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docs: update docs about removed --dmmp option

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Matthias
2024-11-02 16:54:45 +01:00
parent e8553cfac0
commit 59bf0c080a
3 changed files with 34 additions and 32 deletions
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docs/backtesting.md
+19 -11
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@@ -10,12 +10,14 @@ To learn how to get data for the pairs and exchange you're interested in, head o
``` ```
usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH] usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [-s NAME] [-d PATH] [--userdir PATH] [-s NAME]
[--strategy-path PATH] [-i TIMEFRAME] [--strategy-path PATH]
[--timerange TIMERANGE] [--recursive-strategy-search]
[--data-format-ohlcv {json,jsongz,hdf5}] [--freqaimodel NAME] [--freqaimodel-path PATH]
[-i TIMEFRAME] [--timerange TIMERANGE]
[--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}]
[--max-open-trades INT] [--max-open-trades INT]
[--stake-amount STAKE_AMOUNT] [--fee FLOAT] [--stake-amount STAKE_AMOUNT] [--fee FLOAT]
[-p PAIRS [PAIRS ...]] [--eps] [--dmmp] [-p PAIRS [PAIRS ...]] [--eps]
[--enable-protections] [--enable-protections]
[--dry-run-wallet DRY_RUN_WALLET] [--dry-run-wallet DRY_RUN_WALLET]
[--timeframe-detail TIMEFRAME_DETAIL] [--timeframe-detail TIMEFRAME_DETAIL]
@@ -24,8 +26,9 @@ usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[--export-filename PATH] [--export-filename PATH]
[--breakdown {day,week,month} [{day,week,month} ...]] [--breakdown {day,week,month} [{day,week,month} ...]]
[--cache {none,day,week,month}] [--cache {none,day,week,month}]
[--freqai-backtest-live-models]
optional arguments: options:
-h, --help show this help message and exit -h, --help show this help message and exit
-i TIMEFRAME, --timeframe TIMEFRAME -i TIMEFRAME, --timeframe TIMEFRAME
Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`). Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
@@ -48,10 +51,6 @@ optional arguments:
--eps, --enable-position-stacking --eps, --enable-position-stacking
Allow buying the same pair multiple times (position Allow buying the same pair multiple times (position
stacking). 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, --enableprotections
Enable protections for backtesting.Will slow Enable protections for backtesting.Will slow
backtesting down by a considerable amount, but will backtesting down by a considerable amount, but will
@@ -80,10 +79,13 @@ optional arguments:
--cache {none,day,week,month} --cache {none,day,week,month}
Load a cached backtest result no older than specified Load a cached backtest result no older than specified
age (default: day). age (default: day).
--freqai-backtest-live-models
Run backtest with ready models.
Common arguments: Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages). -v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified. Special values are: --logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more 'syslog', 'journald'. See the documentation for more
details. details.
-V, --version show program's version number and exit -V, --version show program's version number and exit
@@ -92,7 +94,7 @@ Common arguments:
`userdir/config.json` or `config.json` whichever `userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin. set to `-` to read config from stdin.
-d PATH, --datadir PATH -d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data. Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH --userdir PATH, --user-data-dir PATH
Path to userdata directory. Path to userdata directory.
@@ -102,6 +104,12 @@ Strategy arguments:
Specify strategy class name which will be used by the Specify strategy class name which will be used by the
bot. bot.
--strategy-path PATH Specify additional strategy lookup path. --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.
``` ```
docs/hyperopt.md
+13 -19
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@@ -42,11 +42,11 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
[--recursive-strategy-search] [--freqaimodel NAME] [--recursive-strategy-search] [--freqaimodel NAME]
[--freqaimodel-path PATH] [-i TIMEFRAME] [--freqaimodel-path PATH] [-i TIMEFRAME]
[--timerange TIMERANGE] [--timerange TIMERANGE]
[--data-format-ohlcv {json,jsongz,hdf5}] [--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}]
[--max-open-trades INT] [--max-open-trades INT]
[--stake-amount STAKE_AMOUNT] [--fee FLOAT] [--stake-amount STAKE_AMOUNT] [--fee FLOAT]
[-p PAIRS [PAIRS ...]] [--hyperopt-path PATH] [-p PAIRS [PAIRS ...]] [--hyperopt-path PATH]
[--eps] [--dmmp] [--enable-protections] [--eps] [--enable-protections]
[--dry-run-wallet DRY_RUN_WALLET] [--dry-run-wallet DRY_RUN_WALLET]
[--timeframe-detail TIMEFRAME_DETAIL] [-e INT] [--timeframe-detail TIMEFRAME_DETAIL] [-e INT]
[--spaces {all,buy,sell,roi,stoploss,trailing,protection,trades,default} [{all,buy,sell,roi,stoploss,trailing,protection,trades,default} ...]] [--spaces {all,buy,sell,roi,stoploss,trailing,protection,trades,default} [{all,buy,sell,roi,stoploss,trailing,protection,trades,default} ...]]
