Matthias
2083cf6ddf
Fix mypy errors introduced by Arrow update
2021-03-01 08:57:57 +01:00
Matthias
0ebefdfeb6
Merge pull request #4464 from freqtrade/dependabot/pip/develop/ccxt-1.42.47
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Bump ccxt from 1.42.19 to 1.42.47
2021-03-01 08:19:17 +01:00
Matthias
3d65ba2dcb
Add rpc method to delete locks
2021-03-01 07:51:33 +01:00
Matthias
bba9b9e819
Don't use __root__ directly for api response
2021-03-01 07:08:44 +01:00
dependabot[bot]
4537a48988
Bump arrow from 0.17.0 to 1.0.2
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Bumps [arrow](https://github.com/arrow-py/arrow ) from 0.17.0 to 1.0.2.
- [Release notes](https://github.com/arrow-py/arrow/releases )
- [Changelog](https://github.com/arrow-py/arrow/blob/master/CHANGELOG.rst )
- [Commits](https://github.com/arrow-py/arrow/compare/0.17.0...1.0.2 )
Signed-off-by: dependabot[bot] <support@github.com>
2021-03-01 05:32:17 +00:00
dependabot[bot]
d0fd3c289c
Bump ccxt from 1.42.19 to 1.42.47
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Bumps [ccxt](https://github.com/ccxt/ccxt ) from 1.42.19 to 1.42.47.
- [Release notes](https://github.com/ccxt/ccxt/releases )
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst )
- [Commits](https://github.com/ccxt/ccxt/compare/1.42.19...1.42.47 )
Signed-off-by: dependabot[bot] <support@github.com>
2021-03-01 05:32:14 +00:00
dependabot[bot]
00747a3bc3
Bump mkdocs-material from 6.2.8 to 7.0.3
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Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material ) from 6.2.8 to 7.0.3.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases )
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md )
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/6.2.8...7.0.3 )
Signed-off-by: dependabot[bot] <support@github.com>
2021-03-01 05:31:43 +00:00
Matthias
4b689f5b88
Merge pull request #4420 from freqtrade/dependabot/pip/develop/mypy-0.812
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Bump mypy from 0.790 to 0.812
2021-02-28 15:30:44 +01:00
Matthias
aba034ff40
Fix mypy problem after mypy 0.800 upgrade
2021-02-28 11:04:30 +01:00
dependabot[bot]
94cab4ed71
Bump mypy from 0.790 to 0.812
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Bumps [mypy](https://github.com/python/mypy ) from 0.790 to 0.812.
- [Release notes](https://github.com/python/mypy/releases )
- [Commits](https://github.com/python/mypy/compare/v0.790...v0.812 )
Signed-off-by: dependabot[bot] <support@github.com>
2021-02-28 11:04:30 +01:00
Matthias
54ccbd9370
Merge pull request #4391 from squat0001/develop
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Add dust level to balance command in telegram
2021-02-28 10:36:44 +01:00
Matthias
a13dc3cdde
Use sensible defaults for balance_dust_level
2021-02-28 09:57:52 +01:00
Matthias
9cb37409fd
Explicitly convert starting-balance to float
2021-02-28 09:56:29 +01:00
Florian Reitmeir
0895407811
add balance_dust_level parameter to make telegram less chatty
2021-02-28 08:51:32 +01:00
Matthias
05f057fe72
Stringify favicon path
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potentially closes #4459
2021-02-28 08:48:28 +01:00
Matthias
bc0efe5baa
Merge pull request #4457 from JoeSchr/patch-4
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Fix: custom_stoploss returns typo
2021-02-28 08:36:21 +01:00
JoeSchr
e791ff6042
Fix: custom_stoploss returns typo
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Afaik it should return -0.07 for 7% instead of -0.7.
As a side note, really interesting would also be an example for greater than 100% profits. especially when trailing stoploss, like
* Once profit is > 200% - stoploss will be set to 150%.
