Commit Graph

13218 Commits

Author SHA1 Message Date
Matthias
0cb28f3d82 Use kwarg for rounding_mode, update tests with additional parameter 2023-03-26 11:00:41 +02:00
Matthias
d0d0cbe1d1 Implement price_to_precision logic for stoploss 2023-03-26 10:37:18 +02:00
Matthias
02078456fc Merge branch 'develop' into pr/asuiu/8296 2023-03-26 10:28:02 +02:00
Matthias
01dfb1cba8 Revert having price_rounding_mode as configuration 2023-03-26 10:24:47 +02:00
Matthias
ee205ddc86 Improve trade.from_json when stops are used 2023-03-25 20:26:56 +01:00
Matthias
298f5685ee Reuse existing "cancel_stoploss" call 2023-03-25 20:06:21 +01:00
Matthias
d426077445 Merge branch 'develop' of github.com:freqtrade/freqtrade into develop 2023-03-25 16:33:07 +01:00
Matthias
9aa455fcd4
Merge pull request #8364 from freqtrade/robcaulk-patch-1
Update freqai_interface.py
2023-03-25 16:27:25 +01:00
Robert Caulk
d9c8b322ce
Update freqai_interface.py 2023-03-25 13:37:07 +01:00
Matthias
f7c1ee6d3e add precision values to api schema 2023-03-25 11:55:47 +01:00
Matthias
9c6a49436b Export amount/price precisions per trade 2023-03-25 11:42:19 +01:00
Matthias
c0a57d352f send base_currency with messages that need it. 2023-03-25 08:16:07 +01:00
hippocritical
efefcb240b
Merge branch 'freqtrade:develop' into develop 2023-03-24 22:37:21 +01:00
Matthias
cbdd86d777 Fix test failures due to additional field 2023-03-24 21:05:10 +01:00
Matthias
281dd7785e Fix some remaining type errors 2023-03-24 20:56:18 +01:00
Matthias
ad58bac810 Type WS messagetypes 2023-03-24 20:54:28 +01:00
Matthias
8928d3616a Improve msgtypes 2023-03-24 20:47:53 +01:00
Matthias
e8cffeeffd Update RPCStatusMessage type 2023-03-24 20:36:29 +01:00
Matthias
76d289f0ce Don't overwrite types 2023-03-24 20:35:01 +01:00
Matthias
245ae99273 Further typing ... 2023-03-24 20:33:00 +01:00
Matthias
70ad7b42b1 Improve msg typing 2023-03-24 20:33:00 +01:00
Matthias
0ece73578c Add typedDict for RPC messages
Currently not fully functional.
2023-03-24 20:33:00 +01:00
Matthias
b317524ed7 protect adjust_trade_position from crashing in case of unsafe code 2023-03-24 20:27:45 +01:00
Matthias
469166636c Set initial stoploss when creating the order
This ensures that a trade never has "None" as stoploss
2023-03-24 07:27:45 +01:00
Matthias
150c5510c7 Don''t fully fail bot when invalid price value is reached
closes #8300
2023-03-22 19:46:07 +01:00
Yinon Polak
479aafc331 rename Torch to PyTorch 2023-03-22 17:50:00 +02:00
hippocritical
f57787882d Merge remote-tracking branch 'origin/develop' into develop 2023-03-22 12:44:29 +01:00
hippocritical
d12a7ff18b freqtrades' merge broke my side, fixed it by porting it over to my develop branch, no changes with this commit logic-wise. 2023-03-22 12:32:39 +01:00
Robert Caulk
bdf19f1d66
Update freqai_interface.py 2023-03-21 22:44:56 +01:00
Matthias
8cf3e9f91b Accept "insufficient funds" error on set_leverage from stop calls
closes #8341
2023-03-21 19:29:27 +01:00
Matthias
36c45fd14f Remove unused argument from set_leverage 2023-03-21 19:14:09 +01:00
Joe Schr
0128b63c1c add 'feather' to AVAILABLE_DATAHANDLERS_TRADES 2023-03-21 19:13:32 +01:00
Joe Schr
e16db814fa featherdatahandler: implement trades_store/_trades_load 2023-03-21 17:56:51 +01:00
robcaulk
1ba01746a0 organize pytorch files 2023-03-21 15:09:54 +01:00
Yinon Polak
83a7d888bc type hint init in pytorch mlp classes 2023-03-21 15:19:34 +02:00
Yinon Polak
a80afc8f1b add optional target tensor squeezing to pytorch trainer 2023-03-21 13:20:54 +02:00
Yinon Polak
97339e14cf round up divisions in calc_n_epochs 2023-03-21 12:29:05 +02:00
Yinon Polak
443263803c unsqueeze target tensor when 1 dimensional 2023-03-21 11:42:05 +02:00
Yinon Polak
9906e7d646 clean code 2023-03-21 11:23:45 +02:00
Yinon Polak
e8f040bfbd add class_name attribute to freqai interface 2023-03-20 20:38:43 +02:00
Matthias
97c420b2df Add explicit test for okx lev_prep 2023-03-20 19:27:48 +01:00
Yinon Polak
a4b617e482 type hints fixes 2023-03-20 20:22:28 +02:00
Matthias
7b5e322ef2
Merge pull request #8360 from freqtrade/okx_stop
Okx stoploss on exchange
2023-03-20 19:19:59 +01:00
Yinon Polak
c06cd38951 clean code 2023-03-20 19:55:39 +02:00
Yinon Polak
0a55753faf move default attributes of pytorch classifier to initializer,
to prevent mypy from complaining
2023-03-20 19:40:36 +02:00
Yinon Polak
6b4d9f97c1 clean code 2023-03-20 19:28:30 +02:00
Matthias
639987cbab Prevent parameter reuse 2023-03-20 18:19:17 +01:00
Matthias
56c2aa89bc
Merge pull request #8344 from freqtrade/fix/db_concurrent
Fix db concurrent problem
2023-03-20 18:17:09 +01:00
Yinon Polak
500c401b75 improve pytorch classifier documentation 2023-03-20 18:41:04 +02:00
Yinon Polak
9aec1ddb17 sort imports 2023-03-20 18:41:04 +02:00
Yinon Polak
d98890f32e sort imports 2023-03-20 18:41:04 +02:00
Yinon Polak
f659f8e309 remove unused imports 2023-03-20 18:41:04 +02:00
Yinon Polak
54db239175 add pytorch regressor example 2023-03-20 18:41:04 +02:00
Yinon Polak
601c37f862 refactor classifiers class names 2023-03-20 18:41:04 +02:00
Yinon Polak
501e746c52 improve mlp documentation 2023-03-20 18:41:04 +02:00
Yinon Polak
d04146d1b1 improve mlp documentation 2023-03-20 18:41:04 +02:00
Yinon Polak
ea08931ab3 add mlp documentation 2023-03-20 18:41:04 +02:00
Yinon Polak
ddd1b5c0ff modify feedforward net, move layer norm to start of thr block 2023-03-20 18:41:04 +02:00
Yinon Polak
fbf7049ac5 sort imports 2023-03-20 18:41:04 +02:00
Yinon Polak
833aaf8e10 create children class to PyTorchClassifier to implement the fit method where we initialize the trainer and model objects 2023-03-20 18:41:04 +02:00
robcaulk
fab505be1b cheat flake8 for now until we can refactor save into the model class 2023-03-20 18:41:03 +02:00
Richard Jozsa
66c326b789 Add proper handling of multiple environments 2023-03-20 15:54:58 +01:00
Matthias
4f4bfdac4d Adjustments to okx stoploss 2023-03-20 09:00:00 +01:00
Matthias
a7c7f720c0 Add test for okx fetch_stop 2023-03-19 20:03:34 +01:00
Matthias
224f289ec8 OKX Stop: Add some more okx specific logic 2023-03-19 19:45:30 +01:00
Matthias
d84ece7258 Use conditional orders for stop orders 2023-03-19 19:44:35 +01:00
Matthias
6c5dc7e0a9 OKX: improve stop order handling 2023-03-19 19:44:35 +01:00
Matthias
df20757d21 OKX stop: implement proper stoploss fetching 2023-03-19 19:44:35 +01:00
Matthias
a2ce288241 Add okx stoploss on exchange (non-working for futures). 2023-03-19 19:44:35 +01:00
Matthias
ce3efa8f00 Remove pointless asserts 2023-03-19 18:05:08 +01:00
Matthias
c92f28bf6f ruff: Activate UP ruleset 2023-03-19 17:57:56 +01:00
Matthias
222ecdecd2 Improve code quality 2023-03-19 17:50:08 +01:00
Matthias
3d91dd8a98 Support post-only orders for Binance spot
closes #8044
2023-03-19 15:36:35 +01:00
Matthias
9ccc3e52ec Simplify time in force code structure 2023-03-19 15:30:27 +01:00
Matthias
f5f151fcc5 Fix typing error 2023-03-19 15:06:56 +01:00
Matthias
f455e3327c Simplify method further 2023-03-19 15:01:37 +01:00
Matthias
cd9c2c4c23 Merge branch 'develop' into pr/froggleston/7861 2023-03-19 15:00:20 +01:00
Matthias
af6fc886f6 Small refactor for new methods 2023-03-19 14:56:41 +01:00
hippocritical
763f4f4a3e
Merge branch 'freqtrade:develop' into strategy_utils 2023-03-18 20:15:12 +01:00
hippocritical
4925d8f580 Merge remote-tracking branch 'origin/strategy_utils' into strategy_utils 2023-03-18 20:07:34 +01:00
hippocritical
b1f88e8861 fixed typo from trades to trade 2023-03-18 20:02:55 +01:00
Matthias
62c8dd98d5 Use combination of thread-local and asyncio-aware session context 2023-03-18 19:28:22 +01:00
Matthias
b0a7b64d44 Close sessions after telegram calls 2023-03-18 19:28:22 +01:00
Matthias
d808dd49e8 Fix ruff violation 2023-03-18 19:28:13 +01:00
Matthias
818d2bf92a Fix stoploss on exchange value in /show_config call 2023-03-18 18:02:46 +01:00
Matthias
477dc50425 Add pair output to "tossed" messages 2023-03-18 16:32:07 +00:00
Robert Caulk
186fe5933b
Merge pull request #8338 from freqtrade/freqai_exception
Fix exceptions when training fails
2023-03-18 12:56:25 +01:00
Matthias
8ab35bbaf3
Merge pull request #8340 from freqtrade/sqlalchemy2_queyr
remove Sqlalchemy .query usage
2023-03-18 08:10:56 +01:00
Matthias
9044052b4e Fix exceptions when training fails 2023-03-17 18:29:10 +01:00
hippocritical
209811d23a
Merge branch 'freqtrade:develop' into strategy_utils 2023-03-17 08:48:52 +01:00
Matthias
b7709126f9 remove .query completely 2023-03-16 18:07:22 +01:00
Robert Caulk
00054dcfde
Merge pull request #8307 from initrv/tensorboard-category
Improve tensorboard_log
2023-03-16 11:10:29 +01:00
Matthias
6ed337faa3 Update several tests to remove .query 2023-03-16 07:04:15 +01:00
Matthias
e579ff9532 Simplify pairlock querying 2023-03-16 06:48:12 +01:00
Matthias
ae361e1d5d Update more .query usages 2023-03-16 06:44:53 +01:00
Richard Jozsa
d03fe1f8ee add latest experimental version of gymnasium 2023-03-16 00:53:37 +01:00
Matthias
8865af9104 Remove .query from pairlock 2023-03-15 21:21:00 +01:00
Matthias
aa54b77702 Rename _session to sessoin 2023-03-15 21:12:06 +01:00
Matthias
8073989c98 Remove more usages of .query 2023-03-15 21:10:47 +01:00
Matthias
d45599ca3b Fix some type errors 2023-03-15 21:09:25 +01:00
Matthias
b469addffb remove usage of .query from regular models 2023-03-15 21:00:30 +01:00
Matthias
95ff59a21c Improve documentation for get_trades_proxy 2023-03-15 07:23:54 +01:00
Matthias
8f29312c9e Minimum re-entry stake should not include stoploss 2023-03-14 08:14:01 +01:00
Matthias
5c280d5649 Improve emergency_exit handling 2023-03-13 20:28:13 +01:00
Matthias
487469680f Use correct exception type for ccxt.InvalidOrder 2023-03-13 20:13:12 +01:00
Matthias
8fd13933c3 Improve variable naming 2023-03-13 19:51:03 +01:00
Matthias
cf70deaf8d Disallow negative liquidation prices
part of #8300
2023-03-13 19:41:39 +01:00
Matthias
3d31eca365 Update Exception to contain more info
part of #8300
2023-03-13 19:40:52 +01:00
Matthias
d723979c42 Move total_trades to explicit variable 2023-03-13 19:21:53 +01:00
Yinon Polak
918889a2bd reduce mlp number of parameters for testing 2023-03-13 20:09:12 +02:00
initrv
f3a1177bad bring inc back 2023-03-13 17:53:35 +03:00
Matthias
0e663a5bf8 Refresh binance cached leverage tiers 2023-03-13 07:06:59 +01:00
Yinon Polak
d7ea750823 revert to using model_training_parameters 2023-03-13 00:35:51 +02:00
Yinon Polak
b6096efadd logging change 2023-03-13 00:35:14 +02:00
Yinon Polak
b927c9dc01 remove train loss calculation from estimate_loss 2023-03-13 00:17:34 +02:00
Yinon Polak
523a58d3d6 simplify statement for pytorch file_type extension 2023-03-13 00:16:44 +02:00
Matthias
fbca8e6587 Allow empty pairlock reasons through api
closes #8312
2023-03-12 21:31:08 +01:00
initrv
a10f78e3ef fix increment in case of 0 2023-03-12 23:29:27 +03:00
Matthias
f584edf809 Improve tests by simply running a full strategy through everything 2023-03-12 16:45:56 +01:00
Matthias
0911cd72a2 Add test for strategy-updater start method 2023-03-12 15:59:14 +01:00
Matthias
d2a412d2c6 Simplify start_strategy_update 2023-03-12 15:47:03 +01:00
Matthias
cb086f79ff Improve doc wording and command parameters 2023-03-12 15:46:44 +01:00
Yinon Polak
0012fe36ca sort imports 2023-03-12 16:16:04 +02:00
hippocritical
d186f8f1e1
Merge branch 'freqtrade:develop' into strategy_utils 2023-03-12 14:40:02 +01:00
Yinon Polak
cb17b36981 simplify file_type check comparisons 2023-03-12 14:50:08 +02:00
Yinon Polak
f9fdf1c31b generalize mlp model 2023-03-12 14:31:08 +02:00
Yinon Polak
1cf0e7be24 use one iteration on all test and train data for evaluation 2023-03-12 12:48:15 +02:00
initrv
82cb107520 add tensorboard category 2023-03-12 01:32:55 +03:00
Matthias
8726a4645d Don't use deprecated Type construct 2023-03-11 15:15:32 +01:00
Matthias
59d2ff3ffa Simplify handle_cancel_exit 2023-03-11 15:15:10 +01:00
Matthias
39c651e40c Remove pointless reset of close_profit 2023-03-11 15:15:02 +01:00
Matthias
a76ca771f8 telegram: Fix sending telegram message with exception 2023-03-10 18:09:05 +01:00
hippocritical
f722823b0d Merge remote-tracking branch 'origin/strategy_utils' into strategy_utils 2023-03-10 09:24:08 +01:00
hippocritical
a3988f56b2 Sorry matthias, did not see that you already committed something and did overwrite you.
Added your version to it instead of mine and pushed again (since it was already overwritten by me).
2023-03-10 09:23:56 +01:00
hippocritical
5a467eb969
Merge branch 'freqtrade:develop' into strategy_utils 2023-03-10 09:18:44 +01:00
hippocritical
5f8202e1b5 Merge remote-tracking branch 'origin/strategy_utils' into strategy_utils
# Conflicts:
#	freqtrade/commands/strategy_utils_commands.py
#	tests/test_strategy_updater.py
2023-03-10 09:00:00 +01:00
hippocritical
bfc7f48f17 added checks for python3.8 or lower since ast_comments.unparse() needs python 3.9 or higher.
testing with python 3.8 would make the build fail tests, skipping it there.
