Commit Graph

7334 Commits

Author SHA1 Message Date
Sam Germain
d559b6d6c6 changed add_funding_fees template 2021-09-08 19:34:54 -06:00
Sam Germain
3eb0e6ac09 removed leverage/funding_fees 2021-09-08 19:31:27 -06:00
Sam Germain
36b8c87fb6 Added funding fee calculation methods to exchange classes 2021-09-08 19:31:04 -06:00
Sam Germain
cdefd15b28 separated hours_to_time to utils folder 2021-09-08 14:54:48 -06:00
Sam Germain
8bcd444775 real-time updates to funding-fee in freqtradebot 2021-09-08 14:15:25 -06:00
Sam Germain
2f4b566d99 reverted back exchange.get_funding_fees method 2021-09-08 13:46:52 -06:00
Sam Germain
af4a6effb7 added pair to fetch_funding_rate 2021-09-08 13:44:59 -06:00
Sam Germain
baaf516aa6 Added funding_times property to exchange 2021-09-08 13:44:42 -06:00
Sam Germain
695a8fc73b comment updates, formatting, TODOs 2021-09-08 03:09:39 -06:00
Sam Germain
1379ec7402 Updated log messages for freqtradebot 2021-09-08 03:04:01 -06:00
Sam Germain
b2f289e404 Fixed freqtradebot failing tests 2021-09-08 02:16:25 -06:00
Sam Germain
a1c9a4d619 freqtradebot local name changes 2021-09-08 02:09:36 -06:00
Sam Germain
362dc20406 notify_buy -> notify_enter, notify_sell -> notify_exit 2021-09-08 02:06:01 -06:00
Sam Germain
e1f846f22f sell_lock -> exit_lock 2021-09-08 02:04:31 -06:00
Sam Germain
e0092a85e9 handle_cancel_buy/sell -> handle_cancel_enter/exit 2021-09-08 02:04:20 -06:00
Sam Germain
be93c75e44 reupdate_buy_order_fees -> reupdate_enter_order_fees 2021-09-08 02:03:40 -06:00
Sam Germain
aac05029e1 safe_sell_amount -> safe_exit_amount 2021-09-08 02:03:24 -06:00
Sam Germain
5dda227342 comment change 2021-09-08 01:53:42 -06:00
Sam Germain
53006db2b7 Updated log messages for freqtradebot 2021-09-08 01:48:22 -06:00
Sam Germain
3057a5b9b8 freqtradebot local name changes 2021-09-08 01:40:22 -06:00
Sam Germain
786dcb50eb safe_sell_amount -> safe_exit_amount 2021-09-08 01:20:52 -06:00
Sam Germain
323683d44f some more TODOs 2021-09-08 01:18:53 -06:00
Sam Germain
8ad53e99ce reupdate_buy_order_fees -> reupdate_enter_order_fees 2021-09-08 01:14:16 -06:00
Sam Germain
3656625747 comment updates, formatting, TODOs 2021-09-08 01:12:08 -06:00
Sam Germain
88a5a30a50 handle_cancel_buy/sell -> handle_cancel_enter/exit 2021-09-08 00:53:09 -06:00
Sam Germain
528d1438c9 sell_lock -> exit_lock 2021-09-08 00:49:04 -06:00
Sam Germain
8f38d6276f notify_buy -> notify_enter, notify_sell -> notify_exit 2021-09-08 00:45:55 -06:00
Sam Germain
763a6af224 sample strategy has short 2021-09-08 00:24:32 -06:00
Sam Germain
d811a73ec0 new rpc message types 2021-09-08 00:20:40 -06:00
Sam Germain
f8248f3771 comments, formatting 2021-09-08 00:19:21 -06:00
Sam Germain
e13b0414d8 Merge branch 'lev-strat' into lev-freqtradebot 2021-09-08 00:00:53 -06:00
Sam Germain
dc83e04f9b Merge branch 'feat/short' into lev-exchange 2021-09-07 22:13:20 -06:00
Sam Germain
ff790e8fd3 merged with caplog-clear-freqtradebot 2021-09-07 22:12:49 -06:00
Matthias
2d66987ac7 Add test for "pair-startdate" detection 2021-09-07 20:27:49 +02:00
Matthias
8c83c258a5 Move "first-pair_getting" to binance subclass 2021-09-07 19:32:32 +02:00
Matthias
71ff214adf Support "initial_call" for download-data of new pairs 2021-09-07 07:14:40 +02:00
Sam Germain
f5248be043 Changed funding fee tracking method, need to get funding_rate and open prices at multiple candles 2021-09-06 15:47:24 -06:00
Matthias
6bd495a32a Fix 0Exception error
happens when wrong stake-currency is selected and /profit
is called
2021-09-06 19:55:04 +02:00
Sam Germain
8822b73f9c test_fill_leverage_brackets_kraken and test_get_max_leverage_binance now pass but test_fill_leverage_brackets_ftx does not if called after test_get_max_leverage_binance 2021-09-05 22:27:14 -06:00
lenik terenin
1d24d3d5ee
case insensitive blacklist
Allow "btc/usdt" pairs in blacklist to match to "BTC/USDT" pairs that come from the exchange.
2021-09-05 22:41:58 +09:00
Matthias
c519ecf8df Exclude more untestable sections from coverage 2021-09-05 15:40:21 +02:00
Matthias
b752516f65 Edge should use new columns, too 2021-09-05 15:23:27 +02:00
Matthias
4e049f65f2 Exclude some parts from coverage that can't really be tested 2021-09-05 09:14:44 +02:00
Matthias
68b75af08e Fix bug with inversed sell signals in backtesting 2021-09-05 08:59:18 +02:00
Sam Germain
23ba49fec2 Added validating checks for trading_mode and collateral on each exchange 2021-09-04 22:02:08 -06:00
Sam Germain
7eab855476 Merge branch 'feat/short' into lev-exchange 2021-09-04 20:15:36 -06:00
Sam Germain
d4389eb07d fill_leverage_brackets usinge self.markets.items instead of self._api.markets.items 2021-09-04 19:58:42 -06:00
Sam Germain
6ec2e40736 Added exceptions to exchange.interest_rate 2021-09-04 19:47:04 -06:00
Sam Germain
61fdf74ad9 Added retrier to exchange functions and reduced failing tests down to 2 2021-09-04 19:16:17 -06:00
Sam Germain
92e630eb69 Added get_funding_fees method to exchange 2021-09-04 16:40:53 -06:00
Sam Germain
d6d5bae2a1 New funding fee methods 2021-09-04 16:33:06 -06:00
Sam Germain
b854350e8d Changed funding fee implementation 2021-09-04 16:31:09 -06:00
Sam Germain
194bb24a55 Miscellaneous funding fee changes. Abandoning for a new method of tracking funding fee 2021-09-04 16:20:25 -06:00
Sam Germain
b7891485b3 Created FundingFee class and added funding_fee to LocalTrade and freqtradebot 2021-09-04 16:20:07 -06:00
Matthias
2e50948699 Fix some tests 2021-09-04 20:23:51 +02:00
Matthias
ca44d2e092 Merge branch 'feat/short' into pr/samgermain/5378 2021-09-04 19:54:34 +02:00
Sam Germain
c5d97d07a8 Added failing fill_leverage_brackets test to test_kraken 2021-09-03 20:29:46 -06:00
Sam Germain
01263663be ftx.fill_leverage_brackets test 2021-09-03 19:56:53 -06:00
Sam Germain
9d398924c6 Wrote dummy tests for exchange.get_interest_rate 2021-09-03 19:56:13 -06:00
Sam Germain
1b20b4f3c7 Wrote failing tests for exchange.set_leverage and exchange.set_margin_mode 2021-09-03 19:00:04 -06:00
Sam Germain
c7a2e6c2c6 completed set_margin_mode 2021-09-03 18:11:39 -06:00
Matthias
493fb35073 Fix uvicorn not working properly on windows 2021-09-03 22:05:40 +02:00
Matthias
b4130dfabb Use volumePairlist instead of staticPairlist in generated config 2021-09-03 09:23:26 +02:00
Matthias
c489e6825c Simplify binance blacklist 2021-09-03 09:18:15 +02:00
Matthias
68f13173bc Update new-config templates to use USDT by default 2021-09-03 08:59:43 +02:00
Matthias
e64ccd8fc1 Add new_config section for kucoin 2021-09-03 08:57:53 +02:00
Matthias
19ad165483 Add time_in_force for kucoin 2021-09-03 08:48:53 +02:00
Matthias
93c1dff71b Allow adding new additional headers 2021-09-02 21:02:45 +02:00
Sam Germain
073426f25c set margin mode exchange function 2021-09-01 23:40:32 -06:00
Matthias
5184cc7749 Merge branch 'develop' into feat/short 2021-09-02 07:03:14 +02:00
Matthias
b0c4f079c2 Merge branch 'develop' into feat/backtest_detail 2021-08-31 20:16:42 +02:00
Matthias
da5f8c87ae Add stake_currency to strategy interface
allows type-completion in editors
2021-08-31 07:18:57 +02:00
Matthias
ab9a4375cc
Merge pull request #5504 from pan-long/unlimited-quote
Surround "unlimited" by double quotes in build config.
