Sam Germain
|
badc0fa445
|
Adjusted _get_funding_fee_method
|
2021-10-23 21:58:57 -06:00 |
|
Sam Germain
|
cba0a8cee6
|
adjusted funding fee formula binance
|
2021-10-23 21:58:17 -06:00 |
|
Sam Germain
|
2a26c6fbed
|
Added backtesting methods back in
|
2021-10-23 21:33:37 -06:00 |
|
Sam Germain
|
ed91516f90
|
Changed future to swap
|
2021-10-23 14:10:09 -06:00 |
|
Simon Ebner
|
fde10f5395
|
Use pathlib.stem instead of str(x).ends_with
|
2021-10-23 12:26:07 +02:00 |
|
Sam Germain
|
167f9aa8d9
|
Added gateio futures support, and added gatio to test_exchange exchanges variable
|
2021-10-22 11:52:05 -06:00 |
|
Sam Germain
|
aed22f7dad
|
Merge branch 'develop' into feat/short
|
2021-10-22 11:45:27 -06:00 |
|
Sam Germain
|
f07555fc84
|
removed binance constructor, added fill_leverage_brackets call to exchange constructor
|
2021-10-22 06:37:56 -06:00 |
|
Matthias
|
78724e304e
|
Merge branch 'develop' into pr/theluxaz/5710
|
2021-10-21 17:46:39 +02:00 |
|
theluxaz
|
0e085298e9
|
Fixed test failures.
|
2021-10-21 17:25:38 +03:00 |
|
Matthias
|
96f99699e0
|
Merge pull request #4606 from rextea/add_days_breakdown_to_backtesting_summary
Add days breakdown table to backtesting
|
2021-10-21 13:56:30 +02:00 |
|
Matthias
|
e458c9867a
|
Styling fixes
|
2021-10-21 07:45:15 +02:00 |
|
Matthias
|
7b5346b984
|
Add test for breakdown-stats
|
2021-10-21 07:11:39 +02:00 |
|
Matthias
|
fa028c2134
|
Support day/week/month breakdowns
|
2021-10-21 06:58:40 +02:00 |
|
Matthias
|
7197f4ce77
|
Don't show daily % profit (it's wrong)
|
2021-10-20 20:01:31 +02:00 |
|
Matthias
|
de5497c766
|
backtest_days cannot be below 1
|
2021-10-20 19:39:37 +02:00 |
|
Matthias
|
1267374c8a
|
Small fixes to tests
|
2021-10-20 19:21:38 +02:00 |
|
theluxaz
|
905f3a1a50
|
Removed exit_tag from Trade objects.
|
2021-10-20 17:58:50 +03:00 |
|
Sam Germain
|
0329da1a57
|
updated get_max_leverage to use new ccxt unified property
|
2021-10-20 08:36:48 -06:00 |
|
Sam Germain
|
3fffc315ac
|
Merge branch 'develop' into feat/short
|
2021-10-20 08:11:53 -06:00 |
|
Matthias
|
5454460227
|
Revert initial_points to 30
closes #5760
|
2021-10-20 07:46:15 +02:00 |
|
theluxaz
|
1fdc4425dd
|
Changed exit_tag to be represented as sell_reason
|
2021-10-20 01:26:15 +03:00 |
|
Matthias
|
55b0216180
|
Allow StaticPairlist in non-first position
closes #5754
|
2021-10-19 19:48:56 +02:00 |
|
Matthias
|
42a4dfed28
|
Reallow bitstamp
revert #1984, related to #1983
|
2021-10-19 19:12:35 +02:00 |
|
theluxaz
|
5ecdd1d112
|
Merge branch 'develop' into freqtrade-development
|
2021-10-19 00:00:15 +03:00 |
|
theluxaz
|
69a59cdf37
|
Fixed flake 8, changed sell_tag to exit_tag and fixed telegram functions
|
2021-10-18 23:56:41 +03:00 |
|
Sam Germain
|
57d7009fd9
|
Added trading mode and collateral to constants.py
|
2021-10-18 01:21:41 -06:00 |
|
Sam Germain
|
faaa3ae9b1
|
Removed exit_short rpcmessagetype
|
2021-10-18 01:08:12 -06:00 |
|
Sam Germain
|
053aecf111
|
reformatted check_handle_timedout
|
2021-10-18 01:01:29 -06:00 |
|
Sam Germain
|
e4682b78c5
|
updates suggested on github
|
2021-10-18 00:28:32 -06:00 |
|
Matthias
|
7d8cd736b8
|
Support days-breakdown also for hyperopt results
|
2021-10-17 16:49:39 +02:00 |
|
Matthias
|
47bba331c1
|
Merge branch 'develop' into pr/rextea/4606
|
2021-10-17 16:29:31 +02:00 |
|
Matthias
|
d4d57f0002
|
Document expansion of --pairs , add download-inactive
|
2021-10-17 16:09:56 +02:00 |
|
Matthias
|
9bb2dd1851
|
Merge pull request #5694 from freqtrade/dependabot/pip/develop/fastapi-0.70.0
Bump fastapi from 0.68.1 to 0.70.0
|
2021-10-17 15:01:28 +02:00 |
|
Matthias
|
e23eb99abf
|
Disable ability to use lookahead-biased vwap
closes #5782
|
2021-10-17 11:23:58 +02:00 |
|
Matthias
|
198f3c5238
|
Merge branch 'feat/short' into pr/samgermain/5567
|
2021-10-17 10:41:03 +02:00 |
|
Matthias
|
69fdb8edfa
|
Merge branch 'develop' into feat/short
|
2021-10-17 10:40:08 +02:00 |
|
Matthias
|
fb2c8f7621
|
Rollback after each request
This closes the transaction and avoids "sticking" transactions.
