11335 Commits

Author	SHA1	Message	Date
Matthias	4de9a46618	Merge pull request #7759 from wizrds/fix/pd-mem-leak ... Fix Pandas to_json memory leak	2022-11-18 20:24:16 +01:00
Timothy Pogue	b6a8e421f1	remove redundant timestamp conversion in ws serializer	2022-11-18 09:43:39 -07:00
Matthias	12cd83453c	Add warning when queue websocket queue becomes too full	2022-11-18 14:03:56 +01:00
Matthias	4c7bb79c86	Restore prior data transfer format	2022-11-18 13:59:29 +01:00
Timothy Pogue	ba493eb7a7	Merge fix/pd-mem-leak	2022-11-17 16:21:12 -07:00
robcaulk	387c905a86	merge develop into RL	2022-11-17 21:59:07 +01:00
robcaulk	60fcd8dce2	fix skipped mac test, fix RL bug in add_state_info, fix use of __import__, revise doc	2022-11-17 21:50:02 +01:00
robcaulk	91df79ff44	merge dev into backtest-live-predictions	2022-11-17 21:20:47 +01:00
Matthias	436b314c80	add safe_remaining ... fixes #7757	2022-11-17 19:07:47 +00:00
Timothy Pogue	49ecc83061	Merge branch 'develop' into fix/pd-mem-leak	2022-11-17 12:04:49 -07:00
Timothy Pogue	ce43fa5f43	small fix to websocketchannel and relay	2022-11-17 12:03:11 -07:00
Timothy Pogue	875e9ab447	change df serialization to avoid mem leak	2022-11-17 11:59:03 -07:00
Robert Caulk	cd6f87be17	Merge pull request #7728 from freqtrade/improve_timerange ... Simplify timerange handling	2022-11-17 19:57:48 +01:00
Matthias	b929e0bb2b	Merge branch 'develop' into gc_improvements	2022-11-17 19:55:03 +01:00
Matthias	9432bcd065	Fix telegram error on force_enter exception ... closes #7727	2022-11-17 19:52:03 +01:00
Wagner Costa Santos	3903b04d3f	save_live_data_backtest - added docs and tests	2022-11-17 15:20:07 -03:00
Wagner Costa Santos	99bff9cbfa	backtesting_from_live_saved_files - code refactoring	2022-11-17 10:30:51 -03:00
Wagner Costa Santos	913749c81b	backtesting_from_live_saved_files - code refactoring	2022-11-17 10:30:16 -03:00
Wagner Costa Santos	b01e4e3dbf	change default value - save_live_data_backtest as false	2022-11-17 10:14:30 -03:00
Wagner Costa Santos	1a19d90e2e	Merge branch 'develop' into backtest_fitlivepredictions	2022-11-17 10:13:11 -03:00
Matthias	afcb86f422	Improve migration types	2022-11-17 10:25:51 +00:00
Matthias	93addbe5c3	Improve typechecking	2022-11-17 10:16:38 +00:00
Timothy Pogue	6a1655c047	support ssl connections in emc	2022-11-15 22:26:54 -07:00
Timothy Pogue	442467e8ae	remove old comments and code	2022-11-14 22:26:34 -07:00
Matthias	6deb2dfb61	Merge pull request #7744 from freqtrade/dependabot/pip/develop/mypy-0.990 ... Bump mypy from 0.982 to 0.990	2022-11-15 06:24:24 +01:00
Timothy Pogue	d713af045f	remove main queue completely	2022-11-14 22:21:40 -07:00
Timothy Pogue	659c8c237f	initial revision	2022-11-14 20:27:45 -07:00
Matthias	0a702cdd26	Ensure more methods are typechecked	2022-11-14 20:56:35 +01:00
Matthias	a951b49541	Use Generator when sending initial dataframes	2022-11-14 19:43:59 +01:00
Matthias	30b467906c	Delist FTX, following ccxt's delisting.	2022-11-14 19:40:57 +01:00
Matthias	95fd4072fa	Merge pull request #7701 from freqtrade/add-single-precision-freqai ... add option to force single precision	2022-11-14 07:02:35 +01:00
Matthias	42b29cd307	Fix constants type	2022-11-13 19:31:49 +01:00
robcaulk	bf4d5b432a	ensure model_type is defined	2022-11-13 18:50:25 +01:00
robcaulk	6394ef4558	fix docstrings	2022-11-13 17:43:52 +01:00
robcaulk	96fafb7f56	remove limit_ram_use	2022-11-13 17:14:47 +01:00
robcaulk	b421521be3	help default ReinforcementLearner users by assigning the model_type automatically	2022-11-13 17:12:17 +01:00
robcaulk	90f168d1ff	remove more user references. cleanup dataprovider	2022-11-13 17:06:06 +01:00
robcaulk	388ca21200	update docs, fix bug in environment	2022-11-13 16:56:31 +01:00
robcaulk	1e9e7887aa	fix constants.py, fix freqai test	2022-11-13 15:38:35 +01:00
robcaulk	af9e400562	add test coverage, fix bug in base environment. Ensure proper fee is used.	2022-11-13 15:31:37 +01:00
Matthias	942840da2d	Improve setting wording to keep future possibilities open	2022-11-13 15:22:44 +01:00
robcaulk	81f800a79b	switch to using FT calc_profi_pct, reverse entry/exit fees	2022-11-13 13:41:17 +01:00
robcaulk	e45d791c19	Merge remote-tracking branch 'origin/develop' into feat/freqai-rl-dev	2022-11-13 13:00:16 +01:00
Matthias	fed3bc6730	Simplify Websocket Init	2022-11-13 10:33:54 +01:00
Matthias	954da4fec9	Add "forcebuy error" exception log ... part of #7727	2022-11-12 19:52:10 +01:00
robcaulk	e71a8b8ac1	add ability to integrate state info or not, and prevent state info integration during backtesting	2022-11-12 18:46:48 +01:00
Wagner Costa Santos	27fa9f1f4e	backtest saved dataframe from live	2022-11-12 14:37:23 -03:00
Matthias	ee0e59157c	Update join relationship of orders table to selectin ... closes #6791 by slightly improving performance in this area.	2022-11-12 16:34:00 +01:00
Matthias	7adca97358	Improve python GC behavior	2022-11-12 15:43:02 +01:00
Wagner Costa Santos	f9c6c538be	Merge branch 'develop' into backtest_fitlivepredictions	2022-11-12 09:37:45 -03:00
robcaulk	9c6b97c678	ensure normalization acceleration methods are employed in RL	2022-11-12 12:01:59 +01:00
robcaulk	6746868ea7	store dataprovider to self instead of strategy	2022-11-12 11:33:03 +01:00
robcaulk	7a4bb040a5	merge develop into feat/freqai-rl-dev	2022-11-12 10:54:34 +01:00
robcaulk	214c622475	move dataframe converter to converter.py	2022-11-12 10:38:25 +01:00
robcaulk	9617d8143d	Merge remote-tracking branch 'origin/develop' into add-single-precision-freqai	2022-11-12 10:21:38 +01:00
Matthias	e6172a68d7	Merge pull request #7730 from freqtrade/fix-metric-tracker ... fix loading of metric tracker from disk	2022-11-11 20:01:26 +01:00
Robert Caulk	833578716c	Merge pull request #7644 from markdregan/multi-target-classifier ... Support for multi target multi-class classification (FreqaiMultiOutputRegressor for Classification)	2022-11-11 18:48:38 +01:00
robcaulk	790ff2a84b	merge develop into add-single-prec	2022-11-11 18:08:51 +01:00
robcaulk	e46a57bbd0	move mem logs to debug	2022-11-11 18:05:32 +01:00
robcaulk	66514e84e4	add LightGBMClassifierMultiTarget. add test	2022-11-11 17:45:53 +01:00
robcaulk	054133955b	fix loading of metric tracker from disk	2022-11-11 17:24:09 +01:00
Matthias	0f9c5f8d41	Simplify timerange handling	2022-11-10 18:28:18 +01:00
Matthias	57313dd961	Update some usages of timerange to new, simplified method	2022-11-10 18:11:39 +01:00
Matthias	3e676dbaa4	Add properties to simplify timerange handling	2022-11-10 16:33:57 +01:00
Matthias	9e17eabd0a	Improve Bybit configuration	2022-11-10 07:09:54 +01:00
Wagner Costa Santos	4f0f3e5b64	removed unnecessary code	2022-11-09 10:07:24 -03:00
Wagner Costa Santos	8ee95db927	refactoring backtesting_fit_live_predictions function	2022-11-09 09:51:42 -03:00
Wagner Costa Santos	3e57c18ac6	add fix_live_predictions function to backtesting	2022-11-08 18:20:39 -03:00
Matthias	f43f967040	Improve handling of unfilled stoploss orders in edge-cases	2022-11-08 20:34:18 +01:00
Matthias	ce3959a0c6	Merge pull request #7708 from freqtrade/improve_iteration ... Improve iteration logic	2022-11-08 19:25:01 +01:00
Wagner Costa Santos	8d9988a942	enforce date column in backtesting freqai predictions files	2022-11-08 11:06:23 -03:00
Wagner Costa Santos	9c5ba0732a	save predictions with date and merge by date	2022-11-08 10:32:18 -03:00
Matthias	884014a4b9	Fix some minor typos	2022-11-07 18:35:28 +00:00
Wagner Costa Santos	6559384286	Merge branch 'develop' into backtest_live_models	2022-11-07 15:14:10 -03:00
Matthias	29585b5ecd	Improve worker iteration logic	2022-11-06 11:18:13 +01:00
Matthias	d48a9ae96d	Add leverage to backtest results ... closes #7574	2022-11-06 09:40:44 +01:00
Matthias	1d2b89bc13	Improve handling of get_fee to not allow impossible combinations	2022-11-06 09:16:03 +01:00
Matthias	ded57fb301	Remove no longer valid test part	2022-11-05 20:32:31 +01:00
Matthias	d089fdae34	Fix current-time_det calculation	2022-11-05 20:02:36 +01:00
Robert Caulk	820aad670c	Merge pull request #7690 from freqtrade/track-current-candle ... Track current candle in FreqAI	2022-11-05 17:35:05 +01:00
Emre	06a2957837	Merge branch 'develop' into add-single-precision-freqai	2022-11-05 19:15:12 +03:00
Emre	43bdd34964	Optimize reduce_dataframe_footprint function	2022-11-05 19:13:02 +03:00
Matthias	0888b53b5a	Udpate current_time handling for detail loop	2022-11-05 17:02:27 +01:00
Matthias	a11d579bc2	Verify order fills on "detail" timeframe	2022-11-05 17:02:27 +01:00
robcaulk	53df607067	avoid duplicating features with okx/gateio, ensure inference timer gets logged	2022-11-05 15:42:19 +01:00
Matthias	6e09d552ac	Properly handle and test ohlcv min_max with empty files	2022-11-05 13:14:35 +01:00
robcaulk	257c833831	add doc for single precision, dont allow half precision, add test	2022-11-04 18:10:04 +01:00
robcaulk	3ccc120f92	add option to force single precision	2022-11-04 17:42:10 +01:00
robcaulk	8bdc99a3d6	fix self-imposed bug	2022-11-04 16:41:38 +01:00
robcaulk	19d90b813a	improve readibility in start_backtesting()	2022-11-04 16:10:46 +01:00
Wagner Costa Santos	8008c63319	Merge branch 'develop' into backtest_live_models	2022-11-04 09:09:39 -03:00
Wagner Costa Santos	a7acfb7ab7	fix dict key error	2022-11-04 09:02:28 -03:00
robcaulk	90c5bfb4b5	add default conv_width	2022-11-03 21:35:12 +01:00
robcaulk	05b309caf2	ensure colon replaced for cached attach	2022-11-03 21:17:48 +01:00
robcaulk	6938ed6584	change default conv_width to 1	2022-11-03 21:11:26 +01:00
robcaulk	444a068481	merge develop into track-current-candle	2022-11-03 21:09:08 +01:00
robcaulk	db942321ad	fix bug with lightgbm and colons	2022-11-03 21:03:48 +01:00
robcaulk	d721b50230	flake8	2022-11-03 19:13:24 +01:00
robcaulk	3ba1e221eb	fix typo	2022-11-03 19:08:33 +01:00
robcaulk	6c4bdb8f67	remove special characters from feature names	2022-11-03 18:49:39 +01:00
Wagner Costa Santos	17798b3397	Merge branch 'develop' into backtest_live_models	2022-11-03 13:29:25 -03:00
Wagner Costa Santos	356d79b38a	verify mean and std exists in model metadata	2022-11-03 13:27:56 -03:00
Wagner Costa Santos	cdf12cc541	Merge branch 'develop' into fix_issue_7666	2022-11-03 08:30:46 -03:00
Matthias	ff619edebf	Improve explanation comment as to why we're waiting ourselfs	2022-11-03 06:50:18 +01:00
Timothy Pogue	b749f3edd6	add latency measure from ping in emc and ws_client	2022-11-02 19:30:35 -06:00
Timothy Pogue	000b0c2198	prevent memory leaks from error in _broadcast_queue_data	2022-11-02 18:00:10 -06:00
Timothy Pogue	cbede2e27d	refactor channel.send to avoid queue.put	2022-11-02 17:57:11 -06:00
Timothy Pogue	2dc55e89e6	better error handling channel send	2022-11-02 15:25:39 -06:00
Timothy Pogue	55bf195bfb	remove debugging log calls	2022-11-02 14:21:34 -06:00
Timothy Pogue	c2bdaea84a	change exception handling in channel send	2022-11-02 14:19:08 -06:00
Timothy Pogue	d848c27283	add task done to broadcast queue method	2022-11-02 13:30:42 -06:00
Timothy Pogue	e25dea7e0e	update channel disconnecting	2022-11-02 13:26:27 -06:00
robcaulk	ce92731132	ensure backwards compatitibility	2022-11-02 20:20:35 +01:00
Wagner Costa Santos	23b6915dde	fix issue with different backtesting prediction size	2022-11-02 15:49:51 -03:00
Matthias	2c3c7e1e3a	Merge pull request #7663 from freqtrade/shuffle_list_enhance ... Improve ShufflePairlist to shuffle only once per candle	2022-11-02 19:37:48 +01:00
robcaulk	1a38c10fc6	remove old code	2022-11-02 19:37:47 +01:00
robcaulk	255eb71270	start tracking the current candle in FreqAI, add robustness to corr_df caching and inference timer, add test for cache corr_df	2022-11-02 19:32:22 +01:00
robcaulk	97df232ac6	add a warning to __init__ for get_corr_dataframes	2022-10-31 18:18:00 +01:00
robcaulk	66d8ed6c0b	Merge remote-tracking branch 'origin/develop' into reduce-indicator-population	2022-10-31 09:42:01 +01:00
robcaulk	d59a7fa2f9	remove analysis_lock and realign example hybrid strat	2022-10-30 17:07:33 +01:00
Matthias	391c3f56f7	Add typehint to corr_pairlist	2022-10-30 13:28:01 +01:00
Mark Regan	7053f81fa8	simplified predict and predict_proba using super(). Added duplicate class label check.	2022-10-30 09:48:30 +00:00
Matthias	cf4af2175c	Merge pull request #7662 from markdregan/backtest_extra_returns_fix ... Fix missing f-string from PR #7611	2022-10-30 10:47:06 +01:00
robcaulk	a2843165e1	fix leftovers from merge	2022-10-30 10:31:38 +01:00
robcaulk	52e15b2070	Merge remote-tracking branch 'origin/develop' into feat/freqai-rl-dev	2022-10-30 10:16:39 +01:00
robcaulk	d1a0874683	merge develop into feat/freqai-rl-dev	2022-10-30 10:13:03 +01:00
robcaulk	fc53054d43	leverage list length knowledge, f-string change	2022-10-30 10:12:14 +01:00
Emre	f98c7a2423	Remove loop of normalization from metadata	2022-10-30 10:12:14 +01:00
Matthias	5c14aeddc6	Add "--log-file" alias for "--logfile"	2022-10-30 09:50:54 +01:00
Matthias	5013351143	Rename "shuffle" parameter to "shuffle_freq"	2022-10-30 09:48:55 +01:00
Matthias	a323acf343	Improve ShufflePairlist to shuffle only once per candle	2022-10-30 09:46:12 +01:00
Mark Regan	c26fda282f	fix missing f-string from PR #7611	2022-10-30 08:19:59 +00:00
robcaulk	650bb8b7d7	ensure full pair string is used for caching dataframes. If not, revert to old behavior. Update docs.	2022-10-29 22:26:49 +02:00
Matthias	352adaf127	Improve readability of is_time_to_refresh function	2022-10-29 19:45:46 +02:00
Matthias	c23a9475e6	Move exchange utilities into separate module	2022-10-29 09:29:17 +02:00
Matthias	801e91c39e	Merge pull request #7618 from wizrds/fix/docker-config-record ... Update function in FreqAI interface to record FreqAI config params	2022-10-29 08:56:20 +02:00
Matthias	54c7122cc3	Merge pull request #7647 from freqtrade/combine_stop ... Combine stop logic	2022-10-28 19:38:40 +02:00
Matthias	777af5517d	Version bump develop version to 2022.11-dev	2022-10-28 19:38:19 +02:00
Mark Regan	6ef82dd8b6	minor change to return	2022-10-27 12:41:12 +01:00
Matthias	9e0b39cddc	Properly invert sign ... fixes 98ba57ff	2022-10-27 06:56:33 +02:00
Matthias	255f38537e	Simplify stoploss behavior by combining more commonalities	2022-10-26 07:14:33 +02:00
Matthias	6e0ca058f4	Update function-head for _get_stop_params	2022-10-26 07:12:49 +02:00
Matthias	cf6b75a3f3	Use combined stoploss_adjust where possible	2022-10-26 07:12:42 +02:00
Matthias	d831d7d317	Rename Freqai hybrid example ... closes #7645	2022-10-26 06:47:34 +02:00
Matthias	110db8b241	Merge pull request #7621 from wizrds/fix/channel-api ... Improved WebSocketChannel API	2022-10-26 06:31:42 +02:00
Timothy Pogue	b9bf9edb02	update rapidjson opts	2022-10-25 14:12:13 -06:00
Timothy Pogue	fd5f31368c	fix indent in initial df send	2022-10-25 14:08:28 -06:00
Mark Regan	217add70bd	add strat and config for testing on PR	2022-10-25 20:07:39 +01:00
Matthias	3fa50077c9	Don't use pydantic to type-verify outgoing messages	2022-10-25 20:00:53 +02:00
Mark Regan	47056eded3	multi target classifier working but not for parallel	2022-10-25 18:24:27 +01:00
Matthias	1ef38f137d	Fix XGBoost regressor "used before assignment"	2022-10-25 13:37:04 +02:00
Timothy Pogue	51be45547f	remove np object, make default str	2022-10-24 12:23:54 -06:00
Timothy Pogue	32600a113f	fix broadcast	2022-10-24 12:21:17 -06:00
Matthias	f93b6eec63	Improve timing for worker throttling	2022-10-24 20:09:13 +02:00
Matthias	e969479525	Merge pull request #7619 from freqtrade/stop/usehighlow ... Stop/usehighlow	2022-10-24 20:04:36 +02:00
Matthias	6669714a73	Update mal-formatted docstrings	2022-10-24 18:12:17 +02:00
Robert Caulk	137aa1756b	Merge pull request #7593 from th0rntwig/prediction-shape ... Fix constant PCA	2022-10-24 08:33:36 +02:00
Matthias	3a40ad87c6	Merge pull request #7615 from freqtrade/price_jump_warn ... Add price jump warning	2022-10-24 06:27:53 +02:00
robcaulk	4d2b7a74f1	move record params to utils, use rapidjson	2022-10-23 20:51:32 +02:00
Timothy Pogue	07e813dfa0	change param record to only get certain params	2022-10-23 12:09:07 -06:00
Timothy Pogue	94b65a007a	fix message typing in channel manager, minor improvements	2022-10-23 11:42:59 -06:00
th0rntwig	49ff51f11f	Change storage loc and fix test fail	2022-10-23 16:24:02 +02:00
Matthias	10090a36d5	simplify throttle	2022-10-23 14:52:10 +02:00
Matthias	d0571464db	Improve test for worker throttle	2022-10-23 14:20:59 +02:00
Matthias	c36141594e	Simplify "refresh" condition	2022-10-23 13:56:11 +02:00
Timothy Pogue	9cffa3ca2b	add comment in channel	2022-10-22 21:03:57 -06:00
Timothy Pogue	4cbea0fd00	Merge branch 'develop' of https://github.com/wizrds/freqtrade into fix/channel-api	2022-10-22 21:03:31 -06:00
Timothy Pogue	3d7a311caa	removed sleep calls, better channel sending	2022-10-22 19:02:05 -06:00
Timothy Pogue	2b6d00dde4	initial channel api change	2022-10-22 09:30:18 -06:00
Matthias	3a9853db10	use high/low for custom stoploss evaluation in backtesting	2022-10-22 12:52:13 +02:00
Matthias	84a194bcab	Simplify stoploss logic by removing redundant condition	2022-10-22 11:57:59 +02:00
