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xmatthias committed May 27, 2021
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9 changes: 5 additions & 4 deletions .devcontainer/Dockerfile
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@@ -1,20 +1,21 @@
FROM freqtradeorg/freqtrade:develop

USER root
# Install dependencies
COPY requirements-dev.txt /freqtrade/

RUN apt-get update \
&& apt-get -y install git mercurial sudo vim \
&& apt-get -y install git mercurial sudo vim build-essential \
&& apt-get clean \
&& pip install autopep8 -r docs/requirements-docs.txt -r requirements-dev.txt --no-cache-dir \
&& useradd -u 1000 -U -m ftuser \
&& mkdir -p /home/ftuser/.vscode-server /home/ftuser/.vscode-server-insiders /home/ftuser/commandhistory \
&& echo "export PROMPT_COMMAND='history -a'" >> /home/ftuser/.bashrc \
&& echo "export HISTFILE=~/commandhistory/.bash_history" >> /home/ftuser/.bashrc \
&& mv /root/.local /home/ftuser/.local/ \
&& chown ftuser:ftuser -R /home/ftuser/.local/ \
&& chown ftuser: -R /home/ftuser/

USER ftuser

RUN pip install --user autopep8 -r docs/requirements-docs.txt -r requirements-dev.txt --no-cache-dir

# Empty the ENTRYPOINT to allow all commands
ENTRYPOINT []
1 change: 0 additions & 1 deletion .gitattributes
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@@ -1,4 +1,3 @@
* encoding=UTF-8
*.py eol=lf
*.sh eol=lf
*.ps1 eol=crlf
6 changes: 6 additions & 0 deletions .github/ISSUE_TEMPLATE/config.yml
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@@ -0,0 +1,6 @@
---
blank_issues_enabled: false
contact_links:
- name: Discord Server
url: https://discord.gg/MA9v74M
about: Ask a question or get community support from our Discord server
2 changes: 1 addition & 1 deletion .github/workflows/ci.yml
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Expand Up @@ -301,7 +301,7 @@ jobs:
runs-on: ubuntu-20.04
steps:
- name: Cleanup previous runs on this branch
uses: rokroskar/[email protected].2
uses: rokroskar/[email protected].3
if: "!startsWith(github.ref, 'refs/tags/') && github.ref != 'refs/heads/stable' && github.repository == 'freqtrade/freqtrade'"
env:
GITHUB_TOKEN: "${{ secrets.GITHUB_TOKEN }}"
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2 changes: 1 addition & 1 deletion Dockerfile
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@@ -1,4 +1,4 @@
FROM python:3.9.4-slim-buster as base
FROM python:3.9.5-slim-buster as base

# Setup env
ENV LANG C.UTF-8
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6 changes: 3 additions & 3 deletions README.md
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@@ -1,4 +1,4 @@
# ![freqtrade](docs/assets/freqtrade_poweredby.svg)
# ![freqtrade](https://raw.githubusercontent.com/freqtrade/freqtrade/develop/docs/assets/freqtrade_poweredby.svg)

[![Freqtrade CI](https://github.com/freqtrade/freqtrade/workflows/Freqtrade%20CI/badge.svg)](https://github.com/freqtrade/freqtrade/actions/)
[![Coverage Status](https://coveralls.io/repos/github/freqtrade/freqtrade/badge.svg?branch=develop&service=github)](https://coveralls.io/github/freqtrade/freqtrade?branch=develop)
Expand Down Expand Up @@ -154,7 +154,7 @@ You can also join our [Slack channel](https://join.slack.com/t/highfrequencybot/
If you discover a bug in the bot, please
[search our issue tracker](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue)
first. If it hasn't been reported, please
[create a new issue](https://github.com/freqtrade/freqtrade/issues/new) and
[create a new issue](https://github.com/freqtrade/freqtrade/issues/new/choose) and
ensure you follow the template guide so that our team can assist you as
quickly as possible.

Expand All @@ -163,7 +163,7 @@ quickly as possible.
Have you a great idea to improve the bot you want to share? Please,
first search if this feature was not [already discussed](https://github.com/freqtrade/freqtrade/labels/enhancement).
If it hasn't been requested, please
[create a new request](https://github.com/freqtrade/freqtrade/issues/new)
[create a new request](https://github.com/freqtrade/freqtrade/issues/new/choose)
and ensure you follow the template guide so that it does not get lost
in the bug reports.

