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+2
-1
@@ -14,10 +14,11 @@ MANIFEST.in
|
||||
README.md
|
||||
freqtrade.service
|
||||
freqtrade.egg-info
|
||||
.venv/
|
||||
|
||||
config.json*
|
||||
*.sqlite
|
||||
user_data
|
||||
user_data/
|
||||
*.log
|
||||
|
||||
.vscode
|
||||
|
||||
@@ -0,0 +1,92 @@
|
||||
name: 'docker-tags'
|
||||
description: 'Set Docker default Tag environment variables'
|
||||
# inputs:
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||||
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
|
||||
@@ -1,6 +1,8 @@
|
||||
version: 2
|
||||
updates:
|
||||
- package-ecosystem: docker
|
||||
cooldown:
|
||||
default-days: 4
|
||||
directories:
|
||||
- "/"
|
||||
- "/docker"
|
||||
@@ -11,8 +13,20 @@ updates:
|
||||
update-types: ["version-update:semver-major"]
|
||||
open-pull-requests-limit: 10
|
||||
|
||||
- package-ecosystem: devcontainers
|
||||
directory: "/"
|
||||
cooldown:
|
||||
default-days: 4
|
||||
schedule:
|
||||
interval: daily
|
||||
open-pull-requests-limit: 10
|
||||
|
||||
- package-ecosystem: pip
|
||||
directory: "/"
|
||||
cooldown:
|
||||
default-days: 4
|
||||
exclude:
|
||||
- ccxt
|
||||
schedule:
|
||||
interval: weekly
|
||||
time: "03:00"
|
||||
@@ -36,6 +50,8 @@ updates:
|
||||
|
||||
- package-ecosystem: "github-actions"
|
||||
directory: "/"
|
||||
cooldown:
|
||||
default-days: 4
|
||||
schedule:
|
||||
interval: "weekly"
|
||||
open-pull-requests-limit: 10
|
||||
|
||||
@@ -19,7 +19,7 @@ jobs:
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- uses: actions/setup-python@v5
|
||||
- uses: actions/setup-python@v6
|
||||
with:
|
||||
python-version: "3.12"
|
||||
|
||||
|
||||
+70
-230
@@ -19,12 +19,12 @@ 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:
|
||||
@@ -33,21 +33,27 @@ jobs:
|
||||
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@4959332f0f014c5280e7eac8b70c90cb574c9f9b # v6.6.0
|
||||
uses: astral-sh/setup-uv@3259c6206f993105e3a61b142c2d97bf4b9ef83d # v7.1.0
|
||||
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: Installation - *nix
|
||||
- name: Installation - macOS (Brew)
|
||||
if: ${{ runner.os == 'macOS' }}
|
||||
run: |
|
||||
# brew update
|
||||
# TODO: Should be the brew upgrade
|
||||
brew install libomp
|
||||
|
||||
- name: Installation (python)
|
||||
run: |
|
||||
uv pip install --upgrade wheel
|
||||
uv pip install -r requirements-dev.txt
|
||||
@@ -61,7 +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')
|
||||
@@ -88,9 +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:"
|
||||
@@ -101,13 +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: |
|
||||
@@ -128,208 +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@v5
|
||||
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@4959332f0f014c5280e7eac8b70c90cb574c9f9b # v6.6.0
|
||||
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: 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
|
||||
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-2022", "windows-2025" ]
|
||||
python-version: ["3.11", "3.12", "3.13"]
|
||||
|
||||
steps:
|
||||
- uses: actions/checkout@v5
|
||||
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@4959332f0f014c5280e7eac8b70c90cb574c9f9b # v6.6.0
|
||||
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: Installation
|
||||
run: |
|
||||
function uvpipFunction { uv pip $args }
|
||||
Set-Alias -name pip -value uvpipFunction
|
||||
|
||||
python -m pip install --upgrade pip
|
||||
pip install -r requirements-dev.txt
|
||||
pip install -e .
|
||||
|
||||
- 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: |
|
||||
$PSVersionTable
|
||||
Set-PSRepository psgallery -InstallationPolicy trusted
|
||||
@@ -338,25 +163,24 @@ jobs:
|
||||
Invoke-Pester -Path "tests" -CI
|
||||
if ($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@v5
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- name: Set up Python
|
||||
uses: actions/setup-python@v5
|
||||
uses: actions/setup-python@v6
|
||||
with:
|
||||
python-version: "3.12"
|
||||
|
||||
@@ -366,18 +190,20 @@ jobs:
|
||||
python build_helpers/pre_commit_update.py
|
||||
|
||||
pre-commit:
|
||||
name: "Pre-commit checks"
|
||||
runs-on: ubuntu-22.04
|
||||
steps:
|
||||
- uses: actions/checkout@v5
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- uses: actions/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@v5
|
||||
@@ -389,7 +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"
|
||||
|
||||
@@ -409,6 +235,7 @@ jobs:
|
||||
|
||||
build-linux-online:
|
||||
# Run pytest with "live" checks
|
||||
name: "Tests and Linting - Online tests"
|
||||
runs-on: ubuntu-24.04
|
||||
steps:
|
||||
- uses: actions/checkout@v5
|
||||
@@ -416,19 +243,18 @@ jobs:
|
||||
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@4959332f0f014c5280e7eac8b70c90cb574c9f9b # v6.6.0
|
||||
uses: astral-sh/setup-uv@3259c6206f993105e3a61b142c2d97bf4b9ef83d # v7.1.0
|
||||
with:
|
||||
activate-environment: true
|
||||
enable-cache: true
|
||||
python-version: "3.12"
|
||||
cache-dependency-glob: "requirements**.txt"
|
||||
cache-suffix: "3.12"
|
||||
prune-cache: false
|
||||
|
||||
- name: Installation - *nix
|
||||
run: |
|
||||
@@ -439,7 +265,7 @@ jobs:
|
||||
|
||||
- name: Tests incl. ccxt compatibility tests
|
||||
env:
|
||||
CI_WEB_PROXY: http://152.67.78.211:13128
|
||||
CI_WEB_PROXY: http://152.67.66.8:13128
|
||||
run: |
|
||||
pytest --random-order --longrun --durations 20 -n auto
|
||||
|
||||
@@ -447,9 +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,
|
||||
@@ -481,7 +305,7 @@ 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:
|
||||
@@ -490,7 +314,7 @@ jobs:
|
||||
persist-credentials: false
|
||||
|
||||
- name: Set up Python
|
||||
uses: actions/setup-python@v5
|
||||
uses: actions/setup-python@v6
|
||||
with:
|
||||
python-version: "3.12"
|
||||
|
||||
@@ -544,7 +368,7 @@ jobs:
|
||||
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/
|
||||
|
||||
@@ -573,12 +397,17 @@ jobs:
|
||||
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:
|
||||
@@ -588,3 +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'
|
||||
|
||||
@@ -24,7 +24,7 @@ jobs:
|
||||
persist-credentials: true
|
||||
|
||||
- name: Set up Python
|
||||
uses: actions/setup-python@v5
|
||||
uses: actions/setup-python@v6
|
||||
with:
|
||||
python-version: '3.12'
|
||||
|
||||
|
||||
@@ -28,7 +28,7 @@ jobs:
|
||||
with:
|
||||
persist-credentials: false
|
||||
- name: Login to GitHub Container Registry
|
||||
uses: docker/login-action@184bdaa0721073962dff0199f1fb9940f07167d1 # v3.5.0
|
||||
uses: docker/login-action@5e57cd118135c172c3672efd75eb46360885c0ef # v3.6.0
|
||||
with:
|
||||
registry: ghcr.io
|
||||
username: ${{ github.actor }}
|
||||
|
||||
@@ -20,6 +20,12 @@ 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"
|
||||
@@ -31,33 +37,20 @@ jobs:
|
||||
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@5e57cd118135c172c3672efd75eb46360885c0ef # v3.6.0
|
||||
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
|
||||
@@ -68,11 +61,86 @@ 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 ARM64"
|
||||
@@ -88,33 +156,135 @@ jobs:
|
||||
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@5e57cd118135c172c3672efd75eb46360885c0ef # v3.6.0
|
||||
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@5e57cd118135c172c3672efd75eb46360885c0ef # v3.6.0
|
||||
with:
|
||||
registry: ghcr.io
|
||||
username: ${{ github.actor }}
|
||||
password: ${{ secrets.GITHUB_TOKEN }}
|
||||
|
||||
- name: Build image without cache
|
||||
if: github.event_name == 'schedule'
|
||||
env:
|
||||
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
|
||||
|
||||
@@ -16,7 +16,7 @@ jobs:
|
||||
persist-credentials: false
|
||||
|
||||
- name: Docker Hub Description
|
||||
uses: peter-evans/dockerhub-description@432a30c9e07499fd01da9f8a49f0faf9e0ca5b77 # v4.0.2
|
||||
uses: peter-evans/dockerhub-description@1b9a80c056b620d92cedb9d9b5a223409c68ddfa # v5.0.0
|
||||
with:
|
||||
username: ${{ secrets.DOCKER_USERNAME }}
|
||||
password: ${{ secrets.DOCKER_PASSWORD }}
|
||||
|
||||
@@ -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: ${{ inputs.delete-untagged || 'true' }}
|
||||
@@ -17,7 +17,7 @@ jobs:
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- uses: actions/setup-python@v5
|
||||
- uses: actions/setup-python@v6
|
||||
with:
|
||||
python-version: "3.12"
|
||||
|
||||
|
||||
@@ -21,9 +21,9 @@ jobs:
|
||||
# actions: read # only needed for private repos
|
||||
steps:
|
||||
- name: Checkout repository
|
||||
uses: actions/checkout@ff7abcd0c3c05ccf6adc123a8cd1fd4fb30fb493 # v4.2.2
|
||||
uses: actions/checkout@08c6903cd8c0fde910a37f88322edcfb5dd907a8 # v5.0.0
|
||||
with:
|
||||
persist-credentials: false
|
||||
|
||||
- name: Run zizmor 🌈
|
||||
uses: zizmorcore/zizmor-action@5ca5fc7a4779c5263a3ffa0e1f693009994446d1 # v0.1.2
|
||||
uses: zizmorcore/zizmor-action@e673c3917a1aef3c65c972347ed84ccd013ecda4 # v0.2.0
|
||||
|
||||
+10
-10
@@ -21,22 +21,22 @@ repos:
|
||||
# stages: [push]
|
||||
|
||||
- repo: https://github.com/pre-commit/mirrors-mypy
|
||||
rev: "v1.17.1"
|
||||
rev: "v1.18.2"
|
||||
hooks:
|
||||
- id: mypy
|
||||
exclude: build_helpers
|
||||
additional_dependencies:
|
||||
- types-cachetools==6.1.0.20250717
|
||||
- types-cachetools==6.2.0.20251022
|
||||
- types-filelock==3.2.7
|
||||
- types-requests==2.32.4.20250809
|
||||
- types-requests==2.32.4.20250913
|
||||
- types-tabulate==0.9.0.20241207
|
||||
- types-python-dateutil==2.9.0.20250822
|
||||
- scipy-stubs==1.16.1.1
|
||||
- SQLAlchemy==2.0.43
|
||||
- types-python-dateutil==2.9.0.20251008
|
||||
- scipy-stubs==1.16.2.4
|
||||
- SQLAlchemy==2.0.44
|
||||
# stages: [push]
|
||||
|
||||
- repo: https://github.com/pycqa/isort
|
||||
rev: "6.0.1"
|
||||
rev: "7.0.0"
|
||||
hooks:
|
||||
- id: isort
|
||||
name: isort (python)
|
||||
@@ -44,7 +44,7 @@ repos:
|
||||
|
||||
- repo: https://github.com/charliermarsh/ruff-pre-commit
|
||||
# Ruff version.
|
||||
rev: 'v0.12.10'
|
||||
rev: 'v0.14.2'
|
||||
hooks:
|
||||
- id: ruff
|
||||
- id: ruff-format
|
||||
@@ -70,7 +70,7 @@ repos:
|
||||
)$
|
||||
|
||||
- repo: https://github.com/stefmolin/exif-stripper
|
||||
rev: 1.1.0
|
||||
rev: 1.2.0
|
||||
hooks:
|
||||
- id: strip-exif
|
||||
|
||||
@@ -83,6 +83,6 @@ repos:
|
||||
|
||||
# Ensure github actions remain safe
|
||||
- repo: https://github.com/woodruffw/zizmor-pre-commit
|
||||
rev: v1.12.1
|
||||
rev: v1.16.0
|
||||
hooks:
|
||||
- id: zizmor
|
||||
|
||||
+32
-30
@@ -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
|
||||
@@ -118,18 +120,18 @@ Exceptions:
|
||||
- Ensure cross-platform compatibility for every change that's accepted. Windows, Mac & Linux.
|
||||
- Ensure no malicious code is introduced into the core code.
|
||||
- Create issues for any major changes and enhancements that you wish to make. Discuss things transparently and get community feedback.
|
||||
- Keep feature 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
|
||||
|
||||
Contributors may be given commit privileges. Preference will be given to those with:
|
||||
|
||||
1. Past contributions to Freqtrade and other related open-source projects. Contributions to Freqtrade include both code (both accepted and pending) and friendly participation in the issue tracker and Pull request reviews. Both quantity and quality are considered.
|
||||
1. Past contributions to Freqtrade and other related open source projects. Contributions to Freqtrade include both code (both accepted and pending) and friendly participation in the issue tracker and Pull request reviews. Both quantity and quality are considered.
|
||||
1. A coding style that the other core committers find simple, minimal, and clean.
|
||||
1. Access to resources for cross-platform development and testing.
|
||||
1. Time to devote to the project regularly.
|
||||
|
||||
Being a Committer does not 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.
