2024-07-23 16:14:31 +00:00
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# Required json-schema for user specified config
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from freqtrade.constants import (
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AVAILABLE_DATAHANDLERS,
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AVAILABLE_PAIRLISTS,
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BACKTEST_BREAKDOWNS,
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DRY_RUN_WALLET,
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EXPORT_OPTIONS,
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MARGIN_MODES,
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ORDERTIF_POSSIBILITIES,
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ORDERTYPE_POSSIBILITIES,
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PRICING_SIDES,
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REQUIRED_ORDERTIF,
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STOPLOSS_PRICE_TYPES,
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SUPPORTED_FIAT,
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TELEGRAM_SETTING_OPTIONS,
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TIMEOUT_UNITS,
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TRADING_MODES,
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UNLIMITED_STAKE_AMOUNT,
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WEBHOOK_FORMAT_OPTIONS,
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)
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from freqtrade.enums import RPCMessageType
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2024-10-04 04:39:20 +00:00
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__MESSAGE_TYPE_DICT: dict[str, dict[str, str]] = {x: {"type": "object"} for x in RPCMessageType}
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2024-07-28 06:24:58 +00:00
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__IN_STRATEGY = "\nUsually specified in the strategy and missing in the configuration."
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CONF_SCHEMA = {
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"type": "object",
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"properties": {
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"max_open_trades": {
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"description": "Maximum number of open trades. -1 for unlimited.",
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"type": ["integer", "number"],
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"minimum": -1,
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},
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"timeframe": {
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"description": (
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f"The timeframe to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). {__IN_STRATEGY}"
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),
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"type": "string",
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},
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"stake_currency": {
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"description": "Currency used for staking.",
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"type": "string",
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},
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"stake_amount": {
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"description": "Amount to stake per trade.",
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"type": ["number", "string"],
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"minimum": 0.0001,
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"pattern": UNLIMITED_STAKE_AMOUNT,
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},
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2024-07-25 18:13:58 +00:00
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"tradable_balance_ratio": {
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"description": "Ratio of balance that is tradable.",
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"type": "number",
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"minimum": 0.0,
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"maximum": 1,
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"default": 0.99,
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},
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"available_capital": {
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"description": "Total capital available for trading.",
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"type": "number",
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"minimum": 0,
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},
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"amend_last_stake_amount": {
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"description": "Whether to amend the last stake amount.",
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"type": "boolean",
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"default": False,
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},
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"last_stake_amount_min_ratio": {
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"description": "Minimum ratio for the last stake amount.",
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"type": "number",
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"minimum": 0.0,
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"maximum": 1.0,
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"default": 0.5,
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},
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"fiat_display_currency": {
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"description": "Fiat currency for display purposes.",
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"type": "string",
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"enum": SUPPORTED_FIAT,
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},
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"dry_run": {
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"description": "Enable or disable dry run mode.",
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"type": "boolean",
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},
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"dry_run_wallet": {
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"description": "Initial wallet balance for dry run mode.",
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"type": "number",
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"default": DRY_RUN_WALLET,
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},
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"cancel_open_orders_on_exit": {
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"description": "Cancel open orders when exiting.",
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"type": "boolean",
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"default": False,
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},
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"process_only_new_candles": {
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"description": "Process only new candles.",
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"type": "boolean",
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},
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"minimal_roi": {
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"description": f"Minimum return on investment. {__IN_STRATEGY}",
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"type": "object",
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"patternProperties": {"^[0-9.]+$": {"type": "number"}},
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},
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"amount_reserve_percent": {
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"description": "Percentage of amount to reserve.",
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"type": "number",
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"minimum": 0.0,
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"maximum": 0.5,
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},
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"stoploss": {
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"description": f"Value (as ratio) to use as Stoploss value. {__IN_STRATEGY}",
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"type": "number",
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"maximum": 0,