2023-03-10 08:59:07 +01:00
Matthias
5b2a291109
Merge pull request #8273 from freqtrade/stop_from_open_lev
Stop from open lev
2023-03-09 19:44:16 +01:00
Matthias
d3a3ddbc61 Check if exchang provides bid/ask via fetch_tickers - and fail with spread filter if it doesn't.
closes #8286
2023-03-09 19:42:43 +01:00
Yinon Polak
8a9f2aedbb improve documentation 2023-03-09 14:55:52 +02:00
Yinon Polak
e88a0d5248 convert single quotes to double quotes 2023-03-09 13:29:11 +02:00
Yinon Polak
2ef11faba7 reformat documentation 2023-03-09 13:25:20 +02:00
Yinon Polak
c9eee2944b reformat documentation 2023-03-09 13:01:04 +02:00
Yinon Polak
6f962362f2 expand pytorch trainer documentation 2023-03-09 12:45:46 +02:00
Yinon Polak
ba5de0cd00 add documentation 2023-03-09 11:21:10 +02:00
Yinon Polak
3081b9402b add documentation 2023-03-09 11:14:54 +02:00
Matthias
30fd1e742e Add 3.8 block for strategyUpdater 2023-03-09 07:46:58 +00:00
Matthias
4d8e3c25bd Merge branch 'develop' into strategy_utils 2023-03-09 07:12:48 +00:00
ASU
1132fa6093 feat: Added price_rounding modes in config 2023-03-09 02:11:31 +02:00
robcaulk
d10ee0979a ensure training_features_list is updated properly 2023-03-08 19:37:11 +01:00
Matthias
0318486bee Update stoploss_from_open documentation for leverage adjustment 2023-03-08 19:35:26 +01:00
Robert Caulk
85e345fc48
Update BaseReinforcementLearningModel.py 2023-03-08 19:29:39 +01:00
Yinon Polak
1597c3aa89 set class names in IStrategy.set_freqai_targets method, also save class name with model meta data 2023-03-08 18:36:44 +02:00
Yinon Polak
7d26df01b8 fix tensor type hint 2023-03-08 16:17:19 +02:00
Yinon Polak
c8296ccb2d sort imports 2023-03-08 16:13:35 +02:00
Yinon Polak
8d60327d60 add missing import 2023-03-08 16:12:47 +02:00
Yinon Polak
04564dc134 add missing import 2023-03-08 16:11:51 +02:00
Yinon Polak
6161b858c4 sort imports 2023-03-08 16:10:25 +02:00
Yinon Polak
1921a07b89 sort imports 2023-03-08 16:08:04 +02:00
Yinon Polak
dfbb2e2b35 sort imports 2023-03-08 16:03:36 +02:00
Yinon Polak
1805db2b07 change documentation and small bugfix 2023-03-08 15:38:22 +02:00
Yinon Polak
76fbec0c17 ad multiclass target names encoder to ints 2023-03-08 14:29:38 +02:00
robcaulk
29d337fa02 ensure ohlc is dropped from both train and predict 2023-03-08 11:26:28 +01:00
robcaulk
d9dc831772 allow user to drop ohlc from features in RL 2023-03-07 11:33:54 +01:00
Yinon Polak
4241bff32a type hints fixes 2023-03-06 20:15:36 +02:00
Yinon Polak
5dd60eda36 type hints fixes 2023-03-06 19:37:08 +02:00
Yinon Polak
8acdd0b47c type hints fixes 2023-03-06 19:14:54 +02:00
Yinon Polak
125085fbaf add freqai.model_exists pytorch file type support 2023-03-06 18:10:49 +02:00
Yinon Polak
7eedcb9c14 reformat code 2023-03-06 17:56:07 +02:00
Yinon Polak
e6e747bcd8 reformat code 2023-03-06 17:50:02 +02:00
Yinon Polak
348a08f1c4 add todo - currently assuming class labels are strings ['0.0', '1.0' .. n_classes]. need to resolve it per ClassifierModel 2023-03-06 16:41:47 +02:00
Yinon Polak
b1ac2bf515 use data loader, add evaluation on epoch 2023-03-06 16:16:45 +02:00
Matthias
69e5377f3d
Merge pull request #8280 from freqtrade/dependabot/pip/develop/sqlalchemy-2.0.5.post1
Bump sqlalchemy from 2.0.4 to 2.0.5.post1
2023-03-06 08:20:17 +01:00
Matthias
d779d60812 Expose total_profit_ratio through API 2023-03-06 07:10:02 +01:00
Matthias
c4a80e33ea Fix missing newline in telegram /status 2023-03-06 07:01:25 +01:00
Matthias
cab1b750b3 Improve test accuracy 2023-03-06 06:39:05 +01:00
Matthias
9d285e3dc0 Add total_profit_ratio to telegram output
part of #8234
2023-03-06 06:39:05 +01:00
Matthias
fff08f737f /status msg - improve formatting further 2023-03-06 06:39:05 +01:00
Matthias
ca789b3282 /status - whitespace 2023-03-06 06:39:05 +01:00
Matthias
11eea9b4e1 Fix formatting for /status Realized profit 2023-03-06 06:39:05 +01:00
Matthias
de015a2d7e Improve telegram message formatting 2023-03-06 06:39:05 +01:00
Matthias
25fd4a04d6 Update sqlalchemy QueryPropertyDescriptor to match latest version 2023-03-06 06:34:37 +01:00
hippocritical
da44b39423 Merge remote-tracking branch 'origin/strategy_utils' into strategy_utils 2023-03-05 16:20:46 +01:00
hippocritical
d0d6f53dec fixed github formatting errors 2023-03-05 16:19:26 +01:00
Yinon Polak
751b205618 initial commit 2023-03-05 16:59:24 +02:00
hippocritical
5dd919b7ad
Merge branch 'freqtrade:develop' into strategy_utils 2023-03-05 12:30:26 +01:00
Matthias
9444bbb6f3 /maxentries should be in single tics. 2023-03-04 20:09:39 +01:00
Matthias
7c0c98a368 Properly format first entry value, too. 2023-03-04 20:08:20 +01:00
Matthias
60e651b481 Updat bybit ohlcv data to v5 2023-03-04 19:49:37 +01:00
Matthias
548db18857 Improve wording on partial exit notifications 2023-03-04 19:27:55 +01:00
Matthias
aec11618ce Telegram improved formatting 2023-03-04 18:28:15 +01:00
Matthias
f0cbb4f949 Expose relative realized profit 2023-03-04 18:20:31 +01:00
Matthias
027e023443 Stop from open with leverage 2023-03-04 18:02:47 +01:00
Andy Lawless
a3dee9350f Move bot_loop_start call to run on every candle 2023-03-03 20:37:05 +00:00
hippocritical
d92971cca1
Merge branch 'freqtrade:develop' into strategy_utils 2023-03-03 18:56:00 +01:00
hippocritical
87b7513401 fixed --strategy-list
moved ast comments to requirements.txt >=1.0.0 (since that is the first version that adds the comments unparsing)
2023-03-03 18:53:09 +01:00
Matthias
c03c3a5706 improve order REPR display 2023-03-03 18:12:41 +01:00
Matthias
6e9ff5fdd8
Merge pull request #8202 from freqtrade/remove-populate-any-indicators
remove populate_any_indicators
2023-03-03 06:33:25 +01:00
Matthias
022f85095e Show Number of exits
part of #8234
2023-03-03 06:31:40 +01:00
Matthias
103bd9e2f2 keep Trade.session private 2023-03-02 07:26:50 +01:00
Matthias
b980f45b2b Fix test mypy errors 2023-03-02 06:23:01 +01:00
Matthias
f0f72fdd33 Don't define "mapped" on LocalTrade class 2023-03-01 20:32:32 +01:00
Matthias
388dfec50b Remove last type error 2023-03-01 20:32:32 +01:00
Matthias
874413ccc5 Fix some style violations 2023-03-01 20:32:32 +01:00
Matthias
4a35d32b6a Improve trade stop types 2023-03-01 20:32:32 +01:00
Matthias
a1166b1077 allow null fee on calc_base_close 2023-03-01 20:32:32 +01:00
Matthias
e5c9cde36f Update trades_proxy typing 2023-03-01 20:32:32 +01:00
Matthias
b5f55c9b14 Improve type safety in backtesting 2023-03-01 20:32:32 +01:00
Matthias
7c09c01788 Add some more typehints 2023-03-01 20:32:32 +01:00
Matthias
0f914cf2bd Use Mapped for LocalTrade
this won't initialize sqlalchemy, as the base class is not inheriting from sqlalchemy.
2023-03-01 20:32:32 +01:00
Matthias
d175ab495b Move SessionType to base module 2023-03-01 20:32:32 +01:00
Matthias
764001a4c2 Don't reuse variable 2023-03-01 20:32:32 +01:00
Matthias
b65cff0adc Update "Query" type 2023-03-01 20:32:32 +01:00
Matthias
db4f4498dc Experimentally type query property ... 2023-03-01 20:32:32 +01:00
Matthias
c2c039151c Improve typesafety around trade object 2023-03-01 20:32:32 +01:00
Matthias
8765e3a4d6 Fix some Type issues 2023-03-01 20:32:32 +01:00
Matthias
f6b3998bbd Fix backtesting type incompatibilities 2023-03-01 20:32:32 +01:00
Matthias
0691bbaad9 Update some db types 2023-03-01 20:32:32 +01:00
Matthias
101d9ab87f Improvements - tests runnable again 2023-03-01 20:32:32 +01:00
Matthias
65a5cf64df Re-type session 2023-03-01 20:32:32 +01:00
Matthias
608a7c2d38 Add safe_close_rate 2023-03-01 20:32:31 +01:00
Matthias
e59eaf33e0 Update _session to session 2023-03-01 20:32:31 +01:00
Matthias
47b66f3220 More fun with types 2023-03-01 20:32:31 +01:00
Matthias
491f49388c "Mapped" for trade_model 2023-03-01 20:32:31 +01:00
Matthias
bb116456a9 Update Types for Order object 2023-03-01 20:32:31 +01:00
Matthias
13b1a3e737 Properly pairlock columns using mapped 2023-03-01 20:32:31 +01:00
Matthias
98791752a9 Update TradeModels to mapped_column 2023-03-01 20:32:31 +01:00
Matthias
0bd9b00132 Pairlock to mappedColumn 2023-03-01 20:32:31 +01:00
Matthias
39a658eac2 Update DeclarativeBase 2023-03-01 20:32:31 +01:00
Matthias
3c019e0e16 tentative augmented typing of Trade object 2023-03-01 20:32:31 +01:00
Matthias
41e27ba621 Enhance some type info 2023-03-01 20:32:31 +01:00
Matthias
9d455f58b1 Improve some trade model Types 2023-03-01 20:32:31 +01:00
Matthias
829e10ff87 Improve Type for models.py 2023-03-01 20:32:31 +01:00
Matthias
b62830031f Dummy-type query objects 2023-03-01 20:32:31 +01:00
Matthias
a553a9923a Update types for pairlock 2023-03-01 20:32:31 +01:00
Matthias
756c284ecd
Merge pull request #8225 from freqtrade/ruff2
Ruff - add PTH rule and subsequent changes
2023-03-01 20:27:06 +01:00
Matthias
d1b2e38ae9 if a stoploss order exists, always allow canceling that 2023-02-28 20:39:17 +01:00
Matthias
dd10dec73d Improve variable wording 2023-02-28 20:31:02 +01:00
Matthias
f822f1795a Reduce /status verbosity 2023-02-28 19:54:56 +01:00
Matthias
386915378b Improve /status message (show Total profit) 2023-02-28 19:54:47 +01:00
Matthias
0707e70183 Remove deprecated current_profit from api responses 2023-02-28 18:20:37 +01:00
Matthias
bebee15d10 Improve TradeSchema readability 2023-02-28 18:20:36 +01:00
Matthias
5660036f47
Merge pull request #8245 from eSAMTrade/bugfix-8244
Fix last_process related bug in RPC.health (BUG-#8231)
2023-02-28 18:18:53 +01:00
Matthias
244fd0e731
Merge pull request #8184 from LangLazy/feature
Feature market direction
2023-02-28 17:22:31 +01:00
Rahul
39331b59ed Fixed issues raised in PR 2023-02-27 22:51:22 +00:00
Matthias
65d1598a90 Show absolute profit in /status command 2023-02-27 21:17:02 +01:00
Matthias
46b987042b Include realized_profit in api output 2023-02-27 20:47:07 +01:00
Matthias
75d1dd2793 Properly round Stake currencies in telegram message 2023-02-27 20:47:07 +01:00
Matthias
e5c68661fe Simplify code line wrapping 2023-02-27 19:57:28 +01:00
Matthias
e482feed7d Further improve behavior for telegram /status with stop on exchange 2023-02-27 19:40:02 +01:00
Matthias
87fe4108a2 Fix order numeration to also work with stoploss on exchange 2023-02-27 18:24:19 +01:00
ASU
bcd416c83d Removed unresolved FreqTrade typehint 2023-02-27 16:18:24 +02:00
ASU
1d5608d627 Fix last_process related bug in RPC.health 2023-02-27 12:14:38 +02:00
Matthias
5b0bc5bbc5 Don't "fix" dry-run kucoin orders
closes #8229
2023-02-26 16:17:41 +01:00
Matthias
66c2e145cb
Merge pull request #7975 from freqtrade/improve-freqai-gap-handling
handle data gaps between FreqAI and DP better
2023-02-26 15:26:46 +01:00
Matthias
d3d7cb1b14
Merge pull request #8216 from freqtrade/close-rl-env
Close training and eval environments in ReinforcementLearner_multiproc
2023-02-26 15:20:32 +01:00
Matthias
e88bb4e05c Revert small change - otherwise the data is never updated. 2023-02-26 15:09:25 +01:00
Matthias
305eda74e2 Enable Complexity for ruff 2023-02-25 20:50:26 +01:00
Matthias
26315b6bc2 add PTH ruff selection 2023-02-25 17:17:05 +01:00
Matthias
d014e4590e use Path.open() instead of open 2023-02-25 17:15:54 +01:00
Matthias
c8a4a773ee Fix _pairs_last_refresh_time storing the wrong date
Depending on the drop_incomplete settings, this can lead to implicit bugs
2023-02-25 16:18:46 +01:00
Matthias
ff3aa7c1a9 Bump Version to 2023.3.dev 2023-02-25 16:18:33 +01:00
Matthias
be352ae014 Update more enums 2023-02-25 15:49:45 +01:00
Matthias
563742f13c Fix enum behavior for python 3.11
closes #8221
closes #8217
2023-02-25 15:49:45 +01:00
Matthias
dc2cfee056 Don't request sorted candles from HitBTC.
Apparently hitBTC cannot properly handle this anymore.

