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597 Commits

Author SHA1 Message Date
Matthias 4c9e608a1a chore: bump version to 2025.9.1 2025-10-07 06:33:59 +02:00
Matthias 90665731c1 fix: bitvavo is now using tick-size for pricing and amount rounding 2025-10-07 06:33:35 +02:00
Matthias 7a9ea40d72 chore: bump ccxt to 4.5.7 2025-10-07 06:33:27 +02:00
Matthias c66e221012 Merge pull request #12304 from freqtrade/new_release
New release 2025.9
2025-09-29 19:33:25 +02:00
Matthias f38d2466df chore: bump version to 2025.9 2025-09-29 18:18:46 +02:00
Matthias 1cc92c645a Merge branch 'stable' into new_release 2025-09-29 18:18:35 +02:00
Matthias ab764df411 chore(deps): bump ft-pandas-ta from 0.3.15 to 0.3.16 2025-09-29 18:16:35 +02:00
Matthias 87c5f89b6c fix: ensure exportFilename is a path object 2025-09-28 11:36:46 +02:00
Matthias 780c794ef0 Merge pull request #12292 from freqtrade/maint/combine_ci
Combine CI definition
2025-09-27 18:23:39 +02:00
Matthias 8b4070dbcf chore(ci): parallel tests 2025-09-27 18:04:43 +02:00
Matthias 4e089fd17e chore(ci): split check between windows and linux 2025-09-27 17:23:16 +02:00
Matthias f454006ec3 chore(ci): combine windows ci into generic test runner 2025-09-27 16:51:10 +02:00
Matthias f5002929ee chore(ci): name some jobs properly 2025-09-27 16:03:00 +02:00
Matthias 4e1d75a3e1 chore(ci): improved job naming 2025-09-27 16:01:04 +02:00
Matthias d4462ba5d8 chore(ci): remove useless alias 2025-09-27 15:55:23 +02:00
Matthias 6dc71269a2 chore(ci): simplify actions by combining linux and macOS runs 2025-09-27 15:54:27 +02:00
Matthias 730ccba535 chore: fix return type 2025-09-27 15:28:14 +02:00
Matthias 1175721579 docs: use exchange features include 2025-09-27 13:11:04 +02:00
Matthias e5157d5471 docs: enhance exchange-features table 2025-09-27 13:10:18 +02:00
Matthias 7fcb23e0c7 docs: add exchange overview 2025-09-27 13:02:04 +02:00
Matthias f075d90d99 chore: slight refactor in ft_has initialization 2025-09-27 12:14:34 +02:00
Matthias bf94748058 docs: update showcase, update outdated link 2025-09-27 08:58:36 +02:00
Matthias 2890d13d92 feat: Improve styling of list-exchanges table 2025-09-27 08:54:25 +02:00
Matthias 9232778732 docs: add support policy to FAQ 2025-09-27 08:48:56 +02:00
Matthias 70a25f9837 Merge pull request #12259 from stash86/delist
Implement delisting check on futures market
2025-09-26 07:14:01 +02:00
Matthias 4434df1999 docs: improve doc wording 2025-09-26 06:59:22 +02:00
Matthias b9e9f6f040 refactor: indicate private methods by convention 2025-09-26 06:47:36 +02:00
Matthias f92caf0f1f chore: add response sample to private endpoint 2025-09-26 06:44:10 +02:00
Matthias 55b90917e4 docs: Improve documentation clarity 2025-09-26 06:38:02 +02:00
Matthias d0546e998a chore: further restructuring to contributing guide 2025-09-25 19:21:13 +02:00
Matthias e9f414b29c chore: improve contributing wording 2025-09-25 19:17:48 +02:00
Matthias 7638261e8f chore: update contributing documentation 2025-09-25 19:10:41 +02:00
Matthias a049d6eab1 feat: add magin_mode to show_config response 2025-09-25 07:20:27 +02:00
Matthias 61f46b959e Merge pull request #12286 from freqtrade/update/binance-leverage-tiers
Update Binance Leverage Tiers
2025-09-25 06:42:43 +02:00
Stefano ccb1e4af02 Merge branch 'freqtrade:develop' into delist 2025-09-25 12:27:21 +09:00
Freqtrade Bot 06424cae28 chore: update pre-commit hooks 2025-09-25 03:15:49 +00:00
Matthias 9aeb2eaabd feat: add z-level to annotations 2025-09-24 18:13:42 +02:00
Matthias c6061daec4 test: rename tests to match scheme 2025-09-23 20:17:36 +02:00
Matthias 5be0352705 test: add binance spot-delist test 2025-09-23 20:17:30 +02:00
Matthias 06995f26fd chore: improve reliability of binance spot delisting 2025-09-23 20:16:49 +02:00
Matthias 7b45844670 test: ensure non-unified ccxt method ain't going away. 2025-09-23 19:57:43 +02:00
Matthias 0a0c2adf7d chore: capture missing exception 2025-09-23 19:55:18 +02:00
Matthias 7aab3b34d6 test: add more tests for delist exchange code 2025-09-23 19:55:11 +02:00
Matthias c4aa221c9b Merge pull request #12276 from freqtrade/dependabot/pip/develop/mypy-1.18.2
chore(deps-dev): bump mypy from 1.18.1 to 1.18.2
2025-09-23 06:36:42 +02:00
dependabot[bot] da12071d8f chore(deps-dev): bump mypy from 1.18.1 to 1.18.2
Bumps [mypy](https://github.com/python/mypy) from 1.18.1 to 1.18.2.
- [Changelog](https://github.com/python/mypy/blob/master/CHANGELOG.md)
- [Commits](https://github.com/python/mypy/compare/v1.18.1...v1.18.2)

---
updated-dependencies:
- dependency-name: mypy
  dependency-version: 1.18.2
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-09-23 06:16:26 +02:00
Matthias 581a9bb1c9 Merge pull request #12274 from freqtrade/dependabot/pip/develop/cryptography-46.0.1
chore(deps): bump cryptography from 45.0.7 to 46.0.1
2025-09-23 06:15:46 +02:00
Matthias f5258510cc Merge pull request #12283 from freqtrade/update/pre-commit-hooks
Update pre-commit hooks
2025-09-23 06:14:51 +02:00
Freqtrade Bot 99401f9d69 chore: update pre-commit hooks 2025-09-23 03:13:37 +00:00
dependabot[bot] 729bea2d8e chore(deps): bump cryptography from 45.0.7 to 46.0.1
Bumps [cryptography](https://github.com/pyca/cryptography) from 45.0.7 to 46.0.1.
- [Changelog](https://github.com/pyca/cryptography/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/pyca/cryptography/compare/45.0.7...46.0.1)

---
updated-dependencies:
- dependency-name: cryptography
  dependency-version: 46.0.1
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-09-22 20:21:39 +02:00
Matthias 8b72e4f23e chore: fix line-lengths 2025-09-22 20:16:46 +02:00
Matthias 17202c6d29 test: add test for DelistFilter 2025-09-22 19:59:12 +02:00
Matthias 567d4331fd test: initial delistFilter tests 2025-09-22 19:44:03 +02:00
Matthias 92c9f443e8 test: add test for dp.check_delisting 2025-09-22 19:30:19 +02:00
Matthias dd2d7bb863 docs: slightly restructure documentation 2025-09-22 19:22:22 +02:00
Stefano 9c0d612729 add example, make sure to raise error on unsupported exchanges and/or trading mode 2025-09-22 15:55:36 +09:00
Stefano 07d5636d1e Merge branch 'freqtrade:develop' into delist 2025-09-22 13:38:03 +09:00
Matthias 977cabb580 Merge pull request #12272 from freqtrade/dependabot/pip/develop/fastapi-0.117.1
chore(deps): bump fastapi from 0.116.1 to 0.117.1
2025-09-22 06:30:46 +02:00
Matthias 15a7e1d9d1 Merge pull request #12278 from freqtrade/dependabot/pip/develop/psutil-7.1.0
chore(deps): bump psutil from 7.0.0 to 7.1.0
2025-09-22 06:29:54 +02:00
Matthias 953ffcf204 Merge pull request #12277 from freqtrade/dependabot/pip/develop/uvicorn-0.36.0
chore(deps): bump uvicorn from 0.35.0 to 0.36.0
2025-09-22 06:29:31 +02:00
Matthias b24e6e72c7 Merge pull request #12273 from freqtrade/dependabot/pip/develop/ccxt-4.5.5
chore(deps): bump ccxt from 4.5.4 to 4.5.5
2025-09-22 06:28:45 +02:00
Matthias 82b05f6b5a Merge pull request #12271 from freqtrade/dependabot/pip/develop/mkdocs-aa22fc2ea5
chore(deps): bump mkdocs-material from 9.6.19 to 9.6.20 in the mkdocs group
2025-09-22 06:28:33 +02:00
Matthias a662802011 Merge pull request #12275 from freqtrade/dependabot/pip/develop/ruff-0.13.1
chore(deps-dev): bump ruff from 0.13.0 to 0.13.1
2025-09-22 06:28:14 +02:00
Matthias 5483ade786 Merge pull request #12270 from freqtrade/dependabot/pip/develop/pytest-8796ca11bd
chore(deps-dev): bump pytest-mock from 3.15.0 to 3.15.1 in the pytest group
2025-09-22 06:27:53 +02:00
dependabot[bot] ae02a7007b chore(deps): bump psutil from 7.0.0 to 7.1.0
Bumps [psutil](https://github.com/giampaolo/psutil) from 7.0.0 to 7.1.0.
- [Changelog](https://github.com/giampaolo/psutil/blob/master/HISTORY.rst)
- [Commits](https://github.com/giampaolo/psutil/compare/release-7.0.0...release-7.1.0)

---
updated-dependencies:
- dependency-name: psutil
  dependency-version: 7.1.0
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-09-22 03:02:47 +00:00
dependabot[bot] 3c6e058b00 chore(deps): bump uvicorn from 0.35.0 to 0.36.0
Bumps [uvicorn](https://github.com/Kludex/uvicorn) from 0.35.0 to 0.36.0.
- [Release notes](https://github.com/Kludex/uvicorn/releases)
- [Changelog](https://github.com/Kludex/uvicorn/blob/main/docs/release-notes.md)
- [Commits](https://github.com/Kludex/uvicorn/compare/0.35.0...0.36.0)

---
updated-dependencies:
- dependency-name: uvicorn
  dependency-version: 0.36.0
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-09-22 03:02:44 +00:00
dependabot[bot] ad3ddcaadb chore(deps-dev): bump ruff from 0.13.0 to 0.13.1
Bumps [ruff](https://github.com/astral-sh/ruff) from 0.13.0 to 0.13.1.
- [Release notes](https://github.com/astral-sh/ruff/releases)
- [Changelog](https://github.com/astral-sh/ruff/blob/main/CHANGELOG.md)
- [Commits](https://github.com/astral-sh/ruff/compare/0.13.0...0.13.1)

---
updated-dependencies:
- dependency-name: ruff
  dependency-version: 0.13.1
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-09-22 03:02:23 +00:00
dependabot[bot] be56052417 chore(deps): bump ccxt from 4.5.4 to 4.5.5
Bumps [ccxt](https://github.com/ccxt/ccxt) from 4.5.4 to 4.5.5.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/v4.5.4...v4.5.5)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-version: 4.5.5
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-09-22 03:02:06 +00:00
dependabot[bot] 9a888d9896 chore(deps): bump fastapi from 0.116.1 to 0.117.1
Bumps [fastapi](https://github.com/fastapi/fastapi) from 0.116.1 to 0.117.1.
- [Release notes](https://github.com/fastapi/fastapi/releases)
- [Commits](https://github.com/fastapi/fastapi/compare/0.116.1...0.117.1)

---
updated-dependencies:
- dependency-name: fastapi
  dependency-version: 0.117.1
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-09-22 03:01:51 +00:00
dependabot[bot] 24a7e585e4 chore(deps): bump mkdocs-material in the mkdocs group
Bumps the mkdocs group with 1 update: [mkdocs-material](https://github.com/squidfunk/mkdocs-material).


Updates `mkdocs-material` from 9.6.19 to 9.6.20
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/9.6.19...9.6.20)

---
updated-dependencies:
- dependency-name: mkdocs-material
  dependency-version: 9.6.20
  dependency-type: direct:production
  update-type: version-update:semver-patch
  dependency-group: mkdocs
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-09-22 03:01:42 +00:00
dependabot[bot] 2120f1ed5b chore(deps-dev): bump pytest-mock in the pytest group
Bumps the pytest group with 1 update: [pytest-mock](https://github.com/pytest-dev/pytest-mock).


Updates `pytest-mock` from 3.15.0 to 3.15.1
- [Release notes](https://github.com/pytest-dev/pytest-mock/releases)
- [Changelog](https://github.com/pytest-dev/pytest-mock/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest-mock/compare/v3.15.0...v3.15.1)

---
updated-dependencies:
- dependency-name: pytest-mock
  dependency-version: 3.15.1
  dependency-type: direct:development
  update-type: version-update:semver-patch
  dependency-group: pytest
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-09-22 03:01:33 +00:00
Matthias 3a2bb22cb3 Merge pull request #12268 from freqtrade/maint/cache
changes to CI caching
2025-09-21 17:40:32 +02:00
Matthias a7c4ec6eaf chore: try without brew python fixes
Should work now since we're using UV...
2025-09-21 16:51:13 +02:00
Matthias f7b934b306 chore(ci): try to not prune uv cache 2025-09-21 16:21:32 +02:00
Matthias d34e7a1e8e chore: don't retry bootstrap indefinitely
better behavior is to stop after a couple  of attempts
2025-09-21 15:02:34 +02:00
Matthias 4804ec986a chore: cleanup unused (and now unsupported) comments 2025-09-21 15:02:24 +02:00
Matthias 16117e5b6c chore: remove obsolete todo 2025-09-20 20:23:43 +02:00
Matthias 985805e0d5 test: add test for order_book_to_dataframe 2025-09-20 20:23:23 +02:00
Matthias 78acaf8f4c Merge pull request #12214 from mrpabloyeah/fix-shufflefilter-behavior-in-backtesting
Fix ShuffleFilter behavior in backtesting
2025-09-19 20:36:37 +02:00
Matthias a1dad065b2 docs: enhance doc wording around pairlists 2025-09-19 20:32:01 +02:00
Matthias 3b03d4346c docs: enhance freqUI documentation page structure 2025-09-19 20:31:03 +02:00
Matthias c6551819cd chore: re-word help string 2025-09-19 20:23:36 +02:00
Matthias e58635a881 test: minor adjustments to new tests 2025-09-19 20:23:07 +02:00
Matthias 8e3331d0db chore: rename variable for clarity 2025-09-19 20:16:44 +02:00
Matthias 8391a0612d chore: use ccxt's "set_markets_from_exchange" instead of manual logic 2025-09-18 07:11:55 +02:00
Matthias 68c00d1c4d chore: bump ccxt min-version requirement
this will allow us to use new features
e.g. `.set_markets_from_exchange()`
2025-09-18 07:11:55 +02:00
Matthias f48f24ce2e Merge pull request #12263 from freqtrade/update/binance-leverage-tiers
Update Binance Leverage Tiers
2025-09-18 06:29:06 +02:00
Freqtrade Bot 9d5a88416a chore: update pre-commit hooks 2025-09-18 03:12:21 +00:00
Stefano a314786056 Merge branch 'delist' of https://github.com/stash86/freqtrade into delist 2025-09-17 13:38:14 +09:00
Stefano aee9b2c749 remove lock 2025-09-17 13:38:09 +09:00
Stefano 3fffee3b05 Merge branch 'freqtrade:develop' into delist 2025-09-17 11:55:26 +09:00
Stefano 72abae7b94 disable delisting check on non-trading mode 2025-09-17 11:38:28 +09:00
Stefano a300df7ff3 fix precommit 2025-09-17 09:22:21 +09:00
Stefano 8e500d4601 add DelistFilter 2025-09-17 09:16:05 +09:00
Matthias f6e1442fdf Merge pull request #12257 from stash86/main-stash
Update API docs
2025-09-16 21:26:44 +02:00
Stefano d8d8260d76 remove logger 2025-09-16 16:11:23 +09:00
Stefano 72dd0d062b add spot check for binance 2025-09-16 15:52:19 +09:00
Stefano 03c67d6a3b switch to use dataprovider to give flexibility to users 2025-09-16 14:59:44 +09:00
Matthias 314cd10e27 Merge pull request #12260 from freqtrade/update/pre-commit-hooks
Update pre-commit hooks
2025-09-16 06:28:36 +02:00
Freqtrade Bot 6e6a929fac chore: update pre-commit hooks 2025-09-16 03:12:05 +00:00
Stefano d069f5477e add delisted pair to blacklist 2025-09-16 11:06:34 +09:00
Stefano a4a5fbe4a8 add column name for bybit and okx 2025-09-16 10:53:00 +09:00
Stefano 01e288297a fix precommit 2025-09-16 09:33:48 +09:00
Stefano 7564b1e6df remove extra log, fix delivery time check for binance 2025-09-16 09:23:20 +09:00
Stefano cf010c3f17 initial concept 2025-09-16 08:54:47 +09:00
Stefano 5ff95db9e1 move the example of blacklist to Programmatic Use card 2025-09-16 08:17:35 +09:00
Matthias ada72d2264 Merge pull request #12247 from freqtrade/dependabot/pip/develop/ruff-0.13.0
chore(deps-dev): bump ruff from 0.12.12 to 0.13.0
2025-09-15 20:21:40 +02:00
Matthias 9f436dcd1e chore: fix RUF043 violations 2025-09-15 19:20:20 +02:00
Matthias 95a710d4a8 chore: fix RUF059 violations 2025-09-15 19:15:43 +02:00
Matthias bf5d300a54 Merge pull request #12248 from freqtrade/dependabot/pip/develop/pydantic-2.11.9
chore(deps): bump pydantic from 2.11.7 to 2.11.9
2025-09-15 11:45:52 +02:00
Matthias f7a1325339 Merge pull request #12246 from freqtrade/dependabot/pip/develop/scipy-26573e6263
chore(deps): bump the scipy group with 2 updates
2025-09-15 11:29:03 +02:00
Stefano e13152715c Merge branch 'freqtrade:develop' into main-stash 2025-09-15 17:32:04 +09:00
Stefano 19a35ed111 add examples on API docs. Fix some params name 2025-09-15 17:29:33 +09:00
Matthias e62ba8ed1e chore: update scipy-stubs in pre-commit 2025-09-15 08:52:49 +02:00
Matthias f62ded94bb Merge pull request #12251 from freqtrade/dependabot/pip/develop/numpy-2.3.3
chore(deps): bump numpy from 2.3.2 to 2.3.3
2025-09-15 08:27:25 +02:00
dependabot[bot] 74f459d7ed chore(deps): bump numpy from 2.3.2 to 2.3.3
Bumps [numpy](https://github.com/numpy/numpy) from 2.3.2 to 2.3.3.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/RELEASE_WALKTHROUGH.rst)
- [Commits](https://github.com/numpy/numpy/compare/v2.3.2...v2.3.3)

---
updated-dependencies:
- dependency-name: numpy
  dependency-version: 2.3.3
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-09-15 05:59:20 +00:00
dependabot[bot] 815a351435 chore(deps): bump the scipy group with 2 updates
Bumps the scipy group with 2 updates: [scipy](https://github.com/scipy/scipy) and [scipy-stubs](https://github.com/scipy/scipy-stubs).


Updates `scipy` from 1.16.1 to 1.16.2
- [Release notes](https://github.com/scipy/scipy/releases)
- [Commits](https://github.com/scipy/scipy/compare/v1.16.1...v1.16.2)

Updates `scipy-stubs` from 1.16.1.1 to 1.16.2.0
- [Release notes](https://github.com/scipy/scipy-stubs/releases)
- [Commits](https://github.com/scipy/scipy-stubs/compare/v1.16.1.1...v1.16.2.0)

---
updated-dependencies:
- dependency-name: scipy
  dependency-version: 1.16.2
  dependency-type: direct:production
  update-type: version-update:semver-patch
  dependency-group: scipy
- dependency-name: scipy-stubs
  dependency-version: 1.16.2.0
  dependency-type: direct:development
  update-type: version-update:semver-patch
  dependency-group: scipy
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-09-15 05:59:02 +00:00
Matthias 9857f30703 Merge pull request #12252 from freqtrade/dependabot/pip/develop/numexpr-2.12.1
chore(deps): bump numexpr from 2.11.0 to 2.12.1
2025-09-15 07:58:08 +02:00
Matthias a7de2cf682 Merge pull request #12242 from freqtrade/dependabot/pip/develop/types-91b7a93ceb
chore(deps-dev): bump types-requests from 2.32.4.20250809 to 2.32.4.20250913 in the types group
2025-09-15 07:57:40 +02:00
dependabot[bot] 5e2f4924d6 chore(deps-dev): bump ruff from 0.12.12 to 0.13.0
Bumps [ruff](https://github.com/astral-sh/ruff) from 0.12.12 to 0.13.0.
- [Release notes](https://github.com/astral-sh/ruff/releases)
- [Changelog](https://github.com/astral-sh/ruff/blob/main/CHANGELOG.md)
- [Commits](https://github.com/astral-sh/ruff/compare/0.12.12...0.13.0)

---
updated-dependencies:
- dependency-name: ruff
  dependency-version: 0.13.0
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-09-15 05:48:27 +00:00
Matthias b74a334f25 Merge pull request #12250 from freqtrade/dependabot/pip/develop/mypy-1.18.1
chore(deps-dev): bump mypy from 1.17.1 to 1.18.1
2025-09-15 07:43:37 +02:00
Matthias 58c9a61cf0 Merge pull request #12253 from freqtrade/dependabot/pip/develop/scikit-learn-1.7.2
chore(deps): bump scikit-learn from 1.7.1 to 1.7.2
2025-09-15 07:18:23 +02:00
Matthias d5620cf8b5 chore: bump types-requests in pre-commit config 2025-09-15 07:12:06 +02:00
Matthias 2e50c100f9 Merge pull request #12254 from freqtrade/dependabot/pip/develop/python-telegram-bot-22.4
chore(deps): bump python-telegram-bot from 22.3 to 22.4
2025-09-15 07:00:27 +02:00
dependabot[bot] 776d9ac5e0 chore(deps): bump numexpr from 2.11.0 to 2.12.1
Bumps [numexpr](https://github.com/pydata/numexpr) from 2.11.0 to 2.12.1.
- [Release notes](https://github.com/pydata/numexpr/releases)
- [Changelog](https://github.com/pydata/numexpr/blob/master/RELEASE_NOTES.rst)
- [Commits](https://github.com/pydata/numexpr/compare/v2.11.0...v2.12.1)

---
updated-dependencies:
- dependency-name: numexpr
  dependency-version: 2.12.1
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

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2025-09-15 05:00:16 +00:00
Matthias 301e348789 Merge pull request #12243 from freqtrade/dependabot/github_actions/develop/astral-sh/setup-uv-6.7.0
chore(deps): bump astral-sh/setup-uv from 6.6.1 to 6.7.0
2025-09-15 06:59:54 +02:00
Matthias 6467d85059 Merge pull request #12244 from freqtrade/dependabot/github_actions/develop/zizmorcore/zizmor-action-0.2.0
chore(deps): bump zizmorcore/zizmor-action from 0.1.2 to 0.2.0
2025-09-15 06:59:15 +02:00
dependabot[bot] 4b4d090d39 chore(deps-dev): bump mypy from 1.17.1 to 1.18.1
Bumps [mypy](https://github.com/python/mypy) from 1.17.1 to 1.18.1.
- [Changelog](https://github.com/python/mypy/blob/master/CHANGELOG.md)
- [Commits](https://github.com/python/mypy/compare/v1.17.1...v1.18.1)

---
updated-dependencies:
- dependency-name: mypy
  dependency-version: 1.18.1
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

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2025-09-15 04:56:25 +00:00
Matthias 2ddafa28f2 Merge pull request #12249 from freqtrade/dependabot/pip/develop/bottleneck-1.6.0
chore(deps): bump bottleneck from 1.5.0 to 1.6.0
2025-09-15 06:56:10 +02:00
Matthias d6bb47816c Merge pull request #12256 from freqtrade/dependabot/pip/develop/ccxt-4.5.4
chore(deps): bump ccxt from 4.5.3 to 4.5.4
2025-09-15 06:55:30 +02:00
Matthias f40d90cf08 Merge pull request #12245 from freqtrade/dependabot/pip/develop/pytest-b85b31bc10
chore(deps-dev): bump the pytest group with 2 updates
2025-09-15 06:54:51 +02:00
dependabot[bot] ab7c1ec24f chore(deps): bump ccxt from 4.5.3 to 4.5.4
Bumps [ccxt](https://github.com/ccxt/ccxt) from 4.5.3 to 4.5.4.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/v4.5.3...v4.5.4)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-version: 4.5.4
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-09-15 03:54:21 +00:00
dependabot[bot] be5969a1e1 chore(deps): bump python-telegram-bot from 22.3 to 22.4
Bumps [python-telegram-bot](https://github.com/python-telegram-bot/python-telegram-bot) from 22.3 to 22.4.
- [Release notes](https://github.com/python-telegram-bot/python-telegram-bot/releases)
- [Commits](https://github.com/python-telegram-bot/python-telegram-bot/compare/v22.3...v22.4)

---
updated-dependencies:
- dependency-name: python-telegram-bot
  dependency-version: '22.4'
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-09-15 03:03:48 +00:00
dependabot[bot] 992d173adc chore(deps): bump scikit-learn from 1.7.1 to 1.7.2
Bumps [scikit-learn](https://github.com/scikit-learn/scikit-learn) from 1.7.1 to 1.7.2.
- [Release notes](https://github.com/scikit-learn/scikit-learn/releases)
- [Commits](https://github.com/scikit-learn/scikit-learn/compare/1.7.1...1.7.2)

---
updated-dependencies:
- dependency-name: scikit-learn
  dependency-version: 1.7.2
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

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2025-09-15 03:03:41 +00:00
dependabot[bot] 5396519b20 chore(deps): bump bottleneck from 1.5.0 to 1.6.0
Bumps [bottleneck](https://github.com/pydata/bottleneck) from 1.5.0 to 1.6.0.
- [Release notes](https://github.com/pydata/bottleneck/releases)
- [Changelog](https://github.com/pydata/bottleneck/blob/master/RELEASE.rst)
- [Commits](https://github.com/pydata/bottleneck/compare/v1.5.0...v1.6.0)

---
updated-dependencies:
- dependency-name: bottleneck
  dependency-version: 1.6.0
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

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2025-09-15 03:02:30 +00:00
dependabot[bot] d8122f5d33 chore(deps): bump pydantic from 2.11.7 to 2.11.9
Bumps [pydantic](https://github.com/pydantic/pydantic) from 2.11.7 to 2.11.9.
- [Release notes](https://github.com/pydantic/pydantic/releases)
- [Changelog](https://github.com/pydantic/pydantic/blob/v2.11.9/HISTORY.md)
- [Commits](https://github.com/pydantic/pydantic/compare/v2.11.7...v2.11.9)

---
updated-dependencies:
- dependency-name: pydantic
  dependency-version: 2.11.9
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-09-15 03:02:26 +00:00
dependabot[bot] 92f8b2dd02 chore(deps-dev): bump the pytest group with 2 updates
Bumps the pytest group with 2 updates: [pytest-asyncio](https://github.com/pytest-dev/pytest-asyncio) and [pytest-cov](https://github.com/pytest-dev/pytest-cov).


Updates `pytest-asyncio` from 1.1.0 to 1.2.0
- [Release notes](https://github.com/pytest-dev/pytest-asyncio/releases)
- [Commits](https://github.com/pytest-dev/pytest-asyncio/compare/v1.1.0...v1.2.0)

Updates `pytest-cov` from 6.3.0 to 7.0.0
- [Changelog](https://github.com/pytest-dev/pytest-cov/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest-cov/compare/v6.3.0...v7.0.0)

---
updated-dependencies:
- dependency-name: pytest-asyncio
  dependency-version: 1.2.0
  dependency-type: direct:development
  update-type: version-update:semver-minor
  dependency-group: pytest
- dependency-name: pytest-cov
  dependency-version: 7.0.0
  dependency-type: direct:development
  update-type: version-update:semver-major
  dependency-group: pytest
...

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2025-09-15 03:01:47 +00:00
dependabot[bot] 29e35cf824 chore(deps): bump zizmorcore/zizmor-action from 0.1.2 to 0.2.0
Bumps [zizmorcore/zizmor-action](https://github.com/zizmorcore/zizmor-action) from 0.1.2 to 0.2.0.
- [Release notes](https://github.com/zizmorcore/zizmor-action/releases)
- [Commits](https://github.com/zizmorcore/zizmor-action/compare/5ca5fc7a4779c5263a3ffa0e1f693009994446d1...e673c3917a1aef3c65c972347ed84ccd013ecda4)

---
updated-dependencies:
- dependency-name: zizmorcore/zizmor-action
  dependency-version: 0.2.0
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-09-15 03:01:45 +00:00
dependabot[bot] 26ff88c71a chore(deps): bump astral-sh/setup-uv from 6.6.1 to 6.7.0
Bumps [astral-sh/setup-uv](https://github.com/astral-sh/setup-uv) from 6.6.1 to 6.7.0.
- [Release notes](https://github.com/astral-sh/setup-uv/releases)
- [Commits](https://github.com/astral-sh/setup-uv/compare/557e51de59eb14aaaba2ed9621916900a91d50c6...b75a909f75acd358c2196fb9a5f1299a9a8868a4)

---
updated-dependencies:
- dependency-name: astral-sh/setup-uv
  dependency-version: 6.7.0
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-09-15 03:01:42 +00:00
dependabot[bot] 7b3951f1e5 chore(deps-dev): bump types-requests in the types group
Bumps the types group with 1 update: [types-requests](https://github.com/typeshed-internal/stub_uploader).


Updates `types-requests` from 2.32.4.20250809 to 2.32.4.20250913
- [Commits](https://github.com/typeshed-internal/stub_uploader/commits)

---
updated-dependencies:
- dependency-name: types-requests
  dependency-version: 2.32.4.20250913
  dependency-type: direct:development
  update-type: version-update:semver-patch
  dependency-group: types
...

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2025-09-15 03:01:24 +00:00
mrpabloyeah 5dbfc92c5a Add --enable-dynamic-pairlist option in backtesting 2025-09-14 13:58:53 +02:00
Matthias a14281722a chore: remove no longer necessary TODO comments 2025-09-14 10:12:59 +02:00
Matthias a80f3ae919 fix: re-add candle_type_def to configuration
Temporary fix for now ...
closes #12239
2025-09-13 13:59:25 +02:00
mrpabloyeah 5f558137d3 Add cache for expanded_blacklist() in PairListManager in backtest mode 2025-09-12 13:01:50 +02:00
Matthias ecd66f8a64 fix: backtesting through UI not working consecutive times
closes #12239
2025-09-11 20:14:12 +02:00
Matthias 8d965d4833 docs: Add link to storing custom data from order_filled
part of #12238
2025-09-11 19:29:23 +02:00
Matthias 25a3de653c Merge pull request #12237 from freqtrade/update/binance-leverage-tiers
Update Binance Leverage Tiers
2025-09-11 06:31:23 +02:00
Freqtrade Bot ac519a273b chore: update pre-commit hooks 2025-09-11 03:14:58 +00:00
Matthias 68429f9c37 fix: improve wording for config overriding strategy values
closes #12212
2025-09-10 20:17:53 +02:00
Matthias 5cb41badc1 chore: don't log timeframe from cli twice
part of #12212
2025-09-10 20:16:21 +02:00
Matthias 54bebeabb7 Merge pull request #12229 from freqtrade/lookahead_analysis_12168
Lookahead analysis - fix false positives
2025-09-10 19:46:29 +02:00
Matthias 3a17c2b55c Merge pull request #12232 from stash86/main-stash
correctly handle pairlist that use wildcard
2025-09-10 06:51:22 +02:00
Stefano 7b7b8b8f8b correctly handle pairlist that use wildcard 2025-09-10 09:09:24 +09:00
mrpabloyeah 55201b6224 Fix: Hyperopt breaks when self.dynamic_pairlist is set to True 2025-09-09 20:17:14 +02:00
Matthias 49b9296cd9 test: Add futures to test matrix 2025-09-09 19:43:00 +02:00
Matthias 09fabd911e test: simplify and improve fetch_ohlcv test
Also adress okx mark oddity - which didn't show up before due to odd
test setup (using "" instead of "spot").
2025-09-09 19:42:17 +02:00
mrpabloyeah 43be752847 Do not verify the backlist if it is empty 2025-09-09 19:24:32 +02:00
Matthias 6cfd31c705 fix: "price" shouldn't be sent for regular futures candles 2025-09-09 19:18:28 +02:00
mrpabloyeah 3bce9278bd Add cache for gen_pairlist() in StaticPairList in backtest mode 2025-09-09 14:37:08 +02:00
Matthias 068caf159d test: update test for new okx candle limits 2025-09-09 07:12:03 +02:00
Matthias eb8875b64b feat: adjust okx ohlcv candle limits 2025-09-09 07:11:42 +02:00
Matthias 97578c0831 Merge pull request #12231 from freqtrade/update/pre-commit-hooks
Update pre-commit hooks
2025-09-09 06:31:08 +02:00
Freqtrade Bot 7219f71bc1 chore: update pre-commit hooks 2025-09-09 03:15:50 +00:00
mrpabloyeah eea9133b3f test_time_pair_generator_open_trades_first() 2025-09-09 03:03:07 +02:00
mrpabloyeah a8f543ce62 Add test_time_pair_generator_refresh_pairlist() 2025-09-09 03:01:46 +02:00
Matthias b35172a3b8 chore: export lookahead command partial 2025-09-08 20:43:58 +02:00
Matthias 7b8f0583a4 test: add test for order_type force behavior 2025-09-08 20:02:09 +02:00
Matthias 7ae89711dd docs: update docs for lookahead analysis override 2025-09-08 19:52:38 +02:00
Matthias a2c3729254 feat: Override order types for lookahead analysis
this avoids false positives - but could cause false-negatives
if the problem is in a pricing callback.
`--allow-limit-orders` can re-allow limit orders to test for this scenario.

part of #12168
2025-09-08 19:52:15 +02:00
Matthias 14c9f783d5 refactor: Improve clarity of method name 2025-09-08 19:40:20 +02:00
Matthias 6c9c709c65 chore: use fstring in strategy helper 2025-09-08 19:37:46 +02:00
Matthias 1c2ffc6aaa chore: improve log message 2025-09-08 19:32:20 +02:00
Matthias a6d2bc5238 chore: fix docker armhf build 2025-09-08 19:12:27 +02:00
mrpabloyeah 737d2804d2 Fix spelling mistake 2025-09-08 17:47:33 +02:00
Matthias 3e14c2664e Merge pull request #12218 from freqtrade/dependabot/pip/develop/pytest-85bdb35c79
chore(deps-dev): bump the pytest group with 3 updates
2025-09-08 07:40:23 +02:00
Matthias 78bd8554aa Merge pull request #12221 from freqtrade/dependabot/pip/develop/ta-lib-0.6.7
chore(deps): bump ta-lib from 0.6.6 to 0.6.7
2025-09-08 07:39:43 +02:00
Matthias f1d5679fba Merge pull request #12223 from freqtrade/dependabot/pip/develop/cryptography-45.0.7
chore(deps): bump cryptography from 45.0.6 to 45.0.7
2025-09-08 07:30:47 +02:00
dependabot[bot] a9e82b7fc2 chore(deps-dev): bump the pytest group with 3 updates
Bumps the pytest group with 3 updates: [pytest](https://github.com/pytest-dev/pytest), [pytest-cov](https://github.com/pytest-dev/pytest-cov) and [pytest-mock](https://github.com/pytest-dev/pytest-mock).


