12902 Commits

Author	SHA1	Message	Date
Joe Schr	54df6f5b9c	orderflow: adds cache_size to config	2024-06-24 17:40:24 +02:00
Joe Schr	390373cb9b	orderflow: ruff format	2024-06-24 17:15:39 +02:00
Joe Schr	ecd2118941	fix: copying orderflow dataframe from cache doesn't work	2024-06-24 17:14:22 +02:00
Matthias	282198a81c	update enum value to Biased	2024-06-21 17:43:27 +02:00
Matthias	b7f180ab3f	fix: Improve safety of custom_stop return validation ... If the return is inf or NaN freqtrade should not fail closes #10349	2024-06-21 16:43:07 +02:00
Joe Schr	08a27abbdc	orderflow: clean up populate_dataframe_with_trades code	2024-06-21 16:10:27 +02:00
Joe Schr	d23c33a47f	feat: add caching to populate_dataframe_with_trades	2024-06-21 15:28:11 +02:00
Matthias	dd42a79234	Remove most explicit "supports backtesting" checks	2024-06-21 14:57:57 +02:00
Matthias	ea58be2705	Classify individual pairlists for backtestability	2024-06-21 14:57:57 +02:00
Matthias	c1e938ccda	Add "BacktestnigSupport" method to pairlists	2024-06-21 14:57:57 +02:00
Matthias	02c38f7396	Prevent data-downloads for exchanges that don't support this.	2024-06-20 18:29:17 +02:00
Matthias	776a8e43cd	Add trades_has_history attribute	2024-06-20 18:24:43 +02:00
xmatthias	d5bad0ed45	chore: update pre-commit hooks	2024-06-20 03:14:42 +00:00
Joe Schr	ffda564f05	Merge remote-tracking branch 'upstream/develop' into feature/fetch-public-trades	2024-06-19 20:38:50 +02:00
Joe Schr	2d6408a363	feat: adds max_candles to orderflow config	2024-06-19 19:23:26 +02:00
Matthias	b43d578bb0	Merge branch 'develop' into ci/ccxt.pro	2024-06-18 20:34:18 +02:00
Matthias	a9ebefdc37	Prevent warning on __del__ during tests	2024-06-16 09:56:03 +02:00
Matthias	2223c16d00	Load hyperparameters when calling plot_config	2024-06-16 09:52:25 +02:00
Matthias	1775d86af2	Merge branch 'develop' into ci/ccxt.pro	2024-06-14 19:46:14 +02:00
Matthias	03d2d5dc5d	Update bt_output types	2024-06-13 06:43:31 +02:00
Matthias	dd469944c9	Extract per-tag subresults from main backtest_result method	2024-06-13 06:43:31 +02:00
Matthias	156eeb90b9	Output mixed tags table	2024-06-13 06:43:31 +02:00
Matthias	68b8b29089	Calculated mixed tags results	2024-06-13 06:43:31 +02:00
xmatthias	7106ff6923	chore: update pre-commit hooks	2024-06-13 03:02:25 +00:00
Matthias	1b2cfc9857	Simplify generate_tag_metrics logic	2024-06-11 19:53:22 +02:00
Matthias	2ec4449558	Use better column header for backtest output	2024-06-11 19:08:24 +02:00
Matthias	09b1b1ab94	Use "trades" wording in backtest tables	2024-06-11 07:03:47 +02:00
Matthias	90efd04617	Improve typing in backtesting	2024-06-11 06:47:23 +02:00
Matthias	f314607bb6	Update pairlists to use *args **kwargs init	2024-06-09 08:55:03 +02:00
Matthias	29e23dfdb9	Use self._ for pairlist inits	2024-06-09 08:55:03 +02:00
Matthias	2cb89996d2	Remove unused imports	2024-06-09 08:44:26 +02:00
Matthias	3b86e3e66e	Fix deprecated "abstractproperty"	2024-06-09 08:44:04 +02:00
Matthias	598e461892	Remove unused __init__ method	2024-06-09 08:42:51 +02:00
Matthias	de5a5d0967	Don't use assert in non-test code.	2024-06-08 09:32:54 +02:00
Matthias	cef9c45f68	don't use plain eval	2024-06-08 09:31:50 +02:00
Matthias	2f83ff73e2	Further bandid noqa's	2024-06-08 09:27:40 +02:00
Matthias	50e4d273f4	noqa empty passes on version detection	2024-06-08 09:23:02 +02:00