2021-08-30 20:33:21 +02:00
Matthias
2a0c95a2e7
Update freqtrade/commands/build_config_commands.py 2021-08-30 20:00:52 +02:00
Pan Long
20878290a0 Surround "unlimited" by double quotes in build config. 2021-08-30 01:02:48 +08:00
Matthias
1895230afe Clarify exception on load when markets could not be loaded
closes #5498
2021-08-29 09:18:46 +02:00
Pan Long
482e65453f Remove extra comma after the last element in binance pair_blacklist. 2021-08-28 21:57:54 +08:00
Matthias
ac0dada962 Update Version to develop again 2021-08-28 10:43:49 +02:00
Matthias
a38b72af91 Merge branch 'develop' into new_release 2021-08-27 20:18:37 +02:00
Matthias
ef9c1addcf Add expired to list of canceled statuses 2021-08-27 19:54:53 +02:00
Matthias
b3a4b0fbde Version bump to 2021.8 2021-08-27 07:10:13 +02:00
Matthias
3e10f7e2d8 Merge branch 'stable' into new_release 2021-08-27 07:09:59 +02:00
Matthias
2ce458810b rename default_hyperopt_loss file 2021-08-26 19:39:57 +02:00
Matthias
58ecb34a66 Allow DefaultHyperopts as hyperopt name 2021-08-26 07:13:18 +02:00
Matthias
1f3ccc2587 DefaultStrategy does not need to be limited 2021-08-26 07:00:15 +02:00
Matthias
c4be52d1c3 rename execute_sell to execute_trade_exit 2021-08-26 06:53:42 +02:00
Matthias
63844d39f6 Rename execute_buy to execute_entry 2021-08-26 06:48:26 +02:00
Matthias
053d6d8ee1 Merge branch 'feat/short' into pr/samgermain/5378 2021-08-25 20:34:52 +02:00
Matthias
e1c3b7fd8c Merge branch 'develop' into feat/short 2021-08-25 20:31:40 +02:00
Matthias
7fb570cc58 hyperopt Fallback methods should not be used. 2021-08-25 20:28:55 +02:00
Matthias
23d21d8ace Fix wrong message if protection-space is missing
closes #5480
2021-08-25 19:57:10 +02:00
Matthias
8a9407bac9 Don't hard-fail when fetch_ticker doesn't return a value
closes #5477
2021-08-25 07:13:59 +02:00
Matthias
cb4889398b Fix backtesting bug 2021-08-25 07:03:48 +02:00
Matthias
6b93c71d15 Small refactorings, use only enter_long columns 2021-08-25 06:49:06 +02:00
Matthias
b951f59f89 Fix patch_get_signal 2021-08-24 21:03:13 +02:00
Matthias
6524edbb4e Simplify should_exit interface 2021-08-24 20:47:54 +02:00
Matthias
f3b6a0a797 Fix some type errors 2021-08-24 20:40:35 +02:00
Matthias
f9f32a15bb Update plotting tests for new strategy interface 2021-08-24 20:30:42 +02:00
Matthias
9a03cb96f5 Update get_signal 2021-08-24 20:24:51 +02:00
Matthias
46285cd77e Fix some namings in freqtradebot 2021-08-24 20:07:39 +02:00
Matthias
b40f985b13 Add short-exit logic to backtesting 2021-08-24 20:02:40 +02:00
Matthias
eb71ee847c Rename backtest index constants 2021-08-24 06:56:06 +02:00
Matthias
11bd8e912e Fix some tests 2021-08-24 06:52:28 +02:00
Matthias
7a977a8eaf Merge branch 'feat/short' into pr/samgermain/5378 2021-08-24 06:28:16 +02:00
Matthias
957551ea97 Merge branch 'develop' into feat/short 2021-08-24 06:25:06 +02:00
Matthias
faf5cfa66d Update some tests for updated backtest interface 2021-08-23 21:35:28 +02:00
Matthias
7373b39015 Initial support for backtesting with short 2021-08-23 21:16:26 +02:00
Matthias
3e8164bfca Use proper exchange name in backtesting 2021-08-23 21:13:47 +02:00
Matthias
9add3bf808 Add enter_long compatibility layer 2021-08-23 21:12:46 +02:00
Sam Germain
07de5d11ca Removed a bug causing errors from freqtradebot 2021-08-23 00:25:08 -06:00
Sam Germain
61ad38500a Reverted freqtrade/templates/*hyperopt* files back to no shorting 2021-08-23 00:18:15 -06:00
Sam Germain
53b51ce8cf Reverted freqtrade/templates/sample_strategy back to no shorting, and created a separate sample short strategy 2021-08-23 00:17:20 -06:00
Sam Germain
0afeb269ad Removed unnecessary TODOs 2021-08-23 00:15:35 -06:00
Sam Germain
9f6b6f04b4 Added False to self.strategy.get_signal 2021-08-22 23:55:34 -06:00
Sam Germain
e5b2b64a3f Changed stoploss side on some tests 2021-08-22 23:36:36 -06:00
Sam Germain
5ca3f49cb5 merged with feat/short after feat/short added styling and comment changes PR 2021-08-22 21:37:20 -06:00
Sam Germain
488d729574 Merge branch 'feat/short' into lev-exchange 2021-08-22 20:59:33 -06:00
Sam Germain
70ebf09871 exchange - kraken - minor changes 2021-08-22 20:58:22 -06:00
Matthias
3026583ed4 Reduce verbosity of "is in blacklist" logging 2021-08-22 19:40:43 +02:00
Matthias
56759cea7b Add "high fee rate" blocker to fees from trades
part of #5415 (potentially fixing this)
2021-08-22 14:37:45 +02:00
Sam Germain
6ac0ab0233 Added short functionality to exchange stoplss methods 2021-08-21 21:10:03 -06:00
Sam Germain
a5be535cc9 strategy interface: removed some changes 2021-08-21 17:06:04 -06:00
Sam Germain
4ac2237937 Changed ftx set_leverage implementation 2021-08-21 16:26:04 -06:00
Sam Germain
f5fd8dcc05 Added error handlers to api functions and made a logger warning in fill_leverage_brackets 2021-08-21 01:13:51 -06:00
Sam Germain
84bc4dd740 Removed some outdated TODOs and whitespace 2021-08-20 18:50:02 -06:00
Sam Germain
97bb555d41 Implemented fill_leverage_brackets get_max_leverage and set_leverage for binance, kraken and ftx. Wrote tests test_apply_leverage_to_stake_amount and test_get_max_leverage 2021-08-20 18:23:21 -06:00
Masoud Azizi
40ad451019 Download-data log process added
Download-data log process added

pytest assert solved
2021-08-20 14:52:56 +00:00
Matthias
695a1e21bf Set gate.io download limit to 1000 candles 2021-08-20 06:51:04 +02:00
Sam Germain
55c070f1bb Added interface leverage method 2021-08-18 16:52:34 -06:00
Sam Germain
dc4090234d Added interface leverage method 2021-08-18 16:52:34 -06:00
Sam Germain
092780df9d condensed strategy methods down to 2 2021-08-18 16:52:34 -06:00
Sam Germain
d4a7d2d444 Added short and exit_short to strategy 2021-08-18 16:52:20 -06:00
Sam Germain
314359dd6e strategy interface changes to comments to mention shorting 2021-08-18 13:23:04 -06:00
Sam Germain
e2d5299116 Name changes for strategy 2021-08-18 13:22:54 -06:00
Matthias
f7087feeb1
Merge pull request #5347 from Axel-CH/custom_order_price
Custom order price
2021-08-18 20:59:40 +02:00
Matthias
9951f51079 Update test to ensure direction of movement is correct 2021-08-18 20:24:19 +02:00
axel
2fb9f6e2f4 rename custom price max distance option in config, update formula and test associated 2021-08-18 05:07:37 -04:00
Matthias
4164f93853 Simplify fiat_convert and handle multi-mappings 2021-08-17 20:50:52 +02:00
Matthias
37e3d20357 Fix no-event-loop available
closes #5433
2021-08-17 06:54:10 +02:00
Matthias
9758bed250 Fix refresh_latest_ohlcv bug 2021-08-17 06:44:36 +02:00
axel
6ab99369f2 Merge branch 'develop' of https://github.com/freqtrade/freqtrade into custom_order_price 2021-08-16 23:26:29 -04:00
