phyer/myTestFreqAI
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

追踪止损

Browse Source
This commit is contained in:
zhangkun9038@dingtalk.com 2025-05-02 12:34:07 +08:00
parent 2400e609d9
commit 3395fdea36
13 changed files with 2520 additions and 10 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

0
docs/configuration.md → docs/..md/configuration.md
View File

0
docs/..md/md Normal file
View File

45
freqtrade/templates/OKXRegressionStrategy.py
View File

@ -6,6 +6,7 @@ import numpy as np
import talib as ta
from typing import Dict, List, Optional
from sklearn.metrics import mean_squared_error
from freqtrade.optimize.space import CategoricalParameter, DecimalParameter
from xgboost import XGBRegressor
import ccxt
@ -28,6 +29,8 @@ class OKXRegressionStrategy(IStrategy):
trailing_stop_positive = 0.01
max_open_trades = 3
stake_amount = 'dynamic'
atr_period = CategoricalParameter([7, 14, 21], default=14, space='buy')
atr_multiplier = DecimalParameter(1.0, 3.0, default=2.0, space='sell')
# FreqAI 配置
freqai_config = {
@ -59,6 +62,7 @@ class OKXRegressionStrategy(IStrategy):
# 初始化特征缓存
self.feature_cache = {}
def feature_engineering_expand_all(self, dataframe: DataFrame, period: int, metadata: Dict, **kwargs) -> DataFrame:
"""
为每个时间框架和相关交易对生成特征。
@ -192,6 +196,7 @@ class OKXRegressionStrategy(IStrategy):
# 确保返回 DataFrame，防止 None
if dataframe is None:
dataframe = DataFrame()
dataframe['ATR_{}'.format(atr_period.value)] = ta.ATR(dataframe, timeperiod=atr_period.value)
return dataframe
@ -212,19 +217,30 @@ class OKXRegressionStrategy(IStrategy):
"enter_long"] = 1
logger.debug(f"生成 {dataframe['enter_long'].sum()} 个做多信号")
return dataframe
def _dynamic_stop_loss(self, dataframe: DataFrame, metadata: dict, atr_col: str = 'ATR_14', multiplier: float = 2.0) -> DataFrame:
"""
封装动态止损逻辑，基于入场价和ATR计算止损线
:param dataframe: 原始DataFrame
:param metadata: 策略元数据
:param atr_col: 使用的ATR列名
:param multiplier: ATR乘数
:return: 更新后的DataFrame
"""
dataframe['entry_price'] = dataframe['open'].where(dataframe['enter_long'] == 1).ffill()
dataframe['stop_loss_line'] = dataframe['entry_price'] - dataframe[atr_col] * multiplier
def populate_exit_trend(self, dataframe: DataFrame, metadata: Dict) -> DataFrame:
"""
基于 ROI 或止损生成退出信号。
"""
dataframe.loc[
(
(dataframe["&-roi_0_pred"] <= dataframe["close"].pct_change()) | # 达到 ROI
(dataframe["close"].pct_change() <= dataframe["&-stoploss_pred"]) # 达到止损
),
"exit_long"] = 1
logger.debug(f"生成 {dataframe['exit_long'].sum()} 个退出信号")
(dataframe['close'] < dataframe['stop_loss_line']),
'exit_long'
] = 1
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: Dict) -> DataFrame:
dataframe['atr'] = dataframe['ATR_14']
dataframe['stop_loss_line'] = dataframe['entry_price'] - (dataframe['ATR_14'] * 2)
self.dp.send_msg(f"ATR: {dataframe['ATR_14'].iloc[-1]:.5f}, Stop Loss Line: {dataframe['stop_loss_line'].iloc[-1]:.5f}")
return self._dynamic_stop_loss(dataframe, metadata)
def custom_stake_amount(self, pair: str, current_time: 'datetime', current_rate: float,
proposed_stake: float, min_stake: float, max_stake: float,
@ -235,6 +251,15 @@ class OKXRegressionStrategy(IStrategy):
balance = self.wallets.get_available_stake_amount()
stake = balance * 0.02
return min(max(stake, min_stake), max_stake)
def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
current_rate: float, profit_percent: float,
after_fill: bool, **kwargs) -> Optional[float]:
if trade.enter_tag == 'long':
atr_value = self.dp.get_pair_dataframe(pair, timeframe=self.timeframe)['ATR_14'].iloc[-1]
trailing_stop = current_rate - atr_value * 1.5
return trailing_stop / current_rate - 1 # 返回相对百分比
return None
def leverage(self, pair: str, current_time: 'datetime', current_rate: float,
proposed_leverage: float, max_leverage: float, side: str,

