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 |
|
Matthias
|
ea45349235
|
Completely remove "fee_cost_in_contracts" functionality
|
2023-07-20 19:51:45 +02:00 |
|
Matthias
|
e734ab52de
|
okx fees are not in contracts.
|
2023-07-20 19:51:45 +02:00 |
|
Matthias
|
75628403b0
|
Invert order_props_in_contracts logic - cost is almost never in contracts
|
2023-07-20 19:51:45 +02:00 |
|
Matthias
|
bdb778cb9f
|
Merge pull request #8912 from froggleston/rpc_expectancy
Add expectancy to RPC calls and telegram
|
2023-07-19 20:21:09 +02:00 |
|
Matthias
|
ab5b272868
|
Fix double-%%
|
2023-07-19 19:53:00 +02:00 |
|
froggleston
|
f95f954df7
|
Convert winrate to ratio instead of % in calculations
|
2023-07-18 22:25:17 +01:00 |
|
Matthias
|
9c39fd6e92
|
Update cached binance lev-tiers file
|
2023-07-18 20:25:55 +02:00 |
|
Matthias
|
adda506499
|
Merge pull request #8920 from freqtrade/dependabot/pip/develop/ruff-0.0.278
Bump ruff from 0.0.277 to 0.0.278
|
2023-07-17 19:57:32 +02:00 |
|
Matthias
|
c64c10e76f
|
Use Fstrings in hyperopt-tools
|
2023-07-17 18:20:26 +02:00 |
|
froggleston
|
6ccc12f337
|
Fix calcs, rename ratio, add docs
|
2023-07-17 14:16:22 +01:00 |
|
robcaulk
|
6f0204fcd3
|
chore: remove inlier metric
|
2023-07-17 13:03:43 +02:00 |
|
Matthias
|
68c3c764b7
|
Merge pull request #8914 from freqtrade/fix/8877
Dry-run open balance should include realized profit
|
2023-07-17 06:47:10 +02:00 |
|
Matthias
|
69ddbe3944
|
Merge pull request #8909 from freqtrade/backtest_adjustment
introduce order.stake_amount
|
2023-07-16 20:03:46 +02:00 |
|
froggleston
|
79f7f82c59
|
Fix telegram output
|
2023-07-16 16:52:06 +01:00 |
|
Matthias
|
cf9ba527bb
|
Include realized_profit in update_dry
closes #8877
|
2023-07-16 16:06:23 +02:00 |
|
froggleston
|
1fd2a2532d
|
Reduce trade stats function complexity
|
2023-07-15 17:06:52 +01:00 |
|
froggleston
|
59cb9e39dd
|
Fix another trailing whitespace
|
2023-07-15 16:55:24 +01:00 |
|
froggleston
|
d4b282d6f7
|
Fix expectancy calc and tests
|
2023-07-15 16:51:45 +01:00 |
|
froggleston
|
e57bb6bc97
|
Add api schema entries
|
2023-07-15 16:27:58 +01:00 |
|
froggleston
|
3ce17b740b
|
Fix flake8 problems
|
2023-07-15 16:25:19 +01:00 |
|
froggleston
|
7eced953b3
|
Merge in develop changes
|
2023-07-15 16:16:08 +01:00 |
|
froggleston
|
096cb0d1ee
|
Add tests, fix winrate calc
|
2023-07-15 16:09:13 +01:00 |
|
froggleston
|
4235ab0c7e
|
Add expectancy and winrate to telegram
|
2023-07-15 15:39:47 +01:00 |
|
froggleston
|
6e56f84fe3
|
Add expectancy and winrate to rpc trade statistics
|
2023-07-15 15:32:52 +01:00 |
|
Matthias
|
ff14208105
|
Improve logic for from_json special case
|
2023-07-15 15:23:15 +02:00 |
|
Matthias
|
626ea6b119
|
Add backtesting support for order.stake_amount
|
2023-07-15 14:55:22 +02:00 |
|
Yinon Polak
|
d61f512e20
|
pytorch - trainer - clean code
|
2023-07-15 14:43:05 +03:00 |
|
Yinon Polak
|
77f1584713
|
pytorch - trainer - bugfix step tensorboard step usage
|
2023-07-15 14:37:44 +03:00 |
|
Matthias
|
d8c0621887
|
Add stake amount property to order object
|
2023-07-15 10:14:08 +02:00 |
|
Matthias
|
17296fdf9c
|
Use proper cost for order
closes #8906
|
2023-07-15 09:02:17 +02:00 |
|
Matthias
|
7f0e1c27c6
|
Fix realized_profit for trade from_json
|
2023-07-14 07:35:58 +02:00 |
|
Yinon Polak
|
ffcba45b1b
|
pytorch - mypy fixes
|
2023-07-13 21:36:14 +03:00 |
|
Yinon Polak
|
9fb0ce664c
|
pytorch - ruff fixes
|
2023-07-13 21:32:46 +03:00 |
|
Yinon Polak
|
5734358d91
|
pytorch - trainer - add assertion that either n_epochs or max_iters is been set.
