Robert Caulk
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ea8edbd23b
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Merge pull request #9552 from thojou/fix-freqai-populate-features-timerange
Fix duplicated data loading and timerange for populate_features
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2023-12-30 13:42:08 +01:00 |
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Thomas Joußen
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3f44f56f6f
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Remove bool from get_required_startup because its unused.
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2023-12-19 17:30:15 +00:00 |
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Matthias
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c9a018cf0e
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Improve output if a strategy wasn't found in the backtest result
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2023-12-19 06:30:40 +01:00 |
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Matthias
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4f2d7b858f
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Slightly enhance logging for clarity
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2023-12-18 20:06:49 +00:00 |
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Thomas Joußen
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663b1e11f8
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Add timeframe info into 'increase startup_candle_count' log message
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2023-12-18 20:06:49 +00:00 |
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Thomas Joußen
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2d6a49013f
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Fix duplicated data loading and timerange for populate_features
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2023-12-18 20:06:49 +00:00 |
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Joe Schr
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18be79c906
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Merge remote-tracking branch 'upstream/develop' into feature/fetch-public-trades
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2023-12-18 10:34:20 +01:00 |
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Matthias
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5ab61d9da4
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Improve missing data output
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2023-12-12 07:08:26 +01:00 |
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froggleston
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eb186e22d6
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Fix backtesting-analysis when no trades for a pair
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2023-11-15 11:52:25 +00:00 |
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Joe Schr
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1a4eabc0bb
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converter: use new trades_df_remove_duplicates
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2023-10-24 12:22:23 +02:00 |
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Joe Schr
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8adf776218
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fix imports for orderflow
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2023-10-23 13:39:20 +02:00 |
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Joe Schr
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a81a3be8d6
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Fix imports and handling of trade regarding changes from PR#9065
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2023-10-23 10:16:59 +02:00 |
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TheJoeSchr
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9f507e0146
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Update converter.py, revert random formatting changes
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2023-10-09 11:37:56 +02:00 |
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Joe Schr
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a9bd9b506b
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use fetch_trades' public trades to populate dataframe
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2023-10-09 11:37:56 +02:00 |
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TheJoeSchr
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4478f72492
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Update converter.py, revert random formatting changes
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2023-10-09 11:34:31 +02:00 |
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Joe Schr
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2e1c661449
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fix: remove obsolete infer_datetime
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2023-10-09 11:34:31 +02:00 |
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Joe Schr
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387a36e730
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fix: fetches only every second OHLCV candle
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2023-10-09 11:34:31 +02:00 |
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Joe Schr
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4abac1364a
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refactor(move function): refresh_latest_trades into dataprovider
needed here to be used for call before analyze
also removes need for internal exchange function checking if
public_trades is enabled
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2023-10-09 11:34:30 +02:00 |
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Joe Schr
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64a072e207
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Converter: fix wrong return type
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2023-10-09 11:34:30 +02:00 |
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Joe Schr
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b0074cbf8b
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Converter: log exception instead of error
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2023-10-09 11:34:30 +02:00 |
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Joe Schr
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d96f314f16
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converter: revert cache for public trades because of memleak
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2023-10-09 11:34:29 +02:00 |
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Joe Schr
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0f4e147035
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use fetch_trades' public trades to populate dataframe
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2023-10-09 11:34:29 +02:00 |
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Matthias
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8ad6eb9896
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Update parameter value to be clearer
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2023-09-25 19:55:58 +02:00 |
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Matthias
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74709461e3
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Improve exception wording
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2023-09-25 19:48:09 +02:00 |
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Matthias
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9e6cc5ebbd
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Improve comment on special handling
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2023-09-25 19:46:27 +02:00 |
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Matthias
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a7d90e2a25
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Minor adjustments to conversions
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2023-09-25 19:45:03 +02:00 |
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Matthias
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488629096b
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Improve logging in kraken-converter
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2023-09-25 18:23:20 +02:00 |
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Matthias
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1e8814b43e
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Improve handling of kraken dataconvert
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2023-09-25 18:23:20 +02:00 |
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Matthias
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2e430519e3
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Call kraken-convert in special cases
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2023-09-25 18:23:20 +02:00 |
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Matthias
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2164b02c66
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Add initial code for trade_kraken import
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2023-09-25 18:23:20 +02:00 |
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Matthias
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f5d7a4417d
