914 Commits

Author	SHA1	Message	Date
Joe Schr	5379400ab3	Merge branch 'feature/fetch-public-trades-cached' into feature/fetch-public-trades	2024-06-24 18:07:01 +02:00
Joe Schr	54df6f5b9c	orderflow: adds cache_size to config	2024-06-24 17:40:24 +02:00
Joe Schr	390373cb9b	orderflow: ruff format	2024-06-24 17:15:39 +02:00
Joe Schr	ecd2118941	fix: copying orderflow dataframe from cache doesn't work	2024-06-24 17:14:22 +02:00
Joe Schr	08a27abbdc	orderflow: clean up populate_dataframe_with_trades code	2024-06-21 16:10:27 +02:00
Joe Schr	d23c33a47f	feat: add caching to populate_dataframe_with_trades	2024-06-21 15:28:11 +02:00
Matthias	02c38f7396	Prevent data-downloads for exchanges that don't support this.	2024-06-20 18:29:17 +02:00
Joe Schr	2d6408a363	feat: adds max_candles to orderflow config	2024-06-19 19:23:26 +02:00
Matthias	84e8a19bd3	Remove duplicate log message	2024-06-06 18:05:58 +02:00
Matthias	50bf770351	Merge branch 'develop' into feature/fetch-public-trades	2024-06-04 19:49:27 +02:00
Matthias	d5361d84fa	use np.where instead of apply	2024-06-02 17:09:23 +02:00
Joe Schr	bfb29d3c14	orderflow: fix ask/bid & buy/sell mixup	2024-05-31 21:25:36 +02:00
Joe Schr	41def8b28b	orderflow: removes unnecessary code	2024-05-29 20:09:34 +02:00
Joe Schr	82e8901db4	orderflow: remove unused function orderflow_to_volume_profile	2024-05-29 19:49:33 +02:00
Joe Schr	07034ed7a6	orderflow: add comment with insight about imbalances	2024-05-29 19:49:33 +02:00
Joe Schr	24707ab7b9	orderflow: raise DependencyException instead of raising generic exception	2024-05-29 19:49:33 +02:00
Matthias	c6a5134815	Improve wording of log message	2024-05-18 20:20:58 +02:00
Matthias	aa0f90bb68	Don't convert trades to OHLCV unless explicitly specified	2024-05-18 20:14:52 +02:00
Matthias	0673f3ec6c	Remove unused function	2024-05-18 16:46:17 +02:00
Joe Schr	8afcaeeed9	trades(): add lookahead warning to docstring	2024-05-17 15:58:29 +02:00
Joe Schr	ab7f8b3a0f	imbalance_ratio: use ratio instead of percentage	2024-05-17 15:49:53 +02:00
Joe Schr	a56faf503b	ruff format: orderflow / public trades	2024-05-15 17:09:32 +02:00
Joe Schr	b9035da981	Merge remote-tracking branch 'upstream/develop' into feature/fetch-public-trades	2024-05-15 14:43:00 +02:00
Matthias	702ac14f27	Fix using wrong type	2024-05-15 07:04:36 +02:00
Matthias	a6b07ec96f	Remove compatibility layer for calculate_max_drawdown	2024-05-15 06:54:17 +02:00
Matthias	bcb59265b5	Use default parameters for DrawdownResult	2024-05-14 19:50:35 +02:00
Matthias	94786454b7	Use calc_drawdown method throughout the bot	2024-05-14 19:37:41 +02:00
Matthias	c8eb22dcbd	Add typed max_drawdown function	2024-05-14 19:28:33 +02:00
Joe Schr	dd432ffbde	cleanup ruff and isort errors	2024-05-14 17:28:07 +02:00
Matthias	9291698561	A few more formatting updates	2024-05-13 19:49:15 +02:00
Matthias	a9732c6195	Fix odd formatting by ruff format	2024-05-13 07:10:25 +02:00
Matthias	fea1653e31	ruff format: freqtrade.data	2024-05-13 07:10:25 +02:00
Matthias	a8eabd0b2e	Update remaining files with new import sorting	2024-05-13 07:10:24 +02:00
