Commit Graph

858 Commits

Author SHA1 Message Date
Joe Schr
08a27abbdc orderflow: clean up populate_dataframe_with_trades code 2024-06-21 16:10:27 +02:00
Joe Schr
2d6408a363 feat: adds max_candles to orderflow config 2024-06-19 19:23:26 +02:00
Matthias
84e8a19bd3 Remove duplicate log message 2024-06-06 18:05:58 +02:00
Matthias
50bf770351 Merge branch 'develop' into feature/fetch-public-trades 2024-06-04 19:49:27 +02:00
Matthias
d5361d84fa use np.where instead of apply 2024-06-02 17:09:23 +02:00
Joe Schr
bfb29d3c14 orderflow: fix ask/bid & buy/sell mixup 2024-05-31 21:25:36 +02:00
Joe Schr
41def8b28b orderflow: removes unnecessary code 2024-05-29 20:09:34 +02:00
Joe Schr
82e8901db4 orderflow: remove unused function orderflow_to_volume_profile 2024-05-29 19:49:33 +02:00
Joe Schr
07034ed7a6 orderflow: add comment with insight about imbalances 2024-05-29 19:49:33 +02:00
Joe Schr
24707ab7b9 orderflow: raise DependencyException instead of raising generic exception 2024-05-29 19:49:33 +02:00
Matthias
c6a5134815 Improve wording of log message 2024-05-18 20:20:58 +02:00
Matthias
aa0f90bb68 Don't convert trades to OHLCV unless explicitly specified 2024-05-18 20:14:52 +02:00
Matthias
0673f3ec6c Remove unused function 2024-05-18 16:46:17 +02:00
Joe Schr
8afcaeeed9 trades(): add lookahead warning to docstring 2024-05-17 15:58:29 +02:00
Joe Schr
ab7f8b3a0f imbalance_ratio: use ratio instead of percentage 2024-05-17 15:49:53 +02:00
Joe Schr
a56faf503b ruff format: orderflow / public trades 2024-05-15 17:09:32 +02:00
Joe Schr
b9035da981 Merge remote-tracking branch 'upstream/develop' into feature/fetch-public-trades 2024-05-15 14:43:00 +02:00
Matthias
702ac14f27 Fix using wrong type 2024-05-15 07:04:36 +02:00
Matthias
a6b07ec96f Remove compatibility layer for calculate_max_drawdown 2024-05-15 06:54:17 +02:00
Matthias
bcb59265b5 Use default parameters for DrawdownResult 2024-05-14 19:50:35 +02:00
Matthias
94786454b7 Use calc_drawdown method throughout the bot 2024-05-14 19:37:41 +02:00
Matthias
c8eb22dcbd Add typed max_drawdown function 2024-05-14 19:28:33 +02:00
Joe Schr
dd432ffbde cleanup ruff and isort errors 2024-05-14 17:28:07 +02:00
Matthias
9291698561 A few more formatting updates 2024-05-13 19:49:15 +02:00
Matthias
a9732c6195 Fix odd formatting by ruff format 2024-05-13 07:10:25 +02:00
Matthias
fea1653e31 ruff format: freqtrade.data 2024-05-13 07:10:25 +02:00
Matthias
a8eabd0b2e Update remaining files with new import sorting 2024-05-13 07:10:24 +02:00
Joe Schr
10cbc76482 use timeframe_to_next_date and date to calculate candle_start/candle_end 2024-05-08 15:12:52 +02:00
Matthias
365b9c9cfe kwargs for re.sub count 2024-04-24 07:02:26 +02:00
Christian Clauss
99b4767bf4 Fix typos discovered by codespell 2024-04-18 22:51:25 +02:00
Matthias
3338fdece3 Relative profit should be relative cumulative profit 2024-04-16 20:34:07 +02:00
Matthias
c8a5904959 Store and load backtest-market-change data 2024-04-16 19:27:41 +02:00
Matthias
7f386874ad Trim dataframes accordingly ... 2024-04-16 18:17:20 +02:00
Matthias
3f8078618e add Combine dataframes with pct_change 2024-04-16 07:19:26 +02:00
Matthias
f32154f380 Exchange assert is only relevant for live mode. 2024-04-05 07:09:54 +02:00
Matthias
63ac183e91 Merge branch 'develop' into feature/fetch-public-trades 2024-04-05 06:35:35 +02:00
Matthias
4a097bd644 More usages for ConfigurationError 2024-03-19 07:13:17 +01:00
Matthias
b5307f8281 Fix bug caused by any typing 2024-03-16 17:19:01 +01:00
Matthias
9020c3290c Fix imports after dev merge 2024-03-16 16:45:48 +01:00
Matthias
88e25df78c Merge branch 'develop' into feature/fetch-public-trades 2024-03-16 16:34:57 +01:00
Matthias
0f3d538f6c Avoid duplicate pandas imports 2024-03-16 16:26:17 +01:00
Matthias
bce5dc4a49 Simplify formatting 2024-03-16 16:23:20 +01:00
Matthias
dbcb07275a Refactor datahandlers into their own package 2024-03-15 06:49:42 +01:00
Matthias
4aff24f6df Fix imports that import directly from file
instead from the exporting package
2024-03-15 06:40:42 +01:00
Joe Schr
6827e17d17 raise error if populate_dataframe_with_trades fails 2024-03-11 11:34:59 +01:00
Joe Schr
174c830b2a formatting changes 2024-03-11 11:34:45 +01:00
Joe Schr
1f6046df97 work through open TODOs 2024-03-11 11:34:03 +01:00
Joe Schr
6c1d70df89 Merge remote-tracking branch 'upstream/develop' into feature/fetch-public-trades 2024-03-05 17:29:24 +01:00
Matthias
ed8469f23a use trading_mode to determine trades file location 2024-03-03 13:12:42 +01:00
Matthias
fcb16098d8 Reduce Error level when converting trades 2024-03-02 15:40:43 +01:00