Matthias	6b932133ea	Log during cleanup	2024-06-08 09:20:23 +02:00
Matthias	bd8b8e8b8b	Add a few bandid noqa's on acceptable use	2024-06-08 09:19:54 +02:00
Matthias	0eeaee21fb	Avoid "restart" failure - reset ccxt cache	2024-06-07 19:03:28 +02:00
Matthias	84e8a19bd3	Remove duplicate log message	2024-06-06 18:05:58 +02:00
Matthias	31219299d2	Don't fail trades loop if one pair fails	2024-06-06 18:05:45 +02:00
xmatthias	779905a8f2	chore: update pre-commit hooks	2024-06-06 03:02:43 +00:00
Matthias	9da0437e3d	Improve exchange_ws shutdown	2024-06-04 19:52:19 +02:00
Matthias	50bf770351	Merge branch 'develop' into feature/fetch-public-trades	2024-06-04 19:49:27 +02:00
Matthias	0f9335d242	Merge branch 'develop' into ci/ccxt.pro	2024-06-04 19:45:22 +02:00
Matthias	133dc1d343	api_async is mandatory ...	2024-06-04 19:42:04 +02:00
Joe Schr	f075d728c5	constants: make "orderflow" fields required	2024-06-04 19:23:23 +02:00
Matthias	a2251d045c	Only load markets once ... Increases startup speed by 6s on binance (from 9 to 3s).	2024-06-04 19:01:00 +02:00
Matthias	5a08d1acf9	combine _load_markets and reload_markets	2024-06-04 07:21:42 +02:00
Matthias	d5361d84fa	use np.where instead of apply	2024-06-02 17:09:23 +02:00
Matthias	6913aed027	Merge branch 'develop' into ci/ccxt.pro	2024-06-01 08:48:50 +02:00
Matthias	0e44cd91d8	StrEnum was only introduced in 3.11 . . .	2024-06-01 08:43:04 +02:00
Joe Schr	bfb29d3c14	orderflow: fix ask/bid & buy/sell mixup	2024-05-31 21:25:36 +02:00
Matthias	5a0e0263d8	use StrEnum for RunMode	2024-05-31 20:36:18 +02:00
Matthias	122896f9ab	Improved "task done" message	2024-05-31 07:12:02 +02:00
Matthias	8b90643f3a	Don't show "exchange closed by user" exceptions	2024-05-31 07:03:40 +02:00
Matthias	12852438a5	Call connection at intervals	2024-05-31 06:52:11 +02:00
Matthias	33e61b1308	Extract connection reset from exchange_ws	2024-05-31 06:48:38 +02:00
Matthias	7e736a34dd	Reduce ccxt.pro verbosity	2024-05-31 06:40:14 +02:00
Matthias	f33c4db572	Apply ruff formatting to ws branch	2024-05-31 06:40:14 +02:00
Matthias	cabd36253e	Reduce level of "reuse watch result" . . .	2024-05-31 06:40:14 +02:00
Matthias	212ac2073e	Don't multiply klines_last_refresh ... with 1000 - it's already in ms	2024-05-31 06:40:14 +02:00
Matthias	627154cb66	improve ws "removing" condition	2024-05-31 06:40:14 +02:00
Matthias	7ec8b28be3	Re-adjust ts handling to not use time.time()	2024-05-31 06:40:14 +02:00
Matthias	765fa06daa	Deepcopy ccxt ws result	2024-05-31 06:40:14 +02:00
Matthias	d5d818be8b	Remove unused import	2024-05-31 06:40:14 +02:00
Matthias	ed8b9018c5	Properly handle shutdown (canceled coroutines) ... This will imrove shutdown behavior	2024-05-31 06:40:14 +02:00
Matthias	68c36ce07d	Fix typo	2024-05-31 06:40:14 +02:00
Matthias	b5239f06ae	Improve log formatting	2024-05-31 06:40:14 +02:00
Matthias	7bc4fdca27	remove pairs from _pairs_schedules when their coroutine stops	2024-05-31 06:40:14 +02:00
Matthias	93cdf1bb54	Simplify logging	2024-05-31 06:40:14 +02:00
Matthias	554d4134ff	Add humanized date to debug log	2024-05-31 06:40:14 +02:00
Matthias	45c17f2448	Reduce excessive log again	2024-05-31 06:40:14 +02:00
Matthias	ce33b031f2	Show pair for task finished	2024-05-31 06:40:14 +02:00
