freqtrade_origin/build_helpers/schema.json

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{
"type": "object",
"properties": {
"max_open_trades": {
"description": "Maximum number of open trades. -1 for unlimited.",
"type": [
"integer",
"number"
],
"minimum": -1
},
"timeframe": {
"description": "The timeframe to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). \nUsually specified in the strategy and missing in the configuration.",
"type": "string"
},
"stake_currency": {
"description": "Currency used for staking.",
"type": "string"
},
"stake_amount": {
"description": "Amount to stake per trade.",
"type": [
"number",
"string"
],
"minimum": 0.0001,
"pattern": "unlimited"
},
"tradable_balance_ratio": {
"description": "Ratio of balance that is tradable.",
"type": "number",
"minimum": 0.0,
"maximum": 1,
"default": 0.99
},
"available_capital": {
"description": "Total capital available for trading.",
"type": "number",
"minimum": 0
},
"amend_last_stake_amount": {
"description": "Whether to amend the last stake amount.",
"type": "boolean",
"default": false
},
"last_stake_amount_min_ratio": {
"description": "Minimum ratio for the last stake amount.",
"type": "number",
"minimum": 0.0,
"maximum": 1.0,
"default": 0.5
},
"fiat_display_currency": {
"description": "Fiat currency for display purposes.",
"type": "string",
"enum": [
"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",
"UAH",
"SEK",
"SGD",
"THB",
"TRY",
"TWD",
"ZAR",
"USD",
"BTC",
"ETH",
"XRP",
"LTC",
"BCH",
"BNB",
""
]
},
"dry_run": {
"description": "Enable or disable dry run mode.",
"type": "boolean"
},
"dry_run_wallet": {
"description": "Initial wallet balance for dry run mode.",
"type": "number",
"default": 1000
},
"cancel_open_orders_on_exit": {
"description": "Cancel open orders when exiting.",
"type": "boolean",
"default": false
},
"process_only_new_candles": {
"description": "Process only new candles.",
"type": "boolean"
},
"minimal_roi": {
"description": "Minimum return on investment. \nUsually specified in the strategy and missing in the configuration.",
"type": "object",
"patternProperties": {
"^[0-9.]+$": {
"type": "number"
}
}
},
"amount_reserve_percent": {
"description": "Percentage of amount to reserve.",
"type": "number",
"minimum": 0.0,
"maximum": 0.5
},
"stoploss": {
"description": "Value (as ratio) to use as Stoploss value. \nUsually specified in the strategy and missing in the configuration.",
"type": "number",
"maximum": 0,
"exclusiveMaximum": true
},
"trailing_stop": {
"description": "Enable or disable trailing stop. \nUsually specified in the strategy and missing in the configuration.",
"type": "boolean"
},
"trailing_stop_positive": {
"description": "Positive offset for trailing stop. \nUsually specified in the strategy and missing in the configuration.",
"type": "number",
"minimum": 0,
"maximum": 1
},
"trailing_stop_positive_offset": {
"description": "Offset for trailing stop to activate. \nUsually specified in the strategy and missing in the configuration.",
"type": "number",
"minimum": 0,
"maximum": 1
},
"trailing_only_offset_is_reached": {
"description": "Use trailing stop only when offset is reached. \nUsually specified in the strategy and missing in the configuration.",
"type": "boolean"
},
"use_exit_signal": {
"description": "Use exit signal for trades. \nUsually specified in the strategy and missing in the configuration.",
"type": "boolean"
},
"exit_profit_only": {
"description": "Exit only when in profit. Exit signals are ignored as long as profit is < exit_profit_offset. \nUsually specified in the strategy and missing in the configuration.",
"type": "boolean"
},
"exit_profit_offset": {
"description": "Offset for profit exit. \nUsually specified in the strategy and missing in the configuration.",
"type": "number"
},
"fee": {
"description": "Trading fee percentage. Can help to simulate slippage in backtesting",
"type": "number",
"minimum": 0,
"maximum": 0.1
},
"ignore_roi_if_entry_signal": {
"description": "Ignore ROI if entry signal is present. \nUsually specified in the strategy and missing in the configuration.",
"type": "boolean"
},
"ignore_buying_expired_candle_after": {