Updates `pytest` from 8.4.1 to 8.4.2
- [Release notes](https://github.com/pytest-dev/pytest/releases)
- [Changelog](https://github.com/pytest-dev/pytest/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest/compare/8.4.1...8.4.2)

Updates `pytest-cov` from 6.2.1 to 6.3.0
- [Changelog](https://github.com/pytest-dev/pytest-cov/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest-cov/compare/v6.2.1...v6.3.0)

Updates `pytest-mock` from 3.14.1 to 3.15.0
- [Release notes](https://github.com/pytest-dev/pytest-mock/releases)
- [Changelog](https://github.com/pytest-dev/pytest-mock/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest-mock/compare/v3.14.1...v3.15.0)

---
updated-dependencies:
- dependency-name: pytest
  dependency-version: 8.4.2
  dependency-type: direct:development
  update-type: version-update:semver-patch
  dependency-group: pytest
- dependency-name: pytest-cov
  dependency-version: 6.3.0
  dependency-type: direct:development
  update-type: version-update:semver-minor
  dependency-group: pytest
- dependency-name: pytest-mock
  dependency-version: 3.15.0
  dependency-type: direct:development
  update-type: version-update:semver-minor
  dependency-group: pytest
...

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2025-09-08 05:09:00 +00:00
dependabot[bot] 21f77f9c5d chore(deps): bump cryptography from 45.0.6 to 45.0.7
Bumps [cryptography](https://github.com/pyca/cryptography) from 45.0.6 to 45.0.7.
- [Changelog](https://github.com/pyca/cryptography/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/pyca/cryptography/compare/45.0.6...45.0.7)

---
updated-dependencies:
- dependency-name: cryptography
  dependency-version: 45.0.7
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

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2025-09-08 05:05:45 +00:00
Matthias c4c0198d20 chore: Update ta-lib armhf wheel 2025-09-08 07:04:19 +02:00
dependabot[bot] d72d13ed58 chore(deps): bump ta-lib from 0.6.6 to 0.6.7
Bumps [ta-lib](https://github.com/ta-lib/ta-lib-python) from 0.6.6 to 0.6.7.
- [Release notes](https://github.com/ta-lib/ta-lib-python/releases)
- [Changelog](https://github.com/TA-Lib/ta-lib-python/blob/master/CHANGELOG)
- [Commits](https://github.com/ta-lib/ta-lib-python/compare/v0.6.6...v0.6.7)

---
updated-dependencies:
- dependency-name: ta-lib
  dependency-version: 0.6.7
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

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2025-09-08 05:01:16 +00:00
Matthias 5ea0705547 Merge pull request #12225 from freqtrade/dependabot/pip/develop/ruff-0.12.12
chore(deps-dev): bump ruff from 0.12.11 to 0.12.12
2025-09-08 06:55:33 +02:00
Matthias 575b50deda Merge pull request #12224 from freqtrade/dependabot/pip/develop/xgboost-3.0.5
chore(deps): bump xgboost from 3.0.4 to 3.0.5
2025-09-08 06:51:35 +02:00
Matthias a0d1a04605 Merge pull request #12219 from freqtrade/dependabot/pip/develop/mkdocs-9523af169b
chore(deps): bump mkdocs-material from 9.6.18 to 9.6.19 in the mkdocs group
2025-09-08 06:51:14 +02:00
Matthias aa4704e37d Merge pull request #12220 from freqtrade/dependabot/pip/develop/markdown-3.9
chore(deps): bump markdown from 3.8.2 to 3.9
2025-09-08 06:51:00 +02:00
Matthias 4143a2559a Merge pull request #12215 from freqtrade/dependabot/github_actions/develop/astral-sh/setup-uv-6.6.1
chore(deps): bump astral-sh/setup-uv from 6.6.0 to 6.6.1
2025-09-08 06:50:35 +02:00
Matthias 693a8fa979 Merge pull request #12217 from freqtrade/dependabot/github_actions/develop/actions/setup-python-6
chore(deps): bump actions/setup-python from 5 to 6
2025-09-08 06:50:12 +02:00
Matthias 6ec639d347 Merge pull request #12216 from freqtrade/dependabot/github_actions/develop/pypa/gh-action-pypi-publish-1.13.0
chore(deps): bump pypa/gh-action-pypi-publish from 1.12.4 to 1.13.0
2025-09-08 06:49:56 +02:00
Matthias 52d5d35afb Merge pull request #12222 from freqtrade/dependabot/pip/develop/ccxt-4.5.3
chore(deps): bump ccxt from 4.5.2 to 4.5.3
2025-09-08 06:47:36 +02:00
dependabot[bot] 8a21cc6d18 chore(deps-dev): bump ruff from 0.12.11 to 0.12.12
Bumps [ruff](https://github.com/astral-sh/ruff) from 0.12.11 to 0.12.12.
- [Release notes](https://github.com/astral-sh/ruff/releases)
- [Changelog](https://github.com/astral-sh/ruff/blob/main/CHANGELOG.md)
- [Commits](https://github.com/astral-sh/ruff/compare/0.12.11...0.12.12)

---
updated-dependencies:
- dependency-name: ruff
  dependency-version: 0.12.12
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

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2025-09-08 03:02:47 +00:00
dependabot[bot] b6bedf20ce chore(deps): bump xgboost from 3.0.4 to 3.0.5
Bumps [xgboost](https://github.com/dmlc/xgboost) from 3.0.4 to 3.0.5.
- [Release notes](https://github.com/dmlc/xgboost/releases)
- [Changelog](https://github.com/dmlc/xgboost/blob/master/NEWS.md)
- [Commits](https://github.com/dmlc/xgboost/compare/v3.0.4...v3.0.5)

---
updated-dependencies:
- dependency-name: xgboost
  dependency-version: 3.0.5
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-09-08 03:02:37 +00:00
dependabot[bot] 9f02279d5a chore(deps): bump ccxt from 4.5.2 to 4.5.3
Bumps [ccxt](https://github.com/ccxt/ccxt) from 4.5.2 to 4.5.3.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/v4.5.2...v4.5.3)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-version: 4.5.3
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

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2025-09-08 03:02:26 +00:00
dependabot[bot] 6f9906e935 chore(deps): bump markdown from 3.8.2 to 3.9
Bumps [markdown](https://github.com/Python-Markdown/markdown) from 3.8.2 to 3.9.
- [Release notes](https://github.com/Python-Markdown/markdown/releases)
- [Changelog](https://github.com/Python-Markdown/markdown/blob/master/docs/changelog.md)
- [Commits](https://github.com/Python-Markdown/markdown/compare/3.8.2...3.9.0)

---
updated-dependencies:
- dependency-name: markdown
  dependency-version: '3.9'
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-09-08 03:02:10 +00:00
dependabot[bot] e934c3934d chore(deps): bump mkdocs-material in the mkdocs group
Bumps the mkdocs group with 1 update: [mkdocs-material](https://github.com/squidfunk/mkdocs-material).


Updates `mkdocs-material` from 9.6.18 to 9.6.19
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/9.6.18...9.6.19)

---
updated-dependencies:
- dependency-name: mkdocs-material
  dependency-version: 9.6.19
  dependency-type: direct:production
  update-type: version-update:semver-patch
  dependency-group: mkdocs
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-09-08 03:01:58 +00:00
dependabot[bot] d6f78e4cc8 chore(deps): bump actions/setup-python from 5 to 6
Bumps [actions/setup-python](https://github.com/actions/setup-python) from 5 to 6.
- [Release notes](https://github.com/actions/setup-python/releases)
- [Commits](https://github.com/actions/setup-python/compare/v5...v6)

---
updated-dependencies:
- dependency-name: actions/setup-python
  dependency-version: '6'
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-09-08 03:01:46 +00:00
dependabot[bot] f9cc05b202 chore(deps): bump pypa/gh-action-pypi-publish from 1.12.4 to 1.13.0
Bumps [pypa/gh-action-pypi-publish](https://github.com/pypa/gh-action-pypi-publish) from 1.12.4 to 1.13.0.
- [Release notes](https://github.com/pypa/gh-action-pypi-publish/releases)
- [Commits](https://github.com/pypa/gh-action-pypi-publish/compare/76f52bc884231f62b9a034ebfe128415bbaabdfc...ed0c53931b1dc9bd32cbe73a98c7f6766f8a527e)

---
updated-dependencies:
- dependency-name: pypa/gh-action-pypi-publish
  dependency-version: 1.13.0
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-09-08 03:01:42 +00:00
dependabot[bot] 76eb92b821 chore(deps): bump astral-sh/setup-uv from 6.6.0 to 6.6.1
Bumps [astral-sh/setup-uv](https://github.com/astral-sh/setup-uv) from 6.6.0 to 6.6.1.
- [Release notes](https://github.com/astral-sh/setup-uv/releases)
- [Commits](https://github.com/astral-sh/setup-uv/compare/4959332f0f014c5280e7eac8b70c90cb574c9f9b...557e51de59eb14aaaba2ed9621916900a91d50c6)

---
updated-dependencies:
- dependency-name: astral-sh/setup-uv
  dependency-version: 6.6.1
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-09-08 03:01:38 +00:00
mrpabloyeah e749051dbc Fix ShuffleFilter behavior in backtesting 2025-09-07 23:28:33 +02:00
Matthias 6de7c70e7e Merge pull request #11625 from alisalama/develop
Parallelisation of iterative data downloads for speed improvement
2025-09-07 19:31:52 +02:00
Matthias 74f52b14cd chore(ci): disable package cleanup on pull requests 2025-09-07 19:31:12 +02:00
Matthias e33363bf6c feat: allow disabling parallel data-download per exchange 2025-09-07 18:18:34 +02:00
Matthias 7d77e63b81 chore: simplify comment 2025-09-07 15:54:16 +02:00
Matthias cfa855dec8 test: remove missleading comment 2025-09-07 15:53:56 +02:00
Matthias 34a72a0555 feat: doin't drop last candle for funding fees 2025-09-07 15:52:44 +02:00
Matthias a9db7d0286 chore: improve log wording 2025-09-07 15:35:00 +02:00
Matthias 19140e9cfa doc: fix funding fee doc sample 2025-09-07 12:01:32 +02:00
Matthias b0c3f2ff7f chore(ci): fix actions permission 2025-09-07 09:21:22 +02:00
Matthias 8686b56b9e chore(ci): automatically cleanup untagged images 2025-09-07 09:16:58 +02:00
Matthias 6ab731acdb chore(ci): Try simpler syntax 2025-09-07 09:10:44 +02:00
Matthias 8ca63cf0ee chore(ci): Improved workflow syntax 2025-09-07 09:04:27 +02:00
Matthias 5774c08b4a chore(ci): use proper input syntax 2025-09-07 09:01:22 +02:00
Matthias b731cdef56 chore(ci): use proper input syntax 2025-09-07 08:59:57 +02:00
Matthias b51c93fbc1 chore(ci): attempt at package-cleanup 2025-09-07 08:57:06 +02:00
Matthias e948839fb5 feat: have timerange have a default display way 2025-09-06 19:18:12 +02:00
Matthias 587ec513db fix: Odd error downloading wrong timerange when using --days via UI 2025-09-06 19:17:01 +02:00
Matthias efed5700be fix: handle RuntimeError on trades download
asyncio raises RuntimeError if the handler is not set on
the main thread.

closes #12211
2025-09-06 18:09:26 +02:00
Matthias 5ddaea7efc chore: improve log message 2025-09-06 18:01:35 +02:00
Matthias 66577b741f doc: improve orderbook wording 2025-09-06 17:52:20 +02:00
Matthias 09017980b6 docs: add live funding rate documentation 2025-09-06 17:52:20 +02:00
Matthias 3a7721ebe8 test: add test for fetch_funding_rate
part of #12206
2025-09-06 17:52:14 +02:00
Matthias 35cc3efd5a feat: improve docstring and error handling
part of #12206
2025-09-06 17:52:09 +02:00
Matthias 95ad756909 feat: add "current funding fee" endpoint
part of #12206
2025-09-06 17:51:50 +02:00
Matthias 816ca2ea15 feat: add error in case of non-available informative dataframe 2025-09-06 09:38:23 +02:00
Matthias 246891a8f6 feat: limit downloadable funding rates to funding rate interval
Limit using wrong funding-rate timeframes, which can cause wrong
information and assumptions in the strategy

Part of #12206
2025-09-06 09:21:28 +02:00
Matthias 25fd63c6d0 chore: make internal attribute really private 2025-09-06 09:10:44 +02:00
Matthias cadbbd0e2e chore: improve variable naming for clarity 2025-09-06 09:08:01 +02:00
Matthias 65b83c46fb Merge pull request #12208 from freqtrade/test_flat_dockerbuild
Restructure docker builds
2025-09-05 11:44:32 +02:00
Matthias 31204a37a5 chore(ci): set missed env 2025-09-05 07:09:22 +02:00
Matthias 67774c71e5 chore(ci): set composite action outputs 2025-09-04 20:01:29 +02:00
Matthias 44b65daf1c chore(ci): Switch to use outputs instead of global environments 2025-09-04 19:51:30 +02:00
Matthias 48ff0c5744 chore(ci): Use buildx imagetools only 2025-09-04 07:06:28 +02:00
Matthias 3934aa118f chore(ci): use docker buildx imagetool create 2025-09-04 07:06:27 +02:00
Matthias d40efb883c chore(ci): use proper manifest command 2025-09-04 07:06:27 +02:00
Matthias 84ec09565a chore(ci): Fix docker github login 2025-09-04 07:06:27 +02:00
Matthias 387431e4df chore(ci): use docker manifest to copy to ghcr 2025-09-04 07:06:27 +02:00
Matthias 662747c06c chore(ci): enable aliases 2025-09-04 07:06:27 +02:00
Matthias 89272e9ddb chore(ci): don't cache qemu image 2025-09-04 07:06:27 +02:00
Matthias 23d4d25e39 chore(ci): move everything to docker build action 2025-09-04 07:06:27 +02:00
Matthias 488a608c90 chore(ci): simplify build steps 2025-09-04 07:06:27 +02:00
Matthias a94d18a10b chore(ci): use composite action to extract docker variables 2025-09-04 07:06:27 +02:00
Matthias 94aba0f9ac chore(ci) fix step naming 2025-09-04 07:06:27 +02:00
Matthias 35c3ca91eb chore(ci): fix small typo 2025-09-04 07:06:27 +02:00
Matthias 53328bc595 chore(ci): allow failure on pull 2025-09-04 07:06:27 +02:00
Matthias bb7a4c4739 chore(ci): move CI build to action
* Reduce the need for a helper script
* increase visibility into individual build times
2025-09-04 07:06:27 +02:00
Matthias 7d38963c61 chore(ci): extract environment parts to ci file 2025-09-04 07:06:27 +02:00
Matthias a7e7c17134 Merge pull request #12207 from freqtrade/update/binance-leverage-tiers
Update Binance Leverage Tiers
2025-09-04 06:51:27 +02:00
Freqtrade Bot 0544af1f68 chore: update pre-commit hooks 2025-09-04 03:10:44 +00:00
Matthias ba87f3e7d7 chore: exclude .venv and userdata from dockerfiles 2025-09-02 20:59:23 +02:00
Matthias b60a3802e7 feat: remove numpy and pandas downgrade for armhf 2025-09-02 19:21:01 +02:00
Matthias 4beb6a8049 Merge pull request #12198 from hustrust/develop
chore: remove redundant word in docs/freq-ui.md
2025-09-02 18:18:20 +02:00
Robert Caulk bd10afc796 Merge pull request #12195 from Kritoooo/fix-skip-empty-test-labels
feat: warn user with clear message when test labels empty
2025-09-02 12:19:56 +02:00
hustrust 2868efa779 chore: remove redundant word in docs/freq-ui.md
Signed-off-by: hustrust <hustrust@outlook.com>
2025-09-02 16:28:51 +08:00
Matthias fe466e2e86 chore(ci): set environment variables directly 2025-09-02 07:23:10 +02:00
Matthias 6c5771b40c chore(ci): remove some redundant environment variables 2025-09-02 07:16:10 +02:00
Matthias 5c81d31bd1 chore(ci): Updated docker hub login 2025-09-02 07:13:18 +02:00
Matthias b1b3b42489 Merge pull request #12196 from freqtrade/update/pre-commit-hooks
Update pre-commit hooks
2025-09-02 06:58:52 +02:00
Freqtrade Bot 5b03fc1a89 chore: update pre-commit hooks 2025-09-02 03:18:44 +00:00
Matthias dd73c724c4 Merge pull request #12183 from freqtrade/dependabot/pip/develop/ta-lib-0.6.6
chore(deps): bump ta-lib from 0.6.5 to 0.6.6
2025-09-01 20:01:50 +02:00
Matthias 5cbcd68446 chore: update armhf binary 2025-09-01 19:47:45 +02:00
Kritoooo 3bc1afd149 feat: warn user with clear message when test labels empty 2025-09-01 21:21:24 +08:00
Matthias 877761ecd3 Merge pull request #12185 from freqtrade/dependabot/pip/develop/cachetools-6.2.0
chore(deps): bump cachetools from 6.1.0 to 6.2.0
2025-09-01 11:00:55 +02:00
Matthias 9ef464e002 Merge pull request #12188 from freqtrade/dependabot/pip/develop/questionary-2.1.1
chore(deps): bump questionary from 2.1.0 to 2.1.1
2025-09-01 10:49:48 +02:00
dependabot[bot] 3deb089d64 chore(deps): bump cachetools from 6.1.0 to 6.2.0
Bumps [cachetools](https://github.com/tkem/cachetools) from 6.1.0 to 6.2.0.
- [Changelog](https://github.com/tkem/cachetools/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/tkem/cachetools/compare/v6.1.0...v6.2.0)

---
updated-dependencies:
- dependency-name: cachetools
  dependency-version: 6.2.0
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-09-01 08:40:20 +00:00
Matthias f4f2249447 Merge pull request #12187 from freqtrade/dependabot/pip/develop/types-562fd16d2b
chore(deps-dev): bump types-cachetools from 6.1.0.20250717 to 6.2.0.20250827 in the types group
2025-09-01 10:36:57 +02:00
dependabot[bot] 1c5a4f4f39 chore(deps): bump questionary from 2.1.0 to 2.1.1
Bumps [questionary](https://github.com/tmbo/questionary) from 2.1.0 to 2.1.1.
- [Commits](https://github.com/tmbo/questionary/compare/2.1.0...2.1.1)

---
updated-dependencies:
- dependency-name: questionary
  dependency-version: 2.1.1
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-09-01 08:10:19 +00:00
Matthias 1909fc3139 chore: update pre-commit cachetools 2025-09-01 10:05:43 +02:00
Matthias 2de831f1b2 Merge pull request #12189 from freqtrade/dependabot/pip/develop/orjson-3.11.3
chore(deps): bump orjson from 3.11.2 to 3.11.3
2025-09-01 10:03:51 +02:00
Matthias 1739200ee4 Merge pull request #12191 from freqtrade/dependabot/pip/develop/humanize-4.13.0
chore(deps): bump humanize from 4.12.3 to 4.13.0
2025-09-01 10:03:38 +02:00
Matthias 31a44178a4 Merge pull request #12193 from freqtrade/dependabot/pip/develop/prompt-toolkit-3.0.52
chore(deps): bump prompt-toolkit from 3.0.51 to 3.0.52
2025-09-01 10:02:22 +02:00
Matthias eb9f233a78 Merge pull request #12192 from freqtrade/dependabot/pip/develop/ruff-0.12.11
chore(deps-dev): bump ruff from 0.12.10 to 0.12.11
2025-09-01 10:01:05 +02:00
dependabot[bot] 3986dc2617 chore(deps): bump prompt-toolkit from 3.0.51 to 3.0.52
Bumps [prompt-toolkit](https://github.com/prompt-toolkit/python-prompt-toolkit) from 3.0.51 to 3.0.52.
- [Release notes](https://github.com/prompt-toolkit/python-prompt-toolkit/releases)
- [Changelog](https://github.com/prompt-toolkit/python-prompt-toolkit/blob/main/CHANGELOG)
- [Commits](https://github.com/prompt-toolkit/python-prompt-toolkit/compare/3.0.51...3.0.52)

---
updated-dependencies:
- dependency-name: prompt-toolkit
  dependency-version: 3.0.52
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-09-01 06:24:42 +00:00
dependabot[bot] 1f7f2ee3dd chore(deps-dev): bump ruff from 0.12.10 to 0.12.11
Bumps [ruff](https://github.com/astral-sh/ruff) from 0.12.10 to 0.12.11.
- [Release notes](https://github.com/astral-sh/ruff/releases)
- [Changelog](https://github.com/astral-sh/ruff/blob/main/CHANGELOG.md)
- [Commits](https://github.com/astral-sh/ruff/compare/0.12.10...0.12.11)

---
updated-dependencies:
- dependency-name: ruff
  dependency-version: 0.12.11
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-09-01 06:22:56 +00:00
dependabot[bot] 6e0da1aa3a chore(deps): bump humanize from 4.12.3 to 4.13.0
Bumps [humanize](https://github.com/python-humanize/humanize) from 4.12.3 to 4.13.0.
- [Release notes](https://github.com/python-humanize/humanize/releases)
- [Commits](https://github.com/python-humanize/humanize/compare/4.12.3...4.13.0)

---
updated-dependencies:
- dependency-name: humanize
  dependency-version: 4.13.0
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-09-01 06:22:50 +00:00
dependabot[bot] af3b0ed39f chore(deps): bump orjson from 3.11.2 to 3.11.3
Bumps [orjson](https://github.com/ijl/orjson) from 3.11.2 to 3.11.3.
- [Release notes](https://github.com/ijl/orjson/releases)
- [Changelog](https://github.com/ijl/orjson/blob/master/CHANGELOG.md)
- [Commits](https://github.com/ijl/orjson/compare/3.11.2...3.11.3)

---
updated-dependencies:
- dependency-name: orjson
  dependency-version: 3.11.3
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-09-01 06:21:23 +00:00
dependabot[bot] 1302b67772 chore(deps-dev): bump types-cachetools in the types group
Bumps the types group with 1 update: [types-cachetools](https://github.com/typeshed-internal/stub_uploader).


Updates `types-cachetools` from 6.1.0.20250717 to 6.2.0.20250827
- [Commits](https://github.com/typeshed-internal/stub_uploader/commits)

---
updated-dependencies:
- dependency-name: types-cachetools
  dependency-version: 6.2.0.20250827
  dependency-type: direct:development
  update-type: version-update:semver-minor
  dependency-group: types
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-09-01 06:20:24 +00:00
dependabot[bot] 6d44248607 chore(deps): bump ta-lib from 0.6.5 to 0.6.6
Bumps [ta-lib](https://github.com/ta-lib/ta-lib-python) from 0.6.5 to 0.6.6.
- [Release notes](https://github.com/ta-lib/ta-lib-python/releases)
- [Changelog](https://github.com/TA-Lib/ta-lib-python/blob/master/CHANGELOG)
- [Commits](https://github.com/ta-lib/ta-lib-python/compare/v0.6.5...v0.6.6)

---
updated-dependencies:
- dependency-name: ta-lib
  dependency-version: 0.6.6
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-09-01 06:18:21 +00:00
Matthias 5f1d9cbab1 Merge pull request #12151 from mpagnoulle/feat/trades-timerange-filtering
Trades TimeRange filtering for FeatherDataHandler and _if_enabled_populate_trades
2025-08-31 10:00:23 +02:00
Matthias aad21195df docs: document nested webhook functionality 2025-08-31 08:41:30 +02:00
Matthias 739a67fdcb test: add test for new webhook functionality 2025-08-31 08:41:12 +02:00
Matthias 48bd5cb2c0 feat: add nested webhook message support 2025-08-31 08:41:05 +02:00
Matthias 9c079ccdfd Merge pull request #12182 from freqtrade/new_release
New release 2025.8
2025-08-31 08:25:25 +02:00
Matthias 2542102280 test: Test telegram init exception handling 2025-08-30 20:02:03 +02:00
Matthias 5407c2efec fix: list-data --trades no longer working when used with --pairs filter 2025-08-30 19:58:37 +02:00
Matthias 81a5d49687 fix: list-data --trades no longer working when used with --pairs filter 2025-08-30 19:58:24 +02:00
Matthias 321b44b779 chore: fix 2025-08-30 19:57:47 +02:00
Matthias 61a1ed897f chore: bump pyright minimum version 2025-08-30 18:10:21 +02:00
Matthias 5bb4cffa21 chore: clarify deprecation message 2025-08-30 18:02:26 +02:00
Matthias 5c314b6f1c chore: bump dev version to 2025.9-dev 2025-08-30 17:56:49 +02:00
Matthias cee8855dca chore: bump version to 2025.8 2025-08-30 17:45:29 +02:00
Matthias 1196237f82 Merge branch 'stable' into new_release 2025-08-30 17:45:09 +02:00
Maxime Pagnoulle 9d5295fdb4 feat: Support for unbounded start and/or end in timerange filtering, added associated tests 2025-08-30 17:38:23 +02:00
Matthias 71e1c91148 docs: wider docs page 2025-08-30 17:26:16 +02:00
Matthias e9718e064f chore: remove outdated comment about ta-lib 2025-08-30 15:40:52 +02:00
Matthias 3e8bb29c9f test: move test to usdt 2025-08-30 15:40:52 +02:00
Matthias 2fd703fcc5 Merge pull request #12170 from mrpabloyeah/some-improvements-to-backtest-summary-metrics
Some improvements to backtest summary metrics
2025-08-30 15:40:35 +02:00
Matthias 2a84b00dad docs: fix/improve developer docs 2025-08-30 15:17:06 +02:00
Matthias 711ebfea28 docs: update backtest-result to reproducible result 2025-08-30 15:12:54 +02:00
Matthias 8cd2ee95f9 feat: add developer documentation to generate backtest results 2025-08-30 14:56:23 +02:00
Matthias 539937c0eb refactor: move base_analysis to where it belongs 2025-08-30 11:47:38 +02:00
Matthias fefd698e96 Merge pull request #12179 from freqtrade/deps/loky
CI: Bump joblib to latest version
2025-08-30 11:39:00 +02:00
Matthias 3512d788dc chore: bump technical to 1.5.3 to align talib version 2025-08-30 11:19:36 +02:00
Matthias 54c4dd1ce6 chore: run CI against 3.13 unconditionally again
Pinning to 3.13.6 was a workaround for the loky bug
2025-08-30 11:18:02 +02:00
Matthias daaff66ff0 chore: Bump joblib dependency to 1.5.2 2025-08-30 11:14:15 +02:00
Matthias 8610f9883d feat: enable PostOnly orders for binance futures 2025-08-30 10:13:10 +02:00
Matthias e503d4a9c0 fix: downgrade pyarrow to 20 to work around pyarrow compilation error
related: https://github.com/apache/arrow/issues/47229
2025-08-29 20:31:06 +02:00
Matthias eaf3fc8833 test: add negative test for parallel download 2025-08-29 20:06:03 +02:00
Matthias 94c5ddc13d test: add test covering parallel pair merging 2025-08-29 07:26:05 +02:00
Matthias a3fedbaba7 docs: update outdated comments 2025-08-29 07:11:19 +02:00
Matthias 1cf1d9e3d7 chore: remove unused ignore 2025-08-28 20:37:41 +02:00
Matthias 6b250f9dfe feat: reduce log verbosity of recursive and lookahead bias commands 2025-08-28 20:19:47 +02:00
Matthias 3d24ef66d8 refactor: have backtesting init use self.config instead of the passed in config 2025-08-28 20:13:27 +02:00
Matthias ef0fc13235 chore: reduce data-load verbosity 2025-08-28 20:11:28 +02:00
Matthias 394ff1bbf6 chore: improve variable wording 2025-08-28 19:51:43 +02:00
Matthias 5cdd087465 fix: type error 2025-08-28 19:34:45 +02:00
Matthias 93051f4f97 test: update test for dynamic pairlist expansion in list-data 2025-08-28 19:21:54 +02:00
mrpabloyeah 1c2eed1421 Merge branch 'freqtrade:develop' into some-improvements-to-backtest-summary-metrics 2025-08-28 18:44:37 +02:00
mrpabloyeah 532f5ab080 Update backtesting documentation 2025-08-28 18:32:24 +02:00
Matthias e3ffe56549 feat: add dynamic PL expansion to list-data 2025-08-28 18:29:44 +02:00
Matthias 564634be45 docs: update exported help messages 2025-08-28 07:08:36 +02:00
Matthias ab3ae3dc62 chore: Update cli help 2025-08-28 07:08:25 +02:00
Matthias d037f67f74 test: add parallel download test 2025-08-28 07:07:27 +02:00
Matthias b1b6341a6e test: improve parallel test to capture caching 2025-08-28 06:50:17 +02:00
Matthias 8c92f9407d chore: use candle_type as argument for parallel-download 2025-08-28 06:50:08 +02:00
Matthias e0aa660b56 chore: improve docstring wording 2025-08-28 06:46:45 +02:00
Matthias 25d4cabe3b Merge pull request #12171 from freqtrade/update/binance-leverage-tiers
Update Binance Leverage Tiers
2025-08-28 06:36:39 +02:00
Freqtrade Bot 7539b6ffda chore: update pre-commit hooks 2025-08-28 03:16:20 +00:00
mrpabloyeah 8e623ee64c Some improvements to backtest summary metrics 2025-08-28 02:04:39 +02:00
Matthias 59ab51c06c test: Update basic test for calls to parallel-download 2025-08-27 20:19:47 +02:00
Matthias 2eb2617b6f chore: make condition more logical 2025-08-27 20:19:31 +02:00
Matthias b284572ea7 chore: update docstring 2025-08-27 19:44:39 +02:00
Matthias 1e5d9ecfa3 chore: improved logstring 2025-08-27 10:22:40 +02:00
Matthias e8bda298e3 Merge branch 'develop' into pr/alisalama/11625 2025-08-27 10:15:07 +02:00
Matthias 489cd008d6 chore: invert "parallel download" option 2025-08-27 10:15:04 +02:00
Matthias 22ddd9a7d4 Merge pull request #12169 from freqtrade/deps/ccxt
Bump ccxt version to 4.5.2
2025-08-27 10:00:44 +02:00
Matthias 128ea45fee chore: bump ccxt version to 4.5.2 2025-08-27 09:42:42 +02:00
Matthias 3ff1e31a81 test: don't use fixture if it's only used once 2025-08-27 08:31:14 +02:00
Matthias 2495f68751 chore: remove no-longer working badge 2025-08-26 20:47:31 +02:00
Matthias 70ee652be5 fix: cut-off (too short) timeframe-detail bug
If the detail data stops short, this shouldn't cause an exception.
instead, we should continue with "parent only" logic.
2025-08-26 19:39:15 +02:00
Matthias bb1d34c33d Merge pull request #12077 from mrpabloyeah/allow-pairs-with-prefix-in-marketcap-pairList
Allow pairs with prefix in MarketCapPairList
2025-08-26 19:12:46 +02:00
Matthias 8f6d64f5e1 test: add test for 1000 / k logic 2025-08-26 07:21:09 +02:00
Matthias b40848373d docs: add line about 1000 / K testing logic 2025-08-26 07:13:17 +02:00
Matthias 2824bcff41 chore(ci): prevent failure on PR's 2025-08-26 07:08:12 +02:00
Matthias e8b967d634 Merge pull request #12167 from freqtrade/update/pre-commit-hooks
Update pre-commit hooks
2025-08-26 06:02:10 +02:00
Freqtrade Bot 12d617cf8d chore: update pre-commit hooks 2025-08-26 03:20:03 +00:00
mrpabloyeah 48ab5ed990 Replace get_markets_cache() with get_markets_exchange() 2025-08-25 14:24:38 +02:00
mrpabloyeah 3363b1062e Merge branch 'freqtrade:develop' into allow-pairs-with-prefix-in-marketcap-pairList 2025-08-25 13:51:16 +02:00
Matthias d35dde6757 Merge pull request #12158 from freqtrade/dependabot/pip/develop/pandas-2.3.2
chore(deps): bump pandas from 2.3.1 to 2.3.2
2025-08-25 10:20:51 +02:00
Matthias 6016d4886e Merge pull request #12155 from freqtrade/dependabot/pip/develop/jsonschema-4.25.1
chore(deps): bump jsonschema from 4.25.0 to 4.25.1
2025-08-25 09:40:16 +02:00
Matthias f77eaa4083 chore: bump pre-commit scipy-stubs 2025-08-25 09:39:00 +02:00
Matthias 460d88ced7 Merge pull request #12154 from freqtrade/dependabot/pip/develop/types-eabe4663e9
chore(deps-dev): bump types-python-dateutil from 2.9.0.20250809 to 2.9.0.20250822 in the types group
2025-08-25 09:37:03 +02:00
Matthias 6bb559f1b0 Merge pull request #12163 from freqtrade/dependabot/pip/develop/time-machine-2.19.0
chore(deps-dev): bump time-machine from 2.17.0 to 2.19.0
2025-08-25 09:30:12 +02:00
Matthias 7c91eb0091 Merge pull request #12161 from freqtrade/dependabot/pip/develop/optuna-4.5.0
chore(deps): bump optuna from 4.4.0 to 4.5.0
2025-08-25 09:29:51 +02:00
Matthias ae672e1110 Merge pull request #12164 from freqtrade/dependabot/github_actions/develop/astral-sh/setup-uv-6.6.0
chore(deps): bump astral-sh/setup-uv from 6.5.0 to 6.6.0
2025-08-25 09:12:32 +02:00
dependabot[bot] 1c4bf67e29 chore(deps): bump jsonschema from 4.25.0 to 4.25.1
Bumps [jsonschema](https://github.com/python-jsonschema/jsonschema) from 4.25.0 to 4.25.1.
- [Release notes](https://github.com/python-jsonschema/jsonschema/releases)
- [Changelog](https://github.com/python-jsonschema/jsonschema/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/python-jsonschema/jsonschema/compare/v4.25.0...v4.25.1)

---
updated-dependencies:
- dependency-name: jsonschema
  dependency-version: 4.25.1
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-25 07:12:10 +00:00
Matthias c4e671fdc3 Merge pull request #12162 from freqtrade/dependabot/pip/develop/requests-2.32.5
chore(deps): bump requests from 2.32.4 to 2.32.5
2025-08-25 09:03:46 +02:00
Matthias c5c5198fb3 Merge pull request #12160 from freqtrade/dependabot/pip/develop/ccxt-4.5.1
chore(deps): bump ccxt from 4.5.0 to 4.5.1
2025-08-25 09:03:07 +02:00
dependabot[bot] 634ec3c85f chore(deps-dev): bump time-machine from 2.17.0 to 2.19.0
Bumps [time-machine](https://github.com/adamchainz/time-machine) from 2.17.0 to 2.19.0.
- [Changelog](https://github.com/adamchainz/time-machine/blob/main/docs/changelog.rst)
- [Commits](https://github.com/adamchainz/time-machine/compare/2.17.0...2.19.0)

---
updated-dependencies:
- dependency-name: time-machine
  dependency-version: 2.19.0
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-25 07:02:34 +00:00
Matthias d15aa4b337 Merge pull request #12157 from freqtrade/dependabot/pip/develop/ruff-0.12.10
chore(deps-dev): bump ruff from 0.12.9 to 0.12.10
2025-08-25 08:59:07 +02:00
Matthias e160739a28 Merge pull request #12159 from freqtrade/dependabot/pip/develop/mkdocs-c7429a2ade
chore(deps): bump mkdocs-material from 9.6.17 to 9.6.18 in the mkdocs group
2025-08-25 08:51:58 +02:00
Matthias 030e07030c Merge pull request #12156 from freqtrade/dependabot/pip/develop/scipy-420df9eef1
chore(deps-dev): bump scipy-stubs from 1.16.1.0 to 1.16.1.1 in the scipy group
2025-08-25 08:40:44 +02:00
Matthias a50a15ebc6 chore(deps): Don't bump pandas for armv7 for now. 2025-08-25 08:11:16 +02:00
Matthias 514452c4ec chore: update date-util in pre-commit config 2025-08-25 08:07:14 +02:00
dependabot[bot] f091db3b0e chore(deps): bump astral-sh/setup-uv from 6.5.0 to 6.6.0
Bumps [astral-sh/setup-uv](https://github.com/astral-sh/setup-uv) from 6.5.0 to 6.6.0.
- [Release notes](https://github.com/astral-sh/setup-uv/releases)
- [Commits](https://github.com/astral-sh/setup-uv/compare/d9e0f98d3fc6adb07d1e3d37f3043649ddad06a1...4959332f0f014c5280e7eac8b70c90cb574c9f9b)

---
updated-dependencies:
- dependency-name: astral-sh/setup-uv
  dependency-version: 6.6.0
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-25 05:45:29 +00:00
dependabot[bot] caf1d6e7f2 chore(deps): bump requests from 2.32.4 to 2.32.5
Bumps [requests](https://github.com/psf/requests) from 2.32.4 to 2.32.5.
- [Release notes](https://github.com/psf/requests/releases)
- [Changelog](https://github.com/psf/requests/blob/main/HISTORY.md)
- [Commits](https://github.com/psf/requests/compare/v2.32.4...v2.32.5)

---
updated-dependencies:
- dependency-name: requests
  dependency-version: 2.32.5
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-25 05:30:18 +00:00
dependabot[bot] 81f6637803 chore(deps): bump optuna from 4.4.0 to 4.5.0
Bumps [optuna](https://github.com/optuna/optuna) from 4.4.0 to 4.5.0.
- [Release notes](https://github.com/optuna/optuna/releases)
- [Commits](https://github.com/optuna/optuna/compare/v4.4.0...v4.5.0)

---
updated-dependencies:
- dependency-name: optuna
  dependency-version: 4.5.0
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-25 05:30:01 +00:00
dependabot[bot] f764f1fc10 chore(deps): bump ccxt from 4.5.0 to 4.5.1
Bumps [ccxt](https://github.com/ccxt/ccxt) from 4.5.0 to 4.5.1.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md)
- [Commits](https://github.com/ccxt/ccxt/compare/v4.5.0...v4.5.1)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-version: 4.5.1
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-25 05:29:10 +00:00
dependabot[bot] 9a8ef17c73 chore(deps): bump mkdocs-material in the mkdocs group
Bumps the mkdocs group with 1 update: [mkdocs-material](https://github.com/squidfunk/mkdocs-material).


