Merge branch 'develop' into interface_ordertimeoutcallback

.github/workflows/ci.yml

@@ -23,7 +23,7 @@ jobs:
         python-version: [3.7, 3.8]
 
     steps:
-    - uses: actions/checkout@v1
+    - uses: actions/checkout@v2
 
     - name: Set up Python
       uses: actions/setup-python@v1
@@ -115,10 +115,10 @@ jobs:
     strategy:
       matrix:
         os: [ windows-latest ]
-        python-version: [3.7]
+        python-version: [3.7, 3.8]
 
     steps:
-    - uses: actions/checkout@v1
+    - uses: actions/checkout@v2
 
     - name: Set up Python
       uses: actions/setup-python@v1
@@ -130,8 +130,7 @@ jobs:
       if: startsWith(runner.os, 'Windows')
       with:
         path: ~\AppData\Local\pip\Cache
-        key: ${{ runner.os }}-pip
-        restore-keys: ${{ runner.os }}-pip
+        key: ${{ matrix.os }}-${{ matrix.python-version }}-pip
 
     - name: Installation
       run: |
@@ -175,7 +174,7 @@ jobs:
   docs_check:
     runs-on: ubuntu-latest
     steps:
-    - uses: actions/checkout@v1
+    - uses: actions/checkout@v2
 
     - name: Documentation syntax
       run: |
@@ -195,7 +194,7 @@ jobs:
     runs-on: ubuntu-18.04
     if: (github.event_name == 'push' || github.event_name == 'schedule' || github.event_name == 'release') && github.repository == 'freqtrade/freqtrade'
     steps:
-    - uses: actions/checkout@v1
+    - uses: actions/checkout@v2
 
     - name: Set up Python
       uses: actions/setup-python@v1

.travis.yml

@@ -1,4 +1,3 @@
-sudo: true
 os:
 - linux
 dist: xenial
@@ -11,10 +10,10 @@ env:
   global:
     - IMAGE_NAME=freqtradeorg/freqtrade
 install:
-- cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies/; cd ..
+- cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies; cd ..
 - export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
 - export TA_LIBRARY_PATH=${HOME}/dependencies/lib
-- export TA_INCLUDE_PATH=${HOME}/dependencies/lib/include
+- export TA_INCLUDE_PATH=${HOME}/dependencies/include
 - pip install -r requirements-dev.txt
 - pip install -e .
 jobs:

Dockerfile

@@ -1,4 +1,4 @@
-FROM python:3.8.1-slim-buster
+FROM python:3.8.2-slim-buster
 
 RUN apt-get update \
     && apt-get -y install curl build-essential libssl-dev \

README.md

@@ -25,7 +25,8 @@ hesitate to read the source code and understand the mechanism of this bot.
 ## Exchange marketplaces supported
 
 - [X] [Bittrex](https://bittrex.com/)
-- [X] [Binance](https://www.binance.com/) ([*Note for binance users](#a-note-on-binance))
+- [X] [Binance](https://www.binance.com/) ([*Note for binance users](docs/exchanges.md#blacklists))
+- [X] [Kraken](https://kraken.com/)
 - [ ] [113 others to tests](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
 
 ## Documentation

build_helpers/install_windows.ps1

@@ -3,7 +3,15 @@
 # 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
-pip install build_helpers\TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl
+
+$pyv = python -c "import sys; print(f'{sys.version_info.major}.{sys.version_info.minor}')"
+
+if ($pyv -eq '3.7') {
+    pip install build_helpers\TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl
+}
+if ($pyv -eq '3.8') {
+    pip install build_helpers\TA_Lib-0.4.17-cp38-cp38-win_amd64.whl
+}
 
 pip install -r requirements-dev.txt
 pip install -e .

config.json.example

@@ -23,7 +23,7 @@
     "ask_strategy":{
         "use_order_book": false,
         "order_book_min": 1,
-        "order_book_max": 9,
+        "order_book_max": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,
         "ignore_roi_if_buy_signal": false

config_binance.json.example

@@ -23,7 +23,7 @@
     "ask_strategy":{
         "use_order_book": false,
         "order_book_min": 1,
-        "order_book_max": 9,
+        "order_book_max": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,
         "ignore_roi_if_buy_signal": false

