Commit Graph

11976 Commits

Author SHA1 Message Date
Matthias
8a5287581f Move some convert-trades-to-ohlcv logic into convert function 2023-09-24 10:37:37 +02:00
Matthias
41cdd28f5f Improve log output for convert-trades 2023-09-24 10:26:51 +02:00
Matthias
966247baaf Make sure use_db is set as early as possible. 2023-09-23 18:20:19 +02:00
Stefano Ariestasia
c0b2b0b96d fix args description 2023-09-23 19:27:57 +09:00
Stefano Ariestasia
6cfc1836a2 fix wrong startup candle 2023-09-23 19:23:03 +09:00
Matthias
35800f3ada remove hardcoded docs link
we should have one place to configure this.
2023-09-23 12:02:34 +02:00
Matthias
8452399c12
Merge pull request #9187 from stash86/full-pairlist
Add FullTradesPairlist
2023-09-23 10:24:13 +02:00
Matthias
b4e732617e Add handling for order replacement cancel failing 2023-09-22 06:37:56 +02:00
Matthias
450219c83b Extract replace_order_faild message and behavior 2023-09-22 06:37:56 +02:00
Stefano
eb7df30061 add test 2023-09-22 09:43:03 +09:00
Stefano
89d47ffd8f 4 more tests 2023-09-21 17:47:51 +09:00
Stefano
b9e9f82503 first test done 2023-09-21 16:45:43 +09:00
Matthias
9f445cb053 Don't rely on status when determining open order count 2023-09-21 07:14:51 +02:00
Matthias
1d23ba6e30 Improve wording after order-replacement 2023-09-21 07:14:31 +02:00
Matthias
1b28521875 Improve execute_entry interface 2023-09-21 06:28:51 +02:00
Stefano Ariestasia
d465fcffd5 change startup cande in sample strat 2023-09-21 11:13:06 +09:00
Matthias
4bca8b97f3 Don't allow empty order-type from exchange 2023-09-20 20:32:37 +02:00
Matthias
ddb0ae10b4 Ensure no None status is passed from "create_order" 2023-09-20 20:02:06 +02:00
Stefano Ariestasia
37fa186c55 remove 1 column 2023-09-20 22:43:01 +09:00
Stefano Ariestasia
1555667da7 Merge remote-tracking branch 'origin/bt-metrics2' into bt-metrics2 2023-09-20 17:55:59 +09:00
Stefano Ariestasia
8a52a7b50d
Merge branch 'freqtrade:develop' into bt-metrics2 2023-09-20 17:48:52 +09:00
Matthias
8600ae0387
Merge pull request #9191 from freqtrade/fix/double-date-column
Bug: FreqAI fit_live_predictions()
2023-09-20 08:23:41 +02:00
robcaulk
d21f0f4081 chore: add guardrails for users who neglect docs 2023-09-19 12:24:44 +02:00
Matthias
fd4877759c Update hard min-requirement for python 2023-09-18 18:12:39 +02:00
Matthias
75f89ec12f
Merge pull request #9188 from Axel-CH/add-trade-param-to-custom-entry-price
Add trade param to custom entry price
2023-09-17 23:23:42 +02:00
Matthias
f6fce2162c Add new parameter to strategy template 2023-09-17 22:25:23 +02:00
robcaulk
1f1abfe798 fix: avoid duplicate date columns interfering with fit_live_predictions() 2023-09-17 17:36:01 +02:00
Axel-CH
2bc0c4ecd5 update docstring 2023-09-17 03:17:07 -04:00
Axel-CH
224213840d update trade object as optional parameter 2023-09-17 03:13:40 -04:00
Matthias
14c5f435aa okx: Use proper history endpoint for fetch_orders 2023-09-16 20:01:19 +02:00
Axel-CH
a7cd9d77f2 ignore custom_entry_price trade object type test, remove LocalTrade as type 2023-09-16 13:58:59 -04:00
Axel-CH
5b857aeaf0 fix custom_entry_price trade object type test 2023-09-16 13:46:56 -04:00
Matthias
afb1b787c8 add okx to fully tested exchanges 2023-09-16 19:43:39 +02:00
Axel-CH
3f4715ba49 update custom_entry_price docstring 2023-09-16 13:20:10 -04:00
Matthias
220bc3c23e Rename fetch_orders_emulate to make it non-protected 2023-09-16 17:56:16 +02:00
Matthias
c90be601f5 Add offset to "fetch_orders" to avoid missing the initial order 2023-09-16 17:53:47 +02:00
Matthias
3d858f6599 Fix bug closing trades while recalculating
closes #9186
2023-09-16 16:39:52 +02:00
Matthias
d01bc0fb9f Enforce kwargs for update_trade_state 2023-09-16 14:44:24 +02:00
Matthias
394d758d32 Add missing fields to json (and json parse) 2023-09-16 14:06:36 +02:00
Axel-CH
91c710408a fix flake8, set trade object param as Optional 2023-09-16 03:36:36 -04:00
Matthias
3a7f390510 Cancel based forceexits shouldn't trigger a full exit. 2023-09-16 09:32:51 +02:00
Matthias
ae4021da14 Rename get_canceled exit orders ... 2023-09-16 09:11:31 +02:00
Matthias
8378a0234d Filter exit_order_count on canceled orders only 2023-09-16 09:10:56 +02:00
