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5 Commits

Author SHA1 Message Date
Matthias bae2f98e5f chore: bump pyarrow wheel for 3.13 2026-02-01 17:55:37 +01:00
Matthias e88e3617c7 chore: bump pi image to trixie 2026-02-01 17:54:02 +01:00
Matthias 7cd97d9cfd chore: simplify docker install 2026-02-01 17:54:02 +01:00
Matthias 12a9f0e1b1 chore: bump armhf dockerfile to python 3.13 2026-02-01 17:54:02 +01:00
Matthias 6bb78edd96 chore: add pyarrow 3.13 armv7 wheel 2026-02-01 17:54:01 +01:00
167 changed files with 38516 additions and 43268 deletions
+1 -3
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@@ -61,7 +61,5 @@ updates:
groups: groups:
actions: actions:
patterns: patterns:
# Combine updates for github provided actions
- "actions/*" - "actions/*"
docker:
patterns:
- "docker/*"
+6 -13
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@@ -2,7 +2,7 @@ name: Binance Leverage tiers update
on: on:
schedule: schedule:
- cron: "25 3 * * 4" - cron: "0 3 * * 4"
# on demand # on demand
workflow_dispatch: workflow_dispatch:
@@ -24,19 +24,12 @@ jobs:
with: with:
persist-credentials: false persist-credentials: false
- uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0 - uses: actions/setup-python@83679a892e2d95755f2dac6acb0bfd1e9ac5d548 # v6.1.0
with: with:
python-version: "3.14" python-version: "3.12"
- name: Install uv
uses: astral-sh/setup-uv@5a095e7a2014a4212f075830d4f7277575a9d098 # v7.3.1
with:
activate-environment: true
enable-cache: false
python-version: "3.14"
- name: Install ccxt - name: Install ccxt
run: uv pip install $(grep -E "^ccxt==" requirements.txt) $(grep -E "^orjson==" requirements.txt) run: pip install ccxt
- name: Run leverage tier update - name: Run leverage tier update
env: env:
@@ -46,7 +39,7 @@ jobs:
run: python build_helpers/binance_update_lev_tiers.py run: python build_helpers/binance_update_lev_tiers.py
- uses: peter-evans/create-pull-request@c0f553fe549906ede9cf27b5156039d195d2ece0 # v8.1.0 - uses: peter-evans/create-pull-request@98357b18bf14b5342f975ff684046ec3b2a07725 # v8.0.0
with: with:
token: ${{ secrets.REPO_SCOPED_TOKEN }} token: ${{ secrets.REPO_SCOPED_TOKEN }}
add-paths: freqtrade/exchange/binance_leverage_tiers.json add-paths: freqtrade/exchange/binance_leverage_tiers.json
@@ -55,7 +48,7 @@ jobs:
Dependencies Dependencies
branch: update/binance-leverage-tiers branch: update/binance-leverage-tiers
title: Update Binance Leverage Tiers title: Update Binance Leverage Tiers
commit-message: "chore: update binance leverage tiers" commit-message: "chore: update pre-commit hooks"
committer: Freqtrade Bot <154552126+freqtrade-bot@users.noreply.github.com> committer: Freqtrade Bot <154552126+freqtrade-bot@users.noreply.github.com>
author: Freqtrade Bot <154552126+freqtrade-bot@users.noreply.github.com> author: Freqtrade Bot <154552126+freqtrade-bot@users.noreply.github.com>
body: Update binance leverage tiers. body: Update binance leverage tiers.
+62 -71
View File
@@ -32,13 +32,13 @@ jobs:
with: with:
persist-credentials: false persist-credentials: false
- name: Set up Python 🐍 - name: Set up Python
uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0 uses: actions/setup-python@83679a892e2d95755f2dac6acb0bfd1e9ac5d548 # v6.1.0
with: with:
python-version: ${{ matrix.python-version }} python-version: ${{ matrix.python-version }}
- name: Install uv - name: Install uv
uses: astral-sh/setup-uv@5a095e7a2014a4212f075830d4f7277575a9d098 # v7.3.1 uses: astral-sh/setup-uv@61cb8a9741eeb8a550a1b8544337180c0fc8476b # v7.2.0
with: with:
activate-environment: true activate-environment: true
enable-cache: true enable-cache: true
@@ -55,6 +55,7 @@ jobs:
- name: Installation (python) - name: Installation (python)
run: | run: |
uv pip install --upgrade wheel
uv pip install -r requirements-dev.txt uv pip install -r requirements-dev.txt
uv pip install -e ft_client/ uv pip install -e ft_client/
uv pip install -e . uv pip install -e .
@@ -77,7 +78,7 @@ jobs:
if: (runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-24.04') if: (runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-24.04')
with: with:
fail_ci_if_error: true fail_ci_if_error: true
token: ${{ secrets.CODECOV_TOKEN }} # zizmor: ignore[secrets-outside-env] Intentionally not using environment variable. token: ${{ secrets.CODECOV_TOKEN }}
- name: Cleanup codecov dirty state files - name: Cleanup codecov dirty state files
if: (runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-24.04') if: (runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-24.04')
@@ -136,6 +137,10 @@ jobs:
freqtrade create-userdir --userdir user_data freqtrade create-userdir --userdir user_data
freqtrade hyperopt --datadir tests/testdata -e 6 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all freqtrade hyperopt --datadir tests/testdata -e 6 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all
- name: Sort imports (isort)
run: |
isort --check .
- name: Run Ruff - name: Run Ruff
run: | run: |
ruff check --output-format=github ruff check --output-format=github
@@ -156,18 +161,18 @@ jobs:
$PSVersionTable $PSVersionTable
Get-PSRepository | Format-List * Get-PSRepository | Format-List *
Set-PSRepository psgallery -InstallationPolicy trusted Set-PSRepository psgallery -InstallationPolicy trusted
Install-Module -Name Pester -RequiredVersion 5.7.1 -Confirm:$false -Force -SkipPublisherCheck Install-Module -Name Pester -RequiredVersion 5.3.1 -Confirm:$false -Force -SkipPublisherCheck
$Error.clear() $Error.clear()
Invoke-Pester -Path "tests" -CI Invoke-Pester -Path "tests" -CI
if ($Error.Length -gt 0) {exit 1} if ($Error.Length -gt 0) {exit 1}
- name: Discord notification - name: Discord notification
uses: sarisia/actions-status-discord@eb045afee445dc055c18d3d90bd0f244fd062708 # v1.16.0 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: with:
color: '#FF0000' # red severity: error
title: Freqtrade CI failed on ${{ matrix.os }} with Python ${{ matrix.python-version }}! details: Freqtrade CI failed on ${{ matrix.os }} with Python ${{ matrix.python-version }}!
webhook: ${{ secrets.DISCORD_WEBHOOK }} # zizmor: ignore[secrets-outside-env] Intentionally not using environment variable. webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
mypy-version-check: mypy-version-check:
name: "Mypy Version Check" name: "Mypy Version Check"
@@ -177,20 +182,14 @@ jobs:
with: with:
persist-credentials: false persist-credentials: false
- name: Set up Python 🐍 - name: Set up Python
uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 #v6.2.0 uses: actions/setup-python@83679a892e2d95755f2dac6acb0bfd1e9ac5d548 #v6.1.0
with: with:
python-version: "3.13" python-version: "3.12"
- name: Install uv
uses: astral-sh/setup-uv@5a095e7a2014a4212f075830d4f7277575a9d098 # v7.3.1
with:
activate-environment: true
python-version: "3.13"
- name: pre-commit dependencies - name: pre-commit dependencies
run: | run: |
uv pip install $(grep -E "^pyyaml==" requirements-dev.txt) pip install pyaml
python build_helpers/pre_commit_update.py python build_helpers/pre_commit_update.py
pre-commit: pre-commit:
@@ -201,10 +200,9 @@ jobs:
with: with:
persist-credentials: false persist-credentials: false
- uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0 - uses: actions/setup-python@83679a892e2d95755f2dac6acb0bfd1e9ac5d548 # v6.1.0
with: with:
python-version: "3.13" python-version: "3.12"
- uses: pre-commit/action@2c7b3805fd2a0fd8c1884dcaebf91fc102a13ecd # v3.0.1 - uses: pre-commit/action@2c7b3805fd2a0fd8c1884dcaebf91fc102a13ecd # v3.0.1
docs-check: docs-check:
@@ -219,59 +217,51 @@ jobs:
run: | run: |
./tests/test_docs.sh ./tests/test_docs.sh
- name: Set up Python 🐍 - name: Set up Python
uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0 uses: actions/setup-python@83679a892e2d95755f2dac6acb0bfd1e9ac5d548 # v6.1.0
with: with:
python-version: "3.13" python-version: "3.12"
- name: Install uv
uses: astral-sh/setup-uv@5a095e7a2014a4212f075830d4f7277575a9d098 # v7.3.1
with:
activate-environment: true
python-version: "3.13"
- name: Documentation build - name: Documentation build
run: | run: |
uv pip install -r docs/requirements-docs.txt pip install -r docs/requirements-docs.txt
mkdocs build mkdocs build
- name: Discord notification - name: Discord notification
uses: sarisia/actions-status-discord@eb045afee445dc055c18d3d90bd0f244fd062708 # v1.16.0 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: with:
color: '#FF0000' # red severity: error
title: Freqtrade doc test failed! details: Freqtrade doc test failed!
webhook: ${{ secrets.DISCORD_WEBHOOK }} # zizmor: ignore[secrets-outside-env] Intentionally not using environment variable. webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
build-linux-online: build-linux-online:
# Run pytest with "live" checks # Run pytest with "live" checks
name: "Online / live tests" name: "Tests and Linting - Online tests"
runs-on: ubuntu-24.04 runs-on: ubuntu-24.04
strategy:
matrix:
python-version: ["3.12"]
steps: steps:
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2 - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
with: with:
persist-credentials: false persist-credentials: false
- name: Set up Python 🐍 - name: Set up Python
uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0 uses: actions/setup-python@83679a892e2d95755f2dac6acb0bfd1e9ac5d548 # v6.1.0
with: with:
python-version: "${{ matrix.python-version }}" python-version: "3.12"
- name: Install uv - name: Install uv
uses: astral-sh/setup-uv@5a095e7a2014a4212f075830d4f7277575a9d098 # v7.3.1 uses: astral-sh/setup-uv@61cb8a9741eeb8a550a1b8544337180c0fc8476b # v7.2.0
with: with:
activate-environment: true activate-environment: true
enable-cache: true enable-cache: true
python-version: "${{ matrix.python-version }}" python-version: "3.12"
cache-dependency-glob: "requirements**.txt" cache-dependency-glob: "requirements**.txt"
cache-suffix: "3.12" cache-suffix: "3.12"
- name: Installation - *nix - name: Installation - *nix
run: | run: |
uv pip install --upgrade wheel
uv pip install -r requirements-dev.txt uv pip install -r requirements-dev.txt
uv pip install -e ft_client/ uv pip install -e ft_client/
uv pip install -e . uv pip install -e .
@@ -295,13 +285,22 @@ jobs:
if: github.event_name != 'schedule' && github.repository == 'freqtrade/freqtrade' if: github.event_name != 'schedule' && github.repository == 'freqtrade/freqtrade'
steps: steps:
- name: Discord notification - name: Check user permission
uses: sarisia/actions-status-discord@eb045afee445dc055c18d3d90bd0f244fd062708 # v1.16.0 id: check
if: github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false continue-on-error: true
uses: prince-chrismc/check-actor-permissions-action@d504e74ba31658f4cdf4fcfeb509d4c09736d88e # v3.0.2
with: with:
color: '#00FF00' # green permission: "write"
title: Test Completed! env:
webhook: ${{ secrets.DISCORD_WEBHOOK }} # zizmor: ignore[secrets-outside-env] Intentionally not using environment variable. GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
- name: Discord notification
uses: rjstone/discord-webhook-notify@c2597273488aeda841dd1e891321952b51f7996f #v2.2.1
if: steps.check.outputs.permitted == 'true' && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
with:
severity: info
details: Test Completed!
webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
build: build:
if: always() if: always()
@@ -313,9 +312,6 @@ jobs:
pre-commit, pre-commit,
] ]
runs-on: ubuntu-22.04 runs-on: ubuntu-22.04
strategy:
matrix:
python-version: ["3.13"]
steps: steps:
@@ -328,24 +324,18 @@ jobs:
with: with:
persist-credentials: false persist-credentials: false
- name: Set up Python 🐍 - name: Set up Python
uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0 uses: actions/setup-python@83679a892e2d95755f2dac6acb0bfd1e9ac5d548 # v6.1.0
with: with:
python-version: "${{ matrix.python-version }}" python-version: "3.12"
- name: Install uv
uses: astral-sh/setup-uv@5a095e7a2014a4212f075830d4f7277575a9d098 # v7.3.1
with:
activate-environment: true
python-version: "${{ matrix.python-version }}"
- name: Build distribution - name: Build distribution
run: | run: |
uv pip install $(grep -E "^build==" requirements-dev.txt) pip install -U build
python -m build --sdist --wheel python -m build --sdist --wheel
- name: Upload artifacts 📦 - name: Upload artifacts 📦
uses: actions/upload-artifact@bbbca2ddaa5d8feaa63e36b76fdaad77386f024f # v7.0.0 uses: actions/upload-artifact@b7c566a772e6b6bfb58ed0dc250532a479d7789f # v6.1.0
with: with:
name: freqtrade-build name: freqtrade-build
path: | path: |
@@ -354,10 +344,11 @@ jobs:
- name: Build Client distribution - name: Build Client distribution
run: | run: |
pip install -U build
python -m build --sdist --wheel ft_client python -m build --sdist --wheel ft_client
- name: Upload artifacts 📦 - name: Upload artifacts 📦
uses: actions/upload-artifact@bbbca2ddaa5d8feaa63e36b76fdaad77386f024f # v7.0.0 uses: actions/upload-artifact@b7c566a772e6b6bfb58ed0dc250532a479d7789f # v6.1.0
with: with:
name: freqtrade-client-build name: freqtrade-client-build
path: | path: |
@@ -381,7 +372,7 @@ jobs:
persist-credentials: false persist-credentials: false
- name: Download artifact 📦 - name: Download artifact 📦
uses: actions/download-artifact@3e5f45b2cfb9172054b4087a40e8e0b5a5461e7c # v8.0.1 uses: actions/download-artifact@37930b1c2abaa49bbe596cd826c3c89aef350131 # v7.0.0
with: with:
pattern: freqtrade*-build pattern: freqtrade*-build
path: dist path: dist
@@ -410,7 +401,7 @@ jobs:
persist-credentials: false persist-credentials: false
- name: Download artifact 📦 - name: Download artifact 📦
uses: actions/download-artifact@3e5f45b2cfb9172054b4087a40e8e0b5a5461e7c # v8.0.1 uses: actions/download-artifact@37930b1c2abaa49bbe596cd826c3c89aef350131 # v7.0.0
with: with:
pattern: freqtrade*-build pattern: freqtrade*-build
path: dist path: dist
@@ -431,9 +422,9 @@ jobs:
packages: write # Needed to push package versions packages: write # Needed to push package versions
contents: read contents: read
secrets: secrets:
DISCORD_WEBHOOK: ${{ secrets.DISCORD_WEBHOOK }} # zizmor: ignore[secrets-outside-env] Intentionally not using environment variable. DOCKER_PASSWORD: ${{ secrets.DOCKER_PASSWORD }}
DOCKERHUB_USERNAME: ${{ secrets.DOCKERHUB_USERNAME }} DOCKER_USERNAME: ${{ secrets.DOCKER_USERNAME }}
DOCKERHUB_TOKEN: ${{ secrets.DOCKERHUB_TOKEN }} DISCORD_WEBHOOK: ${{ secrets.DISCORD_WEBHOOK }}
packages-cleanup: packages-cleanup:
+1 -1
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@@ -27,7 +27,7 @@ jobs:
persist-credentials: true persist-credentials: true
- name: Set up Python - name: Set up Python
uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0 uses: actions/setup-python@83679a892e2d95755f2dac6acb0bfd1e9ac5d548 # v6.1.0
with: with:
python-version: '3.12' python-version: '3.12'
+1 -1
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@@ -31,7 +31,7 @@ jobs:
with: with:
persist-credentials: false persist-credentials: false
- name: Login to GitHub Container Registry - name: Login to GitHub Container Registry
uses: docker/login-action@b45d80f862d83dbcd57f89517bcf500b2ab88fb2 # v4.0.0 uses: docker/login-action@5e57cd118135c172c3672efd75eb46360885c0ef # v3.6.0
with: with:
registry: ghcr.io registry: ghcr.io
username: ${{ github.actor }} username: ${{ github.actor }}
+15 -18
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@@ -3,9 +3,9 @@ name: Docker Build and Deploy
on: on:
workflow_call: workflow_call:
secrets: secrets:
DOCKERHUB_USERNAME: DOCKER_PASSWORD:
required: true required: true
DOCKERHUB_TOKEN: DOCKER_USERNAME:
required: true required: true
DISCORD_WEBHOOK: DISCORD_WEBHOOK:
required: false required: false
@@ -35,8 +35,6 @@ jobs:
name: "Deploy Docker x64 and armv7l" name: "Deploy Docker x64 and armv7l"
runs-on: ubuntu-22.04 runs-on: ubuntu-22.04
if: github.repository == 'freqtrade/freqtrade' if: github.repository == 'freqtrade/freqtrade'
environment:
name: docker
steps: steps:
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2 - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
@@ -59,19 +57,19 @@ jobs:
uses: ./.github/actions/docker-tags uses: ./.github/actions/docker-tags
- name: Login to Docker Hub - name: Login to Docker Hub
uses: docker/login-action@b45d80f862d83dbcd57f89517bcf500b2ab88fb2 # v4.0.0 uses: docker/login-action@5e57cd118135c172c3672efd75eb46360885c0ef # v3.6.0
with: with:
username: ${{ secrets.DOCKERHUB_USERNAME }} username: ${{ secrets.DOCKER_USERNAME }}
password: ${{ secrets.DOCKERHUB_TOKEN }} password: ${{ secrets.DOCKER_PASSWORD }}
- name: Set up QEMU - name: Set up QEMU
uses: docker/setup-qemu-action@ce360397dd3f832beb865e1373c09c0e9f86d70a # v4.0.0 uses: docker/setup-qemu-action@c7c53464625b32c7a7e944ae62b3e17d2b600130 # v3.7.0
with: with:
cache-image: false cache-image: false
- name: Set up Docker Buildx - name: Set up Docker Buildx
id: buildx id: buildx
uses: docker/setup-buildx-action@4d04d5d9486b7bd6fa91e7baf45bbb4f8b9deedd #v4.0.0 uses: docker/setup-buildx-action@8d2750c68a42422c14e847fe6c8ac0403b4cbd6f #v3.12.0
- name: Available platforms - name: Available platforms
run: echo ${PLATFORMS} run: echo ${PLATFORMS}
@@ -170,8 +168,6 @@ jobs:
# Only run on 64bit machines # Only run on 64bit machines
runs-on: [self-hosted, linux, ARM64] runs-on: [self-hosted, linux, ARM64]
if: github.repository == 'freqtrade/freqtrade' if: github.repository == 'freqtrade/freqtrade'
environment:
name: docker
steps: steps:
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2 - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
@@ -183,13 +179,13 @@ jobs:
uses: ./.github/actions/docker-tags uses: ./.github/actions/docker-tags
- name: Login to Docker Hub - name: Login to Docker Hub
uses: docker/login-action@b45d80f862d83dbcd57f89517bcf500b2ab88fb2 # v4.0.0 uses: docker/login-action@5e57cd118135c172c3672efd75eb46360885c0ef # v3.6.0
with: with:
username: ${{ secrets.DOCKERHUB_USERNAME }} username: ${{ secrets.DOCKER_USERNAME }}
password: ${{ secrets.DOCKERHUB_TOKEN }} password: ${{ secrets.DOCKER_PASSWORD }}
- name: Login to github - name: Login to github
uses: docker/login-action@b45d80f862d83dbcd57f89517bcf500b2ab88fb2 # v4.0.0 uses: docker/login-action@5e57cd118135c172c3672efd75eb46360885c0ef # v3.6.0
with: with:
registry: ghcr.io registry: ghcr.io
username: ${{ github.actor }} username: ${{ github.actor }}
@@ -310,8 +306,9 @@ jobs:
docker image prune -a --force --filter "until=24h" docker image prune -a --force --filter "until=24h"
- name: Discord notification - name: Discord notification
uses: sarisia/actions-status-discord@eb045afee445dc055c18d3d90bd0f244fd062708 # v1.16.0 uses: rjstone/discord-webhook-notify@c2597273488aeda841dd1e891321952b51f7996f #v2.2.1
if: always() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false) && (github.event_name != 'schedule') if: always() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false) && (github.event_name != 'schedule')
with: with:
title: Deploy Succeeded! severity: info
webhook: ${{ secrets.DISCORD_WEBHOOK }} details: Deploy Succeeded!
webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
+2 -5
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@@ -3,7 +3,6 @@ on:
push: push:
branches: branches:
- stable - stable
workflow_dispatch:
concurrency: concurrency:
group: ${{ github.workflow }} group: ${{ github.workflow }}
@@ -16,8 +15,6 @@ jobs:
dockerHubDescription: dockerHubDescription:
name: "Update Docker Hub Description" name: "Update Docker Hub Description"
runs-on: ubuntu-latest runs-on: ubuntu-latest
environment:
name: docker
steps: steps:
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2 - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
with: with:
@@ -26,6 +23,6 @@ jobs:
- name: Docker Hub Description - name: Docker Hub Description
uses: peter-evans/dockerhub-description@1b9a80c056b620d92cedb9d9b5a223409c68ddfa # v5.0.0 uses: peter-evans/dockerhub-description@1b9a80c056b620d92cedb9d9b5a223409c68ddfa # v5.0.0
with: with:
username: ${{ secrets.DOCKERHUB_USERNAME }} username: ${{ secrets.DOCKER_USERNAME }}
password: ${{ secrets.DOCKERHUB_TOKEN }} password: ${{ secrets.DOCKER_PASSWORD }}
repository: freqtradeorg/freqtrade repository: freqtradeorg/freqtrade
+4 -12
View File
@@ -17,31 +17,23 @@ jobs:
auto-update: auto-update:
name: Auto-update pre-commit hooks name: Auto-update pre-commit hooks
runs-on: ubuntu-latest runs-on: ubuntu-latest
environment:
name: develop
steps: steps:
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2 - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
with: with:
persist-credentials: false persist-credentials: false
- uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0 - uses: actions/setup-python@83679a892e2d95755f2dac6acb0bfd1e9ac5d548 # v6.1.0
with: with:
python-version: "3.13" python-version: "3.12"
- name: Install uv
uses: astral-sh/setup-uv@5a095e7a2014a4212f075830d4f7277575a9d098 # v7.3.1
with:
activate-environment: true
python-version: "3.13"
- name: Install pre-commit - name: Install pre-commit
run: uv pip install $(grep -E "^pre-commit==" requirements-dev.txt) run: pip install pre-commit
- name: Run auto-update - name: Run auto-update
run: pre-commit autoupdate run: pre-commit autoupdate
- uses: peter-evans/create-pull-request@c0f553fe549906ede9cf27b5156039d195d2ece0 # v8.1.0 - uses: peter-evans/create-pull-request@98357b18bf14b5342f975ff684046ec3b2a07725 # v8.0.0
with: with:
token: ${{ secrets.REPO_SCOPED_TOKEN }} token: ${{ secrets.REPO_SCOPED_TOKEN }}
add-paths: .pre-commit-config.yaml add-paths: .pre-commit-config.yaml
+1 -1
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@@ -31,4 +31,4 @@ jobs:
persist-credentials: false persist-credentials: false
- name: Run zizmor 🌈 - name: Run zizmor 🌈
uses: zizmorcore/zizmor-action@71321a20a9ded102f6e9ce5718a2fcec2c4f70d8 # v0.5.2 uses: zizmorcore/zizmor-action@135698455da5c3b3e55f73f4419e481ab68cdd95 # v0.4.1
+20 -7
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@@ -13,6 +13,12 @@ repos:
pass_filenames: false pass_filenames: false
additional_dependencies: ["python-rapidjson", "jsonschema"] additional_dependencies: ["python-rapidjson", "jsonschema"]
- repo: https://github.com/pycqa/flake8
rev: "7.3.0"
hooks:
- id: flake8
additional_dependencies: [Flake8-pyproject]
# stages: [push]
- repo: https://github.com/pre-commit/mirrors-mypy - repo: https://github.com/pre-commit/mirrors-mypy
rev: "v1.19.1" rev: "v1.19.1"
@@ -23,15 +29,22 @@ repos:
- types-cachetools==6.2.0.20251022 - types-cachetools==6.2.0.20251022
- types-filelock==3.2.7 - types-filelock==3.2.7
- types-requests==2.32.4.20260107 - types-requests==2.32.4.20260107
- types-tabulate==0.10.0.20260308 - types-tabulate==0.9.0.20241207
- types-python-dateutil==2.9.0.20260305 - types-python-dateutil==2.9.0.20251115
- scipy-stubs==1.17.1.2 - scipy-stubs==1.17.0.1
- SQLAlchemy==2.0.48 - SQLAlchemy==2.0.45
# stages: [push]
- repo: https://github.com/pycqa/isort
rev: "7.0.0"
hooks:
- id: isort
name: isort (python)
# stages: [push] # stages: [push]
- repo: https://github.com/charliermarsh/ruff-pre-commit - repo: https://github.com/charliermarsh/ruff-pre-commit
# Ruff version. # Ruff version.
rev: 'v0.15.7' rev: 'v0.14.14'
hooks: hooks:
- id: ruff - id: ruff
- id: ruff-format - id: ruff-format
@@ -62,7 +75,7 @@ repos:
- id: strip-exif - id: strip-exif
- repo: https://github.com/codespell-project/codespell - repo: https://github.com/codespell-project/codespell
rev: v2.4.2 rev: v2.4.1
hooks: hooks:
- id: codespell - id: codespell
additional_dependencies: additional_dependencies:
@@ -70,6 +83,6 @@ repos:
# Ensure github actions remain safe # Ensure github actions remain safe
- repo: https://github.com/woodruffw/zizmor-pre-commit - repo: https://github.com/woodruffw/zizmor-pre-commit
rev: v1.23.1 rev: v1.22.0
hooks: hooks:
- id: zizmor - id: zizmor
+3 -3
View File
@@ -12,8 +12,7 @@ Few pointers for contributions:
- Stick to english in both commit messages, PR descriptions and code comments and variable names. - 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. - 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. - 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 yourself. - 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.
The final responsibility for the code with the PR author, not with the AI, which also means that commits must be linked to your (human) account, not some generic AI account.
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. 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.
@@ -25,7 +24,8 @@ Best start by reading the [documentation](https://www.freqtrade.io/) to get a fe
### 1. Run unit tests ### 1. Run unit tests
All unit tests must pass. If a unit test is broken, change your code to make it pass. It means you have introduced a regression. All unit tests must pass. If a unit test is broken, change your code to
make it pass. It means you have introduced a regression.
#### Test the whole project #### Test the whole project
+5 -7
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@@ -1,4 +1,4 @@
FROM python:3.13.12-slim-trixie AS base FROM python:3.13.11-slim-trixie AS base
# Setup env # Setup env
ENV LANG=C.UTF-8 ENV LANG=C.UTF-8
@@ -16,7 +16,8 @@ RUN mkdir /freqtrade \
&& useradd -u 1000 -G sudo -U -m -s /bin/bash ftuser \ && useradd -u 1000 -G sudo -U -m -s /bin/bash ftuser \
&& chown ftuser:ftuser /freqtrade \ && chown ftuser:ftuser /freqtrade \
# Allow sudoers # Allow sudoers
&& echo "ftuser ALL=(ALL) NOPASSWD: /bin/chown" >> /etc/sudoers && echo "ftuser ALL=(ALL) NOPASSWD: /bin/chown" >> /etc/sudoers \
&& pip install --upgrade pip
WORKDIR /freqtrade WORKDIR /freqtrade
@@ -24,14 +25,11 @@ WORKDIR /freqtrade
FROM base AS python-deps FROM base AS python-deps
RUN apt-get update \ RUN apt-get update \
&& apt-get -y install build-essential libssl-dev git libffi-dev libgfortran5 pkg-config cmake gcc \ && apt-get -y install build-essential libssl-dev git libffi-dev libgfortran5 pkg-config cmake gcc \
&& apt-get clean \ && apt-get clean
&& pip install --upgrade pip wheel
# Install dependencies # Install dependencies
COPY --chown=ftuser:ftuser requirements.txt requirements-hyperopt.txt /freqtrade/ COPY --chown=ftuser:ftuser requirements.txt requirements-hyperopt.txt /freqtrade/
USER ftuser USER ftuser
RUN pip install --user --no-cache-dir "numpy<3.0" \ RUN pip install --user --no-cache-dir -r requirements-hyperopt.txt
&& pip install --user --no-cache-dir -r requirements-hyperopt.txt
# Copy dependencies to runtime-image # Copy dependencies to runtime-image
FROM base AS runtime-image FROM base AS runtime-image
+4 -6
View File
@@ -2,9 +2,8 @@
[![Freqtrade CI](https://github.com/freqtrade/freqtrade/actions/workflows/ci.yml/badge.svg?branch=develop)](https://github.com/freqtrade/freqtrade/actions/workflows/ci.yml) [![Freqtrade CI](https://github.com/freqtrade/freqtrade/actions/workflows/ci.yml/badge.svg?branch=develop)](https://github.com/freqtrade/freqtrade/actions/workflows/ci.yml)
[![DOI](https://joss.theoj.org/papers/10.21105/joss.04864/status.svg)](https://doi.org/10.21105/joss.04864) [![DOI](https://joss.theoj.org/papers/10.21105/joss.04864/status.svg)](https://doi.org/10.21105/joss.04864)
[![codecov](https://codecov.io/gh/freqtrade/freqtrade/branch/develop/graph/badge.svg?token=AD5BG3ATKI)](https://codecov.io/gh/freqtrade/freqtrade) [![Coverage Status](https://coveralls.io/repos/github/freqtrade/freqtrade/badge.svg?branch=develop&service=github)](https://coveralls.io/github/freqtrade/freqtrade?branch=develop)
[![Documentation](https://readthedocs.org/projects/freqtrade/badge/)](https://www.freqtrade.io) [![Documentation](https://readthedocs.org/projects/freqtrade/badge/)](https://www.freqtrade.io)
[![Discord Server](https://img.shields.io/badge/Freqtrade_Discord-4E4E4E?logo=discord)](https://discord.gg/p7nuUNVfP7)
Freqtrade is a free and open source crypto trading bot written in Python. It is designed to support all major exchanges and be controlled via Telegram or webUI. It contains backtesting, plotting and money management tools as well as strategy optimization by machine learning. Freqtrade is a free and open source crypto trading bot written in Python. It is designed to support all major exchanges and be controlled via Telegram or webUI. It contains backtesting, plotting and money management tools as well as strategy optimization by machine learning.
@@ -25,7 +24,7 @@ hesitate to read the source code and understand the mechanism of this bot.
## Supported Exchange marketplaces ## Supported Exchange marketplaces
Please read the [exchange-specific notes](https://www.freqtrade.io/en/stable/exchanges/) to learn about special configurations that maybe needed for each exchange. Please read the [exchange-specific notes](docs/exchanges.md) to learn about special configurations that maybe needed for each exchange.
### Supported Spot Exchanges ### Supported Spot Exchanges
@@ -50,9 +49,8 @@ Please read the [exchange-specific notes](https://www.freqtrade.io/en/stable/exc
- [X] [Hyperliquid](https://hyperliquid.xyz/) (A decentralized exchange, or DEX) - [X] [Hyperliquid](https://hyperliquid.xyz/) (A decentralized exchange, or DEX)
- [X] [OKX](https://okx.com/) - [X] [OKX](https://okx.com/)
- [X] [Bybit](https://bybit.com/) - [X] [Bybit](https://bybit.com/)
- [X] [Kraken](https://www.kraken.com/features/futures)
Please make sure to read the [exchange specific notes](https://www.freqtrade.io/en/stable/exchanges/), as well as the [trading with leverage](https://www.freqtrade.io/en/stable/leverage/) documentation before diving in. Please make sure to read the [exchange specific notes](docs/exchanges.md), as well as the [trading with leverage](docs/leverage.md) documentation before diving in.
### Community tested ### Community tested
@@ -144,7 +142,7 @@ options:
### Telegram RPC commands ### Telegram RPC commands
Telegram is not mandatory. However, this is a great way to control your bot. More details and the full command list on the [documentation](https://www.freqtrade.io/en/stable/telegram-usage/) Telegram is not mandatory. However, this is a great way to control your bot. More details and the full command list on the [documentation](https://www.freqtrade.io/en/latest/telegram-usage/)
- `/start`: Starts the trader. - `/start`: Starts the trader.
- `/stop`: Stops the trader. - `/stop`: Stops the trader.
+2 -5
View File
@@ -649,7 +649,6 @@
"ProducerPairList", "ProducerPairList",
"RemotePairList", "RemotePairList",
"MarketCapPairList", "MarketCapPairList",
"CrossMarketPairList",
"AgeFilter", "AgeFilter",
"DelistFilter", "DelistFilter",
"FullTradesFilter", "FullTradesFilter",
@@ -1058,8 +1057,7 @@
}, },
"jwt_secret_key": { "jwt_secret_key": {
"description": "Secret key for JWT authentication.", "description": "Secret key for JWT authentication.",
"type": "string", "type": "string"
"default": "somethingRandomSomethingRandom123"
}, },
"CORS_origins": { "CORS_origins": {
"description": "List of allowed CORS origins.", "description": "List of allowed CORS origins.",
@@ -1082,8 +1080,7 @@
"listen_ip_address", "listen_ip_address",
"listen_port", "listen_port",
"username", "username",
"password", "password"
"jwt_secret_key"
] ]
}, },
"db_url": { "db_url": {
+1 -1
View File
@@ -70,7 +70,7 @@
"listen_ip_address": "127.0.0.1", "listen_ip_address": "127.0.0.1",
"listen_port": 8080, "listen_port": 8080,
"verbosity": "error", "verbosity": "error",
"jwt_secret_key": "somethingRandomSomethingRandom123", "jwt_secret_key": "somethingrandom",
"CORS_origins": [], "CORS_origins": [],
"username": "freqtrader", "username": "freqtrader",
"password": "SuperSecurePassword" "password": "SuperSecurePassword"
+1 -1
View File
@@ -177,7 +177,7 @@
"listen_port": 8080, "listen_port": 8080,
"verbosity": "error", "verbosity": "error",
"enable_openapi": false, "enable_openapi": false,
"jwt_secret_key": "somethingRandomSomethingRandom123", "jwt_secret_key": "somethingrandom",
"CORS_origins": [], "CORS_origins": [],
"username": "freqtrader", "username": "freqtrader",
"password": "SuperSecurePassword", "password": "SuperSecurePassword",
+1 -1
View File
@@ -75,7 +75,7 @@
"listen_ip_address": "127.0.0.1", "listen_ip_address": "127.0.0.1",
"listen_port": 8080, "listen_port": 8080,
"verbosity": "error", "verbosity": "error",
"jwt_secret_key": "somethingRandomSomethingRandom123", "jwt_secret_key": "somethingrandom",
"CORS_origins": [], "CORS_origins": [],
"username": "freqtrader", "username": "freqtrader",
"password": "SuperSecurePassword" "password": "SuperSecurePassword"
+4 -4
View File
@@ -1,4 +1,4 @@
FROM python:3.11.14-slim-bookworm AS base FROM python:3.13.11-slim-trixie AS base
# Setup env # Setup env
ENV LANG=C.UTF-8 ENV LANG=C.UTF-8
@@ -13,7 +13,7 @@ RUN mkdir /freqtrade \
&& apt-get update \ && apt-get update \
&& apt-get -y install sudo libatlas3-base libopenblas-dev curl sqlite3 libutf8proc-dev libsnappy-dev \ && apt-get -y install sudo libatlas3-base libopenblas-dev curl sqlite3 libutf8proc-dev libsnappy-dev \
&& apt-get clean \ && apt-get clean \
&& useradd -u 1000 -G sudo -U -m ftuser \ && useradd -u 1000 -G sudo -U -m -s /bin/bash ftuser \
&& chown ftuser:ftuser /freqtrade \ && chown ftuser:ftuser /freqtrade \
# Allow sudoers # Allow sudoers
&& echo "ftuser ALL=(ALL) NOPASSWD: /bin/chown" >> /etc/sudoers \ && echo "ftuser ALL=(ALL) NOPASSWD: /bin/chown" >> /etc/sudoers \
@@ -24,12 +24,12 @@ WORKDIR /freqtrade
# Install dependencies # Install dependencies
FROM base AS python-deps FROM base AS python-deps
RUN apt-get update \ RUN apt-get update \
&& apt-get -y install build-essential libssl-dev libffi-dev libgfortran5 pkg-config cmake gcc \ && apt-get -y install build-essential libssl-dev git libffi-dev libgfortran5 pkg-config cmake gcc \
&& apt-get clean \ && apt-get clean \
&& echo "[global]\nextra-index-url=https://www.piwheels.org/simple" > /etc/pip.conf && echo "[global]\nextra-index-url=https://www.piwheels.org/simple" > /etc/pip.conf
# Install TA-lib # Install TA-lib
COPY build_helpers/* /tmp/ COPY build_helpers/*.whl /tmp/
# Install dependencies # Install dependencies
COPY --chown=ftuser:ftuser requirements.txt /freqtrade/ COPY --chown=ftuser:ftuser requirements.txt /freqtrade/
+2 -2
View File
@@ -73,7 +73,7 @@ services:
volumes: volumes:
- "./user_data:/freqtrade/user_data" - "./user_data:/freqtrade/user_data"
# Expose api on port 8080 (localhost only) # Expose api on port 8080 (localhost only)
# Please read the https://www.freqtrade.io/en/stable/rest-api/ documentation # Please read the https://www.freqtrade.io/en/latest/rest-api/ documentation
# before enabling this. # before enabling this.
ports: ports:
- "127.0.0.1:8080:8080" - "127.0.0.1:8080:8080"
@@ -100,7 +100,7 @@ services:
volumes: volumes:
- "./user_data:/freqtrade/user_data" - "./user_data:/freqtrade/user_data"
# Expose api on port 8080 (localhost only) # Expose api on port 8080 (localhost only)
# Please read the https://www.freqtrade.io/en/stable/rest-api/ documentation # Please read the https://www.freqtrade.io/en/latest/rest-api/ documentation
# before enabling this. # before enabling this.
ports: ports:
- "127.0.0.1:8081:8080" - "127.0.0.1:8081:8080"
+9 -6
View File
@@ -64,15 +64,18 @@ options:
--strategy-list STRATEGY_LIST [STRATEGY_LIST ...] --strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
Provide a space-separated list of strategies to Provide a space-separated list of strategies to
backtest. Please note that timeframe needs to be set backtest. Please note that timeframe needs to be set
either in config or via command line. either in config or via command line. When using this
together with `--export trades`, the strategy-name is
injected into the filename (so `backtest-data.json`
becomes `backtest-data-SampleStrategy.json`
--export {none,trades,signals} --export {none,trades,signals}
Export backtest results (default: trades). Export backtest results (default: trades).
--backtest-filename, --export-filename PATH --backtest-filename, --export-filename PATH
DEPRECATED: This option is deprecated for backtesting Use this filename for backtest results.Example:
and will be removed in a future release. Using a `--backtest-
custom filename for backtest results is no longer filename=backtest_results_2020-09-27_16-20-48.json`.
supported. Use `--backtest-directory` to specify the Assumes either `user_data/backtest_results/` or
directory. `--export-directory` as base directory.
--backtest-directory, --export-directory PATH --backtest-directory, --export-directory PATH
Directory to use for backtest results. Example: Directory to use for backtest results. Example:
`--export-directory=user_data/backtest_results/`. `--export-directory=user_data/backtest_results/`.
+4 -1
View File
@@ -62,7 +62,10 @@ options:
--strategy-list STRATEGY_LIST [STRATEGY_LIST ...] --strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
Provide a space-separated list of strategies to Provide a space-separated list of strategies to
backtest. Please note that timeframe needs to be set backtest. Please note that timeframe needs to be set
either in config or via command line. either in config or via command line. When using this
together with `--export trades`, the strategy-name is
injected into the filename (so `backtest-data.json`
becomes `backtest-data-SampleStrategy.json`
--export {none,trades,signals} --export {none,trades,signals}
Export backtest results (default: trades). Export backtest results (default: trades).
--backtest-filename, --export-filename PATH --backtest-filename, --export-filename PATH
+4 -1
View File
@@ -10,7 +10,10 @@ options:
--strategy-list STRATEGY_LIST [STRATEGY_LIST ...] --strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
Provide a space-separated list of strategies to Provide a space-separated list of strategies to
backtest. Please note that timeframe needs to be set backtest. Please note that timeframe needs to be set
either in config or via command line. either in config or via command line. When using this
together with `--export trades`, the strategy-name is
injected into the filename (so `backtest-data.json`
becomes `backtest-data-SampleStrategy.json`
--strategy-path PATH Specify additional strategy lookup path. --strategy-path PATH Specify additional strategy lookup path.
--recursive-strategy-search --recursive-strategy-search
Recursively search for a strategy in the strategies Recursively search for a strategy in the strategies
+5 -5
View File
@@ -191,7 +191,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| | **Unfilled timeout** | | **Unfilled timeout**
| `unfilledtimeout.entry` | **Required.** How long (in minutes or seconds) the bot will wait for an unfilled entry order to complete, after which the order will be cancelled. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer | `unfilledtimeout.entry` | **Required.** How long (in minutes or seconds) the bot will wait for an unfilled entry order to complete, after which the order will be cancelled. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer
| `unfilledtimeout.exit` | **Required.** How long (in minutes or seconds) the bot will wait for an unfilled exit order to complete, after which the order will be cancelled and repeated at current (new) price, as long as there is a signal. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer | `unfilledtimeout.exit` | **Required.** How long (in minutes or seconds) the bot will wait for an unfilled exit order to complete, after which the order will be cancelled and repeated at current (new) price, as long as there is a signal. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer
| `unfilledtimeout.unit` | Unit to use in unfilledtimeout setting. Note: If you set `unfilledtimeout.unit` to "seconds", "internals.process_throttle_secs" must be inferior or equal to timeout [Strategy Override](#parameters-in-the-strategy). <br> *Defaults to `"minutes"`.* <br> **Datatype:** String | `unfilledtimeout.unit` | Unit to use in unfilledtimeout setting. Note: If you set unfilledtimeout.unit to "seconds", "internals.process_throttle_secs" must be inferior or equal to timeout [Strategy Override](#parameters-in-the-strategy). <br> *Defaults to `"minutes"`.* <br> **Datatype:** String
| `unfilledtimeout.exit_timeout_count` | How many times can exit orders time out. Once this number of timeouts is reached, an emergency exit is triggered. 0 to disable and allow unlimited order cancels. [Strategy Override](#parameters-in-the-strategy).<br>*Defaults to `0`.* <br> **Datatype:** Integer | `unfilledtimeout.exit_timeout_count` | How many times can exit orders time out. Once this number of timeouts is reached, an emergency exit is triggered. 0 to disable and allow unlimited order cancels. [Strategy Override](#parameters-in-the-strategy).<br>*Defaults to `0`.* <br> **Datatype:** Integer
| | **Pricing** | | **Pricing**
| `entry_pricing.price_side` | Select the side of the spread the bot should look at to get the entry rate. [More information below](#entry-price).<br> *Defaults to `"same"`.* <br> **Datatype:** String (either `ask`, `bid`, `same` or `other`). | `entry_pricing.price_side` | Select the side of the spread the bot should look at to get the entry rate. [More information below](#entry-price).<br> *Defaults to `"same"`.* <br> **Datatype:** String (either `ask`, `bid`, `same` or `other`).