|
||||
|
||||
+1
-1
@@ -1,4 +1,4 @@
|
||||
FROM python:3.13.7-slim-bookworm AS base
|
||||
FROM python:3.13.8-slim-bookworm AS base
|
||||
|
||||
# Setup env
|
||||
ENV LANG=C.UTF-8
|
||||
|
||||
@@ -27,8 +27,9 @@ hesitate to read the source code and understand the mechanism of this bot.
|
||||
Please read the [exchange specific notes](docs/exchanges.md) to learn about eventual, special configurations needed for each exchange.
|
||||
|
||||
- [X] [Binance](https://www.binance.com/)
|
||||
- [X] [Bitmart](https://bitmart.com/)
|
||||
- [X] [BingX](https://bingx.com/invite/0EM9RX)
|
||||
- [X] [Bitget](https://www.bitget.com/)
|
||||
- [X] [Bitmart](https://bitmart.com/)
|
||||
- [X] [Bybit](https://bybit.com/)
|
||||
- [X] [Gate.io](https://www.gate.io/ref/6266643)
|
||||
- [X] [HTX](https://www.htx.com/)
|
||||
@@ -41,6 +42,7 @@ Please read the [exchange specific notes](docs/exchanges.md) to learn about even
|
||||
### Supported Futures Exchanges (experimental)
|
||||
|
||||
- [X] [Binance](https://www.binance.com/)
|
||||
- [X] [Bitget](https://www.bitget.com/)
|
||||
- [X] [Gate.io](https://www.gate.io/ref/6266643)
|
||||
- [X] [Hyperliquid](https://hyperliquid.xyz/) (A decentralized exchange, or DEX)
|
||||
- [X] [OKX](https://okx.com/)
|
||||
|
||||
@@ -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 ${GHCR_IMAGE_NAME}:latest
|
||||
fi
|
||||
|
||||
docker images
|
||||
rm -rf .crane
|
||||
|
||||
# Cleanup old images from arm64 node.
|
||||
docker image prune -a --force --filter "until=24h"
|
||||
@@ -1,89 +0,0 @@
|
||||
#!/bin/sh
|
||||
|
||||
# The below assumes a correctly setup docker buildx environment
|
||||
|
||||
IMAGE_NAME=freqtradeorg/freqtrade
|
||||
CACHE_IMAGE=freqtradeorg/freqtrade_cache
|
||||
# Replace / with _ to create a valid tag
|
||||
TAG=$(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
|
||||
@@ -268,7 +268,8 @@
|
||||
"day",
|
||||
"week",
|
||||
"month",
|
||||
"year"
|
||||
"year",
|
||||
"weekday"
|
||||
]
|
||||
}
|
||||
},
|
||||
@@ -587,6 +588,7 @@
|
||||
"RemotePairList",
|
||||
"MarketCapPairList",
|
||||
"AgeFilter",
|
||||
"DelistFilter",
|
||||
"FullTradesFilter",
|
||||
"OffsetFilter",
|
||||
"PerformanceFilter",
|
||||
@@ -1460,6 +1462,11 @@
|
||||
"type": "boolean",
|
||||
"default": false
|
||||
},
|
||||
"override_exchange_check": {
|
||||
"description": "Override the exchange check to force FreqAI to use exchanges that may not have enough historic data. Turn this to True if you know your FreqAI model and strategy do not require historical data.",
|
||||
"type": "boolean",
|
||||
"default": false
|
||||
},
|
||||
"feature_parameters": {
|
||||
"description": "The parameters used to engineer the feature set",
|
||||
"type": "object",
|
||||
|
||||
Binary file not shown.
Binary file not shown.
Binary file not shown.
@@ -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"
|
||||
}
|
||||
}
|
||||
@@ -34,8 +34,7 @@ COPY build_helpers/* /tmp/
|
||||
# Install dependencies
|
||||
COPY --chown=ftuser:ftuser requirements.txt /freqtrade/
|
||||
USER ftuser
|
||||
RUN pip install --user --prefer-binary --no-cache-dir "numpy<3.0" build \
|
||||
&& 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
|
||||
|
||||
@@ -134,10 +134,10 @@ The following systems have been tested and are known to work with freqtrade:
|
||||
### PostgreSQL
|
||||
|
||||
Installation:
|
||||
`pip install psycopg2-binary`
|
||||
`pip install "psycopg[binary]"`
|
||||
|
||||
Usage:
|
||||
`... --db-url postgresql+psycopg2://<username>:<password>@localhost:5432/<database>`
|
||||
`... --db-url postgresql+psycopg://<username>:<password>@localhost:5432/<database>`
|
||||
|
||||
Freqtrade will automatically create the tables necessary upon startup.
|
||||
|
||||
|
||||
@@ -4,7 +4,7 @@ usage: freqtrade backtesting-show [-h] [-v] [--no-color] [--logfile FILE] [-V]
|
||||
[--backtest-filename PATH]
|
||||
[--backtest-directory PATH]
|
||||
[--show-pair-list]
|
||||
[--breakdown {day,week,month,year} [{day,week,month,year} ...]]
|
||||
[--breakdown {day,week,month,year,weekday} [{day,week,month,year,weekday} ...]]
|
||||
|
||||
options:
|
||||
-h, --help show this help message and exit
|
||||
@@ -18,9 +18,9 @@ options:
|
||||
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} ...]
|
||||
--breakdown {day,week,month,year,weekday} [{day,week,month,year,weekday} ...]
|
||||
Show backtesting breakdown per [day, week, month,
|
||||
year].
|
||||
year, weekday].
|
||||
|
||||
Common arguments:
|
||||
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
|
||||
|
||||
@@ -10,13 +10,14 @@ 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}]
|
||||
[--backtest-filename PATH]
|
||||
[--backtest-directory PATH]
|
||||
[--breakdown {day,week,month,year} [{day,week,month,year} ...]]
|
||||
[--breakdown {day,week,month,year,weekday} [{day,week,month,year,weekday} ...]]
|
||||
[--cache {none,day,week,month}]
|
||||
[--freqai-backtest-live-models] [--notes TEXT]
|
||||
|
||||
@@ -44,9 +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.
|
||||
@@ -71,9 +77,9 @@ options:
|
||||
--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} ...]
|
||||
--breakdown {day,week,month,year,weekday} [{day,week,month,year,weekday} ...]
|
||||
Show backtesting breakdown per [day, week, month,
|
||||
year].
|
||||
year, weekday].
|
||||
--cache {none,day,week,month}
|
||||
Load a cached backtest result no older than specified
|
||||
age (default: day).
|
||||
|
||||
@@ -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.
|
||||
|
||||
@@ -4,7 +4,7 @@ usage: freqtrade hyperopt-show [-h] [-v] [--no-color] [--logfile FILE] [-V]
|
||||
[--profitable] [-n INT] [--print-json]
|
||||
[--hyperopt-filename FILENAME] [--no-header]
|
||||
[--disable-param-export]
|
||||
[--breakdown {day,week,month,year} [{day,week,month,year} ...]]
|
||||
[--breakdown {day,week,month,year,weekday} [{day,week,month,year,weekday} ...]]
|
||||
|
||||
options:
|
||||
-h, --help show this help message and exit
|
||||
@@ -18,9 +18,9 @@ options:
|
||||
--no-header Do not print epoch details header.
|
||||
--disable-param-export
|
||||
Disable automatic hyperopt parameter export.
|
||||
--breakdown {day,week,month,year} [{day,week,month,year} ...]
|
||||
--breakdown {day,week,month,year,weekday} [{day,week,month,year,weekday} ...]
|
||||
Show backtesting breakdown per [day, week, month,
|
||||
year].
|
||||
year, weekday].
|
||||
|
||||
Common arguments:
|
||||
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
|
||||
|
||||
@@ -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
|
||||
|
||||
@@ -11,6 +11,7 @@ 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 ...]]
|
||||
@@ -21,6 +22,7 @@ usage: freqtrade lookahead-analysis [-h] [-v] [--no-color] [--logfile FILE]
|
||||
[--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
|
||||
@@ -43,9 +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.
|
||||
@@ -79,6 +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).
|
||||
|
||||
@@ -571,9 +571,7 @@ Commonly used time in force are:
|
||||
|
||||
**GTC (Good Till Canceled):**
|
||||
|
||||
This is most of the time the default time in force. It means the order will remain
|
||||
on exchange till it is cancelled by the user. It can be fully or partially fulfilled.
|
||||
If partially fulfilled, the remaining will stay on the exchange till cancelled.
|
||||
This is most of the time the default time in force. It means the order will remain on exchange till it is cancelled by the user. It can be fully or partially fulfilled. If partially fulfilled, the remaining will stay on the exchange till cancelled.
|
||||
|
||||
**FOK (Fill Or Kill):**
|
||||
|
||||
@@ -581,8 +579,9 @@ It means if the order is not executed immediately AND fully then it is cancelled
|
||||
|
||||
**IOC (Immediate Or Canceled):**
|
||||
|
||||
It is the same as FOK (above) except it can be partially fulfilled. The remaining part
|
||||
is automatically cancelled by the exchange.
|
||||
It is the same as FOK (above) except it can be partially fulfilled. The remaining part is automatically cancelled by the exchange.
|
||||
|
||||
Not necessarily recommended, as this can lead to partial fills below the minimum trade size.
|
||||
|
||||
**PO (Post only):**
|
||||
|
||||
|
||||
+20
-5
@@ -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
|
||||
@@ -294,7 +298,14 @@ Without these permissions, the bot will not start correctly and show errors like
|
||||
|
||||
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.
|
||||
!!! Warning "Unified accounts"
|
||||
Freqtrade assumes accounts to be dedicated to the bot.
|
||||
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.
|
||||
|
||||
### Bybit Futures
|
||||
|
||||
Futures trading on bybit is 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.
|
||||
|
||||
@@ -308,10 +319,6 @@ API Keys for live futures trading must have the following permissions:
|
||||
|
||||
We do strongly recommend to limit all API keys to the IP you're going to use it from.
|
||||
|
||||
!!! Warning "Unified accounts"
|
||||
Freqtrade assumes accounts to be dedicated to the bot.
|
||||
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.
|
||||
|
||||
## Bitmart
|
||||
|
||||
@@ -351,6 +358,12 @@ Bitget supports [time_in_force](configuration.md#understand-order_time_in_force)
|
||||
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.
|
||||
|
||||
### Bitget Futures
|
||||
|
||||
Futures trading on bitget is 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.
|
||||
|
||||
## Hyperliquid
|
||||
|
||||
!!! Tip "Stoploss on Exchange"
|
||||
@@ -474,3 +487,5 @@ For example, to test the order type `FOK` with Kraken, and modify candle limit t
|
||||
|
||||
!!! Warning
|
||||
Please make sure to fully understand the impacts of these settings before modifying them.
|
||||
Using `_ft_has_params` overrides may lead to unexpected behavior, and may even break your bot.
|
||||
We will not be able to provide support for issues caused by custom settings in `_ft_has_params`.
|
||||
|
||||
@@ -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
@@ -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):
|
||||

|
||||

|
||||
|
||||
## 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.
|
||||
|
||||
@@ -79,7 +79,7 @@ Mandatory parameters are marked as **Required** and have to be set in one of the
|
||||
| `model_type` | Model string from stable_baselines3 or SBcontrib. Available strings include: `'TRPO', 'ARS', 'RecurrentPPO', 'MaskablePPO', 'PPO', 'A2C', 'DQN'`. User should ensure that `model_training_parameters` match those available to the corresponding stable_baselines3 model by visiting their documentation. [PPO doc](https://stable-baselines3.readthedocs.io/en/master/modules/ppo.html) (external website) <br> **Datatype:** string.
|
||||
| `policy_type` | One of the available policy types from stable_baselines3 <br> **Datatype:** string.
|
||||
| `max_training_drawdown_pct` | The maximum drawdown that the agent is allowed to experience during training. <br> **Datatype:** float. <br> Default: 0.8
|
||||
| `cpu_count` | Number of threads/cpus to dedicate to the Reinforcement Learning training process (depending on if `ReinforcementLearning_multiproc` is selected or not). Recommended to leave this untouched, by default, this value is set to the total number of physical cores minus 1. <br> **Datatype:** int.
|
||||
| `cpu_count` | Number of threads/cpus to dedicate to the Reinforcement Learning training process (depending on if `ReinforcementLearner_multiproc` is selected or not). Recommended to leave this untouched, by default, this value is set to the total number of physical cores minus 1. <br> **Datatype:** int.
|
||||
| `model_reward_parameters` | Parameters used inside the customizable `calculate_reward()` function in `ReinforcementLearner.py` <br> **Datatype:** int.
|
||||
| `add_state_info` | Tell FreqAI to include state information in the feature set for training and inferencing. The current state variables include trade duration, current profit, trade position. This is only available in dry/live runs, and is automatically switched to false for backtesting. <br> **Datatype:** bool. <br> Default: `False`.
|
||||
| `net_arch` | Network architecture which is well described in [`stable_baselines3` doc](https://stable-baselines3.readthedocs.io/en/master/guide/custom_policy.html#examples). In summary: `[<shared layers>, dict(vf=[<non-shared value network layers>], pi=[<non-shared policy network layers>])]`. By default this is set to `[128, 128]`, which defines 2 shared hidden layers with 128 units each.
|
||||
|
||||
+3
-3
@@ -7,7 +7,7 @@
|
||||
FreqAI is a software designed to automate a variety of tasks associated with training a predictive machine learning model to generate market forecasts given a set of input signals. In general, FreqAI aims to be a sandbox for easily deploying robust machine learning libraries on real-time data ([details](#freqai-position-in-open-source-machine-learning-landscape)).
|
||||
|
||||
!!! Note
|
||||
FreqAI is, and always will be, a not-for-profit, open-source project. FreqAI does *not* have a crypto token, FreqAI does *not* sell signals, and FreqAI does not have a domain besides the present [freqtrade documentation](https://www.freqtrade.io/en/latest/freqai/).
|
||||
FreqAI is, and always will be, a not-for-profit, open source project. FreqAI does *not* have a crypto token, FreqAI does *not* sell signals, and FreqAI does not have a domain besides the present [freqtrade documentation](https://www.freqtrade.io/en/latest/freqai/).
