Commit Graph

704 Commits

Author SHA1 Message Date
Matthias
b593205ad9 No need to use .get() for properties with default values 2023-07-12 18:29:12 +02:00
Matthias
4d3740d4ce Update default datahandler class 2023-07-12 18:23:30 +02:00
Matthias
cca8c4e5b8 Update default dataformat to feather 2023-07-12 18:23:30 +02:00
Matthias
448f02960f Improve behavior for convert-data 2023-07-09 15:36:44 +02:00
Matthias
5a43dd4766 don't hard-default --timeframes via argparse 2023-07-09 15:32:51 +02:00
Matthias
a9e239ca7a Don't use future date for downloading new trade data
closes #8860
2023-07-07 11:23:34 +02:00
Matthias
942f0b4fbd Move format_ms_time to datetime_helpers 2023-07-07 08:59:07 +02:00
Matthias
0be4084eac Don't allow downloading wrong pairs
Prior to this, BTC/USDT:USDT could be downloaded to the spot directory, as it was filtered inproperly.
2023-06-17 18:14:58 +02:00
Matthias
66b34edc0b Clarify variable name 2023-06-17 18:03:57 +02:00
Matthias
7453ff2fb5 Migrate download-data out of commands section 2023-06-17 17:53:12 +02:00
Matthias
e0d5242a45 Reduce download-data verbosity 2023-06-17 17:53:12 +02:00
Matthias
fc11c79b77 Fix not working date format output 2023-06-11 08:51:20 +02:00
Matthias
1d03e8bc5f Reduce arrow usage further 2023-05-18 07:00:36 +02:00
Matthias
6e395ad7c9 Refactor methods in backtesting 2023-04-28 16:09:09 +02:00
Matthias
0753f427b1 Simplify storage 2023-04-28 15:29:15 +02:00
Matthias
e20d9c8f98 Impoved errorhandling, better typesafety 2023-04-28 15:25:25 +02:00
Matthias
fc2a3c9f17 Implement further improvements, improve typehinting 2023-04-28 15:17:35 +02:00
Matthias
8dd8c24595 Merge branch 'develop' into pr/froggleston/7861 2023-04-28 14:59:03 +02:00
Matthias
76ae539e61 Minor edit 2023-04-28 14:59:00 +02:00
Matthias
e2cd23b1d2 Remove deprecated pandas option 2023-04-10 16:33:56 +02:00
Matthias
8ae44c204e
Merge pull request #8361 from TheJoeSchr/feature/trades-feather
featherdatahandler: implement trades_store/_trades_load
2023-03-27 21:05:30 +02:00
Matthias
ed0e7ead31 Fix wrong import 2023-03-27 20:36:05 +02:00
Matthias
3928051baf Revert unneeded formatting changes 2023-03-27 20:35:26 +02:00
Matthias
ad58bac810 Type WS messagetypes 2023-03-24 20:54:28 +01:00
Joe Schr
e16db814fa featherdatahandler: implement trades_store/_trades_load 2023-03-21 17:56:51 +01:00
Matthias
cd9c2c4c23 Merge branch 'develop' into pr/froggleston/7861 2023-03-19 15:00:20 +01:00
Matthias
d45599ca3b Fix some type errors 2023-03-15 21:09:25 +01:00
Matthias
764001a4c2 Don't reuse variable 2023-03-01 20:32:32 +01:00
Matthias
d014e4590e use Path.open() instead of open 2023-02-25 17:15:54 +01:00
Matthias
34c42be74f Fix minor stylistic errors 2023-02-23 20:06:10 +01:00
Joe Schr
7d906fd4c2 refactor(if-gate): use temp variable instead of if-gate 2023-02-23 10:58:43 +01:00
Matthias
ecff21ac21 type Orderbook 2023-02-15 07:01:36 +01:00
Matthias
1dc3c58775 Convert missing candle count to int
closes #8082
2023-01-31 11:04:56 +00:00
Matthias
410324ac19 time-jump detection should happen on the trimmed dataframe
Fixes comment in #7615
2023-01-31 10:13:21 +00:00
Matthias
8108a48f39 Follow PEP 484 - no implicit optionals 2023-01-21 20:01:56 +01:00
Antonio Della Fortuna
5e10bb2cca Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades 2023-01-16 20:19:46 +01:00
froggleston
813724bd82 Add a new analysis group to output stats grouped by exit_tag 2023-01-16 13:28:40 +00:00