0
docs/advanced-backtesting.md → md/advanced-backtesting.md
View File

0
docs/advanced-hyperopt.md → md/advanced-hyperopt.md
View File

0
docs/backtesting.md → md/backtesting.md
View File

800
md/configuration.md Normal file
View File

@ -0,0 +1,800 @@
# Configure the bot
Freqtrade has many configurable features and possibilities.
By default, these settings are configured via the configuration file (see below).
## The Freqtrade configuration file
The bot uses a set of configuration parameters during its operation that all together conform to the bot configuration. It normally reads its configuration from a file (Freqtrade configuration file).
Per default, the bot loads the configuration from the `config.json` file, located in the current working directory.
You can specify a different configuration file used by the bot with the `-c/--config` command-line option.
If you used the [Quick start](docker_quickstart.md#docker-quick-start) method for installing
the bot, the installation script should have already created the default configuration file (`config.json`) for you.
If the default configuration file is not created we recommend to use `freqtrade new-config --config user_data/config.json` to generate a basic configuration file.
The Freqtrade configuration file is to be written in JSON format.
Additionally to the standard JSON syntax, you may use one-line `// ...` and multi-line `/* ... */` comments in your configuration files and trailing commas in the lists of parameters.
Do not worry if you are not familiar with JSON format -- simply open the configuration file with an editor of your choice, make some changes to the parameters you need, save your changes and, finally, restart the bot or, if it was previously stopped, run it again with the changes you made to the configuration. The bot validates the syntax of the configuration file at startup and will warn you if you made any errors editing it, pointing out problematic lines.
### Environment variables
Set options in the Freqtrade configuration via environment variables.
This takes priority over the corresponding value in configuration or strategy.
Environment variables must be prefixed with `FREQTRADE__` to be loaded to the freqtrade configuration.
`__` serves as level separator, so the format used should correspond to `FREQTRADE__{section}__{key}`.
As such - an environment variable defined as `export FREQTRADE__STAKE_AMOUNT=200` would result in `{stake_amount: 200}`.
A more complex example might be `export FREQTRADE__EXCHANGE__KEY=<yourExchangeKey>` to keep your exchange key secret. This will move the value to the `exchange.key` section of the configuration.
Using this scheme, all configuration settings will also be available as environment variables.
Please note that Environment variables will overwrite corresponding settings in your configuration, but command line Arguments will always win.
Common example:
``` bash
FREQTRADE__TELEGRAM__CHAT_ID=<telegramchatid>
FREQTRADE__TELEGRAM__TOKEN=<telegramToken>
FREQTRADE__EXCHANGE__KEY=<yourExchangeKey>
FREQTRADE__EXCHANGE__SECRET=<yourExchangeSecret>
```
Json lists are parsed as json - so you can use the following to set a list of pairs:
``` bash
export FREQTRADE__EXCHANGE__PAIR_WHITELIST='["BTC/USDT", "ETH/USDT"]'
```
!!! Note
Environment variables detected are logged at startup - so if you can't find why a value is not what you think it should be based on the configuration, make sure it's not loaded from an environment variable.
!!! Tip "Validate combined result"
You can use the [show-config subcommand](utils.md#show-config) to see the final, combined configuration.
??? Warning "Loading sequence"
Environment variables are loaded after the initial configuration. As such, you cannot provide the path to the configuration through environment variables. Please use `--config path/to/config.json` for that.
This also applies to `user_dir` to some degree. while the user directory can be set through environment variables - the configuration will **not** be loaded from that location.
### Multiple configuration files
Multiple configuration files can be specified and used by the bot or the bot can read its configuration parameters from the process standard input stream.
You can specify additional configuration files in `add_config_files`. Files specified in this parameter will be loaded and merged with the initial config file. The files are resolved relative to the initial configuration file.
This is similar to using multiple `--config` parameters, but simpler in usage as you don't have to specify all files for all commands.
!!! Tip "Validate combined result"
You can use the [show-config subcommand](utils.md#show-config) to see the final, combined configuration.
!!! Tip "Use multiple configuration files to keep secrets secret"
You can use a 2nd configuration file containing your secrets. That way you can share your "primary" configuration file, while still keeping your API keys for yourself.
The 2nd file should only specify what you intend to override.
If a key is in more than one of the configurations, then the "last specified configuration" wins (in the above example, `config-private.json`).
For one-off commands, you can also use the below syntax by specifying multiple "--config" parameters.
``` bash
freqtrade trade --config user_data/config1.json --config user_data/config-private.json <...>
```
The below is equivalent to the example above - but having 2 configuration files in the configuration, for easier reuse.
``` json title="user_data/config.json"
"add_config_files": [
"config1.json",
"config-private.json"
]
```
``` bash
freqtrade trade --config user_data/config.json <...>
```
??? Note "config collision handling"
If the same configuration setting takes place in both `config.json` and `config-import.json`, then the parent configuration wins.
In the below case, `max_open_trades` would be 3 after the merging - as the reusable "import" configuration has this key overwritten.
``` json title="user_data/config.json"
{
"max_open_trades": 3,
"stake_currency": "USDT",
"add_config_files": [
"config-import.json"
]
}
```
``` json title="user_data/config-import.json"
{
"max_open_trades": 10,
"stake_amount": "unlimited",
}
```
Resulting combined configuration:
``` json title="Result"
{
"max_open_trades": 3,
"stake_currency": "USDT",
"stake_amount": "unlimited"
}
```
If multiple files are in the `add_config_files` section, then they will be assumed to be at identical levels, having the last occurrence override the earlier config (unless a parent already defined such a key).
## Editor autocomplete and validation
If you are using an editor that supports JSON schema, you can use the schema provided by Freqtrade to get autocompletion and validation of your configuration file by adding the following line to the top of your configuration file:
``` json
{
"$schema": "https://schema.freqtrade.io/schema.json",
}
```
??? Note "Develop version"
The develop schema is available as `https://schema.freqtrade.io/schema_dev.json` - though we recommend to stick to the stable version for the best experience.
## Configuration parameters
The table below will list all configuration parameters available.
Freqtrade can also load many options via command line (CLI) arguments (check out the commands `--help` output for details).
### Configuration option prevalence
The prevalence for all Options is as follows:
* CLI arguments override any other option
* [Environment Variables](#environment-variables)
* Configuration files are used in sequence (the last file wins) and override Strategy configurations.
* Strategy configurations are only used if they are not set via configuration or command-line arguments. These options are marked with [Strategy Override](#parameters-in-the-strategy) in the below table.
### Parameters table
Mandatory parameters are marked as **Required**, which means that they are required to be set in one of the possible ways.
| Parameter | Description |
|------------|-------------|
| `max_open_trades` | **Required.** Number of open trades your bot is allowed to have. Only one open trade per pair is possible, so the length of your pairlist is another limitation that can apply. If -1 then it is ignored (i.e. potentially unlimited open trades, limited by the pairlist). [More information below](#configuring-amount-per-trade). [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Positive integer or -1.
| `stake_currency` | **Required.** Crypto-currency used for trading. <br> **Datatype:** String
| `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#configuring-amount-per-trade). <br> **Datatype:** Positive float or `"unlimited"`.
| `tradable_balance_ratio` | Ratio of the total account balance the bot is allowed to trade. [More information below](#configuring-amount-per-trade). <br>*Defaults to `0.99` 99%).*<br> **Datatype:** Positive float between `0.1` and `1.0`.
| `available_capital` | Available starting capital for the bot. Useful when running multiple bots on the same exchange account. [More information below](#configuring-amount-per-trade). <br> **Datatype:** Positive float.
| `amend_last_stake_amount` | Use reduced last stake amount if necessary. [More information below](#configuring-amount-per-trade). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
| `last_stake_amount_min_ratio` | Defines minimum stake amount that has to be left and executed. Applies only to the last stake amount when it's amended to a reduced value (i.e. if `amend_last_stake_amount` is set to `true`). [More information below](#configuring-amount-per-trade). <br>*Defaults to `0.5`.* <br> **Datatype:** Float (as ratio)
| `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals. <br>*Defaults to `0.05` (5%).* <br> **Datatype:** Positive Float as ratio.
| `timeframe` | The timeframe to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). Usually missing in configuration, and specified in the strategy. [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** String