|
2023-07-13 20:59:33 +03:00 |
|
Yinon Polak
|
7d28dad209
|
pytorch - add n_epochs param to trainer
|
2023-07-13 20:41:38 +03:00 |
|
yinon
|
588ffeedc1
|
pytorch - trainer - reomve max_n_eval_batches arg from estimate loss method
|
2023-07-13 15:40:40 +00:00 |
|
yinon
|
49a7de4ebd
|
pytorch - trainer - add device arg to load method
|
2023-07-13 15:39:47 +00:00 |
|
yinon
|
0c9aa86885
|
pytorch - data convertor - create tensor directly on device, simplify code
|
2023-07-13 15:38:58 +00:00 |
|
yinon
|
9cb45a3810
|
pytorch - bugfix - explicitly assign tensor to var as .to() is not inplace operation
|
2023-07-13 15:37:50 +00:00 |
|
Matthias
|
240606c5a4
|
Only run once for an order
|
2023-07-13 07:14:20 +02:00 |
|
Matthias
|
6134764d5e
|
Don't wrongly eat into dust on rebuys
closes #8841
|
2023-07-13 07:07:15 +02:00 |
|
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
|
578110488c
|
Update cli-options default
|
2023-07-12 18:23:30 +02:00 |
|
Matthias
|
cca8c4e5b8
|
Update default dataformat to feather
|
2023-07-12 18:23:30 +02:00 |
|
Matthias
|
3cf419cbcd
|
Fix ill-used type on order backpopulate mapping
|
2023-07-12 18:22:41 +02:00 |
|
Jan Smets
|
e8fe5a4f17
|
bybit provides up to 2years of historic ohlcv data on any timefame.
|
2023-07-12 11:39:32 +02:00 |
|
Matthias
|
a0fff43648
|
Add fee_base to json output
|
2023-07-10 19:47:37 +02:00 |
|
Matthias
|
1dbc294b80
|
Improve order __REPR__ with date
|
2023-07-10 07:11:29 +02:00 |
|
Matthias
|
5bc84dca56
|
Fix from_json with new attributes
|
2023-07-10 06:38:18 +02:00 |
|
Matthias
|
8c0e66008a
|
Remove wrong/faulty "default" comment from cli options
|
2023-07-10 06:12:46 +02:00 |
|
Matthias
|
b4957a2e37
|
Update converter test
|
2023-07-09 15:37:56 +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
|
10f34563f8
|
Improve default for --candle-types
|
2023-07-09 15:02:47 +02:00 |
|
Matthias
|
511023ee10
|
Fix typo in comment
|
2023-07-09 13:47:57 +02:00 |
|
Matthias
|
e6ee55a69b
|
Improve some test coverage
|
2023-07-09 11:37:06 +02:00 |
|
Matthias
|
5da5369ca4
|
Update parameter sequence to make more sense
|
2023-07-09 11:09:59 +02:00 |
|
Bloodhunter4rc
|
4f77e3f595
|
Merge branch 'remotepairlist' of https://github.com/Bloodhunter4rc/freqtrade into remotepairlist
|
2023-07-09 09:44:19 +02:00 |
|
Bloodhunter4rc
|
0b68ca6cb3
|
use pairlist_pos remove unused check, fixed Test
|
2023-07-09 09:42:33 +02:00 |
|
Bloodhunter4rc
|
0c2eb8dc58
|
Merge branch 'freqtrade:develop' into remotepairlist
|
2023-07-09 09:15:56 +02:00 |
|
Bloodhunter4rc
|
ee1fa34df2
|
Add 'processing_mode' , blacklist checks
|
2023-07-08 18:05:46 +02:00 |
|
Matthias
|
2e78f7503e
|
Merge branch 'develop' into dependabot/pip/develop/numpy-1.25.0
|
2023-07-08 09:52:33 +02:00 |
|
Matthias
|
5c0f5588a6
|
Simplify sort_values in PerformanceFilter
Avoids potential regression in numpy 1.25.0 - which doesn't keep prior sort order in chained sort_values calls.
