mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-15 20:53:58 +00:00
Merge branch 'freqtrade:develop' into develop
This commit is contained in:
commit
42d0f342b2
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.github/workflows/ci.yml
vendored
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.github/workflows/ci.yml
vendored
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sudo systemctl restart docker
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docker version -f '{{.Server.Experimental}}'
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- name: Set up QEMU
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uses: docker/setup-qemu-action@v1
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- name: Set up Docker Buildx
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id: buildx
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uses: crazy-max/ghaction-docker-buildx@v3.3.1
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with:
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buildx-version: latest
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qemu-version: latest
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uses: docker/setup-buildx-action@v1
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- name: Available platforms
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run: echo ${{ steps.buildx.outputs.platforms }}
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|
|
3
.github/workflows/pre-commit-update.yml
vendored
3
.github/workflows/pre-commit-update.yml
vendored
|
@ -26,9 +26,6 @@ jobs:
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- name: Run auto-update
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run: pre-commit autoupdate
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- name: Run pre-commit
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run: pre-commit run --all-files
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||||
- uses: peter-evans/create-pull-request@v6
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with:
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token: ${{ secrets.REPO_SCOPED_TOKEN }}
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|
|
|
@ -16,7 +16,7 @@ repos:
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additional_dependencies:
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- types-cachetools==5.3.0.7
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- types-filelock==3.2.7
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- types-requests==2.31.0.20240406
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- types-requests==2.32.0.20240523
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- types-tabulate==0.9.0.20240106
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- types-python-dateutil==2.9.0.20240316
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- SQLAlchemy==2.0.30
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|
@ -31,7 +31,7 @@ repos:
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- repo: https://github.com/charliermarsh/ruff-pre-commit
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# Ruff version.
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rev: 'v0.4.4'
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rev: 'v0.4.5'
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hooks:
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- id: ruff
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@ -56,7 +56,7 @@ repos:
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)$
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- repo: https://github.com/codespell-project/codespell
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rev: v2.2.6
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rev: v2.3.0
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hooks:
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- id: codespell
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additional_dependencies:
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@ -29,6 +29,7 @@ Please read the [exchange specific notes](docs/exchanges.md) to learn about even
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- [X] [Binance](https://www.binance.com/)
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- [X] [Bitmart](https://bitmart.com/)
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- [X] [BingX](https://bingx.com/invite/0EM9RX)
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- [X] [Gate.io](https://www.gate.io/ref/6266643)
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- [X] [HTX](https://www.htx.com/) (Former Huobi)
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- [X] [Kraken](https://kraken.com/)
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@ -35,7 +35,7 @@ COPY build_helpers/* /tmp/
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COPY --chown=ftuser:ftuser requirements.txt /freqtrade/
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USER ftuser
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RUN pip install --user --no-cache-dir numpy \
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&& pip install --user --no-index --find-links /tmp/ pyarrow TA-Lib==0.4.28 \
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&& pip install --user --no-index --find-links /tmp/ pyarrow TA-Lib \
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&& pip install --user --no-cache-dir -r requirements.txt
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# Copy dependencies to runtime-image
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@ -127,6 +127,13 @@ These settings will be checked on startup, and freqtrade will show an error if t
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Freqtrade will not attempt to change these settings.
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## Bingx
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BingX supports [time_in_force](configuration.md#understand-order_time_in_force) with settings "GTC" (good till cancelled), "IOC" (immediate-or-cancel) and "PO" (Post only) settings.
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!!! Tip "Stoploss on Exchange"
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Bingx supports `stoploss_on_exchange` and can use both stop-limit and stop-market orders. It provides great advantages, so we recommend to benefit from it by enabling stoploss on exchange.
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## Kraken
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Kraken supports [time_in_force](configuration.md#understand-order_time_in_force) with settings "GTC" (good till cancelled), "IOC" (immediate-or-cancel) and "PO" (Post only) settings.
