data-dir PATH
|
||||
Path to userdata directory.
|
||||
--reset Reset sample files to their original state.
|
||||
|
||||
```
|
||||
@@ -1,75 +0,0 @@
|
||||
``` output
|
||||
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]
|
||||
[--no-parallel-download]
|
||||
[--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 ...]
|
||||
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.
|
||||
--no-parallel-download
|
||||
Disable parallel startup download. Only use this if
|
||||
you experience issues.
|
||||
--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 ...]
|
||||
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, --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, --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, --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, --datadir, --data-dir PATH
|
||||
Path to the base directory of the exchange with
|
||||
historical backtesting data. To see futures data, use
|
||||
trading-mode additionally.
|
||||
--userdir, --user-data-dir PATH
|
||||
Path to userdata directory.
|
||||
|
||||
```
|
||||
@@ -1,63 +0,0 @@
|
||||
``` output
|
||||
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 ...]]
|
||||
|
||||
options:
|
||||
-h, --help show this help message and exit
|
||||
-i, --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 ...]
|
||||
Limit command to these pairs. Pairs are space-
|
||||
separated.
|
||||
|
||||
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, --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, --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, --datadir, --data-dir PATH
|
||||
Path to the base directory of the exchange with
|
||||
historical backtesting data. To see futures data, use
|
||||
trading-mode additionally.
|
||||
--userdir, --user-data-dir PATH
|
||||
Path to userdata directory.
|
||||
|
||||
Strategy arguments:
|
||||
-s, --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.
|
||||
|
||||
```
|
||||
@@ -1,197 +0,0 @@
|
||||
``` output
|
||||
Possible commands:
|
||||
|
||||
available_pairs
|
||||
Return available pair (backtest data) based on timeframe / stake_currency selection
|
||||
|
||||
:param timeframe: Only pairs with this timeframe available.
|
||||
:param stake_currency: Only pairs that include this stake currency.
|
||||
|
||||
balance
|
||||
Get the account balance.
|
||||
|
||||
blacklist
|
||||
Show the current blacklist.
|
||||
|
||||
:param add: List of coins to add (example: "BNB/BTC")
|
||||
|
||||
cancel_open_order
|
||||
Cancel open order for trade.
|
||||
|
||||
:param trade_id: Cancels open orders for this trade.
|
||||
|
||||
count
|
||||
Return the amount of open trades.
|
||||
|
||||
daily
|
||||
Return the profits for each day, and amount of trades.
|
||||
|
||||
delete_lock
|
||||
Delete (disable) lock from the database.
|
||||
|
||||
:param lock_id: ID for the lock to delete
|
||||
|
||||
delete_trade
|
||||
Delete trade from the database.
|
||||
Tries to close open orders. Requires manual handling of this asset on the exchange.
|
||||
|
||||
:param trade_id: Deletes the trade with this ID from the database.
|
||||
|
||||
entries
|
||||
Returns List of dicts containing all Trades, based on buy tag performance
|
||||
Can either be average for all pairs or a specific pair provided
|
||||
|
||||
exits
|
||||
Returns List of dicts containing all Trades, based on exit reason performance
|
||||
Can either be average for all pairs or a specific pair provided
|
||||
|
||||
forcebuy
|
||||
Buy an asset.
|
||||
|
||||
:param pair: Pair to buy (ETH/BTC)
|
||||
:param price: Optional - price to buy
|
||||
|
||||
forceenter
|
||||
Force entering a trade
|
||||
|
||||
:param pair: Pair to buy (ETH/BTC)
|
||||
:param side: 'long' or 'short'
|
||||
:param price: Optional - price to buy
|
||||
:param order_type: Optional keyword argument - 'limit' or 'market'
|
||||
:param stake_amount: Optional keyword argument - stake amount (as float)
|
||||
:param leverage: Optional keyword argument - leverage (as float)
|
||||
:param enter_tag: Optional keyword argument - entry tag (as string, default: 'force_enter')
|
||||
|
||||
forceexit
|
||||
Force-exit a trade.
|
||||
|
||||
:param tradeid: Id of the trade (can be received via status command)
|
||||
:param ordertype: Order type to use (must be market or limit)
|
||||
:param amount: Amount to sell. Full sell if not given
|
||||
|
||||
health
|
||||
Provides a quick health check of the running bot.
|
||||
|
||||
list_custom_data
|
||||
List custom-data of the running bot for a specific trade.
|
||||
|
||||
:param trade_id: ID of the trade
|
||||
:param key: str, optional - Key of the custom-data
|
||||
|
||||
list_open_trades_custom_data
|
||||
List open trades custom-data of the running bot.