Matthias	547fd28811	Price-jump detection should only run once	2022-10-22 08:43:37 +02:00
Matthias	0ff7a0771d	Move price_jump_warn to dataloading ... it's not relevant for live data, and should only run when loading data from disk.	2022-10-22 08:37:30 +02:00
Timothy Pogue	4464e91256	use self.identifier in full path	2022-10-21 19:53:33 -06:00
Timothy Pogue	5ee3b8cbbb	update config recording to use all configs, fix tests	2022-10-21 19:48:26 -06:00
Robert Caulk	a85826bf24	Merge pull request #7611 from markdregan/backtest_extra_returns ... Make extra_returns_per_train data available during backtest	2022-10-21 17:13:22 +02:00
Matthias	b715d9c521	Improve fee handling ... closes #7586	2022-10-21 16:30:14 +02:00
Robert Caulk	410a744ee9	Merge pull request #7613 from freqtrade/fix_typo_fit_live_predictions_candles ... fix typos - live predictions candles	2022-10-21 16:19:40 +02:00
Matthias	d1591883a6	add missing datetime conversion in fromJson	2022-10-21 07:01:47 +02:00
Matthias	bd424a877b	Add Trade from_json method	2022-10-20 20:33:08 +02:00
Matthias	107845afa8	Keep version number in docker versioning	2022-10-20 19:55:42 +02:00
Wagner Costa Santos	6606a0113f	refactoring - remove unnecessary config file	2022-10-20 14:53:25 -03:00
Matthias	60cb11a44d	Add price jump warning	2022-10-20 19:36:28 +02:00
Wagner Costa Santos	589944055e	fix typos - live predictions candles	2022-10-20 12:15:41 -03:00
Wagner Costa Santos	52b60c5cbb	Merge branch 'develop' into backtest_live_models	2022-10-20 11:59:37 -03:00
rcaulk	a9db668082	avoid redundant indicator population for corr_pair list	2022-10-20 16:30:32 +02:00
Mark Regan	073ce1659e	remove un-used f-string	2022-10-20 14:26:10 +01:00
Mark Regan	295ba21389	Make extra_returns_per_train values available during backtest	2022-10-20 12:05:37 +01:00
Matthias	7192ed7be6	Fix bug with dataframe not being 0 indexed	2022-10-19 11:57:18 +02:00
th0rntwig	033c5bd441	Make check constant pred labels agnostic	2022-10-18 12:55:47 +02:00
Matthias	c3d4fb9f1b	Simplify backtest calling interface	2022-10-18 06:39:55 +02:00
Matthias	c7fff1213c	Rate-limit EMC startup to avoid overwelming the queue	2022-10-17 20:46:15 +02:00
Matthias	880ddccaa8	Merge pull request #7590 from freqtrade/list-models ... List models	2022-10-17 20:40:41 +02:00
Matthias	441032be25	Fix sys.stdout bug for CatboostRegressorMultiTarget	2022-10-17 19:48:27 +02:00
Matthias	b166c04cba	Bring back asyncio.sleep to avoid overwelming the a consumer queue	2022-10-17 19:29:30 +02:00
Matthias	c8e103e4a4	Adjust typehints to match return value	2022-10-17 10:02:55 +00:00
Matthias	c2914feb12	Don't fail contract size repopulation if pair is no longer available	2022-10-17 09:55:18 +00:00
Matthias	6cb14148aa	Fix random test failure due to catboost bug ... https://github.com/catboost/catboost/issues/2195	2022-10-17 07:00:44 +02:00
Matthias	6252ae466e	Convert position_stacking to attribute of backtest	2022-10-17 06:57:26 +02:00
Matthias	8534dfb0d4	Extract backtest 1 candle from main function	2022-10-17 06:57:26 +02:00
Matthias	0e8cf366f5	Keep trade state in LocalTrade	2022-10-17 06:57:26 +02:00
Matthias	23a5a516f9	Merge pull request #7557 from freqtrade/add-metric-tracker ... Add metric tracker to FreqAI	2022-10-16 18:20:07 +02:00
Matthias	e82baf5f60	Use helper-method to modify trades_open	2022-10-16 16:45:16 +02:00
Evgeniy Vladimirov	de9f5660f3	Fix counting available trade slots in backtesting.	2022-10-16 12:56:59 +03:00
Matthias	dc50186d5b	Merge branch 'develop' into list-models	2022-10-16 09:23:10 +02:00
Matthias	b6c096d3bc	Simplify backtest condition	2022-10-16 09:22:56 +02:00
th0rntwig	20fc521771	Fix constant PCA	2022-10-15 23:30:12 +02:00
Robert Caulk	62ca822597	Merge pull request #7569 from Silur/develop ... Add XGBoost random forest predictors to freqai	2022-10-15 16:09:26 +02:00
Robert Caulk	46ba3bb357	Merge pull request #7585 from aemr3/add-eval-set-catboost ... Add eval set to CatboostClassifier	2022-10-15 16:08:13 +02:00
robcaulk	9135e631c0	:Merge branch 'develop' into add-metric-tracker	2022-10-15 15:54:41 +02:00
robcaulk	3b4402aaab	Merge branch 'move-disk-writing-to-ram' into add-metric-tracker	2022-10-15 13:52:14 +02:00
robcaulk	99dbba6cad	avoid reading from disk to instantiate large objects	2022-10-15 13:50:55 +02:00
robcaulk	d81eef0b70	add timestamps to each metric, use rapidjson	2022-10-15 13:23:01 +02:00
Matthias	05ca725e4d	Remove no longer needed local state	2022-10-15 12:07:22 +02:00
Matthias	c8e6dad9cd	use exit_reason to determine left open trades	2022-10-15 12:00:20 +02:00
Matthias	4bfe58706b	Generalize "path" variables for resolvers	2022-10-14 19:49:06 +02:00
robcaulk	b236e362ba	Merge remote-tracking branch 'origin/develop' into add-metric-tracker	2022-10-14 19:00:49 +02:00
Matthias	fda3a2827b	add list-freqAI models command	2022-10-14 16:20:49 +00:00
Matthias	4a8cb3359b	Fix broken tests	2022-10-14 16:07:49 +00:00
Matthias	9d4ba767c4	Update usages of search_all_objects	2022-10-14 14:50:52 +00:00
Matthias	1d8d360a12	update _search_all_objects functioning	2022-10-14 14:32:30 +00:00
Emre	7f05b44376	Add eval set to CatboostClassifier	2022-10-13 23:01:09 +03:00
Wagner Costa Santos	02fc59d473	Merge branch 'develop' into backtest_live_models	2022-10-13 15:52:19 -03:00
Wagner Costa Santos	6919f3aa75	Backtest live models - fix utc date convert issue	2022-10-13 15:03:27 -03:00
Matthias	f019471051	Don't round prices if no custom prices have been used ... closes #7573	2022-10-13 19:51:42 +02:00
Wagner Costa Santos	93fe2b6446	Merge branch 'develop' into backtest_live_models	2022-10-13 11:22:58 -03:00
Matthias	2045780810	Reinstate default of 1000% for roi ... closes #7583	2022-10-13 11:58:32 +00:00
Matthias	e3ca740704	Merge pull request #7558 from wizrds/feat/queue-per-client-ws ... Refactor broadcasting in Message Websocket	2022-10-13 09:52:29 +02:00
Matthias	75f1a123eb	Move "tickers_needed" check to pairlistmanager to cover all pairlists	2022-10-13 06:58:17 +00:00
Matthias	39c27cfc37	Don't fail if fetchTickers is not availlable	2022-10-13 06:58:02 +00:00
Matthias	a6f6a17393	Type fetch_ticker	2022-10-11 21:42:48 +02:00
Matthias	52e9528361	Improve ticker type	2022-10-11 19:33:07 +00:00
Matthias	35f3f988d4	Improve price handling in priceFilter	2022-10-11 19:33:05 +00:00
Matthias	afaca2167c	use Type Alias for Ticker result to improve keyerror resiliancy	2022-10-11 19:33:02 +00:00
robcaulk	1e31be562e	remove whitespace	2022-10-11 21:05:42 +02:00
robcaulk	dba1b573bc	remove tensorboard dir from other pred models	2022-10-11 19:49:24 +02:00
robcaulk	5b5bb8aab5	catboost tensorboard bugfix	2022-10-11 19:05:46 +02:00
Timothy Pogue	eb8c89fe31	move send delay to relay	2022-10-10 23:32:10 -06:00
Timothy Pogue	5ada5eb540	fix error message, update exception import	2022-10-10 23:30:43 -06:00
Matthias	28f0a35e73	Merge pull request #7549 from froggleston/discord_sendmsg ... Add support for dp.send_msg() to webhooks	2022-10-11 06:35:29 +02:00
Robert Caulk	2e34aa9f04	Merge pull request #7544 from th0rntwig/prediction-shape ... Remove constant labels from prediction	2022-10-10 21:24:25 +02:00
Robert Caulk	7bcb7d9a1a	Merge pull request #7554 from initrv/add-catboost-tensorboard ... Add tensorboard for catboost	2022-10-10 21:03:45 +02:00
Wagner Costa Santos	88418d524a	Merge branch 'develop' into backtest_live_models	2022-10-10 15:14:59 -03:00
Wagner Costa Santos	3081e73f8a	Merge branch 'develop' into backtest_live_models	2022-10-10 14:53:45 -03:00
Matthias	ee0d90d1aa	Automatically create freqai models directory	2022-10-10 18:04:54 +02:00
Matthias	002a46c5a0	Fix typo in docstring	2022-10-10 14:16:37 +00:00
silur	2ad086dd7a	add XGBoost random forest predictors to freqai	2022-10-10 14:38:43 +02:00
Matthias	eaae9c9e03	Update docstring format	2022-10-10 12:19:29 +00:00
Matthias	60de192d47	Update Classifier docstrings	2022-10-10 12:13:41 +00:00
Matthias	d3b2b2972e	Update pairlist docstring to be less missleading	2022-10-10 12:01:39 +00:00
Timothy Pogue	db8cf6c957	disable ping interval in client	2022-10-09 18:51:52 -06:00
Timothy Pogue	71bbffd10a	update ws channel send to add data to queue	2022-10-09 18:49:04 -06:00
Timothy Pogue	2c76dd9e39	change wait timeout to 30 seconds to better support reverse proxies	2022-10-09 15:23:56 -06:00
Timothy Pogue	2f64a08623	set channel queue maxsize to 32	2022-10-09 15:11:58 -06:00
Timothy Pogue	3e8d8fd1b0	refactor broadcasting to a queue per client	2022-10-09 15:04:52 -06:00
robcaulk	a4aa1b972c	isolate and standardize location of tensorboard files, add doc, ensure backtesting functionality	2022-10-09 21:11:37 +02:00
robcaulk	76b33359a9	add an optional metric tracker to collect train timings, inference timings, and cpu load data	2022-10-09 20:22:42 +02:00
Matthias	a10b2d003f	Add freqai timeframe validation (incl. test) ... closes #7543	2022-10-09 14:40:25 +02:00
Matthias	4623c3ec1d	Improve test resiliance	2022-10-09 10:55:38 +02:00
Matthias	db1132bebd	ensure required_candle_call_count is always set ... closes #7552	2022-10-09 09:29:37 +02:00
Matthias	8e3a4eca41	Remove unused type:ignore	2022-10-09 09:15:11 +02:00
th0rntwig	4daf0000c7	Move check and add log warning	2022-10-08 16:15:48 +02:00
robcaulk	8d7adfabe9	clean RL tests to avoid dir pollution and increase speed	2022-10-08 12:10:38 +02:00
Matthias	9454fb8f7b	Fix discord message sending	2022-10-07 20:59:49 +02:00
Matthias	df5ae66252	Refactor webhook method	2022-10-07 20:52:52 +02:00
Matthias	fb2f2d9a39	Allow webhook message setting directly	2022-10-07 20:44:47 +02:00
Emre	e337d4b78a	Reset dataframe index after slice	2022-10-07 20:00:05 +02:00
froggleston	8fcb80df69	Add support for dp.send_msg() to webhooks	2022-10-07 16:06:30 +01:00
Matthias	d42fb15608	Improve generic exception handler	2022-10-07 16:05:41 +02:00
Matthias	a5bf34587a	Improve fiat-convert behavior in case of coingecko outage	2022-10-07 15:46:31 +02:00
Matthias	fab6b2f105	Align datetime import in fiat_convert	2022-10-07 15:23:32 +02:00
Matthias	6e179c7699	Only store tick refresh time if we cache	2022-10-06 19:35:38 +02:00
th0rntwig	a9d5e04a43	Remove constant labels from prediction	2022-10-06 19:26:33 +02:00
initrv	86c781798a	Add сatboost train_dir for tensorboard	2022-10-06 19:59:35 +03:00
Matthias	7c702dd106	Add cache eviction	2022-10-06 14:51:52 +00:00
Matthias	92a1d58df8	Evict cache if we didn't get new candles for X hours	2022-10-06 14:51:52 +00:00
Matthias	cea017e79f	Age out old candles	2022-10-06 14:51:52 +00:00
Matthias	b7f26e4f96	Update some formatting issues	2022-10-06 14:51:52 +00:00
Matthias	02e238a944	Combine ohlcv data in exchange class for live mode	2022-10-06 14:51:52 +00:00
Matthias	edb942f662	Add typing import to sampleStrategy	2022-10-06 06:30:38 +02:00
robcaulk	488739424d	fix reward inconsistency in template	2022-10-05 20:55:50 +02:00
robcaulk	936ca24482	separate RL install from general FAI install, update docs	2022-10-05 15:58:54 +02:00
robcaulk	9c73411ac2	Merge remote-tracking branch 'origin/develop' into dev-merge-rl	2022-10-05 15:21:45 +02:00
Marek Cieplucha	4df533feb0	Add missing comma	2022-10-04 21:16:30 +02:00
Marek Cieplucha	5019300d5c	Fix for #7534 in bot	2022-10-04 20:28:47 +02:00
Marek Cieplucha	3264d7b890	Fix for #7534 in backtesting	2022-10-04 20:27:13 +02:00
Matthias	c1d8ade2fa	Improve supported exchange check by supporting exchange aliases	2022-10-04 19:28:57 +02:00
Matthias	68db0bc647	move check_exchange to exchange package	2022-10-04 18:25:23 +02:00
Matthias	a6296be2f5	Update market_change datatype	2022-10-04 10:27:04 +00:00
Matthias	eb8eebe492	Reset open_order_id after trade cancel ... Part of #7526	2022-10-04 10:08:58 +00:00
Matthias	016e438468	Calculate market-change in hyperopt ... closes #7532	2022-10-04 08:37:07 +00:00
Matthias	bc6729f724	Improve readability of "now_is_time_to_refresh"	2022-10-04 06:56:10 +02:00
Matthias	7f475e37d7	refactor refresh_latest_ohlcv	2022-10-04 06:56:06 +02:00
Matthias	4c83552f3b	Merge pull request #7506 from freqtrade/cancel_partial_sell ... Support cancellation partially filled exit orders	2022-10-03 19:36:51 +02:00
robcaulk	292d72d593	automatically handle model_save_type for user	2022-10-03 18:42:20 +02:00
Matthias	ca22d857b7	Improve handling of trades that fail to cancel as they are closed	2022-10-03 18:09:53 +02:00
Robert Caulk	3585742b43	remove trailing whitespace	2022-10-03 17:28:45 +02:00
Robert Caulk	265795824b	make default type for close_price and date_pred np.nan	2022-10-03 11:58:22 +02:00
Robert Caulk	6ecd92de4a	Allow updating without changing identifier	2022-10-03 09:55:57 +02:00
robcaulk	b70f18f4c3	add close price and date to historic_predictions	2022-10-02 18:33:39 +02:00
Matthias	d0b8c8b1a0	improve invalid canceled order response handling	2022-10-02 08:45:41 +02:00
Matthias	a5bc75b48c	Merge branch 'develop' into cancel_partial_sell	2022-10-02 08:38:18 +02:00
Matthias	9bb061073d	Improve tests	2022-10-02 08:36:34 +02:00
Matthias	2c94ed2e59	Decrease message throughput ... fixes memory leak by queue raising indefinitely	2022-10-01 21:23:33 +02:00
robcaulk	cf882fa84e	fix tests	2022-10-01 20:26:41 +02:00
robcaulk	048cb95bd6	Merge remote-tracking branch 'origin/develop' into dev-merge-rl	2022-10-01 17:48:47 +02:00
Robert Caulk	3e34f10e3d	Merge pull request #7508 from aemr3/fix-pca-errors ... Fix feature list match for PCA	2022-10-01 16:50:29 +02:00
robcaulk	f4c6b99d63	remove commented lines	2022-10-01 14:23:15 +02:00
robcaulk	cd514cf15d	fix inlier metric in backtesting	2022-10-01 14:18:46 +02:00
robcaulk	f2b875483f	ensure raw features match when PCA is employed	2022-10-01 13:14:59 +02:00
robcaulk	51556e08c3	Merge branch 'develop' into pr/th0rntwig/7495	2022-10-01 12:45:08 +02:00
Matthias	8f8b5cc28e	Disable log spam from analyze_df in webhook/discord	2022-10-01 09:35:21 +02:00
Matthias	201bbbcee6	Okx formatting	2022-10-01 09:32:16 +02:00
Matthias	a96aa568bf	Add binance futures mode checks ... closes #7505	2022-10-01 09:23:41 +02:00
Matthias	545d652352	Update okx exception wording	2022-10-01 09:02:05 +02:00
Emre	cdc01a0781	Fix feature list match for pca	2022-09-30 15:22:05 -07:00
Matthias	47ef99f588	Simplify interface to notify_exit_cancel	2022-09-30 17:18:27 +02:00
Matthias	819488c906	Improve exit message wording	2022-09-30 17:04:34 +02:00
Matthias	c946d30596	Add partial cancel message	2022-09-30 16:24:16 +02:00
Matthias	649879192b	Implement partial sell	2022-09-30 16:24:16 +02:00
Matthias	bd664580fb	Don't unnecessarily reset order_id	2022-09-30 15:43:23 +02:00
Matthias	cc06c60fd8	Fix pandas deprecation warnings from freqAI	2022-09-30 15:43:23 +02:00
Matthias	f6a0d677d2	Remove pointless notification assignment	2022-09-30 09:34:00 +02:00
Matthias	7dd984e25e	Simplify cancel_entry	2022-09-30 09:34:00 +02:00
Matthias	2d2ff2fff6	remove unnecessary assignments and comments	2022-09-30 09:34:00 +02:00
Matthias	2ce265bed3	Merge pull request #7473 from freqtrade/feat/producerpairlist ... Producerpairlist	2022-09-30 06:54:15 +02:00
robcaulk	be48131185	make shuffle false in constants	2022-09-30 00:33:08 +02:00
Matthias	578da343dc	Merge pull request #7491 from freqtrade/partial_close_leverage ... Partial close leverage	2022-09-29 19:42:16 +02:00
Matthias	00965d8c06	Default to assume stored data only contains complete candles ... closes #7468	2022-09-29 19:18:52 +02:00
Robert Caulk	6e74d46660	Ensure 1 thread available	2022-09-29 14:02:00 +02:00
Robert Caulk	7ef56e3029	Ensure at least 1 thread is available	2022-09-29 14:01:22 +02:00
Robert Caulk	555cc42630	Ensure 1 thread is available (for testing purposes)	2022-09-29 14:00:09 +02:00
Matthias	388a572cb3	Version bump develop version	2022-09-29 07:17:38 +02:00
Matthias	ac229b7a42	Reduce message consumer verbosity	2022-09-29 07:10:00 +02:00
Wagner Costa Santos	6845a5c6ea	backtest_live_models - refactoring after PR review	2022-09-29 01:48:38 -03:00
Matthias	4e920e9c53	Reduce verbosity of sending-message	2022-09-29 06:41:16 +02:00
Robert Caulk	dcf6ebe273	Update BaseReinforcementLearningModel.py	2022-09-29 00:37:03 +02:00
robcaulk	83343dc2f1	control number of threads, update doc	2022-09-29 00:10:18 +02:00
th0rntwig	683b084323	Set train-test-split shuffle=False as default and remove stratification	2022-09-28 18:23:56 +02:00
Wagner Costa Santos	df0927cdee	Merge branch 'develop' into backtest_live_models	2022-09-28 08:49:15 -03:00
Wagner Costa Santos	55ebbeec18	backtest_live models tests refactoring	2022-09-28 08:48:32 -03:00
Matthias	fb3d408338	Respect max_open_trades when forceentering ... closes #7489	2022-09-28 09:32:07 +00:00
Matthias	7c84edbc23	Avoid online call when asking for /status.	2022-09-28 07:21:52 +02:00
Timothy Pogue	099137adac	remove hasattr calls	2022-09-27 22:35:15 -06:00
Timothy Pogue	9e36b0d2ea	fix formatting	2022-09-27 22:02:33 -06:00
Timothy Pogue	caa47a2f47	close subproc env on shutdown	2022-09-28 03:06:05 +00:00
Matthias	42cecb83f2	Disable base64 loading via API ... closes severe RCE vulnerability reported privately.	2022-09-27 20:37:16 +02:00