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"exclusiveMaximum": True,
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},
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"trailing_stop": {
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"description": f"Enable or disable trailing stop. {__IN_STRATEGY}",
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"type": "boolean",
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},
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"trailing_stop_positive": {
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"description": f"Positive offset for trailing stop. {__IN_STRATEGY}",
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"type": "number",
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"minimum": 0,
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"maximum": 1,
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},
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"trailing_stop_positive_offset": {
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"description": f"Offset for trailing stop to activate. {__IN_STRATEGY}",
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"type": "number",
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"minimum": 0,
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"maximum": 1,
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},
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"trailing_only_offset_is_reached": {
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"description": f"Use trailing stop only when offset is reached. {__IN_STRATEGY}",
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"type": "boolean",
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},
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"use_exit_signal": {
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"description": f"Use exit signal for trades. {__IN_STRATEGY}",
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"type": "boolean",
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},
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"exit_profit_only": {
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"description": (
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"Exit only when in profit. Exit signals are ignored as "
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f"long as profit is < exit_profit_offset. {__IN_STRATEGY}"
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),
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"type": "boolean",
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},
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"exit_profit_offset": {
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"description": f"Offset for profit exit. {__IN_STRATEGY}",
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"type": "number",
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},
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"fee": {
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"description": "Trading fee percentage. Can help to simulate slippage in backtesting",
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"type": "number",
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"minimum": 0,
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"maximum": 0.1,
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},
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"ignore_roi_if_entry_signal": {
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"description": f"Ignore ROI if entry signal is present. {__IN_STRATEGY}",
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"type": "boolean",
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},
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"ignore_buying_expired_candle_after": {
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"description": f"Ignore buying after candle expiration time. {__IN_STRATEGY}",
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"type": "number",
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},
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"trading_mode": {
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"description": "Mode of trading (e.g., spot, margin).",
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"type": "string",
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"enum": TRADING_MODES,
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},
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"margin_mode": {
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"description": "Margin mode for trading.",
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"type": "string",
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"enum": MARGIN_MODES,
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},
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"reduce_df_footprint": {
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"description": "Reduce DataFrame footprint by casting columns to float32/int32.",
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"type": "boolean",
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"default": False,
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},
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2024-08-01 05:02:47 +00:00
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# Lookahead analysis section
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"minimum_trade_amount": {
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"description": "Minimum amount for a trade - only used for lookahead-analysis",
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"type": "number",
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"default": 10,
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},
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"targeted_trade_amount": {
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"description": "Targeted trade amount for lookahead analysis.",
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"type": "number",
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"default": 20,
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},
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"lookahead_analysis_exportfilename": {
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"description": "csv Filename for lookahead analysis export.",
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"type": "string",
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},
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"startup_candle": {
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"description": "Startup candle configuration.",
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"type": "array",
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"uniqueItems": True,
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"default": [199, 399, 499, 999, 1999],
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},
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"liquidation_buffer": {
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"description": "Buffer ratio for liquidation.",
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"type": "number",
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"minimum": 0.0,
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"maximum": 0.99,
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},
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"backtest_breakdown": {
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"description": "Breakdown configuration for backtesting.",
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"type": "array",
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"items": {"type": "string", "enum": BACKTEST_BREAKDOWNS},
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},
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"bot_name": {
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"description": "Name of the trading bot. Passed via API to a client.",
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"type": "string",
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},
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"unfilledtimeout": {
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"description": f"Timeout configuration for unfilled orders. {__IN_STRATEGY}",
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"type": "object",
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"properties": {
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"entry": {
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"description": "Timeout for entry orders in unit.",