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|
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@ -224,7 +224,7 @@ where $W_i$ is the weight of data point $i$ in a total set of $n$ data points. B
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## Building the data pipeline
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By default, FreqAI builds a dynamic pipeline based on user congfiguration settings. The default settings are robust and designed to work with a variety of methods. These two steps are a `MinMaxScaler(-1,1)` and a `VarianceThreshold` which removes any column that has 0 variance. Users can activate other steps with more configuration parameters. For example if users add `use_SVM_to_remove_outliers: true` to the `freqai` config, then FreqAI will automatically add the [`SVMOutlierExtractor`](#identifying-outliers-using-a-support-vector-machine-svm) to the pipeline. Likewise, users can add `principal_component_analysis: true` to the `freqai` config to activate PCA. The [DissimilarityIndex](#identifying-outliers-with-the-dissimilarity-index-di) is activated with `DI_threshold: 1`. Finally, noise can also be added to the data with `noise_standard_deviation: 0.1`. Finally, users can add [DBSCAN](#identifying-outliers-with-dbscan) outlier removal with `use_DBSCAN_to_remove_outliers: true`.
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By default, FreqAI builds a dynamic pipeline based on user configuration settings. The default settings are robust and designed to work with a variety of methods. These two steps are a `MinMaxScaler(-1,1)` and a `VarianceThreshold` which removes any column that has 0 variance. Users can activate other steps with more configuration parameters. For example if users add `use_SVM_to_remove_outliers: true` to the `freqai` config, then FreqAI will automatically add the [`SVMOutlierExtractor`](#identifying-outliers-using-a-support-vector-machine-svm) to the pipeline. Likewise, users can add `principal_component_analysis: true` to the `freqai` config to activate PCA. The [DissimilarityIndex](#identifying-outliers-with-the-dissimilarity-index-di) is activated with `DI_threshold: 1`. Finally, noise can also be added to the data with `noise_standard_deviation: 0.1`. Finally, users can add [DBSCAN](#identifying-outliers-with-dbscan) outlier removal with `use_DBSCAN_to_remove_outliers: true`.
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!!! note "More information available"
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Please review the [parameter table](freqai-parameter-table.md) for more information on these parameters.
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|
|
|
@ -41,6 +41,7 @@ Please read the [exchange specific notes](exchanges.md) to learn about eventual,
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- [X] [Binance](https://www.binance.com/)
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- [X] [Bitmart](https://bitmart.com/)
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- [X] [BingX](https://bingx.com/invite/0EM9RX)
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- [X] [Gate.io](https://www.gate.io/ref/6266643)
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- [X] [HTX](https://www.htx.com/) (Former Huobi)
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- [X] [Kraken](https://kraken.com/)
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|
|
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@ -1,6 +1,6 @@
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markdown==3.6
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mkdocs==1.6.0
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mkdocs-material==9.5.23
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mkdocs-material==9.5.24
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mdx_truly_sane_lists==1.3
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pymdown-extensions==10.8.1
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jinja2==3.1.4
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|
|
|
@ -161,7 +161,7 @@ freqtrade-client --config rest_config.json <command> [optional parameters]
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| `delete_lock <lock_id>` | Deletes (disables) the lock by id.
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| `locks add <pair>, <until>, [side], [reason]` | Locks a pair until "until". (Until will be rounded up to the nearest timeframe).
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| `profit` | Display a summary of your profit/loss from close trades and some stats about your performance.
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| `forceexit <trade_id>` | Instantly exits the given trade (Ignoring `minimum_roi`).
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| `forceexit <trade_id> [order_type] [amount]` | Instantly exits the given trade (ignoring `minimum_roi`), using the given order type ("market" or "limit", uses your config setting if not specified), and the chosen amount (full sell if not specified).
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| `forceexit all` | Instantly exits all open trades (Ignoring `minimum_roi`).
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| `forceenter <pair> [rate]` | Instantly enters the given pair. Rate is optional. (`force_entry_enable` must be set to True)
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| `forceenter <pair> <side> [rate]` | Instantly longs or shorts the given pair. Rate is optional. (`force_entry_enable` must be set to True)
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|
|
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@ -30,6 +30,7 @@ The Order-type will be ignored if only one mode is available.