|
2021-10-17 10:30:06 +02:00 |
|
Matthias
|
bc10b451fe
|
Revert wrong condition
|
2021-10-17 09:46:39 +02:00 |
|
Matthias
|
5ba1d66be7
|
Make sure transactions are reset
closes #5719
|
2021-10-16 17:57:51 +02:00 |
|
Matthias
|
794862a35a
|
Merge pull request #5670 from sergeykhliustin/develop
Added min_profit param to PerformanceFilter
|
2021-10-14 19:57:36 +02:00 |
|
Matthias
|
c02a538187
|
Add documentation and log to PerformanceFilter
|
2021-10-14 19:36:34 +02:00 |
|
Sam Germain
|
5fbe76cd7e
|
isolated conditionals in interface stoploss method
|
2021-10-14 05:10:28 -06:00 |
|
Matthias
|
0e7d903a6f
|
Merge pull request #5644 from slyons/develop
Add ability to ignore unparameterized spaces
|
2021-10-14 08:07:07 +02:00 |
|
Sam Germain
|
bcbe8f229c
|
Merge branch 'feat/short' into lev-freqtradebot
|
2021-10-13 19:02:57 -06:00 |
|
Sam Germain
|
bd488cc086
|
Merge branch 'develop' into feat/short
|
2021-10-13 17:56:40 -06:00 |
|
theluxaz
|
0bb7ea10ab
|
Fixed minor header for backtesting
|
2021-10-14 01:34:30 +03:00 |
|
theluxaz
|
ed39b8dab0
|
fixed profit total calculation
|
2021-10-14 01:18:16 +03:00 |
|
theluxaz
|
d341d85079
|
Refixed some files for the pull request
|
2021-10-14 01:13:28 +03:00 |
|
theluxaz
|
96cab22a8c
|
Fixed some bugs for live sell_tags.
|
2021-10-14 01:03:15 +03:00 |
|
Matthias
|
3279ea568c
|
Add new parameter to hyperopt docs
|
2021-10-13 19:57:42 +02:00 |
|
Matthias
|
aed919a05f
|
Simplify "no-space-configured" error handling by moving it to hyperopt_auto
|
2021-10-13 19:54:35 +02:00 |
|
Matthias
|
2c6290a100
|
Small updates to prevent random test failures
|
2021-10-13 07:04:21 +02:00 |
|
Sam Germain
|
0dbad19b40
|
trading_mode default null in models.Trade
|
2021-10-12 20:34:19 -06:00 |
|
theluxaz
|
0f670189eb
|
quick typo fix
|
2021-10-13 02:14:07 +03:00 |
|
theluxaz
|
b151cf032b
|
Merge branch 'develop' of https://github.com/theluxaz/freqtrade into main
# Conflicts:
# freqtrade/freqtradebot.py
# freqtrade/optimize/backtesting.py
|
2021-10-13 02:01:26 +03:00 |
|
theluxaz
|
02243b1a2b
|
minifix
|
2021-10-13 01:34:29 +03:00 |
|
theluxaz
|
80b71790bc
|
Added some bigfixes for sell_tag
|
2021-10-13 01:22:53 +03:00 |
|
theluxaz
|
b898f86364
|
Added sell_tag and buy/sell telegram performance functions
|
2021-10-13 00:02:28 +03:00 |
|
Matthias
|
532a9341d2
|
Fix migration issue
|
2021-10-12 20:41:48 +02:00 |
|
Matthias
|
f290ff5c9a
|
Re-add schedule.run_pending
|
2021-10-12 19:10:38 +02:00 |
|
Sam Germain
|
86cbd0039f
|
Fixed bugs
|
2021-10-12 02:24:35 -06:00 |
|
Matthias
|
ce9debe9fd
|
Add version argument to freqUI installer
|
2021-10-12 06:44:07 +02:00 |
|
Matthias
|
70000b5843
|
Use scheduler as Object, not the automatic Singleton
|
2021-10-11 20:28:23 +02:00 |
|
Sam Germain
|
bdad604fab
|
Added persistence futures tests
|
2021-10-11 07:48:31 -06:00 |
|
Sam Germain
|
ae3688a18a
|
Updated LocalTrade.calc_close_trade_value formula for shorting futures
|
2021-10-11 05:56:27 -06:00 |
|
Sam Germain
|
d5a1385fdc
|
Changes described on github
|
2021-10-11 04:14:59 -06:00 |
