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freqtrade_origin/freqtrade/configuration/config_schema.py

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# 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}
__IN_STRATEGY = "\nUsually specified in the strategy and missing in the configuration."
CONF_SCHEMA = {
"type": "object",
"properties": {
"max_open_trades": {
"description": "Maximum number of open trades. -1 for unlimited.",
"type": ["integer", "number"],
"minimum": -1,
},
"timeframe": {
"description": (
f"The timeframe to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). {__IN_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": f"Minimum return on investment. {__IN_STRATEGY}",
"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": f"Value (as ratio) to use as Stoploss value. {__IN_STRATEGY}",
"type": "number",
"maximum": 0,
"exclusiveMaximum": True,
},
"trailing_stop": {
"description": f"Enable or disable trailing stop. {__IN_STRATEGY}",
"type": "boolean",
},
"trailing_stop_positive": {
"description": f"Positive offset for trailing stop. {__IN_STRATEGY}",
"type": "number",
"minimum": 0,
"maximum": 1,
},
"trailing_stop_positive_offset": {
"description": f"Offset for trailing stop to activate. {__IN_STRATEGY}",
"type": "number",
"minimum": 0,
"maximum": 1,
},
"trailing_only_offset_is_reached": {
"description": f"Use trailing stop only when offset is reached. {__IN_STRATEGY}",
"type": "boolean",
},
"use_exit_signal": {
"description": f"Use exit signal for trades. {__IN_STRATEGY}",
"type": "boolean",
},
"exit_profit_only": {
"description": (
"Exit only when in profit. Exit signals are ignored as "
f"long as profit is < exit_profit_offset. {__IN_STRATEGY}"
),
"type": "boolean",
},
"exit_profit_offset": {
"description": f"Offset for profit exit. {__IN_STRATEGY}",
"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": f"Ignore ROI if entry signal is present. {__IN_STRATEGY}",
"type": "boolean",
},
"ignore_buying_expired_candle_after": {
"description": f"Ignore buying after candle expiration time. {__IN_STRATEGY}",
"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,
},
# Lookahead analysis section
"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": f"Timeout configuration for unfilled orders. {__IN_STRATEGY}",
"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": f"Configuration of order types. {__IN_STRATEGY}",
"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": f"Time in force configuration for orders. {__IN_STRATEGY}",
"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"],
},
},
# RPC section
"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"],
},
# end of RPC section
"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": "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": AVAILABLE_DATAHANDLERS,
"default": "feather",
},
"dataformat_trades": {
"description": "Data format for trade data.",
"type": "string",
"enum": AVAILABLE_DATAHANDLERS,
"default": "feather",
},
"position_adjustment_enable": {
"description": f"Enable position adjustment. {__IN_STRATEGY}",
"type": "boolean",
},
# Download data section
"new_pairs_days": {
"description": "Download data of new pairs for given number of days",
"type": "integer",
"default": 30,
},
"download_trades": {
"description": "Download trades data by default (instead of ohlcv data).",
"type": "boolean",
},
"max_entry_position_adjustment": {
"description": f"Maximum entry position adjustment allowed. {__IN_STRATEGY}",
"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": {
"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",
],
},
},
}
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",
]
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