Antonio Della Fortuna
b0f1d914c8 Changed max_open_trades type to int or inf 2023-01-15 11:44:10 +01:00
Matthias
ee7b505dcb Add data migration method 2023-01-12 20:59:43 +01:00
Stefano Ariestasia
329d95366a
Merge branch 'freqtrade:develop' into bt-metrics 2023-01-06 08:04:00 +08:00
Matthias
6470635753 In cases of no losing trade, sortino ratio can't be calculated.
closes #7977
2023-01-04 17:55:24 +01:00
Matthias
6f031f005d Fix flake error 2023-01-03 20:29:08 +01:00
zhanglei14
63db1fd894 Fix Backtesting Analysis Column Wrong 2023-01-04 01:38:07 +08:00
Stefano Ariestasia
5188464fc0 fix typo 2022-12-31 02:03:02 +09:00
Matthias
32bbe603cb Fix sortino std calculation 2022-12-28 14:59:49 +01:00
Matthias
d5b516842c Fix 2 docstrings 2022-12-28 14:44:23 +01:00
Matthias
02eb00fa33 Merge branch 'develop' into pr/stash86/7810 2022-12-28 14:04:54 +01:00
Matthias
cd4faa9c59 keep max_stake_amount through backtests 2022-12-27 18:08:20 +01:00
Matthias
63f114395a is_short should be a boolean 2022-12-26 14:02:47 +01:00
Stefano Ariestasia
6353f3ac1a fix formulas and implement new metrics 2022-12-26 08:19:51 +09:00
Matthias
7a5439321c Show new metrics in backtesting 2022-12-25 21:29:37 +01:00
Matthias
ca2a878b86 Update test naming 2022-12-14 20:06:55 +01:00
Matthias
fa260e6560 Move "replace or append" decision to dataprovider 2022-12-14 19:56:54 +01:00
Matthias
a693495a6d Improve external_candle aggregation 2022-12-12 22:47:35 -07:00
Timothy Pogue
414c0ce050 change unused var 2022-12-12 22:47:35 -07:00
Timothy Pogue
6717dff19b update overlapping candle handling, move append to misc 2022-12-12 22:47:35 -07:00
Timothy Pogue
0602479f7d minor changes, update candle appending to support overlaps 2022-12-12 22:47:35 -07:00
Timothy Pogue
0d5b2eed94 fix same candle handling 2022-12-12 22:47:35 -07:00
Timothy Pogue
ccd1aa70a2 change log calls to debug, handle already received candle 2022-12-12 22:47:35 -07:00
Timothy Pogue
c050eb8b8b add candle difference calculation to dataprovider 2022-12-12 22:47:35 -07:00
Timothy Pogue
d2c8487ecf update add_external_candle, fix breaking on ping error, handle empty dataframes 2022-12-12 22:47:35 -07:00
Timothy Pogue
36a00e8de0 update add_external_candle returns 2022-12-12 22:47:35 -07:00
Timothy Pogue
4cbb3341d7 change how missing candles will be handled 2022-12-12 22:47:35 -07:00
Timothy Pogue
9660e445b8 use new channel apis in emc, extend analyzed df to include list of dates for candles 2022-12-12 22:47:35 -07:00
froggleston
6f08b610d6 Merge branch 'develop' of github.com:froggleston/freqtrade into reject_report 2022-12-08 18:48:33 +00:00
froggleston
f5359985e8 Make CLI option and docs clearer that we're handling signals not trades 2022-12-08 18:47:09 +00:00
Stefano Ariestasia
89c7c2fec6 isort fix 2022-12-07 18:09:57 +09:00
Stefano Ariestasia
611e35ed81 flake8 fix 2022-12-07 15:47:58 +09:00
Matthias
24edc276ea Simplify new_candle message 2022-12-05 19:46:39 +01:00
Matthias
5e533b550f Emit a simple "new candle" message to allow UI's to refresh charts 2022-12-05 18:19:19 +01:00
froggleston