closes #8214
2023-02-25 13:49:16 +01:00
Matthias
3471f5204b Don't reuse variable 2023-02-24 14:34:41 +01:00
Matthias
521025037d
Merge pull request #8203 from freqtrade/add-bufer-train-data-candles
Add buffer_train_data_candles feature
2023-02-24 13:25:18 +01:00
Matthias
ac2a2512ef
Merge pull request #8210 from freqtrade/clean-data-drawer
Allow user to control number of historical model files
2023-02-24 13:19:38 +01:00
robcaulk
cb80d7c26f close the multi_proc env before creating new ones in an attempt to avoid increasing processes 2023-02-24 11:19:54 +01:00
Matthias
34c42be74f Fix minor stylistic errors 2023-02-23 20:06:10 +01:00
Matthias
659140e190 Add bt-error to UI backtest method. 2023-02-23 20:06:10 +01:00
Matthias
63e5d33028 Better handle backtest errors 2023-02-23 20:06:10 +01:00
Joe Schr
7d906fd4c2 refactor(if-gate): use temp variable instead of if-gate 2023-02-23 10:58:43 +01:00
robcaulk
b8f011a2ab give users ability to decide how many models to keep in dry/live 2023-02-22 22:27:56 +01:00
robcaulk
9633081c31 remove remnants of follower, clean data-drawer, improve doc 2023-02-22 22:01:41 +01:00
Matthias
0f878daa98 Remove some too generic noqa statements 2023-02-22 19:56:32 +01:00
Matthias
01d51aa979 Add necesary noqa statements 2023-02-22 19:56:32 +01:00
Matthias
f8fa5bd969 Fix gone wrong noqa ... 2023-02-22 19:56:32 +01:00
Matthias
18bbfa10e5 Reduce amount of variables for API backtesting 2023-02-22 19:56:32 +01:00
Matthias
ff1258fd20 Better handle random UI backtest errors 2023-02-22 19:56:32 +01:00
Alexander Malysh
070a7efd73
* fixed filename in model_exists 2023-02-22 14:52:20 +01:00
robcaulk
986bc63e54 raise OperationalException if latest historical data candle is older than earliest dataprovider candle 2023-02-21 21:23:58 +01:00
robcaulk
2b5c11c7b4 allow users to buffer train data with buffer_train_data_candles parameter 2023-02-21 21:08:34 +01:00
robcaulk
fd4e27d889 remove populate_any_indicators 2023-02-21 14:22:40 +01:00
Rahul Gudise
3033e27466 Added documentation for new telegram command 2023-02-20 15:53:29 -05:00
Achmad Fathoni
789c867c8f Fix outdated systemd related exception text. 2023-02-20 16:30:23 +07:00
Matthias
e9c64c5839 Update dependency to cysystemd
closes #8187
2023-02-19 19:30:27 +01:00
Rahul
8927a92eaf fixed lint issue 2023-02-19 16:11:21 +00:00
Matthias
b0ec35d526
Merge pull request #7904 from freqtrade/feat/shuffle_after_split
add shuffle_after_split option
2023-02-19 15:03:04 +01:00
Rahul
5fb539190d addressed some issues mentioned in PR 2023-02-18 23:50:02 +00:00
Matthias
f89b63b0c5 Fix dry-run stoploss orders filling "in place" after restart. 2023-02-18 19:25:11 +01:00
Rahul
72af1912ca added new text 2023-02-17 22:01:00 +00:00
hippocritical
08ca0f7c0f
Merge branch 'freqtrade:develop' into strategy_utils 2023-02-17 21:07:23 +01:00
hippocritical
06edc5c044 changed to ast_comments, added tests for comments. 2023-02-17 21:01:09 +01:00
Matthias
31c7b3e136 Update binance leverage tiers 2023-02-17 06:37:03 +01:00
Matthias
22700527ac Convert limit orders to market orders if they cross a threshold
closes #7786
2023-02-17 06:37:03 +01:00
Matthias
9600039686 Update dry-run fill method naming 2023-02-17 06:37:03 +01:00
Rahul
1a74ede126 Merge branch 'feature' of github.com:LangLazy/freqtrade into feature 2023-02-16 17:54:20 -05:00
Rahul Gudise
07c886a2b1
Merge branch 'freqtrade:develop' into feature 2023-02-16 17:54:14 -05:00
Rahul
b73089deb8 fixed a test 2023-02-16 17:51:50 -05:00
robcaulk
be85ef2707 add documentation for shuffle_after_split, add to constants 2023-02-16 18:50:11 +01:00
robcaulk
b6a741b421 merge develop into feat/shuffle_after_split 2023-02-16 18:46:01 +01:00
robcaulk
36d65e00f9 generalize model_exists() for RL and Keras 2023-02-16 18:33:40 +01:00
Matthias
8ef110cc5f Rename ob variable to orderbook 2023-02-16 06:38:58 +01:00
Matthias
de7d274fcf Pass orderbook to dry-run fill logic 2023-02-16 06:38:58 +01:00
Matthias
7c10921564 Improve Orderbook typing to align for diff. exchanges 2023-02-16 06:38:58 +01:00
Matthias
ecff21ac21 type Orderbook 2023-02-15 07:01:36 +01:00
Matthias
3397e47ccf Rename stoploss() to create_stoploss() 2023-02-14 20:42:08 +01:00
Matthias
6e55a873b3 Rename edge.stoploss to get_stoploss
this will make it clear that it's different from
2023-02-14 07:18:11 +01:00
Matthias
bddec476f9 Fix missing typehint in hyper.py 2023-02-13 20:13:26 +01:00
Matthias
cdd324d0a9 Rename stoploss_reached to ft_stoploss_reached 2023-02-13 20:08:54 +01:00
Matthias
ce7d24f529 Extract ft_stoploss_adjust to seperate method 2023-02-13 19:53:04 +01:00
Matthias
69d5459460 Improve stop behavior in SIGTERM cases (docker). 2023-02-13 18:25:15 +01:00
hippocritical
69a63975c1
Merge branch 'freqtrade:develop' into strategy_utils 2023-02-12 20:11:15 +01:00
Rahul
a3cc001f1b initial commit 2023-02-11 18:31:25 -05:00
Matthias
a3b4678ad6 stoploss_price_type for gate 2023-02-11 13:02:55 +01:00
Matthias
c229ba97a9 Update gateio terminology to Gate 2023-02-11 08:15:11 +01:00
robcaulk
8873a565ee expose raw features to the environment for use in calculate_reward 2023-02-10 15:48:18 +01:00
robcaulk
154b6711b3 use function level noqa ignore 2023-02-10 15:26:17 +01:00
robcaulk
4fc0edb8b7 add pair to environment for access inside calculate_reward 2023-02-10 14:45:50 +01:00
Matthias
eab724fe54 Merge branch 'develop' into fut/stop_price_type 2023-02-09 20:02:59 +01:00
Matthias
3d22ad36b8 Show Config should contain stoploss-on-exchange status 2023-02-08 07:08:42 +01:00
Matthias
102c1e799c realign binance set_leverage override 2023-02-08 07:08:42 +01:00
Matthias
997df2032e Add response_log for set_leverage 2023-02-08 07:08:42 +01:00
Matthias
c15e10fe1f Improve logic for initially placed stoploss 2023-02-08 07:08:42 +01:00
Matthias
5a61e076d7 Remove unused import 2023-02-07 19:19:59 +01:00
Matthias
953be8a7f8 Split validate_order_types to 2 functions to allow selective application 2023-02-07 18:00:44 +01:00
Matthias
8c0c2496c2 Temporarily disable gate advanced stop orders 2023-02-07 07:13:57 +01:00
Matthias
81619fb4a0 Properly use sqlalchemy column types 2023-02-06 19:51:51 +01:00
Matthias
82dad7ab17
Merge pull request #8086 from freqtrade/feat/cancel_order
Cancel open orders through UI/telegram
2023-02-06 19:43:21 +01:00
Matthias
b8a527e4a0 Add gateio price type field 2023-02-05 10:46:24 +01:00
Matthias
3497de3dd5 Add more validation 2023-02-05 10:38:58 +01:00
Matthias
2738c37845 Test stoploss validation ... 2023-02-05 10:38:58 +01:00
Matthias
c4fc811619 Add stop_price_type support (futures only!). 2023-02-05 10:38:58 +01:00
Matthias
a9241f61f9 Add Price Type Enum 2023-02-05 10:38:58 +01:00
Matthias
801714a588 Update function signatures in all templates
add typehints to help the user's editor suggest the right things.
2023-02-04 20:04:16 +01:00
robcaulk
0dd2472385 add metadata param to docstrings 2023-02-04 16:56:36 +01:00
robcaulk
e569f6f6df add explicit metadata argument to example strat, include it with backtesting 2023-02-04 16:53:17 +01:00
robcaulk
5da60b718d pass metadata dictionary to feature_engineering_* and set_freqai_targets functions. Add doc 2023-02-04 13:47:11 +01:00
Matthias
55850a5ccd Skip orders when correlated trade was deleted.
closes #8107
2023-02-04 08:39:25 +01:00
Matthias
3c4ff2e037
Merge pull request #8095 from freqtrade/remove-follow-mode
remove follow mode in favor of producer consumer
2023-02-03 07:02:56 +01:00
Matthias
618eb951d3 Add ft_bot_start to notebook docs
part of #8066
2023-02-02 19:26:48 +01:00
Matthias
e95eb220c5
Merge pull request #8101 from obseries/develop
[kucoin] manage kucoin numeric password passed as environment variabl…
2023-02-02 16:58:29 +01:00
Luca Forni
b7787a9846
[kucoin] manage kucoin numeric password passed as environment variable as a string 2023-02-02 16:15:23 +01:00
raphaelstar
b4c3e1fd58
order.amount -> order.safe_amount 2023-02-02 15:52:27 +01:00
raphaelstar
36f95fb35d
Make test for None explicit
Make test for `None` explicit
2023-02-02 13:29:37 +01:00
robcaulk
ccb4efbe88 remove follow mode in favor of producer consumer 2023-02-02 11:40:23 +01:00
Matthias
c1a34396d0 Merge branch 'develop' into feat/cancel_order 2023-02-01 07:06:17 +00:00
Matthias
72a98943b1 bybit: Add correct funding_fee_timeframe 2023-02-01 06:58:45 +01:00
Matthias
8a0fabed0e Ensure we don't overwrite valid values by invalid exchange responses 2023-01-31 20:55:11 +01:00
Matthias
680136f57d Add workaround patch for kucoin create_order returning empty
While the actual problem is caused by a ccxt change, the change itself makes sense.
once ccxt starts returning the correct status (open) for create-orders, we can remove the fix.

closes #8079
2023-01-31 20:46:34 +01:00
Matthias
448505fbfb Fix minor issue where amount could be empty in rest calls 2023-01-31 20:38:18 +01:00
Matthias
9cfbb21cd7 Improve error messages 2023-01-31 19:38:43 +01:00
Matthias
daafc1c90f Update test and help 2023-01-31 18:16:59 +01:00
Matthias
1bdc0e3917 Add coo command to telegram 2023-01-31 18:09:40 +01:00
Matthias
5073c780d8 .agg would like strings, not the sum function. 2023-01-31 11:22:04 +00:00
Matthias
2c1457fb95 Ensure limit is integer (on server) 2023-01-31 11:06:23 +00:00
Matthias
1dc3c58775 Convert missing candle count to int
closes #8082
2023-01-31 11:04:56 +00:00
Matthias
410324ac19 time-jump detection should happen on the trimmed dataframe
Fixes comment in #7615
2023-01-31 10:13:21 +00:00
Matthias
c43e857cbc Bump API version 2023-01-31 07:09:07 +01:00
Matthias
c855e2d79c Add delete open order endpoint 2023-01-31 07:09:03 +01:00
Matthias
a704c43402 provide cancel-reason to handle_cancel_order 2023-01-31 07:08:12 +01:00
Matthias
5a7008f377 rename handle_timedout to handle_cancel_order 2023-01-30 20:02:01 +01:00
Matthias
f57394c1ce Merge branch 'develop' into bybit 2023-01-30 07:23:41 +01:00
Matthias
2593a929d4 Bump version to 2023.2.dev 2023-01-30 07:19:35 +01:00
Matthias
25dfbb5a08 Compare stake amout >= in backtesting
closes #8067
2023-01-29 12:47:16 +01:00
Matthias
9286cbed86 add partial Docstring to backtesting enter_trade 2023-01-29 11:02:31 +01:00
Matthias
7029b9602c Merge branch 'develop' into bybit 2023-01-27 20:30:05 +01:00
Matthias
020dc3c6e1 filled-date shouldn't update again 2023-01-27 20:21:29 +01:00
Matthias
fa033965c8 use "swap" for bybit 2023-01-27 19:34:29 +01:00
Matthias
1431f7cc3e Set position mode to one-way on startup 2023-01-26 19:54:35 +01:00
Matthias
73ef1d5191 Improve exception wording on binance 2023-01-26 19:53:14 +01:00
Matthias
c12fb1a49c bybit: Some final cleanup 2023-01-24 20:12:50 +01:00
Matthias
25fa6bee74 Override get_funding_fees for bybit 2023-01-24 07:21:56 +01:00
Matthias
3a83427f92 Add Bybit stoploss support 2023-01-24 07:21:56 +01:00
Matthias
c2b33a0f58 Fix set-leverage function sig 2023-01-24 07:21:56 +01:00
Matthias
7a18e96042 bybit: hot-fix funding fees (temporary - must be changed) 2023-01-24 07:21:56 +01:00
Matthias
f681ce9139 Allow margin and leverage setting failures
(this is important when an exchange "fails" a request if the setting didn't change).
2023-01-24 07:21:56 +01:00
Matthias
31745a9dc2 bybit: Initial implementation liquidation calculation 2023-01-24 07:21:56 +01:00
Matthias
752110a268 Add online tests for bybit 2023-01-24 07:21:56 +01:00
Matthias
34e7433844 Add leverage to dry-run liquidation price calculation 2023-01-24 07:21:56 +01:00
Matthias
3192af8df8 Limit bybit futures markets to USDT 2023-01-24 07:21:56 +01:00
Matthias
63c732a560 Bybit futures data download 2023-01-24 07:21:56 +01:00
Matthias
6c0fa0dc1f Fix typo in docstring 2023-01-24 07:21:43 +01:00
Matthias
8108a48f39 Follow PEP 484 - no implicit optionals 2023-01-21 20:01:56 +01:00
Matthias
bb355cfac5 improve naming of backtest function 2023-01-21 19:46:27 +01:00
Matthias
80bb120026 Simplify backtesting by removing now unnecessary private function 2023-01-21 18:01:01 +01:00
Matthias
89eb1b0084 funding-fees need to be recalculated for detailed timeframes, too.
closes #7978
2023-01-21 17:47:37 +01:00
Matthias
772800bf74 Fix bug in stake_amount adjustment
This was preventing a DCA order to take the remaining stake
2023-01-21 08:52:10 +01:00
Matthias
81349c2a03 Remove edge section from config template 2023-01-19 19:57:34 +01:00
Matthias
2298656e45 Bump api_version to 2.23 2023-01-18 18:15:14 +01:00
Matthias
3216a05a9e Enable plot_config to work in webserver mode
(requires strategy argument)
2023-01-18 18:15:07 +01:00
Matthias
da0992f859 add Config typehint in rpc 2023-01-18 06:45:31 +01:00
Matthias
4aaa439221
Merge pull request #7976 from adarkforce/max-open-trades
Hyperopt Max open trades
2023-01-17 20:41:48 +01:00
Matthias
c8ecedf6d5 Clarify a variable via typehint 2023-01-17 20:05:18 +01:00
Matthias
6a4fc33c30 Remove <3.8 bandaid 2023-01-17 19:46:56 +01:00
Matthias
7713f343a9 Bump ccxt to 2.6.26
closes #8032
2023-01-17 06:46:49 +01:00
Antonio Della Fortuna
5e10bb2cca Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades 2023-01-16 20:19:46 +01:00
Matthias
81eb9ebc6e
Merge pull request #8031 from froggleston/eea_grp5
Add a new analysis group to output stats grouped by exit_tag
2023-01-16 15:50:47 +01:00
Matthias
8cfa5934db Catch AttributeError when importing modules
closes #8023
2023-01-16 13:54:25 +00:00
froggleston
813724bd82 Add a new analysis group to output stats grouped by exit_tag 2023-01-16 13:28:40 +00:00
Matthias
0296061e49 Fix version comparison to use packaging.version 2023-01-16 06:54:29 +01:00
Matthias
270eed7e14 Fail if detecting invalid ccxt version for binance futures 2023-01-15 19:38:50 +01:00
Antonio Della Fortuna
ab12aace5f changed trades_space to max_open_trades_space 2023-01-15 11:50:40 +01:00
Antonio Della Fortuna
5e64980319 Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades 2023-01-15 11:44:35 +01:00
Antonio Della Fortuna
b0f1d914c8 Changed max_open_trades type to int or inf 2023-01-15 11:44:10 +01:00
Matthias
5d4a247fa0 Add test for binance data migration 2023-01-14 20:34:04 +01:00
Matthias
cbcee02ded call data migration from backtesting 2023-01-14 20:07:33 +01:00
Matthias
47b50a8a29 Udpate binance leverage tiers to new pair format 2023-01-13 20:32:25 +01:00
Matthias
c93b265ec8 Run migration commands on certain data commands 2023-01-13 07:27:18 +01:00
Matthias
5b3304189c trading_mode is not necessarily mandatory 2023-01-12 23:38:53 +01:00
Matthias
5ad664aaca Update binance futures name to swap 2023-01-12 23:35:16 +01:00
Matthias
9cb7d6c26e Run binance futures migrations on startup 2023-01-12 23:35:06 +01:00
Matthias
ee7b505dcb Add data migration method 2023-01-12 20:59:43 +01:00
Matthias
b1bfd76741 Add binance futures db migration 2023-01-12 20:36:06 +01:00
Matthias
518e8d24dc
Merge pull request #8007 from TheJoeSchr/fix/version-cwd
fix "--version": needs to change working directory
2023-01-12 20:24:28 +01:00
Joe Schr
1cf69f139c refactor "--version" to use "pathlib" instead of "os" 2023-01-12 19:27:41 +01:00
Matthias
9d647fd193 Fix websockets for dataframes with NaT entreis 2023-01-11 22:07:20 +01:00
Joe Schr
08748dd021 fix "--version": needs to change working directory
before calling `git`. otherwise it would display git commit id from the
directory where you are calling `freqtrade` from instead of freqtrade's
current commit id
2023-01-11 21:12:06 +01:00
Antonio Della Fortuna
534aa8f7ff Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades
# Conflicts:
#	freqtrade/optimize/backtesting.py
2023-01-11 18:55:57 +01:00
Timothy Pogue
97a6fb285f revert to dataframe.to_json 2023-01-10 17:52:24 -07:00
Matthias
f677dea6a4
Merge pull request #7950 from freqtrade/freqai_feature_engineering_functions
FreqAI Strategy - Improve user experience
2023-01-10 20:04:53 +01:00
Wagner Costa
2241f24290 moved deprecated warning to start function 2023-01-10 09:10:30 -03:00
robcaulk
93aff9325e improve deprecation note 2023-01-09 20:15:03 +01:00
robcaulk
a61274ae18 ensure cached corr-pairs works with new framework 2023-01-09 20:04:36 +01:00
Matthias
811f13e09a
Merge pull request #7981 from freqtrade/backtest_detail_speed
Improve backtest detail speed
2023-01-09 18:21:54 +01:00
Matthias
305b067e48 Support having no Amount/Price available from the exchange initially 2023-01-08 13:55:09 +01:00
Matthias
fd694f14c2 Add new order columns, ft_amount and ft_price 2023-01-08 13:53:08 +01:00
Antonio Della Fortuna
10d8b016e4 Changed max_open_trades default range for optimization 2023-01-08 12:48:36 +01:00
Antonio Della Fortuna
f77dffc951 align to develop 2023-01-08 12:46:27 +01:00
Antonio Della Fortuna
24ace646c3 Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades 2023-01-08 12:40:01 +01:00
Antonio Della Fortuna
464cb4761c Fixed max_open_trades update from hyperopt
Fixed max_open_trades update from hyperopt + removed max_open_trades as a param to backtesting + refactoring
2023-01-08 12:39:39 +01:00
Matthias
550ab2b8e8 Improve select_order to only consider filled where needed. 2023-01-08 11:24:04 +01:00
Matthias
8d4f7341c9
Merge pull request #7987 from stash86/bt-metrics
update calmar, sharpe, and sortino hyperopt losses to use latest formula
2023-01-08 10:37:24 +01:00
Matthias
c7f485687f Fix ccxt test failure
as identified and analyzed https://github.com/ccxt/ccxt/issues/16335
2023-01-07 15:13:22 +01:00
Antonio Della Fortuna
8c3ac56bc5 Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades 2023-01-07 11:11:59 +01:00
root
7bf531c8b8 isort fix 2023-01-07 09:50:05 +09:00
Stefano Ariestasia
c1042996db flake8 fix 2023-01-07 09:46:46 +09:00
Stefano Ariestasia
6198b21001 update calmar loss 2023-01-07 09:30:16 +09:00
Stefano Ariestasia
d3b1aa7f01 update sortino calc 2023-01-07 09:19:06 +09:00
Stefano Ariestasia
157bf962f7 add missing imports 2023-01-07 09:14:56 +09:00
Stefano Ariestasia
86ba7dae92 change sharpe hyperopt loss 2023-01-07 08:56:40 +09:00
Matthias
8b456441a9
Merge pull request #7971 from paranoidandy/patch-1
Update FreqaiExampleStrategy.py
2023-01-06 15:16:31 +01:00
Stefano Ariestasia
329d95366a
Merge branch 'freqtrade:develop' into bt-metrics 2023-01-06 08:04:00 +08:00
hippocritical
feb6accc6c Merge remote-tracking branch 'origin/strategy_utils' into strategy_utils 2023-01-05 22:56:29 +01:00
hippocritical
4435c4fd0d removed prints for strategy could not be loaded
Changed logic to contain much less if conditions

currently still missing:
Webhook terminology, Telegram notification settings, Strategy/Config settings
2023-01-05 22:56:06 +01:00
Matthias
787d292ba0 Move "drop_candle" decision to coroutine 2023-01-05 22:31:32 +01:00
Wagner Costa
d82264ced9 Merge branch 'develop' into freqai_feature_engineering_functions 2023-01-05 17:55:35 -03:00
Matthias
bdf6537c60 Remove unused (and pointless) exchange method 2023-01-05 11:45:15 +01:00
Matthias
4bac66ff0e Type ohlcv coroutine 2023-01-05 11:33:47 +01:00
Matthias
75b0a3e63d Use dedicated type for OHLCV response 2023-01-05 11:30:15 +01:00
Matthias
92800930e9 Improve backtest detail speed 2023-01-05 10:14:58 +01:00
hippocritical
e55638ed03
Merge branch 'freqtrade:develop' into strategy_utils 2023-01-04 23:52:35 +01:00
hippocritical
ed55296d20 removed prints for strategy could not be loaded
Changed logic to contain much less if conditions

currently still missing:
Webhook terminology, Telegram notification settings, Strategy/Config settings
2023-01-04 23:49:33 +01:00
Wagner Costa
ed99e7f857 fix corr_pairs startup candle count bug 2023-01-04 14:21:37 -03:00
Matthias
8e5b4750d6 Continue in "regular backtest" case (no detail-data available).