|
Sam Germain
|
855b26f846
|
Parametrized more time machine tests in test_update_funding_fees
|
2021-10-11 01:31:21 -06:00 |
|
Sam Germain
|
3b962433fb
|
Switched shcedule to perform every 15 minutes
|
2021-10-10 02:55:04 -06:00 |
|
Sam Germain
|
81cf4653a9
|
Fixed failing test_process_trade_creation, test_order_book_depth_of_market, test_handle_stoploss_on_exchange_trailing
|
2021-10-09 17:35:57 -06:00 |
|
Sam Germain
|
94f0be1fa9
|
Added is_short=(signal == SignalDirection.SHORT) inside freqtradebot.create_trade
|
2021-10-09 16:32:22 -06:00 |
|
Sam Germain
|
85e86ec09d
|
Fixed failing test_check_handle_timedout_buy_usercustom
|
2021-10-09 15:14:33 -06:00 |
|
Sam Germain
|
729957572b
|
updated strategy stop_loss_reached to work for shorts
|
2021-10-09 14:39:11 -06:00 |
|
Sam Germain
|
95be5121ec
|
Added bibox and hitbtc funding fee times
|
2021-10-09 13:14:41 -06:00 |
|
Sam Germain
|
b83933a10a
|
Added gateio and kucoin funding fee times
|
2021-10-09 13:09:11 -06:00 |
|
Sam Germain
|
057b048f31
|
Started added timezone offset stuff
|
2021-10-09 12:27:40 -06:00 |
|
Sam Germain
|
795d51b68c
|
Switched scheduler to get funding fees every hour for any exchange
|
2021-10-09 11:27:26 -06:00 |
|
Sam Germain
|
39be675f1f
|
Adjusted time to utc in schedule
|
2021-10-09 10:52:07 -06:00 |
|
Matthias
|
cae8ff5949
|
Merge pull request #5623 from froggleston/rest_sysinfo
Add CPU,RAM sysinfo support to the REST API to help with bot system m…
|
2021-10-09 15:17:21 +02:00 |
|
Matthias
|
91ceaef02f
|
Merge pull request #5678 from sidml/develop
Hyperopt loss function using max drawdown
|
2021-10-09 10:26:40 +02:00 |
|
sid
|
30bc96cf3f
|
simplify expression
|
2021-10-09 06:36:23 +05:30 |
|
Matthias
|
11ec1d9b06
|
Revert previous commit
|
2021-10-08 20:22:07 +02:00 |
|
Matthias
|
482f4418c6
|
Clarify "required candle" message
|
2021-10-08 14:36:52 +02:00 |
|
Robert Davey
|
f07eeddda0
|
Update api_schemas.py
Fix api schema for cpu_pct float List.
|
2021-10-07 12:04:42 +01:00 |
|
Sam Germain
|
7f7f377a90
|
updated a test, put in TODO-lev
|
2021-10-07 05:03:38 -06:00 |
|
Sam Germain
|
e367f84b06
|
Added more update_funding_fee tests, set exchange of default conf
|
2021-10-07 04:20:53 -06:00 |
|
Matthias
|
45b7a0c837
|
Add Test and docs for MaxDrawDownHyperOptLoss
|
2021-10-07 07:12:45 +02:00 |
|
Matthias
|
29863ad2bf
|
Fix error when ask_last_balance is not set
closes #5181
|
2021-10-07 06:51:29 +02:00 |
|
sid
|
46c320513a
|
use profit_abs
|
2021-10-07 08:07:07 +05:30 |
|
sid
|
93e4cf4006
|
Merge remote-tracking branch 'upstream/develop' into develop
|
2021-10-07 08:04:40 +05:30 |
|
Matthias
|
526bdaa2dc
|
Recommend using 0.0.0.0 as listen address for docker
|
2021-10-06 20:14:59 +02:00 |
|
Matthias
|
57ef25789e
|
Fix style errors
|
2021-10-06 19:36:41 +02:00 |
|
sid
|
6ba46b38bd
|
fix formatting
|
2021-10-06 13:46:05 +05:30 |
|
sid
|
c0d01dbc26
|
add max_drawdown loss
|
2021-10-06 13:24:27 +05:30 |
|
Sam Germain
|
29e582c6d9
|
Fixed time format for schedule and update_funding_fees conf is mocked better
|