Matthias	fc66a12c14	Improve "stopped" messages	2024-05-31 06:40:14 +02:00
Matthias	85725b5472	Improved exception message	2024-05-31 06:40:14 +02:00
Matthias	c482b7e40f	Add log for "removal" tracking	2024-05-31 06:40:14 +02:00
Matthias	80c7d4eb5f	Improve debug logging	2024-05-31 06:40:14 +02:00
Matthias	d3962a7c07	Remove websocket init for non-trade modes	2024-05-31 06:40:14 +02:00
Matthias	2ade5191e6	Ensure shutdown of async exchange, fix test	2024-05-31 06:40:14 +02:00
Matthias	d42e012ec3	ws - Improve cleanup behavior	2024-05-31 06:40:14 +02:00
Matthias	9f2708247a	Enable ws for bybit	2024-05-31 06:40:14 +02:00
Matthias	f324af938a	Improve WS logic to assume a candle is complete if time rolled over	2024-05-31 06:40:14 +02:00
Matthias	b5dc54072e	Ensure exchange objects are not undefined	2024-05-31 06:40:14 +02:00
Matthias	c61d9e0dec	Reduce verbosity	2024-05-31 06:40:14 +02:00
Matthias	c0c775114e	Slightly improved loggign	2024-05-31 06:40:14 +02:00
Matthias	0ec751826b	Opt in binance to websocket support	2024-05-31 06:40:14 +02:00
Matthias	137ddb2ec3	Require opt-in for ws enablement to allow slow rollout	2024-05-31 06:40:14 +02:00
Matthias	f9ce0bb9ab	Improve exchange formatting	2024-05-31 06:40:14 +02:00
Matthias	35e2e58a5c	Improve formatting	2024-05-31 06:40:14 +02:00
Matthias	8375209a8e	Add fixtures for exchange_ws	2024-05-31 06:40:14 +02:00
Matthias	55bd7db022	Don't forget to close WS session	2024-05-31 06:40:14 +02:00
Matthias	c18b6cdb74	Improve stop behavior	2024-05-31 06:40:14 +02:00
Matthias	4832c10973	Only import ccxt.async when necessary	2024-05-31 06:40:14 +02:00
Matthias	67a6c11f6d	No longer import ccxt.async_support	2024-05-31 06:40:14 +02:00
Matthias	55ed505f94	Update exchange_ws get_ohlcv logic	2024-05-31 06:40:14 +02:00
Matthias	f90574abee	use OHLCVResponse in ws	2024-05-31 06:40:14 +02:00
Matthias	0b620817a2	Don't append fake candle	2024-05-31 06:40:14 +02:00
Matthias	fcaee33706	Improve log msg	2024-05-31 06:40:14 +02:00
Matthias	ec6c54367b	Add exchange_ws test case	2024-05-31 06:40:14 +02:00
Matthias	f223319909	Improve typehint for ohlcv endpoint	2024-05-31 06:40:14 +02:00
Matthias	e8b4bcc65d	use default argument	2024-05-31 06:40:14 +02:00
Matthias	dadc96306f	Better define what interface is external	2024-05-31 06:40:14 +02:00
Matthias	8a00bf3188	Use proper typehint	2024-05-31 06:40:14 +02:00
Matthias	aef0324aa7	set markets for ws exchange on reload	2024-05-31 06:40:14 +02:00
Matthias	f4f8b910fe	Improve exchange_ws terminology	2024-05-31 06:40:14 +02:00
Matthias	60cfda5d52	Add very basic exception handling	2024-05-31 06:40:14 +02:00
Matthias	f9524aebe9	Improve temporary log output for exchange_ws	2024-05-31 06:40:14 +02:00
Matthias	eda8a767ca	Improve ws exchange	2024-05-31 06:40:14 +02:00
Matthias	18dabd519a	ccxt.pro - move get_klines to ws_exchange	2024-05-31 06:40:13 +02:00
Matthias	e2b567165c	remove double log	2024-05-31 06:40:13 +02:00
Matthias	972b932e5d	Implement ws cleanup	2024-05-31 06:40:13 +02:00
Matthias	2fd5b4a6e1	Use websocket results	2024-05-31 06:40:13 +02:00
Matthias	1d12985b70	Update exchange_ws with cleanup function	2024-05-31 06:40:13 +02:00
Matthias	bd494ed67a	Cleanup exchange changes	2024-05-31 06:40:13 +02:00
Matthias	3468edddf6	Add enable_ws config setting	2024-05-31 06:40:13 +02:00