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5 changes: 4 additions & 1 deletion build_helpers/install_ta-lib.sh
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Expand Up @@ -8,10 +8,13 @@ if [ ! -f "${INSTALL_LOC}/lib/libta_lib.a" ]; then
tar zxvf ta-lib-0.4.0-src.tar.gz
cd ta-lib \
&& sed -i.bak "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h \
&& curl 'http://git.savannah.gnu.org/gitweb/?p=config.git;a=blob_plain;f=config.guess;hb=HEAD' -o config.guess \
&& curl 'http://git.savannah.gnu.org/gitweb/?p=config.git;a=blob_plain;f=config.sub;hb=HEAD' -o config.sub \
&& ./configure --prefix=${INSTALL_LOC}/ \
&& make \
&& make -j$(nproc) \
&& which sudo && sudo make install || make install \
&& cd ..
else
echo "TA-lib already installed, skipping installation"
fi
# && sed -i.bak "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h \
5 changes: 2 additions & 3 deletions build_helpers/install_windows.ps1
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@@ -1,16 +1,15 @@
# Downloads don't work automatically, since the URL is regenerated via javascript.
# Downloaded from https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib
# Invoke-WebRequest -Uri "https://download.lfd.uci.edu/pythonlibs/xxxxxxx/TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl" -OutFile "TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl"

python -m pip install --upgrade pip

$pyv = python -c "import sys; print(f'{sys.version_info.major}.{sys.version_info.minor}')"

if ($pyv -eq '3.7') {
pip install build_helpers\TA_Lib-0.4.19-cp37-cp37m-win_amd64.whl
pip install build_helpers\TA_Lib-0.4.20-cp37-cp37m-win_amd64.whl
}
if ($pyv -eq '3.8') {
pip install build_helpers\TA_Lib-0.4.19-cp38-cp38-win_amd64.whl
pip install build_helpers\TA_Lib-0.4.20-cp38-cp38-win_amd64.whl
}

pip install -r requirements-dev.txt
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14 changes: 12 additions & 2 deletions config_full.json.example
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Expand Up @@ -23,7 +23,8 @@
"stoploss": -0.10,
"unfilledtimeout": {
"buy": 10,
"sell": 30
"sell": 30,
"unit": "minutes"
},
"bid_strategy": {
"price_side": "bid",
Expand Down Expand Up @@ -164,7 +165,16 @@
"startup": "on",
"buy": "on",
"buy_fill": "on",
"sell": "on",
"sell": {
"roi": "off",
"emergency_sell": "off",
"force_sell": "off",
"sell_signal": "off",
"trailing_stop_loss": "off",
"stop_loss": "off",
"stoploss_on_exchange": "off",
"custom_sell": "off"
},
"sell_fill": "on",
"buy_cancel": "on",
"sell_cancel": "on"
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58 changes: 58 additions & 0 deletions docker/Dockerfile.aarch64
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@@ -0,0 +1,58 @@
FROM --platform=linux/arm64/v8 python:3.9.4-slim-buster as base

# Setup env
ENV LANG C.UTF-8
ENV LC_ALL C.UTF-8
ENV PYTHONDONTWRITEBYTECODE 1
ENV PYTHONFAULTHANDLER 1
ENV PATH=/home/ftuser/.local/bin:$PATH
ENV FT_APP_ENV="docker"

# Prepare environment
RUN mkdir /freqtrade \
&& apt-get update \
&& apt-get -y install libatlas3-base curl sqlite3 libhdf5-serial-dev sudo \
&& apt-get clean \
&& useradd -u 1000 -G sudo -U -m ftuser \
&& chown ftuser:ftuser /freqtrade \
# Allow sudoers
&& echo "ftuser ALL=(ALL) NOPASSWD: /bin/chown" >> /etc/sudoers

WORKDIR /freqtrade

# Install dependencies
FROM base as python-deps
RUN apt-get update \
&& apt-get -y install curl build-essential libssl-dev git libffi-dev libgfortran5 pkg-config cmake gcc \
&& apt-get clean \
&& pip install --upgrade pip

# Install TA-lib
COPY build_helpers/* /tmp/
RUN cd /tmp && /tmp/install_ta-lib.sh && rm -r /tmp/*ta-lib*
ENV LD_LIBRARY_PATH /usr/local/lib