| `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency). <br> **Datatype:** String
| `dry_run` | **Required.** Define if the bot must be in Dry Run or production mode. <br>*Defaults to `true`.* <br> **Datatype:** Boolean
| `dry_run_wallet` | Define the starting amount in stake currency for the simulated wallet used by the bot running in Dry Run mode. [More information below](#dry-run-wallet)<br>*Defaults to `1000`.* <br> **Datatype:** Float or Dict
| `cancel_open_orders_on_exit` | Cancel open orders when the `/stop` RPC command is issued, `Ctrl+C` is pressed or the bot dies unexpectedly. When set to `true`, this allows you to use `/stop` to cancel unfilled and partially filled orders in the event of a market crash. It does not impact open positions. <br>*Defaults to `false`.* <br> **Datatype:** Boolean
| `process_only_new_candles` | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> **Datatype:** Boolean
| `minimal_roi` | **Required.** Set the threshold as ratio the bot will use to exit a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict
| `stoploss` | **Required.** Value as ratio of the stoploss used by the bot. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Float (as ratio)
| `trailing_stop` | Enables trailing stoploss (based on `stoploss` in either configuration or strategy file). More details in the [stoploss documentation](stoploss.md#trailing-stop-loss). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Boolean
| `trailing_stop_positive` | Changes stoploss once profit has been reached. More details in the [stoploss documentation](stoploss.md#trailing-stop-loss-custom-positive-loss). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Float
| `trailing_stop_positive_offset` | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. More details in the [stoploss documentation](stoploss.md#trailing-stop-loss-only-once-the-trade-has-reached-a-certain-offset). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0` (no offset).* <br> **Datatype:** Float
| `trailing_only_offset_is_reached` | Only apply trailing stoploss when the offset is reached. [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
| `fee` | Fee used during backtesting / dry-runs. Should normally not be configured, which has freqtrade fall back to the exchange default fee. Set as ratio (e.g. 0.001 = 0.1%). Fee is applied twice for each trade, once when buying, once when selling. <br> **Datatype:** Float (as ratio)
| `futures_funding_rate` | User-specified funding rate to be used when historical funding rates are not available from the exchange. This does not overwrite real historical rates. It is recommended that this be set to 0 unless you are testing a specific coin and you understand how the funding rate will affect freqtrade's profit calculations. [More information here](leverage.md#unavailable-funding-rates) <br>*Defaults to `None`.*<br> **Datatype:** Float
| `trading_mode` | Specifies if you want to trade regularly, trade with leverage, or trade contracts whose prices are derived from matching cryptocurrency prices. [leverage documentation](leverage.md). <br>*Defaults to `"spot"`.* <br> **Datatype:** String
| `margin_mode` | When trading with leverage, this determines if the collateral owned by the trader will be shared or isolated to each trading pair [leverage documentation](leverage.md). <br> **Datatype:** String
| `liquidation_buffer` | A ratio specifying how large of a safety net to place between the liquidation price and the stoploss to prevent a position from reaching the liquidation price [leverage documentation](leverage.md). <br>*Defaults to `0.05`.* <br> **Datatype:** Float
| | **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.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.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**
| `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_last_balance` | **Required.** Interpolate the bidding price. More information [below](#entry-price-without-orderbook-enabled).
| `entry_pricing.use_order_book` | Enable entering using the rates in [Order Book Entry](#entry-price-with-orderbook-enabled). <br> *Defaults to `true`.*<br> **Datatype:** Boolean
| `entry_pricing.order_book_top` | Bot will use the top N rate in Order Book "price_side" to enter a trade. I.e. a value of 2 will allow the bot to pick the 2nd entry in [Order Book Entry](#entry-price-with-orderbook-enabled). <br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
| `entry_pricing. check_depth_of_market.enabled` | Do not enter if the difference of buy orders and sell orders is met in Order Book. [Check market depth](#check-depth-of-market). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
| `entry_pricing. check_depth_of_market.bids_to_ask_delta` | The difference ratio of buy orders and sell orders found in Order Book. A value below 1 means sell order size is greater, while value greater than 1 means buy order size is higher. [Check market depth](#check-depth-of-market) <br> *Defaults to `0`.* <br> **Datatype:** Float (as ratio)
| `exit_pricing.price_side` | Select the side of the spread the bot should look at to get the exit rate. [More information below](#exit-price-side).<br> *Defaults to `"same"`.* <br> **Datatype:** String (either `ask`, `bid`, `same` or `other`).
| `exit_pricing.price_last_balance` | Interpolate the exiting price. More information [below](#exit-price-without-orderbook-enabled).
| `exit_pricing.use_order_book` | Enable exiting of open trades using [Order Book Exit](#exit-price-with-orderbook-enabled). <br> *Defaults to `true`.*<br> **Datatype:** Boolean
| `exit_pricing.order_book_top` | Bot will use the top N rate in Order Book "price_side" to exit. I.e. a value of 2 will allow the bot to pick the 2nd ask rate in [Order Book Exit](#exit-price-with-orderbook-enabled)<br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
| `custom_price_max_distance_ratio` | Configure maximum distance ratio between current and custom entry or exit price. <br>*Defaults to `0.02` 2%).*<br> **Datatype:** Positive float
| | **TODO**
| `use_exit_signal` | Use exit signals produced by the strategy in addition to the `minimal_roi`. <br>Setting this to false disables the usage of `"exit_long"` and `"exit_short"` columns. Has no influence on other exit methods (Stoploss, ROI, callbacks). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> **Datatype:** Boolean
| `exit_profit_only` | Wait until the bot reaches `exit_profit_offset` before taking an exit decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
| `exit_profit_offset` | Exit-signal is only active above this value. Only active in combination with `exit_profit_only=True`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0`.* <br> **Datatype:** Float (as ratio)
| `ignore_roi_if_entry_signal` | Do not exit if the entry signal is still active. This setting takes preference over `minimal_roi` and `use_exit_signal`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
| `ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used. <br> **Datatype:** Integer
| `order_types` | Configure order-types depending on the action (`"entry"`, `"exit"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Dict
| `order_time_in_force` | Configure time in force for entry and exit orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict
| `position_adjustment_enable` | Enables the strategy to use position adjustments (additional buys or sells). [More information here](strategy-callbacks.md#adjust-trade-position). <br> [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.*<br> **Datatype:** Boolean
| `max_entry_position_adjustment` | Maximum additional order(s) for each open trade on top of the first entry Order. Set it to `-1` for unlimited additional orders. [More information here](strategy-callbacks.md#adjust-trade-position). <br> [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `-1`.*<br> **Datatype:** Positive Integer or -1
| | **Exchange**
| `exchange.name` | **Required.** Name of the exchange class to use. <br> **Datatype:** String
| `exchange.key` | API key to use for the exchange. Only required when you are in production mode.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
| `exchange.secret` | API secret to use for the exchange. Only required when you are in production mode.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
| `exchange.password` | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
| `exchange.uid` | API uid to use for the exchange. Only required when you are in production mode and for exchanges that use uid for API requests.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
| `exchange.pair_whitelist` | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Supports regex pairs as `.*/BTC`. Not used by VolumePairList. [More information](plugins.md#pairlists-and-pairlist-handlers). <br> **Datatype:** List
| `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting. [More information](plugins.md#pairlists-and-pairlist-handlers). <br> **Datatype:** List
| `exchange.ccxt_config` | Additional CCXT parameters passed to both ccxt instances (sync and async). This is usually the correct place for additional ccxt configurations. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://docs.ccxt.com/#/README?id=overriding-exchange-properties-upon-instantiation). Please avoid adding exchange secrets here (use the dedicated fields instead), as they may be contained in logs. <br> **Datatype:** Dict
| `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://docs.ccxt.com/#/README?id=overriding-exchange-properties-upon-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://docs.ccxt.com/#/README?id=overriding-exchange-properties-upon-instantiation) <br> **Datatype:** Dict