2021-10-05 01:42:46 -06:00 |
|
froggleston
|
0db5c07314
|
Fix issues with sysinfo rpc/API code, add SysInfo api_schema
|
2021-10-05 00:10:39 +01:00 |
|
Matthias
|
92f8f231af
|
Remove ratelimit from kucoin template
|
2021-10-04 20:22:41 +02:00 |
|
Matthias
|
7f4baab420
|
Remove explicit rateLimits, improve docs
|
2021-10-04 20:14:22 +02:00 |
|
Matthias
|
f15922a168
|
Fix custom_stoploss in strategy template
closes #5658
|
2021-10-04 19:11:35 +02:00 |
|
Sergey Khliustin
|
07750518c3
|
Added min_profit param to PerformanceFilter
|
2021-10-04 18:49:57 +03:00 |
|
Sam Germain
|
928c4edace
|
removed side from execute_trade_exit
|
2021-10-03 23:22:51 -06:00 |
|
Sam Germain
|
9046caa27c
|
fixed test_update_trade_state_sell
|
2021-10-03 23:13:34 -06:00 |
|
Sam Germain
|
2a2b759419
|
patch_get_signal test updates
|
2021-10-03 17:41:01 -06:00 |
|
Matthias
|
1c63d01cec
|
Prevent using market-orders on gateio
GateIo does not support market orders on spot markets
|
2021-10-03 14:14:16 +02:00 |
|
Sam Germain
|
70db228f24
|
Merge branch 'feat/short' into funding-fee
|
2021-10-03 02:15:54 -06:00 |
|
Sam Germain
|
09ef0781a1
|
switching limit_buy_order_usdt and limit_sell_order_usdt to limit_order(enter_side[is_short]) and limit_order(exit_side[is_short])
|
2021-10-03 01:52:58 -06:00 |
|
Matthias
|
f5e5203388
|
Use "round" to 12 digits for TickSize mode
Avoids float rounding problems, fix #5652
|
2021-10-03 09:49:55 +02:00 |
|
Sam Germain
|
3823ca4162
|
Merge branch 'test-freqtradebot-usdt' into lev-freqtradebot
|
2021-10-02 20:26:52 -06:00 |
|
Sam Germain
|
87ff65d31e
|
Fixed failing test_handle_protections
|
2021-10-02 04:06:22 -06:00 |
|
Sam Germain
|
b3656ddfc9
|
Merge branch 'feat/short' into lev-freqtradebot
|
2021-10-02 03:36:32 -06:00 |
|
Sam Germain
|
e8b4cf6eaa
|
Merge branch 'develop' into feat/short
|
2021-10-02 03:15:12 -06:00 |
|
Sam Germain
|
9ea2dd05d8
|
Removed space in retrier
|
2021-10-01 21:21:59 -06:00 |
|
Matthias
|
f69cb39a17
|
Fix missing comma in kucoin template
closes #5646
|
2021-10-01 19:26:51 +02:00 |
|
Matthias
|
99e3450d30
|
Merge pull request #5642 from freqtrade/add_trade_conversion_command
Add trade conversion command
|
2021-10-01 06:38:42 +02:00 |
|
Sam Germain
|
77d3a8b457
|
Added bybit funding-fee times
|
2021-09-30 20:18:56 -06:00 |
|
Scott Lyons
|
df45f467c6
|
Adding ability to ignore unparameterized spaces
|
2021-09-30 01:11:02 -07:00 |
|
Scott Lyons
|
95227376b6
|
Adding IUS to optimize args
|
2021-09-30 00:53:46 -07:00 |
|
Scott Lyons
|
08fcd1a0d4
|
Adding ignore space errors to Hyperopt CLI
|
2021-09-30 00:46:56 -07:00 |
|
Scott Lyons
|
5dd1088d8d
|
Adding ignore unparameterized spaces flag
|
2021-09-30 00:44:26 -07:00 |
|
Matthias
|
5f23af5802
|
Rename update_open_trades to clarify it's only called at startup
|
2021-09-30 07:24:16 +02:00 |
|
Sam Germain
|
157223f6ab
|
datetime.utc -> datetime.now(timezone.utc)
|
2021-09-29 22:32:02 -06:00 |
|
Sam Germain
|
af6afd0ac2
|
Revert "Replace datetime.utcnow with datetime.now(timezone.utc)"
This reverts commit c4ac876183 .