link to #7967
2023-01-04 18:08:45 +01:00
Matthias
6470635753 In cases of no losing trade, sortino ratio can't be calculated.
closes #7977
2023-01-04 17:55:24 +01:00
Matthias
7a43f37eb7
Merge pull request #7972 from Undertoned/develop
Fix Backtesting  Analysis Column Wrong
2023-01-04 16:38:29 +01:00
Antonio Della Fortuna
f2fa476dc6 max_open_trades should be an integer
Max open trades will be always an integer in the strategy (-1 for infinity), but in the config -1 will be parsed as infinity
2023-01-04 16:09:27 +01:00
Wagner Costa
ed2b1b1ed1 Merge branch 'develop' into freqai_feature_engineering_functions 2023-01-04 10:40:20 -03:00
Wagner Costa
801ab39a24 fix get dataframe data to include startup_candle 2023-01-04 10:36:19 -03:00
robcaulk
3cbe51c3ca remove duplicated line 2023-01-04 13:58:25 +01:00
robcaulk
dc25668468 handle data gaps between FreqAI and DP better 2023-01-04 11:41:06 +01:00
Antonio Della Fortuna
ce661cb58b Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades 2023-01-04 10:35:09 +01:00
Antonio Della Fortuna
5fd85368a9 Added support for max_open_trades hyperopting 2023-01-04 10:34:44 +01:00
Robert Caulk
c384d1357e
Update FreqaiExampleStrategy.py 2023-01-03 21:52:16 +01:00
Matthias
6f031f005d Fix flake error 2023-01-03 20:29:08 +01:00
zhanglei14
63db1fd894 Fix Backtesting Analysis Column Wrong 2023-01-04 01:38:07 +08:00
Wagner Costa
314c0925bf fix get dataframe data to include startup_candle 2023-01-03 14:02:42 -03:00
paranoidandy
73114b93c2
Update FreqaiExampleStrategy.py
Change can_short to True to enable shorting
2023-01-03 15:11:46 +00:00
hippocritical
71ec32ac9e removed prints for strategy could not be loaded
changed back to ast, astor is not really needed.
2023-01-02 23:35:51 +01:00
hippocritical
697fad0ac4 Merge remote-tracking branch 'origin/strategy_utils' into strategy_utils 2023-01-02 20:46:05 +01:00
hippocritical
0817e1698f requirements thinned out again
StrategyResolver.search_all_objects(enum_failed) set to False since we got no use in True
shortened update_code call
added modified_code8 test which currently still fails. (and thereby is commented out)
2023-01-02 20:45:56 +01:00
hippocritical
61d7129d7c
Update freqtrade/commands/strategy_utils_commands.py
Co-authored-by: Matthias <xmatthias@outlook.com>
2023-01-02 16:51:05 +01:00
Matthias
df25dbc048 Don't require a configuration for strategy-updater 2023-01-02 08:52:18 +01:00
Matthias
a712c5d42c Improve if formatting 2023-01-02 08:52:01 +01:00
Matthias
e89609dc3a
Fix crash due to invalid parameter 2023-01-02 08:51:54 +01:00
hippocritical
66f7c91357 Adding tests
added more code inside NameUpdater to grab more variables.
2023-01-01 22:03:45 +01:00
hippocritical
762dd4f024 Adding tests
added more code inside NameUpdater to grab more variables.
2023-01-01 18:57:38 +01:00
hippocritical
a51e44eea3 Adding tests 2023-01-01 12:37:15 +01:00
Matthias
cd7bd9bf9a Update gate liquidation price link 2022-12-31 10:25:21 +01:00
Matthias
6498e352c1 Remove pointless default 2022-12-31 10:23:39 +01:00
hippocritical
82218d01f4 sped up the function generic_visit that now skips unnecessary fields
added mentioning of skipped class names since they could not be found
2022-12-30 21:49:09 +01:00
Stefano Ariestasia
5188464fc0 fix typo 2022-12-31 02:03:02 +09:00
Wagner Costa
c8aa7720a2 added again feature check in BT from pred files 2022-12-30 11:16:35 -03:00
Wagner Costa
b39fc6b924 remove add pair to column from docs, fix keyerror bug and adjust hybrid strategy example 2022-12-30 10:42:31 -03:00
robcaulk
b2bab68fba move price assignment to feature_engineering_standard() to reduce un-requested feature additions in RL. Ensure old method of price assignment still works, add deprecation warning to help users migrate their strategies 2022-12-30 13:02:39 +01:00
Matthias
798438df9d Extract funding-rate call to separate method
this will allow overwriting in subclasses.
2022-12-30 07:32:59 +01:00
Matthias
499cc5bae1 Better visualize downloaded candletype in debug mode 2022-12-30 07:15:24 +01:00
hippocritical
a6356c2821 Merge remote-tracking branch 'origin/strategy_utils' into strategy_utils 2022-12-29 22:32:02 +01:00
hippocritical
c6f045afa9 fixing issues of the maintainer
found a bug meaning elts could contain lists of elts (now recurively gone through)

Next in line: writing tests based on StrategyUpdater.update_code
2022-12-29 22:31:33 +01:00
Wagner Costa
2e30bdb9b2 freqai bt - fix tests 2022-12-29 16:35:11 -03:00
Wagner Costa
2b89f643b7 adjust backtest to new feature engineering functions 2022-12-28 19:03:41 -03:00
Matthias
973cfd0182
Merge pull request #7810 from stash86/bt-metrics
Add more calculations for backtest metrics
2022-12-28 15:57:07 +01:00
Matthias
2805e83c9f Bump Develop version to 2023.1 2022-12-28 15:53:43 +01:00
Matthias
c52910f28b Improve resiliance against invalid data
closes #7947
2022-12-28 15:30:57 +01:00
Matthias
32bbe603cb Fix sortino std calculation 2022-12-28 14:59:49 +01:00
robcaulk
6f7eb71bbb ensure RL works with new naming scheme 2022-12-28 14:52:33 +01:00
Matthias
d5b516842c Fix 2 docstrings 2022-12-28 14:44:23 +01:00
Matthias
02eb00fa33 Merge branch 'develop' into pr/stash86/7810 2022-12-28 14:04:54 +01:00
robcaulk
c2936d551b improve doc, update test strats, change function names 2022-12-28 13:25:40 +01:00
hippocritical
126b8dac07
Merge branch 'freqtrade:develop' into strategy_utils 2022-12-27 22:34:24 +01:00
hippocritical
70e9fa6136 implementing the strategy_updater in a first version 2022-12-27 20:43:43 +01:00
Matthias
cd4faa9c59 keep max_stake_amount through backtests 2022-12-27 18:08:20 +01:00
Wagner Costa
8227b4aafe freqAI Strategy - improve user experience 2022-12-27 11:37:01 -03:00
Matthias
62c4675e29 Remove some deprecated fields from the API 2022-12-27 14:28:07 +01:00
Matthias
cb66663fd2 show max_stake_amount in API 2022-12-27 14:28:07 +01:00
Matthias
55001bf321 Keep max_stake_amount (only relevant for DCA orders). 2022-12-27 14:28:07 +01:00
Matthias
63f114395a is_short should be a boolean 2022-12-26 14:02:47 +01:00
Stefano Ariestasia
6353f3ac1a fix formulas and implement new metrics 2022-12-26 08:19:51 +09:00
Matthias
7a5439321c Show new metrics in backtesting 2022-12-25 21:29:37 +01:00
Matthias
ce13ce4b10 Update binance stoploss order types
closes #7927
an update to the most recent ccxt version (>2.4.55) would have the same effect.
2022-12-25 09:05:53 +01:00
Matthias
4601705814
Merge pull request #7923 from freqtrade/freqai_backtest
Freqai backtest
2022-12-23 19:17:12 +01:00
Matthias
ad0d7c9a9e Don't allow DCA trades to go beyond max order size
closes  #7924
2022-12-23 16:09:35 +01:00
Matthias
73792fd6ce Don't attempt to convert None to dict 2022-12-21 06:28:55 +01:00
Matthias
70531224e6 Allow setting identifier via UI 2022-12-20 19:44:01 +01:00
Matthias
07606a9e23 Simplify APi backtest config merging 2022-12-20 19:32:29 +01:00
Matthias
6d9f1fafb7 allow backtest_cache to be provided via backtest API 2022-12-20 19:20:39 +01:00
Matthias
5dbd5c235a Add endpoint for freqAI models 2022-12-20 07:24:54 +01:00
Matthias
3012c55ec5
Merge pull request #7867 from Bloodhunter4rc/remotepairlist
Add Remotepairlist
2022-12-19 19:28:49 +01:00
Matthias
a119fbd895 Small error-message finetuning 2022-12-19 18:19:55 +01:00
Bloodhunter4rc
ebf60d85da self._init_done placed wrong. fixed 2022-12-19 16:25:22 +01:00
Bloodhunter4rc
43f5a16006 parse exception handling, remove info, cache change 2022-12-19 15:36:28 +01:00
Robert Caulk
cc30210b3f
Merge pull request #7908 from freqtrade/add-3action-rl-env
Add 3 Action RL Env
2022-12-19 14:47:57 +01:00
Bloodhunter4rc
6380c3d462 reduce duplicate code, fix cache check 2022-12-18 23:37:18 +01:00
Bloodhunter4rc
bb33b96ba7 init cache on first iteration, init checks, limit length and charmap to info replace if invalid, move filter logic 2022-12-18 22:28:12 +01:00
Matthias
bad6fe77d3 Remove deprecated trade property 2022-12-18 17:21:50 +01:00
Emre
c293401b22
Add can_short to freqai base model 2022-12-16 23:19:08 +03:00
Emre
7727f31507
Add 3 Action RL env 2022-12-16 22:18:49 +03:00
Emre
dde363343c
Add can_short param to base env 2022-12-16 22:16:19 +03:00
initrv
36948e2a74 fix base4 env done condition 2022-12-16 14:14:05 +03:00
robcaulk
c9bc91c75b add shuffle_after_split option 2022-12-16 11:20:37 +01:00
Sam Germain
32d57f624e delisted bibox following ccxt PR https://github.com/ccxt/ccxt/pull/16067 2022-12-15 15:00:27 -05:00
Matthias
2828255435
Merge pull request #7842 from wizrds/feat/refactor-emc
Change to broadcasting single candles in Producer/Consumer
2022-12-15 19:47:29 +01:00
Matthias
b915872f66
Merge pull request #7899 from freqtrade/fix/multiproc-dp
Ensure data provider is passed to multiproc envs
2022-12-15 19:31:23 +01:00
Bloodhunter4rc
9e20d13e50
Merge branch 'freqtrade:develop' into remotepairlist 2022-12-15 17:38:56 +01:00
robcaulk
581a5296cc fix docstrings to reflect new env_info changes 2022-12-15 16:50:08 +01:00
robcaulk
7b4abd5ef5 use a dictionary to make code more readable 2022-12-15 12:25:33 +01:00
Matthias
7a0eadbdf5 Don't recalc profit on closed trades 2022-12-15 07:05:07 +01:00
Matthias
ca2a878b86 Update test naming 2022-12-14 20:06:55 +01:00
Emre
3af2251ce8
Fix add_state_info backtesting bug 2022-12-14 22:03:23 +03:00
Emre
2018da0767
Add env_info dict to base environment 2022-12-14 22:03:05 +03:00
Matthias
fa260e6560 Move "replace or append" decision to dataprovider 2022-12-14 19:56:54 +01:00
robcaulk
2285ca7d2a add dp to multiproc 2022-12-14 18:22:20 +01:00
Matthias
97fee37072 Improve emc test 2022-12-14 07:22:51 +01:00
Bloodhunter4rc
7f3524949c - print 2022-12-13 21:00:23 +01:00
Bloodhunter4rc
d52c1c7554 Add unit tests 2022-12-13 20:21:06 +01:00
Robert Caulk
e6da646e2f
Merge pull request #7866 from initrv/cleanup-tensorboard-callback
Cleanup tensorboard callback
2022-12-13 09:05:46 +01:00
Timothy Pogue
0dd3836cc7 fix rpc method docstring 2022-12-12 22:47:35 -07:00
Matthias
a693495a6d Improve external_candle aggregation 2022-12-12 22:47:35 -07:00
Timothy Pogue
414c0ce050 change unused var 2022-12-12 22:47:35 -07:00
Timothy Pogue
6717dff19b update overlapping candle handling, move append to misc 2022-12-12 22:47:35 -07:00
Timothy Pogue
0602479f7d minor changes, update candle appending to support overlaps 2022-12-12 22:47:35 -07:00
Timothy Pogue
f1ebaf4730 fix tests 2022-12-12 22:47:35 -07:00
Timothy Pogue
49f6f40662 remove comment 2022-12-12 22:47:35 -07:00
Timothy Pogue
0d5b2eed94 fix same candle handling 2022-12-12 22:47:35 -07:00
Timothy Pogue
d376bf4052 fix indefinite reconnecting 2022-12-12 22:47:35 -07:00
Timothy Pogue
ccd1aa70a2 change log calls to debug, handle already received candle 2022-12-12 22:47:35 -07:00
Timothy Pogue
c050eb8b8b add candle difference calculation to dataprovider 2022-12-12 22:47:35 -07:00
Timothy Pogue
89338fa677 allow specifying channel send throttle 2022-12-12 22:47:35 -07:00
Timothy Pogue
d2c8487ecf update add_external_candle, fix breaking on ping error, handle empty dataframes 2022-12-12 22:47:35 -07:00
Timothy Pogue
fce1e9d6d0 update analyzed df request to allow specifying a single pair 2022-12-12 22:47:35 -07:00
Timothy Pogue
36a00e8de0 update add_external_candle returns 2022-12-12 22:47:35 -07:00
Timothy Pogue
4cbb3341d7 change how missing candles will be handled 2022-12-12 22:47:35 -07:00
Timothy Pogue
9660e445b8 use new channel apis in emc, extend analyzed df to include list of dates for candles 2022-12-12 22:47:35 -07:00
Matthias
abc3badfb5 Improve shutdown behavior
closes #7882
2022-12-12 20:01:54 +01:00
Bloodhunter4rc
6f92c58e33 add docs, add bearer token. 2022-12-12 13:24:33 +01:00
initrv
f9b7d35900 add increment param for tensorboard_log 2022-12-12 14:14:23 +03:00
Bloodhunter4rc
f6b90595fa remove html. change var names. 2022-12-12 11:05:03 +01:00
robcaulk
0f6b98b69a merge develop into tensorboard cleanup 2022-12-11 15:38:32 +01:00
robcaulk
0fd8e214e4 add documentation for tensorboard_log, change how users interact with tensorboard_log 2022-12-11 15:31:29 +01:00
Matthias
888ba65367
Merge branch 'develop' into fix/multioutput-bug 2022-12-11 15:23:53 +01:00
initrv
cb8fc3c8c7 custom info to tensorboard_metrics 2022-12-11 15:37:45 +03:00
robcaulk
8c7ec07951 ensure predict_proba follows suit. Remove all lib specific params from example config 2022-12-11 12:39:31 +01:00
robcaulk
85f22b5c30 fix bug in MultiOutput* with conv_width = 1 2022-12-11 12:15:19 +01:00
Emre
6b9f3f2795
Fix test validation 2022-12-11 13:24:24 +03:00
Emre
272c3302e3
Merge remote-tracking branch 'origin/develop' into update-freqai-tf-handling 2022-12-11 13:12:45 +03:00
Matthias
980a5a9b52 Fix docs typo 2022-12-10 19:54:04 +01:00
froggleston
6f08b610d6 Merge branch 'develop' of github.com:froggleston/freqtrade into reject_report 2022-12-08 18:48:33 +00:00
froggleston
f5359985e8 Make CLI option and docs clearer that we're handling signals not trades 2022-12-08 18:47:09 +00:00
Matthias
da4914513a
Merge pull request #7835 from rzhb/patch-1
update strategy_analysis_example.ipynb
2022-12-08 14:17:50 +01:00
Bloodhunter4rc
66412bfa58 Remove unnecessary loop 2022-12-08 01:51:12 +01:00
Bloodhunter4rc
7efcbbb457 Local File Loading 2022-12-08 01:09:17 +01:00
Bloodhunter4rc