| `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.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.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
| `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
| | **Plugins**
| `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation of all possible configuration options.
| `pairlists` | Define one or more pairlists to be used. [More information](plugins.md#pairlists-and-pairlist-handlers). <br>*Defaults to `StaticPairList`.* <br> **Datatype:** List of Dicts
| | **Telegram**
| `telegram.enabled` | Enable the usage of Telegram. <br> **Datatype:** Boolean
| `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.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.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
| | **Webhook**
| `webhook.enabled` | Enable usage of Webhook notifications <br> **Datatype:** Boolean
| `webhook.url` | URL for the webhook. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
| `webhook.entry` | Payload to send on entry. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
| `webhook.entry_cancel` | Payload to send on entry order cancel. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
| `webhook.entry_fill` | Payload to send on entry order filled. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
| `webhook.exit` | Payload to send on exit. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
| `webhook.exit_cancel` | Payload to send on exit order cancel. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
| `webhook.exit_fill` | Payload to send on exit order filled. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
| `webhook.status` | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
| `webhook.allow_custom_messages` | Enable the sending of Webhook messages from strategies via the dataprovider.send_msg() function. <br> **Datatype:** Boolean
| | **Rest API / FreqUI / Producer-Consumer**
| `api_server.enabled` | Enable usage of API Server. See the [API Server documentation](rest-api.md) for more details. <br> **Datatype:** Boolean
| `api_server.listen_ip_address` | Bind IP address. See the [API Server documentation](rest-api.md) for more details. <br> **Datatype:** IPv4
| `api_server.listen_port` | Bind Port. See the [API Server documentation](rest-api.md) for more details. <br>**Datatype:** Integer between 1024 and 65535
| `api_server.verbosity` | Logging verbosity. `info` will print all RPC Calls, while "error" will only display errors. <br>**Datatype:** Enum, either `info` or `error`. Defaults to `info`.
| `api_server.username` | Username for API server. See the [API Server documentation](rest-api.md) for more details. <br>**Keep it in secret, do not disclose publicly.**<br> **Datatype:** String
| `api_server.password` | Password for API server. See the [API Server documentation](rest-api.md) for more details. <br>**Keep it in secret, do not disclose publicly.**<br> **Datatype:** String
| `api_server.ws_token` | API token for the Message WebSocket. See the [API Server documentation](rest-api.md) for more details. <br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
| `bot_name` | Name of the bot. Passed via API to a client - can be shown to distinguish / name bots.<br> *Defaults to `freqtrade`*<br> **Datatype:** String
| `external_message_consumer` | Enable [Producer/Consumer mode](producer-consumer.md) for more details. <br> **Datatype:** Dict
| | **Other**
| `initial_state` | Defines the initial application state. If set to stopped, then the bot has to be explicitly started via `/start` RPC command. <br>*Defaults to `stopped`.* <br> **Datatype:** Enum, either `running`, `paused` or `stopped`
| `force_entry_enable` | Enables the RPC Commands to force a Trade entry. More information below. <br> **Datatype:** Boolean
| `disable_dataframe_checks` | Disable checking the OHLCV dataframe returned from the strategy methods for correctness. Only use when intentionally changing the dataframe and understand what you are doing. [Strategy Override](#parameters-in-the-strategy).<br> *Defaults to `False`*. <br> **Datatype:** Boolean
| `internals.process_throttle_secs` | Set the process throttle, or minimum loop duration for one bot iteration loop. Value in second. <br>*Defaults to `5` seconds.* <br> **Datatype:** Positive Integer
| `internals.heartbeat_interval` | Print heartbeat message every N seconds. Set to 0 to disable heartbeat messages. <br>*Defaults to `60` seconds.* <br> **Datatype:** Positive Integer or 0
| `internals.sd_notify` | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](advanced-setup.md#configure-the-bot-running-as-a-systemd-service) for more details. <br> **Datatype:** Boolean
| `strategy` | **Required** Defines Strategy class to use. Recommended to be set via `--strategy NAME`. <br> **Datatype:** ClassName
| `strategy_path` | Adds an additional strategy lookup path (must be a directory). <br> **Datatype:** String
| `recursive_strategy_search` | Set to `true` to recursively search sub-directories inside `user_data/strategies` for a strategy. <br> **Datatype:** Boolean
| `user_data_dir` | Directory containing user data. <br> *Defaults to `./user_data/`*. <br> **Datatype:** String
| `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite:///tradesv3.dryrun.sqlite` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances. <br> **Datatype:** String, SQLAlchemy connect string
| `logfile` | Specifies logfile name. Uses a rolling strategy for log file rotation for 10 files with the 1MB limit per file. <br> **Datatype:** String
| `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_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 in FreqAI). (Currently only affects FreqAI use-cases) <br> **Datatype:** Boolean. <br> Default: `False`.
| `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
The following parameters can be set in the configuration file or strategy.
Values set in the configuration file always overwrite values set in the strategy.
* `minimal_roi`
* `timeframe`
* `stoploss`
* `max_open_trades`
* `trailing_stop`
* `trailing_stop_positive`
* `trailing_stop_positive_offset`
* `trailing_only_offset_is_reached`
* `use_custom_stoploss`
* `process_only_new_candles`
* `order_types`
* `order_time_in_force`
* `unfilledtimeout`
* `disable_dataframe_checks`
* `use_exit_signal`
* `exit_profit_only`
* `exit_profit_offset`
* `ignore_roi_if_entry_signal`
* `ignore_buying_expired_candle_after`
* `position_adjustment_enable`
* `max_entry_position_adjustment`
### Configuring amount per trade
There are several methods to configure how much of the stake currency the bot will use to enter a trade. All methods respect the [available balance configuration](#tradable-balance) as explained below.
#### Minimum trade stake
The minimum stake amount will depend on exchange and pair and is usually listed in the exchange support pages.
Assuming the minimum tradable amount for XRP/USD is 20 XRP (given by the exchange), and the price is 0.6\$, the minimum stake amount to buy this pair is `20 * 0.6 ~= 12`.
This exchange has also a limit on USD - where all orders must be > 10\$ - which however does not apply in this case.
To guarantee safe execution, freqtrade will not allow buying with a stake-amount of 10.1\$, instead, it'll make sure that there's enough space to place a stoploss below the pair (+ an offset, defined by `amount_reserve_percent`, which defaults to 5%).
With a reserve of 5%, the minimum stake amount would be ~12.6\$ (`12 * (1 + 0.05)`). If we take into account a stoploss of 10% on top of that - we'd end up with a value of ~14\$ (`12.6 / (1 - 0.1)`).
To limit this calculation in case of large stoploss values, the calculated minimum stake-limit will never be more than 50% above the real limit.
!!! Warning
Since the limits on exchanges are usually stable and are not updated often, some pairs can show pretty high minimum limits, simply because the price increased a lot since the last limit adjustment by the exchange. Freqtrade adjusts the stake-amount to this value, unless it's > 30% more than the calculated/desired stake-amount - in which case the trade is rejected.
#### Dry-run wallet
When running in dry-run mode, the bot will use a simulated wallet to execute trades. The starting balance of this wallet is defined by `dry_run_wallet` (defaults to 1000).
For more complex scenarios, you can also assign a dictionary to `dry_run_wallet` to define the starting balance for each currency.
```json
"dry_run_wallet": {
"BTC": 0.01,
"ETH": 2,
"USDT": 1000
}
```
Command line options (`--dry-run-wallet`) can be used to override the configuration value, but only for the float value, not for the dictionary. If you'd like to use the dictionary, please adjust the configuration file.
!!! Note
Balances not in stake-currency will not be used for trading, but are shown as part of the wallet balance.
On Cross-margin exchanges, the wallet balance may be used to calculate the available collateral for trading.
#### Tradable balance
By default, the bot assumes that the `complete amount - 1%` is at it's disposal, and when using [dynamic stake amount](#dynamic-stake-amount), it will split the complete balance into `max_open_trades` buckets per trade.
Freqtrade will reserve 1% for eventual fees when entering a trade and will therefore not touch that by default.
You can configure the "untouched" amount by using the `tradable_balance_ratio` setting.
For example, if you have 10 ETH available in your wallet on the exchange and `tradable_balance_ratio=0.5` (which is 50%), then the bot will use a maximum amount of 5 ETH for trading and considers this as an available balance. The rest of the wallet is untouched by the trades.
!!! Danger
This setting should **not** be used when running multiple bots on the same account. Please look at [Available Capital to the bot](#assign-available-capital) instead.
!!! Warning