|
2021-09-29 22:27:21 -06:00 |
|
Sam Germain
|
993dc672b4
|
timestamp * 1000 in get_funding_fees_from_exchange
|
2021-09-29 22:18:15 -06:00 |
|
Sam Germain
|
c4ac876183
|
Replace datetime.utcnow with datetime.now(timezone.utc)
|
2021-09-29 22:16:44 -06:00 |
|
Matthias
|
178db516bf
|
Add documentation for trade-to-ohlcv
|
2021-09-29 20:00:14 +02:00 |
|
Matthias
|
248c61bb26
|
Add test for trades-to-ohlcv
|
2021-09-29 19:39:29 +02:00 |
|
Matthias
|
fc511aac44
|
don't use %default when no default is defined
|
2021-09-29 19:21:54 +02:00 |
|
Matthias
|
656526c007
|
Add trades-to-ohlcv command to simplify adding new timeframes
|
2021-09-29 16:50:05 +02:00 |
|
Robert Roman
|
ca973c05d1
|
Merge branch 'freqtrade:develop' into develop
|
2021-09-28 10:16:36 -05:00 |
|
Sam Germain
|
545b62d746
|
Merge branch 'feat/short' into funding-fee
|
2021-09-27 23:34:09 -06:00 |
|
Sam Germain
|
1a132758d0
|
merged with feat/short
|
2021-09-27 23:26:20 -06:00 |
|
Robert Roman
|
626a40252d
|
resolved mypy error
error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
|
2021-09-27 17:33:29 -05:00 |
|
Robert Roman
|
c3414c3b78
|
resolved mypy error
error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
|
2021-09-27 17:32:49 -05:00 |
|
Matthias
|
5726886b06
|
Reduce backtest-noise from "pandas slice" warning
|
2021-09-27 20:52:19 +02:00 |
|
Matthias
|
d7ce9b9f6d
|
Rename sample short strategy
|
2021-09-27 19:17:19 +02:00 |
|
Robert Roman
|
67e9626da1
|
fixed isort issue
|
2021-09-27 12:16:57 -05:00 |
|
Robert Roman
|
a1566fe5d7
|
updated to latest constant.py file
|
2021-09-27 11:47:03 -05:00 |
|
Robert Roman
|
193b22475d
|
Merge branch 'freqtrade:develop' into develop
|
2021-09-27 11:35:34 -05:00 |
|
Matthias
|
3fbf716f85
|
Fix "sticking" timerange in webserver mode
|
2021-09-27 17:52:00 +02:00 |
|
Matthias
|
5b7a1f8642
|
Validate config also in webserver mode
|
2021-09-27 07:12:40 +02:00 |
|
Matthias
|
6fb0d14f80
|
changed naming for signal variable
|
2021-09-27 07:07:49 +02:00 |
|
Robert Roman
|
bdca3e2343
|
Merge branch 'freqtrade:develop' into develop
|
2021-09-26 15:37:09 -05:00 |
|
Matthias
|
a926f54a25
|
Add "side" parameter to custom_stake_amount
|
2021-09-26 19:35:54 +02:00 |
|
Matthias
|
84e013de2d
|
Update confirm_trade_entry to support "side" parameter
|
2021-09-26 19:33:22 +02:00 |
|
Matthias
|
4d49f1a0c7
|
Reset columns by dropping instead of resetting
|
2021-09-26 15:39:34 +02:00 |
|
Matthias
|
4fd00db630
|
Use "combined" enter_tag column
|
2021-09-26 15:22:37 +02:00 |
|
Matthias
|
6319c104fe
|
Fix unreliable backtest-result when using webserver mode
|
2021-09-26 15:07:48 +02:00 |
|
Robert Roman
|
a77ca22026
|
Merge branch 'freqtrade:develop' into develop
|
2021-09-26 02:57:02 -05:00 |
|
Matthias
|
2a678bdbb4
|
Update buy_tag column to long_tag
|
2021-09-26 08:37:44 +02:00 |
|
Robert Roman
|
89b7dfda0e
|
Added Calmar Ratio Daily
|
2021-09-25 16:34:41 -05:00 |
|
Robert Roman
|
24baad7884
|
Add Calmar Ratio Daily
This hyper opt loss calculates the daily Calmar ratio.
|
2021-09-25 16:28:36 -05:00 |
|
froggleston
|
097da448e2
|
Add CPU,RAM sysinfo support to the REST API to help with bot system monitoring
|
2021-09-25 15:48:42 +01:00 |
|
Matthias
|
b59906b117
|
Update minimum for tradable_balance_ratio to 0.0
|
2021-09-24 19:24:33 +02:00 |
|
Robert Roman
|
0f29cbc882
|
added CalmarHyperOptLoss
I added CalmarHyperOptLoss to HYPEROPT_LOSS_BUILTIN variable inside constants.py file
|
2021-09-23 21:37:28 -05:00 |
|
Robert Roman
|
3b99c84b0a
|
resolved the total profit issue
I resolved the total profit issue and locally ran flak8 and isort
|
2021-09-23 21:31:33 -05:00 |
|
Matthias
|
9a6d8977de
|
Merge pull request #5605 from peterwilli/fix-sell-cancel-webhook-error
fixed webhook "unsupported format string passed to NoneType." error
|
2021-09-23 20:17:35 +02:00 |
|
Peter Willemsen
|
692e91a26d
|
changed close date from datetime.utcnow() to datetime.now(timezone.utc)
|
2021-09-23 10:28:15 +02:00 |
|
Matthias
|
a0ef89d910
|
Also support column-transition for V1 strategies
|
2021-09-22 20:52:55 +02:00 |
|
Matthias
|
0e13d57e57
|
Update advise_* methods to entry/exit
|
2021-09-22 20:42:31 +02:00 |
|
Matthias
|
4c6b1cd55b
|
Add very simple short logic to test-strategy
|
2021-09-22 20:36:03 +02:00 |
|
Matthias
|
5928ba9c88
|
Test and document leverage strategy callback
|
2021-09-22 20:14:52 +02:00 |
|
Robert Roman
|
c6b684603c
|
removed trade_count inside if statement
i removed trade_count inside if statement. Even though it helps overfitting, It is not useful when running hyperopt on small datasets.