|
||||
|
||||
Features include:
|
||||
|
||||
@@ -81,9 +81,9 @@ If you are using docker, a dedicated tag with FreqAI dependencies is available a
|
||||
!!! note "docker-compose-freqai.yml"
|
||||
We do provide an explicit docker-compose file for this in `docker/docker-compose-freqai.yml` - which can be used via `docker compose -f docker/docker-compose-freqai.yml run ...` - or can be copied to replace the original docker file. This docker-compose file also contains a (disabled) section to enable GPU resources within docker containers. This obviously assumes the system has GPU resources available.
|
||||
|
||||
### FreqAI position in open-source machine learning landscape
|
||||
### FreqAI position in open source machine learning landscape
|
||||
|
||||
Forecasting chaotic time-series based systems, such as equity/cryptocurrency markets, requires a broad set of tools geared toward testing a wide range of hypotheses. Fortunately, a recent maturation of robust machine learning libraries (e.g. `scikit-learn`) has opened up a wide range of research possibilities. Scientists from a diverse range of fields can now easily prototype their studies on an abundance of established machine learning algorithms. Similarly, these user-friendly libraries enable "citizen scientists" to use their basic Python skills for data exploration. However, leveraging these machine learning libraries on historical and live chaotic data sources can be logistically difficult and expensive. Additionally, robust data collection, storage, and handling presents a disparate challenge. [`FreqAI`](#freqai) aims to provide a generalized and extensible open-sourced framework geared toward live deployments of adaptive modeling for market forecasting. The `FreqAI` framework is effectively a sandbox for the rich world of open-source machine learning libraries. Inside the `FreqAI` sandbox, users find they can combine a wide variety of third-party libraries to test creative hypotheses on a free live 24/7 chaotic data source - cryptocurrency exchange data.
|
||||
Forecasting chaotic time-series based systems, such as equity/cryptocurrency markets, requires a broad set of tools geared toward testing a wide range of hypotheses. Fortunately, a recent maturation of robust machine learning libraries (e.g. `scikit-learn`) has opened up a wide range of research possibilities. Scientists from a diverse range of fields can now easily prototype their studies on an abundance of established machine learning algorithms. Similarly, these user-friendly libraries enable "citizen scientists" to use their basic Python skills for data exploration. However, leveraging these machine learning libraries on historical and live chaotic data sources can be logistically difficult and expensive. Additionally, robust data collection, storage, and handling presents a disparate challenge. [`FreqAI`](#freqai) aims to provide a generalized and extensible open-sourced framework geared toward live deployments of adaptive modeling for market forecasting. The `FreqAI` framework is effectively a sandbox for the rich world of open source machine learning libraries. Inside the `FreqAI` sandbox, users find they can combine a wide variety of third-party libraries to test creative hypotheses on a free live 24/7 chaotic data source - cryptocurrency exchange data.
|
||||
|
||||
### Citing FreqAI
|
||||
|
||||
|
||||
@@ -0,0 +1,21 @@
|
||||
|
||||
| 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) |
|
||||
| [Bitget](exchanges.md#bitget) | spot | | market, limit |
|
||||
| [Bitget](exchanges.md#bitget) | futures | isolated | market, limit |
|
||||
| [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, cross | 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 |
|
||||
@@ -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
|
||||
@@ -407,6 +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).
|
||||
@@ -438,7 +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`.
|
||||
|
||||
@@ -601,7 +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": {
|
||||
@@ -614,6 +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},
|
||||
|
||||
@@ -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.
|
||||
|
||||
@@ -39,6 +39,7 @@ Please read the [exchange specific notes](exchanges.md) to learn about eventual,
|
||||
|
||||
- [X] [Binance](https://www.binance.com/)
|
||||
- [X] [BingX](https://bingx.com/invite/0EM9RX)
|
||||
- [X] [Bitget](https://www.bitget.com/)
|
||||
- [X] [Bitmart](https://bitmart.com/)
|
||||
- [X] [Bybit](https://bybit.com/)
|
||||
- [X] [Gate.io](https://www.gate.io/ref/6266643)
|
||||
@@ -52,6 +53,7 @@ Please read the [exchange specific notes](exchanges.md) to learn about eventual,
|
||||
### Supported Futures Exchanges (experimental)
|
||||
|
||||
- [X] [Binance](https://www.binance.com/)
|
||||
- [X] [Bitget](https://www.bitget.com/)
|
||||
- [X] [Bybit](https://bybit.com/)
|
||||
- [X] [Gate.io](https://www.gate.io/ref/6266643)
|
||||
- [X] [Hyperliquid](https://hyperliquid.xyz/) (A decentralized exchange, or DEX)
|
||||
|
||||
@@ -24,7 +24,7 @@ The easiest way to install and run Freqtrade is to clone the bot Github reposito
|
||||
The `stable` branch contains the code of the last release (done usually once per month on an approximately one week old snapshot of the `develop` branch to prevent packaging bugs, so potentially it's more stable).
|
||||
|
||||
!!! Note
|
||||
Python3.11 or higher and the corresponding `pip` are assumed to be available. The install-script will warn you and stop if that's not the case. `git` is also needed to clone the Freqtrade repository.
|
||||
Either [uv](https://docs.astral.sh/uv/), or Python3.11 or higher and the corresponding `pip` are assumed to be available. The install-script will warn you and stop if that's not the case. `git` is also needed to clone the Freqtrade repository.
|
||||
Also, python headers (`python<yourversion>-dev` / `python<yourversion>-devel`) must be available for the installation to complete successfully.
|
||||
|
||||
!!! Warning "Up-to-date clock"
|
||||
|
||||
+7
-2
@@ -17,7 +17,7 @@ If you already have an existing strategy, please read the [strategy migration gu
|
||||
|
||||
## Shorting
|
||||
|
||||
Shorting is not possible when trading with [`trading_mode`](#leverage-trading-modes) set to `spot`. To short trade, `trading_mode` must be set to `margin`(currently unavailable) or [`futures`](#futures), with [`margin_mode`](#margin-mode) set to `cross`(currently unavailable) or [`isolated`](#isolated-margin-mode)
|
||||
Shorting is not possible when trading with [`trading_mode`](#leverage-trading-modes) set to `spot`. To short trade, `trading_mode` must be set to `margin`(currently unavailable) or [`futures`](#futures), with [`margin_mode`](#margin-mode) set to [`cross`](#cross-margin-mode) or [`isolated`](#isolated-margin-mode)
|
||||
|
||||
For a strategy to short, the strategy class must set the class variable `can_short = True`
|
||||
|
||||
@@ -72,7 +72,7 @@ A futures pair will therefore have the naming of `base/quote:settle` (e.g. `ETH/
|
||||
On top of `trading_mode` - you will also have to configure your `margin_mode`.
|
||||
While freqtrade currently only supports one margin mode, this will change, and by configuring it now you're all set for future updates.
|
||||
|
||||
The possible values are: `isolated`, or `cross`(*currently unavailable*).
|
||||
The possible values are: `isolated`, or `cross`.
|
||||
|
||||
#### Isolated margin mode
|
||||
|
||||
@@ -92,6 +92,11 @@ One account is used to share collateral between markets (trading pairs). Margin
|
||||
|
||||
Please read the [exchange specific notes](exchanges.md) for exchanges that support this mode and how they differ.
|
||||
|
||||
!!! Warning "Increased risk of liquidation"
|
||||
Cross margin mode increases the risk of full account liquidation, as all trades share the same collateral.
|
||||
A loss on one trade can affect the liquidation price of other trades.
|
||||
Also, cross-position influence may not be fully simulated in dry-run or backtesting mode.
|
||||
|
||||
## Set leverage to use
|
||||
|
||||
Different strategies and risk profiles will require different levels of leverage.
|
||||
|
||||
@@ -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.
|
||||
|
||||
@@ -99,6 +100,9 @@ This would lead to a false-negative, i.e. the strategy will be reported as non-b
|
||||
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,
|
||||
and that you have enough capital in the backtest wallet configuration.
|
||||
- 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.**
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
markdown==3.8.2
|
||||
markdown==3.9
|
||||
mkdocs==1.6.1
|
||||
mkdocs-material==9.6.18
|
||||
mkdocs-material==9.6.22
|
||||
mdx_truly_sane_lists==1.3
|
||||
pymdown-extensions==10.16.1
|
||||
jinja2==3.1.6
|
||||
|
||||
+54
-49
@@ -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
-12
@@ -26,18 +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 |
|
||||
| Bitget | 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>
|
||||
|
||||
@@ -1243,15 +1243,23 @@ 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.
|
||||
This callback has no meaning in the trade cycle context and is only used for charting purposes.
|
||||
|
||||
The strategy can then return a list of `AnnotationType` objects to be displayed on the chart.
|
||||
Depending on the content returned - the chart can display horizontal areas, vertical areas, or boxes.
|
||||
Depending on the content returned - the chart can display horizontal areas, vertical areas, boxes or lines.
|
||||
|
||||
The full object looks like this:
|
||||
### Annotation types
|
||||
|
||||
Currently two types of annotations are supported, `area` and `line`.
|
||||
|
||||
#### Area
|
||||
|
||||
``` json
|
||||
{
|
||||
@@ -1261,10 +1269,29 @@ 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"
|
||||
}
|
||||
```
|
||||
|
||||
#### Line
|
||||
|
||||
``` json
|
||||
{
|
||||
"type": "line", // Type of the annotation, currently only "line" is supported
|
||||
"start": "2024-01-01 15:00:00", // Start date of the line
|
||||
"end": "2024-01-01 16:00:00", // End date of the line
|
||||
"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",
|
||||
"width": 2, // Optional, line width in pixels. Defaults to 1
|
||||
"line_style": "dashed", // Optional, can be "solid", "dashed" or "dotted". Defaults to "solid"
|
||||
|
||||
}
|
||||
```
|
||||
|
||||
The below example will mark the chart with areas for the hours 8 and 15, with a grey color, highlighting the market open and close hours.
|
||||
This is obviously a very basic example.
|
||||
|
||||
@@ -1332,7 +1359,7 @@ Entries will be validated, and won't be passed to the UI if they don't correspon
|
||||
while start_dt < end_date:
|
||||
start_dt += timedelta(hours=1)
|
||||
if (start_dt.hour % 4) == 0:
|
||||
mark_areas.append(
|
||||
annotations.append(
|
||||
{
|
||||
"type": "area",
|
||||
"label": "4h",
|
||||
@@ -1343,7 +1370,7 @@ Entries will be validated, and won't be passed to the UI if they don't correspon
|
||||
)
|
||||
elif (start_dt.hour % 2) == 0:
|
||||
price = dataframe.loc[dataframe["date"] == start_dt, ["close"]].mean()
|
||||
mark_areas.append(
|
||||
annotations.append(
|
||||
{
|
||||
"type": "area",
|
||||
"label": "2h",
|
||||
@@ -1352,6 +1379,7 @@ 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,
|
||||
}
|
||||
)
|
||||
|
||||
|
||||
@@ -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.