@@ -55,15 +55,15 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
[--hyperopt-loss NAME] [--disable-param-export] [--hyperopt-loss NAME] [--disable-param-export]
[--ignore-missing-spaces] [--analyze-per-epoch] [--ignore-missing-spaces] [--analyze-per-epoch]
optional arguments: options:
-h, --help show this help message and exit -h, --help show this help message and exit
-i TIMEFRAME, --timeframe TIMEFRAME -i TIMEFRAME, --timeframe TIMEFRAME
Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`). Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
--timerange TIMERANGE --timerange TIMERANGE
Specify what timerange of data to use. Specify what timerange of data to use.
--data-format-ohlcv {json,jsongz,hdf5} --data-format-ohlcv {json,jsongz,hdf5,feather,parquet}
Storage format for downloaded candle (OHLCV) data. Storage format for downloaded candle (OHLCV) data.
(default: `json`). (default: `feather`).
--max-open-trades INT --max-open-trades INT
Override the value of the `max_open_trades` Override the value of the `max_open_trades`
configuration setting. configuration setting.
@@ -80,10 +80,6 @@ optional arguments:
--eps, --enable-position-stacking --eps, --enable-position-stacking
Allow buying the same pair multiple times (position Allow buying the same pair multiple times (position
stacking). 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, --enableprotections
Enable protections for backtesting.Will slow Enable protections for backtesting.Will slow
backtesting down by a considerable amount, but will backtesting down by a considerable amount, but will
@@ -133,7 +129,8 @@ optional arguments:
Common arguments: Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages). -v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
--logfile FILE Log to the file specified. Special values are: --logfile FILE, --log-file FILE
Log to the file specified. Special values are:
'syslog', 'journald'. See the documentation for more 'syslog', 'journald'. See the documentation for more
details. details.
-V, --version show program's version number and exit -V, --version show program's version number and exit
@@ -142,7 +139,7 @@ Common arguments:
`userdir/config.json` or `config.json` whichever `userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin. set to `-` to read config from stdin.
-d PATH, --datadir PATH -d PATH, --datadir PATH, --data-dir PATH
Path to directory with historical backtesting data. Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH --userdir PATH, --user-data-dir PATH
Path to userdata directory. Path to userdata directory.
@@ -867,18 +864,15 @@ You can use the `--print-all` command line option if you would like to see all r
## Position stacking and disabling max market positions ## Position stacking and disabling max market positions
In some situations, you may need to run Hyperopt (and Backtesting) with the In some situations, you may need to run Hyperopt (and Backtesting) with the `--eps`/`--enable-position-staking` argument, or you may need to set `max_open_trades` to a very high number to disable the limit on the number of open trades.
`--eps`/`--enable-position-staking` and `--dmmp`/`--disable-max-market-positions` arguments.
By default, hyperopt emulates the behavior of the Freqtrade Live Run/Dry Run, where only one By default, hyperopt emulates the behavior of the Freqtrade Live Run/Dry Run, where only one
open trade is allowed for every traded pair. The total number of trades open for all pairs open trade per pair is allowed. The total number of trades open for all pairs
is also limited by the `max_open_trades` setting. During Hyperopt/Backtesting this may lead to is also limited by the `max_open_trades` setting. During Hyperopt/Backtesting this may lead to
some potential trades to be hidden (or masked) by previously open trades. potential trades being hidden (or masked) by already open trades.
The `--eps`/`--enable-position-stacking` argument allows emulation of buying the same pair multiple times, The `--eps`/`--enable-position-stacking` argument allows emulation of buying the same pair multiple times.
while `--dmmp`/`--disable-max-market-positions` disables applying `max_open_trades` Using `--max-open-trades` with a very high number will disable the limit on the number of open trades.
during Hyperopt/Backtesting (which is equal to setting `max_open_trades` to a very high
number).
!!! Note !!! Note
Dry/live runs will **NOT** use position stacking - therefore it does make sense to also validate the strategy without this as it's closer to reality. Dry/live runs will **NOT** use position stacking - therefore it does make sense to also validate the strategy without this as it's closer to reality.
docs/strategy_analysis_example.md
+2 -2
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@@ -215,11 +215,11 @@ trades.groupby("pair")["exit_reason"].value_counts()
``` ```
## Analyze the loaded trades for trade parallelism ## Analyze the loaded trades for trade parallelism
This can be useful to find the best `max_open_trades` parameter, when used with backtesting in conjunction with `--disable-max-market-positions`.
This can be useful to find the best `max_open_trades` parameter, when used with backtesting in conjunction with a very high max_open_trades value.
`analyze_trade_parallelism()` returns a timeseries dataframe with an "open_trades" column, specifying the number of open trades for each candle. `analyze_trade_parallelism()` returns a timeseries dataframe with an "open_trades" column, specifying the number of open trades for each candle.
```python ```python
from freqtrade.data.btanalysis import analyze_trade_parallelism from freqtrade.data.btanalysis import analyze_trade_parallelism