Commit Graph

792 Commits

Author SHA1 Message Date
Matthias
bb6c31c55a Improve formatting in drawdown calc 2024-02-26 13:54:19 +01:00
Matthias
ec1b676ab4 Fix edge-case when calculating cagr
edge-case with leveraged trades - yielding a negative final balance.
closes #9820
2024-02-26 13:53:10 +01:00
Matthias
27556f934e Don't load empty dataframes - skip these
closes #9811
2024-02-26 13:53:10 +01:00
Matthias
9a8ae99fc7 Add debug output showing the pair to be converted
part of #9811
2024-02-26 13:53:10 +01:00
Matthias
82771cf85c Slightly improve memory-usage of kraken-convert 2024-02-26 13:51:39 +01:00
Matthias
34b046355a Allow wildcards for pairs filter 2024-02-26 13:51:39 +01:00
Matthias
4351d93f23 Allow limiting kraken pairs to --pairs selection 2024-02-26 13:51:39 +01:00
Joe Schr
d15f17a03f chore: remove unused parameter pairs from populate_dataframe_with_trades 2024-02-26 12:00:36 +01:00
Joe Schr
bff93e31c8 Moves orderflow logic to it's own file 2024-02-12 13:45:56 +01:00
Joe Schr
64e9784d1f Remove formatting changes 2024-02-12 13:45:56 +01:00
Joe Schr
d7b88194e0 Resolve various issues and comments 2024-02-12 13:45:56 +01:00
Joe Schr
6e7a536c7a Replaces public_trades_to_dataframe with trades_list_to_df 2024-02-12 13:45:56 +01:00
Joe Schr
a7e4a5e2dc Removes clean_duplicate_trades 2024-02-12 12:11:52 +01:00
Joe Schr
50070bc2ca Removes unused import 2024-02-12 09:39:09 +01:00
Joe Schr
0a4da26f2d Resolve using trades directly from trades_load when backtesting 2024-02-12 09:29:30 +01:00
Joe Schr
0fd2aca47e Remove if since 2024-02-11 13:14:17 +01:00
Joe Schr
e8c911e7b4 Remove since/until superfluous arguments 2024-02-11 13:04:39 +01:00
Matthias
fc15f98b80 Reduce unnecessary newlines 2024-02-10 17:45:03 +01:00
Matthias
4b0383f197 Fix overly long lines 2024-02-10 17:40:24 +01:00
Matthias
a216a08f09 Formatting ... 2024-02-10 17:29:17 +01:00
Matthias
7ae69a9cde update imports 2024-02-10 17:27:11 +01:00
Joe Schr
849413c5ea Changes scale from type int to float 2024-02-10 11:53:40 +01:00
Joe Schr
4ae63d7ecb Fix superfluous formatting 2024-02-09 13:15:12 +01:00
Joe Schr
9ec45ce042 Ruff fix 2024-02-08 19:48:53 +01:00
Joe Schr
1a0610f3e4 mypy fixes 2024-02-08 12:11:10 +01:00
Joe Schr
d6e3464973 Flake8 fix 2024-02-07 13:39:02 +01:00
Joe Schr
ca8cb73efa Ruff fixes 2024-02-07 13:37:17 +01:00
Joe Schr
69eb35deff Ruff fixes 2024-02-07 13:35:20 +01:00
Joe Schr
634e81c7e0 Fix ruff 2024-02-07 13:10:04 +01:00
Joe Schr
79074ea4b3 Fix untrue ruff error by adding line ignore 2024-02-07 12:51:18 +01:00
Joe Schr
39ba6fe56b Ruff --fix 2024-02-07 12:48:15 +01:00
Joe Schr
72a20e9928 Ruff changes for clean_duplicate_trades, populate_dataframe_with_trades, public_trades_to_dataframe 2024-02-07 12:42:30 +01:00
Joe Schr
b117f1b474 Fix superfluous changes 2024-02-07 12:30:50 +01:00
Joe Schr
e6c1c3d60b Fix immediate rename of argument 2024-02-07 12:30:50 +01:00
Joe Schr
f61c75ffcc Fix isort imports 2024-02-06 20:35:16 +01:00
Joe Schr
43645729a0 Don't fetch trades for informatitve pairs 2024-02-02 14:33:45 +01:00
Joe Schr
2833169955 Merge remote-tracking branch 'upstream/develop' into feature/fetch-public-trades 2024-02-01 11:46:38 +01:00
Matthias
817aaa164c Enhance list-data (detailed) view with "candles" column 2024-01-24 20:13:06 +01:00
Matthias
ea9c51570f use resample_freq where possible 2024-01-24 19:19:16 +01:00
Matthias
6b78dac6f0 Re-align naming for resample_freq generator 2024-01-23 07:12:27 +01:00
Matthias
0a40a345fe use timeframe_as_resample_freq for trade_parallel analysis 2024-01-23 07:11:59 +01:00
Matthias
656b32814b Have trade_converter use timeframe_as_resample_freq 2024-01-23 07:10:25 +01:00
Matthias
c9c44a4710 Extract resample_interval generation 2024-01-23 07:02:09 +01:00
Matthias
5167f6936d Prepare converter to work on 1s data. 2024-01-23 06:42:12 +01:00
Matthias
1b70e9b074 Point users to the pair naming docs when download-data yields no pairs. 2024-01-07 15:22:53 +01:00
Matthias
f028bdf342 Improve funding fee migration logic 2024-01-04 17:06:15 +01:00
Matthias
983764ad0a Add "migrate funding fee timeframe" logic 2024-01-04 16:44:17 +01:00
Matthias
a12f368796 Move binance migration to behind migrations gate 2024-01-04 16:25:40 +01:00
Matthias
c9dd99a4b5 Enhance test to properly capture correct downloading of different futures types 2024-01-04 16:03:53 +01:00
Matthias
67d3dca49c Fix funding-fee downloading in the wrong timeframe 2024-01-04 15:52:19 +01:00