|
2023-07-08 09:49:01 +02:00 |
|
Matthias
|
3d6d006e84
|
Merge branch 'develop' into pr/Bloodhunter4rc/8819
|
2023-07-08 07:37:00 +02:00 |
|
Matthias
|
1c5ea317e6
|
Add mode as parameter for the UI
|
2023-07-08 07:31:55 +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
|
e734a664b4
|
bump develop-version to 2023.7.dev
|
2023-07-07 08:59:10 +02:00 |
|
Matthias
|
942f0b4fbd
|
Move format_ms_time to datetime_helpers
|
2023-07-07 08:59:07 +02:00 |
|
Matthias
|
86956908d0
|
Merge branch 'develop' into dependabot/pip/develop/ruff-0.0.275
|
2023-07-02 18:35:43 +02:00 |
|
Matthias
|
e16c433cb8
|
Merge pull request #8829 from freqtrade/dependabot/pip/develop/mypy-1.4.1
Bump mypy from 1.3.0 to 1.4.1
|
2023-06-30 17:52:14 +02:00 |
|
Matthias
|
29725440c8
|
Simplify RPCMessageType schema definition
|
2023-06-29 12:28:25 +00:00 |
|
Matthias
|
accc1b509b
|
Simplify class setups without inheritance
|
2023-06-29 12:16:10 +00:00 |
|
robcaulk
|
6b201d525e
|
make sure default PCA behavior reduces parameter space size
|
2023-06-26 14:42:59 +02:00 |
|
Matthias
|
4a886e1b97
|
Merge pull request #8824 from freqtrade/refactor/optimize_reports
Refactor/optimize reports
|
2023-06-25 19:29:22 +02:00 |
|
Matthias
|
2c36a09b4f
|
Merge pull request #8823 from freqtrade/fix/outlier-check
Fix/outlier check
|
2023-06-25 19:28:55 +02:00 |
|
Matthias
|
1717f86702
|
Extract edge output to proper module
|
2023-06-25 17:45:01 +02:00 |
|
Matthias
|
72504e62ad
|
Extract btstorage methods
|
2023-06-25 17:42:58 +02:00 |
|
Matthias
|
65e8359908
|
Improve naming of new file
|
2023-06-25 17:11:13 +02:00 |
|
Matthias
|
794bca1379
|
Split optimize report generation from visualization
|
2023-06-25 17:09:57 +02:00 |
|
Matthias
|
5e084ad2e5
|
convert optimize_reports to a package
|
2023-06-25 17:08:41 +02:00 |
|
robcaulk
|
fca73531cf
|
fix: use .shape instead of index for outliers
|
2023-06-25 16:34:44 +02:00 |
|
robcaulk
|
fd420738cd
|
ensure outlier-check is returning as a numpy array from datasieve
|
2023-06-25 15:43:02 +02:00 |
|
Matthias
|
48e8965322
|
Don't add header if it's not needed
|
2023-06-25 15:35:57 +02:00 |
|
Bloodhunter4rc
|
ce1b90885e
|
support wildcards
|
2023-06-24 21:32:20 +02:00 |
|
Matthias
|
5f98530ef9
|
Catch and send exceptions from websockets
|
2023-06-24 20:26:05 +02:00 |
|
Matthias
|
69087c30e7
|
Don't overwrite "type" with a variable
|
2023-06-24 20:18:24 +02:00 |
|
Bloodhunter4rc
|
caca070c1a
|
added tests
|
2023-06-24 14:31:30 +02:00 |
|
Bloodhunter4rc
|
36b33fb407
|
add mode to set the pairlist to blacklist additional to whitelist
adhere to _number_pairs
|
2023-06-24 12:38:31 +02:00 |
|
Matthias
|
757c6dc5ca
|
Use Self typing
|
2023-06-23 18:15:06 +02:00 |
|
Matthias
|
859f7ff3de
|
be explicit when loading pairs file.