axel
17daba321b add custom_price_max_distance_percent config option in constants 2021-08-16 23:09:30 -04:00
axel
3ea4b2ba00 add custom_price_max_distance_percent security to get_valid_price, update tests 2021-08-16 15:18:57 -04:00
slowy07
f24a951ec5 fix: typo spelling grammar 2021-08-16 19:16:24 +07:00
Matthias
4115121c24 Fix missing return statement in is_Relative_to 2021-08-16 07:26:58 +02:00
Matthias
4b65206e6b Add compat code for is_relative_to 2021-08-16 07:09:05 +02:00
Matthias
6b2ef36a56 Prevent directory traversal in UI Serving
Checking for directory base

closes #5427
2021-08-16 06:47:53 +02:00
Matthias
322ea2481e Add log-message for edge-case 2021-08-15 19:28:36 +02:00
Matthias
ed6776c5cd Fix disappearing pairlist bug 2021-08-15 17:06:16 +02:00
Matthias
4f10a88529 Reduce verbosity when incompatible pairs are detected 2021-08-15 15:14:57 +02:00
Matthias
fa4ec9f83e Add explicit test for get_sell_trade_entry 2021-08-15 14:52:24 +02:00
Matthias
3406b889b6 First test 2021-08-14 17:06:28 +02:00
Matthias
8405ccc15e Seperate detail data loading from regular backest-data loading 2021-08-14 16:33:01 +02:00
Matthias
88172fab82 Allow "detailed" backtesting timeframe to look into the candle 2021-08-14 16:04:23 +02:00
Matthias
123971d271 Don't change passed in parameter variable 2021-08-14 16:02:31 +02:00
Matthias
c456cfc312 Merge branch 'develop' into pr/Axel-CH/5347 2021-08-14 09:13:30 +02:00
Matthias
c7147311f8 Fix json syntax error in config template 2021-08-13 17:14:38 +02:00
axel
20cc60bfde update get_valid_price function and test cases to handle inputs with try catch 2021-08-13 11:06:15 -04:00
axel
dbf7f34ecb add unit test to function get_valid_price 2021-08-12 15:30:49 -04:00
axel
b098ce4e76 add function get_valid_price to validate type of custom entry or exit price and use default proposed price if invalid 2021-08-12 15:13:14 -04:00
axel
ae11be3970 manage None or string value returned by custom_entry_price and add unit test for those cases 2021-08-12 14:47:01 -04:00
Matthias
e03784d98d Fix filled exception
closes #5404
2021-08-12 05:02:56 +00:00
Matthias
bfc3968ab3
Merge pull request #5400 from freqtrade/limit_dry_market_slippage
Add max-slippage limiting for dry-run orders to avoid insane market o…
2021-08-12 06:54:55 +02:00
Matthias
bdbac37be7
Merge pull request #5399 from rokups/rk/fix-buy-tag-backtest
Fix buy_tag not being saved to trade object.
2021-08-12 06:36:33 +02:00
Rokas Kupstys
f6267c7514 Fix buy_tag not being saved to trade object.
Column is mistakenly excluded because advise_buy() creating this column runs after code detecting presence of buy_tag column.
2021-08-11 15:21:23 +03:00
Matthias
61c076563f Add max-slippage limiting for dry-run orders to avoid insane market order fills 2021-08-11 12:11:29 +02:00
Sam Germain
180d92f879 Merge branch 'feat/short' into lev-exchange 2021-08-11 01:46:41 -06:00
ipqhjjybj
65d025923d add code 2021-08-11 14:35:16 +08:00
Matthias
0b6aedbc4c
Merge pull request #5395 from freqtrade/fix/hyperopt-show
Stream hyperopt-result in small batches
2021-08-10 19:54:02 +02:00
Matthias
039d6384ed Stream hyperopt-result in small batches
Avoiding memory-exhaustion on huge hyperopt results

closes #5305
closes #5149
2021-08-10 10:12:57 +02:00
Matthias
3f160c7144 Cache dataframe before cutting the first candle
This allows providing the "current closed" candle in all cases.
2021-08-10 09:14:29 +02:00
Matthias
cf27968b97 Properly preserve trade's low during backtesting 2021-08-09 19:38:56 +02:00
Matthias
5bfb9edf02 Only query date once from list 2021-08-09 15:42:17 +02:00
Matthias
895b912c71 Fix recently introduced lookahead bias in backtesting
closes #5388
2021-08-09 14:54:47 +02:00
Matthias
a5f796bc97 refactor ohlcvdata_to_dataframe to advise_all_indicators 2021-08-09 14:53:18 +02:00
Matthias
f17942b68f Fix random test failure 2021-08-09 11:18:18 +02:00
Sam Germain
de4b0d1f7c Merged with feat/short 2021-08-09 00:24:25 -06:00
Sam Germain
06206335d9 Added tests for interest_function 2021-08-09 00:00:50 -06:00
Sam Germain
0733d69cda Added TODOs to test files 2021-08-08 23:24:38 -06:00
Sam Germain
53a6ce881c Added set_leverage function to exchange 2021-08-08 23:24:03 -06:00
Sam Germain
4ca1d25db1 Removed setup leverage and transfer functions from exchange 2021-08-08 23:24:03 -06:00
Sam Germain
2c0077abc7 Exchange stoploss function takes side 2021-08-08 23:24:03 -06:00
Sam Germain
b48b768757 Added get_interest template method in exchange 2021-08-08 23:24:03 -06:00
Sam Germain
120cad88af Add prep functions to exchange 2021-08-08 23:24:03 -06:00
Matthias
47f641d12f Remove hyperopt-pickle result support 2021-08-09 07:04:18 +02:00
Sam Germain
8e941e6836 Changed interest implementation 2021-08-08 17:09:17 -06:00
Sam Germain
0545a0ed3c Replaced the term margin with leverage when it should say leverage 2021-08-08 17:04:24 -06:00
Matthias
3bd0c3d009 Remove legacy code from export to csv 2021-08-08 11:02:54 +02:00
Matthias
faf16a64e5 Remove legacy hyperopt file support 2021-08-08 10:22:45 +02:00
Matthias
0ae4eccea5 Refactor Hyperopt-list and hyperopt-show to reduce some duplicate code 2021-08-08 10:06:35 +02:00
Sam Germain
4630f69830 Removed short, exit_short from enums 2021-08-08 01:36:59 -06:00
Sam Germain
658f138e30 Added short_tag to SignalTagType 2021-08-07 20:08:52 -06:00
Sam Germain
71963e65f1 Removed ExchangeName Enum 2021-08-07 18:47:03 -06:00
Sam Germain
7e6b281b75 Merge branch 'feat/short' of https://github.com/freqtrade/freqtrade into feat/short 2021-08-07 01:43:56 -06:00
Matthias
92ed7c0bf8 Merge branch 'develop' into feat/short 2021-08-07 09:42:25 +02:00
Matthias
6532aba765
Merge pull request #5360 from freqtrade/hyperopt_protections
Hyperopt protections and Boolean parameter
2021-08-07 09:42:05 +02:00
Sam Germain
9988c293b5 Merge branch 'enums' into feat/short 2021-08-06 19:30:31 -06:00
Sam Germain
9b58c58609 Merge branch 'develop' into feat/short 2021-08-06 18:12:53 -06:00
Sam Germain
b9356a5564 Autopep8 formatting 2021-08-06 16:35:39 -06:00
Sam Germain
aec82b4647 Added empty everage/__init__.py 2021-08-06 01:37:34 -06:00
Sam Germain
50d185ccd8 Added exchange_name variables to exchange classes 2021-08-06 01:23:55 -06:00
Sam Germain
241bfc409f Added leverage enums 2021-08-05 23:29:26 -06:00
axel
612b88e993 Merge branch 'develop' of https://github.com/freqtrade/freqtrade into custom_order_price 2021-08-05 18:21:31 -04:00
axel
84d082033b fix default retval for strategy custom_entry_price 2021-08-05 18:00:31 -04:00
axel