The `tradable_balance_ratio` setting applies to the current balance (free balance + tied up in trades). Therefore, assuming the starting balance of 1000, a configuration with `tradable_balance_ratio=0.99` will not guarantee that 10 currency units will always remain available on the exchange. For example, the free amount may reduce to 5 units if the total balance is reduced to 500 (either by a losing streak or by withdrawing balance).
#### Assign available Capital
To fully utilize compounding profits when using multiple bots on the same exchange account, you'll want to limit each bot to a certain starting balance.
This can be accomplished by setting `available_capital` to the desired starting balance.
Assuming your account has 10000 USDT and you want to run 2 different strategies on this exchange.
You'd set `available_capital=5000` - granting each bot an initial capital of 5000 USDT.
The bot will then split this starting balance equally into `max_open_trades` buckets.
Profitable trades will result in increased stake-sizes for this bot - without affecting the stake-sizes of the other bot.
Adjusting `available_capital` requires reloading the configuration to take effect. Adjusting the `available_capital` adds the difference between the previous `available_capital` and the new `available_capital`. Decreasing the available capital when trades are open doesn't exit the trades. The difference is returned to the wallet when the trades conclude. The outcome of this differs depending on the price movement between the adjustment and exiting the trades.
!!! Warning "Incompatible with `tradable_balance_ratio`"
Setting this option will replace any configuration of `tradable_balance_ratio`.
#### Amend last stake amount
Assuming we have the tradable balance of 1000 USDT, `stake_amount=400`, and `max_open_trades=3`.
The bot would open 2 trades and will be unable to fill the last trading slot, since the requested 400 USDT are no longer available since 800 USDT are already tied in other trades.
To overcome this, the option `amend_last_stake_amount` can be set to `True`, which will enable the bot to reduce stake_amount to the available balance to fill the last trade slot.
In the example above this would mean:
* Trade1: 400 USDT
* Trade2: 400 USDT
* Trade3: 200 USDT
!!! Note
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 `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
The `stake_amount` configuration statically configures the amount of stake-currency your bot will use for each trade.
The minimal configuration value is 0.0001, however, please check your exchange's trading minimums for the stake currency you're using to avoid problems.
This setting works in combination with `max_open_trades`. The maximum capital engaged in trades is `stake_amount * max_open_trades`.
For example, the bot will at most use (0.05 BTC x 3) = 0.15 BTC, assuming a configuration of `max_open_trades=3` and `stake_amount=0.05`.
!!! Note
This setting respects the [available balance configuration](#tradable-balance).
#### Dynamic stake amount
Alternatively, you can use a dynamic stake amount, which will use the available balance on the exchange, and divide that equally by the number of allowed trades (`max_open_trades`).
To configure this, set `stake_amount="unlimited"`. We also recommend to set `tradable_balance_ratio=0.99` (99%) - to keep a minimum balance for eventual fees.
In this case a trade amount is calculated as:
```python
currency_balance / (max_open_trades - current_open_trades)
```
To allow the bot to trade all the available `stake_currency` in your account (minus `tradable_balance_ratio`) set
```json
"stake_amount" : "unlimited",
"tradable_balance_ratio": 0.99,
```
!!! Tip "Compounding profits"
This configuration will allow increasing/decreasing stakes depending on the performance of the bot (lower stake if the bot is losing, higher stakes if the bot has a winning record since higher balances are available), and will result in profit compounding.
!!! Note "When using Dry-Run Mode"
When using `"stake_amount" : "unlimited",` in combination with Dry-Run, Backtesting or Hyperopt, the balance will be simulated starting with a stake of `dry_run_wallet` which will evolve.
It is therefore important to set `dry_run_wallet` to a sensible value (like 0.05 or 0.01 for BTC and 1000 or 100 for USDT, for example), otherwise, it may simulate trades with 100 BTC (or more) or 0.05 USDT (or less) at once - which may not correspond to your real available balance or is less than the exchange minimal limit for the order amount for the stake currency.
#### Dynamic stake amount with position adjustment
When you want to use position adjustment with unlimited stakes, you must also implement `custom_stake_amount` to a return a value depending on your strategy.
Typical value would be in the range of 25% - 50% of the proposed stakes, but depends highly on your strategy and how much you wish to leave into the wallet as position adjustment buffer.
For example if your position adjustment assumes it can do 2 additional buys with the same stake amounts then your buffer should be 66.6667% of the initially proposed unlimited stake amount.
Or another example if your position adjustment assumes it can do 1 additional buy with 3x the original stake amount then `custom_stake_amount` should return 25% of proposed stake amount and leave 75% for possible later position adjustments.
--8<-- "includes/pricing.md"
## Further Configuration details
### Understand minimal_roi
The `minimal_roi` configuration parameter is a JSON object where the key is a duration
in minutes and the value is the minimum ROI as a ratio.
See the example below:
```json
"minimal_roi": {
"40": 0.0, # Exit after 40 minutes if the profit is not negative
"30": 0.01, # Exit after 30 minutes if there is at least 1% profit
"20": 0.02, # Exit after 20 minutes if there is at least 2% profit
"0": 0.04 # Exit immediately if there is at least 4% profit
},
```
Most of the strategy files already include the optimal `minimal_roi` value.
This parameter can be set in either Strategy or Configuration file. If you use it in the configuration file, it will override the
`minimal_roi` value from the strategy file.
If it is not set in either Strategy or Configuration, a default of 1000% `{"0": 10}` is used, and minimal ROI is disabled unless your trade generates 1000% profit.
!!! Note "Special case to forceexit after a specific time"
A special case presents using `"<N>": -1` as ROI. This forces the bot to exit a trade after N Minutes, no matter if it's positive or negative, so represents a time-limited force-exit.
### Understand force_entry_enable
The `force_entry_enable` configuration parameter enables the usage of force-enter (`/forcelong`, `/forceshort`) commands via Telegram and REST API.
For security reasons, it's disabled by default, and freqtrade will show a warning message on startup if enabled.
For example, you can send `/forceenter ETH/BTC` to the bot, which will result in freqtrade buying the pair and holds it until a regular exit-signal (ROI, stoploss, /forceexit) appears.
This can be dangerous with some strategies, so use with care.
See [the telegram documentation](telegram-usage.md) for details on usage.
### Ignoring expired candles
When working with larger timeframes (for example 1h or more) and using a low `max_open_trades` value, the last candle can be processed as soon as a trade slot becomes available. When processing the last candle, this can lead to a situation where it may not be desirable to use the buy signal on that candle. For example, when using a condition in your strategy where you use a cross-over, that point may have passed too long ago for you to start a trade on it.
In these situations, you can enable the functionality to ignore candles that are beyond a specified period by setting `ignore_buying_expired_candle_after` to a positive number, indicating the number of seconds after which the buy signal becomes expired.
For example, if your strategy is using a 1h timeframe, and you only want to buy within the first 5 minutes when a new candle comes in, you can add the following configuration to your strategy:
``` json
{
//...
"ignore_buying_expired_candle_after": 300,
// ...
}
```
!!! Note
This setting resets with each new candle, so it will not prevent sticking-signals from executing on the 2nd or 3rd candle they're active. Best use a "trigger" selector for buy signals, which are only active for one candle.
### Understand order_types
The `order_types` configuration parameter maps actions (`entry`, `exit`, `stoploss`, `emergency_exit`, `force_exit`, `force_entry`) to order-types (`market`, `limit`, ...) as well as configures stoploss to be on the exchange and defines stoploss on exchange update interval in seconds.
This allows to enter using limit orders, exit using limit-orders, and create stoplosses using market orders.
It also allows to set the
stoploss "on exchange" which means stoploss order would be placed immediately once the buy order is fulfilled.
`order_types` set in the configuration file overwrites values set in the strategy as a whole, so you need to configure the whole `order_types` dictionary in one place.
If this is configured, the following 4 values (`entry`, `exit`, `stoploss` and `stoploss_on_exchange`) need to be present, otherwise, the bot will fail to start.
For information on (`emergency_exit`,`force_exit`, `force_entry`, `stoploss_on_exchange`,`stoploss_on_exchange_interval`,`stoploss_on_exchange_limit_ratio`) please see stop loss documentation [stop loss on exchange](stoploss.md)
Syntax for Strategy:
```python
order_types = {
"entry": "limit",
"exit": "limit",
"emergency_exit": "market",
"force_entry": "market",
"force_exit": "market",
"stoploss": "market",
"stoploss_on_exchange": False,
"stoploss_on_exchange_interval": 60,
"stoploss_on_exchange_limit_ratio": 0.99,
}
```
Configuration:
```json
"order_types": {
"entry": "limit",
"exit": "limit",
"emergency_exit": "market",
"force_entry": "market",