|
||||
|
||||
+73
-5
@@ -14,11 +14,20 @@ The following attributes / properties are available for each individual trade -
|
||||
| Attribute | DataType | Description |
|
||||
|------------|-------------|-------------|
|
||||
| `pair` | string | Pair of this trade. |
|
||||
| `safe_base_currency` | string | Compatibility layer for base currency . |
|
||||
| `safe_quote_currency` | string | Compatibility layer for quote currency. |
|
||||
| `is_open` | boolean | Is the trade currently open, or has it been concluded. |
|
||||
| `exchange` | string | Exchange where this trade was executed. |
|
||||
| `open_rate` | float | Rate this trade was entered at (Avg. entry rate in case of trade-adjustments). |
|
||||
| `open_rate_requested` | float | The rate that was requested when the trade was opened. |
|
||||
| `open_trade_value` | float | Value of the open trade including fees. |
|
||||
| `close_rate` | float | Close rate - only set when is_open = False. |
|
||||
| `close_rate_requested` | float | The close rate that was requested. |
|
||||
| `safe_close_rate` | float | Close rate or `close_rate_requested` or 0.0 if neither is available. Only makes sense once the trade is closed. |
|
||||
| `stake_amount` | float | Amount in Stake (or Quote) currency. |
|
||||
| `max_stake_amount` | float | Maximum stake amount that was used in this trade (sum of all filled Entry orders). |
|
||||
| `amount` | float | Amount in Asset / Base currency that is currently owned. Will be 0.0 until the initial order fills. |
|
||||
| `amount_requested` | float | Amount that was originally requested for this trade as part of the first entry order. |
|
||||
| `open_date` | datetime | Timestamp when trade was opened **use `open_date_utc` instead** |
|
||||
| `open_date_utc` | datetime | Timestamp when trade was opened - in UTC. |
|
||||
| `close_date` | datetime | Timestamp when trade was closed **use `close_date_utc` instead** |
|
||||
@@ -28,15 +37,47 @@ The following attributes / properties are available for each individual trade -
|
||||
| `realized_profit` | float | Absolute already realized profit (in stake currency) while the trade is still open. |
|
||||
| `leverage` | float | Leverage used for this trade - defaults to 1.0 in spot markets. |
|
||||
| `enter_tag` | string | Tag provided on entry via the `enter_tag` column in the dataframe. |
|
||||
| `exit_reason` | string | Reason why the trade was exited. |
|
||||
| `exit_order_status` | string | Status of the exit order. |
|
||||
| `strategy` | string | Strategy name that was used for this trade. |
|
||||
| `timeframe` | int | Timeframe used for this trade. |
|
||||
| `is_short` | boolean | True for short trades, False otherwise. |
|
||||
| `orders` | Order[] | List of order objects attached to this trade (includes both filled and cancelled orders). |
|
||||
| `date_last_filled_utc` | datetime | Time of the last filled order. |
|
||||
| `date_entry_fill_utc` | datetime | Date of the first filled entry order. |
|
||||
| `entry_side` | "buy" / "sell" | Order Side the trade was entered. |
|
||||
| `exit_side` | "buy" / "sell" | Order Side that will result in a trade exit / position reduction. |
|
||||
| `trade_direction` | "long" / "short" | Trade direction in text - long or short. |
|
||||
| `max_rate` | float | Highest price reached during this trade. Not 100% accurate. |
|
||||
| `min_rate` | float | Lowest price reached during this trade. Not 100% accurate. |
|
||||
| `nr_of_successful_entries` | int | Number of successful (filled) entry orders. |
|
||||
| `nr_of_successful_exits` | int | Number of successful (filled) exit orders. |
|
||||
| `has_open_position` | boolean | True if there is an open position (amount > 0) for this trade. Only false while the initial entry order is unfilled. |
|
||||
| `has_open_orders` | boolean | Has the trade open orders (excluding stoploss orders). |
|
||||
| `has_open_sl_orders` | boolean | True if there are open stoploss orders for this trade. |
|
||||
| `open_orders` | Order[] | All open orders for this trade excluding stoploss orders. |
|
||||
| `open_sl_orders` | Order[] | All open stoploss orders for this trade. |
|
||||
| `fully_canceled_entry_order_count` | int | Number of fully canceled entry orders. |
|
||||
| `canceled_exit_order_count` | int | Number of canceled exit orders. |
|
||||
|
||||
### Stop Loss related attributes
|
||||
|
||||
| Attribute | DataType | Description |
|
||||
|------------|-------------|-------------|
|
||||
| `stop_loss` | float | Absolute value of the stop loss. |
|
||||
| `stop_loss_pct` | float | Relative value of the stop loss. |
|
||||
| `initial_stop_loss` | float | Absolute value of the initial stop loss. |
|
||||
| `initial_stop_loss_pct` | float | Relative value of the initial stop loss. |
|
||||
| `stoploss_last_update_utc` | datetime | Timestamp of the last stoploss on exchange order update. |
|
||||
| `stoploss_or_liquidation` | float | Returns the more restrictive of stoploss or liquidation price and corresponds to the price a stoploss would trigger at. |
|
||||
|
||||
### Futures/Margin trading attributes
|
||||
|
||||
| Attribute | DataType | Description |
|
||||
|------------|-------------|-------------|
|
||||
| `liquidation_price` | float | Liquidation price for leveraged trades. |
|
||||
| `interest_rate` | float | Interest rate for margin trades. |
|
||||
| `funding_fees` | float | Total funding fees for futures trades. |
|
||||
|
||||
## Class methods
|
||||
|
||||
@@ -102,6 +143,10 @@ from freqtrade.persistence import Trade
|
||||
profit = Trade.total_open_trades_stakes()
|
||||
```
|
||||
|
||||
## Class methods not supported in backtesting/hyperopt
|
||||
|
||||
The following class methods are not supported in backtesting/hyperopt mode.
|
||||
|
||||
### get_overall_performance
|
||||
|
||||
Retrieve the overall performance - similar to the `/performance` telegram command.
|
||||
@@ -120,6 +165,17 @@ Sample return value: ETH/BTC had 5 trades, with a total profit of 1.5% (ratio of
|
||||
{"pair": "ETH/BTC", "profit": 0.015, "count": 5}
|
||||
```
|
||||
|
||||
### get_trading_volume
|
||||
|
||||
Get total trading volume based on orders.
|
||||
|
||||
``` python
|
||||
from freqtrade.persistence import Trade
|
||||
|
||||
# ...
|
||||
volume = Trade.get_trading_volume()
|
||||
```
|
||||
|
||||
## Order Object
|
||||
|
||||
An `Order` object represents an order on the exchange (or a simulated order in dry-run mode).
|
||||
@@ -135,6 +191,10 @@ Most properties here can be None as they are dependent on the exchange response.
|
||||
| `trade` | Trade | Trade object this order is attached to |
|
||||
| `ft_pair` | string | Pair this order is for |
|
||||
| `ft_is_open` | boolean | is the order still open? |
|
||||
| `ft_order_side` | string | Order side ('buy', 'sell', or 'stoploss') |
|
||||
| `ft_cancel_reason` | string | Reason why the order was canceled |
|
||||
| `ft_order_tag` | string | Custom order tag |
|
||||
| `order_id` | string | Exchange order ID |
|
||||
| `order_type` | string | Order type as defined on the exchange - usually market, limit or stoploss |
|
||||
| `status` | string | Status as defined by [ccxt's order structure](https://docs.ccxt.com/#/README?id=order-structure). Usually open, closed, expired, canceled or rejected |
|
||||
| `side` | string | buy or sell |
|
||||
@@ -143,12 +203,20 @@ Most properties here can be None as they are dependent on the exchange response.
|
||||
| `amount` | float | Amount in base currency |
|
||||
| `filled` | float | Filled amount (in base currency) (use `safe_filled` instead) |
|
||||
| `safe_filled` | float | Filled amount (in base currency) - guaranteed to not be None |
|
||||
| `safe_amount` | float | Amount - falls back to ft_amount if None |
|
||||
| `safe_price` | float | Price - falls back through average, price, stop_price, ft_price |
|
||||
| `safe_placement_price` | float | Price at which the order was placed |
|
||||
| `remaining` | float | Remaining amount (use `safe_remaining` instead) |
|
||||
| `safe_remaining` | float | Remaining amount - either taken from the exchange or calculated. |
|
||||
| `cost` | float | Cost of the order - usually average * filled (*Exchange dependent on futures, may contain the cost with or without leverage and may be in contracts.*) |
|
||||
| `stake_amount` | float | Stake amount used for this order. *Added in 2023.7.* |
|
||||
| `stake_amount_filled` | float | Filled Stake amount used for this order. *Added in 2024.11.* |
|
||||
| `safe_cost` | float | Cost of the order - guaranteed to not be None |
|
||||
| `safe_fee_base` | float | Fee in base currency - guaranteed to not be None |
|
||||
| `safe_amount_after_fee` | float | Amount after deducting fees |
|
||||
| `cost` | float | Cost of the order - usually average * filled (*Exchange dependent on futures trading, may contain the cost with or without leverage and may be in contracts.*) |
|
||||
| `stop_price` | float | Stop price for stop orders. Empty for non-stoploss orders. |
|
||||
| `stake_amount` | float | Stake amount used for this order. |
|
||||
| `stake_amount_filled` | float | Filled Stake amount used for this order. |
|
||||
| `order_date` | datetime | Order creation date **use `order_date_utc` instead** |
|
||||
| `order_date_utc` | datetime | Order creation date (in UTC) |
|
||||
| `order_fill_date` | datetime | Order fill date **use `order_fill_utc` instead** |
|
||||
| `order_fill_date_utc` | datetime | Order fill date |
|
||||
| `order_filled_date` | datetime | Order fill date **use `order_filled_utc` instead** |
|
||||
| `order_filled_utc` | datetime | Order fill date |
|
||||
| `order_update_date` | datetime | Last order update date |
|
||||
|
||||
@@ -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.
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
"""Freqtrade bot"""
|
||||
|
||||
__version__ = "2025.8"
|
||||
__version__ = "2025.10"
|
||||
|
||||
if "dev" in __version__:
|
||||
from pathlib import Path
|
||||
|
||||
@@ -49,6 +49,7 @@ ARGS_BACKTEST = [
|
||||
*ARGS_COMMON_OPTIMIZE,
|
||||
"position_stacking",
|
||||
"enable_protections",
|
||||
"enable_dynamic_pairlist",
|
||||
"dry_run_wallet",
|
||||
"timeframe_detail",
|
||||
"strategy_list",
|
||||
@@ -63,7 +64,6 @@ ARGS_BACKTEST = [
|
||||
|
||||
ARGS_HYPEROPT = [
|
||||
*ARGS_COMMON_OPTIMIZE,
|
||||
"hyperopt",
|
||||
"hyperopt_path",
|
||||
"position_stacking",
|
||||
"enable_protections",
|
||||
@@ -164,6 +164,7 @@ ARGS_DOWNLOAD_DATA = [
|
||||
"days",
|
||||
"new_pairs_days",
|
||||
"include_inactive",
|
||||
"no_parallel_download",
|
||||
"timerange",
|
||||
"download_trades",
|
||||
"convert_trades",
|
||||
@@ -259,7 +260,12 @@ 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"]
|
||||
|
||||
|
||||
@@ -2,7 +2,7 @@
|
||||
Definition of cli arguments used in arguments.py
|
||||
"""
|
||||
|
||||
from argparse import SUPPRESS, ArgumentTypeError
|
||||
from argparse import ArgumentTypeError
|
||||
|
||||
from freqtrade import constants
|
||||
from freqtrade.constants import HYPEROPT_LOSS_BUILTIN
|
||||
@@ -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. "
|
||||
@@ -237,7 +245,7 @@ AVAILABLE_CLI_OPTIONS = {
|
||||
),
|
||||
"backtest_breakdown": Arg(
|
||||
"--breakdown",
|
||||
help="Show backtesting breakdown per [day, week, month, year].",
|
||||
help="Show backtesting breakdown per [day, week, month, year, weekday].",
|
||||
nargs="+",
|
||||
choices=constants.BACKTEST_BREAKDOWNS,
|
||||
),
|
||||
@@ -248,12 +256,6 @@ AVAILABLE_CLI_OPTIONS = {
|
||||
choices=constants.BACKTEST_CACHE_AGE,
|
||||
),
|
||||
# Hyperopt
|
||||
"hyperopt": Arg(
|
||||
"--hyperopt",
|
||||
help=SUPPRESS,
|
||||
metavar="NAME",
|
||||
required=False,
|
||||
),
|
||||
"hyperopt_path": Arg(
|
||||
"--hyperopt-path",
|
||||
help="Specify additional lookup path for Hyperopt Loss functions.",
|
||||
@@ -454,6 +456,11 @@ 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`.",
|
||||
@@ -801,6 +808,14 @@ 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.",
|
||||
|
||||
@@ -66,7 +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(
|
||||
|
||||
@@ -1142,6 +1142,15 @@ CONF_SCHEMA = {
|
||||
"type": "boolean",
|
||||
"default": False,
|
||||
},
|
||||
"override_exchange_check": {
|
||||
"description": (
|
||||
"Override the exchange check to force FreqAI to use exchanges "
|
||||
"that may not have enough historic data. Turn this to True if "
|
||||
"you know your FreqAI model and strategy do not require historical data."
|
||||
),
|
||||
"type": "boolean",
|
||||
"default": False,
|
||||
},
|
||||
"feature_parameters": {
|
||||
"description": "The parameters used to engineer the feature set",
|
||||
"type": "object",
|
||||
|
||||
@@ -113,7 +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"):
|
||||
|
||||
@@ -12,13 +12,16 @@ from typing import Any
|
||||
from freqtrade import constants
|
||||
from freqtrade.configuration.deprecated_settings import process_temporary_deprecated_settings
|
||||
from freqtrade.configuration.directory_operations import create_datadir, create_userdata_dir
|
||||
from freqtrade.configuration.environment_vars import enironment_vars_to_dict
|
||||
from freqtrade.configuration.environment_vars import environment_vars_to_dict
|
||||
from freqtrade.configuration.load_config import load_file, load_from_files
|
||||
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
|
||||
@@ -77,7 +80,7 @@ class Configuration:
|
||||
from freqtrade.commands.arguments import NO_CONF_ALLOWED
|
||||
|
||||
if self.args.get("command") not in NO_CONF_ALLOWED:
|
||||
env_data = enironment_vars_to_dict()
|
||||
env_data = environment_vars_to_dict()
|
||||
config = deep_merge_dicts(env_data, config)
|
||||
|
||||
# Normalize config
|
||||
@@ -230,6 +233,9 @@ class Configuration:
|
||||
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"):
|
||||
@@ -256,7 +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"):
|
||||
@@ -312,7 +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 ..."),
|
||||
@@ -325,7 +336,6 @@ class Configuration:
|
||||
# Hyperopt section
|
||||
|
||||
configurations = [
|
||||
("hyperopt", "Using Hyperopt class name: {}"),
|
||||
("hyperopt_path", "Using additional Hyperopt lookup path: {}"),
|
||||
("hyperoptexportfilename", "Using hyperopt file: {}"),
|
||||
("lookahead_analysis_exportfilename", "Saving lookahead analysis results into {} ..."),
|
||||
@@ -391,6 +401,7 @@ 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.'),
|
||||
@@ -406,6 +417,14 @@ 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: {}"
|
||||
)
|
||||
|
||||
@@ -73,7 +73,7 @@ def _flat_vars_to_nested_dict(env_dict: dict[str, Any], prefix: str) -> dict[str
|
||||
return relevant_vars
|
||||
|
||||
|
||||
def enironment_vars_to_dict() -> dict[str, Any]:
|
||||
def environment_vars_to_dict() -> dict[str, Any]:
|
||||
"""
|
||||
Read environment variables and return a nested dict for relevant variables
|
||||
Relevant variables must follow the FREQTRADE__{section}__{key} pattern
|
||||
|
||||
@@ -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 (
|
||||
|
||||
@@ -49,6 +49,7 @@ AVAILABLE_PAIRLISTS = [
|
||||
"RemotePairList",
|
||||
"MarketCapPairList",
|
||||
"AgeFilter",
|
||||
"DelistFilter",
|
||||
"FullTradesFilter",
|
||||
"OffsetFilter",
|
||||
"PerformanceFilter",
|
||||
@@ -60,7 +61,7 @@ AVAILABLE_PAIRLISTS = [
|
||||
"VolatilityFilter",
|
||||
]
|
||||
AVAILABLE_DATAHANDLERS = ["json", "jsongz", "feather", "parquet"]
|
||||
BACKTEST_BREAKDOWNS = ["day", "week", "month", "year"]
|
||||
BACKTEST_BREAKDOWNS = ["day", "week", "month", "year", "weekday"]
|
||||
BACKTEST_CACHE_AGE = ["none", "day", "week", "month"]
|
||||
BACKTEST_CACHE_DEFAULT = "day"
|
||||
DRY_RUN_WALLET = 1000
|
||||
|
||||
@@ -511,8 +511,8 @@ def trade_list_to_dataframe(trades: list[Trade] | list[LocalTrade]) -> pd.DataFr
|
||||
"""
|
||||
df = pd.DataFrame.from_records([t.to_json(True) for t in trades], columns=BT_DATA_COLUMNS)
|
||||
if len(df) > 0:
|
||||
df["close_date"] = pd.to_datetime(df["close_date"], utc=True)
|
||||
df["open_date"] = pd.to_datetime(df["open_date"], utc=True)
|
||||
df["close_date"] = pd.to_datetime(df["close_timestamp"], unit="ms", utc=True)
|
||||
df["open_date"] = pd.to_datetime(df["open_timestamp"], unit="ms", utc=True)
|
||||
df["close_rate"] = df["close_rate"].astype("float64")
|
||||
return df
|
||||
|
||||
|
||||
@@ -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
|
||||
|
||||
@@ -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
|
||||
|
||||
@@ -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
|
||||
|
||||
|
||||
@@ -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
|
||||
@@ -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:
|
||||
|
||||
@@ -11,6 +11,7 @@ from freqtrade.exchange.bitmart import Bitmart
|
||||
from freqtrade.exchange.bitpanda import Bitpanda
|
||||
from freqtrade.exchange.bitvavo import Bitvavo
|
||||
from freqtrade.exchange.bybit import Bybit
|
||||
from freqtrade.exchange.coinex import Coinex
|
||||
from freqtrade.exchange.cryptocom import Cryptocom
|
||||
from freqtrade.exchange.exchange_utils import (
|
||||
ROUND_DOWN,
|
||||
@@ -46,4 +47,4 @@ 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 MyOkx, Okx
|
||||
from freqtrade.exchange.okx import Myokx, Okx, Okxus
|
||||
|
||||
@@ -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 (
|
||||
@@ -27,6 +28,10 @@ logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
class Binance(Exchange):
|
||||
"""Binance exchange class.