@@ -229,7 +229,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `exchange.enable_ws` | Enable the usage of Websockets for the exchange. <br>[More information](#consuming-exchange-websockets).<br>*Defaults to `true`.* <br> **Datatype:** Boolean | `exchange.enable_ws` | Enable the usage of Websockets for the exchange. <br>[More information](#consuming-exchange-websockets).<br>*Defaults to `true`.* <br> **Datatype:** Boolean
| `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. <br>*Defaults to `60` minutes.* <br> **Datatype:** Positive Integer | `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. <br>*Defaults to `60` minutes.* <br> **Datatype:** Positive Integer
| `exchange.skip_open_order_update` | Skips open order updates on startup should the exchange cause problems. Only relevant in live conditions.<br>*Defaults to `false`*<br> **Datatype:** Boolean | `exchange.skip_open_order_update` | Skips open order updates on startup should the exchange cause problems. Only relevant in live conditions.<br>*Defaults to `false`*<br> **Datatype:** Boolean
| `exchange.unknown_fee_rate` | Fallback value to use when calculating trading fees. This can be useful for exchanges which have fees in non-tradable currencies. The value provided here will be multiplied with the "fee cost".<br>*Defaults to `None`*<br> **Datatype:** float | `exchange.unknown_fee_rate` | Fallback value to use when calculating trading fees. This can be useful for exchanges which have fees in non-tradable currencies. The value provided here will be multiplied with the "fee cost".<br>*Defaults to `None`<br> **Datatype:** float
| `exchange.log_responses` | Log relevant exchange responses. For debug mode only - use with care.<br>*Defaults to `false`*<br> **Datatype:** Boolean | `exchange.log_responses` | Log relevant exchange responses. For debug mode only - use with care.<br>*Defaults to `false`*<br> **Datatype:** Boolean
| `exchange.only_from_ccxt` | Prevent data-download from data.binance.vision. Leaving this as false can greatly speed up downloads, but may be problematic if the site is not available.<br>*Defaults to `false`*<br> **Datatype:** Boolean | `exchange.only_from_ccxt` | Prevent data-download from data.binance.vision. Leaving this as false can greatly speed up downloads, but may be problematic if the site is not available.<br>*Defaults to `false`*<br> **Datatype:** Boolean
| `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. <br>*Defaults to `true`.* <br> **Datatype:** Boolean | `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. <br>*Defaults to `true`.* <br> **Datatype:** Boolean
@@ -240,7 +240,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `telegram.token` | Your Telegram bot token. Only required if `telegram.enabled` is `true`. <br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String | `telegram.token` | Your Telegram bot token. Only required if `telegram.enabled` is `true`. <br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
| `telegram.chat_id` | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. <br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String | `telegram.chat_id` | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. <br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
| `telegram.balance_dust_level` | Dust-level (in stake currency) - currencies with a balance below this will not be shown by `/balance`. <br> **Datatype:** float | `telegram.balance_dust_level` | Dust-level (in stake currency) - currencies with a balance below this will not be shown by `/balance`. <br> **Datatype:** float
| `telegram.reload` | Allow "reload" buttons on telegram messages. <br>*Defaults to `true`.*<br> **Datatype:** boolean | `telegram.reload` | Allow "reload" buttons on telegram messages. <br>*Defaults to `true`.<br> **Datatype:** boolean
| `telegram.notification_settings.*` | Detailed notification settings. Refer to the [telegram documentation](telegram-usage.md) for details.<br> **Datatype:** dictionary | `telegram.notification_settings.*` | Detailed notification settings. Refer to the [telegram documentation](telegram-usage.md) for details.<br> **Datatype:** dictionary
| `telegram.allow_custom_messages` | Enable the sending of Telegram messages from strategies via the dataprovider.send_msg() function. <br> **Datatype:** Boolean | `telegram.allow_custom_messages` | Enable the sending of Telegram messages from strategies via the dataprovider.send_msg() function. <br> **Datatype:** Boolean
| | **Webhook** | | **Webhook**
@@ -280,8 +280,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `add_config_files` | Additional config files. These files will be loaded and merged with the current config file. The files are resolved relative to the initial file.<br> *Defaults to `[]`*. <br> **Datatype:** List of strings | `add_config_files` | Additional config files. These files will be loaded and merged with the current config file. The files are resolved relative to the initial file.<br> *Defaults to `[]`*. <br> **Datatype:** List of strings
| `dataformat_ohlcv` | Data format to use to store historical candle (OHLCV) data. <br> *Defaults to `feather`*. <br> **Datatype:** String | `dataformat_ohlcv` | Data format to use to store historical candle (OHLCV) data. <br> *Defaults to `feather`*. <br> **Datatype:** String
| `dataformat_trades` | Data format to use to store historical trades data. <br> *Defaults to `feather`*. <br> **Datatype:** String | `dataformat_trades` | Data format to use to store historical trades data. <br> *Defaults to `feather`*. <br> **Datatype:** String
| `reduce_df_footprint` | Recast all numeric columns to float32/int32, with the objective of reducing ram/disk usage (and decreasing train/inference timing backtesting/hyperopt and in FreqAI). <br> Default: `False`. <br> **Datatype:** Boolean. | `reduce_df_footprint` | Recast all numeric columns to float32/int32, with the objective of reducing ram/disk usage (and decreasing train/inference timing backtesting/hyperopt and in FreqAI). <br> **Datatype:** Boolean. <br> Default: `False`.
| `log_config` | Dictionary containing the log config for python logging. [more info](advanced-setup.md#advanced-logging) <br> Default: `FtRichHandler` <br> **Datatype:** dict. | `log_config` | Dictionary containing the log config for python logging. [more info](advanced-setup.md#advanced-logging) <br> **Datatype:** dict. <br> Default: `FtRichHandler`
### Parameters in the strategy ### Parameters in the strategy
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@@ -269,8 +269,6 @@ If `--convert` is also provided, the resample step will happen automatically and
!!! Note "Kraken user" !!! Note "Kraken user"
Kraken users should read [this](exchanges.md#historic-kraken-data) before starting to download data. Kraken users should read [this](exchanges.md#historic-kraken-data) before starting to download data.
Kraken Futures uses standard OHLCV downloads and does not require `--dl-trades`.
Example call: Example call:
```bash ```bash
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@@ -217,32 +217,6 @@ freqtrade download-data --exchange kraken --dl-trades -p BTC/EUR BCH/EUR
Please pay attention that rateLimit configuration entry holds delay in milliseconds between requests, NOT requests/sec rate. Please pay attention that rateLimit configuration entry holds delay in milliseconds between requests, NOT requests/sec rate.
So, in order to mitigate Kraken API "Rate limit exceeded" exception, this configuration should be increased, NOT decreased. So, in order to mitigate Kraken API "Rate limit exceeded" exception, this configuration should be increased, NOT decreased.
## Kraken Futures
Kraken Futures uses the exchange id `krakenfutures` and supports isolated futures mode.
```jsonc
"exchange": {
"name": "krakenfutures",
"key": "your_exchange_key",
"secret": "your_exchange_secret"
},
"trading_mode": "futures",
"margin_mode": "isolated",
"stake_currency": "USD"
```
!!! Tip "Stoploss on Exchange"
Kraken Futures supports `stoploss_on_exchange` with both `limit` and `market` stop orders.
Use `order_types.stoploss_price_type` to select the trigger price source (`mark`, `last`, or `index`).
!!! Note "Collateral"
Kraken Futures is USD-settled. Use USD as your stake currency.
!!! Note "Flex (Multi-collateral) Accounts"
Kraken Futures flex accounts allow collateral in multiple currencies, while trading remains USD-settled.
Freqtrade derives the `USD` balance from Kraken margin fields, so keep `stake_currency` set to `USD`.
## Kucoin ## Kucoin
Kucoin requires a passphrase for each api key, you will therefore need to add this key into the configuration so your exchange section looks as follows: Kucoin requires a passphrase for each api key, you will therefore need to add this key into the configuration so your exchange section looks as follows:
@@ -345,6 +319,7 @@ 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. We do strongly recommend to limit all API keys to the IP you're going to use it from.
## Bitmart ## Bitmart
Bitmart requires the API key Memo (the name you give the API key) to go along with the exchange key and secret. Bitmart requires the API key Memo (the name you give the API key) to go along with the exchange key and secret.
@@ -394,11 +369,6 @@ On startup, freqtrade will set the position mode to "One-way Mode" for the whole
!!! Tip "Stoploss on Exchange" !!! Tip "Stoploss on Exchange"
Hyperliquid supports `stoploss_on_exchange` and uses `stop-loss-limit` orders. It provides great advantages, so we recommend to benefit from it. Hyperliquid supports `stoploss_on_exchange` and uses `stop-loss-limit` orders. It provides great advantages, so we recommend to benefit from it.
!!! Warning "Unified accounts"
Hyperliquid unified accounts are supported - though this relies freqtrade's assumption of "owning" the account, and being the only one trading on it (in this case, extended to both spot and futures).
We hence recommend the usage of subaccounts where possible, and to avoid manual trading on the same account while the bot is running.
Freqtrade will attempt to detect the account type on startup - changing the account type mid-trading is not supported and may lead to exceptions and errors.
Hyperliquid is a Decentralized Exchange (DEX). Decentralized exchanges work a bit different compared to normal exchanges. Instead of authenticating private API calls using an API key, private API calls need to be signed with the private key of your wallet (We recommend using an api Wallet for this, generated either on Hyperliquid or in your wallet of choice). Hyperliquid is a Decentralized Exchange (DEX). Decentralized exchanges work a bit different compared to normal exchanges. Instead of authenticating private API calls using an API key, private API calls need to be signed with the private key of your wallet (We recommend using an api Wallet for this, generated either on Hyperliquid or in your wallet of choice).
This needs to be configured like this: This needs to be configured like this:
@@ -454,7 +424,6 @@ Your balance and trades will now be used from your vault / subaccount - and no l
!!! Note !!! Note
You can only use either a vault or a subaccount - not both at the same time. You can only use either a vault or a subaccount - not both at the same time.
### Historic Hyperliquid data ### Historic Hyperliquid data
The Hyperliquid API does not provide historic data beyond the single call to fetch current data, so downloading data is not possible, as the downloaded data would not constitute proper historic data. The Hyperliquid API does not provide historic data beyond the single call to fetch current data, so downloading data is not possible, as the downloaded data would not constitute proper historic data.
@@ -489,8 +458,6 @@ Replace `"dex_name_1"` and `"dex_name_2"` with the actual names of the HIP-3 DEX
!!! Note !!! Note
HIP-3 DEXes share the same wallet and free amount of collateral as your main Hyperliquid account. Trades on different DEXes will affect your overall account balance and margin. HIP-3 DEXes share the same wallet and free amount of collateral as your main Hyperliquid account. Trades on different DEXes will affect your overall account balance and margin.
The pair name for HIP-3 pairs will be slightly different than non HIP-3 pairs. Please use `list-pairs` subcommand to get the correct pair naming for all pairs for the specified dexes.
## Bitvavo ## Bitvavo
If your account is required to use an operatorId, you can set it in the configuration file as follows: If your account is required to use an operatorId, you can set it in the configuration file as follows:
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@@ -260,10 +260,6 @@ freqtrade trade --config config_examples/config_freqai.example.json --strategy F
PyTorch dropped support for macOS x64 (intel based Apple devices) in version 2.3. Subsequently, freqtrade also dropped support for PyTorch on this platform. PyTorch dropped support for macOS x64 (intel based Apple devices) in version 2.3. Subsequently, freqtrade also dropped support for PyTorch on this platform.
!!! Danger "Security notice"
Loading saved models from disk can cause security issues if using remote model files (files you downloaded from the internet or received from an untrusted source) due to having the necessity to have `weights_only=False`, which can cause security problems.
As long as you only load models that you have trained yourself, there is no risk.
### Structure ### Structure
#### Model #### Model
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@@ -106,7 +106,6 @@ Mandatory parameters are marked as **Required** and have to be set in one of the
| `n_epochs` | The `n_epochs` parameter is a crucial setting in the PyTorch training loop that determines the number of times the entire training dataset will be used to update the model's parameters. An epoch represents one full pass through the entire training dataset. Overrides `n_steps`. Either `n_epochs` or `n_steps` must be set. <br><br> **Datatype:** int. optional. <br> Default: `10`. | `n_epochs` | The `n_epochs` parameter is a crucial setting in the PyTorch training loop that determines the number of times the entire training dataset will be used to update the model's parameters. An epoch represents one full pass through the entire training dataset. Overrides `n_steps`. Either `n_epochs` or `n_steps` must be set. <br><br> **Datatype:** int. optional. <br> Default: `10`.
| `n_steps` | An alternative way of setting `n_epochs` - the number of training iterations to run. Iteration here refer to the number of times we call `optimizer.step()`. Ignored if `n_epochs` is set. A simplified version of the function: <br><br> n_epochs = n_steps / (n_obs / batch_size) <br><br> The motivation here is that `n_steps` is easier to optimize and keep stable across different n_obs - the number of data points. <br> <br> **Datatype:** int. optional. <br> Default: `None`. | `n_steps` | An alternative way of setting `n_epochs` - the number of training iterations to run. Iteration here refer to the number of times we call `optimizer.step()`. Ignored if `n_epochs` is set. A simplified version of the function: <br><br> n_epochs = n_steps / (n_obs / batch_size) <br><br> The motivation here is that `n_steps` is easier to optimize and keep stable across different n_obs - the number of data points. <br> <br> **Datatype:** int. optional. <br> Default: `None`.
| `batch_size` | The size of the batches to use during training. <br><br> **Datatype:** int. <br> Default: `64`. | `batch_size` | The size of the batches to use during training. <br><br> **Datatype:** int. <br> Default: `64`.
| `early_stopping_patience` | Number of epochs with no improvement in validation loss before training is stopped early. This helps prevent overfitting by halting training when the model stops improving. Set to `0` to disable early stopping. Requires a test/validation split (`test_size > 0`). <br><br> **Datatype:** int. <br> Default: `0` (disabled).
### Additional parameters ### Additional parameters
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@@ -45,7 +45,7 @@ where `ReinforcementLearner` will use the templated `ReinforcementLearner` from
More details about feature engineering available: More details about feature engineering available:
https://www.freqtrade.io/en/stable/freqai-feature-engineering https://www.freqtrade.io/en/latest/freqai-feature-engineering
:param df: strategy dataframe which will receive the targets :param df: strategy dataframe which will receive the targets
usage example: dataframe["&-target"] = dataframe["close"].shift(-1) / dataframe["close"] usage example: dataframe["&-target"] = dataframe["close"].shift(-1) / dataframe["close"]
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@@ -87,10 +87,6 @@ To save the models generated during a particular backtest so that you can start
To ensure that the model can be reused, freqAI will call your strategy with a dataframe of length 1. To ensure that the model can be reused, freqAI will call your strategy with a dataframe of length 1.
If your strategy requires more data than this to generate the same features, you can't reuse backtest predictions for live deployment and need to update your `identifier` for each new backtest. If your strategy requires more data than this to generate the same features, you can't reuse backtest predictions for live deployment and need to update your `identifier` for each new backtest.
!!! Danger "Security notice"
Loading saved models from disk can cause security issues if using remote model files (files you downloaded from the internet or received from an untrusted source) due to having the necessity to have `weights_only=False`, which can cause security problems.
As long as you only load models that you have trained yourself, there is no risk.
### Backtest live collected predictions ### Backtest live collected predictions
FreqAI allow you to reuse live historic predictions through the backtest parameter `--freqai-backtest-live-models`. This can be useful when you want to reuse predictions generated in dry/run for comparison or other study. FreqAI allow you to reuse live historic predictions through the backtest parameter `--freqai-backtest-live-models`. This can be useful when you want to reuse predictions generated in dry/run for comparison or other study.
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@@ -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)). 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 !!! 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/stable/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: Features include:
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@@ -15,7 +15,7 @@ Assuming your application is deployed as `https://frequi.freqtrade.io/home/` - t
```jsonc ```jsonc
{ {
//... //...
"jwt_secret_key": "somethingRandomSomethingRandom123", "jwt_secret_key": "somethingrandom",
"CORS_origins": ["https://frequi.freqtrade.io"], "CORS_origins": ["https://frequi.freqtrade.io"],
//... //...
} }
@@ -29,7 +29,7 @@ The correct configuration for this case is `http://localhost:8080` - the main pa
```jsonc ```jsonc
{ {
//... //...
"jwt_secret_key": "somethingRandomSomethingRandom123", "jwt_secret_key": "somethingrandom",
"CORS_origins": ["http://localhost:8080"], "CORS_origins": ["http://localhost:8080"],
//... //...
} }
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@@ -15,7 +15,6 @@
| [Hyperliquid](exchanges.md#hyperliquid) | spot | | ❌ (not supported) | | [Hyperliquid](exchanges.md#hyperliquid) | spot | | ❌ (not supported) |
| [Hyperliquid](exchanges.md#hyperliquid) | futures | isolated, cross | limit | | [Hyperliquid](exchanges.md#hyperliquid) | futures | isolated, cross | limit |
| [Kraken](exchanges.md#kraken) | spot | | market, limit | | [Kraken](exchanges.md#kraken) | spot | | market, limit |
| [Kraken](exchanges.md#kraken-futures) | futures | isolated | market, limit |
| [OKX](exchanges.md#okx) | spot | | limit | | [OKX](exchanges.md#okx) | spot | | limit |
| [OKX](exchanges.md#okx) | futures | isolated | limit | | [OKX](exchanges.md#okx) | futures | isolated | limit |
| [Bitvavo](exchanges.md#bitvavo) | spot | | ❌ (not supported) | | [Bitvavo](exchanges.md#bitvavo) | spot | | ❌ (not supported) |
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@@ -2,11 +2,11 @@
Pairlist Handlers define the list of pairs (pairlist) that the bot should trade. They are configured in the `pairlists` section of the configuration settings. Pairlist Handlers define the list of pairs (pairlist) that the bot should trade. They are configured in the `pairlists` section of the configuration settings.
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), [`CrossMarketPairList`](#crossmarketpairlist), [`MarketCapPairlist`](#marketcappairlist) and [`PercentChangePairList`](#percent-change-pair-list) Pairlist Handlers). 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), [`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. 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`, `PercentChangePairList` or `CrossMarketPairList` as the starting Pairlist Handler. 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.
Inactive markets are always removed from the resulting pairlist. Explicitly blacklisted pairs (those in the `pair_blacklist` configuration setting) are also always removed from the resulting pairlist. Inactive markets are always removed from the resulting pairlist. Explicitly blacklisted pairs (those in the `pair_blacklist` configuration setting) are also always removed from the resulting pairlist.
@@ -26,7 +26,6 @@ You may also use something like `.*DOWN/BTC` or `.*UP/BTC` to exclude leveraged
* [`ProducerPairList`](#producerpairlist) * [`ProducerPairList`](#producerpairlist)
* [`RemotePairList`](#remotepairlist) * [`RemotePairList`](#remotepairlist)
* [`MarketCapPairList`](#marketcappairlist) * [`MarketCapPairList`](#marketcappairlist)
* [`CrossMarketPairList`](#crossmarketpairlist)
* [`AgeFilter`](#agefilter) * [`AgeFilter`](#agefilter)
* [`DelistFilter`](#delistfilter) * [`DelistFilter`](#delistfilter)
* [`FullTradesFilter`](#fulltradesfilter) * [`FullTradesFilter`](#fulltradesfilter)
@@ -304,8 +303,6 @@ The optional `mode` option specifies if the pairlist should be used as a `blackl
The optional `processing_mode` option in the RemotePairList configuration determines how the retrieved pairlist is processed. It can have two values: "filter" or "append". The default value is "filter". The optional `processing_mode` option in the RemotePairList configuration determines how the retrieved pairlist is processed. It can have two values: "filter" or "append". The default value is "filter".
The optional `number_assets` option in the RemotePairList configuration determines how many pairs will be returned if used in whitelist `mode`. By default, all pairs will be returned. In blacklist `mode`, this option will be ignored.
In "filter" mode, the retrieved pairlist is used as a filter. Only the pairs present in both the original pairlist and the retrieved pairlist are included in the final pairlist. Other pairs are filtered out. In "filter" mode, the retrieved pairlist is used as a filter. Only the pairs present in both the original pairlist and the retrieved pairlist are included in the final pairlist. Other pairs are filtered out.
In "append" mode, the retrieved pairlist is added to the original pairlist. All pairs from both lists are included in the final pairlist without any filtering. In "append" mode, the retrieved pairlist is added to the original pairlist. All pairs from both lists are included in the final pairlist without any filtering.
@@ -405,12 +402,6 @@ Coins like 1000PEPE/USDT or KPEPE/USDT:USDT are detected on a best effort basis,
!!! Danger "Duplicate symbols in coingecko" !!! Danger "Duplicate symbols in coingecko"
Coingecko often has duplicate symbols, where the same symbol is used for different coins. Freqtrade will use the symbol as is and try to search for it on the exchange. If the symbol exists - it will be used. Freqtrade will however not check if the _intended_ symbol is the one coingecko meant. This can sometimes lead to unexpected results, especially on low volume coins or with meme coin categories. Coingecko often has duplicate symbols, where the same symbol is used for different coins. Freqtrade will use the symbol as is and try to search for it on the exchange. If the symbol exists - it will be used. Freqtrade will however not check if the _intended_ symbol is the one coingecko meant. This can sometimes lead to unexpected results, especially on low volume coins or with meme coin categories.
#### CrossMarketPairList
Generate or filter pairs based of their availability on the opposite market.
The `pairs_exist_on` setting defines whether the pairs should exists on both spot and futures market (`both_markets`) or only exist on the specified trading mode (`current_market_only`). By default, the plugin will be in `both_markets` setting, which means whitelisted pairs have to exists on both spot and futures markets.
#### AgeFilter #### AgeFilter
Removes pairs that have been listed on the exchange for less than `min_days_listed` days (defaults to `10`) or more than `max_days_listed` days (defaults `None` mean infinity). Removes pairs that have been listed on the exchange for less than `min_days_listed` days (defaults to `10`) or more than `max_days_listed` days (defaults `None` mean infinity).