"force_exit": "market",
"stoploss": "market",
"stoploss_on_exchange": false,
"stoploss_on_exchange_interval": 60
}
```
!!! 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."` and the bot will refuse to start.
!!! Warning "Using market orders"
Please carefully read the section [Market order pricing](#market-order-pricing) section when using market orders.
!!! Note "Stoploss on exchange"
`order_types.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).
If `order_types.stoploss_on_exchange` is enabled and the stoploss is cancelled manually on the exchange, then the bot will create a new stoploss order.
!!! Warning "Warning: order_types.stoploss_on_exchange failures"
If stoploss on exchange creation fails for some reason, then an "emergency exit" is initiated. By default, this will exit the trade using a market order. The order-type for the emergency-exit can be changed by setting the `emergency_exit` value in the `order_types` dictionary - however, this is not advised.
### Understand order_time_in_force
The `order_time_in_force` configuration parameter defines the policy by which the order
is executed on the exchange. Three commonly used time in force are:
**GTC (Good Till Canceled):**
This is most of the time the default time in force. It means the order will remain
on exchange till it is cancelled by the user. It can be fully or partially fulfilled.
If partially fulfilled, the remaining will stay on the exchange till cancelled.
**FOK (Fill Or Kill):**
It means if the order is not executed immediately AND fully then it is cancelled by the exchange.
**IOC (Immediate Or Canceled):**
It is the same as FOK (above) except it can be partially fulfilled. The remaining part
is automatically cancelled by the exchange.
**PO (Post only):**
Post only order. The order is either placed as a maker order, or it is canceled.
This means the order must be placed on orderbook for at least time in an unfilled state.
#### time_in_force config
The `order_time_in_force` parameter contains a dict with entry and exit time in force policy values.
This can be set in the configuration file or in the strategy.
Values set in the configuration file overwrites values set in the strategy.
The possible values are: `GTC` (default), `FOK` or `IOC`.
``` python
"order_time_in_force": {
"entry": "GTC",
"exit": "GTC"
},
```
!!! Warning
This is ongoing work. For now, it is supported only for binance, gate and kucoin.
Please don't change the default value unless you know what you are doing and have researched the impact of using different values for your particular exchange.
### Fiat conversion
Freqtrade uses the Coingecko API to convert the coin value to it's corresponding fiat value for the Telegram reports.
The FIAT currency can be set in the configuration file as `fiat_display_currency`.
Removing `fiat_display_currency` completely from the configuration will skip initializing coingecko, and will not show any FIAT currency conversion. This has no importance for the correct functioning of the bot.
#### What values can be used for fiat_display_currency?
The `fiat_display_currency` configuration parameter sets the base currency to use for the
conversion from coin to fiat in the bot Telegram reports.
The valid values are:
```json
"AUD", "BRL", "CAD", "CHF", "CLP", "CNY", "CZK", "DKK", "EUR", "GBP", "HKD", "HUF", "IDR", "ILS", "INR", "JPY", "KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN", "RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD"
```
In addition to fiat currencies, a range of crypto currencies is supported.
The valid values are:
```json
"BTC", "ETH", "XRP", "LTC", "BCH", "BNB"
```
#### Coingecko Rate limit problems
On some IP ranges, coingecko is heavily rate-limiting.
In such cases, you may want to add your coingecko API key to the configuration.
``` json
{
"fiat_display_currency": "USD",
"coingecko": {
"api_key": "your-api",
"is_demo": true
}
}
```
Freqtrade supports both Demo and Pro coingecko API keys.
The Coingecko API key is NOT required for the bot to function correctly.
It is only used for the conversion of coin to fiat in the Telegram reports, which usually also work without API key.
## Consuming exchange Websockets
Freqtrade can consume websockets through ccxt.pro.
Freqtrade aims ensure data is available at all times.
Should the websocket connection fail (or be disabled), the bot will fall back to REST API calls.
Should you experience problems you suspect are caused by websockets, you can disable these via the setting `exchange.enable_ws`, which defaults to true.
```jsonc
"exchange": {
// ...
"enable_ws": false,
// ...
}
```
Should you be required to use a proxy, please refer to the [proxy section](#using-proxy-with-freqtrade) for more information.
!!! Info "Rollout"
We're implementing this out slowly, ensuring stability of your bots.
Currently, usage is limited to ohlcv data streams.
It's also limited to a few exchanges, with new exchanges being added on an ongoing basis.
## Using Dry-run mode
We recommend starting the bot in the Dry-run mode to see how your bot will
behave and what is the performance of your strategy. In the Dry-run mode, the
bot does not engage your money. It only runs a live simulation without
creating trades on the exchange.
1. Edit your `config.json` configuration file.
2. Switch `dry-run` to `true` and specify `db_url` for a persistence database.
```json
"dry_run": true,
"db_url": "sqlite:///tradesv3.dryrun.sqlite",
```
3. Remove your Exchange API key and secret (change them by empty values or fake credentials):
```json
"exchange": {
"name": "binance",
"key": "key",
"secret": "secret",
...
}
```
Once you will be happy with your bot performance running in the Dry-run mode, you can switch it to production mode.
!!! Note
A simulated wallet is available during dry-run mode and will assume a starting capital of `dry_run_wallet` (defaults to 1000).
### Considerations for dry-run
* API-keys may or may not be provided. Only Read-Only operations (i.e. operations that do not alter account state) on the exchange are performed in dry-run mode.
* Wallets (`/balance`) are simulated based on `dry_run_wallet`.
* Orders are simulated, and will not be posted to the exchange.
* Market orders fill based on orderbook volume the moment the order is placed, with a maximum slippage of 5%.
* Limit orders fill once the price reaches the defined level - or time out based on `unfilledtimeout` settings.
* Limit orders will be converted to market orders if they cross the price by more than 1%, and will be filled immediately based regular market order rules (see point about Market orders above).
* In combination with `stoploss_on_exchange`, the stop_loss price is assumed to be filled.
* Open orders (not trades, which are stored in the database) are kept open after bot restarts, with the assumption that they were not filled while being offline.
## Switch to production mode
In production mode, the bot will engage your money. Be careful, since a wrong strategy can lose all your money.
Be aware of what you are doing when you run it in production mode.
When switching to Production mode, please make sure to use a different / fresh database to avoid dry-run trades messing with your exchange money and eventually tainting your statistics.
### Setup your exchange account
You will need to create API Keys (usually you get `key` and `secret`, some exchanges require an additional `password`) from the Exchange website and you'll need to insert this into the appropriate fields in the configuration or when asked by the `freqtrade new-config` command.
API Keys are usually only required for live trading (trading for real money, bot running in "production mode", executing real orders on the exchange) and are not required for the bot running in dry-run (trade simulation) mode. When you set up the bot in dry-run mode, you may fill these fields with empty values.
### To switch your bot in production mode
**Edit your `config.json` file.**
**Switch dry-run to false and don't forget to adapt your database URL if set:**
```json
"dry_run": false,
```
**Insert your Exchange API key (change them by fake API keys):**
```json
{
"exchange": {
"name": "binance",
"key": "af8ddd35195e9dc500b9a6f799f6f5c93d89193b",
"secret": "08a9dc6db3d7b53e1acebd9275677f4b0a04f1a5",
//"password": "", // Optional, not needed by all exchanges)
// ...
}
//...
}
```
You should also make sure to read the [Exchanges](exchanges.md) section of the documentation to be aware of potential configuration details specific to your exchange.
!!! Hint "Keep your secrets secret"
To keep your secrets secret, we recommend using a 2nd configuration for your API keys.
Simply use the above snippet in a new configuration file (e.g. `config-private.json`) and keep your settings in this file.
You can then start the bot with `freqtrade trade --config user_data/config.json --config user_data/config-private.json <...>` to have your keys loaded.
**NEVER** share your private configuration file or your exchange keys with anyone!
## Using a proxy with Freqtrade
To use a proxy with freqtrade, export your proxy settings using the variables `"HTTP_PROXY"` and `"HTTPS_PROXY"` set to the appropriate values.
This will have the proxy settings applied to everything (telegram, coingecko, ...) **except** for exchange requests.
``` bash
export HTTP_PROXY="http://addr:port"
export HTTPS_PROXY="http://addr:port"
freqtrade
```
### Proxy exchange requests
To use a proxy for exchange connections - you will have to define the proxies as part of the ccxt configuration.
``` json
{
"exchange": {
"ccxt_config": {
"httpsProxy": "http://addr:port",
"wsProxy": "http://addr:port",
}
}
}
```
For more information on available proxy types, please consult the [ccxt proxy documentation](https://docs.ccxt.com/#/README?id=proxy).
## Next step
Now you have configured your config.json, the next step is to [start your bot](bot-usage.md).

