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iterativv / NostalgiaForInfinity

Trading strategy for the Freqtrade crypto bot
GNU General Public License v3.0
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ERROR when Backtesting #253

Closed Matsmann closed 10 months ago

Matsmann commented 1 year ago

2022-10-09 19:24:03,381 - freqtrade.optimize.backtesting - INFO - Loading data from 2021-07-30 08:00:00 up to 2022-10-09 19:00:00 (436 days). 2022-10-09 19:24:03,381 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators 2022-10-09 19:24:03,385 - freqtrade.optimize.backtesting - WARNING - Backtest result caching disabled due to use of open-ended timerange. 2022-10-09 19:24:03,385 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy NFIX 2022-10-09 19:24:03,385 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values. 2022-10-09 19:24:14,920 - freqtrade.data.history.idatahandler - WARNING - AAVE/USDT, spot, 1d, data starts at 2020-10-15 00:00:00 2022-10-09 19:24:35,197 - freqtrade.data.history.idatahandler - WARNING - AVA/USDT, spot, 1d, data starts at 2020-11-24 00:00:00 2022-10-09 19:24:40,128 - freqtrade.data.history.idatahandler - WARNING - AVAX/USDT, spot, 1d, data starts at 2020-09-22 00:00:00 2022-10-09 19:24:45,009 - freqtrade.data.history.idatahandler - WARNING - AXS/USDT, spot, 1d, data starts at 2020-11-04 00:00:00 2022-10-09 19:24:49,894 - freqtrade.data.history.idatahandler - WARNING - CAKE/USDT, spot, 1d, data starts at 2021-02-19 00:00:00 2022-10-09 19:24:54,786 - freqtrade.data.history.idatahandler - WARNING - CELO/USDT, spot, 1d, data starts at 2021-01-05 00:00:00 2022-10-09 19:24:59,877 - freqtrade.data.history.idatahandler - WARNING - CHR/USDT, spot, 1d, data starts at 2020-05-07 00:00:00 2022-10-09 19:25:04,948 - freqtrade.data.history.idatahandler - WARNING - CKB/USDT, spot, 1d, data starts at 2021-01-26 00:00:00 2022-10-09 19:25:09,943 - freqtrade.data.history.idatahandler - WARNING - COMP/USDT, spot, 1d, data starts at 2020-06-25 00:00:00 2022-10-09 19:25:20,138 - freqtrade.data.history.idatahandler - WARNING - CRV/USDT, spot, 1d, data starts at 2020-08-15 00:00:00 2022-10-09 19:25:25,185 - freqtrade.data.history.idatahandler - WARNING - DGB/USDT, spot, 1d, data starts at 2020-07-20 00:00:00 2022-10-09 19:25:30,281 - freqtrade.data.history.idatahandler - WARNING - DOT/USDT, spot, 1d, data starts at 2020-08-18 00:00:00 2022-10-09 19:25:35,552 - freqtrade.data.history.idatahandler - WARNING - DYDX/USDT, spot, 1d, data starts at 2021-09-09 00:00:00 2022-10-09 19:25:35,637 - freqtrade.data.history.idatahandler - WARNING - DYDX/USDT, spot, 1h, data starts at 2021-09-09 02:00:00 2022-10-09 19:25:35,984 - freqtrade.data.history.idatahandler - WARNING - DYDX/USDT, spot, 15m, data starts at 2021-09-09 02:00:00 2022-10-09 19:25:50,494 - freqtrade.data.history.idatahandler - WARNING - FIL/USDT, spot, 1d, data starts at 2020-10-15 00:00:00 2022-10-09 19:26:00,685 - freqtrade.data.history.idatahandler - WARNING - GRT/USDT, spot, 1d, data starts at 2020-12-17 00:00:00 2022-10-09 19:26:05,671 - freqtrade.data.history.idatahandler - WARNING - ICP/USDT, spot, 1d, data starts at 2021-05-11 00:00:00 2022-10-09 19:26:32,281 - freqtrade.data.history.idatahandler - WARNING - MANA/USDT, spot, 1d, data starts at 2020-08-06 00:00:00 2022-10-09 19:26:37,415 - freqtrade.data.history.idatahandler - WARNING - MASK/USDT, spot, 1d, data starts at 2021-05-25 00:00:00 2022-10-09 19:26:47,644 - freqtrade.data.history.idatahandler - WARNING - MOVR/USDT, spot, 1d, data starts at 2021-11-08 00:00:00 2022-10-09 19:26:47,747 - freqtrade.data.history.idatahandler - WARNING - MOVR/USDT, spot, 1h, data starts at 2021-11-08 06:00:00 2022-10-09 19:26:47,991 - freqtrade.data.history.idatahandler - WARNING - MOVR/USDT, spot, 15m, data starts at 2021-11-08 06:00:00 2022-10-09 19:26:51,405 - freqtrade.data.history.idatahandler - WARNING - NEAR/USDT, spot, 1d, data starts at 2020-10-14 00:00:00 2022-10-09 19:27:01,833 - freqtrade.data.history.idatahandler - WARNING - ORN/USDT, spot, 1d, data starts at 2020-09-30 00:00:00 2022-10-09 19:27:06,908 - freqtrade.data.history.idatahandler - WARNING - PHA/USDT, spot, 1d, data starts at 2021-06-25 00:00:00 2022-10-09 19:27:12,133 - freqtrade.data.history.idatahandler - WARNING - PYR/USDT, spot, 1d, data starts at 2021-11-26 00:00:00 2022-10-09 19:27:12,206 - freqtrade.data.history.idatahandler - WARNING - PYR/USDT, spot, 1h, data starts at 2021-11-26 08:00:00 2022-10-09 19:27:12,433 - freqtrade.data.history.idatahandler - WARNING - PYR/USDT, spot, 15m, data starts at 2021-11-26 08:00:00 2022-10-09 19:27:15,773 - freqtrade.data.history.idatahandler - WARNING - QI/USDT, spot, 1d, data starts at 2021-11-15 00:00:00 2022-10-09 19:27:15,842 - freqtrade.data.history.idatahandler - WARNING - QI/USDT, spot, 1h, data starts at 2021-11-15 08:00:00 2022-10-09 19:27:16,077 - freqtrade.data.history.idatahandler - WARNING - QI/USDT, spot, 15m, data starts at 2021-11-15 08:00:00 2022-10-09 19:27:19,725 - freqtrade.data.history.idatahandler - WARNING - QNT/USDT, spot, 1d, data starts at 2021-07-29 00:00:00 2022-10-09 19:27:19,812 - freqtrade.data.history.idatahandler - WARNING - QNT/USDT, spot, 1h, data starts at 2021-07-29 06:00:00 2022-10-09 19:27:20,203 - freqtrade.data.history.idatahandler - WARNING - QNT/USDT, spot, 15m, data starts at 2021-07-29 06:00:00 ERROR: 137

