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This repository was archived by the owner on Jun 8, 2023. It is now read-only.
This repository was archived by the owner on Jun 8, 2023. It is now read-only.

馃悶 Bug Kraken - Unfortunately we could not generate the static pairlist#255

Description

@El-Castor

Hi !
First thanks a lot for your framework !

I am trying to download static pairlist in order to do hyperopt and backtesting using data from Kraken exchange.

Operating system: Mac osx 10.15.4

python3 --version:
Python 3.8.5

Freqtrade Version: freqtrade --version:
freqtrade 23.4.17

{
    "monigomani_settings": {
        "timeframes": {
            "backtest_timeframe": "5m",
            "core_trend_timeframe": "4h",
            "roi_timeframe": "2h",
            "timeframe": "30m"
        },
        "startup_candle_count": 400,
        "precision": 1,
        "trading_during_trends": {
            "buy_trades_when_downwards": true,
            "buy_trades_when_sideways": true,
            "buy_trades_when_upwards": true,
            "sell_trades_when_downwards": true,
            "sell_trades_when_sideways": true,
            "sell_trades_when_upwards": true
        },
        "weighted_signal_spaces": {
            "sell_profit_only": true,
            "min_weighted_signal_value": 0,
            "max_weighted_signal_value": 100,
            "min_trend_total_signal_needed_value": 60,
            "min_trend_total_signal_needed_candles_lookback_window_value": 1,
            "max_trend_total_signal_needed_candles_lookback_window_value": 8,
            "min_trend_signal_triggers_needed": 2,
            "search_threshold_weighted_signal_values": 22,
            "search_threshold_trend_total_signal_needed_candles_lookback_window_value": 1,
            "search_threshold_trend_signal_triggers_needed": 1
        },
        "stoploss_spaces": {
            "stoploss_min_value": -0.02,
            "stoploss_max_value": -0.3,
            "trailing_stop_positive_min_value": 0.01,
            "trailing_stop_positive_max_value": 0.08,
            "trailing_stop_positive_offset_min_value": 0.011,
            "trailing_stop_positive_offset_max_value": 0.1
        },
        "roi_spaces": {
            "roi_delay": 120,
            "roi_table_step_size": 5,
            "roi_time_interval_scaling": 1.6,
            "roi_value_step_scaling": 0.9,
            "roi_when_downwards": true,
            "roi_when_sideways": true,
            "roi_when_upwards": false
        },
        "unclogger_spaces": {
            "unclogger_buy_cooldown_minutes_window": {
                "min": 180,
                "max": 360,
                "threshold": 20
            },
            "unclogger_enabled": true,
            "unclogger_minimal_losing_trade_duration_minutes": {
                "min": 15,
                "max": 560
            },
            "unclogger_minimal_losing_trades_open": {
                "min": 1,
                "max": 5,
                "threshold": 1
            },
            "unclogger_open_trades_losing_percentage_needed": {
                "min": 1,
                "max": 60
            },
            "unclogger_trend_lookback_candles_window": {
                "min": 10,
                "max": 60
            },
            "unclogger_trend_lookback_candles_window_percentage_needed": {
                "min": 10,
                "max": 45
            },
            "unclogger_trend_lookback_candles_window_recent_past_weight_separator": 2,
            "unclogger_trend_lookback_window_uses_downwards_candles": true,
            "unclogger_trend_lookback_window_uses_sideways_candles": true,
            "unclogger_trend_lookback_window_uses_upwards_candles": false
        },
        "protection_spaces": [
            {
                "method": "CooldownPeriod",
                "stop_duration_candles": {
                    "min": 2,
                    "max": 5,
                    "threshold": 1,
                    "type": "integer"
                }
            },
            {
                "method": "MaxDrawdown",
                "lookback_period_candles": {
                    "min": 2,
                    "max": 200,
                    "threshold": 20,
                    "type": "integer"
                },
                "trade_limit": {
                    "min": 2,
                    "max": 100,
                    "threshold": 10,
                    "type": "integer"
                },
                "stop_duration_candles": {
                    "min": 2,
                    "max": 100,
                    "threshold": 10,
                    "type": "integer"
                },