"description": "Ignore buying after candle expiration time. \nUsually specified in the strategy and missing in the configuration.",
"type": "number"
},
"trading_mode": {
"description": "Mode of trading (e.g., spot, margin).",
"type": "string",
"enum": [
"spot",
"margin",
"futures"
]
},
"margin_mode": {
"description": "Margin mode for trading.",
"type": "string",
"enum": [
"cross",
"isolated",
""
]
},
"reduce_df_footprint": {
"description": "Reduce DataFrame footprint by casting columns to float32/int32.",
"type": "boolean",
"default": false
},
"minimum_trade_amount": {
"description": "Minimum amount for a trade - only used for lookahead-analysis",
"type": "number",
"default": 10
},
"targeted_trade_amount": {
"description": "Targeted trade amount for lookahead analysis.",
"type": "number",
"default": 20
},
"lookahead_analysis_exportfilename": {
"description": "csv Filename for lookahead analysis export.",
"type": "string"
},
"startup_candle": {
"description": "Startup candle configuration.",
"type": "array",
"uniqueItems": true,
"default": [
199,
399,
499,
999,
1999
]
},
"liquidation_buffer": {
"description": "Buffer ratio for liquidation.",
"type": "number",
"minimum": 0.0,
"maximum": 0.99
},
"backtest_breakdown": {
"description": "Breakdown configuration for backtesting.",
"type": "array",
"items": {
"type": "string",
"enum": [
"day",
"week",
"month"
]
}
},
"bot_name": {
"description": "Name of the trading bot. Passed via API to a client.",
"type": "string"
},
"unfilledtimeout": {
"description": "Timeout configuration for unfilled orders. \nUsually specified in the strategy and missing in the configuration.",
"type": "object",
"properties": {
"entry": {
"description": "Timeout for entry orders in unit.",
"type": "number",
"minimum": 1
},
"exit": {
"description": "Timeout for exit orders in unit.",
"type": "number",
"minimum": 1
},
"exit_timeout_count": {
"description": "Number of times to retry exit orders before giving up.",
"type": "number",
"minimum": 0,
"default": 0
},
"unit": {
"description": "Unit of time for the timeout (e.g., seconds, minutes).",
"type": "string",
"enum": [
"minutes",
"seconds"
],
"default": "minutes"
}
}
},
"entry_pricing": {
"description": "Configuration for entry pricing.",
"type": "object",
"properties": {
"price_last_balance": {
"description": "Balance ratio for the last price.",
"type": "number",
"minimum": 0,
"maximum": 1,
"exclusiveMaximum": false
},
"price_side": {
"description": "Side of the price to use (e.g., bid, ask, same).",
"type": "string",
"enum": [
"ask",
"bid",
"same",
"other"
],
"default": "same"
},
"use_order_book": {
"description": "Whether to use the order book for pricing.",
"type": "boolean"
},
"order_book_top": {
"description": "Top N levels of the order book to consider.",
"type": "integer",
"minimum": 1,
"maximum": 50
},
"check_depth_of_market": {
"description": "Configuration for checking the depth of the market.",
"type": "object",
"properties": {
"enabled": {
"description": "Enable or disable depth of market check.",
"type": "boolean"
},
"bids_to_ask_delta": {
"description": "Delta between bids and asks to consider.",
"type": "number",
"minimum": 0
}
}
}
},
"required": [
"price_side"
]
},
"exit_pricing": {
"description": "Configuration for exit pricing.",
"type": "object",
"properties": {
"price_side": {
"description": "Side of the price to use (e.g., bid, ask, same).",
"type": "string",
"enum": [
"ask",
"bid",
"same",
"other"
],
"default": "same"
},
"price_last_balance": {
"description": "Balance ratio for the last price.",
"type": "number",
"minimum": 0,
"maximum": 1,
"exclusiveMaximum": false
},
"use_order_book": {
"description": "Whether to use the order book for pricing.",
"type": "boolean"
},
"order_book_top": {
"description": "Top N levels of the order book to consider.",
"type": "integer",
"minimum": 1,
"maximum": 50
}
},
"required": [
"price_side"
]
},
"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
},
"order_types": {
"description": "Configuration of order types. \nUsually specified in the strategy and missing in the configuration.",
"type": "object",
"properties": {
"entry": {
"description": "Order type for entry (e.g., limit, market).",
"type": "string",
"enum": [
"limit",
"market"
]
},
"exit": {