Updates `mkdocs-material` from 9.6.17 to 9.6.18
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/9.6.17...9.6.18)

---
updated-dependencies:
- dependency-name: mkdocs-material
  dependency-version: 9.6.18
  dependency-type: direct:production
  update-type: version-update:semver-patch
  dependency-group: mkdocs
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-25 05:27:30 +00:00
dependabot[bot] 8fe582a7a7 chore(deps): bump pandas from 2.2.3 to 2.3.2
Bumps [pandas](https://github.com/pandas-dev/pandas) from 2.2.3 to 2.3.2.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Commits](https://github.com/pandas-dev/pandas/compare/v2.2.3...v2.3.2)

---
updated-dependencies:
- dependency-name: pandas
  dependency-version: 2.3.2
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-25 05:27:29 +00:00
dependabot[bot] 5cf3a2256a chore(deps-dev): bump ruff from 0.12.9 to 0.12.10
Bumps [ruff](https://github.com/astral-sh/ruff) from 0.12.9 to 0.12.10.
- [Release notes](https://github.com/astral-sh/ruff/releases)
- [Changelog](https://github.com/astral-sh/ruff/blob/main/CHANGELOG.md)
- [Commits](https://github.com/astral-sh/ruff/compare/0.12.9...0.12.10)

---
updated-dependencies:
- dependency-name: ruff
  dependency-version: 0.12.10
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-25 05:27:10 +00:00
dependabot[bot] caf4ffbc0b chore(deps-dev): bump scipy-stubs in the scipy group
Bumps the scipy group with 1 update: [scipy-stubs](https://github.com/scipy/scipy-stubs).


Updates `scipy-stubs` from 1.16.1.0 to 1.16.1.1
- [Release notes](https://github.com/scipy/scipy-stubs/releases)
- [Commits](https://github.com/scipy/scipy-stubs/compare/v1.16.1.0...v1.16.1.1)

---
updated-dependencies:
- dependency-name: scipy-stubs
  dependency-version: 1.16.1.1
  dependency-type: direct:development
  update-type: version-update:semver-patch
  dependency-group: scipy
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-25 05:25:49 +00:00
dependabot[bot] d156f36f99 chore(deps-dev): bump types-python-dateutil in the types group
Bumps the types group with 1 update: [types-python-dateutil](https://github.com/typeshed-internal/stub_uploader).


Updates `types-python-dateutil` from 2.9.0.20250809 to 2.9.0.20250822
- [Commits](https://github.com/typeshed-internal/stub_uploader/commits)

---
updated-dependencies:
- dependency-name: types-python-dateutil
  dependency-version: 2.9.0.20250822
  dependency-type: direct:development
  update-type: version-update:semver-patch
  dependency-group: types
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-25 05:24:53 +00:00
Matthias 4390324d22 docs: improve exchange doc for time_in_force 2025-08-25 07:03:25 +02:00
Matthias 8d7ef1929e docs: improve bybit documentation structure 2025-08-25 07:00:56 +02:00
Matthias 08fb8e42f7 docs: improve time_in_force section 2025-08-25 06:57:37 +02:00
Matthias eaf6abecc8 fix: DecimalParameter shouldn't have floating point errors
closes #12152
2025-08-24 17:03:55 +02:00
Matthias b4796cbf73 test: improve decimal parameter test 2025-08-24 17:03:11 +02:00
Matthias e042b2e07b test: improve parameter naming 2025-08-24 16:12:10 +02:00
Matthias 9f021cbee6 test: remove combined test 2025-08-24 16:11:46 +02:00
Matthias bf615e415b test: split parameter tests to one test per parameter 2025-08-24 16:11:44 +02:00
Matthias c72f5b79fe refactor: extract hyperopt-params test to separate file 2025-08-24 16:02:59 +02:00
Matthias 51c1674663 Merge pull request #12153 from freqtrade/update_action
Update_action
2025-08-24 15:54:36 +02:00
Matthias e445452d35 Merge pull request #12128 from freqtrade/windows_ci
Windows ci against 2022 and 2025 respectively
2025-08-24 15:45:38 +02:00
Matthias 9fff38d0a3 chore: update Permission check action to supported version 2025-08-24 15:34:16 +02:00
Matthias bdd69dbfbc Merge pull request #12146 from stash86/main-stash
Fix calc_profit_ratio
2025-08-24 15:28:42 +02:00
Matthias ec4767acd5 chore: Simplify code slightly 2025-08-24 14:44:22 +02:00
Matthias 78c8054954 chore(ci): Split windows ci tests to 2022 and 2025 respectively 2025-08-24 14:36:24 +02:00
Maxime Pagnoulle f21c5ea88a feat: Remove redundant filtering, add tests for pyarrow trade filtering, use date utils for date to ts conversion 2025-08-24 11:59:56 +02:00
Maxime Pagnoulle 82903cc567 feat: Filter trades based on timerange 2025-08-23 20:25:26 +02:00
Maxime Pagnoulle 0233c38711 feat: Only load trades needed for specified timerange 2025-08-23 20:24:10 +02:00
Stefano 24f5096ec6 modify test_handle_trade to test several cases of calc_profit_ratio 2025-08-23 17:23:56 +09:00
Stefano 030bc8641b Merge branch 'main-stash' of https://github.com/stash86/freqtrade into main-stash 2025-08-22 08:40:17 +09:00
Stefano c9403eb946 fix calc_profit_ratio to correctly fallback to available values when amount or open_rate is None 2025-08-22 08:40:14 +09:00
Matthias 87b0a6d3f3 Merge pull request #12144 from freqtrade/update/binance-leverage-tiers
Update Binance Leverage Tiers
2025-08-21 07:15:18 +02:00
Matthias c0d404edb5 chore: try downgrading python on windows ci 2025-08-21 06:59:20 +02:00
Freqtrade Bot a7a16d1e1e chore: update pre-commit hooks 2025-08-21 03:18:27 +00:00
Matthias 1f21d5e2c2 Merge pull request #12126 from stash86/main-stash
Improve lookahead analysis to use full dataframe comparison instead of just the last row
2025-08-20 06:45:13 +02:00
Stefano a531f8644d update the docs to show the modified approach in comparing dataframes 2025-08-20 09:32:02 +09:00
Matthias 765a0b52cb fix: api-pairlist bug with candle-type-def 2025-08-19 21:14:11 +02:00
Matthias 4919d6944e chore: use available attribute 2025-08-19 21:14:11 +02:00
Matthias ac20596f10 chore: remove unused property 2025-08-19 21:14:11 +02:00
Matthias 5e79a93235 Merge pull request #12143 from freqtrade/update/pre-commit-hooks
Update pre-commit hooks
2025-08-19 07:01:18 +02:00
Freqtrade Bot 2e8decbb6d chore: update pre-commit hooks 2025-08-19 03:20:42 +00:00
Matthias 196e599dc8 Merge pull request #12131 from freqtrade/dependabot/pip/develop/mkdocs-ed34fe0103
chore(deps): bump mkdocs-material from 9.6.16 to 9.6.17 in the mkdocs group
2025-08-18 09:01:41 +02:00
Matthias 485cad2dc6 Merge pull request #12140 from freqtrade/dependabot/github_actions/develop/zizmorcore/zizmor-action-0.1.2
chore(deps): bump zizmorcore/zizmor-action from 0.1.1 to 0.1.2
2025-08-18 08:46:18 +02:00
Matthias 61cbe0c4b1 Merge pull request #12133 from freqtrade/dependabot/pip/develop/sqlalchemy-2.0.43
chore(deps): bump sqlalchemy from 2.0.42 to 2.0.43
2025-08-18 08:40:44 +02:00
Matthias 5510e138db Merge pull request #12135 from freqtrade/dependabot/pip/develop/plotly-6.3.0
chore(deps): bump plotly from 6.2.0 to 6.3.0
2025-08-18 08:31:57 +02:00
Matthias c9e9f9bd82 Merge pull request #12141 from freqtrade/dependabot/github_actions/develop/astral-sh/setup-uv-6.5.0
chore(deps): bump astral-sh/setup-uv from 6.4.3 to 6.5.0
2025-08-18 08:25:46 +02:00
Matthias 768ba1baaf Merge pull request #12137 from freqtrade/dependabot/pip/develop/xgboost-3.0.4
chore(deps): bump xgboost from 3.0.3 to 3.0.4
2025-08-18 08:24:21 +02:00
Matthias ad25a60149 Merge pull request #12132 from freqtrade/dependabot/pip/develop/ccxt-4.5.0
chore(deps): bump ccxt from 4.4.99 to 4.5.0
2025-08-18 08:23:09 +02:00
Matthias 3fdcd6e8f1 Merge pull request #12138 from freqtrade/dependabot/pip/develop/filelock-3.19.1
chore(deps): bump filelock from 3.18.0 to 3.19.1
2025-08-18 08:20:59 +02:00
Matthias be0c0761e3 Merge pull request #12139 from freqtrade/dependabot/github_actions/develop/actions/checkout-5
chore(deps): bump actions/checkout from 4 to 5
2025-08-18 08:18:16 +02:00
Matthias 00dd3f05ac Merge pull request #12134 from freqtrade/dependabot/pip/develop/ruff-0.12.9
chore(deps-dev): bump ruff from 0.12.8 to 0.12.9
2025-08-18 08:12:29 +02:00
Matthias c6f30989c9 Merge pull request #12136 from freqtrade/dependabot/pip/develop/orjson-3.11.2
chore(deps): bump orjson from 3.11.1 to 3.11.2
2025-08-18 08:00:40 +02:00
Matthias 4ab6fba9e7 chore: bump sqlalchemy in pre-commit-config 2025-08-18 07:04:44 +02:00
dependabot[bot] 3ef082e2d9 chore(deps): bump astral-sh/setup-uv from 6.4.3 to 6.5.0
Bumps [astral-sh/setup-uv](https://github.com/astral-sh/setup-uv) from 6.4.3 to 6.5.0.
- [Release notes](https://github.com/astral-sh/setup-uv/releases)
- [Commits](https://github.com/astral-sh/setup-uv/compare/e92bafb6253dcd438e0484186d7669ea7a8ca1cc...d9e0f98d3fc6adb07d1e3d37f3043649ddad06a1)

---
updated-dependencies:
- dependency-name: astral-sh/setup-uv
  dependency-version: 6.5.0
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-18 04:56:09 +00:00
dependabot[bot] cccf44cd68 chore(deps): bump zizmorcore/zizmor-action from 0.1.1 to 0.1.2
Bumps [zizmorcore/zizmor-action](https://github.com/zizmorcore/zizmor-action) from 0.1.1 to 0.1.2.
- [Release notes](https://github.com/zizmorcore/zizmor-action/releases)
- [Commits](https://github.com/zizmorcore/zizmor-action/compare/f52a838cfabf134edcbaa7c8b3677dde20045018...5ca5fc7a4779c5263a3ffa0e1f693009994446d1)

---
updated-dependencies:
- dependency-name: zizmorcore/zizmor-action
  dependency-version: 0.1.2
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-18 04:55:35 +00:00
dependabot[bot] 506d665a43 chore(deps): bump actions/checkout from 4 to 5
Bumps [actions/checkout](https://github.com/actions/checkout) from 4 to 5.
- [Release notes](https://github.com/actions/checkout/releases)
- [Commits](https://github.com/actions/checkout/compare/v4...v5)

---
updated-dependencies:
- dependency-name: actions/checkout
  dependency-version: '5'
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-18 04:54:29 +00:00
dependabot[bot] 8514e35ad0 chore(deps): bump filelock from 3.18.0 to 3.19.1
Bumps [filelock](https://github.com/tox-dev/py-filelock) from 3.18.0 to 3.19.1.
- [Release notes](https://github.com/tox-dev/py-filelock/releases)
- [Changelog](https://github.com/tox-dev/filelock/blob/main/docs/changelog.rst)
- [Commits](https://github.com/tox-dev/py-filelock/compare/3.18.0...3.19.1)

---
updated-dependencies:
- dependency-name: filelock
  dependency-version: 3.19.1
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-18 04:53:25 +00:00
dependabot[bot] af0a3f9a8d chore(deps): bump xgboost from 3.0.3 to 3.0.4
Bumps [xgboost](https://github.com/dmlc/xgboost) from 3.0.3 to 3.0.4.
- [Release notes](https://github.com/dmlc/xgboost/releases)
- [Changelog](https://github.com/dmlc/xgboost/blob/master/NEWS.md)
- [Commits](https://github.com/dmlc/xgboost/compare/v3.0.3...v3.0.4)

---
updated-dependencies:
- dependency-name: xgboost
  dependency-version: 3.0.4
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-18 04:52:18 +00:00
dependabot[bot] 2df1a93dfc chore(deps): bump orjson from 3.11.1 to 3.11.2
Bumps [orjson](https://github.com/ijl/orjson) from 3.11.1 to 3.11.2.
- [Release notes](https://github.com/ijl/orjson/releases)
- [Changelog](https://github.com/ijl/orjson/blob/master/CHANGELOG.md)
- [Commits](https://github.com/ijl/orjson/compare/3.11.1...3.11.2)

---
updated-dependencies:
- dependency-name: orjson
  dependency-version: 3.11.2
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-18 04:52:11 +00:00
dependabot[bot] 75e39d3154 chore(deps): bump plotly from 6.2.0 to 6.3.0
Bumps [plotly](https://github.com/plotly/plotly.py) from 6.2.0 to 6.3.0.
- [Release notes](https://github.com/plotly/plotly.py/releases)
- [Changelog](https://github.com/plotly/plotly.py/blob/main/CHANGELOG.md)
- [Commits](https://github.com/plotly/plotly.py/compare/v6.2.0...v6.3.0)

---
updated-dependencies:
- dependency-name: plotly
  dependency-version: 6.3.0
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-18 04:52:04 +00:00
dependabot[bot] 5d755e3ca0 chore(deps-dev): bump ruff from 0.12.8 to 0.12.9
Bumps [ruff](https://github.com/astral-sh/ruff) from 0.12.8 to 0.12.9.
- [Release notes](https://github.com/astral-sh/ruff/releases)
- [Changelog](https://github.com/astral-sh/ruff/blob/main/CHANGELOG.md)
- [Commits](https://github.com/astral-sh/ruff/compare/0.12.8...0.12.9)

---
updated-dependencies:
- dependency-name: ruff
  dependency-version: 0.12.9
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-18 04:51:11 +00:00
dependabot[bot] fbeb2e4789 chore(deps): bump sqlalchemy from 2.0.42 to 2.0.43
Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 2.0.42 to 2.0.43.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/main/CHANGES.rst)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

---
updated-dependencies:
- dependency-name: sqlalchemy
  dependency-version: 2.0.43
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-18 04:50:46 +00:00
dependabot[bot] 6b288d46af chore(deps): bump ccxt from 4.4.99 to 4.5.0
Bumps [ccxt](https://github.com/ccxt/ccxt) from 4.4.99 to 4.5.0.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md)
- [Commits](https://github.com/ccxt/ccxt/compare/v4.4.99...v4.5.0)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-version: 4.5.0
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-18 04:50:30 +00:00
dependabot[bot] 394cdfcc15 chore(deps): bump mkdocs-material in the mkdocs group
Bumps the mkdocs group with 1 update: [mkdocs-material](https://github.com/squidfunk/mkdocs-material).


Updates `mkdocs-material` from 9.6.16 to 9.6.17
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/9.6.16...9.6.17)

---
updated-dependencies:
- dependency-name: mkdocs-material
  dependency-version: 9.6.17
  dependency-type: direct:production
  update-type: version-update:semver-patch
  dependency-group: mkdocs
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-18 04:50:09 +00:00
Matthias 28df02da82 Merge pull request #12129 from freqtrade/dependabot/docker/python-3.13.7-slim-bookworm
chore(deps): bump python from 3.13.6-slim-bookworm to 3.13.7-slim-bookworm
2025-08-18 06:49:59 +02:00
Matthias d4ee725747 Merge pull request #12127 from freqtrade/backtest-filename
Backtest filename
2025-08-18 06:47:12 +02:00
dependabot[bot] 6617d3bb46 chore(deps): bump python
Bumps python from 3.13.6-slim-bookworm to 3.13.7-slim-bookworm.

---
updated-dependencies:
- dependency-name: python
  dependency-version: 3.13.7-slim-bookworm
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-18 04:35:05 +00:00
Matthias 2453e344f4 docs: improve documentation 2025-08-17 17:25:06 +02:00
Matthias 7f0e886cfd chore: update config message naming 2025-08-17 15:31:48 +02:00
Matthias e34ea393d9 docs: improved help wording 2025-08-17 15:15:55 +02:00
Matthias a00a5e52c4 docs: update backtest-filename wording 2025-08-17 15:15:37 +02:00
Matthias 6abc0a3fb9 docs: update wording in documentation 2025-08-17 15:13:05 +02:00
Matthias 7e4b9d7481 docs: update doc segments with new help text 2025-08-17 15:09:12 +02:00
Matthias e3f241acb7 chore: improve help text wording 2025-08-17 15:08:55 +02:00
Matthias eee233f894 fix: ensure exportfilename is always set 2025-08-17 15:02:28 +02:00
Matthias 615095c780 feat: add exportdirectory to entry/exit analysis 2025-08-17 15:02:28 +02:00
Matthias b22bce3dd8 feat: Support split directory and filename for backteststats loading 2025-08-17 15:02:28 +02:00
Matthias 9f1d9add18 chore: improve docstring 2025-08-17 15:02:28 +02:00
Matthias 36f2bef6b8 test: update test for split backtest-show reality 2025-08-17 15:02:28 +02:00
Matthias 07906d2576 test: update api backtest test 2025-08-17 15:02:28 +02:00
Matthias 5c977c212b test: drop test part using --export-filename to determine backtest result naming 2025-08-17 15:02:28 +02:00
Matthias 09b084e85a chore: adjust backtest-optimize reports tests 2025-08-17 15:02:28 +02:00
Matthias aefc72554a chore: ensure filename is a path object 2025-08-17 15:02:28 +02:00
Matthias 33c2cc806a refactor: extract bt file normalization to separate function 2025-08-17 15:02:28 +02:00
Matthias 74aa17d534 feat: support both relative filenames, as well as just the filename 2025-08-17 15:02:28 +02:00
Matthias 4de1501c68 fix: argument load stability 2025-08-17 15:02:28 +02:00
Matthias dc12b3e750 feat: improved support for split "export-directory" and export-filenames 2025-08-17 15:02:28 +02:00
Matthias dacd09db8b chore: improved code logic 2025-08-17 15:02:28 +02:00
Matthias c63d0e167c chore: switch to using exportdirectory 2025-08-17 15:02:28 +02:00
Matthias 6ccd98d795 feat: introduce --export-directory 2025-08-17 15:02:28 +02:00
Stefano 52b0e64950 revert back to use list instead of set 2025-08-17 16:25:01 +09:00
Stefano 5e5137edc1 compare full dataframe instead of only last row 2025-08-17 16:05:22 +09:00
Matthias 5d4edb5ec0 fix: list-strategies shouldn't fail when no strategy is found
closes #12124
2025-08-16 19:38:45 +02:00
Matthias 6dccab9bfe refactor: simplify backtest analysis data loading 2025-08-16 14:50:36 +02:00
Matthias 653c160d76 chore: analyze-commands shouldn't identify as backtest 2025-08-16 13:27:29 +02:00
Matthias 3f65ed452e chore: improve typesafety 2025-08-16 13:23:51 +02:00
Matthias 09cdc7ceca chore: improve docker job namings 2025-08-15 19:41:49 +02:00
Matthias e98e6d8aee chore: remove --no-build-isolation from docker builds 2025-08-15 18:29:01 +02:00
Matthias f10223bf13 chore: temporarily downgrade armhf dependencies
Allow piwheels to apply - which should make the armhf build a lot faster.
2025-08-15 18:29:01 +02:00
Matthias 38b3062653 chore: fix armhf build 2025-08-15 16:18:24 +02:00
Matthias 6063e4accb Merge pull request #12101 from freqtrade/dependabot/pip/develop/ta-lib-0.6.5
chore(deps): bump ta-lib from 0.5.5 to 0.6.5
2025-08-15 13:10:22 +02:00
Matthias 06e249f569 chore: bump pre-built armhf ta-lib binary 2025-08-15 08:22:25 +02:00
Matthias d064bd4f34 chore: prefer --backtest-filename over --export-filename! 2025-08-14 15:20:46 +02:00
Matthias 765d2c332c docs: update Documentation about export-filename 2025-08-14 15:20:12 +02:00
Matthias 8857c77645 Merge pull request #12116 from stash86/fix-recursive
move strategy load to after candle_type_def has been defined
2025-08-14 14:20:38 +02:00
Matthias 1ff4e40824 chore: remove ta-lib install scripts and helpers 2025-08-14 11:15:48 +02:00
Matthias 09d59c79a7 chore(ci): cleanup CI ta-lib specials 2025-08-14 11:15:36 +02:00
Matthias dd6ac4b196 chore: remove ta-lib install from dockerfile 2025-08-14 10:22:56 +02:00
Matthias 67fe3682b5 docs: remove ta-lib special steps 2025-08-14 10:22:50 +02:00
Matthias a07e6183bb chore: simplify setup.sh 2025-08-14 10:17:53 +02:00
Matthias ac99537c25 chore: simplify setup.ps1 removing ta-lib install 2025-08-14 10:16:46 +02:00
Matthias 734a6f0442 chore: remove ta-lib install workaround for windows 2025-08-14 10:15:41 +02:00
Matthias c934535dc8 chore: remove now pointless ta-lib wheels 2025-08-14 10:07:10 +02:00
Matthias 3e3f092f0c test: reduce ta-lib test accuracy to align with ta-lib 0.6.5
Precision for ta-lib 0.6.x was increased
but is lower by 0001 than what was in the freqtrade ta-lib fix

https://github.com/TA-Lib/ta-lib/blob/main/src/ta_func/ta_utility.h#L257

This won't be a problem for any normal usdt pair.
shitcoins on some exchanges (e.g gate) with 12 zeros before the first significant digit wouldn't have worked today, either.
2025-08-14 09:59:07 +02:00
Matthias 834aafb8f2 test: non-freqai tests should run without torch installed 2025-08-14 09:37:07 +02:00
Stefano df19c77bcf better fallback 2025-08-14 16:09:43 +09:00
Stefano 6edcda1e42 fallback if strat don't specify startup candle 2025-08-14 16:06:15 +09:00
Matthias fe8c367bce Merge pull request #12115 from freqtrade/update/binance-leverage-tiers
Update Binance Leverage Tiers
2025-08-14 07:47:26 +02:00
Stefano a37edf8c62 remove unused import 2025-08-14 12:51:27 +09:00
Stefano 09ef2c9dea move strategy load after candle type has been defined 2025-08-14 12:45:34 +09:00
Freqtrade Bot 42b1d8ecf8 chore: update pre-commit hooks 2025-08-14 03:26:18 +00:00
Matthias 32437a95f3 chore: remove unused import 2025-08-13 19:42:01 +02:00
Matthias 2e29d3523b test: empty pairlist is now handled by config schema 2025-08-13 13:17:16 +02:00
Matthias 530300a951 chore: clearer validation error handling 2025-08-13 13:15:02 +02:00
Matthias 612a09634c test: use appropriate error handlers 2025-08-13 13:08:58 +02:00
Matthias fd6a2456d0 chore: improved validation error handling 2025-08-13 13:08:51 +02:00
Matthias 1ad0e7e365 fix: force one pairlist handler via config
closes #12112
2025-08-13 13:08:41 +02:00
Matthias 055ee5c88f fix: gracefully handle telegram startup error
closes #12112
2025-08-13 12:02:12 +02:00
Matthias ae676d8e03 chore: small code refactoring, simplifying the code 2025-08-12 07:09:37 +02:00
Matthias 0dc665e45b Merge pull request #12098 from freqtrade/feat/bitget_stoploss
add bitget stoploss  support
2025-08-12 06:57:36 +02:00
Matthias bc6ea16db8 Merge pull request #12108 from freqtrade/update/pre-commit-hooks
Update pre-commit hooks
2025-08-12 06:43:59 +02:00
Freqtrade Bot a1d0528adb chore: update pre-commit hooks 2025-08-12 03:24:31 +00:00
mrpabloyeah ecfa1fd5b5 Adjust expectation for get_markets calls in test_MarketCapPairList_timing 2025-08-11 23:54:50 +02:00
mrpabloyeah eaf76047e3 Correct syntax 2025-08-11 22:51:35 +02:00
mrpabloyeah 761d3f216e Simplify resolve_marketcap_pair() 2025-08-11 22:40:49 +02:00
mrpabloyeah e7d9ac2247 Merge branch 'freqtrade:develop' into allow-pairs-with-prefix-in-marketcap-pairList 2025-08-11 22:36:37 +02:00
Matthias 842e651928 Merge pull request #12103 from freqtrade/dependabot/pip/develop/types-aabf979877
chore(deps-dev): bump the types group with 2 updates
2025-08-11 08:36:55 +02:00
dependabot[bot] 091d1c2d55 chore(deps): bump ta-lib from 0.5.5 to 0.6.5
Bumps [ta-lib](https://github.com/ta-lib/ta-lib-python) from 0.5.5 to 0.6.5.
- [Release notes](https://github.com/ta-lib/ta-lib-python/releases)
- [Changelog](https://github.com/TA-Lib/ta-lib-python/blob/master/CHANGELOG)
- [Commits](https://github.com/ta-lib/ta-lib-python/compare/v0.5.5...v0.6.5)

---
updated-dependencies:
- dependency-name: ta-lib
  dependency-version: 0.6.5
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-11 06:16:57 +00:00
Matthias 47bf2d1f26 chore: bump types in pre-commit config 2025-08-11 08:14:42 +02:00
Matthias 758392c206 Merge pull request #12100 from freqtrade/dependabot/pip/develop/torch-2.8.0
chore(deps): bump torch from 2.7.1 to 2.8.0
2025-08-11 08:13:48 +02:00
Matthias 647011bf0c Merge pull request #12106 from freqtrade/dependabot/github_actions/develop/actions/download-artifact-5
chore(deps): bump actions/download-artifact from 4 to 5
2025-08-11 08:13:34 +02:00
Matthias 580413b5f8 Merge pull request #12099 from freqtrade/dependabot/pip/develop/cryptography-45.0.6
chore(deps): bump cryptography from 45.0.5 to 45.0.6
2025-08-11 08:12:47 +02:00
Matthias c8c9e5167e Merge pull request #12105 from freqtrade/dependabot/pip/develop/pre-commit-4.3.0
chore(deps-dev): bump pre-commit from 4.2.0 to 4.3.0
2025-08-11 08:02:17 +02:00
dependabot[bot] 2e8707059d chore(deps): bump actions/download-artifact from 4 to 5
Bumps [actions/download-artifact](https://github.com/actions/download-artifact) from 4 to 5.
- [Release notes](https://github.com/actions/download-artifact/releases)
- [Commits](https://github.com/actions/download-artifact/compare/v4...v5)

---
updated-dependencies:
- dependency-name: actions/download-artifact
  dependency-version: '5'
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-11 05:40:44 +00:00
dependabot[bot] e0d9d01493 chore(deps-dev): bump pre-commit from 4.2.0 to 4.3.0
Bumps [pre-commit](https://github.com/pre-commit/pre-commit) from 4.2.0 to 4.3.0.
- [Release notes](https://github.com/pre-commit/pre-commit/releases)
- [Changelog](https://github.com/pre-commit/pre-commit/blob/main/CHANGELOG.md)
- [Commits](https://github.com/pre-commit/pre-commit/compare/v4.2.0...v4.3.0)

---
updated-dependencies:
- dependency-name: pre-commit
  dependency-version: 4.3.0
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-11 05:38:29 +00:00
Matthias 45bf1ace7d Merge pull request #12102 from freqtrade/dependabot/pip/develop/time-machine-2.17.0
chore(deps-dev): bump time-machine from 2.16.0 to 2.17.0
2025-08-11 07:36:46 +02:00
Matthias 39a5328f5a Merge pull request #12104 from freqtrade/dependabot/pip/develop/ruff-0.12.8
chore(deps-dev): bump ruff from 0.12.7 to 0.12.8
2025-08-11 07:36:38 +02:00
dependabot[bot] 9f82738c96 chore(deps-dev): bump ruff from 0.12.7 to 0.12.8
Bumps [ruff](https://github.com/astral-sh/ruff) from 0.12.7 to 0.12.8.
- [Release notes](https://github.com/astral-sh/ruff/releases)
- [Changelog](https://github.com/astral-sh/ruff/blob/main/CHANGELOG.md)
- [Commits](https://github.com/astral-sh/ruff/compare/0.12.7...0.12.8)

---
updated-dependencies:
- dependency-name: ruff
  dependency-version: 0.12.8
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-11 04:47:32 +00:00
dependabot[bot] f69f6ec8be chore(deps-dev): bump the types group with 2 updates
Bumps the types group with 2 updates: [types-requests](https://github.com/typeshed-internal/stub_uploader) and [types-python-dateutil](https://github.com/typeshed-internal/stub_uploader).


Updates `types-requests` from 2.32.4.20250611 to 2.32.4.20250809
- [Commits](https://github.com/typeshed-internal/stub_uploader/commits)

Updates `types-python-dateutil` from 2.9.0.20250708 to 2.9.0.20250809
- [Commits](https://github.com/typeshed-internal/stub_uploader/commits)

---
updated-dependencies:
- dependency-name: types-requests
  dependency-version: 2.32.4.20250809
  dependency-type: direct:development
  update-type: version-update:semver-patch
  dependency-group: types
- dependency-name: types-python-dateutil
  dependency-version: 2.9.0.20250809
  dependency-type: direct:development
  update-type: version-update:semver-patch
  dependency-group: types
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-11 04:47:15 +00:00
dependabot[bot] 8b3fb11f14 chore(deps-dev): bump time-machine from 2.16.0 to 2.17.0
Bumps [time-machine](https://github.com/adamchainz/time-machine) from 2.16.0 to 2.17.0.
- [Changelog](https://github.com/adamchainz/time-machine/blob/main/docs/changelog.rst)
- [Commits](https://github.com/adamchainz/time-machine/compare/2.16.0...2.17.0)

---
updated-dependencies:
- dependency-name: time-machine
  dependency-version: 2.17.0
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-11 04:46:55 +00:00
dependabot[bot] b0f4c57fa8 chore(deps): bump torch from 2.7.1 to 2.8.0
Bumps [torch](https://github.com/pytorch/pytorch) from 2.7.1 to 2.8.0.
- [Release notes](https://github.com/pytorch/pytorch/releases)
- [Changelog](https://github.com/pytorch/pytorch/blob/main/RELEASE.md)
- [Commits](https://github.com/pytorch/pytorch/compare/v2.7.1...v2.8.0)

---
updated-dependencies:
- dependency-name: torch
  dependency-version: 2.8.0
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-11 04:43:29 +00:00
dependabot[bot] d759deae8f chore(deps): bump cryptography from 45.0.5 to 45.0.6
Bumps [cryptography](https://github.com/pyca/cryptography) from 45.0.5 to 45.0.6.
- [Changelog](https://github.com/pyca/cryptography/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/pyca/cryptography/compare/45.0.5...45.0.6)

---
updated-dependencies:
- dependency-name: cryptography
  dependency-version: 45.0.6
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-11 04:41:22 +00:00
Matthias b695b5a83c Merge pull request #12095 from freqtrade/dependabot/docker/python-3.13.6-slim-bookworm
chore(deps): bump python from 3.13.5-slim-bookworm to 3.13.6-slim-bookworm
2025-08-10 16:39:27 +02:00
Matthias b8883b790e test: adjust stoploss order getting for bitget 2025-08-10 16:35:53 +02:00
dependabot[bot] 423197cb23 chore(deps): bump python
Bumps python from 3.13.5-slim-bookworm to 3.13.6-slim-bookworm.

