Merge pull request freqtrade#4004 from freqtrade/new_release

New release 2020.11

.devcontainer/docker-compose.yml

@@ -7,8 +7,8 @@ services:
       dockerfile: ".devcontainer/Dockerfile"
     volumes:
       # Allow git usage within container
-      - "/home/${USER}/.ssh:/home/ftuser/.ssh:ro"
-      - "/home/${USER}/.gitconfig:/home/ftuser/.gitconfig:ro"
+      - "${HOME}/.ssh:/home/ftuser/.ssh:ro"
+      - "${HOME}/.gitconfig:/home/ftuser/.gitconfig:ro"
       - ..:/freqtrade:cached
       # Persist bash-history
       - freqtrade-vscode-server:/home/ftuser/.vscode-server

CONTRIBUTING.md

@@ -12,8 +12,7 @@ Few pointers for contributions:
 - New features need to contain unit tests, must conform to PEP8 (max-line-length = 100) and should be documented with the introduction PR.
 - PR's can be declared as `[WIP]` - which signify Work in Progress Pull Requests (which are not finished).
 
-If you are unsure, discuss the feature on our [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE)
-or in a [issue](https://github.com/freqtrade/freqtrade/issues) before a PR.
+If you are unsure, discuss the feature on our [discord server](https://discord.gg/MA9v74M), on [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/zt-jaut7r4m-Y17k4x5mcQES9a9swKuxbg) or in a [issue](https://github.com/freqtrade/freqtrade/issues) before a PR.
 
 ## Getting started
 

README.md

@@ -132,15 +132,13 @@ The project is currently setup in two main branches:
 
 ## Support
 
-### Help / Slack / Discord
+### Help / Discord / Slack
 
-For any questions not covered by the documentation or for further information about the bot, we encourage you to join our slack channel.
+For any questions not covered by the documentation or for further information about the bot, or to simply engage with like-minded individuals, we encourage you to join our slack channel.
 
-- [Click here to join Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE).
+Please check out our [discord server](https://discord.gg/MA9v74M).
 
-Alternatively, check out the newly created [discord server](https://discord.gg/MA9v74M).
-
-*Note*: Since the discord server is relatively new, answers to questions might be slightly delayed as currently the user base quite small.
+You can also join our [Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/zt-jaut7r4m-Y17k4x5mcQES9a9swKuxbg).
 
 ### [Bugs / Issues](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue)
 
@@ -171,7 +169,7 @@ to understand the requirements before sending your pull-requests.
 Coding is not a necessity to contribute - maybe start with improving our documentation?
 Issues labeled [good first issue](https://github.com/freqtrade/freqtrade/labels/good%20first%20issue) can be good first contributions, and will help get you familiar with the codebase.
 
-**Note** before starting any major new feature work, *please open an issue describing what you are planning to do* or talk to us on [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE). This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it.
+**Note** before starting any major new feature work, *please open an issue describing what you are planning to do* or talk to us on [discord](https://discord.gg/MA9v74M) or [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/zt-jaut7r4m-Y17k4x5mcQES9a9swKuxbg). This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it.
 
 **Important:** Always create your PR against the `develop` branch, not `stable`.
 

config_full.json.example

@@ -67,7 +67,13 @@
         {"method": "AgeFilter", "min_days_listed": 10},
         {"method": "PrecisionFilter"},
         {"method": "PriceFilter", "low_price_ratio": 0.01, "min_price": 0.00000010},
-        {"method": "SpreadFilter", "max_spread_ratio": 0.005}
+        {"method": "SpreadFilter", "max_spread_ratio": 0.005},
+        {
+            "method": "RangeStabilityFilter",
+            "lookback_days": 10,
+            "min_rate_of_change": 0.01,
+            "refresh_period": 1440
+        }
     ],
     "exchange": {
         "name": "bittrex",