cb3b0cf311 add custom_exit_price in interface and freqtradebot 2021-08-04 23:09:40 -04:00
axel
f243ad4af0 add custom_exit_price in strategy interface 2021-08-04 19:09:55 -04:00
axel
f9f519fd3c add custom_exit_price function to interface 2021-08-04 18:54:17 -04:00
axel
d9b9eecd4d remove entry price reached method 2021-08-04 18:47:14 -04:00
Matthias
ad0e4a8567 Add BooleanParameter 2021-08-04 20:52:56 +02:00
Matthias
b73768acd1 Fix bug in property overwriting prevention 2021-08-04 20:21:56 +02:00
Matthias
3c41223333 Add test for protections-hyperopt 2021-08-04 20:01:28 +02:00
Matthias
a661e0db6e Deprecate protections from config 2021-08-04 19:43:16 +02:00
Matthias
a6454cfc39 Autoenable protections when protection-space is selected 2021-08-04 07:17:29 +02:00
Matthias
797d7e5ce6
Merge pull request #5157 from samgermain/margin-db
Margin db
2021-08-04 06:57:36 +02:00
Matthias
091bf7c4d2 Output protection space 2021-08-04 06:50:14 +02:00
Matthias
544e0da6c2 Add protection parameter space 2021-08-04 06:50:14 +02:00
Matthias
800b2eeaf0 Load protections as part of backtest()
this enables different values in hyperopt per epoch
2021-08-04 06:50:14 +02:00
Matthias
6410a6528b Add missing methods to advanced strategy template 2021-08-04 06:46:21 +02:00
axel
b644233ead rename custom_entry_price kwarg to align it to the interface 2021-08-03 17:03:27 -04:00
axel
b3dafb378e remove use_custom_entry_price as a config option 2021-08-03 16:54:28 -04:00
axel
16146357b3 reuse buy_limit_requested as rate input for custom entry price 2021-08-03 16:39:35 -04:00
axel
42e24d8b4b remove price change cancel reason in contants, will be added in another PR 2021-08-03 16:35:16 -04:00
axel
00939b63f2 flake 8 fixes 2021-08-03 16:25:18 -04:00
axel
53fb8b05e7 remove short logic in entry_price_reached function 2021-08-03 16:19:29 -04:00
axel
5284112b69 fix in custom entry function output,remove changes related to outdated prices, doc exemple minor changes 2021-08-03 15:57:23 -04:00
axel
f11f5d17e9 add feature custom entry price for live 2021-08-03 15:57:23 -04:00
Matthias
07673ef47f
Update Migrations to use the latest added columns 2021-08-03 10:25:59 +02:00
Sam Germain
5b6dbbd750 Changed order of buy_tag in migrations 2021-08-03 00:23:21 -06:00
Sam Germain
d88e2ae603 Merge branch 'develop' into margin-db 2021-08-02 23:58:44 -06:00
Matthias
dfc17f2bd1 Fix ci failure 2021-08-03 07:21:11 +02:00
Matthias
4ab03f7e37 Don't load fallback methods for autohyperopt 2021-08-02 21:17:56 +02:00
Matthias
e70a742005 Reorder space methods in hyperopt 2021-08-02 21:12:10 +02:00
Matthias
adb33e763b
Merge pull request #5350 from freqtrade/environment_vars
Add environment variable support
2021-08-02 20:48:23 +02:00
Matthias
c981641441 Don't fail if strategy doesn't contain sell signal 2021-08-02 20:30:46 +02:00
Matthias
d8d8261f1b
Merge pull request #5318 from samgermain/combined_exchange_buy_sell
combined exchange.buy and exchange.sell
2021-08-02 20:11:09 +02:00
Matthias
5ead95b06b
Merge pull request #5245 from sauces1313/RangeStabilityFilterMax
Range stability filter max
2021-08-02 08:06:36 +02:00
Matthias
b63eda3a2b Some minor cleanup and improved test coverage 2021-08-02 07:15:09 +02:00
sauces1313
059c32b067 Check for and default to 'None' 2021-08-02 02:49:49 +00:00
Matthias
056bc93bc6 backtesting needs startup_candle_count
fixes informative-pair loading  being different between --strategy-list and
--strategy.
2021-08-01 19:17:52 +02:00
Matthias
e9ef9a6d28 Use .view() to convert dates to enums
part of #5314 - fixing deprecation warning.
2021-08-01 10:31:35 +02:00
Matthias
6f8519d0a3 Add environment variable support 2021-07-31 19:26:56 +02:00
Matthias
c5e3348b89 Migrations for indexes should run in a seperate session
closes #5349
2021-07-31 16:36:28 +02:00
Matthias
1ccc89d1e9 Store fully analyzed dataframe 2021-07-31 10:00:24 +02:00
Sam Germain
ef429afb6f Removed is_oeing_trade is_closing_trade 2021-07-31 01:22:48 -06:00
Sam Germain
d6ffd23865 Merged with remote 2021-07-31 01:19:11 -06:00
Matthias
b1cbc75e93 Properly cache pair dataframe in backtesting (without startup-range). 2021-07-31 08:45:04 +02:00
Sam Germain
26be620f71 Removed LocalTrade.set_is_short 2021-07-31 00:20:25 -06:00
Sam Germain
fadb0de7c7 Removed excess modes stop_loss method, removed models.is_opening_side models.is_closing_side 2021-07-31 00:12:53 -06:00
Matthias
138b126d03
Merge pull request #5299 from kevinjulian/feat/kevinjulian/add-buy-signal-name
Add buy signal name
2021-07-30 08:23:11 +02:00
Matthias
aa34889c04 Don't run migrations twice 2021-07-30 07:14:35 +02:00
Matthias
71838dc51a
Merge pull request #5285 from freqtrade/backtest_startup_afte_populates
Remove startup-candles after populating buy/sell signals
2021-07-30 07:01:26 +02:00
Matthias
dad98d43be
Merge pull request #5287 from GeorgeMurAlkh/develop
Dataprovider caching and trimming of historical informative.
2021-07-29 20:43:40 +02:00
Matthias
03064731ac Version bump 2021.7 2021-07-29 19:49:19 +02:00
Matthias
d0528a6213 Merge branch 'stable' into new_release 2021-07-29 19:49:04 +02:00
Matthias
8768df647a
Merge pull request #5312 from raph92/patch-3
Fix code to get Bittrex US-restricted markets
2021-07-29 07:13:42 +02:00
Matthias
cf4d1875dd Use prohibitedIn instead of isRestricted 2021-07-29 06:56:37 +02:00
Sam Germain
25c527ee67 combined exchange.buy and exchange.sell, Adding dummy mock to create_order in tests in test_freqtradebot 2021-07-28 14:55:06 -06:00
Sam Germain
3fb7f983f8 Added is_short and leverage to __repr__ 2021-07-28 12:25:56 -06:00
Sam Germain
195badeb80 Changed liquidation_price to isolated_liq 2021-07-28 12:25:56 -06:00
Sam Germain
6ad9b535a9 persistence all to one test file, use more regular values like 2.0 for persistence tests 2021-07-28 12:25:56 -06:00
Sam Germain
a900570f1a Added enter_side and exit_side computed variables to persistence 2021-07-28 12:25:56 -06:00
Matthias
317f4ebce0 Boolean sqlite fix for orders table 2021-07-28 12:25:56 -06:00
Matthias
071f6309cc Try fix migration tests 2021-07-28 12:25:56 -06:00
Sam Germain
af8875574c updated mkdocs and leverage docs
Added tests for set_liquidation_price and set_stop_loss
updated params in interestmode enum
2021-07-28 12:25:56 -06:00
Sam Germain
256160740e Updated interest and ratio calculations to correct functions 2021-07-28 12:25:56 -06:00
Sam Germain
8e52a3a29c updated ratio_calc_profit function 2021-07-28 12:25:55 -06:00
Sam Germain
006a60e5a4 Added docstrings to methods 2021-07-28 12:25:55 -06:00
Sam Germain
b0476ebd3e All persistence margin tests pass
Flake8 compliant, passed mypy, ran isort .