Matthias	30a5bb08dd	partial exits should account for leverage	2022-09-27 19:53:55 +02:00
Matthias	6c491ee02e	Update missed changes to plot_feature_importance	2022-09-27 18:17:49 +02:00
Wagner Costa Santos	3c002ff752	Merge branch 'develop' into backtest_live_models	2022-09-27 10:27:47 -03:00
Wagner Costa Santos	0be115de9c	backtest_live_models - added new tests and refactoring	2022-09-27 10:26:57 -03:00
Matthias	24c1d84982	Fix lineending	2022-09-27 09:26:52 +00:00
Matthias	8c2e473ee5	Fix test warning	2022-09-27 08:53:29 +00:00
Matthias	43e847ff2f	Update to pandas 1.5.0 syntax, avoiding warnings	2022-09-27 08:02:51 +00:00
Matthias	bc007ce038	Update binance leverage tiers ... closes #7485	2022-09-27 07:14:55 +02:00
Wagner Costa Santos	72aa47fc51	backtest_live_models - fix issue with timerange BT and 2 trainings within same candle (no data)	2022-09-27 00:14:12 -03:00
Wagner Costa Santos	14b96aaa38	backtesting live models - fix ci issues	2022-09-26 19:52:59 -03:00
Wagner Costa Santos	290afd9699	backtest_live_models - fix typo	2022-09-26 19:21:53 -03:00
Wagner Costa Santos	0318ca9f12	backtest_live_models - fix typo	2022-09-26 19:08:25 -03:00
Wagner Costa Santos	22bef71d5d	backtest_live_models - add function comments and tests	2022-09-26 19:01:24 -03:00
Wagner Costa Santos	182d9e5426	Merge branch 'develop' into backtest_live_models	2022-09-26 17:23:44 -03:00
Matthias	ba8c714698	Require kwargs on ohlcv_load	2022-09-26 20:33:49 +02:00
Matthias	cf5267a4d3	Merge pull request #7481 from chusri/develop ... ✏️ fixed typo from StaticPairlist to StaticPairList	2022-09-26 18:11:56 +02:00
Matthias	8e0811d9de	Call cleanup explicitly	2022-09-26 09:35:21 +00:00
Matthias	cde1d1c2b3	Merge pull request #7474 from wizrds/bugfix-emc ... Fix bug in API Server WebSocket	2022-09-26 10:45:44 +02:00
Matthias	a1a62681bf	add fixes for random test failures	2022-09-26 08:11:00 +00:00
Thaweesak Chusri	c4784c6695	✏️ fixed typo from StaticPairlist to StaticPairList	2022-09-26 11:05:27 +08:00
Wagner Costa Santos	ec947ad65c	remove commented code - backtest_live_models	2022-09-25 23:47:27 -03:00
Wagner Costa Santos	5880f7a638	backtest_live_models - params validation and get timerange from live models in BT	2022-09-25 23:14:00 -03:00
Wagner Costa Santos	f3f3917da3	Merge branch 'develop' into backtest_live_models	2022-09-25 20:05:26 -03:00
Timothy Pogue	e54ed5b10e	fix runtime error: dict changed size during iteration	2022-09-25 15:05:56 -06:00
robcaulk	48e89e68b9	fix typos	2022-09-25 20:22:19 +02:00
Matthias	af59572cb9	prior pairlists should go first	2022-09-25 19:32:39 +02:00
Wagner Costa Santos	0ed7b2bfc3	change start_backtesting to handle backtest_live_models	2022-09-25 10:35:55 -03:00
robcaulk	873d2a5069	no model save backtest, plot features backtest, ensure inlier plays nice, doc	2022-09-25 11:18:10 +02:00
Matthias	bd106b4b8e	Add tests for Producerpairlist	2022-09-25 10:13:00 +02:00
Matthias	1bb45a2650	Fix crash due to insufficient check	2022-09-25 09:47:57 +02:00
Matthias	30d51b6939	Move "pairlist" logging to manager	2022-09-25 09:43:39 +02:00
Matthias	527fd36134	num_assets should be optional	2022-09-25 09:38:20 +02:00
Matthias	4940fa7be3	Add Producer Pairlist	2022-09-25 09:29:22 +02:00
Matthias	0c810868de	Add Dataprovider to pairlist	2022-09-25 09:22:21 +02:00
Matthias	f4fac53a13	Merge pull request #7458 from xmatthias/dataformat/feather ... new Dataformats feather and Parquet	2022-09-25 09:00:22 +02:00
Wagner Costa Santos	7f116db95e	added generic function to get timerange from existent models	2022-09-24 13:01:53 -03:00
Wagner Costa Santos	d9c16d4888	Merge branch 'develop' into backtest_live_models	2022-09-24 12:30:55 -03:00
Wagner Costa Santos	3ee7eb63f7	starting backtest live models	2022-09-24 12:28:52 -03:00
Matthias	873eb5f2ca	Improve EMC config validations	2022-09-24 16:43:58 +02:00
Matthias	585342f193	Merge pull request #7454 from freqtrade/fix_backtesting_dfsize_freqai ... Ensure the DF has the same size in backtesting FreqAI	2022-09-24 16:17:39 +02:00
Matthias	8d77ba118c	Fix line endings	2022-09-24 16:15:15 +02:00
Matthias	50dfde7048	Remove unnecessary typing import	2022-09-24 16:11:15 +02:00
Matthias	53c8e0923f	Improve typing in message_consumer	2022-09-24 16:10:42 +02:00
Matthias	166ae8e3a1	Remove missleading comment	2022-09-24 15:51:20 +02:00
Matthias	4efe2e9bc4	use FtPrecise to convert to contracts and back	2022-09-24 14:55:58 +02:00
paranoidandy	2cc00a1a2c	Allow use of --strategy-list with freqai, with warning (#7455) ... * Allow use of --strategy-list with freqai, with warning * ensure populate_any_indicators is identical for resused identifiers * use pair instead of metadata["pair"] Co-authored-by: robcaulk <rob.caulk@gmail.com>	2022-09-24 13:21:01 +02:00
Matthias	6643d90e64	simplify freqAI start_backtesting	2022-09-24 10:34:14 +02:00
Matthias	5d27d5689f	Merge pull request #7457 from aemr3/add-training-time ... Add elapsed time to Freqai training logs	2022-09-24 10:27:08 +02:00
Timothy Pogue	6b5d71049e	add sleep	2022-09-23 13:10:45 -06:00
Timothy Pogue	4c7cef570f	typo in exception	2022-09-23 12:58:26 -06:00
Timothy Pogue	b8e1d29a1b	catch connectionclosederror	2022-09-23 12:36:05 -06:00
robcaulk	647200e8a7	isort	2022-09-23 19:30:56 +02:00
robcaulk	77c360b264	improve typing, improve docstrings, ensure global tests pass	2022-09-23 19:17:27 +02:00
Matthias	7e1e388b9c	Add feather/parquet docs	2022-09-23 18:24:30 +02:00
robcaulk	9c361f4422	increase test coverage for RL and FreqAI	2022-09-23 18:04:43 +02:00
Matthias	48352b8a37	Update hdf5 handler to reset index on load	2022-09-23 14:49:17 +00:00
Robert Caulk	f5cd8f62c6	Remove unused code from BaseEnv	2022-09-23 10:24:39 +02:00
Emre	a4eaff4da6	Add training elapsed time	2022-09-23 01:18:34 -07:00
Matthias	044891f543	Add conditional formats depending on mode	2022-09-23 07:18:18 +02:00
Matthias	dc2b93228b	Add ParquetDataHandler	2022-09-23 07:18:18 +02:00
Matthias	3c0d2c446d	Add Feather datahandler (no trade mode yet)	2022-09-23 07:18:18 +02:00
Matthias	1db8421b9d	Merge pull request #7303 from wizrds/feat/externalsignals ... Producer/consumer mode	2022-09-23 06:29:58 +02:00
robcaulk	7295ba0fb2	add test for Base4ActionEnv	2022-09-22 23:42:33 +02:00
robcaulk	eeebb78a5c	skip darwin in RL tests, remove example scripts, improve doc	2022-09-22 21:16:21 +02:00
Matthias	1626eb7f97	Update dataprovider function name to get_producer_df	2022-09-22 20:46:40 +02:00
Matthias	e6c5c22ea0	Update websocket/follower docs	2022-09-22 20:31:42 +02:00
robcaulk	ea8e34e192	Merge branch 'develop' into dev-merge-rl	2022-09-22 19:46:50 +02:00
th0rntwig	71e6c54ea4	Normalise distances before Weibull fit (#7432) ... * Normalise distances before Weibull * Track inlier-metric params	2022-09-22 18:11:50 +02:00
Wagner Costa Santos	b1dbc3a65f	remove function remove_training_from_backtesting and ensure BT period is correct with startup_candle_count	2022-09-22 12:13:51 -03:00
Timothy Pogue	6a6ae809f4	fix jwt auth	2022-09-21 18:23:00 -06:00
Timothy Pogue	77ed713232	add catch for invalid message error	2022-09-21 16:04:25 -06:00
Timothy Pogue	128b117af6	support list of tokens in ws_token	2022-09-21 16:02:21 -06:00
Timothy Pogue	0811bca8b4	revise docs, update dp method docstring	2022-09-21 15:50:11 -06:00
Matthias	91dc5e7aa6	Be sure to provide an amount in entry notifications	2022-09-21 21:12:08 +02:00
Matthias	08e183fb55	Add note about okx trading mode	2022-09-21 20:59:12 +02:00
Matthias	923182680e	Explicitly define notification defaults	2022-09-21 12:46:58 +00:00
Matthias	02f2096fc3	Reverse and fix rangestability conditions ... closes #7447	2022-09-21 06:53:07 +02:00
Matthias	8f41f943b4	Fix 0.0 amount message wording	2022-09-21 06:42:55 +02:00
Matthias	3b0874eb37	Update exit message handling to gracefully handle kucoins "empty" responses ... closes #7444	2022-09-20 20:00:08 +02:00
Matthias	0c01b23cba	Capture exceptions in send_msg calls	2022-09-20 18:09:14 +02:00
Matthias	0bd6ad55a1	Always show freqtrade version	2022-09-20 14:14:54 +00:00
Matthias	8a91c8e220	Sort and dedup pairs before data conversion	2022-09-20 13:36:28 +00:00
Matthias	914eccecec	Merge branch 'develop' into pr/wizrds/7303	2022-09-20 06:56:15 +02:00
Matthias	3274bb0751	Remove msgpack for now	2022-09-20 06:55:22 +02:00
robcaulk	b5fd11f91b	protect against unforeseen issues in scanning thread	2022-09-19 21:18:31 +02:00
Matthias	703bcc099a	Fix list-pair regex to also support 1INCH/USDT	2022-09-19 20:32:54 +02:00
Matthias	eb9ac9cbda	add --exchange to convert-trade-data	2022-09-19 20:29:28 +02:00
robcaulk	42c75b4a7b	combine log messages	2022-09-19 19:16:32 +02:00
Robert Caulk	9b66297cc0	Fix append	2022-09-19 12:47:20 +02:00
Robert Caulk	995396c775	Add useful log info	2022-09-19 11:42:56 +02:00
Robert Caulk	ad652817ef	Ensure train ordering after restart ... Ensure lowest timestamps get trained first after restart	2022-09-19 11:11:23 +02:00
Robert Caulk	f9460c80c2	Merge pull request #7434 from freqtrade/improve-train-queue ... improve train queue system in FreqAI	2022-09-19 10:55:53 +02:00
Matthias	ea58c29ded	Add plot_feature_importance to schema definition	2022-09-19 08:13:54 +00:00
Matthias	225f7cd5f8	Merge pull request #7431 from initrv/add-plot-feature-importance ... Add plot feature importance	2022-09-19 08:41:10 +02:00
Matthias	4a0a0c307c	Use json_load to load leverage tiers	2022-09-19 07:23:26 +02:00
Matthias	d930931000	Bring back sleep - it'll ensure we give up control over the thread.	2022-09-19 07:14:33 +02:00
Matthias	8116ca847b	move trades_get_pairs to parent class	2022-09-18 19:40:03 +02:00
Matthias	a06eee300a	move ohlcv_get_pairs to parent class	2022-09-18 19:36:23 +02:00
Matthias	584b2381d1	Fix Imports	2022-09-18 19:36:11 +02:00
robcaulk	470d5d8405	ensure full new pairlist is in the queue	2022-09-18 17:08:07 +02:00
robcaulk	eaa43337d2	improve train queue system, ensure crash resilience in train queue.	2022-09-18 17:00:55 +02:00
robcaulk	95457d23ca	escape freqai-specific characters from file naming	2022-09-18 13:59:30 +02:00
Matthias	994c1c5ea0	use Config typing in more places	2022-09-18 13:31:52 +02:00
Matthias	667853c504	Use Alias to type config objects	2022-09-18 13:20:55 +02:00
robcaulk	188f75d8ec	set model in models dict	2022-09-18 12:50:44 +02:00
Matthias	9f23588154	strategy template - remove pointless noqa's	2022-09-18 08:58:33 +02:00
Matthias	7a73adb955	Improve default strategy template	2022-09-18 08:57:26 +02:00
Matthias	faf84295a5	Separate strategy subtemplates for better overview	2022-09-18 08:52:53 +02:00
Matthias	ab78fb373a	Improve freqAI strategy formatting and readability	2022-09-18 08:45:24 +02:00
Matthias	4634936265	additional support for --data-dir	2022-09-18 08:39:03 +02:00
Matthias	fa3d4b58ab	Revert unnecessary formatting	2022-09-18 08:30:59 +02:00
Robert Caulk	bdeb2f9c6a	Merge branch 'develop' into add-plot-feature-importance	2022-09-18 00:02:46 +02:00
robcaulk	1ef875901a	maintian user privacy by keeping plotly offline	2022-09-18 00:01:42 +02:00
robcaulk	68f7a31504	ensure continued operation despite not being able to plot	2022-09-18 00:00:14 +02:00
robcaulk	2c23effbf2	allow plot to plot multitargets, add test	2022-09-17 19:17:44 +02:00
initrv	1c92734f39	simplify plot_feature_importance call	2022-09-17 18:53:43 +03:00
robcaulk	7b1d409c98	fix mypy/flake8	2022-09-17 17:51:06 +02:00
Matthias	063511826c	Update stoploss on exchange logic ... closes #7424	2022-09-17 17:11:00 +02:00
Matthias	9f266cbcb2	Allow safe_price for market stop orders	2022-09-17 17:11:00 +02:00
Matthias	ca6dec3d4c	Binance spot also allows market orders ... closes #7426	2022-09-17 17:11:00 +02:00
Matthias	8639c1f23d	Reduce complexity in binance stoploss handling	2022-09-17 17:11:00 +02:00
Matthias	93237efc15	Merge pull request #7428 from freqtrade/informative_freqai ... Informative freqai	2022-09-17 16:44:28 +02:00
Matthias	4182a7891a	Allow leverage tier cache to be 4 weeks old. ... we've seen from binance that it's not changing this often.	2022-09-17 10:41:48 +02:00
Matthias	6682ae35b3	Update cached binance_leverage_tiers	2022-09-17 10:37:47 +02:00
Matthias	10ec681b30	Clean up no longer needed informative sample code	2022-09-17 10:19:46 +02:00
Matthias	0aada271ca	Move informative_pairs for freqAI to backend	2022-09-17 10:17:22 +02:00
Timothy Pogue	4422ac7f45	constrain port in config, catch value error	2022-09-16 19:22:24 -06:00
initrv	86aa875bc9	plot features as html instead of png	2022-09-16 21:47:12 +03:00
initrv	b707a6da35	Add ability to plot feature importance	2022-09-16 19:17:41 +03:00
Matthias	e5368f5a14	backtesting confirm_trade_entry should pass correct amount, not stake-amount ... closes #7423	2022-09-16 13:24:20 +00:00
Timothy Pogue	b0b575ead9	change json serialize to split orient	2022-09-16 00:02:27 -06:00
Timothy Pogue	efaef68ad7	Merge branch 'develop' into feat/externalsignals	2022-09-15 18:09:25 -06:00
Timothy Pogue	7d1645ac20	fix tests and warning message	2022-09-15 17:54:31 -06:00
Timothy Pogue	8e75852ff3	fix constants, update config example, add emc config validation	2022-09-15 11:12:05 -06:00
robcaulk	3b97b3d5c8	fix mypy error for strategy	2022-09-15 00:56:51 +02:00
robcaulk	8aac644009	add tests. add guardrails.	2022-09-15 00:46:35 +02:00
Timothy Pogue	6126925dbe	message size limit in mb, default to 8mb	2022-09-14 16:42:14 -06:00
robcaulk	48140bff91	fix bug in 4ActRLEnv	2022-09-14 22:53:53 +02:00
robcaulk	81417cb795	Merge branch 'develop' into dev-merge-rl	2022-09-14 22:49:11 +02:00
Timothy Pogue	aed19ff6ce	fix The future belongs to a different loop error	2022-09-13 19:17:12 -06:00
initrv	37dd22c89e	Fixed a bug that prevents clearing old models ... Corrects the error of clearing old models when the model directory contains directories with names that do not match a regular expression	2022-09-14 03:40:13 +03:00
Timothy Pogue	06350a13cb	support specifying message size in emc config	2022-09-13 16:39:53 -06:00
Timothy Pogue	d75d5a7dad	debug ping error message	2022-09-13 16:06:25 -06:00
Matthias	7a98775f01	Version bump apiVersion	2022-09-13 22:07:59 +02:00
Matthias	d2abc9417f	Simplify ws imports	2022-09-13 20:51:13 +02:00
Matthias	79c70bd52d	use WebSocketState from fastapi ... available since 0.82.0	2022-09-13 20:50:12 +02:00
Timothy Pogue	07aa206f71	real fix for reconnecting	2022-09-13 12:36:40 -06:00
Timothy Pogue	6d0dfd4dc8	continue trying connect on ping error	2022-09-13 12:27:41 -06:00
Robert Caulk	26441820a9	Merge pull request #7390 from aemr3/add-xgboostclassifier ... Add XGBoostClassifier	2022-09-12 23:38:04 +02:00
Timothy Pogue	bf2e5dee75	add running false on shutdown, fix dp typing	2022-09-12 14:21:39 -06:00
Timothy Pogue	0697041f14	remove copy statement where not needed	2022-09-12 14:09:12 -06:00
Timothy Pogue	c19a5fbe06	copy data being transferred, remove debug messages in emc	2022-09-12 13:57:29 -06:00
Matthias	b6434040de	Remove plain json serializer implementation	2022-09-12 20:24:28 +02:00
Matthias	867d59b930	Improve type specifitivity	2022-09-12 20:00:01 +02:00
Matthias	0052e58917	emc: Fix potential startup timing issue	2022-09-12 19:50:22 +02:00
Timothy Pogue	a477b3c244	remove log line, fix tests to not connect to actual ip	2022-09-12 10:45:59 -06:00
Timothy Pogue	10852555e5	change verbosity of testing log	2022-09-12 09:53:47 -06:00
Timothy Pogue	457075b823	one more line	2022-09-12 07:47:30 -06:00
Timothy Pogue	d6205e6cfb	test logging lines	2022-09-12 07:36:11 -06:00
Timothy Pogue	85b43a7c34	Merge branch 'develop' into feat/externalsignals	2022-09-12 07:28:08 -06:00
Matthias	715a71465d	Fix auth bug when no token is set	2022-09-12 07:28:31 +02:00
Timothy Pogue	5483cf21f6	remove default secret_ws_token, set timeout min to 0	2022-09-11 11:42:13 -06:00
Matthias	982c0315fa	Rename variable	2022-09-11 19:31:11 +02:00
Matthias	72d197a99d	Run first epoch in non-parallel mode ... this allows dataprovider to load it's cache. closes #7384	2022-09-11 17:51:07 +02:00
Matthias	78cd46ecd5	hyperopt Remove unnecessary arguments	2022-09-11 14:59:39 +02:00
Matthias	32e13d65c3	Refactor hyperopt to extract evaluate_result	2022-09-11 14:59:39 +02:00
Matthias	a48923c0e4	Extract widget colorization to separate function	2022-09-11 14:59:39 +02:00
Matthias	9c8c7a03a1	Improve typehint	2022-09-11 14:59:39 +02:00
Matthias	ccc70a21f2	Update pairs_file cli argument description	2022-09-11 14:59:39 +02:00
Matthias	4476b5a7f4	add user_data arg to test-pairlist	2022-09-11 14:59:39 +02:00
Timothy Pogue	ed4ba8801f	more emc tests	2022-09-10 23:57:17 -06:00
Timothy Pogue	0f8eaf98e7	Merge branch 'develop' into feat/externalsignals	2022-09-10 15:14:10 -06:00
Timothy Pogue	0bc18ea33c	call websocket close in channel close	2022-09-10 15:12:18 -06:00
Emre	330d7068ab	Merge branch 'develop' into add-xgboostclassifier	2022-09-10 23:59:11 +03:00
Robert Caulk	075748b21a	Merge pull request #7392 from freqtrade/improve_ai_tests ... Improve freqai tests by utilizing parametrization	2022-09-10 22:37:21 +02:00