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Split trades methods into seperate converter file
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2023-09-24 17:21:21 +02:00 |
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Matthias
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38a3ce6164
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Convert "converter" to package
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2023-09-24 10:42:23 +02:00 |
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Matthias
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2322d0f3f3
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Move trades-to-ohlcv to converter file
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2023-09-24 10:38:25 +02:00 |
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Matthias
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8a5287581f
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Move some convert-trades-to-ohlcv logic into convert function
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2023-09-24 10:37:37 +02:00 |
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Matthias
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7b6e2eac49
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use ffill instead of fillna(method='ffill')
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2023-09-08 07:04:12 +02:00 |
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froggleston
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925e18368a
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Fix linting a.k.a. Maybe one day, flake8 will like me
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2023-09-02 15:05:34 +01:00 |
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froggleston
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250e00e6c7
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Fix dropna subset
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2023-09-02 12:52:05 +01:00 |
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froggleston
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81672da57b
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Fix nulls in indicator list output and add expectancy ratio per entry tag in analysis group 0 output
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2023-09-02 12:45:33 +01:00 |
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Matthias
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3167938d43
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move "since" fallback to be the last check
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2023-08-20 11:44:40 +02:00 |
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Matthias
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399e308e07
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Fix bug in --dl-trades downloading
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2023-08-19 18:32:27 +02:00 |
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Matthias
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30064b4102
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Add support for trades data in Parquet format
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2023-08-18 09:58:03 +02:00 |
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Matthias
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8caadc4c5b
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Fix feather handler storing
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2023-08-18 09:47:18 +02:00 |
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Matthias
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3eb3596552
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Simplify trades_data storing
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2023-08-18 09:36:16 +02:00 |
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Matthias
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5de3b9d7ae
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Clean up no longer used method
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2023-08-18 09:31:17 +02:00 |
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Matthias
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fae742de59
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Fix imports
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2023-08-18 09:12:40 +02:00 |
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Matthias
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fa5f7d290b
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Update download-trades method to work with dataframes
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2023-08-18 09:08:10 +02:00 |
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Matthias
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7577613882
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Extract trades df type conversion
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2023-08-18 09:08:10 +02:00 |
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Matthias
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0fab65df03
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Set explicit dtypes
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2023-08-18 09:08:10 +02:00 |
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Matthias
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f69a776305
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Ensure only relevant columns are stored
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2023-08-18 09:08:10 +02:00 |
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Matthias
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26c89d89e4
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Keep original timestamp in dataframe
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2023-08-18 09:08:10 +02:00 |
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Matthias
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d97d0e4426
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Extract trades DF creation to converter function
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2023-08-18 07:02:46 +02:00 |
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Matthias
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357b04202c
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Datahandlers should store data from dataframes
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2023-08-17 20:11:18 +02:00 |
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Matthias
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6fc1ee9831
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trades_append should use dataframe, not lists
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2023-08-17 18:06:25 +02:00 |
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Matthias
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780f238904
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Fix trades duplicates if trade id is different
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2023-08-17 18:04:13 +02:00 |
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Matthias
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5d5cc71945
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Fix pandas duplication detection, improve test
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2023-08-17 17:53:08 +02:00 |
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Matthias
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0be2250cf5
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Keep existing trades_remove_duplicates for now
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2023-08-17 17:23:12 +02:00 |
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Matthias
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53db254cba
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don't cascade calls, that creates an additional call
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2023-08-17 17:22:02 +02:00 |
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Matthias
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7ac9d33c31
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Default should return a dataframe, not an empty list.
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2023-08-17 10:00:11 +02:00 |
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Matthias
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ac80a69142
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Update converters for trades dataframe handling
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2023-08-17 10:00:11 +02:00 |
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Matthias
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46882406be
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Update Datahandlers to work with trades data as dataframes
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2023-08-17 10:00:11 +02:00 |
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Matthias
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161ab14ed0
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Avoid lookahead bias through informative pairs in callbacks
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2023-08-15 17:48:07 +02:00 |
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Matthias
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6f347b839a
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Remove optionality from timeframe parameter
(it was never optional, and code was failing if it wasn't provided).