---
updated-dependencies:
- dependency-name: python
  dependency-version: 3.13.6-slim-bookworm
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-10 06:52:45 +00:00
Matthias 38107664b5 feat(bitget): Add triggered stoploss detection logic 2025-08-09 17:40:21 +02:00
Matthias 42d3f557bc chore(ci): fix windows install
temporarily pin ta-lib to <0.6.0 when searching for wheels
2025-08-09 16:11:42 +02:00
Matthias 1a3c913176 feat(bitget): Align bitget candle limits 2025-08-09 15:49:44 +02:00
Matthias 83de41ad0e test(bitget): add test for bitget ohlcv limit 2025-08-09 15:49:29 +02:00
Matthias 8cc4664823 chore: fix imports 2025-08-07 20:10:01 +02:00
Matthias aaecbc2206 test(bitget): add test for stoploss emulation 2025-08-07 20:10:01 +02:00
Matthias e36df7eff5 feat(bitget): correctly cancel stop orders 2025-08-07 20:10:01 +02:00
Matthias 95f58b2b8c feat(bitget): add stoploss support properly 2025-08-07 20:10:01 +02:00
Matthias 8df0ce3fb5 docs: add stoploss on exchange bitget 2025-08-07 20:10:01 +02:00
Matthias 4177809f71 feat(bitget): stoploss order fetching attempts 2025-08-07 20:10:01 +02:00
Matthias 96aa214fc5 Merge pull request #12092 from freqtrade/update/binance-leverage-tiers
Update Binance Leverage Tiers
2025-08-07 06:01:21 +02:00
Matthias a3c1c8c1b4 Merge pull request #12091 from freqtrade/deps/ccxt
Bump ccxt to 4.4.99
2025-08-07 06:00:35 +02:00
Freqtrade Bot 2bf3494cbc chore: update pre-commit hooks 2025-08-07 03:31:40 +00:00
Matthias e3dd3478bb chore: bump ccxt to 4.4.99 2025-08-06 21:12:29 +02:00
Matthias 457af15b35 chore: safe basic freqAI infos to backtest result 2025-08-06 20:24:43 +02:00
Matthias 1eef1675cc Merge pull request #12084 from freqtrade/fix/backtest_feature_handling
fix: Ensure pipelines that modify feature set are supported for fast backtesting
2025-08-05 20:19:18 +02:00
Robert Caulk 89ef31b381 fix: Ensure pipelines that modify feature set are supported for fast backtesting 2025-08-05 12:49:27 +02:00
mrpabloyeah c00472c42d Merge branch 'freqtrade:develop' into allow-pairs-with-prefix-in-marketcap-pairList 2025-08-05 11:25:15 +02:00
mrpabloyeah c0143b04c8 Refactor pair resolution logic for improved clarity and modularity 2025-08-05 11:14:02 +02:00
Matthias d1c901ae94 Merge pull request #12083 from freqtrade/update/pre-commit-hooks
Update pre-commit hooks
2025-08-05 07:16:42 +02:00
Matthias dd0aeaf380 Merge pull request #12080 from freqtrade/dependabot/github_actions/develop/docker/login-action-3.5.0
chore(deps): bump docker/login-action from 3.4.0 to 3.5.0
2025-08-05 07:10:25 +02:00
Freqtrade Bot 3e8e250a65 chore: update pre-commit hooks 2025-08-05 04:46:39 +00:00
dependabot[bot] a34b580444 chore(deps): bump docker/login-action from 3.4.0 to 3.5.0
Bumps [docker/login-action](https://github.com/docker/login-action) from 3.4.0 to 3.5.0.
- [Release notes](https://github.com/docker/login-action/releases)
- [Commits](https://github.com/docker/login-action/compare/74a5d142397b4f367a81961eba4e8cd7edddf772...184bdaa0721073962dff0199f1fb9940f07167d1)

---
updated-dependencies:
- dependency-name: docker/login-action
  dependency-version: 3.5.0
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-05 04:46:30 +00:00
Matthias e7ea9d09c9 chore: fix typo 2025-08-05 06:45:35 +02:00
Matthias e4e11be331 chore: temporarily disable htx due to certificate issues 2025-08-05 06:34:56 +02:00
Matthias 9774c51a97 Merge pull request #12074 from freqtrade/dependabot/pip/develop/scipy-stubs-1.16.1.0
chore(deps-dev): bump scipy-stubs from 1.16.0.2 to 1.16.1.0
2025-08-04 19:57:46 +02:00
Matthias 87ff8dc7bc chore(deps-dev): update scipy-stubs in pre-commit config 2025-08-04 19:34:43 +02:00
Matthias 2434ae5476 chore: make scipy it's own group to update scipy-stubs together 2025-08-04 19:34:27 +02:00
dependabot[bot] e474294d55 chore(deps-dev): bump scipy-stubs from 1.16.0.2 to 1.16.1.0
Bumps [scipy-stubs](https://github.com/scipy/scipy-stubs) from 1.16.0.2 to 1.16.1.0.
- [Release notes](https://github.com/scipy/scipy-stubs/releases)
- [Commits](https://github.com/scipy/scipy-stubs/compare/v1.16.0.2...v1.16.1.0)

---
updated-dependencies:
- dependency-name: scipy-stubs
  dependency-version: 1.16.1.0
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-04 17:33:34 +00:00
Matthias b081716df7 Merge pull request #12075 from freqtrade/dependabot/pip/develop/sqlalchemy-2.0.42
chore(deps): bump sqlalchemy from 2.0.41 to 2.0.42
2025-08-04 19:31:26 +02:00
Matthias e1af43b133 Merge branch 'develop' into dependabot/pip/develop/sqlalchemy-2.0.42 2025-08-04 19:17:39 +02:00
mrpabloyeah 1ea6a99c48 Allow pairs with prefix in MarketCapPairList 2025-08-04 11:54:03 +02:00
Matthias 79fc80957f Merge pull request #12071 from freqtrade/dependabot/pip/develop/ruff-0.12.7
chore(deps-dev): bump ruff from 0.12.5 to 0.12.7
2025-08-04 08:42:02 +02:00
Matthias 937eedd8ca Merge pull request #12073 from freqtrade/dependabot/pip/develop/aiohttp-3.12.15
chore(deps): bump aiohttp from 3.12.14 to 3.12.15
2025-08-04 07:37:51 +02:00
dependabot[bot] 93ae45dcbb chore(deps): bump aiohttp from 3.12.14 to 3.12.15
---
updated-dependencies:
- dependency-name: aiohttp
  dependency-version: 3.12.15
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-04 05:13:21 +00:00
Matthias 1adbd525bc Merge pull request #12072 from freqtrade/dependabot/pip/develop/pymdown-extensions-10.16.1
chore(deps): bump pymdown-extensions from 10.16 to 10.16.1
2025-08-04 07:13:09 +02:00
Matthias ced7465c1f Merge pull request #12069 from freqtrade/dependabot/pip/develop/xgboost-3.0.3
chore(deps): bump xgboost from 3.0.2 to 3.0.3
2025-08-04 07:04:25 +02:00
Matthias d635cb8516 Merge pull request #12068 from freqtrade/dependabot/pip/develop/ccxt-4.4.98
chore(deps): bump ccxt from 4.4.96 to 4.4.98
2025-08-04 07:01:33 +02:00
Matthias 2b578633ab Merge pull request #12070 from freqtrade/dependabot/pip/develop/certifi-2025.8.3
chore(deps): bump certifi from 2025.7.14 to 2025.8.3
2025-08-04 06:52:59 +02:00
dependabot[bot] 824f555d48 chore(deps-dev): bump ruff from 0.12.5 to 0.12.7
Bumps [ruff](https://github.com/astral-sh/ruff) from 0.12.5 to 0.12.7.
- [Release notes](https://github.com/astral-sh/ruff/releases)
- [Changelog](https://github.com/astral-sh/ruff/blob/main/CHANGELOG.md)
- [Commits](https://github.com/astral-sh/ruff/compare/0.12.5...0.12.7)

---
updated-dependencies:
- dependency-name: ruff
  dependency-version: 0.12.7
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-04 04:50:05 +00:00
Matthias 999fd15bee Merge pull request #12067 from freqtrade/dependabot/pip/develop/mypy-1.17.1
chore(deps-dev): bump mypy from 1.17.0 to 1.17.1
2025-08-04 06:42:38 +02:00
Matthias be07879a1e chore: bump sqlalchemy in pre-commit-config 2025-08-04 06:25:36 +02:00
dependabot[bot] ab543c2680 chore(deps): bump sqlalchemy from 2.0.41 to 2.0.42
Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 2.0.41 to 2.0.42.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/main/CHANGES.rst)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

---
updated-dependencies:
- dependency-name: sqlalchemy
  dependency-version: 2.0.42
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-04 04:06:27 +00:00
dependabot[bot] 79aa0bce5a chore(deps): bump pymdown-extensions from 10.16 to 10.16.1
Bumps [pymdown-extensions](https://github.com/facelessuser/pymdown-extensions) from 10.16 to 10.16.1.
- [Release notes](https://github.com/facelessuser/pymdown-extensions/releases)
- [Commits](https://github.com/facelessuser/pymdown-extensions/compare/10.16...10.16.1)

---
updated-dependencies:
- dependency-name: pymdown-extensions
  dependency-version: 10.16.1
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-04 03:59:05 +00:00
dependabot[bot] 05a76c0297 chore(deps): bump certifi from 2025.7.14 to 2025.8.3
Bumps [certifi](https://github.com/certifi/python-certifi) from 2025.7.14 to 2025.8.3.
- [Commits](https://github.com/certifi/python-certifi/compare/2025.07.14...2025.08.03)

---
updated-dependencies:
- dependency-name: certifi
  dependency-version: 2025.8.3
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-04 03:58:33 +00:00
dependabot[bot] 15eeac3c48 chore(deps): bump xgboost from 3.0.2 to 3.0.3
Bumps [xgboost](https://github.com/dmlc/xgboost) from 3.0.2 to 3.0.3.
- [Release notes](https://github.com/dmlc/xgboost/releases)
- [Changelog](https://github.com/dmlc/xgboost/blob/master/NEWS.md)
- [Commits](https://github.com/dmlc/xgboost/compare/v3.0.2...v3.0.3)

---
updated-dependencies:
- dependency-name: xgboost
  dependency-version: 3.0.3
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-04 03:57:56 +00:00
dependabot[bot] d8a84a7d6b chore(deps): bump ccxt from 4.4.96 to 4.4.98
Bumps [ccxt](https://github.com/ccxt/ccxt) from 4.4.96 to 4.4.98.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md)
- [Commits](https://github.com/ccxt/ccxt/compare/v4.4.96...v4.4.98)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-version: 4.4.98
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-04 03:54:29 +00:00
dependabot[bot] 863a5b7b81 chore(deps-dev): bump mypy from 1.17.0 to 1.17.1
Bumps [mypy](https://github.com/python/mypy) from 1.17.0 to 1.17.1.
- [Changelog](https://github.com/python/mypy/blob/master/CHANGELOG.md)
- [Commits](https://github.com/python/mypy/compare/v1.17.0...v1.17.1)

