github freqtrade/freqtrade 2021.7

latest releases: 2024.4, 2024.3, 2024.2...
2 years ago

Highlighted changes

  • Configs / templates will now default to using the orderbook to determine prices.
  • Move several settings from ask_strategy to the config's root level.
  • .range option now available for CategoryParameter and DecimalParameter.
  • Provide full backtest statistics to hyperopt_loss functions (important for hyperopt-loss function authors)
  • Automatic hyperopt parameter file - allowing you to automatically have aligned hyperopt and backtesting results.
  • Pairlist modifications
    • New option for AgeFilter to filter only for new pairs. Careful, these often mean more risk!
    • New pairlist-filter OffsetFilter - allowing to skip the first few pairs (for example in combination with Volumepairlist).
    • New option for VolumePairList - allowing dynamic lookbacks based on candle data.
  • New available_capital setting - allowing multiple bots to coexist while relying on compounding gains Read more.
  • Improved cumulative profit calculation for /profit command.
  • Added Webserver mode (freqtrade webserver) for interactive, web-based backtesting.
  • Censor Database passwords before printing them to log to prevent information leakage.
  • Docker images are now available as multiarch build (including arm64). This simplifies usage on Raspberry or arm64 devices, such as the Apple M1.
  • Deprecated order_book_max and order_book_min. Removed support for having the 2 options different - which resulted in strange sell behaviour.

How to update

As always, you can update your bot using one of the following commands:

docker-compose

docker-compose pull
docker-compose up -d

Installation via setup script

# Deactivate venv and run 
./setup.sh --update

Plain native installation

git pull
pip install -U -r requirements.txt
Expand full changelog
03064731a Version bump 2021.7
6490b82ad Update docker-documentation for multiarch builds
cf4d1875d Use prohibitedIn instead of isRestricted
a451a9727 Bump ccxt from 1.53.25 to 1.53.72
0fac9c9cf Bump pandas from 1.3.0 to 1.3.1
6a3838ea4 Bump coveralls from 3.1.0 to 3.2.0
0f82174c5 Bump sqlalchemy from 1.4.21 to 1.4.22
7d428f9cb Bump fastapi from 0.66.0 to 0.67.0
11937fd1b Bump mkdocs-material from 7.1.11 to 7.2.1
05f74bdf5 Changed log ouput to debug in exchange.get_rate
1e32a3ca0 :memo: Docs - StrategyAdvanced - Added `current_time` to `confirm_trade_entry/exit()` examples
b42afb9da get_rate checks if side is buy for some console output
06e7f379b Fix code to get Bittrex US-restricted markets
b84a1d0c9 Don't crash when *_params is not defined in strategy
986aafcdf Fix configuration.md typos
550a9de09 Fixed setup for python3.9 on ubuntu
b0bfbb655 removed buy and sell merge, updated strategy name, removed default side for get_rate
d13524f7c Update ta-lib wheels
fe8de9883 Bump mkdocs from 1.2.1 to 1.2.2
bff353a29 Bump numpy from 1.21.0 to 1.21.1
b7c951eac Bump sqlalchemy from 1.4.20 to 1.4.21
7efad98e4 Bump questionary from 1.9.0 to 1.10.0
4a2688974 Bump ccxt from 1.52.83 to 1.53.25
31b3b4999 Bump requests from 2.25.1 to 2.26.0
c1f1dfb36 Bump mkdocs-material from 7.1.10 to 7.1.11
e9d9668e8 Bump ta-lib from 0.4.20 to 0.4.21
ffeff9c0f Update ARM image building
adef5d89f Fix failing test after webserver merge
0282d1322 Fix PI image caching
51cc90324 Run ci on selfhosted runner
44df5eeac Adjusted docstring, and conditional near end of buy_rate
7c27525bd Merge get_buy_rate and get_sell_rate
53a8c693b Honor skip_pair_validation setting when downloading pairs.
d652e6fcc Don't log from wallet in backtest mode
b7dc2989e flake8 adjustments
2e95df4d8 Update docs for /profit output
2928ee22c Remove compose file for devcontainer
07e3f8240 Changed to python3.8 installing first, removed test_and_fix_python_on_mac
65ce7c983 Added echo python3.* line back in
74d7497a4 Setup script tries to install python3.9 instead of 3.8 with this fix, python versions are also checked for in a loop instead of copy and pasted code
cde041f70 install hdf5 and c-blosc on mac if using python3.9
697bf92f6 Add test for get_starting_balance method
02d716a8b Fix api test
c9c7f84e8 Calculate relative profit based on assumed starting balance
f5c47767c Provide available capital to api
288c92301 Improve docs wording
362436f7d Renamed example config files so they are .json so that syntax highlighting is all correct. Explicitly listed each one in .gitignore to prevent a real config file from being uploaded accidently
29e2b858c Improve wording in docs
2bf7705f2 Renamed example config files so they are .json so that syntax highlighting is all correct. Explicitly listed each one in .gitignore to prevent a real config file from being uploaded accidently
91e5562ae style: apply flake8 formatting
8def18b00 style: apply flake8 formatting
313cf6a01 test: add test for parsing db uri
c78b2075d feat: add one additional asterisk
6a53e2c76 feat: apply censoring to logging
f94dbcd08 feat: censor password from logs
40db42436 Add documentation for available capital setting
6a8e8875a Test new behaviour
786374690 Add available_capital parameter
b41c23444 Extract Closed profit calculation to trade object
ed77889d6 Add explicit tests for _validate_stake_amount
81c50aca0 Bump isort from 5.9.1 to 5.9.2
21ef08d9a Bump mkdocs-material from 7.1.9 to 7.1.10
f4caf9b93 Bump ccxt from 1.52.40 to 1.52.83
8b78a3bde Quick fix for trades opening below min-trade amount
7ea0a74c5 Default to proposed stake
0e4466ca1 Implement strategy-controlled stake sizes. Expose `self.wallet` to a strategy.
f658cfa34 Remove Slack
52ae95b2a Improve naming of apiserver variables
ad26b0dad Don't void backtest object when not necessary
72a103f32 Properly test webserver startup in standalone mode
e4e2340f9 Fix bug where currencies are duplicated
cf6f70607 Don't build for feat branches
6129c5ca9 Fix deprecation warnings from pandas 1.3.0
2f33b97b9 Validate startup candles for backtesting correctly
03861945a Update documentation page too.
863391122 fix short desc not appear
8be024157 Build images for feat/** branches
e5da7ff6d Fix typos and improve wording in docs
7dc826d6b warning for range based lookback performance more readable formatting of examples
5a2bc192d Update docs/includes/pairlists.md
4d4ed82db Update docs/includes/pairlists.md
682f88063 Slightly simplify if statement, add additional test
8248d1acd run flake8
00a1931f4 fix test
c44e87cd3 added tests for `OffsetFilter to `test_pairlist.py`
6cea0ef2d documentation for `OffsetFilter`
f30e300f1 adjusted `test_pairlist.py` for fixed rolling sum
3c3772703 changed quoteVolume to be built over a rolling period using lookback_period to avoid pair_candles being larger than requested lookback_period
d1104bd43 fix daily profit data and daily profit curve example
b7a9853d9 Increase test coverage
a4bd86232 Fix fluky test
36d4a15d2 quickly document webserver mode
005da9718 extract backtesting abort functionality
5474d5ee6 Move webserver start command to seperate file
e5b1657ab Properly remove rpc handler
2ec22f1d9 Add Sorting to available pair list
830b2548b Add backtest stopping
129c7b02d Not all config values are mandatory in webserver mode
17b3cc209 Return numeric value, not empty string
b44d215b9 Add test for backtest via APII
804d99cce Move backtesting api to it's own file
856630601 Add test for start_websever