|
||||
Contains adjustments needed for Freqtrade to work with this exchange.
|
||||
"""
|
||||
|
||||
_ft_has: FtHas = {
|
||||
"stoploss_on_exchange": True,
|
||||
"stop_price_param": "stopPrice",
|
||||
@@ -40,6 +45,7 @@ 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,
|
||||
@@ -68,6 +74,10 @@ 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
|
||||
@@ -391,7 +401,7 @@ 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:
|
||||
@@ -432,3 +442,105 @@ 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)
|
||||
|
||||
+15340
-6731
File diff suppressed because it is too large
Load Diff
@@ -3,7 +3,8 @@ from datetime import timedelta
|
||||
|
||||
import ccxt
|
||||
|
||||
from freqtrade.enums import CandleType
|
||||
from freqtrade.constants import BuySell
|
||||
from freqtrade.enums import CandleType, MarginMode, TradingMode
|
||||
from freqtrade.exceptions import (
|
||||
DDosProtection,
|
||||
OperationalException,
|
||||
@@ -20,27 +21,30 @@ 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.
|
||||
"""Bitget exchange class.
|
||||
Contains adjustments needed for Freqtrade to work with this exchange.
|
||||
"""
|
||||
|
||||
_ft_has: FtHas = {
|
||||
"stoploss_on_exchange": True,
|
||||
"stop_price_param": "stopPrice",
|
||||
"stop_price_prop": "stopPrice",
|
||||
"stoploss_blocks_assets": False, # Stoploss orders do not block assets
|
||||
"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",
|
||||
"funding_fee_candle_limit": 100,
|
||||
}
|
||||
|
||||
_supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [
|
||||
(TradingMode.SPOT, MarginMode.NONE),
|
||||
(TradingMode.FUTURES, MarginMode.ISOLATED),
|
||||
# (TradingMode.FUTURES, MarginMode.CROSS),
|
||||
]
|
||||
|
||||
def ohlcv_candle_limit(
|
||||
self, timeframe: str, candle_type: CandleType, since_ms: int | None = None
|
||||
) -> int:
|
||||
@@ -126,3 +130,109 @@ class Bitget(Exchange):
|
||||
|
||||
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})
|
||||
|
||||
@retrier
|
||||
def additional_exchange_init(self) -> None:
|
||||
"""
|
||||
Additional exchange initialization logic.
|
||||
.api will be available at this point.
|
||||
Must be overridden in child methods if required.
|
||||
"""
|
||||
try:
|
||||
if not self._config["dry_run"]:
|
||||
if self.trading_mode == TradingMode.FUTURES:
|
||||
position_mode = self._api.set_position_mode(False)
|
||||
self._log_exchange_response("set_position_mode", position_mode)
|
||||
except ccxt.DDoSProtection as e:
|
||||
raise DDosProtection(e) from e
|
||||
except (ccxt.OperationFailed, ccxt.ExchangeError) as e:
|
||||
raise TemporaryError(
|
||||
f"Error in additional_exchange_init due to {e.__class__.__name__}. Message: {e}"
|
||||
) from e
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e) from e
|
||||
|
||||
def _lev_prep(self, pair: str, leverage: float, side: BuySell, accept_fail: bool = False):
|
||||
if self.trading_mode != TradingMode.SPOT:
|
||||
# Explicitly setting margin_mode is not necessary as marginMode can be set per order.
|
||||
# self.set_margin_mode(pair, self.margin_mode, accept_fail)
|
||||
self._set_leverage(leverage, pair, accept_fail)
|
||||
|
||||
def _get_params(
|
||||
self,
|
||||
side: BuySell,
|
||||
ordertype: str,
|
||||
leverage: float,
|
||||
reduceOnly: bool,
|
||||
time_in_force: str = "GTC",
|
||||
) -> dict:
|
||||
params = super()._get_params(
|
||||
side=side,
|
||||
ordertype=ordertype,
|
||||
leverage=leverage,
|
||||
reduceOnly=reduceOnly,
|
||||
time_in_force=time_in_force,
|
||||
)
|
||||
if self.trading_mode == TradingMode.FUTURES and self.margin_mode:
|
||||
params["marginMode"] = self.margin_mode.value.lower()
|
||||
return params
|
||||
|
||||
def dry_run_liquidation_price(
|
||||
self,
|
||||
pair: str,
|
||||
open_rate: float,
|
||||
is_short: bool,
|
||||
amount: float,
|
||||
stake_amount: float,
|
||||
leverage: float,
|
||||
wallet_balance: float,
|
||||
open_trades: list,
|
||||
) -> float | None:
|
||||
"""
|
||||
Important: Must be fetching data from cached values as this is used by backtesting!
|
||||
|
||||
|
||||
https://www.bitget.com/support/articles/12560603808759
|
||||
MMR: Maintenance margin rate of the trading pair.
|
||||
|
||||
CoinMainIndexPrice: The index price for Coin-M futures. For USDT-M futures,
|
||||
the index price is: 1.
|
||||
|
||||
TakerFeeRatio: The fee rate applied when placing taker orders.
|
||||
|
||||
Position direction: The current position direction of the trading pair.
|
||||
1 indicates a long position, and -1 indicates a short position.
|
||||
|
||||
Formula:
|
||||
|
||||
Estimated liquidation price = [
|
||||
position margin - position size x average entry price x position direction
|
||||
] ÷ [position size x (MMR + TakerFeeRatio - position direction)]
|
||||
|
||||
:param pair: Pair to calculate liquidation price for
|
||||
:param open_rate: Entry price of position
|
||||
:param is_short: True if the trade is a short, false otherwise
|
||||
:param amount: Absolute value of position size incl. leverage (in base currency)
|
||||
:param stake_amount: Stake amount - Collateral in settle currency.
|
||||
:param leverage: Leverage used for this position.
|
||||
:param wallet_balance: Amount of margin_mode in the wallet being used to trade
|
||||
Cross-Margin Mode: crossWalletBalance
|
||||
Isolated-Margin Mode: isolatedWalletBalance
|
||||
:param open_trades: List of other open trades in the same wallet
|
||||
"""
|
||||
market = self.markets[pair]
|
||||
taker_fee_rate = market["taker"] or self._api.describe().get("fees", {}).get(
|
||||
"trading", {}
|
||||
).get("taker", 0.001)
|
||||
mm_ratio, _ = self.get_maintenance_ratio_and_amt(pair, stake_amount)
|
||||
|
||||
if self.trading_mode == TradingMode.FUTURES and self.margin_mode == MarginMode.ISOLATED:
|
||||
position_direction = -1 if is_short else 1
|
||||
|
||||
return (wallet_balance - (amount * open_rate * position_direction)) / (
|
||||
amount * (mm_ratio + taker_fee_rate - position_direction)
|
||||
)
|
||||
else:
|
||||
raise OperationalException(
|
||||
"Freqtrade currently only supports isolated futures for bitget"
|
||||
)
|
||||
|
||||
@@ -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
|
||||
|
||||
@@ -16,13 +16,8 @@ logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
class Bybit(Exchange):
|
||||
"""
|
||||
Bybit 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.
|
||||
"""Bybit exchange class.
|
||||
Contains adjustments needed for Freqtrade to work with this exchange.
|
||||
"""
|
||||
|
||||
unified_account = False
|
||||
|
||||
@@ -0,0 +1,24 @@
|
||||
import logging
|
||||
|
||||
from freqtrade.exchange import Exchange
|
||||
from freqtrade.exchange.exchange_types import FtHas
|
||||
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
class Coinex(Exchange):
|
||||
"""
|
||||
CoinEx 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 = {
|
||||
"l2_limit_range": [5, 10, 20, 50],
|
||||
"tickers_have_bid_ask": False,
|
||||
"tickers_have_quoteVolume": False,
|
||||
}
|
||||
@@ -48,7 +48,6 @@ MAP_EXCHANGE_CHILDCLASS = {
|
||||
"binanceus": "binance",
|
||||
"binanceusdm": "binance",
|
||||
"okex": "okx",
|
||||
"okxus": "okx",
|
||||
"gateio": "gate",
|
||||
"huboi": "htx",
|
||||
}
|
||||
@@ -57,6 +56,7 @@ SUPPORTED_EXCHANGES = [
|
||||
"binance",
|
||||
"bingx",
|
||||
"bitmart",
|
||||
"bitget",
|
||||
"bybit",
|
||||
"gate",
|
||||
"htx",
|
||||
@@ -96,7 +96,6 @@ EXCHANGE_HAS_OPTIONAL = [
|
||||
# 'fetchPositions', # Futures trading
|
||||
# 'fetchLeverageTiers', # Futures initialization
|
||||
# 'fetchMarketLeverageTiers', # Futures initialization
|
||||
# 'fetchOpenOrder', 'fetchClosedOrder', # replacement for fetchOrder
|
||||
# 'fetchOpenOrders', 'fetchClosedOrders', # 'fetchOrders', # Refinding balance...
|
||||
# ccxt.pro
|
||||
"watchOHLCV",
|
||||
|
||||
+107
-19
@@ -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 = {}
|
||||
@@ -297,7 +300,7 @@ class Exchange:
|
||||
|
||||
if self.trading_mode != TradingMode.SPOT and load_leverage_tiers:
|
||||
self.fill_leverage_tiers()
|
||||
self.additional_exchange_init()
|
||||
self.ft_additional_exchange_init()
|
||||
|
||||
def __del__(self):
|
||||
"""
|
||||
@@ -452,6 +455,12 @@ class Exchange:
|
||||
"""
|
||||
return self._api.precisionMode
|
||||
|
||||
def ft_additional_exchange_init(self) -> None:
|
||||
"""
|
||||
Wrapper around additional_exchange_init to simplify testing
|
||||
"""
|
||||
self.additional_exchange_init()
|
||||
|
||||
def additional_exchange_init(self) -> None:
|
||||
"""
|
||||
Additional exchange initialization logic.
|
||||
@@ -690,12 +699,13 @@ 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()
|
||||
|
||||
@@ -828,10 +838,16 @@ class Exchange:
|
||||
|
||||
def validate_freqai(self, config: Config) -> None:
|
||||
freqai_enabled = config.get("freqai", {}).get("enabled", False)
|
||||
if freqai_enabled and not self._ft_has["ohlcv_has_history"]:
|
||||
override = config.get("freqai", {}).get("override_exchange_checks", False)
|
||||
if not override and freqai_enabled and not self._ft_has["ohlcv_has_history"]:
|
||||
raise ConfigurationError(
|
||||
f"Historic OHLCV data not available for {self.name}. Can't use freqAI."
|
||||
)
|
||||
elif override and freqai_enabled and not self._ft_has["ohlcv_has_history"]:
|
||||
logger.warning(
|
||||
"Overriding exchange checks for freqAI. Make sure that your exchange supports "
|
||||
"fetching historic OHLCV data, otherwise freqAI will not work."
|
||||
)
|
||||
|
||||
def validate_required_startup_candles(self, startup_candles: int, timeframe: str) -> int:
|
||||
"""
|
||||
@@ -890,6 +906,19 @@ 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 +926,8 @@ 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 +2029,30 @@ 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 +2508,14 @@ 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 +2625,24 @@ 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 +2825,7 @@ 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 +2840,6 @@ 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 +2848,14 @@ 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 +3303,7 @@ 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)
|
||||
@@ -3811,7 +3885,10 @@ class Exchange:
|
||||
"""
|
||||
|
||||
market = self.markets[pair]
|
||||
taker_fee_rate = market["taker"]
|
||||
# default to some default fee if not available from exchange
|
||||
taker_fee_rate = market["taker"] or self._api.describe().get("fees", {}).get(
|
||||
"trading", {}
|
||||
).get("taker", 0.001)
|
||||
mm_ratio, _ = self.get_maintenance_ratio_and_amt(pair, stake_amount)
|
||||
|
||||
if self.trading_mode == TradingMode.FUTURES and self.margin_mode == MarginMode.ISOLATED:
|
||||
@@ -3863,3 +3940,14 @@ 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
|
||||
|
||||
@@ -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
|
||||
|
||||
@@ -18,13 +18,8 @@ logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
class Gate(Exchange):
|
||||
"""
|
||||
Gate.io 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.
