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