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|----------|-------------|
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| Binance | limit |
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| Binance Futures | market, limit |
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| Bingx | market, limit |
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| HTX (former Huobi) | limit |
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| kraken | market, limit |
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| Gate | limit |
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|
|
|
@ -1,6 +1,6 @@
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"""Freqtrade bot"""
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__version__ = "2024.5-dev"
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__version__ = "2024.6-dev"
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if "dev" in __version__:
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from pathlib import Path
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|
|
|
@ -113,6 +113,7 @@ def ask_user_config() -> Dict[str, Any]:
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"choices": [
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"binance",
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"binanceus",
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"bingx",
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"gate",
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"htx",
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"kraken",
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|
@ -128,7 +129,7 @@ def ask_user_config() -> Dict[str, Any]:
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"message": "Do you want to trade Perpetual Swaps (perpetual futures)?",
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"default": False,
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"filter": lambda val: "futures" if val else "spot",
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"when": lambda x: x["exchange_name"] in ["binance", "gate", "okx"],
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"when": lambda x: x["exchange_name"] in ["binance", "gate", "okx", "bybit"],
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},
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{
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"type": "autocomplete",
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|
|
File diff suppressed because it is too large
Load Diff
|
@ -17,6 +17,7 @@ class Bingx(Exchange):
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_ft_has: Dict = {
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"ohlcv_candle_limit": 1000,
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"stoploss_on_exchange": False,
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"stoploss_on_exchange": True,
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"stoploss_order_types": {"limit": "limit", "market": "market"},
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"order_time_in_force": ["GTC", "IOC", "PO"],
|
||||
}
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|
|
|
@ -53,6 +53,7 @@ MAP_EXCHANGE_CHILDCLASS = {
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|||
|
||||
SUPPORTED_EXCHANGES = [
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||||
"binance",
|
||||
"bingx",
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||||
"bitmart",
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||||
"gate",
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||||
"htx",
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||||
|
|
|
@ -960,7 +960,7 @@ class FreqaiDataKitchen:
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|||
"""
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||||
Remove all special characters from feature strings (:)
|
||||
:param dataframe: the dataframe that just finished indicator population. (unfiltered)
|
||||
:return: dataframe with cleaned featrue names
|
||||
:return: dataframe with cleaned feature names
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||||
"""
|
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spec_chars = [":"]
|
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|
|
|
@ -1,7 +1,7 @@
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|||
from freqtrade_client.ft_rest_client import FtRestClient
|
||||
|
||||
|
||||
__version__ = "2024.5-dev"
|
||||
__version__ = "2024.6-dev"
|
||||
|
||||