|
||||
"""Gate.io exchange class.
|
||||
Contains adjustments needed for Freqtrade to work with this exchange.
|
||||
"""
|
||||
|
||||
unified_account = False
|
||||
|
||||
@@ -11,9 +11,8 @@ logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
class Htx(Exchange):
|
||||
"""
|
||||
HTX exchange class. Contains adjustments needed for Freqtrade to work
|
||||
with this exchange.
|
||||
"""HTX exchange class.
|
||||
Contains adjustments needed for Freqtrade to work with this exchange.
|
||||
"""
|
||||
|
||||
_ft_has: FtHas = {
|
||||
|
||||
@@ -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 = {
|
||||
@@ -43,6 +44,7 @@ class Hyperliquid(Exchange):
|
||||
_supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [
|
||||
(TradingMode.SPOT, MarginMode.NONE),
|
||||
(TradingMode.FUTURES, MarginMode.ISOLATED),
|
||||
(TradingMode.FUTURES, MarginMode.CROSS),
|
||||
]
|
||||
|
||||
@property
|
||||
@@ -98,7 +100,6 @@ class Hyperliquid(Exchange):
|
||||
'SOL/USDC:USDC': 43}}
|
||||
"""
|
||||
# Defining/renaming variables to match the documentation
|
||||
isolated_margin = wallet_balance
|
||||
position_size = amount
|
||||
price = open_rate
|
||||
position_value = price * position_size
|
||||
@@ -116,8 +117,14 @@ class Hyperliquid(Exchange):
|
||||
# 3. Divide this by 2
|
||||
maintenance_margin_required = position_value / max_leverage / 2
|
||||
|
||||
# Docs: margin_available (isolated) = isolated_margin - maintenance_margin_required
|
||||
margin_available = isolated_margin - maintenance_margin_required
|
||||
if self.margin_mode == MarginMode.ISOLATED:
|
||||
# Docs: margin_available (isolated) = isolated_margin - maintenance_margin_required
|
||||
margin_available = stake_amount - maintenance_margin_required
|
||||
elif self.margin_mode == MarginMode.CROSS:
|
||||
# Docs: margin_available (cross) = account_value - maintenance_margin_required
|
||||
margin_available = wallet_balance - maintenance_margin_required
|
||||
else:
|
||||
raise OperationalException("Unsupported margin mode for liquidation price calculation")
|
||||
|
||||
# Docs: The maintenance margin is half of the initial margin at max leverage
|
||||
# The docs don't explicitly specify maintenance leverage, but this works.
|
||||
|
||||
@@ -19,6 +19,10 @@ logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
class Kraken(Exchange):
|
||||
"""Kraken exchange class.
|
||||
Contains adjustments needed for Freqtrade to work with this exchange.
|
||||
"""
|
||||
|
||||
_params: dict = {"trading_agreement": "agree"}
|
||||
_ft_has: FtHas = {
|
||||
"stoploss_on_exchange": True,
|
||||
|
||||
+21
-10
@@ -11,7 +11,7 @@ from freqtrade.exceptions import (
|
||||
RetryableOrderError,
|
||||
TemporaryError,
|
||||
)
|
||||
from freqtrade.exchange import Exchange, date_minus_candles
|
||||
from freqtrade.exchange import Exchange
|
||||
from freqtrade.exchange.common import API_RETRY_COUNT, retrier
|
||||
from freqtrade.exchange.exchange_types import CcxtOrder, FtHas
|
||||
from freqtrade.misc import safe_value_fallback2
|
||||
@@ -65,17 +65,19 @@ 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 (
|
||||
not since_ms or since_ms > (date_minus_candles(timeframe, 300).timestamp() * 1000)
|
||||
):
|
||||
if candle_type in (CandleType.FUTURES, CandleType.SPOT):
|
||||
return 300
|
||||
|
||||
return super().ohlcv_candle_limit(timeframe, candle_type, since_ms)
|
||||
@@ -289,12 +291,21 @@ class Okx(Exchange):
|
||||
return orders
|
||||
|
||||
|
||||
class MyOkx(Okx):
|
||||
"""
|
||||
MyOkx exchange class.
|
||||
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),
|
||||
]
|
||||
|
||||
|
||||
class Okxus(Okx):
|
||||
"""Okxus exchange class.
|
||||
Minimal adjustment to disable futures trading for the US 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"
|
||||
|
||||
@@ -1617,7 +1617,9 @@ class FreqtradeBot(LoggingMixin):
|
||||
f"Emergency exiting trade {trade}, as the exit order "
|
||||
f"timed out {max_timeouts} times. force selling {order['amount']}."
|
||||
)
|
||||
self.emergency_exit(trade, order["price"], order["amount"])
|
||||
# Trade.session.refresh(order_obj)
|
||||
|
||||
self.emergency_exit(trade, order["price"], order_obj.safe_remaining)
|
||||
return canceled
|
||||
|
||||
def emergency_exit(
|
||||
|
||||
@@ -5,14 +5,26 @@ from pydantic import TypeAdapter
|
||||
from typing_extensions import TypedDict
|
||||
|
||||
|
||||
class AnnotationType(TypedDict, total=False):
|
||||
type: Required[Literal["area"]]
|
||||
class _BaseAnnotationType(TypedDict, total=False):
|
||||
start: str | datetime
|
||||
end: str | datetime
|
||||
y_start: float
|
||||
y_end: float
|
||||
color: str
|
||||
label: str
|
||||
z_level: int
|
||||
|
||||
|
||||
AnnotationTypeTA = TypeAdapter(AnnotationType)
|
||||
class AreaAnnotationType(_BaseAnnotationType, total=False):
|
||||
type: Required[Literal["area"]]
|
||||
|
||||
|
||||
class LineAnnotationType(_BaseAnnotationType, total=False):
|
||||
type: Required[Literal["line"]]
|
||||
width: int
|
||||
line_style: Literal["solid", "dashed", "dotted"]
|
||||
|
||||
|
||||
AnnotationType = AreaAnnotationType | LineAnnotationType
|
||||
|
||||
AnnotationTypeTA: TypeAdapter[AnnotationType] = TypeAdapter(AnnotationType)
|
||||
|
||||
@@ -92,9 +92,11 @@ def _set_log_levels(
|
||||
|
||||
# Set default levels for third party libraries
|
||||
third_party_loggers = {
|
||||
"freqtrade": logging.INFO if verbosity <= 1 else logging.DEBUG,
|
||||
"freqtrade": logging.INFO if verbosity < 1 else logging.DEBUG,
|
||||
"freqtrade.exchange.exchange_ws": logging.INFO if verbosity <= 1 else logging.DEBUG,
|
||||
"requests": logging.INFO if verbosity <= 1 else logging.DEBUG,
|
||||
"urllib3": logging.INFO if verbosity <= 1 else logging.DEBUG,
|
||||
"asyncio": logging.INFO if verbosity <= 1 else logging.DEBUG,
|
||||
"httpcore": logging.INFO if verbosity <= 1 else logging.DEBUG,
|
||||
"ccxt.base.exchange": logging.INFO if verbosity <= 2 else logging.DEBUG,
|
||||
"telegram": logging.INFO,
|
||||
|
||||
+7
-1
@@ -18,7 +18,12 @@ from freqtrade.commands import Arguments
|
||||
from freqtrade.constants import DOCS_LINK
|
||||
from freqtrade.exceptions import ConfigurationError, FreqtradeException, OperationalException
|
||||
from freqtrade.loggers import setup_logging_pre
|
||||
from freqtrade.system import asyncio_setup, gc_set_threshold, print_version_info
|
||||
from freqtrade.system import (
|
||||
asyncio_setup,
|
||||
gc_set_threshold,
|
||||
print_version_info,
|
||||
set_mp_start_method,
|
||||
)
|
||||
|
||||
|
||||
logger = logging.getLogger("freqtrade")
|
||||
@@ -44,6 +49,7 @@ def main(sysargv: list[str] | None = None) -> None:
|
||||
elif "func" in args:
|
||||
logger.info(f"freqtrade {__version__}")
|
||||
gc_set_threshold()
|
||||
set_mp_start_method()
|
||||
return_code = args["func"](args)
|
||||
else:
|
||||
# No subcommand was issued.
|
||||
|
||||
+1
-1
@@ -51,7 +51,7 @@ def file_dump_json(filename: Path, data: Any, is_zip: bool = False, log: bool =
|
||||
with filename.open("w") as fp:
|
||||
dump_json_to_file(fp, data)
|
||||
|
||||
logger.debug(f'done json to "{filename}"')
|
||||
logger.debug(f'done writing json to "{filename}"')
|
||||
|
||||
|
||||
def json_load(datafile: TextIO) -> Any:
|
||||
|
||||
@@ -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(
|
||||
|
||||
@@ -8,6 +8,7 @@ from typing import Any
|
||||
|
||||
from pandas import DataFrame
|
||||
|
||||
from freqtrade.exceptions import ConfigurationError
|
||||
from freqtrade.exchange import timeframe_to_minutes
|
||||
from freqtrade.loggers.set_log_levels import (
|
||||
reduce_verbosity_for_bias_tester,
|
||||
@@ -37,10 +38,12 @@ class RecursiveAnalysis(BaseAnalysis):
|
||||
|
||||
self.dict_recursive: dict[str, Any] = dict()
|
||||
|
||||
self.pair_to_used: str | None = None
|
||||
|
||||
# For recursive bias check
|
||||
# analyzes two data frames with processed indicators and shows differences between them.
|
||||
def analyze_indicators(self):
|
||||
pair_to_check = self.local_config["pairs"][0]
|
||||
pair_to_check = self.pair_to_used
|
||||
logger.info("Start checking for recursive bias")
|
||||
|
||||
# check and report signals
|
||||
@@ -85,7 +88,7 @@ class RecursiveAnalysis(BaseAnalysis):
|
||||
# For lookahead bias check
|
||||
# analyzes two data frames with processed indicators and shows differences between them.
|
||||
def analyze_indicators_lookahead(self):
|
||||
pair_to_check = self.local_config["pairs"][0]
|
||||
pair_to_check = self.pair_to_used
|
||||
logger.info("Start checking for lookahead bias on indicators only")
|
||||
|
||||
part = self.partial_varHolder_lookahead_array[0]
|
||||
@@ -138,12 +141,25 @@ class RecursiveAnalysis(BaseAnalysis):
|
||||
|
||||
backtesting = Backtesting(prepare_data_config, self.exchange)
|
||||
self.exchange = backtesting.exchange
|
||||
if self.pair_to_used is None:
|
||||
self.pair_to_used = backtesting.pairlists.whitelist[0]
|
||||
logger.info(
|
||||
f"Using pair {self.pair_to_used} only for recursive analysis. Replacing whitelist."
|
||||
)
|
||||
self.local_config["candle_type_def"] = prepare_data_config["candle_type_def"]
|
||||
backtesting.pairlists._whitelist = [self.pair_to_used]
|
||||
backtesting._set_strategy(backtesting.strategylist[0])
|
||||
|
||||
strat = backtesting.strategy
|
||||
self._strat_scc = strat.startup_candle_count
|
||||
|
||||
if self._strat_scc < 1:
|
||||
raise ConfigurationError(
|
||||
f"The strategy defines invalid startup candle count of {self._strat_scc}. "
|
||||
f"This will lead to recursive issues on some indicators. "
|
||||
f"Please define a proper startup_candle_count in the strategy."
|
||||
)
|
||||
|
||||
if self._strat_scc not in self._startup_candle:
|
||||
self._startup_candle.append(self._strat_scc)
|
||||
self._startup_candle.sort()
|
||||
|
||||
@@ -211,6 +211,7 @@ class Backtesting:
|
||||
self._can_short = self.trading_mode != TradingMode.SPOT
|
||||
self._position_stacking: bool = self.config.get("position_stacking", False)
|
||||
self.enable_protections: bool = self.config.get("enable_protections", False)
|
||||
self.dynamic_pairlist: bool = self.config.get("enable_dynamic_pairlist", False)
|
||||
migrate_data(config, self.exchange)
|
||||
|
||||
self.init_backtest()
|
||||
@@ -272,7 +273,7 @@ class Backtesting:
|
||||
self.futures_data: dict[str, DataFrame] = {}
|
||||
|
||||
def init_backtest(self):
|
||||
self.prepare_backtest(False)
|
||||
self.reset_backtest(False)
|
||||
|
||||
self.wallets = Wallets(self.config, self.exchange, is_backtest=True)
|
||||
|
||||
@@ -426,7 +427,7 @@ class Backtesting:
|
||||
def disable_database_use(self):
|
||||
disable_database_use(self.timeframe)
|
||||
|
||||
def prepare_backtest(self, enable_protections):
|
||||
def reset_backtest(self, enable_protections: bool = False):
|
||||
"""
|
||||
Backtesting setup method - called once for every call to "backtest()".