"description": "Order type for exit (e.g., limit, market).",
"type": "string",
"enum": [
"limit",
"market"
]
},
"force_exit": {
"description": "Order type for forced exit (e.g., limit, market).",
"type": "string",
"enum": [
"limit",
"market"
]
},
"force_entry": {
"description": "Order type for forced entry (e.g., limit, market).",
"type": "string",
"enum": [
"limit",
"market"
]
},
"emergency_exit": {
"description": "Order type for emergency exit (e.g., limit, market).",
"type": "string",
"enum": [
"limit",
"market"
],
"default": "market"
},
"stoploss": {
"description": "Order type for stop loss (e.g., limit, market).",
"type": "string",
"enum": [
"limit",
"market"
]
},
"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": [
"last",
"mark",
"index"
]
},
"stoploss_on_exchange_interval": {
"description": "Interval for stop loss on exchange in seconds.",
"type": "number"
},
"stoploss_on_exchange_limit_ratio": {
"description": "Limit ratio for stop loss on exchange.",
"type": "number",
"minimum": 0.0,
"maximum": 1.0
}
},
"required": [
"entry",
"exit",
"stoploss",
"stoploss_on_exchange"
]
},
"order_time_in_force": {
"description": "Time in force configuration for orders. \nUsually specified in the strategy and missing in the configuration.",
"type": "object",
"properties": {
"entry": {
"description": "Time in force for entry orders.",
"type": "string",
"enum": [
"GTC",
"FOK",
"IOC",
"PO",
"gtc",
"fok",
"ioc",
"po"
]
},
"exit": {
"description": "Time in force for exit orders.",
"type": "string",
"enum": [
"GTC",
"FOK",
"IOC",
"PO",
"gtc",
"fok",
"ioc",
"po"
]
}
},
"required": [
"entry",
"exit"
]
},
"coingecko": {
"description": "Configuration for CoinGecko API.",
"type": "object",
"properties": {
"is_demo": {
"description": "Whether to use CoinGecko in demo mode.",
"type": "boolean",
"default": true
},
"api_key": {
"description": "API key for accessing CoinGecko.",
"type": "string"
}
},
"required": [
"is_demo",
"api_key"
]
},
"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"
},
"experimental": {
"description": "Experimental configuration.",
"type": "object",
"properties": {
"block_bad_exchanges": {
"type": "boolean"
}
}
},
"pairlists": {
"description": "Configuration for pairlists.",
"type": "array",
"items": {
"type": "object",
"properties": {
"method": {
"description": "Method used for generating the pairlist.",
"type": "string",
"enum": [
"StaticPairList",
"VolumePairList",
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"PercentChangePairList",
"ProducerPairList",
"RemotePairList",
"MarketCapPairList",
"AgeFilter",
"FullTradesFilter",
"OffsetFilter",
"PerformanceFilter",
"PrecisionFilter",
"PriceFilter",
"RangeStabilityFilter",
"ShuffleFilter",
"SpreadFilter",
"VolatilityFilter"
]
}
},
"required": [
"method"
]
}
},
"protections": {
"description": "Configuration for various protections.",
"type": "array",
"items": {
"type": "object",
"properties": {
"method": {
"description": "Method used for the protection.",
"type": "string",
"enum": [
"CooldownPeriod",
"LowProfitPairs",
"MaxDrawdown",
"StoplossGuard"
]
},
"stop_duration": {
"description": "Duration to lock the pair after a protection is triggered, in minutes.",
"type": "number",
"minimum": 0.0
},
"stop_duration_candles": {
"description": "Duration to lock the pair after a protection is triggered, in number of candles.",
"type": "number",
"minimum": 0
},
"unlock_at": {
"description": "Time when trading will be unlocked regularly. Format: HH:MM",
"type": "string"
},
"trade_limit": {
"description": "Minimum number of trades required during lookback period.",
"type": "number",
"minimum": 1
},
"lookback_period": {
"description": "Period to look back for protection checks, in minutes.",
"type": "number",
"minimum": 1
},
"lookback_period_candles": {
"description": "Period to look back for protection checks, in number of candles.",
"type": "number",
"minimum": 1
}
},
"required": [
"method"
]
}
},
"telegram": {
"description": "Telegram settings.",
"type": "object",
"properties": {
"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
},
"notification_settings": {
"description": "Settings for different types of notifications.",
"type": "object",
"default": {},
"properties": {