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@@ -20,15 +20,15 @@ All protection end times are rounded up to the next candle to avoid sudden, unex
### Common settings to all Protections ### Common settings to all Protections
| Parameter | Description | | Parameter| Description |
| --------- | ---------- | |------------|-------------|
| `method` | Protection name to use. <br> **Datatype:** String, selected from [available Protections](#available-protections) | | `method` | Protection name to use. <br> **Datatype:** String, selected from [available Protections](#available-protections)
| `stop_duration_candles` | For how many candles should the lock be set? <br> **Datatype:** Positive integer (in candles) | | `stop_duration_candles` | For how many candles should the lock be set? <br> **Datatype:** Positive integer (in candles)
| `stop_duration` | how many minutes should protections be locked. <br>Cannot be used together with `stop_duration_candles`. <br> **Datatype:** Float (in minutes) | | `stop_duration` | how many minutes should protections be locked. <br>Cannot be used together with `stop_duration_candles`. <br> **Datatype:** Float (in minutes)
| `lookback_period_candles` | Only trades that completed within the last `lookback_period_candles` candles will be considered. This setting may be ignored by some Protections. <br> **Datatype:** Positive integer (in candles). | | `lookback_period_candles` | Only trades that completed within the last `lookback_period_candles` candles will be considered. This setting may be ignored by some Protections. <br> **Datatype:** Positive integer (in candles).
| `lookback_period` | Only trades that completed after `current_time - lookback_period` will be considered. <br>Cannot be used together with `lookback_period_candles`. <br>This setting may be ignored by some Protections. <br> **Datatype:** Float (in minutes) | | `lookback_period` | Only trades that completed after `current_time - lookback_period` will be considered. <br>Cannot be used together with `lookback_period_candles`. <br>This setting may be ignored by some Protections. <br> **Datatype:** Float (in minutes)
| `trade_limit` | Number of trades required at minimum (not used by all Protections). <br> **Datatype:** Positive integer | | `trade_limit` | Number of trades required at minimum (not used by all Protections). <br> **Datatype:** Positive integer
| `unlock_at` | Time when trading will be unlocked regularly (not used by all Protections). <br> **Datatype:** string <br>**Input Format:** "HH:MM" (24-hours) | | `unlock_at` | Time when trading will be unlocked regularly (not used by all Protections). <br> **Datatype:** string <br>**Input Format:** "HH:MM" (24-hours)
!!! Note "Durations" !!! Note "Durations"
Durations (`stop_duration*` and `lookback_period*` can be defined in either minutes or candles). Durations (`stop_duration*` and `lookback_period*` can be defined in either minutes or candles).
@@ -69,17 +69,7 @@ def protections(self):
#### MaxDrawdown #### MaxDrawdown
The `MaxDrawdown` protection evaluates trades that closed within the current `lookback_period` (or `lookback_period_candles`). `MaxDrawdown` uses all trades within `lookback_period` in minutes (or in candles when using `lookback_period_candles`) to determine the maximum drawdown. If the drawdown is below `max_allowed_drawdown`, trading will stop for `stop_duration` in minutes (or in candles when using `stop_duration_candles`) after the last trade - assuming that the bot needs some time to let markets recover.
It supports 2 calculation modes:
- `calculation_mode: "ratios"` (default): Legacy approximation based on cumulative profit ratios.
- `calculation_mode: "equity"`: Standard peak-to-trough drawdown on the account equity curve, using starting balance and cumulative absolute profit.
With `calculation_mode: "ratios"`, drawdown is derived from cumulative trade profit ratios, not from the account equity curve. This is kept for backward compatibility and can differ from account-level drawdown when position sizing changes over time.
For new setups, `calculation_mode: "equity"` is recommended. Prefer `calculation_mode: "ratios"` only when you intentionally rely on legacy behavior, especially with fixed stake amount configurations where ratio-based behavior is easier to reason about.
If the observed drawdown exceeds `max_allowed_drawdown`, trading will stop for `stop_duration` after the last trade - assuming that the bot needs some time to let markets recover.
The below sample stops trading for 12 candles if max-drawdown is > 20% considering all pairs - with a minimum of `trade_limit` trades - within the last 48 candles. If desired, `lookback_period` and/or `stop_duration` can be used. The below sample stops trading for 12 candles if max-drawdown is > 20% considering all pairs - with a minimum of `trade_limit` trades - within the last 48 candles. If desired, `lookback_period` and/or `stop_duration` can be used.
@@ -89,7 +79,6 @@ def protections(self):
return [ return [
{ {
"method": "MaxDrawdown", "method": "MaxDrawdown",
"calculation_mode": "equity",
"lookback_period_candles": 48, "lookback_period_candles": 48,
"trade_limit": 20, "trade_limit": 20,
"stop_duration_candles": 12, "stop_duration_candles": 12,
@@ -171,7 +160,6 @@ class AwesomeStrategy(IStrategy)
}, },
{ {
"method": "MaxDrawdown", "method": "MaxDrawdown",
"calculation_mode": "equity",
"lookback_period_candles": 48, "lookback_period_candles": 48,
"trade_limit": 20, "trade_limit": 20,
"stop_duration_candles": 4, "stop_duration_candles": 4,
+1 -4
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@@ -2,9 +2,7 @@
[![Freqtrade CI](https://github.com/freqtrade/freqtrade/actions/workflows/ci.yml/badge.svg?branch=develop)](https://github.com/freqtrade/freqtrade/actions/workflows/ci.yml) [![Freqtrade CI](https://github.com/freqtrade/freqtrade/actions/workflows/ci.yml/badge.svg?branch=develop)](https://github.com/freqtrade/freqtrade/actions/workflows/ci.yml)
[![DOI](https://joss.theoj.org/papers/10.21105/joss.04864/status.svg)](https://doi.org/10.21105/joss.04864) [![DOI](https://joss.theoj.org/papers/10.21105/joss.04864/status.svg)](https://doi.org/10.21105/joss.04864)
[![codecov](https://codecov.io/gh/freqtrade/freqtrade/branch/develop/graph/badge.svg?token=AD5BG3ATKI)](https://codecov.io/gh/freqtrade/freqtrade) [![Coverage Status](https://coveralls.io/repos/github/freqtrade/freqtrade/badge.svg?branch=develop&service=github)](https://coveralls.io/github/freqtrade/freqtrade?branch=develop)
[![Documentation](https://readthedocs.org/projects/freqtrade/badge/)](https://www.freqtrade.io)
[![Discord Server](https://img.shields.io/badge/Freqtrade_Discord-4E4E4E?logo=discord)](https://discord.gg/p7nuUNVfP7)
<!-- GitHub action buttons --> <!-- GitHub action buttons -->
[:octicons-star-16: Star](https://github.com/freqtrade/freqtrade){ .md-button .md-button--sm } [:octicons-star-16: Star](https://github.com/freqtrade/freqtrade){ .md-button .md-button--sm }
@@ -62,7 +60,6 @@ Please read the [exchange specific notes](exchanges.md) to learn about eventual,
- [X] [Gate.io](https://www.gate.io/ref/6266643) - [X] [Gate.io](https://www.gate.io/ref/6266643)
- [X] [Hyperliquid](https://hyperliquid.xyz/) (A decentralized exchange, or DEX) - [X] [Hyperliquid](https://hyperliquid.xyz/) (A decentralized exchange, or DEX)
- [X] [OKX](https://okx.com/) - [X] [OKX](https://okx.com/)
- [X] [Kraken](https://www.kraken.com/features/futures)
Please make sure to read the [exchange specific notes](exchanges.md), as well as the [trading with leverage](leverage.md) documentation before diving in. Please make sure to read the [exchange specific notes](exchanges.md), as well as the [trading with leverage](leverage.md) documentation before diving in.
+4 -4
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@@ -1,7 +1,7 @@
markdown==3.10.2 markdown==3.10
mkdocs==1.6.1 mkdocs==1.6.1
mkdocs-material==9.7.5 mkdocs-material==9.7.1
mdx_truly_sane_lists==1.3 mdx_truly_sane_lists==1.3
pymdown-extensions==10.21 pymdown-extensions==10.20
jinja2==3.1.6 jinja2==3.1.6
mike==2.1.4 mike==2.1.3
+3 -3
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@@ -17,7 +17,7 @@ Sample configuration:
"listen_port": 8080, "listen_port": 8080,
"verbosity": "error", "verbosity": "error",
"enable_openapi": false, "enable_openapi": false,
"jwt_secret_key": "somethingRandomSomethingRandom123", "jwt_secret_key": "somethingrandom",
"CORS_origins": [], "CORS_origins": [],
"username": "Freqtrader", "username": "Freqtrader",
"password": "SuperSecret1!", "password": "SuperSecret1!",
@@ -56,7 +56,7 @@ secrets.token_hex()
!!! Danger "Password selection" !!! Danger "Password selection"
Please make sure to select a very strong, unique password to protect your bot from unauthorized access. Please make sure to select a very strong, unique password to protect your bot from unauthorized access.
Also change `jwt_secret_key` to something random (no need to remember this, but it'll be used to encrypt your session, so it better be something unique!). This value should also be 32 characters or longer to be safe. Also change `jwt_secret_key` to something random (no need to remember this, but it'll be used to encrypt your session, so it better be something unique!).
### Configuration with docker ### Configuration with docker
@@ -245,7 +245,7 @@ You would then add that token under `ws_token` in your `api_server` config. Like
"listen_port": 8080, "listen_port": 8080,
"verbosity": "error", "verbosity": "error",
"enable_openapi": false, "enable_openapi": false,
"jwt_secret_key": "somethingRandomSomethingRandom123", "jwt_secret_key": "somethingrandom",
"CORS_origins": [], "CORS_origins": [],
"username": "Freqtrader", "username": "Freqtrader",
"password": "SuperSecret1!", "password": "SuperSecret1!",
+2 -7
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@@ -104,7 +104,7 @@ WHERE id=31;
### Remove trade from the database ### Remove trade from the database
!!! Tip "Use RPC Methods to delete trades" !!! Tip "Use RPC Methods to delete trades"
Consider using `/delete <tradeid>` via telegram or rest API. That's the recommended way to deleting trades, as it will also remove the corresponding orders and custom data, and it will also trigger the necessary events in the bot to keep everything in sync. Consider using `/delete <tradeid>` via telegram or rest API. That's the recommended way to deleting trades.
If you'd still like to remove a trade from the database directly, you can use the below query. If you'd still like to remove a trade from the database directly, you can use the below query.
@@ -113,14 +113,9 @@ If you'd still like to remove a trade from the database directly, you can use th
```sql ```sql
DELETE FROM trades WHERE id = <tradeid>; DELETE FROM trades WHERE id = <tradeid>;
DELETE FROM orders WHERE ft_trade_id = <tradeid>;
DELETE FROM trade_custom_data WHERE ft_trade_id = <tradeid>;
DELETE FROM trades WHERE id = 31; DELETE FROM trades WHERE id = 31;
DELETE FROM orders WHERE ft_trade_id = 31;
DELETE FROM trade_custom_data WHERE ft_trade_id = 31;
``` ```
!!! Warning !!! Warning
This will remove the specified trade from the database. Please make sure you got the correct id and **NEVER** run this query without the `where` clause. This will remove this trade from the database. Please make sure you got the correct id and **NEVER** run this query without the `where` clause.
-1
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@@ -69,7 +69,6 @@ This same logic will reapply a stoploss order on the exchange should you cancel
`stoploss_price_type` only applies to futures markets (on exchanges where it's available). `stoploss_price_type` only applies to futures markets (on exchanges where it's available).
Freqtrade will perform a validation of this setting on startup, failing to start if an invalid setting for your exchange has been selected. Freqtrade will perform a validation of this setting on startup, failing to start if an invalid setting for your exchange has been selected.
Supported price types are gonna differs between each exchanges. Please check with your exchange on which price types it supports. Supported price types are gonna differs between each exchanges. Please check with your exchange on which price types it supports.
In spot markets, this setting is ignored and not validated, as most exchanges only support one price type for stoploss orders on spot markets.
Stoploss on exchange on futures markets can trigger on different price types. Stoploss on exchange on futures markets can trigger on different price types.
The naming for these prices in exchange terminology often varies, but is usually something around "last" (or "contract price" ), "mark" and "index". The naming for these prices in exchange terminology often varies, but is usually something around "last" (or "contract price" ), "mark" and "index".
+1 -1
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@@ -33,7 +33,7 @@ class AwesomeStrategy(IStrategy):
trade_entry_type = trade.get_custom_data(key='entry_type') trade_entry_type = trade.get_custom_data(key='entry_type')
if trade_entry_type is None: if trade_entry_type is None:
trade_entry_type = 'breakout' if 'entry_1' in trade.enter_tag else 'dip' trade_entry_type = 'breakout' if 'entry_1' in trade.enter_tag else 'dip'
elif len(fills) > 1: elif fills > 1:
trade_entry_type = 'buy_up' trade_entry_type = 'buy_up'
trade.set_custom_data(key='entry_type', value=trade_entry_type) trade.set_custom_data(key='entry_type', value=trade_entry_type)
return super().bot_loop_start(**kwargs) return super().bot_loop_start(**kwargs)
+7 -11
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@@ -225,7 +225,7 @@ class AwesomeStrategy(IStrategy):
e.g. returning -0.05 would create a stoploss 5% below current_rate. e.g. returning -0.05 would create a stoploss 5% below current_rate.
The custom stoploss can never be below self.stoploss, which serves as a hard maximum loss. The custom stoploss can never be below self.stoploss, which serves as a hard maximum loss.
For full documentation please go to https://www.freqtrade.io/en/stable/strategy-advanced/ For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
When not implemented by a strategy, returns the initial stoploss value. When not implemented by a strategy, returns the initial stoploss value.
Only called when use_custom_stoploss is set to True. Only called when use_custom_stoploss is set to True.
@@ -696,9 +696,6 @@ However, freqtrade also offers a custom callback for both order types, which all
Backtesting fills orders if their price falls within the candle's low/high range. Backtesting fills orders if their price falls within the candle's low/high range.
The below callbacks will be called once per (detail) candle for orders that don't fill immediately (which use custom pricing). The below callbacks will be called once per (detail) candle for orders that don't fill immediately (which use custom pricing).
!!! Tip "Replacing orders"
If you'd like to replace an order with a different price instead of just cancelling it, you might want to look at [`adjust_order_price()`](#adjust-order-price) instead, which will allow you to both cancel the order, as well as replace it with a new price.
### Custom order timeout example ### Custom order timeout example
Called for every open order until that order is either filled or cancelled. Called for every open order until that order is either filled or cancelled.
@@ -808,7 +805,7 @@ class AwesomeStrategy(IStrategy):
Timing for this function is critical, so avoid doing heavy computations or Timing for this function is critical, so avoid doing heavy computations or
network requests in this method. network requests in this method.
For full documentation please go to https://www.freqtrade.io/en/stable/strategy-advanced/ For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
When not implemented by a strategy, returns True (always confirming). When not implemented by a strategy, returns True (always confirming).
@@ -856,7 +853,7 @@ class AwesomeStrategy(IStrategy):
Timing for this function is critical, so avoid doing heavy computations or Timing for this function is critical, so avoid doing heavy computations or
network requests in this method. network requests in this method.
For full documentation please go to https://www.freqtrade.io/en/stable/strategy-advanced/ For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
When not implemented by a strategy, returns True (always confirming). When not implemented by a strategy, returns True (always confirming).
@@ -994,7 +991,7 @@ class DigDeeperStrategy(IStrategy):
This means extra entry or exit orders with additional fees. This means extra entry or exit orders with additional fees.
Only called when `position_adjustment_enable` is set to True. Only called when `position_adjustment_enable` is set to True.
For full documentation please go to https://www.freqtrade.io/en/stable/strategy-advanced/ For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
When not implemented by a strategy, returns None When not implemented by a strategy, returns None
@@ -1121,7 +1118,7 @@ class AwesomeStrategy(IStrategy):
This only executes when a order was already placed, still open (unfilled fully or partially) This only executes when a order was already placed, still open (unfilled fully or partially)
and not timed out on subsequent candles after entry trigger. and not timed out on subsequent candles after entry trigger.
For full documentation please go to https://www.freqtrade.io/en/stable/strategy-callbacks/ For full documentation please go to https://www.freqtrade.io/en/latest/strategy-callbacks/
When not implemented by a strategy, returns current_order_rate as default. When not implemented by a strategy, returns current_order_rate as default.
If current_order_rate is returned then the existing order is maintained. If current_order_rate is returned then the existing order is maintained.
@@ -1306,8 +1303,7 @@ Currently two types of annotations are supported, `area` and `line`.
"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. "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", "label": "some label",
"size": 2, // Optional, line width in pixels. Defaults to 10 "size": 2, // Optional, line width in pixels. Defaults to 10
"shape": "circle", // Optional, can be "circle", "rect", "roundRect", "triangle", "pin", "arrow", "none". "symbol": "circle", // Optional, can be "circle", "rect", "roundRect", "triangle", "pin", "arrow", "none".
"rotate": 0, // Optional, rotation of the shape/symbol in degrees. Defaults to 0
} }
``` ```
@@ -1389,7 +1385,7 @@ Entries will be validated, and won't be passed to the UI if they don't correspon
} }
) )
elif (start_dt.hour % 2) == 0: elif (start_dt.hour % 2) == 0:
price = dataframe.loc[dataframe["date"] == start_dt, "close"].mean() price = dataframe.loc[dataframe["date"] == start_dt, ["close"]].mean()
annotations.append( annotations.append(
{ {
"type": "area", "type": "area",
+6 -6
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@@ -594,9 +594,9 @@ Features will now expand automatically. As such, the expansion loops, as well as
More details on how these config defined parameters accelerate feature engineering More details on how these config defined parameters accelerate feature engineering
in the documentation at: in the documentation at:
https://www.freqtrade.io/en/stable/freqai-parameter-table/#feature-parameters https://www.freqtrade.io/en/latest/freqai-parameter-table/#feature-parameters
https://www.freqtrade.io/en/stable/freqai-feature-engineering/#defining-the-features https://www.freqtrade.io/en/latest/freqai-feature-engineering/#defining-the-features
:param df: strategy dataframe which will receive the features :param df: strategy dataframe which will receive the features
:param period: period of the indicator - usage example: :param period: period of the indicator - usage example:
@@ -657,9 +657,9 @@ Basic features. Make sure to remove the `{pair}` part from your features.
More details on how these config defined parameters accelerate feature engineering More details on how these config defined parameters accelerate feature engineering
in the documentation at: in the documentation at:
https://www.freqtrade.io/en/stable/freqai-parameter-table/#feature-parameters https://www.freqtrade.io/en/latest/freqai-parameter-table/#feature-parameters
https://www.freqtrade.io/en/stable/freqai-feature-engineering/#defining-the-features https://www.freqtrade.io/en/latest/freqai-feature-engineering/#defining-the-features
:param df: strategy dataframe which will receive the features :param df: strategy dataframe which will receive the features
dataframe["%-pct-change"] = dataframe["close"].pct_change() dataframe["%-pct-change"] = dataframe["close"].pct_change()
@@ -690,7 +690,7 @@ Basic features. Make sure to remove the `{pair}` part from your features.
More details about feature engineering available: More details about feature engineering available:
https://www.freqtrade.io/en/stable/freqai-feature-engineering https://www.freqtrade.io/en/latest/freqai-feature-engineering
:param df: strategy dataframe which will receive the features :param df: strategy dataframe which will receive the features
usage example: dataframe["%-day_of_week"] = (dataframe["date"].dt.dayofweek + 1) / 7 usage example: dataframe["%-day_of_week"] = (dataframe["date"].dt.dayofweek + 1) / 7
@@ -713,7 +713,7 @@ Targets now get their own, dedicated method.
More details about feature engineering available: More details about feature engineering available:
https://www.freqtrade.io/en/stable/freqai-feature-engineering https://www.freqtrade.io/en/latest/freqai-feature-engineering
:param df: strategy dataframe which will receive the targets :param df: strategy dataframe which will receive the targets
usage example: dataframe["&-target"] = dataframe["close"].shift(-1) / dataframe["close"] usage example: dataframe["&-target"] = dataframe["close"].shift(-1) / dataframe["close"]
+1 -1
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@@ -416,6 +416,6 @@ Your original strategy will remain available in the `user_data/strategies_orig_u
!!! Warning "Conversion results" !!! Warning "Conversion results"
Strategy updater will work on a "best effort" approach. Please do your due diligence and verify the results of the conversion. Strategy updater will work on a "best effort" approach. Please do your due diligence and verify the results of the conversion.
We also recommend to run a python formatter (e.g. `ruff format`) to format results in a sane manner. We also recommend to run a python formatter (e.g. `black`) to format results in a sane manner.
--8<-- "commands/strategy-updater.md" --8<-- "commands/strategy-updater.md"
+1 -1
View File
@@ -1,6 +1,6 @@
"""Freqtrade bot""" """Freqtrade bot"""
__version__ = "2026.3" __version__ = "2026.2-dev"
if "dev" in __version__: if "dev" in __version__:
from pathlib import Path from pathlib import Path
+3 -9
View File
@@ -215,7 +215,9 @@ AVAILABLE_CLI_OPTIONS = {
"--strategy-list", "--strategy-list",
help="Provide a space-separated list of strategies to backtest. " help="Provide a space-separated list of strategies to backtest. "
"Please note that timeframe needs to be set either in config " "Please note that timeframe needs to be set either in config "
"or via command line. ", "or via command line. When using this together with `--export trades`, "
"the strategy-name is injected into the filename "
"(so `backtest-data.json` becomes `backtest-data-SampleStrategy.json`",
nargs="+", nargs="+",
), ),
"backtest_notes": Arg( "backtest_notes": Arg(
@@ -238,14 +240,6 @@ AVAILABLE_CLI_OPTIONS = {
"exportfilename": Arg( "exportfilename": Arg(
"--backtest-filename", "--backtest-filename",
"--export-filename", "--export-filename",
fthelp={
"freqtrade backtesting": (
"DEPRECATED: This option is deprecated for backtesting and will be removed "
"in a future release. "
"Using a custom filename for backtest results is no longer supported. "
"Use `--backtest-directory` to specify the directory."
),
},
help="Use this filename for backtest results." help="Use this filename for backtest results."
