Commit Graph

11209 Commits

Author SHA1 Message Date
Matthias
1f543666f4 Improve test for reload-markets timings, fix bug
closes #8714
2023-05-31 11:46:31 +02:00
Matthias
fd955028a8 Update tests for new background method 2023-05-31 07:08:27 +02:00
Matthias
7bccf2129f Introduce background_job endpoints 2023-05-31 07:00:20 +02:00
robcaulk
f6a32f4ffd bump version 2023-05-29 23:35:24 +02:00
Matthias
b666c418bb Don't use variables for simple debug values 2023-05-29 17:33:11 +02:00
Matthias
af1dbf7dff Extract get_rate_from_ticker from get_rate method 2023-05-29 17:31:57 +02:00
Matthias
f074383d6a Extract orderbook logic into separate method 2023-05-29 17:24:04 +02:00
Matthias
6315516d50 Improve volumepairlist defaults 2023-05-29 15:18:46 +02:00
robcaulk
e572653616 bring classifier/rl up to new paradigm. ensure tests pass. remove old code. add documentation, add new example transform 2023-05-29 13:33:29 +02:00
hippocritical
6b3b5f201d export_to_csv: Added forced conversion of float64 to int to remove the .0 values once and for all ... 2023-05-28 22:13:29 +02:00
hippocritical
fc887efd4b
Merge branch 'freqtrade:develop' into develop 2023-05-28 20:53:39 +02:00
hippocritical
0874b1a959 Merge remote-tracking branch 'origin/develop' into develop 2023-05-28 20:53:16 +02:00
hippocritical
eec7837167 - modified help-string for the cli-option lookahead_analysis_exportfilename
- moved doc from utils.md to lookahead-analysis.md and modified it (unfinished)
- added a check to automatically edit the config['backtest_cache'] to be 'none'
- adjusted test_lookahead_helper_export_to_csv to catch the new catching of errors
- adjusted test_lookahead_helper_text_table_lookahead_analysis_instances to catch the new catching of errors
- changed lookahead_analysis.start result-reporting to show that not enough trades were caught including x of y
2023-05-28 20:52:58 +02:00
Matthias
1317de8c1c Add rudimentary description per pairlist 2023-05-28 18:21:23 +02:00
Matthias
dbb92f686f
Merge pull request #8696 from freqtrade/feat/no_roi
allow no / empty minimal_roi
2023-05-28 15:36:01 +02:00
hippocritical
aa8eb14461
Merge branch 'freqtrade:develop' into develop 2023-05-28 12:11:29 +02:00
Matthias
3d05669f61 Merge branch 'develop' into feat/pairlistconfig 2023-05-28 10:01:43 +02:00
Matthias
8a86169256 Better handling of shift 2023-05-28 09:59:57 +02:00
Matthias
8ec0469b11 Fix volatilityfilter behavior
closes #8698
2023-05-28 09:53:53 +02:00
hippocritical
9bb25be880 modified help-string for the cli-option lookahead_analysis_exportfilename
moved doc from utils.md to lookahead-analysis.md and modified it (unfinished)
added a check to automatically edit the config['backtest_cache'] to be 'none'
2023-05-27 22:31:47 +02:00
Matthias
df5e6409a4 Bump develop version to 2023.6-dev 2023-05-27 20:18:39 +02:00
Matthias
5649d1d4da Convert minimal_roi to list comprehension 2023-05-27 19:57:12 +02:00
Matthias
35a388bf9a Don't force min_roi to have content 2023-05-27 19:39:00 +02:00
hippocritical
ee37693729
Merge branch 'freqtrade:develop' into develop 2023-05-27 19:23:01 +02:00
hippocritical
05f0b32e3b Merge remote-tracking branch 'origin/develop' into develop 2023-05-27 19:22:23 +02:00
Matthias
bd266f654e Properly handle invalid pairlists type before config validation
closes #8695
2023-05-27 08:19:56 +02:00
robcaulk
31e19add27 start transition toward outsourcing the data pipeline with objective of improving pipeline flexibility 2023-05-26 18:40:14 +02:00
hippocritical
eb31b574c1 added returns to text_table_lookahead_analysis_instances
filled in test_lookahead_helper_text_table_lookahead_analysis_instances
2023-05-26 12:55:54 +02:00
hippocritical
9366c77e42
Merge branch 'freqtrade:develop' into develop 2023-05-26 08:38:32 +02:00
Matthias
af7afa80a9 remove gone-wrong import 2023-05-26 06:44:48 +02:00
Robert Caulk
f647fb342b
Update base_tensorboard.py
Remove incorrect warning message.