"status": {
"description": "Telegram setting for status updates.",
"type": "string",
"enum": [
"on",
"off",
"silent"
]
},
"warning": {
"description": "Telegram setting for warnings.",
"type": "string",
"enum": [
"on",
"off",
"silent"
]
},
"startup": {
"description": "Telegram setting for startup messages.",
"type": "string",
"enum": [
"on",
"off",
"silent"
]
},
"entry": {
"description": "Telegram setting for entry signals.",
"type": "string",
"enum": [
"on",
"off",
"silent"
]
},
"entry_fill": {
"description": "Telegram setting for entry fill signals.",
"type": "string",
"enum": [
"on",
"off",
"silent"
],
"default": "off"
},
"entry_cancel": {
"description": "Telegram setting for entry cancel signals.",
"type": "string",
"enum": [
"on",
"off",
"silent"
]
},
"exit": {
"description": "Telegram setting for exit signals.",
"type": [
"string",
"object"
],
"additionalProperties": {
"type": "string",
"enum": [
"on",
"off",
"silent"
]
}
},
"exit_fill": {
"description": "Telegram setting for exit fill signals.",
"type": "string",
"enum": [
"on",
"off",
"silent"
],
"default": "on"
},
"exit_cancel": {
"description": "Telegram setting for exit cancel signals.",
"type": "string",
"enum": [
"on",
"off",
"silent"
]
},
"protection_trigger": {
"description": "Telegram setting for protection triggers.",
"type": "string",
"enum": [
"on",
"off",
"silent"
],
"default": "on"
},
"protection_trigger_global": {
"description": "Telegram setting for global protection triggers.",
"type": "string",
"enum": [
"on",
"off",
"silent"
],
"default": "on"
}
}
},
"reload": {
"description": "Add Reload button to certain messages.",
"type": "boolean"
}
},
"required": [
"enabled",
"token",
"chat_id"
]
},
"webhook": {
"description": "Webhook settings.",
"type": "object",
"properties": {
"enabled": {
"type": "boolean"
},
"url": {
"type": "string"
},
"format": {
"type": "string",
"enum": [
"form",
"json",
"raw"
],
"default": "form"
},
"retries": {
"type": "integer",
"minimum": 0
},
"retry_delay": {
"type": "number",
"minimum": 0
},
"status": {
"type": "object"
},
"warning": {
"type": "object"
},
"exception": {
"type": "object"
},
"startup": {
"type": "object"
},
"entry": {
"type": "object"
},
"entry_fill": {
"type": "object"
},
"entry_cancel": {
"type": "object"
},
"exit": {
"type": "object"
},
"exit_fill": {
"type": "object"
},
"exit_cancel": {
"type": "object"
},
"protection_trigger": {
"type": "object"
},
"protection_trigger_global": {
"type": "object"
},
"strategy_msg": {
"type": "object"
},
"whitelist": {
"type": "object"
},
"analyzed_df": {
"type": "object"
},
"new_candle": {
"type": "object"
}
}
},
"discord": {
"description": "Discord settings.",
"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": {
"description": "API server settings.",
"type": "object",
"properties": {
"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"
]
}
},
"required": [
"enabled",
"listen_ip_address",
"listen_port",
"username",
"password"
]
},
"db_url": {
"description": "Database connection URL.",
"type": "string"
},
"export": {
"description": "Type of data to export.",
"type": "string",
"enum": [
"none",
"trades",
"signals"
],
"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"
},
"internals": {
"description": "Internal settings.",
"type": "object",
"default": {},
"properties": {
"process_throttle_secs": {
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"description": "Minimum loop duration for one bot iteration in seconds.",
"type": "integer"
},
"interval": {
"description": "Interval time in seconds.",
"type": "integer"
},
"sd_notify": {
"description": "Enable systemd notify.",
"type": "boolean"
}
}
},
"dataformat_ohlcv": {
"description": "Data format for OHLCV data.",
"type": "string",
"enum": [
"json",
"jsongz",
"hdf5",
"feather",
"parquet"
],
"default": "feather"
},
"dataformat_trades": {
"description": "Data format for trade data.",
"type": "string",
"enum": [
"json",
"jsongz",
"hdf5",
"feather",
"parquet"
],
"default": "feather"
},
"position_adjustment_enable": {
"description": "Enable position adjustment. \nUsually specified in the strategy and missing in the configuration.",
"type": "boolean"
},
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"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"