2021-07-28 12:25:55 -06:00
Sam Germain
52def4e826 Changed InterestMode enum implementation 2021-07-28 12:25:55 -06:00
Sam Germain
60572c9e0d Took liquidation price out of order completely 2021-07-28 12:25:55 -06:00
Sam Germain
737a62be52 set initial_stop_loss in stoploss helper 2021-07-28 12:25:55 -06:00
Sam Germain
f566d83839 Tried to add liquidation price to order object, caused a test to fail 2021-07-28 12:25:55 -06:00
Sam Germain
31fa6f9c25 updated timezone.utc time 2021-07-28 12:25:55 -06:00
Sam Germain
811cea288d Added checks for making sure stop_loss doesn't go below liquidation_price 2021-07-28 12:25:55 -06:00
Sam Germain
286427c04a Moved interest calculation to an enum 2021-07-28 12:25:55 -06:00
Sam Germain
be3a9390fe Switched migrations.py check for stake_currency back to open_rate, because stake_currency is no longer a variable 2021-07-28 12:25:55 -06:00
Sam Germain
5fc587c225 Removed exchange file modifications 2021-07-28 12:25:55 -06:00
Sam Germain
0ffc85fed9 Set default leverage to 1.0 2021-07-28 12:25:55 -06:00
Sam Germain
78708b27f2 Updated tests to new persistence 2021-07-28 12:25:55 -06:00
Matthias
e0d42d2eb7 Fix migrations, revert some parts related to amount properties 2021-07-28 12:25:55 -06:00
Sam Germain
e4d4d1d1f1 Wrote all tests for shorting 2021-07-28 12:25:55 -06:00
Sam Germain
f194673001 Updated ratio calculation, updated short tests 2021-07-28 12:25:55 -06:00
Sam Germain
5ac03762f0 Kraken interest test comes really close to passing
Added more trades to conftest_trades
2021-07-28 12:25:55 -06:00
Sam Germain
df360fb281 Made borrowed a computed property 2021-07-28 12:25:55 -06:00
Sam Germain
68d3699c19 Turned amount into a computed property 2021-07-28 12:25:55 -06:00
Sam Germain
efcc2adacf About 15 margin tests pass 2021-07-28 12:25:55 -06:00
Sam Germain
f5d7deedf4 added exception checks to LocalTrade.leverage and LocalTrade.borrowed 2021-07-28 12:25:55 -06:00
Sam Germain
34073135b7 Added types to setters 2021-07-28 12:25:55 -06:00
Sam Germain
d07fe1586c Set leverage and borowed to computed properties 2021-07-28 12:25:55 -06:00
Sam Germain
c24ec89dc4 Started some pytests for short and leverage
1 short test passes
2021-07-28 12:25:55 -06:00
Sam Germain
b80f8ca0af Created interest function 2021-07-28 12:25:55 -06:00
Sam Germain
000932eed0 Adding templates for leverage/short tests
All previous pytests pass
2021-07-28 12:25:55 -06:00
Sam Germain
10979361c1 Added changes suggested in pull request, fixed breaking changes,
can run the bot again
2021-07-28 12:25:55 -06:00
Sam Germain
741ca0e58c Added changed to persistance/migrations 2021-07-28 12:25:55 -06:00
Sam Germain
7823a33cbb Updated Trade class 2021-07-28 12:25:55 -06:00
Sam Germain
c7e8439c76 Updated LocalTrade and Order classes 2021-07-28 12:25:55 -06:00
Sam Germain
10d214ccad Added is_short and leverage to __repr__ 2021-07-26 23:09:47 -06:00
Sam Germain
4fcae0d927 Changed liquidation_price to isolated_liq 2021-07-26 23:09:47 -06:00
Sam Germain
1918304c5b persistence all to one test file, use more regular values like 2.0 for persistence tests 2021-07-26 23:09:47 -06:00
Sam Germain
35fd8d6a02 Added enter_side and exit_side computed variables to persistence 2021-07-26 23:09:47 -06:00
Matthias
3d7a74551f Boolean sqlite fix for orders table 2021-07-26 23:09:47 -06:00
Matthias
9a03cae920 Try fix migration tests 2021-07-26 23:09:47 -06:00
Sam Germain
0d06d7e108 updated mkdocs and leverage docs
Added tests for set_liquidation_price and set_stop_loss
updated params in interestmode enum
2021-07-26 23:09:47 -06:00
Sam Germain
f1dc6b54ad Updated interest and ratio calculations to correct functions 2021-07-26 23:09:47 -06:00
Sam Germain
358f0303b9 updated ratio_calc_profit function 2021-07-26 23:09:47 -06:00
Sam Germain
546a7353df Added docstrings to methods 2021-07-26 23:09:47 -06:00
Sam Germain
7f75c978a0 All persistence margin tests pass
Flake8 compliant, passed mypy, ran isort .
2021-07-26 23:09:47 -06:00
Sam Germain
a368dfa7b5 Changed InterestMode enum implementation 2021-07-26 23:09:47 -06:00
Sam Germain
86888dbbf0 Took liquidation price out of order completely 2021-07-26 23:09:47 -06:00
Sam Germain
98acb0f4ff set initial_stop_loss in stoploss helper 2021-07-26 23:09:46 -06:00
Sam Germain
dd6cc1153b Tried to add liquidation price to order object, caused a test to fail 2021-07-26 23:09:46 -06:00
Sam Germain
1414df5e27 updated timezone.utc time 2021-07-26 23:09:46 -06:00
Sam Germain
2aa2b5bcff Added checks for making sure stop_loss doesn't go below liquidation_price 2021-07-26 23:09:46 -06:00
Sam Germain
1b202ca22e Moved interest calculation to an enum 2021-07-26 23:09:46 -06:00
Sam Germain
b6c8b60e65 Switched migrations.py check for stake_currency back to open_rate, because stake_currency is no longer a variable 2021-07-26 23:09:46 -06:00
Sam Germain
ffadc7426c Removed exchange file modifications 2021-07-26 23:09:46 -06:00
Sam Germain
0d5749c508 Set default leverage to 1.0 2021-07-26 23:09:46 -06:00
Sam Germain
9ddb6981dd Updated tests to new persistence 2021-07-26 23:09:46 -06:00
Matthias
75b2c9ca1b Fix migrations, revert some parts related to amount properties 2021-07-26 23:09:46 -06:00
Sam Germain
25ff726921 Wrote all tests for shorting 2021-07-26 23:09:46 -06:00
Sam Germain
4d057b8047 Updated ratio calculation, updated short tests 2021-07-26 23:09:46 -06:00
Sam Germain
3a8a9eb255 Kraken interest test comes really close to passing
Added more trades to conftest_trades
2021-07-26 23:09:46 -06:00
Sam Germain
876386d2db Made borrowed a computed property 2021-07-26 23:09:46 -06:00
Sam Germain
2a50f4ff7b Turned amount into a computed property 2021-07-26 23:09:46 -06:00
Sam Germain
da81be9050 About 15 margin tests pass 2021-07-26 23:09:46 -06:00
Sam Germain
6f6deae376 added exception checks to LocalTrade.leverage and LocalTrade.borrowed 2021-07-26 23:09:46 -06:00
Sam Germain
c68a0f05d8 Added types to setters 2021-07-26 23:09:46 -06:00
Sam Germain
691a042e29 Set leverage and borowed to computed properties 2021-07-26 23:09:46 -06:00
Sam Germain
692c55088a Started some pytests for short and leverage
1 short test passes
2021-07-26 23:09:46 -06:00
Sam Germain
b6cc3f02bf Created interest function 2021-07-26 23:09:46 -06:00
Sam Germain
613eecf16a Adding templates for leverage/short tests
All previous pytests pass
2021-07-26 23:09:46 -06:00
Sam Germain
67341aa4f2 Added changes suggested in pull request, fixed breaking changes,
can run the bot again
2021-07-26 23:09:46 -06:00
Sam Germain
20dcd9a1a2 Added changed to persistance/migrations 2021-07-26 23:09:46 -06:00
Sam Germain
69e81100e4 Updated Trade class 2021-07-26 23:09:46 -06:00
Sam Germain
a27171b371 Updated LocalTrade and Order classes 2021-07-26 23:09:46 -06:00
Sam Germain
05f74bdf53 Changed log ouput to debug in exchange.get_rate 2021-07-25 16:13:04 -06:00
sauces1313
4675d85b90
Merge branch 'freqtrade:develop' into RangeStabilityFilterMax 2021-07-25 02:37:56 -05:00
sauces1313
34c8a5afaf remove second filter, add max option 2021-07-25 07:24:55 +00:00
Sam Germain
b42afb9dae get_rate checks if side is buy for some console output 2021-07-24 17:14:54 -06:00
kevinjulian
aea5da0c73 changes testcase 2021-07-23 11:42:43 +07:00
kevinjulian
5fe18be4b5 add note buy_tag and split 3 assignment for get_signal 2021-07-23 01:25:15 +07:00
Matthias
b84a1d0c92 Don't crash when *_params is not defined in strategy
closes #5407
2021-07-22 20:21:04 +02:00
kevinjulian
b01daa8bbc expose buy_tag to api 2021-07-22 13:09:05 +07:00