if "dev" in __version__:
|
||||
from pathlib import Path
|
||||
|
|
|
@ -181,4 +181,4 @@ exclude = [
|
|||
|
||||
[tool.codespell]
|
||||
ignore-words-list = "coo,fo,strat,zar,selectin"
|
||||
skip="*.svg,./user_data,./freqtrade/rpc/api_server/ui/installed"
|
||||
skip="*.svg,./user_data,freqtrade/rpc/api_server/ui/installed,freqtrade/exchange/*.json"
|
||||
|
|
|
@ -7,7 +7,7 @@
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|||
-r docs/requirements-docs.txt
|
||||
|
||||
coveralls==4.0.1
|
||||
ruff==0.4.4
|
||||
ruff==0.4.5
|
||||
mypy==1.10.0
|
||||
pre-commit==3.7.1
|
||||
pytest==8.2.1
|
||||
|
@ -26,6 +26,6 @@ nbconvert==7.16.4
|
|||
# mypy types
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||||
types-cachetools==5.3.0.7
|
||||
types-filelock==3.2.7
|
||||
types-requests==2.31.0.20240406
|
||||
types-requests==2.32.0.20240523
|
||||
types-tabulate==0.9.0.20240106
|
||||
types-python-dateutil==2.9.0.20240316
|
||||
|
|
|
@ -3,7 +3,7 @@
|
|||
-r requirements-plot.txt
|
||||
|
||||
# Required for freqai
|
||||
scikit-learn==1.4.2
|
||||
scikit-learn==1.5.0
|
||||
joblib==1.4.2
|
||||
catboost==1.2.5; 'arm' not in platform_machine
|
||||
lightgbm==4.3.0
|
||||
|
|
|
@ -2,7 +2,7 @@
|
|||
-r requirements.txt
|
||||
|
||||
# Required for hyperopt
|
||||
scipy==1.13.0
|
||||
scikit-learn==1.4.2
|
||||
scipy==1.13.1
|
||||
scikit-learn==1.5.0
|
||||
ft-scikit-optimize==0.9.2
|
||||
filelock==3.14.0
|
||||
|
|
|
@ -2,11 +2,11 @@ numpy==1.26.4
|
|||
pandas==2.2.2
|
||||
pandas-ta==0.3.14b
|
||||
|
||||
ccxt==4.3.27
|
||||
ccxt==4.3.35
|
||||
cryptography==42.0.7
|
||||
aiohttp==3.9.5
|
||||
SQLAlchemy==2.0.30
|
||||
python-telegram-bot==21.1.1
|
||||
python-telegram-bot==21.2
|
||||
# can't be hard-pinned due to telegram-bot pinning httpx with ~
|
||||
httpx>=0.24.1
|
||||
humanize==4.9.0
|
||||
|
@ -14,7 +14,7 @@ cachetools==5.3.3
|
|||
requests==2.32.2
|
||||
urllib3==2.2.1
|
||||
jsonschema==4.22.0
|
||||
TA-Lib==0.4.28
|
||||
TA-Lib==0.4.29
|
||||
technical==1.4.3
|
||||
tabulate==0.9.0
|
||||
pycoingecko==3.1.0
|
||||
|
@ -53,7 +53,7 @@ python-dateutil==2.9.0.post0
|
|||
pytz==2024.1
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||||
|
||||
#Futures
|
||||
schedule==1.2.1
|
||||
schedule==1.2.2
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||||
|
||||
#WS Messages
|
||||
websockets==12.0
|
||||
|
|
|
@ -45,7 +45,25 @@ EXCHANGES = {
|
|||
"workingTime": 1674493798550,
|
||||
"fills": [],
|
||||
"selfTradePreventionMode": "NONE",
|
||||
}
|
||||
},
|
||||
{
|
||||
"symbol": "SOLUSDT",
|
||||
"orderId": 3551312894,
|
||||
"orderListId": -1,
|
||||
"clientOrderId": "x-R4DD3S8297c73a11ccb9dc8f2811ba",
|
||||
"transactTime": 1674493798550,
|
||||
"price": "15.50000000",
|
||||
"origQty": "1.10000000",
|
||||
"executedQty": "1.10000000",
|
||||
"cummulativeQuoteQty": "17.05",
|
||||
"status": "FILLED",
|
||||
"timeInForce": "GTC",
|
||||
"type": "LIMIT",
|
||||
"side": "BUY",
|
||||
"workingTime": 1674493798550,
|
||||
"fills": [],
|
||||
"selfTradePreventionMode": "NONE",
|
||||
},
|
||||
],
|
||||
},
|
||||
"binanceus": {
|
||||
|
@ -288,6 +306,36 @@ EXCHANGES = {
|
|||
"hasQuoteVolume": True,
|
||||
"timeframe": "1h",
|
||||
"futures": False,
|
||||
"sample_order": [
|
||||
{
|
||||
"symbol": "SOL-USDT",
|
||||
"orderId": "1762393630149869568",
|
||||
"transactTime": "1674493798550",
|
||||
"price": "15.5",
|
||||
"stopPrice": "0",
|
||||
"origQty": "1.1",
|
||||
"executedQty": "1.1",
|
||||
"cummulativeQuoteQty": "17.05",
|
||||
"status": "FILLED",
|
||||
"type": "LIMIT",
|
||||
"side": "BUY",
|
||||
"clientOrderID": "",
|
||||
},
|
||||
{
|
||||
"symbol": "SOL-USDT",
|
||||
"orderId": "1762393630149869568",
|
||||
"transactTime": "1674493798550",
|
||||
"price": "15.5",
|
||||
"stopPrice": "0",
|
||||
"origQty": "1.1",
|
||||
"executedQty": "1.1",
|
||||
"cummulativeQuoteQty": "17.05",
|
||||
"status": "FILLED",
|
||||
"type": "MARKET",
|
||||
"side": "BUY",
|
||||
"clientOrderID": "",
|
||||
},
|
||||
],
|
||||
},
|
||||
}
|
||||
|
||||
|
|
|
@ -76,7 +76,8 @@ class TestCCXTExchange:
|
|||
assert isinstance(po["timestamp"], int)
|
||||
assert isinstance(po["price"], float)
|
||||
assert po["price"] == 15.5
|
||||
if po["average"] is not None:
|
||||
if po["status"] == "closed":
|
||||
# Filled orders should have average assigned.
|
||||
assert isinstance(po["average"], float)
|
||||
assert po["average"] == 15.5
|
||||
assert po["symbol"] == pair
|
||||
|
|
Loading…
Reference in New Issue
Block a user