"Example: `--backtest-filename=backtest_results_2020-09-27_16-20-48.json`. " "Example: `--backtest-filename=backtest_results_2020-09-27_16-20-48.json`. "
"Assumes either `user_data/backtest_results/` or `--export-directory` as base directory.", "Assumes either `user_data/backtest_results/` or `--export-directory` as base directory.",
+1 -1
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@@ -223,7 +223,7 @@ def start_list_trades_data(args: dict[str, Any]) -> None:
end.strftime(DATETIME_PRINT_FORMAT), end.strftime(DATETIME_PRINT_FORMAT),
str(length), str(length),
) )
for pair, start, end, length in sorted(paircombs1, key=lambda x: x[0]) for pair, start, end, length in sorted(paircombs1, key=lambda x: (x[0]))
], ],
("Pair", "Type", "From", "To", "Trades"), ("Pair", "Type", "From", "To", "Trades"),
summary=title, summary=title,
+4 -27
View File
@@ -13,8 +13,6 @@ def start_convert_db(args: dict[str, Any]) -> None:
from freqtrade.configuration.config_setup import setup_utils_configuration from freqtrade.configuration.config_setup import setup_utils_configuration
from freqtrade.persistence import Order, Trade, init_db from freqtrade.persistence import Order, Trade, init_db
from freqtrade.persistence.custom_data import _CustomData
from freqtrade.persistence.key_value_store import _KeyValueStoreModel
from freqtrade.persistence.migrations import set_sequence_ids from freqtrade.persistence.migrations import set_sequence_ids
from freqtrade.persistence.pairlock import PairLock from freqtrade.persistence.pairlock import PairLock
@@ -27,8 +25,6 @@ def start_convert_db(args: dict[str, Any]) -> None:
trade_count = 0 trade_count = 0
pairlock_count = 0 pairlock_count = 0
kv_count = 0
custom_data_count = 0
for trade in Trade.get_trades(): for trade in Trade.get_trades():
trade_count += 1 trade_count += 1
make_transient(trade) make_transient(trade)
@@ -45,35 +41,16 @@ def start_convert_db(args: dict[str, Any]) -> None:
session_target.add(pairlock) session_target.add(pairlock)
session_target.commit() session_target.commit()
for kv in _KeyValueStoreModel.session.scalars(select(_KeyValueStoreModel)):
kv_count += 1
make_transient(kv)
session_target.add(kv)
session_target.commit()
for cd in _CustomData.session.scalars(select(_CustomData)):
custom_data_count += 1
make_transient(cd)
session_target.add(cd)
session_target.commit()
# Update sequences # Update sequences
max_trade_id = session_target.scalar(select(func.max(Trade.id))) max_trade_id = session_target.scalar(select(func.max(Trade.id)))
max_order_id = session_target.scalar(select(func.max(Order.id))) max_order_id = session_target.scalar(select(func.max(Order.id)))
max_pairlock_id = session_target.scalar(select(func.max(PairLock.id))) max_pairlock_id = session_target.scalar(select(func.max(PairLock.id)))
max_kv_id = session_target.scalar(select(func.max(_KeyValueStoreModel.id)))
max_custom_data_id = session_target.scalar(select(func.max(_CustomData.id)))
set_sequence_ids( set_sequence_ids(
session_target.get_bind(), session_target.get_bind(),
trade_id=(max_trade_id or 0) + 1, trade_id=max_trade_id,
order_id=(max_order_id or 0) + 1, order_id=max_order_id,
pairlock_id=(max_pairlock_id or 0) + 1, pairlock_id=max_pairlock_id,
kv_id=(max_kv_id or 0) + 1,
custom_data_id=(max_custom_data_id or 0) + 1,
) )
logger.info( logger.info(f"Migrated {trade_count} Trades, and {pairlock_count} Pairlocks.")
f"Migrated {trade_count} Trades, {pairlock_count} Pairlocks, "
f"{kv_count} Key-Value pairs, and {custom_data_count} Custom Data entries."
)
+2 -9
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@@ -4,7 +4,7 @@ import sys
from typing import Any from typing import Any
from freqtrade.enums import RunMode from freqtrade.enums import RunMode
from freqtrade.exceptions import ConfigurationError, DependencyException, OperationalException from freqtrade.exceptions import ConfigurationError, OperationalException
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@@ -166,14 +166,7 @@ def start_list_strategies(args: dict[str, Any]) -> None:
strategy_objs = sorted(strategy_objs, key=lambda x: x["name"]) strategy_objs = sorted(strategy_objs, key=lambda x: x["name"])
for obj in strategy_objs: for obj in strategy_objs:
if obj["class"]: if obj["class"]:
try: obj["hyperoptable"] = detect_all_parameters(obj["class"])
obj["hyperoptable"] = detect_all_parameters(obj["class"])
except DependencyException as e:
logger.warning(
f"Cannot detect hyperoptable parameters for strategy {obj['name']}. Reason: {e}"
)
obj["hyperoptable"] = {}
else: else:
obj["hyperoptable"] = {} obj["hyperoptable"] = {}
+1 -9
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@@ -752,7 +752,6 @@ CONF_SCHEMA = {
"jwt_secret_key": { "jwt_secret_key": {
"description": "Secret key for JWT authentication.", "description": "Secret key for JWT authentication.",
"type": "string", "type": "string",
"default": "somethingRandomSomethingRandom123",
}, },
"CORS_origins": { "CORS_origins": {
"description": "List of allowed CORS origins.", "description": "List of allowed CORS origins.",
@@ -765,14 +764,7 @@ CONF_SCHEMA = {
"enum": ["error", "info"], "enum": ["error", "info"],
}, },
}, },
"required": [ "required": ["enabled", "listen_ip_address", "listen_port", "username", "password"],
"enabled",
"listen_ip_address",
"listen_port",
"username",
"password",
"jwt_secret_key",
],
}, },
# end of RPC section # end of RPC section
"db_url": { "db_url": {
+18 -25
View File
@@ -221,30 +221,30 @@ class Configuration:
config, argname="exportfilename", logstring="Storing backtest results to {} ..." config, argname="exportfilename", logstring="Storing backtest results to {} ..."
) )
config["exportfilename"] = Path(config["exportfilename"]) config["exportfilename"] = Path(config["exportfilename"])
if config.get("exportfilename"): if config.get("exportdirectory") and Path(config["exportdirectory"]).is_dir():
if Path(config["exportfilename"]).is_dir(): logger.warning(
logger.warning( "DEPRECATED: Using `--export-filename` with directories is deprecated, "
"DEPRECATED: Using `--export-filename` with directories is deprecated, " "use `--backtest-directory` instead."
"use `--backtest-directory` instead." )
) if config.get("exportdirectory") is None:
if config.get("exportdirectory") is None: # Fallback - assign export-directory directly.
# Fallback - assign export-directory directly. config["exportdirectory"] = config["exportfilename"]
config["exportdirectory"] = config["exportfilename"]
elif config.get("runmode") == RunMode.BACKTEST:
logger.warning(
"DEPRECATED: Using `--export-filename` has no impact when backtesting. "
"Please use `--notes` to annotate backtest results and "
"`--backtest-directory` to specify the output directory. "
)
if not config.get("exportdirectory"): if not config.get("exportdirectory"):
config["exportdirectory"] = config["user_data_dir"] / "backtest_results" config["exportdirectory"] = config["user_data_dir"] / "backtest_results"
if not config.get("exportfilename"):
config["exportfilename"] = config.get("exportfilename", None) config["exportfilename"] = None
if config.get("exportfilename"): if config.get("exportfilename"):
# ensure exportfilename is a Path object # ensure exportfilename is a Path object
config["exportfilename"] = Path(config["exportfilename"]) config["exportfilename"] = Path(config["exportfilename"])
config["exportdirectory"] = Path(config["exportdirectory"]) config["exportdirectory"] = Path(config["exportdirectory"])
if self.args.get("show_sensitive"):
logger.warning(
"Sensitive information will be shown in the upcoming output. "
"Please make sure to never share this output without redacting "
"the information yourself."
)
def _process_optimize_options(self, config: Config) -> None: def _process_optimize_options(self, config: Config) -> None:
# This will override the strategy configuration # This will override the strategy configuration
self._args_to_config( self._args_to_config(
@@ -312,13 +312,6 @@ class Configuration:
self._process_datadir_options(config) self._process_datadir_options(config)
if self.args.get("show_sensitive"):
logger.warning(
"Sensitive information will be shown in the upcoming output. "
"Please make sure to never share this output without redacting "
"the information yourself."
)
self._args_to_config( self._args_to_config(
config, config,
argname="strategy_list", argname="strategy_list",
@@ -410,7 +403,7 @@ class Configuration:
("include_inactive", "Detected --include-inactive-pairs: {}"), ("include_inactive", "Detected --include-inactive-pairs: {}"),
("no_parallel_download", "Detected --no-parallel-download: {}"), ("no_parallel_download", "Detected --no-parallel-download: {}"),
("download_trades", "Detected --dl-trades: {}"), ("download_trades", "Detected --dl-trades: {}"),
("convert_trades", "Detected --convert: {} - Converting trade data to OHLCV."), ("convert_trades", "Detected --convert: {} - Converting Trade data to OHCV {}"),
("dataformat_ohlcv", 'Using "{}" to store OHLCV data.'), ("dataformat_ohlcv", 'Using "{}" to store OHLCV data.'),
("dataformat_trades", 'Using "{}" to store trades data.'), ("dataformat_trades", 'Using "{}" to store trades data.'),
("show_timerange", "Detected --show-timerange"), ("show_timerange", "Detected --show-timerange"),
-4
View File
@@ -61,7 +61,6 @@ AVAILABLE_PAIRLISTS = [
"ProducerPairList", "ProducerPairList",
"RemotePairList", "RemotePairList",
"MarketCapPairList", "MarketCapPairList",
"CrossMarketPairList",
"AgeFilter", "AgeFilter",
"DelistFilter", "DelistFilter",
"FullTradesFilter", "FullTradesFilter",
@@ -240,6 +239,3 @@ IntOrInf = float
EntryExecuteMode = Literal["initial", "pos_adjust", "replace"] EntryExecuteMode = Literal["initial", "pos_adjust", "replace"]
# Prefixes for low-priced coins like 1000PEPE/USDDT:USDT or KPEPE/USDC (hyperliquid)
PairPrefixes = ["1000", "1000000", "1M", "K"]
@@ -1,4 +1,3 @@
from numpy import format_float_positional
from pandas import DataFrame, Series from pandas import DataFrame, Series
@@ -12,10 +11,7 @@ def get_tick_size_over_time(candles: DataFrame) -> Series:
# count the number of significant digits for the open and close prices # count the number of significant digits for the open and close prices
for col in ["open", "high", "low", "close"]: for col in ["open", "high", "low", "close"]:
candles[f"{col}_count"] = ( candles[f"{col}_count"] = (
candles[col] candles[col].round(14).apply("{:.15f}".format).str.extract(r"\.(\d*[1-9])")[0].str.len()
.apply(format_float_positional, precision=14, unique=False, fractional=False, trim="-")
.str.extract(r"\.(\d*[1-9])")[0]
.str.len()
) )
candles["max_count"] = candles[["open_count", "close_count", "high_count", "low_count"]].max( candles["max_count"] = candles[["open_count", "close_count", "high_count", "low_count"]].max(
axis=1 axis=1
+7 -11
View File
@@ -39,11 +39,7 @@ def ohlcv_to_dataframe(
df = DataFrame(ohlcv, columns=cols) df = DataFrame(ohlcv, columns=cols)
# Floor date to seconds to account for exchange imprecisions # Floor date to seconds to account for exchange imprecisions
from freqtrade.exchange import timeframe_to_floor_freq df["date"] = to_datetime(df["date"], unit="ms", utc=True).dt.floor("s")
resample_interval = timeframe_to_floor_freq(timeframe)
df["date"] = to_datetime(df["date"], unit="ms", utc=True).dt.floor(resample_interval)
# Some exchanges return int values for Volume and even for OHLC. # Some exchanges return int values for Volume and even for OHLC.
# Convert them since TA-LIB indicators used in the strategy assume floats # Convert them since TA-LIB indicators used in the strategy assume floats
@@ -63,14 +59,14 @@ def ohlcv_to_dataframe(
def clean_ohlcv_dataframe( def clean_ohlcv_dataframe(
dataframe: DataFrame, timeframe: str, pair: str, *, fill_missing: bool, drop_incomplete: bool data: DataFrame, timeframe: str, pair: str, *, fill_missing: bool, drop_incomplete: bool
) -> DataFrame: ) -> DataFrame:
""" """
Cleanse a OHLCV dataframe by Cleanse a OHLCV dataframe by
* Grouping it by date (removes duplicate tics) * Grouping it by date (removes duplicate tics)
* dropping last candles if requested * dropping last candles if requested
* Filling up missing data (if requested) * Filling up missing data (if requested)
:param dataframe: DataFrame containing candle (OHLCV) data. :param data: DataFrame containing candle (OHLCV) data.
:param timeframe: timeframe (e.g. 5m). Used to fill up eventual missing data :param timeframe: timeframe (e.g. 5m). Used to fill up eventual missing data
:param pair: Pair this data is for (used to warn if fillup was necessary) :param pair: Pair this data is for (used to warn if fillup was necessary)
:param fill_missing: fill up missing candles with 0 candles :param fill_missing: fill up missing candles with 0 candles
@@ -79,7 +75,7 @@ def clean_ohlcv_dataframe(
:return: DataFrame :return: DataFrame
""" """
# group by index and aggregate results to eliminate duplicate ticks # group by index and aggregate results to eliminate duplicate ticks
dataframe = dataframe.groupby(by="date", as_index=False, sort=True).agg( data = data.groupby(by="date", as_index=False, sort=True).agg(
{ {
"open": "first", "open": "first",
"high": "max", "high": "max",
@@ -90,13 +86,13 @@ def clean_ohlcv_dataframe(
) )
# eliminate partial candle # eliminate partial candle
if drop_incomplete: if drop_incomplete:
dataframe.drop(dataframe.tail(1).index, inplace=True) data.drop(data.tail(1).index, inplace=True)
logger.debug("Dropping last candle") logger.debug("Dropping last candle")
if fill_missing: if fill_missing:
return ohlcv_fill_up_missing_data(dataframe, timeframe, pair) return ohlcv_fill_up_missing_data(data, timeframe, pair)
else: else:
return dataframe return data
def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str) -> DataFrame: def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str) -> DataFrame:
@@ -31,8 +31,8 @@ logger = logging.getLogger(__name__)
class IDataHandler(ABC): class IDataHandler(ABC):
_OHLCV_REGEX = r"^([\w-]+)\-(\d+[a-zA-Z]{1,2})\-?([a-zA-Z_]*)?(?=\.)" _OHLCV_REGEX = r"^([a-zA-Z_\d-]+)\-(\d+[a-zA-Z]{1,2})\-?([a-zA-Z_]*)?(?=\.)"
_TRADES_REGEX = r"^([\w-]+)\-(trades)?(?=\.)" _TRADES_REGEX = r"^([a-zA-Z_\d-]+)\-(trades)?(?=\.)"
def __init__(self, datadir: Path) -> None: def __init__(self, datadir: Path) -> None:
self._datadir = datadir self._datadir = datadir
@@ -70,6 +70,28 @@ class IDataHandler(ABC):
if match and len(match.groups()) > 1 if match and len(match.groups()) > 1
] ]
@classmethod
def ohlcv_get_pairs(cls, datadir: Path, timeframe: str, candle_type: CandleType) -> list[str]:
"""
Returns a list of all pairs with ohlcv data available in this datadir
for the specified timeframe
:param datadir: Directory to search for ohlcv files
:param timeframe: Timeframe to search pairs for
:param candle_type: Any of the enum CandleType (must match trading mode!)
:return: List of Pairs
"""
candle = ""
if candle_type != CandleType.SPOT:
datadir = datadir.joinpath("futures")
candle = f"-{candle_type}"
ext = cls._get_file_extension()
_tmp = [
re.search(r"^(\S+)(?=\-" + timeframe + candle + f".{ext})", p.name)
for p in datadir.glob(f"*{timeframe}{candle}.{ext}")
]
# Check if regex found something and only return these results
return [cls.rebuild_pair_from_filename(match[0]) for match in _tmp if match]
@abstractmethod @abstractmethod
def ohlcv_store( def ohlcv_store(
self, pair: str, timeframe: str, data: DataFrame, candle_type: CandleType self, pair: str, timeframe: str, data: DataFrame, candle_type: CandleType
@@ -336,10 +358,11 @@ class IDataHandler(ABC):
def rebuild_pair_from_filename(pair: str) -> str: def rebuild_pair_from_filename(pair: str) -> str:
""" """
Rebuild pair name from filename Rebuild pair name from filename
Replaces the first '_' with '/' and the second '_' (if present) with ':'. Assumes a asset name of max. 7 length to also support BTC-PERP and BTC-PERP:USD names.
e.g. BTC_USDT -> BTC/USDT, BTC_USDT_USDT -> BTC/USDT:USDT
""" """
return pair.replace("_", "/", 1).replace("_", ":", 1) res = re.sub(r"^(([A-Za-z\d]{1,10})|^([A-Za-z\-]{1,6}))(_)", r"\g<1>/", pair, count=1)
res = re.sub("_", ":", res, count=1)
return res
def ohlcv_load( def ohlcv_load(
self, self,
+1 -1
View File
@@ -296,7 +296,7 @@ def calculate_cagr(days_passed: int, starting_balance: float, final_balance: flo
:param final_balance: Final balance to calculate CAGR against :param final_balance: Final balance to calculate CAGR against
:return: CAGR :return: CAGR
""" """
if (final_balance < 0) or (starting_balance <= 0) or (days_passed <= 0): if final_balance < 0:
# With leveraged trades, final_balance can become negative. # With leveraged trades, final_balance can become negative.
return 0 return 0
return (final_balance / starting_balance) ** (1 / (days_passed / 365)) - 1 return (final_balance / starting_balance) ** (1 / (days_passed / 365)) - 1
+5 -2
View File
@@ -1,7 +1,7 @@
from enum import StrEnum from enum import Enum
class CandleType(StrEnum): class CandleType(str, Enum):
"""Enum to distinguish candle types""" """Enum to distinguish candle types"""
SPOT = "spot" SPOT = "spot"
@@ -14,6 +14,9 @@ class CandleType(StrEnum):
FUNDING_RATE = "funding_rate" FUNDING_RATE = "funding_rate"
# BORROW_RATE = "borrow_rate" # * unimplemented # BORROW_RATE = "borrow_rate" # * unimplemented
def __str__(self):
return f"{self.name.lower()}"
@staticmethod @staticmethod
def from_string(value: str) -> "CandleType": def from_string(value: str) -> "CandleType":
if not value: if not value:
+5 -2
View File
@@ -1,7 +1,7 @@
from enum import StrEnum from enum import Enum
class MarginMode(StrEnum): class MarginMode(str, Enum):
""" """
Enum to distinguish between Enum to distinguish between
cross margin/futures margin_mode and cross margin/futures margin_mode and
@@ -11,3 +11,6 @@ class MarginMode(StrEnum):
CROSS = "cross" CROSS = "cross"
ISOLATED = "isolated" ISOLATED = "isolated"
NONE = "" NONE = ""
def __str__(self):
return f"{self.value.lower()}"
+2 -2
View File
@@ -1,6 +1,6 @@
from enum import StrEnum from enum import Enum
class OrderTypeValues(StrEnum): class OrderTypeValues(str, Enum):
limit = "limit" limit = "limit"
market = "market" market = "market"
+2 -2
View File
@@ -1,7 +1,7 @@
from enum import StrEnum from enum import Enum
class PriceType(StrEnum): class PriceType(str, Enum):
"""Enum to distinguish possible trigger prices for stoplosses""" """Enum to distinguish possible trigger prices for stoplosses"""
LAST = "last" LAST = "last"
+9 -4
View File
@@ -1,7 +1,7 @@
from enum import StrEnum from enum import Enum
class RPCMessageType(StrEnum): class RPCMessageType(str, Enum):
STATUS = "status" STATUS = "status"
WARNING = "warning" WARNING = "warning"
EXCEPTION = "exception" EXCEPTION = "exception"
@@ -25,16 +25,21 @@ class RPCMessageType(StrEnum):
NEW_CANDLE = "new_candle" NEW_CANDLE = "new_candle"
def __repr__(self): def __repr__(self):
# TODO: do we still need to overwrite __repr__? Impact needs to be looked at in detail return self.value
def __str__(self):
return self.value return self.value
# Enum for parsing requests from ws consumers # Enum for parsing requests from ws consumers
class RPCRequestType(StrEnum): class RPCRequestType(str, Enum):
SUBSCRIBE = "subscribe" SUBSCRIBE = "subscribe"
WHITELIST = "whitelist" WHITELIST = "whitelist"
ANALYZED_DF = "analyzed_df" ANALYZED_DF = "analyzed_df"
def __str__(self):
return self.value
NO_ECHO_MESSAGES = (RPCMessageType.ANALYZED_DF, RPCMessageType.WHITELIST, RPCMessageType.NEW_CANDLE) NO_ECHO_MESSAGES = (RPCMessageType.ANALYZED_DF, RPCMessageType.WHITELIST, RPCMessageType.NEW_CANDLE)
+2 -2
View File
@@ -1,7 +1,7 @@
from enum import StrEnum from enum import Enum
class RunMode(StrEnum): class RunMode(str, Enum):
""" """
Bot running mode (backtest, hyperopt, ...) Bot running mode (backtest, hyperopt, ...)
can be "live", "dry-run", "backtest", "hyperopt". can be "live", "dry-run", "backtest", "hyperopt".