Hi

keeps getting ERROR messages and killing when doing backtesting. Any adwise on what to do ?

contix93 commented 1 year ago

Running out of memory, you should try to backtest a shorter period

Matsmann commented 1 year ago

Thanks that helped after shortning down to 3months. Has anyone experienced the same problems when livetrading ?

iterativv commented 1 year ago

Thanks that helped after shortning down to 3months. Has anyone experienced the same problems when livetrading ?

In live doesn't matter, RAM is never the issue. 500MB normally is enough.

SeanTolstoyevski commented 1 year ago

hi @iterativv , :)

I have a similar but not identical issue to this. I'm using Windows 11 and running it with Docker.

First I download the data:

docker-compose run --rm freqtrade download-data -c "user_data/config.json" --timerange 20230101-

non problem. continue.

then I want to run backtesting:

docker-compose run --rm freqtrade backtesting --stake-amount 100 --strategy NostalgiaForInfinityX2

Bingo! an error:

...>docker-compose run --rm freqtrade backtesting --stake-amount 100 --strategy NostalgiaForInfinityX2
2023-02-12 23:25:50,406 - freqtrade - INFO - freqtrade 2022.9.1
2023-02-12 23:25:50,417 - freqtrade.configuration.load_config - INFO - Using config: user_data/config.json ...
2023-02-12 23:25:50,422 - freqtrade.loggers - INFO - Verbosity set to 0
2023-02-12 23:25:50,422 - freqtrade.configuration.configuration - WARNING - `force_entry_enable` RPC message enabled.
2023-02-12 23:25:50,422 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 6 ...
2023-02-12 23:25:50,422 - freqtrade.configuration.configuration - INFO - Parameter --stake-amount detected, overriding stake_amount to: 100.0 ...
2023-02-12 23:25:50,609 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
2023-02-12 23:25:50,614 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/binance ...
2023-02-12 23:25:50,614 - freqtrade.configuration.configuration - INFO - Parameter --cache=day detected ...
2023-02-12 23:25:50,614 - freqtrade.configuration.check_exchange - INFO - Checking exchange...
2023-02-12 23:25:50,626 - freqtrade.configuration.check_exchange - INFO - Exchange "binance" is officially supported by the Freqtrade development team.
2023-02-12 23:25:50,627 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
2023-02-12 23:25:50,627 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
2023-02-12 23:25:50,631 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
2023-02-12 23:25:50,632 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
2023-02-12 23:25:50,632 - freqtrade.exchange.exchange - INFO - Using CCXT 1.93.98
2023-02-12 23:25:50,648 - freqtrade.exchange.exchange - INFO - Using Exchange "Binance"
2023-02-12 23:25:52,919 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Binance'...
2023-02-12 23:25:53,062 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy NostalgiaForInfinityX2 from '/freqtrade/user_data/strategies/NostalgiaForInfinityX2.py'...
2023-02-12 23:25:53,065 - freqtrade.strategy.hyper - INFO - Found no parameter file.
2023-02-12 23:25:53,066 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'order_types' with value in config file: {'entry': 'limit', 'exit': 'limit', 'emergency_exit': 'limit', 'force_entry': 'limit', 'force_exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False, 'stoploss_on_exchange_interval': 60}.
2023-02-12 23:25:53,066 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
2023-02-12 23:25:53,066 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 100.0.
2023-02-12 23:25:53,066 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 2, 'exit': 2, 'exit_timeout_count': 0, 'unit': 'minutes'}.
2023-02-12 23:25:53,066 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 100.0}
2023-02-12 23:25:53,066 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 5m
2023-02-12 23:25:53,066 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.99
2023-02-12 23:25:53,066 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: False
2023-02-12 23:25:53,066 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
2023-02-12 23:25:53,066 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.03
2023-02-12 23:25:53,067 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: True
2023-02-12 23:25:53,067 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
2023-02-12 23:25:53,067 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
2023-02-12 23:25:53,067 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'emergency_exit': 'limit', 'force_entry': 'limit', 'force_exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False, 'stoploss_on_exchange_interval': 60}