da2747d487 Add Local .json file Loading 2022-12-08 00:52:54 +01:00
robcaulk
7b3406914c flip add_state_info 2022-12-07 19:49:39 +01:00
robcaulk
9b4364ddc3 ensure that add_state_info is deactivated during backtesting 2022-12-07 19:49:14 +01:00
Bloodhunter4rc
b144a6357d Remove Duplicate 2022-12-07 18:24:55 +01:00
Bloodhunter4rc
547a75d9c1 Fix Info 2022-12-07 17:49:21 +01:00
Bloodhunter4rc
607d5b2f8f Split to fetch_pairlist function, Info Message 2022-12-07 17:47:38 +01:00
Bloodhunter4rc
48160f3fe9 Flake 8 fix, Json Fetching 2022-12-07 17:01:45 +01:00
Bloodhunter4rc
199fd2d074 +Remote Pairlist 2022-12-07 15:08:33 +01:00
initrv
58604c747e cleanup tensorboard callback 2022-12-07 14:37:55 +03:00
Stefano Ariestasia
89c7c2fec6 isort fix 2022-12-07 18:09:57 +09:00
Stefano Ariestasia
611e35ed81 flake8 fix 2022-12-07 15:47:58 +09:00
Robert Caulk
b9f6911a6a
Merge pull request #7843 from smarmau/develop
freqai RL agent info during training
2022-12-06 20:06:41 +01:00
Matthias
e7195b7bfb
Merge pull request #7862 from freqtrade/ws_newcandle
New websocket message "new_candle"
2022-12-06 07:07:32 +01:00
Wagner Costa
c81b00fb37 Merge branch 'develop' into freqai_bt_from_predictions_improvement 2022-12-05 18:00:55 -03:00
Emre
227cdb0938
Change dict update order 2022-12-05 23:58:04 +03:00
Emre
26a61afa15
Move base tf logic to config validation 2022-12-05 23:54:15 +03:00
Emre
bc48099e48
Revert changes 2022-12-05 23:52:48 +03:00
robcaulk
62c69bf2b5 fix custom_info 2022-12-05 20:22:54 +01:00
Matthias
7c27eedda5 Bump API version 2022-12-05 19:56:33 +01:00
Matthias
24edc276ea Simplify new_candle message 2022-12-05 19:46:39 +01:00
Matthias
d30a872ed4 Move message-silencing list next to enum 2022-12-05 19:23:03 +01:00
Matthias
5e533b550f Emit a simple "new candle" message to allow UI's to refresh charts 2022-12-05 18:19:19 +01:00
Matthias
189fa64052 Add more dynamic to directory change 2022-12-05 18:14:16 +01:00
froggleston
854f056eaf Fix missing Path constructors 2022-12-05 16:16:36 +00:00
froggleston
5a4e99b413 Add support for collating and analysing rejected trades in backtest 2022-12-05 15:34:31 +00:00
Emre
730fba956b
Ensure base tf included in include_timeframes 2022-12-05 16:16:17 +03:00
Emre
e734b39929
Make model_training_parameters optional 2022-12-05 14:54:42 +03:00
robcaulk
d8565261e1 ignore initializer type 2022-12-04 14:10:33 +01:00
robcaulk
24766928ba reorganize/generalize tensorboard callback 2022-12-04 13:54:30 +01:00
Matthias
310eba5932
Merge pull request #7735 from freqtrade/gc_improvements
Improve python GC behavior
2022-12-03 15:54:59 +01:00
smarmau
b2edc58089
fix flake8 2022-12-03 22:31:02 +11:00
smarmau
d6f45a12ae
add multiproc fix flake8 2022-12-03 22:30:04 +11:00
smarmau
469aa0d43f
add state/action info to callbacks 2022-12-03 21:16:46 +11:00
smarmau
075c8c23c8
add state/action info to callbacks 2022-12-03 21:16:04 +11:00
Matthias
4dc591a170
Merge pull request #7834 from freqtrade/fix-data-drawer-model-load
Fix sb3_contrib loading issue
2022-12-02 06:29:23 +01:00
Wagner Costa
77dc2c92a7 performance improvevemnts - backtest freqai from saved predictions 2022-12-01 12:53:19 -03:00
robcaulk
aceee67e2b Merge remote-tracking branch 'origin/develop' into gc_improvements 2022-12-01 14:32:19 +01:00
robcaulk
2b3e166dc2 fix fees RL 2022-12-01 10:10:28 +01:00
k
eb81cccede add download-data command
change directory
fix relative config path
2022-12-01 16:37:24 +08:00
Emre
396e666e9b
Keep old behavior of model loading 2022-12-01 11:03:51 +03:00
Emre
4a9982f86b
Fix sb3_contrib loading issue 2022-12-01 10:08:42 +03:00
Matthias
95651fcd5a Improve/simplify telegram exception handling
Move exceptionhandling to the decorator.
2022-12-01 06:27:25 +01:00
Matthias
dac4a35be2
Merge pull request #7828 from freqtrade/fix-state-info-rl
bring back market side setting in get_state_info
2022-11-30 19:57:28 +01:00
Wagner Costa
79821ebb33 fix flake8 errors 2022-11-30 08:41:44 -03:00
robcaulk
e7f72d52b8 bring back market side setting in get_state_info 2022-11-30 12:36:26 +01:00
Wagner Costa
26e8a5766f Merge branch 'develop' into backtest_fitlivepredictions 2022-11-30 08:29:28 -03:00
Wagner Costa
17cf3c7e83 bug fixes and removed fillna from fit_live_predictions 2022-11-30 08:28:45 -03:00
robcaulk
4571aedb33 consolidate and clean code 2022-11-30 00:53:35 +01:00
Matthias
3c322bf7df Improve forceenter validation messages 2022-11-29 18:27:08 +01:00
Matthias
e6b8cb8ea9
Merge pull request #7795 from froggleston/entry_exit_date_print
Add date selection arguments to backtest-analysis printout
2022-11-29 16:56:58 +01:00
Wagner Costa
8ea58ab352 change BT prediction files to feather format 2022-11-29 10:38:35 -03:00
Wagner Costa
df979ece33 Merge branch 'develop' into backtest_fitlivepredictions 2022-11-29 09:39:15 -03:00
Matthias
c3daddc629
Merge pull request #7809 from richardjozsa/develop
Improve the RL learning process
2022-11-29 06:28:36 +01:00
Matthias
100d65b20b
Merge pull request #7822 from eltociear/patch-1
Fix typo in strategy_analysis_example.md
2022-11-29 06:24:36 +01:00
Matthias
e891c41760 Fix typo in ipynb, too. 2022-11-28 18:20:30 +01:00
Emre
9cbfa12011
Directly set model_type in base RL model 2022-11-28 16:02:17 +03:00
Matthias
40b274351c
Merge pull request #7813 from freqtrade/dependabot/pip/develop/flake8-6.0.0
Bump flake8 from 5.0.4 to 6.0.0
2022-11-28 08:00:45 +01:00
Matthias
d73fd42769 Fix flake8 error introduced with 6.0 update 2022-11-28 06:38:35 +01:00
Stefano Ariestasia
f410b1b14d Update metrics.py 2022-11-28 08:56:49 +09:00
robcaulk
56518def42 isort 2022-11-27 21:06:01 +01:00
robcaulk
7fd6bc526e add randomize_starting_position to the rl_config 2022-11-27 21:03:13 +01:00
robcaulk
25e041b98e sneak in small change to FreqaiExampleHybridStrategy docstring and startup count 2022-11-27 20:50:03 +01:00
richardjozsa
64d4a52a56 Improve the RL learning process
Improve the RL learning process by selecting random start point for the agent, it can help to block the agent to only learn on the selected period of time, while improving the quality of the model.
2022-11-27 20:43:50 +01:00
Matthias
f4025ee5de
Merge pull request #7289 from freqtrade/feat/freqai-rl-dev
Add reinforcement learning module to FreqAI
2022-11-27 17:15:21 +01:00
Matthias
2219d2f491
Merge pull request #7707 from freqtrade/bt/full_detail
backtesting - use full detail timeframe
2022-11-27 16:09:23 +01:00
Matthias
cf000a4c00 Bump develop version to 2022.12-dev 2022-11-27 16:08:54 +01:00
Matthias
e4a3efc7d4 Don't use strategy.stoploss too often
discovered in #7760
2022-11-27 15:54:35 +01:00
Matthias
3fc367f536
Merge pull request #7771 from wizrds/feat/refactor-ws
Refactor WebSocket API for performance
2022-11-27 15:49:34 +01:00
Matthias
21d7406291 Temporary fix for kraken download
closes #7790
will be removed once the patch is in ccxt.
2022-11-27 15:16:43 +01:00
froggleston
1a3f88c7b9 Replace separate start/end date option with usual timerange option 2022-11-27 11:30:13 +00:00
stm
51d21b413d
Fix 4ac update_total_profit
_update_total_profit() must be executed before "self._position = Positions.Neutral" because _update_total_profit() calls get_unrealized_profit(), which returns 0 if position is neutral and total_profit is not updated
2022-11-26 23:35:20 +03:00
robcaulk
dba30393fb ensure extra_returns_per_train are set properly on first hist_preds build 2022-11-26 18:04:47 +01:00
froggleston
706bc9ebea Merge branch 'entry_exit_date_print' of github.com:froggleston/freqtrade into entry_exit_date_print 2022-11-26 16:59:27 +00:00
froggleston
4790aaaae1 Implement cli options for backtesting-analysis date filtering 2022-11-26 16:58:56 +00:00
Robert Davey
e1456e407b
Merge branch 'freqtrade:develop' into entry_exit_date_print 2022-11-26 16:53:48 +00:00
Timothy Pogue
a26b3a9ca8 change sleep call back to 0.01 2022-11-26 09:40:22 -07:00
Matthias
ce213b55a2 Bybit fix candle limit 2022-11-26 13:58:22 +01:00
robcaulk
b52f05923a fix list to array in constants.py 2022-11-26 13:47:47 +01:00
robcaulk
be890b52fd remove np import 2022-11-26 13:44:58 +01:00
robcaulk
aaaa5a5f64 add documentation for net_arch, other small changes 2022-11-26 13:44:58 +01:00
Matthias
fcf13580f1 Revert "offload initial df computation to thread"
This reverts commit f268187e9b.
2022-11-26 13:33:54 +01:00
Matthias
7b0a76fb70 Improve typehint 2022-11-26 13:33:26 +01:00
Matthias
7ebc8ee169 Fix missing Optional typehint 2022-11-26 13:32:18 +01:00
Matthias
bdfedb5fcb Improve typehints / reduce warnings from mypy 2022-11-26 13:03:07 +01:00
robcaulk
81fd2e588f ensure typing, remove unsued code 2022-11-26 12:11:59 +01:00
robcaulk
8dbfd2cacf improve docstring clarity about how to inherit from ReinforcementLearner, demonstrate inherittance with ReinforcementLearner_multiproc 2022-11-26 11:51:08 +01:00
Timothy Pogue
bd95392eea fix formatted string in warning message :) 2022-11-25 13:10:22 -07:00
Timothy Pogue
4aa4c6f49d change sleep in channel send to 0 2022-11-25 13:08:41 -07:00
Timothy Pogue
f268187e9b offload initial df computation to thread 2022-11-25 12:56:33 -07:00
Timothy Pogue
afc00bc30a log warning if channel too far behind, add docstrings to message stream 2022-11-25 12:48:57 -07:00
froggleston
391817243c Tidy up complex functions 2022-11-25 16:12:15 +00:00
Matthias
79c041b62d Update tests for new export format 2022-11-25 16:57:58 +01:00
Matthias
8c014bd365 Export trade-counts to csv
closes #7789
2022-11-25 16:57:45 +01:00
Matthias
8ee8b6e943 Improve hyperopt list output
closes  #7789
2022-11-25 16:31:21 +01:00
Matthias
0f97ef0d7b Reset stoploss_order_id when order is canceled
closes #7766
2022-11-25 16:08:33 +01:00
Matthias
1b3e62bcbc Lock execute_entry to prevent timing hickups 2022-11-25 14:50:48 +01:00
Matthias
c593cdc438 Improve type hints 2022-11-25 14:48:06 +01:00
Matthias
5e6cda11ef Update method name for trade fee updating 2022-11-25 14:43:56 +01:00
Matthias
b8d1862ca8 Update cached binance leverage tiers
closes #7794
2022-11-25 10:42:19 +01:00
Timothy Pogue
bcc8063eeb Merge branch 'develop' into feat/refactor-ws 2022-11-24 13:42:57 -07:00
Timothy Pogue
fc59b02255 prevent ws endpoint from running without valid token 2022-11-24 13:41:10 -07:00
Timothy Pogue
101dec461e close ws channel if can't accept 2022-11-24 11:35:50 -07:00
robcaulk
2e82e6784a move data_provider cleanup to shutdown() 2022-11-24 19:07:38 +01:00
robcaulk
73c458d47b use importlib instead of __import___ 2022-11-24 19:04:35 +01:00
robcaulk
4894d772ed merge develop into feat/freqai-rl-dev 2022-11-24 18:50:11 +01:00
robcaulk
3a07749fcc fix docstring 2022-11-24 18:46:54 +01:00
robcaulk
44b042ba51 remove unused function 2022-11-24 17:53:26 +01:00
Matthias
8f1a8c752b Add freqairl docker build process 2022-11-24 07:00:12 +01:00
Timothy Pogue
48242ca02b update catch block in cancel channel tasks 2022-11-22 12:43:45 -07:00
Matthias
7785c91c5d
Merge pull request #7756 from wizrds/feat/secure-ws-conn
Support SSL in WebSocket connection
2022-11-22 19:18:16 +01:00
Wagner Costa
d09157efb8 update code to use one prediction file / pair 2022-11-22 15:15:42 -03:00
Timothy Pogue
a5442772fc ensure only broadcasting to subscribed topics 2022-11-22 09:42:09 -07:00
Wagner Costa
91779bb28b Merge branch 'develop' into backtest_fitlivepredictions 2022-11-22 13:09:48 -03:00
Wagner Costa
c01f25ddc9 update code to freqai_backtest_live_models only from historic predictions 2022-11-22 13:09:09 -03:00
Timothy Pogue
d9d7df70bf fix tests, log unknown errors 2022-11-21 12:21:40 -07:00
Matthias
0fa5217043 Improve protection setup
lock_pair should be called when the order closes, not when the exit order is placed.
it should also be called for stoploss orders, too.

closes #7783
2022-11-21 19:30:49 +01:00
Timothy Pogue
106ac2ab4d fix tests, change to get call 2022-11-20 16:36:22 -07:00
Timothy Pogue
d2870d48ea change typing to async iterator 2022-11-20 16:24:44 -07:00
Timothy Pogue
48a1f2418f update typing, remove unneeded try block, readd sleep 2022-11-20 16:18:24 -07:00
Timothy Pogue
60a167bdef add dynamic send timeout 2022-11-20 14:09:45 -07:00
Timothy Pogue
dc79284c54 Merge branch 'develop' into feat/refactor-ws 2022-11-20 10:05:22 -07:00
Matthias
12b471c64b Prevent 2 parallel open orders through forceentry
this leads to forgetting the prior order

closes #7765
2022-11-20 09:28:14 +01:00
Wagner Costa Santos
fdc82af883 fix tests - update code to backtest with historic_predictions 2022-11-19 22:27:58 -03:00
Timothy Pogue
3714d7074b smaller throttle in channel send 2022-11-19 13:29:23 -07:00
Timothy Pogue
c1a73a5512 move sleep call in send, minor cleanup 2022-11-19 13:21:26 -07:00
Wagner Costa Santos
80d070e9ee update code to use historic_predictions for freqai_backtest_live_models 2022-11-19 14:15:58 -03:00
Wagner Costa Santos
3d3195847c Merge branch 'develop' into backtest_fitlivepredictions 2022-11-18 17:53:34 -03:00
Timothy Pogue
98d87b3ba6 Merge branch 'develop' into feat/refactor-ws 2022-11-18 13:41:22 -07:00
Timothy Pogue
0cb6f71c02 better error handling, true async sending, more readable api 2022-11-18 13:32:27 -07:00
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
eSeR1805
f755df2568
Merge branch 'develop' into feature_keyval_storage
Update rpc/telegram to use MAX_MESSAGE_LENGTH.