0
docs/developer.md → md/developer.md
View File

0
docs/exchanges.md → md/exchanges.md
View File

0
docs/hyperopt.md → md/hyperopt.md
View File

536
md/plan.md Normal file
View File

@ -0,0 +1,536 @@
### Freqtrade AI 策略设计文档（补充完善版）
设计目标
本策略旨在基于 Freqtrade 平台，设计一个利用 CCXT 绑定 OKX 交易所数据的 AI 交易策略，仅进行多头交易（不做空），使用回归模型进行预测，充分利用 AI 模型优化，确保运行可扩展、可追踪、可评估，代码可维护性强，并通过循序渐进的优化实现稳定持续的盈利预期。具体目标包括：
1. 充分利用 AI 模型进行优化：基于回归模型，优化多头交易信号生成。
2. AI 模型运行可扩展、可追踪、可评估：支持模型切换、版本管理，记录详细性能指标。
3. 代码可维护性强：通过模块化设计和抽象接口提高代码可读性和扩展性。
4. 循序渐进优化：从简单模型开始，逐步引入复杂特征，最终实现稳定盈利。
5. 数据来源专一性（新增）：所有数据通过 CCXT 从 OKX 交易所获取，确保数据一致性和可靠性。
6. 仅做多头交易（新增）：策略仅生成买入和持有信号，不涉及卖空操作。
7. 回归模型（新增）：使用回归模型预测价格变化或收益率，生成交易信号。
---
标签列的明确与初始化
标签列分类
所有标签列基于 CCXT 从 OKX 交易所获取的数据（如 K 线、成交量、订单簿、资金费率等），分为以下几类：
目标变量（Target Variables）
- &-s_close：未来一段时间内价格变化（收盘价差值），用于回归模型训练和预测。
- &-roi_0, &-roi_15, &-roi_30：不同时间窗口下的收益率目标值（如 0、15、30 分钟），用于动态设置止盈。
- 调整（新增）：移除 &-up_or_down（二分类目标），因回归模型仅需连续值目标。
特征列（Feature Columns）
- %-%-rsi-period, %-%-macd-period, %-%-bb_width-period：基于 OKX K 线数据的扩展技术指标（如 RSI、MACD、布林带宽度）。
- %-%-volume_ma：基于 OKX 成交量的移动平均值，判断市场活跃度。
- %-%-order_book_imbalance（新增）：基于 OKX 订单簿数据的买卖盘不平衡特征，反映市场供需。
- %-%-funding_rate（新增）：基于 OKX 资金费率数据，反映市场情绪，辅助多头信号生成。
- 补充：若 OKX API 支持，可引入链上数据（如链上转账量、活跃地址数），提升特征多样性。
预测结果列（Prediction Columns）
- do_predict：预测可信度，取值 1（可信）、0（不可信）、-1（异常数据）。
- DI_values：Dissimilarity Index（DI）值，识别预测异常点。
- &-action：回归模型预测的交易动作（买入或持有），不包含卖空动作。
元数据列（Metadata Columns）
- &-buy_rsi_pred：动态计算的 RSI 买入阈值，用于生成多头交易条件。
- &-stoploss_pred, &-roi_0_pred：动态计算的止损和止盈阈值，优化多头交易策略。
优雅初始化标签列的方法
为确保鲁棒性，所有标签列在 set_freqai_targets 方法中初始化，基于 OKX 数据并遵循以下原则：
统一命名规范
- 目标变量以 &- 开头，确保 FreqAI 识别。
- 特征列以 %-%- 开头，支持自动扩展。
- 预测结果列以 &- 或 %- 开头，确保正确处理。
初始化逻辑清晰
- 检查 DataFrame 是否包含 OKX 数据必要列（如 close、volume、order_book、funding_rate），若缺失则抛出异常或填充默认值。
- 目标变量（如 &-s_close）基于 OKX K 线未来价格变化计算，符合回归模型要求。
- 特征列（如 %-%-rsi-period）通过 feature_engineering_expand_all 扩展，确保基于 OKX 数据生成。
- 补充（新增）：验证 OKX 数据时间戳一致性，避免因 API 延迟导致数据错位。
数据清理与填充
- 处理 NaN 和 Inf 值，使用 fillna 或 replace 填充缺失值。
- 补充（新增）：为 OKX 订单簿或资金费率数据设计备用填充方案（如历史均值），应对数据不可用情况。
日志记录与调试支持
- 输出 DataFrame 列名、形状和前几行 OKX 数据，便于调试。
- 若某列未生成，抛出异常或记录警告。
- 补充（新增）：记录 OKX 数据获取的 API 调用状态（如响应时间、错误码），追踪数据源可靠性。
---
增强程序鲁棒性的措施
标签列的健壮性校验
- 校验关键列（如 &-s_close, &-action）基于 OKX 数据生成，若缺失抛出异常。
- 补充（新增）：校验 OKX 数据完整性（如 K 线连续性、订单簿深度），确保特征和目标变量可靠。
特征工程的可扩展性
- 通过 feature_engineering_expand_all 和 feature_engineering_expand_basic 扩展 OKX 数据特征，支持多时间周期。
- 在配置文件中定义 include_timeframes 和 include_corr_pairlist，控制特征扩展。
- 补充（新增）：使用回归模型的特征重要性筛选（如 XGBoost 的 feature importance），减少 OKX 数据衍生特征的冗余，降低过拟合风险。
模型训练与预测的分离
- 训练和预测逻辑分离，确保回归模型训练不干扰多头信号生成。
- 补充（新增）：缓存 OKX 数据预测结果，优化高频交易场景的计算效率。
模型版本管理与回滚机制
- 使用 identifier 区分回归模型版本，确保保存和加载独立。
- 若模型表现不佳（如均方误差过大），回滚到上一版本。
- 补充（新增）：定义回滚触发条件（如验证集 MSE 超过阈值或夏普比率下降），支持多模型并行比较。
计算效率与资源管理
- 优化 OKX 数据处理（如批量加载 K 线、订单簿），减少 CCXT API 调用和计算延迟。
- 监控 CPU/GPU 使用率，确保实盘信号生成及时。
- 补充（新增）：记录 OKX API 调用频率，遵守交易所速率限制（如每秒请求数）。
---
防止未来数据泄露的审核机制
特征计算的时序约束
- 所有特征基于 OKX 历史数据（如 K 线、订单簿、资金费率），通过 CCXT 获取，避免未来数据。
- 在 feature_engineering_expand_all 方法中，校验数据时间戳。
目标变量的时序约束
- 目标变量（如 &-s_close）通过 shift(-label_period_candles) 计算，确保基于未来 OKX 数据但不提前使用。
- 补充（新增）：审计 OKX 数据时间戳，确保目标变量生成合规。
数据划分的严格控制
- 设置 test_size 和 shuffle，确保训练集和测试集基于 OKX 数据合理划分。
- 配置 backtest_period_days 和 train_period_days，避免未来数据误用。
- 补充（新增）：在实盘中监控 OKX API 数据延迟，防止间接泄露。
回测过程的审计日志
- 记录 OKX 数据特征生成、目标变量计算和多头信号生成的时间戳和值。
- 补充（新增）：生成 OKX 数据审计报告，定期审查回测合规性。
自动化检测机制
- 自动检测 OKX 数据特征和目标变量是否基于历史数据，若发现未来数据，抛出异常。
- 补充（新增）：实现 OKX 数据时间戳校验工具，扫描潜在泄露点。
---
风险管理与资金管理
仓位与资金分配
- 动态调整仓位，基于 OKX 市场波动性和账户余额，限制单笔交易风险（如账户资金的 2%）。
- 调整（新增）：仅允许多头仓位，禁止杠杆空头交易，符合只做多要求。
止损与止盈
- 使用动态止损和止盈（如 &-stoploss_pred, &-roi_0_pred），基于回归模型预测调整。
- 补充（新增）：设计分层止损（如硬性止损 + trailing stop），优化多头盈利，防止过早离场。
极端市场事件处理
- 针对 OKX 市场异常（如价格闪崩、流动性不足），设计保护机制，如暂停交易或降低仓位。
- 补充（新增）：引入市场压力测试，模拟 OKX 市场极端场景，验证策略稳定性。
---
外部数据源的可靠性和处理
数据源质量控制
- 所有数据通过 CCXT 从 OKX 获取，确保一致性。
- 对 OKX 订单簿或资金费率数据进行清洗，处理噪声、缺失值或延迟。
- 补充（新增）：设计备用数据获取方案（如切换 OKX API 端点），应对 API 不可用情况。
数据源合规性
- 确保 OKX 数据使用符合交易所条款和法律法规（如数据隐私）。
- 补充（新增）：记录 CCXT API 调用和数据使用日志，便于合规性审计。
---
用户交互与监控
实时监控
- 提供实时监控界面，展示回归模型表现、OKX 数据特征和多头信号。
- 设置自动报警机制，在模型异常或 OKX 市场剧变时通知用户。
交互性设计
- 允许用户调整参数（如止损阈值、仓位比例），提高策略灵活性。
- 补充（新增）：生成每日/每周策略报告，总结 OKX 市场表现、盈利和优化建议。