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2023-08-15 17:31:56 +02:00 |
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Matthias
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78972604d0
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Allow metadata file updating
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2023-08-03 06:17:05 +02:00 |
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Matthias
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2f95c44777
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Add "notes" to backtest result output
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2023-08-03 06:17:05 +02:00 |
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Matthias
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30f6f470d3
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Add filename to backtest result metadata
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2023-07-31 21:22:22 +02:00 |
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Matthias
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c836bd8fa5
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Add Get_backtest_resultlist typing
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2023-07-31 21:22:22 +02:00 |
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Matthias
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f546ee6569
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Use list comprehension to get backtest-history
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2023-07-31 21:22:22 +02:00 |
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Matthias
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1a1103c239
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Add backtest-result typing
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2023-07-30 10:54:03 +02:00 |
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Matthias
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6659d26131
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Merge branch 'develop' into dataformat/feather
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2023-07-29 20:04:12 +02:00 |
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Matthias
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79910870a3
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Fix bug resampling monthly candles
closes #8972
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2023-07-29 08:58:30 +02:00 |
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Matthias
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2fcff78756
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Move comment to actually relevant line
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2023-07-26 07:07:21 +02:00 |
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Matthias
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05e4b63091
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Extract backtest_result deletion logic to separate function
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2023-07-25 20:42:07 +02:00 |
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Matthias
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8b2abf4422
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Remove .json from backtesting output
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2023-07-25 20:41:28 +02:00 |
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Matthias
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787e94924d
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Update default expectancy ratio to 100
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2023-07-23 07:20:59 +02:00 |
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Matthias
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955a63725a
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Improve resiliance when showing older backtest results
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2023-07-22 19:43:20 +02:00 |
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Stefano Ariestasia
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e5f01ab2e8
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pre-commit fix
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2023-07-22 17:45:58 +09:00 |
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Stefano Ariestasia
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40d7d05e4e
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merge 2 expectancy functions
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2023-07-22 17:29:43 +09:00 |
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Stefano Ariestasia
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c6ee8fcf54
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remove unused check
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2023-07-22 12:20:35 +09:00 |
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Stefano Ariestasia
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ee3b69ea63
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fix test
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2023-07-22 11:37:22 +09:00 |
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Stefano Ariestasia
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cfd8b068e7
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add test for expectancy
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2023-07-22 11:25:53 +09:00 |
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Stefano Ariestasia
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8621dc96e7
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fix tests
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2023-07-22 09:44:24 +09:00 |
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Stefano Ariestasia
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4812bcc28b
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flake8 fiz
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2023-07-22 09:13:24 +09:00 |
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Stefano Ariestasia
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c048e7229a
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modify expectancy and expectancy ratio
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2023-07-22 08:36:51 +09:00 |
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Matthias
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4369e3cdeb
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trim_dataframe should enforce kwargs for non-required arguments
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2023-07-21 20:33:41 +02:00 |
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Matthias
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b593205ad9
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No need to use .get() for properties with default values
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2023-07-12 18:29:12 +02:00 |
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Matthias
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4d3740d4ce
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Update default datahandler class
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2023-07-12 18:23:30 +02:00 |
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Matthias
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cca8c4e5b8
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Update default dataformat to feather
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2023-07-12 18:23:30 +02:00 |
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Matthias
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448f02960f
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Improve behavior for convert-data
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2023-07-09 15:36:44 +02:00 |
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Matthias
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5a43dd4766
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don't hard-default --timeframes via argparse
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2023-07-09 15:32:51 +02:00 |
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Matthias
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a9e239ca7a
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Don't use future date for downloading new trade data
closes #8860
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2023-07-07 11:23:34 +02:00 |
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Matthias
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942f0b4fbd
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Move format_ms_time to datetime_helpers
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2023-07-07 08:59:07 +02:00 |
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Matthias
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0be4084eac
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Don't allow downloading wrong pairs
Prior to this, BTC/USDT:USDT could be downloaded to the spot directory, as it was filtered inproperly.
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2023-06-17 18:14:58 +02:00 |
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Matthias
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66b34edc0b
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Clarify variable name
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2023-06-17 18:03:57 +02:00 |
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Matthias
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7453ff2fb5
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Migrate download-data out of commands section
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2023-06-17 17:53:12 +02:00 |
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Matthias
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e0d5242a45
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Reduce download-data verbosity
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2023-06-17 17:53:12 +02:00 |
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Matthias
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fc11c79b77
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Fix not working date format output
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2023-06-11 08:51:20 +02:00 |
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Matthias
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1d03e8bc5f
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Reduce arrow usage further
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2023-05-18 07:00:36 +02:00 |
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Matthias
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6e395ad7c9
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Refactor methods in backtesting
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2023-04-28 16:09:09 +02:00 |
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Matthias
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0753f427b1
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Simplify storage
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2023-04-28 15:29:15 +02:00 |
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Matthias
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e20d9c8f98
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Impoved errorhandling, better typesafety
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2023-04-28 15:25:25 +02:00 |
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