134c61126 Properly track bt progress ...
03140a0ec Run webserver in main thread when using webserver mode
37b15e830 Add trade count to progress
048008756 Add progress tracking for backtesting
06b672602 Support compounding key
f96d7dfe6 Allow backtesting to reuse data
edb8c4f0e Fix tests for webserver mode
5c18c8726 Implement backtesting with fastapi
df5525973 Add start_trading endpoint
02b84bd01 Introduce webserver mode for fastapi
800e314bf Store backtesting results in backtest instance
97e8ec91f Save configuration file paths
ef137546f Add webserver entrypoint
502c69dce change short desc
dec523eef Display verison of installed FreqUI
1e87225e9 added `test_VolumePairList_range` to test_pairlist.py
10998eb0f Remove further usages of int(int_timestamp)
346d66748 first version of OffsetFilter
5626ca5a0 removed unnecessary casting to int()
ac7598ff1 Bump python-telegram-bot from 13.6 to 13.7
0c8afea38 Bump pandas from 1.2.5 to 1.3.0
d1555a109 Bump fastapi from 0.65.2 to 0.66.0
7ae5f4724 Bump sqlalchemy from 1.4.19 to 1.4.20
2f97846bd Bump ccxt from 1.52.4 to 1.52.40
0d787fde5 Bump plotly from 5.0.0 to 5.1.0
7ac55e541 AgeFilter, RangeStabilityFilter, VolatilityFilter changed `float_timestamp` to `int_timestamp`
85c7b5575 improvements: - `float_timestamp` switched to `int_timestamp` - added documentation to pairlists.md
c5489d530 Reexport File to docs to have this available as documentation too
c3cf71bba sort import
2d5ced780 fix testcase
9e548657e fix testcase
558bcc795 Jupyter notebook snippet: Plotting daily profit / equity line
4aa2ae37b add daily_profit_list
791dfd9ba Fix some doc typos
9919061c7 PEP8 compliance
348dbeff3 added meaningful logging of used lookback range
77293b1f1 Remove Zero duration Trades
a4096318e Provide full backtest-statistics to Hyperopt loss functions
7efa228d7 add dust balance
dbdd7f38a add plural
b722e1235 compact low balance currencies
f6511c3e3 fix typo and add blocker
b72bbebcc fix flake8
3d9f3eeb0 feat(agefilter): add max_days_listed
dc8abd77d Fix import order
3686efa08 Add range property to CategoricalParameter and DecimalParameter, add their tests.
53f963dd7 fixed `self._tf_in_secs` to `self._tf_in_sec`
62da4b452 code cleanup and comments
055229a44 first iteration of volume pairlist with range lookback
3503fdb4e Improve tests for newly added methods
fbd91cd3f Improve formatting to avoid backslash newlines
b25ad68c4 Fix np.bool_ not outputting correctly
849f01e6b FIx doc typo
99bc6bbb8 Bump python from 3.9.5-slim-buster to 3.9.6-slim-buster
e034f11dc Improve test for hyperopt_show
b8de3270f Plotting: Fix hover mode options after plotly update
60b7f6edf Improve documentation
15e36a20e Improve naming of default hyperopt serializer
bc0742ae6 Fix extremely optimistic results when using a combination of custom_stoploss and trailing_stop.
0809225a0 Update documentation to mention parameter strategy files
645da51b5 Add test for parameter loading
dcf53ac3f Add test for try_eport_params
ff61b8a2e Disable parameter export from tests
84703080b Extract hyperopt_defaults_serializer to hyperopt_tools
55f032b18 Catch trying to read faulty parameter file
62cdbdc26 Automatically export hyperopt parameters
a8117c6e0 Refactored to use results variable from for loop
a2ccc1526 Load parameters from file
8ca007633 Fix small typos
d4514f5f1 Introduce File versions to hyperopt result files
a7e9e362b Simplify printing logic for non-optimized parameters
8b7010fc9 Update pprint name
aa5181ca8 Properly export non-optimized parameters
ef14359d3 Add some tests for paramfile writing
e97de4643 Move tests to hyperopttools test file
34e6ce431 Print non-optimized parameters (also stop / roi)
2310deec5 Update name to get non-optimized parameters
8cdd1e3ae Fix some type errors
2bf17f71e Dump parameters from hyperopt-show
750c78029 Support loading parameters from json file
d54de7247 "/profit N" command should print best pair for the same period of time, not for all trades
65d7e7488 Add note about ldconfig
a0f28f4a1 Added max open trades to strategy summary first line
8a0523885 Bump mypy from 0.902 to 0.910
2e5b719de Added timerange above multiple strategy backtest result summary table
c99ae3b41 Added timerange above multiple strategy backtest result summary table
321523269 Bump pandas from 1.2.4 to 1.2.5
91bb37820 Bump nbconvert from 6.0.7 to 6.1.0
06829c840 Bump ccxt from 1.51.77 to 1.52.4
694f30d0f Bump types-requests from 0.1.13 to 2.25.0
157ff8219 Bump urllib3 from 1.26.5 to 1.26.6
6824e64dc Bump sqlalchemy from 1.4.18 to 1.4.19
9e09b271e Bump isort from 5.8.0 to 5.9.1
281c18bad Bump plotly from 4.14.3 to 5.0.0
3026c340c Bump python-rapidjson from 1.0 to 1.4
d41218c97 Bump mkdocs-material from 7.1.8 to 7.1.9
738fe45b4 Bump numpy from 1.20.3 to 1.21.0
d810c262e Bump arrow from 1.1.0 to 1.1.1
d09b71245 Bump types-cachetools from 0.1.8 to 0.1.9
34448fb87 Expose default currency precision to API
00a7097b9 Reduce verbosity of getting sell-rate from orderbook
3f669147f Simplify strategy-resolver moving
158cb415a Add settings interface to have types available
ce69abc06 Update docs and tests for newly deprectated settings
b7f01a08f Update sequence of process_deprecated_setting parameters
0235868c6 Update tests for new config structure
1067a9f35 Move strategy-override signals to top-level of the config
fa72ed10b Add Kukoin to community tested exchanges
c62fad008 Pricing strategies should default to use orderbook pricing
0ecf456d7 Update Deprecation date
59a33d0fa Add test for ask_orderbook validation
8c542e402 Update tests for removed order_book_max option
ae6a5c908 Update documentation to reflect new setting for sell price
d59a38665 Remove support for order_book_max

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