2023-05-25 16:35:06 +02:00
Matthias
6b0b62dadf
Merge pull request #8686 from freqtrade/fix/8681
okx stop improvements
2023-05-25 06:43:22 +02:00
Matthias
91e009bf6d
Merge pull request #8677 from richardjozsa/develop
Stable baselines 3 seeding update
2023-05-25 06:23:34 +02:00
Matthias
9e75c768c0 Improve responses for evaluate get endpoints 2023-05-24 21:01:39 +02:00
Matthias
4c52109fa3 Handle pairlist evaluation errors gracefully 2023-05-24 20:37:23 +02:00
Matthias
b5ed693bee Extrac OKX convert stop order, call for regular orders, too 2023-05-24 20:15:36 +02:00
Matthias
b8220ee0f7 Improve recovery detection by skipping open orders 2023-05-24 18:19:14 +02:00
Matthias
6292d1af6d Use camelcase version of private fapi method
closes #8680
2023-05-23 19:07:58 +02:00
Matthias
c2010d160f Merge branch 'develop' into feat/pairlistconfig 2023-05-22 19:59:20 +02:00
Matthias
33e25434b4 Change statuscode to 202 2023-05-22 19:43:27 +02:00
Matthias
e70cafe578 Merge branch 'develop' into pr/wizrds/8004 2023-05-22 18:24:32 +02:00
Matthias
85c14578e2
Merge pull request #8661 from freqtrade/feat/datetimehelpers
Add datetime helpers, reduce arrow usage to a minimum
2023-05-22 18:22:29 +02:00
Richard Jozsa
39f4fb8797
Merge branch 'freqtrade:develop' into develop 2023-05-22 08:36:25 +00:00
Richard Jozsa
d26aa231fc Stable baselines updates, and fix
There was a seeding error in SB3 after the gymnasium update, the stable baselines team has patched and fixed the issue, but the reset function has to be aligned.
2023-05-22 10:36:07 +02:00
Matthias
abc82a3fdf Simplify api backtesting by extracting the background_method 2023-05-21 12:04:18 +02:00
Matthias
756e1f5d5b Test pairlist evaluation 2023-05-21 10:08:32 +02:00
Matthias
01984a06af Extract pairlist evaluation from sub-method 2023-05-21 09:58:38 +02:00
Matthias
bf9a6dd6e7 Merge branch 'develop' into feat/pairlistconfig 2023-05-21 09:54:17 +02:00
Matthias
a87b215d67 Fix odd import 2023-05-21 09:50:59 +02:00
Matthias
818a3342b9 move pairlist evaluation to the background 2023-05-21 09:38:14 +02:00
Matthias
680e7ba98f Get exchange through DI 2023-05-21 09:21:22 +02:00
Matthias
5ad6652e55 Merge branch 'develop' into feat/pairlistconfig 2023-05-21 09:15:50 +02:00
Matthias
96d74063fc Don't have public attributes marked as private 2023-05-21 09:12:02 +02:00
Matthias
5316227219 Extract api backtest logic from ApiServer class 2023-05-21 09:08:52 +02:00
Matthias
104fa9e32d Use logger, not the logging module 2023-05-20 19:58:14 +02:00
Matthias
9869a21951 Move strategy to it's own directory to avoid having other 2023-05-20 19:51:54 +02:00
Matthias
e183707979 Further test lookahead_helpers 2023-05-20 19:51:54 +02:00
Matthias
ceddcd9242 Move most of the logic to lookahead_analysis helper 2023-05-20 19:51:54 +02:00
Matthias
1c4a7c7a05 Split Lookahead helper to separate file 2023-05-20 19:51:54 +02:00
Matthias
7b9f82c71a Remove needless check for "None" list 2023-05-20 19:51:54 +02:00
hippocritical
5142b6bc0d
Merge branch 'freqtrade:develop' into develop 2023-05-20 19:50:31 +02:00
Matthias
209eb63ede Add startup test case 2023-05-20 11:28:52 +02:00
Matthias
2e675efa13 Initial fix - test 2023-05-20 11:15:30 +02:00
Matthias
a0edbe4797 Switch to using config instead of args. 2023-05-20 11:06:50 +02:00
Matthias
2e79aaae00 Remove usage of args.
