Merge pull request freqtrade#2453 from freqtrade/rel/2019-10

Release 2019-10
yanding · Nov 1, 2019 · 1593847 · 1593847
2 parents 6bbc0ee + 7204227
commit 1593847
Show file tree

Hide file tree

Showing 114 changed files with 3,567 additions and 1,389 deletions.
diff --git a/CONTRIBUTING.md b/CONTRIBUTING.md
@@ -114,6 +114,6 @@ Contributors may be given commit privileges. Preference will be given to those w
 1. Access to resources for cross-platform development and testing.
 1. Time to devote to the project regularly.
 
-Beeing a Committer does not grant write permission on `develop` or `master` for security reasons (Users trust FreqTrade with their Exchange API keys).
+Being a Committer does not grant write permission on `develop` or `master` for security reasons (Users trust FreqTrade with their Exchange API keys).
 
-After beeing Committer for some time, a Committer may be named Core Committer and given full repository access.
+After being Committer for some time, a Committer may be named Core Committer and given full repository access.
diff --git a/Dockerfile b/Dockerfile
@@ -1,4 +1,4 @@
-FROM python:3.7.4-slim-stretch
+FROM python:3.7.5-slim-stretch
 
 RUN apt-get update \
     && apt-get -y install curl build-essential libssl-dev \
@@ -16,9 +16,9 @@ RUN cd /tmp && /tmp/install_ta-lib.sh && rm -r /tmp/*ta-lib*
 ENV LD_LIBRARY_PATH /usr/local/lib
 
 # Install dependencies
-COPY requirements.txt requirements-common.txt /freqtrade/
+COPY requirements.txt requirements-common.txt requirements-hyperopt.txt /freqtrade/
 RUN pip install numpy --no-cache-dir \
-  && pip install -r requirements.txt --no-cache-dir
+  && pip install -r requirements-hyperopt.txt --no-cache-dir
 
 # Install and execute
 COPY . /freqtrade/

diff --git a/config.json.example b/config.json.example
@@ -22,7 +22,10 @@
     "ask_strategy":{
         "use_order_book": false,
         "order_book_min": 1,
-        "order_book_max": 9
+        "order_book_max": 9,
+        "use_sell_signal": true,
+        "sell_profit_only": false,
+        "ignore_roi_if_buy_signal": false
     },
     "exchange": {
         "name": "bittrex",
@@ -41,19 +44,14 @@
             "ZEC/BTC",
             "XLM/BTC",
             "NXT/BTC",
-            "POWR/BTC",
+            "TRX/BTC",
             "ADA/BTC",
             "XMR/BTC"
         ],
         "pair_blacklist": [
             "DOGE/BTC"
         ]
     },
-    "experimental": {
-        "use_sell_signal": false,
-        "sell_profit_only": false,
-        "ignore_roi_if_buy_signal": false
-    },
     "edge": {
         "enabled": false,
         "process_throttle_secs": 3600,

diff --git a/config_binance.json.example b/config_binance.json.example
@@ -22,7 +22,10 @@
     "ask_strategy":{
         "use_order_book": false,
         "order_book_min": 1,
-        "order_book_max": 9
+        "order_book_max": 9,
+        "use_sell_signal": true,
+        "sell_profit_only": false,
+        "ignore_roi_if_buy_signal": false
     },
     "exchange": {
         "name": "binance",
@@ -51,11 +54,6 @@
             "BNB/BTC"
         ]
     },
-    "experimental": {
-        "use_sell_signal": false,
-        "sell_profit_only": false,
-        "ignore_roi_if_buy_signal": false
-    },
     "edge": {
         "enabled": false,
         "process_throttle_secs": 3600,

diff --git a/config_full.json.example b/config_full.json.example
@@ -33,7 +33,10 @@
     "ask_strategy":{
         "use_order_book": false,
         "order_book_min": 1,
-        "order_book_max": 9
+        "order_book_max": 9,
+        "use_sell_signal": true,
+        "sell_profit_only": false,
+        "ignore_roi_if_buy_signal": false
     },
     "order_types": {
         "buy": "limit",
@@ -75,7 +78,7 @@
             "ZEC/BTC",
             "XLM/BTC",
             "NXT/BTC",
-            "POWR/BTC",
+            "TRX/BTC",
             "ADA/BTC",
             "XMR/BTC"
         ],
@@ -100,11 +103,6 @@
         "max_trade_duration_minute": 1440,
         "remove_pumps": false
     },
-    "experimental": {
-        "use_sell_signal": false,
-        "sell_profit_only": false,
-        "ignore_roi_if_buy_signal": false
-    },
     "telegram": {
         "enabled": true,
         "token": "your_telegram_token",
@@ -121,7 +119,8 @@
     "initial_state": "running",
     "forcebuy_enable": false,
     "internals": {
-        "process_throttle_secs": 5
+        "process_throttle_secs": 5,
+        "heartbeat_interval": 60
     },
     "strategy": "DefaultStrategy",
     "strategy_path": "user_data/strategies/"