                "max_allowed_drawdown": {
                    "min": 0,
                    "max": 1,
                    "threshold": 0.1,
                    "type": "decimal"
                }
            },
            {
                "method": "StoplossGuard",
                "lookback_period_candles": {
                    "min": 2,
                    "max": 200,
                    "threshold": 20,
                    "type": "integer"
                },
                "trade_limit": {
                    "min": 2,
                    "max": 100,
                    "threshold": 10,
                    "type": "integer"
                },
                "stop_duration_candles": {
                    "min": 2,
                    "max": 100,
                    "threshold": 10,
                    "type": "integer"
                },
                "only_per_pair": false
            },
            {
                "method": "StoplossGuard",
                "id": "PerPair",
                "lookback_period_candles": {
                    "min": 2,
                    "max": 200,
                    "threshold": 20,
                    "type": "integer"
                },
                "trade_limit": {
                    "min": 2,
                    "max": 100,
                    "threshold": 10,
                    "type": "integer"
                },
                "stop_duration_candles": {
                    "min": 2,
                    "max": 100,
                    "threshold": 10,
                    "type": "integer"
                },
                "only_per_pair": true
            },
            {
                "method": "LowProfitPairs",
                "id": "1",
                "lookback_period_candles": {
                    "min": 2,
                    "max": 200,
                    "threshold": 20,
                    "type": "integer"
                },
                "trade_limit": {
                    "min": 2,
                    "max": 100,
                    "threshold": 10,
                    "type": "integer"
                },
                "stop_duration_candles": {
                    "min": 2,
                    "max": 100,
                    "threshold": 10,
                    "type": "integer"
                },
                "required_profit": {
                    "min": 0,
                    "max": 1,
                    "threshold": 0.1,
                    "type": "decimal"
                }
            },
            {
                "method": "LowProfitPairs",
                "id": "2",
                "lookback_period_candles": {
                    "min": 2,
                    "max": 200,
                    "threshold": 20,
                    "type": "integer"
                },
                "trade_limit": {
                    "min": 2,
                    "max": 100,
                    "threshold": 10,
                    "type": "integer"
                },
                "stop_duration_candles": {
                    "min": 2,
                    "max": 100,
                    "threshold": 10,
                    "type": "integer"
                },
                "required_profit": {
                    "min": 0,
                    "max": 1,
                    "threshold": 0.1,
                    "type": "decimal"
                }
            }
        ],
        "default_stub_values": {
            "minimal_roi": {
                "0": 100
            },
            "stoploss": -1,
            "trailing_stop": false,
            "trailing_stop_positive": 0.01,
            "trailing_stop_positive_offset": 0.03,
            "trailing_only_offset_is_reached": false
        },
        "debuggable_weighted_signal_dataframe": true,
        "use_mgm_logging": false,
        "mgm_log_levels_enabled": {
            "info": true,
            "warning": true,
            "error": true,
            "debug": true,
            "custom": true
        }
    },
    "monigomani_hyperoptloss_settings": {
        "average_duration": {
            "average_duration_weight": 75,
            "expected_average_duration_minutes": 300,
            "average_duration_threshold_high": 600,
            "average_duration_threshold_low": 120
        },
        "average_profit": {
            "average_profit_weight": 100,
            "expected_average_profit": 1.5,
            "average_profit_threshold_high": 3,
            "average_profit_threshold_low": 0.5
        },
        "max_drawdown": {
            "max_drawdown_weight": 75,
            "expected_max_drawdown": 90,
            "max_drawdown_threshold_high": 150,