It's clumsy to use and prevents specifying settings in the configuration.
2023-05-20 11:02:13 +02:00
Matthias
5488789bc4 Arguments should be in the configuration. 2023-05-20 11:01:42 +02:00
robcaulk
dd1a0156b9 resolve conflict, ensure gpu works with transformer 2023-05-19 14:39:16 +00:00
Matthias
7ecc2f76a2
Merge pull request #8650 from freqtrade/feat/secure_keys
Better secure the user's exchange keys during runtime
2023-05-19 08:45:17 +02:00
Matthias
9d0f488de7 Some more edits due to arrow 2023-05-19 07:15:24 +02:00
Matthias
ebfc9a6039 Remove some humanize occurances 2023-05-18 19:29:37 +02:00
hippocritical
b2ecfd28a7
Merge branch 'freqtrade:develop' into develop 2023-05-18 19:12:25 +02:00
Matthias
5d0cff2f76 Add dt_humanize helper 2023-05-18 07:07:22 +02:00
Matthias
f657d06e91 Move shorten_date to datetime helpers 2023-05-18 07:00:36 +02:00
Matthias
b40c45ee42 Timerange -> datetime 2023-05-18 07:00:36 +02:00
Matthias
261822147c Fix remaining arrow testcases 2023-05-18 07:00:36 +02:00
Matthias
915cb5ffbd add dt_utc helper 2023-05-18 07:00:36 +02:00
Matthias
d131dd4050 Fix wrong transition 2023-05-18 07:00:36 +02:00
Matthias
e4f701fd0d Don't use arrow for everything 2023-05-18 07:00:36 +02:00
Matthias
5b66ef4bea Implement datetime.floor 2023-05-18 07:00:36 +02:00
Matthias
7f73e99437 Simplify exchange_utils 2023-05-18 07:00:36 +02:00
Matthias
55ce58d79f Reduce some arrow usages in favor of dt helpers 2023-05-18 07:00:36 +02:00
Matthias
000f72942a Improve dt_now_ts helper 2023-05-18 07:00:36 +02:00
Matthias
aa949153eb Add now ts helper 2023-05-18 07:00:36 +02:00
Matthias
5c6f3ea439 Improve wallets time handling 2023-05-18 07:00:36 +02:00
Matthias
261df527d9 dt_now 2023-05-18 07:00:36 +02:00
Matthias
6b735bc683 Implement dt_now 2023-05-18 07:00:36 +02:00
Matthias
6044bbb6b1 Add datetime helpers to unify code 2023-05-18 07:00:36 +02:00
Matthias
2477ef57f9 Reduce arrow usage throughout code 2023-05-18 07:00:36 +02:00
Matthias
1d03e8bc5f Reduce arrow usage further 2023-05-18 07:00:36 +02:00
Matthias
d3382fbe04 Reduce usage of arrow 2023-05-18 07:00:36 +02:00
Matthias
292bd62973 Reduce verbosity of httpx (we don't need to see telegram calls) 2023-05-18 07:00:18 +02:00
Matthias
c54f28ada8
Merge pull request #8623 from freqtrade/feat/tensorboard-logger
Add Tensorboard logger for PyTorch and XGBoost
2023-05-18 06:41:15 +02:00
hippocritical
7a5f457b2f
Merge branch 'freqtrade:develop' into develop 2023-05-17 22:14:51 +02:00
robcaulk
adeab13bdf cleanup tests, cross fingers that mac will pass 2023-05-17 07:21:48 +00:00
Matthias
45ee12e257 reload_trade should be a post endpoint 2023-05-16 20:27:07 +02:00
Matthias
7d15c379cb Fix faulty removed import 2023-05-15 19:26:51 +02:00
Matthias
c7f7dd1d4b Avoid unnecessary type ignore 2023-05-15 18:27:12 +02:00
Matthias
1b714fdb00 Fix wrong "first trade" date in UI, improve interface
closes https://github.com/freqtrade/freqtrade-strategies/issues/301
2023-05-15 18:06:17 +02:00