---
法律与合规性
- 确保策略符合 OKX 交易所规则和相关法律法规（如加密货币交易合规）。
- 记录所有交易和 OKX 数据操作，满足审计要求。
- 补充（新增）：定期与合规专家咨询，确保策略适应 OKX 市场监管变化。
---
策略设计目标的实现路径
充分利用 AI 模型进行优化
- 模型选择：选择回归模型，如 XGBoost、LightGBM 或 PyTorch 回归模型，预测 OKX 价格变化或收益率。
- 特征工程：基于 OKX 数据，通过 feature_engineering_expand_all 和 feature_engineering_standard 生成丰富特征集。
- 模型训练：使用 train_test_split 分割 OKX 数据，通过 model_training_parameters 优化超参数。
- 补充（新增）：定期评估回归模型性能，探索深度学习回归模型（如 LSTM）以捕捉 OKX 市场时间序列特征。
AI 模型运行可扩展、可追踪、可评估
- 可扩展性：通过 freqai.model_training_parameters 支持回归模型切换。
- 可追踪性：使用 identifier 区分模型版本，确保保存和加载独立。
- 可评估性：记录均方误差（MSE）、R²、夏普比率、最大回撤等指标，通过 TensorBoard 或日志可视化。
- 补充（新增）：在 OKX 市场不同条件下（牛市、熊市、震荡市）测试回归模型，确保适应性。
代码可维护性强
- 模块化设计：将 OKX 数据处理、特征工程、回归模型训练、信号生成封装为独立函数或类。
- 抽象类与接口：继承 BaseRegressorModel，减少重复代码。
- 配置驱动：通过 config.json 配置模型、特征和训练参数。
- 补充（新增）：编写 OKX 数据处理和模型训练的文档和测试用例，确保代码易于维护。
循序渐进的优化流程
- 初步验证：使用 OKX 数据和简单回归模型（如 XGBoost）验证多头信号逻辑。
- 逐步优化：引入复杂特征（如 OKX 订单簿、资金费率）和模型（如 PyTorch 回归）。
- 持续监控：通过 OKX 数据回测、模拟盘和实盘运行，调整特征和参数。
- 稳定获利：通过多维度测试，确保策略在 OKX 市场条件下 Profitable。
- 补充（新增）：设定优化阶段时间表（如初步验证 1 个月，复杂模型引入 3 个月），保持开发节奏。
---
配置建议
以下是符合策略诉求的 Freqtrade 配置建议，基于 OKX 数据、只做多和回归模型：
数据源配置
- exchange:
交易所：
json
```json
{
"exchange": {
"name": "okx",
"ccxt_config": {
"enableRateLimit": true,
"rateLimit": 1000 // 遵守 OKX API 速率限制
}
}
}
```
- pairlists:
pairlists：配对列表
- 配置 OKX 交易对（如 BTC/USDT、ETH/USDT），通过 include_corr_pairlist 扩展相关资产。
- 示例：
json
```json
{
"pairlists": [
{
"method": "StaticPairList",
"pairs": ["BTC/USDT", "ETH/USDT"]
}
]
}
```
策略配置
- freqai:
freqai：
json
```json
{
"freqai": {
"enabled": true,
"identifier": "okx_regression_v1", // 模型版本标识
"model_training_parameters": {
"model_type": "XGBoost", // 初始回归模型，可切换为 LightGBM 或 PyTorch
"objective": "reg:squarederror", // 回归目标
"n_estimators": 100,
"learning_rate": 0.05
},
"feature_parameters": {
"include_timeframes": ["5m", "15m", "1h"], // OKX K 线时间周期
"include_corr_pairlist": ["BTC/USDT", "ETH/USDT"],
"feature_engineering": {
"rsi": {"periods": [14, 21]},
"macd": {"fast": 12, "slow": 26},
"bb_width": {"period": 20},
"volume_ma": {"period": 20},
"order_book_imbalance": {"depth": 10}, // OKX 订单簿特征
"funding_rate": {} // OKX 资金费率
}
},
"data_split_parameters": {
"test_size": 0.2,
"shuffle": false // 防止时间序列数据打乱
},
"backtest_period_days": 30,
"train_period_days": 90
}
}
```
交易逻辑配置
- entry/exit_rules:
入口/出口规则：
- 仅生成多头买入信号，基于回归模型预测（如 &-s_close > 阈值）。
- 退出信号基于动态止盈（如 &-roi_0_pred）或止损（如 &-stoploss_pred）。
- 示例：
json
```json
{
"entry_rules": {
"conditions": [
{"&-action": "buy"}, // 回归模型预测买入
{"&-buy_rsi_pred": "> 30"} // RSI 阈值
]
},
"exit_rules": {
"conditions": [
{"&-roi_0_pred": "reached"}, // 达到止盈
{"&-stoploss_pred": "triggered"} // 触发止损
]
}
}
```
风险管理配置
- stake_amount:
投注金额：
- 设置单笔交易风险，如账户余额的 2%。
- 示例：
json
```json
{
"stake_amount": "dynamic",
"max_open_trades": 3,
"position_size": "2% of balance"
}
```
- stoploss:
止损：
- 配置动态止损，结合 trailing stop。
- 示例：
json
```json
{
"stoploss": {
"type": "dynamic",
"value": "&-stoploss_pred",
"trailing_stop": true,
"trailing_stop_positive": 0.01
}
}
```
日志与监控配置
- logging:
记录日志：
json
```json
{
"logging": {
"level": "DEBUG",
"logfile": "freqtrade_okx.log",
"freqai_log": {
"feature_generation": true,
"model_performance": true,
"data_source_status": true // 记录 OKX API 状态
}
}
}
```
---
总结与核心原则
本策略围绕以下核心目标展开，全面适配 OKX 数据、只做多和回归模型要求：
1. 标签列的明确与初始化：基于 OKX 数据，通过 set_freqai_targets 和 feature_engineering_expand_all 初始化标签，涵盖目标变量、特征列、预测结果列和元数据列。
2. 程序鲁棒性增强：通过 OKX 数据校验、日志记录、异常处理和依赖管理，确保策略稳定运行。
3. 防止未来数据泄露：通过时序约束、OKX 数据划分、审计日志和自动化检测，确保回测和实盘不使用未来数据。
4. 风险与资金管理：通过动态止损、仓位管理和极端事件处理，平衡多头盈利与风险。
5. 数据源可靠性：确保 OKX 数据通过 CCXT 获取可靠，符合合规性要求。
6. 用户交互与监控：提供实时监控和报警机制，提升用户体验。
7. 策略可扩展性与可维护性：通过模块化设计、配置驱动和接口抽象，适应长期开发需求。
8. 循序渐进优化：从简单回归模型到复杂特征，逐步实现 OKX 市场稳定盈利。
强调的重点
- 数据一致性：所有数据来自 OKX，通过 CCXT 确保可靠性和合规性。
- 只做多逻辑：严格限制交易信号为买入和持有，避免空头操作。
- 回归模型优化：优先回归模型的预测准确性和稳定性，定期评估新模型。
- 鲁棒性：在 OKX 数据处理、特征生成和信号生成中加入异常处理。
- 全面评估：通过 MSE、夏普比率、最大回撤等指标，验证 OKX 市场盈利能力。
通过以上设计和配置，本策略能够在 OKX 市场环境中实现稳定多头盈利，同时保持高度的灵活性和鲁棒性。未来可根据 OKX 市场变化或新需求，进一步扩展特征或优化回归模型。
---

1149
md/strategy-customization.md Normal file
View File

File diff suppressed because it is too large Load Diff

0
docs/strategy_analysis_example.md → md/strategy_analysis_example.md
View File