Quantitative Analysis

This repository scripts for quantitative analysis and strategy creation using Freqtrade, a powerful cryptocurrency trading bot.

Table of Contents

1. Setup
2. Project Structure
3. Configuration
4. Usage
5. Customization
6. Integration with start.sh
7. Advanced Usage

Setup

To set up the project environment, you have two options:

1. Using pip and requirements.txt

pip install -r requirements.txt

This will install all the necessary Python packages listed in the requirements.txt file.

2. Using Docker

If you prefer to use Docker, we provide a Dockerfile and docker-compose.yml for easy setup:

docker-compose up -d

This will build the Docker image and start the container with all required dependencies.

Choose the method that best suits your workflow and system configuration.

Project Structure

The project is organized as follows:

• ./configuration/: Contains Python files for different aspects of Freqtrade configuration
• main.py: Generates the final configuration
• start.sh: Script to automate Freqtrade operations

Configuration

The ./configuration directory contains several Python files that define different aspects of the Freqtrade configuration:

• exchanges.py: Defines exchange-specific configurations
• execution.py: Sets up execution parameters like entry/exit pricing and restrictions
• pairlists.py: Defines the pair list configuration
• server.py: Configures Telegram and API server settings

The main.py file is responsible for generating the final configuration by combining all these components using the generate_config function.

Usage

To generate a configuration for a specific exchange:

1. Ensure your .env file is set up with the necessary environment variables (API keys, secrets, etc.).
2. Run the main.py script from the command line, specifying the exchange:

This will generate a config.json file in the directory specified by CONFIG_DIR.

Customization

To customize the configuration:

1. Modify the relevant files in the ./configuration directory:
   • Adjust trading pairs in execution.py
   • Change exchange settings in exchanges.py
   • Modify pair list methods in pairlists.py
   • Update Telegram or API server settings in server.py
2. If you need to add new configuration options, you can extend the generate_config function in main.py.

Integration with start.sh

The start.sh script uses this configuration generation process:

This project includes a start.sh script to simplify the process of running Freqtrade, a powerful cryptocurrency trading bot. Here's how to use it:

1. Ensure you have Freqtrade installed. If not, follow the installation instructions in the Freqtrade documentation.

2. Make the script executable (if it's not already):

   chmod +x start.sh
   

3. Run the script:

   ./start.sh
   

The start.sh script automates several Freqtrade operations:

• It checks for and creates necessary directories.
• It downloads and updates the latest price data for specified pairs.
• It runs Freqtrade in dry-run mode with the default configuration.

You can customize the script behavior by editing start.sh. Some common modifications include:

• Changing the trading pairs
• Adjusting the timeframe for data download
• Modifying Freqtrade parameters

Remember to review and adjust the configuration files in the user_data directory to match your trading strategy and preferences.

For more advanced usage and configuration options, refer to the Freqtrade documentation.