Matthias
9b10287899 Improve typing 2023-05-15 17:53:18 +02:00
Matthias
66c3eb2820 Remove keys from config before loading strategy 2023-05-15 07:22:40 +02:00
Matthias
b2a631e93a refactor remove_exchange_credentials 2023-05-15 07:22:40 +02:00
Matthias
fe36e77412 Split exchange_config before passing through the strategy 2023-05-15 07:22:40 +02:00
Matthias
fffb056ad3 load_exchange - force kwargs for non-required arguments 2023-05-15 07:22:40 +02:00
robcaulk
9242dfa355 try reactivating tb for some tests 2023-05-14 16:05:49 +00:00
robcaulk
505f36a95f try even more deactivation 2023-05-14 15:49:24 +00:00
robcaulk
1ed084557a try even more deactivation 2023-05-14 15:44:41 +00:00
robcaulk
340d2191ff deactivate tensorboard by default 2023-05-14 14:39:23 +00:00
robcaulk
55a1a3afd6 add config option for activating and deactivating tensorboard logger, ensure the various flavors are never activated simultaneously 2023-05-14 14:08:00 +00:00
robcaulk
ab7a474ab6 try limiting tb_logger to pytorch only (XGBoost still gets its callback) 2023-05-14 12:03:15 +00:00
robcaulk
8a9b2fc16f fix merge conflicts with develop 2023-05-14 12:00:03 +00:00
Matthias
af8fbad281 Improve Date timezone useage 2023-05-14 08:54:26 +02:00
hippocritical
36f14249d4
Merge branch 'freqtrade:develop' into develop 2023-05-13 22:41:02 +02:00
hippocritical
7d871faf04 added exportfilename to args_to_config
introduced strategy_test_v3_with_lookahead_bias.py for checking lookahead_bias#
introduced test_lookahead_analysis which currently is broken
2023-05-13 22:40:11 +02:00
Matthias
66a97ff45d Remove some utcnow usages 2023-05-13 20:43:37 +02:00
Matthias
7bba034efd
Merge pull request #8560 from freqtrade/feat/recoverTrades
Recover trades after selling on exchange
2023-05-13 16:35:08 +02:00
Matthias
0db1869356 Update cached binance leverage tiers 2023-05-13 16:22:04 +02:00
Matthias
dc4268b6e7 Convert Exchange arguments to be kw only 2023-05-13 16:17:26 +02:00
Matthias
af95d56ceb Import deepcopy specifically 2023-05-13 16:16:35 +02:00
Matthias
90ac387444
Merge pull request #8634 from freqtrade/bug-fix/continual_learning
fix bug in continual_learning for PyTorch* models
2023-05-13 15:32:49 +02:00
robcaulk
18c1eda09b remove commented lines 2023-05-13 11:27:36 +00:00
robcaulk
3ae3cc63df fix bug in continual_learning for PyTorch* models 2023-05-13 11:14:16 +00:00
Matthias
1552d81f45 Simplify load_exchange interface 2023-05-13 11:03:26 +02:00
Matthias
b2a3fe6879 Improve remove credentials 2023-05-13 11:03:26 +02:00
Matthias
400cbd1836 Fix types 2023-05-12 19:47:53 +02:00
Matthias
6d7172ac44 Re-add init file 2023-05-12 18:26:34 +02:00
Matthias
49b9b463b4 Move tensorboard callback exports to freqai.tensorboard. 2023-05-12 18:26:01 +02:00
robcaulk
31d15da49e add disclaimers everywhere about how example strategies are meant as examples 2023-05-12 08:16:48 +00:00
robcaulk
692fa390c6 fix the import logic, fix tests, put all tensorboard in a single folder 2023-05-12 07:56:44 +00:00
