Commit Graph

876 Commits

Author SHA1 Message Date
Matthias
8922f0cdf3 feat: use dicts instead of nested dataframes 2024-07-15 20:08:55 +02:00
Matthias
d3ffdbf300 chore: Add small todo 2024-07-13 09:49:21 +02:00
Matthias
9ebd34daba Merge branch 'develop' into feature/fetch-public-trades 2024-07-11 07:06:58 +02:00
Matthias
296bf9dc1d chore: Fix unused import 2024-07-07 13:05:37 +02:00
Matthias
cdae61e155 feat: use rich tables for entryexitanalysis 2024-07-07 09:49:15 +02:00
Joe Schr
3486327e78 Extract global cached_grouped_trades_per_pair into IStrategy 2024-07-04 17:23:59 +02:00
Joe Schr
05b2d8a2bf Merge remote-tracking branch 'upstream/develop' into feature/fetch-public-trades 2024-07-04 11:01:17 +02:00
Matthias
d8eb6e59fa Fix missing import 2024-07-03 12:01:22 +02:00
Joe Schr
b2bcac8447 Merge remote-tracking branch 'upstream/develop' into feature/fetch-public-trades 2024-06-27 15:23:12 +02:00
Joe Schr
7de102320c orderflow: use cache per pair 2024-06-27 15:06:16 +02:00
Joe Schr
dad2cad525 orderflow: fixing typing 2024-06-26 19:54:13 +02:00
Joe Schr
323274ecee orderflow: clean code 2024-06-24 18:07:17 +02:00
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