+13 -4
View File
@@ -1,7 +1,7 @@
from enum import StrEnum from enum import Enum
class SignalType(StrEnum): class SignalType(Enum):
""" """
Enum to distinguish between enter and exit signals Enum to distinguish between enter and exit signals
""" """
@@ -11,8 +11,11 @@ class SignalType(StrEnum):
ENTER_SHORT = "enter_short" ENTER_SHORT = "enter_short"
EXIT_SHORT = "exit_short" EXIT_SHORT = "exit_short"
def __str__(self):
return f"{self.name.lower()}"
class SignalTagType(StrEnum):
class SignalTagType(Enum):
""" """
Enum for signal columns Enum for signal columns
""" """
@@ -20,7 +23,13 @@ class SignalTagType(StrEnum):
ENTER_TAG = "enter_tag" ENTER_TAG = "enter_tag"
EXIT_TAG = "exit_tag" EXIT_TAG = "exit_tag"
def __str__(self):
return f"{self.name.lower()}"
class SignalDirection(StrEnum):
class SignalDirection(str, Enum):
LONG = "long" LONG = "long"
SHORT = "short" SHORT = "short"
def __str__(self):
return f"{self.name.lower()}"
+5 -2
View File
@@ -1,7 +1,7 @@
from enum import StrEnum from enum import Enum
class TradingMode(StrEnum): class TradingMode(str, Enum):
""" """
Enum to distinguish between Enum to distinguish between
spot, margin, futures or any other trading method spot, margin, futures or any other trading method
@@ -10,3 +10,6 @@ class TradingMode(StrEnum):
SPOT = "spot" SPOT = "spot"
MARGIN = "margin" MARGIN = "margin"
FUTURES = "futures" FUTURES = "futures"
def __str__(self):
return f"{self.name.lower()}"
-2
View File
@@ -30,7 +30,6 @@ from freqtrade.exchange.exchange_utils import (
validate_exchange, validate_exchange,
) )
from freqtrade.exchange.exchange_utils_timeframe import ( from freqtrade.exchange.exchange_utils_timeframe import (
timeframe_to_floor_freq,
timeframe_to_minutes, timeframe_to_minutes,
timeframe_to_msecs, timeframe_to_msecs,
timeframe_to_next_date, timeframe_to_next_date,
@@ -44,7 +43,6 @@ from freqtrade.exchange.htx import Htx
from freqtrade.exchange.hyperliquid import Hyperliquid from freqtrade.exchange.hyperliquid import Hyperliquid
from freqtrade.exchange.idex import Idex from freqtrade.exchange.idex import Idex
from freqtrade.exchange.kraken import Kraken from freqtrade.exchange.kraken import Kraken
from freqtrade.exchange.krakenfutures import Krakenfutures
from freqtrade.exchange.kucoin import Kucoin from freqtrade.exchange.kucoin import Kucoin
from freqtrade.exchange.lbank import Lbank from freqtrade.exchange.lbank import Lbank
from freqtrade.exchange.luno import Luno from freqtrade.exchange.luno import Luno
-1
View File
@@ -48,7 +48,6 @@ class Binance(Exchange):
"has_delisting": True, "has_delisting": True,
} }
_ft_has_futures: FtHas = { _ft_has_futures: FtHas = {
"ohlcv_candle_limit": 499,
"funding_fee_candle_limit": 1000, "funding_fee_candle_limit": 1000,
"stoploss_order_types": {"limit": "stop", "market": "stop_market"}, "stoploss_order_types": {"limit": "stop", "market": "stop_market"},
"stoploss_blocks_assets": False, # Stoploss orders do not block assets "stoploss_blocks_assets": False, # Stoploss orders do not block assets
File diff suppressed because it is too large Load Diff
+1 -6
View File
@@ -4,7 +4,7 @@ from datetime import datetime, timedelta
import ccxt import ccxt
from freqtrade.constants import BuySell from freqtrade.constants import BuySell
from freqtrade.enums import OPTIMIZE_MODES, CandleType, MarginMode, PriceType, TradingMode from freqtrade.enums import OPTIMIZE_MODES, CandleType, MarginMode, TradingMode
from freqtrade.exceptions import ( from freqtrade.exceptions import (
DDosProtection, DDosProtection,
OperationalException, OperationalException,
@@ -34,11 +34,6 @@ class Bitget(Exchange):
"stoploss_query_requires_stop_flag": True, "stoploss_query_requires_stop_flag": True,
"ohlcv_candle_limit": 200, # 200 for historical candles, 1000 for recent ones. "ohlcv_candle_limit": 200, # 200 for historical candles, 1000 for recent ones.
"order_time_in_force": ["GTC", "FOK", "IOC", "PO"], "order_time_in_force": ["GTC", "FOK", "IOC", "PO"],
"stop_price_type_field": "triggerType",
"stop_price_type_value_mapping": {
PriceType.LAST: "fill_price",
PriceType.MARK: "mark_price",
},
} }
_ft_has_futures: FtHas = { _ft_has_futures: FtHas = {
"funding_fee_candle_limit": 100, "funding_fee_candle_limit": 100,
+1 -1
View File
@@ -39,6 +39,7 @@ BAD_EXCHANGES = {
"bitmex": "Various reasons", "bitmex": "Various reasons",
"probit": "Requires additional, regular calls to `signIn()`", "probit": "Requires additional, regular calls to `signIn()`",
"poloniex": "Does not provide fetch_order endpoint to fetch both open and closed orders", "poloniex": "Does not provide fetch_order endpoint to fetch both open and closed orders",
"krakenfutures": "Unsupported futures exchange",
"kucoinfutures": "Unsupported futures exchange", "kucoinfutures": "Unsupported futures exchange",
"poloniexfutures": "Unsupported futures exchange", "poloniexfutures": "Unsupported futures exchange",
"binancecoinm": "Unsupported futures exchange", "binancecoinm": "Unsupported futures exchange",
@@ -62,7 +63,6 @@ SUPPORTED_EXCHANGES = [
"htx", "htx",
"hyperliquid", "hyperliquid",
"kraken", "kraken",
"krakenfutures",
"okx", "okx",
"myokx", "myokx",
] ]
+11 -30
View File
@@ -106,7 +106,6 @@ from freqtrade.misc import (
file_dump_json, file_dump_json,
file_load_json, file_load_json,
safe_value_fallback, safe_value_fallback,
safe_value_nested,
) )
from freqtrade.util import FtTTLCache, PeriodicCache, dt_from_ts, dt_now from freqtrade.util import FtTTLCache, PeriodicCache, dt_from_ts, dt_now
from freqtrade.util.datetime_helpers import dt_humanize_delta, dt_ts, format_ms_time from freqtrade.util.datetime_helpers import dt_humanize_delta, dt_ts, format_ms_time
@@ -208,7 +207,7 @@ class Exchange:
self._config.get("trading_mode", self._supported_trading_mode_margin_pairs[0][0]) self._config.get("trading_mode", self._supported_trading_mode_margin_pairs[0][0])
) )
self.margin_mode: MarginMode = MarginMode( self.margin_mode: MarginMode = MarginMode(
self._config["margin_mode"] MarginMode(self._config.get("margin_mode"))
if self._config.get("margin_mode") if self._config.get("margin_mode")
else self._supported_trading_mode_margin_pairs[0][1] else self._supported_trading_mode_margin_pairs[0][1]
) )
@@ -314,19 +313,10 @@ class Exchange:
if self._exchange_ws: if self._exchange_ws:
self._exchange_ws.cleanup() self._exchange_ws.cleanup()
logger.debug("Exchange object destroyed, closing async loop") logger.debug("Exchange object destroyed, closing async loop")
try:
generic_loop = asyncio.get_running_loop()
except RuntimeError:
generic_loop = None
loop_running = (getattr(self, "loop", None) and self.loop.is_running()) or (
generic_loop is not None and generic_loop.is_running()
)
if ( if (
getattr(self, "_api_async", None) getattr(self, "_api_async", None)
and inspect.iscoroutinefunction(self._api_async.close) and inspect.iscoroutinefunction(self._api_async.close)
and self._api_async.session and self._api_async.session
and not loop_running
): ):
logger.debug("Closing async ccxt session.") logger.debug("Closing async ccxt session.")
self.loop.run_until_complete(self._api_async.close()) self.loop.run_until_complete(self._api_async.close())
@@ -334,7 +324,6 @@ class Exchange:
self._ws_async self._ws_async
and inspect.iscoroutinefunction(self._ws_async.close) and inspect.iscoroutinefunction(self._ws_async.close)
and self._ws_async.session and self._ws_async.session
and not loop_running
): ):
logger.debug("Closing ws ccxt session.") logger.debug("Closing ws ccxt session.")
self.loop.run_until_complete(self._ws_async.close()) self.loop.run_until_complete(self._ws_async.close())
@@ -825,8 +814,7 @@ class Exchange:
and order_types["stoploss_price_type"] not in price_mapping and order_types["stoploss_price_type"] not in price_mapping
): ):
raise ConfigurationError( raise ConfigurationError(
f"On exchange stoploss price type '{order_types['stoploss_price_type']}' " f"On exchange stoploss price type is not supported for {self.name}."
f"is not supported for {self.name}."
) )
def validate_pricing(self, pricing: dict) -> None: def validate_pricing(self, pricing: dict) -> None:
@@ -994,12 +982,12 @@ class Exchange:
swap.linear.fetchOHLCV.limit swap.linear.fetchOHLCV.limit
""" """
feat = ( feat = (
safe_value_nested(self._api_async.features, "spot", {}) self._api_async.features.get("spot", {})
if market_type == "spot" if market_type == "spot"
else safe_value_nested(self._api_async.features, "swap.linear", {}) else self._api_async.features.get("swap", {}).get("linear", {})
) )
return safe_value_nested(feat, f"{endpoint}.{attribute}", default) return feat.get(endpoint, {}).get(attribute, default)
def get_precision_amount(self, pair: str) -> float | None: def get_precision_amount(self, pair: str) -> float | None:
""" """
@@ -1168,7 +1156,7 @@ class Exchange:
orderbook: OrderBook | None = None orderbook: OrderBook | None = None
if self.exchange_has("fetchL2OrderBook"): if self.exchange_has("fetchL2OrderBook"):
orderbook = self.fetch_l2_order_book(pair, 20) orderbook = self.fetch_l2_order_book(pair, 20)
if not stop_loss and ordertype == "limit" and orderbook: if ordertype == "limit" and orderbook:
# Allow a 1% price difference # Allow a 1% price difference
allowed_diff = 0.01 allowed_diff = 0.01
if self._dry_is_price_crossed(pair, side, rate, orderbook, allowed_diff): if self._dry_is_price_crossed(pair, side, rate, orderbook, allowed_diff):
@@ -1305,7 +1293,6 @@ class Exchange:
Check dry-run limit order fill and update fee (if it filled). Check dry-run limit order fill and update fee (if it filled).
""" """
if order["status"] != "closed" and order.get("ft_order_type") == "stoploss": if order["status"] != "closed" and order.get("ft_order_type") == "stoploss":
# Stoploss branch
pair = order["symbol"] pair = order["symbol"]
if not orderbook and self.exchange_has("fetchL2OrderBook"): if not orderbook and self.exchange_has("fetchL2OrderBook"):
orderbook = self.fetch_l2_order_book(pair, 20) orderbook = self.fetch_l2_order_book(pair, 20)
@@ -1313,11 +1300,6 @@ class Exchange:
crossed = self._dry_is_price_crossed( crossed = self._dry_is_price_crossed(
pair, order["side"], price, orderbook, is_stop=True pair, order["side"], price, orderbook, is_stop=True
) )
if crossed and immediate:
raise InvalidOrderException(
"Could not create dry stoploss order. Stoploss would trigger immediately."
)
if crossed: if crossed:
average = self.get_dry_market_fill_price( average = self.get_dry_market_fill_price(
pair, pair,
@@ -1897,12 +1879,9 @@ class Exchange:
orders = [] orders = []
if self.exchange_has("fetchClosedOrders"): if self.exchange_has("fetchClosedOrders"):
orders = self._api.fetch_closed_orders(pair, since=since_ms) orders = self._api.fetch_closed_orders(pair, since=since_ms)
if self.exchange_has("fetchCanceledOrders"): if self.exchange_has("fetchOpenOrders"):
orders_canceled = self._api.fetch_canceled_orders(pair, since=since_ms) orders_open = self._api.fetch_open_orders(pair, since=since_ms)
orders.extend(orders_canceled) orders.extend(orders_open)
if self.exchange_has("fetchOpenOrders"):
orders_open = self._api.fetch_open_orders(pair, since=since_ms)
orders.extend(orders_open)
return orders return orders
@retrier(retries=0) @retrier(retries=0)
@@ -3935,6 +3914,7 @@ class Exchange:
is_short: bool, is_short: bool,
open_date: datetime, open_date: datetime,
close_date: datetime, close_date: datetime,
time_in_ratio: float | None = None,
) -> float: ) -> float:
""" """
calculates the sum of all funding fees that occurred for a pair during a futures trade calculates the sum of all funding fees that occurred for a pair during a futures trade
@@ -3944,6 +3924,7 @@ class Exchange:
:param is_short: trade direction :param is_short: trade direction
:param open_date: The date and time that the trade started :param open_date: The date and time that the trade started
:param close_date: The date and time that the trade ended :param close_date: The date and time that the trade ended
:param time_in_ratio: Not used by most exchange classes
""" """
fees: float = 0 fees: float = 0
@@ -29,21 +29,6 @@ def timeframe_to_msecs(timeframe: str) -> int:
return ccxt.Exchange.parse_timeframe(timeframe) * 1000 return ccxt.Exchange.parse_timeframe(timeframe) * 1000
def timeframe_to_floor_freq(timeframe: str) -> str:
"""
Translates the timeframe interval value written in the human readable
form ('1m', '5m', '1h', '1d', '1w', etc.) to the desired floor frequency used by pandas
("1m", "5m", "1h", "1d", "1w", etc.).
Will use minute for most higher timeframes.
"""
timeframe_seconds = timeframe_to_seconds(timeframe)
timeframe_minutes = timeframe_seconds // 60
if timeframe_minutes <= 1:
return "1s"
else:
return "1min"
def timeframe_to_resample_freq(timeframe: str) -> str: def timeframe_to_resample_freq(timeframe: str) -> str:
""" """
Translates the timeframe interval value written in the human readable Translates the timeframe interval value written in the human readable
+19 -67
View File
@@ -5,20 +5,11 @@ from copy import deepcopy
from datetime import datetime from datetime import datetime
from typing import Any from typing import Any
import ccxt
from freqtrade.constants import BuySell from freqtrade.constants import BuySell
from freqtrade.enums import MarginMode, TradingMode from freqtrade.enums import MarginMode, TradingMode
from freqtrade.enums.runmode import NON_UTIL_MODES from freqtrade.enums.runmode import NON_UTIL_MODES
from freqtrade.exceptions import ( from freqtrade.exceptions import ConfigurationError, ExchangeError, OperationalException
ConfigurationError,
DDosProtection,
ExchangeError,
OperationalException,
TemporaryError,
)
from freqtrade.exchange import Exchange from freqtrade.exchange import Exchange
from freqtrade.exchange.common import retrier
from freqtrade.exchange.exchange_types import CcxtBalances, CcxtOrder, CcxtPosition, FtHas from freqtrade.exchange.exchange_types import CcxtBalances, CcxtOrder, CcxtPosition, FtHas
from freqtrade.util.datetime_helpers import dt_from_ts from freqtrade.util.datetime_helpers import dt_from_ts
@@ -31,8 +22,6 @@ class Hyperliquid(Exchange):
Contains adjustments needed for Freqtrade to work with this exchange. Contains adjustments needed for Freqtrade to work with this exchange.
""" """
unified_account = False
_ft_has: FtHas = { _ft_has: FtHas = {
"ohlcv_has_history": False, "ohlcv_has_history": False,
"l2_limit_range": [20], "l2_limit_range": [20],
@@ -69,38 +58,6 @@ class Hyperliquid(Exchange):
config.update(super()._ccxt_config) config.update(super()._ccxt_config)
return config return config
@retrier
def additional_exchange_init(self) -> None:
"""
Additional exchange initialization logic.
.api will be available at this point.
Query User account Account Type to determine unified account status
https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint#query-a-users-abstraction-state
"""
try:
if self.trading_mode == TradingMode.FUTURES and not self._config["dry_run"]:
# Determine account status
# Unified accounts must use the spot endpoint for balances
request = {
"type": "userAbstraction",
"user": self._api.walletAddress,
}
response = self._api.publicPostInfo(request)
self.unified_account = response in ('"unifiedAccount"', '"portfolioMargin"')
if self.unified_account:
logger.info("Unified Hyperliquid account detected.")
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 _get_configured_hip3_dexes(self) -> list[str]: def _get_configured_hip3_dexes(self) -> list[str]:
"""Get list of configured HIP-3 DEXes.""" """Get list of configured HIP-3 DEXes."""
return self._config.get("exchange", {}).get("hip3_dexes", []) return self._config.get("exchange", {}).get("hip3_dexes", [])
@@ -165,33 +122,28 @@ class Hyperliquid(Exchange):
This override is not absolutely necessary and is only there for correct used / total values This override is not absolutely necessary and is only there for correct used / total values
which are however not used by Freqtrade in futures mode at the moment. which are however not used by Freqtrade in futures mode at the moment.
""" """
params = params or {} balances = super().get_balances()
if self.unified_account: dexes = self._get_configured_hip3_dexes()
params["type"] = "spot" for dex in dexes:
balances = super().get_balances(params) try:
if not self.unified_account: dex_balance = super().get_balances(params={"dex": dex})
# In unified accounts, the balance already includes all DEXes
dexes = self._get_configured_hip3_dexes()
for dex in dexes:
try:
dex_balance = super().get_balances(params={"dex": dex})
for currency, amount_info in dex_balance.items(): for currency, amount_info in dex_balance.items():
if currency in ["info", "free", "used", "total", "datetime", "timestamp"]: if currency in ["info", "free", "used", "total", "datetime", "timestamp"]:
continue continue
if currency not in balances: if currency not in balances:
balances[currency] = amount_info balances[currency] = amount_info
else: else:
balances[currency]["free"] += amount_info["free"] balances[currency]["free"] += amount_info["free"]
balances[currency]["used"] += amount_info["used"] balances[currency]["used"] += amount_info["used"]
balances[currency]["total"] += amount_info["total"] balances[currency]["total"] += amount_info["total"]
except Exception as e: except Exception as e:
logger.error(f"Could not fetch balance for HIP-3 DEX '{dex}': {e}") logger.error(f"Could not fetch balance for HIP-3 DEX '{dex}': {e}")
if dexes: if dexes:
self._log_exchange_response("fetch_balance", balances, add_info="combined") self._log_exchange_response("fetch_balance", balances, add_info="combined")
return balances return balances
def fetch_positions( def fetch_positions(
+50
View File
@@ -1,9 +1,11 @@
"""Kraken exchange subclass""" """Kraken exchange subclass"""
import logging import logging
from datetime import datetime
from typing import Any from typing import Any
import ccxt import ccxt
from pandas import DataFrame
from freqtrade.constants import BuySell from freqtrade.constants import BuySell
from freqtrade.enums import MarginMode, TradingMode from freqtrade.enums import MarginMode, TradingMode
@@ -38,6 +40,7 @@ class Kraken(Exchange):
_supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [ _supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [
(TradingMode.SPOT, MarginMode.NONE), (TradingMode.SPOT, MarginMode.NONE),
# (TradingMode.MARGIN, MarginMode.CROSS), # (TradingMode.MARGIN, MarginMode.CROSS),
# (TradingMode.FUTURES, MarginMode.CROSS)
] ]
def market_is_tradable(self, market: dict[str, Any]) -> bool: def market_is_tradable(self, market: dict[str, Any]) -> bool:
@@ -111,6 +114,18 @@ class Kraken(Exchange):
except ccxt.BaseError as e: except ccxt.BaseError as e:
raise OperationalException(e) from e raise OperationalException(e) from e
def _set_leverage(
self,
leverage: float,
pair: str | None = None,
accept_fail: bool = False,
):
"""
Kraken set's the leverage as an option in the order object, so we need to
add it to params
"""
return
def _get_params( def _get_params(
self, self,
side: BuySell, side: BuySell,
@@ -133,6 +148,41 @@ class Kraken(Exchange):
params["postOnly"] = True params["postOnly"] = True
return params return params
def calculate_funding_fees(
self,
df: DataFrame,
amount: float,
is_short: bool,
open_date: datetime,
close_date: datetime,
time_in_ratio: float | None = None,
) -> float:
"""
# ! This method will always error when run by Freqtrade because time_in_ratio is never
# ! passed to _get_funding_fee. For kraken futures to work in dry run and backtesting
# ! functionality must be added that passes the parameter time_in_ratio to
# ! _get_funding_fee when using Kraken
calculates the sum of all funding fees that occurred for a pair during a futures trade
:param df: Dataframe containing combined funding and mark rates
as `open_fund` and `open_mark`.
:param amount: The quantity of the trade
:param is_short: trade direction
:param open_date: The date and time that the trade started
:param close_date: The date and time that the trade ended
:param time_in_ratio: Not used by most exchange classes
"""
if not time_in_ratio:
raise OperationalException(
f"time_in_ratio is required for {self.name}._get_funding_fee"
)
fees: float = 0
if not df.empty:
df = df[(df["date"] >= open_date) & (df["date"] <= close_date)]
fees = sum(df["open_fund"] * df["open_mark"] * amount * time_in_ratio)
return fees if is_short else -fees
def _get_trade_pagination_next_value(self, trades: list[dict]): def _get_trade_pagination_next_value(self, trades: list[dict]):
""" """
Extract pagination id for the next "from_id" value Extract pagination id for the next "from_id" value
-300
View File
@@ -1,300 +0,0 @@
"""Kraken Futures exchange subclass"""
import logging
from datetime import datetime
from typing import Any
import ccxt
from freqtrade.enums import MarginMode, PriceType, TradingMode
from freqtrade.exceptions import (
DDosProtection,
ExchangeError,
InvalidOrderException,
OperationalException,
TemporaryError,
)
from freqtrade.exchange.common import API_FETCH_ORDER_RETRY_COUNT, retrier
from freqtrade.exchange.exchange import Exchange
from freqtrade.exchange.exchange_types import CcxtBalances, CcxtOrder, FtHas
from freqtrade.misc import safe_value_nested
from freqtrade.util.datetime_helpers import dt_from_ts
logger = logging.getLogger(__name__)
class Krakenfutures(Exchange):
"""Kraken Futures exchange class.
Contains adjustments needed for Freqtrade to work with this exchange.
Key differences from spot Kraken:
- Stop orders use triggerPrice/triggerSignal instead of stopPrice
- Flex (multi-collateral) accounts need USD balance synthesis
"""
_supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [
(TradingMode.FUTURES, MarginMode.ISOLATED),
]
_ft_has: FtHas = {
"tickers_have_quoteVolume": False,
"stoploss_on_exchange": True,
"stoploss_order_types": {
"limit": "limit",
"market": "market",
},
"stoploss_query_requires_stop_flag": True,
"stop_price_param": "triggerPrice",
"stop_price_prop": "stopPrice",
"stop_price_type_field": "triggerSignal",
"stop_price_type_value_mapping": {
PriceType.LAST: "last",
PriceType.MARK: "mark",
PriceType.INDEX: "index",
},
"exchange_has_overrides": {"fetchOrders": False},
}
@retrier
def get_balances(self, params: dict | None = None) -> CcxtBalances:
"""
Fetch balances with USD synthesis for flex (multi-collateral) accounts.
Kraken Futures flex accounts hold multiple currencies as collateral.
CCXT returns per-currency balances but doesn't expose margin values
as a USD balance. This override synthesizes a USD entry from flex account data
when stake_currency is USD.