|
||||
|
||||
:param key: str, optional - Key of the custom-data
|
||||
:param limit: limit of trades
|
||||
:param offset: trades offset for pagination
|
||||
|
||||
lock_add
|
||||
Lock pair
|
||||
|
||||
:param pair: Pair to lock
|
||||
:param until: Lock until this date (format "2024-03-30 16:00:00Z")
|
||||
:param side: Side to lock (long, short, *)
|
||||
:param reason: Reason for the lock
|
||||
|
||||
locks
|
||||
Return current locks
|
||||
|
||||
logs
|
||||
Show latest logs.
|
||||
|
||||
:param limit: Limits log messages to the last <limit> logs. No limit to get the entire log.
|
||||
|
||||
mix_tags
|
||||
Returns List of dicts containing all Trades, based on entry_tag + exit_reason performance
|
||||
Can either be average for all pairs or a specific pair provided
|
||||
|
||||
monthly
|
||||
Return the profits for each month, and amount of trades.
|
||||
|
||||
pair_candles
|
||||
Return live dataframe for <pair><timeframe>.
|
||||
|
||||
:param pair: Pair to get data for
|
||||
:param timeframe: Only pairs with this timeframe available.
|
||||
:param limit: Limit result to the last n candles.
|
||||
:param columns: List of dataframe columns to return. Empty list will return OHLCV.
|
||||
|
||||
pair_history
|
||||
Return historic, analyzed dataframe
|
||||
|
||||
:param pair: Pair to get data for
|
||||
:param timeframe: Only pairs with this timeframe available.
|
||||
:param strategy: Strategy to analyze and get values for
|
||||
:param freqaimodel: FreqAI model to use for analysis
|
||||
:param timerange: Timerange to get data for (same format than --timerange endpoints)
|
||||
|
||||
pairlists_available
|
||||
Lists available pairlist providers
|
||||
|
||||
performance
|
||||
Return the performance of the different coins.
|
||||
|
||||
ping
|
||||
simple ping
|
||||
|
||||
plot_config
|
||||
Return plot configuration if the strategy defines one.
|
||||
|
||||
profit
|
||||
Return the profit summary.
|
||||
|
||||
reload_config
|
||||
Reload configuration.
|
||||
|
||||
show_config
|
||||
Returns part of the configuration, relevant for trading operations.
|
||||
|
||||
start
|
||||
Start the bot if it's in the stopped state.
|
||||
|
||||
stats
|
||||
Return the stats report (durations, sell-reasons).
|
||||
|
||||
status
|
||||
Get the status of open trades.
|
||||
|
||||
stop
|
||||
Stop the bot. Use `start` to restart.
|
||||
|
||||
stopbuy
|
||||
Stop buying (but handle sells gracefully). Use `reload_config` to reset.
|
||||
|
||||
strategies
|
||||
Lists available strategies
|
||||
|
||||
strategy
|
||||
Get strategy details
|
||||
|
||||
:param strategy: Strategy class name
|
||||
|
||||
sysinfo
|
||||
Provides system information (CPU, RAM usage)
|
||||
|
||||
trade
|
||||
Return specific trade
|
||||
|
||||
:param trade_id: Specify which trade to get.
|
||||
|
||||
trades
|
||||
Return trades history, sorted by id (or by latest timestamp if order_by_id=False)
|
||||
|
||||
:param limit: Limits trades to the X last trades. Max 500 trades.
|
||||
:param offset: Offset by this amount of trades.
|
||||
:param order_by_id: Sort trades by id (default: True). If False, sorts by latest timestamp.
|
||||
|
||||
version
|
||||
Return the version of the bot.
|
||||
|
||||
weekly
|
||||
Return the profits for each week, and amount of trades.
|
||||
|
||||
whitelist
|
||||
Show the current whitelist.
|
||||
|
||||
|
||||
```
|
||||
@@ -1,63 +0,0 @@
|
||||
``` output
|
||||
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, --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, --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, --datadir, --data-dir PATH
|
||||
Path to the base directory of the exchange with
|
||||
historical backtesting data. To see futures data, use
|
||||
trading-mode additionally.
|
||||
--userdir, --user-data-dir PATH
|
||||
Path to userdata directory.
|
||||
|
||||
```
|
||||
@@ -1,45 +0,0 @@
|
||||
``` output
|
||||
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,year,weekday} [{day,week,month,year,weekday} ...]]