|
2021-09-22 09:21:43 -05:00 |
|
Robert Roman
|
b946f8e7f1
|
I sorted imports with isort
|
2021-09-22 09:18:17 -05:00 |
|
Robert Roman
|
3834bb86ff
|
updated line 42
I removed the minus sign on max drawdown.
|
2021-09-21 20:25:17 -05:00 |
|
Robert Roman
|
3845d55186
|
a new hyperopt loss created that uses calmar ratio
This is a new hyperopt loss file that uses the Calmar Ratio.
Calmar Ratio = average annual rate of return / maximum drawdown
|
2021-09-21 20:04:23 -05:00 |
|
Peter Willemsen
|
b0de4d333e
|
fixed webhook error
|
2021-09-21 23:20:40 +02:00 |
|
Matthias
|
7a5c7e7020
|
Update some tests to use StrategyV3
|
2021-09-21 19:33:33 +02:00 |
|
Matthias
|
3ce05c0d54
|
Add "sane" defaults to protection triggers
|
2021-09-20 20:16:58 +02:00 |
|
Matthias
|
fd23ab3d64
|
improve formatting, add tests
|
2021-09-20 19:50:56 +02:00 |
|
Matthias
|
dd0db7ee5d
|
Split protection-notification into global and per-pair
|
2021-09-20 19:23:40 +02:00 |
|
Matthias
|
a0fb43c6ca
|
Add pairlock-notification
|
2021-09-20 19:12:59 +02:00 |
|
Sam Germain
|
d7c7448632
|
merged lev-freqtradebot with lev-strat
|
2021-09-19 19:06:43 -06:00 |
|
Sam Germain
|
778f0d9d0a
|
Merged feat/short into lev-strat
|
2021-09-19 17:44:12 -06:00 |
|
Sam Germain
|
60a678fea7
|
merged with feat/short
|
2021-09-19 17:02:09 -06:00 |
|
Matthias
|
1da091dea3
|
ProtectionManager should return the lock just created
|
2021-09-19 19:41:19 +02:00 |
|
Matthias
|
879bf47b32
|
Refactor telegram.py to simplify send_msg
|
2021-09-19 19:25:36 +02:00 |
|
Matthias
|
ec03531771
|
Improve naming of variables
|
2021-09-19 13:29:09 +02:00 |
|
Matthias
|
ab88217186
|
Improve /balance output to include starting balance and percentual change
closes #5503
|
2021-09-19 13:17:34 +02:00 |
|
Sam Germain
|
ac4f5adfe2
|
switched since = int(since.timestamp()) from %s
|
2021-09-19 01:16:22 -06:00 |
|
Rokas Kupstys
|
713e7819f7
|
[SQUASH] Remove mypy import.
|
2021-09-18 15:27:58 +03:00 |
|
Rokas Kupstys
|
e4ca42faec
|
[SQUASH] Update stoploss_from_absolute to behave more like stoploss_from_open and add a test for it.
|
2021-09-18 10:48:53 +03:00 |
|
Rokas Kupstys
|
7e6aa9390a
|
[SQUASH] Unconditionally include quote currency when asset is explicitly specified. Added docs suggesting to use string formatting to make strategy independent of configured stake currency.
|
2021-09-18 10:48:53 +03:00 |
|
Rokas Kupstys
|
e88c4701bb
|
[SQUASH] Address PR comments.
|
2021-09-18 10:48:53 +03:00 |
|
Matthias
|
bb6ae682fc
|
Small simplifications
|
2021-09-18 10:48:53 +03:00 |
|
Rokas Kupstys
|
5dc78a0c66
|
[SQUASH] Get rid of _initialize() and fix informatives for dynamic pairlists.
|
2021-09-18 10:48:53 +03:00 |
|
Rokas Kupstys
|
f81df19b93
|
[TMP] Make tests not fail for now.
|
2021-09-18 10:48:53 +03:00 |
|
Rokas Kupstys
|
dfa61b7ad2
|
[SQUASH] Fix informatives for each pair not being created because dataprovider was not available.