Joe Schr	10cbc76482	use timeframe_to_next_date and date to calculate candle_start/candle_end	2024-05-08 15:12:52 +02:00
Matthias	365b9c9cfe	kwargs for re.sub count	2024-04-24 07:02:26 +02:00
Christian Clauss	99b4767bf4	Fix typos discovered by codespell	2024-04-18 22:51:25 +02:00
Matthias	3338fdece3	Relative profit should be relative cumulative profit	2024-04-16 20:34:07 +02:00
Matthias	c8a5904959	Store and load backtest-market-change data	2024-04-16 19:27:41 +02:00
Matthias	7f386874ad	Trim dataframes accordingly ...	2024-04-16 18:17:20 +02:00
Matthias	3f8078618e	add Combine dataframes with pct_change	2024-04-16 07:19:26 +02:00
Matthias	f32154f380	Exchange assert is only relevant for live mode.	2024-04-05 07:09:54 +02:00
Matthias	63ac183e91	Merge branch 'develop' into feature/fetch-public-trades	2024-04-05 06:35:35 +02:00
Matthias	4a097bd644	More usages for ConfigurationError	2024-03-19 07:13:17 +01:00
Matthias	b5307f8281	Fix bug caused by any typing	2024-03-16 17:19:01 +01:00
Matthias	9020c3290c	Fix imports after dev merge	2024-03-16 16:45:48 +01:00
Matthias	88e25df78c	Merge branch 'develop' into feature/fetch-public-trades	2024-03-16 16:34:57 +01:00
Matthias	0f3d538f6c	Avoid duplicate pandas imports	2024-03-16 16:26:17 +01:00
Matthias	bce5dc4a49	Simplify formatting	2024-03-16 16:23:20 +01:00
Matthias	dbcb07275a	Refactor datahandlers into their own package	2024-03-15 06:49:42 +01:00
Matthias	4aff24f6df	Fix imports that import directly from file ... instead from the exporting package	2024-03-15 06:40:42 +01:00
Joe Schr	6827e17d17	raise error if populate_dataframe_with_trades fails	2024-03-11 11:34:59 +01:00
Joe Schr	174c830b2a	formatting changes	2024-03-11 11:34:45 +01:00
Joe Schr	1f6046df97	work through open TODOs	2024-03-11 11:34:03 +01:00
Joe Schr	6c1d70df89	Merge remote-tracking branch 'upstream/develop' into feature/fetch-public-trades	2024-03-05 17:29:24 +01:00
Matthias	ed8469f23a	use trading_mode to determine trades file location	2024-03-03 13:12:42 +01:00
Matthias	fcb16098d8	Reduce Error level when converting trades	2024-03-02 15:40:43 +01:00
Matthias	7ed7ed4081	Accept trading-mode for trades-to-ohlcv command	2024-03-02 15:38:36 +01:00
Matthias	5e7868a28d	Remove block from download-trades for futures	2024-03-02 13:22:41 +01:00
Matthias	43103f51e5	Update functions that use datahandler trade methods	2024-03-02 13:10:57 +01:00
Matthias	b6040e270f	Update data handlers to accept trading_mode ... for trade data related functions	2024-03-02 13:08:58 +01:00
Matthias	bdd63aa1d6	FIx futures trades pair download directory	2024-03-01 20:17:43 +01:00
Matthias	46e616f997	Remove defaults for converter - they're always provided and necessary.	2024-03-01 19:32:35 +01:00
Matthias	baf2cf6967	Fix import error in one test case	2024-03-01 06:55:52 +01:00
Matthias	ce2f4f89c4	update pandas deprecation to_hdf	2024-02-27 06:19:38 +01:00
Matthias	5912d87b65	Pandas - update view to astype	2024-02-27 06:19:27 +01:00
Matthias	bb6c31c55a	Improve formatting in drawdown calc	2024-02-26 13:54:19 +01:00