Axel CHERUBIN
d26869ea0a
Merge branch 'freqtrade:develop' into add-trade-param-to-custom-entry-price 2023-09-16 02:53:01 -04:00
axel
cf96ad1d1b add trade param to custom entry price in interface, bot, backtesting, exemples 2023-09-16 02:32:03 -04:00
Matthias
3919bf3740 Adjust sequence of trade json output 2023-09-16 08:25:36 +02:00
Stefano
9814cf5360 flake8 fix 2023-09-15 12:35:56 +09:00
Stefano
c19fe95d39 add the filter to docs, tyding up the py file 2023-09-15 11:34:56 +09:00
Stefano
383bdb7d56 flake8 fix 2023-09-15 10:15:19 +09:00
Matthias
41765b14dc
Merge pull request #9182 from stash86/fix-rangestability
Change the cache of rangestability to 1 day
2023-09-14 20:43:07 +02:00
Matthias
454c2343a8 More clarity for adjust_trade_position callback docstring 2023-09-14 18:27:45 +02:00
Stefano Ariestasia
c0a600858f Change the cache of rangestability to 1 day 2023-09-14 08:50:06 +09:00
Stefano Ariestasia
5b07385414 simplify the filter 2023-09-14 08:13:47 +09:00
robcaulk
844ab4aef5 chore: add tests for set_initial_return_values 2023-09-14 00:05:59 +02:00
Stefano Ariestasia
44ca6f1c46 remove unused vars and change wording 2023-09-13 17:07:45 +09:00
Stefano Ariestasia
552f947248 remove unnecessary check 2023-09-13 15:09:13 +09:00
Stefano Ariestasia
7655bf6ea7 turn off logger for now 2023-09-13 14:53:33 +09:00
Stefano Ariestasia
25ae25248c add logger 2023-09-13 14:42:43 +09:00
Stefano Ariestasia
dd01ae880f fix error 2023-09-13 14:38:16 +09:00
Stefano Ariestasia
e0a06ca454 add fulltradesfilter 2023-09-13 14:18:07 +09:00
Stefano Ariestasia
a93592c467 add fulltradespairlist 2023-09-13 14:17:43 +09:00
Stefano Ariestasia
08dffc95d8 fix wording 2023-09-13 11:58:28 +09:00
Stefano Ariestasia
57800e78c7
Merge branch 'freqtrade:develop' into bt-metrics2 2023-09-13 08:20:28 +09:00
Stefano Ariestasia
5019fb5bf3 fix flake8 2023-09-12 19:58:40 +09:00
Stefano Ariestasia
a0e0d7fe27 more fixes 2023-09-12 19:57:16 +09:00
Stefano Ariestasia
6377fd2689 flake8 fix 2023-09-12 19:54:25 +09:00
root
bd9ea9bd8c precommit fix 2023-09-12 19:50:39 +09:00
Stefano Ariestasia
cfeefa8754 remove prepare data from baseanalysis 2023-09-12 19:29:13 +09:00
Stefano Ariestasia
475d8486bb fix mutable Backtest 2023-09-12 19:21:01 +09:00
robcaulk
628963c207 chore: fix bug associated with leaving FreqAI offline for more than 1 candle. 2023-09-12 12:19:12 +02:00
Stefano Ariestasia
4d1810c2b6 update lookahead analysis 2023-09-12 19:11:19 +09:00
Stefano Ariestasia
05f0dccb8e add missing args to config 2023-09-12 16:25:25 +09:00
Stefano Ariestasia
6360e7fb15 debug 2023-09-12 16:20:04 +09:00
Stefano Ariestasia
40695a39d5 add missing var 2023-09-12 16:14:25 +09:00
Stefano Ariestasia
008f621211 create BaseAnalysis class 2023-09-12 15:42:32 +09:00
Matthias
a52cf42218 use last order date to fill order. 2023-09-12 07:01:51 +02:00
Matthias
af1054fa70 Avoid re-implementing existing feature 2023-09-12 07:00:55 +02:00
Stefano Ariestasia
5608bbde9c
Merge branch 'freqtrade:develop' into bt-metrics 2023-09-12 13:56:24 +09:00
Matthias
ee9d2c637a Improve "order refind" mechanics 2023-09-11 20:18:42 +02:00
Matthias
f0819d9df1 Improve "filled" date assignment for order updates 2023-09-11 20:03:38 +02:00
Matthias
96e5615d1b Update safe_value_fallback to allow empty 2nd keys 2023-09-11 20:03:38 +02:00
Matthias
29fbac9f96 Add "catch-all" exceptionhandler for handle_onexchange_order
(it's actually a poor mans workaround)
closes #9025
2023-09-10 20:27:08 +02:00
Matthias
421a6c02a0 Improve enum imports 2023-09-10 18:10:38 +02:00
Matthias
2ee152c5a6
Merge pull request #8779 from Axel-CH/feature/multiple_open_orders
Feature: Multiple open orders
2023-09-10 17:22:26 +02:00
Matthias
563e68e894 Don't hard-fail merge if there's no informative data 2023-09-10 16:16:52 +02:00
Matthias
7455e56a29 Add docstrings, simplify some code 2023-09-09 10:09:37 +02:00
Matthias
245a67e37e Avoid tons of commits when cancelling all orders 2023-09-09 09:55:01 +02:00
Matthias
e76d4241a0 Remove further unnecessary method 2023-09-09 09:54:12 +02:00
Matthias
01ff054a0b fix open orders telegram reporting 2023-09-09 09:40:55 +02:00