Field mapping (margin-centric for internal consistency):
- free: availableMargin (margin available for new positions)
- total: marginEquity (haircut-adjusted collateral + unrealized P&L)
- used: total - free (margin currently in use)
Fallback chain for total: marginEquity -> portfolioValue -> balanceValue
"""
try:
balances = self._api.fetch_balance(params or {})
# Only synthesize USD if stake_currency is USD
stake = str(self._config.get("stake_currency", "")).upper()
if stake == "USD":
# Only synthesize if USD stake - flex only applies for these currencies.
# For flex accounts, synthesize USD balance from margin values
info = balances.get("info", {})
accounts = info.get("accounts", {}) if isinstance(info, dict) else {}
flex = accounts.get("flex", {}) if isinstance(accounts, dict) else {}
if flex:
usd_free = self._safe_float(flex.get("availableMargin"))
# Prefer marginEquity for consistency (same basis as availableMargin)
raw_total = (
flex.get("marginEquity")
or flex.get("portfolioValue")
or flex.get("balanceValue")
)
usd_total = self._safe_float(raw_total)
if usd_free is not None or usd_total is not None:
# Use available value for both if only one is present
usd_free_value = usd_free if usd_free is not None else usd_total
usd_total_value = usd_total if usd_total is not None else usd_free
if usd_free_value is not None and usd_total_value is not None:
usd_used = max(0.0, usd_total_value - usd_free_value)
balances["USD"] = {
"free": usd_free_value,
"used": usd_used,
"total": usd_total_value,
}
# Remove additional info from ccxt results (same as base class)
balances.pop("info", None)
balances.pop("free", None)
balances.pop("total", None)
balances.pop("used", None)
self._log_exchange_response("fetch_balance", balances, add_info=params)
return balances
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.OperationFailed, ccxt.ExchangeError) as e:
raise TemporaryError(
f"Could not get balance due to {e.__class__.__name__}. Message: {e}"
) from e
except ccxt.BaseError as e:
raise OperationalException(e) from e
@staticmethod
def _safe_float(value: Any) -> float | None:
"""Convert value to float, returning None if conversion fails."""
if value is None:
return None
try:
return float(value)
except (ValueError, TypeError):
return None
def _order_contracts_to_amount(self, order: CcxtOrder) -> CcxtOrder:
"""Normalize order and apply Kraken Futures-specific order corrections."""
order = super()._order_contracts_to_amount(order)
return self._adjust_krakenfutures_order(order)
def _adjust_krakenfutures_order(self, order: CcxtOrder) -> CcxtOrder:
"""Apply Kraken Futures-specific order corrections.
For filled terminal orders, always fetch trades and compute VWAP because
CCXT's average is still unreliable.
See: https://github.com/ccxt/ccxt/issues/27996
"""
if order.get("status") == "canceled" and order.get("filled") is None:
# Workaround for missing filled parsing - https://github.com/ccxt/ccxt/issues/28210
order["filled"] = safe_value_nested(order, "info.order.filled", default_value=None)
filled = self._safe_float(order.get("filled")) or 0.0
if order.get("status") in ("canceled", "closed") and filled > 0:
# Compute VWAP and cost for filled orders.
trades = self.get_trades_for_order(
order["id"], order["symbol"], since=dt_from_ts(order["timestamp"])
)
if trades:
total_amount = sum(t["amount"] for t in trades)
if total_amount:
# Compute VWAP
order["average"] = sum(t["price"] * t["amount"] for t in trades) / total_amount
trade_costs = [t["cost"] for t in trades if t.get("cost") is not None]
if trade_costs:
order["cost"] = sum(trade_costs)
return order
def get_trades_for_order(
self, order_id: str, pair: str, since: datetime, params: dict | None = None
) -> list:
"""Fetch trades and enrich with calculated fees.
Kraken Futures' /fills endpoint does not include fee amounts — only
fillType (maker/taker). This enriches each trade with a calculated fee
using the market's fee schedule so Freqtrade's fee detection works.
"""
trades = super().get_trades_for_order(order_id, pair, since, params)
for trade in trades:
if trade.get("fee") is None or trade["fee"].get("cost") is None:
taker_or_maker = trade.get("takerOrMaker", "taker")
symbol = trade.get("symbol", pair)
market = self.markets.get(symbol, {})
fee_rate = market.get(taker_or_maker, market.get("taker", 0.0005))
cost = trade.get("cost")
if cost is not None and fee_rate is not None:
trade["fee"] = {
"cost": cost * fee_rate,
"currency": market.get("quote", "USD"),
"rate": fee_rate,
}
return trades
@retrier(retries=API_FETCH_ORDER_RETRY_COUNT)
def fetch_order(
self, order_id: str, pair: str, params: dict[str, Any] | None = None
) -> CcxtOrder:
"""Fetch order with direct CCXT call and fallback to history endpoints."""
if self._config.get("dry_run"):
return self.fetch_dry_run_order(order_id)
params = params or {}
status_params = {k: v for k, v in params.items() if k not in ("trigger", "stop")}
try:
order = self._api.fetch_order(order_id, pair, params=status_params)
self._log_exchange_response("fetch_order", order)
return self._order_contracts_to_amount(order)
except ccxt.OrderNotFound:
# Expected for older Kraken Futures orders not visible in orders/status.
pass
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except ccxt.InvalidOrder as e:
msg = f"Tried to get an invalid order (pair: {pair} id: {order_id}). Message: {e}"
raise InvalidOrderException(msg) from e
except (ccxt.OperationFailed, ccxt.ExchangeError):
# Fallback to history endpoints for temporary/status endpoint gaps.
pass
except ccxt.BaseError as e:
raise OperationalException(e) from e
order = self._fetch_order_fallback(order_id, pair, params)
if order is not None:
return order
# Order not in status, open, closed, or canceled endpoints - genuinely gone.
# Raise non-retrying InvalidOrderException (Kraken has limited history retention).
raise InvalidOrderException(
f"Order not found in any endpoint (pair: {pair} id: {order_id})"
)
def _fetch_order_fallback(
self, order_id: str, pair: str, params: dict[str, Any]
) -> CcxtOrder | None:
"""Search open, closed, and canceled order endpoints for order_id.
Kraken Futures' orders/status endpoint only returns currently open orders.
Older orders require querying history endpoints (closed/canceled).
For stoploss (trigger) orders, the caller should pass stop=True in params
(handled automatically via stoploss_query_requires_stop_flag in _ft_has)
so that closed/canceled queries hit the trigger history endpoint.
"""
order_id_str = str(order_id)
# Open orders include triggers by default. Avoid passing trigger/stop flags
# to prevent endpoint/filter mismatches.
open_params = {k: v for k, v in params.items() if k not in ("trigger", "stop")}
order = self._find_order_in_list(
self._api.fetch_open_orders, pair, open_params, order_id_str
)
if order is not None:
return order
# Closed/canceled: pass params through (including stop=True for stoploss orders,
# which CCXT maps to the trigger history endpoint).
for fetch_fn in (self._api.fetch_closed_orders, self._api.fetch_canceled_orders):
order = self._find_order_in_list(fetch_fn, pair, params, order_id_str)
if order is not None:
return order
return None
def _find_order_in_list(
self,
fetch_fn,
symbol: str | None,
params: dict[str, Any],
order_id_str: str,
) -> CcxtOrder | None:
"""Fetch orders and return matching order_id, or None."""
try:
orders = fetch_fn(symbol, params=params) or []
self._log_exchange_response(fetch_fn.__name__, orders)
for order in orders:
if str(order.get("id")) == order_id_str:
self._log_exchange_response("fetch_order_fallback", order)
return self._order_contracts_to_amount(order)
except (ccxt.OrderNotFound, ccxt.InvalidOrder) as e:
logger.debug(f"{fetch_fn.__name__} failed: {e}")
return None
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.OperationFailed, ccxt.ExchangeError) as e:
raise TemporaryError(
f"Could not get order due to {e.__class__.__name__}. Message: {e}"
) from e
except ccxt.BaseError as e:
raise OperationalException(e) from e
return None
def get_funding_fees(self, pair: str, amount: float, is_short: bool, open_date) -> float:
"""Fetch funding fees, returning 0.0 if retrieval fails."""
if self.trading_mode == TradingMode.FUTURES:
try:
return self._fetch_and_calculate_funding_fees(pair, amount, is_short, open_date)
except ExchangeError:
logger.warning(f"Could not update funding fees for {pair}.")
return 0.0
+4 -8
View File
@@ -446,7 +446,7 @@ class FreqaiDataDrawer:
model_folders = [x for x in self.full_path.iterdir() if x.is_dir()] model_folders = [x for x in self.full_path.iterdir() if x.is_dir()]
pattern = re.compile(r"^sub-train-(.+)_(\d{10})$") pattern = re.compile(r"sub-train-(\w+)_(\d{10})")
delete_dict: dict[str, Any] = {} delete_dict: dict[str, Any] = {}
@@ -614,13 +614,9 @@ class FreqaiDataDrawer:
elif self.model_type == "pytorch": elif self.model_type == "pytorch":
import torch import torch
zipfile = torch.load( zipfile = torch.load(dk.data_path / f"{dk.model_filename}_model.zip")
dk.data_path / f"{dk.model_filename}_model.zip", model = zipfile["pytrainer"]
weights_only=False, model = model.load_from_checkpoint(zipfile)
)
# weights_only is necessary due to pytrainer being a serialized python object.
_trainer = zipfile["pytrainer"]
model = _trainer.load_from_checkpoint(zipfile)
if not model: if not model:
raise OperationalException( raise OperationalException(
+10 -16
View File
@@ -428,28 +428,22 @@ class FreqaiDataKitchen:
Get backtest prediction from current backtest period Get backtest prediction from current backtest period
""" """
# Build dict first and construct DataFrame once to avoid append_df = DataFrame()
# column-by-column assignment which causes DataFrame fragmentation
# and PerformanceWarning on large prediction sets.
append_dict: dict[str, Any] = {}
for label in predictions.columns: for label in predictions.columns:
append_dict[label] = predictions[label] append_df[label] = predictions[label]
if predictions[label].dtype == object: if append_df[label].dtype == object:
continue continue
if "labels_mean" in self.data and label in self.data["labels_mean"]: if "labels_mean" in self.data:
append_dict[f"{label}_mean"] = self.data["labels_mean"][label] append_df[f"{label}_mean"] = self.data["labels_mean"][label]
if "labels_std" in self.data and label in self.data["labels_std"]: if "labels_std" in self.data:
append_dict[f"{label}_std"] = self.data["labels_std"][label] append_df[f"{label}_std"] = self.data["labels_std"][label]
for extra_col in self.data["extra_returns_per_train"]: for extra_col in self.data["extra_returns_per_train"]:
append_dict[f"{extra_col}"] = self.data["extra_returns_per_train"][extra_col] append_df[f"{extra_col}"] = self.data["extra_returns_per_train"][extra_col]
append_dict["do_predict"] = do_predict append_df["do_predict"] = do_predict
if self.freqai_config["feature_parameters"].get("DI_threshold", 0) > 0: if self.freqai_config["feature_parameters"].get("DI_threshold", 0) > 0:
append_dict["DI_values"] = self.DI_values append_df["DI_values"] = self.DI_values
append_df = DataFrame(append_dict)
user_cols = [col for col in dataframe_backtest.columns if col.startswith("%%")] user_cols = [col for col in dataframe_backtest.columns if col.startswith("%%")]
cols = ["date"] cols = ["date"]
+7 -39
View File
@@ -63,11 +63,6 @@ class PyTorchModelTrainer(PyTorchTrainerInterface):
self.tb_logger = tb_logger self.tb_logger = tb_logger
self.test_batch_counter = 0 self.test_batch_counter = 0
# Early stopping parameters
self.early_stopping_patience: int = kwargs.get("early_stopping_patience", 0)
self.best_val_loss: float = float("inf")
self.patience_counter: int = 0
def fit(self, data_dictionary: dict[str, pd.DataFrame], splits: list[str]): def fit(self, data_dictionary: dict[str, pd.DataFrame], splits: list[str]):
""" """
:param data_dictionary: the dictionary constructed by DataHandler to hold :param data_dictionary: the dictionary constructed by DataHandler to hold
@@ -104,40 +99,15 @@ class PyTorchModelTrainer(PyTorchTrainerInterface):
# evaluation # evaluation
if "test" in splits: if "test" in splits:
val_loss = self.estimate_loss(data_loaders_dictionary, "test") self.estimate_loss(data_loaders_dictionary, "test")
# Early stopping check
if self.early_stopping_patience > 0 and val_loss is not None:
if val_loss < self.best_val_loss:
self.best_val_loss = val_loss
self.patience_counter = 0
else:
self.patience_counter += 1
if self.patience_counter >= self.early_stopping_patience:
logger.info(
f"Early stopping triggered after {self.patience_counter} "
f"epochs without improvement. "
f"Best val_loss: {self.best_val_loss:.6f}"
)
break
@torch.no_grad() @torch.no_grad()
def estimate_loss( def estimate_loss(
self, self,
data_loader_dictionary: dict[str, DataLoader], data_loader_dictionary: dict[str, DataLoader],
split: str, split: str,
) -> float | None: ) -> None:
"""
Estimate loss on a data split.
:param data_loader_dictionary: dictionary of data loaders.
:param split: split to estimate loss on (e.g. "test").
:return: average loss over all batches, or None if no batches.
"""
self.model.eval() self.model.eval()
total_loss = 0.0
num_batches = 0
for _, batch_data in enumerate(data_loader_dictionary[split]): for _, batch_data in enumerate(data_loader_dictionary[split]):
xb, yb = batch_data xb, yb = batch_data
xb = xb.to(self.device) xb = xb.to(self.device)
@@ -145,17 +115,11 @@ class PyTorchModelTrainer(PyTorchTrainerInterface):
yb_pred = self.model(xb) yb_pred = self.model(xb)
loss = self.criterion(yb_pred, yb) loss = self.criterion(yb_pred, yb)
total_loss += loss.item()
num_batches += 1
self.tb_logger.log_scalar(f"{split}_loss", loss.item(), self.test_batch_counter) self.tb_logger.log_scalar(f"{split}_loss", loss.item(), self.test_batch_counter)
self.test_batch_counter += 1 self.test_batch_counter += 1
self.model.train() self.model.train()
if num_batches > 0:
return total_loss / num_batches
return None
def create_data_loaders_dictionary( def create_data_loaders_dictionary(
self, data_dictionary: dict[str, pd.DataFrame], splits: list[str] self, data_dictionary: dict[str, pd.DataFrame], splits: list[str]
) -> dict[str, DataLoader]: ) -> dict[str, DataLoader]:
@@ -215,12 +179,16 @@ class PyTorchModelTrainer(PyTorchTrainerInterface):
path, path,
) )
def load(self, path: Path):
checkpoint = torch.load(path)
return self.load_from_checkpoint(checkpoint)
def load_from_checkpoint(self, checkpoint: dict): def load_from_checkpoint(self, checkpoint: dict):
""" """
when using continual_learning, DataDrawer will load the dictionary when using continual_learning, DataDrawer will load the dictionary
(containing state dicts and model_meta_data) by calling torch.load(path). (containing state dicts and model_meta_data) by calling torch.load(path).
you can access this dict from any class that inherits IFreqaiModel by calling you can access this dict from any class that inherits IFreqaiModel by calling
the get_init_model method. get_init_model method.
""" """
self.model.load_state_dict(checkpoint["model_state_dict"]) self.model.load_state_dict(checkpoint["model_state_dict"])
self.optimizer.load_state_dict(checkpoint["optimizer_state_dict"]) self.optimizer.load_state_dict(checkpoint["optimizer_state_dict"])
+3 -6
View File
@@ -555,7 +555,7 @@ class FreqtradeBot(LoggingMixin):
if trade.base_currency if trade.base_currency
else 0 else 0
) )
if total < trade.amount or (total == 0 and trade.amount == 0): if total < trade.amount:
if trade.fully_canceled_entry_order_count == len(trade.orders): if trade.fully_canceled_entry_order_count == len(trade.orders):
logger.warning( logger.warning(
f"Trade only had fully canceled entry orders. " f"Trade only had fully canceled entry orders. "
@@ -2421,10 +2421,7 @@ class FreqtradeBot(LoggingMixin):
def handle_protections(self, pair: str, side: LongShort) -> None: def handle_protections(self, pair: str, side: LongShort) -> None:
# Lock pair for one candle to prevent immediate re-entries # Lock pair for one candle to prevent immediate re-entries
self.strategy.lock_pair(pair, datetime.now(UTC), reason="Auto lock", side=side) self.strategy.lock_pair(pair, datetime.now(UTC), reason="Auto lock", side=side)
starting_balance = self.wallets.get_starting_balance() prot_trig = self.protections.stop_per_pair(pair, side=side)
prot_trig = self.protections.stop_per_pair(
pair, side=side, starting_balance=starting_balance
)
if prot_trig: if prot_trig:
msg: RPCProtectionMsg = { msg: RPCProtectionMsg = {
"type": RPCMessageType.PROTECTION_TRIGGER, "type": RPCMessageType.PROTECTION_TRIGGER,
@@ -2433,7 +2430,7 @@ class FreqtradeBot(LoggingMixin):
} }
self.rpc.send_msg(msg) self.rpc.send_msg(msg)
prot_trig_glb = self.protections.global_stop(side=side, starting_balance=starting_balance) prot_trig_glb = self.protections.global_stop(side=side)
if prot_trig_glb: if prot_trig_glb:
msg = { msg = {
"type": RPCMessageType.PROTECTION_TRIGGER_GLOBAL, "type": RPCMessageType.PROTECTION_TRIGGER_GLOBAL,
@@ -34,7 +34,6 @@ class PointAnnotationType(_BaseAnnotationType, total=False):
y: float y: float
size: int size: int
shape: Literal["circle", "rect", "roundRect", "triangle", "pin", "arrow", "none"] shape: Literal["circle", "rect", "roundRect", "triangle", "pin", "arrow", "none"]
rotate: int
AnnotationType = AreaAnnotationType | LineAnnotationType | PointAnnotationType AnnotationType = AreaAnnotationType | LineAnnotationType | PointAnnotationType
+5 -3
View File
@@ -6,6 +6,7 @@ Read the documentation to know what cli arguments you need.
import logging import logging
import sys import sys
from typing import Any
# check min. python version # check min. python version
@@ -34,7 +35,7 @@ def main(sysargv: list[str] | None = None) -> None:
:return: None :return: None
""" """
return_code: int | None = None return_code: Any = 1
try: try:
setup_logging_pre() setup_logging_pre()
asyncio_setup() asyncio_setup()
@@ -61,9 +62,11 @@ def main(sysargv: list[str] | None = None) -> None:
"`freqtrade --help` or `freqtrade <command> --help`." "`freqtrade --help` or `freqtrade <command> --help`."
) )
except SystemExit as e: # pragma: no cover
return_code = e
except KeyboardInterrupt: except KeyboardInterrupt:
logger.info("SIGINT received, aborting ...") logger.info("SIGINT received, aborting ...")
return_code = 130 return_code = 0
except ConfigurationError as e: except ConfigurationError as e:
logger.error( logger.error(
f"Configuration error: {e}\n" f"Configuration error: {e}\n"
@@ -74,7 +77,6 @@ def main(sysargv: list[str] | None = None) -> None:
return_code = 2 return_code = 2
except Exception: except Exception:
logger.exception("Fatal exception!") logger.exception("Fatal exception!")
return_code = 1
finally: finally:
sys.exit(return_code) sys.exit(return_code)
+7 -33
View File
@@ -84,12 +84,7 @@ def file_load_json(file: Path):
def is_file_in_dir(file: Path, directory: Path) -> bool: def is_file_in_dir(file: Path, directory: Path) -> bool:
""" """
Helper function to check if file is directly within a directory. Helper function to check if file is in directory.
:param file: File to check
:param directory: Directory to check against
When used in the API, this parameter cannot be user controlled (outside of the config)
to avoid security issues.
:return: True if file is directly within directory, False otherwise
""" """
return file.is_file() and file.parent.samefile(directory) return file.is_file() and file.parent.samefile(directory)
@@ -130,27 +125,6 @@ def round_dict(d, n):
DictMap = dict[str, Any] | Mapping[str, Any] DictMap = dict[str, Any] | Mapping[str, Any]
def safe_value_nested(obj: DictMap, keys: str, default_value=None):
"""
Search a nested dict for a value.
:param obj: dict to search in
:param keys: dot separated keys to search for
:param default_value: value to return if the key is not found or value is None
:return: value found in dict or default_value
Sample:
>>> d = { 'first' : { 'rows' : { 'pass' : 'dog', 'number' : '1' } } }
>>> safe_value_nested(d, "first.rows.pass") == "dog"
True
"""
nested_obj = obj
for key in keys.split("."):
if isinstance(nested_obj, Mapping) and key in nested_obj and nested_obj[key] is not None:
nested_obj = nested_obj[key]
else:
return default_value
return nested_obj
def safe_value_fallback(obj: DictMap, key1: str, key2: str | None = None, default_value=None): def safe_value_fallback(obj: DictMap, key1: str, key2: str | None = None, default_value=None):
""" """
Search a value in obj, return this if it's not None. Search a value in obj, return this if it's not None.