---
updated-dependencies:
- dependency-name: mypy
  dependency-version: 1.17.1
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-08-04 03:53:13 +00:00
Matthias 4ad049aec3 test: add test-case for futures filter 2025-08-03 19:50:24 +02:00
Matthias 03c16d034d test: add test for --dex filter 2025-08-03 19:46:43 +02:00
Matthias c1f8dce109 docs: re-extract list-exchanges command partial 2025-08-03 19:46:31 +02:00
Matthias 887f513438 feat: filter list-exchanges by dex 2025-08-03 19:44:52 +02:00
Matthias 12fbae7204 chore: remove pointless dockerfile template
Noticed in #12063 - it serves no paractical use.
Developers should use the devcontainer instead.
2025-08-03 19:38:34 +02:00
Matthias a05cb8f1c5 feat: support filtering exchanges by trade mode 2025-08-03 18:25:51 +02:00
Matthias cffee80b0e chore: remove binanceje mapping 2025-08-03 17:41:55 +02:00
Matthias 0c0f2e43e8 feat: disable myOkx futures support
it's a product that doesn't exist.
2025-08-03 17:38:22 +02:00
Matthias 35456a1f32 feat: link okxus to the okx freqtrade base class
closes #12061
2025-08-03 17:34:22 +02:00
Matthias b6a6bca41b Merge pull request #12060 from freqtrade/test/kraken
Improved kraken test
2025-08-03 09:47:32 +02:00
Matthias 102cc87618 Merge pull request #12059 from freqtrade/feat/bitget
Add bitget base support
2025-08-03 09:47:19 +02:00
Matthias 1ec45dcf19 test: improve kraken fetch trades compatibility test 2025-08-03 09:15:45 +02:00
Matthias f2fb1b7919 docs(bitget): fix typo 2025-08-03 09:01:03 +02:00
Matthias 78c5b18937 docs(bitget): add bitget documentation 2025-08-03 08:51:53 +02:00
Matthias 86de1dee29 feat(bitget): add support for order time in force 2025-08-03 08:51:53 +02:00
Matthias 7afd3cb730 feat(bitget): configure mark timeframe 2025-08-03 08:51:53 +02:00
Matthias b887e2ad21 test: cleanup conftest file 2025-08-03 08:51:53 +02:00
Matthias ea2350f1ed test: add test for bitget ohlcv specifics 2025-08-03 08:51:53 +02:00
Matthias 786c858452 test: enable testing bitget spot markets 2025-08-03 08:51:53 +02:00
Matthias a6b643a33f feat: add ohlcv candle limit specific for bitget 2025-08-03 08:51:53 +02:00
Matthias 0e5235e6dc chore: add basic bitget exchange 2025-08-03 08:51:53 +02:00
Matthias c93c97c2de fix: tick_size_over_time must not use scientific notion
closes 12054
2025-08-02 11:22:19 +02:00
Matthias 271ba462b1 test: improved formatting for simplified digestion
part of #12054
2025-08-02 11:22:14 +02:00
Matthias 690918f8d3 test: add test for historic_tick_size with small numbers
part of #12054
2025-08-02 11:22:04 +02:00
Matthias de5dd66512 fix: update decimal_to_precision usage to new interface
The keyword parameter name changed in
https://github.com/ccxt/ccxt/pull/26289
Breaking how we call decimal_to_precision.
2025-08-01 06:58:32 +02:00
Matthias c8593b2307 feat: add missing keys to config schema 2025-08-01 06:58:32 +02:00
Matthias fc21757e40 Merge pull request #12055 from stash86/fix-recursive
Temporary fix in recursive analysis for candle_type_def issue
2025-08-01 06:39:20 +02:00
Stefano b6d0cde29f temporary fix until better solution is found 2025-08-01 11:24:45 +09:00
Matthias f0dfc23a5f chore: bump dev version to 2025.8 2025-07-31 19:48:24 +02:00
Ali Salama 4e2ccfc091 Added use_parallel_download command line option 2025-04-25 15:50:56 +01:00
Ali Salama e4b1e1118b Changed filter to pop 2025-04-25 10:33:39 +01:00
Ali Salama ba2e798f7d Added data.empty / new pair check 2025-04-12 11:35:23 +01:00
Ali Salama 85edef8394 Changed to use refresh_latest_ohlcv 2025-04-12 10:15:31 +01:00
Ali Salama 559f6e2791 Parallelisation of iterative data downloads 2025-04-11 16:16:07 +01:00
174 changed files with 17752 additions and 9878 deletions
+2 -1
View File
@@ -14,10 +14,11 @@ MANIFEST.in
README.md
freqtrade.service
freqtrade.egg-info
.venv/
config.json*
*.sqlite
user_data
user_data/
*.log
.vscode
+92
View File
@@ -0,0 +1,92 @@
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
+4
View File
@@ -29,6 +29,10 @@ updates:
mkdocs:
patterns:
- "mkdocs*"
scipy:
patterns:
- "scipy"
- "scipy-stubs"
- package-ecosystem: "github-actions"
directory: "/"
@@ -15,11 +15,11 @@ jobs:
environment:
name: develop
steps:
- uses: actions/checkout@v4
- uses: actions/checkout@v5
with:
persist-credentials: false
- uses: actions/setup-python@v5
- uses: actions/setup-python@v6
with:
python-version: "3.12"
+81 -284
View File
@@ -19,52 +19,43 @@ concurrency:
permissions:
repository-projects: read
jobs:
build-linux:
tests:
name: "Tests and Linting"
runs-on: ${{ matrix.os }}
strategy:
matrix:
os: [ "ubuntu-22.04", "ubuntu-24.04" ]
os: [ "ubuntu-22.04", "ubuntu-24.04", "macos-14", "macos-15" , "windows-2022", "windows-2025" ]
python-version: ["3.11", "3.12", "3.13"]
steps:
- uses: actions/checkout@v4
- uses: actions/checkout@v5
with:
persist-credentials: false
- name: Set up Python
uses: actions/setup-python@v5
uses: actions/setup-python@v6
with:
python-version: ${{ matrix.python-version }}
- name: Install uv
uses: astral-sh/setup-uv@e92bafb6253dcd438e0484186d7669ea7a8ca1cc # v6.4.3
uses: astral-sh/setup-uv@b75a909f75acd358c2196fb9a5f1299a9a8868a4 # v6.7.0
with:
activate-environment: true
enable-cache: true
python-version: ${{ matrix.python-version }}
cache-dependency-glob: "requirements**.txt"
cache-suffix: "${{ matrix.python-version }}"
prune-cache: false
- name: Cache_dependencies
uses: actions/cache@v4
id: cache
with:
path: ~/dependencies/
key: ${{ runner.os }}-dependencies
- name: TA binary *nix
if: steps.cache.outputs.cache-hit != 'true'
- name: Installation - macOS (Brew)
if: ${{ runner.os == 'macOS' }}
run: |
cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies/; cd ..
# brew update
# TODO: Should be the brew upgrade
brew install libomp
- name: Installation - *nix
- name: Installation (python)
run: |
uv pip install --upgrade wheel
export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
export TA_LIBRARY_PATH=${HOME}/dependencies/lib
export TA_INCLUDE_PATH=${HOME}/dependencies/include
uv pip install -r requirements-dev.txt
uv pip install -e ft_client/
uv pip install -e .
@@ -76,7 +67,7 @@ jobs:
- name: Tests
if: (!(runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-24.04'))
run: |
pytest --random-order
pytest --random-order --durations 20 -n auto
- name: Tests with Coveralls
if: (runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-24.04')
@@ -103,9 +94,9 @@ jobs:
run: |
python build_helpers/create_command_partials.py
- name: Check for repository changes
- name: Check for repository changes - *nix
# TODO: python 3.13 slightly changed the output of argparse.
if: (matrix.python-version != '3.13')
if: ${{ (matrix.python-version != '3.13') && (runner.os != 'Windows') }}
run: |
if [ -n "$(git status --porcelain)" ]; then
echo "Repository is dirty, changes detected:"
@@ -116,13 +107,27 @@ jobs:
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 tests/testdata/config.tests.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 backtesting --datadir tests/testdata --strategy-list AwesomeStrategy AwesomeStrategyMin -i 5m
freqtrade new-strategy -s AwesomeStrategyAdv --template advanced
freqtrade backtesting --datadir tests/testdata --strategy-list AwesomeStrategy AwesomeStrategyMin AwesomeStrategyAdv -i 5m
- name: Hyperopt
run: |
@@ -143,221 +148,13 @@ jobs:
ruff format --check
- name: Mypy
if: matrix.os == 'ubuntu-24.04'
run: |
mypy freqtrade scripts tests
- 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)
with:
severity: error
details: Freqtrade CI failed on ${{ matrix.os }}
webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
build-macos:
runs-on: ${{ matrix.os }}
strategy:
matrix:
os: [ "macos-14", "macos-15" ]
python-version: ["3.11", "3.12", "3.13"]
steps:
- uses: actions/checkout@v4
with:
persist-credentials: false
- name: Set up Python
uses: actions/setup-python@v5
with:
python-version: ${{ matrix.python-version }}
check-latest: true
- name: Install uv
uses: astral-sh/setup-uv@e92bafb6253dcd438e0484186d7669ea7a8ca1cc # v6.4.3
with:
activate-environment: true
enable-cache: true
python-version: ${{ matrix.python-version }}
cache-dependency-glob: "requirements**.txt"
cache-suffix: "${{ matrix.python-version }}"
prune-cache: false
- name: Cache_dependencies
uses: actions/cache@v4
id: cache
with:
path: ~/dependencies/
key: ${{ matrix.os }}-dependencies
- name: TA binary *nix
if: steps.cache.outputs.cache-hit != 'true'
run: |
cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies/; cd ..
- name: Installation - macOS (Brew)
run: |
# brew update
# TODO: Should be the brew upgrade
# homebrew fails to update python due to unlinking failures
# https://github.com/actions/runner-images/issues/6817
rm /usr/local/bin/2to3 || true
rm /usr/local/bin/2to3-3.11 || true
rm /usr/local/bin/2to3-3.12 || true
rm /usr/local/bin/idle3 || true
rm /usr/local/bin/idle3.11 || true
rm /usr/local/bin/idle3.12 || true
rm /usr/local/bin/pydoc3 || true
rm /usr/local/bin/pydoc3.11 || true
rm /usr/local/bin/pydoc3.12 || true
rm /usr/local/bin/python3 || true
rm /usr/local/bin/python3.11 || true
rm /usr/local/bin/python3.12 || true
rm /usr/local/bin/python3-config || true
rm /usr/local/bin/python3.11-config || true
rm /usr/local/bin/python3.12-config || true
brew install libomp
- name: Installation (python)
run: |
uv pip install wheel
export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
export TA_LIBRARY_PATH=${HOME}/dependencies/lib
export TA_INCLUDE_PATH=${HOME}/dependencies/include
uv pip install -r requirements-dev.txt
uv pip install -e ft_client/
uv pip install -e .
- name: Tests
run: |
pytest --random-order
- name: Check for repository changes
run: |
if [ -n "$(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: Backtesting
run: |
cp tests/testdata/config.tests.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 tests/testdata/config.tests.json config.json
freqtrade create-userdir --userdir user_data
freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all
- 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 == 'macos-15'
run: |
mypy freqtrade scripts
- 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)
with:
severity: info
details: Test Succeeded!
webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
build-windows:
runs-on: ${{ matrix.os }}
strategy:
matrix:
os: [ windows-latest ]
python-version: ["3.11", "3.12", "3.13"]
steps:
- uses: actions/checkout@v4
with:
persist-credentials: false
- name: Set up Python
uses: actions/setup-python@v5
with:
python-version: ${{ matrix.python-version }}
- name: Install uv
uses: astral-sh/setup-uv@e92bafb6253dcd438e0484186d7669ea7a8ca1cc # v6.4.3
with:
activate-environment: true
enable-cache: true
python-version: ${{ matrix.python-version }}
cache-dependency-glob: "requirements**.txt"
cache-suffix: "${{ matrix.python-version }}"
prune-cache: false
- name: Installation
run: |
function uvpipFunction { uv pip $args }
Set-Alias -name pip -value uvpipFunction
./build_helpers/install_windows.ps1
- name: Tests
run: |
pytest --random-order --durations 20 -n auto
- name: Check for repository changes
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
run: |
cp tests/testdata/config.tests.json config.json
freqtrade create-userdir --userdir user_data
freqtrade backtesting --datadir tests/testdata --strategy SampleStrategy
- name: Hyperopt
run: |
cp tests/testdata/config.tests.json config.json
freqtrade create-userdir --userdir user_data
freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all
- 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: |
$PSVersionTable
Set-PSRepository psgallery -InstallationPolicy trusted
@@ -366,25 +163,24 @@ jobs:
Invoke-Pester -Path "tests" -CI
if ($Error.Length -gt 0) {exit 1}
shell: powershell
- 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)
if: ${{ failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false) }}
with:
severity: error
details: Test Failed
details: Freqtrade CI failed on ${{ matrix.os }} with Python ${{ matrix.python-version }}!
webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
mypy-version-check:
runs-on: ubuntu-22.04
name: "Mypy Version Check"
runs-on: ubuntu-24.04
steps:
- uses: actions/checkout@v4
- uses: actions/checkout@v5
with:
persist-credentials: false
- name: Set up Python
uses: actions/setup-python@v5
uses: actions/setup-python@v6
with:
python-version: "3.12"
@@ -394,21 +190,23 @@ jobs:
python build_helpers/pre_commit_update.py
pre-commit:
name: "Pre-commit checks"
runs-on: ubuntu-22.04
steps:
- uses: actions/checkout@v4
- uses: actions/checkout@v5
with:
persist-credentials: false
- uses: actions/setup-python@v5
- uses: actions/setup-python@v6
with:
python-version: "3.12"
- uses: pre-commit/action@2c7b3805fd2a0fd8c1884dcaebf91fc102a13ecd # v3.0.1
docs-check:
name: "Documentation build"
runs-on: ubuntu-22.04
steps:
- uses: actions/checkout@v4
- uses: actions/checkout@v5
with:
persist-credentials: false
@@ -417,7 +215,7 @@ jobs:
./tests/test_docs.sh
- name: Set up Python
uses: actions/setup-python@v5
uses: actions/setup-python@v6
with:
python-version: "3.12"
@@ -437,46 +235,30 @@ jobs:
build-linux-online:
# Run pytest with "live" checks
name: "Tests and Linting - Online tests"
runs-on: ubuntu-24.04
steps:
- uses: actions/checkout@v4
- uses: actions/checkout@v5
with:
persist-credentials: false
- name: Set up Python
uses: actions/setup-python@v5
uses: actions/setup-python@v6
with:
python-version: "3.12"
- name: Install uv
uses: astral-sh/setup-uv@e92bafb6253dcd438e0484186d7669ea7a8ca1cc # v6.4.3
uses: astral-sh/setup-uv@b75a909f75acd358c2196fb9a5f1299a9a8868a4 # v6.7.0
with:
activate-environment: true
enable-cache: true
python-version: "3.12"
cache-dependency-glob: "requirements**.txt"
cache-suffix: "3.12"
prune-cache: false
- name: Cache_dependencies
uses: actions/cache@v4
id: cache
with:
path: ~/dependencies/
key: ${{ runner.os }}-dependencies
- name: TA binary *nix
if: steps.cache.outputs.cache-hit != 'true'
run: |
cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies/; cd ..
- name: Installation - *nix
run: |
uv pip install --upgrade wheel
export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
export TA_LIBRARY_PATH=${HOME}/dependencies/lib
export TA_INCLUDE_PATH=${HOME}/dependencies/include
uv pip install -r requirements-dev.txt
uv pip install -e ft_client/
uv pip install -e .
@@ -491,9 +273,7 @@ jobs:
# Notify only once - when CI completes (and after deploy) in case it's successful
notify-complete:
needs: [
build-linux,
build-macos,
build-windows,
tests,
docs-check,
mypy-version-check,
pre-commit,
@@ -508,15 +288,16 @@ jobs:
- name: Check user permission
id: check
uses: scherermichael-oss/action-has-permission@136e061bfe093832d87f090dd768e14e27a740d3 # 1.0.6
continue-on-error: true
uses: prince-chrismc/check-actor-permissions-action@d504e74ba31658f4cdf4fcfeb509d4c09736d88e # v3.0.2
with:
required-permission: write
permission: "write"
env:
GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
- name: Discord notification
uses: rjstone/discord-webhook-notify@c2597273488aeda841dd1e891321952b51f7996f #v2.2.1
if: always() && steps.check.outputs.has-permission && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
if: steps.check.outputs.permitted == 'true' && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
with:
severity: info
details: Test Completed!
@@ -524,16 +305,16 @@ jobs:
build:
name: "Build"
needs: [ build-linux, build-macos, build-windows, docs-check, mypy-version-check, pre-commit ]
needs: [ tests, docs-check, mypy-version-check, pre-commit ]
runs-on: ubuntu-22.04
steps:
- uses: actions/checkout@v4
- uses: actions/checkout@v5
with:
persist-credentials: false
- name: Set up Python
uses: actions/setup-python@v5
uses: actions/setup-python@v6
with:
python-version: "3.12"
@@ -575,19 +356,19 @@ jobs:
id-token: write
steps:
- uses: actions/checkout@v4
- uses: actions/checkout@v5
with:
persist-credentials: false
- name: Download artifact 📦
uses: actions/download-artifact@v4
uses: actions/download-artifact@v5
with:
pattern: freqtrade*-build
path: dist
merge-multiple: true
- name: Publish to PyPI (Test)
uses: pypa/gh-action-pypi-publish@76f52bc884231f62b9a034ebfe128415bbaabdfc # v1.12.4
uses: pypa/gh-action-pypi-publish@ed0c53931b1dc9bd32cbe73a98c7f6766f8a527e # v1.13.0
with:
repository-url: https://test.pypi.org/legacy/
@@ -604,24 +385,29 @@ jobs:
id-token: write
steps:
- uses: actions/checkout@v4
- uses: actions/checkout@v5
with:
persist-credentials: false
- name: Download artifact 📦
uses: actions/download-artifact@v4
uses: actions/download-artifact@v5
with:
pattern: freqtrade*-build
path: dist
merge-multiple: true
- name: Publish to PyPI
uses: pypa/gh-action-pypi-publish@76f52bc884231f62b9a034ebfe128415bbaabdfc # v1.12.4
uses: pypa/gh-action-pypi-publish@ed0c53931b1dc9bd32cbe73a98c7f6766f8a527e # v1.13.0
docker-build:
name: "Docker Build and Deploy"
needs: [ build-linux, build-macos, build-windows, docs-check, mypy-version-check, pre-commit ]
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:
@@ -631,3 +417,14 @@ jobs:
DOCKER_PASSWORD: ${{ secrets.DOCKER_PASSWORD }}
DOCKER_USERNAME: ${{ secrets.DOCKER_USERNAME }}
DISCORD_WEBHOOK: ${{ secrets.DISCORD_WEBHOOK }}
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
with:
package_name: 'freqtrade'
+2 -2
View File
@@ -19,12 +19,12 @@ jobs:
name: Deploy Docs through mike
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v4
- uses: actions/checkout@v5
with:
persist-credentials: true
- name: Set up Python
uses: actions/setup-python@v5
uses: actions/setup-python@v6
with:
python-version: '3.12'
+2 -2
View File
@@ -24,11 +24,11 @@ jobs:
packages: write
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v4
- uses: actions/checkout@v5
with:
persist-credentials: false
- name: Login to GitHub Container Registry
uses: docker/login-action@74a5d142397b4f367a81961eba4e8cd7edddf772 # v3.4.0
uses: docker/login-action@184bdaa0721073962dff0199f1fb9940f07167d1 # v3.5.0
with:
registry: ghcr.io
username: ${{ github.actor }}
+223 -52
View File
@@ -20,43 +20,37 @@ on:
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@v4
- uses: actions/checkout@v5
with:
persist-credentials: false
- name: Set up Python
uses: actions/setup-python@v5
- name: Set docker tag names
id: tags
uses: ./.github/actions/docker-tags
- name: Login to Docker Hub
uses: docker/login-action@184bdaa0721073962dff0199f1fb9940f07167d1 # v3.5.0
with:
python-version: "3.12"
- name: Extract branch name
id: extract-branch
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
echo "GITHUB_REF='${GITHUB_REF}'"
echo "branch=${BRANCH_NAME}" >> "$GITHUB_OUTPUT"
- 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
username: ${{ secrets.DOCKER_USERNAME }}
password: ${{ secrets.DOCKER_PASSWORD }}
- name: Set up QEMU
uses: docker/setup-qemu-action@29109295f81e9208d7d86ff1c6c12d2833863392 # v3.6.0
with:
cache-image: false
- name: Set up Docker Buildx
id: buildx
@@ -67,14 +61,89 @@ jobs:
env:
PLATFORMS: ${{ steps.buildx.outputs.platforms }}
- name: Build and test and push docker images
- name: Build image without cache
if: github.event_name == 'schedule'
env:
BRANCH_NAME: ${{ steps.extract-branch.outputs.branch }}
TAG: ${{ steps.tags.outputs.TAG }}
run: |
build_helpers/publish_docker_multi.sh
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"
name: "Deploy Docker ARM64"
permissions:
packages: write
needs: [ deploy-docker ]
@@ -83,37 +152,139 @@ jobs:
if: github.repository == 'freqtrade/freqtrade'
steps:
- uses: actions/checkout@v4
- uses: actions/checkout@v5
with:
persist-credentials: false
- name: Extract branch name
id: extract-branch
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
echo "GITHUB_REF='${GITHUB_REF}'"
echo "branch=${BRANCH_NAME}" >> "$GITHUB_OUTPUT"
- name: Set docker tag names
id: tags
uses: ./.github/actions/docker-tags
- 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: Login to Docker Hub
uses: docker/login-action@184bdaa0721073962dff0199f1fb9940f07167d1 # v3.5.0
with:
username: ${{ secrets.DOCKER_USERNAME }}
password: ${{ secrets.DOCKER_PASSWORD }}
- name: Build and test and push docker images
- name: Login to github
uses: docker/login-action@184bdaa0721073962dff0199f1fb9940f07167d1 # v3.5.0
with:
registry: ghcr.io
username: ${{ github.actor }}
password: ${{ secrets.GITHUB_TOKEN }}
- name: Build image without cache
if: github.event_name == 'schedule'
env:
BRANCH_NAME: ${{ steps.extract-branch.outputs.branch }}
GHCR_USERNAME: ${{ github.actor }}
GHCR_TOKEN: ${{ secrets.GITHUB_TOKEN }}
TAG_ARM: ${{ steps.tags.outputs.TAG_ARM }}
run: |
build_helpers/publish_docker_arm64.sh
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
+1 -1
View File
@@ -11,7 +11,7 @@ jobs:
dockerHubDescription:
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v4
- uses: actions/checkout@v5
with:
persist-credentials: false
+46
View File
@@ -0,0 +1,46 @@
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' }}
+2 -2
View File
@@ -13,11 +13,11 @@ jobs:
auto-update:
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v4
- uses: actions/checkout@v5
with:
persist-credentials: false
- uses: actions/setup-python@v5
- uses: actions/setup-python@v6
with:
python-version: "3.12"
+2 -2
View File
@@ -21,9 +21,9 @@ jobs:
# actions: read # only needed for private repos
steps:
- name: Checkout repository
uses: actions/checkout@11bd71901bbe5b1630ceea73d27597364c9af683 # v4.2.2
uses: actions/checkout@ff7abcd0c3c05ccf6adc123a8cd1fd4fb30fb493 # v4.2.2
with:
persist-credentials: false
- name: Run zizmor 🌈
uses: zizmorcore/zizmor-action@f52a838cfabf134edcbaa7c8b3677dde20045018 # v0.1.1
uses: zizmorcore/zizmor-action@e673c3917a1aef3c65c972347ed84ccd013ecda4 # v0.2.0
+9 -9
View File
@@ -21,18 +21,18 @@ repos:
# stages: [push]
- repo: https://github.com/pre-commit/mirrors-mypy
rev: "v1.17.0"
rev: "v1.18.2"
hooks:
- id: mypy
exclude: build_helpers
additional_dependencies:
- types-cachetools==6.1.0.20250717
- types-cachetools==6.2.0.20250827
- types-filelock==3.2.7
- types-requests==2.32.4.20250611
- types-requests==2.32.4.20250913
- types-tabulate==0.9.0.20241207
- types-python-dateutil==2.9.0.20250708
- scipy-stubs==1.16.0.2
- SQLAlchemy==2.0.41
- types-python-dateutil==2.9.0.20250822
- scipy-stubs==1.16.2.0
- SQLAlchemy==2.0.43
# stages: [push]
- repo: https://github.com/pycqa/isort
@@ -44,13 +44,13 @@ repos:
- repo: https://github.com/charliermarsh/ruff-pre-commit
# Ruff version.
rev: 'v0.12.5'
rev: 'v0.13.1'
hooks:
- id: ruff
- id: ruff-format
- repo: https://github.com/pre-commit/pre-commit-hooks
rev: v5.0.0
rev: v6.0.0
hooks:
- id: end-of-file-fixer
exclude: |
@@ -83,6 +83,6 @@ repos:
# Ensure github actions remain safe
- repo: https://github.com/woodruffw/zizmor-pre-commit
rev: v1.11.0
rev: v1.13.0
hooks:
- id: zizmor
+31 -29
View File
@@ -9,8 +9,10 @@ Issues labeled [good first issue](https://github.com/freqtrade/freqtrade/labels/
Few pointers for contributions:
- Create your PR against the `develop` branch, not `stable`.
- 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).
- 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.
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.
@@ -43,43 +45,43 @@ pytest tests/test_<file_name>.py
pytest tests/test_<file_name>.py::test_<method_name>
```
### 2. Test if your code is PEP8 compliant
### 2. Test if your code corresponds to our style guide
#### Run Ruff
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.
```bash
ruff check .
ruff format .
```
We receive a lot of code that fails the `ruff` 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.
##### Run mypy
you can manually run pre-commit with `pre-commit run -a`.
##### 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
Check your code with mypy to ensure that it follows the type-hinting rules.
``` bash
mypy freqtrade
```
### 4. Ensure formatting is correct
#### Run ruff
``` bash
ruff format .
```
## (Core)-Committer Guide
### Process: Pull Requests
@@ -118,7 +120,7 @@ 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 versions as small as possible, preferably one new feature per version.
- Keep feature PR's as small as possible, preferably one new feature per PR.
- 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
@@ -130,6 +132,6 @@ Contributors may be given commit privileges. Preference will be given to those w
1. Access to resources for cross-platform development and testing.
1. Time to devote to the project regularly.
Being a Committer does not grant write permission on `develop` or `stable` for security reasons (Users trust Freqtrade with their Exchange API keys).
Being a Committer does not automatically 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.
+2 -7
View File
@@ -1,4 +1,4 @@
FROM python:3.13.5-slim-bookworm AS base
FROM python:3.13.7-slim-bookworm AS base
# Setup env
ENV LANG=C.UTF-8
@@ -27,11 +27,6 @@ RUN apt-get update \
&& apt-get clean \
&& pip install --upgrade pip wheel
# 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
@@ -49,7 +44,7 @@ USER ftuser
# Install and execute
COPY --chown=ftuser:ftuser . /freqtrade/
RUN pip install -e . --user --no-cache-dir --no-build-isolation \
RUN pip install -e . --user --no-cache-dir \
&& mkdir /freqtrade/user_data/ \
&& freqtrade install-ui
-1
View File
@@ -4,7 +4,6 @@
[![DOI](https://joss.theoj.org/papers/10.21105/joss.04864/status.svg)](https://doi.org/10.21105/joss.04864)
[![Coverage Status](https://coveralls.io/repos/github/freqtrade/freqtrade/badge.svg?branch=develop&service=github)](https://coveralls.io/github/freqtrade/freqtrade?branch=develop)
[![Documentation](https://readthedocs.org/projects/freqtrade/badge/)](https://www.freqtrade.io)
[![Maintainability](https://api.codeclimate.com/v1/badges/5737e6d668200b7518ff/maintainability)](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.
-35
View File
@@ -1,35 +0,0 @@
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 \
&& echo "Downloading gcc config.guess and config.sub" \
&& curl -s 'https://raw.githubusercontent.com/gcc-mirror/gcc/master/config.guess' -o config.guess \
&& curl -s 'https://raw.githubusercontent.com/gcc-mirror/gcc/master/config.sub' -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
-10
View File
@@ -1,10 +0,0 @@
# vendored Wheels compiled via https://github.com/xmatthias/ta-lib-python/tree/ta_bundled_040
python -m pip install --upgrade pip
python -c "import sys; print(f'{sys.version_info.major}.{sys.version_info.minor}')"
pip install -U wheel "numpy<3.0"
pip install --only-binary ta-lib --find-links=build_helpers\ "ta-lib<0.6.0"
pip install -r requirements-dev.txt
pip install -e .
-119
View File
@@ -1,119 +0,0 @@
#!/bin/sh
# Use BuildKit, otherwise building on ARM fails
export DOCKER_BUILDKIT=1
IMAGE_NAME=freqtradeorg/freqtrade
CACHE_IMAGE=freqtradeorg/freqtrade_cache
GHCR_IMAGE_NAME=ghcr.io/freqtrade/freqtrade
# 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_PI="${TAG}_pi"
TAG_ARM=${TAG}_arm
TAG_PLOT_ARM=${TAG_PLOT}_arm
TAG_FREQAI_ARM=${TAG_FREQAI}_arm
TAG_FREQAI_RL_ARM=${TAG_FREQAI_RL}_arm
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 [ $? -ne 0 ]; then
echo "failed building multiarch images"
return 1
fi
docker build --build-arg sourceimage=freqtrade --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_PLOT_ARM} -f docker/Dockerfile.plot .
docker build --build-arg sourceimage=freqtrade --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_FREQAI_ARM} -f docker/Dockerfile.freqai .
docker build --build-arg sourceimage=freqtrade --build-arg sourcetag=${TAG_FREQAI_ARM} -t freqtrade:${TAG_FREQAI_RL_ARM} -f docker/Dockerfile.freqai_rl .
# Tag image for upload and next build step
docker tag freqtrade:$TAG_ARM ${CACHE_IMAGE}:$TAG_ARM
docker tag freqtrade:$TAG_PLOT_ARM ${CACHE_IMAGE}:$TAG_PLOT_ARM
docker tag freqtrade:$TAG_FREQAI_ARM ${CACHE_IMAGE}:$TAG_FREQAI_ARM
docker tag freqtrade:$TAG_FREQAI_RL_ARM ${CACHE_IMAGE}:$TAG_FREQAI_RL_ARM
# Run backtest
docker run --rm -v $(pwd)/tests/testdata/config.tests.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 ${CACHE_IMAGE}:$TAG_PLOT_ARM
docker push ${CACHE_IMAGE}:$TAG_FREQAI_ARM
docker push ${CACHE_IMAGE}:$TAG_FREQAI_RL_ARM
docker push ${CACHE_IMAGE}:$TAG_ARM
# 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 ${IMAGE_NAME}:${TAG} ${CACHE_IMAGE}:${TAG} ${CACHE_IMAGE}:${TAG_ARM} ${IMAGE_NAME}:${TAG_PI}
docker manifest push -p ${IMAGE_NAME}:${TAG}
docker manifest create ${IMAGE_NAME}:${TAG_PLOT} ${CACHE_IMAGE}:${TAG_PLOT} ${CACHE_IMAGE}:${TAG_PLOT_ARM}
docker manifest push -p ${IMAGE_NAME}:${TAG_PLOT}
docker manifest create ${IMAGE_NAME}:${TAG_FREQAI} ${CACHE_IMAGE}:${TAG_FREQAI} ${CACHE_IMAGE}:${TAG_FREQAI_ARM}
docker manifest push -p ${IMAGE_NAME}:${TAG_FREQAI}
docker manifest create ${IMAGE_NAME}:${TAG_FREQAI_RL} ${CACHE_IMAGE}:${TAG_FREQAI_RL} ${CACHE_IMAGE}:${TAG_FREQAI_RL_ARM}
docker manifest push -p ${IMAGE_NAME}:${TAG_FREQAI_RL}
# Create special Torch tag - which is identical to the RL tag.
docker manifest create ${IMAGE_NAME}:${TAG_FREQAI_TORCH} ${CACHE_IMAGE}:${TAG_FREQAI_RL} ${CACHE_IMAGE}:${TAG_FREQAI_RL_ARM}
docker manifest push -p ${IMAGE_NAME}:${TAG_FREQAI_TORCH}
# copy images to ghcr.io
alias crane="docker run --rm -i -v $(pwd)/.crane:/home/nonroot/.docker/ gcr.io/go-containerregistry/crane"
mkdir .crane
chmod a+rwx .crane
echo "${GHCR_TOKEN}" | crane auth login ghcr.io -u "${GHCR_USERNAME}" --password-stdin
crane copy ${IMAGE_NAME}:${TAG_FREQAI_RL} ${GHCR_IMAGE_NAME}:${TAG_FREQAI_RL}
crane copy ${IMAGE_NAME}:${TAG_FREQAI_RL} ${GHCR_IMAGE_NAME}:${TAG_FREQAI_TORCH}
crane copy ${IMAGE_NAME}:${TAG_FREQAI} ${GHCR_IMAGE_NAME}:${TAG_FREQAI}
crane copy ${IMAGE_NAME}:${TAG_PLOT} ${GHCR_IMAGE_NAME}:${TAG_PLOT}
crane copy ${IMAGE_NAME}:${TAG} ${GHCR_IMAGE_NAME}:${TAG}
# Tag as latest for develop builds
if [ "${TAG}" = "develop" ]; then
echo 'Tagging image as latest'
docker manifest create ${IMAGE_NAME}:latest ${CACHE_IMAGE}:${TAG_ARM} ${IMAGE_NAME}:${TAG_PI} ${CACHE_IMAGE}:${TAG}
docker manifest push -p ${IMAGE_NAME}:latest
crane copy ${IMAGE_NAME}:latest ${GHCR_IMAGE_NAME}:latest
fi
docker images
rm -rf .crane
# Cleanup old images from arm64 node.
docker image prune -a --force --filter "until=24h"
-89
View File
@@ -1,89 +0,0 @@
#!/bin/sh
# The below assumes a correctly setup docker buildx environment
IMAGE_NAME=freqtradeorg/freqtrade
CACHE_IMAGE=freqtradeorg/freqtrade_cache
# Replace / with _ to create a valid tag
TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
TAG_PLOT=${TAG}_plot
TAG_FREQAI=${TAG}_freqai
TAG_FREQAI_RL=${TAG_FREQAI}rl
TAG_PI="${TAG}_pi"
PI_PLATFORM="linux/arm/v7"
echo "Running for ${TAG}"
CACHE_TAG=${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 \
--provenance=false \
.
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}
# disable provenance due to https://github.com/docker/buildx/issues/1509
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 \
--provenance=false \
.
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 --build-arg sourceimage=freqtrade --build-arg sourcetag=${TAG} -t freqtrade:${TAG_PLOT} -f docker/Dockerfile.plot .
docker build --build-arg sourceimage=freqtrade --build-arg sourcetag=${TAG} -t freqtrade:${TAG_FREQAI} -f docker/Dockerfile.freqai .
docker build --build-arg sourceimage=freqtrade --build-arg sourcetag=${TAG_FREQAI} -t freqtrade:${TAG_FREQAI_RL} -f docker/Dockerfile.freqai_rl .
docker tag freqtrade:$TAG_PLOT ${CACHE_IMAGE}:$TAG_PLOT
docker tag freqtrade:$TAG_FREQAI ${CACHE_IMAGE}:$TAG_FREQAI
docker tag freqtrade:$TAG_FREQAI_RL ${CACHE_IMAGE}:$TAG_FREQAI_RL
# Run backtest
docker run --rm -v $(pwd)/tests/testdata/config.tests.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 ${CACHE_IMAGE}:$TAG
docker push ${CACHE_IMAGE}:$TAG_PLOT
docker push ${CACHE_IMAGE}:$TAG_FREQAI
docker push ${CACHE_IMAGE}:$TAG_FREQAI_RL
docker images
if [ $? -ne 0 ]; then
echo "failed building image"
return 1
fi
+12
View File
@@ -180,6 +180,16 @@
"description": "Offset for profit exit. \nUsually specified in the strategy and missing in the configuration.",
"type": "number"
},
"recursive_strategy_search": {
"description": "Enable recursive strategy search.",
"type": "boolean"
},
"user_data_dir": {
"description": "Path to the user data directory."
},
"datadir": {
"description": "Path to the data directory."
},
"fee": {
"description": "Trading fee percentage. Can help to simulate slippage in backtesting",
"type": "number",
@@ -562,6 +572,7 @@
"pairlists": {
"description": "Configuration for pairlists.",
"type": "array",
"minItems": 1,
"items": {
"type": "object",
"properties": {
@@ -576,6 +587,7 @@
"RemotePairList",
"MarketCapPairList",
"AgeFilter",
"DelistFilter",
"FullTradesFilter",
"OffsetFilter",
"PerformanceFilter",
Binary file not shown.
Binary file not shown.
Binary file not shown.
Binary file not shown.
Binary file not shown.
+38 -18
View File
@@ -25,10 +25,10 @@
"trading_mode": "spot",
"margin_mode": "",
"minimal_roi": {
"40": 0.0,
"30": 0.01,
"20": 0.02,
"0": 0.04
"40": 0.0,
"30": 0.01,
"20": 0.02,
"0": 0.04
},
"stoploss": -0.10,
"unfilledtimeout": {
@@ -47,7 +47,7 @@
"bids_to_ask_delta": 1
}
},
"exit_pricing":{
"exit_pricing": {
"price_side": "same",
"use_order_book": true,
"order_book_top": 1,
@@ -70,18 +70,38 @@
"exit": "GTC"
},
"pairlists": [
{"method": "StaticPairList"},
{"method": "FullTradesFilter"},
{
"method": "StaticPairList"
},
{
"method": "DelistFilter",
"max_days_from_now": 0,
},
{
"method": "FullTradesFilter"
},
{
"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,
@@ -166,12 +186,12 @@
"external_message_consumer": {
"enabled": false,
"producers": [
{
"name": "default",
"host": "127.0.0.2",
"port": 8080,
"ws_token": "secret_ws_t0ken."
}
{
"name": "default",
"host": "127.0.0.2",
"port": 8080,
"ws_token": "secret_ws_t0ken."
}
],
"wait_timeout": 300,
"ping_timeout": 10,
@@ -195,4 +215,4 @@
"reduce_df_footprint": false,
"dataformat_ohlcv": "feather",
"dataformat_trades": "feather"
}
}
+2 -3
View File
@@ -34,8 +34,7 @@ COPY build_helpers/* /tmp/
# Install dependencies
COPY --chown=ftuser:ftuser requirements.txt /freqtrade/
USER ftuser
RUN pip install --user --no-cache-dir "numpy<3.0" \
&& pip install --user --no-index --find-links /tmp/ pyarrow TA-Lib \
RUN pip install --user --only-binary=:all: --find-links /tmp/ pyarrow TA-Lib \
&& pip install --user --no-cache-dir -r requirements.txt
# Copy dependencies to runtime-image
@@ -49,7 +48,7 @@ USER ftuser
# Install and execute
COPY --chown=ftuser:ftuser . /freqtrade/
RUN pip install -e . --user --no-cache-dir --no-build-isolation\
RUN pip install -e . --user --no-cache-dir \
&& mkdir /freqtrade/user_data/ \
&& freqtrade install-ui
-10
View File
@@ -1,10 +0,0 @@
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 []
+12 -9
View File
@@ -46,29 +46,32 @@ ranging from the simplest (0) to the most detailed per pair, per buy and per sel
More options are available by running with the `-h` option.
### Using export-filename
### Using backtest-filename
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:
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:
``` bash
freqtrade backtesting -c <config.json> --timeframe <tf> --strategy <strategy_name> --timerange=<timerange> --export=signals --export-filename=/tmp/mystrat_backtest.json
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
```
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 "/tmp/mystrat_backtest-2022-06-14_16-28-32.json"
2022-06-14 16:28:32,698 - freqtrade.misc - INFO - dumping json to "mystrat_backtest-2022-06-14_16-28-32.json"
```
You can then use that filename in `backtesting-analysis`:
```
freqtrade backtesting-analysis -c <config.json> --export-filename=/tmp/mystrat_backtest-2022-06-14_16-28-32.json
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
```
### Tuning the buy tags and sell tags to display
+235 -204
View File
@@ -105,12 +105,14 @@ 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 filename
Exporting trades to file specifying a custom directory
```bash
freqtrade backtesting --strategy backtesting --export trades --export-filename=backtest_samplestrategy.json
freqtrade backtesting --strategy backtesting --export trades --backtest-directory=user_data/custom-backtest-results
```
---
Please also read about the [strategy startup period](strategy-customization.md#strategy-startup-period).
---
@@ -158,117 +160,136 @@ 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 BTC | Tot Profit % | Avg Duration | Wins Draws Loss Win% |
|----------+--------+----------------+------------------+----------------+--------------+--------------------------|
| ADA/BTC | 35 | -0.11 | -0.00019428 | -1.94 | 4:35:00 | 14 0 21 40.0 |
| ARK/BTC | 11 | -0.41 | -0.00022647 | -2.26 | 2:03:00 | 3 0 8 27.3 |
| BTS/BTC | 32 | 0.31 | 0.00048938 | 4.89 | 5:05:00 | 18 0 14 56.2 |
| DASH/BTC | 13 | -0.08 | -0.00005343 | -0.53 | 4:39:00 | 6 0 7 46.2 |
| ENG/BTC | 18 | 1.36 | 0.00122807 | 12.27 | 2:50:00 | 8 0 10 44.4 |
| EOS/BTC | 36 | 0.08 | 0.00015304 | 1.53 | 3:34:00 | 16 0 20 44.4 |
| ETC/BTC | 26 | 0.37 | 0.00047576 | 4.75 | 6:14:00 | 11 0 15 42.3 |
| ETH/BTC | 33 | 0.30 | 0.00049856 | 4.98 | 7:31:00 | 16 0 17 48.5 |
| IOTA/BTC | 32 | 0.03 | 0.00005444 | 0.54 | 3:12:00 | 14 0 18 43.8 |
| LSK/BTC | 15 | 1.75 | 0.00131413 | 13.13 | 2:58:00 | 6 0 9 40.0 |
| LTC/BTC | 32 | -0.04 | -0.00006886 | -0.69 | 4:49:00 | 11 0 21 34.4 |
| NANO/BTC | 17 | 1.26 | 0.00107058 | 10.70 | 1:55:00 | 10 0 7 58.5 |
| NEO/BTC | 23 | 0.82 | 0.00094936 | 9.48 | 2:59:00 | 10 0 13 43.5 |
| REQ/BTC | 9 | 1.17 | 0.00052734 | 5.27 | 3:47:00 | 4 0 5 44.4 |
| XLM/BTC | 16 | 1.22 | 0.00097800 | 9.77 | 3:15:00 | 7 0 9 43.8 |
| XMR/BTC | 23 | -0.18 | -0.00020696 | -2.07 | 5:30:00 | 12 0 11 52.2 |
| XRP/BTC | 35 | 0.66 | 0.00114897 | 11.48 | 3:49:00 | 12 0 23 34.3 |
| ZEC/BTC | 22 | -0.46 | -0.00050971 | -5.09 | 2:22:00 | 7 0 15 31.8 |
| TOTAL | 429 | 0.36 | 0.00762792 | 76.20 | 4:12:00 | 186 0 243 43.4 |
============================================= LEFT OPEN TRADES REPORT =============================================
| Pair | Trades | Avg Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Win Draw Loss Win% |
|----------+---------+----------------+------------------+----------------+----------------+---------------------|
| ADA/BTC | 1 | 0.89 | 0.00004434 | 0.44 | 6:00:00 | 1 0 0 100 |
| LTC/BTC | 1 | 0.68 | 0.00003421 | 0.34 | 2:00:00 | 1 0 0 100 |
| TOTAL | 2 | 0.78 | 0.00007855 | 0.78 | 4:00:00 | 2 0 0 100 |
==================== 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 |
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% │
└───────────────────────────────┴─────────────────────────────────┘
================== SUMMARY METRICS ==================
| Metric | Value |
|-----------------------------+---------------------|
| Backtesting from | 2019-01-01 00:00:00 |
| Backtesting to | 2019-05-01 00:00:00 |
| Trading Mode | Spot |
| 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% |
| Sortino | 1.88 |
| Sharpe | 2.97 |
| Calmar | 6.29 |
| SQN | 2.45 |
| Profit factor | 1.11 |
| Expectancy (Ratio) | -0.15 (-0.05) |
| 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 |
| Max Consecutive Wins / Loss | 3 / 4 |
| 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% |
=====================================================
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 table
The 1st table contains all trades the bot made, including "left open trades".
The first 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 | 429 | 0.36 | 152.41 | 0.00762792 | 76.20 | 4:12:00 | 186 0 243 43.4 |
TOTAL 77 │ 0.22 │ 54.774 │ 5.48 │ 22:12:00 67 0 10 87.0 │
```
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 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 column `Avg Profit %` shows the average profit for all trades made.
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 0.01 BTC and an absolute profit of 0.00762792 BTC - so the `Tot Profit %` will be `(0.00762792 / 0.01) * 100 ~= 76.2%`.
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%`.
Your strategy performance is influenced by your entry strategy, your exit strategy, and also by the `minimal_roi` and `stop_loss` you have set.
@@ -284,86 +305,83 @@ 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 3rd table contains all trades the bot had to `force_exit` at the end of the backtesting period to present you the full picture.
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.
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 some useful key metrics about performance of your strategy on backtesting data.
It contains key metrics about the performance of your strategy on backtesting data.
```
================== SUMMARY METRICS ==================
| Metric | Value |
|-----------------------------+---------------------|
| Backtesting from | 2019-01-01 00:00:00 |
| Backtesting to | 2019-05-01 00:00:00 |
| Trading Mode | Spot |
| 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% |
| Sortino | 1.88 |
| Sharpe | 2.97 |
| Calmar | 6.29 |
| SQN | 2.45 |
| Profit factor | 1.11 |
| Expectancy (Ratio) | -0.15 (-0.05) |
| Avg. daily profit | 0.0001 BTC |
| 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 |
| Max Consecutive Wins / Loss | 3 / 4 |
| 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% |
=====================================================
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓
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% │
└───────────────────────────────┴─────────────────────────────────┘
```
- `Backtesting from` / `Backtesting to`: Backtesting range (usually defined with the `--timerange` option).
- `Max open trades`: Setting of `max_open_trades` (or `--max-open-trades`) - or number of pairs in the pairlist (whatever is lower).
- `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).
- `Final balance`: Final balance - starting balance + absolute profit.
@@ -374,58 +392,71 @@ It contains some useful key metrics about performance of your strategy on backte
- `Sharpe`: Annualized Sharpe ratio.
- `Calmar`: Annualized Calmar ratio.
- `SQN`: System Quality Number (SQN) - by Van Tharp.