docs/backtesting.md

@@ -162,6 +162,8 @@ A backtesting result will look like that:
 |-----------------------+---------------------|
 | Backtesting from      | 2019-01-01 00:00:00 |
 | Backtesting to        | 2019-05-01 00:00:00 |
+| Max open trades       | 3                   |
+|                       |                     |
 | Total trades          | 429                 |
 | First trade           | 2019-01-01 18:30:00 |
 | First trade Pair      | EOS/USDT            |
@@ -233,6 +235,8 @@ It contains some useful key metrics about performance of your strategy on backte
 |-----------------------+---------------------|
 | Backtesting from      | 2019-01-01 00:00:00 |
 | Backtesting to        | 2019-05-01 00:00:00 |
+| Max open trades       | 3                   |
+|                       |                     |
 | Total trades          | 429                 |
 | First trade           | 2019-01-01 18:30:00 |
 | First trade Pair      | EOS/USDT            |
@@ -251,16 +255,17 @@ It contains some useful key metrics about performance of your strategy on backte
 
 ```
 
+- `Backtesting from` / `Backtesting to`: Backtesting range (usually defined with the `--timerange` option).
+- `Max open trades`: Setting of `max_open_trades` (or `--max-open-trades`) - to clearly see settings for this.
 - `Total trades`: Identical to the total trades of the backtest output table.
 - `First trade`: First trade entered.
 - `First trade pair`: Which pair was part of the first trade.
-- `Backtesting from` / `Backtesting to`: Backtesting range (usually defined with the `--timerange` option).
 - `Total Profit %`: Total profit per stake amount. Aligned to the TOTAL column of the first table.
 - `Trades per day`: Total trades divided by the backtesting duration in days (this will give you information about how many trades to expect from the strategy).
 - `Best day` / `Worst day`: Best and worst day based on daily profit.
 - `Avg. Duration Winners` / `Avg. Duration Loser`: Average durations for winning and losing trades.
 - `Max Drawdown`: Maximum drawdown experienced. For example, the value of 50% means that from highest to subsequent lowest point, a 50% drop was experienced).
-- `Drawdown Start` / `Drawdown End`: Start and end datetimes for this largest drawdown (can also be visualized via the `plot-dataframe` sub-command).
+- `Drawdown Start` / `Drawdown End`: Start and end datetime for this largest drawdown (can also be visualized via the `plot-dataframe` sub-command).
 - `Market change`: Change of the market during the backtest period. Calculated as average of all pairs changes from the first to the last candle using the "close" column.
 
 ### Assumptions made by backtesting

docs/configuration.md

@@ -87,6 +87,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `exchange.ccxt_sync_config` | Additional CCXT parameters passed to the regular (sync) ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) <br> **Datatype:** Dict
 | `exchange.ccxt_async_config` | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange  and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) <br> **Datatype:** Dict
 | `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. <br>*Defaults to `60` minutes.* <br> **Datatype:** Positive Integer
+| `exchange.skip_pair_validation` | Skip pairlist validation on startup.<br>*Defaults to `false`<br> **Datatype:** Boolean
 | `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation.
 | `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
 | `pairlists` | Define one or more pairlists to be used. [More information below](#pairlists-and-pairlist-handlers). <br>*Defaults to `StaticPairList`.*  <br> **Datatype:** List of Dicts
@@ -176,7 +177,7 @@ In the example above this would mean:
     This option only applies with [Static stake amount](#static-stake-amount) - since [Dynamic stake amount](#dynamic-stake-amount) divides the balances evenly.
 
 !!! Note
-    The minimum last stake amount can be configured using `amend_last_stake_amount` - which defaults to 0.5 (50%). This means that the minimum stake amount that's ever used is `stake_amount * 0.5`. This avoids very low stake amounts, that are close to the minimum tradable amount for the pair and can be refused by the exchange.
+    The minimum last stake amount can be configured using `last_stake_amount_min_ratio` - which defaults to 0.5 (50%). This means that the minimum stake amount that's ever used is `stake_amount * 0.5`. This avoids very low stake amounts, that are close to the minimum tradable amount for the pair and can be refused by the exchange.
 
 #### Static stake amount
 
@@ -313,22 +314,21 @@ Configuration:
 }
 ```
 
-!!! Note
+!!! Note "Market order support"
     Not all exchanges support "market" orders.
     The following message will be shown if your exchange does not support market orders:
-    `"Exchange <yourexchange>  does not support market orders."`
+    `"Exchange <yourexchange> does not support market orders."` and the bot will refuse to start.
 
-!!! Note
-    Stoploss on exchange interval is not mandatory. Do not change its value if you are
+!!! Warning "Using market orders"
+    Please carefully read the section [Market order pricing](#market-order-pricing) section when using market orders.
+
+!!! Note "Stoploss on exchange"
+    `stoploss_on_exchange_interval` is not mandatory. Do not change its value if you are
     unsure of what you are doing. For more information about how stoploss works please
     refer to [the stoploss documentation](stoploss.md).
 
-!!! Note
     If `stoploss_on_exchange` is enabled and the stoploss is cancelled manually on the exchange, then the bot will create a new stoploss order.
 