Timothy Pogue	2afd5c202c	update message parsing, tests	2022-09-10 14:29:15 -06:00
robcaulk	5a0cfee27e	allow user to multithread jobs (advanced users only)	2022-09-10 22:16:49 +02:00
Robert Caulk	73e122ad10	Merge pull request #7391 from wagnercosta/fixBTfreqaiV2 ... Fix FreaqAI backtesting - startup_candle_count bug	2022-09-10 21:53:00 +02:00
Timothy Pogue	a7baccdb7d	update log messages in emc, more tests	2022-09-10 13:44:27 -06:00
Timothy Pogue	866a564958	update emc start/shutdown, initial emc tests	2022-09-10 12:51:29 -06:00
Matthias	e4caccc353	Merge pull request #7367 from freqtrade/add-continual-learning ... add continual learning to catboost and friends	2022-09-10 20:17:28 +02:00
Timothy Pogue	d8cdd92140	wrap background cleanup in finally, add tests	2022-09-10 11:47:21 -06:00
Wagner Costa Santos	311ae8bf1f	freqai backtesting - add startup_candle_count at function description	2022-09-10 14:45:42 -03:00
Emre	60eb02bb62	Add XGBoostClassifier	2022-09-10 20:13:16 +03:00
Robert Caulk	2077f84f9b	Merge pull request #7363 from wagnercosta/fixHyperoptFreqai ... Fix hyperopt - freqai	2022-09-10 17:02:01 +02:00
Robert Caulk	4a47c63f71	Merge pull request #7374 from th0rntwig/filter-constant-features	2022-09-10 16:58:58 +02:00
robcaulk	10b6aebc5f	enable continual learning and evaluation sets on multioutput models.	2022-09-10 16:54:13 +02:00
Wagner Costa Santos	a1f88cca80	merge develop	2022-09-10 10:35:16 -03:00
Wagner Costa Santos	79985fda01	fix backtesting freqai startup candles bug	2022-09-10 10:27:17 -03:00
Matthias	4250174de9	Fix ws exception when no token is provided	2022-09-10 14:29:58 +02:00
Matthias	b344f78d00	Improve logic for token validation	2022-09-10 14:20:49 +02:00
Matthias	5705b8759b	Merge branch 'develop' into add-continual-learning	2022-09-10 08:24:04 +02:00
robcaulk	05581db4e3	ensure columns are only dropped in training	2022-09-09 20:37:21 +02:00
Matthias	939fb7acb3	Fix enum imports	2022-09-09 20:31:30 +02:00
Matthias	97be3318f4	Use Datetime_format from constants	2022-09-09 20:31:02 +02:00
Matthias	37fcbeba58	Update backtesting output wording to Entries	2022-09-09 19:58:55 +02:00
Timothy Pogue	6cbc03a96a	support jwt token in place of ws token	2022-09-09 11:38:42 -06:00
robcaulk	a826c0eb83	ensure signatures match, reduce verbosity	2022-09-09 19:30:53 +02:00
Emre	acb410a0de	Remove verbosity params	2022-09-09 19:30:53 +02:00
Emre	df6e43d2c5	Add XGBoostRegressorMultiTarget class	2022-09-09 19:30:53 +02:00
Emre	1b6410d7d1	Add XGBoostRegressor for freqAI, fix mypy errors	2022-09-09 19:30:53 +02:00
Timothy Pogue	09679cc798	fix dependency	2022-09-09 11:27:20 -06:00
Wagner Costa Santos	d38cc06139	Fix freqai backtesting time range issue	2022-09-09 19:27:05 +02:00
Timothy Pogue	426f8f37e9	change var names	2022-09-09 10:45:49 -06:00
Matthias	e256ebd727	Add ws_token to auto-generated config	2022-09-09 07:13:05 +02:00
Timothy Pogue	75cf8dbfe4	missed await	2022-09-08 15:11:36 -06:00
robcaulk	c5d9180758	isort	2022-09-08 22:35:52 +02:00
robcaulk	bc7295579f	improve docs, make example strat hyperoptable	2022-09-08 22:22:50 +02:00
Timothy Pogue	2b9c8550b0	moved ws_schemas, first ws tests	2022-09-08 13:58:28 -06:00
Timothy Pogue	b9e7af1ce2	fix ws token auth	2022-09-08 11:25:30 -06:00
Timothy Pogue	fac6626459	update default timeouts	2022-09-08 10:54:31 -06:00
Timothy Pogue	b3b0c918d9	cleanup old code	2022-09-08 10:44:03 -06:00
Timothy Pogue	379b1cbc90	remove unnecessary returns	2022-09-08 10:37:41 -06:00
Timothy Pogue	df3c126146	fix mypy error	2022-09-08 10:34:37 -06:00
Timothy Pogue	4104d0f68a	Merge branch 'develop' into feat/externalsignals	2022-09-08 10:19:23 -06:00
Matthias	883abe5b4f	Merge pull request #7379 from freqtrade/fix/keyerror_fundingfee ... Fix keyerror fundingfee update	2022-09-08 12:06:52 +02:00
Matthias	9ef0ffe277	Update tests for funding-Fee exceptions	2022-09-08 07:19:17 +00:00
Matthias	791f61c089	Add test case for funding fee update failure	2022-09-08 07:13:15 +00:00
Matthias	b91ad609f2	Merge pull request #7370 from wizrds/feat/suffix-merge-informative ... Add optional `suffix` parameter to `merge_informative_pair`	2022-09-08 08:08:55 +02:00
Matthias	39b6cadd14	Test keyerror case for funding_Fee calculation	2022-09-08 07:24:57 +02:00
Matthias	4e15611b05	Don't crash in case of funding fee fetch error	2022-09-08 07:18:38 +02:00
Matthias	045c3f0f3a	Reduce diff by avoiding unnecessary changes	2022-09-08 07:01:37 +02:00
Matthias	f3417a8690	Revert condition sequence to simplify conditions	2022-09-08 06:59:14 +02:00
Matthias	20bf44a856	Merge pull request #7375 from freqtrade/combine-metrics ... ensure inlier metric can be combined with other cleaning methods	2022-09-08 06:43:02 +02:00
Timothy Pogue	a50923f796	add producers attribute to dataprovider	2022-09-07 17:14:26 -06:00
Wagner Costa Santos	f4f2884a66	Fix freqai backtesting time range issue	2022-09-07 18:52:58 -03:00
Timothy Pogue	1ef1fc269e	docstring and tests	2022-09-07 15:26:38 -06:00
Timothy Pogue	5934495dda	add websocket request/message schemas	2022-09-07 15:08:01 -06:00
Wagner Costa Santos	bf3ee51167	validate freqai hyperopt with freqai enabled param	2022-09-07 14:42:05 -03:00
Matthias	f8e7ed5d7d	Reduce shutdown verbosity of exchange	2022-09-07 19:28:42 +02:00
Matthias	a9fd12b816	Allow more dynamic timeframes by disabling "choice" ... part of #7366	2022-09-07 19:28:42 +02:00
robcaulk	e51d352777	ensure pca is handling same DF as inlier	2022-09-07 19:11:54 +02:00
robcaulk	4c9ac6b7c0	add kwargs, reduce duplicated code	2022-09-07 18:58:55 +02:00
Timothy Pogue	5d338e697c	change window to timeperiod in hybrid	2022-09-07 18:49:47 +02:00
Timothy Pogue	48cadbf933	remove duplicate line, change window to timeperiod	2022-09-07 18:49:47 +02:00
robcaulk	ea7bdac9ed	ensure inlier metric can be combined with other cleaning methods	2022-09-07 18:45:16 +02:00
Matthias	322f00e3e8	Fix empty entry message if order doesn't fill immediately ... closes #7368	2022-09-07 18:19:43 +02:00
th0rntwig	cdc72bf8ca	Correct indexing	2022-09-07 18:14:13 +02:00
th0rntwig	047ded1baa	Check for constant columns	2022-09-07 17:47:27 +02:00
Timothy Pogue	2c9b765953	add suffix parameter	2022-09-07 09:35:37 -06:00
Wagner Costa Santos	972b699105	hyperopt - freqai - change validation to config_validation	2022-09-07 11:11:31 -03:00
wagnercosta	6b7644029c	Merge branch 'freqtrade:develop' into fixHyperoptFreqai	2022-09-07 11:07:51 -03:00
Matthias	c08c82bc40	Merge pull request #7322 from freqtrade/add-inlier-metric ... Add inlier metric	2022-09-07 07:05:57 +02:00
Matthias	4d69df08dd	trunc to amount precision before checking valid partial exits ... closes #7368	2022-09-07 06:43:08 +02:00
Matthias	95a33ab2e6	Add amount_to_contract helper in the exchange	2022-09-07 06:34:03 +02:00
Timothy Pogue	8bfaf0a998	Merge branch 'develop' into feat/externalsignals	2022-09-06 13:02:36 -06:00
Wagner Costa Santos	e0490b3efc	Merge branch 'fixHyperoptFreqai' of https://github.com/wagnercosta/freqtrade into fixHyperoptFreqai	2022-09-06 15:43:08 -03:00
Wagner Costa Santos	8d16dd804d	hyperopt - freqai - docs and refactoring	2022-09-06 15:42:47 -03:00
Timothy Pogue	b1c0267449	mypy fixes	2022-09-06 12:40:58 -06:00
Robert Caulk	d7585161b2	Merge branch 'develop' into add-inlier-metric	2022-09-06 20:40:21 +02:00
wagnercosta	55195260e4	Merge branch 'freqtrade:develop' into fixHyperoptFreqai	2022-09-06 15:32:28 -03:00
robcaulk	97077ba18a	add continual learning to catboost and friends	2022-09-06 20:30:46 +02:00
Matthias	dc4a4bdf09	Wrap cleanup in try/finally handler ... If a database has errors, the database cleanups would fail, causing cleanup to be incomplete. closes #7364	2022-09-06 20:26:42 +02:00
Timothy Pogue	3535aa7724	add last_analyzed to emitted dataframe	2022-09-06 12:12:05 -06:00
robcaulk	d44296783e	isort datakitchen	2022-09-06 20:10:12 +02:00
robcaulk	e83c9b276d	fix whitespace	2022-09-06 19:56:52 +02:00
Matthias	f2f811a2fe	Fix telegram bug with open partial exit orders	2022-09-06 19:55:18 +02:00
robcaulk	4b28d0495f	fix timestamping, move imports, add words to doc	2022-09-06 19:46:58 +02:00
Matthias	98ec84fca6	Merge pull request #7339 from freqtrade/fix/fundingfee_handling ... Fix/fundingfee handling	2022-09-06 19:21:40 +02:00
wagnercosta	1820bc6832	Merge branch 'freqtrade:develop' into fixHyperoptFreqai	2022-09-06 10:02:17 -03:00
Matthias	3f3099cbfc	Merge pull request #7361 from italodamato/develop ... fix hyperopt df preprocessing	2022-09-06 07:26:14 +02:00
Timothy Pogue	38f14349e9	move bytes decoding to serializer	2022-09-05 23:25:25 -06:00
Matthias	d526dfb171	Revert some more changes in rpc_manager	2022-09-06 07:03:31 +02:00
Matthias	4dec19de9f	Add comment to explain why we use the non-trimmed DF	2022-09-06 06:52:50 +02:00
Timothy Pogue	a0d774fdc4	change default initial candle limit to 1500	2022-09-05 20:23:00 -06:00
Timothy Pogue	b949ea301c	fix failed apiserver tests	2022-09-05 19:29:07 -06:00
Timothy Pogue	cd8455ccb7	Merge branch 'develop' into feat/externalsignals	2022-09-05 15:10:25 -06:00
Wagner Costa Santos	2c8e5b191b	fix hyperopt - freqai	2022-09-05 17:43:55 -03:00
Wagner Costa Santos	5b826150df	fix hyperopt - freqai	2022-09-05 17:43:28 -03:00
Timothy Pogue	8f261d8edf	change from bytes to text in websocket, remove old logs	2022-09-05 13:47:17 -06:00
Matthias	36e5c18fa6	Don't raise exception when a message is not implemented in telegram	2022-09-05 20:54:03 +02:00
Italo	9f5642fd97	fix hyperopt df preprocessing	2022-09-05 18:12:19 +02:00
robcaulk	78d01810ed	reduce code redundancy, ensure live always gets the latest data	2022-09-05 00:12:00 +02:00
Wagner Costa Santos	d43ed186fc	fix issue with freqai backtesting at slice dataframe	2022-09-05 00:12:00 +02:00
Timothy Pogue	8a08f8ff8d	revert rpc manager	2022-09-04 10:27:34 -06:00
Timothy Pogue	07f806a314	minor improvements, fixes, old config+constant removal	2022-09-04 10:22:10 -06:00
Timothy Pogue	1601868854	dataprovider fix, updated config example	2022-09-04 09:42:43 -06:00
Robert Caulk	956ea43e55	Merge pull request #7340 from wizrds/sigint-freqai ... Support SIGINT in FreqAI	2022-09-04 16:43:36 +02:00
robcaulk	ec76214d02	backup historical predictions pickle and load the backup in case of corruption	2022-09-04 15:56:07 +02:00
robcaulk	69b3fcfd32	Merge branch 'develop' into dev-merge-rl	2022-09-04 11:23:25 +02:00
robcaulk	27dce20b29	fix bug in Base4ActionRLEnv, improve example strats	2022-09-04 11:21:54 +02:00
Timothy Pogue	3b5e5fc57b	fix method name in dummy class	2022-09-03 14:10:23 -06:00
Robert Caulk	8545d74378	Merge pull request #7331 from th0rntwig/pca ... Normalise PCA space	2022-09-03 21:49:54 +02:00
Timothy Pogue	dae3b3d86a	support shutting down freqai	2022-09-03 13:24:14 -06:00
Matthias	16573b19e3	Fix migration syntax error	2022-09-03 19:51:44 +02:00
robcaulk	5cfb4154eb	revert all changes in normalize_data()	2022-09-03 19:48:30 +02:00
Robert Caulk	63514b0443	Merge pull request #7325 from wagnercosta/develop ... Improve Freqai backtesting performance	2022-09-03 19:28:04 +02:00
robcaulk	c21808ff98	remove metadata redundancy, fix pca bug	2022-09-03 16:54:30 +02:00
robcaulk	c9be66b5b6	increase test coverage for dk, improve function naming, extra cleaning	2022-09-03 15:52:29 +02:00
Matthias	ed4cc18cdd	Migration to check order funding fee	2022-09-03 15:19:40 +02:00
Matthias	0f483ee31f	Use "since last order" approach for live as well.	2022-09-03 15:01:42 +02:00
Matthias	0c6a02687a	Don't calculate funding fees if we're not going to use them.	2022-09-03 15:01:42 +02:00
Matthias	df50b1928d	Fix funding fee calculation for backtesting	2022-09-03 15:01:42 +02:00
Matthias	80b5f035ab	Remove typo in log message	2022-09-03 15:01:28 +02:00
robcaulk	599c1c79fb	reorganized backtest utilities, test new functionality, improve/update doc	2022-09-03 14:00:01 +02:00
Wagner Costa Santos	af5460cebf	Add option to keep models only in memory for backtest	2022-09-02 22:01:53 -03:00
Timothy Pogue	05cbcf834c	minor logging changes	2022-09-02 16:01:33 -06:00
Timothy Pogue	cf917ad2f5	initial candle request limit, better error reporting, split up _handle_producer_connection	2022-09-02 15:05:16 -06:00
Matthias	b26126cb57	Don't use ticker['symbol'] but use "pair" instead ... closes #7262	2022-09-02 20:09:30 +02:00
Timothy Pogue	5b0b802f31	hybrid json ws serializer	2022-09-02 00:05:36 -06:00
Timothy Pogue	eb4cd6ba82	split initial data into separate requests	2022-09-01 23:52:13 -06:00
Timothy Pogue	dccde88c83	fix dataframe serializing	2022-09-01 23:15:03 -06:00
Matthias	b53791fef2	Futures volumepairlist to account for contract size	2022-09-02 07:11:32 +02:00
Timothy Pogue	00f35f4870	remove old constant, add initial_data requesting, minor changes	2022-09-01 20:06:36 -06:00
th0rntwig	11b2bc269e	Added missing s	2022-09-01 22:37:32 +02:00
th0rntwig	3f8400df10	Normalise PCA space	2022-09-01 21:51:33 +02:00
Matthias	11fbfd3402	Remove unnecessary assignment	2022-09-01 19:39:20 +02:00
Wagner Costa Santos	d6e115178a	refactoring freqai backtesting - remove duplicate code	2022-09-01 07:09:23 -03:00
Matthias	f3c73189d5	Remove pointless default on wallet_balance argument	2022-09-01 06:49:51 +02:00
Matthias	ba2eb7cf0f	Fix BNB fee bug when selling ... thanks @epigramx, for reporting and for the detailed data.	2022-09-01 06:42:51 +02:00
Wagner Costa Santos	44d3a9140d	Merge branch 'develop' of https://github.com/wagnercosta/freqtrade into develop	2022-08-31 15:37:06 -03:00
Wagner Costa Santos	7bed0450d2	pr review - refactoring backtesting freqai	2022-08-31 15:36:29 -03:00
Timothy Pogue	c72a2c26c7	remove external pairlist	2022-08-31 12:06:24 -06:00
Timothy Pogue	6e8abf8674	add producer name to required fields in config	2022-08-31 11:58:58 -06:00
wagnercosta	3d4497467c	Merge branch 'freqtrade:develop' into develop	2022-08-31 14:47:06 -03:00
Timothy Pogue	865b34cd6f	add producer names	2022-08-31 11:43:02 -06:00
Timothy Pogue	510cf4f305	remove data waiting, remove explicit analyzing of external df	2022-08-31 10:40:26 -06:00
robcaulk	240b529533	fix tensorboard path so that users can track all historical models	2022-08-31 16:50:39 +02:00
Richard Jozsa	2493e0c8a5	Unnecessary lines in Base4, and changes for box space, to fit better for our needs (#7324)	2022-08-31 16:37:02 +02:00
Wagner Costa Santos	df51da22ee	refactoring freqai backtesting	2022-08-31 11:23:48 -03:00
Matthias	57ff6f8ac5	Init timerange object properly	2022-08-31 10:28:31 +00:00
Matthias	13ccd940d5	Remove startup_candle_count from freqai sample config to avoid confusion	2022-08-31 10:27:08 +00:00
Matthias	7ba4fda5d7	Implement PR feedback	2022-08-31 10:26:47 +00:00
Matthias	a88ffd2c9d	Merge branch 'develop' into move_datadownload	2022-08-31 10:23:45 +00:00
Timothy Pogue	115a901773	minor fix for conditional in handle func	2022-08-30 19:34:43 -06:00
Timothy Pogue	ddc45ce2eb	message handling fix, data waiting fix	2022-08-30 19:30:14 -06:00
Timothy Pogue	346e73dd75	client implementation, minor fixes	2022-08-30 19:21:34 -06:00
Matthias	c9aa09ec89	Simplify base fee handling	2022-08-30 20:46:06 +02:00
robcaulk	7e8e29e42d	use continuous value for inlier_metric	2022-08-30 20:41:37 +02:00
Timothy Pogue	418bd26a80	minor fixes, rework consumer request, update requirements.txt	2022-08-30 11:04:16 -06:00
robcaulk	7f52908e87	ensure the lost points are prepended for FreqUI	2022-08-30 18:55:58 +02:00
robcaulk	a58dd0bbf9	add noise feature, improve docstrings	2022-08-30 18:26:24 +02:00
robcaulk	b11742a4c5	integrate inlier metric function	2022-08-30 18:26:24 +02:00
th0rntwig	d3cb211283	Add inlier metric computation	2022-08-30 18:26:24 +02:00
th0rntwig	50e2808667	Fix bug in DI (#7321)	2022-08-30 12:54:39 +02:00
Timothy Pogue	47f7c384fb	consumer subscriptions, fix serializer bug	2022-08-29 15:48:29 -06:00
Timothy Pogue	7952e0df25	initial rework separating server and client impl	2022-08-29 13:41:15 -06:00
robcaulk	62c0a174c8	allow users to properly reverse train-test data ordering	2022-08-29 11:04:58 +02:00
Matthias	27a9f98d5f	Simplify liquidation price structure, improve test cov	2022-08-29 07:04:48 +02:00
Matthias	226fa5d93c	Simplify liquidation price calling structure	2022-08-29 07:04:48 +02:00
Matthias	4def3678b7	Merge pull request #7298 from freqtrade/tif_align ... align TimeInForce to ccxt usage	2022-08-29 06:36:51 +02:00
Matthias	8be8a12cc4	Merge pull request #7260 from JohanVlugt/develop ... Example FreqAI hybrid strategy	2022-08-29 06:34:45 +02:00
Matthias	40c00d2d8f	Version bump dev version to 2022.9	2022-08-29 06:34:20 +02:00
Timothy Pogue	8c4e68b8eb	updated example configs	2022-08-28 13:00:52 -06:00
robcaulk	7766350c15	refactor environment inheritence tree to accommodate flexible action types/counts. fix bug in train profit handling	2022-08-28 19:21:57 +02:00
Robert Caulk	39a739eadb	Merge pull request #7296 from th0rntwig/dbscan ... Improve MinPts calculation in DBSCAN, add outlier protection, and add data_kitchen tests	2022-08-28 14:37:47 +02:00
robcaulk	fcb5d1cb5a	remove debugging flag	2022-08-28 13:01:39 +02:00