- `Profit factor`: profit / loss.
- `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)`.
- `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.
- `Best Pair` / `Worst Pair`: Best and worst performing pair (based on absolute profit), and it's corresponding `Tot Profit %`.
- `Best Trade` / `Worst Trade`: Biggest single winning trade and biggest single losing trade.
- `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 day` / `Worst day`: Best and worst day based on daily profit.
- `Days win/draw/lose`: Winning / Losing days (draws are usually days without closed trade).
- `Avg. Duration Winners` / `Avg. Duration Loser`: Average durations for winning and losing trades.
- `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.
- `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 (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).
- `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.
### Daily / Weekly / Monthly breakdown
### Daily / Weekly / Monthly / Yearly breakdown
You can get an overview over daily / weekly or monthly results by using the `--breakdown <>` switch.
You can get an overview over daily, weekly, monthly, or yearly results by using the `--breakdown <>` switch.
To visualize daily and weekly breakdowns, you can use the following:
To visualize monthly and yearly breakdowns, you can use the following:
``` bash
freqtrade backtesting --strategy MyAwesomeStrategy --breakdown day week
freqtrade backtesting --strategy MyAwesomeStrategy --breakdown month year
```
``` output
======================== 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 |
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 │
└────────────┴────────┴─────────────────┴───────────────┴────────────────────────┘
```
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.
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.
### Backtest result caching
@@ -449,10 +480,10 @@ For this mode - `--notes "<notes>"` can be used to add notes to the backtest res
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
- 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.
@@ -470,7 +501,7 @@ Since backtesting lacks some detailed information about what happens within a ca
- Exit-signal is favored over Stoploss, because exit-signals are assumed to trigger on candle's open
- ROI
- Exits are compared to high - but the ROI value is used (e.g. ROI = 2%, high=5% - so the exit will be at 2%)
- Exits are never "below the candle", so a ROI of 2% may result in a exit at 2.4% if low was at 2.4% profit
- Exits are 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)
- Stoploss exits happen exactly at stoploss price, even if low was lower, but the loss will be `2 * fees` higher than the stoploss price
@@ -536,7 +567,7 @@ freqtrade backtesting --strategy AwesomeStrategy --timeframe 1h --timeframe-deta
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.
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.
@@ -599,5 +630,5 @@ Detailed output for all strategies one after the other will be available, so mak
## Next step
Great, your strategy is profitable. What if the bot can give your the optimal parameters to use for your strategy?
Great, your strategy is profitable. What if the bot can give you the optimal parameters to use for your strategy?
Your next step is to learn [how to find optimal parameters with Hyperopt](hyperopt.md)
+11 -5
View File
@@ -2,7 +2,8 @@
usage: freqtrade backtesting-analysis [-h] [-v] [--no-color] [--logfile FILE]
[-V] [-c PATH] [-d PATH]
[--userdir PATH]
[--export-filename 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 ...]]
@@ -14,10 +15,15 @@ usage: freqtrade backtesting-analysis [-h] [-v] [--no-color] [--logfile FILE]
options:
-h, --help show this help message and exit
--export-filename PATH, --backtest-filename PATH
Use this filename for backtest results.Requires
`--export` to be set as well. Example: `--export-filen
ame=user_data/backtest_results/backtest_today.json`
--backtest-filename PATH, --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 PATH, --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
+12 -5
View File
@@ -1,15 +1,22 @@
```
usage: freqtrade backtesting-show [-h] [-v] [--no-color] [--logfile FILE] [-V]
[-c PATH] [-d PATH] [--userdir PATH]
[--export-filename PATH] [--show-pair-list]
[--backtest-filename PATH]
[--backtest-directory PATH]
[--show-pair-list]
[--breakdown {day,week,month,year} [{day,week,month,year} ...]]
options:
-h, --help show this help message and exit
--export-filename PATH, --backtest-filename PATH
Use this filename for backtest results.Requires
`--export` to be set as well. Example: `--export-filen
ame=user_data/backtest_results/backtest_today.json`
--backtest-filename PATH, --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 PATH, --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} [{day,week,month,year} ...]
Show backtesting breakdown per [day, week, month,
+18 -6
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@@ -10,11 +10,13 @@ usage: freqtrade backtesting [-h] [-v] [--no-color] [--logfile FILE] [-V]
[--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}]
[--export-filename PATH]
[--backtest-filename PATH]
[--backtest-directory PATH]
[--breakdown {day,week,month,year} [{day,week,month,year} ...]]
[--cache {none,day,week,month}]
[--freqai-backtest-live-models] [--notes TEXT]
@@ -43,9 +45,14 @@ options:
Allow buying the same pair multiple times (position
stacking).
--enable-protections, --enableprotections
Enable protections for backtesting.Will slow
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 DRY_RUN_WALLET, --starting-balance DRY_RUN_WALLET
Starting balance, used for backtesting / hyperopt and
dry-runs.
@@ -61,10 +68,15 @@ options:
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`
--backtest-filename PATH, --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 PATH, --export-directory PATH
Directory to use for backtest results. Example:
`--export-directory=user_data/backtest_results/`.
--breakdown {day,week,month,year} [{day,week,month,year} ...]
Show backtesting breakdown per [day, week, month,
year].
+4
View File
@@ -4,6 +4,7 @@ usage: freqtrade download-data [-h] [-v] [--no-color] [--logfile FILE] [-V]
[-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]
@@ -24,6 +25,9 @@ options:
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.
+1 -1
View File
@@ -44,7 +44,7 @@ options:
Allow buying the same pair multiple times (position
stacking).
--enable-protections, --enableprotections
Enable protections for backtesting.Will slow
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
+5
View File
@@ -1,11 +1,16 @@
```
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 {spot,margin,futures}, --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).
+21 -6
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@@ -11,15 +11,18 @@ usage: freqtrade lookahead-analysis [-h] [-v] [--no-color] [--logfile FILE]
[--stake-amount STAKE_AMOUNT]
[--fee FLOAT] [-p PAIRS [PAIRS ...]]
[--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}]
[--export-filename PATH]
[--backtest-filename PATH]
[--backtest-directory PATH]
[--freqai-backtest-live-models]
[--minimum-trade-amount INT]
[--targeted-trade-amount INT]
[--lookahead-analysis-exportfilename LOOKAHEAD_ANALYSIS_EXPORTFILENAME]
[--allow-limit-orders]
options:
-h, --help show this help message and exit
@@ -42,9 +45,14 @@ options:
Limit command to these pairs. Pairs are space-
separated.
--enable-protections, --enableprotections
Enable protections for backtesting.Will slow
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 DRY_RUN_WALLET, --starting-balance DRY_RUN_WALLET
Starting balance, used for backtesting / hyperopt and
dry-runs.
@@ -60,10 +68,15 @@ options:
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`
--backtest-filename PATH, --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 PATH, --export-directory PATH
Directory to use for backtest results. Example:
`--export-directory=user_data/backtest_results/`.
--freqai-backtest-live-models
Run backtest with ready models.
--minimum-trade-amount INT
@@ -73,6 +86,8 @@ options:
--lookahead-analysis-exportfilename LOOKAHEAD_ANALYSIS_EXPORTFILENAME
Use this csv-filename to store lookahead-analysis-
results
--allow-limit-orders Allow limit orders in lookahead analysis (could cause
false positives in lookahead analysis results).
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
+7 -5
View File
@@ -10,7 +10,7 @@ usage: freqtrade plot-dataframe [-h] [-v] [--no-color] [--logfile FILE] [-V]
[--plot-limit INT] [--db-url PATH]
[--trade-source {DB,file}]
[--export {none,trades,signals}]
[--export-filename PATH]
[--backtest-filename PATH]
[--timerange TIMERANGE] [-i TIMEFRAME]
[--no-trades]
@@ -38,10 +38,12 @@ options:
(backtest file)) Default: file
--export {none,trades,signals}
Export backtest results (default: trades).
--export-filename PATH, --backtest-filename PATH
Use this filename for backtest results.Requires
`--export` to be set as well. Example: `--export-filen
ame=user_data/backtest_results/backtest_today.json`
--backtest-filename PATH, --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.
--timerange TIMERANGE
Specify what timerange of data to use.
-i TIMEFRAME, --timeframe TIMEFRAME
+7 -5
View File
@@ -6,7 +6,7 @@ usage: freqtrade plot-profit [-h] [-v] [--no-color] [--logfile FILE] [-V]
[--freqaimodel NAME] [--freqaimodel-path PATH]
[-p PAIRS [PAIRS ...]] [--timerange TIMERANGE]
[--export {none,trades,signals}]
[--export-filename PATH] [--db-url PATH]
[--backtest-filename PATH] [--db-url PATH]
[--trade-source {DB,file}] [-i TIMEFRAME]
[--auto-open]
@@ -19,10 +19,12 @@ options:
Specify what timerange of data to use.
--export {none,trades,signals}
Export backtest results (default: trades).
--export-filename PATH, --backtest-filename PATH
Use this filename for backtest results.Requires
`--export` to be set as well. Example: `--export-filen
ame=user_data/backtest_results/backtest_today.json`
--backtest-filename PATH, --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.
--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
+6 -4
View File
@@ -566,8 +566,8 @@ Configuration:
### Understand order_time_in_force
The `order_time_in_force` configuration parameter defines the policy by which the order
is executed on the exchange. Three commonly used time in force are:
The `order_time_in_force` configuration parameter defines the policy by which the order is executed on the exchange.
Commonly used time in force are:
**GTC (Good Till Canceled):**
@@ -589,11 +589,13 @@ is automatically cancelled by the exchange.
Post only order. The order is either placed as a maker order, or it is canceled.
This means the order must be placed on orderbook for at least time in an unfilled state.
Please check the [Exchange documentation](exchanges.md) for supported time in force values for your exchange.
#### time_in_force config
The `order_time_in_force` parameter contains a dict with entry and exit time in force policy values.
This can be set in the configuration file or in the strategy.
Values set in the configuration file overwrites values set in the strategy.
Values set in the configuration file overwrite values from in the strategy, following the regular [precedence rules](#configuration-option-prevalence).
The possible values are: `GTC` (default), `FOK` or `IOC`.
@@ -605,9 +607,9 @@ The possible values are: `GTC` (default), `FOK` or `IOC`.
```
!!! Warning
This is ongoing work. For now, it is supported only for binance, gate and kucoin.
Please don't change the default value unless you know what you are doing and have researched the impact of using different values for your particular exchange.
### Fiat conversion
Freqtrade uses the Coingecko API to convert the coin value to it's corresponding fiat value for the Telegram reports.
+16 -1
View File
@@ -408,6 +408,22 @@ jupyter nbconvert --ClearOutputPreprocessor.enabled=True --inplace freqtrade/tem
jupyter nbconvert --ClearOutputPreprocessor.enabled=True --to markdown freqtrade/templates/strategy_analysis_example.ipynb --stdout > docs/strategy_analysis_example.md
```
## Backtest documentation results
To generate backtest outputs, please use the following commands:
``` bash
# Assume a dedicated user directory for this output
freqtrade create-userdir --userdir user_data_bttest/
# set can_short = True
sed -i "s/can_short: bool = False/can_short: bool = True/" user_data_bttest/strategies/sample_strategy.py
freqtrade download-data --timerange 20250625-20250801 --config tests/testdata/config.tests.usdt.json --userdir user_data_bttest/ -t 5m
freqtrade backtesting --config tests/testdata/config.tests.usdt.json -s SampleStrategy --userdir user_data_bttest/ --cache none --timerange 20250701-20250801
```
## Continuous integration
This documents some decisions taken for the CI Pipeline.
@@ -418,7 +434,6 @@ This documents some decisions taken for the CI Pipeline.
* Docker images contain a file, `/freqtrade/freqtrade_commit` containing the commit this image is based of.
* Full docker image rebuilds are run once a week via schedule.
* Deployments run on ubuntu.
* ta-lib binaries are contained in the build_helpers directory to avoid fails related to external unavailability.
* All tests must pass for a PR to be merged to `stable` or `develop`.
## Creating a release
+36 -9
View File
@@ -2,6 +2,10 @@
This page combines common gotchas and Information which are exchange-specific and most likely don't apply to other exchanges.
## Quick overview of supported exchange features
--8<-- "includes/exchange-features.md"
## Exchange configuration
Freqtrade is based on [CCXT library](https://github.com/ccxt/ccxt) that supports over 100 cryptocurrency
@@ -227,7 +231,7 @@ Kucoin requires a passphrase for each api key, you will therefore need to add th
}
```
Kucoin supports [time_in_force](configuration.md#understand-order_time_in_force).
Kucoin supports [time_in_force](configuration.md#understand-order_time_in_force) with settings "GTC" (good till cancelled), "FOK" (full-or-cancel) and "IOC" (immediate-or-cancel) settings.
!!! Tip "Stoploss on Exchange"
Kucoin supports `stoploss_on_exchange` and can use both stop-loss-market and stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
@@ -271,7 +275,9 @@ Using the wrong exchange will result in the error "OKX Error 50119: API key does
## Gate.io
!!! Tip "Stoploss on Exchange"
Gate.io supports `stoploss_on_exchange` and uses `stop-loss-limit` orders. It provides great advantages, so we recommend to benefit from it by enabling stoploss on exchange..
Gate.io supports `stoploss_on_exchange` and uses `stop-loss-limit` orders. It provides great advantages, so we recommend to benefit from it by enabling stoploss on exchange.
Gate.io supports [time_in_force](configuration.md#understand-order_time_in_force) with settings "GTC" (good till cancelled), and "IOC" (immediate-or-cancel) settings.
Gate.io allows the use of `POINT` to pay for fees. As this is not a tradable currency (no regular market available), automatic fee calculations will fail (and default to a fee of 0).
The configuration parameter `exchange.unknown_fee_rate` can be used to specify the exchange rate between Point and the stake currency. Obviously, changing the stake-currency will also require changes to this value.
@@ -286,9 +292,15 @@ Without these permissions, the bot will not start correctly and show errors like
## Bybit
Futures trading on bybit is currently supported for USDT markets, and will use isolated futures mode.
!!! Tip "Stoploss on Exchange"
Bybit (futures only) supports `stoploss_on_exchange` and uses `stop-loss-limit` orders. It provides great advantages, so we recommend to benefit from it by enabling stoploss on exchange.
On futures, Bybit supports both `stop-limit` as well as `stop-market` orders. You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide which type to use.
On startup, freqtrade will set the position mode to "One-way Mode" for the whole (sub)account. This avoids making this call over and over again (slowing down bot operations), but means that changes to this setting may result in exceptions and errors.
Bybit supports [time_in_force](configuration.md#understand-order_time_in_force) with settings "GTC" (good till cancelled), "FOK" (full-or-cancel), "IOC" (immediate-or-cancel) and "PO" (Post only) settings.
Futures trading on bybit is currently supported for isolated futures mode.
On startup, freqtrade will set the position mode to "One-way Mode" for the whole (sub)account. This avoids making this call over and over again (slowing down bot operations), but means that manual changes to this setting may result in exceptions and errors.
As bybit doesn't provide funding rate history, the dry-run calculation is used for live trades as well.
@@ -305,11 +317,6 @@ We do strongly recommend to limit all API keys to the IP you're going to use it
We therefore recommend the usage of one subaccount per bot. This is especially important when using unified accounts.
Other configurations (multiple bots on one account, manual non-bot trades on the bot account) are not supported and may lead to unexpected behavior.
!!! Tip "Stoploss on Exchange"
Bybit (futures only) supports `stoploss_on_exchange` and uses `stop-loss-limit` orders. It provides great advantages, so we recommend to benefit from it by enabling stoploss on exchange.
On futures, Bybit supports both `stop-limit` as well as `stop-market` orders. You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide which type to use.
## Bitmart
Bitmart requires the API key Memo (the name you give the API key) to go along with the exchange key and secret.
@@ -328,6 +335,26 @@ It's therefore required to pass the UID as well.
!!! Warning "Necessary Verification"
Bitmart requires Verification Lvl2 to successfully trade on the spot market through the API - even though trading via UI works just fine with just Lvl1 verification.
## Bitget
Bitget requires a passphrase for each api key, you will therefore need to add this key into the configuration so your exchange section looks as follows:
```json
"exchange": {
"name": "bitget",
"key": "your_exchange_key",
"secret": "your_exchange_secret",
"password": "your_exchange_api_key_password",
// ...
}
```
Bitget supports [time_in_force](configuration.md#understand-order_time_in_force) with settings "GTC" (good till cancelled), "FOK" (full-or-cancel), "IOC" (immediate-or-cancel) and "PO" (Post only) settings.
!!! Tip "Stoploss on Exchange"
Bitget supports `stoploss_on_exchange` and can use both stop-loss-market and stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide which type of stoploss shall be used.
## Hyperliquid
!!! Tip "Stoploss on Exchange"
+7
View File
@@ -297,6 +297,13 @@ Should you be asked to expose your exchange keys or send funds to some random wa
Failing to follow these guidelines will not be responsibility of freqtrade.
## Support policy
We provide free support for Freqtrade on our [Discord server](https://discord.gg/p7nuUNVfP7) and via GitHub issues.
We only support the most recent release (e.g. 2025.8) and the current development branch (e.g. 2025.9-dev).
If you're on an older version, please follow the [upgrade instructions](updating.md) and see if your problem has already been addressed.
## "Freqtrade token"
Freqtrade does not have a Crypto token offering.
+11 -2
View File
@@ -4,7 +4,7 @@ Freqtrade provides a builtin webserver, which can serve [FreqUI](https://github.
By default, the UI is automatically installed as part of the installation (script, docker).
freqUI can also be manually installed by using the `freqtrade install-ui` command.
This same command can also be used to update freqUI to new new releases.
This same command can also be used to update freqUI to new releases.
Once the bot is started in trade / dry-run mode (with `freqtrade trade`) - the UI will be available under the configured API port (by default `http://127.0.0.1:8080`).
@@ -70,7 +70,16 @@ Things you can change (among others):
![FreqUI - Settings view](assets/frequi-settings-dark.png#only-dark)
![FreqUI - Settings view](assets/frequi-settings-light.png#only-light)
## Backtesting
## Webserver mode
when freqtrade is started in [webserver mode](utils.md#webserver-mode) (freqtrade started with `freqtrade webserver`), the webserver will start in a special mode allowing for additional features, for example:
* Downloading data
* Testing pairlists
* [Backtesting strategies](#backtesting)
* ... to be expanded
### Backtesting
When freqtrade is started in [webserver mode](utils.md#webserver-mode) (freqtrade started with `freqtrade webserver`), the backtesting view becomes available.
This view allows you to backtest strategies and visualize the results.
+19
View File
@@ -0,0 +1,19 @@
| Exchange | Mode | Margin mode | Stoploss type |
|---------|---------|------|------------------|
| [Binance](exchanges.md#binance) | spot | | limit |
| [Binance](exchanges.md#binance) | futures | isolated, cross | market, limit |
| [Bingx](exchanges.md#bingx) | spot | | market, limit |
| [Bitmart](exchanges.md#bitmart) | spot | | ❌ (not supported) |
| [Bybit](exchanges.md#bybit) | spot | | ❌ (not supported) |
| [Bybit](exchanges.md#bybit) | futures | isolated | market, limit |
| [Gate.io](exchanges.md#gateio) | spot | | limit |
| [Gate.io](exchanges.md#gateio) | futures | isolated | limit |
| [HTX](exchanges.md#htx) | spot | | limit |
| [Hyperliquid](exchanges.md#hyperliquid) | spot | | ❌ (not supported) |
| [Hyperliquid](exchanges.md#hyperliquid) | futures | isolated | limit |
| [Kraken](exchanges.md#kraken) | spot | | market, limit |
| [OKX](exchanges.md#okx) | spot | | limit |
| [OKX](exchanges.md#okx) | futures | isolated | limit |
| [Bitvavo](exchanges.md#bitvavo) | spot | | ❌ (not supported) |
| [Kucoin](exchanges.md#kucoin) | spot | | market, limit |
+23 -7
View File
@@ -4,7 +4,7 @@ Pairlist Handlers define the list of pairs (pairlist) that the bot should trade.
In your configuration, you can use Static Pairlist (defined by the [`StaticPairList`](#static-pair-list) Pairlist Handler) and Dynamic Pairlist (defined by the [`VolumePairList`](#volume-pair-list) and [`PercentChangePairList`](#percent-change-pair-list) Pairlist Handlers).
Additionally, [`AgeFilter`](#agefilter), [`PrecisionFilter`](#precisionfilter), [`PriceFilter`](#pricefilter), [`ShuffleFilter`](#shufflefilter), [`SpreadFilter`](#spreadfilter) and [`VolatilityFilter`](#volatilityfilter) act as Pairlist Filters, removing certain pairs and/or moving their positions in the pairlist.
Additionally, [`AgeFilter`](#agefilter), [`DelistFilter`](#delistfilter), [`PrecisionFilter`](#precisionfilter), [`PriceFilter`](#pricefilter), [`ShuffleFilter`](#shufflefilter), [`SpreadFilter`](#spreadfilter) and [`VolatilityFilter`](#volatilityfilter) act as Pairlist Filters, removing certain pairs and/or moving their positions in the pairlist.
If multiple Pairlist Handlers are used, they are chained and a combination of all Pairlist Handlers forms the resulting pairlist the bot uses for trading and backtesting. Pairlist Handlers are executed in the sequence they are configured. You can define either `StaticPairList`, `VolumePairList`, `ProducerPairList`, `RemotePairList`, `MarketCapPairList` or `PercentChangePairList` as the starting Pairlist Handler.
@@ -27,6 +27,7 @@ You may also use something like `.*DOWN/BTC` or `.*UP/BTC` to exclude leveraged
* [`RemotePairList`](#remotepairlist)
* [`MarketCapPairList`](#marketcappairlist)
* [`AgeFilter`](#agefilter)
* [`DelistFilter`](#delistfilter)
* [`FullTradesFilter`](#fulltradesfilter)
* [`OffsetFilter`](#offsetfilter)
* [`PerformanceFilter`](#performancefilter)
@@ -38,7 +39,7 @@ You may also use something like `.*DOWN/BTC` or `.*UP/BTC` to exclude leveraged
* [`VolatilityFilter`](#volatilityfilter)
!!! Tip "Testing pairlists"
Pairlist configurations can be quite tricky to get right. Best use the [`test-pairlist`](utils.md#test-pairlist) utility sub-command to test your configuration quickly.
Pairlist configurations can be quite tricky to get right. Best use freqUI in [webserver mode](freq-ui.md#webserver-mode) or the [`test-pairlist`](utils.md#test-pairlist) utility sub-command to test your Pairlist configuration quickly.
#### Static Pair List
@@ -180,7 +181,7 @@ More sophisticated approach can be used, by using `lookback_timeframe` for candl
* `refresh_period`: Defines the interval (in seconds) at which the pairlist will be refreshed. The default is 1800 seconds (30 minutes).
* `lookback_days`: Number of days to look back. When `lookback_days` is selected, the `lookback_timeframe` is defaulted to 1 day.
* `lookback_timeframe`: Timeframe to use for the lookback period.
* `lookback_period`: Number of periods to look back at.
* `lookback_period`: Number of periods to look back at.
When PercentChangePairList is used after other Pairlist Handlers, it will operate on the outputs of those handlers. If it is the leading Pairlist Handler, it will select pairs from all available markets with the specified stake currency.
@@ -270,7 +271,6 @@ You can limit the length of the pairlist with the optional parameter `number_ass
],
```
!!! Tip "Combining pairlists"
This pairlist can be combined with all other pairlists and filters for further pairlist reduction, and can also act as an "additional" pairlist, on top of already defined pairs.
`ProducerPairList` can also be used multiple times in sequence, combining the pairs from multiple producers.
@@ -312,7 +312,7 @@ The `pairlist_url` option specifies the URL of the remote server where the pairl
The `save_to_file` option, when provided with a valid filename, saves the processed pairlist to that file in JSON format. This option is optional, and by default, the pairlist is not saved to a file.
??? Example "Multi bot with shared pairlist example"
`save_to_file` can be used to save the pairlist to a file with Bot1:
```json
@@ -389,6 +389,8 @@ The `refresh_period` setting defines the interval (in seconds) at which the mark
The `categories` setting specifies the [coingecko categories](https://www.coingecko.com/en/categories) from which to select coins from. The default is an empty list `[]`, meaning no category filtering is applied.
If an incorrect category string is chosen, the plugin will print the available categories from CoinGecko and fail. The category should be the ID of the category, for example, for `https://www.coingecko.com/en/categories/layer-1`, the category ID would be `layer-1`. You can pass multiple categories such as `["layer-1", "meme-token"]` to select from several categories.
Coins like 1000PEPE/USDT or KPEPE/USDT:USDT are detected on a best effort basis, with the prefixes `1000` and `K` being used to identify them.
!!! Warning "Many categories"
Each added category corresponds to one API call to CoinGecko. The more categories you add, the longer the pairlist generation will take, potentially causing rate limit issues.
@@ -405,6 +407,16 @@ be caught out buying before the pair has finished dropping in price.
This filter allows freqtrade to ignore pairs until they have been listed for at least `min_days_listed` days and listed before `max_days_listed`.
#### DelistFilter
Removes pairs that will be delisted on the exchange maximum `max_days_from_now` days from now (defaults to `0` which remove all future delisted pairs no matter how far from now). Currently this filter only supports following exchanges:
!!! Note "Available exchanges"
Delist filter is only available on Binance, where Binance Futures will work for both dry and live modes, while Binance Spot is limited to live mode (for technical reasons).
!!! Warning "Backtesting"
`DelistFilter` does not support backtesting mode.
#### FullTradesFilter
Shrink whitelist to consist only in-trade pairs when the trade slots are full (when `max_open_trades` isn't being set to `-1` in the config).
@@ -436,7 +448,7 @@ Example to remove the first 10 pairs from the pairlist, and takes the next 20 (t
```
!!! Warning
When `OffsetFilter` is used to split a larger pairlist among multiple bots in combination with `VolumeFilter`
When `OffsetFilter` is used to split a larger pairlist among multiple bots in combination with `VolumeFilter`
it can not be guaranteed that pairs won't overlap due to slightly different refresh intervals for the
`VolumeFilter`.
@@ -599,7 +611,7 @@ Adding `"sort_direction": "asc"` or `"sort_direction": "desc"` enables sorting m
### Full example of Pairlist Handlers
The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting pairs by `quoteVolume` and applies [`PrecisionFilter`](#precisionfilter) and [`PriceFilter`](#pricefilter), filtering all assets where 1 price unit is > 1%. Then the [`SpreadFilter`](#spreadfilter) and [`VolatilityFilter`](#volatilityfilter) is applied and pairs are finally shuffled with the random seed set to some predefined value.
The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting pairs by `quoteVolume`, then filter future delisted pairs using [`DelistFilter`](#delistfilter) and [`AgeFilter`](#agefilter) to remove pairs that are listed less than 10 days ago. After that [`PrecisionFilter`](#precisionfilter) and [`PriceFilter`](#pricefilter) are applied, filtering all assets where 1 price unit is > 1%. Then the [`SpreadFilter`](#spreadfilter) and [`VolatilityFilter`](#volatilityfilter) are applied and pairs are finally shuffled with the random seed set to some predefined value.
```json
"exchange": {
@@ -612,6 +624,10 @@ The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets,
"number_assets": 20,
"sort_key": "quoteVolume"
},
{
"method": "DelistFilter",
"max_days_from_now": 0,
},
{"method": "AgeFilter", "min_days_listed": 10},
{"method": "PrecisionFilter"},
{"method": "PriceFilter", "low_price_ratio": 0.01},
+2 -2
View File
@@ -1,11 +1,11 @@
This section will highlight a few projects from members of the community.
!!! Note
The projects below are for the most part not maintained by the freqtrade , therefore use your own caution before using them.
The projects below are for the most part not maintained by the freqtrade team, therefore use your own caution before using them.
- [Example freqtrade strategies](https://github.com/freqtrade/freqtrade-strategies/)
- [FrequentHippo - Statistics of dry/live runs and backtests](http://frequenthippo.ddns.net) (by hippocritical).
- [Online pairlist generator](https://remotepairlist.com/) (by Blood4rc).
- [Freqtrade Backtesting Project](https://strat.ninja/) (by Blood4rc).
- [Freqtrade analysis notebook](https://github.com/froggleston/freqtrade_analysis_notebook) (by Froggleston).
- [TUI for freqtrade](https://github.com/froggleston/freqtrade-frogtrade9000) (by Froggleston).
- [FTUI - Terminal UI for freqtrade](https://github.com/freqtrade/ftui) (by Froggleston).
- [Bot Academy](https://botacademy.ddns.net/) (by stash86) - Blog about crypto bot projects.
-1
View File
@@ -3,7 +3,6 @@
[![Freqtrade CI](https://github.com/freqtrade/freqtrade/actions/workflows/ci.yml/badge.svg?branch=develop)](https://github.com/freqtrade/freqtrade/actions/)
[![DOI](https://joss.theoj.org/papers/10.21105/joss.04864/status.svg)](https://doi.org/10.21105/joss.04864)
[![Coverage Status](https://coveralls.io/repos/github/freqtrade/freqtrade/badge.svg?branch=develop&service=github)](https://coveralls.io/github/freqtrade/freqtrade?branch=develop)
[![Maintainability](https://api.codeclimate.com/v1/badges/5737e6d668200b7518ff/maintainability)](https://codeclimate.com/github/freqtrade/freqtrade/maintainability)
<!-- GitHub action buttons -->
[:octicons-star-16: Star](https://github.com/freqtrade/freqtrade){ .md-button .md-button--sm }
-40
View File
@@ -46,7 +46,6 @@ These requirements apply to both [Script Installation](#script-installation) and
* [pip](https://pip.pypa.io/en/stable/installing/)
* [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
* [virtualenv](https://virtualenv.pypa.io/en/stable/installation.html) (Recommended)
* [TA-Lib](https://ta-lib.github.io/ta-lib-python/) (install instructions [below](#install-ta-lib))
### Install code
@@ -201,35 +200,6 @@ This option will hard reset your branch (only if you are on either `stable` or `
Make sure you fulfill the [Requirements](#requirements) and have downloaded the [Freqtrade repository](#freqtrade-repository).
### Install TA-Lib
#### TA-Lib script installation
```bash
sudo ./build_helpers/install_ta-lib.sh
```
!!! Note
This will use the ta-lib tar.gz included in this repository.
##### TA-Lib manual installation
[Official installation guide](https://ta-lib.github.io/ta-lib-python/install.html)
```bash
wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz
tar xvzf 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
./configure --prefix=/usr/local
make
sudo make install
# On debian based systems (debian, ubuntu, ...) - updating ldconfig might be necessary.
sudo ldconfig
cd ..
rm -rf ./ta-lib*
```
### Setup Python virtual environment (virtualenv)
You will run freqtrade in separated `virtual environment`
@@ -332,16 +302,6 @@ python3 -m pip install -r requirements.txt
python3 -m pip install -e .
```
Patch conda libta-lib (Linux only)
```bash
# Ensure that the environment is active!
conda activate freqtrade
cd build_helpers
bash install_ta-lib.sh ${CONDA_PREFIX} nosudo
```
[You are now ready](#you-are-ready) to run the bot.
### Important shortcuts
+8 -5
View File
@@ -22,6 +22,7 @@ This is done by not looking at the strategy code itself, but at changed indicato
- `--dry-run-wallet` is forced to be basically infinite (1 billion).
- `--stake-amount` is forced to be a static 10000 (10k).
- `--enable-protections` is forced to be off.
- `order_types` are forced to be "market" (late entries) unless `--lookahead-allow-limit-orders` is set.
These are set to avoid users accidentally generating false positives.
@@ -38,7 +39,7 @@ Many strategies, without the programmer knowing, have fallen prey to lookahead b
This typically makes the strategy backtest look profitable, sometimes to extremes, but this is not realistic as the strategy is "cheating" by looking at data it would not have in dry or live modes.
The reason why strategies can "cheat" is because the freqtrade backtesting process populates the full dataframe including all candle timestamps at the outset.
If the programmer is not careful or oblivious how things work internally
If the programmer is not careful or oblivious how things work internally
(which sometimes can be really hard to find out) then the strategy will look into the future.
This command is made to try to verify the validity in the form of the aforementioned lookahead bias.
@@ -50,8 +51,7 @@ After this initial backtest runs, it will look if the `minimum-trade-amount` is
If this happens, use a wider timerange to get more trades for the analysis, or use a timerange where more trades occur.
After setting the baseline it will then do additional backtest runs for every entry and exit separately.
When these verification backtests complete, it will compare the indicators at the signal candles (both entry or exit)
and report the bias.
When these verification backtests complete, it will compare both dataframes (baseline and sliced) for any difference in columns' value and report the bias.
After all signals have been verified or falsified a result table will be generated for the user to see.
### How to find and remove bias? How can I salvage a biased strategy?
@@ -98,8 +98,11 @@ If the strategy has many different signals / signal types, it's up to you to sel
This would lead to a false-negative, i.e. the strategy will be reported as non-biased.
- `lookahead-analysis` has access to the same backtesting options and this can introduce problems.
Please don't use any options like enabling position stacking as this will distort the number of checked signals.
If you decide to do so, then make doubly sure that you won't ever run out of `max_open_trades` slots,
If you decide to do so, then make doubly sure that you won't ever run out of `max_open_trades` slots,
and that you have enough capital in the backtest wallet configuration.
- In the results table, the `biased_indicators` column
- limit orders in combination with `custom_entry_price()` and `custom_exit_price()` callbacks can cause late / delayed entries and exists, causing false positives.
To avoid this - market orders are forced for this command. This implicitly means that `custom_entry_price()` and `custom_exit_price()` callbacks are not called.
Using `--lookahead-allow-limit-orders` will skip the override and use your configured order types - however has shown to eventually produce false positives.
- In the results table, the `biased_indicators` column
will falsely flag FreqAI target indicators defined in `set_freqai_targets()` as biased.
**These are not biased and can safely be ignored.**
+3 -3
View File
@@ -1,7 +1,7 @@
markdown==3.8.2
markdown==3.9
mkdocs==1.6.1
mkdocs-material==9.6.16
mkdocs-material==9.6.20
mdx_truly_sane_lists==1.3
pymdown-extensions==10.16
pymdown-extensions==10.16.1
jinja2==3.1.6
mike==2.1.3
+54 -49
View File
@@ -140,6 +140,11 @@ This method will work for all arguments - check the "show" command for a list of
# Get the status of the bot
ping = client.ping()
print(ping)
# Add pairs to blacklist
client.blacklist("BTC/USDT", "ETH/USDT")
# Add pairs to blacklist by supplying a list
client.blacklist(*listPairs)
# ...
```
@@ -155,63 +160,63 @@ freqtrade-client help
Possible commands:
available_pairs
Return available pair (backtest data) based on timeframe / stake_currency selection
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 timeframe
balance
Get the account balance.
Get the account balance.
blacklist
Show the current blacklist.
Show the current blacklist.
:param add: List of coins to add (example: "BNB/BTC")
cancel_open_order
Cancel open order for trade.
Cancel open order for trade.
:param trade_id: Cancels open orders for this trade.
count
Return the amount of open trades.
Return the amount of open trades.
daily
Return the profits for each day, and amount of trades.
Return the profits for each day, and amount of trades.
delete_lock
Delete (disable) lock from the database.
Delete (disable) lock from the database.
:param lock_id: ID for the lock to delete
delete_trade
Delete trade from the database.
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.
forcebuy
Buy an asset.
Buy an asset.
:param pair: Pair to buy (ETH/BTC)
:param price: Optional - price to buy
forceenter
Force entering a trade
Force entering a trade
:param pair: Pair to buy (ETH/BTC)
:param side: 'long' or 'short'
:param price: Optional - price to buy
forceexit
Force-exit a trade.
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.
Provides a quick health check of the running bot.
lock_add
Manually lock a specific pair
@@ -222,22 +227,22 @@ lock_add
:param reason: Reason for the lock
locks
Return current locks
Return current locks
logs
Show latest logs.
Show latest logs.
:param limit: Limits log messages to the last <limit> logs. No limit to get the entire log.
pair_candles
Return live dataframe for <pair><timeframe>.
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.
pair_history
Return historic, analyzed dataframe
Return historic, analyzed dataframe
:param pair: Pair to get data for
:param timeframe: Only pairs with this timeframe available.
@@ -245,59 +250,59 @@ pair_history
:param timerange: Timerange to get data for (same format than --timerange endpoints)
performance
Return the performance of the different coins.
Return the performance of the different coins.
ping
simple ping
simple ping
plot_config
Return plot configuration if the strategy defines one.
Return plot configuration if the strategy defines one.
profit
Return the profit summary.
Return the profit summary.
reload_config
Reload configuration.
Reload configuration.
show_config
Returns part of the configuration, relevant for trading operations.
Returns part of the configuration, relevant for trading operations.
start
Start the bot if it's in the stopped state.
Start the bot if it's in the stopped state.
pause
Pause the bot if it's in the running state. If triggered on stopped state will handle open positions.
Pause the bot if it's in the running state. If triggered on stopped state will handle open positions.
stats
Return the stats report (durations, sell-reasons).
Return the stats report (durations, sell-reasons).
status
Get the status of open trades.
Get the status of open trades.
stop
Stop the bot. Use `start` to restart.
Stop the bot. Use `start` to restart.
stopbuy
Stop buying (but handle sells gracefully). Use `reload_config` to reset.
Stop buying (but handle sells gracefully). Use `reload_config` to reset.
strategies
Lists available strategies
Lists available strategies
strategy
Get strategy details
Get strategy details
:param strategy: Strategy class name
sysinfo
Provides system information (CPU, RAM usage)
Provides system information (CPU, RAM usage)
trade
Return specific trade
Return specific trade
:param trade_id: Specify which trade to get.
trades
Return trades history, sorted by id
Return trades history, sorted by id
:param limit: Limits trades to the X last trades. Max 500 trades.
:param offset: Offset by this amount of trades.
@@ -316,10 +321,10 @@ list_custom_data
:param key: str, optional - Key of the custom-data
version
Return the version of the bot.
Return the version of the bot.
whitelist
Show the current whitelist.
Show the current whitelist.
```
@@ -339,32 +344,32 @@ All endpoints in the below table need to be prefixed with the base URL of the AP
| `/reload_config` | POST | Reloads the configuration file.
| `/trades` | GET | List last trades. Limited to 500 trades per call.
| `/trade/<tradeid>` | GET | Get specific trade.<br/>*Params:*<br/>- `tradeid` (`int`)
| `/trades/<tradeid>` | DELETE | Remove trade from the database. Tries to close open orders. Requires manual handling of this trade on the exchange.<br/>*Params:*<br/>- `tradeid` (`int`)