-!!! Warning "Using market orders"
-    Please read the section [Market order pricing](#market-order-pricing) section when using market orders.
-
 !!! Warning "Warning: stoploss_on_exchange failures"
     If stoploss on exchange creation fails for some reason, then an "emergency sell" is initiated. By default, this will sell the asset using a market order. The order-type for the emergency-sell can be changed by setting the `emergencysell` value in the `order_types` dictionary - however this is not advised.
 

docs/developer.md

@@ -2,7 +2,7 @@
 
 This page is intended for developers of Freqtrade, people who want to contribute to the Freqtrade codebase or documentation, or people who want to understand the source code of the application they're running.
 
-All contributions, bug reports, bug fixes, documentation improvements, enhancements and ideas are welcome. We [track issues](https://github.com/freqtrade/freqtrade/issues) on [GitHub](https://github.com) and also have a dev channel in [slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE) where you can ask questions.
+All contributions, bug reports, bug fixes, documentation improvements, enhancements and ideas are welcome. We [track issues](https://github.com/freqtrade/freqtrade/issues) on [GitHub](https://github.com) and also have a dev channel on [discord](https://discord.gg/MA9v74M) or [slack](https://join.slack.com/t/highfrequencybot/shared_invite/zt-jaut7r4m-Y17k4x5mcQES9a9swKuxbg) where you can ask questions.
 
 ## Documentation
 

docs/exchanges.md

@@ -23,7 +23,8 @@ Binance has been split into 3, and users must use the correct ccxt exchange ID f
 ## Kraken
 
 !!! Tip "Stoploss on Exchange"
-    Kraken supports `stoploss_on_exchange` and uses stop-loss-market orders. It provides great advantages, so we recommend to benefit from it, however since the resulting order is a stoploss-market order, sell-rates are not guaranteed, which makes this feature less secure than on other exchanges. This limitation is based on kraken's policy [source](https://blog.kraken.com/post/1234/announcement-delisting-pairs-and-temporary-suspension-of-advanced-order-types/) and [source2](https://blog.kraken.com/post/1494/kraken-enables-advanced-orders-and-adds-10-currency-pairs/) - which has stoploss-limit orders disabled.
+    Kraken supports `stoploss_on_exchange` and can use both stop-loss-market and stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
+    You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide which type to use.
 
 ### Historic Kraken data
 
@@ -75,8 +76,7 @@ print(res)
 
 !!! Tip "Stoploss on Exchange"
     FTX supports `stoploss_on_exchange` and can use both stop-loss-market and stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
-    You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide.
-
+    You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide which type of stoploss shall be used.
 
 ### Using subaccounts
 
@@ -99,10 +99,10 @@ To use subaccounts with FTX, you need to edit the configuration and add the foll
 
 Should you experience constant errors with Nonce (like `InvalidNonce`), it is best to regenerate the API keys. Resetting Nonce is difficult and it's usually easier to regenerate the API keys.
 
-
 ## Random notes for other exchanges
 
 * The Ocean (exchange id: `theocean`) exchange uses Web3 functionality and requires `web3` python package to be installed:
+
 ```shell
 $ pip3 install web3
 ```

docs/faq.md

@@ -145,7 +145,7 @@ freqtrade hyperopt --hyperop SampleHyperopt --hyperopt-loss SharpeHyperOptLossDa
 
 ### Why does it take a long time to run hyperopt?
 
-* Discovering a great strategy with Hyperopt takes time. Study www.freqtrade.io, the Freqtrade Documentation page, join the Freqtrade [Slack community](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE) - or the Freqtrade [discord community](https://discord.gg/X89cVG). While you patiently wait for the most advanced, free crypto bot in the world, to hand you a possible golden strategy specially designed just for you.
+* Discovering a great strategy with Hyperopt takes time. Study www.freqtrade.io, the Freqtrade Documentation page, join the Freqtrade [Slack community](https://join.slack.com/t/highfrequencybot/shared_invite/zt-jaut7r4m-Y17k4x5mcQES9a9swKuxbg) - or the Freqtrade [discord community](https://discord.gg/X89cVG). While you patiently wait for the most advanced, free crypto bot in the world, to hand you a possible golden strategy specially designed just for you.
 