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"type": "number",
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"minimum": 1,
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},
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"exit": {
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"description": "Timeout for exit orders in unit.",
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"type": "number",
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"minimum": 1,
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},
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"exit_timeout_count": {
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"description": "Number of times to retry exit orders before giving up.",
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"type": "number",
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"minimum": 0,
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"default": 0,
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},
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"unit": {
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"description": "Unit of time for the timeout (e.g., seconds, minutes).",
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"type": "string",
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"enum": TIMEOUT_UNITS,
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"default": "minutes",
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},
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},
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},
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"entry_pricing": {
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"description": "Configuration for entry pricing.",
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"type": "object",
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"properties": {
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"price_last_balance": {
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"description": "Balance ratio for the last price.",
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"type": "number",
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"minimum": 0,
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"maximum": 1,
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"exclusiveMaximum": False,
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},
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"price_side": {
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"description": "Side of the price to use (e.g., bid, ask, same).",
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"type": "string",
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"enum": PRICING_SIDES,
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"default": "same",
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},
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"use_order_book": {
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"description": "Whether to use the order book for pricing.",
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"type": "boolean",
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},
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"order_book_top": {
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"description": "Top N levels of the order book to consider.",
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"type": "integer",
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"minimum": 1,
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"maximum": 50,
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},
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"check_depth_of_market": {
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"description": "Configuration for checking the depth of the market.",
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"type": "object",
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"properties": {
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"enabled": {
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"description": "Enable or disable depth of market check.",
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"type": "boolean",
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},
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"bids_to_ask_delta": {
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"description": "Delta between bids and asks to consider.",
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"type": "number",
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"minimum": 0,
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},
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},
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},
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},
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"required": ["price_side"],
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},
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"exit_pricing": {
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"description": "Configuration for exit pricing.",
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"type": "object",
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"properties": {
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2024-07-25 18:18:53 +00:00
|
|
|
"price_side": {
|
|
|
|
|
"description": "Side of the price to use (e.g., bid, ask, same).",
|
|
|
|
|
"type": "string",
|
|
|
|
|
"enum": PRICING_SIDES,
|
|
|
|
|
"default": "same",
|
|
|
|
|
},
|
2024-07-23 16:14:31 +00:00
|
|
|
"price_last_balance": {
|
2024-07-25 18:18:53 +00:00
|
|
|
"description": "Balance ratio for the last price.",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "number",
|
|
|
|
|
"minimum": 0,
|
|
|
|
|
"maximum": 1,
|
|
|
|
|
"exclusiveMaximum": False,
|
|
|
|
|
},
|
2024-07-25 18:18:53 +00:00
|
|
|
"use_order_book": {
|
|
|
|
|
"description": "Whether to use the order book for pricing.",
|
|
|
|
|
"type": "boolean",
|
|
|
|
|
},
|
2024-07-23 16:14:31 +00:00
|
|
|
"order_book_top": {
|
2024-07-25 18:18:53 +00:00
|
|
|
"description": "Top N levels of the order book to consider.",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "integer",
|
|
|
|
|
"minimum": 1,
|
|
|
|
|
"maximum": 50,
|
|
|
|
|
},
|
|
|
|
|
},
|
|
|
|
|
"required": ["price_side"],
|
|
|
|
|
},
|
2024-07-25 18:18:53 +00:00
|
|
|
"custom_price_max_distance_ratio": {
|
|
|
|
|
"description": "Maximum distance ratio between current and custom entry or exit price.",
|
|
|
|
|
"type": "number",
|
|
|
|
|
"minimum": 0.0,
|
|
|
|
|
"maximum": 1,
|
|
|
|
|
"default": 0.02,
|
|
|
|
|
},
|
2024-07-23 16:14:31 +00:00
|
|
|
"order_types": {
|
2024-07-28 06:24:58 +00:00
|
|
|
"description": f"Configuration of order types. {__IN_STRATEGY}",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "object",
|
|
|
|
|
"properties": {
|
2024-07-25 18:25:08 +00:00
|
|
|
"entry": {
|
|
|
|
|
"description": "Order type for entry (e.g., limit, market).",
|
|
|
|
|
"type": "string",
|
|
|
|
|
"enum": ORDERTYPE_POSSIBILITIES,
|
|
|
|
|
},
|
|
|
|
|
"exit": {
|
|
|
|
|
"description": "Order type for exit (e.g., limit, market).",
|
|
|
|
|
"type": "string",
|
|
|
|
|
"enum": ORDERTYPE_POSSIBILITIES,
|
|
|
|
|
},
|
|
|
|
|
"force_exit": {
|
|
|
|
|
"description": "Order type for forced exit (e.g., limit, market).",
|
|
|
|
|
"type": "string",
|
|
|
|
|
"enum": ORDERTYPE_POSSIBILITIES,
|
|
|
|
|
},
|
|
|
|
|
"force_entry": {
|
|
|
|
|
"description": "Order type for forced entry (e.g., limit, market).",
|
|
|
|
|
"type": "string",
|
|
|
|
|
"enum": ORDERTYPE_POSSIBILITIES,
|
|
|
|
|
},
|
2024-07-23 16:14:31 +00:00
|
|
|
"emergency_exit": {
|
2024-07-25 18:25:08 +00:00
|
|
|
"description": "Order type for emergency exit (e.g., limit, market).",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "string",
|
|
|
|
|
"enum": ORDERTYPE_POSSIBILITIES,
|
|
|
|
|
"default": "market",
|
|
|
|
|
},
|
2024-07-25 18:25:08 +00:00
|
|
|
"stoploss": {
|
|
|
|
|
"description": "Order type for stop loss (e.g., limit, market).",
|
|
|
|
|
"type": "string",
|
|
|
|
|
"enum": ORDERTYPE_POSSIBILITIES,
|
|
|
|
|
},
|
|
|
|
|
"stoploss_on_exchange": {
|
|
|
|
|
"description": "Whether to place stop loss on the exchange.",
|
|
|
|
|
"type": "boolean",
|
|
|
|
|
},
|
|
|
|
|
"stoploss_price_type": {
|
|
|
|
|
"description": "Price type for stop loss (e.g., last, mark, index).",
|
|
|
|
|
"type": "string",
|
|
|
|
|
"enum": STOPLOSS_PRICE_TYPES,
|
|
|
|
|
},
|
|
|
|
|
"stoploss_on_exchange_interval": {
|
|
|
|
|
"description": "Interval for stop loss on exchange in seconds.",
|
|
|
|
|
"type": "number",
|
|
|
|
|
},
|
2024-07-23 16:14:31 +00:00
|
|
|
"stoploss_on_exchange_limit_ratio": {
|