hippocritical
91ce1cb2ae removed overwrite_existing_exportfilename_content (won't use it myself, wouldn't make sense for others to not overwrite something they re-calculated)
switched from args to config (args still work)
renamed exportfilename to lookahead_analysis_exportfilename so if users decide to put something into it then it won't compete with other configurations
2023-05-10 22:41:27 +02:00
robcaulk
b01aaa4d03 ensure backtesting also produces tb_logs, make sure tests are working 2023-05-10 10:11:33 +00:00
robcaulk
172b2587ab Merge remote-tracking branch 'originssh/develop' into develop 2023-05-10 09:48:54 +00:00
robcaulk
ffc4d87263 add tensorboard integration to XGBoost and PyTorch et al 2023-05-10 09:48:36 +00:00
robcaulk
2c0230ba93 avoid mutating new_trained_timerange 2023-05-09 12:42:02 +00:00
robcaulk
35ce88f1e5 ensure that the buffered timerange is not the trained timestamp so that live_retrain_hours functions properly 2023-05-09 10:00:33 +00:00
hippocritical
9aac367534 Merge remote-tracking branch 'origin/develop' into develop 2023-05-08 22:58:30 +02:00
hippocritical
b8357c36ca
Merge branch 'freqtrade:develop' into develop 2023-05-08 22:58:03 +02:00
hippocritical
b252bdd3c7 made purging of config.freqai.identifier variable 2023-05-08 22:35:13 +02:00
Robert Caulk
950eaf230e
Merge pull request #8580 from freqtrade/feat/add-transformer
Add transformer to FreqAI
2023-05-07 11:32:38 +02:00
Matthias
89c60bbee6
Merge pull request #8598 from freqtrade/bug-fix-backtesting
bug fix backtest feature validation
2023-05-07 08:14:34 +02:00
hippocritical
ac4aa8ed2b
Merge branch 'freqtrade:develop' into develop 2023-05-06 21:59:04 +02:00
hippocritical
2306c74dc1 adjusted code to matthias' specifications
did not change the code so that it only loads data once yet.
2023-05-06 21:56:11 +02:00
robcaulk
36e1e58dad fix arch 2023-05-06 17:40:04 +00:00
robcaulk
3bbb7e38ea improve transformer architecture, remove 3.10 install constraint, add documentation for torch.compile() 2023-05-06 16:12:10 +00:00
robcaulk
c2beeb4c79 bug fix backtest feature validation 2023-05-06 15:53:58 +00:00
Robert Caulk
e365e913c7
Merge pull request #8596 from autoscatto/bugfix/tensor-to-numpy
Bugfix/tensor to numpy
2023-05-06 17:31:49 +02:00
Matthias
efb5cd6545
Merge pull request #7861 from froggleston/reject_report
Add support for collating and analysing rejected signals in backtest
2023-05-06 14:28:24 +02:00
Tommaso Falchi
908a2e817a Align BasePyTorchRegressor tensors to cpu as in BasePyTorchClassifier 2023-05-05 15:43:48 +02:00
Tommaso Falchi
306dfc4ae8 refactor(BasePyTorchClassifier.py): convert tensor to list before creating DataFrame to avoid TypeError.
docs(BasePyTorchClassifier.py): add missing parameter description in predict method
2023-05-05 13:04:53 +02:00
Matthias
775ea1c8c6 Improve type safety 2023-05-03 06:25:02 +00:00
Matthias
80930d72a6 Dont loop trades twice
closes #8591
2023-05-03 07:03:14 +02:00