 * If you wonder why it can take from 20 minutes to days to do 1000 epochs here are some answers:
 

docs/includes/pairlists.md

@@ -19,6 +19,7 @@ Inactive markets are always removed from the resulting pairlist. Explicitly blac
 * [`PriceFilter`](#pricefilter)
 * [`ShuffleFilter`](#shufflefilter)
 * [`SpreadFilter`](#spreadfilter)
+* [`RangeStabilityFilter`](#rangestabilityfilter)
 
 !!! Tip "Testing pairlists"
     Pairlist configurations can be quite tricky to get right. Best use the [`test-pairlist`](utils.md#test-pairlist) utility sub-command to test your configuration quickly.
@@ -35,6 +36,11 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis
     ],
 ```
 
+By default, only currently enabled pairs are allowed.
+To skip pair validation against active markets, set `"allow_inactive": true` within the `StaticPairList` configuration.
+This can be useful for backtesting expired pairs (like quarterly spot-markets).
+This option must be configured along with `exchange.skip_pair_validation` in the exchange configuration.
+
 #### Volume Pair List
 
 `VolumePairList` employs sorting/filtering of pairs by their trading volume. It selects `number_assets` top pairs with sorting based on the `sort_key` (which can only be `quoteVolume`).
@@ -54,7 +60,7 @@ The `refresh_period` setting allows to define the period (in seconds), at which
         "method": "VolumePairList",
         "number_assets": 20,
         "sort_key": "quoteVolume",
-        "refresh_period": 1800,
+        "refresh_period": 1800
 }],
 ```
 
@@ -113,6 +119,27 @@ Example:
 
 If `DOGE/BTC` maximum bid is 0.00000026 and minimum ask is 0.00000027, the ratio is calculated as: `1 - bid/ask ~= 0.037` which is `> 0.005` and this pair will be filtered out.
 
+#### RangeStabilityFilter
+
+Removes pairs where the difference between lowest low and highest high over `lookback_days` days is below `min_rate_of_change`. Since this is a filter that requires additional data, the results are cached for `refresh_period`.
+
+In the below example:
+If the trading range over the last 10 days is <1%, remove the pair from the whitelist.
+
+```json
+"pairlists": [
+    {
+        "method": "RangeStabilityFilter",
+        "lookback_days": 10,
+        "min_rate_of_change": 0.01,
+        "refresh_period": 1440
+    }
+]
+```
+
+!!! Tip
+    This Filter can be used to automatically remove stable coin pairs, which have a very low trading range, and are therefore extremely difficult to trade with profit.
+
 ### Full example of Pairlist Handlers
 
 The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting pairs by `quoteVolume` and applies both [`PrecisionFilter`](#precisionfilter) and [`PriceFilter`](#price-filter), filtering all assets where 1 price unit is > 1%. Then the `SpreadFilter` is applied and pairs are finally shuffled with the random seed set to some predefined value.
@@ -132,6 +159,12 @@ The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets,
     {"method": "PrecisionFilter"},
     {"method": "PriceFilter", "low_price_ratio": 0.01},
     {"method": "SpreadFilter", "max_spread_ratio": 0.005},
+    {
+        "method": "RangeStabilityFilter",
+        "lookback_days": 10,
+        "min_rate_of_change": 0.01,
+        "refresh_period": 1440
+    },
     {"method": "ShuffleFilter", "seed": 42}
     ],
 ```

docs/index.md

@@ -59,17 +59,14 @@ Alternatively
 
 ## Support
 
-### Help / Slack / Discord
+### Help / Discord / Slack
 
-For any questions not covered by the documentation or for further information about the bot, we encourage you to join our passionate  Slack community.
+For any questions not covered by the documentation or for further information about the bot, or to simply engage with like-minded individuals, we encourage you to join our slack channel.
 
-Click [here](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE) to join the Freqtrade Slack channel.
+Please check out our [discord server](https://discord.gg/MA9v74M).
 
-Alternatively, check out the newly created [discord server](https://discord.gg/MA9v74M).
-
-!!! Note
-    Since the discord server is relatively new, answers to questions might be slightly delayed as currently the user base quite small.
+You can also join our [Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/zt-jaut7r4m-Y17k4x5mcQES9a9swKuxbg).
 
 ## Ready to try?
 
-Begin by reading our installation guide [for docker](docker.md) (recommended), or for [installation without docker](installation.md).
+Begin by reading our installation guide [for docker](docker_quickstart.md) (recommended), or for [installation without docker](installation.md).

docs/requirements-docs.txt

@@ -1,3 +1,3 @@
-mkdocs-material==6.1.0
+mkdocs-material==6.1.6
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.0.1