config_full.json.example

@@ -25,6 +25,7 @@
         "sell": 30
     },
     "bid_strategy": {
+        "price_side": "bid",
         "use_order_book": false,
         "ask_last_balance": 0.0,
         "order_book_top": 1,
@@ -34,9 +35,10 @@
         }
     },
     "ask_strategy":{
+        "price_side": "ask",
         "use_order_book": false,
         "order_book_min": 1,
-        "order_book_max": 9,
+        "order_book_max": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,
         "ignore_roi_if_buy_signal": false

config_kraken.json.example

@@ -23,7 +23,7 @@
     "ask_strategy":{
         "use_order_book": false,
         "order_book_min": 1,
-        "order_book_max": 9,
+        "order_book_max": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,
         "ignore_roi_if_buy_signal": false

docs/backtesting.md

@@ -11,8 +11,8 @@ Now you have good Buy and Sell strategies and some historic data, you want to te
 real data. This is what we call
 [backtesting](https://en.wikipedia.org/wiki/Backtesting).
 
-Backtesting will use the crypto-currencies (pairs) from your config file and load ticker data from `user_data/data/<exchange>` by default.
-If no data is available for the exchange / pair / ticker interval combination, backtesting will ask you to download them first using `freqtrade download-data`.
+Backtesting will use the crypto-currencies (pairs) from your config file and load historical candle (OHCLV) data from `user_data/data/<exchange>` by default.
+If no data is available for the exchange / pair / timeframe (ticker interval) combination, backtesting will ask you to download them first using `freqtrade download-data`.
 For details on downloading, please refer to the [Data Downloading](data-download.md) section in the documentation.
 
 The result of backtesting will confirm if your bot has better odds of making a profit than a loss.
@@ -22,19 +22,19 @@ The result of backtesting will confirm if your bot has better odds of making a p
 
 ### Run a backtesting against the currencies listed in your config file
 
-#### With 5 min tickers (Per default)
+#### With 5 min candle (OHLCV) data (per default)
 
 ```bash
 freqtrade backtesting
 ```
 
-#### With 1 min tickers
+#### With 1 min candle (OHLCV) data
 
 ```bash
 freqtrade backtesting --ticker-interval 1m
 ```
 
-#### Using a different on-disk ticker-data source
+#### Using a different on-disk historical candle (OHLCV) data source
 
 Assume you downloaded the history data from the Bittrex exchange and kept it in the `user_data/data/bittrex-20180101` directory. 
 You can then use this data for backtesting as follows:
@@ -223,7 +223,7 @@ You can then load the trades to perform further analysis as shown in our [data a
 
 To compare multiple strategies, a list of Strategies can be provided to backtesting.
 
-This is limited to 1 ticker-interval per run, however, data is only loaded once from disk so if you have multiple
+This is limited to 1 timeframe (ticker interval) value per run. However, data is only loaded once from disk so if you have multiple
 strategies you'd like to compare, this will give a nice runtime boost.
 
 All listed Strategies need to be in the same directory.

docs/bot-usage.md

@@ -275,7 +275,7 @@ Check the corresponding [Data Downloading](data-download.md) section for more de
 ## Hyperopt commands
 
 To optimize your strategy, you can use hyperopt parameter hyperoptimization
-to find optimal parameter values for your stategy.
+to find optimal parameter values for your strategy.
 
 ```
 usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
@@ -323,7 +323,7 @@ optional arguments:
   --print-all           Print all results, not only the best ones.
   --no-color            Disable colorization of hyperopt results. May be
                         useful if you are redirecting output to a file.
-  --print-json          Print best result detailization in JSON format.
+  --print-json          Print best results in JSON format.
   -j JOBS, --job-workers JOBS
                         The number of concurrently running jobs for
                         hyperoptimization (hyperopt worker processes). If -1
@@ -341,10 +341,11 @@ optional arguments:
                         class (IHyperOptLoss). Different functions can
                         generate completely different results, since the
                         target for optimization is different. Built-in
-                        Hyperopt-loss-functions are: DefaultHyperOptLoss,
-                        OnlyProfitHyperOptLoss, SharpeHyperOptLoss,
-                        SharpeHyperOptLossDaily.(default:
-                        `DefaultHyperOptLoss`).
+                        Hyperopt-loss-functions are:
+                        DefaultHyperOptLoss, OnlyProfitHyperOptLoss,
+                        SharpeHyperOptLoss, SharpeHyperOptLossDaily,
+                        SortinoHyperOptLoss, SortinoHyperOptLossDaily.
+                        (default: `DefaultHyperOptLoss`).
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).