@@ -236,12 +210,12 @@ def remove_entry_exit_signals(dataframe: pd.DataFrame):
:param dataframe: The DataFrame to remove signals from :param dataframe: The DataFrame to remove signals from
""" """
dataframe[SignalType.ENTER_LONG] = 0 dataframe[SignalType.ENTER_LONG.value] = 0
dataframe[SignalType.EXIT_LONG] = 0 dataframe[SignalType.EXIT_LONG.value] = 0
dataframe[SignalType.ENTER_SHORT] = 0 dataframe[SignalType.ENTER_SHORT.value] = 0
dataframe[SignalType.EXIT_SHORT] = 0 dataframe[SignalType.EXIT_SHORT.value] = 0
dataframe[SignalTagType.ENTER_TAG] = None dataframe[SignalTagType.ENTER_TAG.value] = None
dataframe[SignalTagType.EXIT_TAG] = None dataframe[SignalTagType.EXIT_TAG.value] = None
return dataframe return dataframe
+5 -8
View File
@@ -136,7 +136,6 @@ class Backtesting:
"exited": {}, "exited": {},
} }
self.rejected_dict: dict[str, list] = {} self.rejected_dict: dict[str, list] = {}
self.starting_balance: float = 0.0
self._exchange_name = self.config["exchange"]["name"] self._exchange_name = self.config["exchange"]["name"]
self.__initial_backtest = exchange is None self.__initial_backtest = exchange is None
@@ -278,7 +277,6 @@ class Backtesting:
self.reset_backtest(False) self.reset_backtest(False)
self.wallets = Wallets(self.config, self.exchange, is_backtest=True) self.wallets = Wallets(self.config, self.exchange, is_backtest=True)
self.starting_balance = self.wallets.get_starting_balance()
self.progress = BTProgress() self.progress = BTProgress()
self.abort = False self.abort = False
@@ -848,7 +846,9 @@ class Backtesting:
exit_tag=exit_reason, exit_tag=exit_reason,
) )
if rate is not None and rate != close_rate: if rate is not None and rate != close_rate:
close_rate = rate close_rate = price_to_precision(
rate, trade.price_precision, trade.precision_mode_price
)
# We can't place orders lower than current low. # We can't place orders lower than current low.
# freqtrade does not support this in live, and the order would fill immediately # freqtrade does not support this in live, and the order would fill immediately
if trade.is_short: if trade.is_short:
@@ -890,9 +890,6 @@ class Backtesting:
self.order_id_counter += 1 self.order_id_counter += 1
exit_candle_time = sell_row[DATE_IDX].to_pydatetime() exit_candle_time = sell_row[DATE_IDX].to_pydatetime()
order_type = self.strategy.order_types["exit"] order_type = self.strategy.order_types["exit"]
close_rate = price_to_precision(
close_rate, trade.price_precision, trade.precision_mode_price
)
# amount = amount or trade.amount # amount = amount or trade.amount
amount = amount_to_contract_precision( amount = amount_to_contract_precision(
amount or trade.amount, trade.amount_precision, self.precision_mode, trade.contract_size amount or trade.amount, trade.amount_precision, self.precision_mode, trade.contract_size
@@ -1274,8 +1271,8 @@ class Backtesting:
def run_protections(self, pair: str, current_time: datetime, side: LongShort): def run_protections(self, pair: str, current_time: datetime, side: LongShort):
if self.enable_protections: if self.enable_protections:
self.protections.stop_per_pair(pair, current_time, side, self.starting_balance) self.protections.stop_per_pair(pair, current_time, side)
self.protections.global_stop(current_time, side, self.starting_balance) self.protections.global_stop(current_time, side)
def manage_open_orders(self, trade: LocalTrade, current_time: datetime, row: tuple) -> bool: def manage_open_orders(self, trade: LocalTrade, current_time: datetime, row: tuple) -> bool:
""" """
+2 -2
View File
@@ -1,5 +1,5 @@
from datetime import UTC, datetime from datetime import UTC, datetime
from enum import StrEnum from enum import Enum
from typing import ClassVar, Literal from typing import ClassVar, Literal
from sqlalchemy import String from sqlalchemy import String
@@ -11,7 +11,7 @@ from freqtrade.persistence.base import ModelBase, SessionType
ValueTypes = str | datetime | float | int ValueTypes = str | datetime | float | int
class ValueTypesEnum(StrEnum): class ValueTypesEnum(str, Enum):
STRING = "str" STRING = "str"
DATETIME = "datetime" DATETIME = "datetime"
FLOAT = "float" FLOAT = "float"
+12 -38
View File
@@ -30,39 +30,25 @@ def get_backup_name(tabs: list[str], backup_prefix: str):
return table_back_name return table_back_name
def get_last_sequence_ids(engine, sequence_name: str, table_back_name: str) -> int | None: def get_last_sequence_ids(engine, trade_back_name: str, order_back_name: str):
last_id: int | None = None order_id: int | None = None
trade_id: int | None = None
if engine.name == "postgresql": if engine.name == "postgresql":
with engine.begin() as connection: with engine.begin() as connection:
last_id = connection.execute(text(f"select nextval('{sequence_name}')")).fetchone()[0] trade_id = connection.execute(text("select nextval('trades_id_seq')")).fetchone()[0]
order_id = connection.execute(text("select nextval('orders_id_seq')")).fetchone()[0]
with engine.begin() as connection: with engine.begin() as connection:
connection.execute( connection.execute(
text(f"ALTER SEQUENCE {sequence_name} rename to {table_back_name}_id_seq_bak") text(f"ALTER SEQUENCE orders_id_seq rename to {order_back_name}_id_seq_bak")
) )
connection.execute(
return last_id text(f"ALTER SEQUENCE trades_id_seq rename to {trade_back_name}_id_seq_bak")
)
return order_id, trade_id
def set_sequence_ids( def set_sequence_ids(engine, order_id, trade_id, pairlock_id=None):
engine,
order_id: int | None = None,
trade_id: int | None = None,
pairlock_id: int | None = None,
kv_id: int | None = None,
custom_data_id: int | None = None,
):
"""
Set sequence ids to the given values.
The id's given should be the next id to use, so the current max id + 1 - or current id
if using nextval before migration.
:param engine: SQLAlchemy engine
:param order_id: value to set for orders_id_seq (optional)
:param trade_id: value to set for trades_id_seq (optional)
:param pairlock_id: value to set for pairlocks_id_seq (optional)
:param kv_id: value to set for KeyValueStore_id_seq (optional)
:param custom_data_id: value to set for trade_custom_data_id_seq (optional)
"""
if engine.name == "postgresql": if engine.name == "postgresql":
with engine.begin() as connection: with engine.begin() as connection:
if order_id: if order_id:
@@ -73,14 +59,6 @@ def set_sequence_ids(
connection.execute( connection.execute(
text(f"ALTER SEQUENCE pairlocks_id_seq RESTART WITH {pairlock_id}") text(f"ALTER SEQUENCE pairlocks_id_seq RESTART WITH {pairlock_id}")
) )
if kv_id:
connection.execute(
text(f'ALTER SEQUENCE "KeyValueStore_id_seq" RESTART WITH {kv_id}')
)
if custom_data_id:
connection.execute(
text(f"ALTER SEQUENCE trade_custom_data_id_seq RESTART WITH {custom_data_id}")
)
def drop_index_on_table(engine, inspector, table_bak_name): def drop_index_on_table(engine, inspector, table_bak_name):
@@ -179,8 +157,7 @@ def migrate_trades_and_orders_table(
drop_index_on_table(engine, inspector, trade_back_name) drop_index_on_table(engine, inspector, trade_back_name)
order_id = get_last_sequence_ids(engine, "order_id_seq", order_back_name) order_id, trade_id = get_last_sequence_ids(engine, trade_back_name, order_back_name)
trade_id = get_last_sequence_ids(engine, "trades_id_seq", trade_back_name)
drop_orders_table(engine, order_back_name) drop_orders_table(engine, order_back_name)
@@ -292,7 +269,6 @@ def migrate_pairlocks_table(decl_base, inspector, engine, pairlock_back_name: st
connection.execute(text(f"alter table pairlocks rename to {pairlock_back_name}")) connection.execute(text(f"alter table pairlocks rename to {pairlock_back_name}"))
drop_index_on_table(engine, inspector, pairlock_back_name) drop_index_on_table(engine, inspector, pairlock_back_name)
pairlock_id = get_last_sequence_ids(engine, "pairlocks_id_seq", pairlock_back_name)
side = get_column_def(cols, "side", "'*'") side = get_column_def(cols, "side", "'*'")
@@ -312,8 +288,6 @@ def migrate_pairlocks_table(decl_base, inspector, engine, pairlock_back_name: st
) )
) )
set_sequence_ids(engine, pairlock_id=pairlock_id)
def set_sqlite_to_wal(engine): def set_sqlite_to_wal(engine):
if engine.name == "sqlite" and str(engine.url) != "sqlite://": if engine.name == "sqlite" and str(engine.url) != "sqlite://":
+1 -1
View File
@@ -86,7 +86,7 @@ class PairLocks:
lock lock
for lock in PairLocks.locks for lock in PairLocks.locks
if ( if (
lock.lock_end_time > now lock.lock_end_time >= now
and lock.active is True and lock.active is True
and (pair is None or lock.pair == pair) and (pair is None or lock.pair == pair)
and (side is None or lock.side == "*" or lock.side == side) and (side is None or lock.side == "*" or lock.side == side)
+4 -6
View File
@@ -261,12 +261,10 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
if trades is not None and len(trades) > 0: if trades is not None and len(trades) > 0:
# Create description for exit summarizing the trade # Create description for exit summarizing the trade
trades["desc"] = trades.apply( trades["desc"] = trades.apply(
lambda row: ( lambda row: f"{row['profit_ratio']:.2%}, "
f"{row['profit_ratio']:.2%}, " + (f"{row['enter_tag']}, " if row["enter_tag"] is not None else "")
+ (f"{row['enter_tag']}, " if row["enter_tag"] is not None else "") + f"{row['exit_reason']}, "
+ f"{row['exit_reason']}, " + f"{row['trade_duration']} min",
+ f"{row['trade_duration']} min"
),
axis=1, axis=1,
) )
trade_entries = go.Scatter( trade_entries = go.Scatter(
+9
View File
@@ -51,6 +51,15 @@ class AgeFilter(IPairList):
f"({candle_limit})" f"({candle_limit})"
) )
@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: def short_desc(self) -> str:
""" """
Short whitelist method description - used for startup-messages Short whitelist method description - used for startup-messages
@@ -1,133 +0,0 @@
"""Cross Market pair list filter"""
import logging
from freqtrade.constants import PairPrefixes
from freqtrade.exchange.exchange_types import Tickers
from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter, SupportsBacktesting
from freqtrade.util import FtTTLCache
logger = logging.getLogger(__name__)
class CrossMarketPairList(IPairList):
is_pairlist_generator = True
supports_backtesting = SupportsBacktesting.BIASED
def __init__(self, *args, **kwargs) -> None:
super().__init__(*args, **kwargs)
self._pairs_exist_on: str = self._pairlistconfig.get("pairs_exist_on", "both_markets")
self._stake_currency: str = self._config["stake_currency"]
self._target_mode = "spot" if self._config["trading_mode"] == "futures" else "futures"
self._refresh_period = self._pairlistconfig.get("refresh_period", 1800)
self._pair_cache: FtTTLCache = FtTTLCache(maxsize=1, ttl=self._refresh_period)
def short_desc(self) -> str:
"""
Short whitelist method description - used for startup-messages
"""
pairs_exist_on = self._pairs_exist_on
msg = f"{self.name} - Pairs that exists on {pairs_exist_on.capitalize()}."
return msg
@staticmethod
def description() -> str:
return "Filter pairs if they exist or not on another market."
@staticmethod
def available_parameters() -> dict[str, PairlistParameter]:
return {
"pairs_exist_on": {
"type": "option",
"default": "both_markets",
"options": ["current_market_only", "both_markets"],
"description": "Mode of operation",
"help": "Mode of operation (current_market_only/both_markets)",
},
**IPairList.refresh_period_parameter(),
}
def get_base_list(self) -> list[str]:
target_mode = self._target_mode
spot_only = True if target_mode == "spot" else False
futures_only = True if target_mode == "futures" else False
bases = [
v.get("base", "")
for _, v in self._exchange.get_markets(
quote_currencies=[self._stake_currency],
tradable_only=False,
active_only=True,
spot_only=spot_only,
futures_only=futures_only,
).items()
]
return bases
def gen_pairlist(self, tickers: Tickers) -> list[str]:
"""
Generate the pairlist
:param tickers: Tickers (from exchange.get_tickers). May be cached.
:return: List of pairs
"""
# Generate dynamic whitelist
# Must always run if this pairlist is the first in the list.
pairlist = self._pair_cache.get("pairlist")
if pairlist:
# Item found - no refresh necessary
return pairlist.copy()
else:
# Use fresh pairlist
# Check if pair quote currency equals to the stake currency.
_pairlist = [
k
for k in self._exchange.get_markets(
quote_currencies=[self._stake_currency], tradable_only=True, active_only=True
).keys()
]
_pairlist = self.verify_blacklist(_pairlist, logger.info)
pairlist = self.filter_pairlist(_pairlist, tickers)
self._pair_cache["pairlist"] = pairlist.copy()
return pairlist
def filter_pairlist(self, pairlist: list[str], tickers: Tickers) -> list[str]:
bases = self.get_base_list()
pairs_exist_on = self._pairs_exist_on
is_whitelist_mode = pairs_exist_on == "both_markets"
whitelisted_pairlist: list[str] = []
filtered_pairlist = pairlist.copy()
for pair in pairlist:
base = self._exchange.get_pair_base_currency(pair)
if not base:
self.log_once(
f"Unable to get base currency for pair {pair}, skipping it.", logger.warning
)
filtered_pairlist.remove(pair)
continue
found_in_bases = base in bases
if not found_in_bases:
for prefix in PairPrefixes:
# Check in case of PEPE needs to be changed into 1000PEPE for example
test_prefix = f"{prefix}{base}"
found_in_bases = test_prefix in bases
if found_in_bases:
break
# Avoid false positive since there are KAVA and AVA pairs, which aren't related
if prefix != "K":
# Check in case of 1000PEPE needs to be changed into PEPE for example
if base.startswith(prefix):
temp_base = base.removeprefix(prefix)
found_in_bases = temp_base in bases
if found_in_bases:
break
if found_in_bases:
whitelisted_pairlist.append(pair)
filtered_pairlist.remove(pair)
return whitelisted_pairlist if is_whitelist_mode else filtered_pairlist
@@ -28,6 +28,15 @@ class DelistFilter(IPairList):
"DelistFilter doesn't support this exchange and trading mode combination.", "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: def short_desc(self) -> str:
""" """
Short whitelist method description - used for startup-messages Short whitelist method description - used for startup-messages
@@ -15,6 +15,15 @@ logger = logging.getLogger(__name__)
class FullTradesFilter(IPairList): class FullTradesFilter(IPairList):
supports_backtesting = SupportsBacktesting.NO_ACTION supports_backtesting = SupportsBacktesting.NO_ACTION
@property
def needstickers(self) -> bool:
"""
Boolean property defining if tickers are necessary.
If no Pairlist requires tickers, an empty List is passed
as tickers argument to filter_pairlist
"""
return False
def short_desc(self) -> str: def short_desc(self) -> str:
""" """
Short allowlist method description - used for startup-messages Short allowlist method description - used for startup-messages
+3 -2
View File
@@ -5,7 +5,7 @@ PairList Handler base class
import logging import logging
from abc import ABC, abstractmethod from abc import ABC, abstractmethod
from copy import deepcopy from copy import deepcopy
from enum import StrEnum from enum import Enum
from typing import Any, Literal, TypedDict from typing import Any, Literal, TypedDict
from freqtrade.constants import Config from freqtrade.constants import Config
@@ -58,7 +58,7 @@ PairlistParameter = (
) )
class SupportsBacktesting(StrEnum): class SupportsBacktesting(str, Enum):
""" """
Enum to indicate if a Pairlist Handler supports backtesting. Enum to indicate if a Pairlist Handler supports backtesting.
""" """
@@ -107,6 +107,7 @@ class IPairList(LoggingMixin, ABC):
return self.__class__.__name__ return self.__class__.__name__
@property @property
@abstractmethod
def needstickers(self) -> bool: def needstickers(self) -> bool:
""" """
Boolean property defining if tickers are necessary. Boolean property defining if tickers are necessary.
@@ -7,7 +7,6 @@ Provides dynamic pair list based on Market Cap
import logging import logging
import math import math
from freqtrade.constants import PairPrefixes
from freqtrade.exceptions import OperationalException from freqtrade.exceptions import OperationalException
from freqtrade.exchange.exchange_types import Tickers from freqtrade.exchange.exchange_types import Tickers
from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter, SupportsBacktesting from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter, SupportsBacktesting
@@ -65,6 +64,15 @@ class MarketCapPairList(IPairList):
"Please ensure this value is necessary for your use case.", "Please ensure this value is necessary for your use case.",
) )
@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: def short_desc(self) -> str:
""" """
Short whitelist method description - used for startup-messages Short whitelist method description - used for startup-messages
@@ -154,6 +162,9 @@ class MarketCapPairList(IPairList):
return pairlist return pairlist
# Prefixes to test to discover coins like 1000PEPE/USDDT:USDT or KPEPE/USDC (hyperliquid)
prefixes = ("1000", "K")
def resolve_marketcap_pair( def resolve_marketcap_pair(
self, self,
pair: str, pair: str,
@@ -168,7 +179,7 @@ class MarketCapPairList(IPairList):
return pair return pair
if pair not in markets: if pair not in markets:
for prefix in PairPrefixes: for prefix in self.prefixes:
test_prefix = f"{prefix}{pair}" test_prefix = f"{prefix}{pair}"
if test_prefix in pairlist: if test_prefix in pairlist:
@@ -24,6 +24,15 @@ class OffsetFilter(IPairList):
if self._offset < 0: if self._offset < 0:
raise OperationalException("OffsetFilter requires offset to be >= 0") raise OperationalException("OffsetFilter requires offset to be >= 0")
@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: def short_desc(self) -> str:
""" """
Short whitelist method description - used for startup-messages Short whitelist method description - used for startup-messages
@@ -25,6 +25,15 @@ class PerformanceFilter(IPairList):
self._minutes = self._pairlistconfig.get("minutes", 0) self._minutes = self._pairlistconfig.get("minutes", 0)
self._min_profit = self._pairlistconfig.get("min_profit") self._min_profit = self._pairlistconfig.get("min_profit")
@property
def needstickers(self) -> bool:
"""
Boolean property defining if tickers are necessary.
If no Pairlist requires tickers, an empty List is passed
as tickers argument to filter_pairlist
"""
return False
def short_desc(self) -> str: def short_desc(self) -> str:
""" """
Short allowlist method description - used for startup-messages Short allowlist method description - used for startup-messages
@@ -42,6 +42,15 @@ class ProducerPairList(IPairList):
"ProducerPairList requires external_message_consumer to be enabled." "ProducerPairList requires external_message_consumer to be enabled."
) )
@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: def short_desc(self) -> str:
""" """
Short whitelist method description - used for startup-messages Short whitelist method description - used for startup-messages
+20 -7
View File
@@ -31,6 +31,12 @@ class RemotePairList(IPairList):
def __init__(self, *args, **kwargs) -> None: def __init__(self, *args, **kwargs) -> None:
super().__init__(*args, **kwargs) super().__init__(*args, **kwargs)
if "number_assets" not in self._pairlistconfig:
raise OperationalException(
"`number_assets` not specified. Please check your configuration "
'for "pairlist.config.number_assets"'
)
if "pairlist_url" not in self._pairlistconfig: if "pairlist_url" not in self._pairlistconfig:
raise OperationalException( raise OperationalException(
"`pairlist_url` not specified. Please check your configuration " "`pairlist_url` not specified. Please check your configuration "
@@ -39,7 +45,7 @@ class RemotePairList(IPairList):
self._mode = self._pairlistconfig.get("mode", "whitelist") self._mode = self._pairlistconfig.get("mode", "whitelist")
self._processing_mode = self._pairlistconfig.get("processing_mode", "filter") self._processing_mode = self._pairlistconfig.get("processing_mode", "filter")
self._number_pairs: int | None = self._pairlistconfig.get("number_assets", None) self._number_pairs = self._pairlistconfig["number_assets"]
self._refresh_period: int = self._pairlistconfig.get("refresh_period", 1800) self._refresh_period: int = self._pairlistconfig.get("refresh_period", 1800)
self._keep_pairlist_on_failure = self._pairlistconfig.get("keep_pairlist_on_failure", True) self._keep_pairlist_on_failure = self._pairlistconfig.get("keep_pairlist_on_failure", True)
self._pair_cache: FtTTLCache = FtTTLCache(maxsize=1, ttl=self._refresh_period) self._pair_cache: FtTTLCache = FtTTLCache(maxsize=1, ttl=self._refresh_period)
@@ -66,11 +72,20 @@ class RemotePairList(IPairList):
"position of your pairlist." "position of your pairlist."
) )
@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: def short_desc(self) -> str:
""" """
Short whitelist method description - used for startup-messages Short whitelist method description - used for startup-messages
""" """
return f"{self.name} - {self._number_pairs or 'all'} pairs from RemotePairlist." return f"{self.name} - {self._pairlistconfig['number_assets']} pairs from RemotePairlist."
@staticmethod @staticmethod
def description() -> str: def description() -> str:
@@ -87,7 +102,7 @@ class RemotePairList(IPairList):
}, },
"number_assets": { "number_assets": {
"type": "number", "type": "number",
"default": None, "default": 30,
"description": "Number of assets", "description": "Number of assets",
"help": "Number of assets to use from the pairlist.", "help": "Number of assets to use from the pairlist.",
}, },
@@ -242,8 +257,7 @@ class RemotePairList(IPairList):
pairlist = expand_pairlist(pairlist, list(self._exchange.get_markets().keys())) pairlist = expand_pairlist(pairlist, list(self._exchange.get_markets().keys()))
pairlist = self._whitelist_for_active_markets(pairlist) pairlist = self._whitelist_for_active_markets(pairlist)
if self._number_pairs and (self._mode == "whitelist"): pairlist = pairlist[: self._number_pairs]
pairlist = pairlist[: self._number_pairs]
if pairlist: if pairlist:
self._pair_cache["pairlist"] = pairlist.copy() self._pair_cache["pairlist"] = pairlist.copy()
@@ -300,6 +314,5 @@ class RemotePairList(IPairList):
if filtered: if filtered:
self.log_once(f"Blacklist - Filtered out pairs: {filtered}", logger.info) self.log_once(f"Blacklist - Filtered out pairs: {filtered}", logger.info)
if self._number_pairs and (self._mode == "whitelist"): merged_list = merged_list[: self._number_pairs]
merged_list = merged_list[: self._number_pairs]
return merged_list return merged_list
@@ -39,6 +39,15 @@ class ShuffleFilter(IPairList):
maxsize=1000, ttl=timeframe_to_seconds(self._config["timeframe"]) maxsize=1000, ttl=timeframe_to_seconds(self._config["timeframe"])
) )
@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: def short_desc(self) -> str:
""" """
Short whitelist method description - used for startup-messages Short whitelist method description - used for startup-messages
@@ -28,6 +28,15 @@ class StaticPairList(IPairList):
# Pair cache - only used for optimize modes # Pair cache - only used for optimize modes
self._bt_pair_cache: LRUCache = LRUCache(maxsize=1) self._bt_pair_cache: LRUCache = LRUCache(maxsize=1)
@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: def short_desc(self) -> str:
""" """
Short whitelist method description - used for startup-messages Short whitelist method description - used for startup-messages
@@ -53,6 +53,15 @@ class VolatilityFilter(IPairList):
"either None (undefined), 'asc' or 'desc'" "either None (undefined), 'asc' or 'desc'"
) )
@property
def needstickers(self) -> bool:
"""
Boolean property defining if tickers are necessary.
If no Pairlist requires tickers, an empty List is passed
as tickers argument to filter_pairlist
"""
return False
def short_desc(self) -> str: def short_desc(self) -> str:
""" """
Short whitelist method description - used for startup-messages Short whitelist method description - used for startup-messages

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