2022-08-11 11:26:45 +03:00
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
eSeR1805
c420304b33
Delete custom data before the trade. 2022-06-19 20:03:56 +03:00
eSeR1805
8494bea64f
Handle max message length. 2022-06-19 19:59:14 +03:00
robcaulk
b35c64b6c0 fix bug in backtest, typo in example strat 2022-06-19 16:41:09 +02:00
eSeR1805
c8ba8106e6
Update telegram reporting. 2022-06-19 17:24:13 +03:00
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
eSeR1805
ce9d9d7e60
Finish renaming persistant storage infrastructure. 2022-06-19 16:02:24 +03:00
eSeR1805
365527508b
Rename files. 2022-06-19 15:59:21 +03:00
eSeR1805
9fdb8b07ac
Rename persistant storage infrastructure. 2022-06-19 15:56:50 +03:00
eSeR1805
0009b987e4
Merge branch 'develop' into feature_keyval_storage 2022-06-19 13:32:25 +03:00
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
eSeR1805
24b6ce450b
Further cleanup. 2022-06-14 13:27:50 +03:00
eSeR1805
3ad8111d11
Remove stray debug messages. 2022-06-14 13:26:45 +03:00
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
eSeR1805
4c6074062c
Merge branch 'develop' into feature_keyval_storage 2022-06-13 20:05:45 +03:00
eSeR1805
4f799cc9db
Add /list_kvals command for TG and underlying RPC. 2022-06-13 20:04:14 +03:00
eSeR1805
c719860a16
get_kval() -> get_kvals(). Update docs also. 2022-06-13 20:03:22 +03:00
eSeR1805
f3dee5ec4f
Update handling for query_kv when no Key is supplied. 2022-06-13 20:02:06 +03:00
eSeR1805
be169a23f4
Add a new session for KeyValues. 2022-06-13 20:00:21 +03:00
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
eSeR1805
1551510c6f
Merge branch 'develop' into feature_keyval_storage 2022-06-09 11:35:35 +03:00
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
eSeR1805
9f1a7209d6
Merge branch 'develop' into feature_keyval_storage 2022-06-05 12:18:30 +03:00
eSeR1805
abda02572b
Fix KeyValue __repr__. 2022-06-05 12:18:07 +03:00
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
eSeR1805
096e98a68c
Remove stray debug message. 2022-05-31 16:16:57 +03:00
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
eSeR1805
854bd9af2b
Merge branch 'develop' into feature_keyval_storage 2022-05-31 12:28:58 +03:00
eSeR1805
10917a280a
Add initial structure and wrapping. 2022-05-31 12:26:07 +03:00
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
Matthias
3d36d35e30
Merge pull request #6825 from freqtrade/okx_history
Okx history
2022-05-15 19:27:45 +02:00
robcaulk
80dcd88abf allow user to run config from anywhere on their system 2022-05-15 17:42:15 +02:00
robcaulk
a8022c104a give beta testers more information in the doc 2022-05-15 17:42:15 +02:00
robcaulk
a7029e35b5 ensure informative pairs includes any combination of whitelist - corr_pairlist 2022-05-15 17:42:15 +02:00
robcaulk
9b3e5faebe create more flexible whitelist, avoid duplicating whitelist features into corr_pairlist, update docs 2022-05-15 17:42:15 +02:00
robcaulk
22bd5556ed add self-retraining functionality for live/dry 2022-05-15 17:42:15 +02:00
robcaulk
178c2014b0 appease mypy 2022-05-15 17:42:15 +02:00
robcaulk
a4f5811a5b fix flake8 issue in arguments.py 2022-05-15 17:42:15 +02:00
robcaulk
aae233bd6c try passing the check tests 2022-05-15 17:42:15 +02:00
robcaulk
f653ace24b another attempt at fixing datalength bug 2022-05-15 17:42:15 +02:00
robcaulk
b08c0888bb add USERPATH_FREQAIMODELS, remove return values from @abstract methods 2022-05-15 17:42:15 +02:00
robcaulk
b03c7b514d optional style for interfacing freqai with backtesting 2022-05-15 17:42:15 +02:00
robcaulk
e9a7b68bc1 revert constants.py and add changes 2022-05-15 17:42:15 +02:00
Matthias
a0b25938f4 Fix exit_reason assignment in backtesting 2022-05-15 17:41:59 +02:00
Matthias
a8f064a8cb Fix exit_reason assignment in live mode 2022-05-15 17:41:59 +02:00
robcaulk
3020218096 fix bug on backtest timerange 2022-05-15 17:41:34 +02:00
robcaulk
00ff0c9b91 ensure user defined timerange truncates final backtest so that we arent mismatching data lengths upon return to strategy. Rename DataHandler class to FreqaiDataKitchen 2022-05-15 17:41:34 +02:00
robcaulk
def71a0afe auto build full_timerange and self manage training_timerange 2022-05-15 17:41:34 +02:00
robcaulk
764f9449b4 fix logger, debug some flake8 appeasements 2022-05-15 17:41:34 +02:00
robcaulk
29c2d1d189 use logger in favor of print 2022-05-15 17:38:58 +02:00
robcaulk
99f7e44c30 flake8 passing, use pathlib in lieu of os.path to accommodate windows/mac OS 2022-05-15 17:38:58 +02:00
robcaulk
2600ba4e74 remove unused remnants 2022-05-15 17:38:58 +02:00
robcaulk
630d201546 remove trained_stake 2022-05-15 17:38:58 +02:00
robcaulk
b40f8f88ac cleaning and bug fixing 2022-05-15 17:38:58 +02:00
robcaulk
fc837c4daa add freqao backend machinery, user interface, documentation 2022-05-15 17:38:58 +02:00
Matthias
706994340f Fix bad docstring 2022-05-15 17:06:40 +02:00
Matthias
ebab02fce3
Merge pull request #6827 from eSeR1805/fix_readjust_entry_bt_sl
Fix: Refresh SL on entry order replacement
2022-05-15 16:41:18 +02:00
Matthias
18fd3bb333 Update stoploss handling for entry-order adjustment 2022-05-15 15:45:39 +02:00
Matthias
9143e9ecb1 Add some safety measures for new startup_candles verification 2022-05-15 15:12:29 +02:00
Matthias
d60d0f64d2 Revert ohlcv_candle_limit logic for okx 2022-05-14 19:35:06 +02:00
Matthias
116b58e97c add "date_minus_candles" method 2022-05-14 19:30:42 +02:00
Matthias
3b14439240 Slightly improve performance of order adjusts
Avoind  2nd call to `get_rate()`.

closes #6821
2022-05-14 16:16:32 +02:00
eSeR1805
c27e0a0a1b
Allow SL refresh only if no filled entry orders. 2022-05-14 16:56:56 +03:00
eSeR1805
1c20fb7638
Refresh open_rate and stoploss on order replacement. 2022-05-14 16:37:04 +03:00
Matthias
5767d652bf Add explicit test and document behavior 2022-05-14 14:18:51 +02:00
Matthias
2a1368d508 Offsetfilter: add number_assets parameter
closes #6824
2022-05-14 14:16:13 +02:00
Matthias
bb1b283d95 Update some ohlcv_candle_limit calls 2022-05-14 13:44:10 +02:00
Matthias
111b04c9e6 Okx - conditional candle-length 2022-05-14 09:51:44 +02:00
Matthias
64668b11da add ohlcv_has_history - disabling kraken downloads 2022-05-14 09:10:38 +02:00
மனோஜ்குமார் பழனிச்சாமி
64670726a6
flake8 fix 2022-05-13 21:52:26 +05:30
மனோஜ்குமார் பழனிச்சாமி
71a80cab3a
fixed variable naming style 2022-05-13 21:19:40 +05:30
மனோஜ்குமார் பழனிச்சாமி
8a3c2c6cad
Corrected docstring
Discussed in Discord
2022-05-13 19:32:52 +05:30
Matthias
c299601ece Add warning about OKX futures backtesting data 2022-05-13 07:03:18 +02:00
Matthias
5444f4ee6f
Merge pull request #6793 from mkavinkumar1/log
logged balance details
2022-05-12 19:11:28 +02:00
Matthias
891900c186
Merge pull request #6812 from freqtrade/db_migrate
Db migrate
2022-05-11 19:54:31 +02:00
Matthias
1fc041d0d6
Fix formatting issue 2022-05-11 19:39:56 +02:00
Matthias
ae463fcdf2
Merge pull request #6792 from mkavinkumar1/rpc
consistent exchange name
2022-05-11 19:23:36 +02:00
Matthias
f374c9da70 PR cleanup 2022-05-11 06:30:40 +02:00
Matthias
044afdf7af Add better test scenario 2022-05-10 20:27:24 +02:00
Matthias
31cce741ac Add sequence migration 2022-05-10 07:13:51 +02:00
Matthias
269630e755 Add preliminary documentation for database conversion 2022-05-10 07:13:42 +02:00
Matthias
0958c06b84 Implement database migration to other system 2022-05-09 20:58:40 +02:00
Matthias
c3b0f6b64b Add feature shell for database conversion 2022-05-09 20:58:40 +02:00
Matthias
0f499469fc
Merge pull request #6796 from freqtrade/model_reorg
Model reorg
2022-05-09 20:15:45 +02:00
Matthias
30d6eeffd0 Fix migration bug 2022-05-08 17:49:13 +02:00
Matthias
b58e811b14 Move trade/order Models to their own class 2022-05-08 17:45:20 +02:00
Matthias
af1a5e0449 Extract base and Pairlock from models file 2022-05-08 17:38:06 +02:00
Matthias
3221726d85 Update migration to use boolean value
closes #6794
2022-05-08 17:29:42 +02:00
Matthias
ab91758c7e
Merge pull request #6790 from eSeR1805/profit_reporting
Report profit only on filled entries.
2022-05-08 17:25:42 +02:00
Matthias
4a7515e66a Add test for 0.0 case 2022-05-08 16:04:06 +02:00
மனோஜ்குமார் பழனிச்சாமி
f43ae0ea43 logged balance details 2022-05-08 13:53:07 +05:30
மனோஜ்குமார் பழனிச்சாமி
d79b90a98f consistent exchange name 2022-05-08 12:46:58 +05:30
Matthias
45b328af2e explicitly call cleanup when cleaning backtest 2022-05-08 08:11:39 +02:00
eSeR1805
bfc7898654
Report profit only on filled entries. 2022-05-07 21:56:22 +03:00
Matthias
c9498d0117
Merge pull request #6692 from eSeR1805/feat_readjust_entry
Feature: Readjust Entry Order
2022-05-07 20:11:20 +02:00
Matthias
277e07589e update/fix some comments and docs 2022-05-07 17:47:37 +02:00
Matthias
f5f599c7f0 Add LowProfitPairs only_per_side option 2022-05-07 15:25:15 +02:00
Matthias
dc0c1bf87d Only fetch accounts when authenticated. 2022-05-07 13:17:27 +02:00
Matthias
149704e748 Fix wrong type 2022-05-07 11:39:47 +02:00
Matthias
6fdcf3a10a Support both position modes on OKX 2022-05-07 10:58:41 +02:00
Matthias
2da284b921 Properly type side for create_order 2022-05-07 10:02:54 +02:00
Matthias
5b3eaa3003 Ensure advanced strategy template is runnable 2022-05-06 06:42:08 +02:00
Matthias
d11c44940e Slightly reword docs
remove some Note-boxes - people tend to skip these.
2022-05-06 06:42:01 +02:00
Matthias
2d9be6dace move open_rate updating to close_bt_order 2022-05-05 19:50:16 +02:00
eSeR1805
29f1edbde7
Cleanup. Remove stray new line. 2022-05-05 12:24:32 +03:00
eSeR1805
495708df76
Merge branch 'develop' into feat_readjust_entry 2022-05-05 12:20:09 +03:00
eSeR1805
2bed0eab0c
BT: Update trade open_rate on first filled order. 2022-05-05 12:19:05 +03:00
eSeR1805
25c74e26d1
Models:Trade: Revert trade open_rate update. 2022-05-05 12:18:19 +03:00
Matthias
1a37c6ff42 Bump ccxt to 1.81.43
fixes bug in okx live liquidation pricing
2022-05-05 07:05:00 +02:00
eSeR1805
ae01afdd0f
Models:Trade: Fix open_rate updates. 2022-05-04 22:05:53 +03:00
eSeR1805
496bf84e3a
Merge branch 'develop' into feat_readjust_entry 2022-05-04 21:43:41 +03:00
eSeR1805
dbecc097df
Models:Trade: Update trade open_rate based on lastest order. 2022-05-04 21:34:45 +03:00
Sam Germain
e8803477df exchange/exchange add param taker_or_maker to add_dry_order_fee 2022-05-03 23:56:40 -06:00
Mark Regan
ce035a5947
Add bot_loop_start() call in plotting.py
plotting.py was missing a call to strategy.bot_loop_start() resulting in strategies using this callback to not work.

Made changes and confirmed plotting now works for strategies using bot_loop_start() callback.

LMK if anything else needed for PR.
2022-05-03 23:34:12 +01:00
Matthias
2705096ce6
Merge pull request #6777 from freqtrade/fix/contractsizefee
Fix fee handling for futures trades
2022-05-03 20:34:37 +02:00
Matthias
091cb4fb8d Reduce no stake amount verbosity
closes #6768
2022-05-03 19:42:17 +02:00
Matthias
eb996a152a Fix fee handling for futures trades 2022-05-03 19:06:17 +02:00
Matthias
88c8fe5570
Merge pull request #6715 from nicolaspapp/feat/relative-drawdown
Add relative drawdown
2022-05-02 21:09:14 +02:00
Matthias
3f64c6307f Maintain compatibility with old backtest results 2022-05-02 20:01:44 +02:00
Matthias
1e2523af61 Fix some assumptions on the data
available_capital is not guaranteed to be available, while dry-run-wallet is.
2022-05-02 19:44:14 +02:00
eSeR1805
52d510c331
Merge branch 'develop' into feat_readjust_entry 2022-05-02 18:30:05 +03:00
eSeR1805
4c74601073
Freqtradebot: Cleanup stray debug messages. 2022-05-02 18:22:41 +03:00
eSeR1805
59397cdd19
Freqtradebot: Fix full cancel logging location. 2022-05-02 18:09:28 +03:00
Matthias
2a6efab8a2 Don't use deprecated abstractclassmethod decorator 2022-05-02 06:24:52 +00:00
eSeR1805
04c51d2d1a
Merge branch 'develop' into feat_readjust_entry 2022-05-01 21:42:15 +03:00
Nicolas Papp
f9244aad92 Fix on max drawdown formula to match tests 2022-05-01 12:25:53 -03:00
eSeR1805
4e43194dfe
BT: Refactor open order management. 2022-05-01 18:06:20 +03:00
Matthias
582e30bca6
Merge pull request #6716 from freqtrade/pairlocks_direction
Pairlocks direction
2022-05-01 17:04:20 +02:00
Matthias
910addd02b
Merge pull request #6753 from freqtrade/download_prepend
Download prepend
2022-05-01 15:15:16 +02:00
Matthias
995c48b642 Merge branch 'develop' into pairlocks_direction 2022-05-01 14:59:04 +02:00
eSeR1805
9d205132d0
Revert unintended comment change. 2022-05-01 12:10:11 +03:00
eSeR1805
8c19953cdd
Quick exit when order should be maintained. 2022-05-01 12:08:19 +03:00
Matthias
53a2f55cf0 Merge branch 'develop' into pr/nicolaspapp/6715 2022-05-01 10:03:10 +02:00
Matthias
d5fc923dcb Properly validate stoploss existence for optimize commands
closes #6740
2022-05-01 09:53:46 +02:00
Matthias
5c1ac3cf95 Fix caching bug with freqUI backtesting 2022-04-30 19:55:13 +02:00
Matthias
8b5d454b50 Fix subtle bug in trades download 2022-04-30 17:44:57 +02:00
Matthias
e49b3ef051 Improve message formatting 2022-04-30 17:35:11 +02:00
Matthias
f6a7e6b785 Add prepend option to download-data 2022-04-30 17:32:50 +02:00
Matthias
11d447cd5a Add support for download-data "until" 2022-04-30 15:42:41 +02:00
Matthias
4580127fa8 Small refactor 2022-04-30 14:51:57 +02:00
Matthias
c6c569b772 chore: split BTAnalyais to metrics 2022-04-30 14:47:27 +02:00
Matthias
4262f84744 Merge branch 'develop' into pr/nicolaspapp/6715 2022-04-30 14:22:18 +02:00
Matthias
2acb68e6e2 Move hyperopt-loss functions to their own package 2022-04-30 13:59:23 +02:00
eSeR1805
3be2afdd88
Merge branch 'develop' into feat_readjust_entry 2022-04-30 13:39:23 +03:00
eSeR1805
ad0c5d9440
Refactor entry adjustment for backtesting. 2022-04-30 13:38:17 +03:00
eSeR1805
f9977c26e7
Full cancel only for non DCA trades. 2022-04-30 12:55:03 +03:00
Matthias
09b74cebce Move edge bot_loop_start to edge_cli
(otherwise it's called twice when running trade mode with edge on).