robcaulk	dd628eb525	add tests for outlier detection and removal functions	2022-08-28 12:56:39 +02:00
robcaulk	1e41c773a0	fix outlier protection	2022-08-28 12:11:29 +02:00
smarmau	ff3a4995c1	remove unnecessary code	2022-08-28 11:45:20 +02:00
Matthias	b9f35cadb3	add /stopentry alias for /stopbuy	2022-08-28 11:37:22 +02:00
smarmau	005594c29c	simplify hybrid template	2022-08-28 11:29:48 +02:00
th0rntwig	71f7d68783	Fixed mypy error	2022-08-27 12:44:55 +02:00
Matthias	c61b986c3d	FTX - support time_in_force (and PO ordertype) ... closes #7175	2022-08-27 10:30:38 +02:00
Matthias	104a73025d	Uppercase TimeInForce (align with ccxt)	2022-08-27 10:30:06 +02:00
Matthias	6686489c06	Merge pull request #7258 from freqtrade/feat/hyp_optinal_indicator ... Add flag to move hyperopt populate_indicators to epoch	2022-08-27 09:21:16 +02:00
Matthias	2b70c3d0c0	support price callback for partial exits in bt ... This will align results to how live works. closes #7292	2022-08-27 08:50:09 +02:00
Timothy Pogue	05ca673883	Catch status code errors	2022-08-27 00:06:03 -06:00
Timothy Pogue	fcceb744c5	Add janus to requirements.txt	2022-08-26 23:43:05 -06:00
Timothy Pogue	2b5f067877	Refactoring, minor improvements, data provider improvements	2022-08-26 23:40:13 -06:00
Matthias	9204f01312	Don't lock pairs on partial exit	2022-08-27 07:23:02 +02:00
elintornquist	86c5ac44e4	Add outlier percentage check	2022-08-26 23:05:07 +02:00
Matthias	01126c43f7	Fix liquidation price tier calculation ... closes #7294	2022-08-26 20:14:24 +02:00
Matthias	753d1b2aad	Update leverage tier terminology to be clear and aligned with ccxt	2022-08-26 19:34:51 +02:00
elintornquist	b2d664c63c	Change MinPts calculation	2022-08-26 18:57:27 +02:00
robcaulk	bb3523f383	download data homogeneously across timeframes	2022-08-26 18:51:42 +02:00
robcaulk	e7261cf515	add freqai utils.py file	2022-08-26 15:30:28 +02:00
robcaulk	65b552e310	make docs reflect reality, move download_all_data to new utils.py file, automatic startup_candle detection	2022-08-26 15:30:01 +02:00
robcaulk	4b7e640f31	reduce code duplication, optimize auto data download per tf	2022-08-26 13:56:44 +02:00
robcaulk	baa4f8e3d0	remove Base3ActionEnv in favor of Base4Action	2022-08-26 11:04:25 +02:00
richardjozsa	d31926efdf	Added Base4Action	2022-08-26 11:04:25 +02:00
Matthias	53d46a0385	align max_entry_position_adjustment behavior of backtesting to live ... closes #7293	2022-08-25 20:36:17 +02:00
robcaulk	3199eb453b	reduce code for base use-case, ensure multiproc inherits custom env, add ability to limit ram use.	2022-08-25 19:05:51 +02:00
Matthias	1fd223c815	Update --prepend help string ... closes #7290	2022-08-25 17:03:41 +02:00
robcaulk	05ccebf9a1	automate eval freq in multiproc	2022-08-25 12:29:48 +02:00
robcaulk	94cfc8e63f	fix multiproc callback, add continual learning to multiproc, fix totalprofit bug in env, set eval_freq automatically, improve default reward	2022-08-25 11:46:18 +02:00
Matthias	f2a356a80c	Fix some imports	2022-08-25 07:08:58 +02:00
Matthias	6636f17e0f	Simplify usage of amount_to_contract precision	2022-08-25 07:08:22 +02:00
Timothy Pogue	d474111a65	Renamed to external signals, controller class refactored	2022-08-24 22:42:29 -06:00
Timothy Pogue	592373f096	Remove pairlist waiting, add .db files to .gitignore	2022-08-24 18:30:30 -06:00
Matthias	32faad9333	Fix backtest calculation problem with DCA ... closes #7287	2022-08-24 20:36:08 +02:00
robcaulk	d1bee29b1e	improve default reward, fix bugs in environment	2022-08-24 18:32:40 +02:00
robcaulk	a61821e1c6	remove monitor log	2022-08-24 16:33:13 +02:00
robcaulk	bd870e2331	fix monitor bug, set default values in case user doesnt set params	2022-08-24 16:32:14 +02:00
robcaulk	c0cee5df07	add continual retraining feature, handly mypy typing reqs, improve docstrings	2022-08-24 13:00:55 +02:00
robcaulk	b708134c1a	switch multiproc thread count to rl_config definition	2022-08-24 13:00:55 +02:00
robcaulk	b26ed7dea4	fix generic reward, add time duration to reward	2022-08-24 13:00:55 +02:00
robcaulk	280a1dc3f8	add live rate, add trade duration	2022-08-24 13:00:55 +02:00
robcaulk	f9a49744e6	add strategy to the freqai object	2022-08-24 13:00:55 +02:00
richardjozsa	a2a4bc05db	Fix the state profit calculation logic	2022-08-24 13:00:55 +02:00
robcaulk	29f0e01c4a	expose environment reward parameters to the user config	2022-08-24 13:00:55 +02:00
robcaulk	d88a0dbf82	add sb3_contrib models to the available agents. include sb3_contrib in requirements.	2022-08-24 13:00:55 +02:00
robcaulk	8b3a8234ac	fix env bug, allow example strat to short	2022-08-24 13:00:55 +02:00
mrzdev	8cd4daad0a	Feat/freqai rl dev (#7) ... * access trades through get_trades_proxy method to allow backtesting	2022-08-24 13:00:55 +02:00
robcaulk	3eb897c2f8	reuse callback, allow user to acces all stable_baselines3 agents via config	2022-08-24 13:00:55 +02:00
robcaulk	4b9499e321	improve nomenclature and fix short exit bug	2022-08-24 13:00:55 +02:00
sonnhfit	4baa36bdcf	fix persist a single training environment for PPO	2022-08-24 13:00:55 +02:00
robcaulk	f95602f6bd	persist a single training environment.	2022-08-24 13:00:55 +02:00
robcaulk	5d4e5e69fe	reinforce training with state info, reinforce prediction with state info, restructure config to accommodate all parameters from any user imported model type. Set 5Act to default env on TDQN. Clean example config.	2022-08-24 13:00:55 +02:00
sonnhfit	7962a1439b	remove keep low profit	2022-08-24 13:00:55 +02:00
sonnhfit	81b5aa66e8	make env keep current position when low profit	2022-08-24 13:00:55 +02:00
sonnhfit	45218faeb0	fix coding convention	2022-08-24 13:00:55 +02:00
robcaulk	b90da46b1b	improve price df handling to enable backtesting	2022-08-24 13:00:55 +02:00
MukavaValkku	2080ff86ed	5ac base fixes in logic	2022-08-24 13:00:55 +02:00
robcaulk	16cec7dfbd	fix save/reload functionality for stablebaselines	2022-08-24 13:00:55 +02:00
sonnhfit	0475b7cb18	remove unuse code and fix coding conventions	2022-08-24 13:00:55 +02:00
MukavaValkku	d60a166fbf	multiproc TDQN with xtra callbacks	2022-08-24 13:00:55 +02:00
robcaulk	dd382dd370	add monitor to eval env so that multiproc can save best_model	2022-08-24 13:00:55 +02:00
robcaulk	69d542d3e2	match config and strats to upstream freqai	2022-08-24 13:00:55 +02:00
robcaulk	e5df39e891	ensuring best_model is placed in ram and saved to disk and loaded from disk	2022-08-24 13:00:55 +02:00
robcaulk	bf7ceba958	set cpu threads in config	2022-08-24 13:00:55 +02:00
MukavaValkku	57c488a6f1	learning_rate + multicpu changes	2022-08-24 13:00:55 +02:00
robcaulk	acf3484e88	add multiprocessing variant of ReinforcementLearningPPO	2022-08-24 13:00:55 +02:00
MukavaValkku	cf0731095f	type fix	2022-08-24 13:00:55 +02:00
MukavaValkku	1c81ec6016	3ac and 5ac example strategies	2022-08-24 13:00:55 +02:00
MukavaValkku	13cd18dc9a	PPO policy change + verbose=1	2022-08-24 13:00:55 +02:00
robcaulk	926023935f	make base 3ac and base 5ac environments. TDQN defaults to 3AC.	2022-08-24 13:00:55 +02:00
MukavaValkku	096533bcb9	3ac to 5ac	2022-08-24 13:00:55 +02:00
MukavaValkku	718c9d0440	action fix	2022-08-24 13:00:55 +02:00
robcaulk	9c78e6c26f	base PPO model only customizes reward for 3AC	2022-08-24 13:00:55 +02:00
robcaulk	6048f60f13	get TDQN working with 5 action environment	2022-08-24 13:00:55 +02:00
robcaulk	d4db5c3281	ensure TDQN class is properly named	2022-08-24 13:00:55 +02:00
robcaulk	91683e1dca	restructure RL so that user can customize environment	2022-08-24 13:00:55 +02:00
sonnhfit	ecd1f55abc	add rl module	2022-08-24 13:00:55 +02:00
MukavaValkku	9b895500b3	initial commit - new dev branch	2022-08-24 13:00:55 +02:00
MukavaValkku	cd3fe44424	callback function and TDQN model added	2022-08-24 13:00:55 +02:00
MukavaValkku	01232e9a1f	callback function and TDQN model added	2022-08-24 13:00:55 +02:00
MukavaValkku	8eeaab2746	add reward function	2022-08-24 13:00:55 +02:00
MukavaValkku	ec813434f5	ReinforcementLearningModel	2022-08-24 13:00:55 +02:00
MukavaValkku	2f4d73eb06	Revert "ReinforcementLearningModel" ... This reverts commit 4d8dfe1ff1daa47276eda77118ddf39c13512a85.	2022-08-24 13:00:55 +02:00
MukavaValkku	c1e7db3130	ReinforcementLearningModel	2022-08-24 13:00:55 +02:00
robcaulk	05ed1b544f	Working base for reinforcement learning model	2022-08-24 13:00:40 +02:00
Matthias	a6d78a8615	initialize Since parameter properly ... closes #7285	2022-08-23 06:43:04 +02:00
Matthias	fe7108ae75	Convert amount to contracts before comparing for close ... closes #7279	2022-08-23 06:37:38 +02:00
Matthias	78b161e14c	add contract_size to database	2022-08-23 06:37:38 +02:00
Matthias	6036018f35	Extract contracts_to_amount and amount_to_contracts to standalone functions	2022-08-23 06:37:38 +02:00
Matthias	5f38a574ce	Add okx broker id	2022-08-23 06:37:38 +02:00
th0rntwig	5ce1c69803	Improve DBSCAN epsilon identification (#7269) ... * Improve DBSCAN epsilon identification	2022-08-22 19:57:20 +02:00
robcaulk	ac42c0153d	deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting.	2022-08-22 18:19:07 +02:00
robcaulk	96d8882f1e	Plug mem leak, add training timer	2022-08-22 13:30:30 +02:00
Matthias	f55d5ffd8c	Don't fail when --strategy-path is not a valid directory. ... closes #7264	2022-08-22 09:20:14 +00:00
Timothy Pogue	4fa01548f6	Remove old var from strategy interface	2022-08-21 22:49:42 -06:00
Timothy Pogue	6f5478cc02	DataFrame transmission, strategy follower logic	2022-08-21 22:45:36 -06:00
Matthias	015be770c3	ccxt now defaults to base volume for all markets	2022-08-22 06:42:14 +02:00
Matthias	f6d832c6d9	Add get_option to expose ft_has via method	2022-08-21 17:51:46 +02:00
Matthias	87a3115073	Add get_open_trade_count() to simplify getting open trade count.	2022-08-21 17:08:27 +02:00
Matthias	6189aa817c	Fix HybridExample formatting	2022-08-20 19:50:18 +02:00
robcaulk	64b0834437	add credit in docstring	2022-08-20 17:04:38 +02:00
robcaulk	90c03178b1	provide user directions, clean up strategy, remove unnecessary code.	2022-08-20 17:02:18 +02:00
Matthias	cdd4745693	Merge pull request #7263 from freqtrade/okx_cache_tiers ... Okx cache tiers	2022-08-20 15:18:13 +02:00
Matthias	5b3f031590	Use hyperopt safe amount precision method	2022-08-20 14:13:15 +02:00
Matthias	738e95b875	Add tests for leverage tiers caching	2022-08-20 13:54:54 +02:00
Matthias	b6e8b9df35	Use cached leverage tiers	2022-08-20 13:01:58 +02:00
Matthias	52ec0d1046	Update binance Leverage tiers	2022-08-20 11:53:15 +02:00
Matthias	0da0600836	Have backtesting respect tradable size ... closes #7161	2022-08-20 11:41:11 +02:00
Matthias	54ddc1a4c2	Add --tradingmode alias	2022-08-20 11:24:20 +02:00
Matthias	aa3da092a0	Dont' use classProperty - that's not supported on 3.8	2022-08-20 10:55:52 +02:00
Matthias	01d45ed12e	Merge pull request #7257 from freqtrade/feat/list-pair-time ... Get min/max data in list-data command	2022-08-20 08:16:52 +02:00
Matthias	7b8b73e651	Merge pull request #7243 from lolongcovas/newbranch_test ... Improve PCA and pairwise distance calcs	2022-08-20 08:13:40 +02:00
Timothy Pogue	739b68f8fd	ExternalPairList plugin	2022-08-19 22:40:01 -06:00
Johan van der Vlugt	b44bd0171c	Example Classifier strat	2022-08-19 19:10:37 +02:00
Matthias	b9d48c3278	use numbers in HyperoptState properly ...	2022-08-19 15:40:06 +02:00
Matthias	bc359675a2	Add --analyze-per-epoch - moving populate_analysis to the epoch process	2022-08-19 15:19:43 +02:00
Matthias	09f8904545	Extract analysis to separate method	2022-08-19 15:12:55 +02:00
Matthias	08ef5ad2d8	Add HyperoptState enum and container class	2022-08-19 15:11:43 +02:00
Matthias	1c6f966579	Hyperopt: simplify parameter "can_optimize" handling	2022-08-19 15:03:03 +02:00
Matthias	16af10a5bc	Update notebook sample with simplified datadir configuration ... closes #7252	2022-08-19 14:05:27 +02:00
Matthias	b7553d20d4	Get min/max data in list-data command	2022-08-19 13:45:55 +02:00
Matthias	7d84ef2e2c	Remove unused imports	2022-08-19 13:45:10 +02:00
longyu	521381ebf0	undo example strategy newline	2022-08-19 12:40:03 +02:00
Matthias	b420614d65	Reduce code duplication in datahandlers	2022-08-19 09:33:07 +02:00
Matthias	975bf8fe88	Update Docstring to match actual return values	2022-08-19 09:23:53 +02:00
Timothy Pogue	6834db11f3	minor improvements and pairlist data transmission	2022-08-19 00:06:19 -06:00
Matthias	42eb508515	Attempt fix of #7184	2022-08-19 07:09:46 +02:00
Matthias	76a3e97e05	Add migrations end message ... closes #7251	2022-08-19 06:39:51 +02:00
Timothy Pogue	9f6bba40af	initial concept for replicate, basic leader and follower logic	2022-08-18 20:10:58 +02:00
Matthias	70a77ba3d9	Check for "last" availability in PrecisionFilter ... closes #7250	2022-08-18 20:07:50 +02:00
longyu	1fada53ddd	remove newline	2022-08-18 19:40:00 +02:00
Matthias	85b43ec1a1	Remove double-check for "isolated margin"	2022-08-18 15:23:58 +02:00
Matthias	fde469a253	Remove unnecessary check	2022-08-18 14:53:44 +02:00
Matthias	075e9b8526	Log Exchange responses for set_leverage	2022-08-18 09:52:03 +02:00
Matthias	46e8d9a5e4	Reduce verbosity when whitelist is empty	2022-08-18 09:09:37 +02:00
Matthias	0461a89348	Fix test failures	2022-08-18 07:20:49 +02:00
longyu	f70b0bab80	remove line	2022-08-17 23:49:20 +02:00
Matthias	66910bfe63	Don't fail if mark candles are missing ... closes #7239	2022-08-17 20:01:57 +02:00
robcaulk	88dd9920ea	sort imports for isort	2022-08-17 16:38:09 +02:00
robcaulk	5155afb4e7	clean up code remnants	2022-08-17 15:22:48 +02:00
robcaulk	0c34104e45	extract download-data from freqai to prepare for future async changes	2022-08-17 15:18:44 +02:00
longyu	9c38c27eed	ignore sample itself distance for avg_mean_dist computation	2022-08-17 15:09:57 +02:00
longyu	72c34291e3	newline	2022-08-17 15:09:10 +02:00
Matthias	3983368228	gateio futures is showing base currency in volume!	2022-08-17 14:51:48 +02:00
Matthias	83ca168bb8	Merge pull request #7216 from freqtrade/precise_calcs ... Precise calcs	2022-08-17 14:32:02 +02:00
Matthias	c615e1bc62	Avoid loop error during ccxt tests	2022-08-17 14:31:40 +02:00
Matthias	e7902bffa0	Remove checks for dataprovider existance - it's available in all modes.	2022-08-17 10:57:25 +02:00
Matthias	8d182768f9	stoploss should also use trimmed prices	2022-08-17 09:57:11 +02:00
Matthias	0b0e7eaf96	Mutex TTL Cache accesses which can be accessed by multiple threads ... Apparently, cachetools is (intentionally) not threadsafe when using the Caches directly. It's therefore recommended to wrap these with an explicit lock to avoid problems. source: https://github.com/tkem/cachetools/issues/245 closes #7215	2022-08-16 19:48:21 +02:00
Matthias	24690c1918	Don't convert open_rate to precision ... this may cause more problems than it solves.	2022-08-16 18:32:00 +02:00
Matthias	3b44dc52e1	Minor corrections	2022-08-16 18:10:48 +02:00
Matthias	ea6bc47d7a	gateio default configs should specify unknown_fee_rate	2022-08-16 17:26:53 +02:00
Matthias	a1e4fbf313	Run price_to_precision for dry-run orders	2022-08-16 17:23:49 +02:00
Matthias	1ac81aa316	Show message if fee update failed due to missing ... closes #7234	2022-08-16 17:09:23 +02:00
robcaulk	4c0fda400f	fix input shape warning for LGBMClassifier, add sample_weights/eval_weights	2022-08-16 11:41:53 +02:00
Matthias	fa89368c02	Add test for precision backpopulation	2022-08-16 11:11:52 +02:00
Matthias	96d2f61812	Properly round timestamps to avoid constant log messages	2022-08-16 10:22:59 +02:00
Matthias	15a1c59a91	Backtesting should cache precisionMode	2022-08-16 10:15:19 +02:00
Matthias	a73e4f8e41	Truncate amount before comparing for closure	2022-08-16 09:49:53 +02:00
Matthias	2fb7a3091d	Improve backfill of precisions	2022-08-16 09:32:31 +02:00
Matthias	711b6b1a1a	Merge branch 'develop' into precise_calcs	2022-08-16 09:29:39 +02:00
Matthias	a5b438e41e	Run price_to_precision for dry-run orders	2022-08-16 09:28:23 +02:00
Matthias	1dd56e35d5	Ensure comparisions align when closing a trade	2022-08-16 08:21:02 +02:00
Matthias	e818797427	Minor fix in amount_to_precision logic	2022-08-15 20:29:05 +02:00
Matthias	c0bdb71810	Update docstring	2022-08-15 20:06:29 +02:00
Matthias	f2b6ff910f	Accept wrong pair in get_precision_amount	2022-08-15 20:05:22 +02:00
Matthias	09ee9089fb	Merge pull request #6832 from freqtrade/feat/freqai ... Freqai: an interface for users to build/train/backtest predictive models and run them live	2022-08-15 20:03:08 +02:00
Matthias	e6af9a6903	Allow empty precisionMode on conversions	2022-08-15 20:00:15 +02:00
Matthias	c3f159bd57	Add precision fields to database	2022-08-15 19:58:40 +02:00
Matthias	22241c55d5	Add methods to get precision_amount from markets	2022-08-15 19:56:25 +02:00
Matthias	15e85797c2	Simplify to_precision tests and imports	2022-08-15 08:51:15 +02:00
Matthias	6c32331740	Move precision calculations to standalone functions	2022-08-15 08:43:58 +02:00
Matthias	c7e1719215	Fix interface import sorting	2022-08-15 06:53:02 +02:00
robcaulk	006b11e5d5	fix leftover bug in indicator population	2022-08-14 21:42:55 +02:00