Matthias
9e1f7dc6f7 have force-enter also include has_open_orders 2023-09-09 09:23:25 +02:00
Matthias
067c9219b6 replace 'open_orders' with "has_open_orders" in api 2023-09-09 08:36:28 +02:00
Matthias
830fc7580c Cleanup unused property 2023-09-08 19:51:14 +02:00
Matthias
21859f79db
Merge pull request #9159 from stash86/fix-adjust
remove old codes when we only can do partial entries
2023-09-08 08:04:20 +02:00
Matthias
376b5fce54
Merge pull request #9160 from mohsenjfar/develop
Update strategy_analysis_example.md
2023-09-08 07:59:55 +02:00
Matthias
f8b97b6aa7 Fix dtype mismatch error 2023-09-08 07:05:38 +02:00
Matthias
7b6e2eac49 use ffill instead of fillna(method='ffill') 2023-09-08 07:04:12 +02:00
Matthias
f13e134e9b Update actual notebook (not just the docs) 2023-09-08 06:47:31 +02:00
Matthias
8c95207ca4 Merge branch 'develop' into pr/Axel-CH/8779 2023-09-07 20:19:25 +02:00
Matthias
ffaa121bc7 Simplify code by removing unnecessary (and non-working) method 2023-09-07 20:16:56 +02:00
Matthias
227b194a88 Partial exits should consider leveraged trades. 2023-09-07 18:27:19 +02:00
Matthias
2c095c07f2 Improve variable naming 2023-09-07 18:27:19 +02:00
Matthias
9c3656e24e
Merge pull request #9158 from freqtrade/remove_3.8
Remove python 3.8 support
2023-09-07 18:19:17 +02:00
Stefano Ariestasia
7ccff18437 remove old codes when we only can do partial entries 2023-09-07 18:05:46 +09:00
Matthias
c5f26e72e1
Merge pull request #9153 from freqtrade/rpc/drawdown
Add better drawdown metrics to /profit outputs
2023-09-07 06:33:15 +02:00
Matthias
4ef1647132 Setup.sh should require 3.9 2023-09-07 06:25:44 +02:00
Matthias
20cca01d10 Fix bug in volumepairlist if lookback is bigger than the available candles (new pairs)
closes #9154
2023-09-06 19:40:31 +02:00
Matthias
feea20fb0a
Merge pull request #9151 from freqtrade/refactor/calc_profits
Refactor calculate profits
2023-09-05 06:26:04 +02:00
Matthias
e854667eb8 Add max_drawdown_start and end to /profit API endpoints 2023-09-04 20:09:59 +02:00
Matthias
7bf20d9060 Show drawdown from/to on /profit calls 2023-09-04 20:09:59 +02:00
Matthias
7c5a11623e Use dt_ts_def in profit endpoints 2023-09-04 20:09:32 +02:00
Matthias
783a2d945e add dt_ts_def helper 2023-09-04 20:09:32 +02:00
Matthias
2073c71811 use format_date in rpc methods 2023-09-04 20:09:32 +02:00
Matthias
d8122962db Add "date to string" helper 2023-09-04 20:09:32 +02:00
Matthias
39b6a00224 Improve naming of calculate_profit method 2023-09-04 06:42:16 +02:00
Matthias
fac8e0fde5 Remove calc_profit content 2023-09-04 06:28:29 +02:00
Matthias
ffb1cf52b1 Convert further usages to calc_profit_combined 2023-09-04 06:28:29 +02:00
Matthias
399f144c27 more calc_profit_combined usage 2023-09-04 06:28:29 +02:00
Matthias
459b9d80d4 use calc_profit_combined 2023-09-04 06:28:29 +02:00
Matthias
28e685ee2b Switch combined profit response to dataclass 2023-09-04 06:28:29 +02:00
Matthias
c58a1649cb add calc_profit_combined call 2023-09-04 06:28:29 +02:00
Stefano Ariestasia
cea3f7d3fa fix flake8 2023-09-04 11:53:59 +09:00
Stefano Ariestasia
a9f63c6a99 fix mypy 2023-09-04 11:52:09 +09:00
Stefano Ariestasia
0ada2d9390 fix mypy 2023-09-04 11:45:25 +09:00
Stefano Ariestasia
e1b6b9b5a6 ruff fix 2023-09-04 11:41:24 +09:00
root
3fea2a35a2 pre-commit fixes 2023-09-04 11:38:13 +09:00
Stefano Ariestasia
821a598ff4 fix ruff 2023-09-04 11:35:44 +09:00
Stefano Ariestasia
feab5f82c1 add missing arg 2023-09-04 11:20:49 +09:00
Stefano Ariestasia
607c604a45 add mising const 2023-09-04 11:16:10 +09:00
Stefano Ariestasia
b77f926cdd add recursive analysis 2023-09-04 10:53:04 +09:00
Robert Caulk
d2c0e9e438
Merge pull request #9133 from initrv/patch-1
add QRDQN to SB3_CONTRIB_MODELS
2023-09-03 23:24:19 +02:00
Matthias
a4077e96ba
Merge pull request #9135 from froggleston/frog-fix-analysis-nulls
Fix nulls in indicator list output and add expectancy ratio
2023-09-03 17:16:44 +02:00
Matthias
a4fc7ce0c4 "fix" bybit invalid order responses for canceled orders
closes #9128
2023-09-03 17:05:57 +02:00
Matthias
00cef56a57
Merge pull request #9137 from froggleston/frog-update-rpc