2022-04-30 08:55:07 +02:00
Sam Germain
8756e7d9a1 flake8 linting 2022-04-29 23:35:08 -06:00
Sam Germain
4a6f1e90c3 Merge branch 'develop' into bot-start 2022-04-29 22:23:42 -06:00
Matthias
43049e0465 Evict cache if parameter file changed
closes #6735
2022-04-29 19:44:17 +02:00
Matthias
fbd142844f Refactor bt-caching stuff to it's own module 2022-04-29 19:37:13 +02:00
eSeR1805
09089b160e
Merge branch 'develop' into feat_readjust_entry 2022-04-29 13:02:38 +03:00
Matthias
48ff788e82 Clarify that stoploss is required
closes #6740
2022-04-29 09:53:05 +00:00
Matthias
21df1b0db3 Use ORJSON for http responses 2022-04-29 07:17:31 +02:00
eSeR1805
17650d7e60
Maintain existing order. Update functionality and documentation 2022-04-29 00:10:17 +03:00
eSeR1805
eb23170c43
Merge branch 'develop' into feat_readjust_entry 2022-04-28 23:06:52 +03:00
Matthias
d1a61f9c61 Don't start futures backtest if leverage-tiers don't contain pair 2022-04-28 20:05:19 +02:00
Matthias
cb5c3316d1 Simplify log output 2022-04-28 19:43:52 +02:00
Matthias
e0d86307cb
Merge pull request #6732 from freqtrade/remove_duplicate_liqprice_call
Don't call interest_rate and isolated_liq twice
2022-04-28 07:38:32 +02:00
Matthias
2ef1181e16 Simplify trade __repr__ 2022-04-28 07:33:30 +02:00
Matthias
1e83589641 Fix hyperopt 2022-04-28 06:59:03 +02:00
Matthias
ca49821df0 Fix race condition for loop 2022-04-28 06:29:14 +02:00
Matthias
46855221aa Fix rounding issue with contract-sized pairs for dry-run orders 2022-04-27 19:58:19 +02:00
Matthias
2c0a7c5d74 Don't call interest_rate and isolated_liq twice 2022-04-27 17:13:58 +02:00
Matthias
30c9dc6975 Fix exit-signa being assigned when tag is set but no signal is present. 2022-04-27 13:53:11 +02:00
Matthias
ad7fbfab1b Slightly improved styling 2022-04-27 13:27:33 +02:00
Matthias
108f11b1d7 Fix docs typos 2022-04-27 06:42:56 +02:00
Rokas Kupstys
6d99222320 Add 'exit_tag' parameter to 'custom_exit_price' callback. 2022-04-26 10:01:51 +03:00
Sam Germain
e76c6e8ad3 added bot_start call to edge_positioning.__init__ 2022-04-25 17:48:57 -06:00
Sam Germain
e09b4498fa added bot_start call to plot/plotting 2022-04-25 17:48:57 -06:00
Sam Germain
4fd904e0a9 added bot_start to backtesting 2022-04-25 17:48:57 -06:00
Sam Germain
d92761b2b1 Revert "strategy callback on_whitelist_update"
This reverts commit 39798dc1192161c3060830dd4684571aa86b7821.
2022-04-25 17:48:43 -06:00
Sam Germain
bf7da35e31 strategy callback on_whitelist_update 2022-04-25 17:48:07 -06:00
Sam Germain
0b90e1d309 Added bot_start callback to strategy interface 2022-04-25 17:47:12 -06:00
Matthias
44000ae0b3 Fix CAGR missing for old results 2022-04-25 17:37:25 +02:00
Matthias
246a336f56
Merge pull request #6726 from froggleston/bt_concat
Move df append to pd concat
2022-04-25 16:03:27 +02:00
Matthias
e38c4883dc
Merge pull request #6725 from freqtrade/cagr
Add CAGR calculation to backtesting
2022-04-25 16:02:39 +02:00
Matthias
9a5a57d848
Merge pull request #6724 from freqtrade/pre-commit-additional_updates
Check pre-commit verison updates
2022-04-25 14:57:45 +02:00
froggleston
431c539cbd Fix isort import order 2022-04-25 10:42:24 +01:00
Matthias
4444259078 Fix hyperopt-loss interface to enforce kwargs 2022-04-25 11:33:18 +02:00
froggleston
580da21dda Move df append to pd concat 2022-04-25 10:31:19 +01:00
Matthias
500fdc2759 run mypy also against tests 2022-04-25 11:12:35 +02:00
Matthias
4143ebbeae Add CAGR calculation to backtesting 2022-04-25 10:51:11 +02:00
Matthias
7b02114ad2 Restrict trading pairs with too low precision
closes #6606
2022-04-25 09:49:51 +02:00
Matthias
86b3aac9ba Fix FTX not fetching the very latest data 2022-04-25 08:38:02 +02:00
Matthias
9bc6bbe472 Improve test for max_drawdown calculations 2022-04-25 07:23:16 +02:00
Matthias
562e36c3ec Remove Interface V1 support 2022-04-25 07:01:27 +02:00
Nicolas Papp
e8aec967dd Update on note 2022-04-24 17:42:52 -03:00
Nicolas Papp
086cc6be93 Correction on tests 2022-04-24 17:37:09 -03:00
Matthias
4de0fdbfca Minor edits found during review 2022-04-24 14:43:30 +02:00
Matthias
6623192108 improve doc wording 2022-04-24 14:39:13 +02:00
Matthias
737bdfe844 Use "side" parameter when calling Pairlocks 2022-04-24 14:33:24 +02:00
Matthias
b0a8bf3025 Show lock side 2022-04-24 14:33:24 +02:00
Matthias
4942d73693 update pairlock tests 2022-04-24 14:33:24 +02:00
Matthias
845f960a4e realign pairlock naming to side 2022-04-24 14:33:24 +02:00
Matthias
fc201bb4ff implement pairlock side further 2022-04-24 14:33:24 +02:00
Matthias
7c79d937e0 Properly type "side" parameter 2022-04-24 14:33:24 +02:00
Matthias
b7cada1edd Convert ProtectionReturn to dataclass 2022-04-24 14:33:24 +02:00
Matthias
9e199165b4 Update protection-interface to support per-side locks 2022-04-24 14:33:24 +02:00
Matthias
6ff3b178b0 Add direction column to pairlocks 2022-04-24 14:33:24 +02:00
Matthias
25c6c5e326 Update backtest sell terminology to exit 2022-04-24 14:30:50 +02:00
Matthias
3c17409bd7 Update buy to entry in backtesting 2022-04-24 14:28:15 +02:00
Nicolas Papp
0f943c482b PEP8 code compliance 2022-04-23 13:15:14 -03:00
Matthias
8cac0a47cc Fix joblib being in wrong requirements 2022-04-23 17:08:34 +02:00
Matthias
d4e12371c2
Merge pull request #6558 from samgermain/recursive-strategy-folder
Recursively search subdirectories in config['user_data_dir']/strategies for a strategy
2022-04-23 14:23:53 +02:00
Matthias
b1ca47e3d6
Merge pull request #6707 from koradiyakaushal/develop
Ref: timeseries friendly merge_ordered in merge_informative_pair func…
2022-04-23 14:22:23 +02:00
Matthias
f2912f8815 Improve mypy runs 2022-04-23 11:31:12 +02:00
Matthias
84f5a4d5bc Fix indentation 2022-04-23 10:51:24 +02:00
Matthias
89f16ad3a5
Merge pull request #6543 from froggleston/v3_fixes
Add support for storing buy candle indicator rows in backtesting results
2022-04-23 09:45:11 +02:00
Matthias
5a90d5ece6 Fix docstring quotes 2022-04-23 09:44:04 +02:00
Matthias
7328553c0b
Merge pull request #6563 from italodamato/opt-ask-force-new-points
Optimize only new points
2022-04-23 09:43:33 +02:00
Matthias
580a2c6545 Don't repeat backtest-storing 2022-04-23 09:23:53 +02:00
Matthias
f1f4846053 Merge branch 'develop' into pr/samgermain/6558 2022-04-23 09:16:28 +02:00
Matthias
ba92e09b7b list-strategies should find recursively as well 2022-04-23 09:11:50 +02:00
Matthias
c6927a1501 Fix argument spelling 2022-04-23 09:10:40 +02:00
Matthias
dff9d52b30 Remove hints on no longer used option, add very primitive test 2022-04-23 08:51:52 +02:00
froggleston
2fc4e5e117 Fix weird removal of comma 2022-04-22 18:54:02 +01:00
froggleston
767592a1d6 Add signals enum to 'export' cli option 2022-04-22 18:46:12 +01:00
Patel Kaushal
ba305e93ed
Ref: timeseries friendly merge_ordered in merge_informative_pair function 2022-04-21 18:35:41 +05:30
froggleston
f92997d378 Move signal candle generation into separate function 2022-04-20 14:05:33 +01:00
froggleston
b3cb722646 Use joblib instead of pickle, add signal candle read/write test, move docs to new Advanced Backtesting doc 2022-04-20 13:38:52 +01:00
froggleston
aa5984930d Fix filename generation 2022-04-19 13:00:09 +01:00
froggleston
165f59325f Merge branch 'v3_fixes' of github.com:froggleston/freqtrade into v3_fixes 2022-04-19 12:48:29 +01:00
froggleston
84f486295d Add tests for new storing of backtest signal candles 2022-04-19 12:48:21 +01:00
Robert Davey
4b0f168e52
Merge branch 'freqtrade:develop' into v3_fixes 2022-04-19 12:10:30 +01:00
eSeR1805
76558f284f
Fix user cancellation functionality. 2022-04-19 13:33:37 +03:00
eSeR1805
cea4f663d5
Merge branch 'develop' into feat_readjust_entry 2022-04-18 21:22:19 +03:00
eSeR1805
d24ee9032a
Update usage in backtest. No functional update. 2022-04-18 21:21:38 +03:00
eSeR1805
d9f838a65f
Update template usage to reflect changes. 2022-04-18 21:20:50 +03:00
eSeR1805
3166739ec9
Update strategy callback params and description. 2022-04-18 21:17:39 +03:00
eSeR1805
95e009b9cb
Update adjustment functionality and add cancelation option 2022-04-18 21:16:45 +03:00
eSeR1805
2cac1b7dcc
Add new (user cancellation) reason. 2022-04-18 21:14:35 +03:00
eSeR1805
17da4ca099
Use order_date_utc 2022-04-17 12:11:30 +03:00
Sam Germain
591a2fb7fc switch notionalFloor -> minNotional and notionalCap -> maxNotional 2022-04-16 21:47:44 -06:00
froggleston
34fb8dacd7 Fix isort complaints 2022-04-16 17:03:24 +01:00
froggleston
b738c4e695 Fix flake8 complaints 2022-04-16 16:49:20 +01:00
froggleston
7210a11730 Fix flake8 complaints 2022-04-16 16:37:06 +01:00
froggleston
a63affc5f1 Fix flake8 complaints 2022-04-16 16:32:04 +01:00
froggleston
f55a9940a7 Fix line spacing 2022-04-16 16:15:04 +01:00
froggleston
b1bcf9f33c Fix backtest_enable typo 2022-04-16 14:58:17 +01:00
froggleston
8990ba2709 Fix store signal candles 2022-04-16 14:49:53 +01:00
froggleston
21734c5de7 Add pickle import 2022-04-16 14:46:30 +01:00
froggleston
26ba899d7d Add constant, boolean check, rename option to fit with other x_enable, check that RunMode is BACKTEST 2022-04-16 14:37:36 +01:00
Robert Davey
afd3a32883
Merge branch 'develop' into v3_fixes 2022-04-16 14:23:13 +01:00
eSeR1805
d65b64a46f
Merge branch 'develop' into feat_readjust_entry 2022-04-16 15:20:50 +03:00
eSeR1805
452f44206a
Add new callback to advanced template. 2022-04-16 15:08:09 +03:00
eSeR1805
bf5799ef9e
Add new functionality to backtesting. 2022-04-16 15:07:18 +03:00
eSeR1805
f8a7fdd5ed
Add new callback to strategy interface. 2022-04-16 15:04:22 +03:00
eSeR1805
317c1e0746
Add option to handle_cancel_enter to prevent closing trade. 2022-04-16 15:03:44 +03:00
eSeR1805
76c545ba0d
Reorganize, rename, redescribe and add new functionality 2022-04-16 15:03:09 +03:00
eSeR1805
e5d4f7766e
Add new cancel reason for when replacing orders. 2022-04-16 14:44:41 +03:00
Matthias
4019c05fee Update entry/exit timeout documentation
the type of order is now an Order, no longer a dictionary.

closes #6691
2022-04-16 06:48:12 +02:00
Matthias
a4ec8984cd
Merge pull request #6685 from freqtrade/bt_load_history
Backtesting load history
2022-04-15 16:06:20 +02:00
kokimame
d23d830346 Avoid ignoring the case precision amount = 0 2022-04-15 00:35:11 +09:00
Italo
1153e65b3e fix flake8 2022-04-14 14:34:04 +01:00
Italo
340c0ea391 update is_random before asked_non_tried
is_random depends on asked_non_tried and needs to be updated first
2022-04-14 14:15:11 +01:00
Matthias
4acb77305a Don't break when running hyperopt-x tools on old resuts 2022-04-13 19:33:27 +02:00
Matthias
b1a6db8d29 Fix bad usage of base_currency 2022-04-13 19:24:21 +02:00
Italo
35cea6dcfa fix unique_list 2022-04-13 09:36:46 +01:00
Matthias
f89b64c972 Improve test by having multistrat.meta file available 2022-04-13 07:09:26 +02:00
Matthias
4ac54a76af Add strategy as mandatory argument 2022-04-13 06:47:39 +02:00
Italo
fa298d6f1c fix unique_list logic 2022-04-12 23:57:40 +01:00
Nicolas Papp
c8e4687833 Plots and hyperopt 2022-04-11 16:41:48 -03:00
Matthias
85e7deb2cd Add loading of historic backtest result 2022-04-11 20:04:47 +02:00
Matthias
d9039152ba Add "get backtest historic results" endpoint 2022-04-11 19:44:47 +02:00
Nicolas Papp
178240aa6c Merge branch 'develop' of https://github.com/nicolaspapp/freqtrade into feat/relative-drawdown 2022-04-11 14:42:10 -03:00
Matthias
baefda80d1 Enable flake8 E226 rule 2022-04-11 18:02:06 +02:00
Sam Germain
c876d42e36 safe check for recursive_strategy_search in strategy_resolver 2022-04-10 18:50:51 -06:00
Sam Germain
9070114417 Merge branch 'recursive-strategy-folder' of https://github.com/samgermain/freqtrade into recursive-strategy-folder 2022-04-10 18:45:09 -06:00
Sam Germain
d5ce868f1a removed 1 letter alias for recursive-strategy-folder 2022-04-10 18:44:33 -06:00
Nicolas Papp
47a6ef4f00 Max relative drawdown 2022-04-10 12:53:47 -03:00
Matthias
68fe7476c9 Update more terminology to forceexit 2022-04-10 15:56:29 +02:00
Matthias
77c840c2a4 Fix syntax-error in exit_reason migration 2022-04-10 15:10:13 +02:00
Matthias
9556af1e6c Improve documentation for config imports 2022-04-10 10:14:34 +02:00
Matthias
cd2e49bb60 Simplify downloading futures data code 2022-04-10 09:53:33 +02:00
Matthias
95f69a8c3b Remove some outdated TODO's 2022-04-10 09:53:33 +02:00
Matthias
2653d83fee Merge branch 'develop' into pr/cyberjunky/6615 2022-04-10 09:24:53 +02:00
Matthias
54633e90a7 Merge branch 'develop' into pr/italodamato/6563 2022-04-10 09:16:31 +02:00
Matthias
a99cbe459c
Merge pull request #6671 from freqtrade/custom_exit_profit
Custom exit - call it independent of profit
2022-04-10 09:09:45 +02:00
Matthias
282804463c Add Documentation for /forceexit without parameter 2022-04-10 09:07:51 +02:00
Matthias
ffff45e76b simplify exit message 2022-04-10 08:44:49 +02:00
Matthias
850760bc00 Remove migration from very old database
(database without Orders table)
2022-04-10 08:43:30 +02:00
Matthias
46c18dfce2
Merge pull request #6670 from freqtrade/store_asset
store base and quote currency separately in the database
2022-04-10 08:42:28 +02:00
Matthias
6ebd30db88
Merge pull request #6665 from freqtrade/config_from_config
Allow recursive loading of configuration files
2022-04-09 17:18:51 +02:00
Matthias
114591048c Always call custom_sell - also when there's a new enter signal 2022-04-09 17:17:49 +02:00
Matthias
139b65835c Only show long/short signals on telegram for non-spot markets 2022-04-09 17:09:17 +02:00
Matthias
ef18d09161 Call custom_exit also when the trade is not in profit and exit_profit_only is set. 2022-04-09 16:50:38 +02:00
Matthias
8e98a2ff9f api - provide assset_currency via API 2022-04-09 16:42:18 +02:00
Matthias
ebcb530d4f Log if no stake-amount is left for trade 2022-04-09 09:58:03 +02:00
Matthias
ddfc68d533 Add test case for interactive telegram exit 2022-04-09 09:41:01 +02:00
Matthias
9cd92ed48c Fix forceexit to work 2022-04-09 09:24:20 +02:00
Matthias
40eb3f274f Fix merge mistake 2022-04-09 08:36:22 +02:00
Matthias
392967a26f Update formatting 2022-04-08 18:07:01 +02:00
Matthias
967bbe99bb Merge branch 'develop' into pr/cyberjunky/6615 2022-04-08 18:05:27 +02:00
Matthias
16e64ddf97 Update docs for multi-config loading 2022-04-08 17:59:16 +02:00
Matthias
238ff6c9fe Use better naming 2022-04-08 17:30:23 +02:00
Matthias
1435d26996 store config-file loading paths 2022-04-08 17:26:51 +02:00
Matthias
3427df0653 Add simple test for recursive loading 2022-04-08 16:11:18 +02:00
Matthias
1ea49ce864 Support nested configurations 2022-04-08 15:50:44 +02:00
Matthias
aee0cfd17a forcebuy_enable -> force_entry_enable 2022-04-08 13:39:41 +02:00
Italo
1559692e47 Update hyperopt.py
remove duplicates from list of asked points
2022-04-08 11:44:42 +01:00
Matthias
ef2f8be526
Merge pull request #6653 from mkavinkumar1/renaming-forceentry-forceexit
renamed forceentry forceexit
2022-04-08 12:31:48 +02:00
Matthias
075fc6d35e
Apply suggestions from code review 2022-04-08 11:45:03 +02:00
மனோஜ்குமார் பழனிச்சாமி
0e9b348868 Update api_v1.py 2022-04-08 11:08:11 +05:30
மனோஜ்குமார் பழனிச்சாமி
ca400b8195 Updated requested changes in PR #6653 2022-04-08 10:45:05 +05:30
மனோஜ்குமார் பழனிச்சாமி
f7020df097 Updating requested changes in PR #6653 2022-04-08 07:07:51 +05:30
மனோஜ்குமார் பழனிச்சாமி
9417bb01dc
Merge branch 'develop' into renaming-forceentry-forceexit 2022-04-08 00:01:51 +05:30
Matthias
1347107c1e extract load_from_files to load_config 2022-04-07 20:15:06 +02:00
Matthias
673b3034ee Simplify load_from_files 2022-04-07 20:05:51 +02:00
Matthias
ea1c55b161 Update backtesting to use row instead of sell_row 2022-04-07 19:43:34 +02:00
Matthias
890694da08
Merge pull request #6661 from SmartManoj/patch-5
Update fiat_convert.py
2022-04-07 19:25:58 +02:00
Matthias
3188d036a6 improve trading_mode handling
Ensure trading_mode is set by new-config
handle empty strings to default to spot.