| `/trades/<tradeid>/open-order` | DELETE | Cancel open order for this trade.<br/>*Params:*<br/>- `tradeid` (`int`)
| `/trades/<tradeid>/reload` | POST | Reload a trade from the Exchange. Only works in live, and can potentially help recover a trade that was manually sold on the exchange.<br/>*Params:*<br/>- `tradeid` (`int`)
| `/trades/<tradeid>` | DELETE | Remove trade from the database. Tries to close open orders. Requires manual handling of this trade on the exchange.<br/>*Params:*<br/>- `tradeid` (`int`)
| `/trades/<tradeid>/open-order` | DELETE | Cancel open order for this trade.<br/>*Params:*<br/>- `tradeid` (`int`)
| `/trades/<tradeid>/reload` | POST | Reload a trade from the Exchange. Only works in live, and can potentially help recover a trade that was manually sold on the exchange.<br/>*Params:*<br/>- `tradeid` (`int`)
| `/show_config` | GET | Shows part of the current configuration with relevant settings to operation.
| `/logs` | GET | Shows last log messages.
| `/status` | GET | Lists all open trades.
| `/count` | GET | Displays number of trades used and available.
| `/entries` | GET | Shows profit statistics for each enter tags for given pair (or all pairs if pair isn't given). Pair is optional.<br/>*Params:*<br/>- `pair` (`str`)
| `/exits` | GET | Shows profit statistics for each exit reasons for given pair (or all pairs if pair isn't given). Pair is optional.<br/>*Params:*<br/>- `pair` (`str`)
| `/mix_tags` | GET | Shows profit statistics for each combinations of enter tag + exit reasons for given pair (or all pairs if pair isn't given). Pair is optional.<br/>*Params:*<br/>- `pair` (`str`)
| `/entries` | GET | Shows profit statistics for each enter tags for given pair (or all pairs if pair isn't given). Pair is optional.<br/>*Params:*<br/>- `pair` (`str`)
| `/exits` | GET | Shows profit statistics for each exit reasons for given pair (or all pairs if pair isn't given). Pair is optional.<br/>*Params:*<br/>- `pair` (`str`)
| `/mix_tags` | GET | Shows profit statistics for each combinations of enter tag + exit reasons for given pair (or all pairs if pair isn't given). Pair is optional.<br/>*Params:*<br/>- `pair` (`str`)
| `/locks` | GET | Displays currently locked pairs.
| `/locks` | POST | Locks a pair until "until". (Until will be rounded up to the nearest timeframe). Side is optional and is either `long` or `short` (default is `long`). Reason is optional.<br/>*Params:*<br/>- `<pair>` (`str`)<br/>- `<until>` (`datetime`)<br/>- `[side]` (`str`)<br/>- `[reason]` (`str`)
| `/locks/<lockid>` | DELETE | Deletes (disables) the lock by id.<br/>*Params:*<br/>- `lockid` (`int`)
| `/locks` | POST | Locks a pair until "until". (Until will be rounded up to the nearest timeframe). Side is optional and is either `long` or `short` (default is `long`). Reason is optional.<br/>*Params:*<br/>- `<pair>` (`str`)<br/>- `<until>` (`datetime`)<br/>- `[side]` (`str`)<br/>- `[reason]` (`str`)
| `/locks/<lockid>` | DELETE | Deletes (disables) the lock by id.<br/>*Params:*<br/>- `lockid` (`int`)
| `/profit` | GET | Display a summary of your profit/loss from close trades and some stats about your performance.
| `/forceexit` | POST | Instantly exits the given trade (ignoring `minimum_roi`), using the given order type ("market" or "limit", uses your config setting if not specified), and the chosen amount (full sell if not specified). If `all` is supplied as the `tradeid`, then all currently open trades will be forced to exit.<br/>*Params:*<br/>- `<tradeid>` (`int` or `str`)<br/>- `<ordertype>` (`str`)<br/>- `[amount]` (`float`)
| `/forceenter` | POST | Instantly enters the given pair. Side is optional and is either `long` or `short` (default is `long`). Rate is optional. (`force_entry_enable` must be set to True)<br/>*Params:*<br/>- `<pair>` (`str`)<br/>- `<side>` (`str`)<br/>- `[rate]` (`float`)
| `/performance` | GET | Show performance of each finished trade grouped by pair.
| `/balance` | GET | Show account balance per currency.
| `/daily` | GET | Shows profit or loss per day, over the last n days (n defaults to 7).<br/>*Params:*<br/>- `<n>` (`int`)
| `/weekly` | GET | Shows profit or loss per week, over the last n days (n defaults to 4).<br/>*Params:*<br/>- `<n>` (`int`)
| `/monthly` | GET | Shows profit or loss per month, over the last n days (n defaults to 3).<br/>*Params:*<br/>- `<n>` (`int`)
| `/daily` | GET | Shows profit or loss per day, over the last n days (n defaults to 7).<br/>*Params:*<br/>- `timescale` (`int`)
| `/weekly` | GET | Shows profit or loss per week, over the last n days (n defaults to 4).<br/>*Params:*<br/>- `timescale` (`int`)
| `/monthly` | GET | Shows profit or loss per month, over the last n days (n defaults to 3).<br/>*Params:*<br/>- `timescale` (`int`)
| `/stats` | GET | Display a summary of profit / loss reasons as well as average holding times.
| `/whitelist` | GET | Show the current whitelist.
| `/blacklist` | GET | Show the current blacklist.
| `/blacklist` | POST | Adds the specified pair to the blacklist.<br/>*Params:*<br/>- `pair` (`str`)
| `/blacklist` | DELETE | Deletes the specified list of pairs from the blacklist.<br/>*Params:*<br/>- `[pair,pair]` (`list[str]`)
| `/blacklist` | POST | Adds the specified pair to the blacklist.<br/>*Params:*<br/>- `blacklist` (`str`)
| `/blacklist` | DELETE | Deletes the specified list of pairs from the blacklist.<br/>*Params:*<br/>- `[pair,pair]` (`list[str]`)
| `/pair_candles` | GET | Returns dataframe for a pair / timeframe combination while the bot is running. **Alpha**
| `/pair_candles` | POST | Returns dataframe for a pair / timeframe combination while the bot is running, filtered by a provided list of columns to return. **Alpha**<br/>*Params:*<br/>- `<column_list>` (`list[str]`)
| `/pair_history` | GET | Returns an analyzed dataframe for a given timerange, analyzed by a given strategy. **Alpha**
@@ -488,7 +493,7 @@ To properly configure your reverse proxy (securely), please consult it's documen
### OpenAPI interface
To enable the builtin openAPI interface (Swagger UI), specify `"enable_openapi": true` in the api_server configuration.
This will enable the Swagger UI at the `/docs` endpoint. By default, that's running at http://localhost:8080/docs - but it'll depend on your settings.
This will enable the Swagger UI at the `/docs` endpoint. By default, that's running at <http://localhost:8080/docs> - but it'll depend on your settings.
### Advanced API usage using JWT tokens
+3 -11
View File
@@ -26,17 +26,9 @@ These modes can be configured with these values:
Stoploss on exchange is only supported for the following exchanges, and not all exchanges support both stop-limit and stop-market.
The Order-type will be ignored if only one mode is available.
| Exchange | stop-loss type |
|----------|-------------|
| Binance | limit |
| Binance Futures | market, limit |
| Bingx | market, limit |
| HTX | limit |
| kraken | market, limit |
| Gate | limit |
| Okx | limit |
| Kucoin | stop-limit, stop-market|
| Hyperliquid (futures only) | limit |
??? info "Supported exchanges and stoploss types"
--8<-- "includes/exchange-features.md"
!!! Note "Tight stoploss"
<ins>Do not set too low/tight stoploss value when using stop loss on exchange!</ins>
+6
View File
@@ -1243,6 +1243,10 @@ class AwesomeStrategy(IStrategy):
```
!!! Tip "Learn more about storing data"
You can learn more about storing data on the [Storing custom trade data](strategy-advanced.md#storing-information-persistent) section.
Please keep in mind that this is considered advanced usage, and should be used with care.
## Plot annotations callback
The plot annotations callback is called whenever freqUI requests data to display a chart.
@@ -1261,6 +1265,7 @@ The full object looks like this:
"y_start": 94000.2, // Price / y axis value
"y_end": 98000, // Price / y axis value
"color": "",
"z_level": 5, // z-level, higher values are drawn on top of lower values. Positions relative to the Chart elements need to be set in freqUI.
"label": "some label"
}
```
@@ -1352,6 +1357,7 @@ Entries will be validated, and won't be passed to the UI if they don't correspon
"y_end": price * 1.01,
"y_start": price * 0.99,
"color": "rgba(0, 255, 0, 0.4)",
"z_level": 5,
}
)
+74 -6
View File
@@ -84,6 +84,7 @@ Check the [configuration documentation](configuration.md) about how to set the b
**Always use dry mode when testing as this gives you an idea of how your strategy will work in reality without risking capital.**
## Diving in deeper
**For the following section we will use the [user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_strategy.py)
file as reference.**
@@ -99,9 +100,9 @@ file as reference.**
Some common patterns for this are listed in the [Common Mistakes](#common-mistakes-when-developing-strategies) section of this document.
??? Hint "Lookahead and recursive analysis"
Freqtrade includes two helpful commands to help assess common lookahead (using future data) and
recursive bias (variance in indicator values) issues. Before running a strategy in dry or live more,
you should always use these commands first. Please check the relevant documentation for
Freqtrade includes two helpful commands to help assess common lookahead (using future data) and
recursive bias (variance in indicator values) issues. Before running a strategy in dry or live more,
you should always use these commands first. Please check the relevant documentation for
[lookahead](lookahead-analysis.md) and [recursive](recursive-analysis.md) analysis.
### Dataframe
@@ -154,7 +155,7 @@ Vectorized operations perform calculations across the whole range of data and ar
!!! Warning "Trade order assumptions"
In backtesting, signals are generated on candle close. Trades are then initiated immeditely on next candle open.
In dry and live, this may be delayed due to all pair dataframes needing to be analysed first, then trade processing
for each of those pairs happens. This means that in dry/live you need to be mindful of having as low a computation
delay as possible, usually by running a low number of pairs and having a CPU with a good clock speed.
@@ -284,7 +285,7 @@ It's important to always return the dataframe without removing/modifying the col
This method will also define a new column, `"enter_long"` (`"enter_short"` for shorts), which needs to contain `1` for entries, and `0` for "no action". `enter_long` is a mandatory column that must be set even if the strategy is shorting only.
You can name your entry signals by using the `"enter_tag"` column, which can help debug and assess your strategy later.
You can name your entry signals by using the `"enter_tag"` column, which can help debug and assess your strategy later.
Sample from `user_data/strategies/sample_strategy.py`:
@@ -555,7 +556,7 @@ A full sample can be found [in the DataProvider section](#complete-dataprovider-
??? Note "Alternative candle types"
Informative_pairs can also provide a 3rd tuple element defining the candle type explicitly.
Availability of alternative candle-types will depend on the trading-mode and the exchange.
Availability of alternative candle-types will depend on the trading-mode and the exchange.
In general, spot pairs cannot be used in futures markets, and futures candles can't be used as informative pairs for spot bots.
Details about this may vary, if they do, this can be found in the exchange documentation.
@@ -783,6 +784,8 @@ Please always check the mode of operation to select the correct method to get da
- `ohlcv(pair, timeframe)` - Currently cached candle (OHLCV) data for the pair, returns DataFrame or empty DataFrame.
- [`orderbook(pair, maximum)`](#orderbookpair-maximum) - Returns latest orderbook data for the pair, a dict with bids/asks with a total of `maximum` entries.
- [`ticker(pair)`](#tickerpair) - Returns current ticker data for the pair. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#price-tickers) for more details on the Ticker data structure.
- [`check_delisting(pair)`](#check_delistingpair) - Return Datetime of the pair delisting schedule if any, otherwise return None
- [`funding_rate(pair)`](#funding_ratepair) - Returns current funding rate data for the pair.
- `runmode` - Property containing the current runmode.
### Example Usages
@@ -854,6 +857,8 @@ dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=metadata['pair'],
### *orderbook(pair, maximum)*
Retrieve the current order book for a pair.
``` python
if self.dp.runmode.value in ('live', 'dry_run'):
ob = self.dp.orderbook(metadata['pair'], 1)
@@ -903,6 +908,69 @@ if self.dp.runmode.value in ('live', 'dry_run'):
!!! Warning "Warning about backtesting"
This method will always return up-to-date / real-time values. As such, usage during backtesting / hyperopt without runmode checks will lead to wrong results, e.g. your whole dataframe will contain the same single value in all rows.
### *check_delisting(pair)*
```python
def custom_exit(self, pair: str, trade: Trade, current_time: datetime, current_rate: float, current_profit: float, **kwargs):
if self.dp.runmode.value in ('live', 'dry_run'):
delisting_dt = self.dp.check_delisting(pair)
if delisting_dt is not None:
return "delist"
```
!!! Note "Availabiity of delisting information"
This method is only available for certain exchanges and will return `None` in cases this is not available or if the pair is not scheduled for delisting.
!!! Warning "Warning about backtesting"
This method will always return up-to-date / real-time values. As such, usage during backtesting / hyperopt without runmode checks will lead to wrong results, e.g. your whole dataframe will contain the same single value in all rows.
### *funding_rate(pair)*
Retrieves the current funding rate for the pair and only works for futures pairs in the format of `base/quote:settle` (e.g. `ETH/USDT:USDT`).
``` python
if self.dp.runmode.value in ('live', 'dry_run'):
funding_rate = self.dp.funding_rate(metadata['pair'])
dataframe['current_funding_rate'] = funding_rate['fundingRate']
dataframe['next_funding_timestamp'] = funding_rate['fundingTimestamp']
dataframe['next_funding_datetime'] = funding_rate['fundingDatetime']
```
The funding rate structure is aligned with the funding rate structure from [ccxt](https://github.com/ccxt/ccxt/wiki/Manual#funding-rate-structure), so the result will be formatted as follows:
``` python
{
"info": {
# ...
},
"symbol": "BTC/USDT:USDT",
"markPrice": 110730.7,
"indexPrice": 110782.52,
"interestRate": 0.0001,
"estimatedSettlePrice": 110822.67200153,
"timestamp": 1757146321001,
"datetime": "2025-09-06T08:12:01.001Z",
"fundingRate": 5.609e-05,
"fundingTimestamp": 1757174400000,
"fundingDatetime": "2025-09-06T16:00:00.000Z",
"nextFundingRate": None,
"nextFundingTimestamp": None,
"nextFundingDatetime": None,
"previousFundingRate": None,
"previousFundingTimestamp": None,
"previousFundingDatetime": None,
"interval": None,
}
```
Therefore, using `funding_rate['fundingRate']` as demonstrated above will use the current funding rate.
Actually available data will vary between exchanges, so this code may not work as expected across exchanges.
!!! Warning "Warning about backtesting"
Current funding-rate is not part of the historic data which means backtesting and hyperopt will not work correctly if this method is used, as the method will return up-to-date values.
We recommend to use the historically available funding rate for backtesting (which is automatically downloaded, and is at the frequency of what the exchange provides, usually 4h or 8h).
`self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe='8h', candle_type="funding_rate")`
### Send Notification
The dataprovider `.send_msg()` function allows you to send custom notifications from your strategy.
+5
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@@ -47,3 +47,8 @@
border-color: #afb8c1;
box-shadow: inset 0 1px 0 rgba(175, 184, 193, 0.2);
}
.md-grid {
/* default is max-width: 61rem; */
max-width: 75rem;
}
-4
View File
@@ -42,7 +42,3 @@ freqtrade install-ui
Update-problems usually come missing dependencies (you didn't follow the above instructions) - or from updated dependencies, which fail to install (for example TA-lib).
Please refer to the corresponding installation sections (common problems linked below)
Common problems and their solutions:
* [ta-lib update on windows](windows_installation.md#install-ta-lib)
+23
View File
@@ -80,6 +80,29 @@ When using the Form-Encoded or JSON-Encoded configuration you can configure any
The result would be a POST request with e.g. `Status: running` body and `Content-Type: text/plain` header.
### Nested Webhook Configuration
Some webhook targets require a nested structure.
This can be accomplished by setting the content as dictionary or list instead of as text directly.
This is only supported for the JSON format.
```json
"webhook": {
"enabled": true,
"url": "https://<yourhookurl>",
"format": "json",
"status": {
"msgtype": "text",
"text": {
"content": "Status update: {status}"
}
}
}
```
The result would be a POST request with e.g. `{"msgtype":"text","text":{"content":"Status update: running"}}` body and `Content-Type: application/json` header.
## Additional configurations
The `webhook.retries` parameter can be set for the maximum number of retries the webhook request should attempt if it is unsuccessful (i.e. HTTP response status is not 200). By default this is set to `0` which is disabled. An additional `webhook.retry_delay` parameter can be set to specify the time in seconds between retry attempts. By default this is set to `0.1` (i.e. 100ms). Note that increasing the number of retries or retry delay may slow down the trader if there are connectivity issues with the webhook.
-24
View File
@@ -38,30 +38,6 @@ cd freqtrade
!!! Hint
Using the [Anaconda Distribution](https://www.anaconda.com/distribution/) under Windows can greatly help with installation problems. Check out the [Anaconda installation section](installation.md#installation-with-conda) in the documentation for more information.
### Install ta-lib
Install ta-lib according to the [ta-lib documentation](https://github.com/TA-Lib/ta-lib-python#windows).
As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), Freqtrade provides these dependencies (in the binary wheel format) for the latest 3 Python versions (3.11, 3.12 and 3.13) and for 64bit Windows.
These Wheels are also used by CI running on windows, and are therefore tested together with freqtrade.
Other versions must be downloaded from the above link.
``` powershell
cd \path\freqtrade
python -m venv .venv
.venv\Scripts\activate.ps1
# optionally install ta-lib from wheel
# Eventually adjust the below filename to match the downloaded wheel
pip install --find-links build_helpers\ TA-Lib -U
pip install -r requirements.txt
pip install -e .
freqtrade
```
!!! Note "Use Powershell"
The above installation script assumes you're using powershell on a 64bit windows.
Commands for the legacy CMD windows console may differ.
### Error during installation on Windows
+1 -1
View File
@@ -1,6 +1,6 @@
"""Freqtrade bot"""
__version__ = "2025.7"
__version__ = "2025.9.1"
if "dev" in __version__:
from pathlib import Path
+1 -1
View File
@@ -17,7 +17,7 @@ def start_analysis_entries_exits(args: dict[str, Any]) -> None:
from freqtrade.data.entryexitanalysis import process_entry_exit_reasons
# Initialize configuration
config = setup_utils_configuration(args, RunMode.BACKTEST)
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
logger.info("Starting freqtrade in analysis mode")
+17 -3
View File
@@ -49,11 +49,13 @@ ARGS_BACKTEST = [
*ARGS_COMMON_OPTIMIZE,
"position_stacking",
"enable_protections",
"enable_dynamic_pairlist",
"dry_run_wallet",
"timeframe_detail",
"strategy_list",
"export",
"exportfilename",
"exportdirectory",
"backtest_breakdown",
"backtest_cache",
"freqai_backtest_live_models",
@@ -94,9 +96,14 @@ ARGS_LIST_FREQAIMODELS = ["freqaimodel_path", "print_one_column"]
ARGS_LIST_HYPEROPTS = ["hyperopt_path", "print_one_column"]
ARGS_BACKTEST_SHOW = ["exportfilename", "backtest_show_pair_list", "backtest_breakdown"]
ARGS_BACKTEST_SHOW = [
"exportfilename",
"exportdirectory",
"backtest_show_pair_list",
"backtest_breakdown",
]
ARGS_LIST_EXCHANGES = ["print_one_column", "list_exchanges_all"]
ARGS_LIST_EXCHANGES = ["print_one_column", "list_exchanges_all", "trading_mode", "dex_exchanges"]
ARGS_LIST_TIMEFRAMES = ["exchange", "print_one_column"]
@@ -158,6 +165,7 @@ ARGS_DOWNLOAD_DATA = [
"days",
"new_pairs_days",
"include_inactive",
"no_parallel_download",
"timerange",
"download_trades",
"convert_trades",
@@ -233,6 +241,7 @@ ARGS_HYPEROPT_SHOW = [
ARGS_ANALYZE_ENTRIES_EXITS = [
"exportfilename",
"exportdirectory",
"analysis_groups",
"enter_reason_list",
"exit_reason_list",
@@ -252,7 +261,12 @@ ARGS_LOOKAHEAD_ANALYSIS = [
a
for a in ARGS_BACKTEST
if a not in ("position_stacking", "backtest_cache", "backtest_breakdown", "backtest_notes")
] + ["minimum_trade_amount", "targeted_trade_amount", "lookahead_analysis_exportfilename"]
] + [
"minimum_trade_amount",
"targeted_trade_amount",
"lookahead_analysis_exportfilename",
"lookahead_allow_limit_orders",
]
ARGS_RECURSIVE_ANALYSIS = ["timeframe", "timerange", "dataformat_ohlcv", "pairs", "startup_candle"]
+42 -9
View File
@@ -184,12 +184,20 @@ AVAILABLE_CLI_OPTIONS = {
"enable_protections": Arg(
"--enable-protections",
"--enableprotections",
help="Enable protections for backtesting."
help="Enable protections for backtesting. "
"Will slow backtesting down by a considerable amount, but will include "
"configured protections",
action="store_true",
default=False,
),
"enable_dynamic_pairlist": Arg(
"--enable-dynamic-pairlist",
help="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.",
action="store_true",
default=False,
),
"strategy_list": Arg(
"--strategy-list",
help="Provide a space-separated list of strategies to backtest. "
@@ -199,22 +207,29 @@ AVAILABLE_CLI_OPTIONS = {
"(so `backtest-data.json` becomes `backtest-data-SampleStrategy.json`",
nargs="+",
),
"export": Arg(
"--export",
help="Export backtest results (default: trades).",
choices=constants.EXPORT_OPTIONS,
),
"backtest_notes": Arg(
"--notes",
help="Add notes to the backtest results.",
metavar="TEXT",
),
"export": Arg(
"--export",
help="Export backtest results (default: trades).",
choices=constants.EXPORT_OPTIONS,
),
"exportdirectory": Arg(
"--backtest-directory",
"--export-directory",
help="Directory to use for backtest results. "
"Example: `--export-directory=user_data/backtest_results/`. ",
metavar="PATH",
),
"exportfilename": Arg(
"--export-filename",
"--backtest-filename",
"--export-filename",
help="Use this filename for backtest results."
"Requires `--export` to be set as well. "
"Example: `--export-filename=user_data/backtest_results/backtest_today.json`",
"Example: `--backtest-filename=backtest_results_2020-09-27_16-20-48.json`. "
"Assumes either `user_data/backtest_results/` or `--export-directory` as base directory.",
metavar="PATH",
),
"disableparamexport": Arg(
@@ -369,6 +384,11 @@ AVAILABLE_CLI_OPTIONS = {
help="Print all exchanges known to the ccxt library.",
action="store_true",
),
"dex_exchanges": Arg(
"--dex-exchanges",
help="Print only DEX exchanges.",
action="store_true",
),
# List pairs / markets
"list_pairs_all": Arg(
"-a",
@@ -442,6 +462,11 @@ AVAILABLE_CLI_OPTIONS = {
help="Also download data from inactive pairs.",
action="store_true",
),
"no_parallel_download": Arg(
"--no-parallel-download",
help="Disable parallel startup download. Only use this if you experience issues.",
action="store_true",
),
"new_pairs_days": Arg(
"--new-pairs-days",
help="Download data of new pairs for given number of days. Default: `%(default)s`.",
@@ -789,6 +814,14 @@ AVAILABLE_CLI_OPTIONS = {
help="Specify startup candles to be checked (`199`, `499`, `999`, `1999`).",
nargs="+",
),
"lookahead_allow_limit_orders": Arg(
"--allow-limit-orders",
help=(
"Allow limit orders in lookahead analysis (could cause false positives "
"in lookahead analysis results)."
),
action="store_true",
),
"show_sensitive": Arg(
"--show-sensitive",
help="Show secrets in the output.",
+5 -3
View File
@@ -6,7 +6,7 @@ from typing import Any
from freqtrade.constants import DATETIME_PRINT_FORMAT, DL_DATA_TIMEFRAMES, Config
from freqtrade.enums import CandleType, RunMode, TradingMode
from freqtrade.exceptions import ConfigurationError
from freqtrade.plugins.pairlist.pairlist_helpers import dynamic_expand_pairlist
from freqtrade.plugins.pairlist.pairlist_helpers import dynamic_expand_pairlist, expand_pairlist
logger = logging.getLogger(__name__)
@@ -134,7 +134,8 @@ def start_list_data(args: dict[str, Any]) -> None:
config["datadir"], config.get("trading_mode", TradingMode.SPOT)
)
if args["pairs"]:
paircombs = [comb for comb in paircombs if comb[0] in args["pairs"]]
pl = expand_pairlist(args["pairs"], [p[0] for p in paircombs], keep_invalid=True)
paircombs = [comb for comb in paircombs if comb[0] in pl]
title = f"Found {len(paircombs)} pair / timeframe combinations."
if not config.get("show_timerange"):
groupedpair = defaultdict(list)
@@ -197,7 +198,8 @@ def start_list_trades_data(args: dict[str, Any]) -> None:
)
if args["pairs"]:
paircombs = [comb for comb in paircombs if comb in args["pairs"]]
pl = expand_pairlist(args["pairs"], [p for p in paircombs], keep_invalid=True)
paircombs = [comb for comb in paircombs if comb in pl]
title = f"Found trades data for {len(paircombs)} {plural(len(paircombs), 'pair')}."
if not config.get("show_timerange"):
+15 -1
View File
@@ -46,7 +46,18 @@ def start_list_exchanges(args: dict[str, Any]) -> None:
table.add_column("Markets")
table.add_column("Reason")
trading_mode = args.get("trading_mode", None)
dex_only = args.get("dex_exchanges", False)
for exchange in available_exchanges:
if trading_mode and not any(
a["trading_mode"] == trading_mode for a in exchange["trade_modes"]
):
# If trading_mode is specified, only show exchanges that support it
continue
if dex_only and not exchange.get("dex", False):
# If dex_only is specified, only show DEX exchanges
continue
name = Text(exchange["name"])
if exchange["supported"]:
name.append(" (Supported)", style="italic")
@@ -55,7 +66,7 @@ def start_list_exchanges(args: dict[str, Any]) -> None:
if exchange["is_alias"]:
name.stylize("strike")
classname.stylize("strike")
classname.append(f" (use {exchange['alias_for']})", style="italic")
classname.append(f"\n -> use {exchange['alias_for']}", style="italic")
trade_modes = Text(
", ".join(
@@ -135,6 +146,9 @@ def start_list_strategies(args: dict[str, Any]) -> None:
strategy_objs = StrategyResolver.search_all_objects(
config, not args["print_one_column"], config.get("recursive_strategy_search", False)
)
if not strategy_objs:
logger.warning("No strategies found.")
return
# Sort alphabetically
strategy_objs = sorted(strategy_objs, key=lambda x: x["name"])
for obj in strategy_objs:
+1 -1
View File
@@ -72,7 +72,7 @@ def start_backtesting_show(args: dict[str, Any]) -> None:
from freqtrade.data.btanalysis import load_backtest_stats
from freqtrade.optimize.optimize_reports import show_backtest_results, show_sorted_pairlist
results = load_backtest_stats(config["exportfilename"])
results = load_backtest_stats(config["exportdirectory"], config["exportfilename"])
show_backtest_results(config, results)
show_sorted_pairlist(config, results)
+13
View File
@@ -157,6 +157,16 @@ CONF_SCHEMA = {
"description": f"Offset for profit exit. {__IN_STRATEGY}",
"type": "number",
},
"recursive_strategy_search": {
"description": "Enable recursive strategy search.",
"type": "boolean",
},
"user_data_dir": {
"description": "Path to the user data directory.",
},
"datadir": {
"description": "Path to the data directory.",
},
"fee": {
"description": "Trading fee percentage. Can help to simulate slippage in backtesting",
"type": "number",
@@ -443,6 +453,7 @@ CONF_SCHEMA = {
"pairlists": {
"description": "Configuration for pairlists.",
"type": "array",
"minItems": 1,
"items": {
"type": "object",
"properties": {
@@ -1371,6 +1382,7 @@ SCHEMA_TRADE_REQUIRED = [
"entry_pricing",
"stoploss",
"minimal_roi",
"pairlists",
"internals",
"dataformat_ohlcv",
"dataformat_trades",
@@ -1380,6 +1392,7 @@ SCHEMA_BACKTEST_REQUIRED = [
"exchange",
"stake_currency",
"stake_amount",
"pairlists",
"dry_run_wallet",
"dataformat_ohlcv",
"dataformat_trades",
+2 -2
View File
@@ -66,7 +66,8 @@ def validate_config_schema(conf: dict[str, Any], preliminary: bool = False) -> d
return conf
except ValidationError as e:
logger.critical(f"Invalid configuration. Reason: {e}")
raise ValidationError(best_match(Draft4Validator(conf_schema).iter_errors(conf)).message)
result = best_match(FreqtradeValidator(conf_schema).iter_errors(conf))
raise ConfigurationError(result.message)
def validate_config_consistency(conf: dict[str, Any], *, preliminary: bool = False) -> None:
@@ -112,7 +113,6 @@ def _validate_price_config(conf: dict[str, Any]) -> None:
"""
When using market orders, price sides must be using the "other" side of the price
"""
# TODO: The below could be an enforced setting when using market orders
if conf.get("order_types", {}).get("entry") == "market" and conf.get("entry_pricing", {}).get(
"price_side"
) not in ("ask", "other"):
+39 -7
View File
@@ -18,7 +18,10 @@ from freqtrade.constants import Config
from freqtrade.enums import (
NON_UTIL_MODES,
TRADE_MODES,
CandleType,
MarginMode,
RunMode,
TradingMode,
)
from freqtrade.exceptions import OperationalException
from freqtrade.loggers import setup_logging
@@ -84,9 +87,6 @@ class Configuration:
if "internals" not in config:
config["internals"] = {}
if "pairlists" not in config:
config["pairlists"] = []
# Keep a copy of the original configuration file
config["original_config"] = deepcopy(config)
@@ -212,13 +212,31 @@ class Configuration:
config.update({"datadir": create_datadir(config, self.args.get("datadir"))})
logger.info("Using data directory: %s ...", config.get("datadir"))
self._args_to_config(
config, argname="exportdirectory", logstring="Using {} as backtest directory ..."
)
if self.args.get("exportfilename"):
self._args_to_config(
config, argname="exportfilename", logstring="Storing backtest results to {} ..."
)
config["exportfilename"] = Path(config["exportfilename"])
else:
config["exportfilename"] = config["user_data_dir"] / "backtest_results"
if config.get("exportdirectory") and Path(config["exportdirectory"]).is_dir():
logger.warning(
"DEPRECATED: Using `--export-filename` with directories is deprecated, "
"use `--backtest-directory` instead."
)
if config.get("exportdirectory") is None:
# Fallback - assign export-directory directly.
config["exportdirectory"] = config["exportfilename"]
if not config.get("exportdirectory"):
config["exportdirectory"] = config["user_data_dir"] / "backtest_results"
if not config.get("exportfilename"):
config["exportfilename"] = None
if config.get("exportfilename"):
# ensure exportfilename is a Path object
config["exportfilename"] = Path(config["exportfilename"])
config["exportdirectory"] = Path(config["exportdirectory"])
if self.args.get("show_sensitive"):
logger.warning(
@@ -244,7 +262,13 @@ class Configuration:
self._args_to_config(
config,
argname="enable_protections",
logstring="Parameter --enable-protections detected, enabling Protections. ...",
logstring="Parameter --enable-protections detected, enabling Protections ...",
)
self._args_to_config(
config,
argname="enable_dynamic_pairlist",
logstring="Parameter --enable-dynamic-pairlist detected, enabling dynamic pairlist ...",
)
if self.args.get("max_open_trades"):
@@ -300,7 +324,6 @@ class Configuration:
"recursive_strategy_search",
"Recursively searching for a strategy in the strategies folder.",
),
("timeframe", "Overriding timeframe with Command line argument"),
("export", "Parameter --export detected: {} ..."),
("backtest_breakdown", "Parameter --breakdown detected ..."),
("backtest_cache", "Parameter --cache={} detected ..."),
@@ -379,6 +402,7 @@ class Configuration:
("timeframes", "timeframes --timeframes: {}"),
("days", "Detected --days: {}"),
("include_inactive", "Detected --include-inactive-pairs: {}"),
("no_parallel_download", "Detected --no-parallel-download: {}"),
("download_trades", "Detected --dl-trades: {}"),
("convert_trades", "Detected --convert: {} - Converting Trade data to OHCV {}"),
("dataformat_ohlcv", 'Using "{}" to store OHLCV data.'),
@@ -394,6 +418,14 @@ class Configuration:
self._args_to_config(
config, argname="trading_mode", logstring="Detected --trading-mode: {}"
)
# TODO: The following 3 lines (candle_type_def, trading_mode, margin_mode) are actually
# set in the exchange class. They're however necessary as fallback to avoid
# random errors in commands that don't initialize an exchange.
config["candle_type_def"] = CandleType.get_default(
config.get("trading_mode", "spot") or "spot"
)
config["trading_mode"] = TradingMode(config.get("trading_mode", "spot") or "spot")
config["margin_mode"] = MarginMode(config.get("margin_mode", "") or "")
self._args_to_config(
config, argname="candle_types", logstring="Detected --candle-types: {}"
)
+3
View File
@@ -80,6 +80,9 @@ class TimeRange:
val = stopdt.strftime(DATETIME_PRINT_FORMAT)
return val
def __repr__(self) -> str:
return f"TimeRange({self.timerange_str})"
def __eq__(self, other):
"""Override the default Equals behavior"""
return (
+1
View File
@@ -49,6 +49,7 @@ AVAILABLE_PAIRLISTS = [
"RemotePairList",
"MarketCapPairList",
"AgeFilter",
"DelistFilter",
"FullTradesFilter",
"OffsetFilter",
"PerformanceFilter",
-3
View File
@@ -16,10 +16,7 @@ from .bt_fileutils import (
load_backtest_data,
load_backtest_metadata,
load_backtest_stats,
load_exit_signal_candles,
load_file_from_zip,
load_rejected_signals,
load_signal_candles,
load_trades,
load_trades_from_db,
trade_list_to_dataframe,
+59 -50
View File
@@ -155,33 +155,55 @@ def load_backtest_metadata(filename: Path | str) -> dict[str, Any]:
raise OperationalException("Unexpected error while loading backtest metadata.") from e
def load_backtest_stats(filename: Path | str) -> BacktestResultType:
def _normalize_filename(file_or_directory: Path | str, filename: Path | str | None) -> Path:
"""
Normalize the filename by ensuring it is a Path object.
:param file_or_directory: The directory or file to normalize.
:param filename: The filename to normalize.
:return: A Path object representing the normalized filename.
"""
if isinstance(file_or_directory, str):
file_or_directory = Path(file_or_directory)
if file_or_directory.is_dir():
if not filename:
filename = get_latest_backtest_filename(file_or_directory)
if Path(filename).is_file():
fn = Path(filename)
else:
fn = file_or_directory / filename
else:
fn = file_or_directory
return fn
def load_backtest_stats(
file_or_directory: Path | str, filename: Path | str | None = None
) -> BacktestResultType:
"""
Load backtest statistics file.
:param filename: pathlib.Path object, or string pointing to the file.
:param file_or_directory: pathlib.Path object, or string pointing to the directory,
or absolute/relative path to the backtest results file.
:param filename: Optional filename to load from (if different from the main filename).
Only valid when loading from a directory.
:return: a dictionary containing the resulting file.
"""
if isinstance(filename, str):
filename = Path(filename)
if filename.is_dir():
filename = filename / get_latest_backtest_filename(filename)
if not filename.is_file():
raise ValueError(f"File {filename} does not exist.")
logger.info(f"Loading backtest result from {filename}")
fn = _normalize_filename(file_or_directory, filename)
if filename.suffix == ".zip":
if not fn.is_file():
raise ValueError(f"File or directory {fn} does not exist.")
logger.info(f"Loading backtest result from {fn}")
if fn.suffix == ".zip":
data = json_load(
StringIO(
load_file_from_zip(filename, filename.with_suffix(".json").name).decode("utf-8")
)
StringIO(load_file_from_zip(fn, fn.with_suffix(".json").name).decode("utf-8"))
)
else:
with filename.open() as file:
with fn.open() as file:
data = json_load(file)
# Legacy list format does not contain metadata.
if isinstance(data, dict):
data["metadata"] = load_backtest_metadata(filename)
data["metadata"] = load_backtest_metadata(fn)
return data
@@ -362,16 +384,21 @@ def _load_backtest_data_df_compatibility(df: pd.DataFrame) -> pd.DataFrame:
return df
def load_backtest_data(filename: Path | str, strategy: str | None = None) -> pd.DataFrame:
def load_backtest_data(
file_or_directory: Path | str, strategy: str | None = None, filename: Path | str | None = None
) -> pd.DataFrame:
"""
Load backtest data file.
:param filename: pathlib.Path object, or string pointing to a file or directory
Load backtest data file, returns a dataframe with the individual trades.
:param file_or_directory: pathlib.Path object, or string pointing to the directory,
or absolute/relative path to the backtest results file.
:param strategy: Strategy to load - mainly relevant for multi-strategy backtests
Can also serve as protection to load the correct result.
:param filename: Optional filename to load from (if different from the main filename).
Only valid when loading from a directory.
:return: a dataframe with the analysis results
:raise: ValueError if loading goes wrong.
"""
data = load_backtest_stats(filename)
data = load_backtest_stats(file_or_directory, filename)
if not isinstance(data, list):
# new, nested format
if "strategy" not in data:
@@ -430,20 +457,23 @@ def load_file_from_zip(zip_path: Path, filename: str) -> bytes:
raise ValueError(f"Bad zip file: {zip_path}.") from None
def load_backtest_analysis_data(backtest_dir: Path, name: str):
def load_backtest_analysis_data(
file_or_directory: Path,
name: Literal["signals", "rejected", "exited"],
filename: Path | str | None = None,
):
"""
Load backtest analysis data either from a pickle file or from within a zip file
:param backtest_dir: Directory containing backtest results
:param file_or_directory: pathlib.Path object, or string pointing to the directory,
or absolute/relative path to the backtest results file.
:param name: Name of the analysis data to load (signals, rejected, exited)
:param filename: Optional filename to load from (if different from the main filename).
Only valid when loading from a directory.
:return: Analysis data
"""
import joblib
if backtest_dir.is_dir():
lbf = Path(get_latest_backtest_filename(backtest_dir))
zip_path = backtest_dir / lbf
else:
zip_path = backtest_dir
zip_path = _normalize_filename(file_or_directory, filename)
if zip_path.suffix == ".zip":
# Load from zip file
@@ -458,10 +488,10 @@ def load_backtest_analysis_data(backtest_dir: Path, name: str):
else:
# Load from separate pickle file
if backtest_dir.is_dir():
scpf = Path(backtest_dir, f"{zip_path.stem}_{name}.pkl")
if file_or_directory.is_dir():
scpf = Path(file_or_directory, f"{zip_path.stem}_{name}.pkl")
else:
scpf = Path(backtest_dir.parent / f"{backtest_dir.stem}_{name}.pkl")
scpf = Path(file_or_directory.parent / f"{file_or_directory.stem}_{name}.pkl")
try:
with scpf.open("rb") as scp:
@@ -473,27 +503,6 @@ def load_backtest_analysis_data(backtest_dir: Path, name: str):
return None
def load_rejected_signals(backtest_dir: Path):
"""
Load rejected signals from backtest directory
"""
return load_backtest_analysis_data(backtest_dir, "rejected")
def load_signal_candles(backtest_dir: Path):
"""
Load signal candles from backtest directory
"""
return load_backtest_analysis_data(backtest_dir, "signals")
def load_exit_signal_candles(backtest_dir: Path) -> dict[str, dict[str, pd.DataFrame]]:
"""
Load exit signal candles from backtest directory
"""
return load_backtest_analysis_data(backtest_dir, "exited")
def trade_list_to_dataframe(trades: list[Trade] | list[LocalTrade]) -> pd.DataFrame:
"""
Convert list of Trade objects to pandas Dataframe
@@ -11,7 +11,7 @@ def get_tick_size_over_time(candles: DataFrame) -> Series:
# count the number of significant digits for the open and close prices
for col in ["open", "high", "low", "close"]:
candles[f"{col}_count"] = (
candles[col].round(14).astype(str).str.extract(r"\.(\d*[1-9])")[0].str.len()
candles[col].round(14).apply("{:.15f}".format).str.extract(r"\.(\d*[1-9])")[0].str.len()
)
candles["max_count"] = candles[["open_count", "close_count", "high_count", "low_count"]].max(
axis=1
-1
View File
@@ -181,7 +181,6 @@ def trim_dataframes(
def order_book_to_dataframe(bids: list, asks: list) -> DataFrame:
"""
TODO: This should get a dedicated test
Gets order book list, returns dataframe with below format per suggested by creslin
-------------------------------------------------------------------
b_sum b_size bids asks a_size a_sum
+43 -4
View File
@@ -23,7 +23,7 @@ from freqtrade.data.history import get_datahandler, load_pair_history
from freqtrade.enums import CandleType, RPCMessageType, RunMode, TradingMode
from freqtrade.exceptions import ExchangeError, OperationalException
from freqtrade.exchange import Exchange, timeframe_to_prev_date, timeframe_to_seconds
from freqtrade.exchange.exchange_types import OrderBook
from freqtrade.exchange.exchange_types import FundingRate, OrderBook
from freqtrade.misc import append_candles_to_dataframe
from freqtrade.rpc import RPCManager
from freqtrade.rpc.rpc_types import RPCAnalyzedDFMsg
@@ -498,7 +498,12 @@ class DataProvider:
return DataFrame()
def trades(
self, pair: str, timeframe: str | None = None, copy: bool = True, candle_type: str = ""
self,
pair: str,
timeframe: str | None = None,
copy: bool = True,
candle_type: str = "",
timerange: TimeRange | None = None,
) -> DataFrame:
"""
Get candle (TRADES) data for the given pair as DataFrame
@@ -526,7 +531,7 @@ class DataProvider:
self._config["datadir"], data_format=self._config["dataformat_trades"]
)
trades_df = data_handler.trades_load(
pair, self._config.get("trading_mode", TradingMode.SPOT)
pair, self._config.get("trading_mode", TradingMode.SPOT), timerange=timerange
)
return trades_df