Fix not being able to have informative dataframe of a pair in whitelist.
|
2021-09-18 10:48:53 +03:00 |
|
Rokas Kupstys
|
f2a1d9d2fc
|
[SQUASH] Address PR comments.
|
2021-09-18 10:48:18 +03:00 |
|
Rokas Kupstys
|
1fdb656334
|
Add a decorator which can be used to declare populate_indicators() functions for informative pairs.
|
2021-09-18 10:48:18 +03:00 |
|
Rokas Kupstys
|
d84ef34740
|
A helper to calculate stoploss value from absolute price.
|
2021-09-18 10:48:18 +03:00 |
|
Matthias
|
11f08b0053
|
Merge pull request #5582 from sergeykhliustin/develop
Added days parameter to PerformanceFilter
|
2021-09-18 09:24:14 +02:00 |
|
Matthias
|
a89c67787b
|
Replace some more occurances of 'buy'
|
2021-09-18 09:23:53 +02:00 |
|
Matthias
|
564e0b9a1a
|
Switch performanceFilter to use Minutes lookback resolution
closes #5060
|
2021-09-18 09:10:25 +02:00 |
|
Matthias
|
12c12d42df
|
Add documentation for days parameter in PerformanceFilter
|
2021-09-18 08:30:44 +02:00 |
|
Matthias
|
853c3a4433
|
Merge pull request #5587 from raph92/patch-3
Update prepare_trials_columns() return type
|
2021-09-18 08:08:18 +02:00 |
|
Sergey Khliustin
|
d7395e873b
|
Removed unused OperationalException
|
2021-09-17 22:05:57 +03:00 |
|
raphael
|
4b2c1a9b8e
|
Remove trailing whitespace
|
2021-09-17 14:39:15 -04:00 |
|
raphael
|
e715f2a253
|
Update formatting
Line 302 was too long
|
2021-09-17 14:23:26 -04:00 |
|
raphael
|
9525a5b96c
|
Add type to "trials" parameter
|
2021-09-17 14:10:37 -04:00 |
|
Matthias
|
4d558879e9
|
Merge branch 'feat/short' into pr/samgermain/5378
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2021-09-17 19:33:35 +02:00 |
|
raphael
|
124e97f3b9
|
Remove ununsed variables from export_csv_file
|
2021-09-17 11:57:36 -04:00 |
|
raphael
|
5fc993231a
|
Update HyperoptTools.export_csv_file usage
|
2021-09-17 11:51:55 -04:00 |
|
raphael
|
3a98fb72a4
|
Update prepare_trials_columns() return type
Was returning str, updated to pd.DataFrame
|
2021-09-17 11:42:33 -04:00 |
|
sergeykhliustin
|
982deeedf0
|
Update freqtrade/persistence/models.py
Co-authored-by: Matthias <xmatthias@outlook.com>
|
2021-09-17 18:23:13 +03:00 |
|
Sergey Khliustin
|
54ef36a497
|
Updates after review to PerformanceFilter days param
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2021-09-17 13:45:44 +03:00 |
|
Matthias
|
d680fdf33a
|
Merge branch 'develop' into feat/short
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2021-09-17 11:16:37 +02:00 |
|
Sam Germain
|
0628790da9
|
merged lev-freqtradebot with feat/short
|
2021-09-16 23:49:43 -06:00 |
|
Sam Germain
|
e78f38c7b6
|
Merge branch 'feat/short' into funding-fee
|
2021-09-16 23:32:44 -06:00 |
|
Sam Germain
|
dec2f377ff
|
Removed utils, moved get_sides to conftest
|
2021-09-16 16:25:02 -06:00 |
|
Sergey Khliustin
|
457e738b4a
|
Added days parameter to PerformanceFilter
|
2021-09-16 14:48:02 +03:00 |
|
Sam Germain
|
a8657bb1ce
|
Removed backtesting funding-fee code
|
2021-09-16 03:50:01 -06:00 |
|
Sam Germain
|
4c91126c49
|
some short freqtradebot parametrized tests
|
2021-09-16 03:23:45 -06:00 |
|
Sam Germain
|
e827ba1388
|
finished up funding fee formulas
|
2021-09-15 23:51:21 -06:00 |
|
Matthias
|
994c3c3a4c
|
Add some errorhandling for custom estimator
|
2021-09-16 07:13:25 +02:00 |
|
Sam Germain
|
98b00e8daf
|
merged with feat/short
|
2021-09-15 22:28:10 -06:00 |
|
Sam Germain
|
5fcb69a0b5
|
Parametrized test_persistence
|
2021-09-15 18:29:17 -06:00 |
|
Matthias
|
c0811ae896
|
Add possibility to override estimator from within hyperopt