Implment weekly/monthly RPC endpoints
2023-09-03 10:22:37 +02:00
Matthias
3c20ab683a Have /monthly return proper dates, move formatting to telegram 2023-09-02 20:11:19 +02:00
froggleston
f838bc760f
Implment weekly/monthly RPC endpoints 2023-09-02 16:06:23 +01:00
Matthias
25f5dbfcbd Delete trade if replacing the first order failed
part of #9128
2023-09-02 16:49:12 +02:00
Matthias
be044fbacf Improve log output 2023-09-02 16:37:53 +02:00
Matthias
7a4276f6c7 Include pair in dry-run order names 2023-09-02 16:37:41 +02:00
froggleston
925e18368a
Fix linting a.k.a. Maybe one day, flake8 will like me 2023-09-02 15:05:34 +01:00
froggleston
250e00e6c7
Fix dropna subset 2023-09-02 12:52:05 +01:00
froggleston
81672da57b
Fix nulls in indicator list output and add expectancy ratio per entry tag in analysis group 0 output 2023-09-02 12:45:33 +01:00
Matthias
6f86e30c7e Add leverage adjustment to "stoploss_from_absolute" 2023-09-02 11:01:59 +02:00
Matthias
a87404b5a8 Reduce limit order cross threshold 2023-09-02 10:37:57 +02:00
initrv
0357d373a9
add QRDQN to SB3_CONTRIB_MODELS 2023-09-01 11:31:09 +03:00
Matthias
28c62724df Add explicit test and message for "Order could not be replaced" scenario
part of #9128
2023-09-01 06:58:59 +02:00
Matthias
6429282f05 add iterating emulation to fetch_orders for bybit 2023-08-31 08:07:44 +02:00
Matthias
b5fa013600 Add pairs argument to fetch_orders 2023-08-31 08:05:07 +02:00
Matthias
02bd052e45 Improve naming of variable 2023-08-31 06:39:26 +02:00
Matthias
4ed46ef6b3 Add significant digits Round_Up / round_down 2023-08-30 16:48:31 +00:00
Matthias
bfc2c70b44 Fix and improve Tick size ROUND_DOWN logic 2023-08-30 08:21:02 +00:00
Matthias
133660ff4e Fall back "price_to_precision" to ccxt where possible 2023-08-30 07:53:00 +00:00
Matthias
994b2a0f28 Update sorting of price precision logic 2023-08-30 07:43:53 +00:00
Matthias
23aa8dcd51 Simplify profit calculation (removes unnecessary fallback) 2023-08-29 18:31:51 +02:00
Matthias
f3187ddcbf
Merge pull request #9057 from freqtrade/feat/stoploss_adjust
"After order" stoploss adjustment
2023-08-29 18:06:37 +02:00
Matthias
5eb446f1ce Don't remove elements from list we're iterating over
closes #9127
2023-08-29 17:44:39 +02:00
Matthias
5efa40215b Allow invalid futures pairs (: separated)
closes #9127
2023-08-29 17:40:35 +02:00
Matthias
1a8b793c0a Merge branch 'develop' into feat/stoploss_adjust 2023-08-29 07:04:08 +02:00
Matthias
f256701679 Bump version to 2023.9-dev 2023-08-27 20:40:37 +02:00
Matthias
c1df94b507 Bump version to 2023.8 2023-08-27 20:40:07 +02:00
Matthias
0c15eb4ace Merge branch 'stable' into develop 2023-08-27 20:39:53 +02:00
Matthias
981cf1f6ee Update cached binance leverage tiers 2023-08-27 14:50:54 +02:00
Matthias
f19f3ed4eb Fix rpc forceexit logic, fix remaining test 2023-08-27 10:29:34 +02:00
robcaulk
04122abd17 chore: protect users who dont read log warnings 2023-08-25 16:45:46 +02:00
Matthias
5659ca2ecd Fix migrations 2023-08-25 07:29:10 +02:00
Matthias
0181abc629 Fix migration SQL statement 2023-08-25 07:14:39 +02:00
Matthias
43c73c75c5 Remove more open_order_id references 2023-08-25 07:10:30 +02:00
Matthias
95daff182d Update backtesting to not use open_order_id 2023-08-25 07:08:24 +02:00
Matthias
b82b77d03f Fix some rpc tests 2023-08-25 07:01:48 +02:00
Matthias
193dcf578d Fix logic error in force_exit if no order is open 2023-08-25 06:47:02 +02:00
Matthias
3e986e24fa Merge branch 'develop' into pr/Axel-CH/8779 2023-08-24 20:09:41 +02:00
Matthias
e5a88fdeda Fix stylistic issues 2023-08-24 20:06:51 +02:00
Matthias
9c4aca2b90 Improve download data debug output 2023-08-24 20:05:20 +02:00
Matthias
0f73e38f98 Improve docstring for "select_filled_orders". 2023-08-24 17:44:48 +02:00
Matthias
c303d47f26 Ensure stop_duration is converted to int
closes #9099
2023-08-23 15:16:14 +02:00
Matthias
5cf6f0b491 Merge branch 'develop' into pr/Axel-CH/8779 2023-08-23 07:20:34 +02:00
Matthias
0c7cb29ea1 Don't use type() is comparisons 2023-08-22 20:39:36 +02:00
Matthias
4c5f992670 Ensure signals don't break on windows 2023-08-20 16:09:12 +02:00
Matthias
2d800a1422 Fix bug in config-builder 2023-08-20 13:51:33 +02:00