2024-07-25 18:25:08 +00:00
|
|
|
"description": "Limit ratio for stop loss on exchange.",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "number",
|
|
|
|
|
"minimum": 0.0,
|
|
|
|
|
"maximum": 1.0,
|
|
|
|
|
},
|
|
|
|
|
},
|
|
|
|
|
"required": ["entry", "exit", "stoploss", "stoploss_on_exchange"],
|
|
|
|
|
},
|
|
|
|
|
"order_time_in_force": {
|
2024-07-28 06:24:58 +00:00
|
|
|
"description": f"Time in force configuration for orders. {__IN_STRATEGY}",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "object",
|
|
|
|
|
"properties": {
|
2024-07-25 18:25:08 +00:00
|
|
|
"entry": {
|
|
|
|
|
"description": "Time in force for entry orders.",
|
|
|
|
|
"type": "string",
|
|
|
|
|
"enum": ORDERTIF_POSSIBILITIES,
|
|
|
|
|
},
|
|
|
|
|
"exit": {
|
|
|
|
|
"description": "Time in force for exit orders.",
|
|
|
|
|
"type": "string",
|
|
|
|
|
"enum": ORDERTIF_POSSIBILITIES,
|
|
|
|
|
},
|
2024-07-23 16:14:31 +00:00
|
|
|
},
|
|
|
|
|
"required": REQUIRED_ORDERTIF,
|
|
|
|
|
},
|
|
|
|
|
"coingecko": {
|
2024-07-25 18:25:08 +00:00
|
|
|
"description": "Configuration for CoinGecko API.",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "object",
|
|
|
|
|
"properties": {
|
2024-07-25 18:25:08 +00:00
|
|
|
"is_demo": {
|
|
|
|
|
"description": "Whether to use CoinGecko in demo mode.",
|
|
|
|
|
"type": "boolean",
|
|
|
|
|
"default": True,
|
|
|
|
|
},
|
|
|
|
|
"api_key": {"description": "API key for accessing CoinGecko.", "type": "string"},
|
2024-07-23 16:14:31 +00:00
|
|
|
},
|
|
|
|
|
"required": ["is_demo", "api_key"],
|
|
|
|
|
},
|
2024-07-25 18:25:08 +00:00
|
|
|
"exchange": {
|
|
|
|
|
"description": "Exchange configuration.",
|
|
|
|
|
"$ref": "#/definitions/exchange",
|
|
|
|
|
},
|
|
|
|
|
"edge": {
|
|
|
|
|
"description": "Edge configuration.",
|
|
|
|
|
"$ref": "#/definitions/edge",
|
|
|
|
|
},
|
|
|
|
|
"freqai": {
|
|
|
|
|
"description": "FreqAI configuration.",
|
|
|
|
|
"$ref": "#/definitions/freqai",
|
|
|
|
|
},
|
|
|
|
|
"external_message_consumer": {
|
|
|
|
|
"description": "Configuration for external message consumer.",
|
|
|
|
|
"$ref": "#/definitions/external_message_consumer",
|
|
|
|
|
},
|
2024-07-23 16:14:31 +00:00
|
|
|
"experimental": {
|
2024-07-25 18:25:08 +00:00
|
|
|
"description": "Experimental configuration.",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "object",
|
|
|
|
|
"properties": {"block_bad_exchanges": {"type": "boolean"}},
|
|
|
|
|
},
|
|
|
|
|
"pairlists": {
|
2024-07-25 18:37:00 +00:00
|
|
|
"description": "Configuration for pairlists.",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "array",
|
|
|
|
|
"items": {
|
|
|
|
|
"type": "object",
|
|
|
|
|
"properties": {
|
2024-07-25 18:37:00 +00:00
|
|
|
"method": {
|
|
|
|
|
"description": "Method used for generating the pairlist.",
|
|
|
|
|
"type": "string",
|
|
|
|
|
"enum": AVAILABLE_PAIRLISTS,
|
|
|
|
|
},
|
2024-07-23 16:14:31 +00:00
|
|
|
},
|
|
|
|
|
"required": ["method"],
|
|
|
|
|
},
|
|
|
|
|
},
|
2024-08-01 05:02:47 +00:00
|
|
|
# RPC section
|
2024-07-23 16:14:31 +00:00
|
|
|
"telegram": {
|
2024-07-25 18:52:05 +00:00
|
|
|
"description": "Telegram settings.",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "object",
|
|
|
|
|
"properties": {
|
2024-07-25 18:42:40 +00:00
|
|
|
"enabled": {
|
|
|
|
|
"description": "Enable Telegram notifications.",
|
|
|
|
|
"type": "boolean",
|
|
|
|
|
},
|
|
|
|
|
"token": {"description": "Telegram bot token.", "type": "string"},
|
|
|
|
|
"chat_id": {
|
|
|
|
|
"description": "Telegram chat ID",
|
|
|
|
|
"type": "string",
|
|
|
|
|
},
|
|
|
|
|
"allow_custom_messages": {
|
|
|
|
|
"description": "Allow sending custom messages from the Strategy.",
|
|
|
|
|
"type": "boolean",
|
|
|
|
|
"default": True,
|
|
|
|
|
},
|
|
|
|
|
"balance_dust_level": {
|
|
|
|
|
"description": "Minimum balance level to consider as dust.",
|
|
|
|
|
"type": "number",
|
|
|
|
|
"minimum": 0.0,
|
|
|
|
|
},
|
2024-07-23 16:14:31 +00:00
|
|
|
"notification_settings": {
|
2024-07-25 18:42:40 +00:00
|
|
|
"description": "Settings for different types of notifications.",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "object",
|
|
|
|
|
"default": {},
|
|
|
|
|
"properties": {
|
2024-07-25 18:42:40 +00:00
|
|
|
"status": {
|
|
|
|
|
"description": "Telegram setting for status updates.",
|
|
|
|
|
"type": "string",
|
|
|
|
|
"enum": TELEGRAM_SETTING_OPTIONS,
|
|
|
|
|
},
|
|
|
|
|
"warning": {
|
|
|
|
|
"description": "Telegram setting for warnings.",
|
|
|
|
|
"type": "string",
|
|
|
|
|
"enum": TELEGRAM_SETTING_OPTIONS,
|
|
|
|
|
},
|
|
|
|
|
"startup": {
|
|
|
|
|
"description": "Telegram setting for startup messages.",
|
|
|
|
|
"type": "string",
|
|
|
|
|
"enum": TELEGRAM_SETTING_OPTIONS,
|
|
|
|
|
},
|
|
|
|
|
"entry": {
|
|
|
|
|
"description": "Telegram setting for entry signals.",
|
|
|
|
|
"type": "string",
|
|
|
|
|
"enum": TELEGRAM_SETTING_OPTIONS,
|
|
|
|
|
},
|
2024-07-23 16:14:31 +00:00
|
|
|
"entry_fill": {
|
2024-07-25 18:42:40 +00:00
|
|
|
"description": "Telegram setting for entry fill signals.",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "string",
|
|
|
|
|
"enum": TELEGRAM_SETTING_OPTIONS,
|
|
|
|
|
"default": "off",
|
|
|
|
|
},
|
|
|
|
|
"entry_cancel": {
|
2024-07-25 18:42:40 +00:00
|
|
|
"description": "Telegram setting for entry cancel signals.",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "string",
|
|
|
|
|
"enum": TELEGRAM_SETTING_OPTIONS,
|
|
|
|
|
},
|
|
|
|
|
"exit": {
|
2024-07-25 18:42:40 +00:00
|
|
|
"description": "Telegram setting for exit signals.",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": ["string", "object"],
|
|
|
|
|
"additionalProperties": {
|
|
|
|
|
"type": "string",
|
|
|
|
|
"enum": TELEGRAM_SETTING_OPTIONS,
|
|
|
|
|
},
|
|
|
|
|
},
|
|
|
|
|
"exit_fill": {
|
2024-07-25 18:42:40 +00:00
|
|
|
"description": "Telegram setting for exit fill signals.",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "string",
|
|
|
|
|
"enum": TELEGRAM_SETTING_OPTIONS,
|
|
|
|
|
"default": "on",
|
|
|
|
|
},
|
2024-07-25 18:42:40 +00:00
|
|
|
"exit_cancel": {
|
|
|
|
|
"description": "Telegram setting for exit cancel signals.",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "string",
|
|
|
|
|
"enum": TELEGRAM_SETTING_OPTIONS,
|
|
|
|
|
},
|
2024-07-25 18:42:40 +00:00
|
|
|
"protection_trigger": {
|
|
|
|
|
"description": "Telegram setting for protection triggers.",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "string",
|
|
|
|
|
"enum": TELEGRAM_SETTING_OPTIONS,
|
|
|
|
|
"default": "on",
|
|
|
|
|
},
|
2024-07-25 18:42:40 +00:00
|
|
|
"protection_trigger_global": {
|
|
|
|
|
"description": "Telegram setting for global protection triggers.",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "string",
|
|
|
|
|
"enum": TELEGRAM_SETTING_OPTIONS,
|
|
|
|
|
"default": "on",
|
|
|
|
|
},
|
|
|
|
|
},
|
|
|
|
|
},
|
2024-07-25 18:42:40 +00:00
|
|
|
"reload": {
|
|
|
|
|
"description": "Add Reload button to certain messages.",
|
|
|
|
|
"type": "boolean",
|
|
|
|
|
},
|
2024-07-23 16:14:31 +00:00
|
|
|
},
|
|
|
|
|
"required": ["enabled", "token", "chat_id"],
|
|
|
|
|
},
|
|
|
|
|
"webhook": {
|
2024-07-25 18:52:05 +00:00
|
|
|
"description": "Webhook settings.",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "object",
|
|
|
|
|
"properties": {
|
|
|
|
|
"enabled": {"type": "boolean"},
|
|
|
|
|
"url": {"type": "string"},
|
|
|
|
|
"format": {"type": "string", "enum": WEBHOOK_FORMAT_OPTIONS, "default": "form"},
|
|
|
|
|
"retries": {"type": "integer", "minimum": 0},
|
|
|
|
|
"retry_delay": {"type": "number", "minimum": 0},
|
|
|
|
|
**__MESSAGE_TYPE_DICT,
|
|
|
|
|
},
|
|
|
|
|
},
|
|
|
|
|
"discord": {
|
2024-07-25 18:52:05 +00:00
|
|
|
"description": "Discord settings.",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "object",
|
|
|
|
|
"properties": {
|
|
|
|
|
"enabled": {"type": "boolean"},
|
|
|
|
|
"webhook_url": {"type": "string"},
|
|
|
|
|
"exit_fill": {
|
|
|
|
|
"type": "array",
|
|
|
|
|
"items": {"type": "object"},
|
|
|
|
|
"default": [
|
|
|
|
|
{"Trade ID": "{trade_id}"},
|
|
|
|
|
{"Exchange": "{exchange}"},
|
|
|
|
|
{"Pair": "{pair}"},
|
|
|
|
|
{"Direction": "{direction}"},
|
|
|
|
|
{"Open rate": "{open_rate}"},
|
|
|
|
|
{"Close rate": "{close_rate}"},
|
|
|
|
|
{"Amount": "{amount}"},
|
|
|
|
|
{"Open date": "{open_date:%Y-%m-%d %H:%M:%S}"},
|
|
|
|
|
{"Close date": "{close_date:%Y-%m-%d %H:%M:%S}"},
|
|
|
|
|
{"Profit": "{profit_amount} {stake_currency}"},
|
|
|
|
|
{"Profitability": "{profit_ratio:.2%}"},
|
|
|
|
|
{"Enter tag": "{enter_tag}"},
|
|
|
|
|
{"Exit Reason": "{exit_reason}"},
|
|
|
|
|
{"Strategy": "{strategy}"},
|
|
|
|
|
{"Timeframe": "{timeframe}"},
|
|
|
|
|
],
|
|
|
|
|
},
|
|
|
|
|
"entry_fill": {
|
|
|
|
|
"type": "array",
|
|
|
|
|
