# Required json-schema for user specified config from typing import Dict from freqtrade.constants import ( AVAILABLE_DATAHANDLERS, AVAILABLE_PAIRLISTS, AVAILABLE_PROTECTIONS, BACKTEST_BREAKDOWNS, DRY_RUN_WALLET, EXPORT_OPTIONS, MARGIN_MODES, ORDERTIF_POSSIBILITIES, ORDERTYPE_POSSIBILITIES, PRICING_SIDES, REQUIRED_ORDERTIF, STOPLOSS_PRICE_TYPES, SUPPORTED_FIAT, TELEGRAM_SETTING_OPTIONS, TIMEOUT_UNITS, TRADING_MODES, UNLIMITED_STAKE_AMOUNT, WEBHOOK_FORMAT_OPTIONS, ) from freqtrade.enums import RPCMessageType __MESSAGE_TYPE_DICT: Dict[str, Dict[str, str]] = {x: {"type": "object"} for x in RPCMessageType} CONF_SCHEMA = { "type": "object", "properties": { "max_open_trades": { "description": "Maximum number of open trades. -1 for unlimited.", "type": ["integer", "number"], "minimum": -1, }, "new_pairs_days": { "description": "Download data of new pairs for given number of days", "type": "integer", "default": 30, }, "timeframe": { "description": ( "The timeframe to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...)." "Usually missing in configuration and specified in the strategy." ), "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_STAKE_AMOUNT, }, "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": SUPPORTED_FIAT, }, "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": DRY_RUN_WALLET, }, "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.", "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.", "type": "number", "maximum": 0, "exclusiveMaximum": True, }, "trailing_stop": { "description": "Enable or disable trailing stop.", "type": "boolean", }, "trailing_stop_positive": { "description": "Positive offset for trailing stop.", "type": "number", "minimum": 0, "maximum": 1, }, "trailing_stop_positive_offset": { "description": "Offset for trailing stop to activate.", "type": "number", "minimum": 0, "maximum": 1, }, "trailing_only_offset_is_reached": { "description": "Use trailing stop only when offset is reached.", "type": "boolean", }, "use_exit_signal": { "description": "Use exit signal for trades.", "type": "boolean", }, "exit_profit_only": { "description": ( "Exit only when in profit. Exit signals are ignored as " "long as profit is < exit_profit_offset." ), "type": "boolean", }, "exit_profit_offset": { "description": "Offset for profit exit.", "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.", "type": "boolean", }, "ignore_buying_expired_candle_after": { "description": "Ignore buying after candle expiration time.", "type": "number", }, "trading_mode": { "description": "Mode of trading (e.g., spot, margin).", "type": "string", "enum": TRADING_MODES, }, "margin_mode": { "description": "Margin mode for trading.", "type": "string", "enum": MARGIN_MODES, }, "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": BACKTEST_BREAKDOWNS}, }, "bot_name": { "description": "Name of the trading bot. Passed via API to a client.", "type": "string", }, "unfilledtimeout": { "description": "Timeout configuration for unfilled orders.", "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": TIMEOUT_UNITS, "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": PRICING_SIDES, "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": PRICING_SIDES, "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.", "type": "object", "properties": { "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, }, "emergency_exit": { "description": "Order type for emergency exit (e.g., limit, market).", "type": "string", "enum": ORDERTYPE_POSSIBILITIES, "default": "market", }, "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", }, "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.", "type": "object", "properties": { "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, }, }, "required": REQUIRED_ORDERTIF, }, "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": AVAILABLE_PAIRLISTS, }, }, "required": ["method"], }, }, "protections": { "description": "Configuration for various protections.", "type": "array", "items": { "type": "object", "properties": { "method": { "description": "Method used for the protection.", "type": "string", "enum": AVAILABLE_PROTECTIONS, }, "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, }, "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": 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, }, "entry_fill": { "description": "Telegram setting for entry fill signals.", "type": "string", "enum": TELEGRAM_SETTING_OPTIONS, "default": "off", }, "entry_cancel": { "description": "Telegram setting for entry cancel signals.", "type": "string", "enum": TELEGRAM_SETTING_OPTIONS, }, "exit": { "description": "Telegram setting for exit signals.", "type": ["string", "object"], "additionalProperties": { "type": "string", "enum": TELEGRAM_SETTING_OPTIONS, }, }, "exit_fill": { "description": "Telegram setting for exit fill signals.", "type": "string", "enum": TELEGRAM_SETTING_OPTIONS, "default": "on", }, "exit_cancel": { "description": "Telegram setting for exit cancel signals.", "type": "string", "enum": TELEGRAM_SETTING_OPTIONS, }, "protection_trigger": { "description": "Telegram setting for protection triggers.", "type": "string", "enum": TELEGRAM_SETTING_OPTIONS, "default": "on", }, "protection_trigger_global": { "description": "Telegram setting for global protection triggers.", "type": "string", "enum": TELEGRAM_SETTING_OPTIONS, "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": WEBHOOK_FORMAT_OPTIONS, "default": "form"}, "retries": {"type": "integer", "minimum": 0}, "retry_delay": {"type": "number", "minimum": 0}, **__MESSAGE_TYPE_DICT, }, }, "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": 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", }, "internals": { "description": "Internal settings.", "type": "object", "default": {}, "properties": { "process_throttle_secs": { "description": "Throttle time in seconds for processing.", "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": AVAILABLE_DATAHANDLERS, "default": "feather", }, "dataformat_trades": { "description": "Data format for trade data.", "type": "string", "enum": AVAILABLE_DATAHANDLERS, "default": "feather", }, "position_adjustment_enable": { "description": "Enable position adjustment.", "type": "boolean", }, "max_entry_position_adjustment": { "description": "Maximum entry position adjustment allowed.", "type": ["integer", "number"], "minimum": -1, }, "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, }, "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": {"type": "boolean", "default": False}, "keras": {"type": "boolean", "default": False}, "write_metrics_to_disk": {"type": "boolean", "default": False}, "purge_old_models": {"type": ["boolean", "number"], "default": 2}, "conv_width": {"type": "integer", "default": 1}, "train_period_days": {"type": "integer", "default": 0}, "backtest_period_days": {"type": "number", "default": 7}, "identifier": {"type": "string", "default": "example"}, "feature_parameters": { "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", ], }, }, } 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", ]