Matthias
b71a44f27c Enhance Keyboard interrupt handling for dl-trades (stores data it already downloaded). 2023-08-20 11:57:59 +02:00
Matthias
3167938d43 move "since" fallback to be the last check 2023-08-20 11:44:40 +02:00
Matthias
399e308e07 Fix bug in --dl-trades downloading 2023-08-19 18:32:27 +02:00
Matthias
aa1dcd1b44
Merge pull request #9065 from freqtrade/trades_data_handling
Improve Trades data handling
2023-08-18 18:04:38 +02:00
Matthias
277cc0a523 Fix import sort order 2023-08-18 10:55:05 +02:00
Matthias
185c5a779d use model_validate instead of parse_obj 2023-08-18 10:21:50 +02:00
Matthias
ee11dae82a Merge branch 'develop' into dependabot/pip/develop/pydantic-2.1.1 2023-08-18 10:18:53 +02:00
Matthias
30064b4102 Add support for trades data in Parquet format 2023-08-18 09:58:03 +02:00
Matthias
8caadc4c5b Fix feather handler storing 2023-08-18 09:47:18 +02:00
Matthias
3eb3596552 Simplify trades_data storing 2023-08-18 09:36:16 +02:00
Matthias
5de3b9d7ae Clean up no longer used method 2023-08-18 09:31:17 +02:00
Matthias
fae742de59 Fix imports 2023-08-18 09:12:40 +02:00
Matthias
fa5f7d290b Update download-trades method to work with dataframes 2023-08-18 09:08:10 +02:00
Matthias
7577613882 Extract trades df type conversion 2023-08-18 09:08:10 +02:00
Matthias
0fab65df03 Set explicit dtypes 2023-08-18 09:08:10 +02:00
Matthias
f69a776305 Ensure only relevant columns are stored 2023-08-18 09:08:10 +02:00
Matthias
26c89d89e4 Keep original timestamp in dataframe 2023-08-18 09:08:10 +02:00
Matthias
d97d0e4426 Extract trades DF creation to converter function 2023-08-18 07:02:46 +02:00
Matthias
357b04202c Datahandlers should store data from dataframes 2023-08-17 20:11:18 +02:00
Matthias
6fc1ee9831 trades_append should use dataframe, not lists 2023-08-17 18:06:25 +02:00
Matthias
780f238904 Fix trades duplicates if trade id is different 2023-08-17 18:04:13 +02:00
Matthias
5d5cc71945 Fix pandas duplication detection, improve test 2023-08-17 17:53:08 +02:00
Matthias
0be2250cf5 Keep existing trades_remove_duplicates for now 2023-08-17 17:23:12 +02:00
Matthias
53db254cba don't cascade calls, that creates an additional call 2023-08-17 17:22:02 +02:00
Matthias
7ac9d33c31 Default should return a dataframe, not an empty list. 2023-08-17 10:00:11 +02:00
Matthias
ac80a69142 Update converters for trades dataframe handling 2023-08-17 10:00:11 +02:00
Matthias
46882406be Update Datahandlers to work with trades data as dataframes 2023-08-17 10:00:11 +02:00
Matthias
3bc49330ce webserver mode should properly validate config 2023-08-17 09:15:59 +02:00
Matthias
7bc317fea7
Merge pull request #9061 from freqtrade/fix/7389_backtest_startup_candle
improve `get_analyzed_dataframe` behavior in early candles
2023-08-17 08:25:30 +02:00
Matthias
d9fb40ca3e Update cached binance leverage tiers 2023-08-16 07:45:22 +02:00
Matthias
77c7dd8a12 Add FIAT mapping for true usdt 2023-08-16 07:44:19 +02:00
Matthias
452e1ab016 get_analyzed_dataframe should provide dataframe with startup candles
closes #7389
2023-08-15 19:43:04 +02:00
Matthias
161ab14ed0 Avoid lookahead bias through informative pairs in callbacks 2023-08-15 17:48:07 +02:00
Matthias
6f347b839a Remove optionality from timeframe parameter
(it was never optional, and code was failing if it wasn't provided).
2023-08-15 17:31:56 +02:00
Robert Caulk
5d3f3fb39f
Merge pull request #8903 from Yinon-Polak/freqai-pytorch-bugfixes
Freqai pytorch bugfixes
2023-08-15 16:48:44 +02:00
Matthias
3f5903bad8 Split tests for jinja utils 2023-08-15 07:42:43 +02:00
Matthias
afcaeafd96 Move rendering commands to utils 2023-08-15 07:42:05 +02:00
Matthias
6b11f3063f "minimal" strategy templates shouldn't render all attributes 2023-08-15 06:58:50 +02:00
Matthias
a4842113ce Split strategy template to have conditional attributes 2023-08-15 06:58:35 +02:00
Matthias
a78d704998 Fix strategy template typng 2023-08-14 17:29:49 +02:00
Matthias
cb85a53042 Improve "uses_after_fill" detection
(short-circuits some logic, resulting in less code being executed in interface.py)
2023-08-14 17:08:37 +02:00
Matthias