"items": {"type": "object"},
|
|
|
|
|
"default": [
|
|
|
|
|
{"Trade ID": "{trade_id}"},
|
|
|
|
|
{"Exchange": "{exchange}"},
|
|
|
|
|
{"Pair": "{pair}"},
|
|
|
|
|
{"Direction": "{direction}"},
|
|
|
|
|
{"Open rate": "{open_rate}"},
|
|
|
|
|
{"Amount": "{amount}"},
|
|
|
|
|
{"Open date": "{open_date:%Y-%m-%d %H:%M:%S}"},
|
|
|
|
|
{"Enter tag": "{enter_tag}"},
|
|
|
|
|
{"Strategy": "{strategy} {timeframe}"},
|
|
|
|
|
],
|
|
|
|
|
},
|
|
|
|
|
},
|
|
|
|
|
},
|
|
|
|
|
"api_server": {
|
2024-07-25 18:51:39 +00:00
|
|
|
"description": "API server settings.",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "object",
|
|
|
|
|
"properties": {
|
2024-07-25 18:51:39 +00:00
|
|
|
"enabled": {"description": "Whether the API server is enabled.", "type": "boolean"},
|
|
|
|
|
"listen_ip_address": {
|
|
|
|
|
"description": "IP address the API server listens on.",
|
|
|
|
|
"format": "ipv4",
|
|
|
|
|
},
|
|
|
|
|
"listen_port": {
|
|
|
|
|
"description": "Port the API server listens on.",
|
|
|
|
|
"type": "integer",
|
|
|
|
|
"minimum": 1024,
|
|
|
|
|
"maximum": 65535,
|
|
|
|
|
},
|
|
|
|
|
"username": {
|
|
|
|
|
"description": "Username for API server authentication.",
|
|
|
|
|
"type": "string",
|
|
|
|
|
},
|
|
|
|
|
"password": {
|
|
|
|
|
"description": "Password for API server authentication.",
|
|
|
|
|
"type": "string",
|
|
|
|
|
},
|
|
|
|
|
"ws_token": {
|
|
|
|
|
"description": "WebSocket token for API server.",
|
|
|
|
|
"type": ["string", "array"],
|
|
|
|
|
"items": {"type": "string"},
|
|
|
|
|
},
|
|
|
|
|
"jwt_secret_key": {
|
|
|
|
|
"description": "Secret key for JWT authentication.",
|
|
|
|
|
"type": "string",
|
|
|
|
|
},
|
|
|
|
|
"CORS_origins": {
|
|
|
|
|
"description": "List of allowed CORS origins.",
|
|
|
|
|
"type": "array",
|
|
|
|
|
"items": {"type": "string"},
|
|
|
|
|
},
|
|
|
|
|
"x": {
|
|
|
|
|
"description": "Logging verbosity level.",
|
|
|
|
|
"type": "string",
|
|
|
|
|
"enum": ["error", "info"],
|
|
|
|
|
},
|
2024-07-23 16:14:31 +00:00
|
|
|
},
|
|
|
|
|
"required": ["enabled", "listen_ip_address", "listen_port", "username", "password"],
|
|
|
|
|
},
|
2024-08-01 05:02:47 +00:00
|
|
|
# end of RPC section
|
2024-07-25 18:51:55 +00:00
|
|
|
"db_url": {
|
|
|
|
|
"description": "Database connection URL.",
|
|
|
|
|
"type": "string",
|
|
|
|
|
},
|
|
|
|
|
"export": {
|
|
|
|
|
"description": "Type of data to export.",
|
|
|
|
|
"type": "string",
|
|
|
|
|
"enum": EXPORT_OPTIONS,
|
|
|
|
|
"default": "trades",
|
|
|
|
|
},
|
|
|
|
|
"disableparamexport": {
|
|
|
|
|
"description": "Disable parameter export.",
|
|
|
|
|
"type": "boolean",
|
|
|
|
|
},
|
|
|
|
|
"initial_state": {
|
|
|
|
|
"description": "Initial state of the system.",
|
|
|
|
|
"type": "string",
|
|
|
|
|
"enum": ["running", "stopped"],
|
|
|
|
|
},
|
|
|
|
|
"force_entry_enable": {
|
|
|
|
|
"description": "Force enable entry.",
|
|
|
|
|
"type": "boolean",
|
|
|
|
|
},
|
|
|
|
|
"disable_dataframe_checks": {
|
|
|
|
|
"description": "Disable checks on dataframes.",
|
|
|
|
|
"type": "boolean",
|
|
|
|
|
},
|
2024-07-23 16:14:31 +00:00
|
|
|
"internals": {
|
2024-07-25 18:51:55 +00:00
|
|
|
"description": "Internal settings.",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "object",
|
|
|
|
|
"default": {},
|
|
|
|
|
"properties": {
|
2024-07-25 18:51:55 +00:00
|
|
|
"process_throttle_secs": {
|
2024-08-01 04:58:17 +00:00
|
|
|
"description": "Minimum loop duration for one bot iteration in seconds.",
|
2024-07-25 18:51:55 +00:00
|
|
|
"type": "integer",
|
|
|
|
|
},
|
|
|
|
|
"interval": {
|
|
|
|
|
"description": "Interval time in seconds.",
|
|
|
|
|
"type": "integer",
|
|
|
|
|
},
|
|
|
|
|
"sd_notify": {
|
|
|
|
|
"description": "Enable systemd notify.",
|
|
|
|
|
"type": "boolean",
|
|
|
|
|
},
|
2024-07-23 16:14:31 +00:00
|
|
|
},
|
|
|
|
|
},
|
|
|
|
|
"dataformat_ohlcv": {
|
2024-07-25 18:51:55 +00:00
|
|
|
"description": "Data format for OHLCV data.",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "string",
|
|
|
|
|
"enum": AVAILABLE_DATAHANDLERS,
|
|
|
|
|
"default": "feather",
|
|
|
|
|
},
|
|
|
|
|
"dataformat_trades": {
|
2024-07-25 18:51:55 +00:00
|
|
|
"description": "Data format for trade data.",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "string",
|
|
|
|
|
"enum": AVAILABLE_DATAHANDLERS,
|
|
|
|
|
"default": "feather",
|
|
|
|
|
},
|
2024-07-25 18:52:05 +00:00
|
|
|
"position_adjustment_enable": {
|
2024-07-28 06:24:58 +00:00
|
|
|
"description": f"Enable position adjustment. {__IN_STRATEGY}",
|
2024-07-25 18:52:05 +00:00
|
|
|
"type": "boolean",
|
|
|
|
|
},
|
2024-08-01 05:02:47 +00:00
|
|
|
# Download data section
|
|
|
|
|
"new_pairs_days": {
|
|
|
|
|
"description": "Download data of new pairs for given number of days",
|
|
|
|
|
"type": "integer",
|
|
|
|
|
"default": 30,
|
|
|
|
|
},
|
|
|
|
|
"download_trades": {
|
|
|
|
|
"description": "Download trades data by default (instead of ohlcv data).",
|
|
|
|
|
"type": "boolean",
|
|
|
|
|
},
|
2024-07-25 18:52:05 +00:00
|
|
|
"max_entry_position_adjustment": {
|
2024-07-28 06:24:58 +00:00
|
|
|
"description": f"Maximum entry position adjustment allowed. {__IN_STRATEGY}",
|
2024-07-25 18:52:05 +00:00
|
|
|
"type": ["integer", "number"],
|
|
|
|
|
"minimum": -1,
|
|
|
|
|
},
|
2024-08-04 07:03:32 +00:00
|
|
|
"add_config_files": {
|
|
|
|
|
"description": "Additional configuration files to load.",
|
|
|
|
|
"type": "array",
|
|
|
|
|
"items": {"type": "string"},
|
|
|
|
|
},
|
2024-07-23 16:14:31 +00:00
|
|
|
"orderflow": {
|
2024-07-25 18:52:05 +00:00
|
|
|
"description": "Settings related to order flow.",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "object",
|
|
|
|
|
"properties": {
|
2024-07-25 18:52:05 +00:00
|
|
|
"cache_size": {
|
|
|
|
|
"description": "Size of the cache for order flow data.",
|
|
|
|
|
"type": "number",
|
|
|
|
|
"minimum": 1,
|
|
|
|
|
"default": 1500,
|
|
|
|
|
},
|
|
|
|
|
"max_candles": {
|
|
|
|
|
"description": "Maximum number of candles to consider.",
|
|
|
|
|
"type": "number",
|
|
|
|
|
"minimum": 1,
|
|
|
|
|
"default": 1500,
|
|
|
|
|
},
|
|
|
|
|
"scale": {
|
|
|
|
|
"description": "Scale factor for order flow data.",
|
|
|
|
|
"type": "number",
|
|
|
|
|
"minimum": 0.0,
|
|
|
|
|
},
|
|
|
|
|
"stacked_imbalance_range": {
|
|
|
|
|
"description": "Range for stacked imbalance.",
|
|
|
|
|
"type": "number",
|
|
|
|
|
"minimum": 0,
|
|
|
|
|
},
|
|
|
|
|
"imbalance_volume": {
|
|
|
|
|
"description": "Volume threshold for imbalance.",
|
|
|
|
|
"type": "number",
|
|
|
|
|
"minimum": 0,
|
|
|
|
|
},
|
|
|
|
|
"imbalance_ratio": {
|
|
|
|
|
"description": "Ratio threshold for imbalance.",
|
|
|
|
|
"type": "number",
|
|
|
|
|
"minimum": 0.0,
|
|
|
|
|
},
|
2024-07-23 16:14:31 +00:00
|
|
|
},
|
|
|
|
|
"required": [
|
|
|
|
|
"max_candles",
|
|
|
|
|
"scale",
|
|
|
|
|
"stacked_imbalance_range",
|
|
|
|
|
"imbalance_volume",
|
|
|
|
|
"imbalance_ratio",
|
|
|
|
|
],
|
|
|
|
|
},
|
|
|
|
|
},
|
|
|
|
|
"definitions": {
|
|
|
|
|
"exchange": {
|
2024-07-25 18:56:26 +00:00
|
|
|
"description": "Exchange configuration settings.",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "object",
|
|
|
|
|
"properties": {
|
2024-07-25 18:56:26 +00:00
|
|
|
"name": {"description": "Name of the exchange.", "type": "string"},
|
|
|
|
|
"enable_ws": {
|
|
|
|
|
"description": "Enable WebSocket connections to the exchange.",
|
|
|
|
|
"type": "boolean",
|
|
|
|
|
"default": True,
|
|
|
|
|
},
|
|
|
|
|
"key": {
|
|
|
|
|
"description": "API key for the exchange.",
|
|
|
|
|
"type": "string",
|
|
|
|
|
"default": "",
|
|
|
|
|
},
|
|
|
|
|
"secret": {
|
|
|
|
|
"description": "API secret for the exchange.",
|
|
|
|
|
"type": "string",
|
|
|
|
|
"default": "",
|
|
|
|
|
},
|
|
|
|
|
"password": {
|
|
|
|
|
"description": "Password for the exchange, if required.",
|
|
|
|
|
"type": "string",
|
|
|
|
|
"default": "",
|
|
|
|
|
},
|
|
|
|
|
"uid": {"description": "User ID for the exchange, if required.", "type": "string"},
|
2024-07-23 16:14:31 +00:00
|
|
|
"pair_whitelist": {
|
2024-07-25 18:56:26 +00:00
|
|
|
"description": "List of whitelisted trading pairs.",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "array",
|
2024-07-25 18:56:26 +00:00
|
|
|
"items": {"type": "string"},
|
2024-07-23 16:14:31 +00:00
|
|
|
"uniqueItems": True,
|
|
|
|
|
},
|
|
|
|
|
"pair_blacklist": {
|
2024-07-25 18:56:26 +00:00
|
|
|
"description": "List of blacklisted trading pairs.",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "array",
|
2024-07-25 18:56:26 +00:00
|
|
|
"items": {"type": "string"},
|
2024-07-23 16:14:31 +00:00
|
|
|
"uniqueItems": True,
|
|
|
|
|
},
|
2024-08-04 06:29:15 +00:00
|
|
|
"log_responses": {
|
|
|
|
|
"description": (
|
|
|
|
|
"Log responses from the exchange."