|
||||
"""
|
||||
@@ -966,7 +967,7 @@ class Backtesting:
|
||||
)
|
||||
)
|
||||
|
||||
def get_valid_price_and_stake(
|
||||
def get_valid_entry_price_and_stake(
|
||||
self,
|
||||
pair: str,
|
||||
row: tuple,
|
||||
@@ -1089,18 +1090,20 @@ class Backtesting:
|
||||
stake_amount_ = stake_amount or (trade.stake_amount if trade else 0.0)
|
||||
precision_price, precision_mode_price = self.get_pair_precision(pair, current_time)
|
||||
|
||||
propose_rate, stake_amount, leverage, min_stake_amount = self.get_valid_price_and_stake(
|
||||
pair,
|
||||
row,
|
||||
row[OPEN_IDX],
|
||||
stake_amount_,
|
||||
direction,
|
||||
current_time,
|
||||
entry_tag,
|
||||
trade,
|
||||
order_type,
|
||||
precision_price,
|
||||
precision_mode_price,
|
||||
propose_rate, stake_amount, leverage, min_stake_amount = (
|
||||
self.get_valid_entry_price_and_stake(
|
||||
pair,
|
||||
row,
|
||||
row[OPEN_IDX],
|
||||
stake_amount_,
|
||||
direction,
|
||||
current_time,
|
||||
entry_tag,
|
||||
trade,
|
||||
order_type,
|
||||
precision_price,
|
||||
precision_mode_price,
|
||||
)
|
||||
)
|
||||
|
||||
# replace proposed rate if another rate was requested
|
||||
@@ -1582,6 +1585,11 @@ class Backtesting:
|
||||
for current_time in self._time_generator(start_date, end_date):
|
||||
# Loop for each main candle.
|
||||
self.check_abort()
|
||||
|
||||
if self.dynamic_pairlist and self.pairlists:
|
||||
self.pairlists.refresh_pairlist()
|
||||
pairs = self.pairlists.whitelist
|
||||
|
||||
# Reset open trade count for this candle
|
||||
# Critical to avoid exceeding max_open_trades in backtesting
|
||||
# when timeframe-detail is used and trades close within the opening candle.
|
||||
@@ -1684,7 +1692,7 @@ class Backtesting:
|
||||
:param end_date: backtesting timerange end datetime
|
||||
:return: DataFrame with trades (results of backtesting)
|
||||
"""
|
||||
self.prepare_backtest(self.enable_protections)
|
||||
self.reset_backtest(self.enable_protections)
|
||||
# Ensure wallets are up-to-date (important for --strategy-list)
|
||||
self.wallets.update()
|
||||
# Use dict of lists with data for performance
|
||||
|
||||
@@ -9,7 +9,6 @@ import logging
|
||||
import random
|
||||
from datetime import datetime
|
||||
from math import ceil
|
||||
from multiprocessing import Manager
|
||||
from pathlib import Path
|
||||
from typing import Any
|
||||
|
||||
@@ -19,9 +18,7 @@ from optuna.trial import FrozenTrial, Trial, TrialState
|
||||
|
||||
from freqtrade.constants import FTHYPT_FILEVERSION, LAST_BT_RESULT_FN, Config
|
||||
from freqtrade.enums import HyperoptState
|
||||
from freqtrade.exceptions import OperationalException
|
||||
from freqtrade.misc import file_dump_json, plural
|
||||
from freqtrade.optimize.hyperopt.hyperopt_logger import logging_mp_handle, logging_mp_setup
|
||||
from freqtrade.optimize.hyperopt.hyperopt_optimizer import INITIAL_POINTS, HyperOptimizer
|
||||
from freqtrade.optimize.hyperopt.hyperopt_output import HyperoptOutput
|
||||
from freqtrade.optimize.hyperopt_tools import (
|
||||
@@ -35,9 +32,6 @@ from freqtrade.util import get_progress_tracker
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
log_queue: Any
|
||||
|
||||
|
||||
class Hyperopt:
|
||||
"""
|
||||
Hyperopt class, this class contains all the logic to run a hyperopt simulation
|
||||
@@ -55,12 +49,6 @@ class Hyperopt:
|
||||
self.analyze_per_epoch = self.config.get("analyze_per_epoch", False)
|
||||
HyperoptStateContainer.set_state(HyperoptState.STARTUP)
|
||||
|
||||
if self.config.get("hyperopt"):
|
||||
raise OperationalException(
|
||||
"Using separate Hyperopt files has been removed in 2021.9. Please convert "
|
||||
"your existing Hyperopt file to the new Hyperoptable strategy interface"
|
||||
)
|
||||
|
||||
time_now = datetime.now().strftime("%Y-%m-%d_%H-%M-%S")
|
||||
strategy = str(self.config["strategy"])
|
||||
self.results_file: Path = (
|
||||
@@ -149,15 +137,7 @@ class Hyperopt:
|
||||
def run_optimizer_parallel(self, parallel: Parallel, asked: list[list]) -> list[dict[str, Any]]:
|
||||
"""Start optimizer in a parallel way"""
|
||||
|
||||
def optimizer_wrapper(*args, **kwargs):
|
||||
# global log queue. This must happen in the file that initializes Parallel
|
||||
logging_mp_setup(
|
||||
log_queue, logging.INFO if self.config["verbosity"] < 1 else logging.DEBUG
|
||||
)
|
||||
|
||||
return self.hyperopter.generate_optimizer_wrapped(*args, **kwargs)
|
||||
|
||||
return parallel(optimizer_wrapper(v) for v in asked)
|
||||
return parallel(self.hyperopter.generate_optimizer_wrapped(v) for v in asked)
|
||||
|
||||
def _set_random_state(self, random_state: int | None) -> int:
|
||||
return random_state or random.randint(1, 2**16 - 1) # noqa: S311
|
||||
@@ -236,15 +216,6 @@ class Hyperopt:
|
||||
|
||||
self._save_result(val)
|
||||
|
||||
def _setup_logging_mp_workaround(self) -> None:
|
||||
"""
|
||||
Workaround for logging in child processes.
|
||||
local_queue must be a global in the file that initializes Parallel.
|
||||
"""
|
||||
global log_queue
|
||||
m = Manager()
|
||||
log_queue = m.Queue()
|
||||
|
||||
def start(self) -> None:
|
||||
self.random_state = self._set_random_state(self.config.get("hyperopt_random_state"))
|
||||
logger.info(f"Using optimizer random state: {self.random_state}")
|
||||
@@ -257,7 +228,6 @@ class Hyperopt:
|
||||
logger.info(f"Number of parallel jobs set as: {config_jobs}")
|
||||
|
||||
self.opt = self.hyperopter.get_optimizer(self.random_state)
|
||||
self._setup_logging_mp_workaround()
|
||||
try:
|
||||
with Parallel(n_jobs=config_jobs) as parallel:
|
||||
jobs = parallel._effective_n_jobs()
|
||||
@@ -307,7 +277,7 @@ class Hyperopt:
|
||||
|
||||
self.evaluate_result(val, current, is_random[j])
|
||||
pbar.update(task, advance=1)
|
||||
logging_mp_handle(log_queue)
|
||||
self.hyperopter.handle_mp_logging()
|
||||
gc.collect()
|
||||
|
||||
if (
|
||||
|
||||
@@ -7,6 +7,7 @@ import logging
|
||||
import sys
|
||||
import warnings
|
||||
from datetime import UTC, datetime
|
||||
from multiprocessing import Manager
|
||||
from pathlib import Path
|
||||
from typing import Any
|
||||
|
||||
@@ -29,6 +30,7 @@ from freqtrade.optimize.backtesting import Backtesting
|
||||
|
||||
# Import IHyperOptLoss to allow unpickling classes from these modules
|
||||
from freqtrade.optimize.hyperopt.hyperopt_auto import HyperOptAuto
|
||||
from freqtrade.optimize.hyperopt.hyperopt_logger import logging_mp_handle, logging_mp_setup
|
||||
from freqtrade.optimize.hyperopt_loss.hyperopt_loss_interface import IHyperOptLoss
|
||||
from freqtrade.optimize.hyperopt_tools import HyperoptStateContainer, HyperoptTools
|
||||
from freqtrade.optimize.optimize_reports import generate_strategy_stats
|
||||
@@ -58,6 +60,8 @@ optuna_samplers_dict = {
|
||||
"QMCSampler": optuna.samplers.QMCSampler,
|
||||
}
|
||||
|
||||
log_queue: Any
|
||||
|
||||
|
||||
class HyperOptimizer:
|
||||
"""
|
||||
@@ -85,13 +89,7 @@ class HyperOptimizer:
|
||||
self.custom_hyperopt: HyperOptAuto
|
||||
self.analyze_per_epoch = self.config.get("analyze_per_epoch", False)
|
||||
|
||||
if not self.config.get("hyperopt"):
|
||||
self.custom_hyperopt = HyperOptAuto(self.config)
|
||||
else:
|
||||
raise OperationalException(
|
||||
"Using separate Hyperopt files has been removed in 2021.9. Please convert "
|
||||
"your existing Hyperopt file to the new Hyperoptable strategy interface"
|
||||
)
|
||||
self.custom_hyperopt = HyperOptAuto(self.config)
|
||||
|
||||
self.backtesting._set_strategy(self.backtesting.strategylist[0])
|
||||
self.custom_hyperopt.strategy = self.backtesting.strategy
|
||||
@@ -113,6 +111,24 @@ class HyperOptimizer:
|
||||
if HyperoptTools.has_space(self.config, "sell"):
|
||||
# Make sure use_exit_signal is enabled
|
||||
self.config["use_exit_signal"] = True
|
||||
self._setup_logging_mp_workaround()
|
||||
|
||||
def _setup_logging_mp_workaround(self) -> None:
|
||||
"""
|
||||
Workaround for logging in child processes.
|
||||
local_queue must be a global and passed to the child process via inheritance.
|
||||
"""
|
||||
global log_queue
|
||||
m = Manager()
|
||||
log_queue = m.Queue()
|
||||
logger.info(f"manager queue {type(log_queue)}")
|
||||
|
||||
def handle_mp_logging(self) -> None:
|
||||
"""
|
||||
Handle logging from child processes.
|
||||
Must be called in the parent process to handle log messages from the child process.
|
||||
"""
|
||||
logging_mp_handle(log_queue)
|
||||
|
||||
def prepare_hyperopt(self) -> None:
|
||||
# Initialize spaces ...
|
||||
@@ -264,6 +280,7 @@ class HyperOptimizer:
|
||||
@delayed
|
||||
@wrap_non_picklable_objects
|
||||
def generate_optimizer_wrapped(self, params_dict: dict[str, Any]) -> dict[str, Any]:
|
||||
logging_mp_setup(log_queue, logging.INFO if self.config["verbosity"] < 1 else logging.DEBUG)
|
||||
return self.generate_optimizer(params_dict)
|
||||
|
||||
def generate_optimizer(self, params_dict: dict[str, Any]) -> dict[str, Any]:
|
||||
|
||||
@@ -256,40 +256,66 @@ def _get_resample_from_period(period: str) -> str:
|
||||
return "1ME"
|
||||
if period == "year":
|
||||
return "1YE"
|
||||
if period == "weekday":
|
||||
# Required to pass the test
|
||||
return "weekday"
|
||||
raise ValueError(f"Period {period} is not supported.")
|
||||
|
||||
|
||||
def _calculate_stats_for_period(data: DataFrame) -> dict[str, Any]:
|
||||
profit_abs = data["profit_abs"].sum().round(10)
|
||||
wins = sum(data["profit_abs"] > 0)
|
||||
draws = sum(data["profit_abs"] == 0)
|
||||
losses = sum(data["profit_abs"] < 0)
|
||||
trades = wins + draws + losses
|
||||
winning_profit = data.loc[data["profit_abs"] > 0, "profit_abs"].sum()
|
||||
losing_profit = data.loc[data["profit_abs"] < 0, "profit_abs"].sum()
|
||||
profit_factor = winning_profit / abs(losing_profit) if losing_profit else 0.0
|
||||
|
||||
return {
|
||||
"profit_abs": profit_abs,
|
||||
"wins": wins,
|
||||
"draws": draws,
|
||||
"losses": losses,
|
||||
"trades": trades,
|
||||
"profit_factor": round(profit_factor, 8),
|
||||
}
|
||||
|
||||
|
||||
def generate_periodic_breakdown_stats(
|
||||
trade_list: list | DataFrame, period: str
|
||||
) -> list[dict[str, Any]]:
|
||||
results = trade_list if not isinstance(trade_list, list) else DataFrame.from_records(trade_list)
|
||||
if len(results) == 0:
|
||||
return []
|
||||
|
||||
results["close_date"] = to_datetime(results["close_date"], utc=True)
|
||||
resample_period = _get_resample_from_period(period)
|
||||
resampled = results.resample(resample_period, on="close_date")
|
||||
stats = []
|
||||
for name, day in resampled:
|
||||
profit_abs = day["profit_abs"].sum().round(10)
|
||||
wins = sum(day["profit_abs"] > 0)
|
||||
draws = sum(day["profit_abs"] == 0)
|
||||
losses = sum(day["profit_abs"] < 0)
|
||||
trades = wins + draws + losses
|
||||
winning_profit = day.loc[day["profit_abs"] > 0, "profit_abs"].sum()
|
||||
losing_profit = day.loc[day["profit_abs"] < 0, "profit_abs"].sum()
|
||||
profit_factor = winning_profit / abs(losing_profit) if losing_profit else 0.0
|
||||
stats.append(
|
||||
{
|
||||
"date": name.strftime("%d/%m/%Y"),
|
||||
"date_ts": int(name.to_pydatetime().timestamp() * 1000),
|
||||
"profit_abs": profit_abs,
|
||||
"wins": wins,
|
||||
"draws": draws,
|
||||
"losses": losses,
|
||||
"trades": trades,
|
||||
"profit_factor": round(profit_factor, 8),
|
||||
}
|
||||
)
|
||||
|
||||
if period == "weekday":
|
||||
day_names = ["Monday", "Tuesday", "Wednesday", "Thursday", "Friday", "Saturday", "Sunday"]
|
||||
results["weekday"] = results["close_date"].dt.dayofweek
|
||||
|
||||
stats = []
|
||||
for day_num in range(7):
|
||||
day_data = results[results["weekday"] == day_num]
|
||||
if len(day_data) > 0:
|
||||
period_stats = _calculate_stats_for_period(day_data)
|
||||
stats.append({"date": day_names[day_num], "date_ts": day_num, **period_stats})
|
||||
else:
|
||||
resample_period = _get_resample_from_period(period)
|
||||
resampled = results.resample(resample_period, on="close_date")
|
||||
|
||||
stats = []
|
||||
for name, period_data in resampled:
|
||||
period_stats = _calculate_stats_for_period(period_data)
|
||||
stats.append(
|
||||
{
|
||||
"date": name.strftime("%d/%m/%Y"),
|
||||
"date_ts": int(name.to_pydatetime().timestamp() * 1000),
|
||||
**period_stats,
|
||||
}
|
||||
)
|
||||
|
||||
return stats
|
||||
|
||||
|
||||
|
||||
@@ -0,0 +1,95 @@
|
||||
"""
|
||||
Delist pair list filter
|
||||
"""
|
||||
|
||||
import logging
|
||||
from datetime import UTC, datetime, timedelta
|
||||
|
||||
from freqtrade.exceptions import ConfigurationError
|
||||
from freqtrade.exchange.exchange_types import Ticker
|
||||
from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter, SupportsBacktesting
|
||||
from freqtrade.util import format_date
|
||||
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
class DelistFilter(IPairList):
|
||||
supports_backtesting = SupportsBacktesting.NO
|
||||
|
||||
def __init__(self, *args, **kwargs) -> None:
|
||||
super().__init__(*args, **kwargs)
|
||||
|
||||
self._max_days_from_now = self._pairlistconfig.get("max_days_from_now", 0)
|
||||
if self._max_days_from_now < 0:
|
||||
raise ConfigurationError("DelistFilter requires max_days_from_now to be >= 0")
|
||||
if not self._exchange._ft_has["has_delisting"]:
|
||||
raise ConfigurationError(
|
||||
"DelistFilter doesn't support this exchange and trading mode combination.",
|
||||
)
|
||||
|
||||
@property
|
||||
def needstickers(self) -> bool:
|
||||
"""
|
||||
Boolean property defining if tickers are necessary.