Matthias	51890f80c4	Add parameter for ws enablin	2024-05-31 06:40:13 +02:00
Matthias	34ccada909	Tests with seperate thread	2024-05-31 06:40:13 +02:00
Matthias	e985c1890b	Implement basic ccxt.pro to test	2024-05-31 06:40:13 +02:00
Matthias	ad7b78ec93	Update exchange init to use .pro if available	2024-05-31 06:40:13 +02:00
Matthias	c9b1071baa	Use api_async for exchange_has	2024-05-31 06:40:13 +02:00
Matthias	feeccfedaa	Update list-exchanges with watchOHLCV	2024-05-31 06:40:13 +02:00
Matthias	a02ef7dce1	Bump dev version to 2024.6-dev	2024-05-30 06:40:15 +02:00
xmatthias	d983572358	chore: update pre-commit hooks	2024-05-30 03:02:44 +00:00
Joe Schr	41def8b28b	orderflow: removes unnecessary code	2024-05-29 20:09:34 +02:00
Joe Schr	5dcf75f648	exchange: replace OperationalException with logger.error message	2024-05-29 19:52:37 +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
Joe Schr	4629362a60	Fixing merge error	2024-05-29 19:46:27 +02:00
Joe Schr	bf3eeeb0fc	Use .exception instead of .error for trace logging	2024-05-29 19:46:27 +02:00
Joe Schr	32f931ca25	Revert "refresh_latest_trades: remove "-cached" from trades pair files" ... This reverts commit 839827c0d7.	2024-05-29 19:46:27 +02:00
Matthias	72d33070d4	Fix a few codespell typos	2024-05-28 06:37:54 +02:00
Matthias	30ad4ca9a9	Add bingx to list of supported exchanges	2024-05-26 16:37:21 +02:00
Matthias	64c7f6b06a	Improve bingx file formatting	2024-05-26 16:37:21 +02:00
Matthias	71cb2ded79	Add Bingx stoploss documentation	2024-05-26 16:37:21 +02:00
Matthias	7f990e7df6	Enable bingx stoploss	2024-05-26 16:37:21 +02:00
Matthias	46e97e5806	fix htx: Reduce amount of data downloaded on higher timeframes ... closes #10247	2024-05-26 15:49:48 +02:00
Matthias	32ff3ebb99	Improve handling for immediately canceled orders	2024-05-26 09:42:28 +02:00
Matthias	edd92194b0	have handle_onexchange_order delete trades if no order filled.	2024-05-26 08:36:02 +02:00
Matthias	ec0f6cb246	Add Properties for canceled orders to trade_model	2024-05-26 08:35:57 +02:00
Matthias	dc92787f1d	Fix gone-wrong hyperopt fix ... closes #10192	2024-05-25 11:52:41 +02:00
xmatthias	d59422159a	chore: update pre-commit hooks	2024-05-23 03:02:28 +00:00
Matthias	c3fa8a4c45	feat: Allow empty fiat_display_currency ... (instead of completely deleting that key)	2024-05-22 20:30:35 +02:00
Matthias	aecb86d3f9	Merge pull request #10229 from freqtrade/feat/coingecko_apikey ... Support Coingecko api keys	2024-05-20 18:04:53 +02:00
Matthias	531843ebcb	Improve message for fiat_display_currency ... allow leaving empty for new-config	2024-05-20 17:02:00 +02:00
Matthias	468d0f8cf0	use FtCoinGeckoApi for marketCapPairlist, too	2024-05-20 15:22:13 +02:00
Matthias	94e0a808b7	Add test, invert logic	2024-05-20 15:14:15 +02:00
Matthias	9e0ccb1cf4	Rename coingecko wrapper file	2024-05-20 15:11:43 +02:00
Matthias	8d1285bb21	Set session params instead of headers	2024-05-20 14:44:25 +02:00
Matthias	3729daf082	Add type check for coingecko settings	2024-05-20 14:34:18 +02:00
Matthias	1ff162cf17	Use coingecko api keys	2024-05-20 14:32:08 +02:00
Matthias	62166e23f6	Improve singleton pattern	2024-05-20 14:15:20 +02:00
Matthias	cb1600d7b0	Update fiat_convert to use FtCoinGeckoApi	2024-05-20 14:08:44 +02:00
Matthias	c1f780794a	Add CoinGeckoApi Wrapper	2024-05-20 14:02:09 +02:00