kevinjulian
dd809f756b run mypy 2021-07-22 02:34:20 +07:00
kevinjulian
643b6b950e run flake8 2021-07-22 02:23:34 +07:00
kevinjulian
25e329623f change signature 2021-07-22 02:11:54 +07:00
kevinjulian
235c1afd09 add buy_tag on telegram 2021-07-22 01:53:15 +07:00
kevinjulian
f5a660f845 caps BUY_TAG_IDX 2021-07-21 20:19:56 +07:00
kevinjulian
49886874aa rename to buy_tag 2021-07-21 20:05:35 +07:00
GeorgeMurAlkh
759a350d73
Merge branch 'freqtrade:develop' into develop 2021-07-21 00:09:35 +03:00
George Muravei-Alkhavoi
1ea29a918a Fix webserver timerange problem. 2021-07-21 00:09:09 +03:00
kevinjulian
66a7070170 run linter 2021-07-20 23:56:03 +07:00
kevinjulian
5d04d6ffa7 fix edge testcase 2021-07-20 23:40:32 +07:00
kevinjulian
cbfedf8b29 fix backtest testcase 2021-07-20 23:25:00 +07:00
kevinjulian
c558fc0b17 fix feedback 2021-07-20 20:40:32 +07:00
Kevin Julian
edf9c08f06
Merge branch 'develop' into feat/kevinjulian/add-buy-signal-name 2021-07-20 19:19:46 +07:00
kevinjulian
ed30c023cd fix some testcase 2021-07-20 19:08:14 +07:00
kevinjulian
7d04005218 add test and migration 2021-07-20 16:14:48 +07:00
Matthias
e4b42b2b5b
Merge pull request #5284 from samgermain/merge_get_buy_sell_rate
Merge get_buy_rate and get_sell_rate
2021-07-20 06:54:47 +02:00
kevinjulian
104711a9bf get_signal signature 2021-07-20 05:04:25 +07:00
kevinjulian
9e63bdbac9 feat: add buy signal name 2021-07-20 04:58:20 +07:00
Sam Germain
b0bfbb6558 removed buy and sell merge, updated strategy name, removed default side for get_rate 2021-07-19 11:37:52 -06:00
George Muravei-Alkhavoi
ab786abf7f Fix intendation. 2021-07-19 00:47:51 +03:00
George Muravei-Alkhavoi
f705293353 Dataprovider caching and trimming to timerange of historical informative. 2021-07-19 00:25:24 +03:00
Matthias
365479f5e0 Remove startup-candles after populating buy/sell signals
closes #5242
2021-07-18 11:06:41 +02:00
Matthias
7b7d9c02d7
Merge pull request #5243 from freqtrade/feat/webservermode_progress
Introduce webserver mode subcommand
2021-07-18 10:48:55 +02:00
Sam Germain
44df5eeacf Adjusted docstring, and conditional near end of buy_rate 2021-07-18 00:00:18 -06:00
Sam Germain
7c27525bd8 Merge get_buy_rate and get_sell_rate 2021-07-17 22:51:20 -06:00
Rokas Kupstys
53a8c693b8
Honor skip_pair_validation setting when downloading pairs. 2021-07-17 09:21:03 +03:00
Matthias
d652e6fcc4 Don't log from wallet in backtest mode 2021-07-16 19:57:49 +02:00
Matthias
2e95df4d8d Update docs for /profit output 2021-07-15 20:12:44 +02:00
Matthias
c9c7f84e8c Calculate relative profit based on assumed starting balance 2021-07-14 20:55:11 +02:00
Matthias
f5c47767cb Provide available capital to api 2021-07-14 20:51:42 +02:00
Matthias
3451687135
Merge pull request #5255 from freqtrade/improve_dynamic_stake
Improve dynamic stake with multiple bots on the same exchange
2021-07-14 06:45:48 +02:00
anasyusef
c78b2075d8 feat: add one additional asterisk 2021-07-12 12:27:59 +00:00
anasyusef
6a53e2c764 feat: apply censoring to logging 2021-07-12 12:08:01 +00:00
anasyusef
f94dbcd085 feat: censor password from logs 2021-07-12 12:02:10 +00:00
Matthias
40db424363 Add documentation for available capital setting 2021-07-12 07:11:56 +02:00
Matthias
7863746904 Add available_capital parameter 2021-07-12 06:54:06 +02:00
Matthias
b41c234440 Extract Closed profit calculation to trade object 2021-07-12 06:54:06 +02:00
Matthias
8b78a3bde2 Quick fix for trades opening below min-trade amount 2021-07-11 21:01:12 +02:00
Matthias
38296e8689
Merge pull request #5189 from rokups/rk/custom-stake
Implement strategy-controlled stake sizes
2021-07-11 19:45:43 +02:00
Matthias
7ea0a74c53 Default to proposed stake 2021-07-11 14:11:41 +02:00
Rokas Kupstys
0e4466ca1e Implement strategy-controlled stake sizes. Expose self.wallet to a strategy. 2021-07-11 12:38:58 +03:00
Matthias
f658cfa349 Remove Slack
As the community is mostly active on discord, there's little point in
linking people to Slack as well
2021-07-11 11:13:27 +02:00
Matthias
52ae95b2a5 Improve naming of apiserver variables 2021-07-10 11:20:21 +02:00
Matthias
ad26b0dad0 Don't void backtest object when not necessary 2021-07-10 10:59:00 +02:00
Matthias
e4e2340f91 Fix bug where currencies are duplicated
in case there is dust
2021-07-10 10:02:05 +02:00
Matthias
6129c5ca9e Fix deprecation warnings from pandas 1.3.0
closes #5251
2021-07-09 20:46:38 +02:00
Matthias
2f33b97b95 Validate startup candles for backtesting correctly
closes #5250
2021-07-09 07:20:43 +02:00
Matthias
fb25130588
Merge pull request #5244 from octaviusgus/develop
fix daily profit data bug and daily profit curve example
2021-07-09 07:06:14 +02:00
Matthias
d96d6024f4
Merge pull request #5252 from kevinjulian/agefilter-max-days-listed
Fix Agefilter cannot appear on startup messages
2021-07-08 20:29:06 +02:00
kevinjulian
2a4a980855 Merge branch 'agefilter-max-days-listed' of https://github.com/kevinjulian/freqtrade into agefilter-max-days-listed 2021-07-08 19:25:32 +07:00
kevinjulian
863391122f fix short desc not appear 2021-07-08 13:42:52 +07:00
Matthias
225522762b
Merge pull request #5231 from nightshift2k/enhancement/range-based-volumefilter
Range based VolumeFilter
2021-07-08 07:22:37 +02:00
Matthias
76e51cddba
Merge pull request #5246 from nightshift2k/feature/offsetfilter
new filter OffsetFilter for offsetting incoming pairlists
2021-07-07 21:06:23 +02:00
Matthias
682f880630 Slightly simplify if statement, add additional test 2021-07-07 20:05:56 +02:00
kevinjulian
8248d1acd1 run flake8 2021-07-07 22:10:22 +07:00
kevinjulian
00a1931f40 fix test 2021-07-07 21:24:44 +07:00
sauces1313
8b0a02db8e Correct exception messages 2021-07-07 08:11:13 +00:00
nightshift2k
3c3772703b changed quoteVolume to be built over a
rolling period using lookback_period
to avoid pair_candles being larger
than requested lookback_period
2021-07-07 09:46:05 +02:00
user
638bed3dac Add RangeStabilityFilterMax pairlist filter 2021-07-07 06:46:51 +00:00
octaviusgus
d1104bd434 fix daily profit data and daily profit curve example 2021-07-06 22:47:39 +02:00
Matthias
005da97183 extract backtesting abort functionality 2021-07-06 19:48:28 +02:00
Matthias
5474d5ee64 Move webserver start command to seperate file 2021-07-06 19:48:28 +02:00
Matthias
e5b1657ab3 Properly remove rpc handler 2021-07-06 19:48:28 +02:00
Matthias
2ec22f1d97 Add Sorting to available pair list 2021-07-06 19:48:28 +02:00
Matthias
830b2548bc Add backtest stopping 2021-07-06 19:48:28 +02:00
Matthias
129c7b02d0 Not all config values are mandatory in webserver mode 2021-07-06 19:48:28 +02:00
Matthias
17b3cc2097 Return numeric value, not empty string 2021-07-06 19:48:28 +02:00
Matthias
b44d215b90 Add test for backtest via APII 2021-07-06 19:48:28 +02:00
Matthias
804d99cce9 Move backtesting api to it's own file 2021-07-06 19:48:28 +02:00
Matthias
8566306010 Add test for start_websever 2021-07-06 19:48:28 +02:00
Matthias
134c61126e Properly track bt progress ... 2021-07-06 19:48:28 +02:00
Matthias
03140a0ecb Run webserver in main thread when using webserver mode 2021-07-06 19:48:28 +02:00
Matthias
37b15e830a Add trade count to progress 2021-07-06 19:48:28 +02:00
Matthias
048008756f Add progress tracking for backtesting 2021-07-06 19:48:28 +02:00
Matthias
06b6726029 Support compounding key 2021-07-06 19:48:28 +02:00
Matthias
f96d7dfe6d Allow backtesting to reuse data
Allow activating / deactivating protections dynamically
2021-07-06 19:48:28 +02:00
Matthias