robcaulk	8961b8d560	merge in inference timer and historic predictions handling improvements.	2022-08-14 20:31:15 +02:00
robcaulk	ad846cdb76	fix lock bug, update docstring	2022-08-14 20:24:29 +02:00
Matthias	464d99808f	Update doc table formatting	2022-08-14 18:22:01 +02:00
Matthias	a29402ddde	Rename and move analysis_lock to data_kitchen	2022-08-14 17:23:14 +02:00
Matthias	3a9ec76c91	Move "freqai.lock" to backend to simplify user interface	2022-08-14 17:19:50 +02:00
Matthias	044cf8bb2e	Allow new whitelist combination in "button" commands	2022-08-14 08:41:25 +02:00
Matthias	22ac291c3a	Merge pull request #7211 from ecoppen/rpc/whitelist_options ... Optional /whitelist args - sorted, nobase	2022-08-14 08:26:21 +02:00
Robert Caulk	c9c128f781	finalize logo, improve doc, improve algo overview, fix base tensorflowmodel for mypy	2022-08-14 02:49:01 +02:00
robcaulk	58de20af0f	make BaseClassifierModel. Add predict_proba to lightgbm	2022-08-13 20:07:31 +02:00
robcaulk	31be707cc8	clean up code, add docstrings	2022-08-13 19:40:24 +02:00
robcaulk	3e38c1b0bd	take dynamic sized tail off historic_predictions as return dataframe to strategy.	2022-08-13 19:40:24 +02:00
robcaulk	7d448fd4ac	allow fit_live_predictions access to current pair	2022-08-13 19:40:24 +02:00
robcaulk	1f192be43b	avoid denormalizing labels twice	2022-08-13 19:40:24 +02:00
robcaulk	b1b76a2dbe	debug classifier with predict proba	2022-08-13 19:40:24 +02:00
robcaulk	23cc21ce59	add predict_proba to base classifier, improve historic predictions handling	2022-08-13 19:40:24 +02:00
Matthias	7075b00e20	Remove odd dry run stoploss behavior ... closes #7208	2022-08-13 11:37:23 +02:00
Matthias	5aaab75d1c	Add test for dynamic_pairlist_expand	2022-08-13 10:18:57 +02:00
Matthias	b682fc446e	Graciously fail if strategy has freqAI code, but freqAI is not enabled.	2022-08-13 09:53:18 +02:00
Matthias	3918f4abbd	Simplify strategy interface by removing explicit self.freqai_info assignment	2022-08-13 09:27:56 +02:00
Matthias	3b827ee60a	Add "freqai.enabled" flag to disable freqAI via config flag ... aligns with how other optional modules work in freqtrade.	2022-08-13 09:24:04 +02:00
Matthias	f6545ebdb8	Disallow backtesting with --strategy-list for now.	2022-08-13 09:10:03 +02:00
Matthias	e3a5b97b45	Update recalc_from_trades to use FtPrecise	2022-08-13 08:43:56 +02:00
Matthias	3bcb47d75d	Remove usage of Decimal	2022-08-13 08:43:56 +02:00
Matthias	902afc2f02	Use FtPrecise in interest calculation	2022-08-13 08:43:56 +02:00
Matthias	0e61c2d057	Replace Decimal with FtPrecise in trade_model	2022-08-13 08:43:56 +02:00
Matthias	df701b5862	Merge branch 'develop' into feat/freqai	2022-08-13 08:43:24 +02:00
ecoppen	923f73a516	nobase -> baseonly	2022-08-12 19:56:46 +01:00
robcaulk	fb4b73ce89	ensure dates are saved	2022-08-12 12:03:44 +02:00
Matthias	cc885e25ac	Improve NAN Handling in RPC	2022-08-11 20:16:07 +02:00
Matthias	de690b0a69	Use PEP440 compatible versioning	2022-08-11 20:08:40 +02:00
Matthias	dd4e44931e	Improve NAN handling in RPC module	2022-08-11 15:02:52 +00:00
robcaulk	2cae3c42e6	remove trade database analyzer, clean up a bit	2022-08-10 17:43:06 +02:00
ecoppen	c0d60c63ab	Optional /whitelist args - sorted, nobase ... Added two optional arguments for whitelist - `sorted` for alphabetical order and `nobase` for displaying the whitelist without base currency e.g. /USDT. Updated help with optional commands. Added a space in an unrelated help message.	2022-08-10 14:56:38 +01:00
Matthias	ed004236ce	Add float initializer to FtPrecise	2022-08-10 11:54:07 +00:00
Matthias	e7cb1b7375	Wrap Precise into FtPecise	2022-08-10 11:26:06 +00:00
Matthias	adc8ee88e2	Move periodicCache to Utils package	2022-08-10 08:57:19 +00:00
Matthias	573964b19f	Dry Market orders should update "remaining"	2022-08-10 07:12:56 +02:00
Matthias	53251e7140	Merge pull request #7194 from freqtrade/rpc/partial_forceexit ... Partial forceExit	2022-08-10 07:12:40 +02:00
Matthias	ce2c9bf26d	Slight renaming of variable	2022-08-10 06:44:41 +02:00
Matthias	736884c5a9	Orders should be allowed to have empty fill/remaining values	2022-08-09 20:43:58 +02:00
Matthias	b5c5a95b64	FTX: Use conditionalOrders endpoint to get proper stop-market order id ... closes #7165	2022-08-09 20:09:35 +02:00
robcaulk	5a16d5a512	Deactivate database analyzer if user does not use sqlite	2022-08-09 16:36:22 +02:00
robcaulk	e7de812948	Allow user to user pair_dict for persistent storage of custom data	2022-08-09 16:03:10 +02:00
robcaulk	aef086b02e	Improved dict typing, timeframe parser, collect dates associated with training data points	2022-08-09 15:30:25 +02:00
Matthias	9a82898d6b	Merge branch 'develop' into feat/freqai	2022-08-09 06:22:57 +02:00
Matthias	77b3b8a134	Use main exchange instead of creating a separate instance.	2022-08-08 18:34:11 +00:00
robcaulk	ea64f43e52	bring back auto DF resizing for okx	2022-08-08 01:13:13 +02:00
robcaulk	67c722c9c8	fix asyncio bug	2022-08-07 14:48:39 +02:00
Matthias	e48e82232d	Force response API to js to fix faulty system configs ... closes #7147	2022-08-07 10:42:56 +02:00
Matthias	0b2104fc7a	Properly increment the api version	2022-08-07 10:13:36 +02:00
Matthias	6ded2d5b7c	Improve forceexit API test	2022-08-07 09:47:11 +02:00
Matthias	d1998f7ed0	Fix forceexit calling	2022-08-07 09:47:11 +02:00
Matthias	eff8cd7ecb	Add leverage to force_entry	2022-08-07 09:47:11 +02:00
Matthias	daf015d007	extract nested force_exit function to private instance function	2022-08-07 09:47:11 +02:00
Matthias	82aecc81f3	Accept parameters to forceexit	2022-08-07 09:47:11 +02:00
robcaulk	eb8bde37c1	Add lightgbm classifier, add classifier check test, fix classifier bug.	2022-08-06 17:51:21 +02:00
Matthias	bfa859e618	Remove unnecessary method (simplify)	2022-08-06 17:46:58 +02:00
Matthias	5250189f77	Add Rollback function to Trade ... simplifies Session work	2022-08-06 17:03:49 +02:00
Matthias	47a30047eb	Fix typo	2022-08-06 15:03:10 +02:00
Matthias	b16f57cb0d	Minor stylistic fixes	2022-08-06 14:55:46 +02:00
Robert Caulk	c172ce1011	improve flexibility of user defined prediction dataframe	2022-08-06 13:51:19 +02:00
Matthias	45d68222a1	Reduce verbosity of Fiat Converter	2022-08-06 13:18:40 +02:00
Matthias	f8f1ade163	Reduce function complexity by extracting message sending	2022-08-06 09:21:11 +02:00
Matthias	2687633941	Test iterative sending of /status	2022-08-06 09:16:04 +02:00
Matthias	b12dd15f4f	Send multiple messages in /status if required	2022-08-06 09:10:12 +02:00
Robert Caulk	07763d0d4f	add classifier, improve model naming scheme	2022-08-06 08:33:55 +02:00
Robert Caulk	ce8fbbf743	ensure loading historical df matches frequi indices	2022-08-06 07:25:59 +02:00
robcaulk	60d782e5c5	remove unnecessary function	2022-08-05 21:31:32 +02:00
robcaulk	a42a060ab5	fix DB once and for all. Make DBSCAN more efficient and robust.	2022-08-05 21:29:03 +02:00
Robert Caulk	a3799c4d5d	start frequi with historical data if available	2022-08-05 18:27:47 +02:00
robcaulk	29b7b014e5	fix bug in DB path initialization	2022-08-05 18:19:26 +02:00
robcaulk	db1d367941	fix bug associated to fit_live_predictions_candles	2022-08-05 13:46:20 +02:00
robcaulk	26de992d20	ensure user sets startup candles in backtesting mode	2022-08-05 12:23:14 +02:00
robcaulk	05ec5c5e54	generalize database url path for any db type	2022-08-05 12:19:29 +02:00
Matthias	9545402452	Improve defaults for config builder	2022-08-05 11:58:09 +02:00
Matthias	7675187c37	Use telegram message length to avoid constants	2022-08-05 07:31:19 +02:00
Matthias	cffc769549	Fix /profit endpoint calculations for partial sells ... * don't recalculate for closed trades * include realized_profit in the calculation part of #7178	2022-08-05 07:26:41 +02:00
Robert Caulk	51a6b4289f	improve DBSCAN performance for subsequent trainings	2022-08-04 17:41:58 +02:00
Robert Caulk	fe1b8515a8	fix bug in DBSCAN, update doc	2022-08-04 17:00:59 +02:00
robcaulk	29225e4baf	add DBSCAN outlier detection feature, add supporting documentation	2022-08-04 12:15:16 +02:00
Matthias	95327750dc	Final abs. profit should not be doubled in rpc messages	2022-08-04 07:07:54 +02:00
robcaulk	eae82d0222	fix bug with database url during backtesting. comment out example trade db analysis.	2022-08-03 16:17:57 +02:00
robcaulk	95d3009a95	give user ability to analyze live trade dataframe inside custom prediction model. Add documentation to explain new functionality	2022-08-02 20:14:02 +02:00
Matthias	d75e0a9820	Fix Flake8 errors after flake update	2022-08-01 06:43:59 +02:00
robcaulk	3013282dbf	remove non-catboost stuff from schema	2022-08-01 05:39:38 +02:00
robcaulk	946d4c7cfc	fix trailing whitespace for flake8	2022-07-31 18:39:46 +02:00
robcaulk	4e68626bcb	ensure convolutional window is prepended for frequi consistency	2022-07-31 17:51:19 +02:00
robcaulk	d830105605	*BREAKING CHANGE* remove unnecessary arguments from populate_any_indicators(), accommodate tests	2022-07-31 17:05:29 +02:00
robcaulk	153336d424	move corr_pairlist expansion to after expand_pairlist()	2022-07-31 15:45:28 +02:00
Matthias	659870312d	Use JSON Schema validation for freaAI schema validation	2022-07-31 15:23:27 +02:00
Kavinkumar	a4bada3ebe	Partial exit using average price (#6545) ... Introduce Partial exits	2022-07-31 14:19:04 +02:00
Matthias	369c6da5d8	Merge pull request #7146 from freqtrade/fix/liquidation ... Update liquidation price handling	2022-07-31 08:09:54 +02:00
Matthias	bad15f077c	Simplify fetch_positions by using already existing method	2022-07-30 17:49:06 +02:00
Matthias	fc31c890e3	Merge pull request #7135 from freqtrade/rpc/sendmsg ... Strategy allow rpc messages	2022-07-30 16:15:00 +02:00
Matthias	d046f0cc5e	Improve method wording for liquidation price setter	2022-07-30 16:11:31 +02:00
Matthias	dba7a7257d	Use stop_or_liquidation instead of stop_loss	2022-07-30 16:10:16 +02:00
Matthias	845cecd38f	Add stoploss or liquidation property	2022-07-30 16:10:16 +02:00
Matthias	15752ce3c2	Rename set_stoploss method to be fully private	2022-07-30 16:10:16 +02:00
Matthias	9852733ef7	Improve tests to align with modified logic	2022-07-30 16:10:16 +02:00
Matthias	8711b7d99f	Liquidations cannot be rejected.	2022-07-30 16:10:16 +02:00
Matthias	995be90f91	Liquidation should be a separate exit type	2022-07-30 16:10:16 +02:00
robcaulk	dd8288c090	expose full parameter set for SVM outlier detection. Set default shuffle to false to improve reproducibility	2022-07-30 13:40:05 +02:00
robcaulk	f22b140782	fix backtesting bug, undo move of label stat calc, fix example strat exit logic	2022-07-29 17:27:35 +02:00
robcaulk	08d3ac7ef8	add keras and conv_width to schema and documentation	2022-07-29 08:49:35 +02:00
robcaulk	59624181bd	isort BaseRegressionModel imports	2022-07-29 08:23:44 +02:00
robcaulk	c84d54b35e	Fix typing issue, avoid using .get() when unnecessary, convert to fstrings	2022-07-29 08:12:50 +02:00
Matthias	efbd83c56d	Small type and typo fixes in freqai_interface	2022-07-28 07:24:30 +02:00
Matthias	a2a0d35a24	Update missing typehints	2022-07-28 07:07:40 +02:00
Matthias	3273881282	Merge branch 'develop' into feat/freqai	2022-07-28 06:36:38 +02:00
Matthias	cc3ead9d7b	Set required_profit for stoploss guard, allowing to ignore small stoplosses. ... closes #7076	2022-07-27 19:52:39 +02:00
Matthias	f31106dc61	Minor comment fixes	2022-07-27 07:27:24 +02:00
Matthias	7bac054668	Add documentation and clarity for send_msg	2022-07-26 20:24:52 +02:00
Matthias	229e8864bb	Add send_msg capability to dataprovider	2022-07-26 20:15:49 +02:00
Matthias	bc760b7eb2	Simplify small segment in datadrawer	2022-07-26 19:41:49 +02:00
robcaulk	324e54c015	fix possible memory leak associated with Catboost Pool object	2022-07-26 17:29:29 +02:00
robcaulk	3f149c4067	fix return type in BaseTensorFlowModel	2022-07-26 16:01:54 +02:00
robcaulk	ad25a4cb56	reduce number of pair_dict lookups, remove coin_first	2022-07-26 15:58:40 +02:00
robcaulk	fb4e8430cd	isort auto import sorting	2022-07-26 10:51:39 +02:00
robcaulk	e213d0ad55	isolate data_drawer functions from data_kitchen, accommodate tests, add new test	2022-07-26 10:24:14 +02:00
robcaulk	56b17e6f3c	allow user to pass test_size = 0 and avoid using eval sets in prediction models	2022-07-25 19:40:13 +02:00
Matthias	4c68bec171	Fix problem in is_cancel_order_result_suitable ... fixes #7119	2022-07-25 17:47:52 +02:00
Robert Caulk	897f18a8c8	ensure proper integer type casting for timestamps. Add check test for backtesting subdaily time periods	2022-07-25 15:07:09 +02:00
Robert Caulk	7b105532d1	fix mypy error and add test for principal component analysis	2022-07-25 11:46:59 +02:00
Robert Caulk	c9d46a5237	finish bringing follow_mode up to date	2022-07-25 09:24:40 +02:00
Robert Caulk	ab587747fb	first fix for follower path bug	2022-07-24 23:32:24 +02:00
Matthias	520ee3f7a1	Convert freqAI into packages	2022-07-24 17:07:45 +02:00
Matthias	1885deb632	More docstring changes	2022-07-24 16:54:39 +02:00
Matthias	70b7a254af	Update some areas to use default docstring formatting	2022-07-24 16:51:48 +02:00
Matthias	61c41fd919	Merge branch 'develop' into feat/freqai	2022-07-24 16:18:58 +02:00
Robert Caulk	88e10f7306	add exception for not passing timerange. Remove hard coded arguments for CatboostPredictionModels. Update docs	2022-07-24 09:01:23 +02:00
Robert Caulk	fff39eff9e	fix multitarget bug	2022-07-24 08:42:50 +02:00
Matthias	2eb1d18c2a	Don't load leverage tiers when not necessary	2022-07-23 19:56:38 +02:00
robcaulk	f3d46613ee	move prediction denormalization into datakitchen. remove duplicate associated code. avoid normalization/denormalization for string dtypes.	2022-07-23 17:14:33 +02:00
Matthias	81c1aa3c13	Update imports in freqAI sample strategies	2022-07-23 17:08:05 +02:00
Matthias	8a3cffcd1b	Remove remaining CustomModel references	2022-07-23 17:08:05 +02:00
Matthias	8fa6e8b4ba	Remove freqAI model bridge in favor of self.freqai	2022-07-23 17:08:05 +02:00
robcaulk	c91e23dc50	let user avoid normalizing labels	2022-07-23 16:14:13 +02:00
robcaulk	50d630a155	remove unnecessary comments from data_drawer.py	2022-07-23 13:35:44 +02:00
robcaulk	a1cff377ec	add record of contribution to data_kitchen.py	2022-07-23 13:32:04 +02:00
robcaulk	c2d6a0e891	add record of contribution to doc and source	2022-07-23 13:04:06 +02:00
Matthias	e97468964a	Add support for --timeframe-detail in hyperopt ... fix #7070	2022-07-23 08:52:03 +02:00
robcaulk	5559e605b8	small PR conversation resolutions	2022-07-22 17:46:14 +02:00
robcaulk	40f00196eb	use cloudpickle in place of pickle. define Paths once in data_drawer.	2022-07-22 17:37:51 +02:00
robcaulk	98c8a447b2	add LightGBMPredictionMultiModel	2022-07-22 12:40:51 +02:00
robcaulk	afcb0bec00	clean up obsolete comments, move remove_features_from_df to datakitchen	2022-07-22 12:29:20 +02:00
robcaulk	3205788bce	extend doc to include descriptions of the return values from FreqAI to the strategy	2022-07-21 22:11:46 +02:00
robcaulk	8033e0bf23	add counter to backtesting log so users know how many more pairs and how many more models will need to be trained	2022-07-21 13:22:12 +02:00
robcaulk	183dec866a	remove ability to backtest open ended timeranges (safer)	2022-07-21 13:02:52 +02:00
robcaulk	e694ea1cfd	make sure backtesting gets the populated indicators with slimmed down user strat	2022-07-21 12:48:09 +02:00
robcaulk	ca4dd58642	remove superceded function from datakitchen	2022-07-21 12:40:54 +02:00
robcaulk	8f86b0deaa	*breaking change* simplify user strat by consolidating feature loops into backend	2022-07-21 12:24:22 +02:00
robcaulk	e7337728bf	add separator in folder name just incase an asset ends in an integer	2022-07-21 11:25:28 +02:00
robcaulk	921a7ef216	add requirements-freqai.txt to builds	2022-07-20 15:51:25 +02:00
robcaulk	d43c146676	add more tests for datakitchen functionalities, add regression tests for freqai_interface train/backtest	2022-07-20 12:56:46 +02:00
lolong	9c051958a6	Feat/freqai (#7105) ... Vectorize weight setting, log training dates Co-authored-by: robcaulk <rob.caulk@gmail.com>	2022-07-19 17:49:18 +02:00
robcaulk	714d9534b6	start adding tests	2022-07-19 16:16:44 +02:00
lolong	ed0f8b1189	Improve FreqAI documentation (#7072) ... Improve doc + some other small fixes Co-authored-by: robcaulk <rob.caulk@gmail.com>	2022-07-18 11:57:52 +02:00
Robert Caulk	921f3899f0	revert pickle reading for historic predictions	2022-07-17 16:06:36 +02:00
Robert Caulk	41eeb99177	load pickle file for writing	2022-07-17 10:05:21 +02:00
Matthias	05a5ae4fcf	Update plotting to use entry/exit terminology	2022-07-16 22:28:46 +02:00
Robert Caulk	9d184586f1	fix bug in historic prediction saving	2022-07-16 21:16:59 +02:00
Matthias	f6bfd89cef	Merge branch 'develop' into feat/freqai	2022-07-16 18:14:34 +02:00
Matthias	423af371c0	Simplify calculation by calling "get_fee" only once	2022-07-16 17:59:05 +02:00
Matthias	4172f92bfc	simplify dry-run taker/maker selection	2022-07-16 17:25:13 +02:00
Matthias	8b2535a8da	Update Typing for fees	2022-07-16 15:42:17 +02:00