2023-02-12 23:25:53,067 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
2023-02-12 23:25:53,067 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
2023-02-12 23:25:53,067 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 100.0
2023-02-12 23:25:53,067 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using protections: []
2023-02-12 23:25:53,067 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 480
2023-02-12 23:25:53,067 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 2, 'exit': 2, 'exit_timeout_count': 0, 'unit': 'minutes'}
2023-02-12 23:25:53,067 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
2023-02-12 23:25:53,067 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
2023-02-12 23:25:53,067 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: True
2023-02-12 23:25:53,067 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
2023-02-12 23:25:53,067 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
2023-02-12 23:25:53,067 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
2023-02-12 23:25:53,067 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: True
2023-02-12 23:25:53,067 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
2023-02-12 23:25:53,067 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
2023-02-12 23:25:53,071 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
2023-02-12 23:25:53,100 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 480 ...
2023-02-12 23:25:53,376 - freqtrade.optimize.backtesting - INFO - Loading data from 2023-01-01 00:00:00 up to 2023-02-12 23:10:00 (42 days).
2023-02-12 23:25:53,376 - freqtrade.configuration.timerange - WARNING - Moving start-date by 480 candles to account for startup time.
2023-02-12 23:25:53,376 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
2023-02-12 23:25:53,387 - freqtrade.optimize.backtesting - WARNING - Backtest result caching disabled due to use of open-ended timerange.
2023-02-12 23:25:53,387 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy NostalgiaForInfinityX2
2023-02-12 23:25:53,388 - freqtrade.strategy.hyper - INFO - No params for sell found, using default values.
2023-02-12 23:25:53,388 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
2023-02-12 23:25:53,441 - freqtrade.data.history.idatahandler - WARNING - No history for BTC/USDT, spot, 15m found. Use `freqtrade download-data` to download the data
2023-02-12 23:25:53,442 - freqtrade.data.dataprovider - WARNING - No data found for (BTC/USDT, 15m, ).
2023-02-12 23:25:53,443 - freqtrade - ERROR - Fatal exception!
Traceback (most recent call last):
  File "/freqtrade/freqtrade/main.py", line 39, in main
    return_code = args['func'](args)
  File "/freqtrade/freqtrade/commands/optimize_commands.py", line 58, in start_backtesting
    backtesting.start()
  File "/freqtrade/freqtrade/optimize/backtesting.py", line 1332, in start
    min_date, max_date = self.backtest_one_strategy(strat, data, timerange)
  File "/freqtrade/freqtrade/optimize/backtesting.py", line 1230, in backtest_one_strategy
    preprocessed = self.strategy.advise_all_indicators(data)
  File "/freqtrade/freqtrade/strategy/interface.py", line 1205, in advise_all_indicators
    return {pair: self.advise_indicators(pair_data.copy(), {'pair': pair}).copy()
  File "/freqtrade/freqtrade/strategy/interface.py", line 1205, in <dictcomp>
    return {pair: self.advise_indicators(pair_data.copy(), {'pair': pair}).copy()
  File "/freqtrade/freqtrade/strategy/interface.py", line 1223, in advise_indicators
    return self.populate_indicators(dataframe, metadata)
  File "/freqtrade/user_data/strategies/NostalgiaForInfinityX2.py", line 4704, in populate_indicators
    btc_informative = self.btc_info_switcher(btc_info_pair, btc_info_timeframe, metadata)
  File "/freqtrade/user_data/strategies/NostalgiaForInfinityX2.py", line 4686, in btc_info_switcher
    return self.btc_info_15m_indicators(btc_info_pair, btc_info_timeframe, metadata)
  File "/freqtrade/user_data/strategies/NostalgiaForInfinityX2.py", line 4636, in btc_info_15m_indicators
    btc_info_15m['rsi_14'] = ta.RSI(btc_info_15m, timeperiod=14)
  File "talib/_abstract.pxi", line 445, in talib._ta_lib.Function.__call__
  File "talib/_abstract.pxi", line 492, in talib._ta_lib.Function.__call_function
  File "/home/ftuser/.local/lib/python3.10/site-packages/talib/__init__.py", line 64, in wrapper
    result = func(*_args, **_kwds)
  File "talib/_func.pxi", line 4377, in talib._ta_lib.RSI
  File "talib/_func.pxi", line 68, in talib._ta_lib.check_begidx1
Exception: inputs are all NaN