|
|
|
|
|
"Useful/required to debug issues with order processing."
|
|
|
|
|
),
|
|
|
|
|
"type": "boolean",
|
|
|
|
|
"default": False,
|
|
|
|
|
},
|
2024-07-25 18:56:26 +00:00
|
|
|
"unknown_fee_rate": {
|
|
|
|
|
"description": "Fee rate for unknown markets.",
|
|
|
|
|
"type": "number",
|
|
|
|
|
},
|
|
|
|
|
"outdated_offset": {
|
|
|
|
|
"description": "Offset for outdated data in minutes.",
|
|
|
|
|
"type": "integer",
|
|
|
|
|
"minimum": 1,
|
|
|
|
|
},
|
|
|
|
|
"markets_refresh_interval": {
|
|
|
|
|
"description": "Interval for refreshing market data in minutes.",
|
|
|
|
|
"type": "integer",
|
|
|
|
|
"default": 60,
|
|
|
|
|
},
|
|
|
|
|
"ccxt_config": {"description": "CCXT configuration settings.", "type": "object"},
|
|
|
|
|
"ccxt_async_config": {
|
|
|
|
|
"description": "CCXT asynchronous configuration settings.",
|
|
|
|
|
"type": "object",
|
|
|
|
|
},
|
2024-07-23 16:14:31 +00:00
|
|
|
},
|
|
|
|
|
"required": ["name"],
|
|
|
|
|
},
|
|
|
|
|
"edge": {
|
|
|
|
|
"type": "object",
|
|
|
|
|
"properties": {
|
|
|
|
|
"enabled": {"type": "boolean"},
|
|
|
|
|
"process_throttle_secs": {"type": "integer", "minimum": 600},
|
|
|
|
|
"calculate_since_number_of_days": {"type": "integer"},
|
|
|
|
|
"allowed_risk": {"type": "number"},
|
|
|
|
|
"stoploss_range_min": {"type": "number"},
|
|
|
|
|
"stoploss_range_max": {"type": "number"},
|
|
|
|
|
"stoploss_range_step": {"type": "number"},
|
|
|
|
|
"minimum_winrate": {"type": "number"},
|
|
|
|
|
"minimum_expectancy": {"type": "number"},
|
|
|
|
|
"min_trade_number": {"type": "number"},
|
|
|
|
|
"max_trade_duration_minute": {"type": "integer"},
|
|
|
|
|
"remove_pumps": {"type": "boolean"},
|
|
|
|
|
},
|
|
|
|
|
"required": ["process_throttle_secs", "allowed_risk"],
|
|
|
|
|
},
|
|
|
|
|
"external_message_consumer": {
|
2024-07-25 18:59:49 +00:00
|
|
|
"description": "Configuration for external message consumer.",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "object",
|
|
|
|
|
"properties": {
|
2024-07-25 18:59:49 +00:00
|
|
|
"enabled": {
|
|
|
|
|
"description": "Whether the external message consumer is enabled.",
|
|
|
|
|
"type": "boolean",
|
|
|
|
|
"default": False,
|
|
|
|
|
},
|
2024-07-23 16:14:31 +00:00
|
|
|
"producers": {
|
2024-07-25 18:59:49 +00:00
|
|
|
"description": "List of producers for the external message consumer.",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "array",
|
|
|
|
|
"items": {
|
|
|
|
|
"type": "object",
|
|
|
|
|
"properties": {
|
2024-07-25 18:59:49 +00:00
|
|
|
"name": {
|
|
|
|
|
"description": "Name of the producer.",
|
|
|
|
|
"type": "string",
|
|
|
|
|
},
|
|
|
|
|
"host": {
|
|
|
|
|
"description": "Host of the producer.",
|
|
|
|
|
"type": "string",
|
|
|
|
|
},
|
2024-07-23 16:14:31 +00:00
|
|
|
"port": {
|
2024-07-25 18:59:49 +00:00
|
|
|
"description": "Port of the producer.",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "integer",
|
|
|
|
|
"default": 8080,
|
|
|
|
|
"minimum": 0,
|
|
|
|
|
"maximum": 65535,
|
|
|
|
|
},
|
2024-07-25 18:59:49 +00:00
|
|
|
"secure": {
|
|
|
|
|
"description": "Whether to use SSL to connect to the producer.",
|
|
|
|
|
"type": "boolean",
|
|
|
|
|
"default": False,
|
|
|
|
|
},
|
|
|
|
|
"ws_token": {
|
|
|
|
|
"description": "WebSocket token for the producer.",
|
|
|
|
|
"type": "string",
|
|
|
|
|
},
|
2024-07-23 16:14:31 +00:00
|
|
|
},
|
|
|
|
|
"required": ["name", "host", "ws_token"],
|
|
|
|
|
},
|
|
|
|
|
},
|
2024-07-25 18:59:49 +00:00
|
|
|
"wait_timeout": {
|
|
|
|
|
"description": "Wait timeout in seconds.",
|
|
|
|
|
"type": "integer",
|
|
|
|
|
"minimum": 0,
|
|
|
|
|
},
|
|
|
|
|
"sleep_time": {
|
|
|
|
|
"description": "Sleep time in seconds before retrying to connect.",
|
|
|
|
|
"type": "integer",
|
|
|
|
|
"minimum": 0,
|
|
|
|
|
},
|
|
|
|
|
"ping_timeout": {
|
|
|
|
|
"description": "Ping timeout in seconds.",
|
|
|
|
|
"type": "integer",
|
|
|
|
|
"minimum": 0,
|
|
|
|
|
},
|
|
|
|
|
"remove_entry_exit_signals": {
|
|
|
|
|
"description": "Remove signal columns from the dataframe (set them to 0)",
|
|
|
|
|
"type": "boolean",
|
|
|
|
|
"default": False,
|
|
|
|
|
},
|
2024-07-23 16:14:31 +00:00
|
|
|
"initial_candle_limit": {
|
2024-07-25 18:59:49 +00:00
|
|
|
"description": "Initial candle limit.",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "integer",
|
|
|
|
|
"minimum": 0,
|
|
|
|
|
"maximum": 1500,
|
|
|
|
|
"default": 1500,
|
|
|
|
|
},
|
2024-07-25 18:59:49 +00:00
|
|
|
"message_size_limit": {
|
|
|
|
|
"description": "Message size limit in megabytes.",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "integer",
|
|
|
|
|
"minimum": 1,
|
|
|
|
|
"maximum": 20,
|
|
|
|
|
"default": 8,
|
|
|
|
|
},
|
|
|
|
|
},
|
|
|
|
|
"required": ["producers"],
|
|
|
|
|
},
|
|
|
|
|
"freqai": {
|
|
|
|
|
"type": "object",
|
|
|
|
|
"properties": {
|
2024-07-26 18:27:47 +00:00
|
|
|
"enabled": {
|
|
|
|
|
"description": "Whether freqAI is enabled.",
|
|
|
|
|
"type": "boolean",
|
|
|
|
|
"default": False,
|
|
|
|
|
},
|
|
|
|
|
"keras": {
|
|
|
|
|
"description": "Use Keras for model training.",