|
2023-06-19 18:29:37 +02:00 |
|
Matthias
|
571dea6e9c
|
Fix wrong final status on bg-tasks
|
2023-06-18 15:45:26 +02:00 |
|
Matthias
|
02071df8fa
|
Merge pull request #8692 from freqtrade/feat/outsource-data-pipeline
Outsource data pipeline handling to improve flexibility
|
2023-06-18 13:39:36 +02:00 |
|
Robert Caulk
|
cca4fa1178
|
Update BaseClassifierModel.py
|
2023-06-18 11:31:03 +02:00 |
|
Robert Caulk
|
7e2f857aa5
|
Update BasePyTorchClassifier.py
|
2023-06-18 11:30:33 +02:00 |
|
Matthias
|
3d72d32845
|
Merge pull request #8369 from hippocritical/develop
backtest - lookahead_analysis
|
2023-06-18 08:29:08 +02:00 |
|
Matthias
|
7af14d1985
|
Fix random test failure
|
2023-06-17 18:26:08 +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
|
937734365f
|
Improve typehint for markets
|
2023-06-17 18:04:41 +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
|
b8ab6fe42b
|
Improve wording of check command
|
2023-06-17 17:53:12 +02:00 |
|
Matthias
|
e0d5242a45
|
Reduce download-data verbosity
|
2023-06-17 17:53:12 +02:00 |
|
Robert Caulk
|
402a247c92
|
Merge pull request #8760 from initrv/rl-action-masks
Add MaskablePPO support
|
2023-06-17 16:28:43 +02:00 |
|
robcaulk
|
b0ab400ff3
|
fix: ensure test_size=0 is still accommodated
|
2023-06-17 15:39:33 +02:00 |
|
Matthias
|
bf872e8ed4
|
Simplify comparison depth
|
2023-06-17 14:25:46 +02:00 |
|
robcaulk
|
447feb16b4
|
Merge remote-tracking branch 'origin/develop' into use-datasieve
|
2023-06-17 13:26:35 +02:00 |
|
robcaulk
|
636f5753e1
|
Merge remote-tracking branch 'origin/feat/outsource-data-pipeline' into use-datasieve
|
2023-06-17 13:26:14 +02:00 |
|
robcaulk
|
11ff454b3b
|
fix: ensure that a user setting up their own pipeline wont have conflicts with DI_values
|
2023-06-17 13:21:31 +02:00 |
|
Matthias
|
6bb75f0dd4
|
Simplify import if only one element is used
|
2023-06-17 10:12:36 +02:00 |
|
Matthias
|
1567cd2849
|
Use DOCS_LINK throughout
|
2023-06-17 09:10:54 +02:00 |
|
Matthias
|
34e7e3efea
|
Simplify imports
|
2023-06-17 08:40:09 +02:00 |
|
Matthias
|
24e806f081
|
Improve resiliance by using non-exchange controlled order attributes.
|
2023-06-16 19:58:35 +02:00 |
|
Matthias
|
7939716a5e
|
Improve formatting of telegram /status messages
|
2023-06-16 18:00:22 +02:00 |
|
robcaulk
|
72101f059d
|
feat: ensure full backwards compatibility
|
2023-06-16 13:20:35 +02:00 |
|
robcaulk
|
75ec19062c
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chore: make DOCS_LINK in constants.py, ensure datasieve is added to setup.py
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2023-06-16 13:06:21 +02:00 |
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Matthias
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1b86bf8a1d
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Don't include non-used parameters in command structure
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2023-06-16 06:58:34 +02:00 |
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Matthias
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964bf76469
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Invert parameters for initialize_single_lookahead_analysis
otherwise their order is reversed before calling LookaheadAnalysis for no good reason
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2023-06-15 20:42:26 +02:00 |
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Matthias
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ad74e65673
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Simplify configuration setup
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2023-06-15 20:26:45 +02:00 |
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Matthias
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ac36ba6592
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Improve arguments file formatting
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2023-06-15 20:15:44 +02:00 |
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Matthias
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ca88cac08b
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Remove unused code file
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2023-06-15 06:39:00 +02:00 |
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hippocritical
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876ce85cd8
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Merge branch 'freqtrade:develop' into develop
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2023-06-12 23:04:02 +02:00 |
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Matthias
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9a7794c520
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Improve behavior for when stoploss cancels without content
closes #8761
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2023-06-12 20:29:23 +02:00 |
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Matthias
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1a4d94a6f3
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OKX stop should convert contracts to amount
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2023-06-12 20:01:26 +02:00 |
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hippocritical
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d748cf6531
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Merge branch 'freqtrade:develop' into develop
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2023-06-11 22:55:03 +02:00 |
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steam
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bdb535d0e6
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add maskable eval callback multiproc
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2023-06-11 22:20:15 +03:00 |
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steam
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5dee86eda7
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fix action_masks typing list
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2023-06-11 21:44:57 +03:00 |
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steam
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c36547a563
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add maskable eval callback
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2023-06-11 20:05:53 +03:00 |
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