closes #6663
2022-04-07 08:45:45 +00:00
மனோஜ்குமார் பழனிச்சாமி
7bf3475fbd
Update fiat_convert.py 2022-04-07 10:28:55 +05:30
Matthias
299dd84cfe
Merge pull request #6656 from freqtrade/use_sell_signal
Use sell signal -> use_exit_signal
2022-04-06 19:46:46 +02:00
Matthias
916764d4f2
Merge pull request #6658 from mkavinkumar1/rename-enter-side
renamed enter-side
2022-04-06 19:32:55 +02:00
Matthias
28b58712fb Add compatibility shim for trade.entry_trade 2022-04-06 19:13:46 +02:00
Matthias
d5ec79c0b9 Update deprecated settings to support non-nested transitions 2022-04-06 19:09:34 +02:00
Matthias
146d6e7c6c Add UAH to supported fiat currencies
closes #6657
2022-04-06 06:43:06 +02:00
மனோஜ்குமார் பழனிச்சாமி
aa76191636 fixed tests 2022-04-06 07:19:00 +05:30
மனோஜ்குமார் பழனிச்சாமி
28f4a3b373 updated for PR #6653 2022-04-06 07:05:43 +05:30
மனோஜ்குமார் பழனிச்சாமி
7e97e58820 renamed enter-side 2022-04-06 06:32:13 +05:30
Matthias
8d95e76d26 Add tests for new naming definitions 2022-04-05 20:43:39 +02:00
Matthias
82e9f62381 Add missing setting in arguments.py 2022-04-05 20:27:32 +02:00
Matthias
b1378efdeb ignore_roi_if_buy_signal -> ignore_roi_if_entry_signal 2022-04-05 20:21:39 +02:00
Matthias
4897731030 use_sell_signal -> use_exit_signal 2022-04-05 20:10:20 +02:00
Matthias
5ce5c70be6 sell_profit_offset -> exit_profit_offset 2022-04-05 20:03:27 +02:00
Matthias
bba9629a2a Rename sell_profit_only to exit_profit_only 2022-04-05 20:00:35 +02:00
மனோஜ்குமார் பழனிச்சாமி
8442fb915f renamed 2022-04-05 16:01:53 +05:30
Matthias
2a46e6a214 Change some sell terminology 2022-04-05 06:50:44 +02:00
Matthias
4cd4edf08b Update exit_reasons while migrating the database 2022-04-04 19:52:26 +02:00
Matthias
0db5d9f7fa Update telegram message formatting 2022-04-04 19:37:23 +02:00
Matthias
7d3116f9fb webhookbuy -> webhookentry 2022-04-04 19:32:27 +02:00
Matthias
eff636ba53 Update RPC message types to ENTRY 2022-04-04 19:29:15 +02:00
Matthias
125dff1dad Properly deprecate webhook settings (with transition) 2022-04-04 19:21:13 +02:00
Matthias
5ecb695e50 Update deprecated notification settings 2022-04-04 19:17:11 +02:00
Matthias
129a7c632c Update method names 2022-04-04 19:14:21 +02:00
Matthias
8a9839fb6d Update telegram notification settings 2022-04-04 19:10:44 +02:00
Matthias
0b88185c2c Sell-fill -> exit_fill 2022-04-04 19:08:50 +02:00
Matthias
8b33d9cdb2 sell_cancel -> exit_cancel 2022-04-04 19:07:20 +02:00
Matthias
6a0110aa3c Update webhook configuration 2022-04-04 19:05:36 +02:00
Matthias
6d9218cb34 sell_signal -> exit_signal 2022-04-04 17:11:11 +02:00
Matthias
1917527179 custom_sell -> custom_exit 2022-04-04 17:04:43 +02:00
Matthias
cd146bfa8f emergency_sell -> emergency_exit 2022-04-04 17:03:27 +02:00
Matthias
54ad130bb9 Update force_sell to force_exit 2022-04-04 16:59:27 +02:00
Matthias
33841da382 Slightly imporve Typing by reusing long/short type 2022-04-04 16:51:57 +02:00
Matthias
f8783c908e Add side to custom_entry_price 2022-04-04 16:48:27 +02:00
Matthias
69491c1430 Update more wording to "exit" 2022-04-03 19:39:13 +02:00
Matthias
283d04a5ad Update docstring wording 2022-04-03 19:36:32 +02:00
Matthias
9dfb3db1aa Update local variable 2022-04-03 19:22:59 +02:00
Ron Klinkien
dd61886341 Readded missing keyboard commands
Rename forcesell methods to forceexit
2022-04-03 12:29:29 +02:00
Matthias
8acffbc1d8 sell_type -> exit_type 2022-04-03 11:18:36 +02:00
Matthias
2d2bea17e7 sell_order_status -> exit_order_status 2022-04-03 11:17:01 +02:00
Matthias
d054916439
Merge pull request #6632 from freqtrade/short_terminology
Short terminology
2022-04-03 11:10:16 +02:00
Matthias
a27c837d18 Update sell_reason to exit_reason 2022-04-03 10:41:35 +02:00
Matthias
cd78792f48 Improve some telegram terminology 2022-04-03 10:40:13 +02:00
Ron Klinkien
936ada5699 Fixed syntax error 2022-04-03 09:58:55 +02:00
Matthias
157f8f8139 Update some more sell_reason occurances 2022-04-03 08:17:17 +02:00
Matthias
e894f620c2 Improve compatibility 2022-04-03 08:15:23 +02:00
Matthias
240ca421af
Merge pull request #6630 from SmartManoj/patch-4
checking exchange name with lower
2022-04-02 20:09:10 +02:00
Matthias
ec63cfd656 Add compatibility layer for backtesting results 2022-04-02 20:04:30 +02:00
Matthias
543aa74278 update sell_reason to exit_reason 2022-04-02 20:04:29 +02:00
Ron Klinkien
f89265e0fb
Merge branch 'develop' into cyber-forcesell-tg 2022-04-02 20:02:42 +02:00
Matthias
39d925c295 Change to precise casing instead of .lower() 2022-04-02 19:48:01 +02:00
Matthias
b0fab3ad50 Properly handle empty dataframes after trimming
closes #6629
2022-04-02 16:16:29 +02:00
மனோஜ்குமார் பழனிச்சாமி
40b4a9977e
checking exchange name with lower 2022-04-02 11:23:06 +05:30
topscoder
7db3c846b4
Fixes CoinGecko typos in fiat_convert.py 2022-04-01 20:52:16 +02:00
Ron Klinkien
f029702bd1 Fixed flake8 issues 2022-04-01 09:16:35 +02:00
Matthias
775305e9c4 Use correct candleconfig in plot endpoint 2022-04-01 08:57:58 +02:00
Matthias
e3a624cf68 Fix futures plotting 2022-04-01 06:44:17 +02:00
Sam Germain
4b238987b0 plot.generate_candlestick_graph Added short equivelent, separating plotting scatter creation to a function 2022-04-01 06:27:42 +02:00
Sam Germain
2fe5a1594f Add conditional to recursive strategy searching if in config 2022-03-31 08:21:15 -06:00
Sam Germain
b4b809ff8e changed recursive to recursive_strategy_search 2022-03-31 08:16:21 -06:00
Sam Germain
f44ae494fb Added recursive to configuration 2022-03-31 08:12:02 -06:00
Sam Germain
185daf5772 add recursive command line option 2022-03-31 08:12:02 -06:00
Sam Germain
6df15a7af9 Recursively search subdirectories in user_data/strategies for a strategy 2022-03-31 08:12:02 -06:00
Ron Klinkien
3d8cfa7ea5 Several fixes
Code optimizations
2022-03-31 08:30:20 +02:00
Matthias
94274e4823 Remove order.leverage column 2022-03-31 06:57:16 +02:00
Matthias
2d914c8e13 Simplify formatting in exchange class 2022-03-30 20:02:56 +02:00
Ron Klinkien
6c811b3de1 Made regex strings raw
Removed unwanted changes
2022-03-30 19:57:02 +02:00
Matthias
1f6ca29bbf Update comment 2022-03-30 19:38:25 +02:00
Ron Klinkien
3ed7f3f2df Display all trade info in buttons
First step to fix tests for changed forcesell code
2022-03-30 12:28:30 +02:00
Italo
8d4afc0eaf Merge branch 'opt-ask-force-new-points' of https://github.com/italodamato/freqtrade-1 into opt-ask-force-new-points 2022-03-30 09:49:07 +01:00
Italo
bad179ebaa fix merge mess
This reverts commit 9f171193ef.
2022-03-30 09:48:10 +01:00
Italo
b560248165
Merge branch 'develop' into opt-ask-force-new-points 2022-03-30 09:42:38 +01:00
Italo
9f171193ef Revert "Merge branch 'plot_hyperopt_stats' into opt-ask-force-new-points"
This reverts commit 4eb9cc6e8b, reversing
changes made to a3b401a762.
2022-03-30 09:39:07 +01:00
Matthias
b91b7b4464 Fix hyperopt assigning sell_signal to wrong field 2022-03-30 07:16:48 +02:00
Matthias
dafc2bf361 Merge branch 'develop' into feat/short 2022-03-30 07:09:41 +02:00
Matthias
e1ccbdb927
Merge pull request #6607 from freqtrade/short_pricing
Short pricing updates
2022-03-30 06:59:40 +02:00
Italo
4eb9cc6e8b
Merge branch 'plot_hyperopt_stats' into opt-ask-force-new-points 2022-03-30 00:30:33 +01:00
Italo
a3b401a762 highlight random points in hyperopt results table 2022-03-30 00:29:14 +01:00
Italo
229b0b037e reduce search loops 2022-03-29 19:33:35 +01:00
Ron Klinkien
29d6725fb7 Allow forcesell to be a valid keyboard option 2022-03-29 19:41:49 +02:00
Ron Klinkien
46acc8352f Add selection buttons for trades to forcesell cmd in telegram 2022-03-29 19:19:07 +02:00
Matthias
648e969a7a Realign entry_pricing fields 2022-03-29 19:07:29 +02:00
Italo
a1816434b7
Merge branch 'freqtrade:develop' into plot_hyperopt_stats 2022-03-29 17:24:40 +01:00
Jason Risch
6b57be35e9
Update kucoin candle limit 2022-03-29 07:23:45 -07:00
Matthias
2d740230f7 price_last_balance renaming 2022-03-28 19:53:55 +02:00
Matthias
d7c6520268 Update remaining tests 2022-03-28 19:30:14 +02:00
Matthias
cee09493be Update market order validation 2022-03-28 19:25:46 +02:00
Matthias
440967e483 Update some tests 2022-03-28 19:17:22 +02:00
adriance
d6082c33a7 fix type error 2022-03-28 21:29:50 +08:00
adriance
a0971a3e2c fix using future data to fill when use timeout 2022-03-28 21:00:05 +08:00
Matthias
f70166270d Update pricing to use entry/exit pricing 2022-03-28 07:07:46 +02:00
Matthias
9f863369bd Migrate bid/ask strategy to entry/exit pricing 2022-03-27 18:58:46 +02:00
Matthias
bcf326a035 Initial steps to change bid/ask pricing to enter/exit 2022-03-27 18:03:49 +02:00
Matthias
d1f61c4cf9 Use proper fee for DCA entries 2022-03-27 17:00:45 +02:00
Matthias
30cff1bd2c Update hdf5 to not raise naturalNaming warnings 2022-03-27 16:39:34 +02:00
Matthias
d244391860 no need to "abs" cost will be fixed in ccxt 2022-03-26 19:06:37 +01:00
Matthias
f509959bd4 Update 2022-03-26 16:26:31 +01:00
Matthias
f5578aba48 Update trading_fee naming 2022-03-26 15:16:04 +01:00
Matthias
9a8c24ddf3 Update gateio to patch fees 2022-03-26 15:04:17 +01:00
Matthias
33229c91cb Add fetch_trading_fees endpoint 2022-03-26 13:53:36 +01:00
Matthias
0624817242 update unfilledtimeout settings to entry/exit 2022-03-26 11:55:11 +01:00
Matthias
6f1b14c013 Update buy_timeout and sell_timeout methods 2022-03-25 19:57:06 +01:00
Matthias
78fe29cc2d
Merge pull request #6588 from samgermain/contracts
Add amount_to_contracts and order_contracts_to_amount to exchange.stoploss
2022-03-25 19:18:01 +01:00
Matthias
46f4227329 Check if symbol is not None 2022-03-25 18:11:02 +01:00
Matthias
1c0946833d Fix bug in exit-count detection 2022-03-25 16:06:03 +01:00
Matthias
cd11ba3489 Fix naming in interface.py 2022-03-25 15:36:30 +01:00
Matthias
1ab6773257 Update todo-lev to todo 2022-03-25 15:17:46 +01:00
Matthias
f8e87e45a5
Merge pull request #6576 from samgermain/funding-tests
funding_fee tests
2022-03-25 15:11:45 +01:00
Sam Germain
054b637001 Add amount_to_contracts and order_contracts_to_amount to stoploss 2022-03-25 06:56:05 -06:00
Matthias
743a7b7849 Merge branch 'develop' into feat/short 2022-03-25 10:04:18 +01:00
Matthias
a004bcf00f Small refactor to backtesting 2022-03-25 08:03:32 +01:00
Matthias
5f71232d6f Fix doc typo 2022-03-25 07:03:50 +01:00
Matthias
dcfa3e8648 Update SellType to ExitType 2022-03-25 06:55:37 +01:00
Matthias
c07883b1f9 Move ExitCheckTuple to enums 2022-03-25 06:50:18 +01:00
Matthias
8d111d357a Update SellCheckTuple to new naming 2022-03-25 06:46:29 +01:00
Matthias
62e8c7b5b7 Rename parameter to avoid ambiguity 2022-03-25 06:39:57 +01:00
Matthias
d7f76ee452 Update confirm_trade_exit to use sell_reason terminology 2022-03-25 06:37:40 +01:00
Matthias
46ca773c25 Simplify some rpc code 2022-03-24 19:58:53 +01:00
Matthias
83f6401820 Add additional endpoints to "has_optional" dict as comments 2022-03-23 19:56:29 +01:00
Matthias
08a55d4f6d Extract supported Exchanges to exchange.common 2022-03-23 19:51:44 +01:00
Matthias
e545ac1978 Revert condition to exploit lazy evaluation 2022-03-23 19:41:57 +01:00
Matthias
7d02e81857 Remove impossible TODO 2022-03-23 19:40:40 +01:00
Matthias
3fa8327711 Remove sample_short_strategy - sample_strategy is a better long/short strategy example 2022-03-23 19:30:02 +01:00
Matthias
de6519eb05 Update config builder to include okx for futures 2022-03-23 06:56:52 +01:00
Matthias
14f9d712dc Simplify okx lev_prep 2022-03-23 06:49:17 +01:00
Matthias
5791d0a394 Align kraken._get_params with okex 2022-03-23 06:49:07 +01:00
Matthias
8a708a9892 Don't assing attributes we never use 2022-03-23 06:48:23 +01:00
Matthias
b1e3ead88b Merge branch 'develop' into feat/short 2022-03-22 20:28:38 +01:00
Matthias
247635db79 Fix tests 2022-03-22 19:28:13 +01:00
Italo
b5a346a46d Update hyperopt.py 2022-03-22 11:01:38 +00:00
Matthias
fa3c00c673 Remove some default arguments in history_utils 2022-03-22 07:20:21 +01:00
Matthias
5b4f343d36 Update buy output for backtesting 2022-03-22 06:45:36 +01:00
Matthias
08777abd85 Update backtesting output terminology to "exit" 2022-03-22 06:43:37 +01:00
Italo
2733aa33b6 Update hyperopt.py 2022-03-22 00:28:11 +00:00
Matthias
00287febc6
Merge pull request #6542 from TheJoeSchr/check_version_with_endswith
[develop] Check version with endswith
2022-03-21 22:17:39 +01:00