my config.json file:

{
    "max_open_trades": 6,
    "stake_currency": "USDT",
    "stake_amount": "unlimited",
    "tradable_balance_ratio": 0.90,
    "fiat_display_currency": "USD",
    "dry_run": true,
    "dry_run_wallet": 200,
    "force_entry_enable": true,
    //    "trading_mode": "futures",
    "unfilledtimeout": {
        "entry": 2,
        "exit": 2,
        "exit_timeout_count": 0,
        "unit": "minutes"
    },
    "order_types": {
        "entry": "limit",
        "exit": "limit",
        "emergency_exit": "limit",
        "force_entry": "limit",
        "force_exit": "limit",
        "stoploss": "limit",
        "stoploss_on_exchange": false,
        "stoploss_on_exchange_interval": 60
    },
    "entry_pricing": {
        "price_side": "other",
        "use_order_book": false,
        "order_book_top": 1,
        "price_last_balance": 0.0,
        "check_depth_of_market": {
            "enabled": false,
            "bids_to_ask_delta": 1
        },
    },
    "exit_pricing": {
        "price_side": "other",
        "use_order_book": false,
        "order_book_top": 1,
        "price_last_balance": 0.0,
    },
    "exchange": {
        "name": "binance",
        "key": "",
        "secret": "",
        "ccxt_config": {},
        "ccxt_async_config": {},
        "pair_whitelist": [
            "BTC/USDT",
            "XRP/USDT",
            "MATIC/USDT",
            "NEAR/USDT",
            "DOT/USDT"
        ],
        "pair_blacklist": [
            "(BNB)/.*",
            ".*(_PREMIUM|BEAR|BULL|HALF|HEDGE|UP|DOWN|[1235][SL])/.*",
            "(AUD|BRZ|CAD|CHF|EUR|GBP|HKD|IDRT|JPY|NGN|RUB|SGD|TRY|UAH|USD|ZAR)/.*",
            "(BUSD|CUSD|CUSDT|DAI|PAXG|SUSD|TUSD|USDC|USDN|USDP|USDT|VAI|UST|USTC|AUSD)/.*",
            "(ACM|AFA|ALA|ALL|ALPINE|APL|ASR|ATM|BAR|CAI|CHZ|CITY|FOR|GAL|GOZ|IBFK|JUV|LEG|LOCK-1|NAVI|NMR|NOV|PFL|PSG|ROUSH|STV|TH|TRA|UCH|UFC|YBO)/.*",
            "(1EARTH|ILA|BOBA|CTXC|CWAR|HBAR|NMR|OMG|ONG|ARDR|DMTR|MLS|TORN|ANC|LUNA|BTS|QKC|COS|ACA|FTT|SRM|YFII|SNM|BNX|WAVES|MIR)/.*"
        ]
    },
    "pairlists": [
        {
            "method": "StaticPairList",
        }
    ],
    "edge": {
        "enabled": false,
        "process_throttle_secs": 3600,
        "calculate_since_number_of_days": 7,
        "allowed_risk": 0.06,
        "stoploss_range_min": -0.01,
        "stoploss_range_max": -2.5,
        "stoploss_range_step": -0.01,
        "minimum_winrate": 0.60,
        "minimum_expectancy": 0.20,
        "min_trade_number": 10,
        "max_trade_duration_minute": 1,
        "remove_pumps": false
    },
    "api_server": {
        "enabled": true,
        "listen_ip_address": "0.0.0.0",
        "listen_port": 8080,
        "verbosity": "error",
        "enable_openapi": false,
        "jwt_secret_key": "6f6bd12573421fb4a8221a5428edaf9cc01ad91409d4ad8e65ba20b944799a5c",
        "ws_token": "Da-_0zzjyi7sAdaoBEcnb07MDkH1FH3ThQ",
        "CORS_origins": [],
        "username": "freqtrader",
        "password": "123"
    },
    "bot_name": "freqtrade",
    "initial_state": "running",
    "force_entry_enable": true,
    "internals": {
        "process_throttle_secs": 5
    }
}
sebastianmacias commented 1 year ago

I had the same issue and fixed it by redownloading the data #276.

nottjake commented 1 year ago

Yes redownloading the data making sure it keeps the exact same candle duration and timeframe, you may have conflicting downloaded data with your timeframe for backtesting.

iterativv commented 10 months ago

This is too old already. If there are still issue, please, don't hesitate to open a new issue.