{ "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", "PercentChangePairList", "ProducerPairList", "RemotePairList", "MarketCapPairList", "AgeFilter", "FullTradesFilter", "OffsetFilter", "PerformanceFilter", "PrecisionFilter", "PriceFilter", "RangeStabilityFilter", "ShuffleFilter", "SpreadFilter", "VolatilityFilter" ] } }, "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": { "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" }, "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" }, "wait_for_training_iteration_on_reload": { "description": "Wait for the next training iteration to complete after /reload or ctrl+c.", "type": "boolean", "default": true }, "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" ] } } }