diff --git a/config_kraken.json.example b/config_kraken.json.example
@@ -22,7 +22,11 @@
     "ask_strategy":{
         "use_order_book": false,
         "order_book_min": 1,
-        "order_book_max": 9
+        "order_book_max": 9,
+        "use_sell_signal": true,
+        "sell_profit_only": false,
+        "ignore_roi_if_buy_signal": false
+
     },
     "exchange": {
         "name": "kraken",
@@ -66,5 +70,6 @@
     "forcebuy_enable": false,
     "internals": {
         "process_throttle_secs": 5
-    }
+    },
+    "download_trades": true
 }
diff --git a/docker-compose.develop.yml b/docker-compose.develop.yml
@@ -0,0 +1,20 @@
+---
+version: '3'
+services:
+  freqtrade_develop:
+    build:
+      context: .
+      dockerfile: "./Dockerfile.develop"
+    volumes:
+      - ".:/freqtrade"
+    entrypoint:
+      - "freqtrade"
+
+  freqtrade_bash:
+    build:
+      context: .
+      dockerfile: "./Dockerfile.develop"
+    volumes:
+      - ".:/freqtrade"
+    entrypoint:
+      - "/bin/bash"
diff --git a/docker-compose.yml b/docker-compose.yml
@@ -0,0 +1,8 @@
+---
+version: '3'
+services:
+  freqtrade:
+    image: freqtradeorg/freqtrade:master
+    volumes:
+      - "./user_data:/freqtrade/user_data"
+      - "./config.json:/freqtrade/config.json"
diff --git a/docs/backtesting.md b/docs/backtesting.md
@@ -39,7 +39,7 @@ Assume you downloaded the history data from the Bittrex exchange and kept it in
 You can then use this data for backtesting as follows:
 
 ```bash
-freqtrade backtesting --datadir user_data/data/bittrex-20180101
+freqtrade --datadir user_data/data/bittrex-20180101 backtesting
 ```
 
 #### With a (custom) strategy file
@@ -72,6 +72,17 @@ The exported trades can be used for [further analysis](#further-backtest-result-
 freqtrade backtesting --export trades --export-filename=backtest_samplestrategy.json
 ```
 
+#### Supplying custom fee value
+
+Sometimes your account has certain fee rebates (fee reductions starting with a certain account size or monthly volume), which are not visible to ccxt.
+To account for this in backtesting, you can use `--fee 0.001` to supply this value to backtesting.
+This fee must be a percentage, and will be applied twice (once for trade entry, and once for trade exit).
+
+```bash
+freqtrade backtesting --fee 0.001
+```
+
+
 #### Running backtest with smaller testset by using timerange
 
 Use the `--timerange` argument to change how much of the testset you want to use.
@@ -92,12 +103,6 @@ The full timerange specification:
 - Use tickframes since 2018/01/31 till 2018/03/01 : `--timerange=20180131-20180301`
 - Use tickframes between POSIX timestamps 1527595200 1527618600:
                                                 `--timerange=1527595200-1527618600`
-- Use last 123 tickframes of data: `--timerange=-123`
-- Use first 123 tickframes of data: `--timerange=123-`
-- Use tickframes from line 123 through 456: `--timerange=123-456`
-
-!!! warning
-    Be carefull when using non-date functions - these do not allow you to specify precise dates, so if you updated the test-data it will probably use a different dataset.
 
 ## Understand the backtesting result
 
@@ -184,6 +189,7 @@ Hence, keep in mind that your performance is an integral mix of all different el
 Since backtesting lacks some detailed information about what happens within a candle, it needs to take a few assumptions:
 
 - Buys happen at open-price
+- Sell signal sells happen at open-price of the following candle
 - Low happens before high for stoploss, protecting capital first.
 - ROI sells are compared to high - but the ROI value is used (e.g. ROI = 2%, high=5% - so the sell will be at 2%)
 - Stoploss sells happen exactly at stoploss price, even if low was lower
@@ -192,6 +198,11 @@ Since backtesting lacks some detailed information about what happens within a ca
   - Low uses the adjusted stoploss (so sells with large high-low difference are backtested correctly)
 - Sell-reason does not explain if a trade was positive or negative, just what triggered the sell (this can look odd if negative ROI values are used)
 
+Taking these assumptions, backtesting tries to mirror real trading as closely as possible. However, backtesting will **never** replace running a strategy in dry-run mode.
+Also, keep in mind that past results don't guarantee future success.
+
+In addition to the above assumptions, strategy authors should carefully read the [Common Mistakes](strategy-customization.md#common-mistakes-when-developing-strategies) section, to avoid using data in backtesting which is not available in real market conditions.
+
 ### Further backtest-result analysis
 
 To further analyze your backtest results, you can [export the trades](#exporting-trades-to-file).