},
"max_entry_position_adjustment": {
"description": "Maximum entry position adjustment allowed. \nUsually specified in the strategy and missing in the configuration.",
"type": [
"integer",
"number"
],
"minimum": -1
},
"add_config_files": {
"description": "Additional configuration files to load.",
"type": "array",
"items": {
"type": "string"
}
},
"orderflow": {
"description": "Settings related to order flow.",
"type": "object",
"properties": {
"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
}
},
"required": [
"max_candles",
"scale",
"stacked_imbalance_range",
"imbalance_volume",
"imbalance_ratio"
]
}
},
"definitions": {
"exchange": {
"description": "Exchange configuration settings.",
"type": "object",
"properties": {
"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"
},
"pair_whitelist": {
"description": "List of whitelisted trading pairs.",
"type": "array",
"items": {
"type": "string"
},
"uniqueItems": true
},
"pair_blacklist": {
"description": "List of blacklisted trading pairs.",
"type": "array",
"items": {
"type": "string"
},
"uniqueItems": true
},
"log_responses": {
"description": "Log responses from the exchange.Useful/required to debug issues with order processing.",
"type": "boolean",
"default": false
},
"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"
}
},
"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": {
"description": "Configuration for external message consumer.",
"type": "object",
"properties": {
"enabled": {
"description": "Whether the external message consumer is enabled.",
"type": "boolean",
"default": false
},
"producers": {
"description": "List of producers for the external message consumer.",
"type": "array",
"items": {
"type": "object",
"properties": {
"name": {
"description": "Name of the producer.",
"type": "string"
},
"host": {
"description": "Host of the producer.",
"type": "string"
},
"port": {
"description": "Port of the producer.",
"type": "integer",
"default": 8080,
"minimum": 0,
"maximum": 65535
},
"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"
}
},
"required": [
"name",
"host",
"ws_token"
]
}
},
"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
},
"initial_candle_limit": {
"description": "Initial candle limit.",
"type": "integer",
"minimum": 0,
"maximum": 1500,
"default": 1500
},
"message_size_limit": {
"description": "Message size limit in megabytes.",
"type": "integer",
"minimum": 1,
"maximum": 20,
"default": 8
}
},
"required": [
"producers"
]
},
"freqai": {
"type": "object",
"properties": {
"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"
},
"feature_parameters": {
"description": "The parameters used to engineer the feature set",
"type": "object",
"properties": {
"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
},
"svm_params": {
"description": "All parameters available in Sklearn's `SGDOneClassSVM()`.",
"type": "object",
"properties": {
"shuffle": {
"description": "Whether to shuffle data before applying SVM.",
"type": "boolean",
"default": false
},
"nu": {
"type": "number",
"default": 0.1
}
}
},
"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
}
},
"required": [
"include_timeframes",
"include_corr_pairlist"
]
},
"data_split_parameters": {
"descriptions": "Additional parameters for scikit-learn's test_train_split() function.",
"type": "object",
"properties": {
"test_size": {
"type": "number"
},
"random_state": {
"type": "integer"
},
"shuffle": {
"type": "boolean",
"default": false
}
}
},
"model_training_parameters": {
"description": "Flexible dictionary that includes all parameters available by the selected model library. ",
"type": "object"
},
"rl_config": {
"type": "object",
"properties": {
"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
},
"model_reward_parameters": {
"description": "Parameters for configuring the reward model.",
"type": "object",
"properties": {
"rr": {
"type": "number",
"default": 1,
"description": "Reward ratio parameter."
},
"profit_aim": {
"type": "number",
"default": 0.025,
"description": "Profit aim parameter."
}
}
}
}
}
},
"required": [
"enabled",
"train_period_days",
"backtest_period_days",
"identifier",
"feature_parameters",
"data_split_parameters"
]
}
}
}