|
|
|
|
|
"type": "boolean",
|
|
|
|
|
"default": False,
|
|
|
|
|
},
|
|
|
|
|
"write_metrics_to_disk": {
|
|
|
|
|
"description": "Write metrics to disk?",
|
|
|
|
|
"type": "boolean",
|
|
|
|
|
"default": False,
|
|
|
|
|
},
|
|
|
|
|
"purge_old_models": {
|
|
|
|
|
"description": "Number of models to keep on disk.",
|
|
|
|
|
"type": ["boolean", "number"],
|
|
|
|
|
"default": 2,
|
|
|
|
|
},
|
|
|
|
|
"conv_width": {
|
|
|
|
|
"description": "The width of a neural network input tensor.",
|
|
|
|
|
"type": "integer",
|
|
|
|
|
"default": 1,
|
|
|
|
|
},
|
|
|
|
|
"train_period_days": {
|
|
|
|
|
"description": (
|
|
|
|
|
"Number of days to use for the training data (width of the sliding window)"
|
|
|
|
|
),
|
|
|
|
|
"type": "integer",
|
|
|
|
|
"default": 0,
|
|
|
|
|
},
|
|
|
|
|
"backtest_period_days": {
|
|
|
|
|
"description": (
|
|
|
|
|
"Number of days to inference from the trained model before sliding the "
|
|
|
|
|
"`train_period_days` window "
|
|
|
|
|
),
|
|
|
|
|
"type": "number",
|
|
|
|
|
"default": 7,
|
|
|
|
|
},
|
|
|
|
|
"identifier": {
|
|
|
|
|
"description": (
|
|
|
|
|
"A unique ID for the current model. "
|
|
|
|
|
"Must be changed when modifying features."
|
|
|
|
|
),
|
|
|
|
|
"type": "string",
|
|
|
|
|
"default": "example",
|
|
|
|
|
},
|
2024-07-23 16:14:31 +00:00
|
|
|
"feature_parameters": {
|
2024-07-26 18:27:47 +00:00
|
|
|
"description": "The parameters used to engineer the feature set",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "object",
|
|
|
|
|
"properties": {
|
2024-07-26 18:23:21 +00:00
|
|
|
"include_corr_pairlist": {
|
|
|
|
|
"description": "List of correlated pairs to include in the features.",
|
|
|
|
|
"type": "array",
|
|
|
|
|
},
|
|
|
|
|
"include_timeframes": {
|
|
|
|
|
"description": (
|
|
|
|
|
"A list of timeframes that all indicators in "
|
|
|
|
|
"`feature_engineering_expand_*()` will be created for."
|
|
|
|
|
),
|
|
|
|
|
"type": "array",
|
|
|
|
|
},
|
|
|
|
|
"label_period_candles": {
|
|
|
|
|
"description": (
|
|
|
|
|
"Number of candles into the future to use for labeling the period."
|
|
|
|
|
"This can be used in `set_freqai_targets()`."
|
|
|
|
|
),
|
|
|
|
|
"type": "integer",
|
|
|
|
|
},
|
|
|
|
|
"include_shifted_candles": {
|
|
|
|
|
"description": (
|
|
|
|
|
"Add features from previous candles to subsequent candles with "
|
|
|
|
|
"the intent of adding historical information."
|
|
|
|
|
),
|
|
|
|
|
"type": "integer",
|
|
|
|
|
"default": 0,
|
|
|
|
|
},
|
|
|
|
|
"DI_threshold": {
|
|
|
|
|
"description": (
|
|
|
|
|
"Activates the use of the Dissimilarity Index for "
|
|
|
|
|
"outlier detection when set to > 0."
|
|
|
|
|
),
|
|
|
|
|
"type": "number",
|
|
|
|
|
"default": 0,
|
|
|
|
|
},
|
|
|
|
|
"weight_factor": {
|
|
|
|
|
"description": (
|
|
|
|
|
"Weight training data points according to their recency."
|
|
|
|
|
),
|
|
|
|
|
"type": "number",
|
|
|
|
|
"default": 0,
|
|
|
|
|
},
|
|
|
|
|
"principal_component_analysis": {
|
|
|
|
|
"description": (
|
|
|
|
|
"Automatically reduce the dimensionality of the data set using "
|
|
|
|
|
"Principal Component Analysis"
|
|
|
|
|
),
|
|
|
|
|
"type": "boolean",
|
|
|
|
|
"default": False,
|
|
|
|
|
},
|
|
|
|
|
"use_SVM_to_remove_outliers": {
|
|
|
|
|
"description": "Use SVM to remove outliers from the features.",
|
|
|
|
|
"type": "boolean",
|
|
|
|
|
"default": False,
|
|
|
|
|
},
|
|
|
|
|
"plot_feature_importances": {
|
|
|
|
|
"description": "Create feature importance plots for each model.",
|
|
|
|
|
"type": "integer",
|
|
|
|
|
"default": 0,
|
|
|
|
|
},
|
2024-07-23 16:14:31 +00:00
|
|
|
"svm_params": {
|
2024-07-26 18:23:21 +00:00
|
|
|
"description": (
|
|
|
|
|
"All parameters available in Sklearn's `SGDOneClassSVM()`."
|
|
|
|
|
),
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "object",
|
|
|
|
|
"properties": {
|
2024-07-26 18:23:21 +00:00
|
|
|
"shuffle": {
|
|
|
|
|
"description": "Whether to shuffle data before applying SVM.",
|
|
|
|
|
"type": "boolean",
|
|
|
|
|
"default": False,
|
|
|
|
|
},
|
|
|
|
|
"nu": {
|
|
|
|
|
"type": "number",
|
|
|
|
|
"default": 0.1,
|
|
|
|
|
},
|
2024-07-23 16:14:31 +00:00
|
|
|
},
|
|
|
|
|
},
|
2024-07-26 18:23:21 +00:00
|
|
|
"shuffle_after_split": {
|
|
|
|
|
"description": (
|
|
|
|
|
"Split the data into train and test sets, and then shuffle "
|
|
|
|
|
"both sets individually."
|
|
|
|
|
),
|
|
|
|
|
"type": "boolean",
|
|
|
|
|
"default": False,
|
|
|
|
|
},
|
|
|
|
|
"buffer_train_data_candles": {
|
|
|
|
|
"description": (
|
|
|
|
|
"Cut `buffer_train_data_candles` off the beginning and end of the "
|
|
|
|
|
"training data *after* the indicators were populated."
|
|
|
|
|
),
|
|
|
|
|
"type": "integer",
|
|
|
|
|
"default": 0,
|
|
|
|
|
},
|
2024-07-23 16:14:31 +00:00
|
|
|
},
|
|
|
|
|
"required": [
|
|
|
|
|
"include_timeframes",
|
|
|
|
|
"include_corr_pairlist",
|
|
|
|
|
],
|
|
|
|
|
},
|
|
|
|
|
"data_split_parameters": {
|
2024-07-26 18:23:21 +00:00
|
|
|
"descriptions": (
|
|
|
|
|
"Additional parameters for scikit-learn's test_train_split() function."