# Install dependencies
COPY --chown=ftuser:ftuser requirements.txt requirements-hyperopt.txt /freqtrade/
USER ftuser
RUN pip install --user --no-cache-dir numpy \
&& pip install --user --no-cache-dir -r requirements-hyperopt.txt

# Copy dependencies to runtime-image
FROM base as runtime-image
COPY --from=python-deps /usr/local/lib /usr/local/lib
ENV LD_LIBRARY_PATH /usr/local/lib

COPY --from=python-deps --chown=ftuser:ftuser /home/ftuser/.local /home/ftuser/.local

USER ftuser
# Install and execute
COPY --chown=ftuser:ftuser . /freqtrade/

RUN pip install -e . --user --no-cache-dir \
&& mkdir /freqtrade/user_data/ \
&& freqtrade install-ui

ENTRYPOINT ["freqtrade"]
# Default to trade mode
CMD [ "trade" ]
Binary file added docs/assets/telegram_forcebuy.png
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74 changes: 40 additions & 34 deletions docs/backtesting.md
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Expand Up @@ -237,41 +237,41 @@ The most important in the backtesting is to understand the result.
A backtesting result will look like that:

```
========================================================= BACKTESTING REPORT ========================================================
| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Wins | Draws | Losses |
|:---------|-------:|---------------:|---------------:|-----------------:|---------------:|:---------------|------:|-------:|--------:|
| ADA/BTC | 35 | -0.11 | -3.88 | -0.00019428 | -1.94 | 4:35:00 | 14 | 0 | 21 |
| ARK/BTC | 11 | -0.41 | -4.52 | -0.00022647 | -2.26 | 2:03:00 | 3 | 0 | 8 |
| BTS/BTC | 32 | 0.31 | 9.78 | 0.00048938 | 4.89 | 5:05:00 | 18 | 0 | 14 |
| DASH/BTC | 13 | -0.08 | -1.07 | -0.00005343 | -0.53 | 4:39:00 | 6 | 0 | 7 |
| ENG/BTC | 18 | 1.36 | 24.54 | 0.00122807 | 12.27 | 2:50:00 | 8 | 0 | 10 |
| EOS/BTC | 36 | 0.08 | 3.06 | 0.00015304 | 1.53 | 3:34:00 | 16 | 0 | 20 |
| ETC/BTC | 26 | 0.37 | 9.51 | 0.00047576 | 4.75 | 6:14:00 | 11 | 0 | 15 |
| ETH/BTC | 33 | 0.30 | 9.96 | 0.00049856 | 4.98 | 7:31:00 | 16 | 0 | 17 |
| IOTA/BTC | 32 | 0.03 | 1.09 | 0.00005444 | 0.54 | 3:12:00 | 14 | 0 | 18 |
| LSK/BTC | 15 | 1.75 | 26.26 | 0.00131413 | 13.13 | 2:58:00 | 6 | 0 | 9 |
| LTC/BTC | 32 | -0.04 | -1.38 | -0.00006886 | -0.69 | 4:49:00 | 11 | 0 | 21 |
| NANO/BTC | 17 | 1.26 | 21.39 | 0.00107058 | 10.70 | 1:55:00 | 10 | 0 | 7 |
| NEO/BTC | 23 | 0.82 | 18.97 | 0.00094936 | 9.48 | 2:59:00 | 10 | 0 | 13 |
| REQ/BTC | 9 | 1.17 | 10.54 | 0.00052734 | 5.27 | 3:47:00 | 4 | 0 | 5 |
| XLM/BTC | 16 | 1.22 | 19.54 | 0.00097800 | 9.77 | 3:15:00 | 7 | 0 | 9 |
| XMR/BTC | 23 | -0.18 | -4.13 | -0.00020696 | -2.07 | 5:30:00 | 12 | 0 | 11 |
| XRP/BTC | 35 | 0.66 | 22.96 | 0.00114897 | 11.48 | 3:49:00 | 12 | 0 | 23 |
| ZEC/BTC | 22 | -0.46 | -10.18 | -0.00050971 | -5.09 | 2:22:00 | 7 | 0 | 15 |
| TOTAL | 429 | 0.36 | 152.41 | 0.00762792 | 76.20 | 4:12:00 | 186 | 0 | 243 |
========================================================= SELL REASON STATS =========================================================
========================================================= BACKTESTING REPORT ==========================================================
| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Wins Draws Loss Win% |
|:---------|-------:|---------------:|---------------:|-----------------:|---------------:|:-------------|-------------------------:|