I assume it could be as simple as
```py
if current_profit > 2:
return (-1.50 + current_profit)
````
to achieve it
But I'm not quite confident, if the bot can handle stuff smaller than `-1`, since `1` and `-1` seem to have some special meaning and are often used to disable stoploss etc.
2021-02-27 23:28:26 +01:00
Matthias
d9d5617432
UPdate backtesting doc for total profit calc
2021-02-27 20:26:13 +01:00
Matthias
b2e9295d7f
Small stylistic fixes
2021-02-27 19:57:42 +01:00
Matthias
6018a05343
Improve backtest documentation
2021-02-27 10:45:22 +01:00
Matthias
324b9dbdff
Simplify wallet code
2021-02-27 10:33:25 +01:00
Matthias
f65092459a
Fix optimize_reports test
2021-02-27 10:14:25 +01:00
Matthias
fb489c11c9
Improve test-coverage of pairlocks
2021-02-27 10:07:02 +01:00
Matthias
f5bb5f56f1
Update documentation with backtesting compounding possibilities
2021-02-27 09:33:00 +01:00
Matthias
98f3142b30
Improve handling of backtesting params
2021-02-27 09:33:00 +01:00
Matthias
86f9409fd2
fix --stake-amount parameter
2021-02-27 09:33:00 +01:00
Matthias
d3fb473e57
Improve backtesting documentation
2021-02-27 09:33:00 +01:00
Matthias
fc256749af
Add test for backtesting _enter_trade
2021-02-27 09:33:00 +01:00
Matthias
60db6ccf45
Add test for subclassing
2021-02-27 09:33:00 +01:00
Matthias
53a57f2c81
Change some types
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Fix types of new model object
2021-02-27 09:33:00 +01:00
Matthias
03eb23a4ce
2 levels of Trade models, one with and one without sqlalchemy
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Fixes a performance issue when backtesting with sqlalchemy, as that
uses descriptors for all properties.
2021-02-27 09:33:00 +01:00
Matthias
394a6bbf2a
Fix some type errors
2021-02-27 09:33:00 +01:00
Matthias
52acacbed5
Check min-trade-stake in backtesting
2021-02-27 09:33:00 +01:00
Matthias
f04f07299c
Improve backtesting metrics
2021-02-27 09:33:00 +01:00
Matthias
7913166453
Improve performance by updating wallets only when necessary
2021-02-27 09:33:00 +01:00
Matthias
37d7d2afd5
Wallets should not recalculate close_profit for closed trades
2021-02-27 09:33:00 +01:00
Matthias
f367375e5b
ABS drawdown should show wallet high and low values
2021-02-27 09:33:00 +01:00
Matthias
aed23d55c2
Add starting balance to profit cumsum calculation
2021-02-27 09:33:00 +01:00
Matthias
0d2f877e77
Use absolute drawdown calc
2021-02-27 09:32:59 +01:00
Matthias
74fc4bdab5
Shorten debug log
2021-02-27 09:32:59 +01:00
Matthias
72f21fc5ec
Add trade-volume metric
2021-02-27 09:32:59 +01:00
Matthias
35e6a9ab3a
Backtest-reports should calculate total gains based on starting capital
2021-02-27 09:32:59 +01:00
Matthias
8d61a26382
Allow dynamic stake for backtesting and hyperopt
2021-02-27 09:32:59 +01:00
Matthias
e4abe902fc
Enable compounding for backtesting
2021-02-27 09:32:59 +01:00
Matthias
959ff99046
Add Dry-run wallet CLI option
2021-02-27 09:32:59 +01:00
Matthias
0754a7a78f
total_open_trades_stake should support no-db mode
2021-02-27 09:32:59 +01:00
Matthias
0faa6f84dc
Improve Wallet logging disabling for backtesting
2021-02-27 09:32:59 +01:00
Matthias
20455de2a9
Small enhancements to docs
2021-02-27 09:32:59 +01:00
Matthias
081b9be45c
use get_all_locks to get locks for backtest result
2021-02-27 09:32:59 +01:00
Matthias
e32b2097f0
Use timestamp in UTC timezone for ROI comparisons
2021-02-27 09:32:59 +01:00