7f1a81eeed Fix stop switching to trailing if order is replaced in backtesting 2023-08-14 17:08:01 +02:00
Matthias
106dffe2c5 split update_trade 2023-08-14 17:07:34 +02:00
Matthias
070a1990e8 Improve handling of None values from custom_stoploss 2023-08-14 16:46:33 +02:00
Matthias
3ed682a9c6 Allow None from custom_stop 2023-08-14 16:40:09 +02:00
Matthias
6e32f172be Update samples in the documentation 2023-08-14 16:40:09 +02:00
Matthias
bef5e191a4 Don't surprise people with "after_fill" calls 2023-08-14 16:40:06 +02:00
Matthias
fc60c0df19 Add call to stoploss-adjust for backtesting 2023-08-14 16:00:33 +02:00
Matthias
62d83b8dbd Use is_stop_trailing for actual trailing detection 2023-08-14 15:57:47 +02:00
Matthias
e1eeaa24d2 Implement "adjust lower" correctly 2023-08-14 15:21:59 +02:00
Matthias
ec8ba821ed Simplify stop adjustment code 2023-08-14 15:21:59 +02:00
Matthias
6b9547a9ad Improve migrations 2023-08-14 15:21:38 +02:00
Matthias
ae9f730624 Add explicit "is_trailing_stop" field to database 2023-08-14 15:21:38 +02:00
Matthias
147cc4f0b6 Initial version of stop "after_fill" 2023-08-14 15:21:10 +02:00
Matthias
e2274e813a Rename adjust_stoploss parameter to allow_refresh 2023-08-14 15:21:10 +02:00
Matthias
d091931279 Ease meaning of "refresh" param for adjust_stoploss 2023-08-14 15:20:31 +02:00
Matthias
d768afed37 price_to_precision should only run once 2023-08-14 15:19:34 +02:00
Matthias
db9247e78e prevent errors in custom stop from crashing the bot 2023-08-14 14:54:11 +02:00
Matthias
d53b6871ea Bump pre-commit mypy 2023-08-14 13:22:55 +02:00
Matthias
08bc615826 Further simplify backtest order handling 2023-08-14 13:22:55 +02:00
Matthias
bcc2dd9803 Simplify backtest order closing 2023-08-14 13:22:55 +02:00
Matthias
d7e9f87b33 Improve comment indent 2023-08-14 13:22:55 +02:00
Matthias
d7556cd66a Remove duplicate call in backtesting 2023-08-14 13:22:55 +02:00
Matthias
9b6654e81a Fix ruff E721 (type comparison) 2023-08-14 09:11:19 +02:00
Matthias
2c5a7ceab5 Improve typing of stoploss reinit 2023-08-13 13:21:46 +02:00
Matthias
3ecaedb7d8 use FormatStrings in trade_model 2023-08-13 11:11:10 +02:00
Matthias
1ca3cd086f Fix missing . in interface docs 2023-08-13 10:32:37 +02:00
Matthias
72bd4e816d Simplify code, no longer log "could not find rate"
closes #9031
2023-08-12 16:10:37 +02:00
Matthias
4b8569b80e
Merge pull request #9014 from hippocritical/develop
bugfixes and false-positives for lookahead-analysis
2023-08-10 06:28:12 +02:00
Matthias
05e1828617 Improve Fee check 2023-08-09 20:26:08 +02:00
Matthias
32c3d96760
Merge pull request #9027 from freqtrade/remove_sandbox
Remove sandbox
2023-08-09 20:24:19 +02:00
Matthias
88925d6c1d Merge branch 'develop' into pr/Axel-CH/8779 2023-08-09 19:58:24 +02:00
Matthias
4a62ebbf93 Don't hardcode fee, but use fee from the very first iteration. 2023-08-09 18:36:09 +02:00
Matthias
2069abe314 Remove custom fetch_funding_fees from bybit 2023-08-08 20:56:03 +02:00
Matthias
565e2699b4 Re-set funding-fee history limit for bybit to 200 2023-08-08 20:29:57 +02:00
Matthias
46bafa9d5d
Merge pull request #9030 from jansmets/increase_bybit_ohlcv_candle_limit
Increase bybit ohlcv_candle_limit to 1000
2023-08-08 18:31:34 +02:00
Jan Smets
1f23727ff7 Increase bybit ohlcv_candle_limit to 1000 2023-08-08 11:36:48 +02:00
Stefano Ariestasia
c88f71c638 add timeout to discord 2023-08-08 14:57:48 +09:00
Matthias
88d6f70abe Remove sandbox related code 2023-08-08 06:25:06 +02:00
Matthias
9c73e52dd1 Remove sandbox configuration options 2023-08-08 06:23:52 +02:00
Matthias
33d3c4f7d5 Improve backtestResponse in preparation for future update 2023-08-07 20:11:30 +02:00
Matthias
03150ee09a Ensure backpopulated "trade" attribute is immediately loaded. 2023-08-07 06:59:35 +02:00
Matthias
cd6fc1652e Add rate-limited wallets call before adjust_trade-Position calls
closes #8998
2023-08-06 17:11:17 +02:00
hippocritical
25602ceac3 Added a fixed fee to 0.02 (any fixed value would suffice) since kucoin dynamically decides which pair gets which amount of fees and thereby producing false-positives upon verifying the entries/exits.
Added a check for timerange being set.