Matthias	4d2db33445	Add support for ipv6 ... closes #10222	2024-05-20 10:39:08 +02:00
Matthias	1a86d81200	Initial config for Bingx stop orders	2024-05-20 09:53:52 +02:00
Matthias	1717733b0f	Merge pull request #10221 from freqtrade/hyp/profit-drawdown ... improve MaxDrawDownHyperOptLoss	2024-05-20 09:01:21 +02:00
Matthias	c1d26d0330	Don't calculate the "legacy" version of drawdown anymore.	2024-05-19 17:57:21 +02:00
Matthias	3bf02c8a64	Simplify hyperopt drawdown logic ... Reduces tons of fallback logic	2024-05-19 17:57:05 +02:00
Matthias	480477d17a	Improve profitdrawdownhyperopt balancing	2024-05-19 10:12:50 +02:00
Matthias	2a1ff7f9b3	Try improve profit-drawdown hyperopt	2024-05-19 09:45:32 +02:00
Matthias	c6a5134815	Improve wording of log message	2024-05-18 20:20:58 +02:00
Matthias	c0d43f6d03	Improve line formatting	2024-05-18 20:16:25 +02:00
Matthias	aa0f90bb68	Don't convert trades to OHLCV unless explicitly specified	2024-05-18 20:14:52 +02:00
Matthias	e6d5aa1349	add --convert-trades argument to download-data	2024-05-18 20:14:08 +02:00
Matthias	0673f3ec6c	Remove unused function	2024-05-18 16:46:17 +02:00
Matthias	d0eb55a0be	Small type fixes	2024-05-18 16:45:49 +02:00
Joe Schr	1167917cf6	constants: add ranges for orderflow config properties	2024-05-17 16:14:54 +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
Matthias	1e04140fff	Partially revert bybit leverage-tiers workaround	2024-05-16 19:25:19 +02:00
Matthias	a92178dd60	load_cached_leverage_tiers should allow a remote cache period	2024-05-16 19:11:51 +02:00
Matthias	1e2662b627	Greatly simplify leverage tier loading for binance	2024-05-16 18:20:14 +02:00
Joe Schr	0460ce45ff	ruff format: exchange/trades_load	2024-05-16 14:28:30 +02:00
Joe Schr	f99e8f18bc	refresh_latest_trades: removes TODO	2024-05-16 14:10:08 +02:00
Joe Schr	839827c0d7	refresh_latest_trades: remove "-cached" from trades pair files	2024-05-16 14:08:02 +02:00
Matthias	c06ae41fed	Remove catboost stdout workaround ... https://github.com/catboost/catboost/issues/2195 is fixed, so this SHOULD work	2024-05-16 07:25:49 +02:00
xmatthias	fb73e23e64	chore: update pre-commit hooks	2024-05-16 03:02:21 +00:00
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	0aa3ec2845	Have hyperopt-loss function use calc_max_drawdown	2024-05-14 19:28:48 +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
Stefano Ariestasia	75965cd50f	modify MeasureTime log message to include time limit and 's' suffix	2024-05-14 16:20:20 +09:00
Matthias	9291698561	A few more formatting updates	2024-05-13 19:49:15 +02:00
Matthias	58edb0a54a	Update misspellings that are being detected now	2024-05-13 07:10:25 +02:00
Matthias	18e03f398e	Partially revert odd formatting decisions	2024-05-13 07:10:25 +02:00
Matthias	b97ff77d65	Update a few missed ruff format updates	2024-05-13 07:10:25 +02:00
Matthias	9d6e4ae67d	A few more minor fixes	2024-05-13 07:10:25 +02:00
Matthias	a9732c6195	Fix odd formatting by ruff format	2024-05-13 07:10:25 +02:00
Matthias	876a8f9e3e	ruff format: remaining files	2024-05-13 07:10:25 +02:00
Matthias	fea1653e31	ruff format: freqtrade.data	2024-05-13 07:10:25 +02:00
Matthias	801ab4acc9	ruff format: optimize	2024-05-13 07:10:25 +02:00
Matthias	2c60985e2d	ruff format: optimize analysis	2024-05-13 07:10:25 +02:00