            "max_drawdown_threshold_low": 30
        },
        "total_profit": {
            "total_profit_weight": 200,
            "expected_total_profit": 70,
            "total_profit_threshold_high": 100,
            "total_profit_threshold_low": 30
        },
        "total_trades": {
            "total_trades_weight": 100,
            "expected_total_trades": 500,
            "total_trades_threshold_high": 1000,
            "total_trades_threshold_low": 100
        },
        "win_ratio": {
            "win_ratio_weight": 100,
            "expected_win_ratio": 70,
            "win_ratio_threshold_high": 90,
            "win_ratio_threshold_low": 50
        }
    },
    "dry_run": true,
    "dry_run_wallet": 500,
    "max_open_trades": -1,
    "stake_currency": "USDT",
    "stake_amount": 45,
    "tradable_balance_ratio": 0.99,
    "amount_reserve_percent": 0.05,
    "amend_last_stake_amount": false,
    "last_stake_amount_min_ratio": 0.5,
    "cancel_open_orders_on_exit": false,
    "use_sell_signal": true,
    "sell_profit_only": false,
    "sell_profit_offset": 0,
    "ignore_roi_if_buy_signal": true,
    "unfilledtimeout": {
        "buy": 10,
        "sell": 30,
        "unit": "minutes"
    },
    "bid_strategy": {
        "price_side": "bid",
        "use_order_book": true,
        "ask_last_balance": 0,
        "order_book_top": 1,
        "check_depth_of_market": {
            "enabled": false,
            "bids_to_ask_delta": 0.95
        }
    },
    "ask_strategy": {
        "price_side": "ask",
        "use_order_book": true,
        "order_book_top": 1
    },
    "order_types": {
        "buy": "limit",
        "sell": "limit",
        "emergencysell": "market",
        "forcesell": "market",
        "forcebuy": "market",
        "stoploss": "market",
        "stoploss_on_exchange": false,
        "stoploss_on_exchange_interval": 60
    },
    "order_time_in_force": {
        "buy": "gtc",
        "sell": "gtc"
    },
    "exchange": {
        "sandbox": false,
        "ccxt_config": {
            "enableRateLimit": true
        },
        "ccxt_async_config": {
            "enableRateLimit": true,
            "rateLimit": 500,
            "aiohttp_trust_env": false
        },
        "pair_blacklist": [
            ".*USD.*/.*",
            ".*BULL.*/.*",
            ".*BEAR.*/.*",
            ".*UP.*/.*",
            ".*DOWN.*/.*",
            ".*HEDGE.*/.*",
            ".*PREMIUM.*/.*",
            ".*PERP.*/.*",
            ".*/BNB",
            "BNB/.*",
            "EPS/.*",
            "EUR/.*",
            "GBP/.*"
        ],
        "outdated_offset": 5,
        "markets_refresh_interval": 60,
        "pair_whitelist": false
    },
    "pairlists": [
        {
            "method": "StaticPairList"
        }
    ],
    "_pairlists": [
        {
            "method": "VolumePairList",
            "number_assets": 60,
            "sort_key": "quoteVolume",
            "refresh_period": 1800
        },
        {
            "method": "AgeFilter",
            "min_days_listed": 7
        },
        {
            "method": "SpreadFilter",
            "max_spread_ratio": 0.005
        },
        {
            "method": "PriceFilter",
            "low_price_ratio": 0.001
        },
        {
            "method": "RangeStabilityFilter",
            "lookback_days": 3,
            "min_rate_of_change": 0.1,
            "refresh_period": 1440
        },
        {
            "method": "VolatilityFilter",
            "lookback_days": 4,
            "min_volatility": 0.02,
            "max_volatility": 0.75,
            "refresh_period": 86400
        },
        {
            "method": "VolumePairList",
            "number_assets": 10,
            "sort_key": "quoteVolume"
        }
    ],
    "initial_state": "running",
    "forcebuy_enable": false,
    "internals": {
        "process_throttle_secs": 5,
        "heartbeat_interval": 60
    },
    "disable_dataframe_checks": false,
    "strategy_path": "user_data/strategies/",
    "dataformat_ohlcv": "json",
    "dataformat_trades": "jsongz"
}

running command:

sudo  python3 -m pipenv run python3 ./mgm-hurry download_static_pairlist

Terminal Error :

CRITICAL - Unfortunately we could generate the static pairlist.
INFO - 馃 Saving fresh static pairlist into mgm_pair_lists/Kraken-USDT-Top-Volume-StaticPairList.json
INFO - 馃嵑 Saving pairlist as whitelist to "mgm-config.json"...

with above this message error :

ERROR - Could not load tickers due to ExchangeError. Message: kraken GET https://api.kraken.com/0/public/Ticker?pair=1INCHE ....

Do you have any Id why I cannot load ticker ?

Thanks in advance

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