2023-08-05 08:24:47 +02:00
hippocritical
065899b426
Merge branch 'freqtrade:develop' into develop 2023-08-05 07:36:29 +02:00
yinon
23d2bad2a0 pytorch - set n_steps type as optional 2023-08-04 14:33:59 +00:00
yinon
a3c6904fbc pytorch - naming refactor - max_iters to n_steps 2023-08-04 13:45:21 +00:00
yinon
d17bf6350d pytorch - trainer - revert load changes 2023-08-04 12:53:20 +00:00
yinon
777d25192c pytorch - bugfix - explicitly assign tensor to var as .to() is not inplace operation 2023-08-04 12:53:20 +00:00
yinon
836d7b885a pytorch - trainer - set default usage of n_epochs instead of max_iters 2023-08-04 12:53:19 +00:00
yinon
8ebfb731d8 Merge branch 'develop' into freqai-pytorch-bugfixes 2023-08-04 12:47:41 +00:00
Matthias
81cd241954 Update API backtest to return proper metadata 2023-08-03 07:05:57 +02:00
Matthias
36b84241b1 Don't allow null as notes 2023-08-03 06:28:57 +02:00
Matthias
51879ffd2c move Notes to be a "API only" type 2023-08-03 06:17:06 +02:00
Matthias
0d71a74d8a Bump api version to 2.32 2023-08-03 06:17:06 +02:00
Matthias
78972604d0 Allow metadata file updating 2023-08-03 06:17:05 +02:00
Matthias
2f95c44777 Add "notes" to backtest result output 2023-08-03 06:17:05 +02:00
Axel CHERUBIN
f397d973f3
Merge branch 'freqtrade:develop' into feature/multiple_open_orders 2023-08-02 23:48:13 -04:00
hippocritical
fe6deef1bd
Merge branch 'freqtrade:develop' into develop 2023-08-02 20:02:55 +02:00
Matthias
494d58e79c Update tests for new output format (string-formatted dates are not relevant). 2023-08-02 19:52:34 +02:00
Matthias
d78eb834c4 Convert to pydantic - jsonencoders (no longer exists) 2023-08-02 19:52:08 +02:00
Matthias
47850ce1b0 Don''t use deprecated pydantic methods 2023-08-02 19:51:50 +02:00
Matthias
bb18e1b45b Fix part of the backtest type error 2023-08-02 19:51:50 +02:00
Matthias
4b2a6a84f4 Remove more deprecated options 2023-08-02 19:51:50 +02:00
Matthias
505584dc48 pydantic 2 - update deprecated methods 2023-08-02 19:51:50 +02:00
Matthias
e36c545258 pydantic - root model 2023-08-02 19:51:47 +02:00
Matthias
cfdd01d295 Update most of Api schema to pydantic 2.0 2023-08-02 19:51:21 +02:00
Matthias
9b924f1f85 Convert ws_schemas to pydantic 2.0 2023-08-02 19:50:58 +02:00
Matthias
261a593ba5 Update tests for new output format (string-formatted dates are not relevant). 2023-08-02 19:48:59 +02:00
Matthias
acd005b726 Don't show 0.0.0.0 security warning when running in docker.
#9000
2023-08-01 20:17:07 +02:00
Matthias
3612956b7b Allow unbound stoploss
part of  #8976
2023-08-01 07:12:56 +02:00
Matthias
78670602dd Update binance leverage tiers 2023-08-01 07:09:44 +02:00
Matthias
30f6f470d3 Add filename to backtest result metadata 2023-07-31 21:22:22 +02:00
Matthias
c836bd8fa5 Add Get_backtest_resultlist typing 2023-07-31 21:22:22 +02:00
Matthias
5c68b0d38e Add BacktestMetadataType 2023-07-31 21:22:22 +02:00
Matthias
f546ee6569 Use list comprehension to get backtest-history 2023-07-31 21:22:22 +02:00
Matthias
1a1103c239 Add backtest-result typing 2023-07-30 10:54:03 +02:00
Matthias
3148cd39c2 Don't drop metadata from original dict when storing backtest results 2023-07-30 10:54:03 +02:00
Matthias
6659d26131 Merge branch 'develop' into dataformat/feather 2023-07-29 20:04:12 +02:00
Matthias
047de2e0ff Bump version to 2023.7 2023-07-29 18:19:04 +02:00
Matthias
15dd8bec1c Bump dev version to 2023.8-dev 2023-07-29 18:18:03 +02:00
Matthias
79910870a3 Fix bug resampling monthly candles
closes #8972
2023-07-29 08:58:30 +02:00
Matthias
b2abdab7cd Fix bug where adjust_entry_price was called for exit orders
closes #8973
2023-07-28 07:16:32 +02:00
Matthias
9a400d0e6f Allow comments and trailing commas in remotepairlist files
closes #8971
2023-07-27 18:05:22 +02:00
Matthias
d638a4a0ff Raise proper error on strategy search
part of https://github.com/freqtrade/frequi/issues/1387
2023-07-27 07:03:35 +02:00
Matthias
bbf472e69b Improve errorhandling on webserver endpoint
Part of https://github.com/freqtrade/frequi/issues/1387
2023-07-27 06:52:34 +02:00
Matthias
83f45d0e65 Call static method as static method, not as if it were an instance method 2023-07-27 06:39:48 +02:00
Matthias
d6122585f7 Prevent pandas exception on Date assignment 2023-07-27 06:39:31 +02:00
Matthias
2fcff78756 Move comment to actually relevant line 2023-07-26 07:07:21 +02:00
Matthias
c2b40da762 Bump Api Version 2023-07-25 20:51:33 +02:00
Matthias
05e4b63091 Extract backtest_result deletion logic to separate function 2023-07-25 20:42:07 +02:00
Matthias
8b2abf4422 Remove .json from backtesting output 2023-07-25 20:41:28 +02:00
Matthias
997b80fd7b Allow deleting of backtest files 2023-07-25 20:34:45 +02:00
Matthias
5a7e822342 Improve security of get_backtest_history_result 2023-07-25 20:20:09 +02:00
Matthias
1d39cc18bf Add is_file_in_dir helper function 2023-07-25 20:19:23 +02:00
Matthias
e39af17207 Improve typing for is_relative_to 2023-07-25 20:07:44 +02:00
Matthias
47fca02ba0 Improve docstring 2023-07-25 07:06:42 +02:00
Matthias
327b055468 Add consecutive wins/losses to backtest output 2023-07-24 07:22:33 +02:00
Matthias
f26b49ee06 Ensure return value is an int, not a np.int 2023-07-24 07:09:19 +02:00
Matthias
0f046ceaf2 Implement calc_consecutive_losses 2023-07-24 06:36:24 +02:00
hippocritical
5b8800ee18 didnt intend to change the timerange itself, but the logger-output of the timerange 2023-07-23 20:20:15 +02:00
hippocritical
5bb74e448e Merge remote-tracking branch 'origin/develop' into develop 2023-07-23 20:08:27 +02:00
hippocritical
e4b488cb84 added stake_amount to a fixed 10k value.