|
||||
|
||||
options:
|
||||
-h, --help show this help message and exit
|
||||
--best Select only best epochs.
|
||||
--profitable Select only profitable epochs.
|
||||
-n, --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,year,weekday} [{day,week,month,year,weekday} ...]
|
||||
Show backtesting breakdown per [day, week, month,
|
||||
year, weekday].
|
||||
|
||||
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, --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, --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, --datadir, --data-dir PATH
|
||||
Path to the base directory of the exchange with
|
||||
historical backtesting data. To see futures data, use
|
||||
trading-mode additionally.
|
||||
--userdir, --user-data-dir PATH
|
||||
Path to userdata directory.
|
||||
|
||||
```
|
||||
@@ -1,128 +0,0 @@
|
||||
``` output
|
||||
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 SPACES [SPACES ...]] [--print-all]
|
||||
[--print-json] [-j JOBS] [--random-state INT]
|
||||
[--min-trades INT] [--hyperopt-loss NAME]
|
||||
[--disable-param-export] [--ignore-missing-spaces]
|
||||
[--analyze-per-epoch] [--early-stop INT]
|
||||
|
||||
options:
|
||||
-h, --help show this help message and exit
|
||||
-i, --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 ...]
|
||||
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, --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, --epochs INT Specify number of epochs (default: 100).
|
||||
--spaces SPACES [SPACES ...]
|
||||
Specify which parameters to hyperopt. Space-separated
|
||||
list. Available builtin options (custom spaces will
|
||||
not be listed here): default, all, buy, sell, enter,
|
||||
exit, roi, stoploss, trailing, protection, trades.
|
||||
Default: `default` - which includes all spaces except
|
||||
for 'trailing', 'protection', and 'trades'.
|
||||
--print-all Print all results, not only the best ones.
|
||||
--print-json Print output in JSON format.
|
||||
-j, --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, --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,
|
||||
MaxDrawDownPerPairHyperOptLoss,
|
||||
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.
|
||||
--early-stop INT Early stop hyperopt if no improvement after (default:
|
||||
0) epochs.
|
||||
|
||||
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, --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, --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, --datadir, --data-dir PATH
|
||||
Path to the base directory of the exchange with
|
||||
historical backtesting data. To see futures data, use
|
||||
trading-mode additionally.
|
||||
--userdir, --user-data-dir PATH
|
||||
Path to userdata directory.
|
||||
|
||||
Strategy arguments:
|
||||
-s, --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.
|
||||
|
||||
```
|
||||
@@ -1,14 +0,0 @@
|
||||
``` output
|
||||
usage: freqtrade install-ui [-h] [--erase] [--prerelease]
|
||||
[--ui-version UI_VERSION]
|
||||
|
||||
options:
|
||||
-h, --help show this help message and exit
|
||||
--erase Clean UI folder, don't download new version.
|
||||
--prerelease Install the latest pre-release version of FreqUI. This
|
||||
is not recommended for production use.
|
||||
--ui-version UI_VERSION
|
||||
Specify a specific version of FreqUI to install. Not
|
||||
specifying this installs the latest version.
|
||||
|
||||
```
|
||||
@@ -1,49 +0,0 @@
|
||||
``` output
|
||||
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 ...]
|
||||
Limit command to these pairs. Pairs are space-
|
||||
separated.
|
||||
--trading-mode, --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, --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, --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, --datadir, --data-dir PATH
|
||||
Path to the base directory of the exchange with
|
||||
historical backtesting data. To see futures data, use
|
||||
trading-mode additionally.
|
||||
--userdir, --user-data-dir PATH
|
||||
Path to userdata directory.
|
||||
|
||||
```
|
||||
@@ -1,35 +0,0 @@
|
||||
``` output
|
||||
usage: freqtrade list-exchanges [-h] [-v] [--no-color] [--logfile FILE] [-V]
|
||||
[-c PATH] [-d PATH] [--userdir PATH] [-1] [-a]
|
||||
[--trading-mode {spot,margin,futures}]
|
||||
[--dex-exchanges]
|
||||
|
||||
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.
|
||||
--trading-mode, --tradingmode {spot,margin,futures}
|
||||
Select Trading mode
|
||||
--dex-exchanges Print only DEX exchanges.
|
||||
|
||||
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, --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, --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, --datadir, --data-dir PATH
|
||||
Path to the base directory of the exchange with
|
||||
historical backtesting data. To see futures data, use
|
||||
trading-mode additionally.
|
||||
--userdir, --user-data-dir PATH
|
||||
Path to userdata directory.
|
||||
|
||||
```
|
||||