Matthias	8d2e22f009	Merge branch 'develop' into pr/samgermain/6780	2022-07-16 15:35:00 +02:00
Matthias	004bf31142	Merge pull request #7093 from freqtrade/fix/gate_futures_stoposs ... gateio futures - several fixes	2022-07-16 15:18:32 +02:00
Matthias	357000c478	Extract exchange validation to separate method	2022-07-16 13:45:26 +02:00
Matthias	d03dfb3934	Oder cost is real cost (including leverage)	2022-07-16 13:14:21 +02:00
Matthias	ed64e4299b	Stoploss orders should also be eligible to update closed fees	2022-07-16 13:14:21 +02:00
Matthias	415780a4fe	gateio order cost is not in contracts ... closes #7081	2022-07-16 13:14:21 +02:00
Matthias	7b8a5585dd	Fetch 2ndary stoploss order once the order triggered.	2022-07-16 13:14:21 +02:00
Matthias	7c4dd4c48c	Support fee cost as string ... closes #7056	2022-07-16 13:14:21 +02:00
Matthias	40e2da10f3	Add hypeorpt cloudpickle magic ... closes #7078	2022-07-16 11:49:33 +02:00
Wagner Costa Santos	ca2029a46b	fix issue when bot restarts with same identifier, does not load prediction history	2022-07-14 18:55:24 -03:00
Matthias	cdc58058d7	Add candletype to notebook example ... closes #7084, closes #7073	2022-07-14 19:40:26 +02:00
robcaulk	4141d165ff	add BaseTensorFlowModel class	2022-07-12 19:10:09 +02:00
robcaulk	ef409dd345	Add ground work for TensorFlow models, add protections from common mistakes	2022-07-12 18:09:17 +02:00
Robert Caulk	fea63fba12	Fix saving/loading historic predictions	2022-07-12 10:12:50 +02:00
Robert Caulk	8ce6b18318	start collecting indefinite history of predictions. Allow user to generate statistics on these predictions. Direct FreqAI to save these to disk and reload them if available.	2022-07-11 22:01:48 +02:00
Matthias	0669d93f56	Merge pull request #7068 from freqtrade/ccxt_ordertype_validations ... Ccxt ordertype validations	2022-07-11 19:41:05 +02:00
Matthias	5c164efdb6	Also check for createLimitOrder as optionals	2022-07-11 16:09:12 +02:00
Matthias	f9d3775d4c	Move "candle" logic for message to telegram ... this avoids calling this method unless necessary	2022-07-11 14:09:39 +02:00
Matthias	9a3a2f9013	Simplify adding candle to message	2022-07-11 13:55:32 +02:00
Matthias	8e8f026ea7	Telegram candle message should be configurable	2022-07-11 12:14:19 +02:00
Matthias	ed03ef47ef	Merge branch 'develop' into pr/SurferAdmin/6916	2022-07-11 11:49:22 +02:00
Matthias	ec3179156c	Revert unwanted changes.	2022-07-11 11:48:24 +02:00
Matthias	3fc92b1b21	Create BaseRegression model - designed to reduce code duplication across currently available models.	2022-07-11 11:33:59 +02:00
Matthias	6ac1aa15f5	Reenable ccxt order checks	2022-07-11 10:36:19 +02:00
Matthias	523d8a84a8	skip "supports market order" for now until CCXT fixes their assignemnt bugs.	2022-07-11 10:22:51 +02:00
Matthias	7d6b3d0e02	Update hyperopt param docs to be clear that non-conclusive parameters will be ignored	2022-07-11 08:17:16 +02:00
Robert Caulk	607455919e	Change config parameter names to improve clarity and consistency throughout the code (!!breaking change, please check discord support channel for migration instructions or review templates/FreqaiExampleStrategy.py config_examples/config_freqai_futures.example.json file changes!!)	2022-07-10 12:35:44 +02:00
Matthias	819cc9c0e4	Fully align LightGBM with Catboost	2022-07-10 11:06:18 +02:00
Matthias	58b18770e3	Fix LightGBM missing argument in predict method	2022-07-10 11:05:35 +02:00
Matthias	9313a2d294	Update leverage tiers to latest version	2022-07-10 10:11:39 +02:00
Matthias	2e1061af64	Fix faulty LightGBM model	2022-07-09 08:21:42 +00:00
Matthias	c98e7ea055	Revert allowing empty currency for futures	2022-07-09 08:57:15 +02:00
Matthias	b7167ec880	Fix wrong fee calclulation for gateio futures	2022-07-09 08:51:59 +02:00
Matthias	5b733a723d	use "fees" for trades responses	2022-07-09 08:51:28 +02:00
Matthias	81f7d77d74	Allow fee currency to be empty for futures	2022-07-09 08:51:28 +02:00
Matthias	2499276fca	Refactor calculate_fee_rate to take separate parameters instead of an "Order" ... we passed in a trade object anyway	2022-07-09 08:51:28 +02:00
Matthias	e52f82b565	Add leverage to custom_stake_amount callback ... closes #7047	2022-07-08 19:44:20 +02:00
Matthias	b39508f64d	remove loadMarkets from "required" section, ... it's now implied that all ccxt exchanges provide this method.	2022-07-07 19:44:54 +02:00
robcaulk	d9acdc9767	remove excess, increase no model warning clarity	2022-07-06 18:20:21 +02:00
Matthias	dbc3376fe9	Add alias for gate to gateio	2022-07-06 07:12:13 +02:00
robcaulk	514f7d491c	change rejected to denied	2022-07-05 12:58:43 +02:00
robcaulk	647f9b5460	replace the word abortion with rejected in log messages	2022-07-05 12:49:09 +02:00
robcaulk	4cac67fd66	Catch infrequent issue associated with grabbing first candle	2022-07-05 12:43:33 +02:00
Matthias	6f0721ae2b	Update dry-order-fix to use sqlalchemy internals	2022-07-04 17:17:39 +02:00
Matthias	6da3fa08e4	Update migrations to also support Postgres ... closes #7038	2022-07-04 11:14:59 +02:00
robcaulk	bd3a6ba2fe	update backtesting to handle new output framework	2022-07-03 17:34:44 +02:00
robcaulk	8ac8d53c32	All LGBMRegressor model parameters are now set in config	2022-07-03 16:30:01 +02:00
robcaulk	a6077ac7f4	Merge feat/freqai into develop to get new features	2022-07-03 16:17:13 +02:00
Matthias	07aa372e2a	Ensure bot_loop_start is called in hyperopt, too ... closes #7001	2022-07-03 14:10:59 +02:00
Matthias	c5e6520fee	Reorder methods in freqtradebot	2022-07-03 13:35:26 +02:00
robcaulk	4ff0ef7359	fix bug returning multiple targets for training	2022-07-03 12:15:59 +02:00
Matthias	f2fdc21374	Only use exit_tag if exit_type i exit_signal ... closes #7027	2022-07-03 11:07:05 +02:00
robcaulk	ffb39a5029	black formatting on freqai files	2022-07-03 10:59:38 +02:00
robcaulk	106131ff0f	Rehaul organization of return values	2022-07-02 18:09:38 +02:00
robcaulk	93e1410ed9	first step toward cleaning output and enabling multimodel training per pair	2022-07-01 14:00:30 +02:00
robcaulk	6c7d02cb18	expose nu in the SVM outlier detection via svm_nu in config	2022-06-28 15:12:25 +02:00
robcaulk	7dfbd432d1	fix config saving bug, assign priorities to pairs in scanning, sleep the scanning loop to reduce CPU usage	2022-06-27 11:35:33 +02:00
robcaulk	68bafa9517	archive config to the model folder, filter out features before returning dataframe to strategy (to alleviate frequi issues)`	2022-06-26 23:03:48 +02:00
robcaulk	051b99791d	reduce unnecessary verbosity, fix error on first training sweep, add LightGBMPredictionModel	2022-06-26 19:04:23 +02:00
Matthias	2b07d34611	Revert several undesired changes	2022-06-23 20:47:51 +02:00
Matthias	8bf0bf10c5	Merge branch 'develop' into pr/SmartManoj/6859	2022-06-23 20:43:35 +02:00
Surfer	06571e99aa	Merge branch 'freqtrade:develop' into develop	2022-06-22 09:38:23 -04:00
Matthias	53e5483daa	Store StopPrice for dry-run orders ... closes #6996	2022-06-22 06:31:51 +02:00
Surfer	cc4e5b26f0	Merge branch 'freqtrade:develop' into develop	2022-06-21 14:16:03 -04:00
Surfer Admin	e2a94d75b4	Merge branch 'develop' of https://github.com/Surfableio/freqtrade into develop	2022-06-21 14:06:56 -04:00
Surfer Admin	405ea74f16	stopPrice	2022-06-21 14:06:41 -04:00
Matthias	3a0f31fe89	Merge pull request #6914 from freqtrade/leverage_tiers_async ... Leverage tiers async	2022-06-21 10:18:40 +02:00
Robert Caulk	852706cd6b	Fix default behavior for expiration_hours	2022-06-21 08:12:51 +02:00
robcaulk	b35c64b6c0	fix bug in backtest, typo in example strat	2022-06-19 16:41:09 +02:00
Matthias	0d967f93ba	Improve performance of some RPC calls ... These don't need orders to be loaded. As a side-effect, this will also reduce the strain on the database.	2022-06-19 16:13:04 +02:00
Matthias	0809f9aef6	Add offset to trade response	2022-06-18 19:27:05 +02:00
Matthias	bb61250bfe	Merge pull request #6987 from freqtrade/profit_metrics ... Profit metrics	2022-06-18 17:20:20 +02:00
Matthias	0168343b76	Add trading-volume to api schema	2022-06-18 16:53:25 +02:00
Matthias	474e6705e6	Add Profit factor to backtesting	2022-06-18 16:35:40 +02:00
Matthias	8c46d19071	Fix backtesting bug ... balance was never released on cancelled trades	2022-06-18 16:27:54 +02:00
robcaulk	3599d18ff6	fix bug in follow_mode, thanks @blood4rc	2022-06-18 12:05:28 +02:00
Matthias	40c9abc7e1	Add trading volume to /profit output	2022-06-18 11:40:32 +02:00
Matthias	6a15d36d14	Add Drawdown and profit_factor to /profit ... #6816	2022-06-18 11:14:28 +02:00
Matthias	d77ce468ea	Add "dry" hint to buy/sell messages ... part of #6962	2022-06-18 09:40:53 +02:00
Matthias	03815cb81b	Use fstrings in telegram messaging	2022-06-18 09:23:16 +02:00
Matthias	d62273294d	Update /help for /fx to align with actual command name ... closes #6985	2022-06-18 09:10:33 +02:00
Matthias	017fd03180	Fix but with late entries in backtesting	2022-06-18 09:05:22 +02:00
Matthias	616bf315cb	gateio: futures market orders require IOC to be set.	2022-06-17 23:02:39 +02:00
Matthias	fda8248d41	Gateio allow market orders on futures markets	2022-06-17 22:43:24 +02:00
robcaulk	6da7a98857	add docstrings to new functions, remove superceded code	2022-06-17 16:16:23 +02:00
robcaulk	f631ae911b	add model expiration feature, fix bug in DI return values	2022-06-17 14:55:40 +02:00
Matthias	6bdf9c2a94	Simplify trade profit calculations further	2022-06-17 11:17:05 +00:00
Matthias	91f9818ae3	Simplify trade calculations	2022-06-17 09:53:29 +00:00
Matthias	d7770c507b	Remove implicit use of certain rates in profit calculations	2022-06-17 07:00:42 +00:00
robcaulk	0b0688a91e	ensure scanning purges models	2022-06-16 16:12:38 +02:00
Surfer	36f7315481	Merge branch 'freqtrade:develop' into develop	2022-06-16 08:19:57 -04:00
robcaulk	c5de0c49e4	first functional scanning commit	2022-06-16 00:24:18 +02:00
robcaulk	4d472a0ea1	merging datarehaul into scanning branch	2022-06-16 00:22:49 +02:00
Matthias	8f32fa5cb3	Avoid exception on exchange recycling if __init__ fails	2022-06-15 20:13:07 +02:00
Matthias	f9e2e87346	Improve some formatting and typehints	2022-06-15 20:03:36 +02:00
Matthias	ec40e79362	Merge pull request #6874 from froggleston/buy_reasons ... Buy reasons	2022-06-15 19:06:00 +02:00
froggleston	14110bd5ca	Merge branch 'buy_reasons' of github.com:froggleston/freqtrade into buy_reasons	2022-06-15 11:25:24 +01:00
froggleston	c391ca08de	Change backtesting-analysis options to space separated lists	2022-06-15 11:25:06 +01:00
Matthias	29d8aeb9b3	Don't fail on invalid parameter	2022-06-15 07:13:47 +02:00
Matthias	3c62df6b86	Ensure the same timestamp is used for backtest and signal export	2022-06-15 06:53:52 +02:00
froggleston	6bb342f23a	Add export-filename support	2022-06-14 16:54:27 +01:00
Matthias	01a68e1060	Remove unnecessary check and condition	2022-06-13 20:48:49 +02:00
Matthias	1ffee96bad	Fix protection parameters not loading from parameter file ... closes #6978	2022-06-13 19:59:05 +02:00
Matthias	d5fd1f9c38	Improve order filled handling	2022-06-13 13:24:48 +00:00
Matthias	c981ad4608	Fix missing space	2022-06-12 08:31:02 +02:00
Matthias	75a248cf42	Fstring freqAI sample strategy, remove duplicate features	2022-06-11 19:56:37 +02:00
Matthias	2e1ed132f7	Merge pull request #6964 from freqtrade/rpc_rel_daily ... Telegram / api daily relative profit	2022-06-11 19:31:32 +02:00
Matthias	9c65fad73f	Merge Pull request #6919 into develop	2022-06-11 17:49:32 +02:00
Matthias	4b70e03daa	Add some rudimentary tsts for discord webhook integration	2022-06-11 17:49:23 +02:00
Matthias	fdfa94bcc3	make discord notifications fully configurable.	2022-06-11 17:43:46 +02:00
Matthias	f816c15e1e	Update discord message format	2022-06-11 16:48:28 +02:00
Matthias	3a06337601	Update API to provide new values.	2022-06-11 11:28:45 +02:00
Matthias	9ba11f7bcc	Update docs and tests for new daily command	2022-06-11 11:26:49 +02:00
Matthias	76827b31a9	Add relative profit to daily/weekly commands	2022-06-11 11:18:21 +02:00
robcaulk	eb47c74096	merge datarehaul into main freqai branch	2022-06-10 20:26:19 +02:00
Matthias	76f87377ba	Reduce decimals on FIAT daily column	2022-06-10 20:18:53 +02:00
Matthias	e8f8cd9d36	Merge pull request #6960 from italodamato/opt-ask-force-new-points ... remove `random_state` condition when sampling random points	2022-06-10 19:45:36 +02:00
Italo	7142394121	remove random_state condition ... otherwise the random sample always draws the same set of points	2022-06-10 09:46:45 +01:00
Matthias	ad3c01736e	time aggregate to only query for data necessary ... improves the query by not creating a full trade object.	2022-06-10 07:26:53 +02:00
Matthias	2218313f5c	Merge pull request #6957 from freqtrade/rpc_consolidate_daily ... Rpc consolidate daily	2022-06-10 06:39:59 +02:00
Italo	dce9fdd0e4	don't overwrite is_random ... this should fix issue #6746	2022-06-09 20:06:23 +01:00
Matthias	8fb743b91d	improve variable wording	2022-06-09 20:13:26 +02:00
Matthias	dd32127014	Merge pull request #6944 from gaugau3000/develop ... give extra info on rate origin for confirm_trade_*	2022-06-09 20:10:29 +02:00
Matthias	1ddd5f1901	Update docstring throughout the bot.	2022-06-09 19:41:08 +02:00
Matthias	88f8cbe172	Update tests to reflect new naming	2022-06-09 19:38:18 +02:00
Matthias	a547001601	Reduce Telegram "unit" stats	2022-06-09 07:06:32 +02:00
Matthias	d4dd026310	Consolidate monthly stats to common method	2022-06-09 07:06:32 +02:00
Matthias	3cb15a2a54	Combine weekly and daily profit methods	2022-06-09 07:06:32 +02:00
Matthias	c550cd8b0d	Simplify query in freqtradebot	2022-06-09 07:04:46 +02:00
Matthias	7eacb847b0	Fix backtesting bug when order is not replaced	2022-06-08 20:21:45 +02:00
robcaulk	d9b79d94e4	increase candle update flexibility to allow long sequential trainings that may last more than one candle	2022-06-07 20:57:10 +02:00
robcaulk	66800c7a45	ensure newest candles are always appended	2022-06-07 20:24:23 +02:00
robcaulk	f8f25e36ef	update example config/strat	2022-06-07 19:54:45 +02:00
robcaulk	15d049cffe	detect if upper tf candles are new or not, append if so. Correct the epoch for candle update check	2022-06-07 19:49:20 +02:00
Matthias	9534d6cca1	Cancel orders which can no longer be found after several days	2022-06-07 07:03:40 +02:00
robcaulk	cab8f517b4	add lock to datadrawer	2022-06-07 01:07:30 +02:00
robcaulk	4b26b6aaec	add lock to any historic data access	2022-06-07 00:54:18 +02:00
Robert Caulk	3c2e314ee5	Fix bugs	2022-06-06 16:26:07 -06:00
Robert Caulk	e6c5e737a2	Fix other bugs	2022-06-06 16:24:32 -06:00
Robert Caulk	bf19055e53	Update function spelling	2022-06-06 15:56:12 -06:00
Robert Caulk	2451ed8c88	Quick bug fix	2022-06-06 15:11:54 -06:00
Matthias	0b806af487	Add orders column to btresult	2022-06-06 10:59:10 +02:00
Matthias	79107fd062	Add minimal order object serialization	2022-06-05 22:12:27 +02:00
Matthias	8369d5bedd	Include open orders in json responses	2022-06-05 22:12:27 +02:00
Matthias	c0ff554d5b	Cleanup old, left open dry-run orders	2022-06-05 22:12:27 +02:00
Matthias	f709222943	Properly close out orders in backtesting	2022-06-05 22:12:27 +02:00
Matthias	c499bb051f	Allow empty unfilledtimeout for webserver mode	2022-06-05 19:41:17 +02:00
Matthias	a790bad1e4	Add entry_tag to leverage callback ... closes #6929	2022-06-05 10:24:54 +02:00
robcaulk	d6b8801f41	fix follower bug	2022-06-05 04:40:58 +02:00
robcaulk	e8c0dcf9f3	add debug message to timerange	2022-06-03 17:14:07 +02:00
robcaulk	f2762e3b4b	fix bug in return_values()	2022-06-03 16:58:51 +02:00
robcaulk	16b4a5b71f	rehaul of backend data management - increasing performance by holding history in memory, reducing load on the ratelimit by only pinging exchange once per candle. Improve code readability.	2022-06-03 15:19:46 +02:00
robcaulk	15a971346d	catch infinity values when filtering	2022-06-02 17:13:20 +02:00
Robert Caulk	7d41542f93	process_only_new_candles in examplestrat should be True, thanks @Bloodhunter4rc	2022-06-02 07:24:08 -06:00
robcaulk	fea39254d9	fix custom_exit (thanks @paranoidandy)	2022-06-02 14:58:45 +02:00
robcaulk	b37c31cc21	fix ta-lib issue with simultaneous method access	2022-06-02 14:37:40 +02:00
robcaulk	4ac6ef2972	make defining period intervals more user friendly and flexible	2022-06-02 13:45:29 +02:00
robcaulk	ace951bf7e	another queue bug fix for fresh starts	2022-06-02 13:28:06 +02:00
Anuj Shah	eb4adeab4d	fix flake8 issues	2022-06-02 11:19:29 +05:30
Anuj Shah	45c47bda60	refactor into discord rpc module	2022-06-01 21:14:48 +05:30
Anuj Shah	afd8e85835	feat: add support for discord notification	2022-06-01 15:54:32 +05:30
robcaulk	833d25bda0	Save data after queue reorg	2022-06-01 08:05:38 +02:00
robcaulk	0b0dd8dd80	Force high priority pair to be trained before anything else.	2022-06-01 07:55:05 +02:00
Surfer Admin	7fe8b7661d	Display the signal candle analyzed in telegram.	2022-05-31 15:46:43 -04:00
Matthias	34a44b9dd2	Fix backtesting bug when canceling orders ... closes #6911	2022-05-31 20:32:41 +02:00