| ADA/BTC | 35 | -0.11 | -3.88 | -0.00019428 | -1.94 | 4:35:00 | 14 0 21 40.0 |
| ARK/BTC | 11 | -0.41 | -4.52 | -0.00022647 | -2.26 | 2:03:00 | 3 0 8 27.3 |
| BTS/BTC | 32 | 0.31 | 9.78 | 0.00048938 | 4.89 | 5:05:00 | 18 0 14 56.2 |
| DASH/BTC | 13 | -0.08 | -1.07 | -0.00005343 | -0.53 | 4:39:00 | 6 0 7 46.2 |
| ENG/BTC | 18 | 1.36 | 24.54 | 0.00122807 | 12.27 | 2:50:00 | 8 0 10 44.4 |
| EOS/BTC | 36 | 0.08 | 3.06 | 0.00015304 | 1.53 | 3:34:00 | 16 0 20 44.4 |
| ETC/BTC | 26 | 0.37 | 9.51 | 0.00047576 | 4.75 | 6:14:00 | 11 0 15 42.3 |
| ETH/BTC | 33 | 0.30 | 9.96 | 0.00049856 | 4.98 | 7:31:00 | 16 0 17 48.5 |
| IOTA/BTC | 32 | 0.03 | 1.09 | 0.00005444 | 0.54 | 3:12:00 | 14 0 18 43.8 |
| LSK/BTC | 15 | 1.75 | 26.26 | 0.00131413 | 13.13 | 2:58:00 | 6 0 9 40.0 |
| LTC/BTC | 32 | -0.04 | -1.38 | -0.00006886 | -0.69 | 4:49:00 | 11 0 21 34.4 |
| NANO/BTC | 17 | 1.26 | 21.39 | 0.00107058 | 10.70 | 1:55:00 | 10 0 7 58.5 |
| NEO/BTC | 23 | 0.82 | 18.97 | 0.00094936 | 9.48 | 2:59:00 | 10 0 13 43.5 |
| REQ/BTC | 9 | 1.17 | 10.54 | 0.00052734 | 5.27 | 3:47:00 | 4 0 5 44.4 |
| XLM/BTC | 16 | 1.22 | 19.54 | 0.00097800 | 9.77 | 3:15:00 | 7 0 9 43.8 |
| XMR/BTC | 23 | -0.18 | -4.13 | -0.00020696 | -2.07 | 5:30:00 | 12 0 11 52.2 |
| XRP/BTC | 35 | 0.66 | 22.96 | 0.00114897 | 11.48 | 3:49:00 | 12 0 23 34.3 |
| ZEC/BTC | 22 | -0.46 | -10.18 | -0.00050971 | -5.09 | 2:22:00 | 7 0 15 31.8 |
| TOTAL | 429 | 0.36 | 152.41 | 0.00762792 | 76.20 | 4:12:00 | 186 0 243 43.4 |
========================================================= SELL REASON STATS ==========================================================
| Sell Reason | Sells | Wins | Draws | Losses |
|:-------------------|--------:|------:|-------:|--------:|
| trailing_stop_loss | 205 | 150 | 0 | 55 |
| stop_loss | 166 | 0 | 0 | 166 |
| sell_signal | 56 | 36 | 0 | 20 |
| force_sell | 2 | 0 | 0 | 2 |
====================================================== LEFT OPEN TRADES REPORT ======================================================
| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Wins | Draws | Losses |
|:---------|-------:|---------------:|---------------:|-----------------:|---------------:|:---------------|------:|-------:|--------:|
| ADA/BTC | 1 | 0.89 | 0.89 | 0.00004434 | 0.44 | 6:00:00 | 1 | 0 | 0 |
| LTC/BTC | 1 | 0.68 | 0.68 | 0.00003421 | 0.34 | 2:00:00 | 1 | 0 | 0 |
| TOTAL | 2 | 0.78 | 1.57 | 0.00007855 | 0.78 | 4:00:00 | 2 | 0 | 0 |
| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Win Draw Loss Win% |
|:---------|-------:|---------------:|---------------:|-----------------:|---------------:|:---------------|--------------------:|
| ADA/BTC | 1 | 0.89 | 0.89 | 0.00004434 | 0.44 | 6:00:00 | 1 0 0 100 |
| LTC/BTC | 1 | 0.68 | 0.68 | 0.00003421 | 0.34 | 2:00:00 | 1 0 0 100 |
| TOTAL | 2 | 0.78 | 1.57 | 0.00007855 | 0.78 | 4:00:00 | 2 0 0 100 |
=============== SUMMARY METRICS ===============
| Metric | Value |
|-----------------------+---------------------|
Expand All @@ -297,6 +297,8 @@ A backtesting result will look like that:
| Days win/draw/lose | 12 / 82 / 25 |
| Avg. Duration Winners | 4:23:00 |
| Avg. Duration Loser | 6:55:00 |
| Zero Duration Trades | 4.6% (20) |
| Rejected Buy signals | 3089 |
| | |
| Min balance | 0.00945123 BTC |
| Max balance | 0.01846651 BTC |
Expand All @@ -318,7 +320,7 @@ The last line will give you the overall performance of your strategy,
here:

```
| TOTAL | 429 | 0.36 | 152.41 | 0.00762792 | 76.20 | 4:12:00 | 186 | 243 |
| TOTAL | 429 | 0.36 | 152.41 | 0.00762792 | 76.20 | 4:12:00 | 186 0 243 43.4 |
```

The bot has made `429` trades for an average duration of `4:12:00`, with a performance of `76.20%` (profit), that means it has
Expand Down Expand Up @@ -384,6 +386,8 @@ It contains some useful key metrics about performance of your strategy on backte
| Days win/draw/lose | 12 / 82 / 25 |
| Avg. Duration Winners | 4:23:00 |
| Avg. Duration Loser | 6:55:00 |
| Zero Duration Trades | 4.6% (20) |
| Rejected Buy signals | 3089 |
| | |
| Min balance | 0.00945123 BTC |
| Max balance | 0.01846651 BTC |
Expand Down Expand Up @@ -413,6 +417,8 @@ It contains some useful key metrics about performance of your strategy on backte
- `Best day` / `Worst day`: Best and worst day based on daily profit.
- `Days win/draw/lose`: Winning / Losing days (draws are usually days without closed trade).
- `Avg. Duration Winners` / `Avg. Duration Loser`: Average durations for winning and losing trades.
- `Zero Duration Trades`: A number of trades that completed within same candle as they opened and had `trailing_stop_loss` sell reason. A significant amount of such trades may indicate that strategy is exploiting trailing stoploss behavior in backtesting and produces unrealistic results.
- `Rejected Buy signals`: Buy signals that could not be acted upon due to max_open_trades being reached.
- `Min balance` / `Max balance`: Lowest and Highest Wallet balance during the backtest period.
- `Drawdown`: Maximum drawdown experienced. For example, the value of 50% means that from highest to subsequent lowest point, a 50% drop was experienced).
- `Drawdown high` / `Drawdown low`: Profit at the beginning and end of the largest drawdown period. A negative low value means initial capital lost.
Expand Down Expand Up @@ -472,11 +478,11 @@ There will be an additional table comparing win/losses of the different strategi
Detailed output for all strategies one after the other will be available, so make sure to scroll up to see the details per strategy.

```
=========================================================== STRATEGY SUMMARY ===========================================================
| Strategy | Buys | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Wins | Draws | Losses |
|:------------|-------:|---------------:|---------------:|-----------------:|---------------:|:---------------|------:|-------:|-------:|
| Strategy1 | 429 | 0.36 | 152.41 | 0.00762792 | 76.20 | 4:12:00 | 186 | 0 | 243 |
| Strategy2 | 1487 | -0.13 | -197.58 | -0.00988917 | -98.79 | 4:43:00 | 662 | 0 | 825 |
=========================================================== STRATEGY SUMMARY =========================================================================
| Strategy | Buys | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Wins | Draws | Losses | Drawdown % |
|:------------|-------:|---------------:|---------------:|-----------------:|---------------:|:---------------|------:|-------:|-------:|-----------:|
| Strategy1 | 429 | 0.36 | 152.41 | 0.00762792 | 76.20 | 4:12:00 | 186 | 0 | 243 | 45.2 |
| Strategy2 | 1487 | -0.13 | -197.58 | -0.00988917 | -98.79 | 4:43:00 | 662 | 0 | 825 | 241.68 |
```

## Next step
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