From 4ea6780153ae4ab1ddab61c4d4ea6eb636a5dc7a Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 29 Jul 2018 09:51:45 +0200 Subject: [PATCH] Update documentation with --strategy-list --- docs/backtesting.md | 19 ++++++++++++++++++- docs/bot-usage.md | 33 ++++++++++++++++++++++++++------- 2 files changed, 44 insertions(+), 8 deletions(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index 766875970..2d53303c5 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -151,7 +151,7 @@ cp freqtrade/tests/testdata/pairs.json user_data/data/binance Then run: ```bash -python scripts/download_backtest_data --exchange binance +python scripts/download_backtest_data.py --exchange binance ``` This will download ticker data for all the currency pairs you defined in `pairs.json`. @@ -238,6 +238,23 @@ On the other hand, if you set a too high `minimal_roi` like `"0": 0.55` profit. Hence, keep in mind that your performance is a mix of your strategies, your configuration, and the crypto-currency you have set up. +## Backtesting multiple strategies + +To backtest multiple strategies, a list of Strategies can be provided. + +This is limited to 1 ticker-interval per run, however, data is only loaded once from disk so if you have multiple +strategies you'd like to compare, this should give a nice runtime boost. + +All listed Strategies need to be in the same folder. + +``` bash +freqtrade backtesting --timerange 20180401-20180410 --ticker-interval 5m --strategy-list Strategy001 Strategy002 --export trades +``` + +This will save the results to `user_data/backtest_data/backtest-result-.json`, injecting the strategy-name into the target filename. +It will also output all results one after the other, so make sure to scroll up. + + ## Next step Great, your strategy is profitable. What if the bot can give your the diff --git a/docs/bot-usage.md b/docs/bot-usage.md index 4e479adac..83a8ee833 100644 --- a/docs/bot-usage.md +++ b/docs/bot-usage.md @@ -1,13 +1,15 @@ # Bot usage -This page explains the difference parameters of the bot and how to run -it. + +This page explains the difference parameters of the bot and how to run it. ## Table of Contents + - [Bot commands](#bot-commands) - [Backtesting commands](#backtesting-commands) - [Hyperopt commands](#hyperopt-commands) ## Bot commands + ``` usage: freqtrade [-h] [-v] [--version] [-c PATH] [-d PATH] [-s NAME] [--strategy-path PATH] [--dynamic-whitelist [INT]] @@ -41,6 +43,7 @@ optional arguments: ``` ### How to use a different config file? + The bot allows you to select which config file you want to use. Per default, the bot will load the file `./config.json` @@ -49,6 +52,7 @@ python3 ./freqtrade/main.py -c path/far/far/away/config.json ``` ### How to use --strategy? + This parameter will allow you to load your custom strategy class. Per default without `--strategy` or `-s` the bot will load the `DefaultStrategy` included with the bot (`freqtrade/strategy/default_strategy.py`). @@ -60,6 +64,7 @@ To load a strategy, simply pass the class name (e.g.: `CustomStrategy`) in this **Example:** In `user_data/strategies` you have a file `my_awesome_strategy.py` which has a strategy class called `AwesomeStrategy` to load it: + ```bash python3 ./freqtrade/main.py --strategy AwesomeStrategy ``` @@ -70,6 +75,7 @@ message the reason (File not found, or errors in your code). Learn more about strategy file in [optimize your bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md). ### How to use --strategy-path? + This parameter allows you to add an additional strategy lookup path, which gets checked before the default locations (The passed path must be a folder!): ```bash @@ -77,21 +83,25 @@ python3 ./freqtrade/main.py --strategy AwesomeStrategy --strategy-path /some/fol ``` #### How to install a strategy? + This is very simple. Copy paste your strategy file into the folder `user_data/strategies` or use `--strategy-path`. And voila, the bot is ready to use it. ### How to use --dynamic-whitelist? + Per default `--dynamic-whitelist` will retrieve the 20 currencies based on BaseVolume. This value can be changed when you run the script. **By Default** Get the 20 currencies based on BaseVolume. + ```bash python3 ./freqtrade/main.py --dynamic-whitelist ``` **Customize the number of currencies to retrieve** Get the 30 currencies based on BaseVolume. + ```bash python3 ./freqtrade/main.py --dynamic-whitelist 30 ``` @@ -102,6 +112,7 @@ negative value (e.g -2), `--dynamic-whitelist` will use the default value (20). ### How to use --db-url? + When you run the bot in Dry-run mode, per default no transactions are stored in a database. If you want to store your bot actions in a DB using `--db-url`. This can also be used to specify a custom database @@ -111,14 +122,14 @@ in production mode. Example command: python3 ./freqtrade/main.py -c config.json --db-url sqlite:///tradesv3.dry_run.sqlite ``` - ## Backtesting commands Backtesting also uses the config specified via `-c/--config`. ``` -usage: main.py backtesting [-h] [-i TICKER_INTERVAL] [--eps] [--dmmp] +usage: freqtrade backtesting [-h] [-i TICKER_INTERVAL] [--eps] [--dmmp] [--timerange TIMERANGE] [-l] [-r] + [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]] [--export EXPORT] [--export-filename PATH] optional arguments: @@ -139,6 +150,13 @@ optional arguments: refresh the pairs files in tests/testdata with the latest data from the exchange. Use it if you want to run your backtesting with up-to-date data. + --strategy-list STRATEGY_LIST [STRATEGY_LIST ...] + Provide a commaseparated list of strategies to + backtest Please note that ticker-interval needs to be + set either in config or via command line. When using + this together with --export trades, the strategy-name + is injected into the filename (so backtest-data.json + becomes backtest-data-DefaultStrategy.json --export EXPORT export backtest results, argument are: trades Example --export=trades --export-filename PATH @@ -151,6 +169,7 @@ optional arguments: ``` ### How to use --refresh-pairs-cached parameter? + The first time your run Backtesting, it will take the pairs you have set in your config file and download data from Bittrex. @@ -162,7 +181,6 @@ to come back to the previous version.** To test your strategy with latest data, we recommend continuing using the parameter `-l` or `--live`. - ## Hyperopt commands To optimize your strategy, you can use hyperopt parameter hyperoptimization @@ -194,10 +212,11 @@ optional arguments: ``` ## A parameter missing in the configuration? + All parameters for `main.py`, `backtesting`, `hyperopt` are referenced in [misc.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/misc.py#L84) ## Next step -The optimal strategy of the bot will change with time depending of the -market trends. The next step is to + +The optimal strategy of the bot will change with time depending of the market trends. The next step is to [optimize your bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md).