edb8c4f0e5 Fix tests for webserver mode 2021-07-06 19:48:28 +02:00
Matthias
5c18c8726d Implement backtesting with fastapi 2021-07-06 19:48:28 +02:00
Matthias
df55259737 Add start_trading endpoint 2021-07-06 19:48:28 +02:00
Matthias
02b84bd018 Introduce webserver mode for fastapi 2021-07-06 19:48:28 +02:00
Matthias
800e314bfd Store backtesting results in backtest instance 2021-07-06 19:48:28 +02:00
Matthias
97e8ec91f0 Save configuration file paths 2021-07-06 19:48:28 +02:00
Matthias
ef137546fe Add webserver entrypoint 2021-07-06 19:48:28 +02:00
Kevin Julian
0f3d34eaf4
Merge branch 'develop' into agefilter-max-days-listed 2021-07-06 19:47:18 +07:00
kevinjulian
502c69dce3 change short desc 2021-07-06 19:36:42 +07:00
Matthias
dec523eef0 Display verison of installed FreqUI 2021-07-06 07:20:05 +02:00
nightshift2k
1e87225e91 added test_VolumePairList_range to test_pairlist.py 2021-07-05 20:59:27 +02:00
Matthias
10998eb0fa Remove further usages of int(int_timestamp) 2021-07-05 19:51:14 +02:00
Matthias
1682578a39
Merge pull request #5234 from nightshift2k/fixups/pairlists
fixup pairlist filters, change  float_timestamp to int_timestamp
2021-07-05 19:45:35 +02:00
nightshift2k
346d66748b first version of OffsetFilter 2021-07-05 12:50:56 +02:00
nightshift2k
5626ca5a06 removed unnecessary casting to int() 2021-07-05 10:39:22 +02:00
Matthias
eb3ead4930
Merge pull request #5229 from kevinjulian/telegram-balance
compact low balance currencies
2021-07-05 06:56:35 +02:00
nightshift2k
7ac55e5415 AgeFilter, RangeStabilityFilter, VolatilityFilter
changed `float_timestamp` to `int_timestamp`
2021-07-04 21:08:42 +02:00
nightshift2k
85c7b55750 improvements:
- `float_timestamp` switched to `int_timestamp`
- added documentation to pairlists.md
2021-07-04 20:46:24 +02:00
Matthias
c5489d530a Reexport File to docs to have this available as documentation too 2021-07-04 19:50:44 +02:00
kevinjulian
c3cf71bba8 sort import 2021-07-04 22:04:39 +07:00
kevinjulian
2d5ced7801 fix testcase 2021-07-04 21:59:59 +07:00
octaviusgus
558bcc7959 Jupyter notebook snippet: Plotting daily profit / equity line 2021-07-04 15:56:55 +02:00
octaviusgus
4aa2ae37bd
add daily_profit_list
added extra key daily_profit in return of optimize_reports.generate_daily_stats
this allows us to analyze and plot a daily profit chart / equity line using snippet below inside jupyter notebook

```
# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)

from freqtrade.configuration import Configuration
from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
import plotly.express as px
import pandas as pd

# strategy = 'Strat'
# config = Configuration.from_files(["user_data/config.json"])
# backtest_dir = config["user_data_dir"] / "backtest_results"

stats = load_backtest_stats(backtest_dir)
strategy_stats = stats['strategy'][strategy]

equity = 0
equity_daily = []
for dp in strategy_stats['daily_profit']:
    equity_daily.append(equity)
    equity += float(dp)

dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])

df = pd.DataFrame({'dates':dates,'equity_daily':equity_daily})

fig = px.line(df, x="dates", y="equity_daily")
fig.show()

```
2021-07-04 14:38:17 +02:00
Matthias
898bef1837
Merge pull request #5219 from freqtrade/hyperopt_paramfile
automatic Hyperopt paramfile
2021-07-04 13:56:52 +02:00
nightshift2k
9919061c78 PEP8 compliance 2021-07-04 11:40:45 +02:00
nightshift2k
348dbeff3f added meaningful logging of used lookback range 2021-07-04 11:16:33 +02:00
Matthias
77293b1f1e Remove Zero duration Trades
after the recent backtesting fixes, this metric no longer makes sense, as it can't really be 0 any longer.
2021-07-04 10:50:10 +02:00
Matthias
a4096318e0 Provide full backtest-statistics to Hyperopt loss functions
closes #5223
2021-07-04 10:15:19 +02:00
kevinjulian
7efa228d73 add dust balance 2021-07-04 03:08:29 +07:00
kevinjulian
dbdd7f38a8 add plural 2021-07-04 02:56:05 +07:00
kevinjulian
b722e12350 compact low balance currencies 2021-07-04 02:44:48 +07:00
kevinjulian
f6511c3e3f fix typo and add blocker 2021-07-04 02:20:53 +07:00
kevinjulian
b72bbebccb fix flake8 2021-07-04 01:46:51 +07:00
kevinjulian
3d9f3eeb07 feat(agefilter): add max_days_listed 2021-07-03 23:58:04 +07:00
Rokas Kupstys
3686efa08a Add range property to CategoricalParameter and DecimalParameter, add their tests.
At the moment we can keep a single code path when using IntParameter, but we have to make a special hyperopt case for CategoricalParameter/DecimalParameter. Range property solves this.
2021-07-03 16:02:45 +03:00
nightshift2k
53f963dd73 fixed self._tf_in_secs to self._tf_in_sec 2021-07-03 11:49:05 +02:00
nightshift2k
62da4b452c code cleanup and comments 2021-07-03 11:47:17 +02:00
nightshift2k
055229a44a first iteration of volume pairlist with range lookback 2021-07-03 11:39:14 +02:00
Matthias
9d6860337f
Merge pull request #5212 from rokups/rk/trailing-stop-2
Trailing stoploss in backtesting v2
2021-07-03 08:39:30 +02:00
Matthias
fbd91cd3f8 Improve formatting to avoid backslash newlines 2021-07-03 08:22:21 +02:00
Matthias
b25ad68c44 Fix np.bool_ not outputting correctly 2021-07-02 20:52:25 +02:00
Matthias
b8de3270fa Plotting: Fix hover mode options after plotly update
closes #5209
2021-06-30 20:11:11 +02:00
Matthias
15e36a20e1 Improve naming of default hyperopt serializer 2021-06-30 19:48:34 +02:00
Rokas Kupstys
bc0742ae67 Fix extremely optimistic results when using a combination of custom_stoploss and trailing_stop. 2021-06-30 09:10:50 +03:00
Matthias
0809225a0a Update documentation to mention parameter strategy files 2021-06-30 07:05:20 +02:00
Matthias
645da51b5f Add test for parameter loading 2021-06-30 06:55:10 +02:00
Matthias
dcf53ac3ff Add test for try_eport_params 2021-06-30 06:33:40 +02:00
Matthias
84703080b8 Extract hyperopt_defaults_serializer to hyperopt_tools 2021-06-29 20:51:29 +02:00
Matthias
55f032b18e Catch trying to read faulty parameter file 2021-06-29 20:51:29 +02:00
Matthias
62cdbdc26a Automatically export hyperopt parameters 2021-06-29 20:51:25 +02:00
Matthias
af04c8e2da
Merge pull request #5205 from barisengez/develop
Added timerange and max open trades info above multiple strategy backtest result summary table
2021-06-29 16:49:17 +02:00
barbarius
a8117c6e0b Refactored to use results variable from for loop 2021-06-29 11:24:49 +02:00
Matthias
a2ccc1526e Load parameters from file 2021-06-29 07:07:34 +02:00
Matthias
8ca0076332 Fix small typos 2021-06-29 06:50:47 +02:00
Matthias
d4514f5f16 Introduce File versions to hyperopt result files 2021-06-29 06:50:47 +02:00
Matthias
a7e9e362b7 Simplify printing logic for non-optimized parameters 2021-06-29 06:50:47 +02:00
Matthias
8b7010fc9a Update pprint name 2021-06-29 06:50:47 +02:00
Matthias
aa5181ca81 Properly export non-optimized parameters 2021-06-29 06:50:47 +02:00
Matthias
34e6ce431f Print non-optimized parameters (also stop / roi) 2021-06-29 06:50:47 +02:00
Matthias
2310deec53 Update name to get non-optimized parameters 2021-06-29 06:50:47 +02:00
Matthias
8cdd1e3aef Fix some type errors 2021-06-29 06:50:47 +02:00
Matthias
2bf17f71e7 Dump parameters from hyperopt-show 2021-06-29 06:50:47 +02:00
Matthias
750c780293 Support loading parameters from json file 2021-06-29 06:50:47 +02:00
Eugene Schava
d54de72471 "/profit N" command should print best pair for the same period of time, not for all trades 2021-06-28 23:42:09 +03:00
barbarius
a0f28f4a15 Added max open trades to strategy summary first line 2021-06-28 17:05:12 +02:00
barbarius