In a combination with a wallet size of 1 billion it should never be able to run out of money avoiding false-positives of some users who just wanted to test a strategy without actually checking how the stake_amount-variable should be used in combination with the strategy-function custom_stake_amount.

reason: some strategies demand a custom_stake_amount of 1$ demanding a very large wallet-size (which already was set previously)
Others start with 100% of a slot size and subdivide the base-orders and safety-orders down to finish at 100% of a slot-size and use unlimited stake_amount.

Edited docs to reflect that change.
2023-07-23 20:05:29 +02:00
hippocritical
70fa175f57
Merge branch 'freqtrade:develop' into develop 2023-07-23 20:01:59 +02:00
Matthias
6ddbc8c00d Move generate_wins_draw_losses to bt_output (it's an output function, not a calculation) 2023-07-23 19:57:47 +02:00
hippocritical
ad428aa9b0 added stake_amount to a fixed 10k value.
In a combination with a wallet size of 1 billion it should never be able to run out of money avoiding false-positives of some users who just wanted to test a strategy without actually checking how the stake_amount-variable should be used in combination with the strategy-function custom_stake_amount

reason: some strategies demand a custom_stake_amount of 1$ demanding a very large wallet-size (which already was set previously)
Others start with 100% of a slot size and subdivide the base-orders and safety-orders down to finish at 100% of a slot-size and use unlimited stake_amount.

Edited docs to reflect that change too
2023-07-23 19:50:12 +02:00
Matthias
a00fcd68f8 Default to 0.0.0.0 if on API listen address for configs generated through docker 2023-07-23 19:44:43 +02:00
Matthias
fb7fb7f59c Add helper function detecting (prebuilt) docker environment 2023-07-23 19:38:30 +02:00
Matthias
8dfe43f370 Add timeout for webhooks 2023-07-23 18:28:43 +02:00
hippocritical
1ab357dc32 added mentioning which pair + timerange + idx is biased for visibility and debugging purposes 2023-07-23 15:29:25 +02:00
hippocritical
a33be8a349 added dummy-varholders in case a not-last-trade is force-exit and else the indexes would shift ruining the analysis and making debugging easier (since the same ID will always be the same ID again) 2023-07-23 13:48:54 +02:00
hippocritical
a5f5293bc8 added logger-output when something is skipped or aborted 2023-07-23 11:23:02 +02:00
Matthias
52ec2324dd
Merge pull request #8943 from stash86/bt-metrics
merge to use  expectancy and expectancy ratio from data/metrics
2023-07-23 08:37:08 +02:00
Matthias
787e94924d Update default expectancy ratio to 100 2023-07-23 07:20:59 +02:00
Matthias
955a63725a Improve resiliance when showing older backtest results 2023-07-22 19:43:20 +02:00
dependabot[bot]
27a36bfb40
Bump lightgbm from 3.3.5 to 4.0.0 (#8923)
* Bump lightgbm from 3.3.5 to 4.0.0

Bumps [lightgbm](https://github.com/microsoft/LightGBM) from 3.3.5 to 4.0.0.
- [Release notes](https://github.com/microsoft/LightGBM/releases)
- [Commits](https://github.com/microsoft/LightGBM/compare/v3.3.5...v4.0.0)

---
updated-dependencies:
- dependency-name: lightgbm
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>

* fix: ensure freqai lightgbm variants conform to v4.0.0

* remove random file

---------

Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Co-authored-by: robcaulk <rob.caulk@gmail.com>
2023-07-22 15:30:58 +02:00
Stefano Ariestasia
e5f01ab2e8 pre-commit fix 2023-07-22 17:45:58 +09:00
Stefano Ariestasia
40d7d05e4e merge 2 expectancy functions 2023-07-22 17:29:43 +09:00
Stefano Ariestasia
c6ee8fcf54 remove unused check 2023-07-22 12:20:35 +09:00
Stefano Ariestasia
ee3b69ea63 fix test 2023-07-22 11:37:22 +09:00
Stefano Ariestasia
cfd8b068e7 add test for expectancy 2023-07-22 11:25:53 +09:00
Stefano Ariestasia
8621dc96e7 fix tests 2023-07-22 09:44:24 +09:00
Stefano Ariestasia
11f24aff97 flake8 2023-07-22 09:19:36 +09:00
Stefano Ariestasia
dcc3ef1309 flake8 fix 2023-07-22 09:18:22 +09:00
Stefano Ariestasia
4812bcc28b flake8 fiz 2023-07-22 09:13:24 +09:00
Stefano Ariestasia
c048e7229a modify expectancy and expectancy ratio 2023-07-22 08:36:51 +09:00
Simone Grignola
4ea3f41d48 Map BUSD to correct coingecko id 2023-07-21 20:49:37 +00:00
Matthias
8d332fb99e Ensure /pair_history endpoint correctly respects startup_candle_count
closes https://github.com/freqtrade/frequi/issues/1379
2023-07-21 20:58:26 +02:00
Matthias
4369e3cdeb trim_dataframe should enforce kwargs for non-required arguments 2023-07-21 20:33:41 +02:00
Matthias
9bfe96d4d6 Simplify advise calls by extracting that part into a method. 2023-07-21 20:27:52 +02:00
Matthias
91bf8abf38 Add comment to clarify usage of trim_dataframes 2023-07-21 20:22:44 +02:00
Matthias
9c1fea0e7b Add winrate to several bt metrics 2023-07-20 20:51:38 +02:00