Matthias	ec1b676ab4	Fix edge-case when calculating cagr ... edge-case with leveraged trades - yielding a negative final balance. closes #9820	2024-02-26 13:53:10 +01:00
Matthias	27556f934e	Don't load empty dataframes - skip these ... closes #9811	2024-02-26 13:53:10 +01:00
Matthias	9a8ae99fc7	Add debug output showing the pair to be converted ... part of #9811	2024-02-26 13:53:10 +01:00
Matthias	82771cf85c	Slightly improve memory-usage of kraken-convert	2024-02-26 13:51:39 +01:00
Matthias	34b046355a	Allow wildcards for pairs filter	2024-02-26 13:51:39 +01:00
Matthias	4351d93f23	Allow limiting kraken pairs to --pairs selection	2024-02-26 13:51:39 +01:00
Joe Schr	d15f17a03f	chore: remove unused parameter pairs from populate_dataframe_with_trades	2024-02-26 12:00:36 +01:00
Matthias	39941a7ac0	Improve formatting in drawdown calc	2024-02-19 07:09:23 +01:00
Matthias	c0da1b6922	Fix edge-case when calculating cagr ... edge-case with leveraged trades - yielding a negative final balance. closes #9820	2024-02-16 20:04:49 +01:00
Matthias	280737447c	Don't load empty dataframes - skip these ... closes #9811	2024-02-14 07:26:23 +01:00
Matthias	3d6079ae19	Add debug output showing the pair to be converted ... part of #9811	2024-02-13 17:47:43 +01:00
Joe Schr	bff93e31c8	Moves orderflow logic to it's own file	2024-02-12 13:45:56 +01:00
Joe Schr	64e9784d1f	Remove formatting changes	2024-02-12 13:45:56 +01:00
Joe Schr	d7b88194e0	Resolve various issues and comments	2024-02-12 13:45:56 +01:00
Joe Schr	6e7a536c7a	Replaces public_trades_to_dataframe with trades_list_to_df	2024-02-12 13:45:56 +01:00
Joe Schr	a7e4a5e2dc	Removes clean_duplicate_trades	2024-02-12 12:11:52 +01:00
Joe Schr	50070bc2ca	Removes unused import	2024-02-12 09:39:09 +01:00
Joe Schr	0a4da26f2d	Resolve using trades directly from trades_load when backtesting	2024-02-12 09:29:30 +01:00
Joe Schr	0fd2aca47e	Remove if since	2024-02-11 13:14:17 +01:00
Joe Schr	e8c911e7b4	Remove since/until superfluous arguments	2024-02-11 13:04:39 +01:00
Matthias	fc15f98b80	Reduce unnecessary newlines	2024-02-10 17:45:03 +01:00
Matthias	4b0383f197	Fix overly long lines	2024-02-10 17:40:24 +01:00
Matthias	a216a08f09	Formatting ...	2024-02-10 17:29:17 +01:00
Matthias	7ae69a9cde	update imports	2024-02-10 17:27:11 +01:00
Joe Schr	849413c5ea	Changes scale from type int to float	2024-02-10 11:53:40 +01:00
Matthias	3aa2d0c30a	Slightly improve memory-usage of kraken-convert	2024-02-10 09:37:59 +01:00
Matthias	a83b5abb51	Allow wildcards for pairs filter	2024-02-10 08:48:52 +01:00
Matthias	f89147fd44	Allow limiting kraken pairs to --pairs selection	2024-02-10 08:44:16 +01:00
Joe Schr	4ae63d7ecb	Fix superfluous formatting	2024-02-09 13:15:12 +01:00
Joe Schr	9ec45ce042	Ruff fix	2024-02-08 19:48:53 +01:00
Joe Schr	1a0610f3e4	mypy fixes	2024-02-08 12:11:10 +01:00
Joe Schr	d6e3464973	Flake8 fix	2024-02-07 13:39:02 +01:00
Joe Schr	ca8cb73efa	Ruff fixes	2024-02-07 13:37:17 +01:00
Joe Schr	69eb35deff	Ruff fixes	2024-02-07 13:35:20 +01:00