|
|
|
|
|
),
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "object",
|
|
|
|
|
"properties": {
|
|
|
|
|
"test_size": {"type": "number"},
|
|
|
|
|
"random_state": {"type": "integer"},
|
|
|
|
|
"shuffle": {"type": "boolean", "default": False},
|
|
|
|
|
},
|
|
|
|
|
},
|
2024-07-26 18:23:21 +00:00
|
|
|
"model_training_parameters": {
|
|
|
|
|
"description": (
|
|
|
|
|
"Flexible dictionary that includes all parameters available by "
|
|
|
|
|
"the selected model library. "
|
|
|
|
|
),
|
|
|
|
|
"type": "object",
|
|
|
|
|
},
|
2024-07-23 16:14:31 +00:00
|
|
|
"rl_config": {
|
|
|
|
|
"type": "object",
|
|
|
|
|
"properties": {
|
2024-07-26 18:21:25 +00:00
|
|
|
"drop_ohlc_from_features": {
|
|
|
|
|
"description": (
|
|
|
|
|
"Do not include the normalized ohlc data in the feature set."
|
|
|
|
|
),
|
|
|
|
|
"type": "boolean",
|
|
|
|
|
"default": False,
|
|
|
|
|
},
|
|
|
|
|
"train_cycles": {
|
|
|
|
|
"description": "Number of training cycles to perform.",
|
|
|
|
|
"type": "integer",
|
|
|
|
|
},
|
|
|
|
|
"max_trade_duration_candles": {
|
|
|
|
|
"description": (
|
|
|
|
|
"Guides the agent training to keep trades below desired length."
|
|
|
|
|
),
|
|
|
|
|
"type": "integer",
|
|
|
|
|
},
|
|
|
|
|
"add_state_info": {
|
|
|
|
|
"description": (
|
|
|
|
|
"Include state information in the feature set for "
|
|
|
|
|
"training and inference."
|
|
|
|
|
),
|
|
|
|
|
"type": "boolean",
|
|
|
|
|
"default": False,
|
|
|
|
|
},
|
|
|
|
|
"max_training_drawdown_pct": {
|
|
|
|
|
"description": "Maximum allowed drawdown percentage during training.",
|
|
|
|
|
"type": "number",
|
|
|
|
|
"default": 0.02,
|
|
|
|
|
},
|
|
|
|
|
"cpu_count": {
|
|
|
|
|
"description": "Number of threads/CPU's to use for training.",
|
|
|
|
|
"type": "integer",
|
|
|
|
|
"default": 1,
|
|
|
|
|
},
|
|
|
|
|
"model_type": {
|
|
|
|
|
"description": "Model string from stable_baselines3 or SBcontrib.",
|
|
|
|
|
"type": "string",
|
|
|
|
|
"default": "PPO",
|
|
|
|
|
},
|
|
|
|
|
"policy_type": {
|
|
|
|
|
"description": (
|
|
|
|
|
"One of the available policy types from stable_baselines3."
|
|
|
|
|
),
|
|
|
|
|
"type": "string",
|
|
|
|
|
"default": "MlpPolicy",
|
|
|
|
|
},
|
|
|
|
|
"net_arch": {
|
|
|
|
|
"description": "Architecture of the neural network.",
|
|
|
|
|
"type": "array",
|
|
|
|
|
"default": [128, 128],
|
|
|
|
|
},
|
|
|
|
|
"randomize_starting_position": {
|
|
|
|
|
"description": (
|
|
|
|
|
"Randomize the starting point of each episode to avoid overfitting."
|
|
|
|
|
),
|
|
|
|
|
"type": "boolean",
|
|
|
|
|
"default": False,
|
|
|
|
|
},
|
|
|
|
|
"progress_bar": {
|
|
|
|
|
"description": "Display a progress bar with the current progress.",
|
|
|
|
|
"type": "boolean",
|
|
|
|
|
"default": True,
|
|
|
|
|
},
|
2024-07-23 16:14:31 +00:00
|
|
|
"model_reward_parameters": {
|
2024-07-26 18:21:25 +00:00
|
|
|
"description": "Parameters for configuring the reward model.",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "object",
|
|
|
|
|
"properties": {
|
2024-07-26 18:21:25 +00:00
|
|
|
"rr": {
|
|
|
|
|
"type": "number",
|
|
|
|
|
"default": 1,
|
|
|
|
|
"description": "Reward ratio parameter.",
|
|
|
|
|
},
|
|
|
|
|
"profit_aim": {
|
|
|
|
|
"type": "number",
|
|
|
|
|
"default": 0.025,
|
|
|
|
|
"description": "Profit aim parameter.",
|
|
|
|
|
},
|
2024-07-23 16:14:31 +00:00
|
|
|
},
|
|
|
|
|
},
|
|
|
|
|
},
|
|
|
|
|
},
|
|
|
|
|
},
|
|
|
|
|
"required": [
|
|
|
|
|
"enabled",
|
|
|
|
|
"train_period_days",
|
|
|
|
|
"backtest_period_days",
|
|
|
|
|
"identifier",
|
|
|
|
|
"feature_parameters",
|
|
|
|
|
"data_split_parameters",
|
|
|
|
|
],
|
|
|
|
|
},
|
|
|
|
|
},
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
SCHEMA_TRADE_REQUIRED = [
|
|
|
|
|
"exchange",
|
|
|
|
|
"timeframe",
|
|
|
|
|
"max_open_trades",
|
|
|
|
|
"stake_currency",
|
|
|
|
|
"stake_amount",
|
|
|
|
|
"tradable_balance_ratio",
|
|
|
|
|
"last_stake_amount_min_ratio",
|
|
|
|
|
"dry_run",
|
|
|
|
|
"dry_run_wallet",
|
|
|
|
|
"exit_pricing",
|
|
|
|
|
"entry_pricing",
|
|
|
|
|
"stoploss",
|
|
|
|
|
"minimal_roi",
|
|
|
|
|
"internals",
|
|
|
|
|
"dataformat_ohlcv",
|
|
|
|
|
"dataformat_trades",
|
|
|
|
|
]
|
|
|
|
|
|
|
|
|
|
SCHEMA_BACKTEST_REQUIRED = [
|
|
|
|
|
"exchange",
|
|
|
|
|
"stake_currency",
|
|
|
|
|
"stake_amount",
|
|
|
|
|
"dry_run_wallet",
|
|
|
|
|
"dataformat_ohlcv",
|
|
|
|
|
"dataformat_trades",
|
|
|
|
|
]
|
|
|
|
|
SCHEMA_BACKTEST_REQUIRED_FINAL = SCHEMA_BACKTEST_REQUIRED + [
|
|
|
|
|
"stoploss",
|
|
|
|
|
"minimal_roi",
|
|
|
|
|
"max_open_trades",
|
|
|
|
|
]
|
|
|
|
|
|
|
|
|
|
SCHEMA_MINIMAL_REQUIRED = [
|
|
|
|
|
"exchange",
|
|
|
|
|
"dry_run",
|
|
|
|
|
"dataformat_ohlcv",
|
|
|
|
|
"dataformat_trades",
|
|
|
|
|
]
|
|
|
|
|
SCHEMA_MINIMAL_WEBSERVER = SCHEMA_MINIMAL_REQUIRED + [
|
|
|
|
|
"api_server",
|
|
|
|
|
]
|