@@ -543,6 +548,7 @@ class DataProvider:
def ticker(self, pair: str):
"""
Return last ticker data from exchange
Warning: Performs a network request - so use with common sense.
:param pair: Pair to get the data for
:return: Ticker dict from exchange or empty dict if ticker is not available for the pair
"""
@@ -556,7 +562,7 @@ class DataProvider:
def orderbook(self, pair: str, maximum: int) -> OrderBook:
"""
Fetch latest l2 orderbook data
Warning: Does a network request - so use with common sense.
Warning: Performs a network request - so use with common sense.
:param pair: pair to get the data for
:param maximum: Maximum number of orderbook entries to query
:return: dict including bids/asks with a total of `maximum` entries.
@@ -565,6 +571,23 @@ class DataProvider:
raise OperationalException(NO_EXCHANGE_EXCEPTION)
return self._exchange.fetch_l2_order_book(pair, maximum)
def funding_rate(self, pair: str) -> FundingRate:
"""
Return Funding rate from the exchange
Warning: Performs a network request - so use with common sense.
:param pair: Pair to get the data for
:return: Funding rate dict from exchange or empty dict if funding rate is not available
If available, the "fundingRate" field will contain the funding rate.
"fundingTimestamp" and "fundingDatetime" will contain the next funding times.
Actually filled fields may vary between exchanges.
"""
if self._exchange is None:
raise OperationalException(NO_EXCHANGE_EXCEPTION)
try:
return self._exchange.fetch_funding_rate(pair)
except ExchangeError:
return {}
def send_msg(self, message: str, *, always_send: bool = False) -> None:
"""
Send custom RPC Notifications from your bot.
@@ -581,3 +604,19 @@ class DataProvider:
if always_send or message not in self.__msg_cache:
self._msg_queue.append(message)
self.__msg_cache[message] = True
def check_delisting(self, pair: str) -> datetime | None:
"""
Check if a pair gonna be delisted on the exchange.
Will only return datetime if the pair is gonna be delisted.
:param pair: Pair to check
:return: Datetime of the pair's delisting, None otherwise
"""
if self._exchange is None:
raise OperationalException(NO_EXCHANGE_EXCEPTION)
try:
return self._exchange.check_delisting_time(pair)
except ExchangeError:
logger.warning(f"Could not fetch market data for {pair}. Assuming no delisting.")
return None
+17 -9
View File
@@ -7,11 +7,9 @@ from freqtrade.configuration import TimeRange
from freqtrade.constants import Config
from freqtrade.data.btanalysis import (
BT_DATA_COLUMNS,
load_backtest_analysis_data,
load_backtest_data,
load_backtest_stats,
load_exit_signal_candles,
load_rejected_signals,
load_signal_candles,
)
from freqtrade.exceptions import ConfigurationError, OperationalException
from freqtrade.util import print_df_rich_table
@@ -332,7 +330,7 @@ def process_entry_exit_reasons(config: Config):
do_rejected = config.get("analysis_rejected", False)
to_csv = config.get("analysis_to_csv", False)
csv_path = Path(
config.get("analysis_csv_path", config["exportfilename"]), # type: ignore[arg-type]
config.get("analysis_csv_path", config["exportdirectory"]), # type: ignore[arg-type]
)
if entry_only is True and exit_only is True:
@@ -346,20 +344,30 @@ def process_entry_exit_reasons(config: Config):
None if config.get("timerange") is None else str(config.get("timerange"))
)
try:
backtest_stats = load_backtest_stats(config["exportfilename"])
backtest_stats = load_backtest_stats(
config["exportdirectory"], config["exportfilename"]
)
except ValueError as e:
raise ConfigurationError(e) from e
for strategy_name, results in backtest_stats["strategy"].items():
trades = load_backtest_data(config["exportfilename"], strategy_name)
trades = load_backtest_data(
config["exportdirectory"], strategy_name, config["exportfilename"]
)
if trades is not None and not trades.empty:
signal_candles = load_signal_candles(config["exportfilename"])
exit_signals = load_exit_signal_candles(config["exportfilename"])
signal_candles = load_backtest_analysis_data(
config["exportdirectory"], "signals", config["exportfilename"]
)
exit_signals = load_backtest_analysis_data(
config["exportdirectory"], "exited", config["exportfilename"]
)
rej_df = None
if do_rejected:
rejected_signals_dict = load_rejected_signals(config["exportfilename"])
rejected_signals_dict = load_backtest_analysis_data(
config["exportdirectory"], "rejected", config["exportfilename"]
)
rej_df = prepare_results(
rejected_signals_dict,
strategy_name,
@@ -1,6 +1,7 @@
import logging
from pandas import DataFrame, read_feather, to_datetime
from pyarrow import dataset
from freqtrade.configuration import TimeRange
from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS
@@ -111,22 +112,71 @@ class FeatherDataHandler(IDataHandler):
"""
raise NotImplementedError()
def _build_arrow_time_filter(self, timerange: TimeRange | None):
"""
Build Arrow predicate filter for timerange filtering.
Treats 0 as unbounded (no filter on that side).
:param timerange: TimeRange object with start/stop timestamps
:return: Arrow filter expression or None if fully unbounded
"""
if not timerange:
return None
# Treat 0 as unbounded
start_set = bool(timerange.startts and timerange.startts > 0)
stop_set = bool(timerange.stopts and timerange.stopts > 0)
if not (start_set or stop_set):
return None
ts_field = dataset.field("timestamp")
exprs = []
if start_set:
exprs.append(ts_field >= timerange.startts)
if stop_set:
exprs.append(ts_field <= timerange.stopts)
if len(exprs) == 1:
return exprs[0]
else:
return exprs[0] & exprs[1]
def _trades_load(
self, pair: str, trading_mode: TradingMode, timerange: TimeRange | None = None
) -> DataFrame:
"""
Load a pair from file, either .json.gz or .json
# TODO: respect timerange ...
:param pair: Load trades for this pair
:param trading_mode: Trading mode to use (used to determine the filename)
:param timerange: Timerange to load trades for - currently not implemented
:param timerange: Timerange to load trades for - filters data to this range if provided
:return: Dataframe containing trades
"""
filename = self._pair_trades_filename(self._datadir, pair, trading_mode)
if not filename.exists():
return DataFrame(columns=DEFAULT_TRADES_COLUMNS)
tradesdata = read_feather(filename)
# Use Arrow dataset with optional timerange filtering, fallback to read_feather
try:
dataset_reader = dataset.dataset(filename, format="feather")
time_filter = self._build_arrow_time_filter(timerange)
if time_filter is not None and timerange is not None:
tradesdata = dataset_reader.to_table(filter=time_filter).to_pandas()
start_desc = timerange.startts if timerange.startts > 0 else "unbounded"
stop_desc = timerange.stopts if timerange.stopts > 0 else "unbounded"
logger.debug(
f"Loaded {len(tradesdata)} trades for {pair} "
f"(filtered start={start_desc}, stop={stop_desc})"
)
else:
tradesdata = dataset_reader.to_table().to_pandas()
logger.debug(f"Loaded {len(tradesdata)} trades for {pair} (unfiltered)")
except (ImportError, AttributeError, ValueError) as e:
# Fallback: load entire file
logger.warning(f"Unable to use Arrow filtering, loading entire trades file: {e}")
tradesdata = read_feather(filename)
return tradesdata
+108 -16
View File
@@ -6,7 +6,14 @@ from pathlib import Path
from pandas import DataFrame, concat
from freqtrade.configuration import TimeRange
from freqtrade.constants import DATETIME_PRINT_FORMAT, DL_DATA_TIMEFRAMES, DOCS_LINK, Config
from freqtrade.constants import (
DATETIME_PRINT_FORMAT,
DL_DATA_TIMEFRAMES,
DOCS_LINK,
Config,
ListPairsWithTimeframes,
PairWithTimeframe,
)
from freqtrade.data.converter import (
clean_ohlcv_dataframe,
convert_trades_to_ohlcv,
@@ -17,6 +24,7 @@ from freqtrade.data.history.datahandlers import IDataHandler, get_datahandler
from freqtrade.enums import CandleType, TradingMode
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import Exchange
from freqtrade.exchange.exchange_utils import date_minus_candles
from freqtrade.plugins.pairlist.pairlist_helpers import dynamic_expand_pairlist
from freqtrade.util import dt_now, dt_ts, format_ms_time, format_ms_time_det
from freqtrade.util.migrations import migrate_data
@@ -97,7 +105,7 @@ def load_data(
"""
result: dict[str, DataFrame] = {}
if startup_candles > 0 and timerange:
logger.info(f"Using indicator startup period: {startup_candles} ...")
logger.debug(f"Using indicator startup period: {startup_candles} ...")
data_handler = get_datahandler(datadir, data_format)
@@ -226,6 +234,7 @@ def _download_pair_history(
candle_type: CandleType,
erase: bool = False,
prepend: bool = False,
pair_candles: DataFrame | None = None,
) -> bool:
"""
Download latest candles from the exchange for the pair and timeframe passed in parameters
@@ -238,6 +247,7 @@ def _download_pair_history(
:param timerange: range of time to download
:param candle_type: Any of the enum CandleType (must match trading mode!)
:param erase: Erase existing data
:param pair_candles: Optional with "1 call" pair candles.
:return: bool with success state
"""
data_handler = get_datahandler(datadir, data_handler=data_handler)
@@ -271,21 +281,40 @@ def _download_pair_history(
"Current End: %s",
f"{data.iloc[-1]['date']:{DATETIME_PRINT_FORMAT}}" if not data.empty else "None",
)
# Default since_ms to 30 days if nothing is given
new_dataframe = exchange.get_historic_ohlcv(
pair=pair,
timeframe=timeframe,
since_ms=(
since_ms
if since_ms
else int((datetime.now() - timedelta(days=new_pairs_days)).timestamp()) * 1000
),
is_new_pair=data.empty,
candle_type=candle_type,
until_ms=until_ms if until_ms else None,
# used to check if the passed in pair_candles (parallel downloaded) covers since_ms.
# If we need more data, we have to fall back to the standard method.
pair_candles_since_ms = (
dt_ts(pair_candles.iloc[0]["date"])
if pair_candles is not None and len(pair_candles.index) > 0
else 0
)
logger.info(f"Downloaded data for {pair} with length {len(new_dataframe)}.")
if (
pair_candles is None
or len(pair_candles.index) == 0
or data.empty
or prepend is True
or erase is True
or pair_candles_since_ms > (since_ms if since_ms else 0)
):
new_dataframe = exchange.get_historic_ohlcv(
pair=pair,
timeframe=timeframe,
since_ms=(
since_ms
if since_ms
else int((datetime.now() - timedelta(days=new_pairs_days)).timestamp()) * 1000
),
is_new_pair=data.empty,
candle_type=candle_type,
until_ms=until_ms if until_ms else None,
)
logger.info(f"Downloaded data for {pair} with length {len(new_dataframe)}.")
else:
new_dataframe = pair_candles
logger.info(
f"Downloaded data for {pair} with length {len(new_dataframe)}. Parallel Method."
)
if data.empty:
data = new_dataframe
else:
@@ -330,6 +359,7 @@ def refresh_backtest_ohlcv_data(
data_format: str | None = None,
prepend: bool = False,
progress_tracker: CustomProgress | None = None,
no_parallel_download: bool = False,
) -> list[str]:
"""
Refresh stored ohlcv data for backtesting and hyperopt operations.
@@ -339,6 +369,7 @@ def refresh_backtest_ohlcv_data(
progress_tracker = retrieve_progress_tracker(progress_tracker)
pairs_not_available = []
fast_candles: dict[PairWithTimeframe, DataFrame] = {}
data_handler = get_datahandler(datadir, data_format)
candle_type = CandleType.get_default(trading_mode)
with progress_tracker as progress:
@@ -355,6 +386,30 @@ def refresh_backtest_ohlcv_data(
logger.info(f"Skipping pair {pair}...")
continue
for timeframe in timeframes:
# Get fast candles via parallel method on first loop through per timeframe
# and candle type. Downloads all the pairs in the list and stores them.
if (
not no_parallel_download
and exchange.get_option("download_data_parallel_quick", True)
and (
((pair, timeframe, candle_type) not in fast_candles)
and (erase is False)
and (prepend is False)
)
):
fast_candles.update(
_download_all_pairs_history_parallel(
exchange=exchange,
pairs=pairs,
timeframe=timeframe,
candle_type=candle_type,
timerange=timerange,
)
)
# get the already downloaded pair candles if they exist
pair_candles = fast_candles.pop((pair, timeframe, candle_type), None)
progress.update(timeframe_task, description=f"Timeframe {timeframe}")
logger.debug(f"Downloading pair {pair}, {candle_type}, interval {timeframe}.")
_download_pair_history(
@@ -368,6 +423,7 @@ def refresh_backtest_ohlcv_data(
candle_type=candle_type,
erase=erase,
prepend=prepend,
pair_candles=pair_candles, # optional pass of dataframe of parallel candles
)
progress.update(timeframe_task, advance=1)
if trading_mode == "futures":
@@ -404,6 +460,41 @@ def refresh_backtest_ohlcv_data(
return pairs_not_available
def _download_all_pairs_history_parallel(
exchange: Exchange,
pairs: list[str],
timeframe: str,
candle_type: CandleType,
timerange: TimeRange | None = None,
) -> dict[PairWithTimeframe, DataFrame]:
"""
Allows to use the faster parallel async download method for many coins
but only if the data is short enough to be retrieved in one call.
Used by freqtrade download-data subcommand.
:return: Candle pairs with timeframes
"""
candles: dict[PairWithTimeframe, DataFrame] = {}
since = 0
if timerange:
if timerange.starttype == "date":
since = timerange.startts * 1000
candle_limit = exchange.ohlcv_candle_limit(timeframe, candle_type)
one_call_min_time_dt = dt_ts(date_minus_candles(timeframe, candle_limit))
# check if we can get all candles in one go, if so then we can download them in parallel
if since > one_call_min_time_dt:
logger.info(
f"Downloading parallel candles for {timeframe} for all pairs "
f"since {format_ms_time(since)}"
)
needed_pairs: ListPairsWithTimeframes = [
(p, timeframe, candle_type) for p in [p for p in pairs]
]
candles = exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since, cache=False)
return candles
def _download_trades_history(
exchange: Exchange,
pair: str,
@@ -702,6 +793,7 @@ def download_data(
trading_mode=config.get("trading_mode", "spot"),
prepend=config.get("prepend_data", False),
progress_tracker=progress_tracker,
no_parallel_download=config.get("no_parallel_download", False),
)
finally:
if pairs_not_available:
+2 -1
View File
@@ -6,6 +6,7 @@ from freqtrade.exchange.exchange import Exchange
# isort: on
from freqtrade.exchange.binance import Binance
from freqtrade.exchange.bingx import Bingx
from freqtrade.exchange.bitget import Bitget
from freqtrade.exchange.bitmart import Bitmart
from freqtrade.exchange.bitpanda import Bitpanda
from freqtrade.exchange.bitvavo import Bitvavo
@@ -45,4 +46,4 @@ from freqtrade.exchange.kucoin import Kucoin
from freqtrade.exchange.lbank import Lbank
from freqtrade.exchange.luno import Luno
from freqtrade.exchange.modetrade import Modetrade
from freqtrade.exchange.okx import Okx
from freqtrade.exchange.okx import MyOkx, Okx
+110 -3
View File
@@ -5,10 +5,11 @@ from datetime import UTC, datetime
from pathlib import Path
import ccxt
from cachetools import TTLCache
from pandas import DataFrame
from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS
from freqtrade.enums import CandleType, MarginMode, PriceType, TradingMode
from freqtrade.enums import TRADE_MODES, CandleType, MarginMode, PriceType, RunMode, TradingMode
from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
from freqtrade.exchange import Exchange
from freqtrade.exchange.binance_public_data import (
@@ -40,12 +41,12 @@ class Binance(Exchange):
"fetch_orders_limit_minutes": None,
"l2_limit_range": [5, 10, 20, 50, 100, 500, 1000],
"ws_enabled": True,
"has_delisting": True,
}
_ft_has_futures: FtHas = {
"funding_fee_candle_limit": 1000,
"stoploss_order_types": {"limit": "stop", "market": "stop_market"},
"stoploss_blocks_assets": False, # Stoploss orders do not block assets
"order_time_in_force": ["GTC", "FOK", "IOC"],
"tickers_have_price": False,
"floor_leverage": True,
"fetch_orders_limit_minutes": 7 * 1440, # "fetch_orders" is limited to 7 days
@@ -69,6 +70,10 @@ class Binance(Exchange):
(TradingMode.FUTURES, MarginMode.ISOLATED),
]
def __init__(self, *args, **kwargs) -> None:
super().__init__(*args, **kwargs)
self._spot_delist_schedule_cache: TTLCache = TTLCache(maxsize=100, ttl=300)
def get_proxy_coin(self) -> str:
"""
Get the proxy coin for the given coin
@@ -392,7 +397,7 @@ class Binance(Exchange):
async def _async_get_trade_history_id(
self, pair: str, until: int, since: int, from_id: str | None = None
) -> tuple[str, list[list]]:
logger.info(f"Fetching trades from Binance, {from_id=}, {since=}, {until=}")
logger.info(f"Fetching trades for {pair} from Binance, {from_id=}, {since=}, {until=}")
if not self._config["exchange"].get("only_from_ccxt", False):
if from_id is None or not since:
@@ -433,3 +438,105 @@ class Binance(Exchange):
return await super()._async_get_trade_history_id(
pair, until=until, since=since, from_id=from_id
)
def _check_delisting_futures(self, pair: str) -> datetime | None:
delivery_time = self.markets.get(pair, {}).get("info", {}).get("deliveryDate", None)
if delivery_time:
if isinstance(delivery_time, str) and (delivery_time != ""):
delivery_time = int(delivery_time)
# Binance set a very high delivery time for all perpetuals.
# We compare with delivery time of BTC/USDT:USDT which assumed to never be delisted
btc_delivery_time = (
self.markets.get("BTC/USDT:USDT", {}).get("info", {}).get("deliveryDate", None)
)
if delivery_time == btc_delivery_time:
return None
delivery_time = dt_from_ts(delivery_time)
return delivery_time
def check_delisting_time(self, pair: str) -> datetime | None:
"""
Check if the pair gonna be delisted.
By default, it returns None.
:param pair: Market symbol
:return: Datetime if the pair gonna be delisted, None otherwise
"""
if self._config["runmode"] not in TRADE_MODES:
return None
if self.trading_mode == TradingMode.FUTURES:
return self._check_delisting_futures(pair)
return self._get_spot_pair_delist_time(pair, refresh=False)
def _get_spot_delist_schedule(self):
"""
Get the delisting schedule for spot pairs
Only works in live mode as it requires API keys,
Return sample:
[{
"delistTime": "1759114800000",
"symbols": [
"OMNIBTC",
"OMNIFDUSD",
"OMNITRY",
"OMNIUSDC",
"OMNIUSDT"
]
}]
"""
try:
delist_schedule = self._api.sapi_get_spot_delist_schedule()
return delist_schedule
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.OperationFailed, ccxt.ExchangeError) as e:
raise TemporaryError(
f"Could not get delist schedule {e.__class__.__name__}. Message: {e}"
) from e
except ccxt.BaseError as e:
raise OperationalException(e) from e
def _get_spot_pair_delist_time(self, pair: str, refresh: bool = False) -> datetime | None:
"""
Get the delisting time for a pair if it will be delisted
:param pair: Pair to get the delisting time for
:param refresh: true if you need fresh data
:return: int: delisting time None if not delisting
"""
if not pair or not self._config["runmode"] == RunMode.LIVE:
# Endpoint only works in live mode as it requires API keys
return None
cache = self._spot_delist_schedule_cache
if not refresh:
if delist_time := cache.get(pair, None):
return delist_time
delist_schedule = self._get_spot_delist_schedule()
if delist_schedule is None:
return None
for schedule in delist_schedule:
delist_dt = dt_from_ts(int(schedule["delistTime"]))
for symbol in schedule["symbols"]:
ft_symbol = next(
(
pair
for pair, market in self.markets.items()
if market.get("id", None) == symbol
),
None,
)
if ft_symbol is None:
continue
cache[ft_symbol] = delist_dt
return cache.get(pair, None)
File diff suppressed because it is too large Load Diff
+128
View File
@@ -0,0 +1,128 @@
import logging
from datetime import timedelta
import ccxt
from freqtrade.enums import CandleType
from freqtrade.exceptions import (
DDosProtection,
OperationalException,
RetryableOrderError,
TemporaryError,
)
from freqtrade.exchange import Exchange
from freqtrade.exchange.common import API_RETRY_COUNT, retrier
from freqtrade.exchange.exchange_types import CcxtOrder, FtHas
from freqtrade.util.datetime_helpers import dt_now, dt_ts
logger = logging.getLogger(__name__)
class Bitget(Exchange):
"""
Bitget exchange class. Contains adjustments needed for Freqtrade to work
with this exchange.
Please note that this exchange is not included in the list of exchanges
officially supported by the Freqtrade development team. So some features
may still not work as expected.
"""
_ft_has: FtHas = {
"stoploss_on_exchange": True,
"stop_price_param": "stopPrice",
"stop_price_prop": "stopPrice",
"stoploss_order_types": {"limit": "limit", "market": "market"},
"ohlcv_candle_limit": 200, # 200 for historical candles, 1000 for recent ones.
"order_time_in_force": ["GTC", "FOK", "IOC", "PO"],
}
_ft_has_futures: FtHas = {
"mark_ohlcv_timeframe": "4h",
}
def ohlcv_candle_limit(
self, timeframe: str, candle_type: CandleType, since_ms: int | None = None
) -> int:
"""
Exchange ohlcv candle limit
bitget has the following behaviour:
* 1000 candles for up-to-date data
* 200 candles for historic data (prior to a certain date)
:param timeframe: Timeframe to check
:param candle_type: Candle-type
:param since_ms: Starting timestamp
:return: Candle limit as integer
"""
timeframe_map = self._api.options["fetchOHLCV"]["maxRecentDaysPerTimeframe"]
days = timeframe_map.get(timeframe, 30)
if candle_type in (CandleType.FUTURES, CandleType.SPOT, CandleType.MARK) and (
not since_ms or dt_ts(dt_now() - timedelta(days=days)) < since_ms
):
return 1000
return super().ohlcv_candle_limit(timeframe, candle_type, since_ms)
def _convert_stop_order(self, pair: str, order_id: str, order: CcxtOrder) -> CcxtOrder:
if order.get("status", "open") == "closed":
# Use orderID as cliendOrderId filter to fetch the regular followup order.
# Could be done with "fetch_order" - but clientOid as filter doesn't seem to work
# https://www.bitget.com/api-doc/spot/trade/Get-Order-Info
for method in (
self._api.fetch_canceled_and_closed_orders,
self._api.fetch_open_orders,
):
orders = method(pair)
orders_f = [order for order in orders if order["clientOrderId"] == order_id]
if orders_f:
order_reg = orders_f[0]
self._log_exchange_response("fetch_stoploss_order1", order_reg)
order_reg["id_stop"] = order_reg["id"]
order_reg["id"] = order_id
order_reg["type"] = "stoploss"
order_reg["status_stop"] = "triggered"
return order_reg
order = self._order_contracts_to_amount(order)
order["type"] = "stoploss"
return order
def _fetch_stop_order_fallback(self, order_id: str, pair: str) -> CcxtOrder:
params2 = {
"stop": True,
}
for method in (
self._api.fetch_open_orders,
self._api.fetch_canceled_and_closed_orders,
):
try:
orders = method(pair, params=params2)
orders_f = [order for order in orders if order["id"] == order_id]
if orders_f:
order = orders_f[0]
self._log_exchange_response("get_stop_order_fallback", order)
return self._convert_stop_order(pair, order_id, order)
except (ccxt.OrderNotFound, ccxt.InvalidOrder):
pass
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.OperationFailed, ccxt.ExchangeError) as e:
raise TemporaryError(
f"Could not get order due to {e.__class__.__name__}. Message: {e}"
) from e
except ccxt.BaseError as e:
raise OperationalException(e) from e
raise RetryableOrderError(f"StoplossOrder not found (pair: {pair} id: {order_id}).")
@retrier(retries=API_RETRY_COUNT)
def fetch_stoploss_order(
self, order_id: str, pair: str, params: dict | None = None
) -> CcxtOrder:
if self._config["dry_run"]:
return self.fetch_dry_run_order(order_id)
return self._fetch_stop_order_fallback(order_id, pair)
def cancel_stoploss_order(self, order_id: str, pair: str, params: dict | None = None) -> dict:
return self.cancel_order(order_id=order_id, pair=pair, params={"stop": True})
-10
View File
@@ -2,8 +2,6 @@
import logging
from ccxt import DECIMAL_PLACES
from freqtrade.exchange import Exchange
from freqtrade.exchange.exchange_types import FtHas
@@ -24,11 +22,3 @@ class Bitvavo(Exchange):
_ft_has: FtHas = {
"ohlcv_candle_limit": 1440,
}
@property
def precisionMode(self) -> int:
"""
Exchange ccxt precisionMode
Override due to https://github.com/ccxt/ccxt/issues/20408
"""
return DECIMAL_PLACES
+2 -2
View File
@@ -46,10 +46,9 @@ BAD_EXCHANGES = {
MAP_EXCHANGE_CHILDCLASS = {
"binanceus": "binance",
"binanceje": "binance",
"binanceusdm": "binance",
"okex": "okx",
"myokx": "okx",
"okxus": "okx",
"gateio": "gate",
"huboi": "htx",
}
@@ -64,6 +63,7 @@ SUPPORTED_EXCHANGES = [
"hyperliquid",
"kraken",
"okx",
"myokx",
]
# either the main, or replacement methods (array) is required
+89 -16
View File
@@ -73,6 +73,7 @@ from freqtrade.exchange.exchange_types import (
CcxtOrder,
CcxtPosition,
FtHas,
FundingRate,
OHLCVResponse,
OrderBook,
Ticker,
@@ -137,6 +138,7 @@ class Exchange:
"ohlcv_has_history": True, # Some exchanges (Kraken) don't provide history via ohlcv
"ohlcv_partial_candle": True,
"ohlcv_require_since": False,
"download_data_parallel_quick": True,
"always_require_api_keys": False, # purge API keys for Dry-run. Must default to false.
# Check https://github.com/ccxt/ccxt/issues/10767 for removal of ohlcv_volume_currency
"ohlcv_volume_currency": "base", # "base" or "quote"
@@ -164,6 +166,7 @@ class Exchange:
"proxy_coin_mapping": {}, # Mapping for proxy coins
# Expected to be in the format {"fetchOHLCV": True} or {"fetchOHLCV": False}
"ws_enabled": False, # Set to true for exchanges with tested websocket support
"has_delisting": False, # Set to true for exchanges that have delisting pair checks
}
_ft_has: FtHas = {}
_ft_has_futures: FtHas = {}
@@ -690,12 +693,13 @@ class Exchange:
# Reload async markets, then assign them to sync api
retrier(self._load_async_markets, retries=retries)(reload=True)
self._markets = self._api_async.markets
self._api.set_markets(self._api_async.markets, self._api_async.currencies)
self._api.set_markets_from_exchange(self._api_async)
# Assign options array, as it contains some temporary information from the exchange.
# TODO: investigate with ccxt if it's safe to remove `.options`
self._api.options = self._api_async.options
if self._exchange_ws:
# Set markets to avoid reloading on websocket api
self._ws_async.set_markets(self._api.markets, self._api.currencies)
self._ws_async.set_markets_from_exchange(self._api_async)
self._ws_async.options = self._api.options
self._last_markets_refresh = dt_ts()
@@ -890,6 +894,19 @@ class Exchange:
f"Freqtrade does not support '{mm_value}' '{trading_mode}' on {self.name}."
)
@classmethod
def combine_ft_has(cls, include_futures: bool) -> FtHas:
"""
Combine all ft_has options from the class hierarchy.
Child classes override parent classes.
Doesn't apply overrides from the configuration.
"""
_ft_has = deep_merge_dicts(cls._ft_has, deepcopy(cls._ft_has_default))
if include_futures:
_ft_has = deep_merge_dicts(cls._ft_has_futures, _ft_has)
return _ft_has
def build_ft_has(self, exchange_conf: ExchangeConfig) -> None:
"""
Deep merge ft_has with default ft_has options
@@ -897,9 +914,8 @@ class Exchange:
This is called on initialization of the exchange object.
It must be called before ft_has is used.
"""
self._ft_has = deep_merge_dicts(self._ft_has, deepcopy(self._ft_has_default))
if self.trading_mode == TradingMode.FUTURES:
self._ft_has = deep_merge_dicts(self._ft_has_futures, self._ft_has)
self._ft_has = self.combine_ft_has(include_futures=self.trading_mode == TradingMode.FUTURES)
if exchange_conf.get("_ft_has_params"):
self._ft_has = deep_merge_dicts(exchange_conf.get("_ft_has_params"), self._ft_has)
logger.info("Overriding exchange._ft_has with config params, result: %s", self._ft_has)
@@ -2001,6 +2017,30 @@ class Exchange:
except ccxt.BaseError as e:
raise OperationalException(e) from e
@retrier
def fetch_funding_rate(self, pair: str) -> FundingRate:
"""
Get current Funding rate from exchange.
On Futures markets, this is the interest rate for holding a position.
Won't work for non-futures markets
"""
try:
if pair not in self.markets or self.markets[pair].get("active", False) is False:
raise ExchangeError(f"Pair {pair} not available")
return self._api.fetch_funding_rate(pair)
except ccxt.NotSupported as e:
raise OperationalException(
f"Exchange {self._api.name} does not support fetching funding rate. Message: {e}"
) from e
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.OperationFailed, ccxt.ExchangeError) as e:
raise TemporaryError(
f"Could not get funding rate due to {e.__class__.__name__}. Message: {e}"
) from e
except ccxt.BaseError as e:
raise OperationalException(e) from e
@staticmethod
def get_next_limit_in_list(
limit: int,
@@ -2456,7 +2496,14 @@ class Exchange:
data.extend(new_data)
# Sort data again after extending the result - above calls return in "async order"
data = sorted(data, key=lambda x: x[0])
return pair, timeframe, candle_type, data, self._ohlcv_partial_candle
return (
pair,
timeframe,
candle_type,
data,
# funding_rates are always complete, so never need to be dropped.
self._ohlcv_partial_candle if candle_type != CandleType.FUNDING_RATE else False,
)
def _try_build_from_websocket(
self, pair: str, timeframe: str, candle_type: CandleType
@@ -2566,14 +2613,24 @@ class Exchange:
input_coroutines: list[Coroutine[Any, Any, OHLCVResponse]] = []
cached_pairs = []
for pair, timeframe, candle_type in set(pair_list):
if timeframe not in self.timeframes and candle_type in (
invalid_funding = (
candle_type == CandleType.FUNDING_RATE
and timeframe != self.get_option("funding_fee_timeframe")
)
invalid_timeframe = timeframe not in self.timeframes and candle_type in (
CandleType.SPOT,
CandleType.FUTURES,
):
)
if invalid_timeframe or invalid_funding:
timeframes_ = (
", ".join(self.timeframes)
if candle_type != CandleType.FUNDING_RATE
else self.get_option("funding_fee_timeframe")
)
logger.warning(
f"Cannot download ({pair}, {timeframe}) combination as this timeframe is "
f"not available on {self.name}. Available timeframes are "
f"{', '.join(self.timeframes)}."
f"Cannot download ({pair}, {timeframe}, {candle_type}) combination as this "
f"timeframe is not available on {self.name}. Available timeframes are "
f"{timeframes_}."
)
continue
@@ -2756,7 +2813,7 @@ class Exchange:
timeframe, candle_type=candle_type, since_ms=since_ms
)
if candle_type and candle_type != CandleType.SPOT:
if candle_type and candle_type not in (CandleType.SPOT, CandleType.FUTURES):
params.update({"price": candle_type.value})
if candle_type != CandleType.FUNDING_RATE:
data = await self._api_async.fetch_ohlcv(
@@ -2771,8 +2828,6 @@ class Exchange:
since_ms=since_ms,
)
# Some exchanges sort OHLCV in ASC order and others in DESC.
# Ex: Bittrex returns the list of OHLCV in ASC order (oldest first, newest last)
# while GDAX returns the list of OHLCV in DESC order (newest first, oldest last)
# Only sort if necessary to save computing time
try:
if data and data[0][0] > data[-1][0]:
@@ -2781,7 +2836,14 @@ class Exchange:
logger.exception("Error loading %s. Result was %s.", pair, data)
return pair, timeframe, candle_type, [], self._ohlcv_partial_candle
logger.debug("Done fetching pair %s, %s interval %s...", pair, candle_type, timeframe)
return pair, timeframe, candle_type, data, self._ohlcv_partial_candle
return (
pair,
timeframe,
candle_type,
data,
# funding_rates are always complete, so never need to be dropped.
self._ohlcv_partial_candle if candle_type != CandleType.FUNDING_RATE else False,
)
except ccxt.NotSupported as e:
raise OperationalException(
@@ -3229,7 +3291,7 @@ class Exchange:
for sig in [signal.SIGINT, signal.SIGTERM]:
try:
self.loop.add_signal_handler(sig, task.cancel)
except NotImplementedError:
except (NotImplementedError, RuntimeError):
# Not all platforms implement signals (e.g. windows)
pass
return self.loop.run_until_complete(task)
@@ -3863,3 +3925,14 @@ class Exchange:
# describes the min amt for a tier, and the lowest tier will always go down to 0
else:
raise ExchangeError(f"Cannot get maintenance ratio using {self.name}")
def check_delisting_time(self, pair: str) -> datetime | None:
"""
Check if the pair gonna be delisted.
This function should be overridden by the exchange class if the exchange
provides such information.
By default, it returns None.
:param pair: Market symbol
:return: Datetime if the pair gonna be delisted, None otherwise
"""
return None
+8
View File
@@ -1,5 +1,8 @@
from typing import Any, Literal, TypedDict
# Re-export for easier use
from ccxt.base.types import FundingRate # noqa: F401
from freqtrade.enums import CandleType
@@ -25,6 +28,8 @@ class FtHas(TypedDict, total=False):
ohlcv_volume_currency: str
ohlcv_candle_limit_per_timeframe: dict[str, int]
always_require_api_keys: bool
# allow disabling of parallel download-data for specific exchanges
download_data_parallel_quick: bool
# Tickers
tickers_have_quoteVolume: bool
tickers_have_percentage: bool
@@ -58,6 +63,9 @@ class FtHas(TypedDict, total=False):
# Websocket control
ws_enabled: bool
# Delisting check
has_delisting: bool
class Ticker(TypedDict):
symbol: str
+7 -7
View File
@@ -213,9 +213,9 @@ def amount_to_precision(
amount = float(
decimal_to_precision(
amount,
rounding_mode=TRUNCATE,
precision=precision,
counting_mode=precisionMode,
TRUNCATE, # rounding_mode
precision, # numPrecisionDigits
precisionMode, # counting_mode
)
)
@@ -311,11 +311,11 @@ def price_to_precision(
return float(
decimal_to_precision(
price,
rounding_mode=rounding_mode,
precision=int(price_precision)
rounding_mode, # rounding mode
int(price_precision)
if precisionMode != TICK_SIZE
else price_precision,
counting_mode=precisionMode,
else price_precision, # numPrecisionDigits
precisionMode, # counting_mode
)
)
+1
View File
@@ -28,6 +28,7 @@ class Hyperliquid(Exchange):
"stoploss_on_exchange": False,
"exchange_has_overrides": {"fetchTrades": False},
"marketOrderRequiresPrice": True,
"download_data_parallel_quick": False,
"ws_enabled": True,
}
_ft_has_futures: FtHas = {
+22 -4
View File
@@ -65,15 +65,22 @@ class Okx(Exchange):
"""
Exchange ohlcv candle limit
OKX has the following behaviour:
* 300 candles for up-to-date data
* 100 candles for historic data
* 100 candles for additional candles (not futures or spot).
* spot and futures:
* 300 candles for regular candles
* mark and premium-index:
* 300 candles for up-to-date data
* 100 candles for historic data
* additional data:
* 100 candles for additional candles
:param timeframe: Timeframe to check
:param candle_type: Candle-type
:param since_ms: Starting timestamp
:return: Candle limit as integer
"""
if candle_type in (CandleType.FUTURES, CandleType.SPOT) and (
if candle_type in (CandleType.FUTURES, CandleType.SPOT):
return 300
if candle_type in (CandleType.MARK, CandleType.PREMIUMINDEX) and (
not since_ms or since_ms > (date_minus_candles(timeframe, 300).timestamp() * 1000)
):
return 300
@@ -287,3 +294,14 @@ class Okx(Exchange):
orders_open = self._api.fetch_open_orders(pair, since=since_ms)
orders.extend(orders_open)
return orders
class MyOkx(Okx):
"""
MyOkx exchange class.
Minimal adjustment to disable futures trading for the EU subsidiary of Okx
"""
_supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [
(TradingMode.SPOT, MarginMode.NONE),
]
@@ -6,6 +6,7 @@ import numpy as np
import numpy.typing as npt
from pandas import DataFrame
from freqtrade.exceptions import DependencyException
from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
from freqtrade.freqai.freqai_interface import IFreqaiModel
@@ -63,12 +64,19 @@ class BaseRegressionModel(IFreqaiModel):
dd["train_labels"], _, _ = dk.label_pipeline.fit_transform(dd["train_labels"])
if self.freqai_info.get("data_split_parameters", {}).get("test_size", 0.1) != 0:
(dd["test_features"], dd["test_labels"], dd["test_weights"]) = (
dk.feature_pipeline.transform(
dd["test_features"], dd["test_labels"], dd["test_weights"]
if dd["test_labels"].shape[0] == 0:
raise DependencyException(
f"{pair}: test set is empty after filtering. "
f"This is usually caused by overly strict SVM thresholds or insufficient data. "
f"Try reducing 'test_size' or relaxing your SVM conditions."
)
)
dd["test_labels"], _, _ = dk.label_pipeline.transform(dd["test_labels"])
else:
(dd["test_features"], dd["test_labels"], dd["test_weights"]) = (
dk.feature_pipeline.transform(
dd["test_features"], dd["test_labels"], dd["test_weights"]
)
)
dd["test_labels"], _, _ = dk.label_pipeline.transform(dd["test_labels"])
logger.info(
f"Training model on {len(dk.data_dictionary['train_features'].columns)} features"
+1 -1
View File
@@ -493,7 +493,7 @@ class FreqaiDataDrawer:
dk.data["data_path"] = str(dk.data_path)
dk.data["model_filename"] = str(dk.model_filename)
dk.data["training_features_list"] = list(dk.data_dictionary["train_features"].columns)
dk.data["training_features_list"] = dk.training_features_list
dk.data["label_list"] = dk.label_list
with (save_path / f"{dk.model_filename}_{METADATA}.json").open("w") as fp:
+1 -6
View File
@@ -514,12 +514,7 @@ class IFreqaiModel(ABC):
current coin/bot loop
"""
if "training_features_list_raw" in dk.data:
feature_list = dk.data["training_features_list_raw"]
else:
feature_list = dk.data["training_features_list"]
if dk.training_features_list != feature_list:
if dk.training_features_list != dk.data["training_features_list"]:
raise OperationalException(
"Trying to access pretrained model with `identifier` "
"but found different features furnished by current strategy. "
@@ -13,6 +13,7 @@ class AnnotationType(TypedDict, total=False):
y_end: float
color: str
label: str
z_level: int
AnnotationTypeTA = TypeAdapter(AnnotationType)
+33 -32
View File
@@ -13,8 +13,8 @@ from freqtrade.loggers.set_log_levels import (
reduce_verbosity_for_bias_tester,
restore_verbosity_for_bias_tester,
)
from freqtrade.optimize.analysis.base_analysis import BaseAnalysis, VarHolder
from freqtrade.optimize.backtesting import Backtesting
from freqtrade.optimize.base_analysis import BaseAnalysis, VarHolder
logger = logging.getLogger(__name__)
@@ -70,34 +70,29 @@ class LookaheadAnalysis(BaseAnalysis):
cut_df: DataFrame = cut_vars.indicators[current_pair]
full_df: DataFrame = full_vars.indicators[current_pair]
# cut longer dataframe to length of the shorter
full_df_cut = full_df[(full_df.date == cut_vars.compared_dt)].reset_index(drop=True)
cut_df_cut = cut_df[(cut_df.date == cut_vars.compared_dt)].reset_index(drop=True)
# trim full_df to the same index and length as cut_df
cut_full_df = full_df.loc[cut_df.index]
compare_df = cut_full_df.compare(cut_df)
# check if dataframes are not empty
if full_df_cut.shape[0] != 0 and cut_df_cut.shape[0] != 0:
# compare dataframes
compare_df = full_df_cut.compare(cut_df_cut)
if compare_df.shape[0] > 0:
for col_name in compare_df:
col_idx = compare_df.columns.get_loc(col_name)
compare_df_row = compare_df.iloc[0]
# compare_df now comprises tuples with [1] having either 'self' or 'other'
if "other" in col_name[1]:
continue
self_value = compare_df_row.iloc[col_idx]
other_value = compare_df_row.iloc[col_idx + 1]
if compare_df.shape[0] > 0:
for col_name, values in compare_df.items():
col_idx = compare_df.columns.get_loc(col_name)
compare_df_row = compare_df.iloc[0]
# compare_df now comprises tuples with [1] having either 'self' or 'other'
if "other" in col_name[1]:
continue
self_value = compare_df_row.iloc[col_idx]
other_value = compare_df_row.iloc[col_idx + 1]
# output differences
if self_value != other_value:
if not self.current_analysis.false_indicators.__contains__(col_name[0]):
self.current_analysis.false_indicators.append(col_name[0])
logger.info(
f"=> found look ahead bias in indicator "
f"{col_name[0]}. "
f"{str(self_value)} != {str(other_value)}"
)
# output differences
if self_value != other_value:
if not self.current_analysis.false_indicators.__contains__(col_name[0]):
self.current_analysis.false_indicators.append(col_name[0])
logger.info(
f"=> found look ahead bias in column "
f"{col_name[0]}. "
f"{str(self_value)} != {str(other_value)}"
)
def prepare_data(self, varholder: VarHolder, pairs_to_load: list[DataFrame]):
if "freqai" in self.local_config and "identifier" in self.local_config["freqai"]:
@@ -132,7 +127,13 @@ class LookaheadAnalysis(BaseAnalysis):
varholder.data, varholder.timerange = backtesting.load_bt_data()
varholder.timeframe = backtesting.timeframe
varholder.indicators = backtesting.strategy.advise_all_indicators(varholder.data)
temp_indicators = backtesting.strategy.advise_all_indicators(varholder.data)
filled_indicators = dict()
for pair, dataframe in temp_indicators.items():
filled_indicators[pair] = backtesting.strategy.ft_advise_signals(
dataframe, {"pair": pair}
)
varholder.indicators = filled_indicators
varholder.result = self.get_result(backtesting, varholder.indicators)
def fill_entry_and_exit_varHolders(self, result_row):
@@ -171,23 +172,23 @@ class LookaheadAnalysis(BaseAnalysis):
self.fill_entry_and_exit_varHolders(result_row)
# this will trigger a logger-message
buy_or_sell_biased: bool = False
entry_or_exit_biased: bool = False
# register if buy signal is broken
if not self.report_signal(
self.entry_varHolders[idx].result, "open_date", self.entry_varHolders[idx].compared_dt
):
self.current_analysis.false_entry_signals += 1
buy_or_sell_biased = True
entry_or_exit_biased = True
# register if buy or sell signal is broken
if not self.report_signal(
self.exit_varHolders[idx].result, "close_date", self.exit_varHolders[idx].compared_dt
):
self.current_analysis.false_exit_signals += 1
buy_or_sell_biased = True
entry_or_exit_biased = True
if buy_or_sell_biased:
if entry_or_exit_biased:
logger.info(
f"found lookahead-bias in trade "
f"pair: {result_row['pair']}, "
@@ -145,9 +145,19 @@ class LookaheadAnalysisSubFunctions:
config["enable_protections"] = False
logger.info(
"Protections were enabled. "
"Disabling protections now "
"since they could otherwise produce false positives."
"Disabling protections now since they can produce false positives."
)
if not config.get("lookahead_allow_limit_orders", False):
logger.info("Forced order_types to market orders.")
config["order_types"] = {
"entry": "market",
"exit": "market",
"stoploss": "market",
"stoploss_on_exchange": False,
}
else:
logger.info("Using configured order_types, skipping order_types override.")
if config["targeted_trade_amount"] < config["minimum_trade_amount"]:
# this combo doesn't make any sense.
raise OperationalException(

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