2e5b719de8 Added timerange above multiple strategy backtest result summary table 2021-06-28 10:54:54 +02:00
barbarius
c99ae3b419 Added timerange above multiple strategy backtest result summary table 2021-06-28 10:20:34 +02:00
Matthias
ab07fb5b3f
Merge pull request #5188 from freqtrade/move_config_settings
Move ask_strategy config settings to root level
2021-06-27 11:30:50 +02:00
Matthias
34448fb87c Expose default currency precision to API 2021-06-26 20:46:54 +02:00
Matthias
00a7097b9e Reduce verbosity of getting sell-rate from orderbook 2021-06-26 20:09:52 +02:00
Matthias
3f669147f1 Simplify strategy-resolver moving 2021-06-26 17:55:31 +02:00
Matthias
158cb415a9 Add settings interface to have types available 2021-06-26 17:28:37 +02:00
Matthias
b7f01a08f3 Update sequence of process_deprecated_setting parameters 2021-06-26 17:03:51 +02:00
Matthias
1067a9f356 Move strategy-override signals to top-level of the config
closes #2867
2021-06-26 16:06:13 +02:00
Matthias
60c7308126
Merge pull request #5183 from freqtrade/remove_order_book_max
Remove order book max
2021-06-26 14:56:10 +02:00
Matthias
1cb057bda7 Version bump 2021.6 2021-06-26 14:01:23 +02:00
Matthias
7fe42852a8 Merge branch 'stable' into new_release 2021-06-26 14:00:55 +02:00
Matthias
c62fad0088 Pricing strategies should default to use orderbook pricing 2021-06-26 08:19:37 +02:00
Matthias
59a33d0fa9 Add test for ask_orderbook validation 2021-06-25 20:52:34 +02:00
Matthias
d59a38665c Remove support for order_book_max 2021-06-25 20:36:39 +02:00
aayush-jain18
d294ef10d7 unexpected docstring params 2021-06-25 23:56:16 +05:30
Matthias
1440b2f7fe
Merge pull request #5178 from aayush-jain18/spell-correction
spell corrections
2021-06-25 19:10:39 +02:00
aayush-jain18
a46f60bd94 spell corrections 2021-06-25 22:10:04 +05:30
Matthias
40545e62af
Merge pull request #5082 from freqtrade/dry_run_order
Dry run order filling
2021-06-25 18:26:01 +02:00
Matthias
1a82685dd8 Don't reset log caching
uvicorn will "load from dict" the config - which flushes the logs
and therefore cleans log-buffering
2021-06-25 18:24:10 +02:00
Matthias
e0d3ca6c6d Fix import sorting 2021-06-24 18:44:59 +02:00
Matthias
c938edc01b Apply dataprovider to /pair_history endpoint 2021-06-24 18:18:01 +02:00
Matthias
f7c09ba63a Log endpoint should use static rpc class 2021-06-24 18:17:40 +02:00
Eugene Schava
3c70768e18 make "/profit N" command output be consistent with "/daily" and "/status table" commands 2021-06-23 07:30:08 +03:00
Eugene Schava
e97c82c514 make "/profit N" command output be consistent with "/daily" and "/status table" commands 2021-06-22 12:22:19 +03:00
Eugene Schava
0605cbb06e make "/profit N" command output be consistent with "/daily" and "/status table" commands 2021-06-22 12:20:12 +03:00
Matthias
204758834d
Merge pull request #4308 from eatrisno/patch-1
Add Refresh / Reload Button on rpc/Telegram
2021-06-19 18:50:59 +01:00
Matthias
122943d835 Don't run filter again for pairlist generator
The generator implicitly runs filter - so it should not be ran again
as that would void generator caching.

closes #5103
2021-06-19 19:37:27 +02:00
Matthias
96fbb226c5 Implement better strategy checks
part of #2696
2021-06-19 19:32:29 +02:00
Matthias
a7f8342171 Add small documentation about reload disabling 2021-06-19 16:49:54 +02:00
Matthias
6e99e3fbbb Implement tests for message updating 2021-06-19 09:31:34 +02:00
Matthias
39b876e37a Log exchange responses if configured 2021-06-19 09:07:42 +02:00
Matthias
e40d481d09
Merge pull request #5014 from Rikj000/hyperopt-show-include-non-optimized-in-json
BugFix - `hyperopt-show --print-json` include non-optimized params
2021-06-19 07:42:15 +01:00
Rik Helsen
656bebd4da 🪲 Included completely non_optimized spaces in json + swapped merge dictionary order 2021-06-18 22:03:04 +02:00
Matthias
e1010ff592 Don't load protections from config if strategy defines a property 2021-06-18 19:55:53 +02:00
Rik Helsen
1567804509 kwargs merge dictionaries instead of using loops 2021-06-17 22:41:49 +02:00
Cryptomeister Nox
85979c3176 * Adding command for Filtering
* Read latest Backtest file and print trades
2021-06-17 20:35:02 +02:00
Rik Helsen
546ca01071 ♻️ Fixed flake8 warning 2021-06-17 20:33:21 +02:00
Rik Helsen
90d37f5ec6 🔀 Merged upstream branches and fixed merge conflicts 2021-06-17 20:24:20 +02:00
Matthias
a9f111dca0 Fix some types 2021-06-17 19:50:49 +02:00
Matthias
7ff794cb87 Merge branch 'develop' into pr/eatrisno/4308 2021-06-17 19:46:15 +02:00
Matthias
8bb464bd64
Merge pull request #5108 from rokups/rk/pessimistic-trailing-stoploss
Implement most pessimistic handling of trailing stoploss.
2021-06-17 18:41:00 +01:00
Matthias
c4bc47e6e7
Merge pull request #5140 from barisengez/develop
Moved daily avg trade row next to total trades on backtest results
2021-06-17 08:54:48 +01:00
Matthias
a49ca9cbf7 Change log-level "Executing handler" msg to debug
closes #5143
2021-06-17 06:57:35 +02:00
Matthias
b38ab84a13 Add documentation mention about new behaviour 2021-06-17 06:48:41 +02:00
Matthias
1c9def2fdb
Update freqtrade/optimize/optimize_reports.py 2021-06-16 20:17:44 +01:00
barbarius
1bb04bb0c2 Moved daily avg trade row next to total trades on backtest results 2021-06-16 11:40:55 +02:00
Matthias
38ed49cef5 move low to stoploss_reached
to clarify where which rate is used
2021-06-15 09:05:36 +03:00
Rokas Kupstys
6d5fc96714 Implement most pessimistic handling of trailing stoploss. 2021-06-15 09:05:36 +03:00
Matthias
0af9bcef60
Merge pull request #5131 from freqtrade/dependabot/pip/develop/mypy-0.902
Bump mypy from 0.812 to 0.902
2021-06-14 19:03:46 +01:00
Matthias
cf7394d01c Export backtesting results by default
closes #4977
2021-06-14 19:57:24 +02:00
Matthias
4ba7a2bbd2 Fix mypy update problems 2021-06-14 19:18:42 +02:00
Bernd Zeimetz
cd6620a044 Ignore broken symlinks while resolving strategies.
Without this fix the resolver tries to read from the broken symlink,
resulting in an exception that leads to the the rather confusing
error message

freqtrade.resolvers.iresolver - WARNING - Path "...../user_data/strategies" does not exist.

as a result of a symlink matching .py not being readable.
2021-06-13 21:42:09 +02:00
Matthias
e226252921 Always use the same parameter sequence 2021-06-13 20:39:25 +02:00
Matthias
a95f760ff7 Simplify update logic by moving it to send_msg 2021-06-13 20:34:08 +02:00
Matthias
03eff69829 Simplify update message sending 2021-06-13 20:23:32 +02:00
Matthias
d32508aa75 Merge branch 'develop' into pr/eatrisno/4308 2021-06-13 20:04:24 +02:00
Matthias
eaf0aac77e Remove OrderedDict
as we're no longer supporting python 3.6
2021-06-13 11:47:18 +02:00
Matthias
d54ee0eb04 Refactor hyperopt_tools naming 2021-06-13 11:24:24 +02:00
Matthias
c65b4e5d3b Small fix to models 2021-06-13 11:20:22 +02:00
Matthias
d35b2e3b8f Update ftx stoploss logic to properly detect correct trades
closes #5045
2021-06-13 11:06:34 +02:00
Matthias
a05e38dbd3 Require timeframe for plot-profit
must be set in config or via --timeframe
2021-06-12 09:03:55 +02:00
Matthias
ef208012c4
Merge pull request #5104 from freqtrade/enums_own_module
Enums own package
2021-06-10 05:31:14 +01:00
Matthias
c292926086 Small style improvements (no empty line at start) 2021-06-10 06:21:10 +02:00
Matthias
d4dfdf04fc Move RPCMessageType to enums 2021-06-09 20:23:17 +02:00
Matthias
f484ec216e
Merge pull request #5099 from bgouvea/develop
Addition of the maximum drawdown to the hyperoptimization
2021-06-09 19:10:25 +01:00