5a4e99b413 Add support for collating and analysing rejected trades in backtest 2022-12-05 15:34:31 +00:00
Stefano Ariestasia
f410b1b14d Update metrics.py 2022-11-28 08:56:49 +09:00
froggleston
1a3f88c7b9 Replace separate start/end date option with usual timerange option 2022-11-27 11:30:13 +00:00
froggleston
4790aaaae1 Implement cli options for backtesting-analysis date filtering 2022-11-26 16:58:56 +00:00
froggleston
391817243c Tidy up complex functions 2022-11-25 16:12:15 +00:00
Robert Caulk
cd6f87be17
Merge pull request #7728 from freqtrade/improve_timerange
Simplify timerange handling
2022-11-17 19:57:48 +01:00
robcaulk
214c622475 move dataframe converter to converter.py 2022-11-12 10:38:25 +01:00
Matthias
57313dd961 Update some usages of timerange to new, simplified method 2022-11-10 18:11:39 +01:00
Matthias
d48a9ae96d Add leverage to backtest results
closes #7574
2022-11-06 09:40:44 +01:00
Matthias
6e09d552ac Properly handle and test ohlcv min_max with empty files 2022-11-05 13:14:35 +01:00
Matthias
547fd28811 Price-jump detection should only run once 2022-10-22 08:43:37 +02:00
Matthias
0ff7a0771d Move price_jump_warn to dataloading
it's not relevant for live data, and should only run when loading data
from disk.
2022-10-22 08:37:30 +02:00
Matthias
60cb11a44d Add price jump warning 2022-10-20 19:36:28 +02:00
Matthias
00965d8c06 Default to assume stored data only contains complete candles
closes #7468
2022-09-29 19:18:52 +02:00
Matthias
8c2e473ee5 Fix test warning 2022-09-27 08:53:29 +00:00
Matthias
43e847ff2f Update to pandas 1.5.0 syntax, avoiding warnings 2022-09-27 08:02:51 +00:00
Matthias
ba8c714698 Require kwargs on ohlcv_load 2022-09-26 20:33:49 +02:00
Matthias
f4fac53a13
Merge pull request #7458 from xmatthias/dataformat/feather
new Dataformats feather and Parquet
2022-09-25 09:00:22 +02:00
Matthias
585342f193
Merge pull request #7454 from freqtrade/fix_backtesting_dfsize_freqai
Ensure the DF has the same size in backtesting FreqAI
2022-09-24 16:17:39 +02:00
Matthias
166ae8e3a1 Remove missleading comment 2022-09-24 15:51:20 +02:00
Matthias
7e1e388b9c Add feather/parquet docs 2022-09-23 18:24:30 +02:00
Matthias
48352b8a37 Update hdf5 handler to reset index on load 2022-09-23 14:49:17 +00:00
Matthias
dc2b93228b Add ParquetDataHandler 2022-09-23 07:18:18 +02:00
Matthias
3c0d2c446d Add Feather datahandler (no trade mode yet) 2022-09-23 07:18:18 +02:00
Matthias
1db8421b9d
Merge pull request #7303 from wizrds/feat/externalsignals
Producer/consumer mode
2022-09-23 06:29:58 +02:00
Matthias
1626eb7f97 Update dataprovider function name to get_producer_df 2022-09-22 20:46:40 +02:00
Wagner Costa Santos
b1dbc3a65f remove function remove_training_from_backtesting and ensure BT period is correct with startup_candle_count 2022-09-22 12:13:51 -03:00
Timothy Pogue
0811bca8b4 revise docs, update dp method docstring 2022-09-21 15:50:11 -06:00
Matthias
8a91c8e220 Sort and dedup pairs before data conversion 2022-09-20 13:36:28 +00:00
Matthias
914eccecec Merge branch 'develop' into pr/wizrds/7303 2022-09-20 06:56:15 +02:00