|
2021-09-15 21:36:53 +02:00 |
|
Matthias
|
90ad178932
|
Remove verbosity of edge
|
2021-09-15 21:04:25 +02:00 |
|
Matthias
|
57ea0c322f
|
Rename indicator_space to buy_indicator_space
|
2021-09-15 20:20:31 +02:00 |
|
Matthias
|
f7bae81d96
|
Dataframe should be copied after populate_indicator
Without that, PerformanceWarnings can appear throughout hyperopt which
are unnecessary and missleading for users
closes #5408
|
2021-09-15 19:56:12 +02:00 |
|
Matthias
|
e4ec5679a1
|
Merge pull request #5574 from freqtrade/agefilter_cache
Agefilter cache
|
2021-09-15 06:33:36 +02:00 |
|
Sam Germain
|
d604757056
|
Added is_short to conf tests
|
2021-09-14 21:10:38 -06:00 |
|
Sam Germain
|
d3ab2f887f
|
merged with feat/short
|
2021-09-14 18:32:08 -06:00 |
|
Sam Germain
|
d77ab337bf
|
merged with develop
|
2021-09-14 18:26:46 -06:00 |
|
Sam Germain
|
5f6384a961
|
Added tests to freqtradebot
|
2021-09-14 17:18:57 -06:00 |
|
Matthias
|
315ea1e116
|
Merge pull request #5566 from freqtrade/remove_hyperopt
Remove legacy hyperopt
|
2021-09-14 19:20:58 +02:00 |
|
Matthias
|
3ce5197e8d
|
Add Tests for AgeFilter caching
closes #5552
|
2021-09-14 06:45:26 +02:00 |
|
Matthias
|
c9ba52d732
|
Expire cached pairs in age-filter once per day
|
2021-09-14 06:30:18 +02:00 |
|
Sam Germain
|
5225bd4a5b
|
Merge branch 'develop' into feat/short
|
2021-09-13 14:02:23 -06:00 |
|
Matthias
|
a12c3ecc9b
|
Remove credentials whenever dry-run is set from within the exchange
|
2021-09-13 20:27:32 +02:00 |
|
Matthias
|
8afb3c4b70
|
Move AgeFilter cache to instance level
|
2021-09-13 19:33:28 +02:00 |
|
Matthias
|
3cdd06f562
|
Add PeriodicCache
|
2021-09-13 19:32:51 +02:00 |
|
Sam Germain
|
49acfc887f
|
merged with lev-exchange
|
2021-09-13 00:00:22 -06:00 |
|
Sam Germain
|
2aaf60205e
|
Merge branch 'feat/short' into lev-exchange
|
2021-09-12 23:41:34 -06:00 |
|
Sam Germain
|
83e1067af7
|
leverage to exchange.create_order
|
2021-09-12 23:39:08 -06:00 |
|
Sam Germain
|
1d7a8f667a
|
Merge branch 'lev-exchange' into lev-freqtradebot
|
2021-09-12 03:15:32 -06:00 |
|
Sam Germain
|
e070bdd161
|
set leverage more thorough tests
|
2021-09-12 03:09:51 -06:00 |
|
Sam Germain
|
ad44048e29
|
customized set_leverage for different exchanges
|
2021-09-12 02:42:13 -06:00 |
|
Sam Germain
|
bc102d57c9
|
Updated set leverage to check trading mode
|
2021-09-12 02:09:31 -06:00 |
|
Sam Germain
|
0c1e5afc91
|
Added set leverage to create_order
|
2021-09-12 02:02:10 -06:00 |
|
Sam Germain
|
09418938fe
|
Updated kraken fill leverage brackets and set_leverage
|
2021-09-12 01:51:09 -06:00 |
|
Sam Germain
|
1344c9f7fc
|
_apply_leverage_to_min_stake_amount
|
2021-09-12 01:31:15 -06:00 |
|
Matthias
|
0017b3438e
|
Remove list-hyperopts
|
2021-09-12 08:18:17 +02:00 |
|
Matthias
|
3675df8344
|
Update documentation regarding Legacy Hyperopt
|
2021-09-12 08:18:17 +02:00 |
|
Matthias
|
fd6bf591f8
|
Update some tests to remove explicit hyperopt interface
|
2021-09-12 08:18:13 +02:00 |
|
Matthias
|
dad4a49e81
|
Remove legacy hyperopt interface from hyperopt.py
|
2021-09-12 08:18:13 +02:00 |
|
Matthias
|
ebb0b8aa3f
|
Remove new-hyperopt command
|
2021-09-12 08:18:13 +02:00 |
|
Matthias
|
432c3df17e
|
Add documentation for Bittex/Gemini with VolumePairlist
closes #5565
|
2021-09-12 08:04:22 +02:00 |
|
Sam Germain
|
5b84298e03
|
kraken._apply_leverage_to_stake_amount
|
2021-09-12 00:03:02 -06:00 |
|
Matthias
|
a5f90a409c
|
Small updates to async_history_fetch
|
2021-09-11 08:18:32 +02:00 |
|