Matthias	66edbcd3d5	Fix slight backtesting bug in edge-case scenarios	2022-05-31 20:08:34 +02:00
robcaulk	7523ed825e	automatically detect maximum required data based on user fed indicators (to avoid NaNs in dataset for rolling indicators), add new config parameter for backtesting to let users increase their startup_candles to accommodate high timeframe indicators, add docs to explain all. Add new feature for automatic indicator duplication according to user defined intervals (exhibited in example strat and configs now).	2022-05-31 18:42:27 +02:00
Matthias	3549176370	Update missleading docstring ... closes #6913	2022-05-31 17:52:45 +02:00
Matthias	88845f6d88	Fix cancel order deleting trade ... if one order was successfully filled, the trade cannot be deleted. closes #6907	2022-05-31 17:49:51 +02:00
robcaulk	9b3b08a2bb	let follower purge old model files	2022-05-31 15:37:38 +02:00
robcaulk	bac4ced382	Ensure follower predictions are persistent and uniquely stored	2022-05-31 14:35:04 +02:00
robcaulk	70adf55643	Automatically detect and change follower data_path to accommodate remote systems	2022-05-31 12:35:09 +02:00
robcaulk	0306f5ca13	Add autopurge feature so that FreqAI cleans up after itself when it no longer needs old models on disk	2022-05-31 11:58:21 +02:00
Matthias	cce8d1aa4d	Update get_market_leverage_tiers to be async	2022-05-31 08:48:34 +00:00
Matthias	be6e0813db	Remove --strategy from analysis test	2022-05-31 06:53:03 +02:00
robcaulk	45f4f0f603	ensure follower sends back null arrays in case leader hasnt created a model file yet	2022-05-31 01:48:48 +02:00
robcaulk	29d2f59f12	fix PCA bug	2022-05-31 00:40:45 +02:00
robcaulk	606f18e5c1	Add follow_mode feature so that secondary bots can be launched with the same identifier and load models trained by the leader	2022-05-30 21:35:48 +02:00
Matthias	c285ad0e2b	Remove --strategy parameters, update docs	2022-05-30 20:26:24 +02:00
robcaulk	5b4c649d43	detect variable sized dataframes coming from strat, adjust our stored/returned data accordingly	2022-05-30 13:55:46 +02:00
robcaulk	e229902381	fix bug in previous commit	2022-05-30 12:48:22 +02:00
robcaulk	a20651efd8	Increase performance by only predicting on most recent candle instead of full strat provided dataframe. Collect predictions and store them so that we can feed true predictions back to strategy (so that frequi isnt updating historic predictions based on newly trained models).	2022-05-30 11:37:05 +02:00
Matthias	8e2c7e1298	extract detect_parameters to separate function	2022-05-30 07:26:26 +02:00
Matthias	eaa656f859	Hyperoptable parameters can be instance attributes	2022-05-30 07:07:47 +02:00
Matthias	386d3e0353	Rename stop/roi loading method	2022-05-30 06:52:44 +02:00
Matthias	ad8ff10a05	Minor doc changes	2022-05-30 06:32:46 +02:00
robcaulk	2f1a2c1cd7	allow users to store data in custom formats, update spot config to reflect better target horizon to training period ratio	2022-05-30 02:12:31 +02:00
robcaulk	d59eac3321	revert a79032b	2022-05-29 21:33:38 +02:00
robcaulk	a79032bf75	fixing bug in training queue	2022-05-29 20:19:32 +02:00
Matthias	056047f635	Fix --help	2022-05-29 20:07:02 +02:00
robcaulk	3f72263278	allow pairs deeper in the queue to get trained if the higher priority pairs dont need training	2022-05-29 20:02:43 +02:00
robcaulk	cc6cae47ec	allow pairs deeper in the queue to get trained if the higher priority pairs dont need training	2022-05-29 19:49:43 +02:00
robcaulk	4eb4753e20	allow subdaily retraining for backtesting	2022-05-29 17:44:35 +02:00
froggleston	9a068c0b14	Add test for each analysis group, remove default table output if not indicator-list	2022-05-29 16:25:31 +01:00
Matthias	e6affcc23e	Move parameter file loading to hyper-mixin	2022-05-29 16:39:52 +02:00
Matthias	1ee08d22d2	Delay parameter init ... closes #6894	2022-05-29 16:39:52 +02:00
robcaulk	0aa7162055	ensure the prediction is reset in the pair_dict after any trade exit, not just custom_exit	2022-05-29 16:36:46 +02:00
robcaulk	fe36b08fce	fix key error in example strat	2022-05-29 16:26:34 +02:00
robcaulk	ce365eb9e3	improve example strat so that it has dynamic buy and sell logic according to original prediction	2022-05-29 14:45:46 +02:00
froggleston	df1c36e5aa	Change command name, use load_backtest_stats for strategy resolving	2022-05-29 11:54:27 +01:00
froggleston	c59209a01a	Merge branch 'buy_reasons' of github.com:froggleston/freqtrade into buy_reasons	2022-05-29 11:20:32 +01:00
froggleston	e7c5818d16	First pass changes for cleaning up	2022-05-29 11:20:11 +01:00
Matthias	a875a7dc40	Use unified stopPrice for binance	2022-05-29 11:01:01 +02:00
Matthias	f64f2b1ad8	Fix /stats Formatting issue in multi-message settings	2022-05-29 10:34:22 +02:00
robcaulk	4eb29c8810	Dont reset pair priority if it doesnt successfully train	2022-05-28 18:34:26 +02:00
robcaulk	83dd453723	catch errors occuring on background thread, and make sure to keep the ball rolling. Improve pair retraining queue.	2022-05-28 18:26:19 +02:00
robcaulk	e54614fa2f	remove remnants of single threaded version, ensure pair queue priority is checked before retraining	2022-05-28 14:55:07 +02:00
robcaulk	2a4d1e2d64	fix bug in setting new timerange for retraining	2022-05-28 12:23:26 +02:00
robcaulk	7870a86e9a	fix live retraining bug	2022-05-28 11:38:57 +02:00
robcaulk	0bf915054d	handle key check correctly	2022-05-28 11:22:32 +02:00
robcaulk	c5a16e91fb	throw user error if user tries to load models but feeds the wrong features (while using PCA)	2022-05-28 11:11:41 +02:00
robcaulk	b8f9c3557b	dirty dirty, dont look here (hacking a flag to avoid reloading leverage_tiers in dry/live)	2022-05-27 13:56:34 +02:00
robcaulk	891fb87712	give load_cached_data_for_updating the right flags to avoid redownloading data in dry/live	2022-05-27 13:38:22 +02:00
robcaulk	65fdebab75	let load_pairs_histories load futures candles in live	2022-05-27 13:01:33 +02:00
robcaulk	c080571b7a	help futures go dry/live with auto download feature	2022-05-27 12:23:32 +02:00
Matthias	24cf044646	Fix bybit spot mode	2022-05-27 08:18:04 +00:00
robcaulk	8a501831d6	fix the error logic on previous commit	2022-05-27 01:15:55 +02:00
robcaulk	23c30dbc10	add error for user trying to backtest with backtest_period<1	2022-05-27 00:43:52 +02:00
robcaulk	6193205012	fix bug for target_mean/std array merging in backtesting	2022-05-26 21:07:50 +02:00
Matthias	43b7955fc2	Fully rely on pathlib	2022-05-26 19:37:55 +02:00
Matthias	682daa4e94	Reset logging mixin to avoid random test failure	2022-05-26 18:05:40 +02:00
Stefano Ariestasia	e1c6cf5f91	fix typo	2022-05-26 10:12:50 +09:00
Matthias	537d10c627	Improve some typing	2022-05-25 20:43:43 +02:00
Matthias	3e66275c98	Refactor bot_start to separate function ... to be reused further ...	2022-05-25 20:01:21 +02:00
robcaulk	ff531c416f	reduce complexity inside start_download_data() in an effort to appease flake8	2022-05-25 15:31:50 +02:00
robcaulk	d79983c791	try to pass flake8	2022-05-25 14:55:19 +02:00
robcaulk	7593339c14	small cleanup	2022-05-25 14:42:46 +02:00
robcaulk	b79d4e8876	Allow user to go live and start from pretrained models (after a completed backtest) by simply reusing the identifier config parameter while dry/live.	2022-05-25 14:40:32 +02:00
robcaulk	7486d9d9e2	proper validation of freqai config parameters	2022-05-25 12:37:25 +02:00
Matthias	b2968df5dc	Fix some type problems	2022-05-25 10:13:37 +00:00
robcaulk	7ff3258607	remove assertions, log error if user has not assigned freqai in config, fix stratify bug	2022-05-25 11:43:45 +02:00
robcaulk	35bed842cb	cleanup, add clarity to comments and docstrings	2022-05-25 11:31:03 +02:00
froggleston	2873ca6d38	Add cleanup, adjust _print_table for indicators, add rsi to test output	2022-05-25 09:57:12 +01:00
froggleston	3adda84b96	Update docs, add test	2022-05-24 20:27:15 +01:00
Matthias	d6773bc32c	Merge pull request #6886 from freqtrade/fix/typing ... Fix/typing	2022-05-24 19:41:59 +02:00
Matthias	a8ee77cd5e	Simplify backtesting typechecking	2022-05-24 19:13:35 +02:00
robcaulk	58b5abbaa6	improve multithreaded training queue system	2022-05-24 15:28:38 +02:00
robcaulk	31ae2b3060	alleviate FutureWarning in sklearn about ensuring svm model features are passed with identical order	2022-05-24 14:46:16 +02:00
froggleston	8c03ebb78f	Fix group 0 table, add pathlib.Path use	2022-05-24 12:48:13 +01:00
robcaulk	255d35976e	add priority metadata to pairs to avoid a sync of train time + train period	2022-05-24 12:58:53 +02:00
froggleston	80c6190c05	Fix analyze_commands setup	2022-05-24 11:47:26 +01:00
froggleston	ae1ede58da	Fix import order	2022-05-24 11:47:26 +01:00
froggleston	a1a09a802b	Add analyze_commands	2022-05-24 11:47:25 +01:00
froggleston	9488e8992d	First commit for integrating buy_reasons into FT	2022-05-24 11:47:25 +01:00
robcaulk	059c285425	paying closer attention to managing live retraining on separate thread without affecting prediction of other coins on master thread	2022-05-24 12:01:01 +02:00
Matthias	7f3853bbcd	Merge pull request #6883 from freqtrade/makeProcessCandlesTrue ... Change default value of process_only_new_candles to True since False …	2022-05-24 07:03:14 +02:00
Matthias	904f094b80	Don't reassign method, but implement it properly	2022-05-24 06:59:54 +02:00
Matthias	23e089061b	Merge pull request #6870 from freqtrade/should_exit_list ... Should exit list	2022-05-24 06:57:50 +02:00
Matthias	0a713faca8	Fix some type errors	2022-05-24 06:54:16 +02:00
Matthias	f1a72e448a	Align interfaces and strategy templates	2022-05-24 06:54:16 +02:00
Matthias	3f68c3b68e	Update some types	2022-05-24 06:54:16 +02:00
Matthias	7f4161ff78	Add typehints to strategy wrapper	2022-05-24 06:54:16 +02:00
Matthias	07ec3b27fe	Add typing information to retrier decorator	2022-05-24 06:54:16 +02:00
robcaulk	b0d2d13eb1	improve data persistence/mapping for live/dry. This accommodates quick reloads after crash and handles multi-pair cleanly	2022-05-23 21:05:05 +02:00
Matthias	42ae8ba6fb	Refactor hyperopt parameters to separate file	2022-05-23 20:18:09 +02:00
robcaulk	e1c068ca66	add config asserts, use .get method with default values for optional functionality, move data_cleaning_* to freqai_interface (away from user custom pred model) since it is controlled by config params.	2022-05-23 12:07:09 +02:00
robcaulk	5c4014ee62	Change default value of process_only_new_candles to True since False is an uncommon usecase for expert strategy devs	2022-05-23 10:24:58 +02:00
robcaulk	dede128648	set process_only_new_candles to true in example strat	2022-05-23 10:15:59 +02:00
robcaulk	ee3cdd0ffe	more cleanup	2022-05-23 09:55:58 +02:00
Matthias	eb5fe9e3ae	Merge pull request #6857 from froggleston/develop ... Add support for fudging unavailable funding rates, allowing backtesti…	2022-05-23 06:31:51 +02:00
robcaulk	3587bd82e1	cleanup superceded code	2022-05-23 00:10:36 +02:00
robcaulk	af0cc21af9	Enable hourly/minute retraining in live/dry. Suppress catboost folder output. Update config + constants + docs to reflect updates.	2022-05-23 00:06:26 +02:00
Matthias	e3beaae8be	update hyperopt typing	2022-05-22 19:32:32 +02:00
Matthias	0b5544ef9e	Stoploss fill should fill as "filled" notification ... Closes #6873	2022-05-22 19:18:12 +02:00
robcaulk	42d95af829	Aggregated commit. Adding support vector machine for outlier detection, improve user interface to dry/live, better standardization, fix various other bugs	2022-05-22 17:51:49 +02:00
Matthias	938a66511a	Update Documentation for new confirm_trade_exit behavior	2022-05-22 11:28:11 +02:00
Matthias	3692fcd3d5	Improve exit signal sequence	2022-05-22 11:01:18 +02:00
Matthias	ce3bfd59f5	Add explicit should_sell test	2022-05-22 10:31:29 +02:00
Matthias	bdb904e714	Should_exit should return all sell signals	2022-05-22 10:17:49 +02:00
Matthias	1315d02437	Fix startup sending "longed" messages for open stoplosses	2022-05-22 09:01:46 +02:00
Matthias	26d394ca74	Add liquidation Price to api response	2022-05-22 08:54:27 +02:00
Matthias	1ff1e3b43d	Merge pull request #6869 from freqtrade/update_levtiers ... Update leveraged tiers	2022-05-22 08:35:02 +02:00
Matthias	f006978caf	Be more explicit in default value	2022-05-21 17:35:49 +02:00
Matthias	97abcf4b32	Add documentation for leverage_tiers update	2022-05-21 16:10:00 +02:00
Matthias	963cc17c18	Update leveraged tiers	2022-05-21 16:05:00 +02:00
Matthias	0d388b561b	Add test for "combine_funding_and_mark", fix bug	2022-05-21 09:03:30 +02:00
Matthias	2df42a3035	Move "funding fillup" logic to exchange class	2022-05-21 08:50:39 +02:00
Matthias	6bd5535d6c	Use exchange method to combine funding and mark candles	2022-05-21 08:31:34 +02:00
froggleston	c499a92f57	Remove surplus mark columns, and make fillna on funding rate only	2022-05-20 11:48:53 +01:00
Matthias	0138114fc2	Merge pull request #6866 from freqtrade/dry_order_db ... Dry orders from db	2022-05-20 12:10:09 +02:00
Matthias	c3e3188c6a	Rename variable	2022-05-20 11:30:25 +02:00
robcaulk	c5ecf94177	move live retraining to separate thread.	2022-05-19 21:15:58 +02:00
Matthias	46ea135b6b	Update dry-run considerations	2022-05-19 20:10:11 +02:00
Matthias	219363fffb	Check for both ask and bid in SpreadFilter ... closes #6865	2022-05-19 19:53:23 +02:00
Matthias	56a73575a1	Add explicit test for order_to_ccxt	2022-05-19 19:29:39 +02:00
robcaulk	1fae6c9ef7	keep model accessible in memory to avoid loading objects from disk during live/dry	2022-05-19 19:27:38 +02:00
robcaulk	67eb94c69d	download-data will now check if freqai is active in config, and if so will also download data for corr_pairlist	2022-05-19 17:55:00 +02:00
robcaulk	89eacf2f47	Retrain model if FreqAI found a pretrained model but user strategy is not passing the expected features (user has changed the features in the strategy but has passed a the same config[freqai][identifier]). Logger warning output to user.	2022-05-19 17:15:50 +02:00
Matthias	a3d9384bc0	Remove clean-dry-run code	2022-05-19 06:56:34 +02:00
Matthias	0a95ef6ab2	Don't reset open orders in dry-run on restart	2022-05-19 06:42:38 +02:00
froggleston	363098d32d	Fix reversed makr/funding_rate columns	2022-05-18 12:56:43 +01:00
froggleston	736f9f4972	Fix docs and add outer join support for merging funding rates across full timerange	2022-05-18 12:47:37 +01:00
மனோஜ்குமார் பழனிச்சாமி	2b61aa282a	Removed None in dict.get() ... https://stackoverflow.com/a/12631641 Extra Changes: freqtrade\freqtradebot.py:70 freqtrade\plugins\pairlistmanager.py:31	2022-05-18 03:41:10 +05:30
froggleston	37e4ede65c	Fix flake issues	2022-05-17 22:32:17 +01:00
froggleston	bb758da940	Add support for fudging unavailable funding rates, allowing backtesting of timeranges where futures candles are available, but rates are not	2022-05-17 22:05:33 +01:00
Matthias	c81b960791	Fix some typos	2022-05-17 19:58:36 +02:00
robcaulk	db66b82f6f	accept open-ended timeranges from user	2022-05-17 19:50:06 +02:00
robcaulk	d1d451c27e	auto populate features based on a prepended % in the strategy (remove feature assignment from config). Update doc/constants/example strategy to reflect change	2022-05-17 18:15:03 +02:00
robcaulk	8664e8f9a3	create a prediction_models folder where basic prediction models can live (similar to optimize/hyperopt-loss. Update resolver/docs/and gitignore to accommodate change	2022-05-17 17:13:38 +02:00
eSeR1805	34684ec86a	Merge branch 'freqtrade:develop' into feat_bt_cancel_entry_reporting	2022-05-17 14:09:57 +03:00
eSeR1805	0585b378b3	BT: Report canceled/replaced orders also.	2022-05-17 14:07:42 +03:00
eSeR1805	6e8f24f6a7	BT: track canceled/replaced orders also.	2022-05-17 14:07:02 +03:00
Matthias	8d46e16c46	Merge pull request #6848 from freqtrade/datahandler_case ... Datahandler case insensitive	2022-05-17 09:34:11 +02:00
Matthias	1cd8ebc8c8	Merge pull request #6847 from freqtrade/use_Precise ... Use precise	2022-05-17 09:33:39 +02:00
Matthias	6fd003c655	Merge pull request #6851 from eSeR1805/feat_bt_cancel_entry_reporting ... BT: Reporting canceled trade entries	2022-05-17 07:05:26 +02:00
மனோஜ்குமார் பழனிச்சாமி	7cd0f8a7b1	Merge branch 'develop' into patch-10	2022-05-17 08:07:13 +05:30
eSeR1805	f2e2e57237	Report trade entries canceled by user.	2022-05-17 01:41:31 +03:00
eSeR1805	fb7c0792c0	Track trade entries canceled by user.	2022-05-17 01:41:01 +03:00
Matthias	76637d3939	Simplify timeframe-transition	2022-05-16 20:10:52 +02:00
Matthias	2e65a1793d	Add fallback to load 1M files as well as 1Mo files	2022-05-16 19:48:27 +02:00
Matthias	a1048fb619	Store monthly candles as "Mo"	2022-05-16 19:39:43 +02:00
Matthias	9607d04279	Improve ccxt imports	2022-05-16 19:22:07 +02:00
Matthias	c8e0fc926d	Update to do Builtin Precise math	2022-05-16 19:21:38 +02:00
Matthias	a793cf8f05	Use ccxt's "precise" to do precise math	2022-05-16 19:21:38 +02:00
Matthias	528509f809	Extract get_price_side from get_rate	2022-05-16 19:20:13 +02:00
Stefano Ariestasia	2cb8eecf18	add space	2022-05-16 07:43:36 +09:00
Stefano Ariestasia	e21f6a7787	missing newline	2022-05-16 07:28:40 +09:00