|
||||
If no Pairlist requires tickers, an empty Dict is passed
|
||||
as tickers argument to filter_pairlist
|
||||
"""
|
||||
return False
|
||||
|
||||
def short_desc(self) -> str:
|
||||
"""
|
||||
Short whitelist method description - used for startup-messages
|
||||
"""
|
||||
return (
|
||||
f"{self.name} - Filtering pairs that will be delisted"
|
||||
+ (
|
||||
f" in the next {self._max_days_from_now} days"
|
||||
if self._max_days_from_now > 0
|
||||
else ""
|
||||
)
|
||||
+ "."
|
||||
)
|
||||
|
||||
@staticmethod
|
||||
def description() -> str:
|
||||
return "Filter pairs that will be delisted on exchange."
|
||||
|
||||
@staticmethod
|
||||
def available_parameters() -> dict[str, PairlistParameter]:
|
||||
return {
|
||||
"max_days_from_now": {
|
||||
"type": "number",
|
||||
"default": 0,
|
||||
"description": "Max days from now",
|
||||
"help": (
|
||||
"Remove pairs that will be delisted in the next X days. Set to 0 to remove all."
|
||||
),
|
||||
},
|
||||
}
|
||||
|
||||
def _validate_pair(self, pair: str, ticker: Ticker | None) -> bool:
|
||||
"""
|
||||
Check if pair will be delisted.
|
||||
:param pair: Pair that's currently validated
|
||||
:param ticker: ticker dict as returned from ccxt.fetch_ticker
|
||||
:return: True if the pair can stay, false if it should be removed
|
||||
"""
|
||||
delist_date = self._exchange.check_delisting_time(pair)
|
||||
|
||||
if delist_date is not None:
|
||||
remove_pair = self._max_days_from_now == 0
|
||||
if self._max_days_from_now > 0:
|
||||
current_datetime = datetime.now(UTC)
|
||||
max_delist_date = current_datetime + timedelta(days=self._max_days_from_now)
|
||||
remove_pair = delist_date <= max_delist_date
|
||||
|
||||
if remove_pair:
|
||||
self.log_once(
|
||||
f"Removed {pair} from whitelist, because it will be delisted on "
|
||||
f"{format_date(delist_date)}.",
|
||||
logger.info,
|
||||
)
|
||||
return False
|
||||
|
||||
return True
|
||||
@@ -93,6 +93,8 @@ class ShuffleFilter(IPairList):
|
||||
return pairlist_new
|
||||
# Shuffle is done inplace
|
||||
self._random.shuffle(pairlist)
|
||||
self.__pairlist_cache[pairlist_bef] = pairlist
|
||||
|
||||
if self._config.get("runmode") in (RunMode.LIVE, RunMode.DRY_RUN):
|
||||
self.__pairlist_cache[pairlist_bef] = pairlist
|
||||
|
||||
return pairlist
|
||||
|
||||
@@ -7,6 +7,9 @@ Provides pair white list as it configured in config
|
||||
import logging
|
||||
from copy import deepcopy
|
||||
|
||||
from cachetools import LRUCache
|
||||
|
||||
from freqtrade.enums import RunMode
|
||||
from freqtrade.exchange.exchange_types import Tickers
|
||||
from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter, SupportsBacktesting
|
||||
|
||||
@@ -22,6 +25,8 @@ class StaticPairList(IPairList):
|
||||
super().__init__(*args, **kwargs)
|
||||
|
||||
self._allow_inactive = self._pairlistconfig.get("allow_inactive", False)
|
||||
# Pair cache - only used for optimize modes
|
||||
self._bt_pair_cache: LRUCache = LRUCache(maxsize=1)
|
||||
|
||||
@property
|
||||
def needstickers(self) -> bool:
|
||||
@@ -60,15 +65,23 @@ class StaticPairList(IPairList):
|
||||
:param tickers: Tickers (from exchange.get_tickers). May be cached.
|
||||
:return: List of pairs
|
||||
"""
|
||||
wl = self.verify_whitelist(
|
||||
self._config["exchange"]["pair_whitelist"], logger.info, keep_invalid=True
|
||||
)
|
||||
if self._allow_inactive:
|
||||
return wl
|
||||
else:
|
||||
# Avoid implicit filtering of "verify_whitelist" to keep
|
||||
# proper warnings in the log
|
||||
return self._whitelist_for_active_markets(wl)
|
||||
pairlist = self._bt_pair_cache.get("pairlist")
|
||||
|
||||
if not pairlist:
|
||||
wl = self.verify_whitelist(
|
||||
self._config["exchange"]["pair_whitelist"], logger.info, keep_invalid=True
|
||||
)
|
||||
if self._allow_inactive:
|
||||
pairlist = wl
|
||||
else:
|
||||
# Avoid implicit filtering of "verify_whitelist" to keep
|
||||
# proper warnings in the log
|
||||
pairlist = self._whitelist_for_active_markets(wl)
|
||||
|
||||
if self._config["runmode"] in (RunMode.BACKTEST, RunMode.HYPEROPT):
|
||||
self._bt_pair_cache["pairlist"] = pairlist.copy()
|
||||
|
||||
return pairlist
|
||||
|
||||
def filter_pairlist(self, pairlist: list[str], tickers: Tickers) -> list[str]:
|
||||
"""
|
||||
|
||||
@@ -247,7 +247,6 @@ class VolumePairList(IPairList):
|
||||
* 1000
|
||||
)
|
||||
|
||||
# todo: utc date output for starting date
|
||||
self.log_once(
|
||||
f"Using volume range of {self._lookback_period} candles, timeframe: "
|
||||
f"{self._lookback_timeframe}, starting from {format_ms_time(since_ms)} "
|
||||
|
||||
@@ -5,7 +5,7 @@ PairList manager class
|
||||
import logging
|
||||
from functools import partial
|
||||
|
||||
from cachetools import TTLCache, cached
|
||||
from cachetools import LRUCache, TTLCache, cached
|
||||
|
||||
from freqtrade.constants import Config, ListPairsWithTimeframes
|
||||
from freqtrade.data.dataprovider import DataProvider
|
||||
@@ -56,6 +56,7 @@ class PairListManager(LoggingMixin):
|
||||
)
|
||||
|
||||
self._check_backtest()
|
||||
self._not_expiring_cache: LRUCache = LRUCache(maxsize=1)
|
||||
|
||||
refresh_period = config.get("pairlist_refresh_period", 3600)
|
||||
LoggingMixin.__init__(self, logger, refresh_period)
|
||||
@@ -109,7 +110,15 @@ class PairListManager(LoggingMixin):
|
||||
@property
|
||||
def expanded_blacklist(self) -> list[str]:
|
||||
"""The expanded blacklist (including wildcard expansion)"""
|
||||
return expand_pairlist(self._blacklist, self._exchange.get_markets().keys())
|
||||
eblacklist = self._not_expiring_cache.get("eblacklist")
|
||||
|
||||
if not eblacklist:
|
||||
eblacklist = expand_pairlist(self._blacklist, self._exchange.get_markets().keys())
|
||||
|
||||
if self._config["runmode"] in (RunMode.BACKTEST, RunMode.HYPEROPT):
|
||||
self._not_expiring_cache["eblacklist"] = eblacklist.copy()
|
||||
|
||||
return eblacklist
|
||||
|
||||
@property
|
||||
def name_list(self) -> list[str]:
|
||||
@@ -157,16 +166,17 @@ class PairListManager(LoggingMixin):
|
||||
:param logmethod: Function that'll be called, `logger.info` or `logger.warning`.
|
||||
:return: pairlist - blacklisted pairs
|
||||
"""
|
||||
try:
|
||||
blacklist = self.expanded_blacklist
|
||||
except ValueError as err:
|
||||
logger.error(f"Pair blacklist contains an invalid Wildcard: {err}")
|
||||
return []
|
||||
log_once = partial(self.log_once, logmethod=logmethod)
|
||||
for pair in pairlist.copy():
|
||||
if pair in blacklist:
|
||||
log_once(f"Pair {pair} in your blacklist. Removing it from whitelist...")
|
||||
pairlist.remove(pair)
|
||||
if self._blacklist:
|
||||
try:
|
||||
blacklist = self.expanded_blacklist
|
||||
except ValueError as err:
|
||||
logger.error(f"Pair blacklist contains an invalid Wildcard: {err}")
|
||||
return []
|
||||
log_once = partial(self.log_once, logmethod=logmethod)
|
||||
for pair in pairlist.copy():
|
||||
if pair in blacklist:
|
||||
log_once(f"Pair {pair} in your blacklist. Removing it from whitelist...")
|
||||
pairlist.remove(pair)
|
||||
return pairlist
|
||||
|
||||
def verify_whitelist(
|
||||
|
||||
@@ -86,13 +86,13 @@ class IResolver:
|
||||
Tuple format: [Object, source]
|
||||
"""
|
||||
|
||||
# Generate spec based on absolute path
|
||||
# Pass object_name as first argument to have logging print a reasonable name.
|
||||
with PathModifier(module_path.parent):
|
||||
module_name = module_path.stem or ""
|
||||
# Generate spec based on absolute path
|
||||
# Pass object_name as first argument to have logging print a reasonable name.
|
||||
spec = importlib.util.spec_from_file_location(module_name, str(module_path))
|
||||
if not spec:
|
||||
return iter([None])
|
||||
return iter([])
|
||||
|
||||
module = importlib.util.module_from_spec(spec)
|
||||
try:
|
||||
@@ -149,9 +149,7 @@ class IResolver:
|
||||
continue
|
||||
module_path = entry.resolve()
|
||||
|
||||
obj = next(cls._get_valid_object(module_path, object_name), None)
|
||||
|
||||
if obj:
|
||||
if obj := next(cls._get_valid_object(module_path, object_name), None):
|
||||
obj[0].__file__ = str(entry)
|
||||
if add_source:
|
||||
obj[0].__source__ = obj[1]
|
||||
@@ -164,6 +162,10 @@ class IResolver:
|
||||
) -> Any | None:
|
||||
"""
|
||||
Try to load object from path list.
|
||||
:param paths: list of absolute paths to search
|
||||
:param object_name: name of the module to import
|
||||
:param add_source: add the source code as __source__ attribute to theloaded object.
|
||||
:param kwargs: keyword arguments to pass to the object constructor
|
||||
"""
|
||||
|
||||
for _path in paths:
|
||||
|
||||
@@ -87,7 +87,7 @@ class StrategyResolver(IResolver):
|
||||
# Loop this list again to have output combined
|
||||
for attribute, _ in attributes:
|
||||
if attribute in config:
|
||||
logger.info("Strategy using %s: %s", attribute, config[attribute])
|
||||
logger.info(f"Strategy using {attribute}: {config[attribute]}")
|
||||
|
||||
StrategyResolver._normalize_attributes(strategy)
|
||||
|
||||
@@ -109,9 +109,8 @@ class StrategyResolver(IResolver):
|
||||
# Ensure Properties are not overwritten
|
||||
setattr(strategy, attribute, config[attribute])
|
||||
logger.info(
|
||||
"Override strategy '%s' with value in config file: %s.",
|
||||
attribute,
|
||||
config[attribute],
|
||||
f"Override strategy '{attribute}' with value from the configuration: "
|
||||
f"{config[attribute]}.",
|
||||
)
|
||||
elif hasattr(strategy, attribute):
|
||||
val = getattr(strategy, attribute)
|
||||
@@ -151,7 +150,9 @@ class StrategyResolver(IResolver):
|
||||
# Ensure necessary migrations are performed first.
|
||||
validate_migrated_strategy_settings(strategy.config)
|
||||
|
||||
if not all(k in strategy.order_types for k in REQUIRED_ORDERTYPES):
|
||||
if not strategy.order_types or not all(
|
||||
k in strategy.order_types for k in REQUIRED_ORDERTYPES
|
||||
):
|
||||
raise ImportError(
|
||||
f"Impossible to load Strategy '{strategy.__class__.__name__}'. "
|
||||
f"Order-types mapping is incomplete."
|
||||
|
||||
Some files were not shown because too many files have changed in this diff Show More
Reference in New Issue
Block a user